Q3 2023
| Value | Shares | ↓ Weighting | ||||||
|---|---|---|---|---|---|---|---|---|
| VRT | Sell | Vertiv Holdings Co | $969,173,051 | +25.4% | 26,053,039 | -16.5% | 3.70% | +28.7% |
| CMCSA | Sell | Comcast Corp | $778,986,359 | +6.3% | 17,568,479 | -0.4% | 2.98% | +9.1% |
| APD | Sell | Air Products and Chemicals Inc | $748,269,805 | -8.7% | 2,640,331 | -3.5% | 2.86% | -6.3% |
| MRK | Sell | Merck & Co Inc | $673,400,892 | -11.8% | 6,541,048 | -1.1% | 2.57% | -9.5% |
| ENB | Buy | Enbridge Inc | $650,218,758 | +24.3% | 19,557,249 | +39.0% | 2.48% | +27.5% |
| HAL | Buy | Halliburton Co | $638,186,647 | +42.7% | 15,757,695 | +16.2% | 2.44% | +46.4% |
| HES | Sell | Hess Corp | $637,727,256 | +6.0% | 4,168,152 | -5.8% | 2.44% | +8.8% |
| FIS | Buy | Fidelity National Information | $617,524,691 | +2.3% | 11,172,873 | +1.2% | 2.36% | +5.0% |
| ANTM | Buy | Elevance Health Inc | $597,063,144 | +8.5% | 1,371,235 | +10.7% | 2.28% | +11.3% |
| ALL | Buy | Allstate Corp/The | $595,457,595 | +29.6% | 5,344,741 | +26.8% | 2.28% | +32.9% |
| APTV | Buy | Aptiv PLC | $593,189,805 | +6.8% | 6,016,734 | +10.6% | 2.27% | +9.6% |
| WFC | Sell | Wells Fargo & Co | $541,927,773 | -10.7% | 13,263,039 | -6.7% | 2.07% | -8.4% |
| AVGO | Sell | Broadcom Inc | $519,800,220 | -6.6% | 625,828 | -2.4% | 1.99% | -4.1% |
| QCOM | Buy | QUALCOMM Inc | $501,003,988 | +4.7% | 4,511,111 | +12.3% | 1.92% | +7.5% |
| JBHT | Sell | JB Hunt Transport Services Inc | $499,392,685 | -14.0% | 2,649,017 | -17.5% | 1.91% | -11.8% |
| MDT | Buy | Medtronic PLC | $486,871,054 | -10.4% | 6,213,260 | +0.7% | 1.86% | -8.1% |
| AIG | Sell | American International Group I | $470,668,444 | +4.1% | 7,766,806 | -1.2% | 1.80% | +6.8% |
| LAD | Buy | Lithia Motors Inc | $469,547,235 | +3.1% | 1,589,907 | +6.1% | 1.80% | +5.8% |
| PXD | Buy | Pioneer Natural Resources Co | $455,945,294 | +18.4% | 1,986,257 | +6.9% | 1.74% | +21.5% |
| UNH | Sell | UnitedHealth Group Inc | $452,934,549 | -0.1% | 898,341 | -4.7% | 1.73% | +2.5% |
| ETR | Buy | Entergy Corp | $449,749,522 | +17.2% | 4,862,157 | +23.4% | 1.72% | +20.3% |
| PM | Buy | Philip Morris International In | $443,989,424 | -1.0% | 4,795,738 | +4.4% | 1.70% | +1.6% |
| DD | Sell | DuPont de Nemours Inc | $438,037,532 | -0.2% | 5,872,604 | -4.4% | 1.67% | +2.4% |
| AVTR | Buy | Avantor Inc | $436,780,340 | +28.2% | 20,720,130 | +24.9% | 1.67% | +31.5% |
| LVS | Buy | Las Vegas Sands Corp | $431,871,658 | -1.0% | 9,421,284 | +25.3% | 1.65% | +1.7% |
| PSX | Sell | Phillips 66 | $426,816,775 | +17.2% | 3,552,366 | -6.9% | 1.63% | +20.3% |
| PNW | Buy | Pinnacle West Capital Corp | $420,084,236 | +15.0% | 5,701,469 | +27.1% | 1.61% | +18.0% |
| AXTA | Sell | Axalta Coating Systems Ltd | $416,078,251 | -19.0% | 15,467,593 | -1.2% | 1.59% | -16.9% |
| VICI | Sell | VICI Properties Inc | $406,024,297 | -11.1% | 13,952,725 | -4.0% | 1.55% | -8.8% |
| ARMK | Buy | Aramark | $400,416,451 | -18.2% | 11,539,379 | +1.4% | 1.53% | -16.1% |
| ORCL | Sell | Oracle Corp | $379,937,477 | -48.0% | 3,587,023 | -41.6% | 1.45% | -46.7% |
| USB | Sell | US Bancorp | $368,915,746 | -5.8% | 11,158,976 | -5.8% | 1.41% | -3.3% |
| MTB | Sell | M&T Bank Corp | $352,037,811 | -1.1% | 2,784,008 | -3.2% | 1.35% | +1.5% |
| SWKS | Buy | Skyworks Solutions Inc | $342,542,378 | -8.1% | 3,474,413 | +3.2% | 1.31% | -5.7% |
| CVS | Buy | CVS Health Corp | $336,491,625 | +7.2% | 4,819,416 | +6.1% | 1.29% | +9.9% |
| CTSH | Buy | Cognizant Technology Solutions | $314,500,969 | +41.9% | 4,642,766 | +36.8% | 1.20% | +45.7% |
| CI | Buy | Cigna Group/The | $307,770,126 | +3.5% | 1,075,856 | +1.5% | 1.18% | +6.2% |
| PSA | New | Public Storage | $296,015,178 | – | 1,123,312 | – | 1.13% | – |
| NTRS | Sell | Northern Trust Corp | $292,473,559 | -13.6% | 4,209,464 | -7.9% | 1.12% | -11.3% |
| SWK | Sell | Stanley Black & Decker Inc | $277,877,925 | -14.3% | 3,324,694 | -3.9% | 1.06% | -12.0% |
| EA | Sell | Electronic Arts Inc | $267,277,766 | -13.6% | 2,219,915 | -6.9% | 1.02% | -11.3% |
| WLTW | Sell | Willis Towers Watson PLC | $244,658,518 | -13.7% | 1,170,839 | -2.7% | 0.94% | -11.4% |
| LUV | Sell | Southwest Airlines Co | $214,925,920 | -47.4% | 7,939,635 | -29.7% | 0.82% | -46.1% |
| New | CRH PLC | $213,369,064 | – | 3,898,576 | – | 0.82% | – | |
| WYNN | New | Wynn Resorts Ltd | $206,729,856 | – | 2,237,094 | – | 0.79% | – |
| ACM | Sell | AECOM | $206,593,638 | -35.0% | 2,487,881 | -33.7% | 0.79% | -33.3% |
| AXP | Sell | American Express Co | $197,432,526 | -18.2% | 1,323,363 | -4.5% | 0.76% | -16.0% |
| RL | Buy | Ralph Lauren Corp | $178,582,988 | -4.0% | 1,538,315 | +1.9% | 0.68% | -1.4% |
| GOOGL | Sell | Alphabet Inc | $171,677,328 | +3.1% | 1,311,916 | -5.7% | 0.66% | +5.8% |
| New | Howard Hughes Holdings Inc | $166,997,321 | – | 2,252,763 | – | 0.64% | – | |
| CCEP | Sell | Coca-Cola Europacific Partners | $149,211,612 | -35.8% | 2,388,150 | -33.8% | 0.57% | -34.1% |
| SEAS | Sell | SeaWorld Entertainment Inc | $149,094,922 | -23.8% | 3,223,674 | -7.8% | 0.57% | -21.8% |
| GOOG | Sell | Alphabet Inc | $135,104,585 | +3.9% | 1,024,684 | -4.7% | 0.52% | +6.6% |
| New | SharkNinja Inc | $131,714,648 | – | 2,841,127 | – | 0.50% | – | |
| BWXT | Sell | BWX Technologies Inc | $129,277,817 | +3.7% | 1,724,164 | -1.0% | 0.49% | +6.5% |
| OFC | Buy | COPT Defense Properties | $124,404,753 | +1.3% | 5,220,510 | +1.0% | 0.48% | +4.2% |
| LIVN | Buy | LivaNova PLC | $122,911,892 | +3.7% | 2,324,355 | +0.9% | 0.47% | +6.6% |
| CB | Buy | Chubb Ltd | $116,952,609 | +8.4% | 561,786 | +0.2% | 0.45% | +11.2% |
| NEM | Buy | Newmont Corp | $114,823,862 | -11.3% | 3,107,547 | +2.4% | 0.44% | -8.9% |
| JEF | Sell | Jefferies Financial Group Inc | $108,175,313 | +9.5% | 2,953,189 | -0.8% | 0.41% | +12.2% |
| CACI | Sell | CACI International Inc | $105,305,621 | -9.4% | 335,443 | -1.6% | 0.40% | -6.9% |
| AER | Sell | AerCap Holdings NV | $103,708,697 | -41.8% | 1,654,838 | -41.0% | 0.40% | -40.4% |
| MCHP | Sell | Microchip Technology Inc | $91,475,068 | -13.7% | 1,172,006 | -0.9% | 0.35% | -11.4% |
| ESI | Sell | Element Solutions Inc | $89,320,118 | +0.5% | 4,554,825 | -1.6% | 0.34% | +3.0% |
| BRKB | Sell | Berkshire Hathaway Inc | $84,759,989 | -32.4% | 241,964 | -34.2% | 0.32% | -30.6% |
| CNP | Sell | CenterPoint Energy Inc | $84,304,972 | -8.8% | 3,139,850 | -1.0% | 0.32% | -6.4% |
| ATI | Buy | ATI Inc | $83,548,532 | -5.1% | 2,030,341 | +2.0% | 0.32% | -2.7% |
| TCBI | Buy | Texas Capital Bancshares Inc | $82,227,757 | +15.6% | 1,396,057 | +1.1% | 0.31% | +18.5% |
| ROCK | Sell | Gibraltar Industries Inc | $74,707,511 | +6.0% | 1,106,614 | -1.2% | 0.29% | +8.7% |
| AXS | Sell | Axis Capital Holdings Ltd | $71,717,634 | +3.7% | 1,272,266 | -1.0% | 0.27% | +6.2% |
| OFG | Buy | OFG Bancorp | $70,879,697 | +16.7% | 2,373,734 | +1.9% | 0.27% | +19.9% |
| EPAC | Sell | Enerpac Tool Group Corp | $67,324,557 | -3.3% | 2,547,278 | -1.3% | 0.26% | -0.8% |
| EXC | Sell | Exelon Corp | $67,218,471 | -8.3% | 1,778,737 | -1.1% | 0.26% | -5.9% |
| HUM | Sell | Humana Inc | $66,595,344 | -12.1% | 136,881 | -19.2% | 0.26% | -9.6% |
| Buy | Knife River Corp | $66,609,687 | +89.3% | 1,364,114 | +68.6% | 0.26% | +94.7% | |
| MDU | Sell | MDU Resources Group Inc | $66,664,633 | -7.5% | 3,404,731 | -1.1% | 0.26% | -4.9% |
| GBX | Sell | Greenbrier Cos Inc/The | $65,460,880 | -12.0% | 1,636,522 | -5.2% | 0.25% | -9.7% |
| New | U-Haul Holding Co | $65,320,952 | – | 1,246,821 | – | 0.25% | – | |
| CIEN | Buy | Ciena Corp | $64,339,906 | +12.6% | 1,361,403 | +1.2% | 0.25% | +15.5% |
| KALU | Buy | Kaiser Aluminum Corp | $62,821,554 | +6.7% | 834,727 | +1.6% | 0.24% | +9.6% |
| AN | New | AutoNation Inc | $62,678,086 | – | 413,990 | – | 0.24% | – |
| KEX | Sell | Kirby Corp | $62,549,852 | +6.3% | 755,433 | -1.3% | 0.24% | +9.1% |
| TBK | Buy | Triumph Financial Inc | $62,246,409 | +8.9% | 960,741 | +2.1% | 0.24% | +11.7% |
| ADNT | Buy | Adient PLC | $59,857,846 | -2.4% | 1,631,004 | +1.9% | 0.23% | +0.4% |
| DIOD | Buy | Diodes Inc | $58,542,564 | +14.6% | 742,549 | +34.4% | 0.22% | +17.9% |
| WSC | Sell | WillScot Mobile Mini Holdings | $57,005,375 | -14.1% | 1,370,651 | -1.3% | 0.22% | -11.7% |
| ATSG | Sell | Air Transport Services Group I | $54,964,297 | +9.2% | 2,633,651 | -1.2% | 0.21% | +12.3% |
| CBT | Buy | Cabot Corp | $54,022,703 | +5.5% | 779,886 | +1.9% | 0.21% | +7.9% |
| TMUS | Sell | T-Mobile US Inc | $53,100,798 | -0.3% | 379,156 | -1.1% | 0.20% | +2.5% |
| DOOR | Sell | Masonite International Corp | $53,018,316 | -12.5% | 568,744 | -3.8% | 0.20% | -10.2% |
| COLB | Buy | Columbia Banking System Inc | $51,956,835 | +5.1% | 2,559,450 | +5.0% | 0.20% | +8.2% |
| THRM | Buy | Gentherm Inc | $52,115,102 | -2.2% | 960,470 | +1.9% | 0.20% | +0.5% |
| DAR | Buy | Darling Ingredients Inc | $51,080,519 | -16.6% | 978,554 | +1.9% | 0.20% | -14.5% |
| LOB | Buy | Live Oak Bancshares Inc | $50,876,267 | +30.0% | 1,757,384 | +18.1% | 0.19% | +32.9% |
| Buy | Coherent Corp | $49,839,680 | -34.8% | 1,526,951 | +1.8% | 0.19% | -33.3% | |
| VAC | Sell | Marriott Vacations Worldwide C | $49,531,495 | -18.8% | 492,214 | -1.0% | 0.19% | -16.7% |
| APOG | Sell | Apogee Enterprises Inc | $48,156,672 | -12.3% | 1,022,869 | -11.6% | 0.18% | -10.2% |
| DG | Sell | Dollar General Corp | $47,281,808 | -88.5% | 446,898 | -81.5% | 0.18% | -88.2% |
| ONB | Buy | Old National Bancorp/IN | $46,388,285 | +6.3% | 3,190,391 | +1.9% | 0.18% | +8.6% |
| BUR | New | Burford Capital Ltd | $43,117,354 | – | 3,079,811 | – | 0.16% | – |
| AXL | Buy | American Axle & Manufacturing | $43,026,528 | -10.5% | 5,926,519 | +1.9% | 0.16% | -8.4% |
| JPM | Sell | JPMorgan Chase & Co | $42,227,359 | -57.9% | 291,183 | -57.8% | 0.16% | -57.0% |
| KMT | Sell | Kennametal Inc | $41,530,641 | -13.5% | 1,669,238 | -1.3% | 0.16% | -11.2% |
| SXI | Sell | Standex International Corp | $38,630,287 | +1.6% | 265,154 | -1.4% | 0.15% | +4.2% |
| JNJ | Sell | Johnson & Johnson | $38,054,709 | -6.1% | 244,332 | -0.2% | 0.14% | -4.0% |
| HSC | Sell | Enviri Corp | $35,258,805 | -27.8% | 4,883,491 | -1.2% | 0.14% | -25.8% |
| MTRN | Buy | Materion Corp | $35,146,313 | -9.1% | 344,876 | +1.9% | 0.13% | -6.9% |
| New | Atlas Energy Solutions Inc | $35,083,875 | – | 1,578,222 | – | 0.13% | – | |
| GSM | Buy | Ferroglobe PLC | $35,098,320 | +11.6% | 6,749,677 | +2.4% | 0.13% | +14.5% |
| SNN | New | Smith & Nephew PLC- ADR | $33,166,931 | – | 1,338,996 | – | 0.13% | – |
| ATHM | Buy | Autohome Inc- ADR | $31,527,398 | +18.3% | 1,038,794 | +13.7% | 0.12% | +22.2% |
| DNOW | Sell | NOW Inc | $30,029,948 | +13.2% | 2,529,903 | -1.2% | 0.12% | +16.2% |
| PG | Sell | Procter & Gamble Co/The | $29,678,718 | -4.9% | 203,474 | -1.0% | 0.11% | -2.6% |
| TILE | Sell | Interface Inc | $28,772,789 | +10.2% | 2,933,006 | -1.2% | 0.11% | +13.4% |
| PAGP | Sell | Plains GP Holdings LP | $27,515,212 | +7.5% | 1,706,899 | -1.1% | 0.10% | +10.5% |
| TAP | Sell | Molson Coors Beverage Co | $26,892,402 | -25.2% | 422,903 | -22.5% | 0.10% | -23.1% |
| RTX | Sell | RTX Corp | $26,568,589 | -76.6% | 369,162 | -68.2% | 0.10% | -75.9% |
| GD | Sell | General Dynamics Corp | $26,627,990 | +0.6% | 120,505 | -2.1% | 0.10% | +3.0% |
| INFN | Buy | Infinera Corp | $24,132,896 | -4.3% | 5,773,420 | +10.5% | 0.09% | -2.1% |
| IFF | Buy | International Flavors & Fragra | $23,833,118 | -14.2% | 349,613 | +0.2% | 0.09% | -11.7% |
| STKL | Buy | SunOpta Inc | $17,221,845 | -28.3% | 5,110,340 | +42.4% | 0.07% | -25.8% |
| DE | Sell | Deere & Co | $16,299,797 | -79.8% | 43,192 | -78.3% | 0.06% | -79.4% |
| VPG | Buy | Vishay Precision Group Inc | $15,807,416 | -7.9% | 470,739 | +1.9% | 0.06% | -6.2% |
| TSN | Buy | Tyson Foods Inc | $14,507,948 | +85.7% | 287,343 | +87.7% | 0.06% | +89.7% |
| CNK | Sell | Cinemark Holdings Inc | $13,785,346 | -25.9% | 751,245 | -33.4% | 0.05% | -23.2% |
| RIG | Buy | Transocean Ltd | $13,800,296 | +24.0% | 1,680,913 | +5.9% | 0.05% | +29.3% |
| Sell | Mirion Technologies Inc | $6,891,448 | -32.0% | 922,550 | -23.1% | 0.03% | -31.6% | |
| EWY | New | iShares MSCI South Korea ETF | $4,757,047 | – | 80,710 | – | 0.02% | – |
| HAIN | New | Hain Celestial Group Inc/The | $2,257,964 | – | 217,740 | – | 0.01% | – |
| TRV | Buy | Travelers Cos Inc/The | $2,253,678 | -4.8% | 13,800 | +1.3% | 0.01% | 0.0% |
| WMB | Buy | Williams Cos Inc/The | $2,262,755 | +4.6% | 67,164 | +1.3% | 0.01% | +12.5% |
| New | SK Telecom Co Ltd- ADR | $2,000,480 | – | 93,219 | – | 0.01% | – | |
| COP | Sell | ConocoPhillips | $1,919,795 | +10.9% | 16,025 | -4.1% | 0.01% | +16.7% |
| BDX | Sell | Becton Dickinson & Co | $1,330,395 | -95.7% | 5,146 | -95.6% | 0.01% | -95.7% |
| SHG | New | Shinhan Financial Group Co Ltd | $1,421,798 | – | 53,673 | – | 0.01% | – |
| RYAM | Buy | Rayonier Advanced Materials In | $4,659 | +47.3% | 1,316 | +78.1% | 0.00% | – |
| DBI | Buy | Designer Brands Inc | $7,279 | +103.6% | 575 | +62.4% | 0.00% | – |
| REZI | Buy | Resideo Technologies Inc | $13,604 | +22.5% | 861 | +36.9% | 0.00% | – |
| SCSC | Sell | ScanSource Inc | $9,305 | -6.0% | 307 | -8.4% | 0.00% | – |
| New | Core Laboratories Inc | $2,065 | – | 86 | – | 0.00% | – | |
| WTTR | Sell | Select Water Solutions Inc | $8,292 | -19.4% | 1,043 | -17.9% | 0.00% | – |
| New | Sinclair Inc | $2,502 | – | 223 | – | 0.00% | – | |
| SIX | New | Six Flags Entertainment Corp | $2,186 | – | 93 | – | 0.00% | – |
| SKYW | Sell | SkyWest Inc | $12,708 | -1.2% | 303 | -4.1% | 0.00% | – |
| MD | Buy | Pediatrix Medical Group Inc | $13,307 | +30.2% | 1,047 | +45.6% | 0.00% | – |
| COMM | Buy | CommScope Holding Co Inc | $6,236 | +58.5% | 1,856 | +165.5% | 0.00% | – |
| TUSK | New | Mammoth Energy Services Inc | $2,473 | – | 533 | – | 0.00% | – |
| MRC | Buy | MRC Global Inc | $10,691 | +14.5% | 1,043 | +12.5% | 0.00% | – |
| GCO | Buy | Genesco Inc | $4,007 | +255.5% | 130 | +188.9% | 0.00% | – |
| LCII | Exit | LCI Industries | $0 | – | -89 | – | 0.00% | – |
| GNW | Buy | Genworth Financial Inc | $13,267 | +79.0% | 2,264 | +52.8% | 0.00% | – |
| HP | Sell | Helmerich & Payne Inc | $14,250 | +2.0% | 338 | -14.2% | 0.00% | – |
| LBRT | Sell | Liberty Energy Inc | $12,945 | +29.3% | 699 | -6.7% | 0.00% | – |
| Sell | Permian Resources Corp | $2,778 | -76.0% | 199 | -81.2% | 0.00% | – | |
| PTEN | New | Patterson-UTI Energy Inc | $3,197 | – | 231 | – | 0.00% | – |
| GT | Buy | Goodyear Tire & Rubber Co/The | $13,424 | -0.7% | 1,080 | +9.3% | 0.00% | – |
| LE | Buy | Lands' End Inc | $3,914 | +108.4% | 524 | +116.5% | 0.00% | – |
| EAT | Buy | Brinker International Inc | $14,310 | +7.7% | 453 | +24.8% | 0.00% | – |
| VSH | Sell | Vishay Intertechnology Inc | $13,497 | -18.6% | 546 | -3.2% | 0.00% | – |
| PBF | Sell | PBF Energy Inc | $15,095 | +25.0% | 282 | -4.4% | 0.00% | – |
| BJRI | Sell | BJ's Restaurants Inc | $8,868 | -33.6% | 378 | -10.0% | 0.00% | – |
| MOD | Sell | Modine Manufacturing Co | $12,490 | +20.5% | 273 | -13.1% | 0.00% | – |
| INT | Buy | World Kinect Corp | $11,350 | +36.5% | 506 | +25.9% | 0.00% | – |
| BIG | Buy | Big Lots Inc | $904 | +20.4% | 177 | +108.2% | 0.00% | – |
| KLXE | New | KLX Energy Services Holdings I | $4,349 | – | 367 | – | 0.00% | – |
| BRY | Sell | Berry Corp | $11,177 | -2.8% | 1,363 | -18.5% | 0.00% | – |
| BHE | Sell | Benchmark Electronics Inc | $12,445 | -15.8% | 513 | -10.3% | 0.00% | – |
| JBLU | New | JetBlue Airways Corp | $1,564 | – | 340 | – | 0.00% | – |
| FET | New | Forum Energy Technologies Inc | $3,555 | – | 148 | – | 0.00% | – |
| DAN | Buy | Dana Inc | $13,232 | -9.3% | 902 | +5.1% | 0.00% | – |
| RES | Sell | RPC Inc | $14,161 | +19.6% | 1,584 | -4.3% | 0.00% | – |
| BOOM | Buy | DMC Global Inc | $6,656 | +282.5% | 272 | +177.6% | 0.00% | – |
| TDS | Exit | Telephone and Data Systems Inc | $0 | – | -711 | – | 0.00% | – |
| MUR | Exit | Murphy Oil Corp | $0 | – | -55 | – | 0.00% | – |
| CHX | Exit | ChampionX Corp | $0 | – | -105 | – | 0.00% | – |
| KN | Exit | Knowles Corp | $0 | – | -102 | – | 0.00% | – |
| MOGA | Exit | Moog Inc | $0 | – | -70 | – | 0.00% | – |
| HT | Exit | Hersha Hospitality Trust | $0 | – | -355 | – | 0.00% | – |
| PUMP | Sell | ProPetro Holding Corp | $12,724 | +12.1% | 1,197 | -13.1% | 0.00% | – |
| PRG | Buy | PROG Holdings Inc | $13,815 | +28.4% | 416 | +24.2% | 0.00% | – |
| JELD | Sell | JELD-WEN Holding Inc | $7,522 | -29.7% | 563 | -7.7% | 0.00% | – |
| CWK | Buy | Cushman & Wakefield PLC | $4,488 | +11.1% | 589 | +19.2% | 0.00% | – |
| FLR | Sell | Fluor Corp | $14,863 | +17.3% | 405 | -5.4% | 0.00% | – |
| HLF | Buy | Herbalife Ltd | $11,430 | +39.5% | 817 | +32.0% | 0.00% | – |
| OIS | Sell | Oil States International Inc | $11,818 | +4.2% | 1,412 | -7.0% | 0.00% | – |
| OII | Sell | Oceaneering International Inc | $12,989 | +7.7% | 505 | -21.7% | 0.00% | – |
| AMRX | Sell | Amneal Pharmaceuticals Inc | $7,761 | +25.5% | 1,839 | -7.8% | 0.00% | – |
| FL | Buy | Foot Locker Inc | $11,954 | +149.1% | 689 | +289.3% | 0.00% | – |
| LILA | Buy | Liberty Latin America Ltd | $2,562 | +46.4% | 314 | +57.0% | 0.00% | – |
| OI | Buy | O-I Glass Inc | $12,196 | -3.3% | 729 | +23.4% | 0.00% | – |
| ADS | Buy | Bread Financial Holdings Inc | $12,791 | +17.1% | 374 | +7.5% | 0.00% | – |
| QUAD | Sell | Quad/Graphics Inc | $9,497 | +3.9% | 1,888 | -22.3% | 0.00% | – |
| FOSL | Buy | Fossil Group Inc | $4,099 | +86.6% | 1,990 | +132.7% | 0.00% | – |
| EIX | Exit | Edison International | $0 | – | -254,072 | – | -0.07% | – |
| EFV | Exit | iShares MSCI EAFE Value ETF | $0 | – | -558,272 | – | -0.10% | – |
| COHU | Exit | Cohu Inc | $0 | – | -1,368,099 | – | -0.21% | – |
| MGM | Exit | MGM Resorts International | $0 | – | -1,709,281 | – | -0.28% | – |
| CRH | Exit | CRH PLC- ADR | $0 | – | -1,903,954 | – | -0.40% | – |
| FMX | Exit | Fomento Economico Mexicano SAB | $0 | – | -1,045,324 | – | -0.43% | – |
| HHC | Exit | Howard Hughes Corp/The | $0 | – | -2,217,997 | – | -0.65% | – |
| PRGO | Exit | Perrigo Co PLC | $0 | – | -7,698,520 | – | -0.97% | – |
Q2 2023
| Value | Shares | ↓ Weighting | ||||||
|---|---|---|---|---|---|---|---|---|
| APD | New | Air Products and Chemicals Inc | $819,152,847 | – | 2,734,794 | – | 3.05% | – |
| VRT | New | Vertiv Holdings Co | $772,838,738 | – | 31,200,595 | – | 2.88% | – |
| MRK | New | Merck & Co Inc | $763,282,926 | – | 6,614,810 | – | 2.84% | – |
| CMCSA | New | Comcast Corp | $732,551,721 | – | 17,630,607 | – | 2.73% | – |
| ORCL | New | Oracle Corp | $731,231,655 | – | 6,140,160 | – | 2.72% | – |
| WFC | New | Wells Fargo & Co | $606,871,615 | – | 14,219,110 | – | 2.26% | – |
| FIS | New | Fidelity National Information | $603,625,878 | – | 11,035,208 | – | 2.25% | – |
| HES | New | Hess Corp | $601,697,298 | – | 4,425,872 | – | 2.24% | – |
| JBHT | New | JB Hunt Transport Services Inc | $580,926,538 | – | 3,209,007 | – | 2.16% | – |
| AVGO | New | Broadcom Inc | $556,452,875 | – | 641,496 | – | 2.07% | – |
| APTV | New | Aptiv PLC | $555,351,325 | – | 5,439,821 | – | 2.07% | – |
| ANTM | New | Elevance Health Inc | $550,387,785 | – | 1,238,803 | – | 2.05% | – |
| MDT | New | Medtronic PLC | $543,569,511 | – | 6,169,915 | – | 2.02% | – |
| ENB | New | Enbridge Inc | $523,259,684 | – | 14,074,171 | – | 1.95% | – |
| AXTA | New | Axalta Coating Systems Ltd | $513,687,567 | – | 15,656,433 | – | 1.91% | – |
| ARMK | New | Aramark | $489,773,866 | – | 11,376,861 | – | 1.82% | – |
| QCOM | New | QUALCOMM Inc | $478,348,074 | – | 4,018,381 | – | 1.78% | – |
| ALL | New | Allstate Corp/The | $459,613,195 | – | 4,215,088 | – | 1.71% | – |
| VICI | New | VICI Properties Inc | $456,881,126 | – | 14,536,466 | – | 1.70% | – |
| LAD | New | Lithia Motors Inc | $455,544,007 | – | 1,497,958 | – | 1.70% | – |
| UNH | New | UnitedHealth Group Inc | $453,237,753 | – | 942,988 | – | 1.69% | – |
| AIG | New | American International Group I | $452,260,660 | – | 7,859,935 | – | 1.68% | – |
| PM | New | Philip Morris International In | $448,409,953 | – | 4,593,423 | – | 1.67% | – |
| HAL | New | Halliburton Co | $447,301,579 | – | 13,558,702 | – | 1.67% | – |
| DD | New | DuPont de Nemours Inc | $438,943,506 | – | 6,144,226 | – | 1.64% | – |
| LVS | New | Las Vegas Sands Corp | $436,152,170 | – | 7,519,865 | – | 1.62% | – |
| DG | New | Dollar General Corp | $411,084,579 | – | 2,421,278 | – | 1.53% | – |
| LUV | New | Southwest Airlines Co | $408,857,539 | – | 11,291,288 | – | 1.52% | – |
| USB | New | US Bancorp | $391,463,966 | – | 11,848,183 | – | 1.46% | – |
| PXD | New | Pioneer Natural Resources Co | $384,937,125 | – | 1,857,984 | – | 1.43% | – |
| ETR | New | Entergy Corp | $383,696,125 | – | 3,940,599 | – | 1.43% | – |
| SWKS | New | Skyworks Solutions Inc | $372,703,524 | – | 3,367,093 | – | 1.39% | – |
| PNW | New | Pinnacle West Capital Corp | $365,355,758 | – | 4,485,094 | – | 1.36% | – |
| PSX | New | Phillips 66 | $364,081,865 | – | 3,817,172 | – | 1.36% | – |
| MTB | New | M&T Bank Corp | $356,036,728 | – | 2,876,832 | – | 1.33% | – |
| AVTR | New | Avantor Inc | $340,755,232 | – | 16,589,836 | – | 1.27% | – |
| NTRS | New | Northern Trust Corp | $338,676,488 | – | 4,568,067 | – | 1.26% | – |
| SWK | New | Stanley Black & Decker Inc | $324,096,129 | – | 3,458,501 | – | 1.21% | – |
| ACM | New | AECOM | $317,814,553 | – | 3,752,681 | – | 1.18% | – |
| CVS | New | CVS Health Corp | $314,031,321 | – | 4,542,620 | – | 1.17% | – |
| EA | New | Electronic Arts Inc | $309,336,186 | – | 2,385,013 | – | 1.15% | – |
| CI | New | Cigna Group/The | $297,353,223 | – | 1,059,705 | – | 1.11% | – |
| WLTW | New | Willis Towers Watson PLC | $283,351,009 | – | 1,203,189 | – | 1.06% | – |
| PRGO | New | Perrigo Co PLC | $261,364,754 | – | 7,698,520 | – | 0.97% | – |
| AXP | New | American Express Co | $241,331,976 | – | 1,385,373 | – | 0.90% | – |
| CCEP | New | Coca-Cola Europacific Partners | $232,307,648 | – | 3,605,582 | – | 0.86% | – |
| CTSH | New | Cognizant Technology Solutions | $221,606,147 | – | 3,394,702 | – | 0.82% | – |
| SEAS | New | SeaWorld Entertainment Inc | $195,783,067 | – | 3,495,502 | – | 0.73% | – |
| RL | New | Ralph Lauren Corp | $186,074,866 | – | 1,509,123 | – | 0.69% | – |
| AER | New | AerCap Holdings NV | $178,302,545 | – | 2,807,030 | – | 0.66% | – |
| HHC | New | Howard Hughes Corp/The | $175,044,323 | – | 2,217,997 | – | 0.65% | – |
| GOOGL | New | Alphabet Inc | $166,464,994 | – | 1,390,685 | – | 0.62% | – |
| GOOG | New | Alphabet Inc | $130,058,355 | – | 1,075,129 | – | 0.48% | – |
| NEM | New | Newmont Corp | $129,407,062 | – | 3,033,452 | – | 0.48% | – |
| BRKB | New | Berkshire Hathaway Inc | $125,386,041 | – | 367,701 | – | 0.47% | – |
| BWXT | New | BWX Technologies Inc | $124,661,127 | – | 1,741,807 | – | 0.46% | – |
| OFC | New | Corporate Office Properties Tr | $122,816,451 | – | 5,171,219 | – | 0.46% | – |
| LIVN | New | LivaNova PLC | $118,478,776 | – | 2,303,690 | – | 0.44% | – |
| CACI | New | CACI International Inc | $116,168,156 | – | 340,829 | – | 0.43% | – |
| FMX | New | Fomento Economico Mexicano SAB | $115,863,712 | – | 1,045,324 | – | 0.43% | – |
| RTX | New | Raytheon Technologies Corp | $113,616,359 | – | 1,159,824 | – | 0.42% | – |
| CB | New | Chubb Ltd | $107,932,961 | – | 560,516 | – | 0.40% | – |
| CRH | New | CRH PLC- ADR | $106,107,356 | – | 1,903,954 | – | 0.40% | – |
| MCHP | New | Microchip Technology Inc | $106,006,740 | – | 1,183,243 | – | 0.40% | – |
| JPM | New | JPMorgan Chase & Co | $100,381,524 | – | 690,192 | – | 0.37% | – |
| JEF | New | Jefferies Financial Group Inc | $98,755,681 | – | 2,977,259 | – | 0.37% | – |
| CNP | New | CenterPoint Energy Inc | $92,459,544 | – | 3,171,854 | – | 0.34% | – |
| ESI | New | Element Solutions Inc | $88,907,923 | – | 4,630,621 | – | 0.33% | – |
| ATI | New | ATI Inc | $88,083,823 | – | 1,991,495 | – | 0.33% | – |
| DE | New | Deere & Co | $80,771,385 | – | 199,342 | – | 0.30% | – |
| New | Coherent Corp | $76,485,753 | – | 1,500,309 | – | 0.28% | – | |
| HUM | New | Humana Inc | $75,758,577 | – | 169,433 | – | 0.28% | – |
| MGM | New | MGM Resorts International | $75,071,622 | – | 1,709,281 | – | 0.28% | – |
| GBX | New | Greenbrier Cos Inc/The | $74,381,032 | – | 1,725,778 | – | 0.28% | – |
| EXC | New | Exelon Corp | $73,307,800 | – | 1,799,406 | – | 0.27% | – |
| MDU | New | MDU Resources Group Inc | $72,075,186 | – | 3,441,986 | – | 0.27% | – |
| TCBI | New | Texas Capital Bancshares Inc | $71,141,892 | – | 1,381,396 | – | 0.26% | – |
| ROCK | New | Gibraltar Industries Inc | $70,501,672 | – | 1,120,497 | – | 0.26% | – |
| EPAC | New | Enerpac Tool Group Corp | $69,656,058 | – | 2,579,854 | – | 0.26% | – |
| AXS | New | Axis Capital Holdings Ltd | $69,152,171 | – | 1,284,640 | – | 0.26% | – |
| WSC | New | WillScot Mobile Mini Holdings | $66,348,482 | – | 1,388,334 | – | 0.25% | – |
| ADNT | New | Adient PLC | $61,331,084 | – | 1,600,498 | – | 0.23% | – |
| DAR | New | Darling Ingredients Inc | $61,254,539 | – | 960,253 | – | 0.23% | – |
| VAC | New | Marriott Vacations Worldwide C | $61,002,394 | – | 497,086 | – | 0.23% | – |
| DOOR | New | Masonite International Corp | $60,566,114 | – | 591,235 | – | 0.23% | – |
| OFG | New | OFG Bancorp | $60,748,509 | – | 2,329,314 | – | 0.23% | – |
| KEX | New | Kirby Corp | $58,867,749 | – | 765,013 | – | 0.22% | – |
| KALU | New | Kaiser Aluminum Corp | $58,852,833 | – | 821,508 | – | 0.22% | – |
| CIEN | New | Ciena Corp | $57,144,462 | – | 1,344,892 | – | 0.21% | – |
| TBK | New | Triumph Financial Inc | $57,134,484 | – | 940,950 | – | 0.21% | – |
| COHU | New | Cohu Inc | $56,858,194 | – | 1,368,099 | – | 0.21% | – |
| APOG | New | Apogee Enterprises Inc | $54,912,631 | – | 1,156,786 | – | 0.20% | – |
| TMUS | New | T-Mobile US Inc | $53,263,566 | – | 383,467 | – | 0.20% | – |
| THRM | New | Gentherm Inc | $53,273,390 | – | 942,725 | – | 0.20% | – |
| CBT | New | Cabot Corp | $51,197,205 | – | 765,394 | – | 0.19% | – |
| DIOD | New | Diodes Inc | $51,091,014 | – | 552,395 | – | 0.19% | – |
| ATSG | New | Air Transport Services Group I | $50,322,063 | – | 2,666,776 | – | 0.19% | – |
| COLB | New | Columbia Banking System Inc | $49,440,876 | – | 2,437,913 | – | 0.18% | – |
| HSC | New | Enviri Corp | $48,805,058 | – | 4,944,788 | – | 0.18% | – |
| KMT | New | Kennametal Inc | $48,001,359 | – | 1,690,784 | – | 0.18% | – |
| AXL | New | American Axle & Manufacturing | $48,096,501 | – | 5,815,780 | – | 0.18% | – |
| ONB | New | Old National Bancorp/IN | $43,644,008 | – | 3,130,847 | – | 0.16% | – |
| JNJ | New | Johnson & Johnson | $40,518,468 | – | 244,795 | – | 0.15% | – |
| LOB | New | Live Oak Bancshares Inc | $39,144,623 | – | 1,487,823 | – | 0.15% | – |
| MTRN | New | Materion Corp | $38,658,070 | – | 338,512 | – | 0.14% | – |
| SXI | New | Standex International Corp | $38,029,965 | – | 268,820 | – | 0.14% | – |
| TAP | New | Molson Coors Beverage Co | $35,932,838 | – | 545,760 | – | 0.13% | – |
| New | Knife River Corp | $35,193,370 | – | 809,043 | – | 0.13% | – | |
| GSM | New | Ferroglobe PLC | $31,450,060 | – | 6,593,304 | – | 0.12% | – |
| PG | New | Procter & Gamble Co/The | $31,191,978 | – | 205,562 | – | 0.12% | – |
| BDX | New | Becton Dickinson & Co | $31,005,598 | – | 117,441 | – | 0.12% | – |
| IFF | New | International Flavors & Fragra | $27,780,889 | – | 349,050 | – | 0.10% | – |
| EFV | New | iShares MSCI EAFE Value ETF | $27,321,832 | – | 558,272 | – | 0.10% | – |
| DNOW | New | NOW Inc | $26,539,253 | – | 2,561,704 | – | 0.10% | – |
| GD | New | General Dynamics Corp | $26,478,295 | – | 123,069 | – | 0.10% | – |
| ATHM | New | Autohome Inc- ADR | $26,649,004 | – | 913,889 | – | 0.10% | – |
| TILE | New | Interface Inc | $26,105,253 | – | 2,969,881 | – | 0.10% | – |
| PAGP | New | Plains GP Holdings LP | $25,584,256 | – | 1,725,169 | – | 0.10% | – |
| INFN | New | Infinera Corp | $25,227,268 | – | 5,223,037 | – | 0.09% | – |
| STKL | New | SunOpta Inc | $24,009,106 | – | 3,588,805 | – | 0.09% | – |
| CNK | New | Cinemark Holdings Inc | $18,611,719 | – | 1,127,983 | – | 0.07% | – |
| EIX | New | Edison International | $17,645,300 | – | 254,072 | – | 0.07% | – |
| VPG | New | Vishay Precision Group Inc | $17,158,619 | – | 461,874 | – | 0.06% | – |
| RIG | New | Transocean Ltd | $11,131,326 | – | 1,587,921 | – | 0.04% | – |
| New | Mirion Technologies Inc | $10,141,124 | – | 1,200,133 | – | 0.04% | – | |
| TSN | New | Tyson Foods Inc | $7,811,570 | – | 153,048 | – | 0.03% | – |
| CIB | New | Bancolombia SA- ADR | $2,405,682 | – | 90,168 | – | 0.01% | – |
| TRV | New | Travelers Cos Inc/The | $2,366,291 | – | 13,626 | – | 0.01% | – |
| WMB | New | Williams Cos Inc/The | $2,164,022 | – | 66,320 | – | 0.01% | – |
| COP | New | ConocoPhillips | $1,731,427 | – | 16,711 | – | 0.01% | – |
| VLO | New | Valero Energy Corp | $1,338,979 | – | 11,415 | – | 0.01% | – |
| VSH | New | Vishay Intertechnology Inc | $16,582 | – | 564 | – | 0.00% | – |
| VC | New | Visteon Corp | $10,771 | – | 75 | – | 0.00% | – |
| WNC | New | Wabash National Corp | $8,154 | – | 318 | – | 0.00% | – |
| WGO | New | Winnebago Industries Inc | $11,337 | – | 170 | – | 0.00% | – |
| WWW | New | Wolverine World Wide Inc | $6,258 | – | 426 | – | 0.00% | – |
| INT | New | World Kinect Corp | $8,313 | – | 402 | – | 0.00% | – |
| XRX | New | Xerox Holdings Corp | $2,040 | – | 137 | – | 0.00% | – |
| YELP | New | Yelp Inc | $2,330 | – | 64 | – | 0.00% | – |
| CWK | New | Cushman & Wakefield PLC | $4,041 | – | 494 | – | 0.00% | – |
| FDP | New | Fresh Del Monte Produce Inc | $10,850 | – | 422 | – | 0.00% | – |
| HLF | New | Herbalife Ltd | $8,196 | – | 619 | – | 0.00% | – |
| NBR | New | Nabors Industries Ltd | $1,861 | – | 20 | – | 0.00% | – |
| SIG | New | Signet Jewelers Ltd | $5,547 | – | 85 | – | 0.00% | – |
| LILA | New | Liberty Latin America Ltd | $1,750 | – | 200 | – | 0.00% | – |
| LILAK | New | Liberty Latin America Ltd | $10,809 | – | 1,254 | – | 0.00% | – |
| New | Trinseo PLC | $595 | – | 47 | – | 0.00% | – | |
| TROX | New | Tronox Holdings PLC | $3,228 | – | 254 | – | 0.00% | – |
| OEC | New | Orion SA | $4,095 | – | 193 | – | 0.00% | – |
| OSW | New | OneSpaWorld Holdings Ltd | $2,226 | – | 184 | – | 0.00% | – |
| ACCO | New | ACCO Brands Corp | $6,695 | – | 1,285 | – | 0.00% | – |
| TK | New | Teekay Corp | $2,168 | – | 359 | – | 0.00% | – |
| ABM | New | ABM Industries Inc | $10,492 | – | 246 | – | 0.00% | – |
| ASO | New | Academy Sports & Outdoors Inc | $10,540 | – | 195 | – | 0.00% | – |
| ATGE | New | Adtalem Global Education Inc | $8,791 | – | 256 | – | 0.00% | – |
| ASIX | New | AdvanSix Inc | $4,827 | – | 138 | – | 0.00% | – |
| ADV | New | Advantage Solutions Inc | $2,841 | – | 1,214 | – | 0.00% | – |
| ADS | New | Bread Financial Holdings Inc | $10,924 | – | 348 | – | 0.00% | – |
| AMBC | New | Ambac Financial Group Inc | $2,136 | – | 150 | – | 0.00% | – |
| AMWD | New | American Woodmark Corp | $3,055 | – | 40 | – | 0.00% | – |
| AMRX | New | Amneal Pharmaceuticals Inc | $6,184 | – | 1,995 | – | 0.00% | – |
| AMPY | New | Amplify Energy Corp | $3,019 | – | 446 | – | 0.00% | – |
| ARI | New | Apollo Commercial Real Estate | $5,502 | – | 486 | – | 0.00% | – |
| BKU | New | BankUnited Inc | $2,090 | – | 97 | – | 0.00% | – |
| B | New | Barnes Group Inc | $2,109 | – | 50 | – | 0.00% | – |
| BZH | New | Beazer Homes USA Inc | $6,648 | – | 235 | – | 0.00% | – |
| BDC | New | Belden Inc | $14,061 | – | 147 | – | 0.00% | – |
| BHE | New | Benchmark Electronics Inc | $14,775 | – | 572 | – | 0.00% | – |
| BRY | New | Berry Corp | $11,503 | – | 1,672 | – | 0.00% | – |
| New | BGC Group Inc | $5,223 | – | 1,179 | – | 0.00% | – | |
| BIG | New | Big Lots Inc | $751 | – | 85 | – | 0.00% | – |
| BH | New | Biglari Holdings Inc | $13,208 | – | 67 | – | 0.00% | – |
| BJRI | New | BJ's Restaurants Inc | $13,356 | – | 420 | – | 0.00% | – |
| BLMN | New | Bloomin' Brands Inc | $7,207 | – | 268 | – | 0.00% | – |
| EAT | New | Brinker International Inc | $13,286 | – | 363 | – | 0.00% | – |
| BCO | New | Brink's Co/The | $10,581 | – | 156 | – | 0.00% | – |
| CNO | New | CNO Financial Group Inc | $2,367 | – | 100 | – | 0.00% | – |
| CNX | New | CNX Resources Corp | $4,572 | – | 258 | – | 0.00% | – |
| CVI | New | CVR Energy Inc | $4,644 | – | 155 | – | 0.00% | – |
| CVGW | New | Calavo Growers Inc | $7,690 | – | 265 | – | 0.00% | – |
| CAL | New | Caleres Inc | $10,984 | – | 459 | – | 0.00% | – |
| CRC | New | California Resources Corp | $5,480 | – | 121 | – | 0.00% | – |
| CPE | New | Callon Petroleum Co | $1,298 | – | 37 | – | 0.00% | – |
| CAH | New | Cardinal Health Inc | $946 | – | 10 | – | 0.00% | – |
| CRS | New | Carpenter Technology Corp | $3,480 | – | 62 | – | 0.00% | – |
| CARS | New | Cars.com Inc | $12,031 | – | 607 | – | 0.00% | – |
| CHX | New | ChampionX Corp | $3,259 | – | 105 | – | 0.00% | – |
| CAKE | New | Cheesecake Factory Inc/The | $10,720 | – | 310 | – | 0.00% | – |
| PLCE | New | Children's Place Inc/The | $1,346 | – | 58 | – | 0.00% | – |
| COMM | New | CommScope Holding Co Inc | $3,935 | – | 699 | – | 0.00% | – |
| CMTL | New | Comtech Telecommunications Cor | $2,148 | – | 235 | – | 0.00% | – |
| CNDT | New | Conduent Inc | $5,335 | – | 1,569 | – | 0.00% | – |
| CBRL | New | Cracker Barrel Old Country Sto | $1,957 | – | 21 | – | 0.00% | – |
| BOOM | New | DMC Global Inc | $1,740 | – | 98 | – | 0.00% | – |
| DAN | New | Dana Inc | $14,586 | – | 858 | – | 0.00% | – |
| DK | New | Delek US Holdings Inc | $12,430 | – | 519 | – | 0.00% | – |
| DLX | New | Deluxe Corp | $8,425 | – | 482 | – | 0.00% | – |
| DBI | New | Designer Brands Inc | $3,575 | – | 354 | – | 0.00% | – |
| DRQ | New | Dril-Quip Inc | $1,978 | – | 85 | – | 0.00% | – |
| ENS | New | EnerSys | $16,169 | – | 149 | – | 0.00% | – |
| ETH | New | Ethan Allen Interiors Inc | $2,262 | – | 80 | – | 0.00% | – |
| FLR | New | Fluor Corp | $12,669 | – | 428 | – | 0.00% | – |
| FL | New | Foot Locker Inc | $4,798 | – | 177 | – | 0.00% | – |
| FOSL | New | Fossil Group Inc | $2,197 | – | 855 | – | 0.00% | – |
| FUL | New | HB Fuller Co | $2,574 | – | 36 | – | 0.00% | – |
| GIII | New | G-III Apparel Group Ltd | $4,567 | – | 237 | – | 0.00% | – |
| GCO | New | Genesco Inc | $1,127 | – | 45 | – | 0.00% | – |
| GNW | New | Genworth Financial Inc | $7,410 | – | 1,482 | – | 0.00% | – |
| GT | New | Goodyear Tire & Rubber Co/The | $13,516 | – | 988 | – | 0.00% | – |
| GVA | New | Granite Construction Inc | $12,730 | – | 320 | – | 0.00% | – |
| GPI | New | Group 1 Automotive Inc | $6,194 | – | 24 | – | 0.00% | – |
| GES | New | Guess Inc | $2,587 | – | 133 | – | 0.00% | – |
| GPOR | New | Gulfport Energy Corp | $2,312 | – | 22 | – | 0.00% | – |
| HLX | New | Helix Energy Solutions Group I | $2,162 | – | 293 | – | 0.00% | – |
| HP | New | Helmerich & Payne Inc | $13,967 | – | 394 | – | 0.00% | – |
| HT | New | Hersha Hospitality Trust | $2,162 | – | 355 | – | 0.00% | – |
| HOPE | New | Hope Bancorp Inc | $2,383 | – | 283 | – | 0.00% | – |
| HOV | New | Hovnanian Enterprises Inc | $3,671 | – | 37 | – | 0.00% | – |
| NGVT | New | Ingevity Corp | $7,968 | – | 137 | – | 0.00% | – |
| IOSP | New | Innospec Inc | $2,009 | – | 20 | – | 0.00% | – |
| IIIN | New | Insteel Industries Inc | $3,952 | – | 127 | – | 0.00% | – |
| New | Jackson Financial Inc | $7,408 | – | 242 | – | 0.00% | – | |
| JELD | New | JELD-WEN Holding Inc | $10,699 | – | 610 | – | 0.00% | – |
| KAR | New | OPENLANE Inc | $1,857 | – | 122 | – | 0.00% | – |
| KBH | New | KB Home | $2,999 | – | 58 | – | 0.00% | – |
| KELYA | New | Kelly Services Inc | $8,611 | – | 489 | – | 0.00% | – |
| KN | New | Knowles Corp | $1,842 | – | 102 | – | 0.00% | – |
| KOP | New | Koppers Holdings Inc | $2,251 | – | 66 | – | 0.00% | – |
| KRO | New | Kronos Worldwide Inc | $8,390 | – | 961 | – | 0.00% | – |
| LCII | New | LCI Industries | $11,246 | – | 89 | – | 0.00% | – |
| LZB | New | La-Z-Boy Inc | $10,053 | – | 351 | – | 0.00% | – |
| LE | New | Lands' End Inc | $1,878 | – | 242 | – | 0.00% | – |
| LBRT | New | Liberty Energy Inc | $10,014 | – | 749 | – | 0.00% | – |
| MRC | New | MRC Global Inc | $9,335 | – | 927 | – | 0.00% | – |
| MD | New | Pediatrix Medical Group Inc | $10,217 | – | 719 | – | 0.00% | – |
| MTX | New | Minerals Technologies Inc | $10,096 | – | 175 | – | 0.00% | – |
| MOD | New | Modine Manufacturing Co | $10,368 | – | 314 | – | 0.00% | – |
| MOGA | New | Moog Inc | $7,590 | – | 70 | – | 0.00% | – |
| MUR | New | Murphy Oil Corp | $2,106 | – | 55 | – | 0.00% | – |
| NR | New | Newpark Resources Inc | $2,301 | – | 440 | – | 0.00% | – |
| OI | New | O-I Glass Inc | $12,606 | – | 591 | – | 0.00% | – |
| OII | New | Oceaneering International Inc | $12,061 | – | 645 | – | 0.00% | – |
| OIS | New | Oil States International Inc | $11,339 | – | 1,518 | – | 0.00% | – |
| PBF | New | PBF Energy Inc | $12,077 | – | 295 | – | 0.00% | – |
| PATK | New | Patrick Industries Inc | $11,600 | – | 145 | – | 0.00% | – |
| PDCO | New | Patterson Cos Inc | $11,907 | – | 358 | – | 0.00% | – |
| PRDO | New | Perdoceo Education Corp | $8,749 | – | 713 | – | 0.00% | – |
| New | Permian Resources Corp | $11,574 | – | 1,056 | – | 0.00% | – | |
| PBI | New | Pitney Bowes Inc | $9,781 | – | 2,763 | – | 0.00% | – |
| PSMT | New | PriceSmart Inc | $14,664 | – | 198 | – | 0.00% | – |
| PRG | New | PROG Holdings Inc | $10,760 | – | 335 | – | 0.00% | – |
| PUMP | New | ProPetro Holding Corp | $11,355 | – | 1,378 | – | 0.00% | – |
| QUAD | New | Quad/Graphics Inc | $9,141 | – | 2,431 | – | 0.00% | – |
| REVG | New | REV Group Inc | $9,786 | – | 738 | – | 0.00% | – |
| RLJ | New | RLJ Lodging Trust | $1,571 | – | 153 | – | 0.00% | – |
| RES | New | RPC Inc | $11,840 | – | 1,656 | – | 0.00% | – |
| RMR | New | RMR Group Inc/The | $7,716 | – | 333 | – | 0.00% | – |
| RYAM | New | Rayonier Advanced Materials In | $3,163 | – | 739 | – | 0.00% | – |
| RLGY | New | Anywhere Real Estate Inc | $5,952 | – | 891 | – | 0.00% | – |
| RCII | New | Upbound Group Inc | $10,429 | – | 335 | – | 0.00% | – |
| REZI | New | Resideo Technologies Inc | $11,108 | – | 629 | – | 0.00% | – |
| SANM | New | Sanmina Corp | $10,969 | – | 182 | – | 0.00% | – |
| SCSC | New | ScanSource Inc | $9,903 | – | 335 | – | 0.00% | – |
| WTTR | New | Select Water Solutions Inc | $10,287 | – | 1,270 | – | 0.00% | – |
| SVC | New | Service Properties Trust | $2,120 | – | 244 | – | 0.00% | – |
| SKYW | New | SkyWest Inc | $12,868 | – | 316 | – | 0.00% | – |
| SOI | New | Solaris Oilfield Infrastructur | $2,166 | – | 260 | – | 0.00% | – |
| SAH | New | Sonic Automotive Inc | $5,768 | – | 121 | – | 0.00% | – |
| SCS | New | Steelcase Inc | $2,899 | – | 376 | – | 0.00% | – |
| INN | New | Summit Hotel Properties Inc | $1,875 | – | 288 | – | 0.00% | – |
| TTMI | New | TTM Technologies Inc | $10,620 | – | 764 | – | 0.00% | – |
| TALO | New | Talos Energy Inc | $2,039 | – | 147 | – | 0.00% | – |
| TMHC | New | Taylor Morrison Home Corp | $14,826 | – | 304 | – | 0.00% | – |
| TDS | New | Telephone and Data Systems Inc | $5,852 | – | 711 | – | 0.00% | – |
| TEX | New | Terex Corp | $13,761 | – | 230 | – | 0.00% | – |
| ODP | New | ODP Corp/The | $11,143 | – | 238 | – | 0.00% | – |
| TG | New | Tredegar Corp | $6,423 | – | 963 | – | 0.00% | – |
| TRN | New | Trinity Industries Inc | $1,800 | – | 70 | – | 0.00% | – |
| TPC | New | Tutor Perini Corp | $4,519 | – | 632 | – | 0.00% | – |
| USNA | New | USANA Health Sciences Inc | $11,599 | – | 184 | – | 0.00% | – |
| SLCA | New | US Silica Holdings Inc | $1,856 | – | 153 | – | 0.00% | – |
| URBN | New | Urban Outfitters Inc | $13,981 | – | 422 | – | 0.00% | – |
Q4 2022
Q3 2022
| Value | Shares | ↓ Weighting | ||||||
|---|---|---|---|---|---|---|---|---|
| MRK | Sell | Merck & Co Inc | $873,005,000 | -12.4% | 10,137,073 | -7.3% | 3.58% | -4.9% |
| HES | Sell | Hess Corp | $837,280,000 | +0.4% | 7,682,178 | -2.4% | 3.43% | +9.1% |
| APD | Sell | Air Products and Chemicals Inc | $792,226,000 | -5.0% | 3,404,056 | -1.9% | 3.25% | +3.1% |
| ANTM | Sell | Elevance Health Inc | $684,568,000 | -12.1% | 1,507,062 | -6.6% | 2.81% | -4.5% |
| DG | Sell | Dollar General Corp | $642,091,000 | -11.3% | 2,676,939 | -9.2% | 2.63% | -3.6% |
| ALL | Buy | Allstate Corp/The | $626,192,000 | -0.8% | 5,028,442 | +1.0% | 2.57% | +7.8% |
| UNH | Sell | UnitedHealth Group Inc | $576,716,000 | -4.4% | 1,141,922 | -2.8% | 2.36% | +3.8% |
| DE | Buy | Deere & Co | $563,198,000 | +29.5% | 1,686,779 | +16.2% | 2.31% | +40.7% |
| JBHT | Sell | JB Hunt Transport Services Inc | $538,970,000 | -3.0% | 3,445,657 | -2.4% | 2.21% | +5.3% |
| PSX | Sell | Phillips 66 | $526,541,000 | -4.1% | 6,523,050 | -2.6% | 2.16% | +4.1% |
| WFC | Sell | Wells Fargo & Co | $519,277,000 | +0.2% | 12,910,938 | -2.4% | 2.13% | +8.8% |
| AIG | Buy | American International Group I | $500,577,000 | -0.6% | 10,542,900 | +7.1% | 2.05% | +8.0% |
| FIS | Buy | Fidelity National Information | $490,569,000 | -7.7% | 6,491,575 | +12.0% | 2.01% | +0.3% |
| IFF | Sell | International Flavors & Fragra | $486,004,000 | -25.5% | 5,350,696 | -2.3% | 1.99% | -19.1% |
| VICI | Sell | VICI Properties Inc | $484,085,000 | -2.8% | 16,217,246 | -3.0% | 1.98% | +5.5% |
| MDT | Sell | Medtronic PLC | $475,308,000 | -11.5% | 5,886,164 | -1.7% | 1.95% | -3.9% |
| MTB | Sell | M&T Bank Corp | $466,545,000 | +2.9% | 2,646,008 | -7.0% | 1.91% | +11.7% |
| AAP | Sell | Advance Auto Parts Inc | $465,911,000 | -13.2% | 2,980,111 | -3.9% | 1.91% | -5.7% |
| ORCL | Buy | Oracle Corp | $449,662,000 | -7.5% | 7,363,053 | +5.8% | 1.84% | +0.4% |
| PXD | Sell | Pioneer Natural Resources Co | $430,868,000 | -3.2% | 1,989,876 | -0.2% | 1.77% | +5.2% |
| CMCSA | Buy | Comcast Corp | $428,100,000 | -12.2% | 14,595,980 | +17.4% | 1.76% | -4.7% |
| CVS | Sell | CVS Health Corp | $425,122,000 | +0.2% | 4,457,601 | -2.7% | 1.74% | +8.8% |
| EA | Sell | Electronic Arts Inc | $400,011,000 | -6.5% | 3,457,018 | -1.7% | 1.64% | +1.6% |
| ARMK | Sell | Aramark | $393,698,000 | -3.4% | 12,618,524 | -5.2% | 1.61% | +4.9% |
| NTRS | Sell | Northern Trust Corp | $387,929,000 | -14.1% | 4,534,005 | -3.2% | 1.59% | -6.7% |
| PRGO | Sell | Perrigo Co PLC | $369,711,000 | -14.2% | 10,367,658 | -2.4% | 1.52% | -6.8% |
| CTSH | Sell | Cognizant Technology Solutions | $367,344,000 | -20.8% | 6,395,259 | -7.0% | 1.51% | -14.0% |
| PNW | Sell | Pinnacle West Capital Corp | $364,315,000 | -12.2% | 5,647,414 | -0.5% | 1.49% | -4.7% |
| AXTA | Buy | Axalta Coating Systems Ltd | $350,950,000 | +0.2% | 16,664,259 | +5.2% | 1.44% | +8.9% |
| AVGO | Sell | Broadcom Inc | $346,942,000 | -11.2% | 781,383 | -2.8% | 1.42% | -3.6% |
| VRT | Buy | Vertiv Holdings Co | $335,089,000 | +24.0% | 34,474,177 | +4.9% | 1.37% | +34.7% |
| ACM | Sell | AECOM | $331,124,000 | +1.3% | 4,843,115 | -3.4% | 1.36% | +10.0% |
| TMUS | Sell | T-Mobile US Inc | $325,992,000 | -3.1% | 2,429,699 | -2.9% | 1.34% | +5.2% |
| WLTW | Sell | Willis Towers Watson PLC | $316,261,000 | -0.9% | 1,573,906 | -2.7% | 1.30% | +7.6% |
| LVS | Sell | Las Vegas Sands Corp | $315,269,000 | +3.2% | 8,402,681 | -7.7% | 1.29% | +12.1% |
| DD | Buy | DuPont de Nemours Inc | $295,530,000 | +13.6% | 5,863,691 | +25.3% | 1.21% | +23.3% |
| USB | Sell | US Bancorp | $293,803,000 | -16.4% | 7,286,785 | -4.6% | 1.20% | -9.2% |
| HUM | Sell | Humana Inc | $292,273,000 | -8.8% | 602,389 | -12.0% | 1.20% | -0.9% |
| LAD | Buy | Lithia Motors Inc | $276,618,000 | +4.3% | 1,289,293 | +33.6% | 1.13% | +13.3% |
| PM | Buy | Philip Morris International In | $265,590,000 | -5.5% | 3,199,485 | +12.4% | 1.09% | +2.7% |
| CCEP | Sell | Coca-Cola Europacific Partners | $261,682,000 | -53.3% | 6,139,877 | -43.5% | 1.07% | -49.3% |
| SEAS | Buy | SeaWorld Entertainment Inc | $226,147,000 | +20.3% | 4,969,178 | +16.8% | 0.93% | +30.7% |
| SWK | Sell | Stanley Black & Decker Inc | $219,472,000 | -32.3% | 2,918,105 | -5.6% | 0.90% | -26.5% |
| HAL | Buy | Halliburton Co | $215,328,000 | +25.9% | 8,746,026 | +60.4% | 0.88% | +36.9% |
| AXP | Sell | American Express Co | $212,322,000 | -5.9% | 1,573,804 | -3.3% | 0.87% | +2.2% |
| ENB | Sell | Enbridge Inc | $204,024,000 | -12.1% | 5,479,154 | -0.5% | 0.84% | -4.6% |
| APTV | Buy | Aptiv PLC | $188,319,000 | +149.6% | 2,407,860 | +184.3% | 0.77% | +170.9% |
| QCOM | Sell | QUALCOMM Inc | $175,684,000 | -15.5% | 1,555,002 | -4.5% | 0.72% | -8.3% |
| OFC | Sell | Corporate Office Properties Tr | $164,072,000 | -11.7% | 7,062,951 | -0.5% | 0.67% | -4.0% |
| HOLX | Sell | Hologic Inc | $154,130,000 | -7.5% | 2,388,880 | -0.6% | 0.63% | +0.5% |
| CB | Sell | Chubb Ltd | $139,525,000 | -8.4% | 767,124 | -1.0% | 0.57% | -0.5% |
| VLO | Sell | Valero Energy Corp | $135,859,000 | -2.5% | 1,271,490 | -3.0% | 0.56% | +5.9% |
| RTX | Sell | Raytheon Technologies Corp | $133,343,000 | -16.1% | 1,628,916 | -1.5% | 0.55% | -8.8% |
| LIVN | Sell | LivaNova PLC | $123,777,000 | -20.4% | 2,438,007 | -2.1% | 0.51% | -13.6% |
| ETR | Sell | Entergy Corp | $120,733,000 | -11.5% | 1,199,774 | -0.9% | 0.50% | -3.9% |
| AER | Sell | AerCap Holdings NV | $114,735,000 | -6.1% | 2,710,491 | -9.2% | 0.47% | +2.0% |
| CNP | Sell | CenterPoint Energy Inc | $99,631,000 | -6.4% | 3,535,517 | -1.8% | 0.41% | +1.5% |
| HHC | Sell | Howard Hughes Corp/The | $99,117,000 | -19.2% | 1,789,441 | -0.7% | 0.41% | -12.3% |
| CACI | Buy | CACI International Inc | $97,998,000 | +962.0% | 375,387 | +1046.2% | 0.40% | +1048.6% |
| BWXT | Sell | BWX Technologies Inc | $97,583,000 | -10.2% | 1,937,323 | -1.8% | 0.40% | -2.4% |
| MDU | Sell | MDU Resources Group Inc | $96,293,000 | +0.2% | 3,520,767 | -1.2% | 0.40% | +8.8% |
| BRKB | New | Berkshire Hathaway Inc | $88,745,000 | – | 332,355 | – | 0.36% | – |
| CI | Buy | Cigna Corp | $87,822,000 | +6.8% | 316,509 | +1.5% | 0.36% | +16.1% |
| ESI | Sell | Element Solutions Inc | $85,046,000 | -10.6% | 5,227,145 | -2.2% | 0.35% | -2.8% |
| JPM | Sell | JPMorgan Chase & Co | $84,645,000 | -7.9% | 810,002 | -0.7% | 0.35% | 0.0% |
| JEF | Sell | Jefferies Financial Group Inc | $81,832,000 | +5.1% | 2,773,947 | -1.6% | 0.34% | +13.9% |
| RL | Sell | Ralph Lauren Corp | $75,760,000 | -5.9% | 892,025 | -0.6% | 0.31% | +2.3% |
| EXC | Sell | Exelon Corp | $74,917,000 | -19.0% | 1,999,908 | -2.0% | 0.31% | -12.0% |
| MCHP | Sell | Microchip Technology Inc | $73,906,000 | +3.3% | 1,210,965 | -1.7% | 0.30% | +12.2% |
| TCBI | Buy | Texas Capital Bancshares Inc | $73,496,000 | +14.0% | 1,245,062 | +1.7% | 0.30% | +23.9% |
| AXS | Sell | Axis Capital Holdings Ltd | $71,852,000 | -15.4% | 1,461,890 | -1.7% | 0.30% | -7.8% |
| CTVA | Sell | Corteva Inc | $68,260,000 | -41.8% | 1,194,390 | -44.9% | 0.28% | -36.8% |
| NVST | Sell | Envista Holdings Corp | $65,675,000 | -16.4% | 2,001,668 | -1.8% | 0.27% | -9.4% |
| FMX | Sell | Fomento Economico Mexicano SAB | $65,434,000 | -7.8% | 1,042,772 | -0.8% | 0.27% | 0.0% |
| ATI | Sell | ATI Inc | $64,679,000 | +7.1% | 2,430,662 | -8.6% | 0.26% | +16.2% |
| ATUS | Sell | Altice USA Inc | $63,601,000 | -62.7% | 10,909,296 | -40.8% | 0.26% | -59.4% |
| SMCI | Sell | Super Micro Computer Inc | $62,233,000 | +32.9% | 1,130,060 | -2.6% | 0.26% | +44.1% |
| DAR | Sell | Darling Ingredients Inc | $60,214,000 | +7.7% | 910,260 | -2.6% | 0.25% | +17.1% |
| MGM | Sell | MGM Resorts International | $57,448,000 | +0.8% | 1,932,985 | -1.8% | 0.24% | +9.3% |
| OFG | Sell | OFG Bancorp | $55,243,000 | -3.7% | 2,198,313 | -2.6% | 0.23% | +4.6% |
| WSC | Sell | WillScot Mobile Mini Holdings | $53,022,000 | +21.1% | 1,314,706 | -2.6% | 0.22% | +31.5% |
| VAC | Sell | Marriott Vacations Worldwide C | $52,842,000 | -19.2% | 433,630 | -22.9% | 0.22% | -12.1% |
| PWR | Sell | Quanta Services Inc | $52,825,000 | -2.9% | 414,672 | -4.5% | 0.22% | +5.9% |
| New | Jacobs Solutions Inc | $52,670,000 | – | 485,481 | – | 0.22% | – | |
| ATSG | Sell | Air Transport Services Group I | $50,283,000 | -18.3% | 2,087,263 | -2.6% | 0.21% | -11.2% |
| ONB | Sell | Old National Bancorp/IN | $48,787,000 | +8.4% | 2,962,206 | -2.6% | 0.20% | +17.6% |
| CBT | Sell | Cabot Corp | $46,409,000 | -2.5% | 726,387 | -2.7% | 0.19% | +5.6% |
| THRM | Buy | Gentherm Inc | $44,328,000 | -0.5% | 891,359 | +24.8% | 0.18% | +8.3% |
| New | Coherent Corp | $44,103,000 | – | 1,265,489 | – | 0.18% | – | |
| UMPQ | Sell | Umpqua Holdings Corp | $43,864,000 | -0.7% | 2,566,625 | -2.6% | 0.18% | +7.8% |
| KEX | Sell | Kirby Corp | $43,965,000 | -2.7% | 723,467 | -2.6% | 0.18% | +5.3% |
| ROCK | Sell | Gibraltar Industries Inc | $43,341,000 | +2.9% | 1,058,885 | -2.6% | 0.18% | +11.9% |
| EPAC | Sell | Enerpac Tool Group Corp | $43,507,000 | -17.2% | 2,440,054 | -11.7% | 0.18% | -10.1% |
| APOG | Sell | Apogee Enterprises Inc | $41,850,000 | -5.4% | 1,094,990 | -2.9% | 0.17% | +3.0% |
| ADNT | Sell | Adient PLC | $41,929,000 | -8.8% | 1,510,976 | -2.6% | 0.17% | -1.1% |
| KALU | Buy | Kaiser Aluminum Corp | $40,522,000 | -9.5% | 660,502 | +16.7% | 0.17% | -1.8% |
| GBX | Buy | Greenbrier Cos Inc/The | $39,604,000 | -2.8% | 1,631,789 | +44.2% | 0.16% | +5.2% |
| BDX | Buy | Becton Dickinson and Co | $38,287,000 | -8.3% | 171,823 | +1.5% | 0.16% | -0.6% |
| AXL | Sell | American Axle & Manufacturing | $37,529,000 | -11.7% | 5,494,698 | -2.6% | 0.15% | -3.8% |
| PG | Buy | Procter & Gamble Co/The | $34,696,000 | +1.6% | 274,821 | +15.8% | 0.14% | +10.1% |
| DIOD | Sell | Diodes Inc | $34,202,000 | -2.2% | 526,922 | -2.7% | 0.14% | +6.1% |
| COHU | Sell | Cohu Inc | $33,163,000 | -9.5% | 1,286,354 | -2.6% | 0.14% | -1.4% |
| JNJ | Buy | Johnson & Johnson | $33,142,000 | +8.2% | 202,880 | +17.6% | 0.14% | +17.2% |
| KMT | Sell | Kennametal Inc | $32,942,000 | -12.2% | 1,600,723 | -0.9% | 0.14% | -4.9% |
| TAP | Buy | Molson Coors Beverage Co | $32,582,000 | -10.6% | 678,927 | +1.6% | 0.13% | -2.2% |
| STKL | Buy | SunOpta Inc | $29,690,000 | +17.1% | 3,262,727 | +0.1% | 0.12% | +27.1% |
| PLAB | Sell | Photronics Inc | $27,250,000 | -26.9% | 1,863,881 | -2.6% | 0.11% | -20.6% |
| GD | Sell | General Dynamics Corp | $26,097,000 | -4.2% | 123,000 | -0.1% | 0.11% | +3.9% |
| MTRN | Sell | Materion Corp | $25,811,000 | +5.6% | 322,636 | -2.7% | 0.11% | +15.2% |
| TILE | Sell | Interface Inc | $25,213,000 | -30.2% | 2,804,562 | -2.6% | 0.10% | -24.3% |
| CIEN | Sell | Ciena Corp | $24,661,000 | -13.9% | 609,985 | -2.7% | 0.10% | -6.5% |
| DNOW | Sell | NOW Inc | $24,346,000 | +0.1% | 2,422,423 | -2.6% | 0.10% | +8.7% |
| INFN | Sell | Infinera Corp | $23,755,000 | -12.0% | 4,908,114 | -2.6% | 0.10% | -4.9% |
| BRKS | Sell | Azenta Inc | $22,459,000 | -42.1% | 524,021 | -2.7% | 0.09% | -37.0% |
| PRG | Sell | PROG Holdings Inc | $21,865,000 | -10.7% | 1,459,552 | -1.7% | 0.09% | -2.2% |
| SXI | Sell | Standex International Corp | $21,499,000 | -6.5% | 263,310 | -2.9% | 0.09% | +1.1% |
| HSC | Sell | Harsco Corp | $17,482,000 | -48.8% | 4,674,459 | -2.6% | 0.07% | -44.2% |
| GSM | Buy | Ferroglobe PLC | $15,938,000 | -11.0% | 3,018,609 | +0.1% | 0.06% | -4.4% |
| EIX | Sell | Edison International | $14,661,000 | -16.4% | 259,117 | -6.5% | 0.06% | -9.1% |
| FARO | Sell | FARO Technologies Inc | $13,938,000 | -13.4% | 507,928 | -2.7% | 0.06% | -6.6% |
| VPG | Sell | Vishay Precision Group Inc | $12,841,000 | -1.0% | 433,949 | -2.6% | 0.05% | +8.2% |
| Buy | Mirion Technologies Inc | $9,500,000 | +31.9% | 1,271,735 | +1.7% | 0.04% | +44.4% | |
| CNK | Buy | Cinemark Holdings Inc | $8,236,000 | +15.0% | 680,094 | +42.7% | 0.03% | +25.9% |
| WH | Sell | Wyndham Hotels & Resorts Inc | $4,263,000 | -25.8% | 69,498 | -20.5% | 0.02% | -22.7% |
| GOOG | Buy | Alphabet Inc | $2,693,000 | +24.7% | 28,009 | +2737.8% | 0.01% | +37.5% |
| TRV | Buy | Travelers Cos Inc/The | $2,064,000 | -7.5% | 13,473 | +2.1% | 0.01% | 0.0% |
| WMB | Buy | Williams Cos Inc/The | $1,877,000 | -6.4% | 65,572 | +2.1% | 0.01% | 0.0% |
| FSLR | Sell | First Solar Inc | $321,000 | +36.0% | 2,430 | -29.9% | 0.00% | 0.0% |
| KWR | Sell | Quaker Chemical Corp | $8,000 | -27.3% | 54 | -27.0% | 0.00% | – |
| COMM | New | CommScope Holding Co Inc | $6,000 | – | 699 | – | 0.00% | – |
| RDN | Sell | Radian Group Inc | $9,000 | -10.0% | 449 | -15.6% | 0.00% | – |
| RLGY | Buy | Anywhere Real Estate Inc | $7,000 | -12.5% | 849 | +0.1% | 0.00% | – |
| RCII | Sell | Rent-A-Center Inc/TX | $6,000 | -14.3% | 335 | -9.0% | 0.00% | – |
| SANM | Sell | Sanmina Corp | $10,000 | 0.0% | 214 | -16.1% | 0.00% | – |
| SCSC | Buy | ScanSource Inc | $9,000 | +12.5% | 327 | +33.5% | 0.00% | – |
| PLCE | New | Children's Place Inc/The | $2,000 | – | 58 | – | 0.00% | – |
| SRG | Sell | Seritage Growth Properties | $2,000 | +100.0% | 190 | -31.7% | 0.00% | – |
| SBGI | Buy | Sinclair Broadcast Group Inc | $9,000 | 0.0% | 486 | +7.3% | 0.00% | – |
| CAKE | Sell | Cheesecake Factory Inc/The | $10,000 | 0.0% | 351 | -7.6% | 0.00% | – |
| Sell | Cadence Bank | $7,000 | -12.5% | 273 | -15.0% | 0.00% | – | |
| TTMI | Sell | TTM Technologies Inc | $10,000 | 0.0% | 764 | -5.3% | 0.00% | – |
| BCO | Sell | Brink's Co/The | $8,000 | -20.0% | 156 | -6.6% | 0.00% | – |
| ODP | Sell | ODP Corp/The | $9,000 | 0.0% | 266 | -5.7% | 0.00% | – |
| TG | New | Tredegar Corp | $8,000 | – | 851 | – | 0.00% | – |
| TPC | New | Tutor Perini Corp | $3,000 | – | 632 | – | 0.00% | – |
| TWO | Sell | Two Harbors Investment Corp | $6,000 | -40.0% | 1,675 | -12.3% | 0.00% | – |
| EAT | New | Brinker International Inc | $4,000 | – | 167 | – | 0.00% | – |
| BLMN | Sell | Bloomin' Brands Inc | $5,000 | 0.0% | 268 | -11.6% | 0.00% | – |
| UFI | New | Unifi Inc | $9,000 | – | 923 | – | 0.00% | – |
| BHLB | Sell | Berkshire Hills Bancorp Inc | $3,000 | 0.0% | 118 | -14.5% | 0.00% | – |
| URBN | Buy | Urban Outfitters Inc | $8,000 | +14.3% | 409 | +2.2% | 0.00% | – |
| BHE | Sell | Benchmark Electronics Inc | $11,000 | 0.0% | 454 | -7.5% | 0.00% | – |
| BDC | Sell | Belden Inc | $10,000 | 0.0% | 165 | -14.1% | 0.00% | – |
| VC | Sell | Visteon Corp | $11,000 | 0.0% | 100 | -9.1% | 0.00% | – |
| BZH | New | Beazer Homes USA Inc | $2,000 | – | 235 | – | 0.00% | – |
| BKU | Sell | BankUnited Inc | $3,000 | -25.0% | 97 | -11.8% | 0.00% | – |
| WGO | Sell | Winnebago Industries Inc | $9,000 | -18.2% | 170 | -23.1% | 0.00% | – |
| WWW | Buy | Wolverine World Wide Inc | $7,000 | -12.5% | 426 | +12.4% | 0.00% | – |
| INT | Sell | World Fuel Services Corp | $7,000 | 0.0% | 290 | -11.6% | 0.00% | – |
| BGCP | Sell | BGC Partners Inc | $4,000 | -33.3% | 1,179 | -38.4% | 0.00% | – |
| ARI | Sell | Apollo Commercial Real Estate | $4,000 | -33.3% | 486 | -13.2% | 0.00% | – |
| AMKR | Sell | Amkor Technology Inc | $8,000 | 0.0% | 466 | -6.8% | 0.00% | – |
| AEO | New | American Eagle Outfitters Inc | $2,000 | – | 157 | – | 0.00% | – |
| ESNT | Sell | Essent Group Ltd | $7,000 | -22.2% | 190 | -17.0% | 0.00% | – |
| FDP | Sell | Fresh Del Monte Produce Inc | $9,000 | -35.7% | 368 | -20.0% | 0.00% | – |
| ADS | New | Bread Financial Holdings Inc | $2,000 | – | 67 | – | 0.00% | – |
| New | Trinseo PLC | $1,000 | – | 47 | – | 0.00% | – | |
| AEIS | Sell | Advanced Energy Industries Inc | $10,000 | 0.0% | 126 | -11.9% | 0.00% | – |
| ADV | Sell | Advantage Solutions Inc | $3,000 | -57.1% | 1,214 | -29.3% | 0.00% | – |
| ATGE | Sell | Adtalem Global Education Inc | $10,000 | -16.7% | 267 | -16.6% | 0.00% | – |
| ASO | Sell | Academy Sports & Outdoors Inc | $9,000 | 0.0% | 210 | -17.6% | 0.00% | – |
| NETI | New | Eneti Inc | $8,000 | – | 1,256 | – | 0.00% | – |
| RRGB | Exit | Red Robin Gourmet Burgers Inc | $0 | – | -194 | – | 0.00% | – |
| VLY | Exit | Valley National Bancorp | $0 | – | -226 | – | 0.00% | – |
| NGVT | Sell | Ingevity Corp | $9,000 | -10.0% | 148 | -4.5% | 0.00% | – |
| New | Jackson Financial Inc | $9,000 | – | 328 | – | 0.00% | – | |
| JELD | New | JELD-WEN Holding Inc | $5,000 | – | 610 | – | 0.00% | – |
| GRPN | Buy | Groupon Inc | $3,000 | +50.0% | 330 | +62.6% | 0.00% | – |
| KELYA | Buy | Kelly Services Inc | $4,000 | -20.0% | 322 | +17.1% | 0.00% | – |
| ACCO | Buy | ACCO Brands Corp | $8,000 | +33.3% | 1,656 | +79.4% | 0.00% | – |
| LCII | Sell | LCI Industries | $9,000 | -18.2% | 89 | -11.9% | 0.00% | – |
| LZB | Sell | La-Z-Boy Inc | $8,000 | -11.1% | 351 | -4.6% | 0.00% | – |
| GT | Buy | Goodyear Tire & Rubber Co/The | $3,000 | 0.0% | 323 | +14.9% | 0.00% | – |
| GNW | Sell | Genworth Financial Inc | $7,000 | -30.0% | 2,133 | -24.5% | 0.00% | – |
| FOR | Sell | Forestar Group Inc | $7,000 | -22.2% | 616 | -6.7% | 0.00% | – |
| FL | New | Foot Locker Inc | $6,000 | – | 177 | – | 0.00% | – |
| DOOR | Sell | Masonite International Corp | $9,000 | -10.0% | 129 | -4.4% | 0.00% | – |
| MD | Sell | Pediatrix Medical Group Inc | $4,000 | -33.3% | 245 | -7.5% | 0.00% | – |
| MTH | Sell | Meritage Homes Corp | $9,000 | -10.0% | 125 | -8.8% | 0.00% | – |
| ENR | Sell | Energizer Holdings Inc | $9,000 | -25.0% | 341 | -16.4% | 0.00% | – |
| MOD | New | Modine Manufacturing Co | $5,000 | – | 359 | – | 0.00% | – |
| MPAA | Buy | Motorcar Parts of America Inc | $11,000 | +57.1% | 719 | +37.0% | 0.00% | – |
| EPC | Sell | Edgewell Personal Care Co | $10,000 | -9.1% | 280 | -12.2% | 0.00% | – |
| OPRT | New | Oportun Financial Corp | $1,000 | – | 307 | – | 0.00% | – |
| DBI | Buy | Designer Brands Inc | $3,000 | +50.0% | 184 | +25.2% | 0.00% | – |
| PATK | Sell | Patrick Industries Inc | $7,000 | -22.2% | 171 | -5.5% | 0.00% | – |
| PDCO | Sell | Patterson Cos Inc | $7,000 | -46.2% | 271 | -37.6% | 0.00% | – |
| New | Permian Resources Corp | $2,000 | – | 226 | – | 0.00% | – | |
| DLX | Buy | Deluxe Corp | $7,000 | +133.3% | 448 | +189.0% | 0.00% | – |
| DAN | New | Dana Inc | $3,000 | – | 278 | – | 0.00% | – |
| CONN | New | Conn's Inc | $3,000 | – | 456 | – | 0.00% | – |
| CNDT | Buy | Conduent Inc | $5,000 | +66.7% | 1,425 | +79.9% | 0.00% | – |
| PBI | Buy | Pitney Bowes Inc | $7,000 | +40.0% | 3,009 | +141.7% | 0.00% | – |
| QUAD | New | Quad/Graphics Inc | $5,000 | – | 1,865 | – | 0.00% | – |
| CLW | Exit | Clearwater Paper Corp | $0 | – | -58 | – | 0.00% | – |
| DAKT | Exit | Daktronics Inc | $0 | – | -267 | – | 0.00% | – |
| SCHL | Exit | Scholastic Corp | $0 | – | -215 | – | 0.00% | – |
| FLR | Exit | Fluor Corp | $0 | – | -109 | – | 0.00% | – |
| MATW | Exit | Matthews International Corp | $0 | – | -303 | – | 0.00% | – |
| HOMB | Exit | Home BancShares Inc/AR | $0 | – | -560 | – | 0.00% | – |
| CDEV | Exit | Centennial Resource Developmen | $0 | – | -226 | – | 0.00% | – |
| DBRG | Exit | DigitalBridge Group Inc | $0 | – | -362 | – | 0.00% | – |
| HT | Exit | Hersha Hospitality Trust | $0 | – | -264 | – | 0.00% | – |
| HBB | Exit | Hamilton Beach Brands Holding | $0 | – | -69 | – | 0.00% | – |
| UBSI | Exit | United Bankshares Inc/WV | $0 | – | -193 | – | 0.00% | – |
| WETF | Exit | WisdomTree Investments Inc | $0 | – | -865 | – | 0.00% | – |
| EAF | Exit | GrafTech International Ltd | $0 | – | -26,301 | – | -0.00% | – |
| ALK | Exit | Alaska Air Group Inc | $0 | – | -4,689 | – | -0.00% | – |
| MSFT | Exit | Microsoft Corp | $0 | – | -5,717 | – | -0.01% | – |
| CIB | Exit | Bancolombia SA- ADR | $0 | – | -104,200 | – | -0.01% | – |
| WHR | Exit | Whirlpool Corp | $0 | – | -186,246 | – | -0.11% | – |
| IIVI | Exit | II-VI Inc | $0 | – | -605,537 | – | -0.12% | – |
| WIRE | Exit | Encore Wire Corp | $0 | – | -308,147 | – | -0.12% | – |
| EC | Exit | Ecopetrol SA- ADR | $0 | – | -3,261,695 | – | -0.13% | – |
| J | Exit | Jacobs Engineering Group Inc | $0 | – | -495,631 | – | -0.24% | – |
| ACC | Exit | American Campus Communities In | $0 | – | -1,517,372 | – | -0.37% | – |
| LOW | Exit | Lowe's Cos Inc | $0 | – | -1,412,818 | – | -0.93% | – |
Q2 2022
| Value | Shares | ↓ Weighting | ||||||
|---|---|---|---|---|---|---|---|---|
| MRK | New | Merck & Co Inc | $996,450,000 | – | 10,929,583 | – | 3.76% | – |
| APD | New | Air Products and Chemicals Inc | $834,198,000 | – | 3,468,890 | – | 3.15% | – |
| HES | New | Hess Corp | $833,800,000 | – | 7,870,489 | – | 3.15% | – |
| ANTM | New | Elevance Health Inc | $778,505,000 | – | 1,613,215 | – | 2.94% | – |
| DG | New | Dollar General Corp | $723,590,000 | – | 2,948,132 | – | 2.73% | – |
| IFF | New | International Flavors & Fragra | $652,602,000 | – | 5,478,523 | – | 2.46% | – |
| ALL | New | Allstate Corp/The | $630,945,000 | – | 4,978,649 | – | 2.38% | – |
| UNH | New | UnitedHealth Group Inc | $603,358,000 | – | 1,174,693 | – | 2.28% | – |
| CCEP | New | Coca-Cola Europacific Partners | $560,599,000 | – | 10,862,229 | – | 2.12% | – |
| JBHT | New | JB Hunt Transport Services Inc | $555,680,000 | – | 3,528,797 | – | 2.10% | – |
| PSX | New | Phillips 66 | $549,219,000 | – | 6,698,601 | – | 2.07% | – |
| MDT | New | Medtronic PLC | $537,315,000 | – | 5,986,787 | – | 2.03% | – |
| AAP | New | Advance Auto Parts Inc | $536,944,000 | – | 3,102,110 | – | 2.03% | – |
| FIS | New | Fidelity National Information | $531,312,000 | – | 5,795,927 | – | 2.00% | – |
| WFC | New | Wells Fargo & Co | $518,021,000 | – | 13,224,949 | – | 1.96% | – |
| AIG | New | American International Group I | $503,525,000 | – | 9,847,922 | – | 1.90% | – |
| VICI | New | VICI Properties Inc | $498,274,000 | – | 16,726,220 | – | 1.88% | – |
| CMCSA | New | Comcast Corp | $487,760,000 | – | 12,430,167 | – | 1.84% | – |
| ORCL | New | Oracle Corp | $486,325,000 | – | 6,960,427 | – | 1.84% | – |
| CTSH | New | Cognizant Technology Solutions | $463,943,000 | – | 6,874,259 | – | 1.75% | – |
| MTB | New | M&T Bank Corp | $453,355,000 | – | 2,844,308 | – | 1.71% | – |
| NTRS | New | Northern Trust Corp | $451,831,000 | – | 4,683,166 | – | 1.70% | – |
| PXD | New | Pioneer Natural Resources Co | $444,896,000 | – | 1,994,335 | – | 1.68% | – |
| DE | New | Deere & Co | $434,821,000 | – | 1,451,968 | – | 1.64% | – |
| PRGO | New | Perrigo Co PLC | $430,757,000 | – | 10,617,630 | – | 1.63% | – |
| EA | New | Electronic Arts Inc | $427,764,000 | – | 3,516,353 | – | 1.61% | – |
| CVS | New | CVS Health Corp | $424,408,000 | – | 4,580,268 | – | 1.60% | – |
| PNW | New | Pinnacle West Capital Corp | $415,074,000 | – | 5,676,614 | – | 1.57% | – |
| ARMK | New | Aramark | $407,599,000 | – | 13,307,190 | – | 1.54% | – |
| AVGO | New | Broadcom Inc | $390,692,000 | – | 804,207 | – | 1.48% | – |
| USB | New | US Bancorp | $351,330,000 | – | 7,634,284 | – | 1.33% | – |
| AXTA | New | Axalta Coating Systems Ltd | $350,146,000 | – | 15,836,575 | – | 1.32% | – |
| TMUS | New | T-Mobile US Inc | $336,503,000 | – | 2,501,134 | – | 1.27% | – |
| ACM | New | AECOM | $326,951,000 | – | 5,013,061 | – | 1.23% | – |
| SWK | New | Stanley Black & Decker Inc | $324,269,000 | – | 3,092,400 | – | 1.22% | – |
| HUM | New | Humana Inc | $320,336,000 | – | 684,377 | – | 1.21% | – |
| WLTW | New | Willis Towers Watson PLC | $319,272,000 | – | 1,617,469 | – | 1.20% | – |
| LVS | New | Las Vegas Sands Corp | $305,635,000 | – | 9,098,988 | – | 1.15% | – |
| PM | New | Philip Morris International In | $280,943,000 | – | 2,845,273 | – | 1.06% | – |
| VRT | New | Vertiv Holdings Co | $270,242,000 | – | 32,876,094 | – | 1.02% | – |
| LAD | New | Lithia Motors Inc | $265,137,000 | – | 964,801 | – | 1.00% | – |
| DD | New | DuPont de Nemours Inc | $260,118,000 | – | 4,680,069 | – | 0.98% | – |
| LOW | New | Lowe's Cos Inc | $246,777,000 | – | 1,412,818 | – | 0.93% | – |
| ENB | New | Enbridge Inc | $232,110,000 | – | 5,504,440 | – | 0.88% | – |
| AXP | New | American Express Co | $225,590,000 | – | 1,627,400 | – | 0.85% | – |
| QCOM | New | QUALCOMM Inc | $207,925,000 | – | 1,627,725 | – | 0.78% | – |
| SEAS | New | SeaWorld Entertainment Inc | $187,941,000 | – | 4,253,961 | – | 0.71% | – |
| OFC | New | Corporate Office Properties Tr | $185,835,000 | – | 7,095,643 | – | 0.70% | – |
| HAL | New | Halliburton Co | $170,964,000 | – | 5,451,666 | – | 0.64% | – |
| ATUS | New | Altice USA Inc | $170,468,000 | – | 18,429,040 | – | 0.64% | – |
| HOLX | New | Hologic Inc | $166,554,000 | – | 2,403,383 | – | 0.63% | – |
| RTX | New | Raytheon Technologies Corp | $158,989,000 | – | 1,654,240 | – | 0.60% | – |
| LIVN | New | LivaNova PLC | $155,594,000 | – | 2,490,709 | – | 0.59% | – |
| CB | New | Chubb Ltd | $152,309,000 | – | 774,792 | – | 0.58% | – |
| VLO | New | Valero Energy Corp | $139,316,000 | – | 1,310,839 | – | 0.53% | – |
| ETR | New | Entergy Corp | $136,410,000 | – | 1,211,027 | – | 0.52% | – |
| HHC | New | Howard Hughes Corp/The | $122,629,000 | – | 1,802,048 | – | 0.46% | – |
| AER | New | AerCap Holdings NV | $122,162,000 | – | 2,983,950 | – | 0.46% | – |
| CTVA | New | Corteva Inc | $117,340,000 | – | 2,167,338 | – | 0.44% | – |
| BWXT | New | BWX Technologies Inc | $108,726,000 | – | 1,973,599 | – | 0.41% | – |
| CNP | New | CenterPoint Energy Inc | $106,494,000 | – | 3,600,191 | – | 0.40% | – |
| ACC | New | American Campus Communities In | $97,826,000 | – | 1,517,372 | – | 0.37% | – |
| MDU | New | MDU Resources Group Inc | $96,145,000 | – | 3,562,251 | – | 0.36% | – |
| ESI | New | Element Solutions Inc | $95,145,000 | – | 5,345,256 | – | 0.36% | – |
| EXC | New | Exelon Corp | $92,508,000 | – | 2,041,219 | – | 0.35% | – |
| JPM | New | JPMorgan Chase & Co | $91,899,000 | – | 816,081 | – | 0.35% | – |
| AXS | New | Axis Capital Holdings Ltd | $84,911,000 | – | 1,487,334 | – | 0.32% | – |
| CI | New | Cigna Corp | $82,207,000 | – | 311,960 | – | 0.31% | – |
| RL | New | Ralph Lauren Corp | $80,473,000 | – | 897,634 | – | 0.30% | – |
| NVST | New | Envista Holdings Corp | $78,568,000 | – | 2,038,615 | – | 0.30% | – |
| JEF | New | Jefferies Financial Group Inc | $77,898,000 | – | 2,820,360 | – | 0.29% | – |
| APTV | New | Aptiv PLC | $75,436,000 | – | 846,932 | – | 0.28% | – |
| MCHP | New | Microchip Technology Inc | $71,542,000 | – | 1,231,783 | – | 0.27% | – |
| FMX | New | Fomento Economico Mexicano SAB | $70,973,000 | – | 1,051,608 | – | 0.27% | – |
| VAC | New | Marriott Vacations Worldwide C | $65,363,000 | – | 562,514 | – | 0.25% | – |
| TCBI | New | Texas Capital Bancshares Inc | $64,475,000 | – | 1,224,833 | – | 0.24% | – |
| J | New | Jacobs Engineering Group Inc | $63,010,000 | – | 495,631 | – | 0.24% | – |
| ATSG | New | Air Transport Services Group I | $61,550,000 | – | 2,142,395 | – | 0.23% | – |
| ATI | New | Allegheny Technologies Inc | $60,389,000 | – | 2,659,114 | – | 0.23% | – |
| OFG | New | OFG Bancorp | $57,337,000 | – | 2,257,368 | – | 0.22% | – |
| MGM | New | MGM Resorts International | $56,966,000 | – | 1,967,747 | – | 0.22% | – |
| DAR | New | Darling Ingredients Inc | $55,892,000 | – | 934,654 | – | 0.21% | – |
| PWR | New | Quanta Services Inc | $54,398,000 | – | 434,006 | – | 0.20% | – |
| EPAC | New | Enerpac Tool Group Corp | $52,571,000 | – | 2,763,940 | – | 0.20% | – |
| CBT | New | Cabot Corp | $47,604,000 | – | 746,256 | – | 0.18% | – |
| SMCI | New | Super Micro Computer Inc | $46,837,000 | – | 1,160,778 | – | 0.18% | – |
| ADNT | New | Adient PLC | $45,975,000 | – | 1,551,607 | – | 0.17% | – |
| KEX | New | Kirby Corp | $45,199,000 | – | 742,924 | – | 0.17% | – |
| ONB | New | Old National Bancorp/IN | $44,996,000 | – | 3,042,341 | – | 0.17% | – |
| KALU | New | Kaiser Aluminum Corp | $44,764,000 | – | 565,984 | – | 0.17% | – |
| THRM | New | Gentherm Inc | $44,560,000 | – | 713,996 | – | 0.17% | – |
| UMPQ | New | Umpqua Holdings Corp | $44,193,000 | – | 2,635,206 | – | 0.17% | – |
| APOG | New | Apogee Enterprises Inc | $44,238,000 | – | 1,127,948 | – | 0.17% | – |
| WSC | New | WillScot Mobile Mini Holdings | $43,774,000 | – | 1,350,200 | – | 0.16% | – |
| AXL | New | American Axle & Manufacturing | $42,490,000 | – | 5,642,787 | – | 0.16% | – |
| ROCK | New | Gibraltar Industries Inc | $42,136,000 | – | 1,087,374 | – | 0.16% | – |
| BDX | New | Becton Dickinson and Co | $41,745,000 | – | 169,328 | – | 0.16% | – |
| GBX | New | Greenbrier Cos Inc/The | $40,736,000 | – | 1,131,881 | – | 0.15% | – |
| BRKS | New | Azenta Inc | $38,814,000 | – | 538,347 | – | 0.15% | – |
| KMT | New | Kennametal Inc | $37,504,000 | – | 1,614,450 | – | 0.14% | – |
| PLAB | New | Photronics Inc | $37,286,000 | – | 1,914,039 | – | 0.14% | – |
| COHU | New | Cohu Inc | $36,642,000 | – | 1,320,411 | – | 0.14% | – |
| TAP | New | Molson Coors Beverage Co | $36,429,000 | – | 668,298 | – | 0.14% | – |
| TILE | New | Interface Inc | $36,113,000 | – | 2,879,815 | – | 0.14% | – |
| EC | New | Ecopetrol SA- ADR | $35,422,000 | – | 3,261,695 | – | 0.13% | – |
| DIOD | New | Diodes Inc | $34,973,000 | – | 541,621 | – | 0.13% | – |
| PG | New | Procter & Gamble Co/The | $34,135,000 | – | 237,395 | – | 0.13% | – |
| HSC | New | Harsco Corp | $34,130,000 | – | 4,800,372 | – | 0.13% | – |
| WIRE | New | Encore Wire Corp | $32,022,000 | – | 308,147 | – | 0.12% | – |
| JNJ | New | Johnson & Johnson | $30,624,000 | – | 172,522 | – | 0.12% | – |
| IIVI | New | II-VI Inc | $30,852,000 | – | 605,537 | – | 0.12% | – |
| WHR | New | Whirlpool Corp | $28,844,000 | – | 186,246 | – | 0.11% | – |
| CIEN | New | Ciena Corp | $28,647,000 | – | 626,844 | – | 0.11% | – |
| GD | New | General Dynamics Corp | $27,234,000 | – | 123,092 | – | 0.10% | – |
| INFN | New | Infinera Corp | $27,002,000 | – | 5,037,886 | – | 0.10% | – |
| STKL | New | SunOpta Inc | $25,352,000 | – | 3,258,606 | – | 0.10% | – |
| PRG | New | PROG Holdings Inc | $24,487,000 | – | 1,484,083 | – | 0.09% | – |
| MTRN | New | Materion Corp | $24,450,000 | – | 331,611 | – | 0.09% | – |
| DNOW | New | NOW Inc | $24,327,000 | – | 2,487,339 | – | 0.09% | – |
| SXI | New | Standex International Corp | $23,000,000 | – | 271,280 | – | 0.09% | – |
| GSM | New | Ferroglobe PLC | $17,909,000 | – | 3,014,983 | – | 0.07% | – |
| EIX | New | Edison International | $17,527,000 | – | 277,147 | – | 0.07% | – |
| FARO | New | FARO Technologies Inc | $16,092,000 | – | 521,938 | – | 0.06% | – |
| VPG | New | Vishay Precision Group Inc | $12,975,000 | – | 445,419 | – | 0.05% | – |
| CACI | New | CACI International Inc | $9,228,000 | – | 32,750 | – | 0.04% | – |
| CNK | New | Cinemark Holdings Inc | $7,159,000 | – | 476,552 | – | 0.03% | – |
| New | Mirion Technologies Inc | $7,202,000 | – | 1,250,415 | – | 0.03% | – | |
| WH | New | Wyndham Hotels & Resorts Inc | $5,742,000 | – | 87,372 | – | 0.02% | – |
| CIB | New | Bancolombia SA- ADR | $3,212,000 | – | 104,200 | – | 0.01% | – |
| CVX | New | Chevron Corp | $2,890,000 | – | 19,960 | – | 0.01% | – |
| COP | New | ConocoPhillips | $2,632,000 | – | 29,301 | – | 0.01% | – |
| WMB | New | Williams Cos Inc/The | $2,005,000 | – | 64,240 | – | 0.01% | – |
| GOOG | New | Alphabet Inc | $2,159,000 | – | 987 | – | 0.01% | – |
| TRV | New | Travelers Cos Inc/The | $2,232,000 | – | 13,199 | – | 0.01% | – |
| MSFT | New | Microsoft Corp | $1,468,000 | – | 5,717 | – | 0.01% | – |
| FLEX | New | Flex Ltd | $210,000 | – | 14,566 | – | 0.00% | – |
| ALK | New | Alaska Air Group Inc | $188,000 | – | 4,689 | – | 0.00% | – |
| AAPL | New | Apple Inc | $134,000 | – | 980 | – | 0.00% | – |
| ADM | New | Archer-Daniels-Midland Co | $161,000 | – | 2,083 | – | 0.00% | – |
| FSLR | New | First Solar Inc | $236,000 | – | 3,465 | – | 0.00% | – |
| EAF | New | GrafTech International Ltd | $186,000 | – | 26,301 | – | 0.00% | – |
| HBAN | New | Huntington Bancshares Inc/OH | $195,000 | – | 16,166 | – | 0.00% | – |
| NWL | New | Newell Brands Inc | $196,000 | – | 10,313 | – | 0.00% | – |
| IIIN | New | Insteel Industries Inc | $4,000 | – | 127 | – | 0.00% | – |
| NSIT | New | Insight Enterprises Inc | $11,000 | – | 130 | – | 0.00% | – |
| NGVT | New | Ingevity Corp | $10,000 | – | 155 | – | 0.00% | – |
| HOPE | New | Hope Bancorp Inc | $4,000 | – | 283 | – | 0.00% | – |
| KAR | New | KAR Auction Services Inc | $2,000 | – | 122 | – | 0.00% | – |
| HOMB | New | Home BancShares Inc/AR | $12,000 | – | 560 | – | 0.00% | – |
| KBH | New | KB Home | $2,000 | – | 58 | – | 0.00% | – |
| KELYA | New | Kelly Services Inc | $5,000 | – | 275 | – | 0.00% | – |
| HI | New | Hillenbrand Inc | $6,000 | – | 137 | – | 0.00% | – |
| HT | New | Hersha Hospitality Trust | $3,000 | – | 264 | – | 0.00% | – |
| KN | New | Knowles Corp | $2,000 | – | 102 | – | 0.00% | – |
| KRO | New | Kronos Worldwide Inc | $10,000 | – | 559 | – | 0.00% | – |
| LCII | New | LCI Industries | $11,000 | – | 101 | – | 0.00% | – |
| LZB | New | La-Z-Boy Inc | $9,000 | – | 368 | – | 0.00% | – |
| LPI | New | Laredo Petroleum Inc | $2,000 | – | 32 | – | 0.00% | – |
| HTLF | New | Heartland Financial USA Inc | $4,000 | – | 87 | – | 0.00% | – |
| HAFC | New | Hanmi Financial Corp | $2,000 | – | 97 | – | 0.00% | – |
| HWC | New | Hancock Whitney Corp | $4,000 | – | 92 | – | 0.00% | – |
| HBB | New | Hamilton Beach Brands Holding | $1,000 | – | 69 | – | 0.00% | – |
| MDC | New | MDC Holdings Inc | $2,000 | – | 51 | – | 0.00% | – |
| HNI | New | HNI Corp | $2,000 | – | 51 | – | 0.00% | – |
| GES | New | Guess Inc | $2,000 | – | 133 | – | 0.00% | – |
| MRC | New | MRC Global Inc | $2,000 | – | 239 | – | 0.00% | – |
| GRPN | New | Groupon Inc | $2,000 | – | 203 | – | 0.00% | – |
| DOOR | New | Masonite International Corp | $10,000 | – | 135 | – | 0.00% | – |
| GPI | New | Group 1 Automotive Inc | $4,000 | – | 24 | – | 0.00% | – |
| MATW | New | Matthews International Corp | $9,000 | – | 303 | – | 0.00% | – |
| MD | New | Pediatrix Medical Group Inc | $6,000 | – | 265 | – | 0.00% | – |
| GVA | New | Granite Construction Inc | $6,000 | – | 203 | – | 0.00% | – |
| MTH | New | Meritage Homes Corp | $10,000 | – | 137 | – | 0.00% | – |
| GT | New | Goodyear Tire & Rubber Co/The | $3,000 | – | 281 | – | 0.00% | – |
| GNW | New | Genworth Financial Inc | $10,000 | – | 2,825 | – | 0.00% | – |
| MTX | New | Minerals Technologies Inc | $11,000 | – | 175 | – | 0.00% | – |
| GCO | New | Genesco Inc | $2,000 | – | 45 | – | 0.00% | – |
| GIII | New | G-III Apparel Group Ltd | $2,000 | – | 79 | – | 0.00% | – |
| MOGA | New | Moog Inc | $6,000 | – | 70 | – | 0.00% | – |
| MPAA | New | Motorcar Parts of America Inc | $7,000 | – | 525 | – | 0.00% | – |
| NWLI | New | National Western Life Group In | $11,000 | – | 55 | – | 0.00% | – |
| ACCO | New | ACCO Brands Corp | $6,000 | – | 923 | – | 0.00% | – |
| FUL | New | HB Fuller Co | $2,000 | – | 36 | – | 0.00% | – |
| FOR | New | Forestar Group Inc | $9,000 | – | 660 | – | 0.00% | – |
| OI | New | O-I Glass Inc | $5,000 | – | 330 | – | 0.00% | – |
| FLR | New | Fluor Corp | $3,000 | – | 109 | – | 0.00% | – |
| OII | New | Oceaneering International Inc | $2,000 | – | 181 | – | 0.00% | – |
| OIS | New | Oil States International Inc | $1,000 | – | 265 | – | 0.00% | – |
| ETH | New | Ethan Allen Interiors Inc | $2,000 | – | 80 | – | 0.00% | – |
| NPO | New | EnPro Industries Inc | $1,000 | – | 17 | – | 0.00% | – |
| PBF | New | PBF Energy Inc | $2,000 | – | 54 | – | 0.00% | – |
| PPBI | New | Pacific Premier Bancorp Inc | $2,000 | – | 62 | – | 0.00% | – |
| PATK | New | Patrick Industries Inc | $9,000 | – | 181 | – | 0.00% | – |
| PDCO | New | Patterson Cos Inc | $13,000 | – | 434 | – | 0.00% | – |
| PVAC | New | Ranger Oil Corp | $2,000 | – | 46 | – | 0.00% | – |
| PRDO | New | Perdoceo Education Corp | $8,000 | – | 713 | – | 0.00% | – |
| ENS | New | EnerSys | $11,000 | – | 184 | – | 0.00% | – |
| ENR | New | Energizer Holdings Inc | $12,000 | – | 408 | – | 0.00% | – |
| EPC | New | Edgewell Personal Care Co | $11,000 | – | 319 | – | 0.00% | – |
| DBRG | New | DigitalBridge Group Inc | $2,000 | – | 362 | – | 0.00% | – |
| DBI | New | Designer Brands Inc | $2,000 | – | 147 | – | 0.00% | – |
| PBI | New | Pitney Bowes Inc | $5,000 | – | 1,245 | – | 0.00% | – |
| PSMT | New | PriceSmart Inc | $12,000 | – | 171 | – | 0.00% | – |
| PRA | New | ProAssurance Corp | $4,000 | – | 168 | – | 0.00% | – |
| DLX | New | Deluxe Corp | $3,000 | – | 155 | – | 0.00% | – |
| DK | New | Delek US Holdings Inc | $3,000 | – | 129 | – | 0.00% | – |
| PUMP | New | ProPetro Holding Corp | $2,000 | – | 185 | – | 0.00% | – |
| KWR | New | Quaker Chemical Corp | $11,000 | – | 74 | – | 0.00% | – |
| DAKT | New | Daktronics Inc | $1,000 | – | 267 | – | 0.00% | – |
| CNDT | New | Conduent Inc | $3,000 | – | 792 | – | 0.00% | – |
| RLJ | New | RLJ Lodging Trust | $2,000 | – | 153 | – | 0.00% | – |
| RES | New | RPC Inc | $2,000 | – | 261 | – | 0.00% | – |
| RDN | New | Radian Group Inc | $10,000 | – | 532 | – | 0.00% | – |
| CLW | New | Clearwater Paper Corp | $2,000 | – | 58 | – | 0.00% | – |
| CIR | New | CIRCOR International Inc | $3,000 | – | 156 | – | 0.00% | – |
| RLGY | New | Realogy Holdings Corp | $8,000 | – | 848 | – | 0.00% | – |
| RRGB | New | Red Robin Gourmet Burgers Inc | $2,000 | – | 194 | – | 0.00% | – |
| RCII | New | Rent-A-Center Inc/TX | $7,000 | – | 368 | – | 0.00% | – |
| REZI | New | Resideo Technologies Inc | $7,000 | – | 366 | – | 0.00% | – |
| SANM | New | Sanmina Corp | $10,000 | – | 255 | – | 0.00% | – |
| SCSC | New | ScanSource Inc | $8,000 | – | 245 | – | 0.00% | – |
| SCHL | New | Scholastic Corp | $8,000 | – | 215 | – | 0.00% | – |
| CAKE | New | Cheesecake Factory Inc/The | $10,000 | – | 380 | – | 0.00% | – |
| SRG | New | Seritage Growth Properties | $1,000 | – | 278 | – | 0.00% | – |
| SBGI | New | Sinclair Broadcast Group Inc | $9,000 | – | 453 | – | 0.00% | – |
| SKYW | New | SkyWest Inc | $2,000 | – | 106 | – | 0.00% | – |
| SAH | New | Sonic Automotive Inc | $4,000 | – | 121 | – | 0.00% | – |
| SMP | New | Standard Motor Products Inc | $2,000 | – | 42 | – | 0.00% | – |
| CHX | New | ChampionX Corp | $2,000 | – | 105 | – | 0.00% | – |
| CDEV | New | Centennial Resource Developmen | $1,000 | – | 226 | – | 0.00% | – |
| SCS | New | Steelcase Inc | $4,000 | – | 376 | – | 0.00% | – |
| INN | New | Summit Hotel Properties Inc | $2,000 | – | 288 | – | 0.00% | – |
| CATY | New | Cathay General Bancorp | $5,000 | – | 125 | – | 0.00% | – |
| CARS | New | Cars.com Inc | $7,000 | – | 742 | – | 0.00% | – |
| CRS | New | Carpenter Technology Corp | $2,000 | – | 62 | – | 0.00% | – |
| TTMI | New | TTM Technologies Inc | $10,000 | – | 807 | – | 0.00% | – |
| TGT | New | Target Corp | $115,000 | – | 815 | – | 0.00% | – |
| TMHC | New | Taylor Morrison Home Corp | $10,000 | – | 410 | – | 0.00% | – |
| TDS | New | Telephone and Data Systems Inc | $11,000 | – | 711 | – | 0.00% | – |
| TEX | New | Terex Corp | $6,000 | – | 221 | – | 0.00% | – |
| CAH | New | Cardinal Health Inc | $1,000 | – | 10 | – | 0.00% | – |
| ODP | New | ODP Corp/The | $9,000 | – | 282 | – | 0.00% | – |
| CPE | New | Callon Petroleum Co | $1,000 | – | 37 | – | 0.00% | – |
| TRN | New | Trinity Industries Inc | $2,000 | – | 70 | – | 0.00% | – |
| TWO | New | Two Harbors Investment Corp | $10,000 | – | 1,911 | – | 0.00% | – |
| CRC | New | California Resources Corp | $5,000 | – | 121 | – | 0.00% | – |
| CAL | New | Caleres Inc | $2,000 | – | 78 | – | 0.00% | – |
| New | Cadence Bank | $8,000 | – | 321 | – | 0.00% | – | |
| UBSI | New | United Bankshares Inc/WV | $7,000 | – | 193 | – | 0.00% | – |
| UFCS | New | United Fire Group Inc | $2,000 | – | 50 | – | 0.00% | – |
| USM | New | United States Cellular Corp | $11,000 | – | 387 | – | 0.00% | – |
| CNO | New | CNO Financial Group Inc | $2,000 | – | 100 | – | 0.00% | – |
| UVV | New | Universal Corp/VA | $12,000 | – | 203 | – | 0.00% | – |
| URBN | New | Urban Outfitters Inc | $7,000 | – | 400 | – | 0.00% | – |
| BCO | New | Brink's Co/The | $10,000 | – | 167 | – | 0.00% | – |
| VLY | New | Valley National Bancorp | $2,000 | – | 226 | – | 0.00% | – |
| VREX | New | Varex Imaging Corp | $7,000 | – | 339 | – | 0.00% | – |
| BLMN | New | Bloomin' Brands Inc | $5,000 | – | 303 | – | 0.00% | – |
| BJRI | New | BJ's Restaurants Inc | $3,000 | – | 126 | – | 0.00% | – |
| VSH | New | Vishay Intertechnology Inc | $12,000 | – | 654 | – | 0.00% | – |
| BIG | New | Big Lots Inc | $1,000 | – | 39 | – | 0.00% | – |
| VC | New | Visteon Corp | $11,000 | – | 110 | – | 0.00% | – |
| BHLB | New | Berkshire Hills Bancorp Inc | $3,000 | – | 138 | – | 0.00% | – |
| WERN | New | Werner Enterprises Inc | $11,000 | – | 283 | – | 0.00% | – |
| BHE | New | Benchmark Electronics Inc | $11,000 | – | 491 | – | 0.00% | – |
| BDC | New | Belden Inc | $10,000 | – | 192 | – | 0.00% | – |
| B | New | Barnes Group Inc | $9,000 | – | 284 | – | 0.00% | – |
| WGO | New | Winnebago Industries Inc | $11,000 | – | 221 | – | 0.00% | – |
| WETF | New | WisdomTree Investments Inc | $4,000 | – | 865 | – | 0.00% | – |
| WWW | New | Wolverine World Wide Inc | $8,000 | – | 379 | – | 0.00% | – |
| INT | New | World Fuel Services Corp | $7,000 | – | 328 | – | 0.00% | – |
| BKU | New | BankUnited Inc | $4,000 | – | 110 | – | 0.00% | – |
| YELP | New | Yelp Inc | $2,000 | – | 64 | – | 0.00% | – |
| BGCP | New | BGC Partners Inc | $6,000 | – | 1,914 | – | 0.00% | – |
| ARGO | New | Argo Group International Holdi | $2,000 | – | 55 | – | 0.00% | – |
| APAM | New | Artisan Partners Asset Managem | $11,000 | – | 323 | – | 0.00% | – |
| ARI | New | Apollo Commercial Real Estate | $6,000 | – | 560 | – | 0.00% | – |
| AMRX | New | Amneal Pharmaceuticals Inc | $4,000 | – | 1,234 | – | 0.00% | – |
| CWK | New | Cushman & Wakefield PLC | $8,000 | – | 494 | – | 0.00% | – |
| ESNT | New | Essent Group Ltd | $9,000 | – | 229 | – | 0.00% | – |
| AMKR | New | Amkor Technology Inc | $8,000 | – | 500 | – | 0.00% | – |
| FDP | New | Fresh Del Monte Produce Inc | $14,000 | – | 460 | – | 0.00% | – |
| AIMC | New | Altra Industrial Motion Corp | $4,000 | – | 121 | – | 0.00% | – |
| AEIS | New | Advanced Energy Industries Inc | $10,000 | – | 143 | – | 0.00% | – |
| ADV | New | Advantage Solutions Inc | $7,000 | – | 1,717 | – | 0.00% | – |
| SFL | New | SFL Corp Ltd | $7,000 | – | 686 | – | 0.00% | – |
| SIG | New | Signet Jewelers Ltd | $5,000 | – | 85 | – | 0.00% | – |
| LILA | New | Liberty Latin America Ltd | $2,000 | – | 200 | – | 0.00% | – |
| LILAK | New | Liberty Latin America Ltd | $7,000 | – | 912 | – | 0.00% | – |
| TROX | New | Tronox Holdings PLC | $4,000 | – | 254 | – | 0.00% | – |
| ASIX | New | AdvanSix Inc | $5,000 | – | 138 | – | 0.00% | – |
| ATGE | New | Adtalem Global Education Inc | $12,000 | – | 320 | – | 0.00% | – |
| ASO | New | Academy Sports & Outdoors Inc | $9,000 | – | 255 | – | 0.00% | – |
| OEC | New | Orion Engineered Carbons SA | $3,000 | – | 193 | – | 0.00% | – |
| CSTE | New | Caesarstone Ltd | $1,000 | – | 153 | – | 0.00% | – |
| ABM | New | ABM Industries Inc | $2,000 | – | 48 | – | 0.00% | – |
| IDCC | New | InterDigital Inc | $1,000 | – | 23 | – | 0.00% | – |
Q4 2021
| Value | Shares | ↓ Weighting | ||||||
|---|---|---|---|---|---|---|---|---|
| EZPW | Exit | EZCORP Inc | $0 | – | -14,608 | – | 0.00% | – |
| MTOR | Exit | Meritor Inc | $0 | – | -3,802 | – | 0.00% | – |
| RES | Exit | RPC Inc | $0 | – | -8,463 | – | 0.00% | – |
| SFL | Exit | SFL Corp Ltd | $0 | – | -7,617 | – | 0.00% | – |
| CAMP | Exit | CalAmp Corp | $0 | – | -1,736 | – | 0.00% | – |
| ARCB | Exit | ArcBest Corp | $0 | – | -1,312 | – | 0.00% | – |
| ASO | Exit | Academy Sports & Outdoors Inc | $0 | – | -1,838 | – | 0.00% | – |
| HNI | Exit | HNI Corp | $0 | – | -1,777 | – | 0.00% | – |
| MSBI | Exit | Midland States Bancorp Inc | $0 | – | -868 | – | 0.00% | – |
| GFF | Exit | Griffon Corp | $0 | – | -3,984 | – | 0.00% | – |
| TRN | Exit | Trinity Industries Inc | $0 | – | -4,485 | – | 0.00% | – |
| BGCP | Exit | BGC Partners Inc | $0 | – | -3,491 | – | 0.00% | – |
| VSH | Exit | Vishay Intertechnology Inc | $0 | – | -6,166 | – | 0.00% | – |
| HRI | Exit | Herc Holdings Inc | $0 | – | -336 | – | 0.00% | – |
| URBN | Exit | Urban Outfitters Inc | $0 | – | -2,155 | – | 0.00% | – |
| CARS | Exit | Cars.com Inc | $0 | – | -9,652 | – | 0.00% | – |
| APAM | Exit | Artisan Partners Asset Managem | $0 | – | -412 | – | 0.00% | – |
| ASLE | Exit | AerSale Corp | $0 | – | -5,730 | – | 0.00% | – |
| PRDO | Exit | Perdoceo Education Corp | $0 | – | -7,914 | – | 0.00% | – |
| EPC | Exit | Edgewell Personal Care Co | $0 | – | -538 | – | 0.00% | – |
| CNDT | Exit | Conduent Inc | $0 | – | -5,607 | – | 0.00% | – |
| CAH | Exit | Cardinal Health Inc | $0 | – | -10 | – | 0.00% | – |
| SIG | Exit | Signet Jewelers Ltd | $0 | – | -457 | – | 0.00% | – |
| ATGE | Exit | Adtalem Global Education Inc | $0 | – | -3,369 | – | 0.00% | – |
| CATY | Exit | Cathay General Bancorp | $0 | – | -1,398 | – | 0.00% | – |
| SMP | Exit | Standard Motor Products Inc | $0 | – | -481 | – | 0.00% | – |
| KAR | Exit | KAR Auction Services Inc | $0 | – | -7,237 | – | 0.00% | – |
| GPX | Exit | GP Strategies Corp | $0 | – | -683 | – | 0.00% | – |
| REVG | Exit | REV Group Inc | $0 | – | -5,277 | – | 0.00% | – |
| RGR | Exit | Sturm Ruger & Co Inc | $0 | – | -1,404 | – | 0.00% | – |
| BECN | Exit | Beacon Roofing Supply Inc | $0 | – | -1,678 | – | 0.00% | – |
| GPI | Exit | Group 1 Automotive Inc | $0 | – | -339 | – | 0.00% | – |
| BIG | Exit | Big Lots Inc | $0 | – | -443 | – | 0.00% | – |
| CNX | Exit | CNX Resources Corp | $0 | – | -10,831 | – | 0.00% | – |
| BHE | Exit | Benchmark Electronics Inc | $0 | – | -659 | – | 0.00% | – |
| LCII | Exit | LCI Industries | $0 | – | -950 | – | 0.00% | – |
| FDP | Exit | Fresh Del Monte Produce Inc | $0 | – | -4,128 | – | 0.00% | – |
| UBSI | Exit | United Bankshares Inc/WV | $0 | – | -2,701 | – | 0.00% | – |
| CIM | Exit | Chimera Investment Corp | $0 | – | -8,796 | – | 0.00% | – |
| NTCT | Exit | NetScout Systems Inc | $0 | – | -4,390 | – | 0.00% | – |
| BCO | Exit | Brink's Co/The | $0 | – | -261 | – | 0.00% | – |
| LZB | Exit | La-Z-Boy Inc | $0 | – | -3,675 | – | 0.00% | – |
| CNO | Exit | CNO Financial Group Inc | $0 | – | -5,271 | – | 0.00% | – |
| AAWW | Exit | Atlas Air Worldwide Holdings I | $0 | – | -1,638 | – | 0.00% | – |
| CMRE | Exit | Costamare Inc | $0 | – | -8,367 | – | 0.00% | – |
| RRC | Exit | Range Resources Corp | $0 | – | -6,596 | – | 0.00% | – |
| KE | Exit | Kimball Electronics Inc | $0 | – | -2,787 | – | 0.00% | – |
| LILA | Exit | Liberty Latin America Ltd | $0 | – | -1,945 | – | 0.00% | – |
| CBT | Exit | Cabot Corp | $0 | – | -2,487 | – | 0.00% | – |
| ABM | Exit | ABM Industries Inc | $0 | – | -2,547 | – | 0.00% | – |
| BDC | Exit | Belden Inc | $0 | – | -2,143 | – | 0.00% | – |
| TTMI | Exit | TTM Technologies Inc | $0 | – | -9,471 | – | 0.00% | – |
| JELD | Exit | JELD-WEN Holding Inc | $0 | – | -2,804 | – | 0.00% | – |
| TSE | Exit | Trinseo SA | $0 | – | -2,624 | – | 0.00% | – |
| NUS | Exit | Nu Skin Enterprises Inc | $0 | – | -432 | – | 0.00% | – |
| GLT | Exit | Glatfelter Corp | $0 | – | -5,271 | – | 0.00% | – |
| SAH | Exit | Sonic Automotive Inc | $0 | – | -1,058 | – | 0.00% | – |
| MTX | Exit | Minerals Technologies Inc | $0 | – | -1,524 | – | 0.00% | – |
| SANM | Exit | Sanmina Corp | $0 | – | -2,859 | – | 0.00% | – |
| LILAK | Exit | Liberty Latin America Ltd | $0 | – | -1,511 | – | 0.00% | – |
| AAPL | Exit | Apple Inc | $0 | – | -967 | – | 0.00% | – |
| HBB | Exit | Hamilton Beach Brands Holding | $0 | – | -782 | – | 0.00% | – |
| ONB | Exit | Old National Bancorp/IN | $0 | – | -6,865 | – | 0.00% | – |
| RMAX | Exit | RE/MAX Holdings Inc | $0 | – | -415 | – | 0.00% | – |
| VC | Exit | Visteon Corp | $0 | – | -1,262 | – | 0.00% | – |
| NTB | Exit | Bank of NT Butterfield & Son L | $0 | – | -588 | – | 0.00% | – |
| PRA | Exit | ProAssurance Corp | $0 | – | -848 | – | 0.00% | – |
| MGY | Exit | Magnolia Oil & Gas Corp | $0 | – | -2,930 | – | 0.00% | – |
| BRY | Exit | Berry Corp | $0 | – | -2,616 | – | 0.00% | – |
| TBI | Exit | TrueBlue Inc | $0 | – | -4,722 | – | 0.00% | – |
| MPAA | Exit | Motorcar Parts of America Inc | $0 | – | -686 | – | 0.00% | – |
| WTTR | Exit | Select Energy Services Inc | $0 | – | -3,700 | – | 0.00% | – |
| ACCO | Exit | ACCO Brands Corp | $0 | – | -7,902 | – | 0.00% | – |
| HAFC | Exit | Hanmi Financial Corp | $0 | – | -1,082 | – | 0.00% | – |
| WETF | Exit | WisdomTree Investments Inc | $0 | – | -16,335 | – | 0.00% | – |
| SWBI | Exit | Smith & Wesson Brands Inc | $0 | – | -2,095 | – | 0.00% | – |
| HOPE | Exit | Hope Bancorp Inc | $0 | – | -3,145 | – | 0.00% | – |
| CIR | Exit | CIRCOR International Inc | $0 | – | -685 | – | 0.00% | – |
| SBH | Exit | Sally Beauty Holdings Inc | $0 | – | -992 | – | 0.00% | – |
| ASIX | Exit | AdvanSix Inc | $0 | – | -1,535 | – | 0.00% | – |
| CLW | Exit | Clearwater Paper Corp | $0 | – | -660 | – | 0.00% | – |
| DLX | Exit | Deluxe Corp | $0 | – | -556 | – | 0.00% | – |
| GNW | Exit | Genworth Financial Inc | $0 | – | -5,259 | – | 0.00% | – |
| TMHC | Exit | Taylor Morrison Home Corp | $0 | – | -766 | – | 0.00% | – |
| IIIN | Exit | Insteel Industries Inc | $0 | – | -1,420 | – | 0.00% | – |
| GVA | Exit | Granite Construction Inc | $0 | – | -2,386 | – | 0.00% | – |
| UVV | Exit | Universal Corp/VA | $0 | – | -2,260 | – | 0.00% | – |
| DAN | Exit | Dana Inc | $0 | – | -2,974 | – | 0.00% | – |
| GT | Exit | Goodyear Tire & Rubber Co/The | $0 | – | -3,512 | – | 0.00% | – |
| ICHR | Exit | Ichor Holdings Ltd | $0 | – | -1,647 | – | 0.00% | – |
| NUVA | Exit | NuVasive Inc | $0 | – | -352 | – | 0.00% | – |
| KELYA | Exit | Kelly Services Inc | $0 | – | -4,697 | – | 0.00% | – |
| TEN | Exit | Tenneco Inc | $0 | – | -1,575 | – | 0.00% | – |
| NWLI | Exit | National Western Life Group In | $0 | – | -54 | – | 0.00% | – |
| GEO | Exit | GEO Group Inc/The | $0 | – | -8,756 | – | 0.00% | – |
| GWB | Exit | Great Western Bancorp Inc | $0 | – | -2,100 | – | 0.00% | – |
| IGT | Exit | International Game Technology | $0 | – | -1,284 | – | 0.00% | – |
| NPO | Exit | EnPro Industries Inc | $0 | – | -1,487 | – | 0.00% | – |
| UVE | Exit | Universal Insurance Holdings I | $0 | – | -9,598 | – | 0.00% | – |
| AIT | Exit | Applied Industrial Technologie | $0 | – | -1,307 | – | 0.00% | – |
| TDS | Exit | Telephone and Data Systems Inc | $0 | – | -6,695 | – | 0.00% | – |
| WCC | Exit | WESCO International Inc | $0 | – | -334 | – | 0.00% | – |
| CWH | Exit | Camping World Holdings Inc | $0 | – | -2,246 | – | 0.00% | – |
| AMRX | Exit | Amneal Pharmaceuticals Inc | $0 | – | -13,697 | – | 0.00% | – |
| FUL | Exit | HB Fuller Co | $0 | – | -322 | – | 0.00% | – |
| RLGY | Exit | Realogy Holdings Corp | $0 | – | -6,593 | – | 0.00% | – |
| ENS | Exit | EnerSys | $0 | – | -1,609 | – | 0.00% | – |
| TACO | Exit | Del Taco Restaurants Inc | $0 | – | -7,096 | – | 0.00% | – |
| ETRN | Exit | Equitrans Midstream Corp | $0 | – | -14,161 | – | 0.00% | – |
| BHLB | Exit | Berkshire Hills Bancorp Inc | $0 | – | -722 | – | 0.00% | – |
| GATX | Exit | GATX Corp | $0 | – | -1,425 | – | 0.00% | – |
| CAKE | Exit | Cheesecake Factory Inc/The | $0 | – | -507 | – | 0.00% | – |
| VLGEA | Exit | Village Super Market Inc | $0 | – | -5,916 | – | 0.00% | – |
| SENEA | Exit | Seneca Foods Corp | $0 | – | -530 | – | 0.00% | – |
| MLI | Exit | Mueller Industries Inc | $0 | – | -2,938 | – | 0.00% | – |
| BXS | Exit | BancorpSouth Bank | $0 | – | -639 | – | 0.00% | – |
| HWC | Exit | Hancock Whitney Corp | $0 | – | -1,344 | – | 0.00% | – |
| WHD | Exit | Cactus Inc | $0 | – | -798 | – | 0.00% | – |
| MATW | Exit | Matthews International Corp | $0 | – | -3,800 | – | 0.00% | – |
| NGVT | Exit | Ingevity Corp | $0 | – | -1,164 | – | 0.00% | – |
| DAKT | Exit | Daktronics Inc | $0 | – | -2,971 | – | 0.00% | – |
| PSMT | Exit | PriceSmart Inc | $0 | – | -242 | – | 0.00% | – |
| ULH | Exit | Universal Logistics Holdings I | $0 | – | -2,686 | – | 0.00% | – |
| INT | Exit | World Fuel Services Corp | $0 | – | -551 | – | 0.00% | – |
| ODP | Exit | ODP Corp/The | $0 | – | -464 | – | 0.00% | – |
| IDCC | Exit | InterDigital Inc | $0 | – | -268 | – | 0.00% | – |
| AZZ | Exit | AZZ Inc | $0 | – | -402 | – | 0.00% | – |
| TPC | Exit | Tutor Perini Corp | $0 | – | -5,270 | – | 0.00% | – |
| TROX | Exit | Tronox Holdings PLC | $0 | – | -2,829 | – | 0.00% | – |
| AIMC | Exit | Altra Industrial Motion Corp | $0 | – | -878 | – | 0.00% | – |
| FLR | Exit | Fluor Corp | $0 | – | -1,073 | – | 0.00% | – |
| B | Exit | Barnes Group Inc | $0 | – | -315 | – | 0.00% | – |
| NSIT | Exit | Insight Enterprises Inc | $0 | – | -209 | – | 0.00% | – |
| HTLF | Exit | Heartland Financial USA Inc | $0 | – | -1,640 | – | 0.00% | – |
| MXL | Exit | MaxLinear Inc | $0 | – | -2,302 | – | 0.00% | – |
| SCHL | Exit | Scholastic Corp | $0 | – | -2,734 | – | 0.00% | – |
| BMTX | Exit | BM Technologies Inc | $0 | – | -183 | – | 0.00% | – |
| MD | Exit | MEDNAX Inc | $0 | – | -1,411 | – | 0.00% | – |
| ARGO | Exit | Argo Group International Holdi | $0 | – | -520 | – | 0.00% | – |
| PDCO | Exit | Patterson Cos Inc | $0 | – | -4,041 | – | 0.00% | – |
| LGFB | Exit | Lions Gate Entertainment Corp | $0 | – | -4,097 | – | 0.00% | – |
| SCSC | Exit | ScanSource Inc | $0 | – | -4,199 | – | 0.00% | – |
| AR | Exit | Antero Resources Corp | $0 | – | -3,216 | – | 0.00% | – |
| VREX | Exit | Varex Imaging Corp | $0 | – | -4,359 | – | 0.00% | – |
| CDE | Exit | Coeur Mining Inc | $0 | – | -15,605 | – | 0.00% | – |
| HI | Exit | Hillenbrand Inc | $0 | – | -455 | – | 0.00% | – |
| HL | Exit | Hecla Mining Co | $0 | – | -3,383 | – | 0.00% | – |
| OI | Exit | O-I Glass Inc | $0 | – | -4,200 | – | 0.00% | – |
| UFCS | Exit | United Fire Group Inc | $0 | – | -571 | – | 0.00% | – |
| AVNT | Exit | Avient Corp | $0 | – | -1,581 | – | 0.00% | – |
| TGT | Exit | Target Corp | $0 | – | -620 | – | 0.00% | – |
| FRO | Exit | Frontline Ltd/Bermuda | $0 | – | -17,101 | – | -0.00% | – |
| FSLR | Exit | First Solar Inc | $0 | – | -2,379 | – | -0.00% | – |
| ALK | Exit | Alaska Air Group Inc | $0 | – | -3,982 | – | -0.00% | – |
| BWA | Exit | BorgWarner Inc | $0 | – | -4,602 | – | -0.00% | – |
| EAF | Exit | GrafTech International Ltd | $0 | – | -22,464 | – | -0.00% | – |
| TGNA | Exit | TEGNA Inc | $0 | – | -7,726 | – | -0.00% | – |
| ADM | Exit | Archer-Daniels-Midland Co | $0 | – | -3,135 | – | -0.00% | – |
| HBAN | Exit | Huntington Bancshares Inc/OH | $0 | – | -15,916 | – | -0.00% | – |
| FLEX | Exit | Flex Ltd | $0 | – | -14,341 | – | -0.00% | – |
| Exit | General Electric Co | $0 | – | -7,199 | – | -0.00% | – | |
| PRIM | Exit | Primoris Services Corp | $0 | – | -67,895 | – | -0.01% | – |
| CVX | Exit | Chevron Corp | $0 | – | -21,039 | – | -0.01% | – |
| TRV | Exit | Travelers Cos Inc/The | $0 | – | -15,037 | – | -0.01% | – |
| Exit | Jackson Financial Inc | $0 | – | -127,171 | – | -0.01% | – | |
| SNY | Exit | Sanofi- ADR | $0 | – | -70,298 | – | -0.01% | – |
| DD | Exit | DuPont de Nemours Inc | $0 | – | -50,455 | – | -0.01% | – |
| BMY | Exit | Bristol-Myers Squibb Co | $0 | – | -57,015 | – | -0.01% | – |
| GOOG | Exit | Alphabet Inc | $0 | – | -1,293 | – | -0.01% | – |
| D | Exit | Dominion Energy Inc | $0 | – | -55,401 | – | -0.01% | – |
| JCI | Exit | Johnson Controls International | $0 | – | -57,385 | – | -0.01% | – |
| COP | Exit | ConocoPhillips | $0 | – | -56,219 | – | -0.01% | – |
| HON | Exit | Honeywell International Inc | $0 | – | -19,801 | – | -0.01% | – |
| OGN | Exit | Organon & Co | $0 | – | -140,132 | – | -0.02% | – |
| IVC | Exit | Invacare Corp | $0 | – | -1,282,491 | – | -0.02% | – |
| BAC | Exit | Bank of America Corp | $0 | – | -151,732 | – | -0.02% | – |
| BRKB | Exit | Berkshire Hathaway Inc | $0 | – | -22,789 | – | -0.02% | – |
| MSFT | Exit | Microsoft Corp | $0 | – | -25,049 | – | -0.02% | – |
| ARNC | Exit | Arconic Corp | $0 | – | -290,726 | – | -0.03% | – |
| CNK | Exit | Cinemark Holdings Inc | $0 | – | -504,122 | – | -0.03% | – |
| WH | Exit | Wyndham Hotels & Resorts Inc | $0 | – | -149,462 | – | -0.04% | – |
| SXI | Exit | Standex International Corp | $0 | – | -175,766 | – | -0.06% | – |
| DNOW | Exit | NOW Inc | $0 | – | -2,331,974 | – | -0.06% | – |
| VPG | Exit | Vishay Precision Group Inc | $0 | – | -608,106 | – | -0.07% | – |
| AIZ | Exit | Assurant Inc | $0 | – | -138,502 | – | -0.07% | – |
| WAB | Exit | Westinghouse Air Brake Technol | $0 | – | -298,088 | – | -0.08% | – |
| MO | Exit | Altria Group Inc | $0 | – | -659,007 | – | -0.10% | – |
| MTRN | Exit | Materion Corp | $0 | – | -465,888 | – | -0.11% | – |
| BDX | Exit | Becton Dickinson and Co | $0 | – | -136,191 | – | -0.11% | – |
| NAVI | Exit | Navient Corp | $0 | – | -1,714,503 | – | -0.11% | – |
| GSM | Exit | Ferroglobe PLC | $0 | – | -4,010,708 | – | -0.12% | – |
| PLAB | Exit | Photronics Inc | $0 | – | -2,638,903 | – | -0.12% | – |
| TAP | Exit | Molson Coors Beverage Co | $0 | – | -771,446 | – | -0.12% | – |
| STKL | Exit | SunOpta Inc | $0 | – | -4,331,730 | – | -0.13% | – |
| TILE | Exit | Interface Inc | $0 | – | -2,583,436 | – | -0.13% | – |
| EPAC | Exit | Enerpac Tool Group Corp | $0 | – | -1,939,137 | – | -0.13% | – |
| EIX | Exit | Edison International | $0 | – | -723,887 | – | -0.13% | – |
| CNR | Exit | Cornerstone Building Brands In | $0 | – | -2,810,018 | – | -0.14% | – |
| OC | Exit | Owens Corning | $0 | – | -484,189 | – | -0.14% | – |
| EC | Exit | Ecopetrol SA- ADR | $0 | – | -3,019,712 | – | -0.14% | – |
| EHC | Exit | Encompass Health Corp | $0 | – | -587,223 | – | -0.15% | – |
| CIEN | Exit | Ciena Corp | $0 | – | -877,538 | – | -0.15% | – |
| FSS | Exit | Federal Signal Corp | $0 | – | -1,169,275 | – | -0.15% | – |
| HSC | Exit | Harsco Corp | $0 | – | -2,687,469 | – | -0.15% | – |
| ROCK | Exit | Gibraltar Industries Inc | $0 | – | -668,113 | – | -0.15% | – |
| APD | Exit | Air Products and Chemicals Inc | $0 | – | -185,504 | – | -0.16% | – |
| FARO | Exit | FARO Technologies Inc | $0 | – | -729,641 | – | -0.16% | – |
| ETR | Exit | Entergy Corp | $0 | – | -484,789 | – | -0.16% | – |
| AON | Exit | Aon PLC | $0 | – | -169,187 | – | -0.16% | – |
| IIVI | Exit | II-VI Inc | $0 | – | -839,561 | – | -0.16% | – |
| WHR | Exit | Whirlpool Corp | $0 | – | -249,514 | – | -0.17% | – |
| KMT | Exit | Kennametal Inc | $0 | – | -1,487,823 | – | -0.17% | – |
| KEX | Exit | Kirby Corp | $0 | – | -1,110,599 | – | -0.18% | – |
| THRM | Exit | Gentherm Inc | $0 | – | -670,124 | – | -0.18% | – |
| PM | Exit | Philip Morris International In | $0 | – | -576,717 | – | -0.18% | – |
| AXL | Exit | American Axle & Manufacturing | $0 | – | -6,215,796 | – | -0.18% | – |
| INFN | Exit | Infinera Corp | $0 | – | -6,880,355 | – | -0.19% | – |
| COHU | Exit | Cohu Inc | $0 | – | -1,805,424 | – | -0.19% | – |
| WIRE | Exit | Encore Wire Corp | $0 | – | -613,877 | – | -0.19% | – |
| JNJ | Exit | Johnson & Johnson | $0 | – | -361,647 | – | -0.19% | – |
| PB | Exit | Prosperity Bancshares Inc | $0 | – | -826,093 | – | -0.20% | – |
| ROG | Exit | Rogers Corp | $0 | – | -332,667 | – | -0.21% | – |
| APOG | Exit | Apogee Enterprises Inc | $0 | – | -1,659,067 | – | -0.21% | – |
| ATI | Exit | Allegheny Technologies Inc | $0 | – | -3,870,955 | – | -0.21% | – |
| PRG | Exit | PROG Holdings Inc | $0 | – | -1,579,610 | – | -0.22% | – |
| GBX | Exit | Greenbrier Cos Inc/The | $0 | – | -1,556,858 | – | -0.22% | – |
| CIB | Exit | Bancolombia SA- ADR | $0 | – | -1,963,907 | – | -0.22% | – |
| QDEL | Exit | Quidel Corp | $0 | – | -480,531 | – | -0.22% | – |
| DIOD | Exit | Diodes Inc | $0 | – | -761,967 | – | -0.23% | – |
| NVST | Exit | Envista Holdings Corp | $0 | – | -1,674,539 | – | -0.23% | – |
| PG | Exit | Procter & Gamble Co/The | $0 | – | -506,277 | – | -0.24% | – |
| CI | Exit | Cigna Corp | $0 | – | -355,436 | – | -0.24% | – |
| UMPQ | Exit | Umpqua Holdings Corp | $0 | – | -3,625,642 | – | -0.24% | – |
| ATSG | Exit | Air Transport Services Group I | $0 | – | -2,926,431 | – | -0.25% | – |
| BRKS | Exit | Brooks Automation Inc | $0 | – | -748,746 | – | -0.25% | – |
| OFG | Exit | OFG Bancorp | $0 | – | -3,109,779 | – | -0.26% | – |
| MTG | Exit | MGIC Investment Corp | $0 | – | -5,517,044 | – | -0.27% | – |
| WSC | Exit | WillScot Mobile Mini Holdings | $0 | – | -2,630,161 | – | -0.28% | – |
| TCBI | Exit | Texas Capital Bancshares Inc | $0 | – | -1,395,880 | – | -0.28% | – |
| FMX | Exit | Fomento Economico Mexicano SAB | $0 | – | -977,257 | – | -0.28% | – |
| ADNT | Exit | Adient PLC | $0 | – | -2,139,037 | – | -0.29% | – |
| LAD | Exit | Lithia Motors Inc | $0 | – | -291,280 | – | -0.31% | – |
| DAR | Exit | Darling Ingredients Inc | $0 | – | -1,287,311 | – | -0.31% | – |
| ACC | Exit | American Campus Communities In | $0 | – | -2,004,321 | – | -0.32% | – |
| MCHP | Exit | Microchip Technology Inc | $0 | – | -660,086 | – | -0.34% | – |
| EMR | Exit | Emerson Electric Co | $0 | – | -1,118,087 | – | -0.35% | – |
| VICI | Exit | VICI Properties Inc | $0 | – | -3,834,247 | – | -0.36% | – |
| BWXT | Exit | BWX Technologies Inc | $0 | – | -2,099,705 | – | -0.38% | – |
| VAC | Exit | Marriott Vacations Worldwide C | $0 | – | -722,641 | – | -0.38% | – |
| VRT | Exit | Vertiv Holdings Co | $0 | – | -4,721,826 | – | -0.38% | – |
| ESI | Exit | Element Solutions Inc | $0 | – | -5,759,801 | – | -0.41% | – |
| MGM | Exit | MGM Resorts International | $0 | – | -2,913,867 | – | -0.42% | – |
| AXS | Exit | Axis Capital Holdings Ltd | $0 | – | -2,823,501 | – | -0.43% | – |
| DFS | Exit | Discover Financial Services | $0 | – | -1,059,878 | – | -0.43% | – |
| OFC | Exit | Corporate Office Properties Tr | $0 | – | -4,889,129 | – | -0.44% | – |
| SLM | Exit | SLM Corp | $0 | – | -8,337,250 | – | -0.49% | – |
| J | Exit | Jacobs Engineering Group Inc | $0 | – | -1,165,171 | – | -0.51% | – |
| JEF | Exit | Jefferies Financial Group Inc | $0 | – | -4,270,679 | – | -0.53% | – |
| HHC | Exit | Howard Hughes Corp/The | $0 | – | -1,852,930 | – | -0.54% | – |
| ENB | Exit | Enbridge Inc | $0 | – | -4,221,880 | – | -0.56% | – |
| HUM | Exit | Humana Inc | $0 | – | -453,051 | – | -0.58% | – |
| VLO | Exit | Valero Energy Corp | $0 | – | -2,532,338 | – | -0.59% | – |
| FNF | Exit | Fidelity National Financial In | $0 | – | -4,010,968 | – | -0.60% | – |
| LIVN | Exit | LivaNova PLC | $0 | – | -2,310,922 | – | -0.61% | – |
| HOLX | Exit | Hologic Inc | $0 | – | -2,519,813 | – | -0.62% | – |
| AXTA | Exit | Axalta Coating Systems Ltd | $0 | – | -6,820,827 | – | -0.66% | – |
| TXN | Exit | Texas Instruments Inc | $0 | – | -1,038,574 | – | -0.66% | – |
| PWR | Exit | Quanta Services Inc | $0 | – | -1,909,933 | – | -0.72% | – |
| LEN | Exit | Lennar Corp | $0 | – | -2,441,888 | – | -0.76% | – |
| C | Exit | Citigroup Inc | $0 | – | -3,336,964 | – | -0.78% | – |
| AER | Exit | AerCap Holdings NV | $0 | – | -4,053,262 | – | -0.78% | – |
| TMUS | Exit | T-Mobile US Inc | $0 | – | -1,856,673 | – | -0.79% | – |
| QCOM | Exit | QUALCOMM Inc | $0 | – | -1,942,928 | – | -0.83% | – |
| SEAS | Exit | SeaWorld Entertainment Inc | $0 | – | -4,699,080 | – | -0.86% | – |
| CNP | Exit | CenterPoint Energy Inc | $0 | – | -10,688,975 | – | -0.87% | – |
| LVS | Exit | Las Vegas Sands Corp | $0 | – | -7,632,906 | – | -0.93% | – |
| MDT | Exit | Medtronic PLC | $0 | – | -2,654,053 | – | -1.10% | – |
| PRGO | Exit | Perrigo Co PLC | $0 | – | -7,232,440 | – | -1.14% | – |
| GS | Exit | Goldman Sachs Group Inc/The | $0 | – | -993,010 | – | -1.24% | – |
| ARMK | Exit | Aramark | $0 | – | -11,505,266 | – | -1.25% | – |
| MGP | Exit | MGM Growth Properties LLC | $0 | – | -9,974,880 | – | -1.27% | – |
| ATUS | Exit | Altice USA Inc | $0 | – | -19,363,091 | – | -1.33% | – |
| WLTW | Exit | Willis Towers Watson PLC | $0 | – | -1,750,729 | – | -1.35% | – |
| AXP | Exit | American Express Co | $0 | – | -2,480,048 | – | -1.38% | – |
| PXD | Exit | Pioneer Natural Resources Co | $0 | – | -2,499,762 | – | -1.38% | – |
| CB | Exit | Chubb Ltd | $0 | – | -2,506,100 | – | -1.44% | – |
| SWK | Exit | Stanley Black & Decker Inc | $0 | – | -2,604,687 | – | -1.51% | – |
| GD | Exit | General Dynamics Corp | $0 | – | -2,332,311 | – | -1.52% | – |
| ACM | Exit | AECOM | $0 | – | -7,362,678 | – | -1.54% | – |
| JPM | Exit | JPMorgan Chase & Co | $0 | – | -2,841,762 | – | -1.54% | – |
| UNH | Exit | UnitedHealth Group Inc | $0 | – | -1,274,660 | – | -1.65% | – |
| AVGO | Exit | Broadcom Inc | $0 | – | -1,027,161 | – | -1.65% | – |
| NTRS | Exit | Northern Trust Corp | $0 | – | -4,699,978 | – | -1.68% | – |
| CTSH | Exit | Cognizant Technology Solutions | $0 | – | -6,840,034 | – | -1.68% | – |
| DE | Exit | Deere & Co | $0 | – | -1,517,938 | – | -1.69% | – |
| CVS | Exit | CVS Health Corp | $0 | – | -6,024,437 | – | -1.70% | – |
| RL | Exit | Ralph Lauren Corp | $0 | – | -4,659,488 | – | -1.72% | – |
| EXC | Exit | Exelon Corp | $0 | – | -10,950,592 | – | -1.76% | – |
| PSX | Exit | Phillips 66 | $0 | – | -7,626,638 | – | -1.77% | – |
| RTX | Exit | Raytheon Technologies Corp | $0 | – | -6,245,891 | – | -1.78% | – |
| DG | Exit | Dollar General Corp | $0 | – | -2,537,258 | – | -1.78% | – |
| CTVA | Exit | Corteva Inc | $0 | – | -13,053,360 | – | -1.82% | – |
| ORCL | Exit | Oracle Corp | $0 | – | -6,734,179 | – | -1.94% | – |
| JBHT | Exit | JB Hunt Transport Services Inc | $0 | – | -3,629,276 | – | -2.01% | – |
| LOW | Exit | Lowe's Cos Inc | $0 | – | -3,048,245 | – | -2.05% | – |
| USB | Exit | US Bancorp | $0 | – | -10,822,471 | – | -2.13% | – |
| CCEP | Exit | Coca-Cola Europacific Partners | $0 | – | -11,691,344 | – | -2.14% | – |
| IFF | Exit | International Flavors & Fragra | $0 | – | -5,112,915 | – | -2.27% | – |
| ANTM | Exit | Anthem Inc | $0 | – | -1,842,798 | – | -2.28% | – |
| CMCSA | Exit | Comcast Corp | $0 | – | -12,326,770 | – | -2.29% | – |
| AIG | Exit | American International Group I | $0 | – | -13,030,704 | – | -2.37% | – |
| MRK | Exit | Merck & Co Inc | $0 | – | -10,211,690 | – | -2.54% | – |
| HES | Exit | Hess Corp | $0 | – | -10,087,843 | – | -2.61% | – |
| AAP | Exit | Advance Auto Parts Inc | $0 | – | -3,813,940 | – | -2.64% | – |
| WFC | Exit | Wells Fargo & Co | $0 | – | -17,426,839 | – | -2.68% | – |
Q3 2021
| Value | Shares | ↓ Weighting | ||||||
|---|---|---|---|---|---|---|---|---|
| WFC | Sell | Wells Fargo & Co | $808,780,000 | -6.9% | 17,426,839 | -9.1% | 2.68% | -3.8% |
| AAP | Buy | Advance Auto Parts Inc | $796,694,000 | +3.3% | 3,813,940 | +1.4% | 2.64% | +6.6% |
| HES | Buy | Hess Corp | $787,961,000 | +1.4% | 10,087,843 | +13.4% | 2.61% | +4.7% |
| MRK | Buy | Merck & Co Inc | $766,999,000 | -2.8% | 10,211,690 | +0.7% | 2.54% | +0.4% |
| AIG | Buy | American International Group I | $715,255,000 | +16.0% | 13,030,704 | +0.6% | 2.37% | +19.8% |
| CMCSA | Sell | Comcast Corp | $689,437,000 | -12.8% | 12,326,770 | -11.1% | 2.29% | -9.9% |
| ANTM | Buy | Anthem Inc | $686,994,000 | -0.7% | 1,842,798 | +1.7% | 2.28% | +2.5% |
| IFF | Sell | International Flavors & Fragra | $683,699,000 | -12.3% | 5,112,915 | -2.0% | 2.27% | -9.4% |
| CCEP | Sell | Coca-Cola Europacific Partners | $646,415,000 | -12.2% | 11,691,344 | -5.8% | 2.14% | -9.4% |
| USB | Sell | US Bancorp | $643,287,000 | -2.5% | 10,822,471 | -6.6% | 2.13% | +0.7% |
| LOW | Sell | Lowe's Cos Inc | $618,367,000 | +2.7% | 3,048,245 | -1.8% | 2.05% | +6.1% |
| JBHT | Buy | JB Hunt Transport Services Inc | $606,887,000 | +5.2% | 3,629,276 | +2.5% | 2.01% | +8.6% |
| ORCL | Buy | Oracle Corp | $586,749,000 | +17.3% | 6,734,179 | +4.8% | 1.94% | +21.1% |
| CTVA | Buy | Corteva Inc | $549,285,000 | -2.1% | 13,053,360 | +3.2% | 1.82% | +1.1% |
| DG | Buy | Dollar General Corp | $538,255,000 | -0.9% | 2,537,258 | +1.1% | 1.78% | +2.3% |
| RTX | Sell | Raytheon Technologies Corp | $536,896,000 | -3.5% | 6,245,891 | -4.2% | 1.78% | -0.3% |
| PSX | Buy | Phillips 66 | $534,094,000 | -13.8% | 7,626,638 | +5.6% | 1.77% | -11.0% |
| EXC | Buy | Exelon Corp | $529,351,000 | +14.0% | 10,950,592 | +4.5% | 1.76% | +17.6% |
| RL | Buy | Ralph Lauren Corp | $517,390,000 | -4.4% | 4,659,488 | +1.5% | 1.72% | -1.3% |
| CVS | Sell | CVS Health Corp | $511,233,000 | -3.3% | 6,024,437 | -5.0% | 1.70% | -0.2% |
| DE | Sell | Deere & Co | $508,615,000 | -8.4% | 1,517,938 | -3.6% | 1.69% | -5.4% |
| CTSH | Buy | Cognizant Technology Solutions | $507,599,000 | +7.7% | 6,840,034 | +0.5% | 1.68% | +11.2% |
| NTRS | Buy | Northern Trust Corp | $506,704,000 | -5.6% | 4,699,978 | +1.3% | 1.68% | -2.5% |
| AVGO | Sell | Broadcom Inc | $498,101,000 | +1.0% | 1,027,161 | -0.6% | 1.65% | +4.3% |
| UNH | Sell | UnitedHealth Group Inc | $498,061,000 | -6.3% | 1,274,660 | -4.0% | 1.65% | -3.3% |
| JPM | Sell | JPMorgan Chase & Co | $465,168,000 | -7.5% | 2,841,762 | -12.1% | 1.54% | -4.5% |
| ACM | Sell | AECOM | $464,953,000 | -2.4% | 7,362,678 | -2.1% | 1.54% | +0.7% |
| GD | Sell | General Dynamics Corp | $457,203,000 | -1.0% | 2,332,311 | -5.0% | 1.52% | +2.2% |
| SWK | Sell | Stanley Black & Decker Inc | $456,628,000 | -15.5% | 2,604,687 | -1.2% | 1.51% | -12.7% |
| CB | Sell | Chubb Ltd | $434,758,000 | +4.1% | 2,506,100 | -4.6% | 1.44% | +7.5% |
| PXD | Buy | Pioneer Natural Resources Co | $416,236,000 | +29.5% | 2,499,762 | +26.4% | 1.38% | +33.7% |
| AXP | Sell | American Express Co | $415,482,000 | -2.7% | 2,480,048 | -4.0% | 1.38% | +0.4% |
| WLTW | Buy | Willis Towers Watson PLC | $406,975,000 | +74.0% | 1,750,729 | +72.2% | 1.35% | +79.6% |
| ATUS | Buy | Altice USA Inc | $401,203,000 | -30.3% | 19,363,091 | +14.8% | 1.33% | -28.1% |
| MGP | Sell | MGM Growth Properties LLC | $382,038,000 | -11.1% | 9,974,880 | -15.0% | 1.27% | -8.1% |
| ARMK | Buy | Aramark | $378,063,000 | -10.9% | 11,505,266 | +0.9% | 1.25% | -8.1% |
| GS | Sell | Goldman Sachs Group Inc/The | $375,388,000 | -27.5% | 993,010 | -27.2% | 1.24% | -25.0% |
| PRGO | New | Perrigo Co PLC | $342,311,000 | – | 7,232,440 | – | 1.14% | – |
| MDT | Sell | Medtronic PLC | $332,685,000 | -28.6% | 2,654,053 | -29.3% | 1.10% | -26.2% |
| LVS | Buy | Las Vegas Sands Corp | $279,365,000 | -10.9% | 7,632,906 | +28.3% | 0.93% | -8.0% |
| CNP | Sell | CenterPoint Energy Inc | $262,949,000 | -1.7% | 10,688,975 | -2.0% | 0.87% | +1.5% |
| SEAS | Buy | SeaWorld Entertainment Inc | $259,953,000 | +14.4% | 4,699,080 | +3.3% | 0.86% | +18.1% |
| QCOM | Sell | QUALCOMM Inc | $250,599,000 | -12.2% | 1,942,928 | -2.7% | 0.83% | -9.4% |
| TMUS | Buy | T-Mobile US Inc | $237,208,000 | +13.5% | 1,856,673 | +28.7% | 0.79% | +17.1% |
| AER | Buy | AerCap Holdings NV | $234,318,000 | +17.1% | 4,053,262 | +3.8% | 0.78% | +21.0% |
| C | Sell | Citigroup Inc | $234,188,000 | -7.0% | 3,336,964 | -6.2% | 0.78% | -4.0% |
| LEN | Sell | Lennar Corp | $228,756,000 | -19.8% | 2,441,888 | -15.0% | 0.76% | -17.2% |
| PWR | Sell | Quanta Services Inc | $217,389,000 | -19.1% | 1,909,933 | -35.6% | 0.72% | -16.5% |
| TXN | Sell | Texas Instruments Inc | $199,624,000 | -0.3% | 1,038,574 | -0.3% | 0.66% | +3.0% |
| AXTA | Buy | Axalta Coating Systems Ltd | $199,100,000 | +2055.5% | 6,820,827 | +2151.5% | 0.66% | +2100.0% |
| HOLX | Buy | Hologic Inc | $185,987,000 | +217.7% | 2,519,813 | +187.2% | 0.62% | +228.2% |
| LIVN | Buy | LivaNova PLC | $183,002,000 | -2.0% | 2,310,922 | +4.1% | 0.61% | +1.3% |
| FNF | Sell | Fidelity National Financial In | $181,857,000 | -1.3% | 4,010,968 | -5.4% | 0.60% | +2.0% |
| VLO | Buy | Valero Energy Corp | $178,707,000 | -0.4% | 2,532,338 | +10.2% | 0.59% | +2.8% |
| HUM | Buy | Humana Inc | $176,305,000 | -11.2% | 453,051 | +1.0% | 0.58% | -8.3% |
| ENB | Buy | Enbridge Inc | $168,162,000 | +47.3% | 4,221,880 | +48.2% | 0.56% | +52.0% |
| HHC | Buy | Howard Hughes Corp/The | $162,706,000 | -6.5% | 1,852,930 | +3.7% | 0.54% | -3.6% |
| JEF | Sell | Jefferies Financial Group Inc | $158,570,000 | +7.9% | 4,270,679 | -0.6% | 0.53% | +11.4% |
| J | Sell | Jacobs Engineering Group Inc | $154,421,000 | -1.1% | 1,165,171 | -0.5% | 0.51% | +2.2% |
| SLM | Sell | SLM Corp | $146,735,000 | -19.7% | 8,337,250 | -4.4% | 0.49% | -17.2% |
| OFC | Sell | Corporate Office Properties Tr | $131,909,000 | -4.7% | 4,889,129 | -1.1% | 0.44% | -1.6% |
| DFS | Sell | Discover Financial Services | $130,205,000 | +1.7% | 1,059,878 | -2.1% | 0.43% | +5.1% |
| AXS | Buy | Axis Capital Holdings Ltd | $129,993,000 | -1.4% | 2,823,501 | +5.0% | 0.43% | +1.9% |
| MGM | Sell | MGM Resorts International | $125,733,000 | +0.2% | 2,913,867 | -0.9% | 0.42% | +3.5% |
| ESI | Sell | Element Solutions Inc | $124,873,000 | -7.6% | 5,759,801 | -0.4% | 0.41% | -4.6% |
| VAC | Sell | Marriott Vacations Worldwide C | $113,693,000 | -2.3% | 722,641 | -1.1% | 0.38% | +0.8% |
| VRT | Sell | Vertiv Holdings Co | $113,748,000 | -50.8% | 4,721,826 | -44.2% | 0.38% | -49.2% |
| BWXT | Buy | BWX Technologies Inc | $113,090,000 | +70.9% | 2,099,705 | +84.5% | 0.38% | +76.9% |
| VICI | Sell | VICI Properties Inc | $108,931,000 | -29.2% | 3,834,247 | -22.7% | 0.36% | -26.9% |
| EMR | Sell | Emerson Electric Co | $105,324,000 | -4.3% | 1,118,087 | -2.2% | 0.35% | -1.1% |
| MCHP | Sell | Microchip Technology Inc | $101,317,000 | +1.5% | 660,086 | -1.0% | 0.34% | +4.7% |
| ACC | Sell | American Campus Communities In | $97,110,000 | +2.7% | 2,004,321 | -0.9% | 0.32% | +6.3% |
| DAR | Sell | Darling Ingredients Inc | $92,558,000 | +5.3% | 1,287,311 | -1.1% | 0.31% | +8.9% |
| LAD | New | Lithia Motors Inc | $92,347,000 | – | 291,280 | – | 0.31% | – |
| ADNT | Sell | Adient PLC | $88,663,000 | -9.3% | 2,139,037 | -1.1% | 0.29% | -6.4% |
| FMX | Buy | Fomento Economico Mexicano SAB | $84,748,000 | +11.9% | 977,257 | +9.1% | 0.28% | +15.6% |
| TCBI | Buy | Texas Capital Bancshares Inc | $83,781,000 | +8.1% | 1,395,880 | +14.3% | 0.28% | +11.6% |
| WSC | Sell | WillScot Mobile Mini Holdings | $83,429,000 | +12.5% | 2,630,161 | -1.1% | 0.28% | +16.4% |
| MTG | Sell | MGIC Investment Corp | $82,535,000 | +8.8% | 5,517,044 | -1.1% | 0.27% | +12.3% |
| OFG | Sell | OFG Bancorp | $78,429,000 | +12.7% | 3,109,779 | -1.1% | 0.26% | +16.6% |
| BRKS | Sell | Brooks Automation Inc | $76,634,000 | +6.2% | 748,746 | -1.1% | 0.25% | +9.5% |
| ATSG | Sell | Air Transport Services Group I | $75,531,000 | +9.9% | 2,926,431 | -1.1% | 0.25% | +13.1% |
| UMPQ | Sell | Umpqua Holdings Corp | $73,420,000 | +8.5% | 3,625,642 | -1.1% | 0.24% | +12.0% |
| CI | Sell | Cigna Corp | $71,144,000 | -24.6% | 355,436 | -10.7% | 0.24% | -22.1% |
| PG | Sell | Procter & Gamble Co/The | $70,778,000 | -17.9% | 506,277 | -20.8% | 0.24% | -15.2% |
| NVST | Sell | Envista Holdings Corp | $70,012,000 | -6.7% | 1,674,539 | -3.6% | 0.23% | -3.7% |
| DIOD | Sell | Diodes Inc | $69,026,000 | +12.3% | 761,967 | -1.1% | 0.23% | +16.2% |
| QDEL | New | Quidel Corp | $67,827,000 | – | 480,531 | – | 0.22% | – |
| CIB | Buy | Bancolombia SA- ADR | $67,990,000 | +31.2% | 1,963,907 | +9.1% | 0.22% | +35.5% |
| GBX | Sell | Greenbrier Cos Inc/The | $66,930,000 | -2.5% | 1,556,858 | -1.1% | 0.22% | +0.9% |
| PRG | Sell | PROG Holdings Inc | $66,359,000 | -13.6% | 1,579,610 | -1.0% | 0.22% | -10.6% |
| ATI | Sell | Allegheny Technologies Inc | $64,375,000 | -21.1% | 3,870,955 | -1.1% | 0.21% | -18.7% |
| APOG | Sell | Apogee Enterprises Inc | $62,646,000 | -8.3% | 1,659,067 | -1.1% | 0.21% | -5.0% |
| ROG | Sell | Rogers Corp | $62,035,000 | -8.2% | 332,667 | -1.1% | 0.21% | -5.1% |
| PB | Sell | Prosperity Bancshares Inc | $58,760,000 | -2.0% | 826,093 | -1.1% | 0.20% | +1.0% |
| JNJ | Sell | Johnson & Johnson | $58,406,000 | -22.4% | 361,647 | -20.8% | 0.19% | -19.8% |
| WIRE | Sell | Encore Wire Corp | $58,214,000 | +23.7% | 613,877 | -1.1% | 0.19% | +27.8% |
| COHU | Sell | Cohu Inc | $57,665,000 | -14.2% | 1,805,424 | -1.1% | 0.19% | -11.6% |
| INFN | Sell | Infinera Corp | $57,245,000 | -19.3% | 6,880,355 | -1.1% | 0.19% | -16.7% |
| AXL | Sell | American Axle & Manufacturing | $54,761,000 | -15.8% | 6,215,796 | -1.1% | 0.18% | -12.9% |
| PM | Sell | Philip Morris International In | $54,667,000 | -25.0% | 576,717 | -21.6% | 0.18% | -22.6% |
| THRM | Sell | Gentherm Inc | $54,233,000 | +12.6% | 670,124 | -1.1% | 0.18% | +16.1% |
| KEX | Sell | Kirby Corp | $53,265,000 | -21.8% | 1,110,599 | -1.1% | 0.18% | -19.2% |
| WHR | Sell | Whirlpool Corp | $50,866,000 | -7.5% | 249,514 | -1.1% | 0.17% | -4.5% |
| KMT | Sell | Kennametal Inc | $50,928,000 | -5.8% | 1,487,823 | -1.1% | 0.17% | -2.9% |
| IIVI | Sell | II-VI Inc | $49,837,000 | -19.1% | 839,561 | -1.1% | 0.16% | -16.7% |
| AON | Sell | Aon PLC | $48,349,000 | -69.0% | 169,187 | -74.1% | 0.16% | -68.1% |
| ETR | Sell | Entergy Corp | $48,144,000 | -21.8% | 484,789 | -21.5% | 0.16% | -19.2% |
| FARO | Sell | FARO Technologies Inc | $48,017,000 | -16.3% | 729,641 | -1.1% | 0.16% | -13.6% |
| APD | Buy | Air Products and Chemicals Inc | $47,509,000 | +1164.2% | 185,504 | +1320.0% | 0.16% | +1216.7% |
| ROCK | Sell | Gibraltar Industries Inc | $46,534,000 | -9.8% | 668,113 | -1.1% | 0.15% | -7.2% |
| HSC | Sell | Harsco Corp | $45,553,000 | -17.9% | 2,687,469 | -1.1% | 0.15% | -15.2% |
| FSS | Sell | Federal Signal Corp | $45,157,000 | -5.1% | 1,169,275 | -1.1% | 0.15% | -2.0% |
| CIEN | Sell | Ciena Corp | $45,061,000 | -10.8% | 877,538 | -1.1% | 0.15% | -8.0% |
| EHC | Sell | Encompass Health Corp | $44,065,000 | -4.9% | 587,223 | -1.1% | 0.15% | -2.0% |
| EC | Sell | Ecopetrol SA- ADR | $43,333,000 | -9.9% | 3,019,712 | -8.2% | 0.14% | -6.5% |
| OC | Sell | Owens Corning | $41,397,000 | -43.7% | 484,189 | -35.5% | 0.14% | -41.9% |
| CNR | Buy | Cornerstone Building Brands In | $41,055,000 | +78851.9% | 2,810,018 | +98186.7% | 0.14% | – |
| EPAC | Sell | Enerpac Tool Group Corp | $40,198,000 | -23.0% | 1,939,137 | -1.1% | 0.13% | -20.8% |
| EIX | Sell | Edison International | $40,154,000 | -47.3% | 723,887 | -45.1% | 0.13% | -45.7% |
| TILE | New | Interface Inc | $39,138,000 | – | 2,583,436 | – | 0.13% | – |
| STKL | Sell | SunOpta Inc | $38,682,000 | -27.9% | 4,331,730 | -1.1% | 0.13% | -25.6% |
| PLAB | Sell | Photronics Inc | $35,968,000 | +2.0% | 2,638,903 | -1.1% | 0.12% | +5.3% |
| TAP | Sell | Molson Coors Beverage Co | $35,779,000 | -33.1% | 771,446 | -22.6% | 0.12% | -30.8% |
| GSM | Sell | Ferroglobe PLC | $34,893,000 | +40.6% | 4,010,708 | -1.1% | 0.12% | +45.0% |
| NAVI | Sell | Navient Corp | $33,828,000 | -67.9% | 1,714,503 | -68.6% | 0.11% | -67.0% |
| BDX | Sell | Becton Dickinson and Co | $33,478,000 | -19.5% | 136,191 | -20.4% | 0.11% | -17.2% |
| MTRN | Sell | Materion Corp | $31,979,000 | -9.9% | 465,888 | -1.1% | 0.11% | -7.0% |
| MO | Sell | Altria Group Inc | $29,998,000 | -24.8% | 659,007 | -21.2% | 0.10% | -22.7% |
| WAB | Sell | Westinghouse Air Brake Technol | $25,698,000 | -19.0% | 298,088 | -22.7% | 0.08% | -16.7% |
| AIZ | Sell | Assurant Inc | $21,848,000 | -75.9% | 138,502 | -76.1% | 0.07% | -75.3% |
| VPG | Sell | Vishay Precision Group Inc | $21,144,000 | +0.9% | 608,106 | -1.2% | 0.07% | +4.5% |
| DNOW | Sell | NOW Inc | $17,840,000 | -20.3% | 2,331,974 | -1.1% | 0.06% | -18.1% |
| SXI | New | Standex International Corp | $17,384,000 | – | 175,766 | – | 0.06% | – |
| WH | Sell | Wyndham Hotels & Resorts Inc | $11,537,000 | +4.5% | 149,462 | -2.1% | 0.04% | +8.6% |
| CNK | Sell | Cinemark Holdings Inc | $9,684,000 | -13.0% | 504,122 | -0.6% | 0.03% | -11.1% |
| ARNC | Buy | Arconic Corp | $9,169,000 | +46.1% | 290,726 | +65.0% | 0.03% | +50.0% |
| MSFT | Sell | Microsoft Corp | $7,062,000 | +1.1% | 25,049 | -2.8% | 0.02% | +4.5% |
| BRKB | Sell | Berkshire Hathaway Inc | $6,220,000 | -4.6% | 22,789 | -2.9% | 0.02% | 0.0% |
| BAC | Sell | Bank of America Corp | $6,441,000 | +0.6% | 151,732 | -2.3% | 0.02% | 0.0% |
| IVC | Sell | Invacare Corp | $6,104,000 | -41.7% | 1,282,491 | -1.1% | 0.02% | -41.2% |
| OGN | Buy | Organon & Co | $4,595,000 | +198.6% | 140,132 | +175.5% | 0.02% | +200.0% |
| HON | Sell | Honeywell International Inc | $4,203,000 | -5.4% | 19,801 | -2.3% | 0.01% | 0.0% |
| D | Sell | Dominion Energy Inc | $4,045,000 | -3.7% | 55,401 | -3.0% | 0.01% | 0.0% |
| JCI | Sell | Johnson Controls International | $3,907,000 | -3.2% | 57,385 | -2.4% | 0.01% | 0.0% |
| COP | Sell | ConocoPhillips | $3,810,000 | +6.6% | 56,219 | -4.2% | 0.01% | +18.2% |
| SNY | Sell | Sanofi- ADR | $3,389,000 | -10.7% | 70,298 | -2.4% | 0.01% | -8.3% |
| GOOG | Sell | Alphabet Inc | $3,446,000 | -12.8% | 1,293 | -18.0% | 0.01% | -15.4% |
| DD | Sell | DuPont de Nemours Inc | $3,430,000 | -14.3% | 50,455 | -2.4% | 0.01% | -15.4% |
| BMY | Sell | Bristol-Myers Squibb Co | $3,374,000 | -13.4% | 57,015 | -2.2% | 0.01% | -15.4% |
| New | Jackson Financial Inc | $3,306,000 | – | 127,171 | – | 0.01% | – | |
| CVX | Buy | Chevron Corp | $2,134,000 | +18.9% | 21,039 | +22.7% | 0.01% | +16.7% |
| PRIM | Sell | Primoris Services Corp | $1,663,000 | -96.4% | 67,895 | -95.7% | 0.01% | -95.9% |
| New | General Electric Co | $742,000 | – | 7,199 | – | 0.00% | – | |
| FSLR | Buy | First Solar Inc | $227,000 | +30.5% | 2,379 | +23.5% | 0.00% | 0.0% |
| HBAN | Buy | Huntington Bancshares Inc/OH | $246,000 | +69.7% | 15,916 | +56.7% | 0.00% | – |
| FRO | Buy | Frontline Ltd/Bermuda | $160,000 | +10.3% | 17,101 | +5.8% | 0.00% | – |
| EAF | Buy | GrafTech International Ltd | $232,000 | +8.4% | 22,464 | +22.2% | 0.00% | 0.0% |
| TGNA | Buy | TEGNA Inc | $152,000 | +16.9% | 7,726 | +11.8% | 0.00% | – |
| FLEX | Buy | Flex Ltd | $254,000 | +13.9% | 14,341 | +14.9% | 0.00% | 0.0% |
| ALK | Buy | Alaska Air Group Inc | $233,000 | +11.0% | 3,982 | +14.1% | 0.00% | 0.0% |
| SJI | Exit | South Jersey Industries Inc | $0 | – | -719 | – | 0.00% | – |
| ABM | Sell | ABM Industries Inc | $115,000 | -5.7% | 2,547 | -7.6% | 0.00% | – |
| ASO | Sell | Academy Sports & Outdoors Inc | $74,000 | -14.9% | 1,838 | -12.8% | 0.00% | – |
| ATGE | New | Adtalem Global Education Inc | $127,000 | – | 3,369 | – | 0.00% | – |
| ASIX | New | AdvanSix Inc | $61,000 | – | 1,535 | – | 0.00% | – |
| ASLE | New | AerSale Corp | $97,000 | – | 5,730 | – | 0.00% | – |
| AR | Sell | Antero Resources Corp | $60,000 | +13.2% | 3,216 | -9.4% | 0.00% | – |
| AAPL | Sell | Apple Inc | $137,000 | -8.1% | 967 | -11.0% | 0.00% | – |
| AIT | New | Applied Industrial Technologie | $118,000 | – | 1,307 | – | 0.00% | – |
| AVNT | Sell | Avient Corp | $73,000 | -6.4% | 1,581 | -0.3% | 0.00% | – |
| BHLB | New | Berkshire Hills Bancorp Inc | $19,000 | – | 722 | – | 0.00% | – |
| BIG | Sell | Big Lots Inc | $19,000 | -80.2% | 443 | -69.6% | 0.00% | – |
| CNO | Buy | CNO Financial Group Inc | $124,000 | +26.5% | 5,271 | +27.7% | 0.00% | – |
| CNX | New | CNX Resources Corp | $137,000 | – | 10,831 | – | 0.00% | – |
| CBT | New | Cabot Corp | $125,000 | – | 2,487 | – | 0.00% | – |
| CAMP | New | CalAmp Corp | $17,000 | – | 1,736 | – | 0.00% | – |
| CARS | Buy | Cars.com Inc | $122,000 | +17.3% | 9,652 | +33.3% | 0.00% | – |
| CIR | New | CIRCOR International Inc | $23,000 | – | 685 | – | 0.00% | – |
| CLW | New | Clearwater Paper Corp | $25,000 | – | 660 | – | 0.00% | – |
| CDE | New | Coeur Mining Inc | $96,000 | – | 15,605 | – | 0.00% | – |
| CNDT | Buy | Conduent Inc | $37,000 | +19.4% | 5,607 | +37.6% | 0.00% | – |
| DAN | Buy | Dana Inc | $66,000 | +43.5% | 2,974 | +52.9% | 0.00% | – |
| TACO | New | Del Taco Restaurants Inc | $62,000 | – | 7,096 | – | 0.00% | – |
| ENS | Buy | EnerSys | $120,000 | -14.9% | 1,609 | +11.7% | 0.00% | – |
| ETRN | New | Equitrans Midstream Corp | $144,000 | – | 14,161 | – | 0.00% | – |
| EZPW | New | EZCORP Inc | $111,000 | – | 14,608 | – | 0.00% | – |
| FUL | Sell | HB Fuller Co | $21,000 | -84.2% | 322 | -84.6% | 0.00% | – |
| GEO | New | GEO Group Inc/The | $65,000 | – | 8,756 | – | 0.00% | – |
| GLT | New | Glatfelter Corp | $74,000 | – | 5,271 | – | 0.00% | – |
| GT | Buy | Goodyear Tire & Rubber Co/The | $62,000 | +87.9% | 3,512 | +83.9% | 0.00% | – |
| GVA | Buy | Granite Construction Inc | $94,000 | +4.4% | 2,386 | +10.3% | 0.00% | – |
| GWB | New | Great Western Bancorp Inc | $69,000 | – | 2,100 | – | 0.00% | – |
| HWC | Buy | Hancock Whitney Corp | $63,000 | +43.2% | 1,344 | +36.7% | 0.00% | – |
| HAFC | New | Hanmi Financial Corp | $22,000 | – | 1,082 | – | 0.00% | – |
| HL | New | Hecla Mining Co | $19,000 | – | 3,383 | – | 0.00% | – |
| HI | Sell | Hillenbrand Inc | $19,000 | -84.8% | 455 | -83.9% | 0.00% | – |
| HOPE | Sell | Hope Bancorp Inc | $45,000 | -10.0% | 3,145 | -10.8% | 0.00% | – |
| NSIT | Sell | Insight Enterprises Inc | $19,000 | -84.7% | 209 | -83.1% | 0.00% | – |
| JELD | Buy | JELD-WEN Holding Inc | $70,000 | +2.9% | 2,804 | +7.9% | 0.00% | – |
| KAR | Sell | KAR Auction Services Inc | $119,000 | -10.5% | 7,237 | -4.2% | 0.00% | – |
| KELYA | New | Kelly Services Inc | $89,000 | – | 4,697 | – | 0.00% | – |
| LCII | Sell | LCI Industries | $128,000 | +2.4% | 950 | -0.1% | 0.00% | – |
| LZB | Buy | La-Z-Boy Inc | $118,000 | +594.1% | 3,675 | +705.9% | 0.00% | – |
| LGFB | New | Lions Gate Entertainment Corp | $53,000 | – | 4,097 | – | 0.00% | – |
| MGY | Sell | Magnolia Oil & Gas Corp | $52,000 | -5.5% | 2,930 | -16.7% | 0.00% | – |
| MATW | Buy | Matthews International Corp | $132,000 | +29.4% | 3,800 | +33.6% | 0.00% | – |
| MXL | Sell | MaxLinear Inc | $113,000 | -13.7% | 2,302 | -25.5% | 0.00% | – |
| MTOR | Buy | Meritor Inc | $81,000 | -2.4% | 3,802 | +7.6% | 0.00% | – |
| MTX | Buy | Minerals Technologies Inc | $106,000 | -7.8% | 1,524 | +4.7% | 0.00% | – |
| NUS | New | Nu Skin Enterprises Inc | $17,000 | – | 432 | – | 0.00% | – |
| NUVA | New | NuVasive Inc | $21,000 | – | 352 | – | 0.00% | – |
| OI | Buy | O-I Glass Inc | $60,000 | +9.1% | 4,200 | +24.3% | 0.00% | – |
| PDCO | Buy | Patterson Cos Inc | $122,000 | +25.8% | 4,041 | +26.9% | 0.00% | – |
| PSMT | New | PriceSmart Inc | $19,000 | – | 242 | – | 0.00% | – |
| PRA | New | ProAssurance Corp | $20,000 | – | 848 | – | 0.00% | – |
| REVG | Buy | REV Group Inc | $91,000 | +18.2% | 5,277 | +7.1% | 0.00% | – |
| RES | Buy | RPC Inc | $41,000 | +41.4% | 8,463 | +45.9% | 0.00% | – |
| RRC | Buy | Range Resources Corp | $149,000 | +49.0% | 6,596 | +10.6% | 0.00% | – |
| RLGY | Buy | Realogy Holdings Corp | $116,000 | +50.6% | 6,593 | +57.0% | 0.00% | – |
| SANM | Buy | Sanmina Corp | $110,000 | +7.8% | 2,859 | +9.0% | 0.00% | – |
| SCSC | Buy | ScanSource Inc | $146,000 | +73.8% | 4,199 | +41.1% | 0.00% | – |
| SCHL | Sell | Scholastic Corp | $97,000 | -11.8% | 2,734 | -5.7% | 0.00% | – |
| WTTR | New | Select Energy Services Inc | $19,000 | – | 3,700 | – | 0.00% | – |
| SWBI | Sell | Smith & Wesson Brands Inc | $43,000 | -48.8% | 2,095 | -13.4% | 0.00% | – |
| SAH | Buy | Sonic Automotive Inc | $56,000 | +27.3% | 1,058 | +7.6% | 0.00% | – |
| RGR | Buy | Sturm Ruger & Co Inc | $104,000 | +2.0% | 1,404 | +23.8% | 0.00% | – |
| TTMI | Buy | TTM Technologies Inc | $119,000 | -8.5% | 9,471 | +4.2% | 0.00% | – |
| TGT | Sell | Target Corp | $142,000 | -32.1% | 620 | -28.5% | 0.00% | -100.0% |
| TMHC | New | Taylor Morrison Home Corp | $20,000 | – | 766 | – | 0.00% | – |
| TDS | New | Telephone and Data Systems Inc | $131,000 | – | 6,695 | – | 0.00% | – |
| TEN | Buy | Tenneco Inc | $22,000 | -12.0% | 1,575 | +21.3% | 0.00% | – |
| ODP | Sell | ODP Corp/The | $19,000 | -82.9% | 464 | -79.9% | 0.00% | – |
| TRN | New | Trinity Industries Inc | $122,000 | – | 4,485 | – | 0.00% | – |
| TBI | Sell | TrueBlue Inc | $128,000 | -16.3% | 4,722 | -13.5% | 0.00% | – |
| TPC | Sell | Tutor Perini Corp | $68,000 | -11.7% | 5,270 | -5.7% | 0.00% | – |
| UVE | New | Universal Insurance Holdings I | $125,000 | – | 9,598 | – | 0.00% | – |
| URBN | Sell | Urban Outfitters Inc | $64,000 | -35.4% | 2,155 | -9.9% | 0.00% | – |
| VLGEA | Buy | Village Super Market Inc | $128,000 | +14.3% | 5,916 | +24.2% | 0.00% | – |
| VSH | Buy | Vishay Intertechnology Inc | $124,000 | -6.8% | 6,166 | +4.8% | 0.00% | – |
| VC | New | Visteon Corp | $119,000 | – | 1,262 | – | 0.00% | – |
| WETF | Buy | WisdomTree Investments Inc | $93,000 | +3.3% | 16,335 | +12.3% | 0.00% | – |
| ARGO | Buy | Argo Group International Holdi | $27,000 | +35.0% | 520 | +31.6% | 0.00% | – |
| NTB | Sell | Bank of NT Butterfield & Son L | $21,000 | -81.4% | 588 | -81.6% | 0.00% | – |
| FDP | Buy | Fresh Del Monte Produce Inc | $133,000 | +3.9% | 4,128 | +5.9% | 0.00% | – |
| LILAK | Sell | Liberty Latin America Ltd | $20,000 | -82.3% | 1,511 | -81.2% | 0.00% | – |
| TSE | Buy | Trinseo SA | $142,000 | +13.6% | 2,624 | +25.4% | 0.00% | – |
| STNG | Exit | Scorpio Tankers Inc | $0 | – | -5,557 | – | 0.00% | – |
| Exit | US Ecology Inc | $0 | – | -481 | – | 0.00% | – | |
| MOV | Exit | Movado Group Inc | $0 | – | -1,101 | – | 0.00% | – |
| CSTE | Exit | Caesarstone Ltd | $0 | – | -4,203 | – | 0.00% | – |
| FHI | Exit | Federated Hermes Inc | $0 | – | -730 | – | 0.00% | – |
| OII | Exit | Oceaneering International Inc | $0 | – | -1,290 | – | 0.00% | – |
| PRAA | Exit | PRA Group Inc | $0 | – | -3,185 | – | 0.00% | – |
| SPNT | Exit | SiriusPoint Ltd | $0 | – | -12,710 | – | 0.00% | – |
| M | Exit | Macy's Inc | $0 | – | -1,635 | – | 0.00% | – |
| AMKR | Exit | Amkor Technology Inc | $0 | – | -3,065 | – | 0.00% | – |
| LBRT | Exit | Liberty Oilfield Services Inc | $0 | – | -2,541 | – | 0.00% | – |
| ACCO | Buy | ACCO Brands Corp | $68,000 | +100.0% | 7,902 | +100.6% | 0.00% | – |
| VTOL | Exit | Bristow Group Inc | $0 | – | -4,308 | – | 0.00% | – |
| SMTC | Exit | Semtech Corp | $0 | – | -584 | – | 0.00% | – |
| SKYW | Exit | SkyWest Inc | $0 | – | -709 | – | 0.00% | – |
| PTEN | Exit | Patterson-UTI Energy Inc | $0 | – | -2,070 | – | 0.00% | – |
| KWR | Exit | Quaker Chemical Corp | $0 | – | -571 | – | 0.00% | – |
| CBRL | Exit | Cracker Barrel Old Country Sto | $0 | – | -648 | – | 0.00% | – |
| SMCI | Exit | Super Micro Computer Inc | $0 | – | -2,400 | – | 0.00% | – |
| SRG | Exit | Seritage Growth Properties | $0 | – | -934 | – | 0.00% | – |
| NC | Exit | NACCO Industries Inc | $0 | – | -453 | – | 0.00% | – |
| RLJ | Exit | RLJ Lodging Trust | $0 | – | -1,956 | – | 0.00% | – |
| MATX | Exit | Matson Inc | $0 | – | -1,957 | – | 0.00% | – |
| CHX | Exit | ChampionX Corp | $0 | – | -979 | – | 0.00% | – |
| MEI | Exit | Methode Electronics Inc | $0 | – | -460 | – | 0.00% | – |
| PBF | Exit | PBF Energy Inc | $0 | – | -1,156 | – | 0.00% | – |
| AC | Exit | Associated Capital Group Inc | $0 | – | -583 | – | 0.00% | – |
| RIG | Exit | Transocean Ltd | $0 | – | -4,899 | – | 0.00% | – |
| NTGR | Exit | NETGEAR Inc | $0 | – | -2,187 | – | 0.00% | – |
| NP | Exit | Neenah Inc | $0 | – | -2,272 | – | 0.00% | – |
| SAFM | Exit | Sanderson Farms Inc | $0 | – | -840 | – | -0.00% | – |
| GE | Exit | General Electric Co | $0 | – | -60,951 | – | -0.00% | – |
| BIDU | Exit | Baidu Inc- ADR | $0 | – | -12,821 | – | -0.01% | – |
| PKE | Exit | Park Aerospace Corp | $0 | – | -319,892 | – | -0.02% | – |
| XEL | Exit | Xcel Energy Inc | $0 | – | -111,454 | – | -0.02% | – |
| BAP | Exit | Credicorp Ltd | $0 | – | -418,672 | – | -0.16% | – |
| LIN | Exit | Linde PLC | $0 | – | -181,377 | – | -0.17% | – |
| CFX | Exit | Colfax Corp | $0 | – | -1,571,818 | – | -0.23% | – |
| ATC | Exit | Atotech Ltd | $0 | – | -4,532,792 | – | -0.37% | – |
| NLSN | Exit | Nielsen Holdings PLC | $0 | – | -4,757,025 | – | -0.38% | – |
Q2 2021
| Value | Shares | ↓ Weighting | ||||||
|---|---|---|---|---|---|---|---|---|
| WFC | New | Wells Fargo & Co | $868,300,000 | – | 19,171,982 | – | 2.79% | – |
| CMCSA | New | Comcast Corp | $790,599,000 | – | 13,865,296 | – | 2.54% | – |
| MRK | New | Merck & Co Inc | $789,028,000 | – | 10,145,652 | – | 2.53% | – |
| IFF | New | International Flavors & Fragra | $779,281,000 | – | 5,216,073 | – | 2.50% | – |
| HES | New | Hess Corp | $776,852,000 | – | 8,896,619 | – | 2.49% | – |
| AAP | New | Advance Auto Parts Inc | $771,423,000 | – | 3,760,471 | – | 2.48% | – |
| CCEP | New | Coca-Cola Europacific Partners | $736,505,000 | – | 12,415,807 | – | 2.36% | – |
| ANTM | New | Anthem Inc | $692,120,000 | – | 1,812,781 | – | 2.22% | – |
| USB | New | US Bancorp | $659,909,000 | – | 11,583,447 | – | 2.12% | – |
| PSX | New | Phillips 66 | $619,951,000 | – | 7,223,859 | – | 1.99% | – |
| AIG | New | American International Group I | $616,502,000 | – | 12,951,741 | – | 1.98% | – |
| LOW | New | Lowe's Cos Inc | $602,024,000 | – | 3,103,695 | – | 1.93% | – |
| JBHT | New | JB Hunt Transport Services Inc | $577,081,000 | – | 3,541,459 | – | 1.85% | – |
| ATUS | New | Altice USA Inc | $575,768,000 | – | 16,864,921 | – | 1.85% | – |
| CTVA | New | Corteva Inc | $561,201,000 | – | 12,653,901 | – | 1.80% | – |
| RTX | New | Raytheon Technologies Corp | $556,141,000 | – | 6,519,056 | – | 1.79% | – |
| DE | New | Deere & Co | $555,459,000 | – | 1,574,832 | – | 1.78% | – |
| DG | New | Dollar General Corp | $543,058,000 | – | 2,509,630 | – | 1.74% | – |
| RL | New | Ralph Lauren Corp | $541,072,000 | – | 4,592,751 | – | 1.74% | – |
| SWK | New | Stanley Black & Decker Inc | $540,518,000 | – | 2,636,805 | – | 1.74% | – |
| NTRS | New | Northern Trust Corp | $536,593,000 | – | 4,641,004 | – | 1.72% | – |
| UNH | New | UnitedHealth Group Inc | $531,519,000 | – | 1,327,338 | – | 1.71% | – |
| CVS | New | CVS Health Corp | $528,859,000 | – | 6,338,190 | – | 1.70% | – |
| GS | New | Goldman Sachs Group Inc/The | $517,427,000 | – | 1,363,337 | – | 1.66% | – |
| JPM | New | JPMorgan Chase & Co | $502,921,000 | – | 3,233,389 | – | 1.62% | – |
| ORCL | New | Oracle Corp | $500,295,000 | – | 6,427,223 | – | 1.61% | – |
| AVGO | New | Broadcom Inc | $492,937,000 | – | 1,033,756 | – | 1.58% | – |
| ACM | New | AECOM | $476,421,000 | – | 7,524,014 | – | 1.53% | – |
| CTSH | New | Cognizant Technology Solutions | $471,152,000 | – | 6,802,647 | – | 1.51% | – |
| MDT | New | Medtronic PLC | $465,672,000 | – | 3,751,480 | – | 1.50% | – |
| EXC | New | Exelon Corp | $464,538,000 | – | 10,483,825 | – | 1.49% | – |
| GD | New | General Dynamics Corp | $461,973,000 | – | 2,453,909 | – | 1.48% | – |
| MGP | New | MGM Growth Properties LLC | $429,506,000 | – | 11,728,734 | – | 1.38% | – |
| AXP | New | American Express Co | $426,906,000 | – | 2,583,711 | – | 1.37% | – |
| ARMK | New | Aramark | $424,543,000 | – | 11,397,111 | – | 1.36% | – |
| CB | New | Chubb Ltd | $417,619,000 | – | 2,627,526 | – | 1.34% | – |
| PXD | New | Pioneer Natural Resources Co | $321,353,000 | – | 1,977,308 | – | 1.03% | – |
| LVS | New | Las Vegas Sands Corp | $313,580,000 | – | 5,951,420 | – | 1.01% | – |
| QCOM | New | QUALCOMM Inc | $285,541,000 | – | 1,997,766 | – | 0.92% | – |
| LEN | New | Lennar Corp | $285,339,000 | – | 2,872,053 | – | 0.92% | – |
| PWR | New | Quanta Services Inc | $268,683,000 | – | 2,966,583 | – | 0.86% | – |
| CNP | New | CenterPoint Energy Inc | $267,501,000 | – | 10,909,493 | – | 0.86% | – |
| C | New | Citigroup Inc | $251,799,000 | – | 3,559,000 | – | 0.81% | – |
| WLTW | New | Willis Towers Watson PLC | $233,838,000 | – | 1,016,599 | – | 0.75% | – |
| VRT | New | Vertiv Holdings Co | $231,105,000 | – | 8,465,374 | – | 0.74% | – |
| SEAS | New | SeaWorld Entertainment Inc | $227,208,000 | – | 4,549,626 | – | 0.73% | – |
| TMUS | New | T-Mobile US Inc | $208,942,000 | – | 1,442,667 | – | 0.67% | – |
| TXN | New | Texas Instruments Inc | $200,270,000 | – | 1,041,445 | – | 0.64% | – |
| AER | New | AerCap Holdings NV | $200,033,000 | – | 3,906,144 | – | 0.64% | – |
| HUM | New | Humana Inc | $198,641,000 | – | 448,683 | – | 0.64% | – |
| LIVN | New | LivaNova PLC | $186,675,000 | – | 2,219,407 | – | 0.60% | – |
| FNF | New | Fidelity National Financial In | $184,201,000 | – | 4,238,419 | – | 0.59% | – |
| SLM | New | SLM Corp | $182,702,000 | – | 8,724,987 | – | 0.59% | – |
| VLO | New | Valero Energy Corp | $179,424,000 | – | 2,297,951 | – | 0.58% | – |
| HHC | New | Howard Hughes Corp/The | $174,081,000 | – | 1,786,173 | – | 0.56% | – |
| AON | New | Aon PLC | $155,918,000 | – | 653,033 | – | 0.50% | – |
| J | New | Jacobs Engineering Group Inc | $156,174,000 | – | 1,170,545 | – | 0.50% | – |
| VICI | New | VICI Properties Inc | $153,788,000 | – | 4,957,684 | – | 0.49% | – |
| JEF | New | Jefferies Financial Group Inc | $146,894,000 | – | 4,295,132 | – | 0.47% | – |
| OFC | New | Corporate Office Properties Tr | $138,424,000 | – | 4,945,471 | – | 0.44% | – |
| ESI | New | Element Solutions Inc | $135,192,000 | – | 5,782,383 | – | 0.43% | – |
| AXS | New | Axis Capital Holdings Ltd | $131,844,000 | – | 2,690,159 | – | 0.42% | – |
| DFS | New | Discover Financial Services | $128,017,000 | – | 1,082,226 | – | 0.41% | – |
| MGM | New | MGM Resorts International | $125,423,000 | – | 2,940,733 | – | 0.40% | – |
| NLSN | New | Nielsen Holdings PLC | $117,356,000 | – | 4,757,025 | – | 0.38% | – |
| VAC | New | Marriott Vacations Worldwide C | $116,384,000 | – | 730,596 | – | 0.37% | – |
| ATC | New | Atotech Ltd | $115,722,000 | – | 4,532,792 | – | 0.37% | – |
| ENB | New | Enbridge Inc | $114,163,000 | – | 2,848,432 | – | 0.37% | – |
| EMR | New | Emerson Electric Co | $110,053,000 | – | 1,143,527 | – | 0.35% | – |
| NAVI | New | Navient Corp | $105,522,000 | – | 5,458,965 | – | 0.34% | – |
| MCHP | New | Microchip Technology Inc | $99,839,000 | – | 666,746 | – | 0.32% | – |
| ADNT | New | Adient PLC | $97,784,000 | – | 2,163,377 | – | 0.31% | – |
| ACC | New | American Campus Communities In | $94,511,000 | – | 2,022,928 | – | 0.30% | – |
| CI | New | Cigna Corp | $94,369,000 | – | 398,062 | – | 0.30% | – |
| AIZ | New | Assurant Inc | $90,617,000 | – | 580,204 | – | 0.29% | – |
| DAR | New | Darling Ingredients Inc | $87,879,000 | – | 1,301,919 | – | 0.28% | – |
| PG | New | Procter & Gamble Co/The | $86,203,000 | – | 638,874 | – | 0.28% | – |
| ATI | New | Allegheny Technologies Inc | $81,627,000 | – | 3,915,007 | – | 0.26% | – |
| TCBI | New | Texas Capital Bancshares Inc | $77,523,000 | – | 1,221,029 | – | 0.25% | – |
| PRG | New | PROG Holdings Inc | $76,760,000 | – | 1,594,851 | – | 0.25% | – |
| EIX | New | Edison International | $76,237,000 | – | 1,318,522 | – | 0.24% | – |
| MTG | New | MGIC Investment Corp | $75,887,000 | – | 5,579,823 | – | 0.24% | – |
| FMX | New | Fomento Economico Mexicano SAB | $75,720,000 | – | 895,992 | – | 0.24% | – |
| JNJ | New | Johnson & Johnson | $75,246,000 | – | 456,758 | – | 0.24% | – |
| NVST | New | Envista Holdings Corp | $75,043,000 | – | 1,736,703 | – | 0.24% | – |
| WSC | New | WillScot Mobile Mini Holdings | $74,133,000 | – | 2,659,957 | – | 0.24% | – |
| OC | New | Owens Corning | $73,517,000 | – | 750,944 | – | 0.24% | – |
| PM | New | Philip Morris International In | $72,935,000 | – | 735,900 | – | 0.23% | – |
| BRKS | New | Brooks Automation Inc | $72,149,000 | – | 757,228 | – | 0.23% | – |
| CFX | New | Colfax Corp | $72,005,000 | – | 1,571,818 | – | 0.23% | – |
| INFN | New | Infinera Corp | $70,978,000 | – | 6,958,607 | – | 0.23% | – |
| OFG | New | OFG Bancorp | $69,571,000 | – | 3,145,169 | – | 0.22% | – |
| ATSG | New | Air Transport Services Group I | $68,751,000 | – | 2,959,585 | – | 0.22% | – |
| GBX | New | Greenbrier Cos Inc/The | $68,618,000 | – | 1,574,536 | – | 0.22% | – |
| APOG | New | Apogee Enterprises Inc | $68,343,000 | – | 1,677,947 | – | 0.22% | – |
| KEX | New | Kirby Corp | $68,110,000 | – | 1,123,183 | – | 0.22% | – |
| UMPQ | New | Umpqua Holdings Corp | $67,670,000 | – | 3,667,730 | – | 0.22% | – |
| ROG | New | Rogers Corp | $67,560,000 | – | 336,455 | – | 0.22% | – |
| COHU | New | Cohu Inc | $67,177,000 | – | 1,825,955 | – | 0.22% | – |
| BWXT | New | BWX Technologies Inc | $66,154,000 | – | 1,138,234 | – | 0.21% | – |
| AXL | New | American Axle & Manufacturing | $65,066,000 | – | 6,286,532 | – | 0.21% | – |
| IIVI | New | II-VI Inc | $61,636,000 | – | 849,110 | – | 0.20% | – |
| ETR | New | Entergy Corp | $61,536,000 | – | 617,212 | – | 0.20% | – |
| DIOD | New | Diodes Inc | $61,474,000 | – | 770,642 | – | 0.20% | – |
| PB | New | Prosperity Bancshares Inc | $59,989,000 | – | 835,496 | – | 0.19% | – |
| HOLX | New | Hologic Inc | $58,536,000 | – | 877,338 | – | 0.19% | – |
| FARO | New | FARO Technologies Inc | $57,390,000 | – | 737,947 | – | 0.18% | – |
| HSC | New | Harsco Corp | $55,502,000 | – | 2,718,052 | – | 0.18% | – |
| WHR | New | Whirlpool Corp | $55,018,000 | – | 252,354 | – | 0.18% | – |
| KMT | New | Kennametal Inc | $54,051,000 | – | 1,504,756 | – | 0.17% | – |
| STKL | New | SunOpta Inc | $53,622,000 | – | 4,380,890 | – | 0.17% | – |
| TAP | New | Molson Coors Beverage Co | $53,480,000 | – | 996,090 | – | 0.17% | – |
| LIN | New | Linde PLC | $52,436,000 | – | 181,377 | – | 0.17% | – |
| EPAC | New | Enerpac Tool Group Corp | $52,207,000 | – | 1,961,204 | – | 0.17% | – |
| ROCK | New | Gibraltar Industries Inc | $51,564,000 | – | 675,719 | – | 0.17% | – |
| CIB | New | Bancolombia SA- ADR | $51,838,000 | – | 1,799,947 | – | 0.17% | – |
| BAP | New | Credicorp Ltd | $50,705,000 | – | 418,672 | – | 0.16% | – |
| CIEN | New | Ciena Corp | $50,490,000 | – | 887,524 | – | 0.16% | – |
| THRM | New | Gentherm Inc | $48,154,000 | – | 677,750 | – | 0.16% | – |
| EC | New | Ecopetrol SA- ADR | $48,068,000 | – | 3,287,852 | – | 0.15% | – |
| FSS | New | Federal Signal Corp | $47,575,000 | – | 1,182,584 | – | 0.15% | – |
| WIRE | New | Encore Wire Corp | $47,056,000 | – | 620,864 | – | 0.15% | – |
| EHC | New | Encompass Health Corp | $46,343,000 | – | 593,909 | – | 0.15% | – |
| PRIM | New | Primoris Services Corp | $45,941,000 | – | 1,561,015 | – | 0.15% | – |
| BDX | New | Becton Dickinson and Co | $41,613,000 | – | 171,112 | – | 0.13% | – |
| MO | New | Altria Group Inc | $39,882,000 | – | 836,453 | – | 0.13% | – |
| MTRN | New | Materion Corp | $35,504,000 | – | 471,190 | – | 0.11% | – |
| PLAB | New | Photronics Inc | $35,257,000 | – | 2,668,940 | – | 0.11% | – |
| WAB | New | Westinghouse Air Brake Technol | $31,743,000 | – | 385,701 | – | 0.10% | – |
| GSM | New | Ferroglobe PLC | $24,824,000 | – | 4,056,221 | – | 0.08% | – |
| DNOW | New | NOW Inc | $22,382,000 | – | 2,358,496 | – | 0.07% | – |
| VPG | New | Vishay Precision Group Inc | $20,946,000 | – | 615,321 | – | 0.07% | – |
| CNK | New | Cinemark Holdings Inc | $11,135,000 | – | 507,277 | – | 0.04% | – |
| WH | New | Wyndham Hotels & Resorts Inc | $11,035,000 | – | 152,642 | – | 0.04% | – |
| IVC | New | Invacare Corp | $10,468,000 | – | 1,297,187 | – | 0.03% | – |
| AXTA | New | Axalta Coating Systems Ltd | $9,237,000 | – | 302,947 | – | 0.03% | – |
| XEL | New | Xcel Energy Inc | $7,343,000 | – | 111,454 | – | 0.02% | – |
| MSFT | New | Microsoft Corp | $6,982,000 | – | 25,774 | – | 0.02% | – |
| BAC | New | Bank of America Corp | $6,404,000 | – | 155,322 | – | 0.02% | – |
| BRKB | New | Berkshire Hathaway Inc | $6,521,000 | – | 23,462 | – | 0.02% | – |
| ARNC | New | Arconic Corp | $6,275,000 | – | 176,159 | – | 0.02% | – |
| PKE | New | Park Aerospace Corp | $4,766,000 | – | 319,892 | – | 0.02% | – |
| HON | New | Honeywell International Inc | $4,445,000 | – | 20,263 | – | 0.01% | – |
| GOOG | New | Alphabet Inc | $3,952,000 | – | 1,577 | – | 0.01% | – |
| DD | New | DuPont de Nemours Inc | $4,003,000 | – | 51,716 | – | 0.01% | – |
| JCI | New | Johnson Controls International | $4,035,000 | – | 58,800 | – | 0.01% | – |
| BMY | New | Bristol-Myers Squibb Co | $3,896,000 | – | 58,308 | – | 0.01% | – |
| D | New | Dominion Energy Inc | $4,201,000 | – | 57,105 | – | 0.01% | – |
| APD | New | Air Products and Chemicals Inc | $3,758,000 | – | 13,064 | – | 0.01% | – |
| SNY | New | Sanofi- ADR | $3,794,000 | – | 72,040 | – | 0.01% | – |
| COP | New | ConocoPhillips | $3,575,000 | – | 58,709 | – | 0.01% | – |
| BIDU | New | Baidu Inc- ADR | $2,614,000 | – | 12,821 | – | 0.01% | – |
| TRV | New | Travelers Cos Inc/The | $2,251,000 | – | 15,037 | – | 0.01% | – |
| CVX | New | Chevron Corp | $1,795,000 | – | 17,140 | – | 0.01% | – |
| OGN | New | Organon & Co | $1,539,000 | – | 50,873 | – | 0.01% | – |
| GE | New | General Electric Co | $820,000 | – | 60,951 | – | 0.00% | – |
| ADM | New | Archer-Daniels-Midland Co | $190,000 | – | 3,135 | – | 0.00% | – |
| BWA | New | BorgWarner Inc | $223,000 | – | 4,602 | – | 0.00% | – |
| TGT | New | Target Corp | $209,000 | – | 867 | – | 0.00% | – |
| EAF | New | GrafTech International Ltd | $214,000 | – | 18,390 | – | 0.00% | – |
| SAFM | New | Sanderson Farms Inc | $158,000 | – | 840 | – | 0.00% | – |
| FLEX | New | Flex Ltd | $223,000 | – | 12,482 | – | 0.00% | – |
| ALK | New | Alaska Air Group Inc | $210,000 | – | 3,490 | – | 0.00% | – |
| FSLR | New | First Solar Inc | $174,000 | – | 1,927 | – | 0.00% | – |
| MGY | New | Magnolia Oil & Gas Corp | $55,000 | – | 3,517 | – | 0.00% | – |
| GPX | New | GP Strategies Corp | $11,000 | – | 683 | – | 0.00% | – |
| GATX | New | GATX Corp | $126,000 | – | 1,425 | – | 0.00% | – |
| MATX | New | Matson Inc | $125,000 | – | 1,957 | – | 0.00% | – |
| MATW | New | Matthews International Corp | $102,000 | – | 2,844 | – | 0.00% | – |
| MXL | New | MaxLinear Inc | $131,000 | – | 3,090 | – | 0.00% | – |
| MD | New | MEDNAX Inc | $43,000 | – | 1,411 | – | 0.00% | – |
| FUL | New | HB Fuller Co | $133,000 | – | 2,087 | – | 0.00% | – |
| MTOR | New | Meritor Inc | $83,000 | – | 3,532 | – | 0.00% | – |
| MEI | New | Methode Electronics Inc | $23,000 | – | 460 | – | 0.00% | – |
| FLR | New | Fluor Corp | $19,000 | – | 1,073 | – | 0.00% | – |
| MSBI | New | Midland States Bancorp Inc | $23,000 | – | 868 | – | 0.00% | – |
| MTX | New | Minerals Technologies Inc | $115,000 | – | 1,456 | – | 0.00% | – |
| FHI | New | Federated Hermes Inc | $25,000 | – | 730 | – | 0.00% | – |
| MPAA | New | Motorcar Parts of America Inc | $15,000 | – | 686 | – | 0.00% | – |
| MOV | New | Movado Group Inc | $35,000 | – | 1,101 | – | 0.00% | – |
| MLI | New | Mueller Industries Inc | $127,000 | – | 2,938 | – | 0.00% | – |
| NC | New | NACCO Industries Inc | $12,000 | – | 453 | – | 0.00% | – |
| NWLI | New | National Western Life Group In | $12,000 | – | 54 | – | 0.00% | – |
| NPO | New | EnPro Industries Inc | $144,000 | – | 1,487 | – | 0.00% | – |
| NP | New | Neenah Inc | $114,000 | – | 2,272 | – | 0.00% | – |
| NTGR | New | NETGEAR Inc | $84,000 | – | 2,187 | – | 0.00% | – |
| NTCT | New | NetScout Systems Inc | $125,000 | – | 4,390 | – | 0.00% | – |
| ENS | New | EnerSys | $141,000 | – | 1,440 | – | 0.00% | – |
| EPC | New | Edgewell Personal Care Co | $24,000 | – | 538 | – | 0.00% | – |
| OI | New | O-I Glass Inc | $55,000 | – | 3,378 | – | 0.00% | – |
| OII | New | Oceaneering International Inc | $20,000 | – | 1,290 | – | 0.00% | – |
| ONB | New | Old National Bancorp/IN | $121,000 | – | 6,865 | – | 0.00% | – |
| DLX | New | Deluxe Corp | $27,000 | – | 556 | – | 0.00% | – |
| PBF | New | PBF Energy Inc | $18,000 | – | 1,156 | – | 0.00% | – |
| PRAA | New | PRA Group Inc | $123,000 | – | 3,185 | – | 0.00% | – |
| PDCO | New | Patterson Cos Inc | $97,000 | – | 3,184 | – | 0.00% | – |
| PTEN | New | Patterson-UTI Energy Inc | $21,000 | – | 2,070 | – | 0.00% | – |
| PRDO | New | Perdoceo Education Corp | $97,000 | – | 7,914 | – | 0.00% | – |
| DAN | New | Dana Inc | $46,000 | – | 1,945 | – | 0.00% | – |
| DAKT | New | Daktronics Inc | $20,000 | – | 2,971 | – | 0.00% | – |
| CBRL | New | Cracker Barrel Old Country Sto | $96,000 | – | 648 | – | 0.00% | – |
| CNR | New | Cornerstone Building Brands In | $52,000 | – | 2,859 | – | 0.00% | – |
| CNDT | New | Conduent Inc | $31,000 | – | 4,076 | – | 0.00% | – |
| CIM | New | Chimera Investment Corp | $132,000 | – | 8,796 | – | 0.00% | – |
| KWR | New | Quaker Chemical Corp | $135,000 | – | 571 | – | 0.00% | – |
| CAKE | New | Cheesecake Factory Inc/The | $27,000 | – | 507 | – | 0.00% | – |
| CHX | New | ChampionX Corp | $25,000 | – | 979 | – | 0.00% | – |
| REVG | New | REV Group Inc | $77,000 | – | 4,929 | – | 0.00% | – |
| RLJ | New | RLJ Lodging Trust | $30,000 | – | 1,956 | – | 0.00% | – |
| RES | New | RPC Inc | $29,000 | – | 5,800 | – | 0.00% | – |
| CATY | New | Cathay General Bancorp | $55,000 | – | 1,398 | – | 0.00% | – |
| RRC | New | Range Resources Corp | $100,000 | – | 5,962 | – | 0.00% | – |
| CARS | New | Cars.com Inc | $104,000 | – | 7,241 | – | 0.00% | – |
| RMAX | New | RE/MAX Holdings Inc | $14,000 | – | 415 | – | 0.00% | – |
| RLGY | New | Realogy Holdings Corp | $77,000 | – | 4,199 | – | 0.00% | – |
| CAH | New | Cardinal Health Inc | $1,000 | – | 10 | – | 0.00% | – |
| CWH | New | Camping World Holdings Inc | $92,000 | – | 2,246 | – | 0.00% | – |
| SBH | New | Sally Beauty Holdings Inc | $22,000 | – | 992 | – | 0.00% | – |
| SANM | New | Sanmina Corp | $102,000 | – | 2,623 | – | 0.00% | – |
| SCSC | New | ScanSource Inc | $84,000 | – | 2,976 | – | 0.00% | – |
| SCHL | New | Scholastic Corp | $110,000 | – | 2,899 | – | 0.00% | – |
| WHD | New | Cactus Inc | $29,000 | – | 798 | – | 0.00% | – |
| SMTC | New | Semtech Corp | $40,000 | – | 584 | – | 0.00% | – |
| SENEA | New | Seneca Foods Corp | $27,000 | – | 530 | – | 0.00% | – |
| SRG | New | Seritage Growth Properties | $17,000 | – | 934 | – | 0.00% | – |
| SKYW | New | SkyWest Inc | $31,000 | – | 709 | – | 0.00% | – |
| SWBI | New | Smith & Wesson Brands Inc | $84,000 | – | 2,418 | – | 0.00% | – |
| SAH | New | Sonic Automotive Inc | $44,000 | – | 983 | – | 0.00% | – |
| SJI | New | South Jersey Industries Inc | $19,000 | – | 719 | – | 0.00% | – |
| SMP | New | Standard Motor Products Inc | $21,000 | – | 481 | – | 0.00% | – |
| CNO | New | CNO Financial Group Inc | $98,000 | – | 4,128 | – | 0.00% | – |
| RGR | New | Sturm Ruger & Co Inc | $102,000 | – | 1,134 | – | 0.00% | – |
| VTOL | New | Bristow Group Inc | $110,000 | – | 4,308 | – | 0.00% | – |
| SMCI | New | Super Micro Computer Inc | $84,000 | – | 2,400 | – | 0.00% | – |
| TTMI | New | TTM Technologies Inc | $130,000 | – | 9,086 | – | 0.00% | – |
| TGNA | New | TEGNA Inc | $130,000 | – | 6,913 | – | 0.00% | – |
| TEN | New | Tenneco Inc | $25,000 | – | 1,298 | – | 0.00% | – |
| BCO | New | Brink's Co/The | $20,000 | – | 261 | – | 0.00% | – |
| ODP | New | ODP Corp/The | $111,000 | – | 2,310 | – | 0.00% | – |
| TBI | New | TrueBlue Inc | $153,000 | – | 5,459 | – | 0.00% | – |
| TPC | New | Tutor Perini Corp | $77,000 | – | 5,589 | – | 0.00% | – |
| BIG | New | Big Lots Inc | $96,000 | – | 1,458 | – | 0.00% | – |
| BRY | New | Berry Corp | $18,000 | – | 2,616 | – | 0.00% | – |
| BHE | New | Benchmark Electronics Inc | $19,000 | – | 659 | – | 0.00% | – |
| UBSI | New | United Bankshares Inc/WV | $99,000 | – | 2,701 | – | 0.00% | – |
| UFCS | New | United Fire Group Inc | $16,000 | – | 571 | – | 0.00% | – |
| BDC | New | Belden Inc | $108,000 | – | 2,143 | – | 0.00% | – |
| UVV | New | Universal Corp/VA | $129,000 | – | 2,260 | – | 0.00% | – |
| ULH | New | Universal Logistics Holdings I | $63,000 | – | 2,686 | – | 0.00% | – |
| URBN | New | Urban Outfitters Inc | $99,000 | – | 2,393 | – | 0.00% | – |
| New | US Ecology Inc | $18,000 | – | 481 | – | 0.00% | – | |
| BECN | New | Beacon Roofing Supply Inc | $89,000 | – | 1,678 | – | 0.00% | – |
| VREX | New | Varex Imaging Corp | $117,000 | – | 4,359 | – | 0.00% | – |
| B | New | Barnes Group Inc | $16,000 | – | 315 | – | 0.00% | – |
| ACCO | New | ACCO Brands Corp | $34,000 | – | 3,940 | – | 0.00% | – |
| VLGEA | New | Village Super Market Inc | $112,000 | – | 4,765 | – | 0.00% | – |
| VSH | New | Vishay Intertechnology Inc | $133,000 | – | 5,881 | – | 0.00% | – |
| BXS | New | BancorpSouth Bank | $18,000 | – | 639 | – | 0.00% | – |
| BMTX | New | BM Technologies Inc | $2,000 | – | 183 | – | 0.00% | – |
| WCC | New | WESCO International Inc | $34,000 | – | 334 | – | 0.00% | – |
| BGCP | New | BGC Partners Inc | $20,000 | – | 3,491 | – | 0.00% | – |
| AVNT | New | Avient Corp | $78,000 | – | 1,586 | – | 0.00% | – |
| WETF | New | WisdomTree Investments Inc | $90,000 | – | 14,552 | – | 0.00% | – |
| INT | New | World Fuel Services Corp | $17,000 | – | 551 | – | 0.00% | – |
| AAWW | New | Atlas Air Worldwide Holdings I | $112,000 | – | 1,638 | – | 0.00% | – |
| AC | New | Associated Capital Group Inc | $23,000 | – | 583 | – | 0.00% | – |
| APAM | New | Artisan Partners Asset Managem | $21,000 | – | 412 | – | 0.00% | – |
| ARGO | New | Argo Group International Holdi | $20,000 | – | 395 | – | 0.00% | – |
| ARCB | New | ArcBest Corp | $76,000 | – | 1,312 | – | 0.00% | – |
| AAPL | New | Apple Inc | $149,000 | – | 1,087 | – | 0.00% | – |
| NTB | New | Bank of NT Butterfield & Son L | $113,000 | – | 3,190 | – | 0.00% | – |
| AR | New | Antero Resources Corp | $53,000 | – | 3,550 | – | 0.00% | – |
| AMRX | New | Amneal Pharmaceuticals Inc | $70,000 | – | 13,697 | – | 0.00% | – |
| AMKR | New | Amkor Technology Inc | $73,000 | – | 3,065 | – | 0.00% | – |
| FDP | New | Fresh Del Monte Produce Inc | $128,000 | – | 3,897 | – | 0.00% | – |
| FRO | New | Frontline Ltd/Bermuda | $145,000 | – | 16,161 | – | 0.00% | – |
| ICHR | New | Ichor Holdings Ltd | $89,000 | – | 1,647 | – | 0.00% | – |
| IGT | New | International Game Technology | $31,000 | – | 1,284 | – | 0.00% | – |
| AIMC | New | Altra Industrial Motion Corp | $57,000 | – | 878 | – | 0.00% | – |
| SFL | New | SFL Corp Ltd | $58,000 | – | 7,617 | – | 0.00% | – |
| SIG | New | Signet Jewelers Ltd | $37,000 | – | 457 | – | 0.00% | – |
| SPNT | New | SiriusPoint Ltd | $128,000 | – | 12,710 | – | 0.00% | – |
| LILA | New | Liberty Latin America Ltd | $27,000 | – | 1,945 | – | 0.00% | – |
| LILAK | New | Liberty Latin America Ltd | $113,000 | – | 8,033 | – | 0.00% | – |
| TROX | New | Tronox Holdings PLC | $63,000 | – | 2,829 | – | 0.00% | – |
| ASO | New | Academy Sports & Outdoors Inc | $87,000 | – | 2,109 | – | 0.00% | – |
| AZZ | New | AZZ Inc | $21,000 | – | 402 | – | 0.00% | – |
| RIG | New | Transocean Ltd | $22,000 | – | 4,899 | – | 0.00% | – |
| TSE | New | Trinseo SA | $125,000 | – | 2,093 | – | 0.00% | – |
| CSTE | New | Caesarstone Ltd | $62,000 | – | 4,203 | – | 0.00% | – |
| ABM | New | ABM Industries Inc | $122,000 | – | 2,756 | – | 0.00% | – |
| CMRE | New | Costamare Inc | $99,000 | – | 8,367 | – | 0.00% | – |
| HBAN | New | Huntington Bancshares Inc/OH | $145,000 | – | 10,158 | – | 0.00% | – |
| STNG | New | Scorpio Tankers Inc | $123,000 | – | 5,557 | – | 0.00% | – |
| HOPE | New | Hope Bancorp Inc | $50,000 | – | 3,527 | – | 0.00% | – |
| NGVT | New | Ingevity Corp | $95,000 | – | 1,164 | – | 0.00% | – |
| NSIT | New | Insight Enterprises Inc | $124,000 | – | 1,240 | – | 0.00% | – |
| IIIN | New | Insteel Industries Inc | $46,000 | – | 1,420 | – | 0.00% | – |
| IDCC | New | InterDigital Inc | $20,000 | – | 268 | – | 0.00% | – |
| HI | New | Hillenbrand Inc | $125,000 | – | 2,825 | – | 0.00% | – |
| HRI | New | Herc Holdings Inc | $38,000 | – | 336 | – | 0.00% | – |
| HTLF | New | Heartland Financial USA Inc | $77,000 | – | 1,640 | – | 0.00% | – |
| HWC | New | Hancock Whitney Corp | $44,000 | – | 983 | – | 0.00% | – |
| JELD | New | JELD-WEN Holding Inc | $68,000 | – | 2,598 | – | 0.00% | – |
| HBB | New | Hamilton Beach Brands Holding | $17,000 | – | 782 | – | 0.00% | – |
| KAR | New | KAR Auction Services Inc | $133,000 | – | 7,557 | – | 0.00% | – |
| HNI | New | HNI Corp | $78,000 | – | 1,777 | – | 0.00% | – |
| KE | New | Kimball Electronics Inc | $61,000 | – | 2,787 | – | 0.00% | – |
| GPI | New | Group 1 Automotive Inc | $52,000 | – | 339 | – | 0.00% | – |
| LCII | New | LCI Industries | $125,000 | – | 951 | – | 0.00% | – |
| LZB | New | La-Z-Boy Inc | $17,000 | – | 456 | – | 0.00% | – |
| GFF | New | Griffon Corp | $102,000 | – | 3,984 | – | 0.00% | – |
| GVA | New | Granite Construction Inc | $90,000 | – | 2,164 | – | 0.00% | – |
| LBRT | New | Liberty Oilfield Services Inc | $36,000 | – | 2,541 | – | 0.00% | – |
| GT | New | Goodyear Tire & Rubber Co/The | $33,000 | – | 1,910 | – | 0.00% | – |
| GNW | New | Genworth Financial Inc | $21,000 | – | 5,259 | – | 0.00% | – |
| M | New | Macy's Inc | $31,000 | – | 1,635 | – | 0.00% | – |
Q4 2020
| Value | Shares | ↓ Weighting | ||||||
|---|---|---|---|---|---|---|---|---|
| FARM | Exit | Farmer Bros Co | $0 | – | -10,324 | – | 0.00% | – |
| AAPL | Exit | Apple Inc | $0 | – | -1,016 | – | 0.00% | – |
| B | Exit | Barnes Group Inc | $0 | – | -1,376 | – | 0.00% | – |
| HBB | Exit | Hamilton Beach Brands Holding | $0 | – | -3,426 | – | 0.00% | – |
| FFBC | Exit | First Financial Bancorp | $0 | – | -7,034 | – | 0.00% | – |
| DAKT | Exit | Daktronics Inc | $0 | – | -13,011 | – | 0.00% | – |
| WHD | Exit | Cactus Inc | $0 | – | -6,515 | – | 0.00% | – |
| FMBI | Exit | First Midwest Bancorp Inc/IL | $0 | – | -3,742 | – | 0.00% | – |
| CAH | Exit | Cardinal Health Inc | $0 | – | -10 | – | 0.00% | – |
| RLGT | Exit | Radiant Logistics Inc | $0 | – | -11,640 | – | 0.00% | – |
| BXS | Exit | BancorpSouth Bank | $0 | – | -2,801 | – | 0.00% | – |
| Exit | Falcon Minerals Corp | $0 | – | -22,398 | – | 0.00% | – | |
| RYI | Exit | Ryerson Holding Corp | $0 | – | -9,066 | – | 0.00% | – |
| IBM | Exit | International Business Machine | $0 | – | -670 | – | 0.00% | – |
| LRCX | Exit | Lam Research Corp | $0 | – | -300 | – | 0.00% | – |
| FI | Exit | Frank's International NV | $0 | – | -51,419 | – | 0.00% | – |
| IDT | Exit | IDT Corp | $0 | – | -7,280 | – | 0.00% | – |
| AEL | Exit | American Equity Investment Lif | $0 | – | -2,609 | – | 0.00% | – |
| CATM | Exit | Cardtronics PLC | $0 | – | -5,358 | – | 0.00% | – |
| BRY | Exit | Berry Corp | $0 | – | -11,460 | – | 0.00% | – |
| HAFC | Exit | Hanmi Financial Corp | $0 | – | -14,582 | – | 0.00% | – |
| GPX | Exit | GP Strategies Corp | $0 | – | -1,487 | – | 0.00% | – |
| UVE | Exit | Universal Insurance Holdings I | $0 | – | -8,902 | – | 0.00% | – |
| HOPE | Exit | Hope Bancorp Inc | $0 | – | -15,544 | – | 0.00% | – |
| NWLI | Exit | National Western Life Group In | $0 | – | -234 | – | 0.00% | – |
| WSBC | Exit | WesBanco Inc | $0 | – | -2,471 | – | 0.00% | – |
| SBH | Exit | Sally Beauty Holdings Inc | $0 | – | -13,828 | – | 0.00% | – |
| NXGN | Exit | NextGen Healthcare Inc | $0 | – | -7,789 | – | 0.00% | – |
| HBNC | Exit | Horizon Bancorp Inc/IN | $0 | – | -9,169 | – | 0.00% | – |
| AEGN | Exit | Aegion Corp | $0 | – | -6,952 | – | 0.00% | – |
| RL | Exit | Ralph Lauren Corp | $0 | – | -1,103 | – | 0.00% | – |
| ASIX | Exit | AdvanSix Inc | $0 | – | -7,639 | – | 0.00% | – |
| HNI | Exit | HNI Corp | $0 | – | -1,700 | – | 0.00% | – |
| MOV | Exit | Movado Group Inc | $0 | – | -4,820 | – | 0.00% | – |
| CVI | Exit | CVR Energy Inc | $0 | – | -9,845 | – | 0.00% | – |
| IIIN | Exit | Insteel Industries Inc | $0 | – | -6,210 | – | 0.00% | – |
| AMRX | Exit | Amneal Pharmaceuticals Inc | $0 | – | -21,784 | – | 0.00% | – |
| CWK | Exit | Cushman & Wakefield PLC | $0 | – | -3,987 | – | 0.00% | – |
| DRQ | Exit | Dril-Quip Inc | $0 | – | -1,551 | – | 0.00% | – |
| CAKE | Exit | Cheesecake Factory Inc/The | $0 | – | -2,219 | – | 0.00% | – |
| KTB | Exit | Kontoor Brands Inc | $0 | – | -2,760 | – | 0.00% | – |
| RLJ | Exit | RLJ Lodging Trust | $0 | – | -5,484 | – | 0.00% | – |
| ALK | Exit | Alaska Air Group Inc | $0 | – | -3,130 | – | 0.00% | – |
| SENEA | Exit | Seneca Foods Corp | $0 | – | -2,324 | – | 0.00% | – |
| MLI | Exit | Mueller Industries Inc | $0 | – | -1,788 | – | 0.00% | – |
| BPFH | Exit | Boston Private Financial Holdi | $0 | – | -19,103 | – | 0.00% | – |
| ODP | Exit | ODP Corp/The | $0 | – | -2,349 | – | 0.00% | – |
| FLR | Exit | Fluor Corp | $0 | – | -4,630 | – | 0.00% | – |
| CADE | Exit | Cadence BanCorp | $0 | – | -6,267 | – | 0.00% | – |
| RDN | Exit | Radian Group Inc | $0 | – | -5,702 | – | 0.00% | – |
| TALO | Exit | Talos Energy Inc | $0 | – | -9,125 | – | 0.00% | – |
| KNL | Exit | Knoll Inc | $0 | – | -3,279 | – | 0.00% | – |
| RNST | Exit | Renasant Corp | $0 | – | -4,730 | – | 0.00% | – |
| CRS | Exit | Carpenter Technology Corp | $0 | – | -2,027 | – | 0.00% | – |
| KFY | Exit | Korn Ferry | $0 | – | -1,749 | – | 0.00% | – |
| SF | Exit | Stifel Financial Corp | $0 | – | -2,105 | – | 0.00% | – |
| EGBN | Exit | Eagle Bancorp Inc | $0 | – | -1,728 | – | 0.00% | – |
| ABCB | Exit | Ameris Bancorp | $0 | – | -3,876 | – | 0.00% | – |
| MNRL | Exit | Brigham Minerals Inc | $0 | – | -11,072 | – | 0.00% | – |
| NC | Exit | NACCO Industries Inc | $0 | – | -1,984 | – | 0.00% | – |
| BCO | Exit | Brink's Co/The | $0 | – | -1,142 | – | 0.00% | – |
| ARA | Exit | American Renal Associates Hold | $0 | – | -7,084 | – | 0.00% | – |
| LILAK | Exit | Liberty Latin America Ltd | $0 | – | -11,406 | – | 0.00% | – |
| EPC | Exit | Edgewell Personal Care Co | $0 | – | -1,764 | – | 0.00% | – |
| MD | Exit | MEDNAX Inc | $0 | – | -2,651 | – | 0.00% | – |
| MLHR | Exit | Herman Miller Inc | $0 | – | -12,261 | – | -0.00% | – |
| FSLR | Exit | First Solar Inc | $0 | – | -3,228 | – | -0.00% | – |
| SPTN | Exit | SpartanNash Co | $0 | – | -8,920 | – | -0.00% | – |
| BWA | Exit | BorgWarner Inc | $0 | – | -4,372 | – | -0.00% | – |
| DGX | Exit | Quest Diagnostics Inc | $0 | – | -1,461 | – | -0.00% | – |
| REVG | Exit | REV Group Inc | $0 | – | -17,200 | – | -0.00% | – |
| FOE | Exit | Ferro Corp | $0 | – | -10,713 | – | -0.00% | – |
| BIG | Exit | Big Lots Inc | $0 | – | -6,776 | – | -0.00% | – |
| FDP | Exit | Fresh Del Monte Produce Inc | $0 | – | -9,235 | – | -0.00% | – |
| ECPG | Exit | Encore Capital Group Inc | $0 | – | -6,134 | – | -0.00% | – |
| RRC | Exit | Range Resources Corp | $0 | – | -34,814 | – | -0.00% | – |
| KE | Exit | Kimball Electronics Inc | $0 | – | -12,195 | – | -0.00% | – |
| TGH | Exit | Textainer Group Holdings Ltd | $0 | – | -26,536 | – | -0.00% | – |
| BDC | Exit | Belden Inc | $0 | – | -8,666 | – | -0.00% | – |
| TTMI | Exit | TTM Technologies Inc | $0 | – | -23,798 | – | -0.00% | – |
| WRLD | Exit | World Acceptance Corp | $0 | – | -2,906 | – | -0.00% | – |
| WDR | Exit | Waddell & Reed Financial Inc | $0 | – | -21,638 | – | -0.00% | – |
| MTX | Exit | Minerals Technologies Inc | $0 | – | -5,225 | – | -0.00% | – |
| SANM | Exit | Sanmina Corp | $0 | – | -10,398 | – | -0.00% | – |
| LBRT | Exit | Liberty Oilfield Services Inc | $0 | – | -17,986 | – | -0.00% | – |
| VC | Exit | Visteon Corp | $0 | – | -2,393 | – | -0.00% | – |
| CXW | Exit | CoreCivic Inc | $0 | – | -32,210 | – | -0.00% | – |
| UFS | Exit | Domtar Corp | $0 | – | -10,325 | – | -0.00% | – |
| MGPI | Exit | MGP Ingredients Inc | $0 | – | -4,381 | – | -0.00% | – |
| TBI | Exit | TrueBlue Inc | $0 | – | -10,361 | – | -0.00% | – |
| MPAA | Exit | Motorcar Parts of America Inc | $0 | – | -9,248 | – | -0.00% | – |
| ACCO | Exit | ACCO Brands Corp | $0 | – | -33,601 | – | -0.00% | – |
| WETF | Exit | WisdomTree Investments Inc | $0 | – | -88,717 | – | -0.00% | – |
| GTN | Exit | Gray Television Inc | $0 | – | -10,260 | – | -0.00% | – |
| BCEI | Exit | Bonanza Creek Energy Inc | $0 | – | -9,502 | – | -0.00% | – |
| DLX | Exit | Deluxe Corp | $0 | – | -10,655 | – | -0.00% | – |
| AX | Exit | Axos Financial Inc | $0 | – | -7,067 | – | -0.00% | – |
| PDCE | Exit | PDC Energy Inc | $0 | – | -10,715 | – | -0.00% | – |
| DAN | Exit | Dana Inc | $0 | – | -20,745 | – | -0.00% | – |
| KELYA | Exit | Kelly Services Inc | $0 | – | -14,904 | – | -0.00% | – |
| KBH | Exit | KB Home | $0 | – | -4,355 | – | -0.00% | – |
| RXN | Exit | Rexnord Corp | $0 | – | -4,884 | – | -0.00% | – |
| NPO | Exit | EnPro Industries Inc | $0 | – | -2,571 | – | -0.00% | – |
| DSSI | Exit | Diamond S Shipping Inc | $0 | – | -34,777 | – | -0.00% | – |
| WCC | Exit | WESCO International Inc | $0 | – | -6,908 | – | -0.00% | – |
| SUM | Exit | Summit Materials Inc | $0 | – | -10,406 | – | -0.00% | – |
| FUL | Exit | HB Fuller Co | $0 | – | -4,078 | – | -0.00% | – |
| WWW | Exit | Wolverine World Wide Inc | $0 | – | -7,503 | – | -0.00% | – |
| HWC | Exit | Hancock Whitney Corp | $0 | – | -12,965 | – | -0.00% | – |
| FRO | Exit | Frontline Ltd/Bermuda | $0 | – | -43,765 | – | -0.00% | – |
| NGVT | Exit | Ingevity Corp | $0 | – | -5,418 | – | -0.00% | – |
| TPC | Exit | Tutor Perini Corp | $0 | – | -22,699 | – | -0.00% | – |
| TROX | Exit | Tronox Holdings PLC | $0 | – | -27,066 | – | -0.00% | – |
| NSIT | Exit | Insight Enterprises Inc | $0 | – | -3,629 | – | -0.00% | – |
| CMC | Exit | Commercial Metals Co | $0 | – | -13,248 | – | -0.00% | – |
| WOW | Exit | WideOpenWest Inc | $0 | – | -32,024 | – | -0.00% | – |
| AVNT | Exit | Avient Corp | $0 | – | -10,906 | – | -0.00% | – |
| MTOR | Exit | Meritor Inc | $0 | – | -13,333 | – | -0.00% | – |
| TEX | Exit | Terex Corp | $0 | – | -10,636 | – | -0.00% | – |
| TGT | Exit | Target Corp | $0 | – | -825 | – | -0.00% | – |
| MDP | Exit | Meredith Corp | $0 | – | -16,027 | – | -0.00% | – |
| FBP | Exit | First BanCorp/Puerto Rico | $0 | – | -41,952 | – | -0.00% | – |
| MSGN | Exit | MSG Networks Inc | $0 | – | -19,582 | – | -0.00% | – |
| AA | Exit | Alcoa Corp | $0 | – | -18,695 | – | -0.00% | – |
| CTB | Exit | Cooper Tire & Rubber Co | $0 | – | -9,421 | – | -0.00% | – |
| AIMC | Exit | Altra Industrial Motion Corp | $0 | – | -6,902 | – | -0.00% | – |
| INT | Exit | World Fuel Services Corp | $0 | – | -10,469 | – | -0.00% | – |
| ULH | Exit | Universal Logistics Holdings I | $0 | – | -11,765 | – | -0.00% | – |
| MATW | Exit | Matthews International Corp | $0 | – | -6,611 | – | -0.00% | – |
| THC | Exit | Tenet Healthcare Corp | $0 | – | -11,552 | – | -0.00% | – |
| CNOB | Exit | ConnectOne Bancorp Inc | $0 | – | -9,214 | – | -0.00% | – |
| ENS | Exit | EnerSys | $0 | – | -4,521 | – | -0.00% | – |
| LPG | Exit | Dorian LPG Ltd | $0 | – | -21,234 | – | -0.00% | – |
| TITN | Exit | Titan Machinery Inc | $0 | – | -11,195 | – | -0.00% | – |
| SSB | Exit | South State Corp | $0 | – | -4,076 | – | -0.00% | – |
| GEO | Exit | GEO Group Inc/The | $0 | – | -28,797 | – | -0.00% | – |
| GT | Exit | Goodyear Tire & Rubber Co/The | $0 | – | -32,125 | – | -0.00% | – |
| TGNA | Exit | TEGNA Inc | $0 | – | -12,418 | – | -0.00% | – |
| GVA | Exit | Granite Construction Inc | $0 | – | -12,657 | – | -0.00% | – |
| BBSI | Exit | Barrett Business Services Inc | $0 | – | -2,512 | – | -0.00% | – |
| MOGA | Exit | Moog Inc | $0 | – | -2,710 | – | -0.00% | – |
| DY | Exit | Dycom Industries Inc | $0 | – | -4,753 | – | -0.00% | – |
| ADM | Exit | Archer-Daniels-Midland Co | $0 | – | -3,354 | – | -0.00% | – |
| HY | Exit | Hyster-Yale Materials Handling | $0 | – | -5,690 | – | -0.00% | – |
| NTB | Exit | Bank of NT Butterfield & Son L | $0 | – | -11,270 | – | -0.00% | – |
| SAH | Exit | Sonic Automotive Inc | $0 | – | -4,296 | – | -0.00% | – |
| CMRE | Exit | Costamare Inc | $0 | – | -48,089 | – | -0.00% | – |
| CNO | Exit | CNO Financial Group Inc | $0 | – | -20,035 | – | -0.00% | – |
| GMS | Exit | GMS Inc | $0 | – | -9,198 | – | -0.00% | – |
| AMCX | Exit | AMC Networks Inc | $0 | – | -10,674 | – | -0.00% | – |
| GPI | Exit | Group 1 Automotive Inc | $0 | – | -3,065 | – | -0.00% | – |
| CSTE | Exit | Caesarstone Ltd | $0 | – | -18,392 | – | -0.00% | – |
| BECN | Exit | Beacon Roofing Supply Inc | $0 | – | -4,560 | – | -0.00% | – |
| SXI | Exit | Standex International Corp | $0 | – | -3,053 | – | -0.00% | – |
| ATKR | Exit | Atkore International Group Inc | $0 | – | -5,680 | – | -0.00% | – |
| CAI | Exit | CAI International Inc | $0 | – | -5,867 | – | -0.00% | – |
| TRTN | Exit | Triton International Ltd/Bermu | $0 | – | -5,487 | – | -0.00% | – |
| WRK | Exit | Westrock Co | $0 | – | -4,991 | – | -0.00% | – |
| HTH | Exit | Hilltop Holdings Inc | $0 | – | -13,638 | – | -0.00% | – |
| AMKR | Exit | Amkor Technology Inc | $0 | – | -13,400 | – | -0.00% | – |
| GOOG | Exit | Alphabet Inc | $0 | – | -204 | – | -0.00% | – |
| ABG | Exit | Asbury Automotive Group Inc | $0 | – | -2,465 | – | -0.00% | – |
| ARCB | Exit | ArcBest Corp | $0 | – | -5,738 | – | -0.00% | – |
| COWN | Exit | Cowen Inc | $0 | – | -16,872 | – | -0.00% | – |
| GE | Exit | General Electric Co | $0 | – | -157,694 | – | -0.00% | – |
| TRV | Exit | Travelers Cos Inc/The | $0 | – | -16,101 | – | -0.01% | – |
| MO | Exit | Altria Group Inc | $0 | – | -57,764 | – | -0.01% | – |
| JCI | Exit | Johnson Controls International | $0 | – | -63,238 | – | -0.01% | – |
| ARCO | Exit | Arcos Dorados Holdings Inc | $0 | – | -727,364 | – | -0.01% | – |
| PM | Exit | Philip Morris International In | $0 | – | -41,551 | – | -0.01% | – |
| BMY | Exit | Bristol-Myers Squibb Co | $0 | – | -55,197 | – | -0.01% | – |
| MRK | Exit | Merck & Co Inc | $0 | – | -40,533 | – | -0.01% | – |
| GSM | Exit | Ferroglobe PLC | $0 | – | -5,540,004 | – | -0.01% | – |
| HON | Exit | Honeywell International Inc | $0 | – | -21,824 | – | -0.01% | – |
| SNY | Exit | Sanofi- ADR | $0 | – | -77,463 | – | -0.02% | – |
| COP | Exit | ConocoPhillips | $0 | – | -117,375 | – | -0.02% | – |
| PKE | Exit | Park Aerospace Corp | $0 | – | -381,898 | – | -0.02% | – |
| BAC | Exit | Bank of America Corp | $0 | – | -167,256 | – | -0.02% | – |
| BIDU | Exit | Baidu Inc- ADR | $0 | – | -37,022 | – | -0.02% | – |
| PXD | Exit | Pioneer Natural Resources Co | $0 | – | -60,073 | – | -0.02% | – |
| D | Exit | Dominion Energy Inc | $0 | – | -70,484 | – | -0.02% | – |
| HFC | Exit | HollyFrontier Corp | $0 | – | -299,167 | – | -0.02% | – |
| AXTA | Exit | Axalta Coating Systems Ltd | $0 | – | -527,793 | – | -0.04% | – |
| IVC | Exit | Invacare Corp | $0 | – | -1,835,431 | – | -0.05% | – |
| VLY | Exit | Valley National Bancorp | $0 | – | -2,033,181 | – | -0.05% | – |
| XEL | Exit | Xcel Energy Inc | $0 | – | -224,032 | – | -0.06% | – |
| OFC | Exit | Corporate Office Properties Tr | $0 | – | -657,941 | – | -0.06% | – |
| WH | Exit | Wyndham Hotels & Resorts Inc | $0 | – | -307,317 | – | -0.06% | – |
| INFN | Exit | Infinera Corp | $0 | – | -2,562,355 | – | -0.06% | – |
| THRM | Exit | Gentherm Inc | $0 | – | -439,033 | – | -0.07% | – |
| DFS | Exit | Discover Financial Services | $0 | – | -320,166 | – | -0.07% | – |
| MTRN | Exit | Materion Corp | $0 | – | -595,909 | – | -0.12% | – |
| PLAB | Exit | Photronics Inc | $0 | – | -3,417,774 | – | -0.13% | – |
| PRIM | Exit | Primoris Services Corp | $0 | – | -1,977,794 | – | -0.14% | – |
| WIRE | Exit | Encore Wire Corp | $0 | – | -786,636 | – | -0.14% | – |
| EC | Exit | Ecopetrol SA- ADR | $0 | – | -4,035,128 | – | -0.15% | – |
| ROG | Exit | Rogers Corp | $0 | – | -425,428 | – | -0.16% | – |
| BAP | Exit | Credicorp Ltd | $0 | – | -346,086 | – | -0.16% | – |
| ATI | Exit | Allegheny Technologies Inc | $0 | – | -4,953,589 | – | -0.17% | – |
| ENB | Exit | Enbridge Inc | $0 | – | -1,495,123 | – | -0.17% | – |
| FSS | Exit | Federal Signal Corp | $0 | – | -1,493,600 | – | -0.17% | – |
| STKL | Exit | SunOpta Inc | $0 | – | -5,948,893 | – | -0.17% | – |
| CIB | Exit | Bancolombia SA- ADR | $0 | – | -1,743,912 | – | -0.17% | – |
| CIEN | Exit | Ciena Corp | $0 | – | -1,123,148 | – | -0.17% | – |
| MAR | Exit | Marriott International Inc/MD | $0 | – | -485,319 | – | -0.17% | – |
| APOG | Exit | Apogee Enterprises Inc | $0 | – | -2,126,319 | – | -0.18% | – |
| AXL | Exit | American Axle & Manufacturing | $0 | – | -7,953,344 | – | -0.18% | – |
| COHU | Exit | Cohu Inc | $0 | – | -2,702,438 | – | -0.18% | – |
| EPAC | Exit | Enerpac Tool Group Corp | $0 | – | -2,481,485 | – | -0.18% | – |
| HSC | Exit | Harsco Corp | $0 | – | -3,376,037 | – | -0.18% | – |
| HHC | Exit | Howard Hughes Corp/The | $0 | – | -819,688 | – | -0.18% | – |
| EHC | Exit | Encompass Health Corp | $0 | – | -749,668 | – | -0.19% | – |
| UMPQ | Exit | Umpqua Holdings Corp | $0 | – | -4,627,224 | – | -0.19% | – |
| OFG | Exit | OFG Bancorp | $0 | – | -3,960,458 | – | -0.19% | – |
| MSFT | Exit | Microsoft Corp | $0 | – | -248,017 | – | -0.20% | – |
| ATSG | Exit | Air Transport Services Group I | $0 | – | -2,148,217 | – | -0.21% | – |
| PB | Exit | Prosperity Bancshares Inc | $0 | – | -1,054,402 | – | -0.21% | – |
| HUM | Exit | Humana Inc | $0 | – | -131,881 | – | -0.21% | – |
| DIOD | Exit | Diodes Inc | $0 | – | -971,469 | – | -0.21% | – |
| KMT | Exit | Kennametal Inc | $0 | – | -1,902,986 | – | -0.21% | – |
| ROCK | Exit | Gibraltar Industries Inc | $0 | – | -853,686 | – | -0.21% | – |
| HOLX | Exit | Hologic Inc | $0 | – | -850,732 | – | -0.22% | – |
| FARO | Exit | FARO Technologies Inc | $0 | – | -934,869 | – | -0.22% | – |
| T | Exit | AT&T Inc | $0 | – | -2,021,492 | – | -0.22% | – |
| DAR | Exit | Darling Ingredients Inc | $0 | – | -1,650,095 | – | -0.23% | – |
| NAVI | Exit | Navient Corp | $0 | – | -7,042,312 | – | -0.23% | – |
| IIVI | Exit | II-VI Inc | $0 | – | -1,490,552 | – | -0.23% | – |
| ATUS | Exit | Altice USA Inc | $0 | – | -2,387,529 | – | -0.24% | – |
| TCBI | Exit | Texas Capital Bancshares Inc | $0 | – | -1,996,873 | – | -0.24% | – |
| CFX | Exit | Colfax Corp | $0 | – | -1,983,807 | – | -0.24% | – |
| BK | Exit | Bank of New York Mellon Corp/T | $0 | – | -1,823,877 | – | -0.24% | – |
| PRAA | Exit | PRA Group Inc | $0 | – | -1,599,337 | – | -0.25% | – |
| AIZ | Exit | Assurant Inc | $0 | – | -531,095 | – | -0.25% | – |
| GBX | Exit | Greenbrier Cos Inc/The | $0 | – | -2,263,654 | – | -0.26% | – |
| NLSN | Exit | Nielsen Holdings PLC | $0 | – | -4,733,777 | – | -0.26% | – |
| TAP | Exit | Molson Coors Beverage Co | $0 | – | -2,006,701 | – | -0.26% | – |
| BRKS | Exit | Brooks Automation Inc | $0 | – | -1,464,833 | – | -0.26% | – |
| MTG | Exit | MGIC Investment Corp | $0 | – | -7,863,912 | – | -0.27% | – |
| ADNT | Exit | Adient PLC | $0 | – | -4,107,561 | – | -0.27% | – |
| WSC | Exit | WillScot Mobile Mini Holdings | $0 | – | -4,289,428 | – | -0.28% | – |
| NVST | Exit | Envista Holdings Corp | $0 | – | -2,964,774 | – | -0.28% | – |
| BWXT | Exit | BWX Technologies Inc | $0 | – | -1,334,858 | – | -0.29% | – |
| LIVN | Exit | LivaNova PLC | $0 | – | -1,728,710 | – | -0.30% | – |
| UHAL | Exit | AMERCO | $0 | – | -231,237 | – | -0.32% | – |
| ESI | Exit | Element Solutions Inc | $0 | – | -7,857,709 | – | -0.32% | – |
| SLM | Exit | SLM Corp | $0 | – | -10,644,924 | – | -0.33% | – |
| MGM | Exit | MGM Resorts International | $0 | – | -4,097,312 | – | -0.34% | – |
| VAC | Exit | Marriott Vacations Worldwide C | $0 | – | -992,573 | – | -0.35% | – |
| VICI | Exit | VICI Properties Inc | $0 | – | -3,990,160 | – | -0.36% | – |
| MCHP | Exit | Microchip Technology Inc | $0 | – | -940,918 | – | -0.37% | – |
| MRVL | Exit | Marvell Technology Group Ltd | $0 | – | -2,486,659 | – | -0.38% | – |
| ACC | Exit | American Campus Communities In | $0 | – | -2,903,693 | – | -0.39% | – |
| AAN | Exit | Aaron's Inc | $0 | – | -1,917,656 | – | -0.42% | – |
| CI | Exit | Cigna Corp | $0 | – | -661,106 | – | -0.43% | – |
| AXS | Exit | Axis Capital Holdings Ltd | $0 | – | -2,580,267 | – | -0.44% | – |
| EMR | Exit | Emerson Electric Co | $0 | – | -1,763,401 | – | -0.44% | – |
| OC | Exit | Owens Corning | $0 | – | -1,706,822 | – | -0.45% | – |
| LVS | Exit | Las Vegas Sands Corp | $0 | – | -2,528,034 | – | -0.45% | – |
| VZ | Exit | Verizon Communications Inc | $0 | – | -2,355,722 | – | -0.54% | – |
| FNF | Exit | Fidelity National Financial In | $0 | – | -4,513,615 | – | -0.54% | – |
| PEAK | Exit | Healthpeak Properties Inc | $0 | – | -5,325,597 | – | -0.56% | – |
| WHR | Exit | Whirlpool Corp | $0 | – | -794,967 | – | -0.56% | – |
| LIN | Exit | Linde PLC | $0 | – | -628,940 | – | -0.58% | – |
| SEAS | Exit | SeaWorld Entertainment Inc | $0 | – | -8,208,759 | – | -0.62% | – |
| EIX | Exit | Edison International | $0 | – | -3,186,313 | – | -0.62% | – |
| C | Exit | Citigroup Inc | $0 | – | -3,887,156 | – | -0.64% | – |
| AON | Exit | Aon PLC | $0 | – | -838,320 | – | -0.67% | – |
| JEF | Exit | Jefferies Financial Group Inc | $0 | – | -9,683,360 | – | -0.67% | – |
| VLO | Exit | Valero Energy Corp | $0 | – | -4,076,183 | – | -0.68% | – |
| CNP | Exit | CenterPoint Energy Inc | $0 | – | -9,262,902 | – | -0.69% | – |
| DG | Exit | Dollar General Corp | $0 | – | -862,670 | – | -0.70% | – |
| JNJ | Exit | Johnson & Johnson | $0 | – | -1,348,581 | – | -0.77% | – |
| CVX | Exit | Chevron Corp | $0 | – | -3,010,731 | – | -0.83% | – |
| ETR | Exit | Entergy Corp | $0 | – | -2,284,199 | – | -0.87% | – |
| PWR | Exit | Quanta Services Inc | $0 | – | -4,320,456 | – | -0.88% | – |
| J | Exit | Jacobs Engineering Group Inc | $0 | – | -2,602,989 | – | -0.93% | – |
| ACM | Exit | AECOM | $0 | – | -5,980,388 | – | -0.96% | – |
| BRKB | Exit | Berkshire Hathaway Inc | $0 | – | -1,300,822 | – | -1.07% | – |
| WLTW | Exit | Willis Towers Watson PLC | $0 | – | -1,344,119 | – | -1.08% | – |
| NYCB | Exit | New York Community Bancorp Inc | $0 | – | -37,801,488 | – | -1.20% | – |
| HES | Exit | Hess Corp | $0 | – | -7,905,079 | – | -1.24% | – |
| GS | Exit | Goldman Sachs Group Inc/The | $0 | – | -1,659,947 | – | -1.28% | – |
| QCOM | Exit | QUALCOMM Inc | $0 | – | -2,858,069 | – | -1.29% | – |
| TXN | Exit | Texas Instruments Inc | $0 | – | -2,382,776 | – | -1.31% | – |
| AXP | Exit | American Express Co | $0 | – | -3,517,967 | – | -1.36% | – |
| GD | Exit | General Dynamics Corp | $0 | – | -2,613,984 | – | -1.39% | – |
| RTX | Exit | Raytheon Technologies Corp | $0 | – | -6,553,784 | – | -1.45% | – |
| APD | Exit | Air Products and Chemicals Inc | $0 | – | -1,272,934 | – | -1.46% | – |
| JBHT | Exit | JB Hunt Transport Services Inc | $0 | – | -3,007,477 | – | -1.46% | – |
| DD | Exit | DuPont de Nemours Inc | $0 | – | -7,131,401 | – | -1.52% | – |
| ORCL | Exit | Oracle Corp | $0 | – | -6,729,223 | – | -1.55% | – |
| ANTM | Exit | Anthem Inc | $0 | – | -1,567,735 | – | -1.62% | – |
| NTRS | Exit | Northern Trust Corp | $0 | – | -5,441,300 | – | -1.63% | – |
| PSX | Exit | Phillips 66 | $0 | – | -8,357,791 | – | -1.67% | – |
| MGP | Exit | MGM Growth Properties LLC | $0 | – | -15,724,633 | – | -1.69% | – |
| WFC | Exit | Wells Fargo & Co | $0 | – | -18,878,624 | – | -1.71% | – |
| AIG | Exit | American International Group I | $0 | – | -16,724,575 | – | -1.77% | – |
| WAB | Exit | Westinghouse Air Brake Technol | $0 | – | -7,473,573 | – | -1.78% | – |
| ARMK | Exit | Aramark | $0 | – | -17,504,334 | – | -1.78% | – |
| UNH | Exit | UnitedHealth Group Inc | $0 | – | -1,489,475 | – | -1.79% | – |
| JPM | Exit | JPMorgan Chase & Co | $0 | – | -4,841,305 | – | -1.79% | – |
| CTSH | Exit | Cognizant Technology Solutions | $0 | – | -6,865,375 | – | -1.83% | – |
| CB | Exit | Chubb Ltd | $0 | – | -4,261,258 | – | -1.90% | – |
| LEN | Exit | Lennar Corp | $0 | – | -6,099,386 | – | -1.92% | – |
| CCEP | Exit | Coca-Cola European Partners PL | $0 | – | -13,135,010 | – | -1.96% | – |
| EXC | Exit | Exelon Corp | $0 | – | -14,510,825 | – | -2.00% | – |
| CVS | Exit | CVS Health Corp | $0 | – | -9,428,101 | – | -2.12% | – |
| USB | Exit | US Bancorp | $0 | – | -15,501,413 | – | -2.14% | – |
| DE | Exit | Deere & Co | $0 | – | -2,544,515 | – | -2.17% | – |
| AAP | Exit | Advance Auto Parts Inc | $0 | – | -3,853,187 | – | -2.28% | – |
| AVGO | Exit | Broadcom Inc | $0 | – | -1,640,251 | – | -2.30% | – |
| CTVA | Exit | Corteva Inc | $0 | – | -21,253,420 | – | -2.36% | – |
| SWK | Exit | Stanley Black & Decker Inc | $0 | – | -3,800,278 | – | -2.37% | – |
| CMCSA | Exit | Comcast Corp | $0 | – | -13,903,388 | – | -2.48% | – |
| MDT | Exit | Medtronic PLC | $0 | – | -6,365,479 | – | -2.54% | – |
| LOW | Exit | Lowe's Cos Inc | $0 | – | -4,568,544 | – | -2.92% | – |
Q3 2020
| Value | Shares | ↓ Weighting | ||||||
|---|---|---|---|---|---|---|---|---|
| LOW | Sell | Lowe's Cos Inc | $757,739,000 | +15.2% | 4,568,544 | -6.1% | 2.92% | +13.2% |
| MDT | Sell | Medtronic PLC | $661,500,000 | +10.7% | 6,365,479 | -2.3% | 2.54% | +8.8% |
| CMCSA | Sell | Comcast Corp | $643,171,000 | +14.4% | 13,903,388 | -3.6% | 2.48% | +12.4% |
| SWK | Sell | Stanley Black & Decker Inc | $616,405,000 | +9.9% | 3,800,278 | -5.6% | 2.37% | +8.0% |
| CTVA | Sell | Corteva Inc | $612,312,000 | +7.5% | 21,253,420 | -0.0% | 2.36% | +5.7% |
| AVGO | Sell | Broadcom Inc | $597,576,000 | +12.1% | 1,640,251 | -2.9% | 2.30% | +10.2% |
| AAP | Sell | Advance Auto Parts Inc | $591,464,000 | -0.0% | 3,853,187 | -7.2% | 2.28% | -1.7% |
| DE | Sell | Deere & Co | $563,941,000 | +35.4% | 2,544,515 | -4.0% | 2.17% | +33.0% |
| USB | Sell | US Bancorp | $555,726,000 | -3.3% | 15,501,413 | -0.7% | 2.14% | -5.0% |
| CVS | Sell | CVS Health Corp | $550,601,000 | -12.2% | 9,428,101 | -2.4% | 2.12% | -13.8% |
| EXC | Sell | Exelon Corp | $518,907,000 | -3.2% | 14,510,825 | -1.7% | 2.00% | -4.8% |
| CCEP | Sell | Coca-Cola European Partners PL | $509,770,000 | +0.5% | 13,135,010 | -2.2% | 1.96% | -1.3% |
| LEN | Sell | Lennar Corp | $498,197,000 | +26.7% | 6,099,386 | -4.4% | 1.92% | +24.5% |
| CB | Sell | Chubb Ltd | $494,817,000 | -18.0% | 4,261,258 | -10.6% | 1.90% | -19.4% |
| CTSH | Sell | Cognizant Technology Solutions | $476,594,000 | +17.9% | 6,865,375 | -3.5% | 1.83% | +15.9% |
| JPM | Sell | JPMorgan Chase & Co | $466,072,000 | -2.3% | 4,841,305 | -4.5% | 1.79% | -4.0% |
| UNH | Sell | UnitedHealth Group Inc | $464,374,000 | -5.7% | 1,489,475 | -10.8% | 1.79% | -7.4% |
| ARMK | Sell | Aramark | $462,989,000 | +15.5% | 17,504,334 | -1.4% | 1.78% | +13.6% |
| WAB | Buy | Westinghouse Air Brake Technol | $462,465,000 | +9.1% | 7,473,573 | +1.5% | 1.78% | +7.2% |
| AIG | Sell | American International Group I | $460,427,000 | -14.6% | 16,724,575 | -3.3% | 1.77% | -16.1% |
| WFC | Buy | Wells Fargo & Co | $443,837,000 | +9.8% | 18,878,624 | +19.5% | 1.71% | +7.9% |
| MGP | Sell | MGM Growth Properties LLC | $439,975,000 | +0.6% | 15,724,633 | -2.1% | 1.69% | -1.1% |
| PSX | Sell | Phillips 66 | $433,268,000 | -28.6% | 8,357,791 | -1.0% | 1.67% | -29.8% |
| NTRS | Sell | Northern Trust Corp | $424,258,000 | -8.0% | 5,441,300 | -6.4% | 1.63% | -9.6% |
| ANTM | Sell | Anthem Inc | $421,078,000 | -0.5% | 1,567,735 | -2.6% | 1.62% | -2.2% |
| ORCL | Sell | Oracle Corp | $401,734,000 | -2.6% | 6,729,223 | -9.9% | 1.55% | -4.3% |
| DD | Buy | DuPont de Nemours Inc | $395,650,000 | +10.7% | 7,131,401 | +6.0% | 1.52% | +8.8% |
| JBHT | Sell | JB Hunt Transport Services Inc | $380,085,000 | +1.1% | 3,007,477 | -3.8% | 1.46% | -0.7% |
| APD | Sell | Air Products and Chemicals Inc | $379,156,000 | +5.1% | 1,272,934 | -14.8% | 1.46% | +3.3% |
| RTX | Buy | Raytheon Technologies Corp | $377,105,000 | +0.3% | 6,553,784 | +7.4% | 1.45% | -1.5% |
| GD | Buy | General Dynamics Corp | $361,854,000 | +11.1% | 2,613,984 | +20.0% | 1.39% | +9.2% |
| AXP | Buy | American Express Co | $352,676,000 | +5.7% | 3,517,967 | +0.4% | 1.36% | +3.8% |
| TXN | Sell | Texas Instruments Inc | $340,236,000 | -0.2% | 2,382,776 | -11.3% | 1.31% | -1.9% |
| QCOM | Sell | QUALCOMM Inc | $336,337,000 | +9.3% | 2,858,069 | -15.3% | 1.29% | +7.4% |
| GS | Sell | Goldman Sachs Group Inc/The | $333,600,000 | -3.3% | 1,659,947 | -4.9% | 1.28% | -5.0% |
| HES | Buy | Hess Corp | $323,555,000 | -11.7% | 7,905,079 | +11.7% | 1.24% | -13.2% |
| NYCB | Sell | New York Community Bancorp Inc | $312,618,000 | -42.4% | 37,801,488 | -29.0% | 1.20% | -43.4% |
| WLTW | Sell | Willis Towers Watson PLC | $280,679,000 | +1.5% | 1,344,119 | -4.3% | 1.08% | -0.3% |
| BRKB | Sell | Berkshire Hathaway Inc | $276,997,000 | +10.4% | 1,300,822 | -7.5% | 1.07% | +8.4% |
| ACM | Sell | AECOM | $250,219,000 | +6.2% | 5,980,388 | -4.6% | 0.96% | +4.3% |
| J | Sell | Jacobs Engineering Group Inc | $241,479,000 | +8.3% | 2,602,989 | -1.0% | 0.93% | +6.4% |
| PWR | Buy | Quanta Services Inc | $228,379,000 | +48.3% | 4,320,456 | +10.0% | 0.88% | +45.8% |
| ETR | Sell | Entergy Corp | $225,062,000 | +2.1% | 2,284,199 | -2.8% | 0.87% | +0.3% |
| CVX | Sell | Chevron Corp | $216,772,000 | -25.0% | 3,010,731 | -7.1% | 0.83% | -26.3% |
| JNJ | Sell | Johnson & Johnson | $200,777,000 | -5.8% | 1,348,581 | -11.1% | 0.77% | -7.4% |
| DG | Sell | Dollar General Corp | $180,833,000 | -18.7% | 862,670 | -26.1% | 0.70% | -20.1% |
| CNP | Buy | CenterPoint Energy Inc | $179,237,000 | +141.2% | 9,262,902 | +132.7% | 0.69% | +137.1% |
| VLO | Sell | Valero Energy Corp | $176,580,000 | -28.3% | 4,076,183 | -2.7% | 0.68% | -29.6% |
| JEF | Sell | Jefferies Financial Group Inc | $174,301,000 | +15.4% | 9,683,360 | -0.3% | 0.67% | +13.3% |
| AON | Buy | Aon PLC | $172,945,000 | +20.4% | 838,320 | +12.4% | 0.67% | +18.5% |
| C | Sell | Citigroup Inc | $167,575,000 | -18.0% | 3,887,156 | -2.8% | 0.64% | -19.4% |
| SEAS | Sell | SeaWorld Entertainment Inc | $161,876,000 | +32.6% | 8,208,759 | -0.4% | 0.62% | +30.3% |
| EIX | Sell | Edison International | $161,993,000 | -19.1% | 3,186,313 | -13.6% | 0.62% | -20.5% |
| LIN | Sell | Linde PLC | $149,769,000 | -9.0% | 628,940 | -19.0% | 0.58% | -10.7% |
| WHR | Sell | Whirlpool Corp | $146,187,000 | -9.0% | 794,967 | -35.9% | 0.56% | -10.5% |
| PEAK | Sell | Healthpeak Properties Inc | $144,590,000 | -20.9% | 5,325,597 | -19.7% | 0.56% | -22.2% |
| FNF | Buy | Fidelity National Financial In | $141,322,000 | +126.0% | 4,513,615 | +121.3% | 0.54% | +122.0% |
| VZ | Sell | Verizon Communications Inc | $140,142,000 | +6.1% | 2,355,722 | -1.7% | 0.54% | +4.3% |
| LVS | Buy | Las Vegas Sands Corp | $117,958,000 | +162.6% | 2,528,034 | +156.3% | 0.45% | +158.0% |
| OC | Sell | Owens Corning | $117,446,000 | +19.0% | 1,706,822 | -3.5% | 0.45% | +17.1% |
| EMR | Sell | Emerson Electric Co | $115,626,000 | -10.9% | 1,763,401 | -15.7% | 0.44% | -12.4% |
| AXS | Buy | Axis Capital Holdings Ltd | $113,636,000 | +536.3% | 2,580,267 | +486.1% | 0.44% | +524.3% |
| CI | Sell | Cigna Corp | $111,998,000 | -10.8% | 661,106 | -1.2% | 0.43% | -12.2% |
| AAN | Sell | Aaron's Inc | $108,635,000 | +15.8% | 1,917,656 | -7.2% | 0.42% | +13.9% |
| ACC | Buy | American Campus Communities In | $101,397,000 | +22.1% | 2,903,693 | +22.2% | 0.39% | +20.0% |
| MRVL | Sell | Marvell Technology Group Ltd | $98,720,000 | -21.3% | 2,486,659 | -30.5% | 0.38% | -22.6% |
| MCHP | Sell | Microchip Technology Inc | $96,688,000 | -8.6% | 940,918 | -6.3% | 0.37% | -10.1% |
| VICI | Buy | VICI Properties Inc | $93,250,000 | +523.2% | 3,990,160 | +438.3% | 0.36% | +508.5% |
| VAC | Buy | Marriott Vacations Worldwide C | $90,136,000 | +24.4% | 992,573 | +12.6% | 0.35% | +22.2% |
| MGM | Sell | MGM Resorts International | $89,116,000 | +7.7% | 4,097,312 | -16.8% | 0.34% | +5.9% |
| SLM | Sell | SLM Corp | $86,118,000 | +6.5% | 10,644,924 | -7.5% | 0.33% | +4.4% |
| ESI | Sell | Element Solutions Inc | $82,585,000 | -8.1% | 7,857,709 | -5.1% | 0.32% | -9.7% |
| UHAL | Buy | AMERCO | $82,316,000 | +26.7% | 231,237 | +7.6% | 0.32% | +24.8% |
| LIVN | Buy | LivaNova PLC | $78,155,000 | +1286.5% | 1,728,710 | +1376.0% | 0.30% | +1268.2% |
| BWXT | Sell | BWX Technologies Inc | $75,166,000 | -7.0% | 1,334,858 | -6.5% | 0.29% | -8.8% |
| NVST | Sell | Envista Holdings Corp | $73,171,000 | +9.5% | 2,964,774 | -6.5% | 0.28% | +7.6% |
| WSC | New | WillScot Mobile Mini Holdings | $71,548,000 | – | 4,289,428 | – | 0.28% | – |
| ADNT | Sell | Adient PLC | $71,184,000 | +2.2% | 4,107,561 | -3.2% | 0.27% | +0.4% |
| MTG | Sell | MGIC Investment Corp | $69,674,000 | +7.7% | 7,863,912 | -0.4% | 0.27% | +5.9% |
| BRKS | Sell | Brooks Automation Inc | $67,763,000 | -0.3% | 1,464,833 | -4.7% | 0.26% | -1.9% |
| TAP | Sell | Molson Coors Beverage Co | $67,345,000 | -4.0% | 2,006,701 | -1.7% | 0.26% | -5.8% |
| NLSN | Buy | Nielsen Holdings PLC | $67,125,000 | +2.4% | 4,733,777 | +7.3% | 0.26% | +0.4% |
| GBX | Sell | Greenbrier Cos Inc/The | $66,552,000 | +28.7% | 2,263,654 | -0.5% | 0.26% | +26.1% |
| AIZ | Buy | Assurant Inc | $64,427,000 | +28.6% | 531,095 | +9.5% | 0.25% | +26.5% |
| PRAA | Sell | PRA Group Inc | $63,893,000 | -13.0% | 1,599,337 | -15.8% | 0.25% | -14.6% |
| BK | Sell | Bank of New York Mellon Corp/T | $62,632,000 | -40.4% | 1,823,877 | -32.9% | 0.24% | -41.4% |
| TCBI | Buy | Texas Capital Bancshares Inc | $62,163,000 | +36.8% | 1,996,873 | +35.7% | 0.24% | +34.3% |
| ATUS | New | Altice USA Inc | $62,076,000 | – | 2,387,529 | – | 0.24% | – |
| CFX | Sell | Colfax Corp | $62,212,000 | +2.0% | 1,983,807 | -9.2% | 0.24% | 0.0% |
| IIVI | Sell | II-VI Inc | $60,457,000 | -14.5% | 1,490,552 | -0.5% | 0.23% | -15.9% |
| DAR | Sell | Darling Ingredients Inc | $59,453,000 | -22.8% | 1,650,095 | -47.3% | 0.23% | -24.2% |
| NAVI | Sell | Navient Corp | $59,508,000 | +12.1% | 7,042,312 | -6.7% | 0.23% | +10.1% |
| T | Sell | AT&T Inc | $57,633,000 | -20.3% | 2,021,492 | -15.5% | 0.22% | -21.6% |
| FARO | Sell | FARO Technologies Inc | $57,008,000 | +13.3% | 934,869 | -0.4% | 0.22% | +11.2% |
| HOLX | Sell | Hologic Inc | $56,548,000 | -35.9% | 850,732 | -45.0% | 0.22% | -36.8% |
| ROCK | Sell | Gibraltar Industries Inc | $55,609,000 | +35.1% | 853,686 | -0.4% | 0.21% | +32.9% |
| KMT | Sell | Kennametal Inc | $55,072,000 | +0.3% | 1,902,986 | -0.5% | 0.21% | -1.4% |
| DIOD | Sell | Diodes Inc | $54,840,000 | +10.8% | 971,469 | -0.4% | 0.21% | +8.8% |
| PB | Sell | Prosperity Bancshares Inc | $54,649,000 | -13.1% | 1,054,402 | -0.4% | 0.21% | -14.6% |
| HUM | Sell | Humana Inc | $54,584,000 | -0.8% | 131,881 | -7.1% | 0.21% | -2.8% |
| ATSG | Sell | Air Transport Services Group I | $53,834,000 | +12.0% | 2,148,217 | -0.4% | 0.21% | +10.1% |
| MSFT | Sell | Microsoft Corp | $52,165,000 | -8.8% | 248,017 | -11.7% | 0.20% | -10.3% |
| OFG | Buy | OFG Bancorp | $49,347,000 | +26.3% | 3,960,458 | +35.5% | 0.19% | +24.2% |
| UMPQ | Sell | Umpqua Holdings Corp | $49,141,000 | -0.5% | 4,627,224 | -0.3% | 0.19% | -2.1% |
| EHC | Sell | Encompass Health Corp | $48,714,000 | +4.5% | 749,668 | -0.4% | 0.19% | +2.2% |
| HHC | New | Howard Hughes Corp/The | $47,214,000 | – | 819,688 | – | 0.18% | – |
| HSC | Buy | Harsco Corp | $46,960,000 | +9444.7% | 3,376,037 | +9161.9% | 0.18% | +8950.0% |
| EPAC | Sell | Enerpac Tool Group Corp | $46,677,000 | +6.4% | 2,481,485 | -0.5% | 0.18% | +4.7% |
| COHU | Sell | Cohu Inc | $46,428,000 | -1.4% | 2,702,438 | -0.4% | 0.18% | -2.7% |
| AXL | Sell | American Axle & Manufacturing | $45,890,000 | -24.4% | 7,953,344 | -0.5% | 0.18% | -25.6% |
| APOG | Sell | Apogee Enterprises Inc | $45,439,000 | -7.7% | 2,126,319 | -0.5% | 0.18% | -9.3% |
| MAR | Sell | Marriott International Inc/MD | $44,931,000 | +0.3% | 485,319 | -7.2% | 0.17% | -1.1% |
| CIEN | Sell | Ciena Corp | $44,578,000 | -27.0% | 1,123,148 | -0.5% | 0.17% | -28.0% |
| CIB | Buy | Bancolombia SA- ADR | $44,557,000 | +144.9% | 1,743,912 | +152.2% | 0.17% | +140.8% |
| STKL | Sell | SunOpta Inc | $44,140,000 | +57.2% | 5,948,893 | -0.4% | 0.17% | +54.5% |
| FSS | Sell | Federal Signal Corp | $43,688,000 | -2.1% | 1,493,600 | -0.4% | 0.17% | -4.0% |
| ENB | Buy | Enbridge Inc | $43,541,000 | +7.8% | 1,495,123 | +12.2% | 0.17% | +6.3% |
| ATI | Sell | Allegheny Technologies Inc | $43,196,000 | -14.8% | 4,953,589 | -0.5% | 0.17% | -16.6% |
| BAP | Buy | Credicorp Ltd | $42,912,000 | +1.0% | 346,086 | +8.9% | 0.16% | -0.6% |
| ROG | Sell | Rogers Corp | $41,717,000 | -21.7% | 425,428 | -0.5% | 0.16% | -23.0% |
| EC | Sell | Ecopetrol SA- ADR | $39,706,000 | -15.2% | 4,035,128 | -4.1% | 0.15% | -16.4% |
| WIRE | Sell | Encore Wire Corp | $36,515,000 | -5.3% | 786,636 | -0.4% | 0.14% | -6.6% |
| PRIM | Sell | Primoris Services Corp | $35,679,000 | +1.1% | 1,977,794 | -0.4% | 0.14% | -0.7% |
| PLAB | Sell | Photronics Inc | $34,041,000 | -10.9% | 3,417,774 | -0.4% | 0.13% | -12.7% |
| MTRN | Sell | Materion Corp | $31,005,000 | -15.8% | 595,909 | -0.5% | 0.12% | -17.4% |
| DFS | Buy | Discover Financial Services | $18,500,000 | +101.9% | 320,166 | +75.1% | 0.07% | +97.2% |
| THRM | Sell | Gentherm Inc | $17,957,000 | +4.7% | 439,033 | -0.4% | 0.07% | +3.0% |
| INFN | New | Infinera Corp | $15,784,000 | – | 2,562,355 | – | 0.06% | – |
| OFC | New | Corporate Office Properties Tr | $15,606,000 | – | 657,941 | – | 0.06% | – |
| WH | Sell | Wyndham Hotels & Resorts Inc | $15,519,000 | +14.5% | 307,317 | -3.3% | 0.06% | +13.2% |
| XEL | Sell | Xcel Energy Inc | $15,461,000 | +6.9% | 224,032 | -3.2% | 0.06% | +3.5% |
| VLY | Sell | Valley National Bancorp | $13,927,000 | -14.9% | 2,033,181 | -2.9% | 0.05% | -15.6% |
| IVC | Sell | Invacare Corp | $13,802,000 | +17.6% | 1,835,431 | -0.4% | 0.05% | +15.2% |
| AXTA | Sell | Axalta Coating Systems Ltd | $11,701,000 | -4.8% | 527,793 | -3.2% | 0.04% | -6.2% |
| HFC | Buy | HollyFrontier Corp | $5,896,000 | -23.8% | 299,167 | +12.9% | 0.02% | -23.3% |
| D | Sell | Dominion Energy Inc | $5,563,000 | -94.9% | 70,484 | -94.7% | 0.02% | -95.1% |
| PXD | New | Pioneer Natural Resources Co | $5,166,000 | – | 60,073 | – | 0.02% | – |
| BIDU | Sell | Baidu Inc- ADR | $4,686,000 | +4.4% | 37,022 | -1.1% | 0.02% | 0.0% |
| BAC | Sell | Bank of America Corp | $4,029,000 | -36.8% | 167,256 | -37.7% | 0.02% | -36.0% |
| PKE | Sell | Park Aerospace Corp | $4,170,000 | -2.8% | 381,898 | -0.9% | 0.02% | -5.9% |
| SNY | Sell | Sanofi- ADR | $3,886,000 | -23.4% | 77,463 | -22.0% | 0.02% | -25.0% |
| GSM | Sell | Ferroglobe PLC | $3,706,000 | +34.3% | 5,540,004 | -0.4% | 0.01% | +27.3% |
| HON | Sell | Honeywell International Inc | $3,592,000 | -29.4% | 21,824 | -38.0% | 0.01% | -30.0% |
| MRK | Sell | Merck & Co Inc | $3,362,000 | -33.6% | 40,533 | -38.1% | 0.01% | -35.0% |
| BMY | Sell | Bristol-Myers Squibb Co | $3,328,000 | -31.7% | 55,197 | -33.4% | 0.01% | -31.6% |
| PM | Sell | Philip Morris International In | $3,116,000 | -32.1% | 41,551 | -36.6% | 0.01% | -33.3% |
| ARCO | Sell | Arcos Dorados Holdings Inc | $2,982,000 | -2.7% | 727,364 | -0.5% | 0.01% | -8.3% |
| JCI | Sell | Johnson Controls International | $2,583,000 | -51.1% | 63,238 | -59.1% | 0.01% | -52.4% |
| MO | Sell | Altria Group Inc | $2,232,000 | -39.7% | 57,764 | -38.8% | 0.01% | -40.0% |
| TRV | Buy | Travelers Cos Inc/The | $1,742,000 | -2.0% | 16,101 | +3.3% | 0.01% | 0.0% |
| GE | Sell | General Electric Co | $982,000 | -42.9% | 157,694 | -37.3% | 0.00% | -42.9% |
| BECN | Sell | Beacon Roofing Supply Inc | $142,000 | -69.9% | 4,560 | -74.5% | 0.00% | -50.0% |
| AMCX | New | AMC Networks Inc | $263,000 | – | 10,674 | – | 0.00% | – |
| AA | New | Alcoa Corp | $217,000 | – | 18,695 | – | 0.00% | – |
| GOOG | Sell | Alphabet Inc | $300,000 | -83.6% | 204 | -84.2% | 0.00% | -85.7% |
| AIMC | Sell | Altra Industrial Motion Corp | $255,000 | -71.4% | 6,902 | -75.3% | 0.00% | -66.7% |
| AMKR | Sell | Amkor Technology Inc | $150,000 | -79.6% | 13,400 | -77.5% | 0.00% | -66.7% |
| ARCB | Sell | ArcBest Corp | $178,000 | -87.1% | 5,738 | -89.0% | 0.00% | -80.0% |
| ABG | Sell | Asbury Automotive Group Inc | $240,000 | -81.5% | 2,465 | -85.3% | 0.00% | -80.0% |
| ATKR | Sell | Atkore International Group Inc | $130,000 | -79.4% | 5,680 | -75.4% | 0.00% | -50.0% |
| AVNT | New | Avient Corp | $288,000 | – | 10,906 | – | 0.00% | – |
| AX | Sell | Axos Financial Inc | $164,000 | -74.1% | 7,067 | -75.3% | 0.00% | -50.0% |
| BBSI | New | Barrett Business Services Inc | $132,000 | – | 2,512 | – | 0.00% | – |
| ACCO | Sell | ACCO Brands Corp | $195,000 | -68.3% | 33,601 | -61.2% | 0.00% | -50.0% |
| BDC | Sell | Belden Inc | $270,000 | -67.6% | 8,666 | -66.2% | 0.00% | -66.7% |
| BIG | Sell | Big Lots Inc | $302,000 | -65.0% | 6,776 | -67.0% | 0.00% | -66.7% |
| BCEI | Sell | Bonanza Creek Energy Inc | $178,000 | -60.0% | 9,502 | -68.4% | 0.00% | -50.0% |
| CAI | Sell | CAI International Inc | $162,000 | -59.1% | 5,867 | -75.3% | 0.00% | -50.0% |
| CNO | Sell | CNO Financial Group Inc | $322,000 | -65.7% | 20,035 | -66.7% | 0.00% | -75.0% |
| CMC | Sell | Commercial Metals Co | $265,000 | -81.0% | 13,248 | -80.6% | 0.00% | -80.0% |
| CNOB | Sell | ConnectOne Bancorp Inc | $130,000 | -78.4% | 9,214 | -75.4% | 0.00% | -50.0% |
| CTB | Sell | Cooper Tire & Rubber Co | $299,000 | -67.9% | 9,421 | -72.1% | 0.00% | -75.0% |
| CXW | Sell | CoreCivic Inc | $258,000 | -58.2% | 32,210 | -51.2% | 0.00% | -50.0% |
| COWN | Sell | Cowen Inc | $274,000 | -60.7% | 16,872 | -60.8% | 0.00% | -66.7% |
| DAN | Sell | Dana Inc | $255,000 | -60.3% | 20,745 | -60.6% | 0.00% | -66.7% |
| DLX | Sell | Deluxe Corp | $274,000 | -74.2% | 10,655 | -76.4% | 0.00% | -75.0% |
| UFS | New | Domtar Corp | $271,000 | – | 10,325 | – | 0.00% | – |
| DY | Sell | Dycom Industries Inc | $251,000 | -70.1% | 4,753 | -76.8% | 0.00% | -66.7% |
| ECPG | Sell | Encore Capital Group Inc | $237,000 | -72.1% | 6,134 | -75.3% | 0.00% | -66.7% |
| ENS | Sell | EnerSys | $304,000 | -74.2% | 4,521 | -75.3% | 0.00% | -80.0% |
| NPO | Sell | EnPro Industries Inc | $145,000 | -71.8% | 2,571 | -75.3% | 0.00% | -50.0% |
| FOE | Sell | Ferro Corp | $133,000 | -79.8% | 10,713 | -80.6% | 0.00% | -66.7% |
| FBP | New | First BanCorp/Puerto Rico | $219,000 | – | 41,952 | – | 0.00% | – |
| FUL | Sell | HB Fuller Co | $187,000 | -74.6% | 4,078 | -75.3% | 0.00% | -66.7% |
| GEO | Sell | GEO Group Inc/The | $327,000 | -99.5% | 28,797 | -99.5% | 0.00% | -99.6% |
| GMS | Sell | GMS Inc | $222,000 | -79.4% | 9,198 | -79.0% | 0.00% | -75.0% |
| GT | New | Goodyear Tire & Rubber Co/The | $247,000 | – | 32,125 | – | 0.00% | – |
| GVA | Sell | Granite Construction Inc | $223,000 | -82.2% | 12,657 | -80.7% | 0.00% | -80.0% |
| GTN | Sell | Gray Television Inc | $141,000 | -75.7% | 10,260 | -75.3% | 0.00% | -50.0% |
| GPI | Sell | Group 1 Automotive Inc | $271,000 | -67.0% | 3,065 | -75.3% | 0.00% | -66.7% |
| HWC | New | Hancock Whitney Corp | $244,000 | – | 12,965 | – | 0.00% | – |
| HTH | New | Hilltop Holdings Inc | $281,000 | – | 13,638 | – | 0.00% | – |
| HY | Sell | Hyster-Yale Materials Handling | $212,000 | -69.3% | 5,690 | -68.1% | 0.00% | -66.7% |
| NGVT | Sell | Ingevity Corp | $267,000 | -79.1% | 5,418 | -77.7% | 0.00% | -80.0% |
| NSIT | New | Insight Enterprises Inc | $205,000 | – | 3,629 | – | 0.00% | – |
| KBH | Sell | KB Home | $167,000 | -69.1% | 4,355 | -75.3% | 0.00% | -50.0% |
| KELYA | Sell | Kelly Services Inc | $254,000 | -61.7% | 14,904 | -64.5% | 0.00% | -66.7% |
| KE | Sell | Kimball Electronics Inc | $141,000 | -70.4% | 12,195 | -65.4% | 0.00% | -50.0% |
| LBRT | Sell | Liberty Oilfield Services Inc | $144,000 | -64.0% | 17,986 | -75.4% | 0.00% | -50.0% |
| MGPI | New | MGP Ingredients Inc | $174,000 | – | 4,381 | – | 0.00% | – |
| MSGN | New | MSG Networks Inc | $187,000 | – | 19,582 | – | 0.00% | – |
| MATW | Sell | Matthews International Corp | $148,000 | -69.0% | 6,611 | -73.5% | 0.00% | -50.0% |
| MDP | Sell | Meredith Corp | $210,000 | -62.9% | 16,027 | -58.8% | 0.00% | -50.0% |
| MTOR | Sell | Meritor Inc | $279,000 | -76.8% | 13,333 | -78.1% | 0.00% | -80.0% |
| MLHR | Sell | Herman Miller Inc | $370,000 | -68.3% | 12,261 | -75.2% | 0.00% | -80.0% |
| MTX | Sell | Minerals Technologies Inc | $267,000 | -77.4% | 5,225 | -79.3% | 0.00% | -80.0% |
| MOGA | Sell | Moog Inc | $172,000 | -70.5% | 2,710 | -75.4% | 0.00% | -50.0% |
| MPAA | Sell | Motorcar Parts of America Inc | $144,000 | -75.2% | 9,248 | -71.9% | 0.00% | -50.0% |
| PDCE | Sell | PDC Energy Inc | $133,000 | -75.4% | 10,715 | -75.3% | 0.00% | -50.0% |
| REVG | Sell | REV Group Inc | $135,000 | -57.0% | 17,200 | -66.5% | 0.00% | 0.0% |
| RRC | New | Range Resources Corp | $231,000 | – | 34,814 | – | 0.00% | – |
| RXN | Sell | Rexnord Corp | $146,000 | -74.7% | 4,884 | -75.3% | 0.00% | -50.0% |
| SANM | Sell | Sanmina Corp | $281,000 | -59.8% | 10,398 | -62.8% | 0.00% | -66.7% |
| SAH | Sell | Sonic Automotive Inc | $173,000 | -68.9% | 4,296 | -75.3% | 0.00% | -50.0% |
| SSB | New | South State Corp | $196,000 | – | 4,076 | – | 0.00% | – |
| SPTN | New | SpartanNash Co | $146,000 | – | 8,920 | – | 0.00% | – |
| SXI | Sell | Standex International Corp | $180,000 | -77.2% | 3,053 | -77.7% | 0.00% | -66.7% |
| SUM | Sell | Summit Materials Inc | $172,000 | -74.6% | 10,406 | -75.3% | 0.00% | -66.7% |
| TTMI | Sell | TTM Technologies Inc | $272,000 | -52.4% | 23,798 | -50.6% | 0.00% | -50.0% |
| TGT | Sell | Target Corp | $130,000 | -5.1% | 825 | -27.6% | 0.00% | 0.0% |
| TGNA | New | TEGNA Inc | $146,000 | – | 12,418 | – | 0.00% | – |
| THC | Sell | Tenet Healthcare Corp | $283,000 | -73.3% | 11,552 | -80.2% | 0.00% | -75.0% |
| TEX | Sell | Terex Corp | $206,000 | -76.0% | 10,636 | -76.8% | 0.00% | -66.7% |
| TITN | Sell | Titan Machinery Inc | $148,000 | -42.6% | 11,195 | -52.9% | 0.00% | 0.0% |
| TBI | New | TrueBlue Inc | $160,000 | – | 10,361 | – | 0.00% | – |
| TPC | Sell | Tutor Perini Corp | $253,000 | -54.7% | 22,699 | -50.6% | 0.00% | -50.0% |
| ULH | Sell | Universal Logistics Holdings I | $246,000 | -70.4% | 11,765 | -75.4% | 0.00% | -66.7% |
| VC | Sell | Visteon Corp | $166,000 | -76.7% | 2,393 | -77.0% | 0.00% | -66.7% |
| WDR | New | Waddell & Reed Financial Inc | $322,000 | – | 21,638 | – | 0.00% | – |
| WCC | New | WESCO International Inc | $304,000 | – | 6,908 | – | 0.00% | – |
| WOW | Sell | WideOpenWest Inc | $166,000 | -36.9% | 32,024 | -35.6% | 0.00% | 0.0% |
| WETF | Sell | WisdomTree Investments Inc | $284,000 | -53.4% | 88,717 | -49.6% | 0.00% | -50.0% |
| WWW | Sell | Wolverine World Wide Inc | $194,000 | -73.2% | 7,503 | -75.3% | 0.00% | -66.7% |
| WRLD | Sell | World Acceptance Corp | $306,000 | -25.4% | 2,906 | -53.6% | 0.00% | -50.0% |
| INT | Sell | World Fuel Services Corp | $222,000 | -81.7% | 10,469 | -77.8% | 0.00% | -80.0% |
| NTB | Sell | Bank of NT Butterfield & Son L | $251,000 | -79.3% | 11,270 | -77.3% | 0.00% | -80.0% |
| FDP | New | Fresh Del Monte Produce Inc | $212,000 | – | 9,235 | – | 0.00% | – |
| FRO | New | Frontline Ltd/Bermuda | $285,000 | – | 43,765 | – | 0.00% | – |
| TGH | Sell | Textainer Group Holdings Ltd | $376,000 | -42.5% | 26,536 | -66.8% | 0.00% | -66.7% |
| TRTN | New | Triton International Ltd/Bermu | $223,000 | – | 5,487 | – | 0.00% | – |
| TROX | Sell | Tronox Holdings PLC | $213,000 | -73.1% | 27,066 | -75.3% | 0.00% | -66.7% |
| CSTE | Sell | Caesarstone Ltd | $180,000 | -71.2% | 18,392 | -65.1% | 0.00% | -50.0% |
| CMRE | Sell | Costamare Inc | $292,000 | -50.1% | 48,089 | -54.3% | 0.00% | -50.0% |
| DSSI | Sell | Diamond S Shipping Inc | $239,000 | -59.6% | 34,777 | -53.0% | 0.00% | -50.0% |
| LPG | New | Dorian LPG Ltd | $170,000 | – | 21,234 | – | 0.00% | – |
| HOPE | Sell | Hope Bancorp Inc | $118,000 | -72.4% | 15,544 | -66.5% | 0.00% | -100.0% |
| ODP | Sell | ODP Corp/The | $46,000 | -91.7% | 2,349 | -99.0% | 0.00% | -100.0% |
| TMHC | Exit | Taylor Morrison Home Corp | $0 | – | -1,402 | – | 0.00% | – |
| CAKE | Sell | Cheesecake Factory Inc/The | $62,000 | -82.3% | 2,219 | -85.5% | 0.00% | -100.0% |
| CRS | Sell | Carpenter Technology Corp | $37,000 | -96.0% | 2,027 | -94.7% | 0.00% | -100.0% |
| CADE | Sell | Cadence BanCorp | $54,000 | -90.6% | 6,267 | -90.4% | 0.00% | -100.0% |
| WHD | Sell | Cactus Inc | $125,000 | -77.1% | 6,515 | -75.3% | 0.00% | -100.0% |
| CVI | Sell | CVR Energy Inc | $121,000 | -89.8% | 9,845 | -83.2% | 0.00% | -100.0% |
| BCO | New | Brink's Co/The | $47,000 | – | 1,142 | – | 0.00% | – |
| MNRL | New | Brigham Minerals Inc | $98,000 | – | 11,072 | – | 0.00% | – |
| CATM | Sell | Cardtronics PLC | $107,000 | -79.5% | 5,358 | -75.3% | 0.00% | -100.0% |
| BPFH | Sell | Boston Private Financial Holdi | $105,000 | -45.9% | 19,103 | -32.3% | 0.00% | -100.0% |
| BRY | Sell | Berry Corp | $36,000 | -93.0% | 11,460 | -89.2% | 0.00% | -100.0% |
| CWK | Sell | Cushman & Wakefield PLC | $42,000 | -90.7% | 3,987 | -89.0% | 0.00% | -100.0% |
| B | Sell | Barnes Group Inc | $50,000 | -77.4% | 1,376 | -75.4% | 0.00% | -100.0% |
| BXS | Sell | BancorpSouth Bank | $54,000 | -89.0% | 2,801 | -87.1% | 0.00% | -100.0% |
| AAPL | Buy | Apple Inc | $117,000 | +25.8% | 1,016 | +300.0% | 0.00% | – |
| AMRX | New | Amneal Pharmaceuticals Inc | $84,000 | – | 21,784 | – | 0.00% | – |
| ABCB | Sell | Ameris Bancorp | $89,000 | -75.9% | 3,876 | -75.3% | 0.00% | -100.0% |
| ARA | New | American Renal Associates Hold | $48,000 | – | 7,084 | – | 0.00% | – |
| AEL | Sell | American Equity Investment Lif | $57,000 | -94.1% | 2,609 | -93.4% | 0.00% | -100.0% |
| LILAK | Sell | Liberty Latin America Ltd | $93,000 | -78.7% | 11,406 | -75.3% | 0.00% | -100.0% |
| ASIX | Sell | AdvanSix Inc | $98,000 | -85.2% | 7,639 | -86.5% | 0.00% | -100.0% |
| AEGN | Sell | Aegion Corp | $98,000 | -80.0% | 6,952 | -77.5% | 0.00% | -100.0% |
| FI | Sell | Frank's International NV | $79,000 | -83.0% | 51,419 | -75.4% | 0.00% | -100.0% |
| NXGN | Sell | NextGen Healthcare Inc | $99,000 | -76.1% | 7,789 | -79.4% | 0.00% | -100.0% |
| NWLI | Sell | National Western Life Group In | $43,000 | -77.9% | 234 | -75.6% | 0.00% | -100.0% |
| NC | New | NACCO Industries Inc | $36,000 | – | 1,984 | – | 0.00% | – |
| MLI | Sell | Mueller Industries Inc | $48,000 | -91.2% | 1,788 | -91.3% | 0.00% | -100.0% |
| MOV | Sell | Movado Group Inc | $48,000 | -77.4% | 4,820 | -75.4% | 0.00% | -100.0% |
| RLJ | Sell | RLJ Lodging Trust | $48,000 | -88.7% | 5,484 | -87.8% | 0.00% | -100.0% |
| RDN | Sell | Radian Group Inc | $84,000 | -92.5% | 5,702 | -92.1% | 0.00% | -100.0% |
| RLGT | New | Radiant Logistics Inc | $60,000 | – | 11,640 | – | 0.00% | – |
| MD | New | MEDNAX Inc | $43,000 | – | 2,651 | – | 0.00% | – |
| RNST | New | Renasant Corp | $107,000 | – | 4,730 | – | 0.00% | – |
| LRCX | Sell | Lam Research Corp | $100,000 | -23.7% | 300 | -25.6% | 0.00% | -100.0% |
| RYI | Sell | Ryerson Holding Corp | $52,000 | -72.3% | 9,066 | -72.8% | 0.00% | -100.0% |
| KFY | New | Korn Ferry | $51,000 | – | 1,749 | – | 0.00% | – |
| SBH | Sell | Sally Beauty Holdings Inc | $120,000 | -82.9% | 13,828 | -75.3% | 0.00% | -100.0% |
| KTB | Sell | Kontoor Brands Inc | $67,000 | -85.4% | 2,760 | -89.3% | 0.00% | -100.0% |
| KNL | New | Knoll Inc | $39,000 | – | 3,279 | – | 0.00% | – |
| SENEA | New | Seneca Foods Corp | $83,000 | – | 2,324 | – | 0.00% | – |
| PHG | Exit | Koninklijke Philips NV- ADR | $0 | – | -875 | – | 0.00% | – |
| IIIN | Sell | Insteel Industries Inc | $116,000 | -75.8% | 6,210 | -75.3% | 0.00% | -100.0% |
| SF | Sell | Stifel Financial Corp | $107,000 | -84.4% | 2,105 | -85.5% | 0.00% | -100.0% |
| IDT | New | IDT Corp | $48,000 | – | 7,280 | – | 0.00% | – |
| TALO | Sell | Talos Energy Inc | $59,000 | -82.7% | 9,125 | -75.4% | 0.00% | -100.0% |
| HBNC | Sell | Horizon Bancorp Inc/IN | $93,000 | -76.6% | 9,169 | -75.4% | 0.00% | -100.0% |
| HAFC | New | Hanmi Financial Corp | $119,000 | – | 14,582 | – | 0.00% | – |
| HBB | Sell | Hamilton Beach Brands Holding | $66,000 | -60.0% | 3,426 | -75.3% | 0.00% | -100.0% |
| HNI | Sell | HNI Corp | $53,000 | -96.2% | 1,700 | -96.3% | 0.00% | -100.0% |
| GPX | New | GP Strategies Corp | $14,000 | – | 1,487 | – | 0.00% | – |
| FLR | New | Fluor Corp | $41,000 | – | 4,630 | – | 0.00% | – |
| UVE | New | Universal Insurance Holdings I | $123,000 | – | 8,902 | – | 0.00% | – |
| FMBI | New | First Midwest Bancorp Inc/IL | $41,000 | – | 3,742 | – | 0.00% | – |
| FFBC | Sell | First Financial Bancorp | $84,000 | -78.8% | 7,034 | -75.3% | 0.00% | -100.0% |
| FARM | New | Farmer Bros Co | $46,000 | – | 10,324 | – | 0.00% | – |
| Sell | Falcon Minerals Corp | $55,000 | -88.0% | 22,398 | -84.4% | 0.00% | -100.0% | |
| EPC | New | Edgewell Personal Care Co | $50,000 | – | 1,764 | – | 0.00% | – |
| EGBN | New | Eagle Bancorp Inc | $46,000 | – | 1,728 | – | 0.00% | – |
| WSBC | New | WesBanco Inc | $53,000 | – | 2,471 | – | 0.00% | – |
| DRQ | Sell | Dril-Quip Inc | $39,000 | -91.4% | 1,551 | -89.8% | 0.00% | -100.0% |
| DAKT | New | Daktronics Inc | $52,000 | – | 13,011 | – | 0.00% | – |
| OIS | Exit | Oil States International Inc | $0 | – | -31,027 | – | -0.00% | – |
| OXY | Exit | Occidental Petroleum Corp | $0 | – | -13,810 | – | -0.00% | – |
| ANIP | Exit | ANI Pharmaceuticals Inc | $0 | – | -6,593 | – | -0.00% | – |
| CULP | Exit | Culp Inc | $0 | – | -23,163 | – | -0.00% | – |
| TILE | Exit | Interface Inc | $0 | – | -46,338 | – | -0.00% | – |
| DDS | Exit | Dillard's Inc | $0 | – | -8,830 | – | -0.00% | – |
| HA | Exit | Hawaiian Holdings Inc | $0 | – | -11,191 | – | -0.00% | – |
| DRH | Exit | DiamondRock Hospitality Co | $0 | – | -27,877 | – | -0.00% | – |
| MRC | Exit | MRC Global Inc | $0 | – | -28,398 | – | -0.00% | – |
| ARCH | Exit | Arch Resources Inc | $0 | – | -5,860 | – | -0.00% | – |
| TSE | Exit | Trinseo SA | $0 | – | -9,238 | – | -0.00% | – |
| OTIS | Exit | Otis Worldwide Corp | $0 | – | -11,013 | – | -0.00% | – |
| HI | Exit | Hillenbrand Inc | $0 | – | -23,545 | – | -0.00% | – |
| ALGT | Exit | Allegiant Travel Co | $0 | – | -4,144 | – | -0.00% | – |
| BHLB | Exit | Berkshire Hills Bancorp Inc | $0 | – | -57,768 | – | -0.00% | – |
| GLT | Exit | P H Glatfelter Co | $0 | – | -35,290 | – | -0.00% | – |
| VRS | Exit | Verso Corp | $0 | – | -44,616 | – | -0.00% | – |
| STNG | Exit | Scorpio Tankers Inc | $0 | – | -39,277 | – | -0.00% | – |
| LCI | Exit | Lannett Co Inc | $0 | – | -72,622 | – | -0.00% | – |
| TPH | Exit | TRI Pointe Group Inc | $0 | – | -35,698 | – | -0.00% | – |
| PIPR | Exit | Piper Sandler Cos | $0 | – | -8,551 | – | -0.00% | – |
| OXM | Exit | Oxford Industries Inc | $0 | – | -9,581 | – | -0.00% | – |
| CARR | Exit | Carrier Global Corp | $0 | – | -22,026 | – | -0.00% | – |
| VRTS | Exit | Virtus Investment Partners Inc | $0 | – | -5,376 | – | -0.00% | – |
| VBTX | Exit | Veritex Holdings Inc | $0 | – | -27,830 | – | -0.00% | – |
| SP | Exit | SP Plus Corp | $0 | – | -21,899 | – | -0.00% | – |
| EZPW | Exit | EZCORP Inc | $0 | – | -91,484 | – | -0.00% | – |
| APAM | Exit | Artisan Partners Asset Managem | $0 | – | -22,852 | – | -0.00% | – |
| MTW | Exit | Manitowoc Co Inc/The | $0 | – | -75,328 | – | -0.00% | – |
| CMP | Exit | Compass Minerals International | $0 | – | -17,258 | – | -0.00% | – |
| AZZ | Exit | AZZ Inc | $0 | – | -18,727 | – | -0.00% | – |
| MDRX | Exit | Allscripts Healthcare Solution | $0 | – | -114,930 | – | -0.00% | – |
| MTRX | Exit | Matrix Service Co | $0 | – | -68,007 | – | -0.00% | – |
| KRO | Exit | Kronos Worldwide Inc | $0 | – | -64,961 | – | -0.00% | – |
| GEF | Exit | Greif Inc | $0 | – | -23,822 | – | -0.00% | – |
| NESR | Exit | National Energy Services Reuni | $0 | – | -123,349 | – | -0.00% | – |
| BCC | Exit | Boise Cascade Co | $0 | – | -21,740 | – | -0.00% | – |
| WNC | Exit | Wabash National Corp | $0 | – | -63,749 | – | -0.00% | – |
| GTLS | Exit | Chart Industries Inc | $0 | – | -18,872 | – | -0.00% | – |
| MEI | Exit | Methode Electronics Inc | $0 | – | -29,016 | – | -0.00% | – |
| RCII | Exit | Rent-A-Center Inc/TX | $0 | – | -32,829 | – | -0.00% | – |
| SCSC | Exit | ScanSource Inc | $0 | – | -48,754 | – | -0.01% | – |
| SCS | Exit | Steelcase Inc | $0 | – | -104,769 | – | -0.01% | – |
| DOW | Exit | Dow Inc | $0 | – | -40,119 | – | -0.01% | – |
| MINI | Exit | Mobile Mini Inc | $0 | – | -1,791,601 | – | -0.21% | – |
| BP | Exit | BP PLC- ADR | $0 | – | -2,772,760 | – | -0.25% | – |
Q2 2020
| Value | Shares | ↓ Weighting | ||||||
|---|---|---|---|---|---|---|---|---|
| LOW | New | Lowe's Cos Inc | $657,708,000 | – | 4,867,584 | – | 2.58% | – |
| CVS | New | CVS Health Corp | $627,440,000 | – | 9,657,391 | – | 2.46% | – |
| PSX | New | Phillips 66 | $606,729,000 | – | 8,438,514 | – | 2.38% | – |
| CB | New | Chubb Ltd | $603,503,000 | – | 4,766,254 | – | 2.36% | – |
| MDT | New | Medtronic PLC | $597,379,000 | – | 6,514,495 | – | 2.34% | – |
| AAP | New | Advance Auto Parts Inc | $591,562,000 | – | 4,152,766 | – | 2.32% | – |
| USB | New | US Bancorp | $574,722,000 | – | 15,608,965 | – | 2.25% | – |
| CTVA | New | Corteva Inc | $569,596,000 | – | 21,261,535 | – | 2.23% | – |
| CMCSA | New | Comcast Corp | $561,978,000 | – | 14,417,101 | – | 2.20% | – |
| SWK | New | Stanley Black & Decker Inc | $561,040,000 | – | 4,025,252 | – | 2.20% | – |
| NYCB | New | New York Community Bancorp Inc | $542,901,000 | – | 53,225,498 | – | 2.13% | – |
| AIG | New | American International Group I | $539,288,000 | – | 17,295,970 | – | 2.11% | – |
| EXC | New | Exelon Corp | $535,812,000 | – | 14,764,742 | – | 2.10% | – |
| AVGO | New | Broadcom Inc | $533,073,000 | – | 1,689,024 | – | 2.09% | – |
| CCEP | New | Coca-Cola European Partners PL | $507,376,000 | – | 13,436,882 | – | 1.99% | – |
| UNH | New | UnitedHealth Group Inc | $492,591,000 | – | 1,670,085 | – | 1.93% | – |
| JPM | New | JPMorgan Chase & Co | $477,047,000 | – | 5,071,739 | – | 1.87% | – |
| NTRS | New | Northern Trust Corp | $461,289,000 | – | 5,814,080 | – | 1.81% | – |
| MGP | New | MGM Growth Properties LLC | $437,160,000 | – | 16,066,153 | – | 1.71% | – |
| WAB | New | Westinghouse Air Brake Technol | $423,937,000 | – | 7,363,861 | – | 1.66% | – |
| ANTM | New | Anthem Inc | $423,178,000 | – | 1,609,163 | – | 1.66% | – |
| DE | New | Deere & Co | $416,636,000 | – | 2,651,201 | – | 1.63% | – |
| ORCL | New | Oracle Corp | $412,597,000 | – | 7,465,125 | – | 1.62% | – |
| CTSH | New | Cognizant Technology Solutions | $404,288,000 | – | 7,115,242 | – | 1.58% | – |
| WFC | New | Wells Fargo & Co | $404,299,000 | – | 15,792,911 | – | 1.58% | – |
| ARMK | New | Aramark | $400,712,000 | – | 17,754,201 | – | 1.57% | – |
| LEN | New | Lennar Corp | $393,295,000 | – | 6,382,594 | – | 1.54% | – |
| RTX | New | Raytheon Technologies Corp | $376,140,000 | – | 6,104,195 | – | 1.47% | – |
| JBHT | New | JB Hunt Transport Services Inc | $376,089,000 | – | 3,125,220 | – | 1.47% | – |
| HES | New | Hess Corp | $366,533,000 | – | 7,074,559 | – | 1.44% | – |
| APD | New | Air Products and Chemicals Inc | $360,802,000 | – | 1,494,250 | – | 1.41% | – |
| DD | New | DuPont de Nemours Inc | $357,381,000 | – | 6,726,550 | – | 1.40% | – |
| GS | New | Goldman Sachs Group Inc/The | $344,977,000 | – | 1,745,661 | – | 1.35% | – |
| TXN | New | Texas Instruments Inc | $340,949,000 | – | 2,685,267 | – | 1.34% | – |
| AXP | New | American Express Co | $333,737,000 | – | 3,505,633 | – | 1.31% | – |
| GD | New | General Dynamics Corp | $325,565,000 | – | 2,178,275 | – | 1.28% | – |
| QCOM | New | QUALCOMM Inc | $307,651,000 | – | 3,372,994 | – | 1.20% | – |
| CVX | New | Chevron Corp | $289,088,000 | – | 3,239,809 | – | 1.13% | – |
| WLTW | New | Willis Towers Watson PLC | $276,531,000 | – | 1,404,071 | – | 1.08% | – |
| BRKB | New | Berkshire Hathaway Inc | $251,002,000 | – | 1,406,090 | – | 0.98% | – |
| VLO | New | Valero Energy Corp | $246,415,000 | – | 4,189,299 | – | 0.96% | – |
| ACM | New | AECOM | $235,603,000 | – | 6,269,372 | – | 0.92% | – |
| J | New | Jacobs Engineering Group Inc | $222,968,000 | – | 2,629,342 | – | 0.87% | – |
| DG | New | Dollar General Corp | $222,374,000 | – | 1,167,260 | – | 0.87% | – |
| ETR | New | Entergy Corp | $220,399,000 | – | 2,349,419 | – | 0.86% | – |
| JNJ | New | Johnson & Johnson | $213,233,000 | – | 1,516,271 | – | 0.84% | – |
| C | New | Citigroup Inc | $204,263,000 | – | 3,997,330 | – | 0.80% | – |
| EIX | New | Edison International | $200,281,000 | – | 3,687,737 | – | 0.78% | – |
| PEAK | New | Healthpeak Properties Inc | $182,705,000 | – | 6,629,354 | – | 0.72% | – |
| LIN | New | Linde PLC | $164,641,000 | – | 776,205 | – | 0.64% | – |
| WHR | New | Whirlpool Corp | $160,641,000 | – | 1,240,184 | – | 0.63% | – |
| PWR | New | Quanta Services Inc | $154,021,000 | – | 3,926,089 | – | 0.60% | – |
| JEF | New | Jefferies Financial Group Inc | $151,094,000 | – | 9,716,689 | – | 0.59% | – |
| AON | New | Aon PLC | $143,619,000 | – | 745,685 | – | 0.56% | – |
| VZ | New | Verizon Communications Inc | $132,053,000 | – | 2,395,293 | – | 0.52% | – |
| EMR | New | Emerson Electric Co | $129,737,000 | – | 2,091,519 | – | 0.51% | – |
| CI | New | Cigna Corp | $125,503,000 | – | 668,816 | – | 0.49% | – |
| MRVL | New | Marvell Technology Group Ltd | $125,392,000 | – | 3,576,502 | – | 0.49% | – |
| SEAS | New | SeaWorld Entertainment Inc | $122,048,000 | – | 8,240,947 | – | 0.48% | – |
| D | New | Dominion Energy Inc | $108,910,000 | – | 1,341,592 | – | 0.43% | – |
| MCHP | New | Microchip Technology Inc | $105,757,000 | – | 1,004,247 | – | 0.41% | – |
| BK | New | Bank of New York Mellon Corp/T | $105,083,000 | – | 2,718,817 | – | 0.41% | – |
| OC | New | Owens Corning | $98,665,000 | – | 1,769,463 | – | 0.39% | – |
| AAN | New | Aaron's Inc | $93,839,000 | – | 2,066,957 | – | 0.37% | – |
| ESI | New | Element Solutions Inc | $89,834,000 | – | 8,279,692 | – | 0.35% | – |
| HOLX | New | Hologic Inc | $88,220,000 | – | 1,547,728 | – | 0.34% | – |
| ACC | New | American Campus Communities In | $83,074,000 | – | 2,376,282 | – | 0.32% | – |
| MGM | New | MGM Resorts International | $82,780,000 | – | 4,927,393 | – | 0.32% | – |
| SLM | New | SLM Corp | $80,893,000 | – | 11,506,847 | – | 0.32% | – |
| BWXT | New | BWX Technologies Inc | $80,839,000 | – | 1,427,235 | – | 0.32% | – |
| DAR | New | Darling Ingredients Inc | $77,017,000 | – | 3,128,210 | – | 0.30% | – |
| CNP | New | CenterPoint Energy Inc | $74,323,000 | – | 3,980,902 | – | 0.29% | – |
| PRAA | New | PRA Group Inc | $73,444,000 | – | 1,899,739 | – | 0.29% | – |
| VAC | New | Marriott Vacations Worldwide C | $72,459,000 | – | 881,395 | – | 0.28% | – |
| T | New | AT&T Inc | $72,325,000 | – | 2,392,482 | – | 0.28% | – |
| IIVI | New | II-VI Inc | $70,703,000 | – | 1,497,323 | – | 0.28% | – |
| TAP | New | Molson Coors Beverage Co | $70,134,000 | – | 2,041,171 | – | 0.28% | – |
| ADNT | New | Adient PLC | $69,646,000 | – | 4,241,518 | – | 0.27% | – |
| BRKS | New | Brooks Automation Inc | $67,989,000 | – | 1,536,826 | – | 0.27% | – |
| NVST | New | Envista Holdings Corp | $66,853,000 | – | 3,169,937 | – | 0.26% | – |
| NLSN | New | Nielsen Holdings PLC | $65,544,000 | – | 4,410,795 | – | 0.26% | – |
| UHAL | New | AMERCO | $64,953,000 | – | 214,941 | – | 0.25% | – |
| MTG | New | MGIC Investment Corp | $64,695,000 | – | 7,899,239 | – | 0.25% | – |
| BP | New | BP PLC- ADR | $64,661,000 | – | 2,772,760 | – | 0.25% | – |
| GEO | New | GEO Group Inc/The | $63,813,000 | – | 5,394,218 | – | 0.25% | – |
| PB | New | Prosperity Bancshares Inc | $62,893,000 | – | 1,059,168 | – | 0.25% | – |
| FNF | New | Fidelity National Financial In | $62,527,000 | – | 2,039,363 | – | 0.24% | – |
| CFX | New | Colfax Corp | $60,970,000 | – | 2,185,283 | – | 0.24% | – |
| CIEN | New | Ciena Corp | $61,106,000 | – | 1,128,250 | – | 0.24% | – |
| AXL | New | American Axle & Manufacturing | $60,719,000 | – | 7,989,463 | – | 0.24% | – |
| MSFT | New | Microsoft Corp | $57,176,000 | – | 280,949 | – | 0.22% | – |
| HUM | New | Humana Inc | $55,034,000 | – | 141,932 | – | 0.22% | – |
| KMT | New | Kennametal Inc | $54,883,000 | – | 1,911,629 | – | 0.22% | – |
| ROG | New | Rogers Corp | $53,249,000 | – | 427,360 | – | 0.21% | – |
| NAVI | New | Navient Corp | $53,089,000 | – | 7,551,845 | – | 0.21% | – |
| MINI | New | Mobile Mini Inc | $52,852,000 | – | 1,791,601 | – | 0.21% | – |
| GBX | New | Greenbrier Cos Inc/The | $51,731,000 | – | 2,273,897 | – | 0.20% | – |
| ATI | New | Allegheny Technologies Inc | $50,707,000 | – | 4,976,120 | – | 0.20% | – |
| FARO | New | FARO Technologies Inc | $50,332,000 | – | 939,042 | – | 0.20% | – |
| AIZ | New | Assurant Inc | $50,102,000 | – | 485,062 | – | 0.20% | – |
| DIOD | New | Diodes Inc | $49,473,000 | – | 975,808 | – | 0.19% | – |
| APOG | New | Apogee Enterprises Inc | $49,212,000 | – | 2,135,954 | – | 0.19% | – |
| UMPQ | New | Umpqua Holdings Corp | $49,399,000 | – | 4,642,698 | – | 0.19% | – |
| ATSG | New | Air Transport Services Group I | $48,053,000 | – | 2,157,781 | – | 0.19% | – |
| COHU | New | Cohu Inc | $47,070,000 | – | 2,714,556 | – | 0.18% | – |
| EHC | New | Encompass Health Corp | $46,634,000 | – | 753,026 | – | 0.18% | – |
| EC | New | Ecopetrol SA- ADR | $46,827,000 | – | 4,207,230 | – | 0.18% | – |
| TCBI | New | Texas Capital Bancshares Inc | $45,426,000 | – | 1,471,529 | – | 0.18% | – |
| LVS | New | Las Vegas Sands Corp | $44,922,000 | – | 986,422 | – | 0.18% | – |
| FSS | New | Federal Signal Corp | $44,604,000 | – | 1,500,310 | – | 0.18% | – |
| MAR | New | Marriott International Inc/MD | $44,812,000 | – | 522,711 | – | 0.18% | – |
| EPAC | New | Enerpac Tool Group Corp | $43,873,000 | – | 2,492,771 | – | 0.17% | – |
| BAP | New | Credicorp Ltd | $42,482,000 | – | 317,807 | – | 0.17% | – |
| ROCK | New | Gibraltar Industries Inc | $41,169,000 | – | 857,518 | – | 0.16% | – |
| ENB | New | Enbridge Inc | $40,405,000 | – | 1,333,123 | – | 0.16% | – |
| OFG | New | OFG Bancorp | $39,068,000 | – | 2,922,058 | – | 0.15% | – |
| WIRE | New | Encore Wire Corp | $38,575,000 | – | 790,147 | – | 0.15% | – |
| PLAB | New | Photronics Inc | $38,208,000 | – | 3,432,866 | – | 0.15% | – |
| MTRN | New | Materion Corp | $36,809,000 | – | 598,617 | – | 0.14% | – |
| PRIM | New | Primoris Services Corp | $35,282,000 | – | 1,986,621 | – | 0.14% | – |
| STKL | New | SunOpta Inc | $28,078,000 | – | 5,974,083 | – | 0.11% | – |
| CIB | New | Bancolombia SA- ADR | $18,193,000 | – | 691,484 | – | 0.07% | – |
| AXS | New | Axis Capital Holdings Ltd | $17,858,000 | – | 440,277 | – | 0.07% | – |
| THRM | New | Gentherm Inc | $17,155,000 | – | 441,006 | – | 0.07% | – |
| VLY | New | Valley National Bancorp | $16,368,000 | – | 2,093,021 | – | 0.06% | – |
| VICI | New | VICI Properties Inc | $14,964,000 | – | 741,190 | – | 0.06% | – |
| XEL | New | Xcel Energy Inc | $14,465,000 | – | 231,435 | – | 0.06% | – |
| WH | New | Wyndham Hotels & Resorts Inc | $13,549,000 | – | 317,926 | – | 0.05% | – |
| AXTA | New | Axalta Coating Systems Ltd | $12,292,000 | – | 545,078 | – | 0.05% | – |
| IVC | New | Invacare Corp | $11,738,000 | – | 1,842,762 | – | 0.05% | – |
| DFS | New | Discover Financial Services | $9,161,000 | – | 182,894 | – | 0.04% | – |
| HFC | New | HollyFrontier Corp | $7,738,000 | – | 265,000 | – | 0.03% | – |
| BAC | New | Bank of America Corp | $6,372,000 | – | 268,285 | – | 0.02% | – |
| LIVN | New | LivaNova PLC | $5,637,000 | – | 117,120 | – | 0.02% | – |
| JCI | New | Johnson Controls International | $5,279,000 | – | 154,623 | – | 0.02% | – |
| SNY | New | Sanofi- ADR | $5,070,000 | – | 99,322 | – | 0.02% | – |
| MRK | New | Merck & Co Inc | $5,063,000 | – | 65,474 | – | 0.02% | – |
| HON | New | Honeywell International Inc | $5,089,000 | – | 35,199 | – | 0.02% | – |
| BMY | New | Bristol-Myers Squibb Co | $4,874,000 | – | 82,881 | – | 0.02% | – |
| COP | New | ConocoPhillips | $4,932,000 | – | 117,375 | – | 0.02% | – |
| PM | New | Philip Morris International In | $4,589,000 | – | 65,504 | – | 0.02% | – |
| BIDU | New | Baidu Inc- ADR | $4,488,000 | – | 37,435 | – | 0.02% | – |
| PKE | New | Park Aerospace Corp | $4,292,000 | – | 385,314 | – | 0.02% | – |
| MO | New | Altria Group Inc | $3,704,000 | – | 94,376 | – | 0.02% | – |
| ARCO | New | Arcos Dorados Holdings Inc | $3,064,000 | – | 731,196 | – | 0.01% | – |
| GSM | New | Ferroglobe PLC | $2,759,000 | – | 5,563,329 | – | 0.01% | – |
| GE | New | General Electric Co | $1,719,000 | – | 251,649 | – | 0.01% | – |
| TRV | New | Travelers Cos Inc/The | $1,778,000 | – | 15,591 | – | 0.01% | – |
| GOOG | New | Alphabet Inc | $1,829,000 | – | 1,294 | – | 0.01% | – |
| DOW | New | Dow Inc | $1,635,000 | – | 40,119 | – | 0.01% | – |
| ARCB | New | ArcBest Corp | $1,382,000 | – | 52,135 | – | 0.01% | – |
| SCSC | New | ScanSource Inc | $1,174,000 | – | 48,754 | – | 0.01% | – |
| HNI | New | HNI Corp | $1,391,000 | – | 45,520 | – | 0.01% | – |
| SCS | New | Steelcase Inc | $1,264,000 | – | 104,769 | – | 0.01% | – |
| GVA | New | Granite Construction Inc | $1,256,000 | – | 65,592 | – | 0.01% | – |
| NGVT | New | Ingevity Corp | $1,277,000 | – | 24,296 | – | 0.01% | – |
| ABG | New | Asbury Automotive Group Inc | $1,295,000 | – | 16,754 | – | 0.01% | – |
| CVI | New | CVR Energy Inc | $1,181,000 | – | 58,723 | – | 0.01% | – |
| NTB | New | Bank of NT Butterfield & Son L | $1,213,000 | – | 49,720 | – | 0.01% | – |
| INT | New | World Fuel Services Corp | $1,214,000 | – | 47,102 | – | 0.01% | – |
| MTX | New | Minerals Technologies Inc | $1,184,000 | – | 25,225 | – | 0.01% | – |
| MLHR | New | Herman Miller Inc | $1,167,000 | – | 49,440 | – | 0.01% | – |
| MTOR | New | Meritor Inc | $1,203,000 | – | 60,765 | – | 0.01% | – |
| CMC | New | Commercial Metals Co | $1,394,000 | – | 68,295 | – | 0.01% | – |
| ENS | New | EnerSys | $1,179,000 | – | 18,314 | – | 0.01% | – |
| MEI | New | Methode Electronics Inc | $907,000 | – | 29,016 | – | 0.00% | – |
| CTB | New | Cooper Tire & Rubber Co | $932,000 | – | 33,774 | – | 0.00% | – |
| RDN | New | Radian Group Inc | $1,124,000 | – | 72,477 | – | 0.00% | – |
| GMS | New | GMS Inc | $1,076,000 | – | 43,734 | – | 0.00% | – |
| AEL | New | American Equity Investment Lif | $970,000 | – | 39,263 | – | 0.00% | – |
| GTLS | New | Chart Industries Inc | $915,000 | – | 18,872 | – | 0.00% | – |
| RCII | New | Rent-A-Center Inc/TX | $913,000 | – | 32,829 | – | 0.00% | – |
| THC | New | Tenet Healthcare Corp | $1,059,000 | – | 58,452 | – | 0.00% | – |
| CRS | New | Carpenter Technology Corp | $928,000 | – | 38,223 | – | 0.00% | – |
| DLX | New | Deluxe Corp | $1,062,000 | – | 45,137 | – | 0.00% | – |
| CNO | New | CNO Financial Group Inc | $939,000 | – | 60,250 | – | 0.00% | – |
| SBH | New | Sally Beauty Holdings Inc | $702,000 | – | 56,056 | – | 0.00% | – |
| AZZ | New | AZZ Inc | $643,000 | – | 18,727 | – | 0.00% | – |
| ASIX | New | AdvanSix Inc | $663,000 | – | 56,512 | – | 0.00% | – |
| MDRX | New | Allscripts Healthcare Solution | $778,000 | – | 114,930 | – | 0.00% | – |
| AIMC | New | Altra Industrial Motion Corp | $891,000 | – | 27,975 | – | 0.00% | – |
| AMKR | New | Amkor Technology Inc | $734,000 | – | 59,587 | – | 0.00% | – |
| APAM | New | Artisan Partners Asset Managem | $743,000 | – | 22,852 | – | 0.00% | – |
| BDC | New | Belden Inc | $834,000 | – | 25,649 | – | 0.00% | – |
| BIG | New | Big Lots Inc | $862,000 | – | 20,519 | – | 0.00% | – |
| BCC | New | Boise Cascade Co | $818,000 | – | 21,740 | – | 0.00% | – |
| CMP | New | Compass Minerals International | $841,000 | – | 17,258 | – | 0.00% | – |
| COWN | New | Cowen Inc | $697,000 | – | 43,031 | – | 0.00% | – |
| DAN | New | Dana Inc | $642,000 | – | 52,668 | – | 0.00% | – |
| DY | New | Dycom Industries Inc | $839,000 | – | 20,505 | – | 0.00% | – |
| ECPG | New | Encore Capital Group Inc | $849,000 | – | 24,865 | – | 0.00% | – |
| FOE | New | Ferro Corp | $659,000 | – | 55,206 | – | 0.00% | – |
| FUL | New | HB Fuller Co | $737,000 | – | 16,536 | – | 0.00% | – |
| GEF | New | Greif Inc | $820,000 | – | 23,822 | – | 0.00% | – |
| GPI | New | Group 1 Automotive Inc | $820,000 | – | 12,431 | – | 0.00% | – |
| HY | New | Hyster-Yale Materials Handling | $690,000 | – | 17,839 | – | 0.00% | – |
| KELYA | New | Kelly Services Inc | $663,000 | – | 41,971 | – | 0.00% | – |
| KRO | New | Kronos Worldwide Inc | $676,000 | – | 64,961 | – | 0.00% | – |
| MTW | New | Manitowoc Co Inc/The | $820,000 | – | 75,328 | – | 0.00% | – |
| MTRX | New | Matrix Service Co | $661,000 | – | 68,007 | – | 0.00% | – |
| SANM | New | Sanmina Corp | $699,000 | – | 27,920 | – | 0.00% | – |
| SXI | New | Standex International Corp | $789,000 | – | 13,706 | – | 0.00% | – |
| SF | New | Stifel Financial Corp | $687,000 | – | 14,492 | – | 0.00% | – |
| SUM | New | Summit Materials Inc | $678,000 | – | 42,191 | – | 0.00% | – |
| TEX | New | Terex Corp | $859,000 | – | 45,791 | – | 0.00% | – |
| ULH | New | Universal Logistics Holdings I | $830,000 | – | 47,729 | – | 0.00% | – |
| VC | New | Visteon Corp | $712,000 | – | 10,397 | – | 0.00% | – |
| WNC | New | Wabash National Corp | $677,000 | – | 63,749 | – | 0.00% | – |
| WWW | New | Wolverine World Wide Inc | $725,000 | – | 30,425 | – | 0.00% | – |
| NESR | New | National Energy Services Reuni | $849,000 | – | 123,349 | – | 0.00% | – |
| TGH | New | Textainer Group Holdings Ltd | $654,000 | – | 80,046 | – | 0.00% | – |
| TROX | New | Tronox Holdings PLC | $793,000 | – | 109,776 | – | 0.00% | – |
| HI | New | Hillenbrand Inc | $638,000 | – | 23,545 | – | 0.00% | – |
| ODP | New | ODP Corp/The | $551,000 | – | 234,421 | – | 0.00% | – |
| EZPW | New | EZCORP Inc | $576,000 | – | 91,484 | – | 0.00% | – |
| TPC | New | Tutor Perini Corp | $559,000 | – | 45,965 | – | 0.00% | – |
| NPO | New | EnPro Industries Inc | $514,000 | – | 10,422 | – | 0.00% | – |
| DRQ | New | Dril-Quip Inc | $452,000 | – | 15,172 | – | 0.00% | – |
| CXW | New | CoreCivic Inc | $617,000 | – | 65,953 | – | 0.00% | – |
| CNOB | New | ConnectOne Bancorp Inc | $603,000 | – | 37,396 | – | 0.00% | – |
| VBTX | New | Veritex Holdings Inc | $493,000 | – | 27,830 | – | 0.00% | – |
| VRS | New | Verso Corp | $533,000 | – | 44,616 | – | 0.00% | – |
| VRTS | New | Virtus Investment Partners Inc | $625,000 | – | 5,376 | – | 0.00% | – |
| CSTE | New | Caesarstone Ltd | $624,000 | – | 52,644 | – | 0.00% | – |
| CARR | New | Carrier Global Corp | $489,000 | – | 22,026 | – | 0.00% | – |
| CADE | New | Cadence BanCorp | $576,000 | – | 65,077 | – | 0.00% | – |
| WETF | New | WisdomTree Investments Inc | $610,000 | – | 175,904 | – | 0.00% | – |
| FI | New | Frank's International NV | $465,000 | – | 208,720 | – | 0.00% | – |
| WRLD | New | World Acceptance Corp | $410,000 | – | 6,264 | – | 0.00% | – |
| WHD | New | Cactus Inc | $545,000 | – | 26,410 | – | 0.00% | – |
| CAI | New | CAI International Inc | $396,000 | – | 23,801 | – | 0.00% | – |
| BCEI | New | Bonanza Creek Energy Inc | $445,000 | – | 30,052 | – | 0.00% | – |
| BRY | New | Berry Corp | $511,000 | – | 105,768 | – | 0.00% | – |
| BHLB | New | Berkshire Hills Bancorp Inc | $636,000 | – | 57,768 | – | 0.00% | – |
| BECN | New | Beacon Roofing Supply Inc | $471,000 | – | 17,857 | – | 0.00% | – |
| CATM | New | Cardtronics PLC | $521,000 | – | 21,723 | – | 0.00% | – |
| BXS | New | BancorpSouth Bank | $493,000 | – | 21,662 | – | 0.00% | – |
| AX | New | Axos Financial Inc | $633,000 | – | 28,655 | – | 0.00% | – |
| CWK | New | Cushman & Wakefield PLC | $452,000 | – | 36,219 | – | 0.00% | – |
| ATKR | New | Atkore International Group Inc | $631,000 | – | 23,056 | – | 0.00% | – |
| ALGT | New | Allegiant Travel Co | $453,000 | – | 4,144 | – | 0.00% | – |
| CMRE | New | Costamare Inc | $585,000 | – | 105,209 | – | 0.00% | – |
| MLI | New | Mueller Industries Inc | $544,000 | – | 20,447 | – | 0.00% | – |
| NXGN | New | NextGen Healthcare Inc | $415,000 | – | 37,827 | – | 0.00% | – |
| MPAA | New | Motorcar Parts of America Inc | $581,000 | – | 32,861 | – | 0.00% | – |
| MOGA | New | Moog Inc | $583,000 | – | 10,996 | – | 0.00% | – |
| OTIS | New | Otis Worldwide Corp | $626,000 | – | 11,013 | – | 0.00% | – |
| MDP | New | Meredith Corp | $566,000 | – | 38,898 | – | 0.00% | – |
| OXM | New | Oxford Industries Inc | $421,000 | – | 9,581 | – | 0.00% | – |
| PDCE | New | PDC Energy Inc | $541,000 | – | 43,460 | – | 0.00% | – |
| LBRT | New | Liberty Oilfield Services Inc | $400,000 | – | 73,017 | – | 0.00% | – |
| LCI | New | Lannett Co Inc | $528,000 | – | 72,622 | – | 0.00% | – |
| PIPR | New | Piper Sandler Cos | $506,000 | – | 8,551 | – | 0.00% | – |
| KTB | New | Kontoor Brands Inc | $459,000 | – | 25,754 | – | 0.00% | – |
| KE | New | Kimball Electronics Inc | $477,000 | – | 35,197 | – | 0.00% | – |
| KBH | New | KB Home | $541,000 | – | 17,662 | – | 0.00% | – |
| RLJ | New | RLJ Lodging Trust | $424,000 | – | 44,912 | – | 0.00% | – |
| IIIN | New | Insteel Industries Inc | $480,000 | – | 25,185 | – | 0.00% | – |
| RXN | New | Rexnord Corp | $578,000 | – | 19,802 | – | 0.00% | – |
| HBNC | New | Horizon Bancorp Inc/IN | $397,000 | – | 37,208 | – | 0.00% | – |
| HOPE | New | Hope Bancorp Inc | $428,000 | – | 46,422 | – | 0.00% | – |
| SP | New | SP Plus Corp | $453,000 | – | 21,899 | – | 0.00% | – |
| ACCO | New | ACCO Brands Corp | $615,000 | – | 86,559 | – | 0.00% | – |
| MATW | New | Matthews International Corp | $478,000 | – | 24,988 | – | 0.00% | – |
| HSC | New | Harsco Corp | $492,000 | – | 36,451 | – | 0.00% | – |
| SAH | New | Sonic Automotive Inc | $556,000 | – | 17,423 | – | 0.00% | – |
| DSSI | New | Diamond S Shipping Inc | $591,000 | – | 73,969 | – | 0.00% | – |
| GTN | New | Gray Television Inc | $580,000 | – | 41,596 | – | 0.00% | – |
| LILAK | New | Liberty Latin America Ltd | $436,000 | – | 46,232 | – | 0.00% | – |
| STNG | New | Scorpio Tankers Inc | $503,000 | – | 39,277 | – | 0.00% | – |
| GLT | New | P H Glatfelter Co | $566,000 | – | 35,290 | – | 0.00% | – |
| TPH | New | TRI Pointe Group Inc | $524,000 | – | 35,698 | – | 0.00% | – |
| TTMI | New | TTM Technologies Inc | $572,000 | – | 48,178 | – | 0.00% | – |
| AEGN | New | Aegion Corp | $490,000 | – | 30,862 | – | 0.00% | – |
| FFBC | New | First Financial Bancorp | $396,000 | – | 28,522 | – | 0.00% | – |
| New | Falcon Minerals Corp | $460,000 | – | 143,633 | – | 0.00% | – | |
| TGT | New | Target Corp | $137,000 | – | 1,139 | – | 0.00% | – |
| BWA | New | BorgWarner Inc | $154,000 | – | 4,372 | – | 0.00% | – |
| CAKE | New | Cheesecake Factory Inc/The | $351,000 | – | 15,301 | – | 0.00% | – |
| OIS | New | Oil States International Inc | $147,000 | – | 31,027 | – | 0.00% | – |
| TSE | New | Trinseo SA | $205,000 | – | 9,238 | – | 0.00% | – |
| ADM | New | Archer-Daniels-Midland Co | $134,000 | – | 3,354 | – | 0.00% | – |
| TALO | New | Talos Energy Inc | $341,000 | – | 37,052 | – | 0.00% | – |
| MRC | New | MRC Global Inc | $168,000 | – | 28,398 | – | 0.00% | – |
| FSLR | New | First Solar Inc | $160,000 | – | 3,228 | – | 0.00% | – |
| LRCX | New | Lam Research Corp | $131,000 | – | 403 | – | 0.00% | – |
| ARCH | New | Arch Resources Inc | $166,000 | – | 5,860 | – | 0.00% | – |
| WRK | New | Westrock Co | $141,000 | – | 4,991 | – | 0.00% | – |
| DGX | New | Quest Diagnostics Inc | $167,000 | – | 1,461 | – | 0.00% | – |
| REVG | New | REV Group Inc | $314,000 | – | 51,352 | – | 0.00% | – |
| TITN | New | Titan Machinery Inc | $258,000 | – | 23,746 | – | 0.00% | – |
| TILE | New | Interface Inc | $377,000 | – | 46,338 | – | 0.00% | – |
| WOW | New | WideOpenWest Inc | $263,000 | – | 49,751 | – | 0.00% | – |
| B | New | Barnes Group Inc | $221,000 | – | 5,593 | – | 0.00% | – |
| ABCB | New | Ameris Bancorp | $370,000 | – | 15,718 | – | 0.00% | – |
| RYI | New | Ryerson Holding Corp | $188,000 | – | 33,361 | – | 0.00% | – |
| OXY | New | Occidental Petroleum Corp | $253,000 | – | 13,810 | – | 0.00% | – |
| DDS | New | Dillard's Inc | $228,000 | – | 8,830 | – | 0.00% | – |
| DRH | New | DiamondRock Hospitality Co | $154,000 | – | 27,877 | – | 0.00% | – |
| ANIP | New | ANI Pharmaceuticals Inc | $213,000 | – | 6,593 | – | 0.00% | – |
| HA | New | Hawaiian Holdings Inc | $157,000 | – | 11,191 | – | 0.00% | – |
| CULP | New | Culp Inc | $199,000 | – | 23,163 | – | 0.00% | – |
| MOV | New | Movado Group Inc | $212,000 | – | 19,573 | – | 0.00% | – |
| NWLI | New | National Western Life Group In | $195,000 | – | 958 | – | 0.00% | – |
| HBB | New | Hamilton Beach Brands Holding | $165,000 | – | 13,896 | – | 0.00% | – |
| BPFH | New | Boston Private Financial Holdi | $194,000 | – | 28,223 | – | 0.00% | – |
| TMHC | New | Taylor Morrison Home Corp | $27,000 | – | 1,402 | – | 0.00% | – |
| AAPL | New | Apple Inc | $93,000 | – | 254 | – | 0.00% | – |
| IBM | New | International Business Machine | $81,000 | – | 670 | – | 0.00% | – |
| RL | New | Ralph Lauren Corp | $80,000 | – | 1,103 | – | 0.00% | – |
| CAH | New | Cardinal Health Inc | $1,000 | – | 10 | – | 0.00% | – |
| PHG | New | Koninklijke Philips NV- ADR | $41,000 | – | 875 | – | 0.00% | – |
| ALK | New | Alaska Air Group Inc | $113,000 | – | 3,130 | – | 0.00% | – |
Q4 2019
| Value | Shares | ↓ Weighting | ||||||
|---|---|---|---|---|---|---|---|---|
| INTC | Exit | Intel Corp | $0 | – | -3,254 | – | 0.00% | – |
| WRK | Exit | Westrock Co | $0 | – | -3,786 | – | 0.00% | – |
| LCUT | Exit | Lifetime Brands Inc | $0 | – | -26,397 | – | 0.00% | – |
| LRCX | Exit | Lam Research Corp | $0 | – | -848 | – | 0.00% | – |
| ENB | Exit | Enbridge Inc | $0 | – | -2,145 | – | 0.00% | – |
| DGX | Exit | Quest Diagnostics Inc | $0 | – | -1,794 | – | 0.00% | – |
| PNC | Exit | PNC Financial Services Group I | $0 | – | -1,516 | – | 0.00% | – |
| AYI | Exit | Acuity Brands Inc | $0 | – | -958 | – | 0.00% | – |
| PHG | Exit | Koninklijke Philips NV- ADR | $0 | – | -4,088 | – | 0.00% | – |
| TAP | Exit | Molson Coors Brewing Co | $0 | – | -2,914 | – | 0.00% | – |
| ADM | Exit | Archer-Daniels-Midland Co | $0 | – | -2,427 | – | 0.00% | – |
| ALK | Exit | Alaska Air Group Inc | $0 | – | -2,594 | – | 0.00% | – |
| BBY | Exit | Best Buy Co Inc | $0 | – | -1,173 | – | 0.00% | – |
| JLL | Exit | Jones Lang LaSalle Inc | $0 | – | -654 | – | 0.00% | – |
| AAPL | Exit | Apple Inc | $0 | – | -860 | – | 0.00% | – |
| GOOG | Exit | Alphabet Inc | $0 | – | -103 | – | 0.00% | – |
| CAH | Exit | Cardinal Health Inc | $0 | – | -10 | – | 0.00% | – |
| HZO | Exit | MarineMax Inc | $0 | – | -38,664 | – | -0.00% | – |
| TITN | Exit | Titan Machinery Inc | $0 | – | -48,449 | – | -0.00% | – |
| RUSHA | Exit | Rush Enterprises Inc | $0 | – | -18,454 | – | -0.00% | – |
| PRTY | Exit | Party City Holdco Inc | $0 | – | -79,688 | – | -0.00% | – |
| RXN | Exit | Rexnord Corp | $0 | – | -23,728 | – | -0.00% | – |
| COWN | Exit | Cowen Inc | $0 | – | -41,065 | – | -0.00% | – |
| AEL | Exit | American Equity Investment Lif | $0 | – | -20,967 | – | -0.00% | – |
| NWLI | Exit | National Western Life Group In | $0 | – | -2,322 | – | -0.00% | – |
| TEN | Exit | Tenneco Inc | $0 | – | -58,015 | – | -0.00% | – |
| NXGN | Exit | NextGen Healthcare Inc | $0 | – | -44,934 | – | -0.00% | – |
| ANF | Exit | Abercrombie & Fitch Co | $0 | – | -40,498 | – | -0.00% | – |
| GRPN | Exit | Groupon Inc | $0 | – | -247,175 | – | -0.00% | – |
| AX | Exit | Axos Financial Inc | $0 | – | -25,177 | – | -0.00% | – |
| MATW | Exit | Matthews International Corp | $0 | – | -19,722 | – | -0.00% | – |
| LXU | Exit | LSB Industries Inc | $0 | – | -81,199 | – | -0.00% | – |
| OXY | Exit | Occidental Petroleum Corp | $0 | – | -13,810 | – | -0.00% | – |
| CNO | Exit | CNO Financial Group Inc | $0 | – | -41,146 | – | -0.00% | – |
| SXI | Exit | Standex International Corp | $0 | – | -7,863 | – | -0.00% | – |
| FF | Exit | FutureFuel Corp | $0 | – | -53,075 | – | -0.00% | – |
| PLXS | Exit | Plexus Corp | $0 | – | -10,704 | – | -0.00% | – |
| MTX | Exit | Minerals Technologies Inc | $0 | – | -11,620 | – | -0.00% | – |
| TGH | Exit | Textainer Group Holdings Ltd | $0 | – | -36,359 | – | -0.00% | – |
| EXPR | Exit | Express Inc | $0 | – | -221,396 | – | -0.00% | – |
| CEIX | Exit | CONSOL Energy Inc | $0 | – | -21,702 | – | -0.00% | – |
| JAG | Exit | Jagged Peak Energy Inc | $0 | – | -63,725 | – | -0.00% | – |
| BDC | Exit | Belden Inc | $0 | – | -8,926 | – | -0.00% | – |
| BCC | Exit | Boise Cascade Co | $0 | – | -19,770 | – | -0.00% | – |
| MLI | Exit | Mueller Industries Inc | $0 | – | -26,081 | – | -0.00% | – |
| CAL | Exit | Caleres Inc | $0 | – | -32,358 | – | -0.00% | – |
| AVX | Exit | AVX Corp | $0 | – | -41,539 | – | -0.00% | – |
| TISI | Exit | Team Inc | $0 | – | -42,140 | – | -0.00% | – |
| KRO | Exit | Kronos Worldwide Inc | $0 | – | -44,593 | – | -0.00% | – |
| TLRDQ | Exit | Tailored Brands Inc | $0 | – | -88,497 | – | -0.00% | – |
| BZH | Exit | Beazer Homes USA Inc | $0 | – | -50,809 | – | -0.00% | – |
| AMPY | Exit | Amplify Energy Corp | $0 | – | -80,372 | – | -0.00% | – |
| WHD | Exit | Cactus Inc | $0 | – | -23,653 | – | -0.00% | – |
| VECO | Exit | Veeco Instruments Inc | $0 | – | -66,447 | – | -0.00% | – |
| BIDU | Exit | Baidu Inc- ADR | $0 | – | -11,398 | – | -0.00% | – |
| MG | Exit | Mistras Group Inc | $0 | – | -53,236 | – | -0.00% | – |
| HCC | Exit | Warrior Met Coal Inc | $0 | – | -48,351 | – | -0.00% | – |
| INWK | Exit | InnerWorkings Inc | $0 | – | -257,153 | – | -0.00% | – |
| PUMP | Exit | ProPetro Holding Corp | $0 | – | -135,901 | – | -0.00% | – |
| CAI | Exit | CAI International Inc | $0 | – | -39,524 | – | -0.00% | – |
| CIB | Exit | Bancolombia SA- ADR | $0 | – | -25,014 | – | -0.00% | – |
| HAYN | Exit | Haynes International Inc | $0 | – | -30,069 | – | -0.00% | – |
| UIS | Exit | Unisys Corp | $0 | – | -136,011 | – | -0.00% | – |
| LE | Exit | Lands' End Inc | $0 | – | -95,362 | – | -0.00% | – |
| AEGN | Exit | Aegion Corp | $0 | – | -58,678 | – | -0.00% | – |
| HLIO | Exit | Helios Technologies Inc | $0 | – | -29,461 | – | -0.00% | – |
| THR | Exit | Thermon Group Holdings Inc | $0 | – | -33,904 | – | -0.00% | – |
| IIIN | Exit | Insteel Industries Inc | $0 | – | -53,915 | – | -0.00% | – |
| CPSI | Exit | Computer Programs & Systems In | $0 | – | -47,462 | – | -0.00% | – |
| APEI | Exit | American Public Education Inc | $0 | – | -46,512 | – | -0.00% | – |
| DAKT | Exit | Daktronics Inc | $0 | – | -115,504 | – | -0.00% | – |
| WHG | Exit | Westwood Holdings Group Inc | $0 | – | -30,376 | – | -0.00% | – |
| BNED | Exit | Barnes & Noble Education Inc | $0 | – | -353,617 | – | -0.00% | – |
| CTRN | Exit | Citi Trends Inc | $0 | – | -42,398 | – | -0.00% | – |
| UNFI | Exit | United Natural Foods Inc | $0 | – | -90,112 | – | -0.00% | – |
| SCSC | Exit | ScanSource Inc | $0 | – | -38,422 | – | -0.00% | – |
| CCL | Exit | Carnival Corp | $0 | – | -34,857 | – | -0.00% | – |
| FULT | Exit | Fulton Financial Corp | $0 | – | -90,159 | – | -0.00% | – |
| ULH | Exit | Universal Logistics Holdings I | $0 | – | -62,254 | – | -0.00% | – |
| AZZ | Exit | AZZ Inc | $0 | – | -32,732 | – | -0.00% | – |
| IPHS | Exit | Innophos Holdings Inc | $0 | – | -41,125 | – | -0.00% | – |
| EZPW | Exit | EZCORP Inc | $0 | – | -221,994 | – | -0.00% | – |
| CNXN | Exit | PC Connection Inc | $0 | – | -35,923 | – | -0.00% | – |
| BBBY | Exit | Bed Bath & Beyond Inc | $0 | – | -131,465 | – | -0.00% | – |
| HVT | Exit | Haverty Furniture Cos Inc | $0 | – | -64,708 | – | -0.00% | – |
| DAN | Exit | Dana Inc | $0 | – | -120,658 | – | -0.00% | – |
| ECPG | Exit | Encore Capital Group Inc | $0 | – | -43,091 | – | -0.00% | – |
| OMI | Exit | Owens & Minor Inc | $0 | – | -242,121 | – | -0.00% | – |
| CATO | Exit | Cato Corp/The | $0 | – | -83,477 | – | -0.00% | – |
| TRS | Exit | TriMas Corp | $0 | – | -44,508 | – | -0.00% | – |
| RBBN | Exit | Ribbon Communications Inc | $0 | – | -250,215 | – | -0.00% | – |
| HY | Exit | Hyster-Yale Materials Handling | $0 | – | -31,513 | – | -0.00% | – |
| GLRE | Exit | Greenlight Capital Re Ltd | $0 | – | -141,840 | – | -0.00% | – |
| ENVA | Exit | Enova International Inc | $0 | – | -81,491 | – | -0.00% | – |
| MOV | Exit | Movado Group Inc | $0 | – | -53,335 | – | -0.00% | – |
| ARCO | Exit | Arcos Dorados Holdings Inc | $0 | – | -303,343 | – | -0.00% | – |
| TBBK | Exit | Bancorp Inc/The | $0 | – | -191,687 | – | -0.00% | – |
| VRA | Exit | Vera Bradley Inc | $0 | – | -217,172 | – | -0.00% | – |
| VEC | Exit | Vectrus Inc | $0 | – | -54,707 | – | -0.00% | – |
| FI | Exit | Frank's International NV | $0 | – | -376,921 | – | -0.00% | – |
| HNI | Exit | HNI Corp | $0 | – | -56,410 | – | -0.00% | – |
| DBI | Exit | Designer Brands Inc | $0 | – | -110,866 | – | -0.00% | – |
| BPFH | Exit | Boston Private Financial Holdi | $0 | – | -176,238 | – | -0.00% | – |
| CVLT | Exit | CommVault Systems Inc | $0 | – | -50,725 | – | -0.00% | – |
| TGI | Exit | Triumph Group Inc | $0 | – | -88,951 | – | -0.00% | – |
| BTU | Exit | Peabody Energy Corp | $0 | – | -151,272 | – | -0.00% | – |
| TECD | Exit | Tech Data Corp | $0 | – | -18,236 | – | -0.00% | – |
| MOD | Exit | Modine Manufacturing Co | $0 | – | -187,640 | – | -0.00% | – |
| GEF | Exit | Greif Inc | $0 | – | -58,228 | – | -0.00% | – |
| LL | Exit | Lumber Liquidators Holdings In | $0 | – | -217,296 | – | -0.00% | – |
| HIBB | Exit | Hibbett Sports Inc | $0 | – | -97,733 | – | -0.00% | – |
| CMC | Exit | Commercial Metals Co | $0 | – | -160,053 | – | -0.01% | – |
| SCHL | Exit | Scholastic Corp | $0 | – | -71,593 | – | -0.01% | – |
| TVTY | Exit | Tivity Health Inc | $0 | – | -154,208 | – | -0.01% | – |
| MRC | Exit | MRC Global Inc | $0 | – | -190,190 | – | -0.01% | – |
| KMT | Exit | Kennametal Inc | $0 | – | -82,381 | – | -0.01% | – |
| BCEI | Exit | Bonanza Creek Energy Inc | $0 | – | -112,819 | – | -0.01% | – |
| ANDE | Exit | Andersons Inc/The | $0 | – | -121,501 | – | -0.01% | – |
| CMCO | Exit | Columbus McKinnon Corp/NY | $0 | – | -69,611 | – | -0.01% | – |
| SYKE | Exit | Sykes Enterprises Inc | $0 | – | -85,356 | – | -0.01% | – |
| TUP | Exit | Tupperware Brands Corp | $0 | – | -161,358 | – | -0.01% | – |
| CTRA | Exit | Contura Energy Inc | $0 | – | -93,138 | – | -0.01% | – |
| MOGA | Exit | Moog Inc | $0 | – | -39,902 | – | -0.01% | – |
| HUBG | Exit | Hub Group Inc | $0 | – | -66,374 | – | -0.01% | – |
| BIG | Exit | Big Lots Inc | $0 | – | -116,380 | – | -0.01% | – |
| ETH | Exit | Ethan Allen Interiors Inc | $0 | – | -172,011 | – | -0.01% | – |
| AIMC | Exit | Altra Industrial Motion Corp | $0 | – | -115,586 | – | -0.01% | – |
| ZUMZ | Exit | Zumiez Inc | $0 | – | -89,075 | – | -0.01% | – |
| SPTN | Exit | SpartanNash Co | $0 | – | -257,048 | – | -0.01% | – |
| MC | Exit | Moelis & Co | $0 | – | -93,312 | – | -0.01% | – |
| HI | Exit | Hillenbrand Inc | $0 | – | -96,020 | – | -0.01% | – |
| HOPE | Exit | Hope Bancorp Inc | $0 | – | -212,552 | – | -0.01% | – |
| THFF | Exit | First Financial Corp/IN | $0 | – | -67,176 | – | -0.01% | – |
| VRTS | Exit | Virtus Investment Partners Inc | $0 | – | -27,064 | – | -0.01% | – |
| NEWM | Exit | New Media Investment Group Inc | $0 | – | -366,020 | – | -0.01% | – |
| APAM | Exit | Artisan Partners Asset Managem | $0 | – | -106,343 | – | -0.01% | – |
| AIT | Exit | Applied Industrial Technologie | $0 | – | -65,312 | – | -0.01% | – |
| ACCO | Exit | ACCO Brands Corp | $0 | – | -371,289 | – | -0.01% | – |
| SBH | Exit | Sally Beauty Holdings Inc | $0 | – | -251,883 | – | -0.01% | – |
| SWM | Exit | Schweitzer-Mauduit Internation | $0 | – | -97,612 | – | -0.01% | – |
| GCO | Exit | Genesco Inc | $0 | – | -90,683 | – | -0.01% | – |
| SANM | Exit | Sanmina Corp | $0 | – | -113,214 | – | -0.01% | – |
| ATGE | Exit | Adtalem Global Education Inc | $0 | – | -88,875 | – | -0.01% | – |
| GCI | Exit | Gannett Co Inc | $0 | – | -349,242 | – | -0.01% | – |
| CXW | Exit | CoreCivic Inc | $0 | – | -204,741 | – | -0.01% | – |
| ENS | Exit | EnerSys | $0 | – | -63,429 | – | -0.01% | – |
| ARCH | Exit | Arch Coal Inc | $0 | – | -52,008 | – | -0.01% | – |
| WDR | Exit | Waddell & Reed Financial Inc | $0 | – | -237,332 | – | -0.01% | – |
| SAVE | Exit | Spirit Airlines Inc | $0 | – | -114,054 | – | -0.01% | – |
| IBOC | Exit | International Bancshares Corp | $0 | – | -110,991 | – | -0.01% | – |
| CVBF | Exit | CVB Financial Corp | $0 | – | -188,781 | – | -0.01% | – |
| TBI | Exit | TrueBlue Inc | $0 | – | -202,853 | – | -0.01% | – |
| DLX | Exit | Deluxe Corp | $0 | – | -87,182 | – | -0.01% | – |
| PIPR | Exit | Piper Jaffray Cos | $0 | – | -54,666 | – | -0.01% | – |
| NSIT | Exit | Insight Enterprises Inc | $0 | – | -74,542 | – | -0.01% | – |
| EPC | Exit | Edgewell Personal Care Co | $0 | – | -126,155 | – | -0.01% | – |
| MEI | Exit | Methode Electronics Inc | $0 | – | -114,821 | – | -0.01% | – |
| SF | Exit | Stifel Financial Corp | $0 | – | -73,260 | – | -0.01% | – |
| WWW | Exit | Wolverine World Wide Inc | $0 | – | -148,637 | – | -0.01% | – |
| FMBI | Exit | First Midwest Bancorp Inc/IL | $0 | – | -215,307 | – | -0.01% | – |
| AXE | Exit | Anixter International Inc | $0 | – | -61,740 | – | -0.01% | – |
| CRS | Exit | Carpenter Technology Corp | $0 | – | -75,317 | – | -0.01% | – |
| HWC | Exit | Hancock Whitney Corp | $0 | – | -113,388 | – | -0.01% | – |
| SAH | Exit | Sonic Automotive Inc | $0 | – | -148,104 | – | -0.01% | – |
| TRMK | Exit | Trustmark Corp | $0 | – | -136,683 | – | -0.01% | – |
| IBKC | Exit | IBERIABANK Corp | $0 | – | -58,073 | – | -0.01% | – |
| TRTN | Exit | Triton International Ltd/Bermu | $0 | – | -137,813 | – | -0.01% | – |
| RDN | Exit | Radian Group Inc | $0 | – | -206,025 | – | -0.01% | – |
| OFG | Exit | OFG Bancorp | $0 | – | -203,444 | – | -0.01% | – |
| SCS | Exit | Steelcase Inc | $0 | – | -249,748 | – | -0.01% | – |
| PSMT | Exit | PriceSmart Inc | $0 | – | -67,623 | – | -0.01% | – |
| MLHR | Exit | Herman Miller Inc | $0 | – | -108,366 | – | -0.01% | – |
| GPI | Exit | Group 1 Automotive Inc | $0 | – | -57,732 | – | -0.01% | – |
| PKE | Exit | Park Aerospace Corp | $0 | – | -370,089 | – | -0.01% | – |
| GSM | Exit | Ferroglobe PLC | $0 | – | -5,696,298 | – | -0.01% | – |
| STKL | Exit | SunOpta Inc | $0 | – | -6,115,986 | – | -0.02% | – |
| IVC | Exit | Invacare Corp | $0 | – | -2,049,552 | – | -0.03% | – |
| CRZO | Exit | Carrizo Oil & Gas Inc | $0 | – | -2,293,637 | – | -0.04% | – |
| COHU | Exit | Cohu Inc | $0 | – | -2,142,602 | – | -0.06% | – |
| B | Exit | Barnes Group Inc | $0 | – | -600,872 | – | -0.06% | – |
| OII | Exit | Oceaneering International Inc | $0 | – | -2,378,888 | – | -0.06% | – |
| CPE | Exit | Callon Petroleum Co | $0 | – | -7,643,836 | – | -0.06% | – |
| PLAB | Exit | Photronics Inc | $0 | – | -3,367,183 | – | -0.07% | – |
| BMY | Exit | Bristol-Myers Squibb Co | $0 | – | -741,187 | – | -0.07% | – |
| PRIM | Exit | Primoris Services Corp | $0 | – | -1,947,306 | – | -0.08% | – |
| MO | Exit | Altria Group Inc | $0 | – | -948,788 | – | -0.08% | – |
| GM | Exit | General Motors Co | $0 | – | -1,056,929 | – | -0.08% | – |
| MTSC | Exit | MTS Systems Corp | $0 | – | -763,405 | – | -0.08% | – |
| AXL | Exit | American Axle & Manufacturing | $0 | – | -5,164,595 | – | -0.08% | – |
| WIRE | Exit | Encore Wire Corp | $0 | – | -774,475 | – | -0.09% | – |
| FARO | Exit | FARO Technologies Inc | $0 | – | -920,585 | – | -0.09% | – |
| POL | Exit | PolyOne Corp | $0 | – | -1,416,092 | – | -0.09% | – |
| EHC | Exit | Encompass Health Corp | $0 | – | -737,930 | – | -0.09% | – |
| TEX | Exit | Terex Corp | $0 | – | -1,840,327 | – | -0.09% | – |
| ATI | Exit | Allegheny Technologies Inc | $0 | – | -2,399,426 | – | -0.10% | – |
| CIEN | Exit | Ciena Corp | $0 | – | -1,259,628 | – | -0.10% | – |
| RTN | Exit | Raytheon Co | $0 | – | -252,432 | – | -0.10% | – |
| EPAC | Exit | Actuant Corp | $0 | – | -2,261,364 | – | -0.10% | – |
| CFX | Exit | Colfax Corp | $0 | – | -1,745,843 | – | -0.10% | – |
| PM | Exit | Philip Morris International In | $0 | – | -679,714 | – | -0.10% | – |
| EC | Exit | Ecopetrol SA- ADR | $0 | – | -3,054,156 | – | -0.10% | – |
| ATSG | Exit | Air Transport Services Group I | $0 | – | -2,555,323 | – | -0.10% | – |
| ADNT | Exit | Adient PLC | $0 | – | -2,338,741 | – | -0.10% | – |
| MRK | Exit | Merck & Co Inc | $0 | – | -640,997 | – | -0.11% | – |
| VSH | Exit | Vishay Intertechnology Inc | $0 | – | -3,219,142 | – | -0.11% | – |
| VLY | Exit | Valley National Bancorp | $0 | – | -5,003,426 | – | -0.11% | – |
| MINI | Exit | Mobile Mini Inc | $0 | – | -1,498,146 | – | -0.11% | – |
| ETFC | Exit | ETRADE Financial Corp | $0 | – | -1,299,449 | – | -0.11% | – |
| PB | Exit | Prosperity Bancshares Inc | $0 | – | -818,601 | – | -0.11% | – |
| HON | Exit | Honeywell International Inc | $0 | – | -345,793 | – | -0.12% | – |
| DAR | Exit | Darling Ingredients Inc | $0 | – | -3,060,301 | – | -0.12% | – |
| IIVI | Exit | II-VI Inc | $0 | – | -1,713,094 | – | -0.12% | – |
| TCBI | Exit | Texas Capital Bancshares Inc | $0 | – | -1,128,050 | – | -0.12% | – |
| PRAA | Exit | PRA Group Inc | $0 | – | -1,862,558 | – | -0.12% | – |
| ROCK | Exit | Gibraltar Industries Inc | $0 | – | -1,413,356 | – | -0.13% | – |
| MTG | Exit | MGIC Investment Corp | $0 | – | -5,158,789 | – | -0.13% | – |
| LYB | Exit | LyondellBasell Industries NV | $0 | – | -778,163 | – | -0.14% | – |
| SSD | Exit | Simpson Manufacturing Co Inc | $0 | – | -1,053,719 | – | -0.14% | – |
| EBAY | Exit | eBay Inc | $0 | – | -1,890,374 | – | -0.14% | – |
| BAC | Exit | Bank of America Corp | $0 | – | -2,651,940 | – | -0.15% | – |
| DIOD | Exit | Diodes Inc | $0 | – | -1,981,078 | – | -0.16% | – |
| BWXT | Exit | BWX Technologies Inc | $0 | – | -1,469,719 | – | -0.16% | – |
| FSS | Exit | Federal Signal Corp | $0 | – | -2,592,814 | – | -0.17% | – |
| BRKS | Exit | Brooks Automation Inc | $0 | – | -2,339,434 | – | -0.17% | – |
| PE | Exit | Parsley Energy Inc | $0 | – | -5,519,319 | – | -0.18% | – |
| FNB | Exit | FNB Corp/PA | $0 | – | -8,174,971 | – | -0.18% | – |
| JNJ | Exit | Johnson & Johnson | $0 | – | -758,488 | – | -0.19% | – |
| PNW | Exit | Pinnacle West Capital Corp | $0 | – | -1,066,413 | – | -0.20% | – |
| COP | Exit | ConocoPhillips | $0 | – | -1,868,288 | – | -0.21% | – |
| AXTA | Exit | Axalta Coating Systems Ltd | $0 | – | -3,833,554 | – | -0.23% | – |
| WH | Exit | Wyndham Hotels & Resorts Inc | $0 | – | -2,516,608 | – | -0.26% | – |
| KOS | Exit | Kosmos Energy Ltd | $0 | – | -22,488,078 | – | -0.28% | – |
| GEO | Exit | GEO Group Inc/The | $0 | – | -8,289,937 | – | -0.28% | – |
| OC | Exit | Owens Corning | $0 | – | -2,286,562 | – | -0.28% | – |
| UHAL | Exit | AMERCO | $0 | – | -371,379 | – | -0.28% | – |
| IBM | Exit | International Business Machine | $0 | – | -1,021,703 | – | -0.29% | – |
| XEL | Exit | Xcel Energy Inc | $0 | – | -2,305,943 | – | -0.29% | – |
| JEF | Exit | Jefferies Financial Group Inc | $0 | – | -8,184,557 | – | -0.30% | – |
| AXS | Exit | Axis Capital Holdings Ltd | $0 | – | -2,400,431 | – | -0.31% | – |
| VZ | Exit | Verizon Communications Inc | $0 | – | -2,659,137 | – | -0.32% | – |
| T | Exit | AT&T Inc | $0 | – | -4,309,667 | – | -0.32% | – |
| NCLH | Exit | Norwegian Cruise Line Holdings | $0 | – | -3,339,408 | – | -0.34% | – |
| WHR | Exit | Whirlpool Corp | $0 | – | -1,107,829 | – | -0.34% | – |
| ESI | Exit | Element Solutions Inc | $0 | – | -17,196,583 | – | -0.34% | – |
| MCHP | Exit | Microchip Technology Inc | $0 | – | -1,907,690 | – | -0.35% | – |
| MGM | Exit | MGM Resorts International | $0 | – | -6,543,335 | – | -0.36% | – |
| FNF | Exit | Fidelity National Financial In | $0 | – | -4,201,098 | – | -0.37% | – |
| LIN | Exit | Linde PLC | $0 | – | -962,983 | – | -0.37% | – |
| MGP | Exit | MGM Growth Properties LLC | $0 | – | -6,430,346 | – | -0.38% | – |
| MRVL | Exit | Marvell Technology Group Ltd | $0 | – | -8,072,441 | – | -0.40% | – |
| CCEP | Exit | Coca-Cola European Partners PL | $0 | – | -3,697,911 | – | -0.40% | – |
| SPG | Exit | Simon Property Group Inc | $0 | – | -1,344,028 | – | -0.41% | – |
| LPT | Exit | Liberty Property Trust | $0 | – | -4,081,728 | – | -0.41% | – |
| RCL | Exit | Royal Caribbean Cruises Ltd | $0 | – | -2,017,236 | – | -0.43% | – |
| WLTW | Exit | Willis Towers Watson PLC | $0 | – | -1,141,286 | – | -0.43% | – |
| SLM | Exit | SLM Corp | $0 | – | -26,089,099 | – | -0.45% | – |
| BK | Exit | Bank of New York Mellon Corp/T | $0 | – | -5,167,151 | – | -0.46% | – |
| NLSN | Exit | Nielsen Holdings PLC | $0 | – | -11,235,353 | – | -0.47% | – |
| LEN | Exit | Lennar Corp | $0 | – | -4,319,723 | – | -0.47% | – |
| DOW | Exit | Dow Inc | $0 | – | -5,088,837 | – | -0.48% | – |
| SEAS | Exit | SeaWorld Entertainment Inc | $0 | – | -9,368,578 | – | -0.48% | – |
| EIX | Exit | Edison International | $0 | – | -3,276,341 | – | -0.48% | – |
| BRKB | Exit | Berkshire Hathaway Inc | $0 | – | -1,210,538 | – | -0.49% | – |
| NAVI | Exit | Navient Corp | $0 | – | -19,690,829 | – | -0.50% | – |
| TGT | Exit | Target Corp | $0 | – | -2,422,005 | – | -0.51% | – |
| DE | Exit | Deere & Co | $0 | – | -1,820,884 | – | -0.60% | – |
| CI | Exit | Cigna Corp | $0 | – | -2,054,380 | – | -0.61% | – |
| ETR | Exit | Entergy Corp | $0 | – | -2,767,699 | – | -0.64% | – |
| BP | Exit | BP PLC- ADR | $0 | – | -8,689,366 | – | -0.65% | – |
| SPR | Exit | Spirit AeroSystems Holdings In | $0 | – | -4,157,452 | – | -0.67% | – |
| SWK | Exit | Stanley Black & Decker Inc | $0 | – | -2,407,849 | – | -0.68% | – |
| TXN | Exit | Texas Instruments Inc | $0 | – | -2,719,726 | – | -0.69% | – |
| UNH | Exit | UnitedHealth Group Inc | $0 | – | -1,769,639 | – | -0.76% | – |
| AVGO | Exit | Broadcom Inc | $0 | – | -1,439,986 | – | -0.78% | – |
| CB | Exit | Chubb Ltd | $0 | – | -2,541,414 | – | -0.80% | – |
| J | Exit | Jacobs Engineering Group Inc | $0 | – | -4,741,717 | – | -0.85% | – |
| HCP | Exit | HCP Inc | $0 | – | -13,302,357 | – | -0.93% | – |
| GD | Exit | General Dynamics Corp | $0 | – | -2,607,436 | – | -0.94% | – |
| SNY | Exit | Sanofi- ADR | $0 | – | -10,438,267 | – | -0.95% | – |
| HES | Exit | Hess Corp | $0 | – | -8,439,204 | – | -1.00% | – |
| NYCB | Exit | New York Community Bancorp Inc | $0 | – | -40,724,725 | – | -1.00% | – |
| JBHT | Exit | JB Hunt Transport Services Inc | $0 | – | -4,849,463 | – | -1.05% | – |
| SLB | Exit | Schlumberger Ltd | $0 | – | -16,293,966 | – | -1.09% | – |
| DD | Exit | DuPont de Nemours Inc | $0 | – | -9,829,452 | – | -1.38% | – |
| ARMK | Exit | Aramark | $0 | – | -16,572,701 | – | -1.42% | – |
| CTVA | Exit | Corteva Inc | $0 | – | -26,656,900 | – | -1.46% | – |
| VLO | Exit | Valero Energy Corp | $0 | – | -8,756,633 | – | -1.46% | – |
| EXC | Exit | Exelon Corp | $0 | – | -15,525,899 | – | -1.47% | – |
| EOG | Exit | EOG Resources Inc | $0 | – | -10,870,494 | – | -1.58% | – |
| ANTM | Exit | Anthem Inc | $0 | – | -3,616,782 | – | -1.70% | – |
| AXP | Exit | American Express Co | $0 | – | -7,446,895 | – | -1.73% | – |
| CVX | Exit | Chevron Corp | $0 | – | -7,548,664 | – | -1.76% | – |
| WAB | Exit | Wabtec Corp | $0 | – | -12,639,325 | – | -1.78% | – |
| GE | Exit | General Electric Co | $0 | – | -106,662,320 | – | -1.87% | – |
| NTRS | Exit | Northern Trust Corp | $0 | – | -11,183,101 | – | -2.05% | – |
| CVS | Exit | CVS Health Corp | $0 | – | -16,875,783 | – | -2.09% | – |
| MSFT | Exit | Microsoft Corp | $0 | – | -7,804,154 | – | -2.13% | – |
| QCOM | Exit | QUALCOMM Inc | $0 | – | -14,408,513 | – | -2.16% | – |
| JPM | Exit | JPMorgan Chase & Co | $0 | – | -9,561,918 | – | -2.21% | – |
| AAP | Exit | Advance Auto Parts Inc | $0 | – | -6,865,919 | – | -2.23% | – |
| UTX | Exit | United Technologies Corp | $0 | – | -8,425,052 | – | -2.26% | – |
| USB | Exit | US Bancorp | $0 | – | -21,826,887 | – | -2.37% | – |
| AIG | Exit | American International Group I | $0 | – | -22,381,767 | – | -2.45% | – |
| ORCL | Exit | Oracle Corp | $0 | – | -22,973,774 | – | -2.48% | – |
| PSX | Exit | Phillips 66 | $0 | – | -12,668,065 | – | -2.55% | – |
| APD | Exit | Air Products & Chemicals Inc | $0 | – | -5,974,901 | – | -2.60% | – |
| WFC | Exit | Wells Fargo & Co | $0 | – | -26,837,723 | – | -2.66% | – |
| D | Exit | Dominion Energy Inc | $0 | – | -17,111,277 | – | -2.72% | – |
| JCI | Exit | Johnson Controls International | $0 | – | -31,792,300 | – | -2.74% | – |
| LOW | Exit | Lowe's Cos Inc | $0 | – | -13,135,154 | – | -2.84% | – |
| MDT | Exit | Medtronic PLC | $0 | – | -13,414,526 | – | -2.86% | – |
| CMCSA | Exit | Comcast Corp | $0 | – | -33,681,394 | – | -2.98% | – |
| DG | Exit | Dollar General Corp | $0 | – | -10,046,990 | – | -3.14% | – |
Q3 2019
| Value | Shares | ↓ Weighting | ||||||
|---|---|---|---|---|---|---|---|---|
| DG | Sell | Dollar General Corp | $1,596,869,000 | +4.9% | 10,046,990 | -10.8% | 3.14% | +13.1% |
| CMCSA | Sell | Comcast Corp | $1,518,357,000 | -2.3% | 33,681,394 | -8.3% | 2.98% | +5.3% |
| MDT | Sell | Medtronic PLC | $1,457,086,000 | +3.2% | 13,414,526 | -7.5% | 2.86% | +11.2% |
| LOW | Sell | Lowe's Cos Inc | $1,444,341,000 | +0.6% | 13,135,154 | -7.7% | 2.84% | +8.4% |
| JCI | Sell | Johnson Controls International | $1,395,364,000 | -7.0% | 31,792,300 | -12.5% | 2.74% | +0.3% |
| D | Sell | Dominion Energy Inc | $1,386,698,000 | -2.0% | 17,111,277 | -6.5% | 2.72% | +5.7% |
| WFC | Sell | Wells Fargo & Co | $1,353,695,000 | -1.1% | 26,837,723 | -7.2% | 2.66% | +6.6% |
| APD | Sell | Air Products & Chemicals Inc | $1,325,592,000 | -10.7% | 5,974,901 | -8.9% | 2.60% | -3.7% |
| PSX | Sell | Phillips 66 | $1,297,210,000 | -0.3% | 12,668,065 | -8.9% | 2.55% | +7.4% |
| ORCL | Sell | Oracle Corp | $1,264,247,000 | -13.9% | 22,973,774 | -10.9% | 2.48% | -7.2% |
| AIG | Sell | American International Group I | $1,246,664,000 | -3.2% | 22,381,767 | -7.4% | 2.45% | +4.3% |
| USB | Sell | US Bancorp | $1,207,900,000 | -6.1% | 21,826,887 | -11.1% | 2.37% | +1.2% |
| UTX | Sell | United Technologies Corp | $1,150,188,000 | -3.3% | 8,425,052 | -7.8% | 2.26% | +4.2% |
| AAP | Buy | Advance Auto Parts Inc | $1,135,622,000 | +68.2% | 6,865,919 | +56.8% | 2.23% | +81.4% |
| JPM | Sell | JPMorgan Chase & Co | $1,125,342,000 | -2.4% | 9,561,918 | -7.3% | 2.21% | +5.2% |
| QCOM | Sell | QUALCOMM Inc | $1,099,081,000 | -22.4% | 14,408,513 | -22.6% | 2.16% | -16.3% |
| MSFT | Sell | Microsoft Corp | $1,085,012,000 | -10.0% | 7,804,154 | -13.3% | 2.13% | -3.0% |
| CVS | Sell | CVS Health Corp | $1,064,356,000 | +14.3% | 16,875,783 | -1.2% | 2.09% | +23.2% |
| NTRS | Buy | Northern Trust Corp | $1,043,607,000 | +10.6% | 11,183,101 | +6.7% | 2.05% | +19.3% |
| GE | Sell | General Electric Co | $953,561,000 | -19.0% | 106,662,320 | -4.9% | 1.87% | -12.7% |
| WAB | Buy | Wabtec Corp | $908,263,000 | +13.3% | 12,639,325 | +13.1% | 1.78% | +22.1% |
| CVX | Buy | Chevron Corp | $895,272,000 | +65.4% | 7,548,664 | +73.6% | 1.76% | +78.2% |
| AXP | Sell | American Express Co | $880,819,000 | -29.5% | 7,446,895 | -26.4% | 1.73% | -24.0% |
| ANTM | Sell | Anthem Inc | $868,389,000 | -19.5% | 3,616,782 | -5.4% | 1.70% | -13.2% |
| EOG | Sell | EOG Resources Inc | $806,808,000 | -29.3% | 10,870,494 | -11.3% | 1.58% | -23.8% |
| EXC | Sell | Exelon Corp | $750,056,000 | -9.7% | 15,525,899 | -10.4% | 1.47% | -2.6% |
| CTVA | Buy | Corteva Inc | $746,393,000 | +28.7% | 26,656,900 | +36.0% | 1.46% | +38.7% |
| VLO | Buy | Valero Energy Corp | $746,415,000 | +44.9% | 8,756,633 | +45.5% | 1.46% | +56.2% |
| ARMK | Sell | Aramark | $722,238,000 | +8.5% | 16,572,701 | -10.2% | 1.42% | +17.0% |
| DD | Sell | DuPont de Nemours Inc | $700,939,000 | -11.9% | 9,829,452 | -7.3% | 1.38% | -5.0% |
| SLB | Sell | Schlumberger Ltd | $556,765,000 | -26.1% | 16,293,966 | -14.1% | 1.09% | -20.3% |
| JBHT | Buy | JB Hunt Transport Services Inc | $536,593,000 | +1824.6% | 4,849,463 | +1489.9% | 1.05% | +1964.7% |
| NYCB | Buy | New York Community Bancorp Inc | $511,095,000 | +39.5% | 40,724,725 | +10.9% | 1.00% | +50.4% |
| HES | Sell | Hess Corp | $510,403,000 | -15.0% | 8,439,204 | -10.7% | 1.00% | -8.4% |
| SNY | Sell | Sanofi- ADR | $483,605,000 | -16.6% | 10,438,267 | -22.1% | 0.95% | -10.1% |
| GD | Buy | General Dynamics Corp | $476,457,000 | +1.2% | 2,607,436 | +0.7% | 0.94% | +9.0% |
| HCP | Sell | HCP Inc | $473,963,000 | +4.5% | 13,302,357 | -6.2% | 0.93% | +12.6% |
| J | Sell | Jacobs Engineering Group Inc | $433,867,000 | -2.6% | 4,741,717 | -10.1% | 0.85% | +5.1% |
| CB | Sell | Chubb Ltd | $410,286,000 | -2.2% | 2,541,414 | -10.8% | 0.80% | +5.4% |
| AVGO | Buy | Broadcom Inc | $397,537,000 | +0.1% | 1,439,986 | +4.4% | 0.78% | +7.9% |
| UNH | Buy | UnitedHealth Group Inc | $384,578,000 | -7.6% | 1,769,639 | +3.7% | 0.76% | -0.4% |
| TXN | Sell | Texas Instruments Inc | $351,497,000 | +0.4% | 2,719,726 | -10.8% | 0.69% | +8.3% |
| SWK | Sell | Stanley Black & Decker Inc | $347,718,000 | -14.9% | 2,407,849 | -14.8% | 0.68% | -8.2% |
| SPR | Buy | Spirit AeroSystems Holdings In | $341,910,000 | +58.9% | 4,157,452 | +57.2% | 0.67% | +71.2% |
| BP | Sell | BP PLC- ADR | $330,109,000 | -68.1% | 8,689,366 | -65.0% | 0.65% | -65.6% |
| ETR | Sell | Entergy Corp | $324,818,000 | -3.7% | 2,767,699 | -15.5% | 0.64% | +3.9% |
| CI | Sell | Cigna Corp | $311,834,000 | -13.0% | 2,054,380 | -9.7% | 0.61% | -6.3% |
| DE | Buy | Deere & Co | $307,147,000 | +1222.7% | 1,820,884 | +1199.3% | 0.60% | +1335.7% |
| TGT | Sell | Target Corp | $258,937,000 | -15.9% | 2,422,005 | -31.9% | 0.51% | -9.4% |
| NAVI | Sell | Navient Corp | $252,043,000 | -15.5% | 19,690,829 | -9.9% | 0.50% | -8.8% |
| BRKB | Buy | Berkshire Hathaway Inc | $251,816,000 | +17.3% | 1,210,538 | +20.2% | 0.49% | +26.3% |
| EIX | New | Edison International | $247,101,000 | – | 3,276,341 | – | 0.48% | – |
| SEAS | Buy | SeaWorld Entertainment Inc | $246,581,000 | +278.1% | 9,368,578 | +345.3% | 0.48% | +306.7% |
| DOW | Sell | Dow Inc | $242,484,000 | -18.8% | 5,088,837 | -16.0% | 0.48% | -12.5% |
| LEN | Sell | Lennar Corp | $241,257,000 | +5.1% | 4,319,723 | -8.8% | 0.47% | +13.4% |
| NLSN | Sell | Nielsen Holdings PLC | $238,752,000 | -15.4% | 11,235,353 | -10.0% | 0.47% | -8.8% |
| BK | Sell | Bank of New York Mellon Corp/T | $233,607,000 | -12.3% | 5,167,151 | -14.4% | 0.46% | -5.4% |
| SLM | Sell | SLM Corp | $230,236,000 | -18.8% | 26,089,099 | -10.5% | 0.45% | -12.4% |
| WLTW | Sell | Willis Towers Watson PLC | $220,234,000 | -19.4% | 1,141,286 | -20.0% | 0.43% | -13.1% |
| RCL | Sell | Royal Caribbean Cruises Ltd | $218,527,000 | -22.2% | 2,017,236 | -12.9% | 0.43% | -16.0% |
| SPG | Buy | Simon Property Group Inc | $209,198,000 | +1162111.1% | 1,344,028 | +1168620.0% | 0.41% | – |
| LPT | Sell | Liberty Property Trust | $209,515,000 | -13.1% | 4,081,728 | -15.3% | 0.41% | -6.4% |
| CCEP | Sell | Coca-Cola European Partners PL | $205,049,000 | -14.7% | 3,697,911 | -13.1% | 0.40% | -8.2% |
| MRVL | Sell | Marvell Technology Group Ltd | $201,569,000 | -16.5% | 8,072,441 | -20.2% | 0.40% | -10.0% |
| MGP | Sell | MGM Growth Properties LLC | $193,232,000 | -16.9% | 6,430,346 | -15.3% | 0.38% | -10.6% |
| LIN | Sell | Linde PLC | $186,549,000 | -45.4% | 962,983 | -43.4% | 0.37% | -41.2% |
| FNF | Sell | Fidelity National Financial In | $186,571,000 | -5.7% | 4,201,098 | -14.4% | 0.37% | +1.7% |
| MGM | Sell | MGM Resorts International | $181,382,000 | -21.7% | 6,543,335 | -19.3% | 0.36% | -15.6% |
| MCHP | Sell | Microchip Technology Inc | $177,244,000 | -11.3% | 1,907,690 | -17.2% | 0.35% | -4.4% |
| ESI | Buy | Element Solutions Inc | $175,061,000 | +14.7% | 17,196,583 | +16.5% | 0.34% | +23.7% |
| WHR | Sell | Whirlpool Corp | $175,436,000 | +6.5% | 1,107,829 | -4.3% | 0.34% | +14.7% |
| NCLH | Sell | Norwegian Cruise Line Holdings | $172,881,000 | -22.4% | 3,339,408 | -19.6% | 0.34% | -16.5% |
| T | Sell | AT&T Inc | $163,077,000 | -16.4% | 4,309,667 | -26.0% | 0.32% | -9.9% |
| VZ | Sell | Verizon Communications Inc | $160,506,000 | +4.4% | 2,659,137 | -1.2% | 0.32% | +12.5% |
| AXS | Sell | Axis Capital Holdings Ltd | $160,157,000 | -0.8% | 2,400,431 | -11.3% | 0.31% | +6.8% |
| JEF | Sell | Jefferies Financial Group Inc | $150,596,000 | -16.9% | 8,184,557 | -13.1% | 0.30% | -10.3% |
| XEL | Sell | Xcel Energy Inc | $149,632,000 | -9.9% | 2,305,943 | -17.4% | 0.29% | -2.6% |
| IBM | Sell | International Business Machine | $148,576,000 | +3.2% | 1,021,703 | -2.2% | 0.29% | +11.5% |
| UHAL | Sell | AMERCO | $144,853,000 | -9.5% | 371,379 | -12.1% | 0.28% | -2.4% |
| OC | Sell | Owens Corning | $144,510,000 | -11.7% | 2,286,562 | -18.7% | 0.28% | -4.7% |
| GEO | Sell | GEO Group Inc/The | $143,748,000 | -20.7% | 8,289,937 | -3.9% | 0.28% | -14.5% |
| KOS | Sell | Kosmos Energy Ltd | $140,326,000 | -2.8% | 22,488,078 | -2.3% | 0.28% | +4.6% |
| WH | Buy | Wyndham Hotels & Resorts Inc | $130,209,000 | +6.9% | 2,516,608 | +15.2% | 0.26% | +15.3% |
| AXTA | Buy | Axalta Coating Systems Ltd | $115,581,000 | +3.5% | 3,833,554 | +2.2% | 0.23% | +11.8% |
| COP | Sell | ConocoPhillips | $106,455,000 | -10.7% | 1,868,288 | -4.4% | 0.21% | -3.7% |
| PNW | Sell | Pinnacle West Capital Corp | $103,517,000 | -25.3% | 1,066,413 | -27.6% | 0.20% | -19.4% |
| JNJ | Sell | Johnson & Johnson | $98,133,000 | -37.4% | 758,488 | -32.6% | 0.19% | -32.3% |
| FNB | Sell | FNB Corp/PA | $94,257,000 | -13.1% | 8,174,971 | -11.3% | 0.18% | -6.6% |
| PE | Sell | Parsley Energy Inc | $92,724,000 | -36.5% | 5,519,319 | -28.1% | 0.18% | -31.6% |
| BRKS | Sell | Brooks Automation Inc | $86,629,000 | -13.0% | 2,339,434 | -8.9% | 0.17% | -6.1% |
| FSS | Sell | Federal Signal Corp | $84,889,000 | +10.9% | 2,592,814 | -9.4% | 0.17% | +20.1% |
| BWXT | Sell | BWX Technologies Inc | $84,083,000 | -2.6% | 1,469,719 | -11.3% | 0.16% | +5.1% |
| DIOD | Sell | Diodes Inc | $79,540,000 | +0.6% | 1,981,078 | -8.9% | 0.16% | +8.3% |
| BAC | Sell | Bank of America Corp | $77,357,000 | -68.1% | 2,651,940 | -68.3% | 0.15% | -65.6% |
| EBAY | Sell | eBay Inc | $73,687,000 | -29.9% | 1,890,374 | -29.0% | 0.14% | -24.5% |
| SSD | Sell | Simpson Manufacturing Co Inc | $73,097,000 | -4.9% | 1,053,719 | -8.9% | 0.14% | +2.1% |
| LYB | Sell | LyondellBasell Industries NV | $69,623,000 | -33.7% | 778,163 | -36.1% | 0.14% | -28.3% |
| MTG | Sell | MGIC Investment Corp | $64,897,000 | -12.8% | 5,158,789 | -8.9% | 0.13% | -6.6% |
| ROCK | Sell | Gibraltar Industries Inc | $64,930,000 | +3.7% | 1,413,356 | -8.9% | 0.13% | +11.4% |
| PRAA | Buy | PRA Group Inc | $62,936,000 | +65.0% | 1,862,558 | +37.4% | 0.12% | +79.7% |
| TCBI | Sell | Texas Capital Bancshares Inc | $61,648,000 | -18.8% | 1,128,050 | -8.8% | 0.12% | -12.3% |
| IIVI | Sell | II-VI Inc | $60,318,000 | -12.3% | 1,713,094 | -8.9% | 0.12% | -5.6% |
| HON | Sell | Honeywell International Inc | $58,508,000 | -7.3% | 345,793 | -4.3% | 0.12% | 0.0% |
| DAR | Sell | Darling Ingredients Inc | $58,543,000 | -12.4% | 3,060,301 | -8.9% | 0.12% | -5.7% |
| PB | Sell | Prosperity Bancshares Inc | $57,818,000 | -2.5% | 818,601 | -8.8% | 0.11% | +4.6% |
| ETFC | Sell | ETRADE Financial Corp | $56,773,000 | -26.4% | 1,299,449 | -24.9% | 0.11% | -21.3% |
| MINI | Sell | Mobile Mini Inc | $55,222,000 | +10.4% | 1,498,146 | -8.8% | 0.11% | +18.7% |
| VSH | Buy | Vishay Intertechnology Inc | $54,500,000 | +42.3% | 3,219,142 | +38.8% | 0.11% | +52.9% |
| VLY | Sell | Valley National Bancorp | $54,388,000 | -10.5% | 5,003,426 | -11.3% | 0.11% | -3.6% |
| MRK | Sell | Merck & Co Inc | $53,959,000 | -62.1% | 640,997 | -62.3% | 0.11% | -59.1% |
| ADNT | Buy | Adient PLC | $53,698,000 | -3.2% | 2,338,741 | +2.3% | 0.10% | +4.0% |
| ATSG | Sell | Air Transport Services Group I | $53,713,000 | -21.5% | 2,555,323 | -8.9% | 0.10% | -16.0% |
| EC | Buy | Ecopetrol SA- ADR | $52,012,000 | -6.7% | 3,054,156 | +0.2% | 0.10% | +1.0% |
| PM | Sell | Philip Morris International In | $51,611,000 | -94.4% | 679,714 | -94.2% | 0.10% | -94.0% |
| CFX | Sell | Colfax Corp | $50,734,000 | -5.5% | 1,745,843 | -8.9% | 0.10% | +2.0% |
| RTN | Sell | Raytheon Co | $49,524,000 | +7.9% | 252,432 | -4.3% | 0.10% | +15.5% |
| CIEN | Sell | Ciena Corp | $49,415,000 | -13.2% | 1,259,628 | -9.0% | 0.10% | -6.7% |
| EPAC | Sell | Actuant Corp | $49,614,000 | -19.5% | 2,261,364 | -8.9% | 0.10% | -13.4% |
| ATI | Sell | Allegheny Technologies Inc | $48,588,000 | -26.8% | 2,399,426 | -8.9% | 0.10% | -21.5% |
| TEX | Sell | Terex Corp | $47,793,000 | -24.7% | 1,840,327 | -8.9% | 0.09% | -19.0% |
| EHC | Sell | Encompass Health Corp | $46,696,000 | -9.0% | 737,930 | -8.9% | 0.09% | -1.1% |
| POL | Sell | PolyOne Corp | $46,236,000 | -5.1% | 1,416,092 | -8.8% | 0.09% | +2.2% |
| FARO | Sell | FARO Technologies Inc | $44,510,000 | -16.2% | 920,585 | -8.9% | 0.09% | -10.3% |
| WIRE | Sell | Encore Wire Corp | $43,587,000 | -12.5% | 774,475 | -8.9% | 0.09% | -5.5% |
| AXL | Sell | American Axle & Manufacturing | $42,453,000 | -41.3% | 5,164,595 | -8.9% | 0.08% | -37.1% |
| MTSC | Sell | MTS Systems Corp | $42,179,000 | -14.0% | 763,405 | -8.9% | 0.08% | -6.7% |
| GM | Sell | General Motors Co | $39,613,000 | -6.9% | 1,056,929 | -4.3% | 0.08% | 0.0% |
| MO | Sell | Altria Group Inc | $38,805,000 | -17.6% | 948,788 | -4.6% | 0.08% | -11.6% |
| PRIM | Sell | Primoris Services Corp | $38,187,000 | -14.6% | 1,947,306 | -8.9% | 0.08% | -7.4% |
| BMY | Sell | Bristol-Myers Squibb Co | $37,586,000 | +7.0% | 741,187 | -4.3% | 0.07% | +15.6% |
| PLAB | Sell | Photronics Inc | $36,635,000 | +21.0% | 3,367,183 | -8.8% | 0.07% | +30.9% |
| CPE | Sell | Callon Petroleum Co | $33,174,000 | -40.0% | 7,643,836 | -8.9% | 0.06% | -35.6% |
| B | Sell | Barnes Group Inc | $30,969,000 | -17.3% | 600,872 | -9.6% | 0.06% | -10.3% |
| COHU | Sell | Cohu Inc | $28,936,000 | -20.3% | 2,142,602 | -8.9% | 0.06% | -13.6% |
| CRZO | New | Carrizo Oil & Gas Inc | $19,691,000 | – | 2,293,637 | – | 0.04% | – |
| IVC | Sell | Invacare Corp | $15,372,000 | +33.1% | 2,049,552 | -7.9% | 0.03% | +42.9% |
| STKL | Sell | SunOpta Inc | $11,009,000 | -50.2% | 6,115,986 | -8.9% | 0.02% | -45.0% |
| PKE | New | Park Aerospace Corp | $6,499,000 | – | 370,089 | – | 0.01% | – |
| GSM | Sell | Ferroglobe PLC | $6,437,000 | -39.4% | 5,696,298 | -8.9% | 0.01% | -31.6% |
| GPI | Sell | Group 1 Automotive Inc | $5,329,000 | -6.2% | 57,732 | -16.8% | 0.01% | 0.0% |
| MLHR | Sell | Herman Miller Inc | $4,994,000 | -16.8% | 108,366 | -19.3% | 0.01% | -9.1% |
| RDN | Sell | Radian Group Inc | $4,706,000 | -11.1% | 206,025 | -11.0% | 0.01% | -10.0% |
| PSMT | Buy | PriceSmart Inc | $4,808,000 | +83.0% | 67,623 | +31.5% | 0.01% | +80.0% |
| SAH | Sell | Sonic Automotive Inc | $4,652,000 | -11.3% | 148,104 | -34.1% | 0.01% | -10.0% |
| TRMK | Sell | Trustmark Corp | $4,662,000 | -8.7% | 136,683 | -11.0% | 0.01% | 0.0% |
| TRTN | Sell | Triton International Ltd/Bermu | $4,663,000 | -8.1% | 137,813 | -11.0% | 0.01% | 0.0% |
| IBKC | Sell | IBERIABANK Corp | $4,387,000 | -2.4% | 58,073 | -2.1% | 0.01% | +12.5% |
| SCS | Sell | Steelcase Inc | $4,595,000 | -4.3% | 249,748 | -11.0% | 0.01% | 0.0% |
| OFG | Sell | OFG Bancorp | $4,455,000 | -25.7% | 203,444 | -19.3% | 0.01% | -18.2% |
| HWC | Sell | Hancock Whitney Corp | $4,342,000 | -5.5% | 113,388 | -1.2% | 0.01% | +12.5% |
| MEI | Sell | Methode Electronics Inc | $3,863,000 | +4.8% | 114,821 | -11.0% | 0.01% | +14.3% |
| EPC | New | Edgewell Personal Care Co | $4,099,000 | – | 126,155 | – | 0.01% | – |
| DLX | Buy | Deluxe Corp | $4,286,000 | +518.5% | 87,182 | +411.7% | 0.01% | +700.0% |
| SAVE | New | Spirit Airlines Inc | $4,140,000 | – | 114,054 | – | 0.01% | – |
| FMBI | Sell | First Midwest Bancorp Inc/IL | $4,194,000 | -7.6% | 215,307 | -2.9% | 0.01% | 0.0% |
| SF | Sell | Stifel Financial Corp | $4,204,000 | -13.5% | 73,260 | -11.0% | 0.01% | -11.1% |
| PIPR | Sell | Piper Jaffray Cos | $4,126,000 | -9.6% | 54,666 | -11.0% | 0.01% | 0.0% |
| CRS | Sell | Carpenter Technology Corp | $3,891,000 | -4.3% | 75,317 | -11.1% | 0.01% | +14.3% |
| TBI | Buy | TrueBlue Inc | $4,280,000 | +8.6% | 202,853 | +13.5% | 0.01% | +14.3% |
| CVBF | Sell | CVB Financial Corp | $3,940,000 | -11.7% | 188,781 | -11.0% | 0.01% | 0.0% |
| NSIT | Sell | Insight Enterprises Inc | $4,151,000 | -18.2% | 74,542 | -14.5% | 0.01% | -11.1% |
| WDR | Sell | Waddell & Reed Financial Inc | $4,077,000 | -8.3% | 237,332 | -11.0% | 0.01% | 0.0% |
| IBOC | Sell | International Bancshares Corp | $4,287,000 | -8.8% | 110,991 | -11.0% | 0.01% | -11.1% |
| WWW | Sell | Wolverine World Wide Inc | $4,201,000 | -4.8% | 148,637 | -7.3% | 0.01% | 0.0% |
| ARCH | Buy | Arch Coal Inc | $3,859,000 | -16.9% | 52,008 | +5.5% | 0.01% | 0.0% |
| AXE | Sell | Anixter International Inc | $4,268,000 | +3.0% | 61,740 | -11.0% | 0.01% | 0.0% |
| ENS | Sell | EnerSys | $4,182,000 | -17.1% | 63,429 | -13.9% | 0.01% | -11.1% |
| ACCO | Sell | ACCO Brands Corp | $3,664,000 | +10.0% | 371,289 | -12.3% | 0.01% | +16.7% |
| ATGE | Sell | Adtalem Global Education Inc | $3,385,000 | -24.7% | 88,875 | -11.0% | 0.01% | -12.5% |
| AIT | Sell | Applied Industrial Technologie | $3,709,000 | -17.9% | 65,312 | -11.0% | 0.01% | -12.5% |
| CXW | Buy | CoreCivic Inc | $3,538,000 | +241.5% | 204,741 | +310.4% | 0.01% | +250.0% |
| GCI | Sell | Gannett Co Inc | $3,751,000 | +11.9% | 349,242 | -14.9% | 0.01% | +16.7% |
| GCO | Buy | Genesco Inc | $3,630,000 | +12.7% | 90,683 | +19.0% | 0.01% | +16.7% |
| SBH | New | Sally Beauty Holdings Inc | $3,751,000 | – | 251,883 | – | 0.01% | – |
| SANM | Sell | Sanmina Corp | $3,635,000 | -12.2% | 113,214 | -17.2% | 0.01% | -12.5% |
| SWM | Sell | Schweitzer-Mauduit Internation | $3,655,000 | +0.5% | 97,612 | -11.0% | 0.01% | 0.0% |
| HOPE | Buy | Hope Bancorp Inc | $3,048,000 | +53.0% | 212,552 | +47.1% | 0.01% | +50.0% |
| HUBG | Sell | Hub Group Inc | $3,086,000 | -1.4% | 66,374 | -11.0% | 0.01% | 0.0% |
| AIMC | Sell | Altra Industrial Motion Corp | $3,201,000 | -31.3% | 115,586 | -11.0% | 0.01% | -25.0% |
| APAM | Sell | Artisan Partners Asset Managem | $3,003,000 | -8.7% | 106,343 | -11.0% | 0.01% | 0.0% |
| ZUMZ | Sell | Zumiez Inc | $2,821,000 | -2.9% | 89,075 | -19.9% | 0.01% | +20.0% |
| VRTS | Sell | Virtus Investment Partners Inc | $2,993,000 | -8.4% | 27,064 | -11.1% | 0.01% | 0.0% |
| BIG | Sell | Big Lots Inc | $2,851,000 | -21.1% | 116,380 | -7.9% | 0.01% | -14.3% |
| MC | Buy | Moelis & Co | $3,066,000 | +298.2% | 93,312 | +323.4% | 0.01% | +500.0% |
| MOGA | Sell | Moog Inc | $3,237,000 | -23.0% | 39,902 | -11.1% | 0.01% | -25.0% |
| NEWM | Sell | New Media Investment Group Inc | $3,224,000 | -30.4% | 366,020 | -25.4% | 0.01% | -25.0% |
| SPTN | Buy | SpartanNash Co | $3,041,000 | +7.8% | 257,048 | +6.3% | 0.01% | +20.0% |
| ETH | Sell | Ethan Allen Interiors Inc | $3,285,000 | -19.3% | 172,011 | -11.0% | 0.01% | -14.3% |
| THFF | Sell | First Financial Corp/IN | $2,920,000 | -3.8% | 67,176 | -11.1% | 0.01% | 0.0% |
| HI | Sell | Hillenbrand Inc | $2,965,000 | -30.6% | 96,020 | -11.1% | 0.01% | -25.0% |
| ANDE | Buy | Andersons Inc/The | $2,725,000 | +11.6% | 121,501 | +35.5% | 0.01% | +25.0% |
| CMCO | Sell | Columbus McKinnon Corp/NY | $2,536,000 | -22.8% | 69,611 | -11.1% | 0.01% | -16.7% |
| KMT | Sell | Kennametal Inc | $2,532,000 | -26.1% | 82,381 | -11.0% | 0.01% | -16.7% |
| SCHL | Sell | Scholastic Corp | $2,704,000 | +1.1% | 71,593 | -11.0% | 0.01% | 0.0% |
| CMC | Sell | Commercial Metals Co | $2,782,000 | -13.4% | 160,053 | -11.1% | 0.01% | -16.7% |
| MRC | Sell | MRC Global Inc | $2,307,000 | -37.0% | 190,190 | -11.1% | 0.01% | -28.6% |
| SYKE | Sell | Sykes Enterprises Inc | $2,616,000 | -0.8% | 85,356 | -11.1% | 0.01% | 0.0% |
| BCEI | Sell | Bonanza Creek Energy Inc | $2,526,000 | -4.6% | 112,819 | -11.0% | 0.01% | 0.0% |
| CTRA | New | Contura Energy Inc | $2,604,000 | – | 93,138 | – | 0.01% | – |
| TUP | Sell | Tupperware Brands Corp | $2,561,000 | -25.9% | 161,358 | -11.1% | 0.01% | -16.7% |
| TVTY | Sell | Tivity Health Inc | $2,564,000 | -10.1% | 154,208 | -11.1% | 0.01% | 0.0% |
| LL | Sell | Lumber Liquidators Holdings In | $2,144,000 | -23.8% | 217,296 | -10.7% | 0.00% | -20.0% |
| MOD | Sell | Modine Manufacturing Co | $2,134,000 | -29.4% | 187,640 | -11.1% | 0.00% | -33.3% |
| BTU | Sell | Peabody Energy Corp | $2,227,000 | -45.7% | 151,272 | -11.1% | 0.00% | -42.9% |
| HIBB | Sell | Hibbett Sports Inc | $2,238,000 | -22.4% | 97,733 | -38.3% | 0.00% | -20.0% |
| HNI | Buy | HNI Corp | $2,003,000 | +172.1% | 56,410 | +170.9% | 0.00% | +300.0% |
| GEF | Sell | Greif Inc | $2,207,000 | +3.5% | 58,228 | -11.1% | 0.00% | 0.0% |
| DBI | Sell | Designer Brands Inc | $1,898,000 | -20.7% | 110,866 | -11.2% | 0.00% | 0.0% |
| CVLT | Sell | CommVault Systems Inc | $2,268,000 | -19.9% | 50,725 | -11.1% | 0.00% | -20.0% |
| TECD | Sell | Tech Data Corp | $1,900,000 | -11.1% | 18,236 | -10.7% | 0.00% | 0.0% |
| TGI | Sell | Triumph Group Inc | $2,035,000 | -11.3% | 88,951 | -11.1% | 0.00% | 0.0% |
| BPFH | Buy | Boston Private Financial Holdi | $2,054,000 | +46.1% | 176,238 | +51.3% | 0.00% | +33.3% |
| VEC | Sell | Vectrus Inc | $2,224,000 | -35.7% | 54,707 | -35.8% | 0.00% | -33.3% |
| VRA | Sell | Vera Bradley Inc | $2,194,000 | -25.2% | 217,172 | -11.2% | 0.00% | -20.0% |
| TBBK | Sell | Bancorp Inc/The | $1,897,000 | -9.3% | 191,687 | -18.2% | 0.00% | 0.0% |
| ARCO | Buy | Arcos Dorados Holdings Inc | $2,039,000 | -2.3% | 303,343 | +5.8% | 0.00% | 0.0% |
| FI | Sell | Frank's International NV | $1,790,000 | -22.8% | 376,921 | -11.2% | 0.00% | 0.0% |
| TRS | Sell | TriMas Corp | $1,364,000 | -70.6% | 44,508 | -70.3% | 0.00% | -62.5% |
| GLRE | Buy | Greenlight Capital Re Ltd | $1,489,000 | +141.3% | 141,840 | +95.4% | 0.00% | +200.0% |
| ENVA | Sell | Enova International Inc | $1,691,000 | -20.0% | 81,491 | -11.1% | 0.00% | -25.0% |
| MOV | New | Movado Group Inc | $1,326,000 | – | 53,335 | – | 0.00% | – |
| ECPG | Sell | Encore Capital Group Inc | $1,436,000 | -12.7% | 43,091 | -11.3% | 0.00% | 0.0% |
| HY | Sell | Hyster-Yale Materials Handling | $1,725,000 | -12.0% | 31,513 | -11.2% | 0.00% | -25.0% |
| ULH | Sell | Universal Logistics Holdings I | $1,449,000 | -7.5% | 62,254 | -10.7% | 0.00% | 0.0% |
| DAN | Sell | Dana Inc | $1,742,000 | -35.4% | 120,658 | -10.8% | 0.00% | -40.0% |
| BBBY | Sell | Bed Bath & Beyond Inc | $1,399,000 | -18.2% | 131,465 | -10.7% | 0.00% | 0.0% |
| HVT | Sell | Haverty Furniture Cos Inc | $1,311,000 | +6.2% | 64,708 | -10.7% | 0.00% | +50.0% |
| RBBN | New | Ribbon Communications Inc | $1,462,000 | – | 250,215 | – | 0.00% | – |
| EZPW | Sell | EZCORP Inc | $1,433,000 | -39.5% | 221,994 | -11.2% | 0.00% | -25.0% |
| AZZ | Buy | AZZ Inc | $1,426,000 | +94.3% | 32,732 | +105.3% | 0.00% | +200.0% |
| IPHS | Buy | Innophos Holdings Inc | $1,335,000 | +24.6% | 41,125 | +11.8% | 0.00% | +50.0% |
| FULT | Sell | Fulton Financial Corp | $1,458,000 | -12.3% | 90,159 | -11.3% | 0.00% | 0.0% |
| CATO | New | Cato Corp/The | $1,470,000 | – | 83,477 | – | 0.00% | – |
| OMI | Sell | Owens & Minor Inc | $1,406,000 | +62.0% | 242,121 | -10.7% | 0.00% | +50.0% |
| CNXN | Sell | PC Connection Inc | $1,397,000 | -1.4% | 35,923 | -11.3% | 0.00% | 0.0% |
| MG | Sell | Mistras Group Inc | $873,000 | +1.9% | 53,236 | -10.8% | 0.00% | 0.0% |
| WHG | Sell | Westwood Holdings Group Inc | $841,000 | -30.6% | 30,376 | -11.7% | 0.00% | 0.0% |
| DAKT | Sell | Daktronics Inc | $853,000 | +6.9% | 115,504 | -10.7% | 0.00% | +100.0% |
| AEGN | Buy | Aegion Corp | $1,254,000 | +19.9% | 58,678 | +3.2% | 0.00% | 0.0% |
| HCC | Sell | Warrior Met Coal Inc | $944,000 | -33.3% | 48,351 | -10.7% | 0.00% | -33.3% |
| THR | Sell | Thermon Group Holdings Inc | $779,000 | -20.0% | 33,904 | -10.7% | 0.00% | 0.0% |
| APEI | Sell | American Public Education Inc | $1,039,000 | -32.6% | 46,512 | -10.7% | 0.00% | -33.3% |
| LE | Sell | Lands' End Inc | $1,082,000 | -17.2% | 95,362 | -10.7% | 0.00% | 0.0% |
| HAYN | Sell | Haynes International Inc | $1,078,000 | +0.7% | 30,069 | -10.7% | 0.00% | 0.0% |
| SCSC | Sell | ScanSource Inc | $1,173,000 | -16.3% | 38,422 | -10.7% | 0.00% | -33.3% |
| CPSI | New | Computer Programs & Systems In | $1,073,000 | – | 47,462 | – | 0.00% | – |
| IIIN | Sell | Insteel Industries Inc | $1,107,000 | -12.0% | 53,915 | -10.7% | 0.00% | 0.0% |
| UIS | Sell | Unisys Corp | $1,011,000 | -31.7% | 136,011 | -10.7% | 0.00% | -33.3% |
| UNFI | Sell | United Natural Foods Inc | $1,038,000 | -41.1% | 90,112 | -54.1% | 0.00% | -33.3% |
| CAI | New | CAI International Inc | $860,000 | – | 39,524 | – | 0.00% | – |
| PUMP | Sell | ProPetro Holding Corp | $1,236,000 | -60.8% | 135,901 | -10.7% | 0.00% | -66.7% |
| HLIO | Sell | Helios Technologies Inc | $1,195,000 | -69.0% | 29,461 | -64.5% | 0.00% | -71.4% |
| BIDU | Buy | Baidu Inc- ADR | $1,171,000 | +7.3% | 11,398 | +22.6% | 0.00% | 0.0% |
| CTRN | New | Citi Trends Inc | $776,000 | – | 42,398 | – | 0.00% | – |
| VECO | Sell | Veeco Instruments Inc | $776,000 | -14.6% | 66,447 | -10.7% | 0.00% | 0.0% |
| CIB | Sell | Bancolombia SA- ADR | $1,237,000 | -9.7% | 25,014 | -6.8% | 0.00% | 0.0% |
| BNED | New | Barnes & Noble Education Inc | $1,103,000 | – | 353,617 | – | 0.00% | – |
| INWK | Sell | InnerWorkings Inc | $1,139,000 | +3.5% | 257,153 | -10.7% | 0.00% | 0.0% |
| AX | New | Axos Financial Inc | $697,000 | – | 25,177 | – | 0.00% | – |
| FF | Sell | FutureFuel Corp | $634,000 | -8.8% | 53,075 | -10.7% | 0.00% | 0.0% |
| RXN | New | Rexnord Corp | $642,000 | – | 23,728 | – | 0.00% | – |
| RUSHA | New | Rush Enterprises Inc | $712,000 | – | 18,454 | – | 0.00% | – |
| EXPR | Sell | Express Inc | $762,000 | +12.6% | 221,396 | -10.7% | 0.00% | 0.0% |
| OXY | Sell | Occidental Petroleum Corp | $614,000 | -12.8% | 13,810 | -1.4% | 0.00% | 0.0% |
| COWN | New | Cowen Inc | $632,000 | – | 41,065 | – | 0.00% | – |
| SXI | Sell | Standex International Corp | $574,000 | -10.9% | 7,863 | -10.7% | 0.00% | 0.0% |
| JAG | Sell | Jagged Peak Energy Inc | $463,000 | -21.5% | 63,725 | -10.7% | 0.00% | 0.0% |
| CEIX | Sell | CONSOL Energy Inc | $339,000 | -47.6% | 21,702 | -10.7% | 0.00% | 0.0% |
| NXGN | New | NextGen Healthcare Inc | $704,000 | – | 44,934 | – | 0.00% | – |
| TLRDQ | Sell | Tailored Brands Inc | $389,000 | -32.0% | 88,497 | -10.7% | 0.00% | 0.0% |
| TISI | Sell | Team Inc | $761,000 | +5.3% | 42,140 | -10.7% | 0.00% | 0.0% |
| TEN | Sell | Tenneco Inc | $726,000 | +0.8% | 58,015 | -10.7% | 0.00% | 0.0% |
| NWLI | Sell | National Western Life Group In | $623,000 | -6.7% | 2,322 | -10.7% | 0.00% | 0.0% |
| TITN | Sell | Titan Machinery Inc | $695,000 | -37.8% | 48,449 | -10.7% | 0.00% | -50.0% |
| MLI | Sell | Mueller Industries Inc | $748,000 | -12.5% | 26,081 | -10.7% | 0.00% | -50.0% |
| CAL | Sell | Caleres Inc | $758,000 | +5.1% | 32,358 | -10.7% | 0.00% | 0.0% |
| WHD | New | Cactus Inc | $685,000 | – | 23,653 | – | 0.00% | – |
| CNO | Sell | CNO Financial Group Inc | $651,000 | -15.3% | 41,146 | -10.7% | 0.00% | 0.0% |
| BCC | Sell | Boise Cascade Co | $644,000 | +3.5% | 19,770 | -10.7% | 0.00% | 0.0% |
| KRO | New | Kronos Worldwide Inc | $552,000 | – | 44,593 | – | 0.00% | – |
| BDC | Sell | Belden Inc | $477,000 | -20.0% | 8,926 | -10.7% | 0.00% | 0.0% |
| BZH | New | Beazer Homes USA Inc | $757,000 | – | 50,809 | – | 0.00% | – |
| MTX | Sell | Minerals Technologies Inc | $617,000 | -11.4% | 11,620 | -10.7% | 0.00% | 0.0% |
| HZO | New | MarineMax Inc | $599,000 | – | 38,664 | – | 0.00% | – |
| LXU | Sell | LSB Industries Inc | $420,000 | +18.3% | 81,199 | -10.7% | 0.00% | 0.0% |
| AMPY | New | Amplify Energy Corp | $496,000 | – | 80,372 | – | 0.00% | – |
| AEL | Sell | American Equity Investment Lif | $507,000 | -20.5% | 20,967 | -10.8% | 0.00% | 0.0% |
| TGH | Sell | Textainer Group Holdings Ltd | $361,000 | -12.0% | 36,359 | -10.7% | 0.00% | 0.0% |
| ANF | New | Abercrombie & Fitch Co | $632,000 | – | 40,498 | – | 0.00% | – |
| MATW | New | Matthews International Corp | $698,000 | – | 19,722 | – | 0.00% | – |
| AVX | Sell | AVX Corp | $632,000 | -18.1% | 41,539 | -10.7% | 0.00% | 0.0% |
| PRTY | Sell | Party City Holdco Inc | $455,000 | -30.4% | 79,688 | -10.7% | 0.00% | 0.0% |
| PLXS | Sell | Plexus Corp | $669,000 | -4.4% | 10,704 | -10.7% | 0.00% | 0.0% |
| GRPN | New | Groupon Inc | $657,000 | – | 247,175 | – | 0.00% | – |
| LRCX | Sell | Lam Research Corp | $196,000 | +7.1% | 848 | -12.8% | 0.00% | – |
| CAH | Sell | Cardinal Health Inc | $0 | -100.0% | 10 | -98.8% | 0.00% | – |
| CAG | Exit | Conagra Brands Inc | $0 | – | -1,109 | – | 0.00% | – |
| DGX | Buy | Quest Diagnostics Inc | $192,000 | +35.2% | 1,794 | +28.1% | 0.00% | – |
| GPS | Exit | Gap Inc/The | $0 | – | -5,479 | – | 0.00% | – |
| ASNA | Exit | Ascena Retail Group Inc | $0 | – | -332,188 | – | 0.00% | – |
| FDX | Exit | FedEx Corp | $0 | – | -68 | – | 0.00% | – |
| RS | Exit | Reliance Steel & Aluminum Co | $0 | – | -24 | – | 0.00% | – |
| HIG | Exit | Hartford Financial Services Gr | $0 | – | -434 | – | 0.00% | – |
| F | Exit | Ford Motor Co | $0 | – | -570 | – | 0.00% | – |
| MET | Exit | MetLife Inc | $0 | – | -243 | – | 0.00% | – |
| HPE | Exit | Hewlett Packard Enterprise Co | $0 | – | -1,735 | – | 0.00% | – |
| APTV | Exit | Aptiv PLC | $0 | – | -79 | – | 0.00% | – |
| BG | Exit | Bunge Ltd | $0 | – | -184 | – | 0.00% | – |
| HAL | Exit | Halliburton Co | $0 | – | -455 | – | 0.00% | – |
| NEM | Exit | Newmont Goldcorp Corp | $0 | – | -56 | – | 0.00% | – |
| NSC | Exit | Norfolk Southern Corp | $0 | – | -114 | – | 0.00% | – |
| PVH | Exit | PVH Corp | $0 | – | -1,082 | – | 0.00% | – |
| FLS | Exit | Flowserve Corp | $0 | – | -63 | – | 0.00% | – |
| LUMN | Exit | CenturyLink Inc | $0 | – | -141 | – | 0.00% | – |
| R | Exit | Ryder System Inc | $0 | – | -2,357 | – | 0.00% | – |
| BXP | Exit | Boston Properties Inc | $0 | – | -194 | – | 0.00% | – |
| INTC | Sell | Intel Corp | $167,000 | 0.0% | 3,254 | -6.8% | 0.00% | – |
| TSN | Exit | Tyson Foods Inc | $0 | – | -680 | – | 0.00% | – |
| WRK | Sell | Westrock Co | $138,000 | -13.2% | 3,786 | -12.8% | 0.00% | – |
| BBY | Sell | Best Buy Co Inc | $81,000 | -13.8% | 1,173 | -12.9% | 0.00% | – |
| DVN | Exit | Devon Energy Corp | $0 | – | -807 | – | 0.00% | – |
| LCUT | Sell | Lifetime Brands Inc | $234,000 | -15.8% | 26,397 | -10.4% | 0.00% | -100.0% |
| TAP | Sell | Molson Coors Brewing Co | $167,000 | -10.7% | 2,914 | -12.8% | 0.00% | – |
| PNC | Sell | PNC Financial Services Group I | $212,000 | -1.9% | 1,516 | -3.6% | 0.00% | – |
| ADM | Buy | Archer-Daniels-Midland Co | $99,000 | +41.4% | 2,427 | +41.7% | 0.00% | – |
| AAPL | Sell | Apple Inc | $192,000 | -11.1% | 860 | -21.3% | 0.00% | – |
| LM | Exit | Legg Mason Inc | $0 | – | -1,941 | – | 0.00% | – |
| GOOG | New | Alphabet Inc | $126,000 | – | 103 | – | 0.00% | – |
| ALK | Sell | Alaska Air Group Inc | $169,000 | -11.1% | 2,594 | -12.8% | 0.00% | – |
| JLL | Sell | Jones Lang LaSalle Inc | $91,000 | -28.3% | 654 | -27.9% | 0.00% | – |
| AYI | Sell | Acuity Brands Inc | $129,000 | -14.6% | 958 | -12.8% | 0.00% | – |
| HPR | Exit | HighPoint Resources Corp | $0 | – | -339,821 | – | -0.00% | – |
| KIRK | Exit | Kirkland's Inc | $0 | – | -168,220 | – | -0.00% | – |
| UMBF | Exit | UMB Financial Corp | $0 | – | -6,799 | – | -0.00% | – |
| MPO | Exit | Midstates Petroleum Co Inc | $0 | – | -90,038 | – | -0.00% | – |
| OIS | Exit | Oil States International Inc | $0 | – | -63,146 | – | -0.00% | – |
| WABC | Exit | Westamerica Bancorporation | $0 | – | -14,862 | – | -0.00% | – |
| UCBI | Exit | United Community Banks Inc/GA | $0 | – | -34,017 | – | -0.00% | – |
| GBCI | Exit | Glacier Bancorp Inc | $0 | – | -20,483 | – | -0.00% | – |
| OASPQ | Exit | Oasis Petroleum Inc | $0 | – | -145,126 | – | -0.00% | – |
| RYAM | Exit | Rayonier Advanced Materials In | $0 | – | -149,605 | – | -0.00% | – |
| XOM | Exit | Exxon Mobil Corp | $0 | – | -24,287 | – | -0.00% | – |
| WAIR | Exit | Wesco Aircraft Holdings Inc | $0 | – | -164,645 | – | -0.00% | – |
| MHO | Exit | M/I Homes Inc | $0 | – | -52,547 | – | -0.00% | – |
| TNC | Exit | Tennant Co | $0 | – | -37,889 | – | -0.00% | – |
| MTZ | Exit | MasTec Inc | $0 | – | -42,737 | – | -0.00% | – |
| BKE | Exit | Buckle Inc/The | $0 | – | -173,064 | – | -0.01% | – |
| WERN | Exit | Werner Enterprises Inc | $0 | – | -106,215 | – | -0.01% | – |
| KBH | Exit | KB Home | $0 | – | -127,339 | – | -0.01% | – |
| WSFS | Exit | WSFS Financial Corp | $0 | – | -80,079 | – | -0.01% | – |
| INT | Exit | World Fuel Services Corp | $0 | – | -128,535 | – | -0.01% | – |
| WRLD | Exit | World Acceptance Corp | $0 | – | -30,348 | – | -0.01% | – |
| TMHC | Exit | Taylor Morrison Home Corp | $0 | – | -252,548 | – | -0.01% | – |
| PKE | Exit | Park Electrochemical Corp | $0 | – | -443,602 | – | -0.01% | – |
| MTRN | Exit | Materion Corp | $0 | – | -691,069 | – | -0.08% | – |
| LUV | Exit | Southwest Airlines Co | $0 | – | -1,125,658 | – | -0.10% | – |
| MDP | Exit | Meredith Corp | $0 | – | -1,265,526 | – | -0.13% | – |
| TSS | Exit | Total System Services Inc | $0 | – | -803,202 | – | -0.19% | – |
| VET | Exit | Vermilion Energy Inc | $0 | – | -7,540,839 | – | -0.30% | – |
| PFE | Exit | Pfizer Inc | $0 | – | -5,893,513 | – | -0.46% | – |
| STT | Exit | State Street Corp | $0 | – | -8,589,632 | – | -0.88% | – |
Q2 2019
| Value | Shares | ↓ Weighting | ||||||
|---|---|---|---|---|---|---|---|---|
| CMCSA | New | Comcast Corp | $1,553,567,000 | – | 36,744,726 | – | 2.83% | – |
| DG | New | Dollar General Corp | $1,522,616,000 | – | 11,265,278 | – | 2.77% | – |
| JCI | New | Johnson Controls International | $1,500,280,000 | – | 36,317,605 | – | 2.73% | – |
| APD | New | Air Products & Chemicals Inc | $1,484,439,000 | – | 6,557,578 | – | 2.70% | – |
| ORCL | New | Oracle Corp | $1,468,299,000 | – | 25,773,189 | – | 2.67% | – |
| LOW | New | Lowe's Cos Inc | $1,436,215,000 | – | 14,232,631 | – | 2.62% | – |
| QCOM | New | QUALCOMM Inc | $1,415,605,000 | – | 18,609,253 | – | 2.58% | – |
| D | New | Dominion Energy Inc | $1,414,477,000 | – | 18,293,801 | – | 2.58% | – |
| MDT | New | Medtronic PLC | $1,412,142,000 | – | 14,499,865 | – | 2.57% | – |
| WFC | New | Wells Fargo & Co | $1,369,049,000 | – | 28,931,732 | – | 2.49% | – |
| PSX | New | Phillips 66 | $1,301,331,000 | – | 13,912,034 | – | 2.37% | – |
| AIG | New | American International Group I | $1,287,928,000 | – | 24,172,829 | – | 2.34% | – |
| USB | New | US Bancorp | $1,286,132,000 | – | 24,544,513 | – | 2.34% | – |
| AXP | New | American Express Co | $1,249,106,000 | – | 10,119,136 | – | 2.28% | – |
| MSFT | New | Microsoft Corp | $1,205,772,000 | – | 9,000,986 | – | 2.20% | – |
| UTX | New | United Technologies Corp | $1,189,950,000 | – | 9,139,393 | – | 2.17% | – |
| GE | New | General Electric Co | $1,177,663,000 | – | 112,158,363 | – | 2.14% | – |
| JPM | New | JPMorgan Chase & Co | $1,152,927,000 | – | 10,312,406 | – | 2.10% | – |
| EOG | New | EOG Resources Inc | $1,141,521,000 | – | 12,253,340 | – | 2.08% | – |
| ANTM | New | Anthem Inc | $1,078,514,000 | – | 3,821,672 | – | 1.96% | – |
| BP | New | BP PLC- ADR | $1,035,964,000 | – | 24,843,251 | – | 1.89% | – |
| NTRS | New | Northern Trust Corp | $943,393,000 | – | 10,482,148 | – | 1.72% | – |
| CVS | New | CVS Health Corp | $931,015,000 | – | 17,085,979 | – | 1.70% | – |
| PM | New | Philip Morris International In | $920,084,000 | – | 11,716,338 | – | 1.68% | – |
| EXC | New | Exelon Corp | $830,545,000 | – | 17,324,678 | – | 1.51% | – |
| WAB | New | Wabtec Corp | $801,826,000 | – | 11,173,711 | – | 1.46% | – |
| DD | New | DuPont de Nemours Inc | $795,936,000 | – | 10,602,574 | – | 1.45% | – |
| SLB | New | Schlumberger Ltd | $753,617,000 | – | 18,963,679 | – | 1.37% | – |
| AAP | New | Advance Auto Parts Inc | $675,051,000 | – | 4,379,461 | – | 1.23% | – |
| ARMK | New | Aramark | $665,597,000 | – | 18,458,058 | – | 1.21% | – |
| HES | New | Hess Corp | $600,575,000 | – | 9,447,455 | – | 1.09% | – |
| SNY | New | Sanofi- ADR | $580,015,000 | – | 13,404,548 | – | 1.06% | – |
| CTVA | New | Corteva Inc | $579,764,000 | – | 19,606,519 | – | 1.06% | – |
| CVX | New | Chevron Corp | $541,214,000 | – | 4,349,191 | – | 0.99% | – |
| VLO | New | Valero Energy Corp | $515,234,000 | – | 6,018,386 | – | 0.94% | – |
| STT | New | State Street Corp | $481,535,000 | – | 8,589,632 | – | 0.88% | – |
| GD | New | General Dynamics Corp | $470,952,000 | – | 2,590,209 | – | 0.86% | – |
| HCP | New | HCP Inc | $453,383,000 | – | 14,177,081 | – | 0.83% | – |
| J | New | Jacobs Engineering Group Inc | $445,258,000 | – | 5,276,187 | – | 0.81% | – |
| CB | New | Chubb Ltd | $419,548,000 | – | 2,848,447 | – | 0.76% | – |
| UNH | New | UnitedHealth Group Inc | $416,254,000 | – | 1,705,888 | – | 0.76% | – |
| SWK | New | Stanley Black & Decker Inc | $408,653,000 | – | 2,825,895 | – | 0.74% | – |
| AVGO | New | Broadcom Inc | $397,147,000 | – | 1,379,654 | – | 0.72% | – |
| NYCB | New | New York Community Bancorp Inc | $366,499,000 | – | 36,723,377 | – | 0.67% | – |
| CI | New | Cigna Corp | $358,430,000 | – | 2,275,022 | – | 0.65% | – |
| TXN | New | Texas Instruments Inc | $350,026,000 | – | 3,050,071 | – | 0.64% | – |
| LIN | New | Linde PLC | $341,396,000 | – | 1,700,180 | – | 0.62% | – |
| ETR | New | Entergy Corp | $337,160,000 | – | 3,275,619 | – | 0.61% | – |
| TGT | New | Target Corp | $307,961,000 | – | 3,555,720 | – | 0.56% | – |
| DOW | New | Dow Inc | $298,600,000 | – | 6,055,574 | – | 0.54% | – |
| NAVI | New | Navient Corp | $298,386,000 | – | 21,859,734 | – | 0.54% | – |
| SLM | New | SLM Corp | $283,374,000 | – | 29,153,746 | – | 0.52% | – |
| NLSN | New | Nielsen Holdings PLC | $282,133,000 | – | 12,483,798 | – | 0.51% | – |
| RCL | New | Royal Caribbean Cruises Ltd | $280,842,000 | – | 2,316,986 | – | 0.51% | – |
| WLTW | New | Willis Towers Watson PLC | $273,177,000 | – | 1,426,214 | – | 0.50% | – |
| BK | New | Bank of New York Mellon Corp/T | $266,451,000 | – | 6,035,135 | – | 0.48% | – |
| PFE | New | Pfizer Inc | $255,307,000 | – | 5,893,513 | – | 0.46% | – |
| BAC | New | Bank of America Corp | $242,498,000 | – | 8,361,985 | – | 0.44% | – |
| MRVL | New | Marvell Technology Group Ltd | $241,425,000 | – | 10,114,150 | – | 0.44% | – |
| LPT | New | Liberty Property Trust | $241,225,000 | – | 4,820,627 | – | 0.44% | – |
| CCEP | New | Coca-Cola European Partners PL | $240,454,000 | – | 4,255,836 | – | 0.44% | – |
| MGP | New | MGM Growth Properties LLC | $232,660,000 | – | 7,590,865 | – | 0.42% | – |
| MGM | New | MGM Resorts International | $231,767,000 | – | 8,112,250 | – | 0.42% | – |
| LEN | New | Lennar Corp | $229,498,000 | – | 4,735,815 | – | 0.42% | – |
| NCLH | New | Norwegian Cruise Line Holdings | $222,804,000 | – | 4,154,467 | – | 0.41% | – |
| SPR | New | Spirit AeroSystems Holdings In | $215,160,000 | – | 2,644,214 | – | 0.39% | – |
| BRKB | New | Berkshire Hathaway Inc | $214,608,000 | – | 1,006,750 | – | 0.39% | – |
| MCHP | New | Microchip Technology Inc | $199,815,000 | – | 2,304,671 | – | 0.36% | – |
| FNF | New | Fidelity National Financial In | $197,852,000 | – | 4,909,470 | – | 0.36% | – |
| T | New | AT&T Inc | $195,102,000 | – | 5,822,203 | – | 0.36% | – |
| JEF | New | Jefferies Financial Group Inc | $181,156,000 | – | 9,420,503 | – | 0.33% | – |
| GEO | New | GEO Group Inc/The | $181,261,000 | – | 8,627,379 | – | 0.33% | – |
| XEL | New | Xcel Energy Inc | $166,092,000 | – | 2,791,919 | – | 0.30% | – |
| WHR | New | Whirlpool Corp | $164,796,000 | – | 1,157,603 | – | 0.30% | – |
| OC | New | Owens Corning | $163,732,000 | – | 2,813,255 | – | 0.30% | – |
| VET | New | Vermilion Energy Inc | $163,862,000 | – | 7,540,839 | – | 0.30% | – |
| AXS | New | Axis Capital Holdings Ltd | $161,448,000 | – | 2,706,581 | – | 0.29% | – |
| UHAL | New | AMERCO | $160,000,000 | – | 422,666 | – | 0.29% | – |
| JNJ | New | Johnson & Johnson | $156,676,000 | – | 1,124,902 | – | 0.28% | – |
| VZ | New | Verizon Communications Inc | $153,781,000 | – | 2,691,777 | – | 0.28% | – |
| ESI | New | Element Solutions Inc | $152,598,000 | – | 14,758,040 | – | 0.28% | – |
| PE | New | Parsley Energy Inc | $146,021,000 | – | 7,681,290 | – | 0.27% | – |
| KOS | New | Kosmos Energy Ltd | $144,324,000 | – | 23,018,322 | – | 0.26% | – |
| IBM | New | International Business Machine | $144,021,000 | – | 1,044,389 | – | 0.26% | – |
| MRK | New | Merck & Co Inc | $142,415,000 | – | 1,698,461 | – | 0.26% | – |
| PNW | New | Pinnacle West Capital Corp | $138,606,000 | – | 1,473,131 | – | 0.25% | – |
| WH | New | Wyndham Hotels & Resorts Inc | $121,782,000 | – | 2,184,822 | – | 0.22% | – |
| COP | New | ConocoPhillips | $119,195,000 | – | 1,954,010 | – | 0.22% | – |
| AXTA | New | Axalta Coating Systems Ltd | $111,661,000 | – | 3,750,782 | – | 0.20% | – |
| FNB | New | FNB Corp/PA | $108,513,000 | – | 9,219,454 | – | 0.20% | – |
| EBAY | New | eBay Inc | $105,184,000 | – | 2,662,894 | – | 0.19% | – |
| LYB | New | LyondellBasell Industries NV | $104,937,000 | – | 1,218,365 | – | 0.19% | – |
| TSS | New | Total System Services Inc | $103,026,000 | – | 803,202 | – | 0.19% | – |
| BRKS | New | Brooks Automation Inc | $99,538,000 | – | 2,568,705 | – | 0.18% | – |
| BWXT | New | BWX Technologies Inc | $86,328,000 | – | 1,656,977 | – | 0.16% | – |
| DIOD | New | Diodes Inc | $79,083,000 | – | 2,174,410 | – | 0.14% | – |
| ETFC | New | ETRADE Financial Corp | $77,167,000 | – | 1,730,203 | – | 0.14% | – |
| SSD | New | Simpson Manufacturing Co Inc | $76,850,000 | – | 1,156,331 | – | 0.14% | – |
| FSS | New | Federal Signal Corp | $76,542,000 | – | 2,861,360 | – | 0.14% | – |
| TCBI | New | Texas Capital Bancshares Inc | $75,919,000 | – | 1,237,072 | – | 0.14% | – |
| MTG | New | MGIC Investment Corp | $74,430,000 | – | 5,664,356 | – | 0.14% | – |
| AXL | New | American Axle & Manufacturing | $72,327,000 | – | 5,668,312 | – | 0.13% | – |
| MDP | New | Meredith Corp | $69,681,000 | – | 1,265,526 | – | 0.13% | – |
| ATSG | New | Air Transport Services Group I | $68,437,000 | – | 2,804,808 | – | 0.12% | – |
| IIVI | New | II-VI Inc | $68,768,000 | – | 1,880,980 | – | 0.12% | – |
| DAR | New | Darling Ingredients Inc | $66,810,000 | – | 3,358,976 | – | 0.12% | – |
| ATI | New | Allegheny Technologies Inc | $66,397,000 | – | 2,634,823 | – | 0.12% | – |
| SEAS | New | SeaWorld Entertainment Inc | $65,220,000 | – | 2,103,869 | – | 0.12% | – |
| TEX | New | Terex Corp | $63,446,000 | – | 2,020,586 | – | 0.12% | – |
| HON | New | Honeywell International Inc | $63,105,000 | – | 361,447 | – | 0.12% | – |
| ROCK | New | Gibraltar Industries Inc | $62,617,000 | – | 1,551,476 | – | 0.11% | – |
| EPAC | New | Actuant Corp | $61,600,000 | – | 2,482,864 | – | 0.11% | – |
| VLY | New | Valley National Bancorp | $60,778,000 | – | 5,638,072 | – | 0.11% | – |
| PB | New | Prosperity Bancshares Inc | $59,287,000 | – | 897,607 | – | 0.11% | – |
| LUV | New | Southwest Airlines Co | $57,161,000 | – | 1,125,658 | – | 0.10% | – |
| CIEN | New | Ciena Corp | $56,932,000 | – | 1,384,207 | – | 0.10% | – |
| ADNT | New | Adient PLC | $55,463,000 | – | 2,285,263 | – | 0.10% | – |
| CPE | New | Callon Petroleum Co | $55,305,000 | – | 8,392,232 | – | 0.10% | – |
| EC | New | Ecopetrol SA- ADR | $55,734,000 | – | 3,047,247 | – | 0.10% | – |
| CFX | New | Colfax Corp | $53,714,000 | – | 1,916,318 | – | 0.10% | – |
| FARO | New | FARO Technologies Inc | $53,128,000 | – | 1,010,428 | – | 0.10% | – |
| EHC | New | Encompass Health Corp | $51,336,000 | – | 810,222 | – | 0.09% | – |
| WIRE | New | Encore Wire Corp | $49,797,000 | – | 850,060 | – | 0.09% | – |
| MINI | New | Mobile Mini Inc | $50,006,000 | – | 1,643,315 | – | 0.09% | – |
| MTSC | New | MTS Systems Corp | $49,042,000 | – | 837,899 | – | 0.09% | – |
| POL | New | PolyOne Corp | $48,740,000 | – | 1,552,698 | – | 0.09% | – |
| OII | New | Oceaneering International Inc | $48,506,000 | – | 2,378,888 | – | 0.09% | – |
| MO | New | Altria Group Inc | $47,094,000 | – | 994,590 | – | 0.09% | – |
| MTRN | New | Materion Corp | $46,862,000 | – | 691,069 | – | 0.08% | – |
| RTN | New | Raytheon Co | $45,881,000 | – | 263,867 | – | 0.08% | – |
| PRIM | New | Primoris Services Corp | $44,735,000 | – | 2,137,353 | – | 0.08% | – |
| GM | New | General Motors Co | $42,565,000 | – | 1,104,731 | – | 0.08% | – |
| VSH | New | Vishay Intertechnology Inc | $38,307,000 | – | 2,318,822 | – | 0.07% | – |
| PRAA | New | PRA Group Inc | $38,135,000 | – | 1,355,164 | – | 0.07% | – |
| B | New | Barnes Group Inc | $37,431,000 | – | 664,385 | – | 0.07% | – |
| COHU | New | Cohu Inc | $36,296,000 | – | 2,352,316 | – | 0.07% | – |
| BMY | New | Bristol-Myers Squibb Co | $35,128,000 | – | 774,577 | – | 0.06% | – |
| PLAB | New | Photronics Inc | $30,275,000 | – | 3,692,108 | – | 0.06% | – |
| JBHT | New | JB Hunt Transport Services Inc | $27,881,000 | – | 305,016 | – | 0.05% | – |
| DE | New | Deere & Co | $23,222,000 | – | 140,139 | – | 0.04% | – |
| STKL | New | SunOpta Inc | $22,089,000 | – | 6,714,127 | – | 0.04% | – |
| IVC | New | Invacare Corp | $11,547,000 | – | 2,224,910 | – | 0.02% | – |
| GSM | New | Ferroglobe PLC | $10,625,000 | – | 6,250,010 | – | 0.02% | – |
| PKE | New | Park Electrochemical Corp | $7,404,000 | – | 443,602 | – | 0.01% | – |
| MLHR | New | Herman Miller Inc | $6,000,000 | – | 134,223 | – | 0.01% | – |
| OFG | New | OFG Bancorp | $5,993,000 | – | 252,134 | – | 0.01% | – |
| GPI | New | Group 1 Automotive Inc | $5,683,000 | – | 69,399 | – | 0.01% | – |
| TMHC | New | Taylor Morrison Home Corp | $5,293,000 | – | 252,548 | – | 0.01% | – |
| SAH | New | Sonic Automotive Inc | $5,244,000 | – | 224,597 | – | 0.01% | – |
| RDN | New | Radian Group Inc | $5,292,000 | – | 231,579 | – | 0.01% | – |
| NSIT | New | Insight Enterprises Inc | $5,075,000 | – | 87,207 | – | 0.01% | – |
| ENS | New | EnerSys | $5,047,000 | – | 73,683 | – | 0.01% | – |
| TRTN | New | Triton International Ltd/Bermu | $5,074,000 | – | 154,881 | – | 0.01% | – |
| SF | New | Stifel Financial Corp | $4,862,000 | – | 82,331 | – | 0.01% | – |
| IBOC | New | International Bancshares Corp | $4,703,000 | – | 124,718 | – | 0.01% | – |
| SCS | New | Steelcase Inc | $4,800,000 | – | 280,698 | – | 0.01% | – |
| WRLD | New | World Acceptance Corp | $4,981,000 | – | 30,348 | – | 0.01% | – |
| TRMK | New | Trustmark Corp | $5,104,000 | – | 153,512 | – | 0.01% | – |
| ATGE | New | Adtalem Global Education Inc | $4,496,000 | – | 99,812 | – | 0.01% | – |
| INT | New | World Fuel Services Corp | $4,622,000 | – | 128,535 | – | 0.01% | – |
| HWC | New | Hancock Whitney Corp | $4,596,000 | – | 114,727 | – | 0.01% | – |
| MOGA | New | Moog Inc | $4,202,000 | – | 44,884 | – | 0.01% | – |
| TRS | New | TriMas Corp | $4,647,000 | – | 150,063 | – | 0.01% | – |
| PIPR | New | Piper Jaffray Cos | $4,563,000 | – | 61,439 | – | 0.01% | – |
| IBKC | New | IBERIABANK Corp | $4,497,000 | – | 59,290 | – | 0.01% | – |
| AIT | New | Applied Industrial Technologie | $4,515,000 | – | 73,390 | – | 0.01% | – |
| ARCH | New | Arch Coal Inc | $4,646,000 | – | 49,318 | – | 0.01% | – |
| HI | New | Hillenbrand Inc | $4,272,000 | – | 107,956 | – | 0.01% | – |
| SANM | New | Sanmina Corp | $4,140,000 | – | 136,716 | – | 0.01% | – |
| AXE | New | Anixter International Inc | $4,143,000 | – | 69,380 | – | 0.01% | – |
| FMBI | New | First Midwest Bancorp Inc/IL | $4,539,000 | – | 221,765 | – | 0.01% | – |
| NEWM | New | New Media Investment Group Inc | $4,633,000 | – | 490,833 | – | 0.01% | – |
| CVBF | New | CVB Financial Corp | $4,461,000 | – | 212,114 | – | 0.01% | – |
| WWW | New | Wolverine World Wide Inc | $4,414,000 | – | 160,271 | – | 0.01% | – |
| AIMC | New | Altra Industrial Motion Corp | $4,661,000 | – | 129,895 | – | 0.01% | – |
| WDR | New | Waddell & Reed Financial Inc | $4,447,000 | – | 266,812 | – | 0.01% | – |
| SWM | New | Schweitzer-Mauduit Internation | $3,638,000 | – | 109,651 | – | 0.01% | – |
| MRC | New | MRC Global Inc | $3,662,000 | – | 213,878 | – | 0.01% | – |
| MEI | New | Methode Electronics Inc | $3,686,000 | – | 129,022 | – | 0.01% | – |
| ETH | New | Ethan Allen Interiors Inc | $4,071,000 | – | 193,314 | – | 0.01% | – |
| BTU | New | Peabody Energy Corp | $4,100,000 | – | 170,096 | – | 0.01% | – |
| TBI | New | TrueBlue Inc | $3,942,000 | – | 178,713 | – | 0.01% | – |
| CRS | New | Carpenter Technology Corp | $4,064,000 | – | 84,692 | – | 0.01% | – |
| BIG | New | Big Lots Inc | $3,615,000 | – | 126,375 | – | 0.01% | – |
| HLIO | New | Helios Technologies Inc | $3,851,000 | – | 82,982 | – | 0.01% | – |
| CMCO | New | Columbus McKinnon Corp/NY | $3,285,000 | – | 78,267 | – | 0.01% | – |
| CMC | New | Commercial Metals Co | $3,213,000 | – | 179,968 | – | 0.01% | – |
| THFF | New | First Financial Corp/IN | $3,035,000 | – | 75,578 | – | 0.01% | – |
| GCI | New | Gannett Co Inc | $3,351,000 | – | 410,584 | – | 0.01% | – |
| GCO | New | Genesco Inc | $3,221,000 | – | 76,175 | – | 0.01% | – |
| HUBG | New | Hub Group Inc | $3,131,000 | – | 74,579 | – | 0.01% | – |
| KBH | New | KB Home | $3,277,000 | – | 127,339 | – | 0.01% | – |
| KMT | New | Kennametal Inc | $3,426,000 | – | 92,612 | – | 0.01% | – |
| MOD | New | Modine Manufacturing Co | $3,022,000 | – | 211,167 | – | 0.01% | – |
| PUMP | New | ProPetro Holding Corp | $3,152,000 | – | 152,242 | – | 0.01% | – |
| APAM | New | Artisan Partners Asset Managem | $3,289,000 | – | 119,524 | – | 0.01% | – |
| ACCO | New | ACCO Brands Corp | $3,332,000 | – | 423,445 | – | 0.01% | – |
| TUP | New | Tupperware Brands Corp | $3,454,000 | – | 181,491 | – | 0.01% | – |
| VEC | New | Vectrus Inc | $3,457,000 | – | 85,240 | – | 0.01% | – |
| VRTS | New | Virtus Investment Partners Inc | $3,268,000 | – | 30,432 | – | 0.01% | – |
| WSFS | New | WSFS Financial Corp | $3,307,000 | – | 80,079 | – | 0.01% | – |
| WERN | New | Werner Enterprises Inc | $3,301,000 | – | 106,215 | – | 0.01% | – |
| PSMT | New | PriceSmart Inc | $2,628,000 | – | 51,413 | – | 0.01% | – |
| SPTN | New | SpartanNash Co | $2,821,000 | – | 241,736 | – | 0.01% | – |
| SCHL | New | Scholastic Corp | $2,675,000 | – | 80,469 | – | 0.01% | – |
| ZUMZ | New | Zumiez Inc | $2,904,000 | – | 111,262 | – | 0.01% | – |
| CVLT | New | CommVault Systems Inc | $2,831,000 | – | 57,065 | – | 0.01% | – |
| DAN | New | Dana Inc | $2,698,000 | – | 135,305 | – | 0.01% | – |
| VRA | New | Vera Bradley Inc | $2,933,000 | – | 244,478 | – | 0.01% | – |
| LL | New | Lumber Liquidators Holdings In | $2,812,000 | – | 243,418 | – | 0.01% | – |
| BKE | New | Buckle Inc/The | $2,996,000 | – | 173,064 | – | 0.01% | – |
| TVTY | New | Tivity Health Inc | $2,851,000 | – | 173,377 | – | 0.01% | – |
| BCEI | New | Bonanza Creek Energy Inc | $2,648,000 | – | 126,814 | – | 0.01% | – |
| SYKE | New | Sykes Enterprises Inc | $2,636,000 | – | 95,991 | – | 0.01% | – |
| HIBB | New | Hibbett Sports Inc | $2,885,000 | – | 158,520 | – | 0.01% | – |
| TNC | New | Tennant Co | $2,319,000 | – | 37,889 | – | 0.00% | – |
| GEF | New | Greif Inc | $2,133,000 | – | 65,533 | – | 0.00% | – |
| HY | New | Hyster-Yale Materials Handling | $1,961,000 | – | 35,489 | – | 0.00% | – |
| HOPE | New | Hope Bancorp Inc | $1,992,000 | – | 144,528 | – | 0.00% | – |
| ARCO | New | Arcos Dorados Holdings Inc | $2,088,000 | – | 286,770 | – | 0.00% | – |
| TGI | New | Triumph Group Inc | $2,293,000 | – | 100,103 | – | 0.00% | – |
| ENVA | New | Enova International Inc | $2,113,000 | – | 91,669 | – | 0.00% | – |
| TECD | New | Tech Data Corp | $2,137,000 | – | 20,427 | – | 0.00% | – |
| TBBK | New | Bancorp Inc/The | $2,091,000 | – | 234,443 | – | 0.00% | – |
| EZPW | New | EZCORP Inc | $2,367,000 | – | 249,955 | – | 0.00% | – |
| MTZ | New | MasTec Inc | $2,202,000 | – | 42,737 | – | 0.00% | – |
| ANDE | New | Andersons Inc/The | $2,442,000 | – | 89,642 | – | 0.00% | – |
| FI | New | Frank's International NV | $2,318,000 | – | 424,456 | – | 0.00% | – |
| DBI | New | Designer Brands Inc | $2,392,000 | – | 124,822 | – | 0.00% | – |
| WAIR | New | Wesco Aircraft Holdings Inc | $1,828,000 | – | 164,645 | – | 0.00% | – |
| CNXN | New | PC Connection Inc | $1,417,000 | – | 40,517 | – | 0.00% | – |
| MHO | New | M/I Homes Inc | $1,500,000 | – | 52,547 | – | 0.00% | – |
| BPFH | New | Boston Private Financial Holdi | $1,406,000 | – | 116,485 | – | 0.00% | – |
| SCSC | New | ScanSource Inc | $1,401,000 | – | 43,029 | – | 0.00% | – |
| APEI | New | American Public Education Inc | $1,541,000 | – | 52,108 | – | 0.00% | – |
| UIS | New | Unisys Corp | $1,481,000 | – | 152,344 | – | 0.00% | – |
| UNFI | New | United Natural Foods Inc | $1,762,000 | – | 196,370 | – | 0.00% | – |
| ULH | New | Universal Logistics Holdings I | $1,567,000 | – | 69,722 | – | 0.00% | – |
| FULT | New | Fulton Financial Corp | $1,663,000 | – | 101,639 | – | 0.00% | – |
| XOM | New | Exxon Mobil Corp | $1,861,000 | – | 24,287 | – | 0.00% | – |
| HCC | New | Warrior Met Coal Inc | $1,415,000 | – | 54,167 | – | 0.00% | – |
| ECPG | New | Encore Capital Group Inc | $1,645,000 | – | 48,571 | – | 0.00% | – |
| CCL | New | Carnival Corp | $1,623,000 | – | 34,857 | – | 0.00% | – |
| BBBY | New | Bed Bath & Beyond Inc | $1,711,000 | – | 147,262 | – | 0.00% | – |
| HVT | New | Haverty Furniture Cos Inc | $1,234,000 | – | 72,493 | – | 0.00% | – |
| OMI | New | Owens & Minor Inc | $868,000 | – | 271,254 | – | 0.00% | – |
| BIDU | New | Baidu Inc- ADR | $1,091,000 | – | 9,294 | – | 0.00% | – |
| THR | New | Thermon Group Holdings Inc | $974,000 | – | 37,983 | – | 0.00% | – |
| TITN | New | Titan Machinery Inc | $1,117,000 | – | 54,277 | – | 0.00% | – |
| CIB | New | Bancolombia SA- ADR | $1,370,000 | – | 26,841 | – | 0.00% | – |
| MLI | New | Mueller Industries Inc | $855,000 | – | 29,220 | – | 0.00% | – |
| CXW | New | CoreCivic Inc | $1,036,000 | – | 49,891 | – | 0.00% | – |
| MG | New | Mistras Group Inc | $857,000 | – | 59,664 | – | 0.00% | – |
| WHG | New | Westwood Holdings Group Inc | $1,211,000 | – | 34,395 | – | 0.00% | – |
| VECO | New | Veeco Instruments Inc | $909,000 | – | 74,377 | – | 0.00% | – |
| IIIN | New | Insteel Industries Inc | $1,258,000 | – | 60,405 | – | 0.00% | – |
| GBCI | New | Glacier Bancorp Inc | $830,000 | – | 20,483 | – | 0.00% | – |
| UCBI | New | United Community Banks Inc/GA | $971,000 | – | 34,017 | – | 0.00% | – |
| LE | New | Lands' End Inc | $1,306,000 | – | 106,836 | – | 0.00% | – |
| IPHS | New | Innophos Holdings Inc | $1,071,000 | – | 36,797 | – | 0.00% | – |
| INWK | New | InnerWorkings Inc | $1,100,000 | – | 288,015 | – | 0.00% | – |
| WABC | New | Westamerica Bancorporation | $915,000 | – | 14,862 | – | 0.00% | – |
| HAYN | New | Haynes International Inc | $1,071,000 | – | 33,688 | – | 0.00% | – |
| RYAM | New | Rayonier Advanced Materials In | $971,000 | – | 149,605 | – | 0.00% | – |
| OIS | New | Oil States International Inc | $1,156,000 | – | 63,146 | – | 0.00% | – |
| AEGN | New | Aegion Corp | $1,046,000 | – | 56,831 | – | 0.00% | – |
| OASPQ | New | Oasis Petroleum Inc | $824,000 | – | 145,126 | – | 0.00% | – |
| JAG | New | Jagged Peak Energy Inc | $590,000 | – | 71,390 | – | 0.00% | – |
| LXU | New | LSB Industries Inc | $355,000 | – | 90,965 | – | 0.00% | – |
| CEIX | New | CONSOL Energy Inc | $647,000 | – | 24,299 | – | 0.00% | – |
| SXI | New | Standex International Corp | $644,000 | – | 8,807 | – | 0.00% | – |
| HPR | New | HighPoint Resources Corp | $618,000 | – | 339,821 | – | 0.00% | – |
| PLXS | New | Plexus Corp | $700,000 | – | 11,989 | – | 0.00% | – |
| TLRDQ | New | Tailored Brands Inc | $572,000 | – | 99,141 | – | 0.00% | – |
| TISI | New | Team Inc | $723,000 | – | 47,183 | – | 0.00% | – |
| LCUT | New | Lifetime Brands Inc | $278,000 | – | 29,463 | – | 0.00% | – |
| TEN | New | Tenneco Inc | $720,000 | – | 64,988 | – | 0.00% | – |
| HNI | New | HNI Corp | $736,000 | – | 20,823 | – | 0.00% | – |
| BCC | New | Boise Cascade Co | $622,000 | – | 22,137 | – | 0.00% | – |
| PRTY | New | Party City Holdco Inc | $654,000 | – | 89,276 | – | 0.00% | – |
| AZZ | New | AZZ Inc | $734,000 | – | 15,943 | – | 0.00% | – |
| UMBF | New | UMB Financial Corp | $448,000 | – | 6,799 | – | 0.00% | – |
| AEL | New | American Equity Investment Lif | $638,000 | – | 23,493 | – | 0.00% | – |
| CNO | New | CNO Financial Group Inc | $769,000 | – | 46,095 | – | 0.00% | – |
| MC | New | Moelis & Co | $770,000 | – | 22,039 | – | 0.00% | – |
| FF | New | FutureFuel Corp | $695,000 | – | 59,443 | – | 0.00% | – |
| AVX | New | AVX Corp | $772,000 | – | 46,538 | – | 0.00% | – |
| NWLI | New | National Western Life Group In | $668,000 | – | 2,599 | – | 0.00% | – |
| BDC | New | Belden Inc | $596,000 | – | 10,001 | – | 0.00% | – |
| EXPR | New | Express Inc | $677,000 | – | 247,952 | – | 0.00% | – |
| CAL | New | Caleres Inc | $721,000 | – | 36,241 | – | 0.00% | – |
| OXY | New | Occidental Petroleum Corp | $704,000 | – | 14,000 | – | 0.00% | – |
| MPO | New | Midstates Petroleum Co Inc | $531,000 | – | 90,038 | – | 0.00% | – |
| DLX | New | Deluxe Corp | $693,000 | – | 17,037 | – | 0.00% | – |
| GLRE | New | Greenlight Capital Re Ltd | $617,000 | – | 72,606 | – | 0.00% | – |
| MTX | New | Minerals Technologies Inc | $696,000 | – | 13,015 | – | 0.00% | – |
| KIRK | New | Kirkland's Inc | $380,000 | – | 168,220 | – | 0.00% | – |
| TGH | New | Textainer Group Holdings Ltd | $410,000 | – | 40,733 | – | 0.00% | – |
| DAKT | New | Daktronics Inc | $798,000 | – | 129,396 | – | 0.00% | – |
| FDX | New | FedEx Corp | $11,000 | – | 68 | – | 0.00% | – |
| INTC | New | Intel Corp | $167,000 | – | 3,492 | – | 0.00% | – |
| DGX | New | Quest Diagnostics Inc | $142,000 | – | 1,401 | – | 0.00% | – |
| HIG | New | Hartford Financial Services Gr | $24,000 | – | 434 | – | 0.00% | – |
| LM | New | Legg Mason Inc | $75,000 | – | 1,941 | – | 0.00% | – |
| NSC | New | Norfolk Southern Corp | $23,000 | – | 114 | – | 0.00% | – |
| HPE | New | Hewlett Packard Enterprise Co | $26,000 | – | 1,735 | – | 0.00% | – |
| WRK | New | Westrock Co | $159,000 | – | 4,342 | – | 0.00% | – |
| LRCX | New | Lam Research Corp | $183,000 | – | 972 | – | 0.00% | – |
| PHG | New | Koninklijke Philips NV- ADR | $178,000 | – | 4,088 | – | 0.00% | – |
| BXP | New | Boston Properties Inc | $25,000 | – | 194 | – | 0.00% | – |
| MET | New | MetLife Inc | $12,000 | – | 243 | – | 0.00% | – |
| AAPL | New | Apple Inc | $216,000 | – | 1,093 | – | 0.00% | – |
| ENB | New | Enbridge Inc | $78,000 | – | 2,145 | – | 0.00% | – |
| CAH | New | Cardinal Health Inc | $41,000 | – | 861 | – | 0.00% | – |
| ADM | New | Archer-Daniels-Midland Co | $70,000 | – | 1,713 | – | 0.00% | – |
| NEM | New | Newmont Goldcorp Corp | $2,000 | – | 56 | – | 0.00% | – |
| SPG | New | Simon Property Group Inc | $18,000 | – | 115 | – | 0.00% | – |
| LUMN | New | CenturyLink Inc | $2,000 | – | 141 | – | 0.00% | – |
| DVN | New | Devon Energy Corp | $23,000 | – | 807 | – | 0.00% | – |
| BG | New | Bunge Ltd | $10,000 | – | 184 | – | 0.00% | – |
| APTV | New | Aptiv PLC | $6,000 | – | 79 | – | 0.00% | – |
| AYI | New | Acuity Brands Inc | $151,000 | – | 1,098 | – | 0.00% | – |
| TSN | New | Tyson Foods Inc | $55,000 | – | 680 | – | 0.00% | – |
| TAP | New | Molson Coors Brewing Co | $187,000 | – | 3,342 | – | 0.00% | – |
| RS | New | Reliance Steel & Aluminum Co | $2,000 | – | 24 | – | 0.00% | – |
| R | New | Ryder System Inc | $137,000 | – | 2,357 | – | 0.00% | – |
| ASNA | New | Ascena Retail Group Inc | $203,000 | – | 332,188 | – | 0.00% | – |
| GPS | New | Gap Inc/The | $99,000 | – | 5,479 | – | 0.00% | – |
| ALK | New | Alaska Air Group Inc | $190,000 | – | 2,976 | – | 0.00% | – |
| BBY | New | Best Buy Co Inc | $94,000 | – | 1,346 | – | 0.00% | – |
| JLL | New | Jones Lang LaSalle Inc | $127,000 | – | 907 | – | 0.00% | – |
| PVH | New | PVH Corp | $102,000 | – | 1,082 | – | 0.00% | – |
| HAL | New | Halliburton Co | $10,000 | – | 455 | – | 0.00% | – |
| F | New | Ford Motor Co | $6,000 | – | 570 | – | 0.00% | – |
| PNC | New | PNC Financial Services Group I | $216,000 | – | 1,573 | – | 0.00% | – |
| FLS | New | Flowserve Corp | $3,000 | – | 63 | – | 0.00% | – |
| CAG | New | Conagra Brands Inc | $29,000 | – | 1,109 | – | 0.00% | – |
Q4 2018
| Value | Shares | ↓ Weighting | ||||||
|---|---|---|---|---|---|---|---|---|
| HIG | Exit | Hartford Financial Services Gr | $0 | – | -434 | – | 0.00% | – |
| XRX | Exit | Xerox Corp | $0 | – | -7,238 | – | 0.00% | – |
| CCK | Exit | Crown Holdings Inc | $0 | – | -315 | – | 0.00% | – |
| TKR | Exit | Timken Co/The | $0 | – | -334 | – | 0.00% | – |
| TAP | Exit | Molson Coors Brewing Co | $0 | – | -2,992 | – | 0.00% | – |
| HP | Exit | Helmerich & Payne Inc | $0 | – | -184 | – | 0.00% | – |
| UFS | Exit | Domtar Corp | $0 | – | -387 | – | 0.00% | – |
| AVT | Exit | Avnet Inc | $0 | – | -437 | – | 0.00% | – |
| F | Exit | Ford Motor Co | $0 | – | -570 | – | 0.00% | – |
| ALK | Exit | Alaska Air Group Inc | $0 | – | -1,634 | – | 0.00% | – |
| SPG | Exit | Simon Property Group Inc | $0 | – | -115 | – | 0.00% | – |
| LUMN | Exit | CenturyLink Inc | $0 | – | -141 | – | 0.00% | – |
| BXP | Exit | Boston Properties Inc | $0 | – | -194 | – | 0.00% | – |
| TRMB | Exit | Trimble Inc | $0 | – | -425 | – | 0.00% | – |
| KBR | Exit | KBR Inc | $0 | – | -486 | – | 0.00% | – |
| AGCO | Exit | AGCO Corp | $0 | – | -271 | – | 0.00% | – |
| WBC | Exit | WABCO Holdings Inc | $0 | – | -133 | – | 0.00% | – |
| CDEV | Exit | Centennial Resource Developmen | $0 | – | -528 | – | 0.00% | – |
| ARW | Exit | Arrow Electronics Inc | $0 | – | -221 | – | 0.00% | – |
| J | Exit | Jacobs Engineering Group Inc | $0 | – | -311 | – | 0.00% | – |
| AYI | Exit | Acuity Brands Inc | $0 | – | -698 | – | 0.00% | – |
| FDX | Exit | FedEx Corp | $0 | – | -68 | – | 0.00% | – |
| WRK | Exit | WestRock Co | $0 | – | -3,113 | – | 0.00% | – |
| PII | Exit | Polaris Industries Inc | $0 | – | -150 | – | 0.00% | – |
| URBN | Exit | Urban Outfitters Inc | $0 | – | -382 | – | 0.00% | – |
| CY | Exit | Cypress Semiconductor Corp | $0 | – | -375 | – | 0.00% | – |
| PG | Exit | Procter & Gamble Co/The | $0 | – | -1,872 | – | 0.00% | – |
| VOYA | Exit | Voya Financial Inc | $0 | – | -242 | – | 0.00% | – |
| FLS | Exit | Flowserve Corp | $0 | – | -63 | – | 0.00% | – |
| CLH | Exit | Clean Harbors Inc | $0 | – | -311 | – | 0.00% | – |
| INT | Exit | World Fuel Services Corp | $0 | – | -336 | – | 0.00% | – |
| INTC | Exit | Intel Corp | $0 | – | -3,474 | – | 0.00% | – |
| APTV | Exit | Aptiv PLC | $0 | – | -79 | – | 0.00% | – |
| MET | Exit | MetLife Inc | $0 | – | -243 | – | 0.00% | – |
| AAPL | Exit | Apple Inc | $0 | – | -1,242 | – | 0.00% | – |
| GPS | Exit | Gap Inc/The | $0 | – | -4,904 | – | 0.00% | – |
| ITT | Exit | ITT Inc | $0 | – | -273 | – | 0.00% | – |
| FLR | Exit | Fluor Corp | $0 | – | -366 | – | 0.00% | – |
| CR | Exit | Crane Co | $0 | – | -191 | – | 0.00% | – |
| TDC | Exit | Teradata Corp | $0 | – | -469 | – | 0.00% | – |
| CAG | Exit | Conagra Brands Inc | $0 | – | -1,109 | – | 0.00% | – |
| NCR | Exit | NCR Corp | $0 | – | -170 | – | 0.00% | – |
| TGT | Exit | Target Corp | $0 | – | -1,642 | – | 0.00% | – |
| MAN | Exit | ManpowerGroup Inc | $0 | – | -2,226 | – | 0.00% | – |
| RS | Exit | Reliance Steel & Aluminum Co | $0 | – | -205 | – | 0.00% | – |
| CREE | Exit | Cree Inc | $0 | – | -353 | – | 0.00% | – |
| HFC | Exit | HollyFrontier Corp | $0 | – | -137 | – | 0.00% | – |
| RL | Exit | Ralph Lauren Corp | $0 | – | -149 | – | 0.00% | – |
| KSS | Exit | Kohl's Corp | $0 | – | -1,538 | – | 0.00% | – |
| CSCO | Exit | Cisco Systems Inc | $0 | – | -3,402 | – | 0.00% | – |
| PBI | Exit | Pitney Bowes Inc | $0 | – | -743 | – | 0.00% | – |
| CPA | Exit | Copa Holdings SA | $0 | – | -199 | – | 0.00% | – |
| PVH | Exit | PVH Corp | $0 | – | -907 | – | 0.00% | – |
| PAG | Exit | Penske Automotive Group Inc | $0 | – | -243 | – | 0.00% | – |
| RBC | Exit | Regal Beloit Corp | $0 | – | -153 | – | 0.00% | – |
| DCI | Exit | Donaldson Co Inc | $0 | – | -377 | – | 0.00% | – |
| CIT | Exit | CIT Group Inc | $0 | – | -361 | – | 0.00% | – |
| PDCO | Exit | Patterson Cos Inc | $0 | – | -5,968 | – | 0.00% | – |
| EV | Exit | Eaton Vance Corp | $0 | – | -313 | – | 0.00% | – |
| FOXA | Exit | Twenty-First Century Fox Inc | $0 | – | -360 | – | 0.00% | – |
| MUR | Exit | Murphy Oil Corp | $0 | – | -413 | – | 0.00% | – |
| RHI | Exit | Robert Half International Inc | $0 | – | -281 | – | 0.00% | – |
| NSC | Exit | Norfolk Southern Corp | $0 | – | -114 | – | 0.00% | – |
| HUN | Exit | Huntsman Corp | $0 | – | -360 | – | 0.00% | – |
| HPQ | Exit | HP Inc | $0 | – | -9,201 | – | 0.00% | – |
| TRGP | Exit | Targa Resources Corp | $0 | – | -407 | – | 0.00% | – |
| BMA | Exit | BANCO MACRO -ADR | $0 | – | -7,033 | – | 0.00% | – |
| NEM | Exit | Newmont Mining Corp | $0 | – | -56 | – | 0.00% | – |
| NUS | Exit | Nu Skin Enterprises Inc | $0 | – | -236 | – | 0.00% | – |
| OSK | Exit | Oshkosh Corp | $0 | – | -155 | – | 0.00% | – |
| LRCX | Exit | Lam Research Corp | $0 | – | -1,018 | – | 0.00% | – |
| HUBB | Exit | Hubbell Inc | $0 | – | -140 | – | 0.00% | – |
| BBY | Exit | Best Buy Co Inc | $0 | – | -2,329 | – | 0.00% | – |
| KEX | Exit | Kirby Corp | $0 | – | -175 | – | 0.00% | – |
| JBL | Exit | Jabil Inc | $0 | – | -513 | – | 0.00% | – |
| WCC | Exit | WESCO International Inc | $0 | – | -328 | – | 0.00% | – |
| HAL | Exit | Halliburton Co | $0 | – | -455 | – | 0.00% | – |
| FF | Exit | FutureFuel Corp | $0 | – | -394 | – | 0.00% | – |
| BC | Exit | Brunswick Corp/DE | $0 | – | -303 | – | 0.00% | – |
| JLL | Exit | Jones Lang LaSalle Inc | $0 | – | -158 | – | 0.00% | – |
| BG | Exit | Bunge Ltd | $0 | – | -184 | – | 0.00% | – |
| MRVL | Exit | Marvell Technology Group Ltd | $0 | – | -872 | – | 0.00% | – |
| CBT | Exit | Cabot Corp | $0 | – | -233 | – | 0.00% | – |
| JWA | Exit | John Wiley & Sons Inc | $0 | – | -306 | – | 0.00% | – |
| FSLR | Exit | First Solar Inc | $0 | – | -147 | – | 0.00% | – |
| LM | Exit | Legg Mason Inc | $0 | – | -5,702 | – | 0.00% | – |
| EBAY | Exit | eBay Inc | $0 | – | -935 | – | 0.00% | – |
| PDFS | Exit | PDF Solutions Inc | $0 | – | -68,542 | – | -0.00% | – |
| BDC | Exit | Belden Inc | $0 | – | -13,187 | – | -0.00% | – |
| PIR | Exit | Pier 1 Imports Inc | $0 | – | -239,928 | – | -0.00% | – |
| TGH | Exit | Textainer Group Holdings Ltd | $0 | – | -53,642 | – | -0.00% | – |
| LCUT | Exit | Lifetime Brands Inc | $0 | – | -38,633 | – | -0.00% | – |
| TITN | Exit | Titan Machinery Inc | $0 | – | -71,498 | – | -0.00% | – |
| ITG | Exit | Investment Technology Group In | $0 | – | -56,165 | – | -0.00% | – |
| AMKR | Exit | Amkor Technology Inc | $0 | – | -193,910 | – | -0.00% | – |
| CIB | Exit | BANCOLOMBIA-ADR | $0 | – | -34,664 | – | -0.00% | – |
| WRLD | Exit | World Acceptance Corp | $0 | – | -10,005 | – | -0.00% | – |
| SXI | Exit | Standex International Corp | $0 | – | -11,624 | – | -0.00% | – |
| BCC | Exit | Boise Cascade Co | $0 | – | -28,970 | – | -0.00% | – |
| HAYN | Exit | Haynes International Inc | $0 | – | -44,363 | – | -0.00% | – |
| OASPQ | Exit | Oasis Petroleum Inc | $0 | – | -98,009 | – | -0.00% | – |
| ARCO | Exit | Arcos Dorados Holdings Inc | $0 | – | -217,448 | – | -0.00% | – |
| BOJA | Exit | Bojangles' Inc | $0 | – | -86,602 | – | -0.00% | – |
| LXU | Exit | LSB Industries Inc | $0 | – | -119,804 | – | -0.00% | – |
| VECO | Exit | Veeco Instruments Inc | $0 | – | -97,005 | – | -0.00% | – |
| TRC | Exit | Tejon Ranch Co | $0 | – | -48,580 | – | -0.00% | – |
| WABC | Exit | Westamerica Bancorporation | $0 | – | -19,597 | – | -0.00% | – |
| DAKT | Exit | Daktronics Inc | $0 | – | -170,393 | – | -0.00% | – |
| KOP | Exit | Koppers Holdings Inc | $0 | – | -44,232 | – | -0.00% | – |
| TISI | Exit | Team Inc | $0 | – | -62,105 | – | -0.00% | – |
| PHH | Exit | PHH Corp | $0 | – | -97,710 | – | -0.00% | – |
| VEC | Exit | Vectrus Inc | $0 | – | -43,878 | – | -0.00% | – |
| MPO | Exit | Midstates Petroleum Co Inc | $0 | – | -119,037 | – | -0.00% | – |
| THR | Exit | Thermon Group Holdings Inc | $0 | – | -50,023 | – | -0.00% | – |
| MLI | Exit | Mueller Industries Inc | $0 | – | -38,498 | – | -0.00% | – |
| XOM | Exit | Exxon Mobil Corp | $0 | – | -16,604 | – | -0.00% | – |
| RUSHA | Exit | Rush Enterprises Inc | $0 | – | -34,499 | – | -0.00% | – |
| LRN | Exit | K12 Inc | $0 | – | -109,893 | – | -0.00% | – |
| ED | Exit | Consolidated Edison Inc | $0 | – | -26,103 | – | -0.00% | – |
| VIVO | Exit | Meridian Bioscience Inc | $0 | – | -134,081 | – | -0.00% | – |
| AEGN | Exit | Aegion Corp | $0 | – | -74,252 | – | -0.00% | – |
| OPY | Exit | Oppenheimer Holdings Inc | $0 | – | -55,345 | – | -0.00% | – |
| PRTY | Exit | Party City Holdco Inc | $0 | – | -117,579 | – | -0.00% | – |
| TECD | Exit | Tech Data Corp | $0 | – | -24,225 | – | -0.00% | – |
| MHO | Exit | M/I Homes Inc | $0 | – | -69,152 | – | -0.00% | – |
| MOD | Exit | Modine Manufacturing Co | $0 | – | -112,003 | – | -0.00% | – |
| SCVL | Exit | Shoe Carnival Inc | $0 | – | -52,864 | – | -0.00% | – |
| CAL | Exit | Caleres Inc | $0 | – | -47,602 | – | -0.00% | – |
| ECPG | Exit | Encore Capital Group Inc | $0 | – | -54,876 | – | -0.00% | – |
| LL | Exit | Lumber Liquidators Holdings In | $0 | – | -107,935 | – | -0.00% | – |
| ASNA | Exit | Ascena Retail Group Inc | $0 | – | -434,685 | – | -0.00% | – |
| NEWM | Exit | New Media Investment Group Inc | $0 | – | -106,832 | – | -0.00% | – |
| ANF | Exit | Abercrombie & Fitch Co | $0 | – | -83,348 | – | -0.00% | – |
| CNXN | Exit | PC Connection Inc | $0 | – | -52,982 | – | -0.00% | – |
| APEI | Exit | American Public Education Inc | $0 | – | -68,626 | – | -0.00% | – |
| SUP | Exit | Superior Industries Internatio | $0 | – | -153,077 | – | -0.00% | – |
| GLT | Exit | PH Glatfelter Co | $0 | – | -120,500 | – | -0.00% | – |
| GBCI | Exit | Glacier Bancorp Inc | $0 | – | -61,255 | – | -0.00% | – |
| OIS | Exit | Oil States International Inc | $0 | – | -82,803 | – | -0.00% | – |
| HIBB | Exit | Hibbett Sports Inc | $0 | – | -135,107 | – | -0.00% | – |
| SCSC | Exit | ScanSource Inc | $0 | – | -56,978 | – | -0.00% | – |
| EIG | Exit | Employers Holdings Inc | $0 | – | -51,654 | – | -0.00% | – |
| MTZ | Exit | MasTec Inc | $0 | – | -55,948 | – | -0.00% | – |
| WAIR | Exit | Wesco Aircraft Holdings Inc | $0 | – | -238,805 | – | -0.00% | – |
| GNRC | Exit | Generac Holdings Inc | $0 | – | -39,789 | – | -0.00% | – |
| UNFI | Exit | United Natural Foods Inc | $0 | – | -94,246 | – | -0.00% | – |
| LE | Exit | Lands' End Inc | $0 | – | -140,706 | – | -0.00% | – |
| ULH | Exit | Universal Logistics Holdings I | $0 | – | -64,906 | – | -0.00% | – |
| FULT | Exit | Fulton Financial Corp | $0 | – | -132,993 | – | -0.00% | – |
| KIRK | Exit | Kirkland's Inc | $0 | – | -220,758 | – | -0.00% | – |
| BIG | Exit | Big Lots Inc | $0 | – | -78,172 | – | -0.01% | – |
| HY | Exit | Hyster-Yale Materials Handling | $0 | – | -46,967 | – | -0.01% | – |
| DK | Exit | Delek US Holdings Inc | $0 | – | -81,309 | – | -0.01% | – |
| CAMP | Exit | CalAmp Corp | $0 | – | -118,444 | – | -0.01% | – |
| DDS | Exit | Dillard's Inc | $0 | – | -44,092 | – | -0.01% | – |
| CHS | Exit | Chico's FAS Inc | $0 | – | -395,638 | – | -0.01% | – |
| TRV | Exit | Travelers Cos Inc/The | $0 | – | -26,300 | – | -0.01% | – |
| INWK | Exit | InnerWorkings Inc | $0 | – | -379,608 | – | -0.01% | – |
| TGI | Exit | Triumph Group Inc | $0 | – | -131,187 | – | -0.01% | – |
| GCO | Exit | Genesco Inc | $0 | – | -68,176 | – | -0.01% | – |
| SAH | Exit | Sonic Automotive Inc | $0 | – | -158,293 | – | -0.01% | – |
| OMI | Exit | Owens & Minor Inc | $0 | – | -179,802 | – | -0.01% | – |
| ETH | Exit | Ethan Allen Interiors Inc | $0 | – | -143,943 | – | -0.01% | – |
| ESND | Exit | Essendant Inc | $0 | – | -234,812 | – | -0.01% | – |
| ENVA | Exit | Enova International Inc | $0 | – | -120,141 | – | -0.01% | – |
| CRRTQ | Exit | CARBO Ceramics Inc | $0 | – | -408,478 | – | -0.01% | – |
| KRO | Exit | Kronos Worldwide Inc | $0 | – | -207,789 | – | -0.01% | – |
| ACCO | Exit | ACCO Brands Corp | $0 | – | -269,781 | – | -0.01% | – |
| PRSC | Exit | Providence Service Corp/The | $0 | – | -44,363 | – | -0.01% | – |
| EXPR | Exit | Express Inc | $0 | – | -367,508 | – | -0.01% | – |
| DLX | Exit | Deluxe Corp | $0 | – | -66,058 | – | -0.01% | – |
| CVBF | Exit | CVB Financial Corp | $0 | – | -169,016 | – | -0.01% | – |
| DAN | Exit | Dana Inc | $0 | – | -191,345 | – | -0.01% | – |
| TEN | Exit | Tenneco Inc | $0 | – | -85,749 | – | -0.01% | – |
| GES | Exit | Guess Inc | $0 | – | -179,980 | – | -0.01% | – |
| UIS | Exit | Unisys Corp | $0 | – | -199,906 | – | -0.01% | – |
| LZB | Exit | La-Z-Boy Inc | $0 | – | -117,891 | – | -0.01% | – |
| TBBK | Exit | Bancorp Inc/The | $0 | – | -395,272 | – | -0.01% | – |
| CMCO | Exit | Columbus McKinnon Corp/NY | $0 | – | -102,675 | – | -0.01% | – |
| HWC | Exit | Hancock Whitney Corp | $0 | – | -77,537 | – | -0.01% | – |
| CNP | Exit | CenterPoint Energy Inc | $0 | – | -135,462 | – | -0.01% | – |
| ANDE | Exit | Andersons Inc/The | $0 | – | -108,450 | – | -0.01% | – |
| EZPW | Exit | EZCORP Inc | $0 | – | -353,264 | – | -0.01% | – |
| BTU | Exit | Peabody Energy Corp | $0 | – | -113,327 | – | -0.01% | – |
| GPI | Exit | Group 1 Automotive Inc | $0 | – | -59,618 | – | -0.01% | – |
| MBI | Exit | MBIA Inc | $0 | – | -325,842 | – | -0.01% | – |
| CKH | Exit | SEACOR Holdings Inc | $0 | – | -83,004 | – | -0.01% | – |
| ESL | Exit | Esterline Technologies Corp | $0 | – | -46,336 | – | -0.01% | – |
| VRTS | Exit | Virtus Investment Partners Inc | $0 | – | -39,961 | – | -0.01% | – |
| MDC | Exit | MDC Holdings Inc | $0 | – | -151,947 | – | -0.01% | – |
| HPR | Exit | HighPoint Resources Corp | $0 | – | -903,495 | – | -0.01% | – |
| AIMC | Exit | Altra Industrial Motion Corp | $0 | – | -111,015 | – | -0.01% | – |
| TBI | Exit | TrueBlue Inc | $0 | – | -160,740 | – | -0.01% | – |
| BID | Exit | Sotheby's | $0 | – | -92,672 | – | -0.01% | – |
| KELYA | Exit | Kelly Services Inc | $0 | – | -189,596 | – | -0.01% | – |
| ARCH | Exit | Arch Coal Inc | $0 | – | -51,220 | – | -0.01% | – |
| TMHC | Exit | Taylor Morrison Home Corp | $0 | – | -234,308 | – | -0.01% | – |
| GEF | Exit | Greif Inc | $0 | – | -77,124 | – | -0.01% | – |
| TNC | Exit | Tennant Co | $0 | – | -53,976 | – | -0.01% | – |
| THFF | Exit | First Financial Corp/IN | $0 | – | -104,783 | – | -0.01% | – |
| IBOC | Exit | International Bancshares Corp | $0 | – | -115,047 | – | -0.01% | – |
| FI | Exit | Frank's International NV | $0 | – | -556,701 | – | -0.01% | – |
| ATGE | Exit | Adtalem Global Education Inc | $0 | – | -106,394 | – | -0.01% | – |
| HUBG | Exit | Hub Group Inc | $0 | – | -104,227 | – | -0.01% | – |
| MOGA | Exit | Moog Inc | $0 | – | -59,065 | – | -0.01% | – |
| NXGN | Exit | NextGen Healthcare Inc | $0 | – | -266,231 | – | -0.01% | – |
| SF | Exit | Stifel Financial Corp | $0 | – | -100,395 | – | -0.01% | – |
| RAVN | Exit | Raven Industries Inc | $0 | – | -116,952 | – | -0.01% | – |
| SCL | Exit | Stepan Co | $0 | – | -58,139 | – | -0.01% | – |
| WTS | Exit | Watts Water Technologies Inc | $0 | – | -59,815 | – | -0.01% | – |
| KMT | Exit | Kennametal Inc | $0 | – | -121,739 | – | -0.01% | – |
| SCHL | Exit | Scholastic Corp | $0 | – | -123,273 | – | -0.01% | – |
| WERN | Exit | Werner Enterprises Inc | $0 | – | -155,571 | – | -0.01% | – |
| SMP | Exit | Standard Motor Products Inc | $0 | – | -114,211 | – | -0.01% | – |
| SNHY | Exit | Sun Hydraulics Corp | $0 | – | -108,983 | – | -0.01% | – |
| FUL | Exit | HB Fuller Co | $0 | – | -108,716 | – | -0.01% | – |
| CUB | Exit | Cubic Corp | $0 | – | -77,418 | – | -0.01% | – |
| BCEI | Exit | Bonanza Creek Energy Inc | $0 | – | -197,904 | – | -0.01% | – |
| EHTH | Exit | eHealth Inc | $0 | – | -193,037 | – | -0.01% | – |
| VRA | Exit | Vera Bradley Inc | $0 | – | -406,294 | – | -0.01% | – |
| OFG | Exit | OFG Bancorp | $0 | – | -399,717 | – | -0.01% | – |
| ZUMZ | Exit | Zumiez Inc | $0 | – | -243,712 | – | -0.01% | – |
| VRNT | Exit | Verint Systems Inc | $0 | – | -121,103 | – | -0.01% | – |
| CRS | Exit | Carpenter Technology Corp | $0 | – | -111,261 | – | -0.01% | – |
| MRC | Exit | MRC Global Inc | $0 | – | -347,976 | – | -0.01% | – |
| TRS | Exit | TriMas Corp | $0 | – | -197,106 | – | -0.01% | – |
| TRMK | Exit | Trustmark Corp | $0 | – | -210,054 | – | -0.01% | – |
| CROX | Exit | Crocs Inc | $0 | – | -327,094 | – | -0.01% | – |
| DECK | Exit | Deckers Outdoor Corp | $0 | – | -57,827 | – | -0.01% | – |
| GTLS | Exit | Chart Industries Inc | $0 | – | -90,855 | – | -0.01% | – |
| AIR | Exit | AAR Corp | $0 | – | -145,615 | – | -0.01% | – |
| BKE | Exit | Buckle Inc/The | $0 | – | -295,316 | – | -0.01% | – |
| ENS | Exit | EnerSys | $0 | – | -77,734 | – | -0.01% | – |
| AXE | Exit | Anixter International Inc | $0 | – | -95,522 | – | -0.01% | – |
| RYAM | Exit | Rayonier Advanced Materials In | $0 | – | -377,409 | – | -0.01% | – |
| DSW | Exit | DSW Inc | $0 | – | -202,233 | – | -0.01% | – |
| GSK | Exit | GLAXOSMITHKL-ADR | $0 | – | -179,422 | – | -0.01% | – |
| AMBC | Exit | Ambac Financial Group Inc | $0 | – | -365,935 | – | -0.01% | – |
| RAMP | Exit | LiveRamp Holdings Inc | $0 | – | -146,854 | – | -0.01% | – |
| CVLT | Exit | CommVault Systems Inc | $0 | – | -105,379 | – | -0.01% | – |
| NSIT | Exit | Insight Enterprises Inc | $0 | – | -141,150 | – | -0.01% | – |
| CACI | Exit | CACI International Inc | $0 | – | -45,369 | – | -0.01% | – |
| WDR | Exit | Waddell & Reed Financial Inc | $0 | – | -378,165 | – | -0.01% | – |
| AIT | Exit | Applied Industrial Technologie | $0 | – | -100,764 | – | -0.01% | – |
| MSA | Exit | MSA Safety Inc | $0 | – | -83,647 | – | -0.01% | – |
| HAE | Exit | Haemonetics Corp | $0 | – | -78,799 | – | -0.01% | – |
| REGI | Exit | Renewable Energy Group Inc | $0 | – | -307,634 | – | -0.01% | – |
| PKE | Exit | Park Electrochemical Corp | $0 | – | -523,156 | – | -0.02% | – |
| PEG | Exit | Public Service Enterprise Grou | $0 | – | -244,538 | – | -0.02% | – |
| GTE | Exit | Gran Tierra Energy Inc | $0 | – | -3,670,048 | – | -0.02% | – |
| STKL | Exit | SunOpta Inc | $0 | – | -3,690,929 | – | -0.04% | – |
| IVC | Exit | Invacare Corp | $0 | – | -2,164,469 | – | -0.05% | – |
| CADE | Exit | Cadence BanCorp | $0 | – | -1,252,898 | – | -0.05% | – |
| TREX | Exit | Trex Co Inc | $0 | – | -465,336 | – | -0.06% | – |
| PLAB | Exit | Photronics Inc | $0 | – | -4,035,265 | – | -0.06% | – |
| XCRA | Exit | Xcerra Corp | $0 | – | -2,809,573 | – | -0.06% | – |
| GM | Exit | General Motors Co | $0 | – | -1,231,298 | – | -0.07% | – |
| CHK | Exit | Chesapeake Energy Corp | $0 | – | -9,990,549 | – | -0.07% | – |
| MTRN | Exit | Materion Corp | $0 | – | -746,910 | – | -0.07% | – |
| WIRE | Exit | Encore Wire Corp | $0 | – | -928,436 | – | -0.07% | – |
| CIEN | Exit | Ciena Corp | $0 | – | -1,516,508 | – | -0.08% | – |
| GSM | Exit | Ferroglobe PLC | $0 | – | -6,065,305 | – | -0.08% | – |
| MTSC | Exit | MTS Systems Corp | $0 | – | -913,428 | – | -0.08% | – |
| VSH | Exit | Vishay Intertechnology Inc | $0 | – | -2,543,751 | – | -0.08% | – |
| B | Exit | Barnes Group Inc | $0 | – | -732,229 | – | -0.08% | – |
| ATSG | Exit | Air Transport Services Group I | $0 | – | -2,475,640 | – | -0.08% | – |
| PRAA | Exit | PRA Group Inc | $0 | – | -1,501,778 | – | -0.09% | – |
| PRIM | Exit | Primoris Services Corp | $0 | – | -2,335,290 | – | -0.09% | – |
| CPE | Exit | Callon Petroleum Co | $0 | – | -4,995,603 | – | -0.10% | – |
| TEVA | Exit | TEVA PHARM-ADR | $0 | – | -2,878,834 | – | -0.10% | – |
| TEX | Exit | Terex Corp | $0 | – | -1,601,454 | – | -0.10% | – |
| UMBF | Exit | UMB Financial Corp | $0 | – | -923,918 | – | -0.10% | – |
| PLXS | Exit | Plexus Corp | $0 | – | -1,124,933 | – | -0.10% | – |
| CCL | Exit | Carnival Corp | $0 | – | -1,049,326 | – | -0.11% | – |
| HON | Exit | Honeywell International Inc | $0 | – | -403,086 | – | -0.11% | – |
| PB | Exit | Prosperity Bancshares Inc | $0 | – | -982,724 | – | -0.11% | – |
| VLY | Exit | Valley National Bancorp | $0 | – | -6,062,949 | – | -0.11% | – |
| TSN | Exit | Tyson Foods Inc | $0 | – | -1,144,432 | – | -0.11% | – |
| EPAC | Exit | Actuant Corp | $0 | – | -2,444,354 | – | -0.11% | – |
| ROCK | Exit | Gibraltar Industries Inc | $0 | – | -1,511,055 | – | -0.11% | – |
| LYB | Exit | LyondellBasell Industries NV | $0 | – | -683,159 | – | -0.11% | – |
| ETFC | Exit | ETRADE Financial Corp | $0 | – | -1,341,950 | – | -0.11% | – |
| FARO | Exit | FARO Technologies Inc | $0 | – | -1,103,785 | – | -0.11% | – |
| DAR | Exit | Darling Ingredients Inc | $0 | – | -3,679,512 | – | -0.11% | – |
| FITB | Exit | Fifth Third Bancorp | $0 | – | -2,672,778 | – | -0.12% | – |
| POL | Exit | PolyOne Corp | $0 | – | -1,699,699 | – | -0.12% | – |
| CFX | Exit | Colfax Corp | $0 | – | -2,108,543 | – | -0.12% | – |
| MINI | Exit | Mobile Mini Inc | $0 | – | -1,797,822 | – | -0.12% | – |
| OII | Exit | Oceaneering International Inc | $0 | – | -2,877,886 | – | -0.13% | – |
| DIOD | Exit | Diodes Inc | $0 | – | -2,381,434 | – | -0.13% | – |
| MTG | Exit | MGIC Investment Corp | $0 | – | -6,210,291 | – | -0.13% | – |
| FSS | Exit | Federal Signal Corp | $0 | – | -3,389,344 | – | -0.14% | – |
| AXL | Exit | American Axle & Manufacturing | $0 | – | -5,254,081 | – | -0.14% | – |
| SSD | Exit | Simpson Manufacturing Co Inc | $0 | – | -1,267,267 | – | -0.15% | – |
| KOS | Exit | Kosmos Energy Ltd | $0 | – | -10,073,076 | – | -0.15% | – |
| EHC | Exit | Encompass Health Corp | $0 | – | -1,218,180 | – | -0.15% | – |
| DFS | Exit | Discover Financial Services | $0 | – | -1,254,072 | – | -0.15% | – |
| PNC | Exit | PNC Financial Services Group I | $0 | – | -705,265 | – | -0.15% | – |
| TCBI | Exit | Texas Capital Bancshares Inc | $0 | – | -1,166,769 | – | -0.15% | – |
| C | Exit | Citigroup Inc | $0 | – | -1,351,139 | – | -0.15% | – |
| WMT | Exit | Walmart Inc | $0 | – | -1,041,784 | – | -0.16% | – |
| IIVI | Exit | II-VI Inc | $0 | – | -2,062,309 | – | -0.16% | – |
| BRKS | Exit | Brooks Automation Inc | $0 | – | -2,816,328 | – | -0.16% | – |
| ORLY | Exit | O'Reilly Automotive Inc | $0 | – | -285,967 | – | -0.16% | – |
| HPE | Exit | Hewlett Packard Enterprise Co | $0 | – | -6,101,880 | – | -0.16% | – |
| LPT | Exit | Liberty Property Trust | $0 | – | -2,386,838 | – | -0.16% | – |
| WAB | Exit | Wabtec Corp | $0 | – | -988,978 | – | -0.16% | – |
| RTN | Exit | Raytheon Co | $0 | – | -505,598 | – | -0.17% | – |
| R | Exit | Ryder System Inc | $0 | – | -1,444,165 | – | -0.17% | – |
| AXS | Exit | Axis Capital Holdings Ltd | $0 | – | -1,881,776 | – | -0.17% | – |
| ATI | Exit | Allegheny Technologies Inc | $0 | – | -3,785,531 | – | -0.18% | – |
| LEN | Exit | Lennar Corp | $0 | – | -2,575,964 | – | -0.19% | – |
| LUV | Exit | Southwest Airlines Co | $0 | – | -2,060,401 | – | -0.20% | – |
| L | Exit | Loews Corp | $0 | – | -2,787,373 | – | -0.22% | – |
| IBM | Exit | International Business Machine | $0 | – | -929,270 | – | -0.22% | – |
| EC | Exit | Ecopetrol SA | $0 | – | -5,305,032 | – | -0.23% | – |
| MDP | Exit | Meredith Corp | $0 | – | -2,818,033 | – | -0.23% | – |
| TSS | Exit | Total System Services Inc | $0 | – | -1,467,388 | – | -0.23% | – |
| UHAL | Exit | AMERCO | $0 | – | -429,456 | – | -0.24% | – |
| FNF | Exit | Fidelity National Financial In | $0 | – | -4,248,835 | – | -0.26% | – |
| BRKB | Exit | Berkshire Hathaway Inc | $0 | – | -789,433 | – | -0.27% | – |
| VSM | Exit | Versum Materials Inc | $0 | – | -4,745,445 | – | -0.27% | – |
| GLNG | Exit | Golar LNG Ltd | $0 | – | -6,149,953 | – | -0.27% | – |
| FNB | Exit | FNB Corp/PA | $0 | – | -13,593,989 | – | -0.27% | – |
| AXTA | Exit | Axalta Coating Systems Ltd | $0 | – | -6,470,169 | – | -0.30% | – |
| PE | Exit | Parsley Energy Inc | $0 | – | -7,008,881 | – | -0.32% | – |
| GEO | Exit | GEO Group Inc/The | $0 | – | -8,367,338 | – | -0.33% | – |
| HCP | Exit | HCP Inc | $0 | – | -8,076,130 | – | -0.34% | – |
| OC | Exit | Owens Corning | $0 | – | -4,021,407 | – | -0.35% | – |
| PNW | Exit | Pinnacle West Capital Corp | $0 | – | -2,758,274 | – | -0.35% | – |
| DVN | Exit | Devon Energy Corp | $0 | – | -5,546,393 | – | -0.35% | – |
| XEL | Exit | Xcel Energy Inc | $0 | – | -4,693,015 | – | -0.35% | – |
| HBI | Exit | Hanesbrands Inc | $0 | – | -12,568,977 | – | -0.37% | – |
| WHR | Exit | Whirlpool Corp | $0 | – | -1,991,404 | – | -0.38% | – |
| JEF | Exit | Jefferies Financial Group Inc | $0 | – | -10,825,668 | – | -0.38% | – |
| ETR | Exit | Entergy Corp | $0 | – | -3,031,492 | – | -0.39% | – |
| PX | Exit | Praxair Inc | $0 | – | -1,591,995 | – | -0.41% | – |
| KEY | Exit | KeyCorp | $0 | – | -13,307,483 | – | -0.42% | – |
| MCHP | Exit | Microchip Technology Inc | $0 | – | -3,516,114 | – | -0.44% | – |
| MGP | Exit | MGM Growth Properties LLC | $0 | – | -9,530,728 | – | -0.45% | – |
| UNH | Exit | UnitedHealth Group Inc | $0 | – | -1,100,415 | – | -0.46% | – |
| WLTW | Exit | Willis Towers Watson PLC | $0 | – | -2,088,132 | – | -0.47% | – |
| VET | Exit | Vermilion Energy Inc | $0 | – | -9,227,762 | – | -0.48% | – |
| HES | Exit | Hess Corp | $0 | – | -4,279,124 | – | -0.49% | – |
| NCLH | Exit | Norwegian Cruise Line Holdings | $0 | – | -5,468,686 | – | -0.50% | – |
| SPR | Exit | Spirit AeroSystems Holdings In | $0 | – | -3,520,822 | – | -0.51% | – |
| AVGO | Exit | Broadcom Inc | $0 | – | -1,343,371 | – | -0.53% | – |
| CI | Exit | Cigna Corp | $0 | – | -1,596,570 | – | -0.53% | – |
| T | Exit | AT&T Inc | $0 | – | -10,393,460 | – | -0.55% | – |
| NAVI | Exit | Navient Corp | $0 | – | -26,359,440 | – | -0.56% | – |
| SLM | Exit | SLM Corp | $0 | – | -32,260,999 | – | -0.57% | – |
| NLSN | Exit | Nielsen Holdings PLC | $0 | – | -13,111,171 | – | -0.58% | – |
| TXN | Exit | Texas Instruments Inc | $0 | – | -3,518,408 | – | -0.60% | – |
| RCL | Exit | Royal Caribbean Cruises Ltd | $0 | – | -3,019,707 | – | -0.62% | – |
| NYCB | Exit | New York Community Bancorp Inc | $0 | – | -38,239,527 | – | -0.63% | – |
| ADNT | Exit | Adient PLC | $0 | – | -10,110,427 | – | -0.63% | – |
| MRK | Exit | Merck & Co Inc | $0 | – | -5,667,956 | – | -0.64% | – |
| STT | Exit | State Street Corp | $0 | – | -5,463,633 | – | -0.73% | – |
| CCEP | Exit | Coca-Cola European Partners PL | $0 | – | -10,908,381 | – | -0.79% | – |
| VZ | Exit | Verizon Communications Inc | $0 | – | -9,442,094 | – | -0.80% | – |
| SWK | Exit | Stanley Black & Decker Inc | $0 | – | -3,557,215 | – | -0.83% | – |
| BAC | Exit | Bank of America Corp | $0 | – | -17,922,196 | – | -0.84% | – |
| GD | Exit | General Dynamics Corp | $0 | – | -2,746,780 | – | -0.89% | – |
| AAP | Exit | Advance Auto Parts Inc | $0 | – | -3,453,583 | – | -0.92% | – |
| ANTM | Exit | Anthem Inc | $0 | – | -2,323,190 | – | -1.01% | – |
| BK | Exit | Bank of New York Mellon Corp/T | $0 | – | -14,550,632 | – | -1.18% | – |
| D | Exit | Dominion Energy Inc | $0 | – | -11,167,071 | – | -1.25% | – |
| AIG | Exit | American International Group I | $0 | – | -15,057,127 | – | -1.27% | – |
| EXC | Exit | Exelon Corp | $0 | – | -19,239,200 | – | -1.33% | – |
| CVX | Exit | Chevron Corp | $0 | – | -7,263,859 | – | -1.41% | – |
| SNY | Exit | SANOFI-ADR | $0 | – | -20,427,202 | – | -1.45% | – |
| CAH | Exit | Cardinal Health Inc | $0 | – | -17,787,608 | – | -1.52% | – |
| JNJ | Exit | Johnson & Johnson | $0 | – | -7,290,924 | – | -1.60% | – |
| GE | Exit | General Electric Co | $0 | – | -92,649,336 | – | -1.66% | – |
| MO | Exit | Altria Group Inc | $0 | – | -17,456,856 | – | -1.67% | – |
| PM | Exit | Philip Morris International In | $0 | – | -13,673,120 | – | -1.77% | – |
| MSFT | Exit | Microsoft Corp | $0 | – | -9,847,677 | – | -1.79% | – |
| BP | Exit | BP PLC-ADR | $0 | – | -24,546,298 | – | -1.80% | – |
| MDT | Exit | Medtronic PLC | $0 | – | -12,332,151 | – | -1.93% | – |
| SLB | Exit | Schlumberger Ltd | $0 | – | -19,947,080 | – | -1.93% | – |
| USB | Exit | US Bancorp | $0 | – | -24,155,685 | – | -2.02% | – |
| OXY | Exit | Occidental Petroleum Corp | $0 | – | -15,554,835 | – | -2.03% | – |
| ESRX | Exit | Express Scripts Holding Co | $0 | – | -13,511,900 | – | -2.04% | – |
| APD | Exit | Air Products & Chemicals Inc | $0 | – | -7,768,414 | – | -2.06% | – |
| JPM | Exit | JPMorgan Chase & Co | $0 | – | -11,858,065 | – | -2.12% | – |
| COP | Exit | ConocoPhillips | $0 | – | -17,548,125 | – | -2.16% | – |
| DWDP | Exit | DowDuPont Inc | $0 | – | -21,123,505 | – | -2.16% | – |
| CMCSA | Exit | Comcast Corp | $0 | – | -38,392,486 | – | -2.16% | – |
| AXP | Exit | American Express Co | $0 | – | -12,783,703 | – | -2.16% | – |
| PSX | Exit | Phillips 66 | $0 | – | -12,686,751 | – | -2.27% | – |
| QCOM | Exit | QUALCOMM Inc | $0 | – | -20,059,779 | – | -2.29% | – |
| UTX | Exit | United Technologies Corp | $0 | – | -10,709,873 | – | -2.38% | – |
| JCI | Exit | Johnson Controls International | $0 | – | -43,243,798 | – | -2.40% | – |
| ORCL | Exit | Oracle Corp | $0 | – | -29,747,641 | – | -2.44% | – |
| PFE | Exit | Pfizer Inc | $0 | – | -35,037,671 | – | -2.45% | – |
| CVS | Exit | CVS Health Corp | $0 | – | -19,815,800 | – | -2.48% | – |
| WFC | Exit | Wells Fargo & Co | $0 | – | -29,706,858 | – | -2.48% | – |
| LOW | Exit | Lowe's Cos Inc | $0 | – | -13,989,157 | – | -2.55% | – |
| DG | Exit | Dollar General Corp | $0 | – | -15,115,078 | – | -2.62% | – |
Q3 2018
| Value | Shares | ↓ Weighting | ||||||
|---|---|---|---|---|---|---|---|---|
| DG | Sell | Dollar General Corp | $1,652,078,000 | +6.1% | 15,115,078 | -4.2% | 2.62% | +4.6% |
| LOW | Sell | Lowe's Cos Inc | $1,606,234,000 | +15.9% | 13,989,157 | -3.5% | 2.55% | +14.2% |
| WFC | Sell | Wells Fargo & Co | $1,561,393,000 | -5.7% | 29,706,858 | -0.5% | 2.48% | -7.1% |
| CVS | Buy | CVS Health Corp | $1,559,900,000 | +32.3% | 19,815,800 | +8.1% | 2.48% | +30.3% |
| PFE | Sell | Pfizer Inc | $1,544,111,000 | +8.5% | 35,037,671 | -10.7% | 2.45% | +6.8% |
| ORCL | Sell | Oracle Corp | $1,533,788,000 | +13.4% | 29,747,641 | -3.1% | 2.44% | +11.7% |
| JCI | Sell | Johnson Controls International | $1,513,533,000 | +3.0% | 43,243,798 | -1.6% | 2.40% | +1.5% |
| UTX | Sell | United Technologies Corp | $1,497,347,000 | +9.6% | 10,709,873 | -2.0% | 2.38% | +8.0% |
| QCOM | Buy | QUALCOMM Inc | $1,444,906,000 | +29.0% | 20,059,779 | +0.5% | 2.29% | +27.1% |
| PSX | Sell | Phillips 66 | $1,430,050,000 | -2.2% | 12,686,751 | -2.5% | 2.27% | -3.6% |
| AXP | Sell | American Express Co | $1,361,337,000 | +3.5% | 12,783,703 | -4.8% | 2.16% | +2.0% |
| CMCSA | Buy | Comcast Corp | $1,359,478,000 | +16.9% | 38,392,486 | +8.4% | 2.16% | +15.2% |
| DWDP | Sell | DowDuPont Inc | $1,358,452,000 | -3.5% | 21,123,505 | -1.1% | 2.16% | -4.9% |
| COP | Sell | ConocoPhillips | $1,358,225,000 | +6.5% | 17,548,125 | -4.2% | 2.16% | +5.0% |
| JPM | Sell | JPMorgan Chase & Co | $1,338,064,000 | -17.7% | 11,858,065 | -24.0% | 2.12% | -18.9% |
| APD | Sell | Air Products & Chemicals Inc | $1,297,714,000 | +5.2% | 7,768,414 | -1.9% | 2.06% | +3.7% |
| ESRX | Sell | Express Scripts Holding Co | $1,283,765,000 | +20.5% | 13,511,900 | -2.1% | 2.04% | +18.7% |
| OXY | Sell | Occidental Petroleum Corp | $1,278,141,000 | -7.1% | 15,554,835 | -5.4% | 2.03% | -8.5% |
| USB | Buy | US Bancorp | $1,275,662,000 | +34.2% | 24,155,685 | +27.1% | 2.02% | +32.2% |
| SLB | Buy | Schlumberger Ltd | $1,215,176,000 | +14.6% | 19,947,080 | +26.1% | 1.93% | +12.9% |
| MDT | Sell | Medtronic PLC | $1,213,114,000 | -2.9% | 12,332,151 | -15.5% | 1.93% | -4.3% |
| BP | Sell | BP PLC-ADR | $1,131,584,000 | -17.0% | 24,546,298 | -17.8% | 1.80% | -18.2% |
| MSFT | Sell | Microsoft Corp | $1,126,278,000 | -6.9% | 9,847,677 | -19.8% | 1.79% | -8.3% |
| PM | Sell | Philip Morris International In | $1,114,907,000 | -2.3% | 13,673,120 | -3.2% | 1.77% | -3.7% |
| MO | Sell | Altria Group Inc | $1,052,823,000 | +3.0% | 17,456,856 | -3.0% | 1.67% | +1.5% |
| GE | Buy | General Electric Co | $1,046,011,000 | -1.1% | 92,649,336 | +19.2% | 1.66% | -2.6% |
| JNJ | Sell | Johnson & Johnson | $1,007,387,000 | -7.3% | 7,290,924 | -18.6% | 1.60% | -8.7% |
| CAH | Sell | Cardinal Health Inc | $960,531,000 | +10.5% | 17,787,608 | -0.1% | 1.52% | +8.9% |
| SNY | Buy | SANOFI-ADR | $912,483,000 | +17.1% | 20,427,202 | +4.9% | 1.45% | +15.4% |
| CVX | Sell | Chevron Corp | $888,225,000 | -5.1% | 7,263,859 | -1.9% | 1.41% | -6.5% |
| EXC | Buy | Exelon Corp | $839,984,000 | +14.7% | 19,239,200 | +11.9% | 1.33% | +13.0% |
| AIG | Buy | American International Group I | $801,641,000 | +4.2% | 15,057,127 | +3.7% | 1.27% | +2.7% |
| D | Buy | Dominion Energy Inc | $784,822,000 | +85.5% | 11,167,071 | +80.0% | 1.25% | +82.7% |
| BK | Buy | Bank of New York Mellon Corp/T | $741,937,000 | +209.5% | 14,550,632 | +227.4% | 1.18% | +205.2% |
| ANTM | Sell | Anthem Inc | $636,670,000 | +9.5% | 2,323,190 | -4.9% | 1.01% | +8.0% |
| AAP | Sell | Advance Auto Parts Inc | $581,342,000 | +17.8% | 3,453,583 | -5.0% | 0.92% | +16.1% |
| GD | Sell | General Dynamics Corp | $562,321,000 | -4.4% | 2,746,780 | -12.9% | 0.89% | -5.8% |
| BAC | Sell | Bank of America Corp | $527,988,000 | -19.6% | 17,922,196 | -23.1% | 0.84% | -20.8% |
| SWK | Buy | Stanley Black & Decker Inc | $520,918,000 | +19.8% | 3,557,215 | +8.7% | 0.83% | +18.1% |
| VZ | Sell | Verizon Communications Inc | $504,114,000 | -3.0% | 9,442,094 | -8.6% | 0.80% | -4.4% |
| CCEP | Sell | Coca-Cola European Partners PL | $496,004,000 | +10.9% | 10,908,381 | -0.8% | 0.79% | +9.3% |
| STT | Buy | State Street Corp | $457,743,000 | +6.1% | 5,463,633 | +17.9% | 0.73% | +4.6% |
| MRK | Sell | Merck & Co Inc | $402,085,000 | +2.7% | 5,667,956 | -12.2% | 0.64% | +1.1% |
| ADNT | Buy | Adient PLC | $397,440,000 | -19.2% | 10,110,427 | +1.1% | 0.63% | -20.3% |
| NYCB | Buy | New York Community Bancorp Inc | $396,543,000 | +18.8% | 38,239,527 | +26.5% | 0.63% | +16.9% |
| RCL | Buy | Royal Caribbean Cruises Ltd | $392,381,000 | +32.7% | 3,019,707 | +5.8% | 0.62% | +30.9% |
| TXN | Sell | Texas Instruments Inc | $377,490,000 | -3.0% | 3,518,408 | -0.3% | 0.60% | -4.5% |
| NLSN | Buy | Nielsen Holdings PLC | $362,655,000 | +16.6% | 13,111,171 | +30.4% | 0.58% | +15.0% |
| SLM | Sell | SLM Corp | $359,710,000 | -3.9% | 32,260,999 | -1.3% | 0.57% | -5.3% |
| NAVI | Sell | Navient Corp | $355,326,000 | +1.6% | 26,359,440 | -1.8% | 0.56% | +0.2% |
| T | Sell | AT&T Inc | $349,012,000 | +3.5% | 10,393,460 | -1.0% | 0.55% | +2.0% |
| CI | Sell | Cigna Corp | $332,486,000 | -0.6% | 1,596,570 | -18.9% | 0.53% | -2.0% |
| AVGO | Buy | Broadcom Inc | $331,450,000 | +39.2% | 1,343,371 | +36.9% | 0.53% | +37.0% |
| SPR | Sell | Spirit AeroSystems Holdings In | $322,754,000 | -4.6% | 3,520,822 | -10.6% | 0.51% | -6.1% |
| NCLH | Sell | Norwegian Cruise Line Holdings | $314,067,000 | +20.2% | 5,468,686 | -1.1% | 0.50% | +18.5% |
| HES | Buy | Hess Corp | $306,300,000 | +8.1% | 4,279,124 | +1.0% | 0.49% | +6.6% |
| VET | Sell | Vermilion Energy Inc | $303,963,000 | -9.6% | 9,227,762 | -1.2% | 0.48% | -10.9% |
| WLTW | Sell | Willis Towers Watson PLC | $294,302,000 | -9.0% | 2,088,132 | -2.2% | 0.47% | -10.4% |
| UNH | Sell | UnitedHealth Group Inc | $292,755,000 | +4.7% | 1,100,415 | -3.4% | 0.46% | +3.3% |
| MGP | Buy | MGM Growth Properties LLC | $281,062,000 | +41.1% | 9,530,728 | +45.8% | 0.45% | +38.9% |
| MCHP | Sell | Microchip Technology Inc | $277,457,000 | -14.7% | 3,516,114 | -1.6% | 0.44% | -16.0% |
| KEY | Sell | KeyCorp | $264,686,000 | -15.1% | 13,307,483 | -16.6% | 0.42% | -16.3% |
| PX | Buy | Praxair Inc | $255,882,000 | +66.7% | 1,591,995 | +64.0% | 0.41% | +64.4% |
| ETR | Buy | Entergy Corp | $245,945,000 | +2.0% | 3,031,492 | +1.6% | 0.39% | +0.5% |
| JEF | Sell | Jefferies Financial Group Inc | $237,731,000 | -4.1% | 10,825,668 | -0.7% | 0.38% | -5.5% |
| WHR | Buy | Whirlpool Corp | $236,479,000 | -17.6% | 1,991,404 | +1.4% | 0.38% | -19.0% |
| HBI | Sell | Hanesbrands Inc | $231,645,000 | -17.1% | 12,568,977 | -1.0% | 0.37% | -18.2% |
| XEL | Sell | Xcel Energy Inc | $221,557,000 | -2.9% | 4,693,015 | -6.0% | 0.35% | -4.1% |
| DVN | Sell | Devon Energy Corp | $221,523,000 | -18.6% | 5,546,393 | -10.4% | 0.35% | -19.6% |
| PNW | Sell | Pinnacle West Capital Corp | $218,400,000 | -5.6% | 2,758,274 | -3.9% | 0.35% | -7.0% |
| OC | Buy | Owens Corning | $218,242,000 | -12.3% | 4,021,407 | +2.4% | 0.35% | -13.7% |
| HCP | Buy | HCP Inc | $212,563,000 | +20.2% | 8,076,130 | +17.9% | 0.34% | +18.2% |
| GEO | Sell | GEO Group Inc/The | $210,522,000 | -10.4% | 8,367,338 | -2.0% | 0.33% | -11.9% |
| PE | Buy | Parsley Energy Inc | $205,010,000 | +163.2% | 7,008,881 | +172.5% | 0.32% | +160.0% |
| AXTA | Sell | Axalta Coating Systems Ltd | $188,670,000 | -6.6% | 6,470,169 | -2.9% | 0.30% | -8.0% |
| FNB | Sell | FNB Corp/PA | $172,915,000 | -7.9% | 13,593,989 | -2.8% | 0.27% | -9.3% |
| GLNG | Sell | Golar LNG Ltd | $170,968,000 | -8.3% | 6,149,953 | -2.8% | 0.27% | -9.7% |
| VSM | Sell | Versum Materials Inc | $170,884,000 | -20.3% | 4,745,445 | -17.8% | 0.27% | -21.4% |
| BRKB | Buy | Berkshire Hathaway Inc | $169,026,000 | +16.7% | 789,433 | +1.7% | 0.27% | +15.0% |
| FNF | Sell | Fidelity National Financial In | $167,192,000 | +3.4% | 4,248,835 | -1.1% | 0.26% | +1.9% |
| UHAL | Buy | AMERCO | $153,166,000 | +0.8% | 429,456 | +0.6% | 0.24% | -0.8% |
| TSS | Sell | Total System Services Inc | $144,890,000 | +13.5% | 1,467,388 | -2.8% | 0.23% | +11.7% |
| MDP | Buy | Meredith Corp | $143,861,000 | +39.5% | 2,818,033 | +39.4% | 0.23% | +37.3% |
| EC | Sell | Ecopetrol SA | $142,865,000 | +12.0% | 5,305,032 | -14.5% | 0.23% | +10.7% |
| IBM | Buy | International Business Machine | $140,514,000 | +62.5% | 929,270 | +50.1% | 0.22% | +60.4% |
| L | Sell | Loews Corp | $140,010,000 | -7.1% | 2,787,373 | -10.7% | 0.22% | -8.6% |
| LUV | Sell | Southwest Airlines Co | $128,672,000 | +15.5% | 2,060,401 | -5.9% | 0.20% | +14.0% |
| LEN | New | Lennar Corp | $120,272,000 | – | 2,575,964 | – | 0.19% | – |
| ATI | Sell | Allegheny Technologies Inc | $111,863,000 | +16.6% | 3,785,531 | -0.9% | 0.18% | +14.8% |
| AXS | Buy | Axis Capital Holdings Ltd | $108,597,000 | +16.1% | 1,881,776 | +11.9% | 0.17% | +13.9% |
| R | Sell | Ryder System Inc | $105,524,000 | +0.9% | 1,444,165 | -0.8% | 0.17% | 0.0% |
| RTN | Sell | Raytheon Co | $104,487,000 | -25.5% | 505,598 | -30.3% | 0.17% | -26.5% |
| WAB | New | Wabtec Corp | $103,724,000 | – | 988,978 | – | 0.16% | – |
| LPT | Sell | Liberty Property Trust | $100,844,000 | -7.4% | 2,386,838 | -2.8% | 0.16% | -8.6% |
| ORLY | Buy | O'Reilly Automotive Inc | $99,322,000 | +60.2% | 285,967 | +26.2% | 0.16% | +58.0% |
| HPE | Sell | Hewlett Packard Enterprise Co | $99,522,000 | -20.6% | 6,101,880 | -28.9% | 0.16% | -21.8% |
| BRKS | Sell | Brooks Automation Inc | $98,656,000 | -5.6% | 2,816,328 | -12.0% | 0.16% | -6.5% |
| WMT | Sell | Walmart Inc | $97,834,000 | -52.8% | 1,041,784 | -57.0% | 0.16% | -53.6% |
| IIVI | Sell | II-VI Inc | $97,547,000 | -4.6% | 2,062,309 | -12.4% | 0.16% | -6.1% |
| C | Sell | Citigroup Inc | $96,931,000 | -88.8% | 1,351,139 | -89.6% | 0.15% | -89.0% |
| TCBI | Sell | Texas Capital Bancshares Inc | $96,434,000 | -10.5% | 1,166,769 | -0.9% | 0.15% | -12.1% |
| PNC | Sell | PNC Financial Services Group I | $96,051,000 | -37.5% | 705,265 | -38.0% | 0.15% | -38.7% |
| DFS | Sell | Discover Financial Services | $95,873,000 | +5.4% | 1,254,072 | -2.9% | 0.15% | +3.4% |
| EHC | Sell | Encompass Health Corp | $94,957,000 | +14.1% | 1,218,180 | -0.9% | 0.15% | +12.7% |
| KOS | Buy | Kosmos Energy Ltd | $94,183,000 | +46.7% | 10,073,076 | +29.7% | 0.15% | +45.6% |
| SSD | Sell | Simpson Manufacturing Co Inc | $91,827,000 | +15.5% | 1,267,267 | -0.9% | 0.15% | +14.1% |
| AXL | Buy | American Axle & Manufacturing | $91,631,000 | +32.0% | 5,254,081 | +17.8% | 0.14% | +29.5% |
| FSS | Sell | Federal Signal Corp | $90,766,000 | +14.0% | 3,389,344 | -0.9% | 0.14% | +12.5% |
| MTG | New | MGIC Investment Corp | $82,659,000 | – | 6,210,291 | – | 0.13% | – |
| DIOD | Sell | Diodes Inc | $79,278,000 | -4.3% | 2,381,434 | -0.9% | 0.13% | -5.3% |
| OII | Sell | Oceaneering International Inc | $79,430,000 | -8.8% | 2,877,886 | -15.9% | 0.13% | -10.0% |
| MINI | Buy | Mobile Mini Inc | $78,834,000 | +24.6% | 1,797,822 | +33.2% | 0.12% | +22.5% |
| CFX | Buy | Colfax Corp | $76,034,000 | +61.8% | 2,108,543 | +37.6% | 0.12% | +59.2% |
| POL | Sell | PolyOne Corp | $74,311,000 | +0.3% | 1,699,699 | -0.9% | 0.12% | -0.8% |
| FITB | Sell | Fifth Third Bancorp | $74,624,000 | -43.2% | 2,672,778 | -41.6% | 0.12% | -44.3% |
| DAR | Sell | Darling Ingredients Inc | $71,088,000 | -3.7% | 3,679,512 | -0.9% | 0.11% | -5.0% |
| FARO | Sell | FARO Technologies Inc | $71,028,000 | +17.3% | 1,103,785 | -0.9% | 0.11% | +15.3% |
| ETFC | Sell | ETRADE Financial Corp | $70,305,000 | -20.1% | 1,341,950 | -6.7% | 0.11% | -21.1% |
| LYB | Buy | LyondellBasell Industries NV | $70,031,000 | -3.5% | 683,159 | +3.4% | 0.11% | -5.1% |
| ROCK | Buy | Gibraltar Industries Inc | $68,904,000 | +51.5% | 1,511,055 | +24.6% | 0.11% | +49.3% |
| VLY | Sell | Valley National Bancorp | $68,209,000 | -10.1% | 6,062,949 | -2.8% | 0.11% | -11.5% |
| PB | Sell | Prosperity Bancshares Inc | $68,152,000 | +0.6% | 982,724 | -0.9% | 0.11% | -0.9% |
| TSN | Sell | Tyson Foods Inc | $68,128,000 | -38.0% | 1,144,432 | -28.3% | 0.11% | -39.0% |
| EPAC | Sell | Actuant Corp | $68,198,000 | -5.8% | 2,444,354 | -0.9% | 0.11% | -7.7% |
| HON | Sell | Honeywell International Inc | $67,074,000 | +8.6% | 403,086 | -5.9% | 0.11% | +7.1% |
| CCL | Sell | Carnival Corp | $66,916,000 | -27.7% | 1,049,326 | -35.0% | 0.11% | -28.9% |
| PLXS | Sell | Plexus Corp | $65,820,000 | -2.6% | 1,124,933 | -0.9% | 0.10% | -4.6% |
| UMBF | Sell | UMB Financial Corp | $65,506,000 | -7.8% | 923,918 | -0.9% | 0.10% | -8.8% |
| TEX | Sell | Terex Corp | $63,915,000 | -6.2% | 1,601,454 | -0.9% | 0.10% | -8.2% |
| TEVA | Buy | TEVA PHARM-ADR | $62,010,000 | -9.9% | 2,878,834 | +1.7% | 0.10% | -11.7% |
| CPE | Sell | Callon Petroleum Co | $59,898,000 | +10.7% | 4,995,603 | -0.9% | 0.10% | +9.2% |
| PRIM | Sell | Primoris Services Corp | $57,962,000 | -9.7% | 2,335,290 | -0.9% | 0.09% | -10.7% |
| PRAA | Sell | PRA Group Inc | $54,064,000 | -7.4% | 1,501,778 | -0.9% | 0.09% | -8.5% |
| ATSG | Sell | Air Transport Services Group I | $53,151,000 | -5.8% | 2,475,640 | -0.9% | 0.08% | -7.7% |
| B | Sell | Barnes Group Inc | $52,011,000 | +19.4% | 732,229 | -1.0% | 0.08% | +18.6% |
| VSH | Sell | Vishay Intertechnology Inc | $51,765,000 | -43.2% | 2,543,751 | -35.2% | 0.08% | -44.2% |
| GSM | Sell | Ferroglobe PLC | $49,553,000 | -5.5% | 6,065,305 | -0.9% | 0.08% | -6.0% |
| MTSC | Sell | MTS Systems Corp | $50,010,000 | +3.1% | 913,428 | -0.9% | 0.08% | +1.3% |
| CIEN | Sell | Ciena Corp | $47,375,000 | +17.3% | 1,516,508 | -0.4% | 0.08% | +15.4% |
| WIRE | Sell | Encore Wire Corp | $46,515,000 | +4.6% | 928,436 | -0.9% | 0.07% | +2.8% |
| MTRN | Sell | Materion Corp | $45,188,000 | +10.7% | 746,910 | -0.9% | 0.07% | +9.1% |
| CHK | Sell | Chesapeake Energy Corp | $44,858,000 | -16.8% | 9,990,549 | -2.9% | 0.07% | -18.4% |
| GM | Buy | General Motors Co | $41,458,000 | +592157.1% | 1,231,298 | +683954.4% | 0.07% | – |
| XCRA | Sell | Xcerra Corp | $40,093,000 | +1.2% | 2,809,573 | -0.9% | 0.06% | 0.0% |
| PLAB | Sell | Photronics Inc | $39,747,000 | +22.4% | 4,035,265 | -0.9% | 0.06% | +21.2% |
| TREX | Sell | Trex Co Inc | $35,822,000 | -36.9% | 465,336 | -48.7% | 0.06% | -38.0% |
| CADE | Sell | Cadence BanCorp | $32,725,000 | -9.7% | 1,252,898 | -0.1% | 0.05% | -10.3% |
| IVC | Sell | Invacare Corp | $31,493,000 | -22.5% | 2,164,469 | -0.9% | 0.05% | -23.1% |
| STKL | New | SunOpta Inc | $27,129,000 | – | 3,690,929 | – | 0.04% | – |
| GTE | Sell | Gran Tierra Energy Inc | $14,020,000 | -41.8% | 3,670,048 | -47.5% | 0.02% | -43.6% |
| PEG | Sell | Public Service Enterprise Grou | $12,909,000 | -10.5% | 244,538 | -8.2% | 0.02% | -13.0% |
| PKE | Sell | Park Electrochemical Corp | $10,197,000 | -17.2% | 523,156 | -1.5% | 0.02% | -20.0% |
| HAE | Sell | Haemonetics Corp | $9,029,000 | -2.3% | 78,799 | -23.5% | 0.01% | -6.7% |
| REGI | Sell | Renewable Energy Group Inc | $8,860,000 | +51.5% | 307,634 | -6.1% | 0.01% | +55.6% |
| MSA | Sell | MSA Safety Inc | $8,903,000 | -0.5% | 83,647 | -10.0% | 0.01% | 0.0% |
| AIT | Sell | Applied Industrial Technologie | $7,884,000 | +0.4% | 100,764 | -10.0% | 0.01% | 0.0% |
| WDR | Buy | Waddell & Reed Financial Inc | $8,010,000 | +65.7% | 378,165 | +40.6% | 0.01% | +62.5% |
| CACI | Sell | CACI International Inc | $8,355,000 | -13.5% | 45,369 | -20.9% | 0.01% | -18.8% |
| RAMP | New | LiveRamp Holdings Inc | $7,256,000 | – | 146,854 | – | 0.01% | – |
| AMBC | Sell | Ambac Financial Group Inc | $7,472,000 | -7.3% | 365,935 | -9.9% | 0.01% | -7.7% |
| CVLT | Buy | CommVault Systems Inc | $7,376,000 | +13.3% | 105,379 | +6.6% | 0.01% | +20.0% |
| NSIT | Sell | Insight Enterprises Inc | $7,635,000 | -0.5% | 141,150 | -10.0% | 0.01% | 0.0% |
| AIR | Sell | AAR Corp | $6,974,000 | -7.3% | 145,615 | -10.0% | 0.01% | -8.3% |
| RYAM | Buy | Rayonier Advanced Materials In | $6,956,000 | +71.6% | 377,409 | +59.1% | 0.01% | +57.1% |
| GTLS | Sell | Chart Industries Inc | $7,116,000 | +14.3% | 90,855 | -10.0% | 0.01% | +10.0% |
| CROX | Sell | Crocs Inc | $6,964,000 | +4.4% | 327,094 | -13.6% | 0.01% | 0.0% |
| DSW | Sell | DSW Inc | $6,851,000 | +12.1% | 202,233 | -14.6% | 0.01% | +10.0% |
| BKE | Buy | Buckle Inc/The | $6,807,000 | +23.5% | 295,316 | +44.2% | 0.01% | +22.2% |
| GSK | Sell | GLAXOSMITHKL-ADR | $7,207,000 | -24.0% | 179,422 | -23.7% | 0.01% | -26.7% |
| DECK | Sell | Deckers Outdoor Corp | $6,857,000 | -9.4% | 57,827 | -13.8% | 0.01% | -8.3% |
| AXE | Buy | Anixter International Inc | $6,715,000 | +38.0% | 95,522 | +24.2% | 0.01% | +37.5% |
| TRMK | Sell | Trustmark Corp | $7,068,000 | -7.0% | 210,054 | -9.8% | 0.01% | -8.3% |
| ENS | Sell | EnerSys | $6,773,000 | +5.1% | 77,734 | -10.0% | 0.01% | +10.0% |
| TRS | Sell | TriMas Corp | $5,992,000 | -6.9% | 197,106 | -10.0% | 0.01% | 0.0% |
| ZUMZ | Buy | Zumiez Inc | $6,422,000 | +40.8% | 243,712 | +33.8% | 0.01% | +42.9% |
| CRS | Sell | Carpenter Technology Corp | $6,559,000 | +1.0% | 111,261 | -10.0% | 0.01% | 0.0% |
| MRC | Sell | MRC Global Inc | $6,531,000 | -21.8% | 347,976 | -9.8% | 0.01% | -23.1% |
| OFG | Buy | OFG Bancorp | $6,456,000 | +63.7% | 399,717 | +42.4% | 0.01% | +66.7% |
| VRA | Buy | Vera Bradley Inc | $6,200,000 | +21.7% | 406,294 | +12.0% | 0.01% | +25.0% |
| VRNT | Sell | Verint Systems Inc | $6,067,000 | +1.7% | 121,103 | -10.0% | 0.01% | 0.0% |
| SMP | Sell | Standard Motor Products Inc | $5,621,000 | -8.3% | 114,211 | -10.0% | 0.01% | -10.0% |
| SNHY | Sell | Sun Hydraulics Corp | $5,970,000 | +2.3% | 108,983 | -10.0% | 0.01% | 0.0% |
| FUL | Sell | HB Fuller Co | $5,617,000 | -13.5% | 108,716 | -10.1% | 0.01% | -10.0% |
| EHTH | Sell | eHealth Inc | $5,455,000 | +15.5% | 193,037 | -9.7% | 0.01% | +12.5% |
| SCHL | Sell | Scholastic Corp | $5,755,000 | -14.3% | 123,273 | -18.7% | 0.01% | -18.2% |
| CUB | Sell | Cubic Corp | $5,655,000 | +2.4% | 77,418 | -10.0% | 0.01% | 0.0% |
| WERN | Sell | Werner Enterprises Inc | $5,500,000 | -15.2% | 155,571 | -10.0% | 0.01% | -10.0% |
| BCEI | Buy | Bonanza Creek Energy Inc | $5,894,000 | +89.6% | 197,904 | +141.1% | 0.01% | +80.0% |
| THFF | Sell | First Financial Corp/IN | $5,260,000 | -0.3% | 104,783 | -10.0% | 0.01% | -11.1% |
| IBOC | Sell | International Bancshares Corp | $5,177,000 | -5.4% | 115,047 | -10.0% | 0.01% | -11.1% |
| HUBG | Sell | Hub Group Inc | $4,753,000 | -17.6% | 104,227 | -10.0% | 0.01% | -11.1% |
| MOGA | Sell | Moog Inc | $5,078,000 | -0.7% | 59,065 | -10.0% | 0.01% | 0.0% |
| RAVN | Sell | Raven Industries Inc | $5,351,000 | +7.1% | 116,952 | -10.0% | 0.01% | 0.0% |
| FI | Sell | Frank's International NV | $4,832,000 | -0.1% | 556,701 | -10.2% | 0.01% | 0.0% |
| SCL | Sell | Stepan Co | $5,059,000 | +0.4% | 58,139 | -10.0% | 0.01% | 0.0% |
| KMT | Sell | Kennametal Inc | $5,303,000 | +9.2% | 121,739 | -10.0% | 0.01% | 0.0% |
| SF | Sell | Stifel Financial Corp | $5,147,000 | -11.7% | 100,395 | -10.0% | 0.01% | -11.1% |
| WTS | Sell | Watts Water Technologies Inc | $4,965,000 | -4.6% | 59,815 | -9.9% | 0.01% | 0.0% |
| NXGN | New | NextGen Healthcare Inc | $5,346,000 | – | 266,231 | – | 0.01% | – |
| ATGE | Sell | Adtalem Global Education Inc | $5,129,000 | -33.2% | 106,394 | -33.4% | 0.01% | -33.3% |
| TBI | Sell | TrueBlue Inc | $4,187,000 | -13.0% | 160,740 | -10.0% | 0.01% | -12.5% |
| AIMC | Sell | Altra Industrial Motion Corp | $4,585,000 | -13.7% | 111,015 | -10.0% | 0.01% | -22.2% |
| ARCH | Sell | Arch Coal Inc | $4,579,000 | +2.6% | 51,220 | -10.0% | 0.01% | 0.0% |
| ESL | Sell | Esterline Technologies Corp | $4,214,000 | +11.0% | 46,336 | -10.0% | 0.01% | +16.7% |
| GEF | Sell | Greif Inc | $4,139,000 | -8.7% | 77,124 | -10.0% | 0.01% | 0.0% |
| HPR | Buy | HighPoint Resources Corp | $4,409,000 | +34.0% | 903,495 | +67.0% | 0.01% | +40.0% |
| KELYA | Sell | Kelly Services Inc | $4,556,000 | -3.6% | 189,596 | -10.0% | 0.01% | -12.5% |
| MDC | New | MDC Holdings Inc | $4,495,000 | – | 151,947 | – | 0.01% | – |
| CKH | Sell | SEACOR Holdings Inc | $4,101,000 | -22.3% | 83,004 | -10.0% | 0.01% | -22.2% |
| BID | Sell | Sotheby's | $4,558,000 | -18.5% | 92,672 | -10.0% | 0.01% | -22.2% |
| TMHC | Sell | Taylor Morrison Home Corp | $4,227,000 | -21.8% | 234,308 | -10.0% | 0.01% | -22.2% |
| TNC | Sell | Tennant Co | $4,099,000 | -13.7% | 53,976 | -10.2% | 0.01% | -12.5% |
| VRTS | Sell | Virtus Investment Partners Inc | $4,545,000 | -20.0% | 39,961 | -10.0% | 0.01% | -22.2% |
| DLX | Sell | Deluxe Corp | $3,762,000 | -22.5% | 66,058 | -10.0% | 0.01% | -25.0% |
| CNP | Sell | CenterPoint Energy Inc | $3,745,000 | -4.7% | 135,462 | -4.5% | 0.01% | 0.0% |
| CVBF | New | CVB Financial Corp | $3,773,000 | – | 169,016 | – | 0.01% | – |
| MBI | Sell | MBIA Inc | $3,483,000 | +6.4% | 325,842 | -10.0% | 0.01% | +20.0% |
| EXPR | Sell | Express Inc | $4,065,000 | +8.8% | 367,508 | -10.0% | 0.01% | 0.0% |
| TBBK | Sell | Bancorp Inc/The | $3,791,000 | -17.4% | 395,272 | -10.0% | 0.01% | -14.3% |
| EZPW | Sell | EZCORP Inc | $3,780,000 | -20.1% | 353,264 | -10.0% | 0.01% | -25.0% |
| HWC | Sell | Hancock Whitney Corp | $3,687,000 | -8.2% | 77,537 | -10.0% | 0.01% | 0.0% |
| TEN | Sell | Tenneco Inc | $3,614,000 | -13.7% | 85,749 | -10.0% | 0.01% | -14.3% |
| LZB | Sell | La-Z-Boy Inc | $3,725,000 | -7.0% | 117,891 | -9.9% | 0.01% | 0.0% |
| CMCO | Sell | Columbus McKinnon Corp/NY | $4,060,000 | -17.9% | 102,675 | -10.0% | 0.01% | -25.0% |
| ANDE | Buy | Andersons Inc/The | $4,083,000 | +28.7% | 108,450 | +16.9% | 0.01% | +20.0% |
| BTU | Sell | Peabody Energy Corp | $4,039,000 | -29.3% | 113,327 | -9.8% | 0.01% | -33.3% |
| UIS | Sell | Unisys Corp | $4,078,000 | +42.8% | 199,906 | -9.7% | 0.01% | +20.0% |
| DAN | Sell | Dana Inc | $3,572,000 | -16.8% | 191,345 | -10.0% | 0.01% | -14.3% |
| GPI | Sell | Group 1 Automotive Inc | $3,869,000 | -7.3% | 59,618 | -10.0% | 0.01% | -14.3% |
| GES | Sell | Guess Inc | $4,067,000 | -5.0% | 179,980 | -10.0% | 0.01% | -14.3% |
| GCO | Sell | Genesco Inc | $3,211,000 | +6.8% | 68,176 | -10.0% | 0.01% | 0.0% |
| SAH | Sell | Sonic Automotive Inc | $3,063,000 | -15.5% | 158,293 | -10.0% | 0.01% | -16.7% |
| ACCO | Sell | ACCO Brands Corp | $3,049,000 | -26.5% | 269,781 | -10.0% | 0.01% | -28.6% |
| CRRTQ | Buy | CARBO Ceramics Inc | $2,962,000 | -15.7% | 408,478 | +6.6% | 0.01% | -16.7% |
| DK | Sell | Delek US Holdings Inc | $3,449,000 | -24.0% | 81,309 | -10.1% | 0.01% | -28.6% |
| CAMP | Sell | CalAmp Corp | $2,838,000 | -7.9% | 118,444 | -10.0% | 0.01% | 0.0% |
| PRSC | Sell | Providence Service Corp/The | $2,984,000 | -48.5% | 44,363 | -39.9% | 0.01% | -44.4% |
| CHS | Sell | Chico's FAS Inc | $3,430,000 | -4.1% | 395,638 | -10.0% | 0.01% | -16.7% |
| INWK | Sell | InnerWorkings Inc | $3,006,000 | -17.9% | 379,608 | -10.0% | 0.01% | -16.7% |
| OMI | Sell | Owens & Minor Inc | $2,970,000 | -11.0% | 179,802 | -10.0% | 0.01% | 0.0% |
| DDS | Sell | Dillard's Inc | $3,366,000 | -27.3% | 44,092 | -10.0% | 0.01% | -28.6% |
| TGI | Sell | Triumph Group Inc | $3,057,000 | +7.0% | 131,187 | -10.0% | 0.01% | 0.0% |
| ENVA | Sell | Enova International Inc | $3,460,000 | -29.1% | 120,141 | -10.0% | 0.01% | -37.5% |
| ESND | Sell | Essendant Inc | $3,010,000 | -20.7% | 234,812 | -18.2% | 0.01% | -16.7% |
| BIG | Sell | Big Lots Inc | $3,267,000 | -9.9% | 78,172 | -10.0% | 0.01% | -16.7% |
| HY | Sell | Hyster-Yale Materials Handling | $2,890,000 | -13.8% | 46,967 | -9.9% | 0.01% | 0.0% |
| ETH | Sell | Ethan Allen Interiors Inc | $2,986,000 | -23.8% | 143,943 | -10.0% | 0.01% | -16.7% |
| KRO | Sell | Kronos Worldwide Inc | $3,376,000 | -35.1% | 207,789 | -10.0% | 0.01% | -37.5% |
| MTZ | Sell | MasTec Inc | $2,498,000 | -20.8% | 55,948 | -10.0% | 0.00% | -20.0% |
| WAIR | Sell | Wesco Aircraft Holdings Inc | $2,686,000 | -10.0% | 238,805 | -10.0% | 0.00% | -20.0% |
| HIBB | Buy | Hibbett Sports Inc | $2,540,000 | -7.2% | 135,107 | +13.1% | 0.00% | 0.0% |
| APEI | Sell | American Public Education Inc | $2,268,000 | -29.3% | 68,626 | -10.0% | 0.00% | -20.0% |
| SCSC | Sell | ScanSource Inc | $2,274,000 | -10.9% | 56,978 | -10.0% | 0.00% | 0.0% |
| LE | Sell | Lands' End Inc | $2,469,000 | -43.4% | 140,706 | -10.0% | 0.00% | -42.9% |
| GLT | Sell | PH Glatfelter Co | $2,303,000 | -12.2% | 120,500 | -10.0% | 0.00% | 0.0% |
| GBCI | Sell | Glacier Bancorp Inc | $2,639,000 | +0.2% | 61,255 | -10.0% | 0.00% | 0.0% |
| GNRC | Sell | Generac Holdings Inc | $2,244,000 | -1.9% | 39,789 | -10.0% | 0.00% | 0.0% |
| FULT | Sell | Fulton Financial Corp | $2,215,000 | -9.2% | 132,993 | -10.0% | 0.00% | 0.0% |
| SUP | Sell | Superior Industries Internatio | $2,610,000 | -14.3% | 153,077 | -10.0% | 0.00% | -20.0% |
| EIG | Buy | Employers Holdings Inc | $2,340,000 | +58400.0% | 51,654 | +47727.8% | 0.00% | – |
| OIS | Sell | Oil States International Inc | $2,749,000 | -6.9% | 82,803 | -10.0% | 0.00% | -20.0% |
| UNFI | Sell | United Natural Foods Inc | $2,823,000 | -67.5% | 94,246 | -53.7% | 0.00% | -71.4% |
| ULH | New | Universal Logistics Holdings I | $2,389,000 | – | 64,906 | – | 0.00% | – |
| KIRK | Buy | Kirkland's Inc | $2,227,000 | +29.6% | 220,758 | +49.5% | 0.00% | +33.3% |
| ASNA | Sell | Ascena Retail Group Inc | $1,986,000 | +3.2% | 434,685 | -10.0% | 0.00% | 0.0% |
| CAL | Sell | Caleres Inc | $1,707,000 | -6.1% | 47,602 | -10.0% | 0.00% | 0.0% |
| VIVO | Sell | Meridian Bioscience Inc | $1,997,000 | -15.7% | 134,081 | -10.0% | 0.00% | -25.0% |
| MHO | Sell | M/I Homes Inc | $1,655,000 | -18.7% | 69,152 | -10.0% | 0.00% | 0.0% |
| TECD | Sell | Tech Data Corp | $1,734,000 | -21.6% | 24,225 | -10.0% | 0.00% | -25.0% |
| AEGN | Sell | Aegion Corp | $1,884,000 | -11.3% | 74,252 | -10.0% | 0.00% | 0.0% |
| ECPG | New | Encore Capital Group Inc | $1,967,000 | – | 54,876 | – | 0.00% | – |
| OPY | Sell | Oppenheimer Holdings Inc | $1,748,000 | +1.5% | 55,345 | -10.0% | 0.00% | 0.0% |
| LL | Buy | Lumber Liquidators Holdings In | $1,672,000 | -31.3% | 107,935 | +8.0% | 0.00% | -25.0% |
| NEWM | Sell | New Media Investment Group Inc | $1,677,000 | -23.5% | 106,832 | -10.0% | 0.00% | -25.0% |
| LRN | Buy | K12 Inc | $1,945,000 | +50.5% | 109,893 | +39.2% | 0.00% | +50.0% |
| ED | Buy | Consolidated Edison Inc | $1,989,000 | -1.4% | 26,103 | +0.9% | 0.00% | 0.0% |
| ANF | Sell | Abercrombie & Fitch Co | $1,761,000 | -22.3% | 83,348 | -10.0% | 0.00% | -25.0% |
| PRTY | Sell | Party City Holdco Inc | $1,593,000 | -20.0% | 117,579 | -10.0% | 0.00% | 0.0% |
| MOD | Sell | Modine Manufacturing Co | $1,669,000 | -26.5% | 112,003 | -10.0% | 0.00% | -25.0% |
| CNXN | Sell | PC Connection Inc | $2,060,000 | +5.4% | 52,982 | -10.0% | 0.00% | 0.0% |
| SCVL | Sell | Shoe Carnival Inc | $2,036,000 | +6.8% | 52,864 | -10.0% | 0.00% | 0.0% |
| VECO | Sell | Veeco Instruments Inc | $994,000 | -35.3% | 97,005 | -10.0% | 0.00% | 0.0% |
| KOP | Sell | Koppers Holdings Inc | $1,378,000 | -26.9% | 44,232 | -10.0% | 0.00% | -33.3% |
| VEC | Sell | Vectrus Inc | $1,369,000 | -8.1% | 43,878 | -9.2% | 0.00% | 0.0% |
| WRLD | Sell | World Acceptance Corp | $1,144,000 | -7.2% | 10,005 | -10.0% | 0.00% | 0.0% |
| MLI | Sell | Mueller Industries Inc | $1,116,000 | -11.6% | 38,498 | -10.0% | 0.00% | 0.0% |
| PHH | Sell | PHH Corp | $1,074,000 | -9.0% | 97,710 | -10.1% | 0.00% | 0.0% |
| WABC | Sell | Westamerica Bancorporation | $1,179,000 | -4.1% | 19,597 | -10.0% | 0.00% | 0.0% |
| SXI | Sell | Standex International Corp | $1,212,000 | -8.2% | 11,624 | -10.0% | 0.00% | 0.0% |
| AMKR | Sell | Amkor Technology Inc | $1,433,000 | -22.6% | 193,910 | -10.0% | 0.00% | -33.3% |
| ITG | New | Investment Technology Group In | $1,216,000 | – | 56,165 | – | 0.00% | – |
| RUSHA | Sell | Rush Enterprises Inc | $1,356,000 | -18.5% | 34,499 | -10.0% | 0.00% | -33.3% |
| DAKT | Sell | Daktronics Inc | $1,336,000 | -17.1% | 170,393 | -10.0% | 0.00% | -33.3% |
| LXU | Sell | LSB Industries Inc | $1,171,000 | +66.1% | 119,804 | -10.0% | 0.00% | +100.0% |
| TISI | Sell | Team Inc | $1,397,000 | -12.3% | 62,105 | -9.9% | 0.00% | -33.3% |
| TRC | Sell | Tejon Ranch Co | $1,055,000 | -19.6% | 48,580 | -10.0% | 0.00% | 0.0% |
| MPO | Sell | Midstates Petroleum Co Inc | $1,060,000 | -41.1% | 119,037 | -10.0% | 0.00% | -33.3% |
| CIB | Buy | BANCOLOMBIA-ADR | $1,447,000 | -2.4% | 34,664 | +11.8% | 0.00% | 0.0% |
| XOM | Sell | Exxon Mobil Corp | $1,412,000 | +1.0% | 16,604 | -1.7% | 0.00% | 0.0% |
| THR | Sell | Thermon Group Holdings Inc | $1,290,000 | +1.5% | 50,023 | -10.0% | 0.00% | 0.0% |
| TITN | Sell | Titan Machinery Inc | $1,107,000 | -10.4% | 71,498 | -10.0% | 0.00% | 0.0% |
| ARCO | Buy | Arcos Dorados Holdings Inc | $1,359,000 | -0.4% | 217,448 | +10.8% | 0.00% | 0.0% |
| BCC | Sell | Boise Cascade Co | $1,067,000 | -25.9% | 28,970 | -10.0% | 0.00% | 0.0% |
| BOJA | New | Bojangles' Inc | $1,360,000 | – | 86,602 | – | 0.00% | – |
| OASPQ | Sell | Oasis Petroleum Inc | $1,390,000 | -1.5% | 98,009 | -9.9% | 0.00% | 0.0% |
| HAYN | Sell | Haynes International Inc | $1,574,000 | -13.1% | 44,363 | -10.0% | 0.00% | -33.3% |
| BDC | Sell | Belden Inc | $942,000 | +5.3% | 13,187 | -10.0% | 0.00% | 0.0% |
| PDFS | Sell | PDF Solutions Inc | $619,000 | -32.2% | 68,542 | -10.0% | 0.00% | 0.0% |
| TGH | Sell | Textainer Group Holdings Ltd | $686,000 | -27.6% | 53,642 | -10.0% | 0.00% | -50.0% |
| PIR | Sell | Pier 1 Imports Inc | $360,000 | -43.3% | 239,928 | -10.0% | 0.00% | 0.0% |
| LCUT | Sell | Lifetime Brands Inc | $421,000 | -22.3% | 38,633 | -9.7% | 0.00% | 0.0% |
| AYI | New | Acuity Brands Inc | $110,000 | – | 698 | – | 0.00% | – |
| MAN | Buy | ManpowerGroup Inc | $191,000 | +19.4% | 2,226 | +20.1% | 0.00% | – |
| PDCO | Buy | Patterson Cos Inc | $146,000 | +105.6% | 5,968 | +92.0% | 0.00% | – |
| LRCX | New | Lam Research Corp | $155,000 | – | 1,018 | – | 0.00% | – |
| KSS | Sell | Kohl's Corp | $115,000 | -50.2% | 1,538 | -51.4% | 0.00% | – |
| JLL | Sell | Jones Lang LaSalle Inc | $23,000 | -86.0% | 158 | -84.0% | 0.00% | – |
| INTC | Buy | Intel Corp | $164,000 | +21.5% | 3,474 | +28.2% | 0.00% | – |
| RL | Buy | Ralph Lauren Corp | $20,000 | +17.6% | 149 | +9.6% | 0.00% | – |
| ITT | Buy | ITT Inc | $17,000 | +41.7% | 273 | +15.2% | 0.00% | – |
| HFC | Sell | HollyFrontier Corp | $10,000 | -54.5% | 137 | -58.0% | 0.00% | – |
| RS | Sell | Reliance Steel & Aluminum Co | $17,000 | -5.6% | 205 | -0.5% | 0.00% | – |
| HIG | Sell | Hartford Financial Services Gr | $22,000 | -8.3% | 434 | -6.7% | 0.00% | – |
| HAL | New | Halliburton Co | $18,000 | – | 455 | – | 0.00% | – |
| HPQ | Sell | HP Inc | $237,000 | +1.7% | 9,201 | -10.5% | 0.00% | – |
| ENIA | Exit | Enel Americas SA | $0 | – | -2,015 | – | 0.00% | – |
| SPG | Sell | Simon Property Group Inc | $20,000 | 0.0% | 115 | -0.9% | 0.00% | – |
| RRD | Exit | RR Donnelley & Sons Co | $0 | – | 0 | – | 0.00% | – |
| GPS | Buy | Gap Inc/The | $141,000 | -4.1% | 4,904 | +7.4% | 0.00% | – |
| FF | New | FutureFuel Corp | $7,000 | – | 394 | – | 0.00% | – |
| F | Buy | Ford Motor Co | $5,000 | 0.0% | 570 | +15.2% | 0.00% | – |
| TGT | Sell | Target Corp | $145,000 | -99.8% | 1,642 | -99.9% | 0.00% | -100.0% |
| WLK | Exit | Westlake Chemical Corp | $0 | – | -138 | – | 0.00% | – |
| FDX | Buy | FedEx Corp | $16,000 | +6.7% | 68 | +6.2% | 0.00% | – |
| FOXA | Sell | Twenty-First Century Fox Inc | $17,000 | -100.0% | 360 | -100.0% | 0.00% | -100.0% |
| EBAY | Buy | eBay Inc | $31,000 | +24.0% | 935 | +36.1% | 0.00% | – |
| UFS | Buy | Domtar Corp | $20,000 | +33.3% | 387 | +24.0% | 0.00% | – |
| CAG | Sell | Conagra Brands Inc | $38,000 | -5.0% | 1,109 | -0.4% | 0.00% | – |
| CSCO | Sell | Cisco Systems Inc | $165,000 | -99.0% | 3,402 | -99.1% | 0.00% | -100.0% |
| DNB | Exit | Dun & Bradstreet Corp/The | $0 | – | -45 | – | 0.00% | – |
| LUMN | Sell | CenturyLink Inc | $3,000 | 0.0% | 141 | -0.7% | 0.00% | – |
| CIT | New | CIT Group Inc | $19,000 | – | 361 | – | 0.00% | – |
| WCC | Buy | WESCO International Inc | $20,000 | +42.9% | 328 | +36.7% | 0.00% | – |
| WRK | Buy | WestRock Co | $167,000 | +20.1% | 3,113 | +27.6% | 0.00% | – |
| BC | Buy | Brunswick Corp/DE | $20,000 | +11.1% | 303 | +7.4% | 0.00% | – |
| XRX | Buy | Xerox Corp | $195,000 | +68.1% | 7,238 | +49.9% | 0.00% | – |
| BBY | Sell | Best Buy Co Inc | $185,000 | -1.6% | 2,329 | -7.3% | 0.00% | – |
| BG | Sell | Bunge Ltd | $13,000 | 0.0% | 184 | -0.5% | 0.00% | – |
| BMA | New | BANCO MACRO -ADR | $291,000 | – | 7,033 | – | 0.00% | – |
| AAPL | Buy | Apple Inc | $281,000 | +35.7% | 1,242 | +11.1% | 0.00% | – |
| APTV | Buy | Aptiv PLC | $7,000 | +16.7% | 79 | +14.5% | 0.00% | – |
| ALK | New | Alaska Air Group Inc | $113,000 | – | 1,634 | – | 0.00% | – |
| MET | Sell | MetLife Inc | $11,000 | 0.0% | 243 | -6.9% | 0.00% | – |
| CPA | Buy | Copa Holdings SA | $16,000 | -11.1% | 199 | +5.9% | 0.00% | – |
| MRTN | Exit | Marten Transport Ltd | $0 | – | 0 | – | 0.00% | – |
| DGX | Exit | Quest Diagnostics Inc | $0 | – | -1,450 | – | 0.00% | – |
| SYF | Exit | Synchrony Financial | $0 | – | -314 | – | 0.00% | – |
| NWL | Exit | Newell Brands Inc | $0 | – | -6,715 | – | 0.00% | – |
| DLPH | Exit | Delphi Technologies PLC | $0 | – | -31 | – | 0.00% | – |
| HLF | Exit | Herbalife Nutrition Ltd | $0 | – | -391 | – | 0.00% | – |
| FREDQ | Exit | Fred's Inc | $0 | – | -100,432 | – | 0.00% | – |
| TPRE | Exit | Third Point Reinsurance Ltd | $0 | – | -552 | – | 0.00% | – |
| LEA | Exit | Lear Corp | $0 | – | -41 | – | 0.00% | – |
| DE | Exit | Deere & Co | $0 | – | -18 | – | 0.00% | – |
| AMGN | Exit | Amgen Inc | $0 | – | -1,043 | – | 0.00% | – |
| EGN | Exit | Energen Corp | $0 | – | -245 | – | 0.00% | – |
| CMI | Exit | Cummins Inc | $0 | – | -1,069 | – | 0.00% | – |
| FOR | Exit | Forestar Group Inc | $0 | – | -9,800 | – | 0.00% | – |
| FHI | Exit | Federated Investors Inc | $0 | – | -490 | – | 0.00% | – |
| NSC | Buy | Norfolk Southern Corp | $21,000 | +31.2% | 114 | +7.5% | 0.00% | – |
| ACETQ | Exit | Aceto Corp | $0 | – | -274,698 | – | -0.00% | – |
| GEOS | Exit | Geospace Technologies Corp | $0 | – | -102,408 | – | -0.00% | – |
| DUK | Exit | Duke Energy Corp | $0 | – | -15,231 | – | -0.00% | – |
| DDD | Exit | 3D Systems Corp | $0 | – | -153,307 | – | -0.00% | – |
| CHEF | Exit | Chefs' Warehouse Inc/The | $0 | – | -66,413 | – | -0.00% | – |
| VRS | Exit | Verso Corp | $0 | – | -81,882 | – | -0.00% | – |
| COF | Exit | Capital One Financial Corp | $0 | – | -20,470 | – | -0.00% | – |
| STAA | Exit | STAAR Surgical Co | $0 | – | -73,953 | – | -0.00% | – |
| BPI | Exit | Bridgepoint Education Inc | $0 | – | -345,657 | – | -0.00% | – |
| WMK | Exit | Weis Markets Inc | $0 | – | -59,370 | – | -0.01% | – |
| ACXM | Exit | Acxiom Corp | $0 | – | -171,816 | – | -0.01% | – |
| QSII | Exit | Quality Systems Inc | $0 | – | -296,942 | – | -0.01% | – |
| POLY | Exit | Plantronics Inc | $0 | – | -85,073 | – | -0.01% | – |
| WW | Exit | Weight Watchers International | $0 | – | -78,048 | – | -0.01% | – |
| NYT | Exit | New York Times Co/The | $0 | – | -360,677 | – | -0.02% | – |
| CVIAQ | Exit | Covia Holdings Corp | $0 | – | -832,373 | – | -0.02% | – |
| FIX | Exit | Comfort Systems USA Inc | $0 | – | -1,306,162 | – | -0.10% | – |
| CE | Exit | Celanese Corp | $0 | – | -616,912 | – | -0.11% | – |
| CRH | Exit | CRH PLC-ADR | $0 | – | -2,344,419 | – | -0.13% | – |
| LB | Exit | L Brands Inc | $0 | – | -2,525,738 | – | -0.15% | – |
| SEAS | Exit | SeaWorld Entertainment Inc | $0 | – | -5,612,815 | – | -0.20% | – |
| XL | Exit | XL Group Ltd | $0 | – | -8,606,293 | – | -0.78% | – |
Q2 2018
| Value | Shares | ↓ Weighting | ||||||
|---|---|---|---|---|---|---|---|---|
| WFC | New | Wells Fargo & Co | $1,656,025,000 | – | 29,870,577 | – | 2.67% | – |
| JPM | New | JPMorgan Chase & Co | $1,625,221,000 | – | 15,597,124 | – | 2.62% | – |
| DG | New | Dollar General Corp | $1,556,448,000 | – | 15,785,487 | – | 2.51% | – |
| JCI | New | Johnson Controls International | $1,469,453,000 | – | 43,929,820 | – | 2.37% | – |
| PSX | New | Phillips 66 | $1,461,802,000 | – | 13,015,778 | – | 2.36% | – |
| PFE | New | Pfizer Inc | $1,423,686,000 | – | 39,241,645 | – | 2.29% | – |
| DWDP | New | DowDuPont Inc | $1,407,659,000 | – | 21,354,042 | – | 2.27% | – |
| LOW | New | Lowe's Cos Inc | $1,385,455,000 | – | 14,496,760 | – | 2.23% | – |
| OXY | New | Occidental Petroleum Corp | $1,376,327,000 | – | 16,447,488 | – | 2.22% | – |
| UTX | New | United Technologies Corp | $1,365,734,000 | – | 10,923,253 | – | 2.20% | – |
| BP | New | BP PLC-ADR | $1,362,759,000 | – | 29,845,801 | – | 2.20% | – |
| ORCL | New | Oracle Corp | $1,352,209,000 | – | 30,690,168 | – | 2.18% | – |
| AXP | New | American Express Co | $1,315,343,000 | – | 13,421,860 | – | 2.12% | – |
| COP | New | ConocoPhillips | $1,274,934,000 | – | 18,312,760 | – | 2.05% | – |
| MDT | New | Medtronic PLC | $1,249,008,000 | – | 14,589,501 | – | 2.01% | – |
| APD | New | Air Products & Chemicals Inc | $1,233,287,000 | – | 7,919,393 | – | 1.99% | – |
| MSFT | New | Microsoft Corp | $1,210,354,000 | – | 12,274,153 | – | 1.95% | – |
| CVS | New | CVS Health Corp | $1,179,056,000 | – | 18,322,542 | – | 1.90% | – |
| CMCSA | New | Comcast Corp | $1,162,444,000 | – | 35,429,564 | – | 1.87% | – |
| PM | New | Philip Morris International In | $1,140,718,000 | – | 14,128,283 | – | 1.84% | – |
| QCOM | New | QUALCOMM Inc | $1,120,130,000 | – | 19,959,547 | – | 1.80% | – |
| JNJ | New | Johnson & Johnson | $1,086,915,000 | – | 8,957,593 | – | 1.75% | – |
| ESRX | New | Express Scripts Holding Co | $1,065,465,000 | – | 13,799,574 | – | 1.72% | – |
| SLB | New | Schlumberger Ltd | $1,060,269,000 | – | 15,817,829 | – | 1.71% | – |
| GE | New | General Electric Co | $1,057,772,000 | – | 77,720,244 | – | 1.70% | – |
| MO | New | Altria Group Inc | $1,021,893,000 | – | 17,994,246 | – | 1.65% | – |
| USB | New | US Bancorp | $950,584,000 | – | 19,004,081 | – | 1.53% | – |
| CVX | New | Chevron Corp | $935,821,000 | – | 7,401,886 | – | 1.51% | – |
| CAH | New | Cardinal Health Inc | $869,295,000 | – | 17,802,493 | – | 1.40% | – |
| C | New | Citigroup Inc | $868,848,000 | – | 12,983,384 | – | 1.40% | – |
| SNY | New | SANOFI-ADR | $779,084,000 | – | 19,472,225 | – | 1.26% | – |
| AIG | New | American International Group I | $769,501,000 | – | 14,513,410 | – | 1.24% | – |
| EXC | New | Exelon Corp | $732,289,000 | – | 17,189,890 | – | 1.18% | – |
| BAC | New | Bank of America Corp | $656,669,000 | – | 23,294,405 | – | 1.06% | – |
| GD | New | General Dynamics Corp | $588,131,000 | – | 3,155,040 | – | 0.95% | – |
| ANTM | New | Anthem Inc | $581,238,000 | – | 2,441,866 | – | 0.94% | – |
| FOXA | New | Twenty-First Century Fox Inc | $534,530,000 | – | 10,757,295 | – | 0.86% | – |
| VZ | New | Verizon Communications Inc | $519,535,000 | – | 10,326,673 | – | 0.84% | – |
| AAP | New | Advance Auto Parts Inc | $493,557,000 | – | 3,637,112 | – | 0.80% | – |
| ADNT | New | Adient PLC | $491,781,000 | – | 9,997,592 | – | 0.79% | – |
| XL | New | XL Group Ltd | $481,522,000 | – | 8,606,293 | – | 0.78% | – |
| CCEP | New | Coca-Cola European Partners PL | $447,080,000 | – | 11,001,001 | – | 0.72% | – |
| SWK | New | Stanley Black & Decker Inc | $434,733,000 | – | 3,273,351 | – | 0.70% | – |
| STT | New | State Street Corp | $431,312,000 | – | 4,633,278 | – | 0.70% | – |
| D | New | Dominion Energy Inc | $423,002,000 | – | 6,204,196 | – | 0.68% | – |
| MRK | New | Merck & Co Inc | $391,695,000 | – | 6,452,964 | – | 0.63% | – |
| TXN | New | Texas Instruments Inc | $389,237,000 | – | 3,530,493 | – | 0.63% | – |
| SLM | New | SLM Corp | $374,284,000 | – | 32,688,548 | – | 0.60% | – |
| NAVI | New | Navient Corp | $349,617,000 | – | 26,831,744 | – | 0.56% | – |
| SPR | New | Spirit AeroSystems Holdings In | $338,349,000 | – | 3,938,421 | – | 0.54% | – |
| T | New | AT&T Inc | $337,139,000 | – | 10,499,480 | – | 0.54% | – |
| VET | New | Vermilion Energy Inc | $336,225,000 | – | 9,336,996 | – | 0.54% | – |
| CI | New | Cigna Corp | $334,526,000 | – | 1,968,371 | – | 0.54% | – |
| NYCB | New | New York Community Bancorp Inc | $333,700,000 | – | 30,226,503 | – | 0.54% | – |
| MCHP | New | Microchip Technology Inc | $325,084,000 | – | 3,574,309 | – | 0.52% | – |
| WLTW | New | Willis Towers Watson PLC | $323,538,000 | – | 2,134,152 | – | 0.52% | – |
| KEY | New | KeyCorp | $311,718,000 | – | 15,952,854 | – | 0.50% | – |
| NLSN | New | Nielsen Holdings PLC | $310,963,000 | – | 10,053,742 | – | 0.50% | – |
| RCL | New | Royal Caribbean Cruises Ltd | $295,731,000 | – | 2,854,551 | – | 0.48% | – |
| WHR | New | Whirlpool Corp | $287,159,000 | – | 1,963,748 | – | 0.46% | – |
| HES | New | Hess Corp | $283,278,000 | – | 4,234,981 | – | 0.46% | – |
| UNH | New | UnitedHealth Group Inc | $279,577,000 | – | 1,139,547 | – | 0.45% | – |
| HBI | New | Hanesbrands Inc | $279,446,000 | – | 12,690,515 | – | 0.45% | – |
| DVN | New | Devon Energy Corp | $272,083,000 | – | 6,189,306 | – | 0.44% | – |
| NCLH | New | Norwegian Cruise Line Holdings | $261,307,000 | – | 5,530,309 | – | 0.42% | – |
| OC | New | Owens Corning | $248,751,000 | – | 3,925,383 | – | 0.40% | – |
| JEF | New | Jefferies Financial Group Inc | $247,920,000 | – | 10,902,336 | – | 0.40% | – |
| ETR | New | Entergy Corp | $241,021,000 | – | 2,983,304 | – | 0.39% | – |
| BK | New | Bank of New York Mellon Corp/T | $239,692,000 | – | 4,444,512 | – | 0.39% | – |
| AVGO | New | Broadcom Inc | $238,178,000 | – | 981,610 | – | 0.38% | – |
| GEO | New | GEO Group Inc/The | $235,037,000 | – | 8,534,404 | – | 0.38% | – |
| PNW | New | Pinnacle West Capital Corp | $231,251,000 | – | 2,870,542 | – | 0.37% | – |
| XEL | New | Xcel Energy Inc | $228,065,000 | – | 4,992,661 | – | 0.37% | – |
| VSM | New | Versum Materials Inc | $214,353,000 | – | 5,769,930 | – | 0.34% | – |
| WMT | New | Walmart Inc | $207,421,000 | – | 2,421,722 | – | 0.33% | – |
| AXTA | New | Axalta Coating Systems Ltd | $201,930,000 | – | 6,662,136 | – | 0.32% | – |
| MGP | New | MGM Growth Properties LLC | $199,163,000 | – | 6,538,522 | – | 0.32% | – |
| FNB | New | FNB Corp/PA | $187,730,000 | – | 13,988,843 | – | 0.30% | – |
| GLNG | New | Golar LNG Ltd | $186,475,000 | – | 6,329,780 | – | 0.30% | – |
| HCP | New | HCP Inc | $176,804,000 | – | 6,847,550 | – | 0.28% | – |
| FNF | New | FNF Group | $161,643,000 | – | 4,296,726 | – | 0.26% | – |
| PNC | New | PNC Financial Services Group I | $153,782,000 | – | 1,138,290 | – | 0.25% | – |
| PX | New | Praxair Inc | $153,515,000 | – | 970,688 | – | 0.25% | – |
| UHAL | New | AMERCO | $151,973,000 | – | 426,712 | – | 0.24% | – |
| L | New | Loews Corp | $150,635,000 | – | 3,120,020 | – | 0.24% | – |
| BRKB | New | Berkshire Hathaway Inc | $144,869,000 | – | 776,153 | – | 0.23% | – |
| RTN | New | Raytheon Co | $140,192,000 | – | 725,706 | – | 0.23% | – |
| FITB | New | Fifth Third Bancorp | $131,417,000 | – | 4,578,972 | – | 0.21% | – |
| TSS | New | Total System Services Inc | $127,642,000 | – | 1,510,207 | – | 0.21% | – |
| EC | New | Ecopetrol SA | $127,504,000 | – | 6,204,567 | – | 0.20% | – |
| HPE | New | Hewlett Packard Enterprise Co | $125,378,000 | – | 8,581,624 | – | 0.20% | – |
| SEAS | New | SeaWorld Entertainment Inc | $122,471,000 | – | 5,612,815 | – | 0.20% | – |
| LUV | New | Southwest Airlines Co | $111,402,000 | – | 2,189,503 | – | 0.18% | – |
| TSN | New | Tyson Foods Inc | $109,861,000 | – | 1,595,647 | – | 0.18% | – |
| LPT | New | Liberty Property Trust | $108,893,000 | – | 2,456,404 | – | 0.18% | – |
| TCBI | New | Texas Capital Bancshares Inc | $107,711,000 | – | 1,177,175 | – | 0.17% | – |
| BRKS | New | Brooks Automation Inc | $104,454,000 | – | 3,202,150 | – | 0.17% | – |
| R | New | Ryder System Inc | $104,563,000 | – | 1,455,106 | – | 0.17% | – |
| MDP | New | Meredith Corp | $103,107,000 | – | 2,021,717 | – | 0.17% | – |
| IIVI | New | II-VI Inc | $102,297,000 | – | 2,354,370 | – | 0.16% | – |
| ATI | New | Allegheny Technologies Inc | $95,947,000 | – | 3,819,526 | – | 0.16% | – |
| TGT | New | Target Corp | $95,282,000 | – | 1,251,735 | – | 0.15% | – |
| AXS | New | Axis Capital Holdings Ltd | $93,535,000 | – | 1,681,682 | – | 0.15% | – |
| LB | New | L Brands Inc | $93,149,000 | – | 2,525,738 | – | 0.15% | – |
| CCL | New | Carnival Corp | $92,516,000 | – | 1,614,311 | – | 0.15% | – |
| VSH | New | Vishay Intertechnology Inc | $91,106,000 | – | 3,926,989 | – | 0.15% | – |
| DFS | New | Discover Financial Services | $90,947,000 | – | 1,291,669 | – | 0.15% | – |
| ETFC | New | ETRADE Financial Corp | $87,938,000 | – | 1,437,832 | – | 0.14% | – |
| OII | New | Oceaneering International Inc | $87,087,000 | – | 3,420,540 | – | 0.14% | – |
| IBM | New | International Business Machine | $86,476,000 | – | 619,009 | – | 0.14% | – |
| EHC | New | Encompass Health Corp | $83,228,000 | – | 1,229,001 | – | 0.13% | – |
| CRH | New | CRH PLC-ADR | $82,875,000 | – | 2,344,419 | – | 0.13% | – |
| DIOD | New | Diodes Inc | $82,828,000 | – | 2,402,881 | – | 0.13% | – |
| SSD | New | Simpson Manufacturing Co Inc | $79,519,000 | – | 1,278,652 | – | 0.13% | – |
| FSS | New | Federal Signal Corp | $79,653,000 | – | 3,420,062 | – | 0.13% | – |
| PE | New | Parsley Energy Inc | $77,880,000 | – | 2,572,012 | – | 0.12% | – |
| VLY | New | Valley National Bancorp | $75,854,000 | – | 6,237,995 | – | 0.12% | – |
| POL | New | PolyOne Corp | $74,117,000 | – | 1,714,853 | – | 0.12% | – |
| DAR | New | Darling Ingredients Inc | $73,807,000 | – | 3,712,647 | – | 0.12% | – |
| LYB | New | LyondellBasell Industries NV | $72,560,000 | – | 660,536 | – | 0.12% | – |
| EPAC | New | Actuant Corp | $72,387,000 | – | 2,466,349 | – | 0.12% | – |
| UMBF | New | UMB Financial Corp | $71,061,000 | – | 932,197 | – | 0.11% | – |
| AXL | New | American Axle & Manufacturing | $69,411,000 | – | 4,460,835 | – | 0.11% | – |
| TEVA | New | TEVA PHARM-ADR | $68,853,000 | – | 2,831,134 | – | 0.11% | – |
| CE | New | Celanese Corp | $68,514,000 | – | 616,912 | – | 0.11% | – |
| TEX | New | Terex Corp | $68,166,000 | – | 1,615,673 | – | 0.11% | – |
| PLXS | New | Plexus Corp | $67,590,000 | – | 1,135,215 | – | 0.11% | – |
| PB | New | Prosperity Bancshares Inc | $67,778,000 | – | 991,487 | – | 0.11% | – |
| PRIM | New | Primoris Services Corp | $64,165,000 | – | 2,356,375 | – | 0.10% | – |
| KOS | New | Kosmos Energy Ltd | $64,206,000 | – | 7,763,762 | – | 0.10% | – |
| MINI | New | Mobile Mini Inc | $63,281,000 | – | 1,349,280 | – | 0.10% | – |
| ORLY | New | O'Reilly Automotive Inc | $62,007,000 | – | 226,659 | – | 0.10% | – |
| HON | New | Honeywell International Inc | $61,738,000 | – | 428,584 | – | 0.10% | – |
| FARO | New | FARO Technologies Inc | $60,532,000 | – | 1,113,752 | – | 0.10% | – |
| FIX | New | Comfort Systems USA Inc | $59,823,000 | – | 1,306,162 | – | 0.10% | – |
| PRAA | New | PRA Group Inc | $58,409,000 | – | 1,515,143 | – | 0.09% | – |
| TREX | New | Trex Co Inc | $56,803,000 | – | 907,539 | – | 0.09% | – |
| ATSG | New | Air Transport Services Group I | $56,428,000 | – | 2,497,937 | – | 0.09% | – |
| CPE | New | Callon Petroleum Co | $54,130,000 | – | 5,040,059 | – | 0.09% | – |
| CHK | New | Chesapeake Energy Corp | $53,919,000 | – | 10,289,879 | – | 0.09% | – |
| GSM | New | Ferroglobe PLC | $52,447,000 | – | 6,119,844 | – | 0.08% | – |
| MTSC | New | MTS Systems Corp | $48,527,000 | – | 921,692 | – | 0.08% | – |
| CFX | New | Colfax Corp | $46,979,000 | – | 1,532,771 | – | 0.08% | – |
| ROCK | New | Gibraltar Industries Inc | $45,488,000 | – | 1,212,996 | – | 0.07% | – |
| WIRE | New | Encore Wire Corp | $44,452,000 | – | 936,822 | – | 0.07% | – |
| B | New | Barnes Group Inc | $43,549,000 | – | 739,364 | – | 0.07% | – |
| MTRN | New | Materion Corp | $40,814,000 | – | 753,727 | – | 0.07% | – |
| IVC | New | Invacare Corp | $40,623,000 | – | 2,184,032 | – | 0.06% | – |
| CIEN | New | Ciena Corp | $40,376,000 | – | 1,523,076 | – | 0.06% | – |
| XCRA | New | Xcerra Corp | $39,600,000 | – | 2,834,700 | – | 0.06% | – |
| CADE | New | Cadence BanCorp | $36,221,000 | – | 1,254,611 | – | 0.06% | – |
| PLAB | New | Photronics Inc | $32,469,000 | – | 4,071,311 | – | 0.05% | – |
| GTE | New | Gran Tierra Energy Inc | $24,098,000 | – | 6,984,832 | – | 0.04% | – |
| CSCO | New | Cisco Systems Inc | $16,390,000 | – | 380,899 | – | 0.03% | – |
| CVIAQ | New | Covia Holdings Corp | $15,449,000 | – | 832,373 | – | 0.02% | – |
| PEG | New | Public Service Enterprise Grou | $14,419,000 | – | 266,331 | – | 0.02% | – |
| PKE | New | Park Electrochemical Corp | $12,321,000 | – | 531,311 | – | 0.02% | – |
| CACI | New | CACI International Inc | $9,664,000 | – | 57,336 | – | 0.02% | – |
| NYT | New | New York Times Co/The | $9,342,000 | – | 360,677 | – | 0.02% | – |
| HAE | New | Haemonetics Corp | $9,237,000 | – | 102,994 | – | 0.02% | – |
| GSK | New | GLAXOSMITHKL-ADR | $9,481,000 | – | 235,200 | – | 0.02% | – |
| UNFI | New | United Natural Foods Inc | $8,685,000 | – | 203,596 | – | 0.01% | – |
| MSA | New | MSA Safety Inc | $8,952,000 | – | 92,927 | – | 0.01% | – |
| WW | New | Weight Watchers International | $7,891,000 | – | 78,048 | – | 0.01% | – |
| AIT | New | Applied Industrial Technologie | $7,852,000 | – | 111,931 | – | 0.01% | – |
| AMBC | New | Ambac Financial Group Inc | $8,062,000 | – | 406,138 | – | 0.01% | – |
| MRC | New | MRC Global Inc | $8,357,000 | – | 385,618 | – | 0.01% | – |
| DECK | New | Deckers Outdoor Corp | $7,571,000 | – | 67,061 | – | 0.01% | – |
| TRMK | New | Trustmark Corp | $7,599,000 | – | 232,882 | – | 0.01% | – |
| ATGE | New | Adtalem Global Education Inc | $7,682,000 | – | 159,708 | – | 0.01% | – |
| NSIT | New | Insight Enterprises Inc | $7,671,000 | – | 156,768 | – | 0.01% | – |
| AIR | New | AAR Corp | $7,521,000 | – | 161,771 | – | 0.01% | – |
| SCHL | New | Scholastic Corp | $6,716,000 | – | 151,578 | – | 0.01% | – |
| CROX | New | Crocs Inc | $6,670,000 | – | 378,779 | – | 0.01% | – |
| CRS | New | Carpenter Technology Corp | $6,497,000 | – | 123,596 | – | 0.01% | – |
| SMP | New | Standard Motor Products Inc | $6,132,000 | – | 126,846 | – | 0.01% | – |
| FUL | New | HB Fuller Co | $6,495,000 | – | 120,995 | – | 0.01% | – |
| DSW | New | DSW Inc | $6,113,000 | – | 236,734 | – | 0.01% | – |
| TRS | New | TriMas Corp | $6,438,000 | – | 218,969 | – | 0.01% | – |
| POLY | New | Plantronics Inc | $6,487,000 | – | 85,073 | – | 0.01% | – |
| VRNT | New | Verint Systems Inc | $5,965,000 | – | 134,497 | – | 0.01% | – |
| GTLS | New | Chart Industries Inc | $6,226,000 | – | 100,941 | – | 0.01% | – |
| WERN | New | Werner Enterprises Inc | $6,489,000 | – | 172,831 | – | 0.01% | – |
| ENS | New | EnerSys | $6,445,000 | – | 86,347 | – | 0.01% | – |
| CVLT | New | CommVault Systems Inc | $6,511,000 | – | 98,874 | – | 0.01% | – |
| VRTS | New | Virtus Investment Partners Inc | $5,680,000 | – | 44,395 | – | 0.01% | – |
| TMHC | New | Taylor Morrison Home Corp | $5,407,000 | – | 260,225 | – | 0.01% | – |
| AIMC | New | Altra Industrial Motion Corp | $5,315,000 | – | 123,326 | – | 0.01% | – |
| PRSC | New | Providence Service Corp/The | $5,798,000 | – | 73,810 | – | 0.01% | – |
| IBOC | New | International Bancshares Corp | $5,471,000 | – | 127,814 | – | 0.01% | – |
| CUB | New | Cubic Corp | $5,520,000 | – | 85,982 | – | 0.01% | – |
| SNHY | New | Sun Hydraulics Corp | $5,835,000 | – | 121,074 | – | 0.01% | – |
| BKE | New | Buckle Inc/The | $5,510,000 | – | 204,816 | – | 0.01% | – |
| QSII | New | Quality Systems Inc | $5,791,000 | – | 296,942 | – | 0.01% | – |
| CKH | New | SEACOR Holdings Inc | $5,281,000 | – | 92,208 | – | 0.01% | – |
| REGI | New | Renewable Energy Group Inc | $5,848,000 | – | 327,630 | – | 0.01% | – |
| SF | New | Stifel Financial Corp | $5,827,000 | – | 111,533 | – | 0.01% | – |
| HUBG | New | Hub Group Inc | $5,766,000 | – | 115,772 | – | 0.01% | – |
| BTU | New | Peabody Energy Corp | $5,715,000 | – | 125,677 | – | 0.01% | – |
| BID | New | Sotheby's | $5,594,000 | – | 102,934 | – | 0.01% | – |
| THFF | New | First Financial Corp/IN | $5,277,000 | – | 116,369 | – | 0.01% | – |
| CMCO | New | Columbus McKinnon Corp/NY | $4,947,000 | – | 114,085 | – | 0.01% | – |
| EHTH | New | eHealth Inc | $4,724,000 | – | 213,742 | – | 0.01% | – |
| ENVA | New | Enova International Inc | $4,878,000 | – | 133,473 | – | 0.01% | – |
| EZPW | New | EZCORP Inc | $4,729,000 | – | 392,460 | – | 0.01% | – |
| DLX | New | Deluxe Corp | $4,857,000 | – | 73,364 | – | 0.01% | – |
| KELYA | New | Kelly Services Inc | $4,727,000 | – | 210,557 | – | 0.01% | – |
| KMT | New | Kennametal Inc | $4,855,000 | – | 135,238 | – | 0.01% | – |
| KRO | New | Kronos Worldwide Inc | $5,201,000 | – | 230,833 | – | 0.01% | – |
| MOGA | New | Moog Inc | $5,114,000 | – | 65,600 | – | 0.01% | – |
| RAVN | New | Raven Industries Inc | $4,996,000 | – | 129,929 | – | 0.01% | – |
| SCL | New | Stepan Co | $5,039,000 | – | 64,586 | – | 0.01% | – |
| TNC | New | Tennant Co | $4,751,000 | – | 60,140 | – | 0.01% | – |
| TBI | New | TrueBlue Inc | $4,813,000 | – | 178,574 | – | 0.01% | – |
| VRA | New | Vera Bradley Inc | $5,095,000 | – | 362,882 | – | 0.01% | – |
| AXE | New | Anixter International Inc | $4,867,000 | – | 76,888 | – | 0.01% | – |
| WDR | New | Waddell & Reed Financial Inc | $4,833,000 | – | 268,926 | – | 0.01% | – |
| WTS | New | Watts Water Technologies Inc | $5,207,000 | – | 66,421 | – | 0.01% | – |
| ACXM | New | Acxiom Corp | $5,146,000 | – | 171,816 | – | 0.01% | – |
| FI | New | Frank's International NV | $4,837,000 | – | 620,149 | – | 0.01% | – |
| RYAM | New | Rayonier Advanced Materials In | $4,054,000 | – | 237,233 | – | 0.01% | – |
| DK | New | Delek US Holdings Inc | $4,536,000 | – | 90,417 | – | 0.01% | – |
| ARCH | New | Arch Coal Inc | $4,461,000 | – | 56,881 | – | 0.01% | – |
| GES | New | Guess Inc | $4,280,000 | – | 199,971 | – | 0.01% | – |
| DDS | New | Dillard's Inc | $4,627,000 | – | 48,965 | – | 0.01% | – |
| ACCO | New | ACCO Brands Corp | $4,151,000 | – | 299,684 | – | 0.01% | – |
| GEF | New | Greif Inc | $4,531,000 | – | 85,672 | – | 0.01% | – |
| DAN | New | Dana Inc | $4,292,000 | – | 212,566 | – | 0.01% | – |
| ZUMZ | New | Zumiez Inc | $4,561,000 | – | 182,093 | – | 0.01% | – |
| GPI | New | Group 1 Automotive Inc | $4,172,000 | – | 66,228 | – | 0.01% | – |
| LE | New | Lands' End Inc | $4,361,000 | – | 156,321 | – | 0.01% | – |
| TEN | New | Tenneco Inc | $4,186,000 | – | 95,236 | – | 0.01% | – |
| TBBK | New | Bancorp Inc/The | $4,592,000 | – | 439,017 | – | 0.01% | – |
| LZB | New | La-Z-Boy Inc | $4,006,000 | – | 130,915 | – | 0.01% | – |
| CRRTQ | New | CARBO Ceramics Inc | $3,513,000 | – | 383,146 | – | 0.01% | – |
| HWC | New | Hancock Whitney Corp | $4,018,000 | – | 86,132 | – | 0.01% | – |
| ESND | New | Essendant Inc | $3,794,000 | – | 286,983 | – | 0.01% | – |
| ESL | New | Esterline Technologies Corp | $3,798,000 | – | 51,462 | – | 0.01% | – |
| ETH | New | Ethan Allen Interiors Inc | $3,918,000 | – | 159,890 | – | 0.01% | – |
| EXPR | New | Express Inc | $3,735,000 | – | 408,196 | – | 0.01% | – |
| CHS | New | Chico's FAS Inc | $3,576,000 | – | 439,426 | – | 0.01% | – |
| BIG | New | Big Lots Inc | $3,627,000 | – | 86,814 | – | 0.01% | – |
| OFG | New | OFG Bancorp | $3,943,000 | – | 280,674 | – | 0.01% | – |
| INWK | New | InnerWorkings Inc | $3,663,000 | – | 421,605 | – | 0.01% | – |
| CNP | New | CenterPoint Energy Inc | $3,930,000 | – | 141,807 | – | 0.01% | – |
| SAH | New | Sonic Automotive Inc | $3,623,000 | – | 175,889 | – | 0.01% | – |
| UIS | New | Unisys Corp | $2,855,000 | – | 221,379 | – | 0.01% | – |
| WMK | New | Weis Markets Inc | $3,167,000 | – | 59,370 | – | 0.01% | – |
| WAIR | New | Wesco Aircraft Holdings Inc | $2,985,000 | – | 265,353 | – | 0.01% | – |
| TGI | New | Triumph Group Inc | $2,857,000 | – | 145,765 | – | 0.01% | – |
| TRV | New | Travelers Cos Inc/The | $3,218,000 | – | 26,300 | – | 0.01% | – |
| OIS | New | Oil States International Inc | $2,953,000 | – | 92,007 | – | 0.01% | – |
| APEI | New | American Public Education Inc | $3,210,000 | – | 76,239 | – | 0.01% | – |
| SUP | New | Superior Industries Internatio | $3,044,000 | – | 170,079 | – | 0.01% | – |
| OMI | New | Owens & Minor Inc | $3,338,000 | – | 199,740 | – | 0.01% | – |
| BCEI | New | Bonanza Creek Energy Inc | $3,108,000 | – | 82,067 | – | 0.01% | – |
| CAMP | New | CalAmp Corp | $3,083,000 | – | 131,587 | – | 0.01% | – |
| HY | New | Hyster-Yale Materials Handling | $3,351,000 | – | 52,142 | – | 0.01% | – |
| MTZ | New | MasTec Inc | $3,155,000 | – | 62,167 | – | 0.01% | – |
| ANDE | New | Andersons Inc/The | $3,172,000 | – | 92,753 | – | 0.01% | – |
| HPR | New | HighPoint Resources Corp | $3,290,000 | – | 541,075 | – | 0.01% | – |
| MBI | New | MBIA Inc | $3,273,000 | – | 362,001 | – | 0.01% | – |
| GCO | New | Genesco Inc | $3,007,000 | – | 75,735 | – | 0.01% | – |
| MOD | New | Modine Manufacturing Co | $2,271,000 | – | 124,455 | – | 0.00% | – |
| GNRC | New | Generac Holdings Inc | $2,287,000 | – | 44,211 | – | 0.00% | – |
| GBCI | New | Glacier Bancorp Inc | $2,633,000 | – | 68,064 | – | 0.00% | – |
| SCSC | New | ScanSource Inc | $2,551,000 | – | 63,287 | – | 0.00% | – |
| VIVO | New | Meridian Bioscience Inc | $2,369,000 | – | 148,948 | – | 0.00% | – |
| TECD | New | Tech Data Corp | $2,211,000 | – | 26,918 | – | 0.00% | – |
| LL | New | Lumber Liquidators Holdings In | $2,434,000 | – | 99,946 | – | 0.00% | – |
| NEWM | New | New Media Investment Group Inc | $2,193,000 | – | 118,661 | – | 0.00% | – |
| STAA | New | STAAR Surgical Co | $2,292,000 | – | 73,953 | – | 0.00% | – |
| GLT | New | PH Glatfelter Co | $2,623,000 | – | 133,870 | – | 0.00% | – |
| BPI | New | Bridgepoint Education Inc | $2,257,000 | – | 345,657 | – | 0.00% | – |
| ANF | New | Abercrombie & Fitch Co | $2,266,000 | – | 92,570 | – | 0.00% | – |
| FULT | New | Fulton Financial Corp | $2,439,000 | – | 147,778 | – | 0.00% | – |
| HIBB | New | Hibbett Sports Inc | $2,736,000 | – | 119,479 | – | 0.00% | – |
| PRTY | New | Party City Holdco Inc | $1,992,000 | – | 130,627 | – | 0.00% | – |
| MHO | New | M/I Homes Inc | $2,035,000 | – | 76,839 | – | 0.00% | – |
| KIRK | New | Kirkland's Inc | $1,719,000 | – | 147,684 | – | 0.00% | – |
| MPO | New | Midstates Petroleum Co Inc | $1,799,000 | – | 132,193 | – | 0.00% | – |
| CHEF | New | Chefs' Warehouse Inc/The | $1,892,000 | – | 66,413 | – | 0.00% | – |
| OPY | New | Oppenheimer Holdings Inc | $1,722,000 | – | 61,507 | – | 0.00% | – |
| CNXN | New | PC Connection Inc | $1,955,000 | – | 58,874 | – | 0.00% | – |
| COF | New | Capital One Financial Corp | $1,882,000 | – | 20,470 | – | 0.00% | – |
| HAYN | New | Haynes International Inc | $1,811,000 | – | 49,286 | – | 0.00% | – |
| DAKT | New | Daktronics Inc | $1,611,000 | – | 189,298 | – | 0.00% | – |
| CAL | New | Caleres Inc | $1,818,000 | – | 52,883 | – | 0.00% | – |
| RUSHA | New | Rush Enterprises Inc | $1,663,000 | – | 38,334 | – | 0.00% | – |
| SCVL | New | Shoe Carnival Inc | $1,906,000 | – | 58,745 | – | 0.00% | – |
| TISI | New | Team Inc | $1,593,000 | – | 68,966 | – | 0.00% | – |
| DDD | New | 3D Systems Corp | $2,117,000 | – | 153,307 | – | 0.00% | – |
| ASNA | New | Ascena Retail Group Inc | $1,925,000 | – | 482,951 | – | 0.00% | – |
| VRS | New | Verso Corp | $1,782,000 | – | 81,882 | – | 0.00% | – |
| AMKR | New | Amkor Technology Inc | $1,851,000 | – | 215,429 | – | 0.00% | – |
| AEGN | New | Aegion Corp | $2,125,000 | – | 82,506 | – | 0.00% | – |
| ED | New | Consolidated Edison Inc | $2,018,000 | – | 25,879 | – | 0.00% | – |
| KOP | New | Koppers Holdings Inc | $1,885,000 | – | 49,155 | – | 0.00% | – |
| THR | New | Thermon Group Holdings Inc | $1,271,000 | – | 55,572 | – | 0.00% | – |
| ARCO | New | Arcos Dorados Holdings Inc | $1,364,000 | – | 196,271 | – | 0.00% | – |
| CIB | New | BANCOLOMBIA-ADR | $1,482,000 | – | 31,012 | – | 0.00% | – |
| PHH | New | PHH Corp | $1,180,000 | – | 108,644 | – | 0.00% | – |
| TRC | New | Tejon Ranch Co | $1,312,000 | – | 53,969 | – | 0.00% | – |
| TITN | New | Titan Machinery Inc | $1,235,000 | – | 79,430 | – | 0.00% | – |
| DUK | New | Duke Energy Corp | $1,204,000 | – | 15,231 | – | 0.00% | – |
| VEC | New | Vectrus Inc | $1,490,000 | – | 48,341 | – | 0.00% | – |
| XOM | New | Exxon Mobil Corp | $1,398,000 | – | 16,893 | – | 0.00% | – |
| WRLD | New | World Acceptance Corp | $1,233,000 | – | 11,115 | – | 0.00% | – |
| TGH | New | Textainer Group Holdings Ltd | $948,000 | – | 59,592 | – | 0.00% | – |
| MLI | New | Mueller Industries Inc | $1,263,000 | – | 42,770 | – | 0.00% | – |
| LRN | New | K12 Inc | $1,292,000 | – | 78,920 | – | 0.00% | – |
| SXI | New | Standex International Corp | $1,320,000 | – | 12,914 | – | 0.00% | – |
| OASPQ | New | Oasis Petroleum Inc | $1,411,000 | – | 108,783 | – | 0.00% | – |
| GEOS | New | Geospace Technologies Corp | $1,440,000 | – | 102,408 | – | 0.00% | – |
| BCC | New | Boise Cascade Co | $1,439,000 | – | 32,189 | – | 0.00% | – |
| VECO | New | Veeco Instruments Inc | $1,537,000 | – | 107,795 | – | 0.00% | – |
| WABC | New | Westamerica Bancorporation | $1,230,000 | – | 21,771 | – | 0.00% | – |
| BDC | New | Belden Inc | $895,000 | – | 14,653 | – | 0.00% | – |
| PIR | New | Pier 1 Imports Inc | $635,000 | – | 266,731 | – | 0.00% | – |
| LXU | New | LSB Industries Inc | $705,000 | – | 133,095 | – | 0.00% | – |
| PDFS | New | PDF Solutions Inc | $913,000 | – | 76,161 | – | 0.00% | – |
| ACETQ | New | Aceto Corp | $921,000 | – | 274,698 | – | 0.00% | – |
| LCUT | New | Lifetime Brands Inc | $542,000 | – | 42,804 | – | 0.00% | – |
| FREDQ | New | Fred's Inc | $229,000 | – | 100,432 | – | 0.00% | – |
| LEA | New | Lear Corp | $8,000 | – | 41 | – | 0.00% | – |
| INTC | New | Intel Corp | $135,000 | – | 2,709 | – | 0.00% | – |
| TPRE | New | Third Point Reinsurance Ltd | $7,000 | – | 552 | – | 0.00% | – |
| TDC | New | Teradata Corp | $19,000 | – | 469 | – | 0.00% | – |
| FOR | New | Forestar Group Inc | $203,000 | – | 9,800 | – | 0.00% | – |
| F | New | Ford Motor Co | $5,000 | – | 495 | – | 0.00% | – |
| CCK | New | Crown Holdings Inc | $14,000 | – | 315 | – | 0.00% | – |
| BBY | New | Best Buy Co Inc | $188,000 | – | 2,512 | – | 0.00% | – |
| LM | New | Legg Mason Inc | $198,000 | – | 5,702 | – | 0.00% | – |
| TKR | New | Timken Co/The | $15,000 | – | 334 | – | 0.00% | – |
| NUS | New | Nu Skin Enterprises Inc | $18,000 | – | 236 | – | 0.00% | – |
| FLS | New | Flowserve Corp | $3,000 | – | 63 | – | 0.00% | – |
| FLR | New | Fluor Corp | $18,000 | – | 366 | – | 0.00% | – |
| TRMB | New | Trimble Inc | $14,000 | – | 425 | – | 0.00% | – |
| NSC | New | Norfolk Southern Corp | $16,000 | – | 106 | – | 0.00% | – |
| FSLR | New | First Solar Inc | $8,000 | – | 147 | – | 0.00% | – |
| DE | New | Deere & Co | $3,000 | – | 18 | – | 0.00% | – |
| NEM | New | Newmont Mining Corp | $2,000 | – | 56 | – | 0.00% | – |
| NWL | New | Newell Brands Inc | $173,000 | – | 6,715 | – | 0.00% | – |
| AVT | New | Avnet Inc | $19,000 | – | 437 | – | 0.00% | – |
| JBL | New | Jabil Inc | $14,000 | – | 513 | – | 0.00% | – |
| FDX | New | FedEx Corp | $15,000 | – | 64 | – | 0.00% | – |
| CR | New | Crane Co | $15,000 | – | 191 | – | 0.00% | – |
| ARW | New | Arrow Electronics Inc | $17,000 | – | 221 | – | 0.00% | – |
| URBN | New | Urban Outfitters Inc | $17,000 | – | 382 | – | 0.00% | – |
| FHI | New | Federated Investors Inc | $11,000 | – | 490 | – | 0.00% | – |
| J | New | Jacobs Engineering Group Inc | $20,000 | – | 311 | – | 0.00% | – |
| NCR | New | NCR Corp | $5,000 | – | 170 | – | 0.00% | – |
| MUR | New | Murphy Oil Corp | $14,000 | – | 413 | – | 0.00% | – |
| AAPL | New | Apple Inc | $207,000 | – | 1,118 | – | 0.00% | – |
| AGCO | New | AGCO Corp | $16,000 | – | 271 | – | 0.00% | – |
| RBC | New | Regal Beloit Corp | $13,000 | – | 153 | – | 0.00% | – |
| WBC | New | WABCO Holdings Inc | $16,000 | – | 133 | – | 0.00% | – |
| CPA | New | Copa Holdings SA | $18,000 | – | 188 | – | 0.00% | – |
| TAP | New | Molson Coors Brewing Co | $204,000 | – | 2,992 | – | 0.00% | – |
| CREE | New | Cree Inc | $15,000 | – | 353 | – | 0.00% | – |
| JLL | New | Jones Lang LaSalle Inc | $164,000 | – | 989 | – | 0.00% | – |
| CAG | New | Conagra Brands Inc | $40,000 | – | 1,114 | – | 0.00% | – |
| CLH | New | Clean Harbors Inc | $17,000 | – | 311 | – | 0.00% | – |
| MET | New | MetLife Inc | $11,000 | – | 261 | – | 0.00% | – |
| WCC | New | WESCO International Inc | $14,000 | – | 240 | – | 0.00% | – |
| WLK | New | Westlake Chemical Corp | $15,000 | – | 138 | – | 0.00% | – |
| WRK | New | WestRock Co | $139,000 | – | 2,439 | – | 0.00% | – |
| AMGN | New | Amgen Inc | $192,000 | – | 1,043 | – | 0.00% | – |
| JWA | New | John Wiley & Sons Inc | $19,000 | – | 306 | – | 0.00% | – |
| INT | New | World Fuel Services Corp | $7,000 | – | 336 | – | 0.00% | – |
| KBR | New | KBR Inc | $9,000 | – | 486 | – | 0.00% | – |
| DNB | New | Dun & Bradstreet Corp/The | $6,000 | – | 45 | – | 0.00% | – |
| XRX | New | Xerox Corp | $116,000 | – | 4,830 | – | 0.00% | – |
| UFS | New | Domtar Corp | $15,000 | – | 312 | – | 0.00% | – |
| ENIA | New | Enel Americas SA | $18,000 | – | 2,015 | – | 0.00% | – |
| EGN | New | Energen Corp | $18,000 | – | 245 | – | 0.00% | – |
| BG | New | Bunge Ltd | $13,000 | – | 185 | – | 0.00% | – |
| DCI | New | Donaldson Co Inc | $17,000 | – | 377 | – | 0.00% | – |
| DLPH | New | Delphi Technologies PLC | $1,000 | – | 31 | – | 0.00% | – |
| EIG | New | Employers Holdings Inc | $4,000 | – | 108 | – | 0.00% | – |
| HLF | New | Herbalife Nutrition Ltd | $21,000 | – | 391 | – | 0.00% | – |
| KEX | New | Kirby Corp | $15,000 | – | 175 | – | 0.00% | – |
| RRD | New | RR Donnelley & Sons Co | $0 | – | 0 | – | 0.00% | – |
| HP | New | Helmerich & Payne Inc | $12,000 | – | 184 | – | 0.00% | – |
| MRVL | New | Marvell Technology Group Ltd | $19,000 | – | 872 | – | 0.00% | – |
| EBAY | New | eBay Inc | $25,000 | – | 687 | – | 0.00% | – |
| PG | New | Procter & Gamble Co/The | $146,000 | – | 1,872 | – | 0.00% | – |
| HIG | New | Hartford Financial Services Gr | $24,000 | – | 465 | – | 0.00% | – |
| PII | New | Polaris Industries Inc | $18,000 | – | 150 | – | 0.00% | – |
| HPQ | New | HP Inc | $233,000 | – | 10,277 | – | 0.00% | – |
| APTV | New | Aptiv PLC | $6,000 | – | 69 | – | 0.00% | – |
| CY | New | Cypress Semiconductor Corp | $6,000 | – | 375 | – | 0.00% | – |
| DGX | New | Quest Diagnostics Inc | $159,000 | – | 1,450 | – | 0.00% | – |
| RL | New | Ralph Lauren Corp | $17,000 | – | 136 | – | 0.00% | – |
| EV | New | Eaton Vance Corp | $16,000 | – | 313 | – | 0.00% | – |
| CMI | New | Cummins Inc | $142,000 | – | 1,069 | – | 0.00% | – |
| VOYA | New | Voya Financial Inc | $11,000 | – | 242 | – | 0.00% | – |
| RS | New | Reliance Steel & Aluminum Co | $18,000 | – | 206 | – | 0.00% | – |
| PBI | New | Pitney Bowes Inc | $6,000 | – | 743 | – | 0.00% | – |
| RHI | New | Robert Half International Inc | $18,000 | – | 281 | – | 0.00% | – |
| MRTN | New | Marten Transport Ltd | $0 | – | 0 | – | 0.00% | – |
| HFC | New | HollyFrontier Corp | $22,000 | – | 326 | – | 0.00% | – |
| CDEV | New | Centennial Resource Developmen | $10,000 | – | 528 | – | 0.00% | – |
| PAG | New | Penske Automotive Group Inc | $11,000 | – | 243 | – | 0.00% | – |
| CBT | New | Cabot Corp | $14,000 | – | 233 | – | 0.00% | – |
| HUBB | New | Hubbell Inc | $15,000 | – | 140 | – | 0.00% | – |
| PDCO | New | Patterson Cos Inc | $71,000 | – | 3,109 | – | 0.00% | – |
| MAN | New | ManpowerGroup Inc | $160,000 | – | 1,854 | – | 0.00% | – |
| SPG | New | Simon Property Group Inc | $20,000 | – | 116 | – | 0.00% | – |
| GM | New | General Motors Co | $7,000 | – | 180 | – | 0.00% | – |
| KSS | New | Kohl's Corp | $231,000 | – | 3,166 | – | 0.00% | – |
| HUN | New | Huntsman Corp | $11,000 | – | 360 | – | 0.00% | – |
| BC | New | Brunswick Corp/DE | $18,000 | – | 282 | – | 0.00% | – |
| PVH | New | PVH Corp | $135,000 | – | 907 | – | 0.00% | – |
| ITT | New | ITT Inc | $12,000 | – | 237 | – | 0.00% | – |
| BXP | New | Boston Properties Inc | $24,000 | – | 194 | – | 0.00% | – |
| GPS | New | Gap Inc/The | $147,000 | – | 4,564 | – | 0.00% | – |
| LUMN | New | CenturyLink Inc | $3,000 | – | 142 | – | 0.00% | – |
| OSK | New | Oshkosh Corp | $11,000 | – | 155 | – | 0.00% | – |
| SYF | New | Synchrony Financial | $10,000 | – | 314 | – | 0.00% | – |
| TRGP | New | Targa Resources Corp | $20,000 | – | 407 | – | 0.00% | – |
Q4 2017
| Value | Shares | ↓ Weighting | ||||||
|---|---|---|---|---|---|---|---|---|
| BC | Exit | Brunswick Corp/DE | $0 | – | -425 | – | 0.00% | – |
| CCK | Exit | Crown Holdings Inc | $0 | – | -540 | – | 0.00% | – |
| HFC | Exit | HollyFrontier Corp | $0 | – | -747 | – | 0.00% | – |
| CNXN | Exit | PC Connection Inc | $0 | – | -2,138 | – | 0.00% | – |
| PKOH | Exit | Park-Ohio Holdings Corp | $0 | – | -5,067 | – | 0.00% | – |
| NUS | Exit | Nu Skin Enterprises Inc | $0 | – | -342 | – | 0.00% | – |
| FTRCQ | Exit | Frontier Communications Corp | $0 | – | -23 | – | 0.00% | – |
| LVLT | Exit | Level 3 Communications Inc | $0 | – | -36 | – | 0.00% | – |
| JWA | Exit | John Wiley & Sons Inc | $0 | – | -521 | – | 0.00% | – |
| BG | Exit | Bunge Ltd | $0 | – | -1,248 | – | 0.00% | – |
| MRVL | Exit | Marvell Technology Group Ltd | $0 | – | -1,574 | – | 0.00% | – |
| LNDC | Exit | Landec Corp | $0 | – | -18,574 | – | 0.00% | – |
| MOD | Exit | Modine Manufacturing Co | $0 | – | -6,290 | – | 0.00% | – |
| BTU | Exit | Peabody Energy Corp | $0 | – | -238 | – | 0.00% | – |
| TRMB | Exit | Trimble Inc | $0 | – | -675 | – | 0.00% | – |
| AGCO | Exit | AGCO Corp | $0 | – | -488 | – | 0.00% | – |
| NRG | Exit | NRG Energy Inc | $0 | – | -816 | – | 0.00% | – |
| AMGN | Exit | Amgen Inc | $0 | – | -307 | – | 0.00% | – |
| LUMN | Exit | CenturyLink Inc | $0 | – | -7,196 | – | 0.00% | – |
| PERY | Exit | Perry Ellis International Inc | $0 | – | -5,195 | – | 0.00% | – |
| PBI | Exit | Pitney Bowes Inc | $0 | – | -1,340 | – | 0.00% | – |
| AVT | Exit | Avnet Inc | $0 | – | -789 | – | 0.00% | – |
| XRX | Exit | Xerox Corp | $0 | – | -2,551 | – | 0.00% | – |
| CPA | Exit | Copa Holdings SA | $0 | – | -225 | – | 0.00% | – |
| WBC | Exit | WABCO Holdings Inc | $0 | – | -239 | – | 0.00% | – |
| FDX | Exit | FedEx Corp | $0 | – | -76 | – | 0.00% | – |
| J | Exit | Jacobs Engineering Group Inc | $0 | – | -560 | – | 0.00% | – |
| PII | Exit | Polaris Industries Inc | $0 | – | -224 | – | 0.00% | – |
| BBBY | Exit | Bed Bath & Beyond Inc | $0 | – | -318 | – | 0.00% | – |
| CY | Exit | Cypress Semiconductor Corp | $0 | – | -594 | – | 0.00% | – |
| PVH | Exit | PVH Corp | $0 | – | -444 | – | 0.00% | – |
| RBC | Exit | Regal Beloit Corp | $0 | – | -276 | – | 0.00% | – |
| RRD | Exit | RR Donnelley & Sons Co | $0 | – | 0 | – | 0.00% | – |
| CLH | Exit | Clean Harbors Inc | $0 | – | -445 | – | 0.00% | – |
| URBN | Exit | Urban Outfitters Inc | $0 | – | -832 | – | 0.00% | – |
| INTC | Exit | Intel Corp | $0 | – | -1,480 | – | 0.00% | – |
| TER | Exit | Teradyne Inc | $0 | – | -962 | – | 0.00% | – |
| FRAN | Exit | Francesca's Holdings Corp | $0 | – | -4,664 | – | 0.00% | – |
| ZBH | Exit | Zimmer Biomet Holdings Inc | $0 | – | -355 | – | 0.00% | – |
| DGX | Exit | Quest Diagnostics Inc | $0 | – | -509 | – | 0.00% | – |
| EXC | Exit | Exelon Corp | $0 | – | -6,477 | – | 0.00% | – |
| SYF | Exit | Synchrony Financial | $0 | – | -1,435 | – | 0.00% | – |
| CA | Exit | CA Inc | $0 | – | -2,278 | – | 0.00% | – |
| MAN | Exit | ManpowerGroup Inc | $0 | – | -733 | – | 0.00% | – |
| GHL | Exit | Greenhill & Co Inc | $0 | – | -3,092 | – | 0.00% | – |
| RS | Exit | Reliance Steel & Aluminum Co | $0 | – | -2,552 | – | 0.00% | – |
| CREE | Exit | Cree Inc | $0 | – | -738 | – | 0.00% | – |
| TITN | Exit | Titan Machinery Inc | $0 | – | -6,268 | – | 0.00% | – |
| FLS | Exit | Flowserve Corp | $0 | – | -58 | – | 0.00% | – |
| KEX | Exit | Kirby Corp | $0 | – | -275 | – | 0.00% | – |
| KSS | Exit | Kohl's Corp | $0 | – | -320 | – | 0.00% | – |
| BXP | Exit | Boston Properties Inc | $0 | – | -205 | – | 0.00% | – |
| GLW | Exit | Corning Inc | $0 | – | -1,812 | – | 0.00% | – |
| UFPT | Exit | UFP Technologies Inc | $0 | – | -2,827 | – | 0.00% | – |
| INWK | Exit | InnerWorkings Inc | $0 | – | -26,019 | – | 0.00% | – |
| BGC | Exit | General Cable Corp | $0 | – | -5,053 | – | 0.00% | – |
| RHI | Exit | Robert Half International Inc | $0 | – | -480 | – | 0.00% | – |
| SPG | Exit | Simon Property Group Inc | $0 | – | -133 | – | 0.00% | – |
| GPS | Exit | Gap Inc/The | $0 | – | -8,620 | – | 0.00% | – |
| CAI | Exit | CAI International Inc | $0 | – | -9,170 | – | 0.00% | – |
| CMI | Exit | Cummins Inc | $0 | – | -301 | – | 0.00% | – |
| PG | Exit | Procter & Gamble Co/The | $0 | – | -762 | – | 0.00% | – |
| NUAN | Exit | Nuance Communications Inc | $0 | – | -1,415 | – | 0.00% | – |
| IPGP | Exit | IPG Photonics Corp | $0 | – | -199 | – | 0.00% | – |
| BTI | Exit | British American Tobacco PLC | $0 | – | -350 | – | 0.00% | – |
| DAKT | Exit | Daktronics Inc | $0 | – | -23,254 | – | 0.00% | – |
| IR | Exit | Ingersoll-Rand PLC | $0 | – | -531 | – | 0.00% | – |
| TDC | Exit | Teradata Corp | $0 | – | -2,782 | – | 0.00% | – |
| OSK | Exit | Oshkosh Corp | $0 | – | -736 | – | 0.00% | – |
| HPQ | Exit | HP Inc | $0 | – | -13,070 | – | 0.00% | – |
| BBY | Exit | Best Buy Co Inc | $0 | – | -1,224 | – | 0.00% | – |
| TBBK | Exit | Bancorp Inc/The | $0 | – | -29,980 | – | 0.00% | – |
| INT | Exit | World Fuel Services Corp | $0 | – | -606 | – | 0.00% | – |
| PLPC | Exit | Preformed Line Products Co | $0 | – | -1,024 | – | 0.00% | – |
| NEM | Exit | Newmont Mining Corp | $0 | – | -48 | – | 0.00% | – |
| NCR | Exit | NCR Corp | $0 | – | -306 | – | 0.00% | – |
| RL | Exit | Ralph Lauren Corp | $0 | – | -2,590 | – | 0.00% | – |
| KBR | Exit | KBR Inc | $0 | – | -877 | – | 0.00% | – |
| ADM | Exit | Archer-Daniels-Midland Co | $0 | – | -1,627 | – | 0.00% | – |
| ARW | Exit | Arrow Electronics Inc | $0 | – | -399 | – | 0.00% | – |
| BBG | Exit | Bill Barrett Corp | $0 | – | -9,294 | – | 0.00% | – |
| FHI | Exit | Federated Investors Inc | $0 | – | -884 | – | 0.00% | – |
| JBL | Exit | Jabil Inc | $0 | – | -926 | – | 0.00% | – |
| CBT | Exit | Cabot Corp | $0 | – | -421 | – | 0.00% | – |
| WCC | Exit | WESCO International Inc | $0 | – | -432 | – | 0.00% | – |
| TDS | Exit | Telephone & Data Systems Inc | $0 | – | -726 | – | 0.00% | – |
| GM | Exit | General Motors Co | $0 | – | -181 | – | 0.00% | – |
| DCI | Exit | Donaldson Co Inc | $0 | – | -680 | – | 0.00% | – |
| HAL | Exit | Halliburton Co | $0 | – | -47 | – | 0.00% | – |
| TPRE | Exit | Third Point Reinsurance Ltd | $0 | – | -997 | – | 0.00% | – |
| VPG | Exit | Vishay Precision Group Inc | $0 | – | -3,463 | – | 0.00% | – |
| NWPX | Exit | Northwest Pipe Co | $0 | – | -8,881 | – | 0.00% | – |
| 3106PS | Exit | Delphi Automotive PLC | $0 | – | -98 | – | 0.00% | – |
| MTZ | Exit | MasTec Inc | $0 | – | -5,778 | – | 0.00% | – |
| FLR | Exit | Fluor Corp | $0 | – | -682 | – | 0.00% | – |
| EV | Exit | Eaton Vance Corp | $0 | – | -541 | – | 0.00% | – |
| AMP | Exit | Ameriprise Financial Inc | $0 | – | -131 | – | 0.00% | – |
| EGN | Exit | Energen Corp | $0 | – | -405 | – | 0.00% | – |
| SRE | Exit | Sempra Energy | $0 | – | -126 | – | 0.00% | – |
| TKR | Exit | Timken Co/The | $0 | – | -602 | – | 0.00% | – |
| DOFSQ | Exit | Diamond Offshore Drilling Inc | $0 | – | -259 | – | 0.00% | – |
| PDLI | Exit | PDL BioPharma Inc | $0 | – | -23,201 | – | 0.00% | – |
| UFS | Exit | Domtar Corp | $0 | – | -563 | – | 0.00% | – |
| OASPQ | Exit | Oasis Petroleum Inc | $0 | – | -3,940 | – | 0.00% | – |
| F | Exit | Ford Motor Co | $0 | – | -523 | – | 0.00% | – |
| HLF | Exit | Herbalife Ltd | $0 | – | -353 | – | 0.00% | – |
| KOP | Exit | Koppers Holdings Inc | $0 | – | -2,420 | – | 0.00% | – |
| DDS | Exit | Dillard's Inc | $0 | – | -301 | – | 0.00% | – |
| JLL | Exit | Jones Lang LaSalle Inc | $0 | – | -575 | – | 0.00% | – |
| TSE | Exit | Trinseo SA | $0 | – | -5,336 | – | -0.00% | – |
| FOSL | Exit | Fossil Group Inc | $0 | – | -90,626 | – | -0.00% | – |
| CATO | Exit | Cato Corp/The | $0 | – | -58,797 | – | -0.00% | – |
| RT | Exit | Ruby Tuesday Inc | $0 | – | -185,895 | – | -0.00% | – |
| RCII | Exit | Rent-A-Center Inc/TX | $0 | – | -86,220 | – | -0.00% | – |
| LCUT | Exit | Lifetime Brands Inc | $0 | – | -45,776 | – | -0.00% | – |
| SHG | Exit | SHINHAN FINA-ADR | $0 | – | -19,060 | – | -0.00% | – |
| QNST | Exit | QuinStreet Inc | $0 | – | -48,116 | – | -0.00% | – |
| ZIXI | Exit | Zix Corp | $0 | – | -181,439 | – | -0.00% | – |
| HAYN | Exit | Haynes International Inc | $0 | – | -26,617 | – | -0.00% | – |
| MGLN | Exit | Magellan Health Inc | $0 | – | -4,011 | – | -0.00% | – |
| SSYS | Exit | Stratasys Ltd | $0 | – | -40,857 | – | -0.00% | – |
| DXPE | Exit | DXP Enterprises Inc/TX | $0 | – | -28,945 | – | -0.00% | – |
| FREDQ | Exit | Fred's Inc | $0 | – | -100,918 | – | -0.00% | – |
| DGII | Exit | Digi International Inc | $0 | – | -90,237 | – | -0.00% | – |
| TRC | Exit | Tejon Ranch Co | $0 | – | -29,607 | – | -0.00% | – |
| JOUT | Exit | Johnson Outdoors Inc | $0 | – | -12,394 | – | -0.00% | – |
| SCVL | Exit | Shoe Carnival Inc | $0 | – | -44,724 | – | -0.00% | – |
| ENIA | Exit | Enel Americas SA | $0 | – | -101,932 | – | -0.00% | – |
| MRTN | Exit | Marten Transport Ltd | $0 | – | -70,571 | – | -0.00% | – |
| ANF | Exit | Abercrombie & Fitch Co | $0 | – | -70,698 | – | -0.00% | – |
| CMTL | Exit | Comtech Telecommunications Cor | $0 | – | -52,953 | – | -0.00% | – |
| CRMT | Exit | America's Car-Mart Inc/TX | $0 | – | -29,579 | – | -0.00% | – |
| DNRCQ | Exit | Denbury Resources Inc | $0 | – | -1,138,586 | – | -0.00% | – |
| DDD | Exit | 3D Systems Corp | $0 | – | -107,130 | – | -0.00% | – |
| LXU | Exit | LSB Industries Inc | $0 | – | -126,156 | – | -0.00% | – |
| ACTA | Exit | Actua Corp | $0 | – | -79,672 | – | -0.00% | – |
| TECD | Exit | Tech Data Corp | $0 | – | -13,642 | – | -0.00% | – |
| BDC | Exit | Belden Inc | $0 | – | -15,817 | – | -0.00% | – |
| GLT | Exit | PH Glatfelter Co | $0 | – | -84,054 | – | -0.00% | – |
| UNTCQ | Exit | Unit Corp | $0 | – | -67,911 | – | -0.00% | – |
| FI | Exit | Frank's International NV | $0 | – | -167,445 | – | -0.00% | – |
| TGH | Exit | Textainer Group Holdings Ltd | $0 | – | -87,581 | – | -0.00% | – |
| DUK | Exit | Duke Energy Corp | $0 | – | -15,129 | – | -0.00% | – |
| CIB | Exit | BANCOLOMBIA-ADR | $0 | – | -27,105 | – | -0.00% | – |
| APEI | Exit | American Public Education Inc | $0 | – | -76,672 | – | -0.00% | – |
| AEGN | Exit | Aegion Corp | $0 | – | -50,647 | – | -0.00% | – |
| XOM | Exit | Exxon Mobil Corp | $0 | – | -16,400 | – | -0.00% | – |
| SCHN | Exit | Schnitzer Steel Industries Inc | $0 | – | -36,230 | – | -0.00% | – |
| HMSY | Exit | HMS Holdings Corp | $0 | – | -89,354 | – | -0.00% | – |
| ED | Exit | Consolidated Edison Inc | $0 | – | -25,673 | – | -0.00% | – |
| D | Exit | Dominion Energy Inc | $0 | – | -21,824 | – | -0.00% | – |
| GCO | Exit | Genesco Inc | $0 | – | -72,482 | – | -0.00% | – |
| VIVO | Exit | Meridian Bioscience Inc | $0 | – | -149,480 | – | -0.00% | – |
| PAG | Exit | Penske Automotive Group Inc | $0 | – | -44,722 | – | -0.00% | – |
| ANDE | Exit | Andersons Inc/The | $0 | – | -64,765 | – | -0.00% | – |
| ACXM | Exit | Acxiom Corp | $0 | – | -85,537 | – | -0.00% | – |
| KIRK | Exit | Kirkland's Inc | $0 | – | -147,468 | – | -0.00% | – |
| CHEF | Exit | Chefs' Warehouse Inc/The | $0 | – | -101,835 | – | -0.00% | – |
| BCC | Exit | Boise Cascade Co | $0 | – | -47,582 | – | -0.00% | – |
| RAVN | Exit | Raven Industries Inc | $0 | – | -60,604 | – | -0.00% | – |
| ASNA | Exit | Ascena Retail Group Inc | $0 | – | -777,262 | – | -0.00% | – |
| TISI | Exit | Team Inc | $0 | – | -142,635 | – | -0.00% | – |
| ARCO | Exit | Arcos Dorados Holdings Inc | $0 | – | -169,216 | – | -0.00% | – |
| PIR | Exit | Pier 1 Imports Inc | $0 | – | -485,616 | – | -0.00% | – |
| FINL | Exit | Finish Line Inc/The | $0 | – | -178,431 | – | -0.00% | – |
| CKH | Exit | SEACOR Holdings Inc | $0 | – | -42,710 | – | -0.00% | – |
| REGI | Exit | Renewable Energy Group Inc | $0 | – | -173,170 | – | -0.00% | – |
| IBOC | Exit | International Bancshares Corp | $0 | – | -55,018 | – | -0.00% | – |
| GTLS | Exit | Chart Industries Inc | $0 | – | -52,272 | – | -0.00% | – |
| EHTH | Exit | eHealth Inc | $0 | – | -91,759 | – | -0.00% | – |
| RUSHA | Exit | Rush Enterprises Inc | $0 | – | -41,625 | – | -0.00% | – |
| CROX | Exit | Crocs Inc | $0 | – | -208,456 | – | -0.00% | – |
| VRA | Exit | Vera Bradley Inc | $0 | – | -330,412 | – | -0.00% | – |
| WMK | Exit | Weis Markets Inc | $0 | – | -62,734 | – | -0.00% | – |
| AMBC | Exit | Ambac Financial Group Inc | $0 | – | -152,528 | – | -0.00% | – |
| CRRTQ | Exit | CARBO Ceramics Inc | $0 | – | -304,353 | – | -0.00% | – |
| RPXC | Exit | RPX Corp | $0 | – | -210,013 | – | -0.00% | – |
| IPHS | Exit | Innophos Holdings Inc | $0 | – | -53,374 | – | -0.00% | – |
| GNRC | Exit | Generac Holdings Inc | $0 | – | -60,238 | – | -0.00% | – |
| ESND | Exit | Essendant Inc | $0 | – | -194,487 | – | -0.00% | – |
| EZPW | Exit | EZCORP Inc | $0 | – | -297,494 | – | -0.00% | – |
| OIS | Exit | Oil States International Inc | $0 | – | -91,871 | – | -0.00% | – |
| CCC | Exit | Calgon Carbon Corp | $0 | – | -122,655 | – | -0.00% | – |
| PHH | Exit | PHH Corp | $0 | – | -177,130 | – | -0.00% | – |
| UIS | Exit | Unisys Corp | $0 | – | -335,613 | – | -0.00% | – |
| HIBB | Exit | Hibbett Sports Inc | $0 | – | -207,993 | – | -0.00% | – |
| SPPI | Exit | Spectrum Pharmaceuticals Inc | $0 | – | -231,745 | – | -0.01% | – |
| ZUMZ | Exit | Zumiez Inc | $0 | – | -192,938 | – | -0.01% | – |
| SUP | Exit | Superior Industries Internatio | $0 | – | -189,517 | – | -0.01% | – |
| SF | Exit | Stifel Financial Corp | $0 | – | -56,734 | – | -0.01% | – |
| BPI | Exit | Bridgepoint Education Inc | $0 | – | -359,237 | – | -0.01% | – |
| CYH | Exit | Community Health Systems Inc | $0 | – | -444,459 | – | -0.01% | – |
| MGRC | Exit | McGrath RentCorp | $0 | – | -70,350 | – | -0.01% | – |
| BKE | Exit | Buckle Inc/The | $0 | – | -206,316 | – | -0.01% | – |
| PARR | Exit | Par Pacific Holdings Inc | $0 | – | -156,811 | – | -0.01% | – |
| TBI | Exit | TrueBlue Inc | $0 | – | -148,430 | – | -0.01% | – |
| HY | Exit | Hyster-Yale Materials Handling | $0 | – | -44,648 | – | -0.01% | – |
| EXPR | Exit | Express Inc | $0 | – | -445,663 | – | -0.01% | – |
| LZB | Exit | La-Z-Boy Inc | $0 | – | -143,402 | – | -0.01% | – |
| CHS | Exit | Chico's FAS Inc | $0 | – | -466,398 | – | -0.01% | – |
| AIMC | Exit | Altra Industrial Motion Corp | $0 | – | -83,478 | – | -0.01% | – |
| GPI | Exit | Group 1 Automotive Inc | $0 | – | -59,456 | – | -0.01% | – |
| MRC | Exit | MRC Global Inc | $0 | – | -227,008 | – | -0.01% | – |
| VECO | Exit | Veeco Instruments Inc | $0 | – | -181,834 | – | -0.01% | – |
| SNBR | Exit | Sleep Number Corp | $0 | – | -131,632 | – | -0.01% | – |
| ARCH | Exit | Arch Coal Inc | $0 | – | -54,282 | – | -0.01% | – |
| VRTS | Exit | Virtus Investment Partners Inc | $0 | – | -33,724 | – | -0.01% | – |
| TRS | Exit | TriMas Corp | $0 | – | -159,828 | – | -0.01% | – |
| CMCO | Exit | Columbus McKinnon Corp/NY | $0 | – | -104,958 | – | -0.01% | – |
| RGP | Exit | Resources Connection Inc | $0 | – | -349,952 | – | -0.01% | – |
| TNC | Exit | Tennant Co | $0 | – | -66,560 | – | -0.01% | – |
| TGI | Exit | Triumph Group Inc | $0 | – | -156,050 | – | -0.01% | – |
| SAH | Exit | Sonic Automotive Inc | $0 | – | -229,892 | – | -0.01% | – |
| ACCO | Exit | ACCO Brands Corp | $0 | – | -386,133 | – | -0.01% | – |
| AMKR | Exit | Amkor Technology Inc | $0 | – | -454,935 | – | -0.01% | – |
| WTS | Exit | Watts Water Technologies Inc | $0 | – | -69,246 | – | -0.01% | – |
| PAY | Exit | VeriFone Systems Inc | $0 | – | -241,105 | – | -0.01% | – |
| WAIR | Exit | Wesco Aircraft Holdings Inc | $0 | – | -463,408 | – | -0.01% | – |
| SMP | Exit | Standard Motor Products Inc | $0 | – | -91,236 | – | -0.01% | – |
| ETH | Exit | Ethan Allen Interiors Inc | $0 | – | -152,914 | – | -0.01% | – |
| EPAC | Exit | Actuant Corp | $0 | – | -189,536 | – | -0.01% | – |
| MFGP | Exit | Micro Focus International PLC | $0 | – | -175,920 | – | -0.01% | – |
| GES | Exit | Guess Inc | $0 | – | -328,612 | – | -0.01% | – |
| BID | Exit | Sotheby's | $0 | – | -109,954 | – | -0.01% | – |
| HUBG | Exit | Hub Group Inc | $0 | – | -117,072 | – | -0.01% | – |
| LPSN | Exit | LivePerson Inc | $0 | – | -387,116 | – | -0.01% | – |
| WDR | Exit | Waddell & Reed Financial Inc | $0 | – | -250,103 | – | -0.01% | – |
| UVV | Exit | Universal Corp/VA | $0 | – | -93,900 | – | -0.01% | – |
| QSII | Exit | Quality Systems Inc | $0 | – | -323,962 | – | -0.01% | – |
| ENS | Exit | EnerSys | $0 | – | -87,067 | – | -0.01% | – |
| GDOT | Exit | Green Dot Corp | $0 | – | -115,022 | – | -0.01% | – |
| BIG | Exit | Big Lots Inc | $0 | – | -107,417 | – | -0.01% | – |
| CRS | Exit | Carpenter Technology Corp | $0 | – | -130,479 | – | -0.01% | – |
| KMT | Exit | Kennametal Inc | $0 | – | -144,219 | – | -0.01% | – |
| DLX | Exit | Deluxe Corp | $0 | – | -78,711 | – | -0.01% | – |
| THFF | Exit | First Financial Corp/IN | $0 | – | -125,641 | – | -0.01% | – |
| CVLT | Exit | CommVault Systems Inc | $0 | – | -98,188 | – | -0.01% | – |
| SCSC | Exit | ScanSource Inc | $0 | – | -141,054 | – | -0.01% | – |
| SCHL | Exit | Scholastic Corp | $0 | – | -153,789 | – | -0.01% | – |
| NTGR | Exit | NETGEAR Inc | $0 | – | -132,505 | – | -0.01% | – |
| SCL | Exit | Stepan Co | $0 | – | -68,262 | – | -0.01% | – |
| DSW | Exit | DSW Inc | $0 | – | -266,588 | – | -0.01% | – |
| ATGE | Exit | Adtalem Global Education Inc | $0 | – | -192,034 | – | -0.01% | – |
| GEF | Exit | Greif Inc | $0 | – | -107,951 | – | -0.01% | – |
| TMHC | Exit | Taylor Morrison Home Corp | $0 | – | -288,112 | – | -0.01% | – |
| DAN | Exit | Dana Inc | $0 | – | -226,603 | – | -0.01% | – |
| DECK | Exit | Deckers Outdoor Corp | $0 | – | -100,497 | – | -0.01% | – |
| POLY | Exit | Plantronics Inc | $0 | – | -144,815 | – | -0.01% | – |
| ADTN | Exit | ADTRAN Inc | $0 | – | -269,158 | – | -0.01% | – |
| CUB | Exit | Cubic Corp | $0 | – | -134,798 | – | -0.01% | – |
| OMI | Exit | Owens & Minor Inc | $0 | – | -218,296 | – | -0.01% | – |
| TEN | Exit | Tenneco Inc | $0 | – | -110,994 | – | -0.01% | – |
| AVAV | Exit | Aerovironment Inc | $0 | – | -132,353 | – | -0.01% | – |
| VRNT | Exit | Verint Systems Inc | $0 | – | -176,731 | – | -0.01% | – |
| FUL | Exit | HB Fuller Co | $0 | – | -128,157 | – | -0.01% | – |
| KRO | Exit | Kronos Worldwide Inc | $0 | – | -333,019 | – | -0.01% | – |
| SNHY | Exit | Sun Hydraulics Corp | $0 | – | -129,605 | – | -0.01% | – |
| WERN | Exit | Werner Enterprises Inc | $0 | – | -193,824 | – | -0.01% | – |
| MSA | Exit | MSA Safety Inc | $0 | – | -94,115 | – | -0.01% | – |
| TRMK | Exit | Trustmark Corp | $0 | – | -225,663 | – | -0.01% | – |
| AIR | Exit | AAR Corp | $0 | – | -192,749 | – | -0.01% | – |
| WW | Exit | Weight Watchers International | $0 | – | -184,300 | – | -0.01% | – |
| NYT | Exit | New York Times Co/The | $0 | – | -418,223 | – | -0.01% | – |
| AXE | Exit | Anixter International Inc | $0 | – | -96,005 | – | -0.01% | – |
| MANT | Exit | ManTech International Corp/VA | $0 | – | -184,144 | – | -0.01% | – |
| CACI | Exit | CACI International Inc | $0 | – | -55,581 | – | -0.01% | – |
| KELYA | Exit | Kelly Services Inc | $0 | – | -321,185 | – | -0.01% | – |
| STRA | Exit | Strayer Education Inc | $0 | – | -88,856 | – | -0.01% | – |
| AIT | Exit | Applied Industrial Technologie | $0 | – | -118,587 | – | -0.01% | – |
| ESL | Exit | Esterline Technologies Corp | $0 | – | -86,371 | – | -0.01% | – |
| NSIT | Exit | Insight Enterprises Inc | $0 | – | -191,583 | – | -0.01% | – |
| PEG | Exit | Public Service Enterprise Grou | $0 | – | -184,942 | – | -0.01% | – |
| GSK | Exit | GLAXOSMITHKL-ADR | $0 | – | -235,200 | – | -0.01% | – |
| MOGA | Exit | Moog Inc | $0 | – | -108,307 | – | -0.01% | – |
| FTK | Exit | Flotek Industries Inc | $0 | – | -2,529,071 | – | -0.02% | – |
| PKE | Exit | Park Electrochemical Corp | $0 | – | -643,761 | – | -0.02% | – |
| ETN | Exit | Eaton Corp PLC | $0 | – | -175,114 | – | -0.02% | – |
| AAP | Exit | Advance Auto Parts Inc | $0 | – | -167,100 | – | -0.02% | – |
| GTE | Exit | Gran Tierra Energy Inc | $0 | – | -7,456,569 | – | -0.03% | – |
| FMSA | Exit | Fairmount Santrol Holdings Inc | $0 | – | -3,797,390 | – | -0.03% | – |
| PRAA | Exit | PRA Group Inc | $0 | – | -634,099 | – | -0.03% | – |
| TRV | Exit | Travelers Cos Inc/The | $0 | – | -169,482 | – | -0.03% | – |
| RRC | Exit | Range Resources Corp | $0 | – | -1,395,347 | – | -0.04% | – |
| FMC | Exit | FMC Corp | $0 | – | -330,289 | – | -0.04% | – |
| MTRN | Exit | Materion Corp | $0 | – | -690,375 | – | -0.04% | – |
| XCRA | Exit | Xcerra Corp | $0 | – | -3,188,151 | – | -0.05% | – |
| IVC | Exit | Invacare Corp | $0 | – | -2,383,222 | – | -0.06% | – |
| PLAB | Exit | Photronics Inc | $0 | – | -4,577,149 | – | -0.06% | – |
| OII | Exit | Oceaneering International Inc | $0 | – | -1,568,651 | – | -0.06% | – |
| ROCK | Exit | Gibraltar Industries Inc | $0 | – | -1,326,284 | – | -0.06% | – |
| BAYRY | Exit | Bayer AG | $0 | – | -1,261,356 | – | -0.06% | – |
| WIRE | Exit | Encore Wire Corp | $0 | – | -1,010,826 | – | -0.07% | – |
| CHK | Exit | Chesapeake Energy Corp | $0 | – | -11,043,700 | – | -0.07% | – |
| FARO | Exit | FARO Technologies Inc | $0 | – | -1,250,529 | – | -0.07% | – |
| FIX | Exit | Comfort Systems USA Inc | $0 | – | -1,457,060 | – | -0.08% | – |
| MINI | Exit | Mobile Mini Inc | $0 | – | -1,516,340 | – | -0.08% | – |
| NWL | Exit | Newell Brands Inc | $0 | – | -1,253,510 | – | -0.08% | – |
| KOS | Exit | Kosmos Energy Ltd | $0 | – | -6,877,832 | – | -0.08% | – |
| MTSC | Exit | MTS Systems Corp | $0 | – | -1,029,909 | – | -0.08% | – |
| HPE | Exit | Hewlett Packard Enterprise Co | $0 | – | -4,038,530 | – | -0.09% | – |
| DE | Exit | Deere & Co | $0 | – | -485,033 | – | -0.09% | – |
| ETFC | Exit | ETRADE Financial Corp | $0 | – | -1,410,459 | – | -0.09% | – |
| CPE | Exit | Callon Petroleum Co | $0 | – | -5,629,633 | – | -0.10% | – |
| HLS | Exit | HealthSouth Corp | $0 | – | -1,374,465 | – | -0.10% | – |
| SMG | Exit | Scotts Miracle-Gro Co/The | $0 | – | -656,324 | – | -0.10% | – |
| CFX | Exit | Colfax Corp | $0 | – | -1,576,032 | – | -0.10% | – |
| FSS | Exit | Federal Signal Corp | $0 | – | -3,133,385 | – | -0.10% | – |
| ATSG | Exit | Air Transport Services Group I | $0 | – | -2,811,165 | – | -0.10% | – |
| BRKB | Exit | Berkshire Hathaway Inc | $0 | – | -388,659 | – | -0.11% | – |
| B | Exit | Barnes Group Inc | $0 | – | -1,026,939 | – | -0.11% | – |
| PB | Exit | Prosperity Bancshares Inc | $0 | – | -1,112,219 | – | -0.11% | – |
| DAR | Exit | Darling Ingredients Inc | $0 | – | -4,176,259 | – | -0.11% | – |
| PRIM | Exit | Primoris Services Corp | $0 | – | -2,536,869 | – | -0.11% | – |
| POL | Exit | PolyOne Corp | $0 | – | -1,924,753 | – | -0.12% | – |
| UMBF | Exit | UMB Financial Corp | $0 | – | -1,045,470 | – | -0.12% | – |
| SSD | Exit | Simpson Manufacturing Co Inc | $0 | – | -1,579,184 | – | -0.12% | – |
| VR | Exit | Validus Holdings Ltd | $0 | – | -1,595,400 | – | -0.12% | – |
| MTG | Exit | MGIC Investment Corp | $0 | – | -6,383,571 | – | -0.12% | – |
| DIOD | Exit | Diodes Inc | $0 | – | -2,692,812 | – | -0.12% | – |
| EC | Exit | Ecopetrol SA | $0 | – | -8,437,088 | – | -0.12% | – |
| VLY | Exit | Valley National Bancorp | $0 | – | -6,709,704 | – | -0.12% | – |
| TSN | Exit | Tyson Foods Inc | $0 | – | -1,165,154 | – | -0.12% | – |
| TEVA | Exit | TEVA PHARM-ADR | $0 | – | -4,716,868 | – | -0.12% | – |
| PLXS | Exit | Plexus Corp | $0 | – | -1,510,573 | – | -0.13% | – |
| TREX | Exit | Trex Co Inc | $0 | – | -965,107 | – | -0.13% | – |
| AXL | Exit | American Axle & Manufacturing | $0 | – | -5,003,677 | – | -0.13% | – |
| AAPL | Exit | Apple Inc | $0 | – | -573,292 | – | -0.13% | – |
| TEX | Exit | Terex Corp | $0 | – | -1,982,798 | – | -0.13% | – |
| IBM | Exit | International Business Machine | $0 | – | -619,266 | – | -0.14% | – |
| GSM | Exit | Ferroglobe PLC | $0 | – | -6,896,803 | – | -0.14% | – |
| HCP | Exit | HCP Inc | $0 | – | -3,451,567 | – | -0.14% | – |
| SEAS | Exit | SeaWorld Entertainment Inc | $0 | – | -7,601,600 | – | -0.15% | – |
| ATI | Exit | Allegheny Technologies Inc | $0 | – | -4,293,450 | – | -0.16% | – |
| CSCO | Exit | Cisco Systems Inc | $0 | – | -3,167,327 | – | -0.16% | – |
| IIVI | Exit | II-VI Inc | $0 | – | -2,606,384 | – | -0.16% | – |
| MDP | Exit | Meredith Corp | $0 | – | -1,954,798 | – | -0.16% | – |
| BRKS | Exit | Brooks Automation Inc | $0 | – | -3,599,598 | – | -0.16% | – |
| VSH | Exit | Vishay Intertechnology Inc | $0 | – | -5,875,164 | – | -0.17% | – |
| R | Exit | Ryder System Inc | $0 | – | -1,319,957 | – | -0.17% | – |
| TSS | Exit | Total System Services Inc | $0 | – | -1,730,788 | – | -0.17% | – |
| TCBI | Exit | Texas Capital Bancshares Inc | $0 | – | -1,321,353 | – | -0.17% | – |
| TGT | Exit | Target Corp | $0 | – | -1,975,811 | – | -0.18% | – |
| LYB | Exit | LyondellBasell Industries NV | $0 | – | -1,218,087 | – | -0.18% | – |
| CNP | Exit | CenterPoint Energy Inc | $0 | – | -4,264,045 | – | -0.19% | – |
| CCL | Exit | Carnival Corp | $0 | – | -2,000,295 | – | -0.20% | – |
| LUV | Exit | Southwest Airlines Co | $0 | – | -2,321,967 | – | -0.20% | – |
| CRH | Exit | CRH PLC-ADR | $0 | – | -3,552,325 | – | -0.20% | – |
| CNHI | Exit | CNH Industrial NV | $0 | – | -11,276,044 | – | -0.20% | – |
| DFS | Exit | Discover Financial Services | $0 | – | -2,144,637 | – | -0.21% | – |
| ERJ | Exit | EMBRAER SA-ADR | $0 | – | -6,115,296 | – | -0.21% | – |
| L | Exit | Loews Corp | $0 | – | -3,028,109 | – | -0.22% | – |
| GLNG | Exit | Golar LNG Ltd | $0 | – | -6,810,982 | – | -0.23% | – |
| PNW | Exit | Pinnacle West Capital Corp | $0 | – | -1,866,012 | – | -0.24% | – |
| AXTA | Exit | Axalta Coating Systems Ltd | $0 | – | -5,824,098 | – | -0.25% | – |
| LB | Exit | L Brands Inc | $0 | – | -4,156,510 | – | -0.26% | – |
| XEL | Exit | Xcel Energy Inc | $0 | – | -3,756,939 | – | -0.27% | – |
| PDCO | Exit | Patterson Cos Inc | $0 | – | -4,878,432 | – | -0.28% | – |
| DVN | Exit | Devon Energy Corp | $0 | – | -5,339,900 | – | -0.30% | – |
| PBF | Exit | PBF Energy Inc | $0 | – | -7,095,679 | – | -0.30% | – |
| HES | Exit | Hess Corp | $0 | – | -4,227,746 | – | -0.30% | – |
| NSC | Exit | Norfolk Southern Corp | $0 | – | -1,507,249 | – | -0.30% | – |
| FITB | Exit | Fifth Third Bancorp | $0 | – | -7,370,533 | – | -0.31% | – |
| GEO | Exit | GEO Group Inc/The | $0 | – | -8,134,482 | – | -0.33% | – |
| CE | Exit | Celanese Corp | $0 | – | -2,150,894 | – | -0.34% | – |
| VET | Exit | Vermilion Energy Inc | $0 | – | -6,550,100 | – | -0.35% | – |
| HON | Exit | Honeywell International Inc | $0 | – | -1,702,890 | – | -0.36% | – |
| NLSN | Exit | Nielsen Holdings PLC | $0 | – | -5,910,598 | – | -0.37% | – |
| WMT | Exit | Wal-Mart Stores Inc | $0 | – | -3,159,587 | – | -0.37% | – |
| ETR | Exit | Entergy Corp | $0 | – | -3,248,811 | – | -0.37% | – |
| VSM | Exit | Versum Materials Inc | $0 | – | -6,410,461 | – | -0.38% | – |
| COF | Exit | Capital One Financial Corp | $0 | – | -2,999,038 | – | -0.38% | – |
| HBI | Exit | Hanesbrands Inc | $0 | – | -10,429,761 | – | -0.39% | – |
| FNF | Exit | FNF Group | $0 | – | -5,435,499 | – | -0.39% | – |
| UNH | Exit | UnitedHealth Group Inc | $0 | – | -1,349,754 | – | -0.40% | – |
| RTN | Exit | Raytheon Co | $0 | – | -1,480,076 | – | -0.42% | – |
| OA | Exit | Orbital ATK Inc | $0 | – | -2,174,961 | – | -0.44% | – |
| PNC | Exit | PNC Financial Services Group I | $0 | – | -2,260,762 | – | -0.46% | – |
| RCL | Exit | Royal Caribbean Cruises Ltd | $0 | – | -2,647,562 | – | -0.47% | – |
| WLTW | Exit | Willis Towers Watson PLC | $0 | – | -2,083,748 | – | -0.48% | – |
| WHR | Exit | Whirlpool Corp | $0 | – | -1,827,144 | – | -0.51% | – |
| MCHP | Exit | Microchip Technology Inc | $0 | – | -3,861,743 | – | -0.52% | – |
| NCLH | Exit | Norwegian Cruise Line Holdings | $0 | – | -6,602,946 | – | -0.54% | – |
| NYCB | Exit | New York Community Bancorp Inc | $0 | – | -27,831,006 | – | -0.54% | – |
| TXN | Exit | Texas Instruments Inc | $0 | – | -4,077,495 | – | -0.55% | – |
| CI | Exit | Cigna Corp | $0 | – | -1,963,690 | – | -0.55% | – |
| SPR | Exit | Spirit AeroSystems Holdings In | $0 | – | -4,872,631 | – | -0.57% | – |
| SLM | Exit | SLM Corp | $0 | – | -35,439,221 | – | -0.61% | – |
| OC | Exit | Owens Corning | $0 | – | -5,584,260 | – | -0.65% | – |
| NAVI | Exit | Navient Corp | $0 | – | -29,775,653 | – | -0.67% | – |
| KEY | Exit | KeyCorp | $0 | – | -23,857,079 | – | -0.68% | – |
| CCEP | Exit | Coca-Cola European Partners PL | $0 | – | -11,506,938 | – | -0.72% | – |
| ANTM | Exit | Anthem Inc | $0 | – | -2,580,638 | – | -0.74% | – |
| SWK | Exit | Stanley Black & Decker Inc | $0 | – | -3,434,759 | – | -0.78% | – |
| ADNT | Exit | Adient PLC | $0 | – | -6,172,658 | – | -0.78% | – |
| STT | Exit | State Street Corp | $0 | – | -5,461,380 | – | -0.79% | – |
| T | Exit | AT&T Inc | $0 | – | -14,847,660 | – | -0.88% | – |
| XL | Exit | XL Group Ltd | $0 | – | -17,072,900 | – | -1.01% | – |
| GD | Exit | General Dynamics Corp | $0 | – | -4,054,323 | – | -1.26% | – |
| CVX | Exit | Chevron Corp | $0 | – | -7,631,817 | – | -1.35% | – |
| AIG | Exit | American International Group I | $0 | – | -15,631,331 | – | -1.44% | – |
| MRK | Exit | Merck & Co Inc | $0 | – | -15,122,702 | – | -1.46% | – |
| FOXA | Exit | Twenty-First Century Fox Inc | $0 | – | -37,460,118 | – | -1.49% | – |
| OXY | Exit | Occidental Petroleum Corp | $0 | – | -15,895,757 | – | -1.54% | – |
| C | Exit | Citigroup Inc | $0 | – | -15,099,050 | – | -1.65% | – |
| ESRX | Exit | Express Scripts Holding Co | $0 | – | -18,704,089 | – | -1.78% | – |
| SNY | Exit | SANOFI-ADR | $0 | – | -23,966,549 | – | -1.80% | – |
| LOW | Exit | Lowe's Cos Inc | $0 | – | -15,144,020 | – | -1.82% | – |
| MSFT | Exit | Microsoft Corp | $0 | – | -16,269,054 | – | -1.82% | – |
| MO | Exit | Altria Group Inc | $0 | – | -19,882,835 | – | -1.90% | – |
| MDT | Exit | Medtronic PLC | $0 | – | -16,574,247 | – | -1.94% | – |
| DWDP | Exit | DowDuPont Inc | $0 | – | -18,806,299 | – | -1.96% | – |
| GE | Exit | General Electric Co | $0 | – | -54,124,364 | – | -1.97% | – |
| DG | Exit | Dollar General Corp | $0 | – | -16,218,589 | – | -1.98% | – |
| CVS | Exit | CVS Health Corp | $0 | – | -16,207,787 | – | -1.98% | – |
| QCOM | Exit | QUALCOMM Inc | $0 | – | -25,674,098 | – | -2.00% | – |
| CAH | Exit | Cardinal Health Inc | $0 | – | -20,051,896 | – | -2.02% | – |
| VZ | Exit | Verizon Communications Inc | $0 | – | -27,771,644 | – | -2.07% | – |
| JNJ | Exit | Johnson & Johnson | $0 | – | -10,607,089 | – | -2.08% | – |
| PSX | Exit | Phillips 66 | $0 | – | -15,285,353 | – | -2.11% | – |
| APD | Exit | Air Products & Chemicals Inc | $0 | – | -9,349,750 | – | -2.13% | – |
| BP | Exit | BP PLC-ADR | $0 | – | -37,414,894 | – | -2.17% | – |
| UTX | Exit | United Technologies Corp | $0 | – | -12,406,583 | – | -2.17% | – |
| AXP | Exit | American Express Co | $0 | – | -15,964,677 | – | -2.18% | – |
| COP | Exit | ConocoPhillips | $0 | – | -29,009,451 | – | -2.19% | – |
| BAC | Exit | Bank of America Corp | $0 | – | -60,991,382 | – | -2.33% | – |
| PFE | Exit | Pfizer Inc | $0 | – | -44,438,628 | – | -2.39% | – |
| ORCL | Exit | Oracle Corp | $0 | – | -34,971,629 | – | -2.55% | – |
| JPM | Exit | JPMorgan Chase & Co | $0 | – | -19,135,130 | – | -2.75% | – |
| JCI | Exit | Johnson Controls International | $0 | – | -45,423,316 | – | -2.76% | – |
| WFC | Exit | Wells Fargo & Co | $0 | – | -33,656,301 | – | -2.80% | – |
| PM | Exit | Philip Morris International In | $0 | – | -16,775,423 | – | -2.80% | – |
Q3 2017
| Value | Shares | ↓ Weighting | ||||||
|---|---|---|---|---|---|---|---|---|
| PM | Sell | Philip Morris International In | $1,862,238,000 | -8.9% | 16,775,423 | -3.6% | 2.80% | -9.7% |
| WFC | Sell | Wells Fargo & Co | $1,856,145,000 | -3.1% | 33,656,301 | -2.6% | 2.80% | -3.9% |
| JCI | Buy | Johnson Controls International | $1,830,106,000 | -1.6% | 45,423,316 | +5.9% | 2.76% | -2.4% |
| JPM | Sell | JPMorgan Chase & Co | $1,827,595,000 | +1.2% | 19,135,130 | -3.1% | 2.75% | +0.4% |
| ORCL | Sell | Oracle Corp | $1,690,879,000 | -5.2% | 34,971,629 | -1.7% | 2.55% | -6.0% |
| PFE | Sell | Pfizer Inc | $1,586,459,000 | +2.1% | 44,438,628 | -4.0% | 2.39% | +1.2% |
| BAC | Sell | Bank of America Corp | $1,545,522,000 | +1.9% | 60,991,382 | -2.5% | 2.33% | +1.0% |
| COP | Sell | ConocoPhillips | $1,451,923,000 | +12.5% | 29,009,451 | -1.2% | 2.19% | +11.5% |
| AXP | Sell | American Express Co | $1,444,165,000 | +3.1% | 15,964,677 | -4.0% | 2.18% | +2.3% |
| UTX | Sell | United Technologies Corp | $1,440,156,000 | -8.7% | 12,406,583 | -4.0% | 2.17% | -9.5% |
| BP | Buy | BP PLC-ADR | $1,437,854,000 | +11.2% | 37,414,894 | +0.3% | 2.17% | +10.3% |
| APD | Sell | Air Products & Chemicals Inc | $1,413,869,000 | +0.6% | 9,349,750 | -4.8% | 2.13% | -0.2% |
| PSX | Sell | Phillips 66 | $1,400,291,000 | +10.4% | 15,285,353 | -0.4% | 2.11% | +9.4% |
| JNJ | Sell | Johnson & Johnson | $1,379,027,000 | -15.7% | 10,607,089 | -14.3% | 2.08% | -16.5% |
| VZ | Sell | Verizon Communications Inc | $1,374,418,000 | +9.3% | 27,771,644 | -1.4% | 2.07% | +8.4% |
| CAH | Sell | Cardinal Health Inc | $1,341,873,000 | -17.4% | 20,051,896 | -3.8% | 2.02% | -18.1% |
| QCOM | Buy | QUALCOMM Inc | $1,330,946,000 | -4.3% | 25,674,098 | +2.0% | 2.00% | -5.1% |
| CVS | Sell | CVS Health Corp | $1,318,017,000 | -3.9% | 16,207,787 | -4.9% | 1.98% | -4.7% |
| DG | Buy | Dollar General Corp | $1,314,516,000 | +201.3% | 16,218,589 | +168.0% | 1.98% | +198.6% |
| GE | Buy | General Electric Co | $1,308,727,000 | +3763.3% | 54,124,364 | +4215.4% | 1.97% | +3764.7% |
| DWDP | New | DowDuPont Inc | $1,301,960,000 | – | 18,806,299 | – | 1.96% | – |
| MDT | Sell | Medtronic PLC | $1,288,978,000 | -26.2% | 16,574,247 | -15.8% | 1.94% | -26.9% |
| MO | Sell | Altria Group Inc | $1,260,970,000 | -18.1% | 19,882,835 | -3.8% | 1.90% | -18.8% |
| MSFT | Sell | Microsoft Corp | $1,211,882,000 | +3.3% | 16,269,054 | -4.4% | 1.82% | +2.4% |
| LOW | Buy | Lowe's Cos Inc | $1,210,613,000 | +44.7% | 15,144,020 | +40.3% | 1.82% | +43.4% |
| SNY | Sell | SANOFI-ADR | $1,193,294,000 | -1.6% | 23,966,549 | -5.3% | 1.80% | -2.4% |
| ESRX | Sell | Express Scripts Holding Co | $1,184,343,000 | -8.6% | 18,704,089 | -7.9% | 1.78% | -9.4% |
| C | Sell | Citigroup Inc | $1,098,305,000 | +0.5% | 15,099,050 | -7.6% | 1.65% | -0.4% |
| OXY | Sell | Occidental Petroleum Corp | $1,020,667,000 | +3.9% | 15,895,757 | -3.1% | 1.54% | +3.0% |
| FOXA | Buy | Twenty-First Century Fox Inc | $988,198,000 | +1.2% | 37,460,118 | +8.8% | 1.49% | +0.3% |
| MRK | Sell | Merck & Co Inc | $968,307,000 | -2.8% | 15,122,702 | -2.7% | 1.46% | -3.6% |
| AIG | Buy | American International Group I | $959,607,000 | +117.9% | 15,631,331 | +121.9% | 1.44% | +116.0% |
| CVX | Buy | Chevron Corp | $896,738,000 | +22.9% | 7,631,817 | +9.1% | 1.35% | +21.9% |
| GD | Sell | General Dynamics Corp | $833,488,000 | -0.6% | 4,054,323 | -4.2% | 1.26% | -1.4% |
| XL | Buy | XL Group Ltd | $673,526,000 | +18.3% | 17,072,900 | +31.4% | 1.01% | +17.2% |
| T | Sell | AT&T Inc | $581,583,000 | -3.9% | 14,847,660 | -7.5% | 0.88% | -4.8% |
| STT | Sell | State Street Corp | $521,780,000 | -4.0% | 5,461,380 | -9.8% | 0.79% | -4.7% |
| SWK | Sell | Stanley Black & Decker Inc | $518,545,000 | +5.5% | 3,434,759 | -1.7% | 0.78% | +4.6% |
| ADNT | Buy | Adient PLC | $518,442,000 | +117.2% | 6,172,658 | +69.0% | 0.78% | +115.2% |
| ANTM | Sell | Anthem Inc | $490,012,000 | -60.8% | 2,580,638 | -61.2% | 0.74% | -61.1% |
| CCEP | Buy | Coca-Cola European Partners PL | $478,918,000 | +8.9% | 11,506,938 | +6.4% | 0.72% | +7.9% |
| KEY | Buy | KeyCorp | $448,990,000 | +8.5% | 23,857,079 | +8.0% | 0.68% | +7.5% |
| NAVI | Sell | Navient Corp | $447,230,000 | -12.4% | 29,775,653 | -2.9% | 0.67% | -13.1% |
| OC | Sell | Owens Corning | $431,943,000 | -10.1% | 5,584,260 | -22.2% | 0.65% | -10.7% |
| SLM | Buy | SLM Corp | $406,488,000 | +7.3% | 35,439,221 | +7.6% | 0.61% | +6.2% |
| SPR | Sell | Spirit AeroSystems Holdings In | $378,701,000 | -1.1% | 4,872,631 | -26.3% | 0.57% | -2.1% |
| CI | Sell | Cigna Corp | $367,092,000 | +10.8% | 1,963,690 | -0.8% | 0.55% | +9.9% |
| TXN | Sell | Texas Instruments Inc | $365,507,000 | +12.0% | 4,077,495 | -3.9% | 0.55% | +11.1% |
| NYCB | Buy | New York Community Bancorp Inc | $358,742,000 | +31.4% | 27,831,006 | +33.8% | 0.54% | +30.1% |
| NCLH | Sell | Norwegian Cruise Line Holdings | $356,889,000 | -1.2% | 6,602,946 | -0.7% | 0.54% | -1.8% |
| MCHP | Sell | Microchip Technology Inc | $346,708,000 | +15.4% | 3,861,743 | -0.8% | 0.52% | +14.5% |
| WHR | Sell | Whirlpool Corp | $336,998,000 | -16.4% | 1,827,144 | -13.2% | 0.51% | -17.1% |
| WLTW | Buy | Willis Towers Watson PLC | $321,377,000 | +10.1% | 2,083,748 | +3.9% | 0.48% | +9.3% |
| RCL | Sell | Royal Caribbean Cruises Ltd | $313,842,000 | -7.8% | 2,647,562 | -15.1% | 0.47% | -8.5% |
| PNC | Sell | PNC Financial Services Group I | $304,683,000 | +5.9% | 2,260,762 | -1.9% | 0.46% | +5.0% |
| OA | Buy | Orbital ATK Inc | $289,617,000 | +37.4% | 2,174,961 | +1.5% | 0.44% | +36.2% |
| RTN | Sell | Raytheon Co | $276,152,000 | +10.5% | 1,480,076 | -4.4% | 0.42% | +9.5% |
| UNH | Sell | UnitedHealth Group Inc | $264,350,000 | -6.5% | 1,349,754 | -11.5% | 0.40% | -7.4% |
| FNF | Sell | FNF Group | $257,969,000 | +5.0% | 5,435,499 | -0.8% | 0.39% | +4.3% |
| HBI | Sell | Hanesbrands Inc | $256,989,000 | +5.6% | 10,429,761 | -0.8% | 0.39% | +4.6% |
| COF | Sell | Capital One Financial Corp | $253,898,000 | +0.4% | 2,999,038 | -2.0% | 0.38% | -0.5% |
| VSM | Buy | Versum Materials Inc | $248,854,000 | +25.4% | 6,410,461 | +5.0% | 0.38% | +24.6% |
| ETR | Sell | Entergy Corp | $248,079,000 | -1.1% | 3,248,811 | -0.5% | 0.37% | -1.8% |
| WMT | Sell | Wal-Mart Stores Inc | $246,891,000 | -4.8% | 3,159,587 | -7.8% | 0.37% | -5.6% |
| NLSN | Buy | Nielsen Holdings PLC | $244,994,000 | +11.0% | 5,910,598 | +3.5% | 0.37% | +10.1% |
| HON | Sell | Honeywell International Inc | $241,367,000 | -58.3% | 1,702,890 | -60.8% | 0.36% | -58.6% |
| VET | Buy | Vermilion Energy Inc | $233,052,000 | +22.8% | 6,550,100 | +9.5% | 0.35% | +21.9% |
| CE | Buy | Celanese Corp | $224,274,000 | +24.5% | 2,150,894 | +13.4% | 0.34% | +23.4% |
| GEO | Buy | GEO Group Inc/The | $218,818,000 | +8.6% | 8,134,482 | +19.4% | 0.33% | +7.8% |
| FITB | Buy | Fifth Third Bancorp | $206,228,000 | +8.8% | 7,370,533 | +0.9% | 0.31% | +8.0% |
| NSC | Sell | Norfolk Southern Corp | $199,319,000 | +2.7% | 1,507,249 | -5.5% | 0.30% | +1.7% |
| HES | Buy | Hess Corp | $198,239,000 | +9.0% | 4,227,746 | +2.0% | 0.30% | +8.3% |
| DVN | Sell | Devon Energy Corp | $196,028,000 | +14.1% | 5,339,900 | -0.7% | 0.30% | +13.0% |
| PBF | Sell | PBF Energy Inc | $195,911,000 | +23.2% | 7,095,679 | -0.7% | 0.30% | +21.9% |
| PDCO | Buy | Patterson Cos Inc | $188,551,000 | +20.2% | 4,878,432 | +46.0% | 0.28% | +19.3% |
| XEL | Sell | Xcel Energy Inc | $177,779,000 | +2.6% | 3,756,939 | -0.6% | 0.27% | +1.9% |
| LB | Buy | L Brands Inc | $172,952,000 | -0.4% | 4,156,510 | +29.0% | 0.26% | -1.1% |
| AXTA | Sell | Axalta Coating Systems Ltd | $168,433,000 | -10.4% | 5,824,098 | -0.7% | 0.25% | -10.9% |
| PNW | Sell | Pinnacle West Capital Corp | $157,790,000 | -1.3% | 1,866,012 | -0.6% | 0.24% | -2.1% |
| GLNG | Sell | Golar LNG Ltd | $153,996,000 | -4.0% | 6,810,982 | -5.5% | 0.23% | -4.9% |
| L | Sell | Loews Corp | $144,925,000 | +1.5% | 3,028,109 | -0.7% | 0.22% | +0.5% |
| DFS | Sell | Discover Financial Services | $138,286,000 | -31.6% | 2,144,637 | -34.0% | 0.21% | -32.2% |
| ERJ | Buy | EMBRAER SA-ADR | $138,267,000 | +35.8% | 6,115,296 | +9.5% | 0.21% | +34.2% |
| CNHI | Sell | CNH Industrial NV | $135,425,000 | +3.8% | 11,276,044 | -1.6% | 0.20% | +3.0% |
| CRH | Sell | CRH PLC-ADR | $134,491,000 | -7.8% | 3,552,325 | -13.6% | 0.20% | -8.6% |
| LUV | Sell | Southwest Airlines Co | $129,983,000 | -10.4% | 2,321,967 | -0.5% | 0.20% | -10.9% |
| CCL | Sell | Carnival Corp | $129,159,000 | -73.9% | 2,000,295 | -73.5% | 0.20% | -74.1% |
| CNP | Sell | CenterPoint Energy Inc | $124,552,000 | +5.0% | 4,264,045 | -1.5% | 0.19% | +4.4% |
| LYB | Sell | LyondellBasell Industries NV | $120,651,000 | -6.7% | 1,218,087 | -20.5% | 0.18% | -7.1% |
| TGT | Sell | Target Corp | $116,592,000 | +4.9% | 1,975,811 | -7.1% | 0.18% | +4.1% |
| TSS | Sell | Total System Services Inc | $113,366,000 | -12.7% | 1,730,788 | -22.3% | 0.17% | -13.2% |
| TCBI | Sell | Texas Capital Bancshares Inc | $113,372,000 | +7.0% | 1,321,353 | -3.5% | 0.17% | +6.2% |
| R | Sell | Ryder System Inc | $111,603,000 | +16.5% | 1,319,957 | -0.8% | 0.17% | +15.1% |
| VSH | Sell | Vishay Intertechnology Inc | $110,453,000 | +9.3% | 5,875,164 | -3.5% | 0.17% | +7.8% |
| BRKS | Sell | Brooks Automation Inc | $109,283,000 | +5.1% | 3,599,598 | -24.9% | 0.16% | +4.4% |
| MDP | Sell | Meredith Corp | $108,491,000 | -7.3% | 1,954,798 | -0.7% | 0.16% | -8.4% |
| IIVI | Sell | II-VI Inc | $107,253,000 | -4.1% | 2,606,384 | -20.0% | 0.16% | -4.7% |
| CSCO | Sell | Cisco Systems Inc | $106,517,000 | -3.8% | 3,167,327 | -10.5% | 0.16% | -4.8% |
| ATI | Sell | Allegheny Technologies Inc | $102,614,000 | +35.3% | 4,293,450 | -3.7% | 0.16% | +34.8% |
| SEAS | Sell | SeaWorld Entertainment Inc | $98,744,000 | -20.3% | 7,601,600 | -0.1% | 0.15% | -20.7% |
| HCP | Buy | HCP Inc | $96,057,000 | +26.1% | 3,451,567 | +44.8% | 0.14% | +25.0% |
| GSM | Sell | Ferroglobe PLC | $90,762,000 | +6.2% | 6,896,803 | -3.6% | 0.14% | +5.4% |
| IBM | Sell | International Business Machine | $89,843,000 | -33.8% | 619,266 | -29.8% | 0.14% | -34.5% |
| TEX | Sell | Terex Corp | $89,265,000 | -8.4% | 1,982,798 | -23.7% | 0.13% | -9.5% |
| AAPL | Sell | Apple Inc | $88,356,000 | -6.9% | 573,292 | -13.0% | 0.13% | -7.6% |
| AXL | Buy | American Axle & Manufacturing | $87,964,000 | +50.0% | 5,003,677 | +33.1% | 0.13% | +48.3% |
| TREX | Sell | Trex Co Inc | $86,927,000 | +28.4% | 965,107 | -3.6% | 0.13% | +27.2% |
| PLXS | Sell | Plexus Corp | $84,713,000 | +2.9% | 1,510,573 | -3.5% | 0.13% | +2.4% |
| TEVA | Sell | TEVA PHARM-ADR | $83,017,000 | -91.7% | 4,716,868 | -84.3% | 0.12% | -91.7% |
| TSN | Sell | Tyson Foods Inc | $82,085,000 | +12.0% | 1,165,154 | -0.4% | 0.12% | +11.7% |
| VLY | Sell | Valley National Bancorp | $80,852,000 | -3.4% | 6,709,704 | -5.3% | 0.12% | -3.9% |
| EC | Buy | Ecopetrol SA | $80,068,000 | +12.5% | 8,437,088 | +7.8% | 0.12% | +12.0% |
| DIOD | Sell | Diodes Inc | $80,596,000 | +20.1% | 2,692,812 | -3.6% | 0.12% | +18.6% |
| MTG | Sell | MGIC Investment Corp | $79,986,000 | +8.0% | 6,383,571 | -3.5% | 0.12% | +6.2% |
| VR | New | Validus Holdings Ltd | $78,510,000 | – | 1,595,400 | – | 0.12% | – |
| UMBF | Sell | UMB Financial Corp | $77,877,000 | -4.0% | 1,045,470 | -3.6% | 0.12% | -4.9% |
| SSD | Sell | Simpson Manufacturing Co Inc | $77,443,000 | +8.2% | 1,579,184 | -3.6% | 0.12% | +7.3% |
| POL | Sell | PolyOne Corp | $77,047,000 | -0.3% | 1,924,753 | -3.5% | 0.12% | -0.9% |
| PRIM | Sell | Primoris Services Corp | $74,634,000 | +13.6% | 2,536,869 | -3.7% | 0.11% | +12.0% |
| PB | Sell | Prosperity Bancshares Inc | $73,107,000 | -1.3% | 1,112,219 | -3.5% | 0.11% | -1.8% |
| DAR | Buy | Darling Ingredients Inc | $73,168,000 | +1225.3% | 4,176,259 | +1090.8% | 0.11% | +1275.0% |
| B | Sell | Barnes Group Inc | $72,338,000 | -14.4% | 1,026,939 | -28.9% | 0.11% | -14.8% |
| BRKB | Buy | Berkshire Hathaway Inc | $71,249,000 | +13.4% | 388,659 | +4.8% | 0.11% | +12.6% |
| ATSG | Sell | Air Transport Services Group I | $68,424,000 | +7.8% | 2,811,165 | -3.5% | 0.10% | +7.3% |
| FSS | Buy | Federal Signal Corp | $66,678,000 | +1239.7% | 3,133,385 | +993.0% | 0.10% | +1150.0% |
| CFX | Sell | Colfax Corp | $65,626,000 | +2.0% | 1,576,032 | -3.5% | 0.10% | +1.0% |
| SMG | Sell | Scotts Miracle-Gro Co/The | $63,887,000 | +5.0% | 656,324 | -3.5% | 0.10% | +4.3% |
| HLS | Sell | HealthSouth Corp | $63,706,000 | -7.6% | 1,374,465 | -3.5% | 0.10% | -8.6% |
| CPE | Sell | Callon Petroleum Co | $63,278,000 | +2.2% | 5,629,633 | -3.5% | 0.10% | +1.1% |
| ETFC | Sell | ETRADE Financial Corp | $61,510,000 | +13.3% | 1,410,459 | -1.2% | 0.09% | +13.4% |
| DE | Sell | Deere & Co | $60,915,000 | -5.8% | 485,033 | -7.3% | 0.09% | -6.1% |
| HPE | New | Hewlett Packard Enterprise Co | $59,407,000 | – | 4,038,530 | – | 0.09% | – |
| MTSC | Sell | MTS Systems Corp | $55,048,000 | -0.5% | 1,029,909 | -3.6% | 0.08% | -1.2% |
| KOS | Buy | Kosmos Energy Ltd | $54,747,000 | +56.2% | 6,877,832 | +25.8% | 0.08% | +54.7% |
| NWL | Buy | Newell Brands Inc | $53,488,000 | -19.9% | 1,253,510 | +0.6% | 0.08% | -19.8% |
| MINI | Sell | Mobile Mini Inc | $52,238,000 | +11.4% | 1,516,340 | -3.5% | 0.08% | +11.3% |
| FIX | Sell | Comfort Systems USA Inc | $52,016,000 | -7.2% | 1,457,060 | -3.5% | 0.08% | -8.2% |
| CHK | Sell | Chesapeake Energy Corp | $47,488,000 | -42.4% | 11,043,700 | -33.4% | 0.07% | -42.4% |
| FARO | Sell | FARO Technologies Inc | $47,833,000 | -2.4% | 1,250,529 | -3.5% | 0.07% | -2.7% |
| WIRE | Sell | Encore Wire Corp | $45,260,000 | +1.0% | 1,010,826 | -3.7% | 0.07% | 0.0% |
| BAYRY | New | Bayer AG | $42,983,000 | – | 1,261,356 | – | 0.06% | – |
| OII | Buy | Oceaneering International Inc | $41,208,000 | +27.9% | 1,568,651 | +11.2% | 0.06% | +26.5% |
| ROCK | Sell | Gibraltar Industries Inc | $41,313,000 | -15.8% | 1,326,284 | -3.6% | 0.06% | -17.3% |
| PLAB | Sell | Photronics Inc | $40,507,000 | -9.2% | 4,577,149 | -3.5% | 0.06% | -10.3% |
| IVC | Buy | Invacare Corp | $37,535,000 | +799.7% | 2,383,222 | +654.1% | 0.06% | +850.0% |
| XCRA | Sell | Xcerra Corp | $31,404,000 | -2.7% | 3,188,151 | -3.5% | 0.05% | -4.1% |
| FMC | Sell | FMC Corp | $29,498,000 | -83.9% | 330,289 | -86.8% | 0.04% | -84.1% |
| RRC | Sell | Range Resources Corp | $27,307,000 | -18.5% | 1,395,347 | -3.6% | 0.04% | -19.6% |
| TRV | Sell | Travelers Cos Inc/The | $20,765,000 | -12.3% | 169,482 | -9.5% | 0.03% | -13.9% |
| FMSA | Sell | Fairmount Santrol Holdings Inc | $18,152,000 | +21.0% | 3,797,390 | -1.3% | 0.03% | +17.4% |
| PRAA | New | PRA Group Inc | $18,167,000 | – | 634,099 | – | 0.03% | – |
| GTE | Sell | Gran Tierra Energy Inc | $17,001,000 | -0.4% | 7,456,569 | -2.1% | 0.03% | 0.0% |
| AAP | New | Advance Auto Parts Inc | $16,576,000 | – | 167,100 | – | 0.02% | – |
| ETN | Sell | Eaton Corp PLC | $13,447,000 | -4.1% | 175,114 | -2.8% | 0.02% | -4.8% |
| PKE | Sell | Park Electrochemical Corp | $11,909,000 | -5.1% | 643,761 | -5.5% | 0.02% | -5.3% |
| FTK | Sell | Flotek Industries Inc | $11,761,000 | -49.8% | 2,529,071 | -3.4% | 0.02% | -50.0% |
| MOGA | Sell | Moog Inc | $9,036,000 | +8.6% | 108,307 | -6.7% | 0.01% | +7.7% |
| NSIT | Sell | Insight Enterprises Inc | $8,798,000 | +10.9% | 191,583 | -3.5% | 0.01% | +8.3% |
| KELYA | Sell | Kelly Services Inc | $8,059,000 | +11.3% | 321,185 | -0.5% | 0.01% | +9.1% |
| STRA | Sell | Strayer Education Inc | $7,755,000 | -6.5% | 88,856 | -0.2% | 0.01% | -7.7% |
| ESL | Sell | Esterline Technologies Corp | $7,786,000 | -5.2% | 86,371 | -0.3% | 0.01% | 0.0% |
| CACI | Sell | CACI International Inc | $7,746,000 | +10.9% | 55,581 | -0.5% | 0.01% | +9.1% |
| WW | Sell | Weight Watchers International | $8,026,000 | -8.6% | 184,300 | -29.8% | 0.01% | -7.7% |
| AIT | Sell | Applied Industrial Technologie | $7,803,000 | +10.9% | 118,587 | -0.5% | 0.01% | +9.1% |
| AXE | Sell | Anixter International Inc | $8,160,000 | +8.3% | 96,005 | -0.4% | 0.01% | +9.1% |
| NYT | Sell | New York Times Co/The | $8,197,000 | +10.2% | 418,223 | -0.5% | 0.01% | +9.1% |
| MANT | Sell | ManTech International Corp/VA | $8,130,000 | +6.3% | 184,144 | -0.4% | 0.01% | 0.0% |
| FUL | Sell | HB Fuller Co | $7,441,000 | +13.1% | 128,157 | -0.5% | 0.01% | +10.0% |
| SNHY | Sell | Sun Hydraulics Corp | $6,999,000 | +24.1% | 129,605 | -2.0% | 0.01% | +22.2% |
| WERN | Sell | Werner Enterprises Inc | $7,084,000 | +24.0% | 193,824 | -0.4% | 0.01% | +22.2% |
| AVAV | Buy | Aerovironment Inc | $7,163,000 | +41.8% | 132,353 | +0.1% | 0.01% | +37.5% |
| KRO | Sell | Kronos Worldwide Inc | $7,603,000 | +24.9% | 333,019 | -0.4% | 0.01% | +22.2% |
| TRMK | Sell | Trustmark Corp | $7,474,000 | +2.5% | 225,663 | -0.5% | 0.01% | 0.0% |
| VRNT | Sell | Verint Systems Inc | $7,396,000 | +2.4% | 176,731 | -0.4% | 0.01% | 0.0% |
| AIR | Sell | AAR Corp | $7,282,000 | +8.2% | 192,749 | -0.4% | 0.01% | +10.0% |
| MSA | Sell | MSA Safety Inc | $7,483,000 | -2.6% | 94,115 | -0.5% | 0.01% | -8.3% |
| POLY | Sell | Plantronics Inc | $6,404,000 | -15.7% | 144,815 | -0.3% | 0.01% | -16.7% |
| GEF | Sell | Greif Inc | $6,320,000 | +4.5% | 107,951 | -0.4% | 0.01% | +11.1% |
| OMI | Sell | Owens & Minor Inc | $6,374,000 | -9.7% | 218,296 | -0.5% | 0.01% | -9.1% |
| ADTN | Sell | ADTRAN Inc | $6,460,000 | +15.7% | 269,158 | -0.4% | 0.01% | +25.0% |
| TEN | Sell | Tenneco Inc | $6,734,000 | +4.5% | 110,994 | -0.4% | 0.01% | 0.0% |
| CUB | Sell | Cubic Corp | $6,874,000 | +9.8% | 134,798 | -0.3% | 0.01% | 0.0% |
| DAN | Sell | Dana Inc | $6,335,000 | +24.6% | 226,603 | -0.5% | 0.01% | +25.0% |
| DECK | Sell | Deckers Outdoor Corp | $6,875,000 | -0.0% | 100,497 | -0.2% | 0.01% | 0.0% |
| ATGE | Sell | Adtalem Global Education Inc | $6,884,000 | -6.0% | 192,034 | -0.4% | 0.01% | -9.1% |
| TMHC | Buy | Taylor Morrison Home Corp | $6,353,000 | -4.2% | 288,112 | +4.3% | 0.01% | 0.0% |
| ENS | Sell | EnerSys | $6,022,000 | -4.9% | 87,067 | -0.4% | 0.01% | -10.0% |
| THFF | Sell | First Financial Corp/IN | $5,981,000 | +0.1% | 125,641 | -0.6% | 0.01% | 0.0% |
| SCHL | Sell | Scholastic Corp | $5,721,000 | -15.1% | 153,789 | -0.5% | 0.01% | -10.0% |
| GDOT | Sell | Green Dot Corp | $5,702,000 | +25.2% | 115,022 | -2.7% | 0.01% | +28.6% |
| KMT | Sell | Kennametal Inc | $5,818,000 | +7.3% | 144,219 | -0.5% | 0.01% | +12.5% |
| DLX | Sell | Deluxe Corp | $5,743,000 | +4.9% | 78,711 | -0.5% | 0.01% | +12.5% |
| CRS | Sell | Carpenter Technology Corp | $6,267,000 | +27.7% | 130,479 | -0.5% | 0.01% | +28.6% |
| NTGR | Sell | NETGEAR Inc | $6,307,000 | +10.1% | 132,505 | -0.3% | 0.01% | 0.0% |
| SCSC | Sell | ScanSource Inc | $6,157,000 | +8.1% | 141,054 | -0.2% | 0.01% | 0.0% |
| DSW | Sell | DSW Inc | $5,726,000 | +20.9% | 266,588 | -0.4% | 0.01% | +28.6% |
| BIG | Sell | Big Lots Inc | $5,754,000 | +10.4% | 107,417 | -0.4% | 0.01% | +12.5% |
| CVLT | Sell | CommVault Systems Inc | $5,970,000 | +7.2% | 98,188 | -0.4% | 0.01% | +12.5% |
| SCL | Sell | Stepan Co | $5,711,000 | -4.4% | 68,262 | -0.4% | 0.01% | 0.0% |
| MFGP | New | Micro Focus International PLC | $5,612,000 | – | 175,920 | – | 0.01% | – |
| GES | Sell | Guess Inc | $5,596,000 | +32.8% | 328,612 | -0.3% | 0.01% | +33.3% |
| HUBG | Sell | Hub Group Inc | $5,029,000 | +11.4% | 117,072 | -0.5% | 0.01% | +14.3% |
| LPSN | Sell | LivePerson Inc | $5,246,000 | +22.9% | 387,116 | -0.2% | 0.01% | +33.3% |
| QSII | Sell | Quality Systems Inc | $5,096,000 | -9.0% | 323,962 | -0.5% | 0.01% | -11.1% |
| BID | Sell | Sotheby's | $5,070,000 | -14.5% | 109,954 | -0.5% | 0.01% | -11.1% |
| UVV | Buy | Universal Corp/VA | $5,381,000 | -1.8% | 93,900 | +10.8% | 0.01% | 0.0% |
| WDR | Buy | Waddell & Reed Financial Inc | $5,019,000 | +36.9% | 250,103 | +28.8% | 0.01% | +33.3% |
| EPAC | Sell | Actuant Corp | $4,852,000 | +3.5% | 189,536 | -0.5% | 0.01% | 0.0% |
| SMP | Sell | Standard Motor Products Inc | $4,402,000 | -8.0% | 91,236 | -0.4% | 0.01% | 0.0% |
| AMKR | Sell | Amkor Technology Inc | $4,800,000 | +7.6% | 454,935 | -0.4% | 0.01% | 0.0% |
| WTS | Sell | Watts Water Technologies Inc | $4,792,000 | +8.7% | 69,246 | -0.7% | 0.01% | 0.0% |
| TNC | Sell | Tennant Co | $4,406,000 | -10.9% | 66,560 | -0.7% | 0.01% | -12.5% |
| PAY | Buy | VeriFone Systems Inc | $4,890,000 | +30462.5% | 241,105 | +27645.1% | 0.01% | – |
| WAIR | Sell | Wesco Aircraft Holdings Inc | $4,356,000 | -13.6% | 463,408 | -0.3% | 0.01% | -12.5% |
| RGP | Sell | Resources Connection Inc | $4,864,000 | +1.1% | 349,952 | -0.3% | 0.01% | 0.0% |
| SAH | Sell | Sonic Automotive Inc | $4,689,000 | +4.6% | 229,892 | -0.3% | 0.01% | 0.0% |
| TGI | Sell | Triumph Group Inc | $4,642,000 | -6.3% | 156,050 | -0.5% | 0.01% | -12.5% |
| ACCO | Sell | ACCO Brands Corp | $4,595,000 | +1.7% | 386,133 | -0.4% | 0.01% | 0.0% |
| GPI | Sell | Group 1 Automotive Inc | $4,308,000 | +13.8% | 59,456 | -0.6% | 0.01% | 0.0% |
| ARCH | New | Arch Coal Inc | $3,894,000 | – | 54,282 | – | 0.01% | – |
| SNBR | New | Sleep Number Corp | $4,087,000 | – | 131,632 | – | 0.01% | – |
| CMCO | Sell | Columbus McKinnon Corp/NY | $3,975,000 | +48.4% | 104,958 | -0.4% | 0.01% | +50.0% |
| AIMC | Sell | Altra Industrial Motion Corp | $4,015,000 | +18.7% | 83,478 | -1.8% | 0.01% | +20.0% |
| TRS | Buy | TriMas Corp | $4,315,000 | +44.5% | 159,828 | +11.6% | 0.01% | +20.0% |
| MRC | Buy | MRC Global Inc | $3,970,000 | +162.2% | 227,008 | +147.6% | 0.01% | +200.0% |
| VECO | Sell | Veeco Instruments Inc | $3,891,000 | -23.4% | 181,834 | -0.3% | 0.01% | -25.0% |
| CHS | Sell | Chico's FAS Inc | $4,174,000 | -5.3% | 466,398 | -0.3% | 0.01% | -14.3% |
| LZB | Sell | La-Z-Boy Inc | $3,858,000 | -17.7% | 143,402 | -0.6% | 0.01% | -14.3% |
| BKE | Sell | Buckle Inc/The | $3,476,000 | -5.8% | 206,316 | -0.5% | 0.01% | -16.7% |
| ZUMZ | Sell | Zumiez Inc | $3,492,000 | +46.3% | 192,938 | -0.2% | 0.01% | +25.0% |
| HY | Buy | Hyster-Yale Materials Handling | $3,413,000 | +9.2% | 44,648 | +0.4% | 0.01% | 0.0% |
| CYH | Sell | Community Health Systems Inc | $3,413,000 | -23.0% | 444,459 | -0.1% | 0.01% | -28.6% |
| EXPR | Buy | Express Inc | $3,012,000 | +33.0% | 445,663 | +32.9% | 0.01% | +66.7% |
| SUP | Sell | Superior Industries Internatio | $3,156,000 | -19.3% | 189,517 | -0.4% | 0.01% | -16.7% |
| PARR | Sell | Par Pacific Holdings Inc | $3,262,000 | +14.3% | 156,811 | -0.9% | 0.01% | +25.0% |
| TBI | Sell | TrueBlue Inc | $3,332,000 | -15.7% | 148,430 | -0.5% | 0.01% | -16.7% |
| BPI | Sell | Bridgepoint Education Inc | $3,448,000 | -35.5% | 359,237 | -0.7% | 0.01% | -37.5% |
| SF | Sell | Stifel Financial Corp | $3,033,000 | +15.1% | 56,734 | -1.0% | 0.01% | +25.0% |
| RPXC | Buy | RPX Corp | $2,789,000 | +18.6% | 210,013 | +24.6% | 0.00% | 0.0% |
| AMBC | Buy | Ambac Financial Group Inc | $2,633,000 | +10.3% | 152,528 | +10.8% | 0.00% | 0.0% |
| EZPW | Buy | EZCORP Inc | $2,826,000 | +185.5% | 297,494 | +131.4% | 0.00% | +100.0% |
| GNRC | Sell | Generac Holdings Inc | $2,767,000 | +26.8% | 60,238 | -0.2% | 0.00% | +33.3% |
| UIS | Sell | Unisys Corp | $2,852,000 | -33.8% | 335,613 | -0.3% | 0.00% | -42.9% |
| HIBB | Buy | Hibbett Sports Inc | $2,964,000 | -24.0% | 207,993 | +10.6% | 0.00% | -33.3% |
| OIS | Sell | Oil States International Inc | $2,329,000 | -7.0% | 91,871 | -0.4% | 0.00% | 0.0% |
| VRA | Buy | Vera Bradley Inc | $2,911,000 | +5.2% | 330,412 | +16.8% | 0.00% | 0.0% |
| CRRTQ | Buy | CARBO Ceramics Inc | $2,627,000 | +186.2% | 304,353 | +127.0% | 0.00% | +300.0% |
| CCC | Sell | Calgon Carbon Corp | $2,625,000 | +41.4% | 122,655 | -0.3% | 0.00% | +33.3% |
| WMK | Sell | Weis Markets Inc | $2,729,000 | -11.5% | 62,734 | -0.8% | 0.00% | -20.0% |
| IPHS | Sell | Innophos Holdings Inc | $2,626,000 | +11.3% | 53,374 | -0.9% | 0.00% | 0.0% |
| ESND | Sell | Essendant Inc | $2,561,000 | -11.8% | 194,487 | -0.7% | 0.00% | 0.0% |
| ANDE | Buy | Andersons Inc/The | $2,219,000 | +32.7% | 64,765 | +32.3% | 0.00% | 0.0% |
| RAVN | Sell | Raven Industries Inc | $1,963,000 | -3.6% | 60,604 | -0.9% | 0.00% | 0.0% |
| CROX | Buy | Crocs Inc | $2,022,000 | +3386.2% | 208,456 | +2686.1% | 0.00% | – |
| REGI | Buy | Renewable Energy Group Inc | $2,104,000 | +42.4% | 173,170 | +51.7% | 0.00% | +50.0% |
| ED | Sell | Consolidated Edison Inc | $2,071,000 | -2.3% | 25,673 | -2.1% | 0.00% | 0.0% |
| CHEF | Sell | Chefs' Warehouse Inc/The | $1,966,000 | +48.0% | 101,835 | -0.3% | 0.00% | +50.0% |
| GTLS | Sell | Chart Industries Inc | $2,050,000 | +11.9% | 52,272 | -0.9% | 0.00% | 0.0% |
| RUSHA | Sell | Rush Enterprises Inc | $1,927,000 | +23.2% | 41,625 | -1.1% | 0.00% | +50.0% |
| PIR | Sell | Pier 1 Imports Inc | $2,034,000 | -19.5% | 485,616 | -0.3% | 0.00% | -25.0% |
| CKH | Sell | SEACOR Holdings Inc | $1,969,000 | +33.8% | 42,710 | -0.5% | 0.00% | +50.0% |
| BCC | Buy | Boise Cascade Co | $1,661,000 | +40.5% | 47,582 | +22.4% | 0.00% | +50.0% |
| KIRK | Sell | Kirkland's Inc | $1,685,000 | +10.8% | 147,468 | -0.4% | 0.00% | +50.0% |
| FINL | Sell | Finish Line Inc/The | $2,146,000 | -15.4% | 178,431 | -0.4% | 0.00% | -25.0% |
| ARCO | Buy | Arcos Dorados Holdings Inc | $1,701,000 | +52.3% | 169,216 | +12.9% | 0.00% | +50.0% |
| ASNA | Sell | Ascena Retail Group Inc | $1,904,000 | +13.7% | 777,262 | -0.2% | 0.00% | 0.0% |
| GCO | Sell | Genesco Inc | $1,928,000 | -21.9% | 72,482 | -0.5% | 0.00% | -25.0% |
| ACXM | Sell | Acxiom Corp | $2,108,000 | -5.5% | 85,537 | -0.4% | 0.00% | 0.0% |
| VIVO | Sell | Meridian Bioscience Inc | $2,137,000 | -9.6% | 149,480 | -0.4% | 0.00% | -25.0% |
| IBOC | Sell | International Bancshares Corp | $2,206,000 | +13.4% | 55,018 | -0.9% | 0.00% | 0.0% |
| EHTH | Buy | eHealth Inc | $2,192,000 | +85.6% | 91,759 | +46.1% | 0.00% | +50.0% |
| TISI | Sell | Team Inc | $1,904,000 | -43.2% | 142,635 | -0.3% | 0.00% | -40.0% |
| DDD | Sell | 3D Systems Corp | $1,435,000 | -29.0% | 107,130 | -0.8% | 0.00% | -33.3% |
| MRTN | Buy | Marten Transport Ltd | $1,450,000 | +25.0% | 70,571 | +66.7% | 0.00% | 0.0% |
| DNRCQ | Sell | Denbury Resources Inc | $1,525,000 | -24.6% | 1,138,586 | -13.9% | 0.00% | -33.3% |
| TECD | Sell | Tech Data Corp | $1,212,000 | -12.8% | 13,642 | -0.9% | 0.00% | 0.0% |
| CMTL | Sell | Comtech Telecommunications Cor | $1,088,000 | +7.8% | 52,953 | -0.4% | 0.00% | 0.0% |
| SCVL | Sell | Shoe Carnival Inc | $1,001,000 | +6.6% | 44,724 | -0.6% | 0.00% | +100.0% |
| APEI | Sell | American Public Education Inc | $1,614,000 | -11.4% | 76,672 | -0.4% | 0.00% | -33.3% |
| TGH | Sell | Textainer Group Holdings Ltd | $1,502,000 | +17.8% | 87,581 | -0.4% | 0.00% | 0.0% |
| GLT | Sell | PH Glatfelter Co | $1,635,000 | -1.4% | 84,054 | -0.9% | 0.00% | -33.3% |
| CIB | Buy | BANCOLOMBIA-ADR | $1,241,000 | +16.1% | 27,105 | +13.0% | 0.00% | 0.0% |
| AEGN | Sell | Aegion Corp | $1,179,000 | +5.6% | 50,647 | -0.8% | 0.00% | 0.0% |
| ENIA | Buy | Enel Americas SA | $1,042,000 | +22.2% | 101,932 | +12.7% | 0.00% | +100.0% |
| FI | New | Frank's International NV | $1,293,000 | – | 167,445 | – | 0.00% | – |
| ANF | Sell | Abercrombie & Fitch Co | $1,021,000 | +15.4% | 70,698 | -0.6% | 0.00% | +100.0% |
| BDC | Sell | Belden Inc | $1,273,000 | +5.6% | 15,817 | -1.0% | 0.00% | 0.0% |
| ZIXI | Sell | Zix Corp | $887,000 | -14.8% | 181,439 | -0.9% | 0.00% | -50.0% |
| QNST | Sell | QuinStreet Inc | $354,000 | +60.9% | 48,116 | -8.8% | 0.00% | – |
| TSE | Sell | Trinseo SA | $358,000 | -10.7% | 5,336 | -8.6% | 0.00% | 0.0% |
| SHG | Sell | SHINHAN FINA-ADR | $844,000 | -5.2% | 19,060 | -6.8% | 0.00% | 0.0% |
| LCUT | Sell | Lifetime Brands Inc | $838,000 | -0.4% | 45,776 | -1.2% | 0.00% | 0.0% |
| FOSL | Sell | Fossil Group Inc | $846,000 | -10.3% | 90,626 | -0.5% | 0.00% | 0.0% |
| JOUT | Sell | Johnson Outdoors Inc | $908,000 | +49.6% | 12,394 | -1.6% | 0.00% | 0.0% |
| DGII | Sell | Digi International Inc | $957,000 | +3.8% | 90,237 | -0.6% | 0.00% | 0.0% |
| TRC | Sell | Tejon Ranch Co | $625,000 | +1.5% | 29,607 | -0.9% | 0.00% | 0.0% |
| FREDQ | Sell | Fred's Inc | $650,000 | -30.5% | 100,918 | -0.4% | 0.00% | 0.0% |
| MGLN | Sell | Magellan Health Inc | $346,000 | +7.5% | 4,011 | -9.2% | 0.00% | – |
| ADM | Buy | Archer-Daniels-Midland Co | $69,000 | +27.8% | 1,627 | +24.5% | 0.00% | – |
| NEM | Sell | Newmont Mining Corp | $2,000 | 0.0% | 48 | -11.1% | 0.00% | – |
| LNDC | New | Landec Corp | $241,000 | – | 18,574 | – | 0.00% | – |
| NWPX | New | Northwest Pipe Co | $169,000 | – | 8,881 | – | 0.00% | – |
| OASPQ | Sell | Oasis Petroleum Inc | $36,000 | +2.9% | 3,940 | -8.8% | 0.00% | – |
| KOP | Sell | Koppers Holdings Inc | $112,000 | +16.7% | 2,420 | -8.6% | 0.00% | – |
| KSS | New | Kohl's Corp | $15,000 | – | 320 | – | 0.00% | – |
| OSK | Sell | Oshkosh Corp | $61,000 | -99.9% | 736 | -99.9% | 0.00% | -100.0% |
| JLL | Sell | Jones Lang LaSalle Inc | $71,000 | -73.9% | 575 | -73.6% | 0.00% | – |
| CNXN | Sell | PC Connection Inc | $60,000 | -4.8% | 2,138 | -8.6% | 0.00% | – |
| PDLI | Sell | PDL BioPharma Inc | $79,000 | +25.4% | 23,201 | -8.6% | 0.00% | – |
| INTC | Sell | Intel Corp | $56,000 | -99.8% | 1,480 | -99.9% | 0.00% | -100.0% |
| PVH | Sell | PVH Corp | $56,000 | -18.8% | 444 | -26.2% | 0.00% | – |
| INWK | Sell | InnerWorkings Inc | $293,000 | -3.9% | 26,019 | -1.0% | 0.00% | – |
| PKOH | Buy | Park-Ohio Holdings Corp | $231,000 | +203.9% | 5,067 | +154.5% | 0.00% | – |
| IPGP | Sell | IPG Photonics Corp | $37,000 | +15.6% | 199 | -9.5% | 0.00% | – |
| BTU | New | Peabody Energy Corp | $7,000 | – | 238 | – | 0.00% | – |
| HFC | Buy | HollyFrontier Corp | $27,000 | +237.5% | 747 | +151.5% | 0.00% | – |
| HAL | Sell | Halliburton Co | $2,000 | 0.0% | 47 | -7.8% | 0.00% | – |
| HPQ | Buy | HP Inc | $261,000 | +278.3% | 13,070 | +229.0% | 0.00% | – |
| GHL | Sell | Greenhill & Co Inc | $51,000 | -25.0% | 3,092 | -8.6% | 0.00% | – |
| PLPC | New | Preformed Line Products Co | $69,000 | – | 1,024 | – | 0.00% | – |
| PG | Sell | Procter & Gamble Co/The | $69,000 | +3.0% | 762 | -0.7% | 0.00% | – |
| GM | Sell | General Motors Co | $7,000 | 0.0% | 181 | -7.2% | 0.00% | – |
| BGC | Sell | General Cable Corp | $95,000 | +5.6% | 5,053 | -8.6% | 0.00% | – |
| EBF | Exit | Ennis Inc | $0 | – | -4,756 | – | 0.00% | – |
| DGX | Sell | Quest Diagnostics Inc | $48,000 | -43.5% | 509 | -33.1% | 0.00% | – |
| RL | Buy | Ralph Lauren Corp | $229,000 | +30.1% | 2,590 | +8.5% | 0.00% | – |
| GPS | Buy | Gap Inc/The | $255,000 | +420.4% | 8,620 | +286.9% | 0.00% | – |
| RS | Buy | Reliance Steel & Aluminum Co | $194,000 | +676.0% | 2,552 | +633.3% | 0.00% | – |
| FTRCQ | New | Frontier Communications Corp | $0 | – | 23 | – | 0.00% | – |
| FRAN | Sell | Francesca's Holdings Corp | $34,000 | -39.3% | 4,664 | -8.6% | 0.00% | – |
| F | Sell | Ford Motor Co | $6,000 | -100.0% | 523 | -100.0% | 0.00% | -100.0% |
| FLS | Sell | Flowserve Corp | $2,000 | -90.0% | 58 | -86.8% | 0.00% | – |
| FLR | New | Fluor Corp | $29,000 | – | 682 | – | 0.00% | – |
| SRE | Sell | Sempra Energy | $14,000 | -76.3% | 126 | -76.0% | 0.00% | – |
| SPG | Buy | Simon Property Group Inc | $21,000 | 0.0% | 133 | +4.7% | 0.00% | – |
| CBRE | Exit | CBRE Group Inc | $0 | – | -259 | – | 0.00% | – |
| FDX | Sell | FedEx Corp | $17,000 | -41.4% | 76 | -42.4% | 0.00% | – |
| EXC | New | Exelon Corp | $244,000 | – | 6,477 | – | 0.00% | – |
| EGN | Buy | Energen Corp | $22,000 | +266.7% | 405 | +209.2% | 0.00% | – |
| SYF | Sell | Synchrony Financial | $45,000 | +2.3% | 1,435 | -2.7% | 0.00% | – |
| PERY | Sell | Perry Ellis International Inc | $123,000 | +10.8% | 5,195 | -8.6% | 0.00% | – |
| RRD | RR Donnelley & Sons Co | $0 | – | 0 | – | 0.00% | – | |
| TDC | Sell | Teradata Corp | $94,000 | +10.6% | 2,782 | -3.1% | 0.00% | – |
| DCI | Buy | Donaldson Co Inc | $31,000 | +6.9% | 680 | +8.1% | 0.00% | – |
| DAKT | New | Daktronics Inc | $246,000 | – | 23,254 | – | 0.00% | – |
| TITN | New | Titan Machinery Inc | $97,000 | – | 6,268 | – | 0.00% | – |
| CMI | Sell | Cummins Inc | $51,000 | -27.1% | 301 | -30.0% | 0.00% | – |
| GLW | Sell | Corning Inc | $54,000 | -19.4% | 1,812 | -19.3% | 0.00% | – |
| TRMB | Buy | Trimble Inc | $26,000 | +23.8% | 675 | +12.3% | 0.00% | – |
| UFPT | Sell | UFP Technologies Inc | $79,000 | -10.2% | 2,827 | -8.6% | 0.00% | – |
| BCO | Exit | Brink's Co/The | $0 | – | -2,809 | – | 0.00% | – |
| LUMN | Buy | CenturyLink Inc | $136,000 | +6700.0% | 7,196 | +10329.0% | 0.00% | – |
| CA | Sell | CA Inc | $76,000 | -8.4% | 2,278 | -5.0% | 0.00% | – |
| CAI | Sell | CAI International Inc | $278,000 | +16.8% | 9,170 | -9.1% | 0.00% | – |
| VPG | Sell | Vishay Precision Group Inc | $84,000 | +27.3% | 3,463 | -8.7% | 0.00% | – |
| CBI | Exit | Chicago Bridge & Iron Co NV | $0 | – | -593 | – | 0.00% | – |
| BTI | New | British American Tobacco PLC | $22,000 | – | 350 | – | 0.00% | – |
| BXP | Sell | Boston Properties Inc | $25,000 | -3.8% | 205 | -4.2% | 0.00% | – |
| WCC | Buy | WESCO International Inc | $25,000 | +8.7% | 432 | +8.5% | 0.00% | – |
| BBY | Buy | Best Buy Co Inc | $70,000 | +6.1% | 1,224 | +6.4% | 0.00% | – |
| JWA | Buy | John Wiley & Sons Inc | $28,000 | +7.7% | 521 | +4.4% | 0.00% | – |
| BBG | Sell | Bill Barrett Corp | $40,000 | +29.0% | 9,294 | -8.8% | 0.00% | – |
| XRX | Sell | Xerox Corp | $85,000 | +10.4% | 2,551 | -5.0% | 0.00% | – |
| ZBH | New | Zimmer Biomet Holdings Inc | $42,000 | – | 355 | – | 0.00% | – |
| TBBK | New | Bancorp Inc/The | $248,000 | – | 29,980 | – | 0.00% | – |
| BG | Sell | Bunge Ltd | $87,000 | -9.4% | 1,248 | -3.0% | 0.00% | – |
| 3106PS | Sell | Delphi Automotive PLC | $10,000 | +11.1% | 98 | -5.8% | 0.00% | – |
| MAN | Sell | ManpowerGroup Inc | $86,000 | -21.8% | 733 | -25.8% | 0.00% | – |
| IR | Sell | Ingersoll-Rand PLC | $47,000 | -35.6% | 531 | -33.5% | 0.00% | – |
| AMGN | Buy | Amgen Inc | $57,000 | +32.6% | 307 | +24.3% | 0.00% | – |
| AMP | Sell | Ameriprise Financial Inc | $19,000 | +5.6% | 131 | -7.1% | 0.00% | – |
| TPRE | New | Third Point Reinsurance Ltd | $16,000 | – | 997 | – | 0.00% | – |
| MDRX | Exit | Allscripts Healthcare Solution | $0 | – | -1,912 | – | 0.00% | – |
| ODP | Exit | Office Depot Inc | $0 | – | -1,781 | – | 0.00% | – |
| GSOL | Exit | Global Sources Ltd | $0 | – | -6,785 | – | 0.00% | – |
| FTR | Exit | Frontier Communications Corp | $0 | – | -349 | – | 0.00% | – |
| STLD | Exit | Steel Dynamics Inc | $0 | – | -877 | – | 0.00% | – |
| LRCX | Exit | Lam Research Corp | $0 | – | -555 | – | 0.00% | – |
| HUN | Exit | Huntsman Corp | $0 | – | -400 | – | 0.00% | – |
| SMRTQ | Exit | Stein Mart Inc | $0 | – | -16,557 | – | 0.00% | – |
| COL | Exit | Rockwell Collins Inc | $0 | – | -70 | – | 0.00% | – |
| INFY | Exit | Infosys Ltd | $0 | – | -3,344 | – | 0.00% | – |
| ABC | Exit | AmerisourceBergen Corp | $0 | – | -676 | – | 0.00% | – |
| NFG | Exit | National Fuel Gas Co | $0 | – | -499 | – | 0.00% | – |
| SPLS | Exit | Staples Inc | $0 | – | -2,498 | – | 0.00% | – |
| MOD | Sell | Modine Manufacturing Co | $121,000 | +6.1% | 6,290 | -8.6% | 0.00% | – |
| MTZ | Sell | MasTec Inc | $268,000 | -6.3% | 5,778 | -8.7% | 0.00% | – |
| WMAR | Exit | West Marine Inc | $0 | – | -115,986 | – | -0.00% | – |
| AVP | Exit | Avon Products Inc | $0 | – | -311,599 | – | -0.00% | – |
| IXYS | Exit | IXYS Corp | $0 | – | -68,083 | – | -0.00% | – |
| GNW | Exit | Genworth Financial Inc | $0 | – | -513,532 | – | -0.00% | – |
| CPLA | Exit | Capella Education Co | $0 | – | -44,349 | – | -0.01% | – |
| ABCO | Exit | Advisory Board Co/The | $0 | – | -87,987 | – | -0.01% | – |
| SCSS | Exit | Select Comfort Corp | $0 | – | -132,222 | – | -0.01% | – |
| VSI | Exit | Vitamin Shoppe Inc | $0 | – | -871,108 | – | -0.02% | – |
| RAI | Exit | Reynolds American Inc | $0 | – | -308,585 | – | -0.03% | – |
| CIXX | Exit | CI Financial Corp | $0 | – | -1,504,710 | – | -0.05% | – |
| NVR | Exit | NVR Inc | $0 | – | -23,561 | – | -0.09% | – |
| DOW | Exit | Dow Chemical Co/The | $0 | – | -2,640,812 | – | -0.25% | – |
| DD | Exit | EI du Pont de Nemours & Co | $0 | – | -12,827,255 | – | -1.57% | – |
Q2 2017
| Value | Shares | ↓ Weighting | ||||||
|---|---|---|---|---|---|---|---|---|
| PM | New | Philip Morris International In | $2,044,388,000 | – | 17,406,455 | – | 3.10% | – |
| WFC | New | Wells Fargo & Co | $1,915,364,000 | – | 34,567,119 | – | 2.91% | – |
| JCI | New | Johnson Controls International | $1,859,514,000 | – | 42,885,451 | – | 2.82% | – |
| JPM | New | JPMorgan Chase & Co | $1,805,264,000 | – | 19,751,247 | – | 2.74% | – |
| ORCL | New | Oracle Corp | $1,783,851,000 | – | 35,577,412 | – | 2.71% | – |
| MDT | New | Medtronic PLC | $1,747,089,000 | – | 19,685,524 | – | 2.65% | – |
| JNJ | New | Johnson & Johnson | $1,636,808,000 | – | 12,372,873 | – | 2.49% | – |
| CAH | New | Cardinal Health Inc | $1,624,394,000 | – | 20,846,948 | – | 2.47% | – |
| UTX | New | United Technologies Corp | $1,578,222,000 | – | 12,924,594 | – | 2.40% | – |
| PFE | New | Pfizer Inc | $1,554,090,000 | – | 46,266,431 | – | 2.36% | – |
| MO | New | Altria Group Inc | $1,539,616,000 | – | 20,674,309 | – | 2.34% | – |
| BAC | New | Bank of America Corp | $1,516,875,000 | – | 62,525,770 | – | 2.30% | – |
| APD | New | Air Products & Chemicals Inc | $1,405,484,000 | – | 9,824,433 | – | 2.14% | – |
| AXP | New | American Express Co | $1,400,436,000 | – | 16,624,368 | – | 2.13% | – |
| QCOM | New | QUALCOMM Inc | $1,390,207,000 | – | 25,175,774 | – | 2.11% | – |
| CVS | New | CVS Health Corp | $1,371,369,000 | – | 17,044,120 | – | 2.08% | – |
| ESRX | New | Express Scripts Holding Co | $1,296,414,000 | – | 20,307,241 | – | 1.97% | – |
| BP | New | BP PLC-ADR | $1,293,062,000 | – | 37,317,796 | – | 1.96% | – |
| COP | New | ConocoPhillips | $1,290,935,000 | – | 29,366,105 | – | 1.96% | – |
| PSX | New | Phillips 66 | $1,268,561,000 | – | 15,341,160 | – | 1.93% | – |
| VZ | New | Verizon Communications Inc | $1,257,366,000 | – | 28,154,205 | – | 1.91% | – |
| ANTM | New | Anthem Inc | $1,250,181,000 | – | 6,645,303 | – | 1.90% | – |
| SNY | New | SANOFI-ADR | $1,212,446,000 | – | 25,306,756 | – | 1.84% | – |
| MSFT | New | Microsoft Corp | $1,172,942,000 | – | 17,016,421 | – | 1.78% | – |
| C | New | Citigroup Inc | $1,093,001,000 | – | 16,342,721 | – | 1.66% | – |
| DD | New | EI du Pont de Nemours & Co | $1,035,288,000 | – | 12,827,255 | – | 1.57% | – |
| MRK | New | Merck & Co Inc | $996,120,000 | – | 15,542,519 | – | 1.51% | – |
| TEVA | New | TEVA PHARM-ADR | $995,399,000 | – | 29,963,830 | – | 1.51% | – |
| OXY | New | Occidental Petroleum Corp | $982,138,000 | – | 16,404,496 | – | 1.49% | – |
| FOXA | New | Twenty-First Century Fox Inc | $976,089,000 | – | 34,442,105 | – | 1.48% | – |
| GD | New | General Dynamics Corp | $838,244,000 | – | 4,231,415 | – | 1.27% | – |
| LOW | New | Lowe's Cos Inc | $836,718,000 | – | 10,792,190 | – | 1.27% | – |
| CVX | New | Chevron Corp | $729,611,000 | – | 6,993,301 | – | 1.11% | – |
| T | New | AT&T Inc | $605,353,000 | – | 16,044,357 | – | 0.92% | – |
| HON | New | Honeywell International Inc | $579,380,000 | – | 4,346,761 | – | 0.88% | – |
| XL | New | XL Group Ltd | $569,204,000 | – | 12,995,554 | – | 0.86% | – |
| STT | New | State Street Corp | $543,442,000 | – | 6,056,422 | – | 0.82% | – |
| NAVI | New | Navient Corp | $510,607,000 | – | 30,667,048 | – | 0.78% | – |
| CCL | New | Carnival Corp | $495,474,000 | – | 7,556,409 | – | 0.75% | – |
| SWK | New | Stanley Black & Decker Inc | $491,741,000 | – | 3,494,215 | – | 0.75% | – |
| OC | New | Owens Corning | $480,208,000 | – | 7,175,848 | – | 0.73% | – |
| AIG | New | American International Group I | $440,431,000 | – | 7,044,649 | – | 0.67% | – |
| CCEP | New | Coca-Cola European Partners PL | $439,807,000 | – | 10,814,015 | – | 0.67% | – |
| DG | New | Dollar General Corp | $436,236,000 | – | 6,051,268 | – | 0.66% | – |
| KEY | New | KeyCorp | $414,000,000 | – | 22,091,816 | – | 0.63% | – |
| WHR | New | Whirlpool Corp | $403,332,000 | – | 2,104,853 | – | 0.61% | – |
| SPR | New | Spirit AeroSystems Holdings In | $382,868,000 | – | 6,608,007 | – | 0.58% | – |
| SLM | New | SLM Corp | $378,924,000 | – | 32,949,916 | – | 0.58% | – |
| NCLH | New | Norwegian Cruise Line Holdings | $361,089,000 | – | 6,651,126 | – | 0.55% | – |
| RCL | New | Royal Caribbean Cruises Ltd | $340,481,000 | – | 3,117,106 | – | 0.52% | – |
| CI | New | Cigna Corp | $331,278,000 | – | 1,979,077 | – | 0.50% | – |
| TXN | New | Texas Instruments Inc | $326,243,000 | – | 4,240,772 | – | 0.50% | – |
| MCHP | New | Microchip Technology Inc | $300,532,000 | – | 3,893,896 | – | 0.46% | – |
| WLTW | New | Willis Towers Watson PLC | $291,766,000 | – | 2,005,812 | – | 0.44% | – |
| PNC | New | PNC Financial Services Group I | $287,722,000 | – | 2,304,174 | – | 0.44% | – |
| UNH | New | UnitedHealth Group Inc | $282,773,000 | – | 1,525,037 | – | 0.43% | – |
| NYCB | New | New York Community Bancorp Inc | $273,035,000 | – | 20,794,748 | – | 0.42% | – |
| WMT | New | Wal-Mart Stores Inc | $259,391,000 | – | 3,427,471 | – | 0.39% | – |
| COF | New | Capital One Financial Corp | $252,843,000 | – | 3,060,312 | – | 0.38% | – |
| ETR | New | Entergy Corp | $250,766,000 | – | 3,266,461 | – | 0.38% | – |
| RTN | New | Raytheon Co | $249,974,000 | – | 1,548,022 | – | 0.38% | – |
| FNF | New | FNF Group | $245,594,000 | – | 5,478,339 | – | 0.37% | – |
| HBI | New | Hanesbrands Inc | $243,402,000 | – | 10,509,571 | – | 0.37% | – |
| ADNT | New | Adient PLC | $238,734,000 | – | 3,651,487 | – | 0.36% | – |
| NLSN | New | Nielsen Holdings PLC | $220,756,000 | – | 5,710,195 | – | 0.34% | – |
| OA | New | Orbital ATK Inc | $210,747,000 | – | 2,142,610 | – | 0.32% | – |
| DFS | New | Discover Financial Services | $202,232,000 | – | 3,251,846 | – | 0.31% | – |
| GEO | New | GEO Group Inc/The | $201,422,000 | – | 6,811,708 | – | 0.31% | – |
| VSM | New | Versum Materials Inc | $198,446,000 | – | 6,106,034 | – | 0.30% | – |
| NSC | New | Norfolk Southern Corp | $194,058,000 | – | 1,594,566 | – | 0.30% | – |
| VET | New | Vermilion Energy Inc | $189,774,000 | – | 5,980,920 | – | 0.29% | – |
| FITB | New | Fifth Third Bancorp | $189,571,000 | – | 7,302,447 | – | 0.29% | – |
| AXTA | New | Axalta Coating Systems Ltd | $187,887,000 | – | 5,864,140 | – | 0.28% | – |
| FMC | New | FMC Corp | $182,686,000 | – | 2,500,829 | – | 0.28% | – |
| HES | New | Hess Corp | $181,834,000 | – | 4,144,845 | – | 0.28% | – |
| CE | New | Celanese Corp | $180,109,000 | – | 1,897,085 | – | 0.27% | – |
| LB | New | L Brands Inc | $173,593,000 | – | 3,221,251 | – | 0.26% | – |
| XEL | New | Xcel Energy Inc | $173,349,000 | – | 3,778,310 | – | 0.26% | – |
| DVN | New | Devon Energy Corp | $171,863,000 | – | 5,375,760 | – | 0.26% | – |
| DOW | New | Dow Chemical Co/The | $166,556,000 | – | 2,640,812 | – | 0.25% | – |
| GLNG | New | Golar LNG Ltd | $160,396,000 | – | 7,208,807 | – | 0.24% | – |
| PNW | New | Pinnacle West Capital Corp | $159,923,000 | – | 1,877,904 | – | 0.24% | – |
| PBF | New | PBF Energy Inc | $159,065,000 | – | 7,145,769 | – | 0.24% | – |
| PDCO | New | Patterson Cos Inc | $156,907,000 | – | 3,342,010 | – | 0.24% | – |
| CRH | New | CRH PLC-ADR | $145,865,000 | – | 4,112,356 | – | 0.22% | – |
| LUV | New | Southwest Airlines Co | $145,047,000 | – | 2,334,203 | – | 0.22% | – |
| L | New | Loews Corp | $142,766,000 | – | 3,049,909 | – | 0.22% | – |
| IBM | New | International Business Machine | $135,786,000 | – | 882,699 | – | 0.21% | – |
| CNHI | New | CNH Industrial NV | $130,453,000 | – | 11,463,308 | – | 0.20% | – |
| TSS | New | Total System Services Inc | $129,798,000 | – | 2,228,298 | – | 0.20% | – |
| LYB | New | LyondellBasell Industries NV | $129,277,000 | – | 1,531,896 | – | 0.20% | – |
| SEAS | New | SeaWorld Entertainment Inc | $123,824,000 | – | 7,610,557 | – | 0.19% | – |
| CNP | New | CenterPoint Energy Inc | $118,582,000 | – | 4,330,970 | – | 0.18% | – |
| MDP | New | Meredith Corp | $116,985,000 | – | 1,967,773 | – | 0.18% | – |
| IIVI | New | II-VI Inc | $111,816,000 | – | 3,259,918 | – | 0.17% | – |
| TGT | New | Target Corp | $111,178,000 | – | 2,126,195 | – | 0.17% | – |
| CSCO | New | Cisco Systems Inc | $110,723,000 | – | 3,537,471 | – | 0.17% | – |
| TCBI | New | Texas Capital Bancshares Inc | $105,997,000 | – | 1,369,476 | – | 0.16% | – |
| BRKS | New | Brooks Automation Inc | $103,942,000 | – | 4,792,178 | – | 0.16% | – |
| ERJ | New | EMBRAER SA-ADR | $101,791,000 | – | 5,583,691 | – | 0.16% | – |
| VSH | New | Vishay Intertechnology Inc | $101,099,000 | – | 6,090,309 | – | 0.15% | – |
| TEX | New | Terex Corp | $97,402,000 | – | 2,597,379 | – | 0.15% | – |
| R | New | Ryder System Inc | $95,806,000 | – | 1,330,998 | – | 0.15% | – |
| AAPL | New | Apple Inc | $94,914,000 | – | 659,035 | – | 0.14% | – |
| GSM | New | Ferroglobe PLC | $85,461,000 | – | 7,151,543 | – | 0.13% | – |
| B | New | Barnes Group Inc | $84,507,000 | – | 1,443,821 | – | 0.13% | – |
| VLY | New | Valley National Bancorp | $83,665,000 | – | 7,084,224 | – | 0.13% | – |
| CHK | New | Chesapeake Energy Corp | $82,376,000 | – | 16,574,800 | – | 0.12% | – |
| PLXS | New | Plexus Corp | $82,304,000 | – | 1,565,612 | – | 0.12% | – |
| UMBF | New | UMB Financial Corp | $81,153,000 | – | 1,084,068 | – | 0.12% | – |
| POL | New | PolyOne Corp | $77,299,000 | – | 1,995,331 | – | 0.12% | – |
| HCP | New | HCP Inc | $76,161,000 | – | 2,383,013 | – | 0.12% | – |
| ATI | New | Allegheny Technologies Inc | $75,846,000 | – | 4,458,896 | – | 0.12% | – |
| MTG | New | MGIC Investment Corp | $74,094,000 | – | 6,615,549 | – | 0.11% | – |
| PB | New | Prosperity Bancshares Inc | $74,051,000 | – | 1,152,722 | – | 0.11% | – |
| TSN | New | Tyson Foods Inc | $73,283,000 | – | 1,170,086 | – | 0.11% | – |
| SSD | New | Simpson Manufacturing Co Inc | $71,568,000 | – | 1,637,331 | – | 0.11% | – |
| EC | New | Ecopetrol SA | $71,164,000 | – | 7,828,826 | – | 0.11% | – |
| HLS | New | HealthSouth Corp | $68,943,000 | – | 1,424,446 | – | 0.10% | – |
| TREX | New | Trex Co Inc | $67,707,000 | – | 1,000,697 | – | 0.10% | – |
| DIOD | New | Diodes Inc | $67,103,000 | – | 2,792,465 | – | 0.10% | – |
| NWL | New | Newell Brands Inc | $66,811,000 | – | 1,246,010 | – | 0.10% | – |
| PRIM | New | Primoris Services Corp | $65,701,000 | – | 2,634,317 | – | 0.10% | – |
| CFX | New | Colfax Corp | $64,328,000 | – | 1,633,932 | – | 0.10% | – |
| DE | New | Deere & Co | $64,682,000 | – | 523,356 | – | 0.10% | – |
| ATSG | New | Air Transport Services Group I | $63,470,000 | – | 2,914,127 | – | 0.10% | – |
| BRKB | New | Berkshire Hathaway Inc | $62,811,000 | – | 370,853 | – | 0.10% | – |
| CPE | New | Callon Petroleum Co | $61,905,000 | – | 5,834,541 | – | 0.09% | – |
| SMG | New | Scotts Miracle-Gro Co/The | $60,849,000 | – | 680,185 | – | 0.09% | – |
| AXL | New | American Axle & Manufacturing | $58,652,000 | – | 3,759,763 | – | 0.09% | – |
| NVR | New | NVR Inc | $56,796,000 | – | 23,561 | – | 0.09% | – |
| FIX | New | Comfort Systems USA Inc | $56,032,000 | – | 1,510,297 | – | 0.08% | – |
| MTSC | New | MTS Systems Corp | $55,348,000 | – | 1,068,506 | – | 0.08% | – |
| ETFC | New | ETRADE Financial Corp | $54,277,000 | – | 1,427,209 | – | 0.08% | – |
| OSK | New | Oshkosh Corp | $53,021,000 | – | 769,775 | – | 0.08% | – |
| ROCK | New | Gibraltar Industries Inc | $49,073,000 | – | 1,376,511 | – | 0.08% | – |
| FARO | New | FARO Technologies Inc | $49,009,000 | – | 1,296,546 | – | 0.07% | – |
| MINI | New | Mobile Mini Inc | $46,912,000 | – | 1,571,581 | – | 0.07% | – |
| PLAB | New | Photronics Inc | $44,593,000 | – | 4,743,874 | – | 0.07% | – |
| WIRE | New | Encore Wire Corp | $44,828,000 | – | 1,049,825 | – | 0.07% | – |
| INTC | New | Intel Corp | $36,683,000 | – | 1,087,230 | – | 0.06% | – |
| KOS | New | Kosmos Energy Ltd | $35,053,000 | – | 5,468,560 | – | 0.05% | – |
| GE | New | General Electric Co | $33,876,000 | – | 1,254,200 | – | 0.05% | – |
| RRC | New | Range Resources Corp | $33,522,000 | – | 1,446,777 | – | 0.05% | – |
| XCRA | New | Xcerra Corp | $32,284,000 | – | 3,304,347 | – | 0.05% | – |
| OII | New | Oceaneering International Inc | $32,207,000 | – | 1,410,118 | – | 0.05% | – |
| CIXX | New | CI Financial Corp | $32,024,000 | – | 1,504,710 | – | 0.05% | – |
| F | New | Ford Motor Co | $30,953,000 | – | 2,766,155 | – | 0.05% | – |
| MTRN | New | Materion Corp | $25,820,000 | – | 690,375 | – | 0.04% | – |
| TRV | New | Travelers Cos Inc/The | $23,690,000 | – | 187,226 | – | 0.04% | – |
| FTK | New | Flotek Industries Inc | $23,415,000 | – | 2,619,105 | – | 0.04% | – |
| RAI | New | Reynolds American Inc | $20,070,000 | – | 308,585 | – | 0.03% | – |
| GTE | New | Gran Tierra Energy Inc | $17,064,000 | – | 7,617,885 | – | 0.03% | – |
| FMSA | New | Fairmount Santrol Holdings Inc | $15,000,000 | – | 3,845,980 | – | 0.02% | – |
| ETN | New | Eaton Corp PLC | $14,017,000 | – | 180,104 | – | 0.02% | – |
| PKE | New | Park Electrochemical Corp | $12,553,000 | – | 681,457 | – | 0.02% | – |
| VSI | New | Vitamin Shoppe Inc | $10,148,000 | – | 871,108 | – | 0.02% | – |
| GSK | New | GLAXOSMITHKL-ADR | $10,142,000 | – | 235,200 | – | 0.02% | – |
| STRA | New | Strayer Education Inc | $8,296,000 | – | 88,998 | – | 0.01% | – |
| WW | New | Weight Watchers International | $8,779,000 | – | 262,701 | – | 0.01% | – |
| MOGA | New | Moog Inc | $8,322,000 | – | 116,031 | – | 0.01% | – |
| NSIT | New | Insight Enterprises Inc | $7,936,000 | – | 198,457 | – | 0.01% | – |
| ESL | New | Esterline Technologies Corp | $8,214,000 | – | 86,639 | – | 0.01% | – |
| MSA | New | MSA Safety Inc | $7,679,000 | – | 94,598 | – | 0.01% | – |
| PEG | New | Public Service Enterprise Grou | $7,954,000 | – | 184,942 | – | 0.01% | – |
| MANT | New | ManTech International Corp/VA | $7,649,000 | – | 184,863 | – | 0.01% | – |
| POLY | New | Plantronics Inc | $7,598,000 | – | 145,242 | – | 0.01% | – |
| KELYA | New | Kelly Services Inc | $7,243,000 | – | 322,653 | – | 0.01% | – |
| ATGE | New | Adtalem Global Education Inc | $7,320,000 | – | 192,882 | – | 0.01% | – |
| TRMK | New | Trustmark Corp | $7,291,000 | – | 226,699 | – | 0.01% | – |
| AIT | New | Applied Industrial Technologie | $7,039,000 | – | 119,198 | – | 0.01% | – |
| VRNT | New | Verint Systems Inc | $7,220,000 | – | 177,383 | – | 0.01% | – |
| AXE | New | Anixter International Inc | $7,538,000 | – | 96,395 | – | 0.01% | – |
| OMI | New | Owens & Minor Inc | $7,059,000 | – | 219,306 | – | 0.01% | – |
| NYT | New | New York Times Co/The | $7,439,000 | – | 420,285 | – | 0.01% | – |
| CACI | New | CACI International Inc | $6,987,000 | – | 55,872 | – | 0.01% | – |
| DECK | New | Deckers Outdoor Corp | $6,877,000 | – | 100,744 | – | 0.01% | – |
| TEN | New | Tenneco Inc | $6,441,000 | – | 111,390 | – | 0.01% | – |
| FUL | New | HB Fuller Co | $6,581,000 | – | 128,768 | – | 0.01% | – |
| TMHC | New | Taylor Morrison Home Corp | $6,630,000 | – | 276,113 | – | 0.01% | – |
| CUB | New | Cubic Corp | $6,261,000 | – | 135,225 | – | 0.01% | – |
| ENS | New | EnerSys | $6,330,000 | – | 87,380 | – | 0.01% | – |
| AIR | New | AAR Corp | $6,728,000 | – | 193,560 | – | 0.01% | – |
| SCHL | New | Scholastic Corp | $6,737,000 | – | 154,563 | – | 0.01% | – |
| SCL | New | Stepan Co | $5,973,000 | – | 68,544 | – | 0.01% | – |
| BID | New | Sotheby's | $5,928,000 | – | 110,456 | – | 0.01% | – |
| GEF | New | Greif Inc | $6,047,000 | – | 108,414 | – | 0.01% | – |
| NTGR | New | NETGEAR Inc | $5,727,000 | – | 132,859 | – | 0.01% | – |
| KRO | New | Kronos Worldwide Inc | $6,089,000 | – | 334,190 | – | 0.01% | – |
| WERN | New | Werner Enterprises Inc | $5,714,000 | – | 194,681 | – | 0.01% | – |
| SCSC | New | ScanSource Inc | $5,696,000 | – | 141,341 | – | 0.01% | – |
| QSII | New | Quality Systems Inc | $5,602,000 | – | 325,509 | – | 0.01% | – |
| THFF | New | First Financial Corp/IN | $5,976,000 | – | 126,339 | – | 0.01% | – |
| SNHY | New | Sun Hydraulics Corp | $5,641,000 | – | 132,194 | – | 0.01% | – |
| DLX | New | Deluxe Corp | $5,477,000 | – | 79,131 | – | 0.01% | – |
| ADTN | New | ADTRAN Inc | $5,582,000 | – | 270,343 | – | 0.01% | – |
| AVAV | New | Aerovironment Inc | $5,053,000 | – | 132,260 | – | 0.01% | – |
| BIG | New | Big Lots Inc | $5,211,000 | – | 107,882 | – | 0.01% | – |
| BPI | New | Bridgepoint Education Inc | $5,342,000 | – | 361,914 | – | 0.01% | – |
| CVLT | New | CommVault Systems Inc | $5,567,000 | – | 98,618 | – | 0.01% | – |
| DAN | New | Dana Inc | $5,086,000 | – | 227,747 | – | 0.01% | – |
| DAR | New | Darling Ingredients Inc | $5,521,000 | – | 350,717 | – | 0.01% | – |
| ETH | New | Ethan Allen Interiors Inc | $4,939,000 | – | 152,914 | – | 0.01% | – |
| FSS | New | Federal Signal Corp | $4,977,000 | – | 286,678 | – | 0.01% | – |
| KMT | New | Kennametal Inc | $5,423,000 | – | 144,913 | – | 0.01% | – |
| TNC | New | Tennant Co | $4,945,000 | – | 67,005 | – | 0.01% | – |
| TGI | New | Triumph Group Inc | $4,953,000 | – | 156,758 | – | 0.01% | – |
| UVV | New | Universal Corp/VA | $5,481,000 | – | 84,712 | – | 0.01% | – |
| VECO | New | Veeco Instruments Inc | $5,078,000 | – | 182,341 | – | 0.01% | – |
| WAIR | New | Wesco Aircraft Holdings Inc | $5,041,000 | – | 464,683 | – | 0.01% | – |
| AMKR | New | Amkor Technology Inc | $4,462,000 | – | 456,771 | – | 0.01% | – |
| HUBG | New | Hub Group Inc | $4,513,000 | – | 117,673 | – | 0.01% | – |
| RGP | New | Resources Connection Inc | $4,809,000 | – | 350,990 | – | 0.01% | – |
| SMP | New | Standard Motor Products Inc | $4,783,000 | – | 91,600 | – | 0.01% | – |
| CYH | New | Community Health Systems Inc | $4,433,000 | – | 445,085 | – | 0.01% | – |
| DSW | New | DSW Inc | $4,737,000 | – | 267,630 | – | 0.01% | – |
| CHS | New | Chico's FAS Inc | $4,408,000 | – | 467,901 | – | 0.01% | – |
| CRS | New | Carpenter Technology Corp | $4,907,000 | – | 131,079 | – | 0.01% | – |
| LZB | New | La-Z-Boy Inc | $4,687,000 | – | 144,227 | – | 0.01% | – |
| UIS | New | Unisys Corp | $4,308,000 | – | 336,540 | – | 0.01% | – |
| EPAC | New | Actuant Corp | $4,688,000 | – | 190,543 | – | 0.01% | – |
| SAH | New | Sonic Automotive Inc | $4,483,000 | – | 230,484 | – | 0.01% | – |
| SCSS | New | Select Comfort Corp | $4,693,000 | – | 132,222 | – | 0.01% | – |
| WTS | New | Watts Water Technologies Inc | $4,409,000 | – | 69,763 | – | 0.01% | – |
| ABCO | New | Advisory Board Co/The | $4,532,000 | – | 87,987 | – | 0.01% | – |
| GDOT | New | Green Dot Corp | $4,556,000 | – | 118,254 | – | 0.01% | – |
| ACCO | New | ACCO Brands Corp | $4,517,000 | – | 387,654 | – | 0.01% | – |
| LPSN | New | LivePerson Inc | $4,267,000 | – | 387,955 | – | 0.01% | – |
| IVC | New | Invacare Corp | $4,172,000 | – | 316,036 | – | 0.01% | – |
| HIBB | New | Hibbett Sports Inc | $3,901,000 | – | 187,980 | – | 0.01% | – |
| GES | New | Guess Inc | $4,213,000 | – | 329,650 | – | 0.01% | – |
| GPI | New | Group 1 Automotive Inc | $3,785,000 | – | 59,786 | – | 0.01% | – |
| WDR | New | Waddell & Reed Financial Inc | $3,665,000 | – | 194,119 | – | 0.01% | – |
| VRTS | New | Virtus Investment Partners Inc | $3,742,000 | – | 33,724 | – | 0.01% | – |
| BKE | New | Buckle Inc/The | $3,690,000 | – | 207,302 | – | 0.01% | – |
| TBI | New | TrueBlue Inc | $3,952,000 | – | 149,113 | – | 0.01% | – |
| CPLA | New | Capella Education Co | $3,796,000 | – | 44,349 | – | 0.01% | – |
| SUP | New | Superior Industries Internatio | $3,911,000 | – | 190,343 | – | 0.01% | – |
| AIMC | New | Altra Industrial Motion Corp | $3,383,000 | – | 85,008 | – | 0.01% | – |
| TRS | New | TriMas Corp | $2,986,000 | – | 143,228 | – | 0.01% | – |
| WMK | New | Weis Markets Inc | $3,082,000 | – | 63,262 | – | 0.01% | – |
| TISI | New | Team Inc | $3,354,000 | – | 143,008 | – | 0.01% | – |
| HY | New | Hyster-Yale Materials Handling | $3,125,000 | – | 44,480 | – | 0.01% | – |
| IPHS | New | Innophos Holdings Inc | $2,360,000 | – | 53,851 | – | 0.00% | – |
| PARR | New | Par Pacific Holdings Inc | $2,854,000 | – | 158,206 | – | 0.00% | – |
| MGRC | New | McGrath RentCorp | $2,436,000 | – | 70,350 | – | 0.00% | – |
| FINL | New | Finish Line Inc/The | $2,537,000 | – | 179,077 | – | 0.00% | – |
| AMBC | New | Ambac Financial Group Inc | $2,388,000 | – | 137,626 | – | 0.00% | – |
| RPXC | New | RPX Corp | $2,352,000 | – | 168,553 | – | 0.00% | – |
| ZUMZ | New | Zumiez Inc | $2,387,000 | – | 193,331 | – | 0.00% | – |
| GCO | New | Genesco Inc | $2,470,000 | – | 72,867 | – | 0.00% | – |
| SF | New | Stifel Financial Corp | $2,634,000 | – | 57,288 | – | 0.00% | – |
| CMCO | New | Columbus McKinnon Corp/NY | $2,678,000 | – | 105,346 | – | 0.00% | – |
| VIVO | New | Meridian Bioscience Inc | $2,365,000 | – | 150,141 | – | 0.00% | – |
| PHH | New | PHH Corp | $2,439,000 | – | 177,130 | – | 0.00% | – |
| PIR | New | Pier 1 Imports Inc | $2,527,000 | – | 486,838 | – | 0.00% | – |
| OIS | New | Oil States International Inc | $2,504,000 | – | 92,238 | – | 0.00% | – |
| ESND | New | Essendant Inc | $2,903,000 | – | 195,772 | – | 0.00% | – |
| VRA | New | Vera Bradley Inc | $2,768,000 | – | 283,003 | – | 0.00% | – |
| DNRCQ | New | Denbury Resources Inc | $2,023,000 | – | 1,322,367 | – | 0.00% | – |
| HMSY | New | HMS Holdings Corp | $1,653,000 | – | 89,354 | – | 0.00% | – |
| RAVN | New | Raven Industries Inc | $2,037,000 | – | 61,183 | – | 0.00% | – |
| ANDE | New | Andersons Inc/The | $1,672,000 | – | 48,953 | – | 0.00% | – |
| D | New | Dominion Energy Inc | $1,672,000 | – | 21,824 | – | 0.00% | – |
| ASNA | New | Ascena Retail Group Inc | $1,675,000 | – | 778,662 | – | 0.00% | – |
| GLT | New | PH Glatfelter Co | $1,658,000 | – | 84,854 | – | 0.00% | – |
| GNW | New | Genworth Financial Inc | $1,936,000 | – | 513,532 | – | 0.00% | – |
| SPPI | New | Spectrum Pharmaceuticals Inc | $1,727,000 | – | 231,745 | – | 0.00% | – |
| GNRC | New | Generac Holdings Inc | $2,182,000 | – | 60,387 | – | 0.00% | – |
| ACXM | New | Acxiom Corp | $2,230,000 | – | 85,844 | – | 0.00% | – |
| CCC | New | Calgon Carbon Corp | $1,857,000 | – | 123,028 | – | 0.00% | – |
| DDD | New | 3D Systems Corp | $2,021,000 | – | 108,047 | – | 0.00% | – |
| PAG | New | Penske Automotive Group Inc | $1,963,000 | – | 44,722 | – | 0.00% | – |
| EXPR | New | Express Inc | $2,264,000 | – | 335,376 | – | 0.00% | – |
| IBOC | New | International Bancshares Corp | $1,946,000 | – | 55,525 | – | 0.00% | – |
| GTLS | New | Chart Industries Inc | $1,832,000 | – | 52,741 | – | 0.00% | – |
| APEI | New | American Public Education Inc | $1,821,000 | – | 77,018 | – | 0.00% | – |
| ED | New | Consolidated Edison Inc | $2,119,000 | – | 26,215 | – | 0.00% | – |
| XOM | New | Exxon Mobil Corp | $1,324,000 | – | 16,400 | – | 0.00% | – |
| EZPW | New | EZCORP Inc | $990,000 | – | 128,573 | – | 0.00% | – |
| CRMT | New | America's Car-Mart Inc/TX | $1,151,000 | – | 29,579 | – | 0.00% | – |
| BCC | New | Boise Cascade Co | $1,182,000 | – | 38,868 | – | 0.00% | – |
| BDC | New | Belden Inc | $1,206,000 | – | 15,983 | – | 0.00% | – |
| DXPE | New | DXP Enterprises Inc/TX | $999,000 | – | 28,945 | – | 0.00% | – |
| CATO | New | Cato Corp/The | $1,034,000 | – | 58,797 | – | 0.00% | – |
| ARCO | New | Arcos Dorados Holdings Inc | $1,117,000 | – | 149,939 | – | 0.00% | – |
| ZIXI | New | Zix Corp | $1,041,000 | – | 183,078 | – | 0.00% | – |
| CHEF | New | Chefs' Warehouse Inc/The | $1,328,000 | – | 102,151 | – | 0.00% | – |
| TECD | New | Tech Data Corp | $1,390,000 | – | 13,771 | – | 0.00% | – |
| EHTH | New | eHealth Inc | $1,181,000 | – | 62,797 | – | 0.00% | – |
| CIB | New | BANCOLOMBIA-ADR | $1,069,000 | – | 23,994 | – | 0.00% | – |
| RUSHA | New | Rush Enterprises Inc | $1,564,000 | – | 42,085 | – | 0.00% | – |
| DUK | New | Duke Energy Corp | $1,265,000 | – | 15,129 | – | 0.00% | – |
| CKH | New | SEACOR Holdings Inc | $1,472,000 | – | 42,904 | – | 0.00% | – |
| AVP | New | Avon Products Inc | $1,184,000 | – | 311,599 | – | 0.00% | – |
| TGH | New | Textainer Group Holdings Ltd | $1,275,000 | – | 87,946 | – | 0.00% | – |
| LXU | New | LSB Industries Inc | $1,303,000 | – | 126,156 | – | 0.00% | – |
| AEGN | New | Aegion Corp | $1,117,000 | – | 51,040 | – | 0.00% | – |
| CMTL | New | Comtech Telecommunications Cor | $1,009,000 | – | 53,190 | – | 0.00% | – |
| MRC | New | MRC Global Inc | $1,514,000 | – | 91,683 | – | 0.00% | – |
| RCII | New | Rent-A-Center Inc/TX | $1,010,000 | – | 86,220 | – | 0.00% | – |
| REGI | New | Renewable Energy Group Inc | $1,478,000 | – | 114,158 | – | 0.00% | – |
| ACTA | New | Actua Corp | $1,119,000 | – | 79,672 | – | 0.00% | – |
| UNTCQ | New | Unit Corp | $1,272,000 | – | 67,911 | – | 0.00% | – |
| IXYS | New | IXYS Corp | $1,120,000 | – | 68,083 | – | 0.00% | – |
| KIRK | New | Kirkland's Inc | $1,521,000 | – | 148,015 | – | 0.00% | – |
| WMAR | New | West Marine Inc | $1,491,000 | – | 115,986 | – | 0.00% | – |
| MRTN | New | Marten Transport Ltd | $1,160,000 | – | 42,343 | – | 0.00% | – |
| SHG | New | SHINHAN FINA-ADR | $890,000 | – | 20,460 | – | 0.00% | – |
| LCUT | New | Lifetime Brands Inc | $841,000 | – | 46,323 | – | 0.00% | – |
| HAYN | New | Haynes International Inc | $966,000 | – | 26,617 | – | 0.00% | – |
| FREDQ | New | Fred's Inc | $935,000 | – | 101,275 | – | 0.00% | – |
| FOSL | New | Fossil Group Inc | $943,000 | – | 91,039 | – | 0.00% | – |
| ENIA | New | Enel Americas SA | $853,000 | – | 90,475 | – | 0.00% | – |
| RT | New | Ruby Tuesday Inc | $374,000 | – | 185,895 | – | 0.00% | – |
| DGII | New | Digi International Inc | $922,000 | – | 90,804 | – | 0.00% | – |
| SCHN | New | Schnitzer Steel Industries Inc | $913,000 | – | 36,230 | – | 0.00% | – |
| TSE | New | Trinseo SA | $401,000 | – | 5,839 | – | 0.00% | – |
| SCVL | New | Shoe Carnival Inc | $939,000 | – | 44,984 | – | 0.00% | – |
| TRC | New | Tejon Ranch Co | $616,000 | – | 29,876 | – | 0.00% | – |
| SSYS | New | Stratasys Ltd | $952,000 | – | 40,857 | – | 0.00% | – |
| CRRTQ | New | CARBO Ceramics Inc | $918,000 | – | 134,064 | – | 0.00% | – |
| ANF | New | Abercrombie & Fitch Co | $885,000 | – | 71,114 | – | 0.00% | – |
| JOUT | New | Johnson Outdoors Inc | $607,000 | – | 12,593 | – | 0.00% | – |
| J | New | Jacobs Engineering Group Inc | $30,000 | – | 560 | – | 0.00% | – |
| SPG | New | Simon Property Group Inc | $21,000 | – | 127 | – | 0.00% | – |
| CCK | New | Crown Holdings Inc | $32,000 | – | 540 | – | 0.00% | – |
| DDS | New | Dillard's Inc | $17,000 | – | 301 | – | 0.00% | – |
| CROX | New | Crocs Inc | $58,000 | – | 7,482 | – | 0.00% | – |
| CREE | New | Cree Inc | $18,000 | – | 738 | – | 0.00% | – |
| RS | New | Reliance Steel & Aluminum Co | $25,000 | – | 348 | – | 0.00% | – |
| GLW | New | Corning Inc | $67,000 | – | 2,245 | – | 0.00% | – |
| RBC | New | Regal Beloit Corp | $23,000 | – | 276 | – | 0.00% | – |
| UFS | New | Domtar Corp | $22,000 | – | 563 | – | 0.00% | – |
| SPLS | New | Staples Inc | $25,000 | – | 2,498 | – | 0.00% | – |
| RL | New | Ralph Lauren Corp | $176,000 | – | 2,386 | – | 0.00% | – |
| STLD | New | Steel Dynamics Inc | $31,000 | – | 877 | – | 0.00% | – |
| SMRTQ | New | Stein Mart Inc | $28,000 | – | 16,557 | – | 0.00% | – |
| QNST | New | QuinStreet Inc | $220,000 | – | 52,733 | – | 0.00% | – |
| DGX | New | Quest Diagnostics Inc | $85,000 | – | 761 | – | 0.00% | – |
| DCI | New | Donaldson Co Inc | $29,000 | – | 629 | – | 0.00% | – |
| CLH | New | Clean Harbors Inc | $25,000 | – | 445 | – | 0.00% | – |
| RRD | New | RR Donnelley & Sons Co | $0 | – | 0 | – | 0.00% | – |
| SYF | New | Synchrony Financial | $44,000 | – | 1,475 | – | 0.00% | – |
| EV | New | Eaton Vance Corp | $26,000 | – | 541 | – | 0.00% | – |
| CBI | New | Chicago Bridge & Iron Co NV | $12,000 | – | 593 | – | 0.00% | – |
| PG | New | Procter & Gamble Co/The | $67,000 | – | 767 | – | 0.00% | – |
| PERY | New | Perry Ellis International Inc | $111,000 | – | 5,685 | – | 0.00% | – |
| JBL | New | Jabil Inc | $27,000 | – | 926 | – | 0.00% | – |
| TDS | New | Telephone & Data Systems Inc | $20,000 | – | 726 | – | 0.00% | – |
| KEX | New | Kirby Corp | $18,000 | – | 275 | – | 0.00% | – |
| PII | New | Polaris Industries Inc | $21,000 | – | 224 | – | 0.00% | – |
| TDC | New | Teradata Corp | $85,000 | – | 2,870 | – | 0.00% | – |
| TER | New | Teradyne Inc | $29,000 | – | 962 | – | 0.00% | – |
| EGN | New | Energen Corp | $6,000 | – | 131 | – | 0.00% | – |
| LUMN | New | CenturyLink Inc | $2,000 | – | 69 | – | 0.00% | – |
| PBI | New | Pitney Bowes Inc | $20,000 | – | 1,340 | – | 0.00% | – |
| EBF | New | Ennis Inc | $91,000 | – | 4,756 | – | 0.00% | – |
| FHI | New | Federated Investors Inc | $25,000 | – | 884 | – | 0.00% | – |
| TKR | New | Timken Co/The | $28,000 | – | 602 | – | 0.00% | – |
| JLL | New | Jones Lang LaSalle Inc | $272,000 | – | 2,177 | – | 0.00% | – |
| PKOH | New | Park-Ohio Holdings Corp | $76,000 | – | 1,991 | – | 0.00% | – |
| FDX | New | FedEx Corp | $29,000 | – | 132 | – | 0.00% | – |
| PVH | New | PVH Corp | $69,000 | – | 602 | – | 0.00% | – |
| TRMB | New | Trimble Inc | $21,000 | – | 601 | – | 0.00% | – |
| KBR | New | KBR Inc | $13,000 | – | 877 | – | 0.00% | – |
| PDLI | New | PDL BioPharma Inc | $63,000 | – | 25,387 | – | 0.00% | – |
| CBT | New | Cabot Corp | $22,000 | – | 421 | – | 0.00% | – |
| CA | New | CA Inc | $83,000 | – | 2,399 | – | 0.00% | – |
| CBRE | New | CBRE Group Inc | $9,000 | – | 259 | – | 0.00% | – |
| CAI | New | CAI International Inc | $238,000 | – | 10,091 | – | 0.00% | – |
| UFPT | New | UFP Technologies Inc | $88,000 | – | 3,093 | – | 0.00% | – |
| CNXN | New | PC Connection Inc | $63,000 | – | 2,339 | – | 0.00% | – |
| FLS | New | Flowserve Corp | $20,000 | – | 438 | – | 0.00% | – |
| FRAN | New | Francesca's Holdings Corp | $56,000 | – | 5,105 | – | 0.00% | – |
| BC | New | Brunswick Corp/DE | $27,000 | – | 425 | – | 0.00% | – |
| BCO | New | Brink's Co/The | $188,000 | – | 2,809 | – | 0.00% | – |
| AGCO | New | AGCO Corp | $33,000 | – | 488 | – | 0.00% | – |
| URBN | New | Urban Outfitters Inc | $15,000 | – | 832 | – | 0.00% | – |
| BXP | New | Boston Properties Inc | $26,000 | – | 214 | – | 0.00% | – |
| CPA | New | Copa Holdings SA | $26,000 | – | 225 | – | 0.00% | – |
| FTR | New | Frontier Communications Corp | $0 | – | 349 | – | 0.00% | – |
| PAY | New | VeriFone Systems Inc | $16,000 | – | 869 | – | 0.00% | – |
| GPS | New | Gap Inc/The | $49,000 | – | 2,228 | – | 0.00% | – |
| BBY | New | Best Buy Co Inc | $66,000 | – | 1,150 | – | 0.00% | – |
| ODP | New | Office Depot Inc | $10,000 | – | 1,781 | – | 0.00% | – |
| BBBY | New | Bed Bath & Beyond Inc | $10,000 | – | 318 | – | 0.00% | – |
| BGC | New | General Cable Corp | $90,000 | – | 5,530 | – | 0.00% | – |
| BBG | New | Bill Barrett Corp | $31,000 | – | 10,186 | – | 0.00% | – |
| VPG | New | Vishay Precision Group Inc | $66,000 | – | 3,793 | – | 0.00% | – |
| OASPQ | New | Oasis Petroleum Inc | $35,000 | – | 4,318 | – | 0.00% | – |
| WBC | New | WABCO Holdings Inc | $30,000 | – | 239 | – | 0.00% | – |
| NUAN | New | Nuance Communications Inc | $25,000 | – | 1,415 | – | 0.00% | – |
| NUS | New | Nu Skin Enterprises Inc | $21,000 | – | 342 | – | 0.00% | – |
| GM | New | General Motors Co | $7,000 | – | 195 | – | 0.00% | – |
| AVT | New | Avnet Inc | $31,000 | – | 789 | – | 0.00% | – |
| NEM | New | Newmont Mining Corp | $2,000 | – | 54 | – | 0.00% | – |
| GHL | New | Greenhill & Co Inc | $68,000 | – | 3,383 | – | 0.00% | – |
| ARW | New | Arrow Electronics Inc | $31,000 | – | 399 | – | 0.00% | – |
| NFG | New | National Fuel Gas Co | $28,000 | – | 499 | – | 0.00% | – |
| WCC | New | WESCO International Inc | $23,000 | – | 398 | – | 0.00% | – |
| NRG | New | NRG Energy Inc | $14,000 | – | 816 | – | 0.00% | – |
| ADM | New | Archer-Daniels-Midland Co | $54,000 | – | 1,307 | – | 0.00% | – |
| JWA | New | John Wiley & Sons Inc | $26,000 | – | 499 | – | 0.00% | – |
| INT | New | World Fuel Services Corp | $23,000 | – | 606 | – | 0.00% | – |
| NCR | New | NCR Corp | $12,000 | – | 306 | – | 0.00% | – |
| MOD | New | Modine Manufacturing Co | $114,000 | – | 6,883 | – | 0.00% | – |
| XRX | New | Xerox Corp | $77,000 | – | 2,686 | – | 0.00% | – |
| HPQ | New | HP Inc | $69,000 | – | 3,973 | – | 0.00% | – |
| HAL | New | Halliburton Co | $2,000 | – | 51 | – | 0.00% | – |
| AMGN | New | Amgen Inc | $43,000 | – | 247 | – | 0.00% | – |
| HFC | New | HollyFrontier Corp | $8,000 | – | 297 | – | 0.00% | – |
| AMP | New | Ameriprise Financial Inc | $18,000 | – | 141 | – | 0.00% | – |
| BG | New | Bunge Ltd | $96,000 | – | 1,287 | – | 0.00% | – |
| ABC | New | AmerisourceBergen Corp | $64,000 | – | 676 | – | 0.00% | – |
| 3106PS | New | Delphi Automotive PLC | $9,000 | – | 104 | – | 0.00% | – |
| MTZ | New | MasTec Inc | $286,000 | – | 6,332 | – | 0.00% | – |
| MAN | New | ManpowerGroup Inc | $110,000 | – | 988 | – | 0.00% | – |
| GSOL | New | Global Sources Ltd | $136,000 | – | 6,785 | – | 0.00% | – |
| HLF | New | Herbalife Ltd | $25,000 | – | 353 | – | 0.00% | – |
| IR | New | Ingersoll-Rand PLC | $73,000 | – | 799 | – | 0.00% | – |
| MGLN | New | Magellan Health Inc | $322,000 | – | 4,418 | – | 0.00% | – |
| HUN | New | Huntsman Corp | $10,000 | – | 400 | – | 0.00% | – |
| MRVL | New | Marvell Technology Group Ltd | $26,000 | – | 1,574 | – | 0.00% | – |
| MDRX | New | Allscripts Healthcare Solution | $24,000 | – | 1,912 | – | 0.00% | – |
| IPGP | New | IPG Photonics Corp | $32,000 | – | 220 | – | 0.00% | – |
| INFY | New | Infosys Ltd | $50,000 | – | 3,344 | – | 0.00% | – |
| INWK | New | InnerWorkings Inc | $305,000 | – | 26,290 | – | 0.00% | – |
| LVLT | New | Level 3 Communications Inc | $2,000 | – | 36 | – | 0.00% | – |
| LRCX | New | Lam Research Corp | $78,000 | – | 555 | – | 0.00% | – |
| DOFSQ | New | Diamond Offshore Drilling Inc | $3,000 | – | 259 | – | 0.00% | – |
| CY | New | Cypress Semiconductor Corp | $8,000 | – | 594 | – | 0.00% | – |
| COL | New | Rockwell Collins Inc | $7,000 | – | 70 | – | 0.00% | – |
| CMI | New | Cummins Inc | $70,000 | – | 430 | – | 0.00% | – |
| RHI | New | Robert Half International Inc | $23,000 | – | 480 | – | 0.00% | – |
| SRE | New | Sempra Energy | $59,000 | – | 525 | – | 0.00% | – |
| KOP | New | Koppers Holdings Inc | $96,000 | – | 2,649 | – | 0.00% | – |
Q4 2016
| Value | Shares | ↓ Weighting | ||||||
|---|---|---|---|---|---|---|---|---|
| QNST | Exit | QuinStreet Inc | $0 | – | -72,405 | – | 0.00% | – |
| PZN | Exit | Pzena Investment Management In | $0 | – | -35,513 | – | 0.00% | – |
| CAI | Exit | CAI International Inc | $0 | – | -19,836 | – | 0.00% | – |
| VEC | Exit | Vectrus Inc | $0 | – | -20,089 | – | 0.00% | – |
| ARCO | Exit | Arcos Dorados Holdings Inc | $0 | – | -171,950 | – | -0.00% | – |
| SHG | Exit | SHINHAN FINA-ADR | $0 | – | -20,060 | – | -0.00% | – |
| TSE | Exit | Trinseo SA | $0 | – | -6,220 | – | -0.00% | – |
| CIB | Exit | BANCOLOMBIA-ADR | $0 | – | -24,400 | – | -0.00% | – |
| JOUT | Exit | Johnson Outdoors Inc | $0 | – | -12,385 | – | -0.00% | – |
| IMAX | Exit | IMAX Corp | $0 | – | -12,342 | – | -0.00% | – |
| XOM | Exit | Exxon Mobil Corp | $0 | – | -11,000 | – | -0.00% | – |
| QSII | Exit | Quality Systems Inc | $0 | – | -71,034 | – | -0.00% | – |
| PARR | Exit | Par Pacific Holdings Inc | $0 | – | -72,135 | – | -0.00% | – |
| FDML | Exit | Federal-Mogul Holdings Corp | $0 | – | -53,083 | – | -0.00% | – |
| DXPE | Exit | DXP Enterprises Inc | $0 | – | -15,735 | – | -0.00% | – |
| WMAR | Exit | West Marine Inc | $0 | – | -80,781 | – | -0.00% | – |
| IXYS | Exit | IXYS Corp | $0 | – | -66,265 | – | -0.00% | – |
| TRC | Exit | Tejon Ranch Co | $0 | – | -29,160 | – | -0.00% | – |
| OLN | Exit | Olin Corp | $0 | – | -18,497 | – | -0.00% | – |
| CHEF | Exit | Chefs' Warehouse Inc/The | $0 | – | -77,504 | – | -0.00% | – |
| NOVT | Exit | Novanta Inc | $0 | – | -33,081 | – | -0.00% | – |
| RT | Exit | Ruby Tuesday Inc | $0 | – | -356,975 | – | -0.00% | – |
| FREDQ | Exit | Fred's Inc | $0 | – | -98,323 | – | -0.00% | – |
| LCUT | Exit | Lifetime Brands Inc | $0 | – | -45,347 | – | -0.00% | – |
| ANDE | Exit | Andersons Inc/The | $0 | – | -23,302 | – | -0.00% | – |
| LBYYQ | Exit | Libbey Inc | $0 | – | -24,242 | – | -0.00% | – |
| ENIA | Exit | Enersis Americas SA | $0 | – | -91,560 | – | -0.00% | – |
| AEGN | Exit | Aegion Corp | $0 | – | -49,724 | – | -0.00% | – |
| ATW | Exit | Atwood Oceanics Inc | $0 | – | -42,726 | – | -0.00% | – |
| SCHN | Exit | Schnitzer Steel Industries Inc | $0 | – | -34,990 | – | -0.00% | – |
| BCC | Exit | Boise Cascade Co | $0 | – | -37,545 | – | -0.00% | – |
| ZIXI | Exit | Zix Corp | $0 | – | -82,212 | – | -0.00% | – |
| FOSL | Exit | Fossil Group Inc | $0 | – | -38,600 | – | -0.00% | – |
| RAVN | Exit | Raven Industries Inc | $0 | – | -59,726 | – | -0.00% | – |
| ANF | Exit | Abercrombie & Fitch Co | $0 | – | -69,120 | – | -0.00% | – |
| CRMT | Exit | America's Car-Mart Inc/TX | $0 | – | -37,576 | – | -0.00% | – |
| PDLI | Exit | PDL BioPharma Inc | $0 | – | -299,285 | – | -0.00% | – |
| ODP | Exit | Office Depot Inc | $0 | – | -458,402 | – | -0.00% | – |
| APOL | Exit | Apollo Education Group Inc | $0 | – | -145,019 | – | -0.00% | – |
| LXU | Exit | LSB Industries Inc | $0 | – | -120,026 | – | -0.00% | – |
| RUSHA | Exit | Rush Enterprises Inc | $0 | – | -41,159 | – | -0.00% | – |
| AVP | Exit | Avon Products Inc | $0 | – | -266,743 | – | -0.00% | – |
| TMHC | Exit | Taylor Morrison Home Corp | $0 | – | -68,587 | – | -0.00% | – |
| SPPI | Exit | Spectrum Pharmaceuticals Inc | $0 | – | -238,988 | – | -0.00% | – |
| SCVL | Exit | Shoe Carnival Inc | $0 | – | -44,045 | – | -0.00% | – |
| D | Exit | Dominion Resources Inc/VA | $0 | – | -20,978 | – | -0.00% | – |
| CMTL | Exit | Comtech Telecommunications Cor | $0 | – | -112,361 | – | -0.00% | – |
| VRTS | Exit | Virtus Investment Partners Inc | $0 | – | -11,444 | – | -0.00% | – |
| SF | Exit | Stifel Financial Corp | $0 | – | -35,427 | – | -0.00% | – |
| MGRC | Exit | McGrath RentCorp | $0 | – | -34,665 | – | -0.00% | – |
| DGII | Exit | Digi International Inc | $0 | – | -112,697 | – | -0.00% | – |
| CPA | Exit | Copa Holdings SA | $0 | – | -13,401 | – | -0.00% | – |
| ICFI | Exit | ICF International Inc | $0 | – | -26,145 | – | -0.00% | – |
| DUK | Exit | Duke Energy Corp | $0 | – | -14,815 | – | -0.00% | – |
| EVTC | Exit | EVERTEC Inc | $0 | – | -66,506 | – | -0.00% | – |
| WDR | Exit | Waddell & Reed Financial Inc | $0 | – | -58,053 | – | -0.00% | – |
| BDC | Exit | Belden Inc | $0 | – | -15,619 | – | -0.00% | – |
| IBOC | Exit | International Bancshares Corp | $0 | – | -54,184 | – | -0.00% | – |
| TROX | Exit | Tronox Ltd | $0 | – | -169,907 | – | -0.00% | – |
| ED | Exit | Consolidated Edison Inc | $0 | – | -25,082 | – | -0.00% | – |
| ASNA | Exit | Ascena Retail Group Inc | $0 | – | -322,270 | – | -0.00% | – |
| PENN | Exit | Penn National Gaming Inc | $0 | – | -147,553 | – | -0.00% | – |
| CCC | Exit | Calgon Carbon Corp | $0 | – | -119,141 | – | -0.00% | – |
| PAG | Exit | Penske Automotive Group Inc | $0 | – | -43,189 | – | -0.00% | – |
| NANO | Exit | Nanometrics Inc | $0 | – | -77,029 | – | -0.00% | – |
| TRS | Exit | TriMas Corp | $0 | – | -112,329 | – | -0.00% | – |
| CMCO | Exit | Columbus McKinnon Corp/NY | $0 | – | -102,126 | – | -0.00% | – |
| XXIA | Exit | Ixia | $0 | – | -170,825 | – | -0.00% | – |
| CNO | Exit | CNO Financial Group Inc | $0 | – | -116,363 | – | -0.00% | – |
| APEI | Exit | American Public Education Inc | $0 | – | -95,392 | – | -0.00% | – |
| GCO | Exit | Genesco Inc | $0 | – | -34,337 | – | -0.00% | – |
| SMRTQ | Exit | Stein Mart Inc | $0 | – | -271,466 | – | -0.00% | – |
| IPHS | Exit | Innophos Holdings Inc | $0 | – | -52,527 | – | -0.00% | – |
| JOY | Exit | Joy Global Inc | $0 | – | -81,953 | – | -0.00% | – |
| GLT | Exit | PH Glatfelter Co | $0 | – | -82,830 | – | -0.00% | – |
| GNW | Exit | Genworth Financial Inc | $0 | – | -364,945 | – | -0.00% | – |
| KIRK | Exit | Kirkland's Inc | $0 | – | -163,369 | – | -0.00% | – |
| HY | Exit | Hyster-Yale Materials Handling | $0 | – | -43,213 | – | -0.00% | – |
| SCSS | Exit | Select Comfort Corp | $0 | – | -128,309 | – | -0.00% | – |
| OIS | Exit | Oil States International Inc | $0 | – | -85,146 | – | -0.00% | – |
| MRO | Exit | Marathon Oil Corp | $0 | – | -147,379 | – | -0.00% | – |
| LORL | Exit | Loral Space & Communications I | $0 | – | -66,577 | – | -0.00% | – |
| CLMS | Exit | Calamos Asset Management Inc | $0 | – | -341,960 | – | -0.00% | – |
| CYH | Exit | Community Health Systems Inc | $0 | – | -199,956 | – | -0.00% | – |
| VIAV | Exit | Viavi Solutions Inc | $0 | – | -329,345 | – | -0.00% | – |
| ETM | Exit | Entercom Communications Corp | $0 | – | -219,563 | – | -0.00% | – |
| KAMN | Exit | Kaman Corp | $0 | – | -63,508 | – | -0.00% | – |
| BPI | Exit | Bridgepoint Education Inc | $0 | – | -353,379 | – | -0.00% | – |
| KRO | Exit | Kronos Worldwide Inc | $0 | – | -319,800 | – | -0.00% | – |
| AIMC | Exit | Altra Industrial Motion Corp | $0 | – | -83,089 | – | -0.00% | – |
| LPSN | Exit | LivePerson Inc | $0 | – | -304,535 | – | -0.00% | – |
| NCI | Exit | Navigant Consulting Inc | $0 | – | -122,070 | – | -0.00% | – |
| TIVO | Exit | TiVo Corp | $0 | – | -167,239 | – | -0.01% | – |
| VECO | Exit | Veeco Instruments Inc | $0 | – | -176,546 | – | -0.01% | – |
| EPAY | Exit | Bottomline Technologies de Inc | $0 | – | -127,222 | – | -0.01% | – |
| INVN | Exit | InvenSense Inc | $0 | – | -408,636 | – | -0.01% | – |
| LZB | Exit | La-Z-Boy Inc | $0 | – | -140,171 | – | -0.01% | – |
| DAN | Exit | Dana Inc | $0 | – | -221,082 | – | -0.01% | – |
| JNS | Exit | Janus Capital Group Inc | $0 | – | -247,658 | – | -0.01% | – |
| WMK | Exit | Weis Markets Inc | $0 | – | -61,713 | – | -0.01% | – |
| IVC | Exit | Invacare Corp | $0 | – | -269,082 | – | -0.01% | – |
| ESE | Exit | ESCO Technologies Inc | $0 | – | -69,459 | – | -0.01% | – |
| RSTI | Exit | Rofin-Sinar Technologies Inc | $0 | – | -108,235 | – | -0.01% | – |
| ZUMZ | Exit | Zumiez Inc | $0 | – | -169,367 | – | -0.01% | – |
| DV | Exit | DeVry Education Group Inc | $0 | – | -139,895 | – | -0.01% | – |
| UIS | Exit | Unisys Corp | $0 | – | -324,090 | – | -0.01% | – |
| CRS | Exit | Carpenter Technology Corp | $0 | – | -91,586 | – | -0.01% | – |
| SAH | Exit | Sonic Automotive Inc | $0 | – | -221,035 | – | -0.01% | – |
| VRA | Exit | Vera Bradley Inc | $0 | – | -275,147 | – | -0.01% | – |
| KMT | Exit | Kennametal Inc | $0 | – | -140,670 | – | -0.01% | – |
| BID | Exit | Sotheby's | $0 | – | -107,258 | – | -0.01% | – |
| EXPR | Exit | Express Inc | $0 | – | -315,223 | – | -0.01% | – |
| ACCO | Exit | ACCO Brands Corp | $0 | – | -375,908 | – | -0.01% | – |
| SWFT | Exit | Swift Transportation Co | $0 | – | -168,340 | – | -0.01% | – |
| ESND | Exit | Essendant Inc | $0 | – | -181,231 | – | -0.01% | – |
| TNC | Exit | Tennant Co | $0 | – | -61,239 | – | -0.01% | – |
| FINL | Exit | Finish Line Inc/The | $0 | – | -173,600 | – | -0.01% | – |
| CACI | Exit | CACI International Inc | $0 | – | -38,006 | – | -0.01% | – |
| SWC | Exit | Stillwater Mining Co | $0 | – | -270,947 | – | -0.01% | – |
| SNHY | Exit | Sun Hydraulics Corp | $0 | – | -129,257 | – | -0.01% | – |
| GPI | Exit | Group 1 Automotive Inc | $0 | – | -58,108 | – | -0.01% | – |
| EPAC | Exit | Actuant Corp | $0 | – | -185,019 | – | -0.01% | – |
| MSA | Exit | MSA Safety Inc | $0 | – | -78,549 | – | -0.01% | – |
| MTRN | Exit | Materion Corp | $0 | – | -141,221 | – | -0.01% | – |
| DAR | Exit | Darling Ingredients Inc | $0 | – | -336,769 | – | -0.01% | – |
| GES | Exit | Guess? Inc | $0 | – | -320,311 | – | -0.01% | – |
| TISI | Exit | Team Inc | $0 | – | -138,517 | – | -0.01% | – |
| HUBG | Exit | Hub Group Inc | $0 | – | -113,630 | – | -0.01% | – |
| SCL | Exit | Stepan Co | $0 | – | -66,473 | – | -0.01% | – |
| ETH | Exit | Ethan Allen Interiors Inc | $0 | – | -147,508 | – | -0.01% | – |
| AMKR | Exit | Amkor Technology Inc | $0 | – | -442,319 | – | -0.01% | – |
| BKE | Exit | Buckle Inc/The | $0 | – | -199,595 | – | -0.01% | – |
| WERN | Exit | Werner Enterprises Inc | $0 | – | -188,183 | – | -0.01% | – |
| IRBT | Exit | iRobot Corp | $0 | – | -111,230 | – | -0.01% | – |
| FUL | Exit | HB Fuller Co | $0 | – | -114,588 | – | -0.01% | – |
| RGP | Exit | Resources Connection Inc | $0 | – | -340,049 | – | -0.01% | – |
| AIT | Exit | Applied Industrial Technologie | $0 | – | -115,752 | – | -0.01% | – |
| ADTN | Exit | ADTRAN Inc | $0 | – | -262,337 | – | -0.01% | – |
| OMI | Exit | Owens & Minor Inc | $0 | – | -155,409 | – | -0.01% | – |
| SUP | Exit | Superior Industries Internatio | $0 | – | -185,374 | – | -0.01% | – |
| MLHR | Exit | Herman Miller Inc | $0 | – | -190,840 | – | -0.01% | – |
| CHS | Exit | Chico's FAS Inc | $0 | – | -451,599 | – | -0.01% | – |
| GEF | Exit | Greif Inc | $0 | – | -104,678 | – | -0.01% | – |
| DLX | Exit | Deluxe Corp | $0 | – | -76,879 | – | -0.01% | – |
| SCSC | Exit | ScanSource Inc | $0 | – | -136,754 | – | -0.01% | – |
| THFF | Exit | First Financial Corp/IN | $0 | – | -122,857 | – | -0.01% | – |
| ENS | Exit | EnerSys | $0 | – | -71,704 | – | -0.01% | – |
| TRMK | Exit | Trustmark Corp | $0 | – | -220,011 | – | -0.01% | – |
| TEN | Exit | Tenneco Inc | $0 | – | -107,045 | – | -0.01% | – |
| KELYA | Exit | Kelly Services Inc | $0 | – | -313,189 | – | -0.01% | – |
| AXE | Exit | Anixter International Inc | $0 | – | -93,027 | – | -0.01% | – |
| AIR | Exit | AAR Corp | $0 | – | -186,547 | – | -0.01% | – |
| KNL | Exit | Knoll Inc | $0 | – | -256,110 | – | -0.01% | – |
| DECK | Exit | Deckers Outdoor Corp | $0 | – | -97,612 | – | -0.01% | – |
| STRA | Exit | Strayer Education Inc | $0 | – | -121,330 | – | -0.01% | – |
| ESL | Exit | Esterline Technologies Corp | $0 | – | -87,402 | – | -0.01% | – |
| CUB | Exit | Cubic Corp | $0 | – | -145,151 | – | -0.01% | – |
| FNSR | Exit | Finisar Corp | $0 | – | -226,763 | – | -0.01% | – |
| IVR | Exit | Invesco Mortgage Capital Inc | $0 | – | -432,036 | – | -0.01% | – |
| MOGA | Exit | Moog Inc | $0 | – | -115,199 | – | -0.01% | – |
| HIBB | Exit | Hibbett Sports Inc | $0 | – | -157,804 | – | -0.01% | – |
| VRNT | Exit | Verint Systems Inc | $0 | – | -169,938 | – | -0.01% | – |
| CPLA | Exit | Capella Education Co | $0 | – | -112,386 | – | -0.01% | – |
| MANT | Exit | ManTech International Corp/VA | $0 | – | -179,225 | – | -0.01% | – |
| POLY | Exit | Plantronics Inc | $0 | – | -144,831 | – | -0.01% | – |
| ININ | Exit | Interactive Intelligence Group | $0 | – | -119,799 | – | -0.01% | – |
| ENTG | Exit | Entegris Inc | $0 | – | -426,894 | – | -0.01% | – |
| NTGR | Exit | NETGEAR Inc | $0 | – | -129,576 | – | -0.01% | – |
| NSIT | Exit | Insight Enterprises Inc | $0 | – | -237,748 | – | -0.01% | – |
| GSK | Exit | GLAXOSMITHKL-ADR | $0 | – | -235,200 | – | -0.02% | – |
| GTE | Exit | Gran Tierra Energy Inc | $0 | – | -3,803,104 | – | -0.02% | – |
| TLRDQ | Exit | Tailored Brands Inc | $0 | – | -884,770 | – | -0.02% | – |
| PKE | Exit | Park Electrochemical Corp | $0 | – | -884,859 | – | -0.02% | – |
| XCRA | Exit | Xcerra Corp | $0 | – | -3,933,235 | – | -0.04% | – |
| CSCO | Exit | Cisco Systems Inc | $0 | – | -794,185 | – | -0.04% | – |
| EC | Exit | Ecopetrol SA | $0 | – | -2,870,543 | – | -0.04% | – |
| ATI | Exit | Allegheny Technologies Inc | $0 | – | -1,531,778 | – | -0.04% | – |
| OII | Exit | Oceaneering International Inc | $0 | – | -1,140,662 | – | -0.05% | – |
| EMR | Exit | Emerson Electric Co | $0 | – | -578,090 | – | -0.05% | – |
| FMSA | Exit | Fairmount Santrol Holdings Inc | $0 | – | -3,890,066 | – | -0.05% | – |
| TPC | Exit | Tutor Perini Corp | $0 | – | -1,535,276 | – | -0.05% | – |
| FTK | Exit | Flotek Industries Inc | $0 | – | -2,477,433 | – | -0.06% | – |
| NVR | Exit | NVR Inc | $0 | – | -24,036 | – | -0.06% | – |
| WIRE | Exit | Encore Wire Corp | $0 | – | -1,259,801 | – | -0.07% | – |
| RIO | Exit | RIO TINTO-ADR | $0 | – | -1,405,001 | – | -0.07% | – |
| TRV | Exit | Travelers Cos Inc/The | $0 | – | -426,270 | – | -0.07% | – |
| ETFC | Exit | E*TRADE Financial Corp | $0 | – | -1,659,999 | – | -0.07% | – |
| VSI | Exit | Vitamin Shoppe Inc | $0 | – | -1,838,136 | – | -0.08% | – |
| 3106PS | Exit | Delphi Automotive PLC | $0 | – | -696,914 | – | -0.08% | – |
| MENT | Exit | Mentor Graphics Corp | $0 | – | -2,050,702 | – | -0.08% | – |
| ABB | Exit | ABB LTD-ADR | $0 | – | -2,444,179 | – | -0.08% | – |
| FARO | Exit | FARO Technologies Inc | $0 | – | -1,546,256 | – | -0.08% | – |
| NLSN | Exit | Nielsen Holdings PLC | $0 | – | -1,046,669 | – | -0.08% | – |
| BRKB | Exit | Berkshire Hathaway Inc | $0 | – | -386,033 | – | -0.08% | – |
| MINI | Exit | Mobile Mini Inc | $0 | – | -1,869,251 | – | -0.09% | – |
| MRCY | Exit | Mercury Systems Inc | $0 | – | -2,328,506 | – | -0.09% | – |
| IP | Exit | International Paper Co | $0 | – | -1,187,032 | – | -0.09% | – |
| PLAB | Exit | Photronics Inc | $0 | – | -5,652,267 | – | -0.09% | – |
| MTSC | Exit | MTS Systems Corp | $0 | – | -1,310,453 | – | -0.09% | – |
| RH | Exit | Restoration Hardware Holdings | $0 | – | -1,850,931 | – | -0.10% | – |
| GSM | Exit | Ferroglobe PLC | $0 | – | -7,072,441 | – | -0.10% | – |
| PRIM | Exit | Primoris Services Corp | $0 | – | -3,162,046 | – | -0.10% | – |
| CMA | Exit | Comerica Inc | $0 | – | -1,391,242 | – | -0.10% | – |
| FIX | Exit | Comfort Systems USA Inc | $0 | – | -2,257,054 | – | -0.10% | – |
| RRC | Exit | Range Resources Corp | $0 | – | -1,725,366 | – | -0.10% | – |
| ROCK | Exit | Gibraltar Industries Inc | $0 | – | -1,809,471 | – | -0.10% | – |
| SMG | Exit | Scotts Miracle-Gro Co/The | $0 | – | -809,401 | – | -0.10% | – |
| HLS | Exit | HealthSouth Corp | $0 | – | -1,693,950 | – | -0.10% | – |
| VLY | Exit | Valley National Bancorp | $0 | – | -7,240,354 | – | -0.11% | – |
| DIOD | Exit | Diodes Inc | $0 | – | -3,331,146 | – | -0.11% | – |
| OFC | Exit | Corporate Office Properties Tr | $0 | – | -2,520,625 | – | -0.11% | – |
| OSK | Exit | Oshkosh Corp | $0 | – | -1,325,520 | – | -0.11% | – |
| PB | Exit | Prosperity Bancshares Inc | $0 | – | -1,372,271 | – | -0.12% | – |
| GPS | Exit | Gap Inc/The | $0 | – | -3,419,194 | – | -0.12% | – |
| UMBF | Exit | UMB Financial Corp | $0 | – | -1,294,694 | – | -0.12% | – |
| LEN | Exit | Lennar Corp | $0 | – | -1,807,663 | – | -0.12% | – |
| AXL | Exit | American Axle & Manufacturing | $0 | – | -4,488,651 | – | -0.12% | – |
| BRKS | Exit | Brooks Automation Inc | $0 | – | -5,702,632 | – | -0.12% | – |
| AAPL | Exit | Apple Inc | $0 | – | -690,344 | – | -0.12% | – |
| POL | Exit | PolyOne Corp | $0 | – | -2,377,261 | – | -0.12% | – |
| XYL | Exit | Xylem Inc/NY | $0 | – | -1,537,468 | – | -0.12% | – |
| TEX | Exit | Terex Corp | $0 | – | -3,189,793 | – | -0.12% | – |
| PLXS | Exit | Plexus Corp | $0 | – | -1,861,429 | – | -0.13% | – |
| TREX | Exit | Trex Co Inc | $0 | – | -1,500,451 | – | -0.13% | – |
| B | Exit | Barnes Group Inc | $0 | – | -2,184,984 | – | -0.14% | – |
| R | Exit | Ryder System Inc | $0 | – | -1,359,490 | – | -0.14% | – |
| TCBI | Exit | Texas Capital Bancshares Inc | $0 | – | -1,629,891 | – | -0.14% | – |
| LYB | Exit | LyondellBasell Industries NV | $0 | – | -1,134,497 | – | -0.14% | – |
| SSD | Exit | Simpson Manufacturing Co Inc | $0 | – | -2,149,923 | – | -0.14% | – |
| IIVI | Exit | II-VI Inc | $0 | – | -3,963,555 | – | -0.15% | – |
| ERJ | Exit | EMBRAER SA-ADR | $0 | – | -5,717,407 | – | -0.15% | – |
| VSH | Exit | Vishay Intertechnology Inc | $0 | – | -7,257,755 | – | -0.16% | – |
| SEAS | Exit | SeaWorld Entertainment Inc | $0 | – | -7,672,757 | – | -0.16% | – |
| KBR | Exit | KBR Inc | $0 | – | -6,885,683 | – | -0.16% | – |
| CNHI | Exit | CNH Industrial NV | $0 | – | -14,564,625 | – | -0.16% | – |
| MDP | Exit | Meredith Corp | $0 | – | -2,036,268 | – | -0.16% | – |
| TSS | Exit | Total System Services Inc | $0 | – | -2,277,668 | – | -0.16% | – |
| AXTA | Exit | Axalta Coating Systems Ltd | $0 | – | -3,848,380 | – | -0.17% | – |
| OA | Exit | Orbital ATK Inc | $0 | – | -1,511,230 | – | -0.18% | – |
| GLNG | Exit | Golar LNG Ltd | $0 | – | -5,486,402 | – | -0.18% | – |
| RL | Exit | Ralph Lauren Corp | $0 | – | -1,174,290 | – | -0.18% | – |
| HST | Exit | Host Hotels & Resorts Inc | $0 | – | -7,774,299 | – | -0.18% | – |
| INTC | Exit | Intel Corp | $0 | – | -3,208,578 | – | -0.18% | – |
| LUV | Exit | Southwest Airlines Co | $0 | – | -3,363,345 | – | -0.20% | – |
| VET | Exit | Vermilion Energy Inc | $0 | – | -3,408,790 | – | -0.20% | – |
| L | Exit | Loews Corp | $0 | – | -3,245,396 | – | -0.20% | – |
| XL | Exit | XL Group Ltd | $0 | – | -4,108,624 | – | -0.21% | – |
| HES | Exit | Hess Corp | $0 | – | -2,659,430 | – | -0.22% | – |
| IBM | Exit | International Business Machine | $0 | – | -905,926 | – | -0.22% | – |
| PBF | Exit | PBF Energy Inc | $0 | – | -6,899,448 | – | -0.24% | – |
| LB | Exit | L Brands Inc | $0 | – | -2,248,981 | – | -0.24% | – |
| XEL | Exit | Xcel Energy Inc | $0 | – | -3,924,581 | – | -0.25% | – |
| GEO | Exit | GEO Group Inc/The | $0 | – | -6,944,690 | – | -0.25% | – |
| PNW | Exit | Pinnacle West Capital Corp | $0 | – | -2,561,390 | – | -0.30% | – |
| DVN | Exit | Devon Energy Corp | $0 | – | -4,515,970 | – | -0.30% | – |
| KEY | Exit | KeyCorp | $0 | – | -16,730,362 | – | -0.31% | – |
| FNF | Exit | FNF Group | $0 | – | -5,625,191 | – | -0.32% | – |
| ETN | Exit | Eaton Corp PLC | $0 | – | -3,327,465 | – | -0.33% | – |
| CCEP | Exit | Coca-Cola European Partners PL | $0 | – | -5,532,068 | – | -0.34% | – |
| WLTW | Exit | Willis Towers Watson PLC | $0 | – | -1,700,170 | – | -0.34% | – |
| FITB | Exit | Fifth Third Bancorp | $0 | – | -11,522,889 | – | -0.36% | – |
| NSC | Exit | Norfolk Southern Corp | $0 | – | -2,446,160 | – | -0.36% | – |
| RAI | Exit | Reynolds American Inc | $0 | – | -5,095,964 | – | -0.37% | – |
| DE | Exit | Deere & Co | $0 | – | -2,912,866 | – | -0.38% | – |
| MCHP | Exit | Microchip Technology Inc | $0 | – | -4,006,234 | – | -0.38% | – |
| SLM | Exit | SLM Corp | $0 | – | -33,625,269 | – | -0.38% | – |
| NYCB | Exit | New York Community Bancorp Inc | $0 | – | -18,201,510 | – | -0.39% | – |
| DFS | Exit | Discover Financial Services | $0 | – | -4,652,543 | – | -0.40% | – |
| CI | Exit | Cigna Corp | $0 | – | -2,057,208 | – | -0.41% | – |
| HBI | Exit | Hanesbrands Inc | $0 | – | -10,790,347 | – | -0.42% | – |
| NCLH | Exit | Norwegian Cruise Line Holdings | $0 | – | -7,316,596 | – | -0.42% | – |
| RCL | Exit | Royal Caribbean Cruises Ltd | $0 | – | -3,930,444 | – | -0.45% | – |
| SPR | Exit | Spirit AeroSystems Holdings In | $0 | – | -6,792,522 | – | -0.46% | – |
| AMP | Exit | Ameriprise Financial Inc | $0 | – | -3,043,377 | – | -0.46% | – |
| ETR | Exit | Entergy Corp | $0 | – | -3,973,741 | – | -0.46% | – |
| WMT | Exit | Wal-Mart Stores Inc | $0 | – | -4,392,193 | – | -0.48% | – |
| UNH | Exit | UnitedHealth Group Inc | $0 | – | -2,265,337 | – | -0.48% | – |
| FMC | Exit | FMC Corp | $0 | – | -6,953,963 | – | -0.51% | – |
| WHR | Exit | Whirlpool Corp | $0 | – | -2,084,778 | – | -0.52% | – |
| OC | Exit | Owens Corning | $0 | – | -7,246,089 | – | -0.59% | – |
| RTN | Exit | Raytheon Co | $0 | – | -2,865,407 | – | -0.59% | – |
| TXN | Exit | Texas Instruments Inc | $0 | – | -5,574,295 | – | -0.60% | – |
| CNP | Exit | CenterPoint Energy Inc | $0 | – | -17,087,451 | – | -0.60% | – |
| AIG | Exit | American International Group I | $0 | – | -7,598,096 | – | -0.69% | – |
| NAVI | Exit | Navient Corp | $0 | – | -33,117,688 | – | -0.73% | – |
| SWK | Exit | Stanley Black & Decker Inc | $0 | – | -4,020,866 | – | -0.75% | – |
| F | Exit | Ford Motor Co | $0 | – | -46,368,068 | – | -0.85% | – |
| CVX | Exit | Chevron Corp | $0 | – | -5,874,994 | – | -0.92% | – |
| CRH | Exit | CRH PLC-ADR | $0 | – | -19,168,679 | – | -0.97% | – |
| TGT | Exit | Target Corp | $0 | – | -9,339,402 | – | -0.98% | – |
| MPC | Exit | Marathon Petroleum Corp | $0 | – | -18,792,977 | – | -1.16% | – |
| T | Exit | AT&T Inc | $0 | – | -19,396,838 | – | -1.20% | – |
| CVS | Exit | CVS Health Corp | $0 | – | -9,100,036 | – | -1.23% | – |
| CCL | Exit | Carnival Corp | $0 | – | -17,025,950 | – | -1.26% | – |
| C | Exit | Citigroup Inc | $0 | – | -20,492,378 | – | -1.47% | – |
| HON | Exit | Honeywell International Inc | $0 | – | -8,447,024 | – | -1.50% | – |
| GD | Exit | General Dynamics Corp | $0 | – | -6,557,493 | – | -1.55% | – |
| STT | Exit | State Street Corp | $0 | – | -14,907,763 | – | -1.58% | – |
| ANTM | Exit | Anthem Inc | $0 | – | -8,414,907 | – | -1.60% | – |
| AXP | Exit | American Express Co | $0 | – | -17,631,574 | – | -1.72% | – |
| PSX | Exit | Phillips 66 | $0 | – | -14,309,762 | – | -1.76% | – |
| MRK | Exit | Merck & Co Inc | $0 | – | -18,581,032 | – | -1.76% | – |
| SNY | Exit | SANOFI-ADR | $0 | – | -31,320,327 | – | -1.82% | – |
| MO | Exit | Altria Group Inc | $0 | – | -19,238,669 | – | -1.85% | – |
| TEVA | Exit | TEVA PHARM-ADR | $0 | – | -26,570,988 | – | -1.86% | – |
| ESRX | Exit | Express Scripts Holding Co | $0 | – | -17,407,316 | – | -1.87% | – |
| BAC | Exit | Bank of America Corp | $0 | – | -79,609,333 | – | -1.90% | – |
| CAH | Exit | Cardinal Health Inc | $0 | – | -16,250,027 | – | -1.92% | – |
| MSFT | Exit | Microsoft Corp | $0 | – | -23,181,015 | – | -2.03% | – |
| COF | Exit | Capital One Financial Corp | $0 | – | -19,345,724 | – | -2.12% | – |
| BP | Exit | BP PLC-ADR | $0 | – | -39,547,836 | – | -2.12% | – |
| COP | Exit | ConocoPhillips | $0 | – | -32,019,446 | – | -2.12% | – |
| OXY | Exit | Occidental Petroleum Corp | $0 | – | -19,143,706 | – | -2.12% | – |
| ORCL | Exit | Oracle Corp | $0 | – | -35,533,375 | – | -2.12% | – |
| APD | Exit | Air Products & Chemicals Inc | $0 | – | -9,392,443 | – | -2.15% | – |
| QCOM | Exit | QUALCOMM Inc | $0 | – | -21,024,535 | – | -2.19% | – |
| JNJ | Exit | Johnson & Johnson | $0 | – | -12,334,416 | – | -2.22% | – |
| UTX | Exit | United Technologies Corp | $0 | – | -14,676,652 | – | -2.27% | – |
| PNC | Exit | PNC Financial Services Group I | $0 | – | -17,222,414 | – | -2.36% | – |
| VZ | Exit | Verizon Communications Inc | $0 | – | -30,689,076 | – | -2.43% | – |
| PFE | Exit | Pfizer Inc | $0 | – | -47,267,043 | – | -2.44% | – |
| WFC | Exit | Wells Fargo & Co | $0 | – | -37,011,768 | – | -2.50% | – |
| MDT | Exit | Medtronic PLC | $0 | – | -19,033,448 | – | -2.50% | – |
| JPM | Exit | JPMorgan Chase & Co | $0 | – | -25,624,180 | – | -2.60% | – |
| JCI | Exit | Johnson Controls International | $0 | – | -37,517,268 | – | -2.66% | – |
| PM | Exit | Philip Morris International In | $0 | – | -18,830,903 | – | -2.79% | – |
Q3 2016
| Value | Shares | ↓ Weighting | ||||||
|---|---|---|---|---|---|---|---|---|
| PM | Sell | Philip Morris International In | $1,830,741,000 | -7.6% | 18,830,903 | -3.3% | 2.79% | -7.6% |
| JCI | New | Johnson Controls International | $1,745,678,000 | – | 37,517,268 | – | 2.66% | – |
| JPM | Sell | JPMorgan Chase & Co | $1,706,314,000 | -8.9% | 25,624,180 | -15.0% | 2.60% | -8.9% |
| MDT | Sell | Medtronic PLC | $1,644,490,000 | -10.1% | 19,033,448 | -9.8% | 2.50% | -10.2% |
| WFC | Sell | Wells Fargo & Co | $1,638,881,000 | -8.5% | 37,011,768 | -2.2% | 2.50% | -8.5% |
| PFE | Sell | Pfizer Inc | $1,600,934,000 | -7.2% | 47,267,043 | -3.5% | 2.44% | -7.2% |
| VZ | Sell | Verizon Communications Inc | $1,595,218,000 | -11.2% | 30,689,076 | -4.6% | 2.43% | -11.2% |
| PNC | Sell | PNC Financial Services Group I | $1,551,567,000 | +2.8% | 17,222,414 | -7.1% | 2.36% | +2.8% |
| UTX | Sell | United Technologies Corp | $1,491,148,000 | -4.2% | 14,676,652 | -3.3% | 2.27% | -4.2% |
| JNJ | Sell | Johnson & Johnson | $1,457,065,000 | -9.1% | 12,334,416 | -6.6% | 2.22% | -9.1% |
| QCOM | Sell | QUALCOMM Inc | $1,440,180,000 | +24.5% | 21,024,535 | -2.7% | 2.19% | +24.4% |
| APD | Sell | Air Products & Chemicals Inc | $1,412,059,000 | -3.9% | 9,392,443 | -9.2% | 2.15% | -3.9% |
| ORCL | Sell | Oracle Corp | $1,395,750,000 | -5.9% | 35,533,375 | -1.9% | 2.12% | -5.9% |
| OXY | Buy | Occidental Petroleum Corp | $1,395,959,000 | -3.0% | 19,143,706 | +0.5% | 2.12% | -3.0% |
| COP | Buy | ConocoPhillips | $1,391,886,000 | +11.9% | 32,019,446 | +12.2% | 2.12% | +11.8% |
| BP | Sell | BP PLC-ADR | $1,390,501,000 | -1.9% | 39,547,836 | -1.0% | 2.12% | -2.0% |
| COF | Sell | Capital One Financial Corp | $1,389,603,000 | +10.4% | 19,345,724 | -2.4% | 2.12% | +10.4% |
| MSFT | Sell | Microsoft Corp | $1,335,227,000 | +4.0% | 23,181,015 | -7.6% | 2.03% | +4.0% |
| CAH | Buy | Cardinal Health Inc | $1,262,628,000 | +29.3% | 16,250,027 | +29.8% | 1.92% | +29.3% |
| BAC | Sell | Bank of America Corp | $1,245,887,000 | +11.7% | 79,609,333 | -5.3% | 1.90% | +11.7% |
| ESRX | Buy | Express Scripts Holding Co | $1,227,738,000 | +10.6% | 17,407,316 | +18.9% | 1.87% | +10.5% |
| TEVA | Buy | TEVA PHARM-ADR | $1,222,531,000 | +7.2% | 26,570,988 | +17.0% | 1.86% | +7.2% |
| MO | Sell | Altria Group Inc | $1,216,461,000 | -10.5% | 19,238,669 | -2.4% | 1.85% | -10.5% |
| SNY | Buy | SANOFI-ADR | $1,196,123,000 | +1.6% | 31,320,327 | +11.4% | 1.82% | +1.6% |
| MRK | Sell | Merck & Co Inc | $1,159,643,000 | -24.1% | 18,581,032 | -29.9% | 1.76% | -24.1% |
| PSX | Sell | Phillips 66 | $1,152,651,000 | -0.2% | 14,309,762 | -1.7% | 1.76% | -0.2% |
| AXP | Sell | American Express Co | $1,129,125,000 | -7.0% | 17,631,574 | -11.8% | 1.72% | -7.0% |
| ANTM | Sell | Anthem Inc | $1,054,473,000 | -6.4% | 8,414,907 | -1.9% | 1.60% | -6.4% |
| STT | Sell | State Street Corp | $1,038,027,000 | +8.8% | 14,907,763 | -15.7% | 1.58% | +8.7% |
| GD | Sell | General Dynamics Corp | $1,017,460,000 | +4.6% | 6,557,493 | -6.1% | 1.55% | +4.6% |
| HON | Sell | Honeywell International Inc | $984,839,000 | -14.4% | 8,447,024 | -14.6% | 1.50% | -14.4% |
| C | Sell | Citigroup Inc | $967,856,000 | +9.4% | 20,492,378 | -1.8% | 1.47% | +9.4% |
| CCL | Buy | Carnival Corp | $831,207,000 | +175.2% | 17,025,950 | +149.1% | 1.26% | +175.0% |
| CVS | New | CVS Health Corp | $809,812,000 | – | 9,100,036 | – | 1.23% | – |
| T | Sell | AT&T Inc | $787,706,000 | -10.6% | 19,396,838 | -4.9% | 1.20% | -10.7% |
| MPC | Sell | Marathon Petroleum Corp | $762,808,000 | -18.0% | 18,792,977 | -23.3% | 1.16% | -18.1% |
| TGT | Buy | Target Corp | $641,431,000 | +102.9% | 9,339,402 | +106.3% | 0.98% | +102.9% |
| CRH | Sell | CRH PLC-ADR | $637,741,000 | -21.9% | 19,168,679 | -30.5% | 0.97% | -21.9% |
| CVX | Sell | Chevron Corp | $604,654,000 | -6.2% | 5,874,994 | -4.4% | 0.92% | -6.2% |
| F | Sell | Ford Motor Co | $559,662,000 | -14.3% | 46,368,068 | -10.7% | 0.85% | -14.3% |
| SWK | Sell | Stanley Black & Decker Inc | $494,486,000 | -1.4% | 4,020,866 | -10.8% | 0.75% | -1.4% |
| NAVI | Sell | Navient Corp | $479,213,000 | +19.9% | 33,117,688 | -1.0% | 0.73% | +19.7% |
| AIG | Buy | American International Group I | $450,871,000 | +49.7% | 7,598,096 | +33.4% | 0.69% | +49.5% |
| CNP | Sell | CenterPoint Energy Inc | $396,942,000 | -27.0% | 17,087,451 | -24.6% | 0.60% | -27.1% |
| TXN | Sell | Texas Instruments Inc | $391,204,000 | +6.1% | 5,574,295 | -5.3% | 0.60% | +6.2% |
| RTN | Sell | Raytheon Co | $390,068,000 | -41.5% | 2,865,407 | -41.6% | 0.59% | -41.5% |
| OC | Sell | Owens Corning | $386,869,000 | -14.9% | 7,246,089 | -17.9% | 0.59% | -14.9% |
| WHR | Sell | Whirlpool Corp | $338,068,000 | -4.5% | 2,084,778 | -1.8% | 0.52% | -4.5% |
| FMC | Buy | FMC Corp | $336,154,000 | +4.7% | 6,953,963 | +0.3% | 0.51% | +4.7% |
| UNH | Sell | UnitedHealth Group Inc | $317,148,000 | -12.5% | 2,265,337 | -11.8% | 0.48% | -12.5% |
| WMT | Sell | Wal-Mart Stores Inc | $316,765,000 | -6.7% | 4,392,193 | -5.5% | 0.48% | -6.8% |
| ETR | Sell | Entergy Corp | $304,906,000 | -19.5% | 3,973,741 | -14.6% | 0.46% | -19.4% |
| AMP | Buy | Ameriprise Financial Inc | $303,637,000 | +24.2% | 3,043,377 | +11.9% | 0.46% | +24.2% |
| SPR | Buy | Spirit AeroSystems Holdings In | $302,539,000 | +5.0% | 6,792,522 | +1.4% | 0.46% | +5.0% |
| RCL | Sell | Royal Caribbean Cruises Ltd | $294,587,000 | +10.8% | 3,930,444 | -0.7% | 0.45% | +10.6% |
| NCLH | Buy | Norwegian Cruise Line Holdings | $275,836,000 | +15.3% | 7,316,596 | +21.9% | 0.42% | +15.4% |
| HBI | Sell | Hanesbrands Inc | $272,456,000 | -0.5% | 10,790,347 | -1.0% | 0.42% | -0.5% |
| CI | Sell | Cigna Corp | $268,095,000 | -11.8% | 2,057,208 | -13.4% | 0.41% | -11.9% |
| DFS | Sell | Discover Financial Services | $263,101,000 | +4.4% | 4,652,543 | -1.0% | 0.40% | +4.4% |
| NYCB | Sell | New York Community Bancorp Inc | $259,008,000 | -6.0% | 18,201,510 | -1.0% | 0.39% | -6.2% |
| SLM | Sell | SLM Corp | $251,181,000 | +17.4% | 33,625,269 | -2.9% | 0.38% | +17.2% |
| MCHP | Sell | Microchip Technology Inc | $248,947,000 | +21.0% | 4,006,234 | -1.1% | 0.38% | +21.1% |
| DE | Buy | Deere & Co | $248,613,000 | +10.2% | 2,912,866 | +4.7% | 0.38% | +10.2% |
| RAI | Sell | Reynolds American Inc | $240,275,000 | -27.9% | 5,095,964 | -17.6% | 0.37% | -28.0% |
| NSC | Sell | Norfolk Southern Corp | $237,424,000 | +4.5% | 2,446,160 | -8.4% | 0.36% | +4.3% |
| FITB | Sell | Fifth Third Bancorp | $235,758,000 | -1.8% | 11,522,889 | -15.6% | 0.36% | -1.9% |
| WLTW | Sell | Willis Towers Watson PLC | $225,732,000 | +5.2% | 1,700,170 | -1.5% | 0.34% | +5.2% |
| CCEP | New | Coca-Cola European Partners PL | $220,730,000 | – | 5,532,068 | – | 0.34% | – |
| ETN | Sell | Eaton Corp PLC | $218,648,000 | +8.5% | 3,327,465 | -1.4% | 0.33% | +8.5% |
| FNF | Buy | FNF Group | $207,627,000 | +3.7% | 5,625,191 | +5.4% | 0.32% | +3.6% |
| KEY | Buy | KeyCorp | $203,609,000 | +77.6% | 16,730,362 | +61.3% | 0.31% | +77.1% |
| DVN | Buy | Devon Energy Corp | $199,199,000 | +36.0% | 4,515,970 | +11.8% | 0.30% | +35.9% |
| PNW | Sell | Pinnacle West Capital Corp | $194,640,000 | -7.1% | 2,561,390 | -0.9% | 0.30% | -7.2% |
| GEO | New | GEO Group Inc/The | $165,145,000 | – | 6,944,690 | – | 0.25% | – |
| XEL | Sell | Xcel Energy Inc | $161,458,000 | -8.9% | 3,924,581 | -0.8% | 0.25% | -8.9% |
| LB | Sell | L Brands Inc | $159,161,000 | +4.5% | 2,248,981 | -0.8% | 0.24% | +4.3% |
| PBF | Buy | PBF Energy Inc | $156,204,000 | -4.6% | 6,899,448 | +0.2% | 0.24% | -4.4% |
| IBM | Sell | International Business Machine | $143,906,000 | +1.4% | 905,926 | -3.1% | 0.22% | +1.4% |
| HES | New | Hess Corp | $142,598,000 | – | 2,659,430 | – | 0.22% | – |
| XL | New | XL Group Ltd | $138,173,000 | – | 4,108,624 | – | 0.21% | – |
| L | Sell | Loews Corp | $133,548,000 | -3.1% | 3,245,396 | -3.2% | 0.20% | -3.3% |
| VET | Buy | Vermilion Energy Inc | $132,056,000 | +30.8% | 3,408,790 | +7.4% | 0.20% | +30.5% |
| LUV | Sell | Southwest Airlines Co | $130,800,000 | -7.4% | 3,363,345 | -6.7% | 0.20% | -7.4% |
| HST | Sell | Host Hotels & Resorts Inc | $121,046,000 | -39.4% | 7,774,299 | -36.9% | 0.18% | -39.5% |
| INTC | Sell | Intel Corp | $121,124,000 | -79.8% | 3,208,578 | -82.5% | 0.18% | -79.9% |
| RL | Sell | Ralph Lauren Corp | $118,768,000 | +11.7% | 1,174,290 | -1.0% | 0.18% | +11.7% |
| GLNG | Buy | Golar LNG Ltd | $116,311,000 | +37.0% | 5,486,402 | +0.1% | 0.18% | +37.2% |
| OA | New | Orbital ATK Inc | $115,201,000 | – | 1,511,230 | – | 0.18% | – |
| AXTA | Buy | Axalta Coating Systems Ltd | $108,794,000 | +57.5% | 3,848,380 | +47.8% | 0.17% | +58.1% |
| TSS | Buy | Total System Services Inc | $107,393,000 | +3.7% | 2,277,668 | +16.8% | 0.16% | +3.2% |
| MDP | Sell | Meredith Corp | $105,865,000 | -5.5% | 2,036,268 | -5.6% | 0.16% | -5.8% |
| CNHI | Sell | CNH Industrial NV | $105,156,000 | -39.3% | 14,564,625 | -39.9% | 0.16% | -39.4% |
| KBR | Sell | KBR Inc | $104,181,000 | +13.0% | 6,885,683 | -1.1% | 0.16% | +13.6% |
| SEAS | Sell | SeaWorld Entertainment Inc | $103,429,000 | -6.9% | 7,672,757 | -1.0% | 0.16% | -7.1% |
| VSH | Sell | Vishay Intertechnology Inc | $102,263,000 | +13.1% | 7,257,755 | -0.6% | 0.16% | +13.0% |
| ERJ | Sell | EMBRAER SA-ADR | $98,682,000 | -22.4% | 5,717,407 | -2.4% | 0.15% | -22.7% |
| IIVI | Sell | II-VI Inc | $96,433,000 | +29.0% | 3,963,555 | -0.6% | 0.15% | +28.9% |
| SSD | Sell | Simpson Manufacturing Co Inc | $94,489,000 | +9.3% | 2,149,923 | -0.6% | 0.14% | +9.1% |
| LYB | Sell | LyondellBasell Industries NV | $91,508,000 | +8.3% | 1,134,497 | -0.0% | 0.14% | +7.8% |
| TCBI | Sell | Texas Capital Bancshares Inc | $89,513,000 | +16.8% | 1,629,891 | -0.6% | 0.14% | +16.2% |
| R | Sell | Ryder System Inc | $89,657,000 | +7.0% | 1,359,490 | -0.8% | 0.14% | +6.2% |
| B | Sell | Barnes Group Inc | $88,601,000 | +21.7% | 2,184,984 | -0.6% | 0.14% | +21.6% |
| TREX | Sell | Trex Co Inc | $88,106,000 | +29.9% | 1,500,451 | -0.6% | 0.13% | +30.1% |
| PLXS | Sell | Plexus Corp | $87,078,000 | +7.7% | 1,861,429 | -0.6% | 0.13% | +8.1% |
| TEX | Sell | Terex Corp | $81,053,000 | +24.3% | 3,189,793 | -0.6% | 0.12% | +24.2% |
| POL | Sell | PolyOne Corp | $80,375,000 | -4.6% | 2,377,261 | -0.6% | 0.12% | -4.7% |
| AAPL | Sell | Apple Inc | $78,044,000 | +16.4% | 690,344 | -1.6% | 0.12% | +16.7% |
| BRKS | Sell | Brooks Automation Inc | $77,613,000 | +20.6% | 5,702,632 | -0.6% | 0.12% | +20.4% |
| AXL | Buy | American Axle & Manufacturing | $77,295,000 | +69.9% | 4,488,651 | +42.9% | 0.12% | +71.0% |
| LEN | Sell | Lennar Corp | $76,537,000 | -44.4% | 1,807,663 | -39.5% | 0.12% | -44.3% |
| UMBF | Buy | UMB Financial Corp | $76,969,000 | +69.9% | 1,294,694 | +52.0% | 0.12% | +69.6% |
| GPS | Buy | Gap Inc/The | $76,043,000 | +7.2% | 3,419,194 | +2.2% | 0.12% | +7.4% |
| PB | Sell | Prosperity Bancshares Inc | $75,324,000 | +7.0% | 1,372,271 | -0.6% | 0.12% | +7.5% |
| OSK | Sell | Oshkosh Corp | $74,229,000 | +16.7% | 1,325,520 | -0.6% | 0.11% | +16.5% |
| OFC | Sell | Corporate Office Properties Tr | $71,460,000 | -31.4% | 2,520,625 | -28.4% | 0.11% | -31.4% |
| DIOD | Sell | Diodes Inc | $71,087,000 | +12.9% | 3,331,146 | -0.6% | 0.11% | +12.5% |
| VLY | Sell | Valley National Bancorp | $70,449,000 | +5.8% | 7,240,354 | -0.8% | 0.11% | +5.9% |
| HLS | Sell | HealthSouth Corp | $68,723,000 | +3.9% | 1,693,950 | -0.6% | 0.10% | +4.0% |
| SMG | Sell | Scotts Miracle-Gro Co/The | $67,398,000 | +18.4% | 809,401 | -0.6% | 0.10% | +18.4% |
| RRC | New | Range Resources Corp | $66,858,000 | – | 1,725,366 | – | 0.10% | – |
| ROCK | Sell | Gibraltar Industries Inc | $67,221,000 | +16.9% | 1,809,471 | -0.6% | 0.10% | +15.9% |
| FIX | Sell | Comfort Systems USA Inc | $66,155,000 | -10.5% | 2,257,054 | -0.5% | 0.10% | -10.6% |
| CMA | Sell | Comerica Inc | $65,833,000 | +12.3% | 1,391,242 | -2.4% | 0.10% | +12.4% |
| PRIM | Sell | Primoris Services Corp | $65,138,000 | +8.2% | 3,162,046 | -0.6% | 0.10% | +7.6% |
| RH | Sell | Restoration Hardware Holdings | $64,005,000 | +19.9% | 1,850,931 | -0.5% | 0.10% | +19.8% |
| GSM | Buy | Ferroglobe PLC | $63,864,000 | +70.1% | 7,072,441 | +62.2% | 0.10% | +70.2% |
| MTSC | Buy | MTS Systems Corp | $60,320,000 | +4168.9% | 1,310,453 | +3965.6% | 0.09% | +4500.0% |
| PLAB | Sell | Photronics Inc | $58,274,000 | +15.0% | 5,652,267 | -0.6% | 0.09% | +15.6% |
| MRCY | Sell | Mercury Systems Inc | $57,212,000 | -1.7% | 2,328,506 | -0.6% | 0.09% | -2.2% |
| IP | Sell | International Paper Co | $56,954,000 | +10.0% | 1,187,032 | -2.9% | 0.09% | +10.1% |
| MINI | Sell | Mobile Mini Inc | $56,451,000 | -13.3% | 1,869,251 | -0.6% | 0.09% | -13.1% |
| NLSN | Sell | Nielsen Holdings PLC | $56,070,000 | +1.3% | 1,046,669 | -1.8% | 0.08% | +1.2% |
| BRKB | Sell | Berkshire Hathaway Inc | $55,770,000 | -1.8% | 386,033 | -1.6% | 0.08% | -1.2% |
| FARO | Sell | FARO Technologies Inc | $55,588,000 | +5.6% | 1,546,256 | -0.6% | 0.08% | +6.2% |
| ABB | Buy | ABB LTD-ADR | $55,018,000 | +14.5% | 2,444,179 | +0.9% | 0.08% | +15.1% |
| MENT | Sell | Mentor Graphics Corp | $54,221,000 | +23.6% | 2,050,702 | -0.6% | 0.08% | +23.9% |
| 3106PS | Buy | Delphi Automotive PLC | $49,704,000 | +18.8% | 696,914 | +4.3% | 0.08% | +18.8% |
| VSI | Sell | Vitamin Shoppe Inc | $49,354,000 | -12.8% | 1,838,136 | -0.8% | 0.08% | -12.8% |
| ETFC | Sell | E*TRADE Financial Corp | $48,339,000 | +21.8% | 1,659,999 | -1.7% | 0.07% | +23.3% |
| TRV | Sell | Travelers Cos Inc/The | $48,829,000 | -5.3% | 426,270 | -1.6% | 0.07% | -6.3% |
| RIO | Sell | RIO TINTO-ADR | $46,927,000 | +4.8% | 1,405,001 | -1.8% | 0.07% | +4.4% |
| WIRE | Sell | Encore Wire Corp | $46,323,000 | -2.0% | 1,259,801 | -0.6% | 0.07% | -1.4% |
| NVR | Sell | NVR Inc | $39,416,000 | -8.7% | 24,036 | -0.9% | 0.06% | -9.1% |
| FTK | Sell | Flotek Industries Inc | $36,023,000 | +9.5% | 2,477,433 | -0.6% | 0.06% | +10.0% |
| TPC | Sell | Tutor Perini Corp | $32,962,000 | -53.3% | 1,535,276 | -48.8% | 0.05% | -53.7% |
| FMSA | Buy | Fairmount Santrol Holdings Inc | $32,988,000 | +71.3% | 3,890,066 | +55.7% | 0.05% | +72.4% |
| OII | Buy | Oceaneering International Inc | $31,380,000 | +1.2% | 1,140,662 | +9.9% | 0.05% | +2.1% |
| EMR | Sell | Emerson Electric Co | $31,512,000 | -37.9% | 578,090 | -40.6% | 0.05% | -37.7% |
| ATI | New | Allegheny Technologies Inc | $27,679,000 | – | 1,531,778 | – | 0.04% | – |
| CSCO | Sell | Cisco Systems Inc | $25,191,000 | +5.2% | 794,185 | -4.9% | 0.04% | +5.6% |
| EC | Buy | Ecopetrol SA | $25,146,000 | +9.1% | 2,870,543 | +19.1% | 0.04% | +8.6% |
| XCRA | Sell | Xcerra Corp | $23,836,000 | +4.8% | 3,933,235 | -0.6% | 0.04% | +2.9% |
| PKE | Sell | Park Electrochemical Corp | $15,370,000 | +18.6% | 884,859 | -0.8% | 0.02% | +15.0% |
| TLRDQ | Sell | Tailored Brands Inc | $13,890,000 | -20.4% | 884,770 | -35.8% | 0.02% | -22.2% |
| GTE | Buy | Gran Tierra Energy Inc | $11,447,000 | -6.5% | 3,803,104 | +5.0% | 0.02% | -10.5% |
| GSK | Sell | GLAXOSMITHKL-ADR | $10,144,000 | -7.0% | 235,200 | -6.6% | 0.02% | -11.8% |
| NSIT | Sell | Insight Enterprises Inc | $7,739,000 | +21.8% | 237,748 | -2.7% | 0.01% | +20.0% |
| NTGR | Sell | NETGEAR Inc | $7,838,000 | +8.5% | 129,576 | -14.8% | 0.01% | +9.1% |
| ININ | Sell | Interactive Intelligence Group | $7,205,000 | +9.7% | 119,799 | -25.2% | 0.01% | +10.0% |
| ENTG | Sell | Entegris Inc | $7,437,000 | +18.2% | 426,894 | -1.8% | 0.01% | +10.0% |
| POLY | Sell | Plantronics Inc | $7,526,000 | +13.7% | 144,831 | -3.7% | 0.01% | +10.0% |
| CPLA | Sell | Capella Education Co | $6,523,000 | +6.8% | 112,386 | -3.1% | 0.01% | +11.1% |
| ESL | Sell | Esterline Technologies Corp | $6,646,000 | +17.4% | 87,402 | -4.2% | 0.01% | +11.1% |
| IVR | Sell | Invesco Mortgage Capital Inc | $6,580,000 | +8.8% | 432,036 | -2.2% | 0.01% | +11.1% |
| MANT | Sell | ManTech International Corp/VA | $6,755,000 | -3.4% | 179,225 | -3.1% | 0.01% | -9.1% |
| MOGA | Sell | Moog Inc | $6,859,000 | +4.7% | 115,199 | -5.2% | 0.01% | 0.0% |
| FNSR | Sell | Finisar Corp | $6,758,000 | +64.0% | 226,763 | -3.6% | 0.01% | +66.7% |
| VRNT | Sell | Verint Systems Inc | $6,395,000 | +8.3% | 169,938 | -4.6% | 0.01% | +11.1% |
| CUB | Sell | Cubic Corp | $6,795,000 | +11.5% | 145,151 | -4.4% | 0.01% | +11.1% |
| HIBB | Sell | Hibbett Sports Inc | $6,296,000 | +9.3% | 157,804 | -4.7% | 0.01% | +11.1% |
| DECK | Sell | Deckers Outdoor Corp | $5,813,000 | -1.1% | 97,612 | -4.5% | 0.01% | 0.0% |
| TEN | Sell | Tenneco Inc | $6,237,000 | +20.5% | 107,045 | -3.6% | 0.01% | +12.5% |
| STRA | Sell | Strayer Education Inc | $5,664,000 | -8.3% | 121,330 | -3.5% | 0.01% | 0.0% |
| TRMK | Sell | Trustmark Corp | $6,063,000 | +9.0% | 220,011 | -1.7% | 0.01% | +12.5% |
| KELYA | Sell | Kelly Services Inc | $6,020,000 | -1.0% | 313,189 | -2.3% | 0.01% | 0.0% |
| KNL | Sell | Knoll Inc | $5,852,000 | -10.5% | 256,110 | -4.9% | 0.01% | -10.0% |
| AIR | Buy | AAR Corp | $5,843,000 | +35.9% | 186,547 | +1.3% | 0.01% | +28.6% |
| AXE | Sell | Anixter International Inc | $6,000,000 | +17.6% | 93,027 | -2.9% | 0.01% | +12.5% |
| RGP | Sell | Resources Connection Inc | $5,081,000 | -1.7% | 340,049 | -2.7% | 0.01% | 0.0% |
| CHS | Sell | Chico's FAS Inc | $5,374,000 | +5.9% | 451,599 | -4.7% | 0.01% | 0.0% |
| DLX | Sell | Deluxe Corp | $5,137,000 | -0.7% | 76,879 | -1.4% | 0.01% | 0.0% |
| MLHR | Sell | Herman Miller Inc | $5,458,000 | -7.2% | 190,840 | -3.0% | 0.01% | -11.1% |
| SCSC | Sell | ScanSource Inc | $4,992,000 | -7.5% | 136,754 | -5.9% | 0.01% | 0.0% |
| ENS | Sell | EnerSys | $4,961,000 | +12.2% | 71,704 | -3.6% | 0.01% | +14.3% |
| ADTN | Buy | ADTRAN Inc | $5,021,000 | +6.9% | 262,337 | +4.1% | 0.01% | +14.3% |
| SUP | Sell | Superior Industries Internatio | $5,406,000 | +5.3% | 185,374 | -3.3% | 0.01% | 0.0% |
| THFF | Sell | First Financial Corp/IN | $4,998,000 | +7.6% | 122,857 | -3.1% | 0.01% | +14.3% |
| FUL | Sell | HB Fuller Co | $5,325,000 | +3.0% | 114,588 | -2.5% | 0.01% | 0.0% |
| AIT | Sell | Applied Industrial Technologie | $5,410,000 | +1.2% | 115,752 | -2.3% | 0.01% | 0.0% |
| GEF | Sell | Greif Inc | $5,191,000 | +29.8% | 104,678 | -2.5% | 0.01% | +33.3% |
| OMI | Sell | Owens & Minor Inc | $5,398,000 | -8.8% | 155,409 | -1.8% | 0.01% | -11.1% |
| MTRN | Sell | Materion Corp | $4,337,000 | +18.2% | 141,221 | -4.7% | 0.01% | +16.7% |
| EPAC | Sell | Actuant Corp | $4,300,000 | +1.9% | 185,019 | -0.9% | 0.01% | +16.7% |
| DAR | Buy | Darling Ingredients Inc | $4,549,000 | -7.1% | 336,769 | +2.5% | 0.01% | 0.0% |
| TISI | Sell | Team Inc | $4,531,000 | +31.4% | 138,517 | -0.3% | 0.01% | +40.0% |
| HUBG | Buy | Hub Group Inc | $4,632,000 | +10.2% | 113,630 | +3.8% | 0.01% | +16.7% |
| AMKR | Sell | Amkor Technology Inc | $4,300,000 | +62.9% | 442,319 | -3.6% | 0.01% | +75.0% |
| GES | Sell | Guess? Inc | $4,680,000 | -7.1% | 320,311 | -4.3% | 0.01% | -12.5% |
| ETH | Sell | Ethan Allen Interiors Inc | $4,613,000 | -7.4% | 147,508 | -2.2% | 0.01% | -12.5% |
| WERN | Sell | Werner Enterprises Inc | $4,379,000 | -1.9% | 188,183 | -3.2% | 0.01% | 0.0% |
| MSA | Sell | MSA Safety Inc | $4,559,000 | +10.1% | 78,549 | -0.3% | 0.01% | +16.7% |
| IRBT | Sell | iRobot Corp | $4,892,000 | +21.5% | 111,230 | -3.1% | 0.01% | +16.7% |
| SCL | Sell | Stepan Co | $4,830,000 | +13.7% | 66,473 | -6.8% | 0.01% | +16.7% |
| BKE | Sell | Buckle Inc/The | $4,797,000 | -10.9% | 199,595 | -3.6% | 0.01% | -12.5% |
| CACI | Buy | CACI International Inc | $3,835,000 | +1005.2% | 38,006 | +891.0% | 0.01% | +500.0% |
| ACCO | Sell | ACCO Brands Corp | $3,623,000 | -10.3% | 375,908 | -3.9% | 0.01% | 0.0% |
| CRS | Buy | Carpenter Technology Corp | $3,778,000 | +25.8% | 91,586 | +0.4% | 0.01% | +20.0% |
| ESND | Sell | Essendant Inc | $3,719,000 | -35.8% | 181,231 | -4.4% | 0.01% | -33.3% |
| EXPR | Sell | Express Inc | $3,717,000 | -23.3% | 315,223 | -5.6% | 0.01% | -14.3% |
| FINL | Sell | Finish Line Inc/The | $4,006,000 | +9.7% | 173,600 | -4.0% | 0.01% | 0.0% |
| GPI | Sell | Group 1 Automotive Inc | $3,712,000 | +27.4% | 58,108 | -1.6% | 0.01% | +50.0% |
| KMT | New | Kennametal Inc | $4,082,000 | – | 140,670 | – | 0.01% | – |
| SAH | Buy | Sonic Automotive Inc | $4,155,000 | +29.1% | 221,035 | +17.5% | 0.01% | +20.0% |
| BID | Sell | Sotheby's | $4,078,000 | +32.3% | 107,258 | -4.7% | 0.01% | +20.0% |
| SWC | Sell | Stillwater Mining Co | $3,620,000 | +10.7% | 270,947 | -1.7% | 0.01% | +20.0% |
| SNHY | Buy | Sun Hydraulics Corp | $4,172,000 | +10.1% | 129,257 | +1.3% | 0.01% | 0.0% |
| SWFT | Sell | Swift Transportation Co | $3,614,000 | +34.0% | 168,340 | -3.8% | 0.01% | +50.0% |
| TNC | Buy | Tennant Co | $3,968,000 | +23.6% | 61,239 | +2.8% | 0.01% | +20.0% |
| VRA | Sell | Vera Bradley Inc | $4,168,000 | +0.4% | 275,147 | -6.1% | 0.01% | 0.0% |
| JNS | Buy | Janus Capital Group Inc | $3,470,000 | +3.0% | 247,658 | +2.3% | 0.01% | 0.0% |
| UIS | New | Unisys Corp | $3,156,000 | – | 324,090 | – | 0.01% | – |
| DAN | Sell | Dana Inc | $3,447,000 | +44.0% | 221,082 | -2.5% | 0.01% | +25.0% |
| WMK | Sell | Weis Markets Inc | $3,270,000 | +2.0% | 61,713 | -2.7% | 0.01% | 0.0% |
| DV | Buy | DeVry Education Group Inc | $3,226,000 | +45.0% | 139,895 | +12.2% | 0.01% | +66.7% |
| VECO | Buy | Veeco Instruments Inc | $3,466,000 | +54.7% | 176,546 | +30.5% | 0.01% | +66.7% |
| TIVO | New | TiVo Corp | $3,258,000 | – | 167,239 | – | 0.01% | – |
| ZUMZ | Buy | Zumiez Inc | $3,048,000 | +29.9% | 169,367 | +3.3% | 0.01% | +25.0% |
| RSTI | Sell | Rofin-Sinar Technologies Inc | $3,483,000 | -5.7% | 108,235 | -6.4% | 0.01% | -16.7% |
| LZB | Sell | La-Z-Boy Inc | $3,442,000 | -13.0% | 140,171 | -1.5% | 0.01% | -16.7% |
| INVN | New | InvenSense Inc | $3,032,000 | – | 408,636 | – | 0.01% | – |
| ESE | Buy | ESCO Technologies Inc | $3,225,000 | +21.1% | 69,459 | +4.2% | 0.01% | +25.0% |
| IVC | Buy | Invacare Corp | $3,006,000 | -2.5% | 269,082 | +5.9% | 0.01% | 0.0% |
| EPAY | New | Bottomline Technologies de Inc | $2,966,000 | – | 127,222 | – | 0.01% | – |
| LPSN | Buy | LivePerson Inc | $2,561,000 | +249.9% | 304,535 | +163.7% | 0.00% | +300.0% |
| NCI | Buy | Navigant Consulting Inc | $2,468,000 | +31.5% | 122,070 | +5.0% | 0.00% | +33.3% |
| KAMN | Buy | Kaman Corp | $2,790,000 | +6.3% | 63,508 | +2.9% | 0.00% | 0.0% |
| ETM | Buy | Entercom Communications Corp | $2,842,000 | -2.6% | 219,563 | +2.1% | 0.00% | 0.0% |
| OIS | Sell | Oil States International Inc | $2,688,000 | -6.1% | 85,146 | -2.2% | 0.00% | 0.0% |
| SCSS | Sell | Select Comfort Corp | $2,772,000 | -2.0% | 128,309 | -3.0% | 0.00% | 0.0% |
| CYH | New | Community Health Systems Inc | $2,307,000 | – | 199,956 | – | 0.00% | – |
| VIAV | New | Viavi Solutions Inc | $2,434,000 | – | 329,345 | – | 0.00% | – |
| CLMS | Buy | Calamos Asset Management Inc | $2,332,000 | -4.6% | 341,960 | +2.2% | 0.00% | 0.0% |
| MRO | Sell | Marathon Oil Corp | $2,330,000 | +0.5% | 147,379 | -4.6% | 0.00% | 0.0% |
| KRO | Buy | Kronos Worldwide Inc | $2,651,000 | +435.6% | 319,800 | +239.0% | 0.00% | +300.0% |
| LORL | Buy | Loral Space & Communications I | $2,604,000 | +37.1% | 66,577 | +23.6% | 0.00% | +33.3% |
| BPI | Buy | Bridgepoint Education Inc | $2,428,000 | +14.6% | 353,379 | +20.8% | 0.00% | +33.3% |
| HY | Sell | Hyster-Yale Materials Handling | $2,598,000 | -1.8% | 43,213 | -2.8% | 0.00% | 0.0% |
| AIMC | Buy | Altra Industrial Motion Corp | $2,407,000 | +8.5% | 83,089 | +1.0% | 0.00% | +33.3% |
| JOY | New | Joy Global Inc | $2,273,000 | – | 81,953 | – | 0.00% | – |
| CMCO | Sell | Columbus McKinnon Corp/NY | $1,822,000 | +24.9% | 102,126 | -0.9% | 0.00% | +50.0% |
| NANO | Buy | Nanometrics Inc | $1,721,000 | +63.0% | 77,029 | +51.6% | 0.00% | +50.0% |
| TRS | Buy | TriMas Corp | $2,091,000 | +6.8% | 112,329 | +3.3% | 0.00% | 0.0% |
| GCO | New | Genesco Inc | $1,870,000 | – | 34,337 | – | 0.00% | – |
| SMRTQ | Sell | Stein Mart Inc | $1,724,000 | -18.3% | 271,466 | -0.7% | 0.00% | 0.0% |
| XXIA | Buy | Ixia | $2,135,000 | +96.8% | 170,825 | +54.6% | 0.00% | +50.0% |
| GNW | New | Genworth Financial Inc | $1,810,000 | – | 364,945 | – | 0.00% | – |
| PAG | Sell | Penske Automotive Group Inc | $2,081,000 | +49.8% | 43,189 | -2.1% | 0.00% | +50.0% |
| APEI | Sell | American Public Education Inc | $1,890,000 | -30.3% | 95,392 | -1.1% | 0.00% | -25.0% |
| CCC | Buy | Calgon Carbon Corp | $1,807,000 | +15.4% | 119,141 | +0.1% | 0.00% | +50.0% |
| ASNA | Buy | Ascena Retail Group Inc | $1,802,000 | +9.1% | 322,270 | +36.4% | 0.00% | 0.0% |
| IPHS | Buy | Innophos Holdings Inc | $2,050,000 | -7.3% | 52,527 | +0.3% | 0.00% | 0.0% |
| ED | Buy | Consolidated Edison Inc | $1,889,000 | -4.5% | 25,082 | +2.0% | 0.00% | 0.0% |
| KIRK | Sell | Kirkland's Inc | $1,990,000 | -17.3% | 163,369 | -0.3% | 0.00% | -25.0% |
| GLT | Buy | PH Glatfelter Co | $1,795,000 | +55.8% | 82,830 | +40.7% | 0.00% | +50.0% |
| CNO | Sell | CNO Financial Group Inc | $1,777,000 | -14.1% | 116,363 | -1.8% | 0.00% | 0.0% |
| PENN | New | Penn National Gaming Inc | $2,002,000 | – | 147,553 | – | 0.00% | – |
| D | Buy | Dominion Resources Inc/VA | $1,558,000 | -2.9% | 20,978 | +1.9% | 0.00% | 0.0% |
| CMTL | Sell | Comtech Telecommunications Cor | $1,439,000 | -0.9% | 112,361 | -0.7% | 0.00% | 0.0% |
| WDR | New | Waddell & Reed Financial Inc | $1,054,000 | – | 58,053 | – | 0.00% | – |
| LXU | New | LSB Industries Inc | $1,030,000 | – | 120,026 | – | 0.00% | – |
| APOL | Sell | Apollo Education Group Inc | $1,153,000 | -18.7% | 145,019 | -6.7% | 0.00% | 0.0% |
| BDC | Buy | Belden Inc | $1,078,000 | +21.0% | 15,619 | +5.8% | 0.00% | +100.0% |
| AVP | New | Avon Products Inc | $1,510,000 | – | 266,743 | – | 0.00% | – |
| MGRC | Sell | McGrath RentCorp | $1,099,000 | +1.4% | 34,665 | -2.2% | 0.00% | 0.0% |
| SCVL | Sell | Shoe Carnival Inc | $1,175,000 | -12.0% | 44,045 | -17.4% | 0.00% | 0.0% |
| RAVN | Buy | Raven Industries Inc | $1,375,000 | +27.8% | 59,726 | +5.1% | 0.00% | 0.0% |
| PDLI | Buy | PDL BioPharma Inc | $1,003,000 | +7.5% | 299,285 | +0.7% | 0.00% | +100.0% |
| SPPI | New | Spectrum Pharmaceuticals Inc | $1,116,000 | – | 238,988 | – | 0.00% | – |
| IBOC | Buy | International Bancshares Corp | $1,613,000 | +19.6% | 54,184 | +4.8% | 0.00% | 0.0% |
| SF | Buy | Stifel Financial Corp | $1,362,000 | +24.7% | 35,427 | +2.1% | 0.00% | 0.0% |
| ANF | Sell | Abercrombie & Fitch Co | $1,098,000 | -11.9% | 69,120 | -1.2% | 0.00% | 0.0% |
| TROX | New | Tronox Ltd | $1,592,000 | – | 169,907 | – | 0.00% | – |
| ICFI | Sell | ICF International Inc | $1,159,000 | +6.0% | 26,145 | -2.2% | 0.00% | 0.0% |
| TMHC | Buy | Taylor Morrison Home Corp | $1,208,000 | +25.7% | 68,587 | +5.9% | 0.00% | +100.0% |
| FOSL | New | Fossil Group Inc | $1,072,000 | – | 38,600 | – | 0.00% | – |
| ODP | New | Office Depot Inc | $1,636,000 | – | 458,402 | – | 0.00% | – |
| EVTC | Buy | EVERTEC Inc | $1,116,000 | +14.9% | 66,506 | +6.5% | 0.00% | +100.0% |
| DUK | Buy | Duke Energy Corp | $1,186,000 | -4.7% | 14,815 | +2.1% | 0.00% | 0.0% |
| VRTS | Buy | Virtus Investment Partners Inc | $1,120,000 | +163.5% | 11,444 | +91.7% | 0.00% | +100.0% |
| DGII | Buy | Digi International Inc | $1,285,000 | +26.5% | 112,697 | +19.0% | 0.00% | 0.0% |
| CRMT | Sell | America's Car-Mart Inc/TX | $1,367,000 | +26.0% | 37,576 | -2.2% | 0.00% | 0.0% |
| RUSHA | Buy | Rush Enterprises Inc | $1,007,000 | +20.6% | 41,159 | +6.2% | 0.00% | +100.0% |
| AEGN | Buy | Aegion Corp | $949,000 | +94.1% | 49,724 | +98.1% | 0.00% | 0.0% |
| QSII | New | Quality Systems Inc | $804,000 | – | 71,034 | – | 0.00% | – |
| LCUT | Buy | Lifetime Brands Inc | $610,000 | +9.1% | 45,347 | +18.2% | 0.00% | 0.0% |
| LBYYQ | Sell | Libbey Inc | $433,000 | +9.9% | 24,242 | -2.2% | 0.00% | 0.0% |
| RT | Buy | Ruby Tuesday Inc | $892,000 | +119.7% | 356,975 | +217.4% | 0.00% | 0.0% |
| SCHN | New | Schnitzer Steel Industries Inc | $731,000 | – | 34,990 | – | 0.00% | – |
| SHG | Buy | SHINHAN FINA-ADR | $731,000 | +11.9% | 20,060 | +0.5% | 0.00% | 0.0% |
| JOUT | Sell | Johnson Outdoors Inc | $451,000 | +39.6% | 12,385 | -1.6% | 0.00% | – |
| IXYS | Buy | IXYS Corp | $798,000 | +58.0% | 66,265 | +34.4% | 0.00% | 0.0% |
| IMAX | New | IMAX Corp | $358,000 | – | 12,342 | – | 0.00% | – |
| TRC | Buy | Tejon Ranch Co | $710,000 | +34.5% | 29,160 | +30.5% | 0.00% | 0.0% |
| FREDQ | Buy | Fred's Inc | $891,000 | -20.2% | 98,323 | +41.9% | 0.00% | -50.0% |
| FDML | Sell | Federal-Mogul Holdings Corp | $510,000 | +13.1% | 53,083 | -2.2% | 0.00% | 0.0% |
| XOM | Buy | Exxon Mobil Corp | $960,000 | -4.3% | 11,000 | +2.8% | 0.00% | -50.0% |
| ENIA | Buy | Enersis Americas SA | $750,000 | +11.4% | 91,560 | +16.8% | 0.00% | 0.0% |
| DXPE | New | DXP Enterprises Inc | $444,000 | – | 15,735 | – | 0.00% | – |
| CHEF | Buy | Chefs' Warehouse Inc/The | $864,000 | +19.7% | 77,504 | +71.6% | 0.00% | 0.0% |
| WMAR | Buy | West Marine Inc | $668,000 | +53.9% | 80,781 | +56.1% | 0.00% | 0.0% |
| ZIXI | Buy | Zix Corp | $337,000 | +72.8% | 82,212 | +58.1% | 0.00% | – |
| ARCO | Sell | Arcos Dorados Holdings Inc | $906,000 | -2.5% | 171,950 | -11.7% | 0.00% | 0.0% |
| BCC | Buy | Boise Cascade Co | $954,000 | +105.2% | 37,545 | +85.1% | 0.00% | 0.0% |
| CIB | Buy | BANCOLOMBIA-ADR | $952,000 | +23.8% | 24,400 | +10.8% | 0.00% | 0.0% |
| ATW | Sell | Atwood Oceanics Inc | $371,000 | -32.2% | 42,726 | -2.2% | 0.00% | 0.0% |
| ANDE | Sell | Andersons Inc/The | $843,000 | -6.5% | 23,302 | -8.2% | 0.00% | 0.0% |
| TSE | New | Trinseo SA | $352,000 | – | 6,220 | – | 0.00% | – |
| NOVT | New | Novanta Inc | $573,000 | – | 33,081 | – | 0.00% | – |
| PARR | Sell | Par Pacific Holdings Inc | $943,000 | -20.4% | 72,135 | -6.6% | 0.00% | -50.0% |
| OLN | Sell | Olin Corp | $380,000 | -87.8% | 18,497 | -85.2% | 0.00% | -80.0% |
| CAI | New | CAI International Inc | $164,000 | – | 19,836 | – | 0.00% | – |
| QNST | New | QuinStreet Inc | $219,000 | – | 72,405 | – | 0.00% | – |
| PZN | Buy | Pzena Investment Management In | $274,000 | +45.7% | 35,513 | +43.9% | 0.00% | – |
| VEC | Sell | Vectrus Inc | $306,000 | -47.7% | 20,089 | -2.2% | 0.00% | -100.0% |
| RPXC | Exit | RPX Corp | $0 | – | -13,022 | – | 0.00% | – |
| CDI | Exit | CDI Corp | $0 | – | -18,019 | – | 0.00% | – |
| MOD | Exit | Modine Manufacturing Co | $0 | – | -13,171 | – | 0.00% | – |
| GHL | Exit | Greenhill & Co Inc | $0 | – | -23,810 | – | -0.00% | – |
| EBF | Exit | Ennis Inc | $0 | – | -27,779 | – | -0.00% | – |
| AVX | Exit | AVX Corp | $0 | – | -37,852 | – | -0.00% | – |
| AXLL | Exit | Axiall Corp | $0 | – | -26,565 | – | -0.00% | – |
| CKH | Exit | SEACOR Holdings Inc | $0 | – | -16,244 | – | -0.00% | – |
| TZOO | Exit | Travelzoo Inc | $0 | – | -56,938 | – | -0.00% | – |
| BBRG | Exit | Bravo Brio Restaurant Group In | $0 | – | -173,376 | – | -0.00% | – |
| WOR | Exit | Worthington Industries Inc | $0 | – | -52,349 | – | -0.00% | – |
| FRP | Exit | FairPoint Communications Inc | $0 | – | -130,644 | – | -0.00% | – |
| ROVI | Exit | Rovi Corp | $0 | – | -179,428 | – | -0.00% | – |
| ASEI | Exit | American Science & Engineering | $0 | – | -69,362 | – | -0.00% | – |
| MED | Exit | Medifast Inc | $0 | – | -70,329 | – | -0.00% | – |
| KWR | Exit | Quaker Chemical Corp | $0 | – | -33,809 | – | -0.01% | – |
| PLCM | Exit | Polycom Inc | $0 | – | -349,983 | – | -0.01% | – |
| SANM | Exit | Sanmina Corp | $0 | – | -136,785 | – | -0.01% | – |
| CMC | Exit | Commercial Metals Co | $0 | – | -264,468 | – | -0.01% | – |
| QLIK | Exit | Qlik Technologies Inc | $0 | – | -188,486 | – | -0.01% | – |
| SDRL | Exit | Seadrill Ltd | $0 | – | -1,857,514 | – | -0.01% | – |
| VG | Exit | Vonage Holdings Corp | $0 | – | -1,210,858 | – | -0.01% | – |
| QLGC | Exit | QLogic Corp | $0 | – | -470,158 | – | -0.01% | – |
| GE | Exit | General Electric Co | $0 | – | -860,826 | – | -0.04% | – |
| VOD | Exit | VODAFONE GRP-ADR | $0 | – | -1,322,712 | – | -0.06% | – |
| TPX | Exit | Tempur Sealy International Inc | $0 | – | -1,012,443 | – | -0.08% | – |
| MRD | Exit | Memorial Resource Development | $0 | – | -4,633,768 | – | -0.11% | – |
| FNFG | Exit | First Niagara Financial Group | $0 | – | -7,633,760 | – | -0.11% | – |
| FCS | Exit | Fairchild Semiconductor Intern | $0 | – | -4,883,617 | – | -0.15% | – |
| XL | Exit | XL Group PLC | $0 | – | -3,654,816 | – | -0.18% | – |
| TYC | Exit | Tyco International Plc | $0 | – | -7,891,682 | – | -0.51% | – |
| JCI | Exit | Johnson Controls Inc | $0 | – | -39,308,460 | – | -2.65% | – |
Q2 2016
| Value | Shares | ↓ Weighting | ||||||
|---|---|---|---|---|---|---|---|---|
| PM | New | Philip Morris International In | $1,980,921,000 | – | 19,474,260 | – | 3.02% | – |
| JPM | New | JPMorgan Chase & Co | $1,872,757,000 | – | 30,137,691 | – | 2.85% | – |
| MDT | New | Medtronic PLC | $1,830,002,000 | – | 21,090,262 | – | 2.79% | – |
| VZ | New | Verizon Communications Inc | $1,795,423,000 | – | 32,152,996 | – | 2.73% | – |
| WFC | New | Wells Fargo & Co | $1,791,100,000 | – | 37,842,797 | – | 2.73% | – |
| JCI | New | Johnson Controls Inc | $1,739,792,000 | – | 39,308,460 | – | 2.65% | – |
| PFE | New | Pfizer Inc | $1,724,628,000 | – | 48,981,192 | – | 2.63% | – |
| JNJ | New | Johnson & Johnson | $1,602,444,000 | – | 13,210,591 | – | 2.44% | – |
| UTX | New | United Technologies Corp | $1,556,045,000 | – | 15,173,532 | – | 2.37% | – |
| MRK | New | Merck & Co Inc | $1,527,592,000 | – | 26,516,070 | – | 2.33% | – |
| PNC | New | PNC Financial Services Group I | $1,508,774,000 | – | 18,537,591 | – | 2.30% | – |
| ORCL | New | Oracle Corp | $1,482,807,000 | – | 36,227,871 | – | 2.26% | – |
| APD | New | Air Products & Chemicals Inc | $1,469,482,000 | – | 10,345,549 | – | 2.24% | – |
| OXY | New | Occidental Petroleum Corp | $1,438,791,000 | – | 19,041,708 | – | 2.19% | – |
| BP | New | BP PLC-ADR | $1,418,148,000 | – | 39,936,560 | – | 2.16% | – |
| MO | New | Altria Group Inc | $1,359,482,000 | – | 19,714,071 | – | 2.07% | – |
| MSFT | New | Microsoft Corp | $1,283,615,000 | – | 25,085,291 | – | 1.96% | – |
| COF | New | Capital One Financial Corp | $1,258,393,000 | – | 19,814,087 | – | 1.92% | – |
| COP | New | ConocoPhillips | $1,244,064,000 | – | 28,533,558 | – | 1.90% | – |
| AXP | New | American Express Co | $1,214,089,000 | – | 19,981,729 | – | 1.85% | – |
| SNY | New | SANOFI-ADR | $1,176,918,000 | – | 28,122,279 | – | 1.79% | – |
| QCOM | New | QUALCOMM Inc | $1,157,005,000 | – | 21,598,005 | – | 1.76% | – |
| PSX | New | Phillips 66 | $1,155,404,000 | – | 14,562,698 | – | 1.76% | – |
| HON | New | Honeywell International Inc | $1,150,464,000 | – | 9,890,506 | – | 1.75% | – |
| TEVA | New | TEVA PHARM-ADR | $1,140,263,000 | – | 22,700,812 | – | 1.74% | – |
| ANTM | New | Anthem Inc | $1,126,308,000 | – | 8,575,511 | – | 1.72% | – |
| BAC | New | Bank of America Corp | $1,115,501,000 | – | 84,061,846 | – | 1.70% | – |
| ESRX | New | Express Scripts Holding Co | $1,110,195,000 | – | 14,646,371 | – | 1.69% | – |
| CAH | New | Cardinal Health Inc | $976,694,000 | – | 12,520,106 | – | 1.49% | – |
| GD | New | General Dynamics Corp | $972,366,000 | – | 6,983,384 | – | 1.48% | – |
| STT | New | State Street Corp | $954,032,000 | – | 17,693,466 | – | 1.45% | – |
| MPC | New | Marathon Petroleum Corp | $930,442,000 | – | 24,511,104 | – | 1.42% | – |
| C | New | Citigroup Inc | $884,721,000 | – | 20,870,998 | – | 1.35% | – |
| T | New | AT&T Inc | $881,289,000 | – | 20,395,495 | – | 1.34% | – |
| CRH | New | CRH PLC-ADR | $816,356,000 | – | 27,598,237 | – | 1.24% | – |
| RTN | New | Raytheon Co | $666,771,000 | – | 4,904,529 | – | 1.02% | – |
| F | New | Ford Motor Co | $652,935,000 | – | 51,943,876 | – | 0.99% | – |
| CVX | New | Chevron Corp | $644,349,000 | – | 6,146,603 | – | 0.98% | – |
| INTC | New | Intel Corp | $600,558,000 | – | 18,309,691 | – | 0.92% | – |
| CNP | New | CenterPoint Energy Inc | $544,042,000 | – | 22,668,451 | – | 0.83% | – |
| SWK | New | Stanley Black & Decker Inc | $501,600,000 | – | 4,509,983 | – | 0.76% | – |
| OC | New | Owens Corning | $454,605,000 | – | 8,823,834 | – | 0.69% | – |
| NAVI | New | Navient Corp | $399,691,000 | – | 33,446,956 | – | 0.61% | – |
| ETR | New | Entergy Corp | $378,532,000 | – | 4,653,123 | – | 0.58% | – |
| TXN | New | Texas Instruments Inc | $368,718,000 | – | 5,885,364 | – | 0.56% | – |
| UNH | New | UnitedHealth Group Inc | $362,568,000 | – | 2,567,767 | – | 0.55% | – |
| WHR | New | Whirlpool Corp | $353,925,000 | – | 2,123,888 | – | 0.54% | – |
| WMT | New | Wal-Mart Stores Inc | $339,545,000 | – | 4,650,031 | – | 0.52% | – |
| TYC | New | Tyco International Plc | $336,185,000 | – | 7,891,682 | – | 0.51% | – |
| RAI | New | Reynolds American Inc | $333,373,000 | – | 6,181,571 | – | 0.51% | – |
| FMC | New | FMC Corp | $320,960,000 | – | 6,930,685 | – | 0.49% | – |
| TGT | New | Target Corp | $316,104,000 | – | 4,527,419 | – | 0.48% | – |
| CI | New | Cigna Corp | $304,031,000 | – | 2,375,427 | – | 0.46% | – |
| CCL | New | Carnival Corp | $302,079,000 | – | 6,834,355 | – | 0.46% | – |
| AIG | New | American International Group I | $301,153,000 | – | 5,693,952 | – | 0.46% | – |
| SPR | New | Spirit AeroSystems Holdings In | $288,059,000 | – | 6,699,043 | – | 0.44% | – |
| NYCB | New | New York Community Bancorp Inc | $275,560,000 | – | 18,382,896 | – | 0.42% | – |
| HBI | New | Hanesbrands Inc | $273,884,000 | – | 10,898,712 | – | 0.42% | – |
| RCL | New | Royal Caribbean Cruises Ltd | $265,791,000 | – | 3,958,172 | – | 0.40% | – |
| DFS | New | Discover Financial Services | $251,948,000 | – | 4,701,386 | – | 0.38% | – |
| AMP | New | Ameriprise Financial Inc | $244,439,000 | – | 2,720,524 | – | 0.37% | – |
| FITB | New | Fifth Third Bancorp | $240,200,000 | – | 13,655,476 | – | 0.37% | – |
| NCLH | New | Norwegian Cruise Line Holdings | $239,199,000 | – | 6,004,005 | – | 0.36% | – |
| NSC | New | Norfolk Southern Corp | $227,251,000 | – | 2,669,449 | – | 0.35% | – |
| DE | New | Deere & Co | $225,553,000 | – | 2,783,231 | – | 0.34% | – |
| WLTW | New | Willis Towers Watson PLC | $214,524,000 | – | 1,725,722 | – | 0.33% | – |
| SLM | New | SLM Corp | $214,032,000 | – | 34,633,036 | – | 0.33% | – |
| PNW | New | Pinnacle West Capital Corp | $209,442,000 | – | 2,583,790 | – | 0.32% | – |
| MCHP | New | Microchip Technology Inc | $205,691,000 | – | 4,052,232 | – | 0.31% | – |
| ETN | New | Eaton Corp PLC | $201,517,000 | – | 3,373,796 | – | 0.31% | – |
| FNF | New | FNF Group | $200,156,000 | – | 5,337,509 | – | 0.30% | – |
| HST | New | Host Hotels & Resorts Inc | $199,644,000 | – | 12,316,109 | – | 0.30% | – |
| XEL | New | Xcel Energy Inc | $177,226,000 | – | 3,957,681 | – | 0.27% | – |
| CNHI | New | CNH Industrial NV | $173,325,000 | – | 24,241,395 | – | 0.26% | – |
| PBF | New | PBF Energy Inc | $163,676,000 | – | 6,882,948 | – | 0.25% | – |
| LB | New | L Brands Inc | $152,243,000 | – | 2,267,881 | – | 0.23% | – |
| DVN | New | Devon Energy Corp | $146,444,000 | – | 4,039,830 | – | 0.22% | – |
| IBM | New | International Business Machine | $141,933,000 | – | 935,126 | – | 0.22% | – |
| LUV | New | Southwest Airlines Co | $141,303,000 | – | 3,603,745 | – | 0.22% | – |
| LEN | New | Lennar Corp | $137,669,000 | – | 2,986,303 | – | 0.21% | – |
| L | New | Loews Corp | $137,783,000 | – | 3,353,196 | – | 0.21% | – |
| ERJ | New | EMBRAER SA-ADR | $127,200,000 | – | 5,856,381 | – | 0.19% | – |
| XL | New | XL Group PLC | $121,742,000 | – | 3,654,816 | – | 0.18% | – |
| KEY | New | KeyCorp | $114,619,000 | – | 10,372,753 | – | 0.18% | – |
| MDP | New | Meredith Corp | $112,002,000 | – | 2,157,605 | – | 0.17% | – |
| SEAS | New | SeaWorld Entertainment Inc | $111,088,000 | – | 7,752,153 | – | 0.17% | – |
| RL | New | Ralph Lauren Corp | $106,337,000 | – | 1,186,531 | – | 0.16% | – |
| OFC | New | Corporate Office Properties Tr | $104,166,000 | – | 3,522,685 | – | 0.16% | – |
| TSS | New | Total System Services Inc | $103,595,000 | – | 1,950,578 | – | 0.16% | – |
| VET | New | Vermilion Energy Inc | $100,979,000 | – | 3,173,430 | – | 0.15% | – |
| FCS | New | Fairchild Semiconductor Intern | $96,940,000 | – | 4,883,617 | – | 0.15% | – |
| KBR | New | KBR Inc | $92,214,000 | – | 6,964,751 | – | 0.14% | – |
| VSH | New | Vishay Intertechnology Inc | $90,450,000 | – | 7,300,204 | – | 0.14% | – |
| SSD | New | Simpson Manufacturing Co Inc | $86,445,000 | – | 2,162,756 | – | 0.13% | – |
| LYB | New | LyondellBasell Industries NV | $84,468,000 | – | 1,135,017 | – | 0.13% | – |
| GLNG | New | Golar LNG Ltd | $84,922,000 | – | 5,478,842 | – | 0.13% | – |
| POL | New | PolyOne Corp | $84,259,000 | – | 2,391,004 | – | 0.13% | – |
| R | New | Ryder System Inc | $83,805,000 | – | 1,370,710 | – | 0.13% | – |
| PLXS | New | Plexus Corp | $80,873,000 | – | 1,872,060 | – | 0.12% | – |
| TCBI | New | Texas Capital Bancshares Inc | $76,661,000 | – | 1,639,439 | – | 0.12% | – |
| IIVI | New | II-VI Inc | $74,780,000 | – | 3,986,180 | – | 0.11% | – |
| FNFG | New | First Niagara Financial Group | $74,353,000 | – | 7,633,760 | – | 0.11% | – |
| FIX | New | Comfort Systems USA Inc | $73,917,000 | – | 2,269,485 | – | 0.11% | – |
| MRD | New | Memorial Resource Development | $73,585,000 | – | 4,633,768 | – | 0.11% | – |
| B | New | Barnes Group Inc | $72,806,000 | – | 2,198,224 | – | 0.11% | – |
| TPC | New | Tutor Perini Corp | $70,613,000 | – | 2,998,402 | – | 0.11% | – |
| GPS | New | Gap Inc/The | $70,962,000 | – | 3,344,140 | – | 0.11% | – |
| PB | New | Prosperity Bancshares Inc | $70,381,000 | – | 1,380,299 | – | 0.11% | – |
| AXTA | New | Axalta Coating Systems Ltd | $69,059,000 | – | 2,603,030 | – | 0.10% | – |
| XYL | New | Xylem Inc/NY | $68,648,000 | – | 1,537,468 | – | 0.10% | – |
| TREX | New | Trex Co Inc | $67,805,000 | – | 1,509,483 | – | 0.10% | – |
| AAPL | New | Apple Inc | $67,072,000 | – | 701,590 | – | 0.10% | – |
| HLS | New | HealthSouth Corp | $66,149,000 | – | 1,703,976 | – | 0.10% | – |
| VLY | New | Valley National Bancorp | $66,578,000 | – | 7,300,254 | – | 0.10% | – |
| TEX | New | Terex Corp | $65,185,000 | – | 3,209,543 | – | 0.10% | – |
| MINI | New | Mobile Mini Inc | $65,130,000 | – | 1,880,175 | – | 0.10% | – |
| BRKS | New | Brooks Automation Inc | $64,361,000 | – | 5,736,243 | – | 0.10% | – |
| OSK | New | Oshkosh Corp | $63,624,000 | – | 1,333,550 | – | 0.10% | – |
| DIOD | New | Diodes Inc | $62,966,000 | – | 3,351,018 | – | 0.10% | – |
| PRIM | New | Primoris Services Corp | $60,219,000 | – | 3,181,104 | – | 0.09% | – |
| CMA | New | Comerica Inc | $58,616,000 | – | 1,425,142 | – | 0.09% | – |
| MRCY | New | Mercury Systems Inc | $58,223,000 | – | 2,342,049 | – | 0.09% | – |
| ROCK | New | Gibraltar Industries Inc | $57,480,000 | – | 1,820,701 | – | 0.09% | – |
| SMG | New | Scotts Miracle-Gro Co/The | $56,929,000 | – | 814,322 | – | 0.09% | – |
| BRKB | New | Berkshire Hathaway Inc | $56,797,000 | – | 392,272 | – | 0.09% | – |
| VSI | New | Vitamin Shoppe Inc | $56,627,000 | – | 1,852,370 | – | 0.09% | – |
| TPX | New | Tempur Sealy International Inc | $56,008,000 | – | 1,012,443 | – | 0.08% | – |
| NLSN | New | Nielsen Holdings PLC | $55,372,000 | – | 1,065,475 | – | 0.08% | – |
| RH | New | Restoration Hardware Holdings | $53,369,000 | – | 1,860,862 | – | 0.08% | – |
| FARO | New | FARO Technologies Inc | $52,632,000 | – | 1,555,793 | – | 0.08% | – |
| IP | New | International Paper Co | $51,798,000 | – | 1,222,232 | – | 0.08% | – |
| TRV | New | Travelers Cos Inc/The | $51,558,000 | – | 433,117 | – | 0.08% | – |
| EMR | New | Emerson Electric Co | $50,738,000 | – | 972,731 | – | 0.08% | – |
| PLAB | New | Photronics Inc | $50,668,000 | – | 5,686,681 | – | 0.08% | – |
| ABB | New | ABB LTD-ADR | $48,057,000 | – | 2,423,439 | – | 0.07% | – |
| WIRE | New | Encore Wire Corp | $47,254,000 | – | 1,267,538 | – | 0.07% | – |
| AXL | New | American Axle & Manufacturing | $45,483,000 | – | 3,141,112 | – | 0.07% | – |
| UMBF | New | UMB Financial Corp | $45,311,000 | – | 851,558 | – | 0.07% | – |
| RIO | New | RIO TINTO-ADR | $44,793,000 | – | 1,431,101 | – | 0.07% | – |
| MENT | New | Mentor Graphics Corp | $43,873,000 | – | 2,063,637 | – | 0.07% | – |
| NVR | New | NVR Inc | $43,161,000 | – | 24,243 | – | 0.07% | – |
| 3106PS | New | Delphi Automotive PLC | $41,846,000 | – | 668,467 | – | 0.06% | – |
| VOD | New | VODAFONE GRP-ADR | $40,859,000 | – | 1,322,712 | – | 0.06% | – |
| ETFC | New | E*TRADE Financial Corp | $39,671,000 | – | 1,688,813 | – | 0.06% | – |
| GSM | New | Ferroglobe PLC | $37,536,000 | – | 4,359,703 | – | 0.06% | – |
| FTK | New | Flotek Industries Inc | $32,888,000 | – | 2,491,495 | – | 0.05% | – |
| OII | New | Oceaneering International Inc | $31,000,000 | – | 1,038,163 | – | 0.05% | – |
| GE | New | General Electric Co | $27,099,000 | – | 860,826 | – | 0.04% | – |
| CSCO | New | Cisco Systems Inc | $23,949,000 | – | 834,785 | – | 0.04% | – |
| XCRA | New | Xcerra Corp | $22,749,000 | – | 3,956,386 | – | 0.04% | – |
| EC | New | Ecopetrol SA | $23,046,000 | – | 2,410,685 | – | 0.04% | – |
| FMSA | New | Fairmount Santrol Holdings Inc | $19,263,000 | – | 2,498,524 | – | 0.03% | – |
| TLRDQ | New | Tailored Brands Inc | $17,447,000 | – | 1,378,128 | – | 0.03% | – |
| PKE | New | Park Electrochemical Corp | $12,963,000 | – | 892,183 | – | 0.02% | – |
| GTE | New | Gran Tierra Energy Inc | $12,239,000 | – | 3,620,898 | – | 0.02% | – |
| GSK | New | GLAXOSMITHKL-ADR | $10,913,000 | – | 251,800 | – | 0.02% | – |
| MANT | New | ManTech International Corp/VA | $6,994,000 | – | 184,932 | – | 0.01% | – |
| NTGR | New | NETGEAR Inc | $7,227,000 | – | 152,003 | – | 0.01% | – |
| VG | New | Vonage Holdings Corp | $7,386,000 | – | 1,210,858 | – | 0.01% | – |
| QLGC | New | QLogic Corp | $6,930,000 | – | 470,158 | – | 0.01% | – |
| ENTG | New | Entegris Inc | $6,292,000 | – | 434,836 | – | 0.01% | – |
| MOGA | New | Moog Inc | $6,552,000 | – | 121,507 | – | 0.01% | – |
| POLY | New | Plantronics Inc | $6,617,000 | – | 150,384 | – | 0.01% | – |
| KNL | New | Knoll Inc | $6,539,000 | – | 269,330 | – | 0.01% | – |
| NSIT | New | Insight Enterprises Inc | $6,354,000 | – | 244,353 | – | 0.01% | – |
| ININ | New | Interactive Intelligence Group | $6,569,000 | – | 160,246 | – | 0.01% | – |
| IVR | New | Invesco Mortgage Capital Inc | $6,046,000 | – | 441,609 | – | 0.01% | – |
| VRNT | New | Verint Systems Inc | $5,903,000 | – | 178,202 | – | 0.01% | – |
| CPLA | New | Capella Education Co | $6,106,000 | – | 115,999 | – | 0.01% | – |
| CUB | New | Cubic Corp | $6,095,000 | – | 151,788 | – | 0.01% | – |
| KELYA | New | Kelly Services Inc | $6,081,000 | – | 320,525 | – | 0.01% | – |
| DECK | New | Deckers Outdoor Corp | $5,880,000 | – | 102,229 | – | 0.01% | – |
| HIBB | New | Hibbett Sports Inc | $5,760,000 | – | 165,574 | – | 0.01% | – |
| STRA | New | Strayer Education Inc | $6,175,000 | – | 125,690 | – | 0.01% | – |
| MLHR | New | Herman Miller Inc | $5,882,000 | – | 196,782 | – | 0.01% | – |
| ESND | New | Essendant Inc | $5,794,000 | – | 189,615 | – | 0.01% | – |
| ESL | New | Esterline Technologies Corp | $5,659,000 | – | 91,208 | – | 0.01% | – |
| SDRL | New | Seadrill Ltd | $6,018,000 | – | 1,857,514 | – | 0.01% | – |
| OMI | New | Owens & Minor Inc | $5,916,000 | – | 158,273 | – | 0.01% | – |
| QLIK | New | Qlik Technologies Inc | $5,576,000 | – | 188,486 | – | 0.01% | – |
| SCSC | New | ScanSource Inc | $5,395,000 | – | 145,393 | – | 0.01% | – |
| DLX | New | Deluxe Corp | $5,175,000 | – | 77,969 | – | 0.01% | – |
| AXE | New | Anixter International Inc | $5,103,000 | – | 95,787 | – | 0.01% | – |
| BKE | New | Buckle Inc/The | $5,381,000 | – | 207,029 | – | 0.01% | – |
| TEN | New | Tenneco Inc | $5,174,000 | – | 111,009 | – | 0.01% | – |
| CHS | New | Chico's FAS Inc | $5,075,000 | – | 473,836 | – | 0.01% | – |
| RGP | New | Resources Connection Inc | $5,167,000 | – | 349,654 | – | 0.01% | – |
| ETH | New | Ethan Allen Interiors Inc | $4,982,000 | – | 150,776 | – | 0.01% | – |
| GES | New | Guess? Inc | $5,038,000 | – | 334,757 | – | 0.01% | – |
| SUP | New | Superior Industries Internatio | $5,132,000 | – | 191,651 | – | 0.01% | – |
| TRMK | New | Trustmark Corp | $5,562,000 | – | 223,808 | – | 0.01% | – |
| AIT | New | Applied Industrial Technologie | $5,348,000 | – | 118,481 | – | 0.01% | – |
| FUL | New | HB Fuller Co | $5,171,000 | – | 117,554 | – | 0.01% | – |
| AIR | New | AAR Corp | $4,300,000 | – | 184,212 | – | 0.01% | – |
| ADTN | New | ADTRAN Inc | $4,698,000 | – | 251,923 | – | 0.01% | – |
| CMC | New | Commercial Metals Co | $4,470,000 | – | 264,468 | – | 0.01% | – |
| DAR | New | Darling Ingredients Inc | $4,897,000 | – | 328,696 | – | 0.01% | – |
| ENS | New | EnerSys | $4,422,000 | – | 74,363 | – | 0.01% | – |
| EXPR | New | Express Inc | $4,844,000 | – | 333,801 | – | 0.01% | – |
| THFF | New | First Financial Corp/IN | $4,644,000 | – | 126,835 | – | 0.01% | – |
| WERN | New | Werner Enterprises Inc | $4,466,000 | – | 194,433 | – | 0.01% | – |
| HUBG | New | Hub Group Inc | $4,202,000 | – | 109,510 | – | 0.01% | – |
| LZB | New | La-Z-Boy Inc | $3,957,000 | – | 142,238 | – | 0.01% | – |
| MTRN | New | Materion Corp | $3,669,000 | – | 148,197 | – | 0.01% | – |
| ACCO | New | ACCO Brands Corp | $4,041,000 | – | 391,104 | – | 0.01% | – |
| PLCM | New | Polycom Inc | $3,937,000 | – | 349,983 | – | 0.01% | – |
| FINL | New | Finish Line Inc/The | $3,652,000 | – | 180,881 | – | 0.01% | – |
| SNHY | New | Sun Hydraulics Corp | $3,790,000 | – | 127,634 | – | 0.01% | – |
| MSA | New | MSA Safety Inc | $4,139,000 | – | 78,782 | – | 0.01% | – |
| EPAC | New | Actuant Corp | $4,220,000 | – | 186,643 | – | 0.01% | – |
| SCL | New | Stepan Co | $4,247,000 | – | 71,346 | – | 0.01% | – |
| RSTI | New | Rofin-Sinar Technologies Inc | $3,695,000 | – | 115,683 | – | 0.01% | – |
| GEF | New | Greif Inc | $4,000,000 | – | 107,315 | – | 0.01% | – |
| VRA | New | Vera Bradley Inc | $4,152,000 | – | 292,957 | – | 0.01% | – |
| FNSR | New | Finisar Corp | $4,121,000 | – | 235,331 | – | 0.01% | – |
| IRBT | New | iRobot Corp | $4,026,000 | – | 114,782 | – | 0.01% | – |
| SANM | New | Sanmina Corp | $3,667,000 | – | 136,785 | – | 0.01% | – |
| BID | New | Sotheby's | $3,083,000 | – | 112,540 | – | 0.01% | – |
| SAH | New | Sonic Automotive Inc | $3,219,000 | – | 188,158 | – | 0.01% | – |
| OLN | New | Olin Corp | $3,105,000 | – | 124,999 | – | 0.01% | – |
| SWC | New | Stillwater Mining Co | $3,270,000 | – | 275,716 | – | 0.01% | – |
| TNC | New | Tennant Co | $3,210,000 | – | 59,585 | – | 0.01% | – |
| CRS | New | Carpenter Technology Corp | $3,004,000 | – | 91,241 | – | 0.01% | – |
| IVC | New | Invacare Corp | $3,083,000 | – | 254,128 | – | 0.01% | – |
| JNS | New | Janus Capital Group Inc | $3,370,000 | – | 242,080 | – | 0.01% | – |
| KWR | New | Quaker Chemical Corp | $3,015,000 | – | 33,809 | – | 0.01% | – |
| WMK | New | Weis Markets Inc | $3,206,000 | – | 63,417 | – | 0.01% | – |
| TISI | New | Team Inc | $3,448,000 | – | 138,887 | – | 0.01% | – |
| ASEI | New | American Science & Engineering | $2,595,000 | – | 69,362 | – | 0.00% | – |
| CLMS | New | Calamos Asset Management Inc | $2,445,000 | – | 334,437 | – | 0.00% | – |
| APEI | New | American Public Education Inc | $2,710,000 | – | 96,446 | – | 0.00% | – |
| KIRK | New | Kirkland's Inc | $2,405,000 | – | 163,810 | – | 0.00% | – |
| KAMN | New | Kaman Corp | $2,625,000 | – | 61,739 | – | 0.00% | – |
| OIS | New | Oil States International Inc | $2,862,000 | – | 87,032 | – | 0.00% | – |
| ZUMZ | New | Zumiez Inc | $2,347,000 | – | 164,013 | – | 0.00% | – |
| ROVI | New | Rovi Corp | $2,807,000 | – | 179,428 | – | 0.00% | – |
| AMKR | New | Amkor Technology Inc | $2,639,000 | – | 458,992 | – | 0.00% | – |
| MED | New | Medifast Inc | $2,340,000 | – | 70,329 | – | 0.00% | – |
| SCSS | New | Select Comfort Corp | $2,829,000 | – | 132,286 | – | 0.00% | – |
| HY | New | Hyster-Yale Materials Handling | $2,646,000 | – | 44,476 | – | 0.00% | – |
| GPI | New | Group 1 Automotive Inc | $2,914,000 | – | 59,044 | – | 0.00% | – |
| MRO | New | Marathon Oil Corp | $2,319,000 | – | 154,479 | – | 0.00% | – |
| SWFT | New | Swift Transportation Co | $2,697,000 | – | 175,012 | – | 0.00% | – |
| ESE | New | ESCO Technologies Inc | $2,663,000 | – | 66,686 | – | 0.00% | – |
| ETM | New | Entercom Communications Corp | $2,917,000 | – | 215,002 | – | 0.00% | – |
| DAN | New | Dana Holding Corp | $2,394,000 | – | 226,685 | – | 0.00% | – |
| ED | New | Consolidated Edison Inc | $1,977,000 | – | 24,582 | – | 0.00% | – |
| AIMC | New | Altra Industrial Motion Corp | $2,219,000 | – | 82,247 | – | 0.00% | – |
| ASNA | New | Ascena Retail Group Inc | $1,651,000 | – | 236,239 | – | 0.00% | – |
| NCI | New | Navigant Consulting Inc | $1,877,000 | – | 116,242 | – | 0.00% | – |
| BPI | New | Bridgepoint Education Inc | $2,118,000 | – | 292,613 | – | 0.00% | – |
| TRS | New | TriMas Corp | $1,958,000 | – | 108,743 | – | 0.00% | – |
| IPHS | New | Innophos Holdings Inc | $2,211,000 | – | 52,386 | – | 0.00% | – |
| DV | New | DeVry Education Group Inc | $2,225,000 | – | 124,682 | – | 0.00% | – |
| CNO | New | CNO Financial Group Inc | $2,068,000 | – | 118,463 | – | 0.00% | – |
| WOR | New | Worthington Industries Inc | $2,214,000 | – | 52,349 | – | 0.00% | – |
| SMRTQ | New | Stein Mart Inc | $2,111,000 | – | 273,434 | – | 0.00% | – |
| FRP | New | FairPoint Communications Inc | $1,918,000 | – | 130,644 | – | 0.00% | – |
| VECO | New | Veeco Instruments Inc | $2,240,000 | – | 135,285 | – | 0.00% | – |
| LORL | New | Loral Space & Communications I | $1,900,000 | – | 53,880 | – | 0.00% | – |
| PARR | New | Par Pacific Holdings Inc | $1,185,000 | – | 77,224 | – | 0.00% | – |
| CMCO | New | Columbus McKinnon Corp/NY | $1,459,000 | – | 103,085 | – | 0.00% | – |
| ANF | New | Abercrombie & Fitch Co | $1,246,000 | – | 69,956 | – | 0.00% | – |
| MGRC | New | McGrath RentCorp | $1,084,000 | – | 35,433 | – | 0.00% | – |
| XXIA | New | Ixia | $1,085,000 | – | 110,460 | – | 0.00% | – |
| DUK | New | Duke Energy Corp | $1,245,000 | – | 14,515 | – | 0.00% | – |
| IBOC | New | International Bancshares Corp | $1,349,000 | – | 51,719 | – | 0.00% | – |
| SCVL | New | Shoe Carnival Inc | $1,335,000 | – | 53,303 | – | 0.00% | – |
| ICFI | New | ICF International Inc | $1,093,000 | – | 26,724 | – | 0.00% | – |
| CRMT | New | America's Car-Mart Inc/TX | $1,085,000 | – | 38,408 | – | 0.00% | – |
| NANO | New | Nanometrics Inc | $1,056,000 | – | 50,796 | – | 0.00% | – |
| D | New | Dominion Resources Inc/VA | $1,604,000 | – | 20,578 | – | 0.00% | – |
| APOL | New | Apollo Education Group Inc | $1,418,000 | – | 155,488 | – | 0.00% | – |
| DGII | New | Digi International Inc | $1,016,000 | – | 94,696 | – | 0.00% | – |
| SF | New | Stifel Financial Corp | $1,092,000 | – | 34,704 | – | 0.00% | – |
| GLT | New | PH Glatfelter Co | $1,152,000 | – | 58,869 | – | 0.00% | – |
| FREDQ | New | Fred's Inc | $1,116,000 | – | 69,272 | – | 0.00% | – |
| BBRG | New | Bravo Brio Restaurant Group In | $1,420,000 | – | 173,376 | – | 0.00% | – |
| RAVN | New | Raven Industries Inc | $1,076,000 | – | 56,854 | – | 0.00% | – |
| MTSC | New | MTS Systems Corp | $1,413,000 | – | 32,233 | – | 0.00% | – |
| CCC | New | Calgon Carbon Corp | $1,566,000 | – | 119,081 | – | 0.00% | – |
| PAG | New | Penske Automotive Group Inc | $1,389,000 | – | 44,136 | – | 0.00% | – |
| XOM | New | Exxon Mobil Corp | $1,003,000 | – | 10,700 | – | 0.00% | – |
| CMTL | New | Comtech Telecommunications Cor | $1,452,000 | – | 113,139 | – | 0.00% | – |
| PDLI | New | PDL BioPharma Inc | $933,000 | – | 297,175 | – | 0.00% | – |
| LPSN | New | LivePerson Inc | $732,000 | – | 115,495 | – | 0.00% | – |
| LCUT | New | Lifetime Brands Inc | $559,000 | – | 38,360 | – | 0.00% | – |
| LBYYQ | New | Libbey Inc | $394,000 | – | 24,779 | – | 0.00% | – |
| KRO | New | Kronos Worldwide Inc | $495,000 | – | 94,325 | – | 0.00% | – |
| RT | New | Ruby Tuesday Inc | $406,000 | – | 112,473 | – | 0.00% | – |
| RUSHA | New | Rush Enterprises Inc | $835,000 | – | 38,744 | – | 0.00% | – |
| IXYS | New | IXYS Corp | $505,000 | – | 49,291 | – | 0.00% | – |
| CKH | New | SEACOR Holdings Inc | $941,000 | – | 16,244 | – | 0.00% | – |
| SHG | New | SHINHAN FINA-ADR | $653,000 | – | 19,960 | – | 0.00% | – |
| GHL | New | Greenhill & Co Inc | $384,000 | – | 23,810 | – | 0.00% | – |
| TMHC | New | Taylor Morrison Home Corp | $961,000 | – | 64,768 | – | 0.00% | – |
| TRC | New | Tejon Ranch Co | $528,000 | – | 22,345 | – | 0.00% | – |
| FDML | New | Federal-Mogul Holdings Corp | $451,000 | – | 54,259 | – | 0.00% | – |
| EVTC | New | EVERTEC Inc | $971,000 | – | 62,424 | – | 0.00% | – |
| EBF | New | Ennis Inc | $533,000 | – | 27,779 | – | 0.00% | – |
| TZOO | New | Travelzoo Inc | $457,000 | – | 56,938 | – | 0.00% | – |
| ENIA | New | Enersis Americas SA | $673,000 | – | 78,360 | – | 0.00% | – |
| VEC | New | Vectrus Inc | $585,000 | – | 20,534 | – | 0.00% | – |
| CHEF | New | Chefs' Warehouse Inc/The | $722,000 | – | 45,164 | – | 0.00% | – |
| VRTS | New | Virtus Investment Partners Inc | $425,000 | – | 5,970 | – | 0.00% | – |
| CACI | New | CACI International Inc | $347,000 | – | 3,835 | – | 0.00% | – |
| WMAR | New | West Marine Inc | $434,000 | – | 51,757 | – | 0.00% | – |
| BCC | New | Boise Cascade Co | $465,000 | – | 20,281 | – | 0.00% | – |
| BDC | New | Belden Inc | $891,000 | – | 14,760 | – | 0.00% | – |
| CIB | New | BANCOLOMBIA-ADR | $769,000 | – | 22,030 | – | 0.00% | – |
| ARCO | New | Arcos Dorados Holdings Inc | $929,000 | – | 194,830 | – | 0.00% | – |
| AXLL | New | Axiall Corp | $866,000 | – | 26,565 | – | 0.00% | – |
| ATW | New | Atwood Oceanics Inc | $547,000 | – | 43,672 | – | 0.00% | – |
| ANDE | New | Andersons Inc/The | $902,000 | – | 25,393 | – | 0.00% | – |
| AEGN | New | Aegion Corp | $489,000 | – | 25,097 | – | 0.00% | – |
| AVX | New | AVX Corp | $514,000 | – | 37,852 | – | 0.00% | – |
| CPA | New | Copa Holdings SA | $700,000 | – | 13,401 | – | 0.00% | – |
| MOD | New | Modine Manufacturing Co | $116,000 | – | 13,171 | – | 0.00% | – |
| RPXC | New | RPX Corp | $119,000 | – | 13,022 | – | 0.00% | – |
| PZN | New | Pzena Investment Management In | $188,000 | – | 24,683 | – | 0.00% | – |
| ZIXI | New | Zix Corp | $195,000 | – | 51,996 | – | 0.00% | – |
| CDI | New | CDI Corp | $110,000 | – | 18,019 | – | 0.00% | – |
| JOUT | New | Johnson Outdoors Inc | $323,000 | – | 12,583 | – | 0.00% | – |
Q4 2015
| Value | Shares | ↓ Weighting | ||||||
|---|---|---|---|---|---|---|---|---|
| EC | Exit | Ecopetrol SA | $0 | – | -29,282 | – | 0.00% | – |
| ARCO | Exit | Arcos Dorados Holdings, Inc. C | $0 | – | -99,160 | – | 0.00% | – |
| FSTR | Exit | L.B. Foster Co. | $0 | – | -34,543 | – | -0.00% | – |
| KOP | Exit | Koppers Holdings Inc. | $0 | – | -22,740 | – | -0.00% | – |
| WNC | Exit | Wabash National Corp Com | $0 | – | -55,633 | – | -0.00% | – |
| XOM | Exit | Exxon Mobil Corp. | $0 | – | -10,600 | – | -0.00% | – |
| NEWP | Exit | Newport Corp | $0 | – | -62,261 | – | -0.00% | – |
| CDI | Exit | CDI Corp | $0 | – | -97,053 | – | -0.00% | – |
| KBAL | Exit | Kimball International - Cla B | $0 | – | -76,876 | – | -0.00% | – |
| MOGA | Exit | Moog Inc. | $0 | – | -16,290 | – | -0.00% | – |
| MOD | Exit | Modine Manufacturing Co | $0 | – | -115,432 | – | -0.00% | – |
| DHX | Exit | DHI Group, Inc. | $0 | – | -73,039 | – | -0.00% | – |
| HLX | Exit | Helix Energy Solutions Group I | $0 | – | -138,861 | – | -0.00% | – |
| UCTT | Exit | Ultra Clean Holdings | $0 | – | -63,856 | – | -0.00% | – |
| CTBI | Exit | Community Trust Bancorp, Inc. | $0 | – | -26,498 | – | -0.00% | – |
| EZPW | Exit | Ezcorp Inc | $0 | – | -79,808 | – | -0.00% | – |
| CENX | Exit | Century Aluminum Co. | $0 | – | -109,247 | – | -0.00% | – |
| GBL | Exit | Gamco Investors Inc Com | $0 | – | -12,911 | – | -0.00% | – |
| GLBL | Exit | TerraForm Global, Inc. Class A | $0 | – | -50,230 | – | -0.00% | – |
| OPY | Exit | Oppenheimer Holdings Inc. Clas | $0 | – | -31,278 | – | -0.00% | – |
| ICFI | Exit | ICF International, Inc. | $0 | – | -26,781 | – | -0.00% | – |
| TZOO | Exit | Travelzoo Inc Com | $0 | – | -105,896 | – | -0.00% | – |
| BBOX | Exit | Black Box Corp Del Com | $0 | – | -26,255 | – | -0.00% | – |
| PKOH | Exit | Park-Ohio Holdings Corp | $0 | – | -30,941 | – | -0.00% | – |
| SMRTQ | Exit | Stein Mart Inc | $0 | – | -95,715 | – | -0.00% | – |
| CHCO | Exit | City Holding Company | $0 | – | -25,322 | – | -0.00% | – |
| ED | Exit | Consolidated Edison, Inc | $0 | – | -23,682 | – | -0.00% | – |
| APOL | Exit | Apollo Education Group, Inc. C | $0 | – | -100,930 | – | -0.00% | – |
| PIR | Exit | Pier 1 Imports Inc | $0 | – | -202,796 | – | -0.00% | – |
| HMN | Exit | Horace Mann Educators | $0 | – | -39,514 | – | -0.00% | – |
| PDLI | Exit | PDL BioPharma Inc | $0 | – | -276,491 | – | -0.00% | – |
| NWLI | Exit | National Western Life Insuranc | $0 | – | -4,862 | – | -0.00% | – |
| BPI | Exit | Bridgepoint Education Inc. | $0 | – | -168,242 | – | -0.00% | – |
| BCC | Exit | Boise Cascade Corp. | $0 | – | -54,319 | – | -0.00% | – |
| PGI | Exit | Premiere Global Services, Inc. | $0 | – | -79,425 | – | -0.00% | – |
| EBF | Exit | Ennis Inc. | $0 | – | -84,758 | – | -0.00% | – |
| SF | Exit | Stifel Financial Corp. | $0 | – | -27,234 | – | -0.00% | – |
| IDT | Exit | IDT Corp | $0 | – | -109,123 | – | -0.00% | – |
| FDML | Exit | Federal-Mogul Holdings Corp | $0 | – | -160,000 | – | -0.00% | – |
| NAV | Exit | Navistar Int'l | $0 | – | -112,010 | – | -0.00% | – |
| SYBT | Exit | Stock Yards Bancorp Inc. | $0 | – | -41,471 | – | -0.00% | – |
| TNC | Exit | Tennant Co | $0 | – | -23,185 | – | -0.00% | – |
| WMK | Exit | Weis Mkts Inc | $0 | – | -37,950 | – | -0.00% | – |
| IBOC | Exit | International Bancshares Corpo | $0 | – | -48,605 | – | -0.00% | – |
| DUK | Exit | Duke Energy Corporation | $0 | – | -14,015 | – | -0.00% | – |
| SCVL | Exit | Shoe Carnival Inc. | $0 | – | -42,139 | – | -0.00% | – |
| MGI | Exit | MoneyGram International Inc. | $0 | – | -178,621 | – | -0.00% | – |
| VRTS | Exit | Virtus Investment Partners Inc | $0 | – | -14,463 | – | -0.00% | – |
| D | Exit | Dominion Resources, Inc. | $0 | – | -16,078 | – | -0.00% | – |
| WOR | Exit | Worthington Industries Inc. | $0 | – | -58,474 | – | -0.00% | – |
| UNF | Exit | UniFirst Corporation | $0 | – | -12,345 | – | -0.00% | – |
| BELFB | Exit | Bel Fuse Inc | $0 | – | -66,988 | – | -0.00% | – |
| ROVI | Exit | Rovi Corporation | $0 | – | -166,263 | – | -0.00% | – |
| BGFV | Exit | Big 5 Sporting Goods Corp. | $0 | – | -201,348 | – | -0.00% | – |
| KAMN | Exit | Kaman Corporation Class A | $0 | – | -47,532 | – | -0.00% | – |
| KRO | Exit | Kronos Worldwide | $0 | – | -271,501 | – | -0.00% | – |
| WTS | Exit | Watts Water Technologies Inc C | $0 | – | -38,480 | – | -0.00% | – |
| AMKR | Exit | Amkor Technology Inc | $0 | – | -426,262 | – | -0.00% | – |
| KNL | Exit | Knoll Inc. | $0 | – | -76,451 | – | -0.00% | – |
| WAFD | Exit | Washington Federal, Inc. | $0 | – | -80,672 | – | -0.00% | – |
| PAG | Exit | Penske Automotive Group Inc | $0 | – | -43,670 | – | -0.00% | – |
| TRS | Exit | TriMas Corp. | $0 | – | -101,029 | – | -0.00% | – |
| FNSR | Exit | Finisar Corp Com New | $0 | – | -146,126 | – | -0.00% | – |
| CMCO | Exit | Columbus McKinnon Corp/NY | $0 | – | -113,012 | – | -0.00% | – |
| GK | Exit | G&K Services Inc | $0 | – | -27,261 | – | -0.00% | – |
| NCI | Exit | Navigant Consulting Inc | $0 | – | -109,060 | – | -0.00% | – |
| STBA | Exit | S&T Bancorp, Inc. | $0 | – | -53,112 | – | -0.00% | – |
| OIS | Exit | Oil STS Int'l | $0 | – | -85,927 | – | -0.00% | – |
| SMP | Exit | Standard Mtr Prods Inc Com | $0 | – | -55,006 | – | -0.00% | – |
| CNO | Exit | CNO Financial Group Inc | $0 | – | -102,215 | – | -0.00% | – |
| UIS | Exit | Unisys Corp. | $0 | – | -168,629 | – | -0.00% | – |
| ABM | Exit | ABM Industries Inc | $0 | – | -60,144 | – | -0.00% | – |
| IOSP | Exit | Innospec Inc Com | $0 | – | -43,355 | – | -0.00% | – |
| IRBT | Exit | iRobot Corporation | $0 | – | -77,025 | – | -0.00% | – |
| BBRG | Exit | Bravo Brio Restaurant Group In | $0 | – | -198,801 | – | -0.00% | – |
| SCL | Exit | Stepan Co Com | $0 | – | -40,180 | – | -0.00% | – |
| GTS | Exit | Triple-S Management Corp | $0 | – | -111,790 | – | -0.00% | – |
| ESE | Exit | ESCO Technologies Inc. | $0 | – | -62,334 | – | -0.00% | – |
| ATW | Exit | Atwood Oceanics Inc Com | $0 | – | -122,667 | – | -0.00% | – |
| RSTI | Exit | Rofin-Sinar Technologies Inc. | $0 | – | -64,552 | – | -0.00% | – |
| ETM | Exit | Entercom Communications Corp | $0 | – | -196,609 | – | -0.00% | – |
| AXLL | Exit | Axiall Corp. | $0 | – | -132,687 | – | -0.00% | – |
| APEI | Exit | American Public Education, Inc | $0 | – | -72,449 | – | -0.00% | – |
| WW | Exit | Weight Watchers Int'l | $0 | – | -304,600 | – | -0.00% | – |
| MTOR | Exit | Meritor, Inc. | $0 | – | -214,065 | – | -0.00% | – |
| OVTI | Exit | Omnivision Technologies Inc | $0 | – | -71,081 | – | -0.00% | – |
| ACCO | Exit | ACCO Brands Corporation | $0 | – | -362,825 | – | -0.00% | – |
| KIRK | Exit | Kirkland's Inc. | $0 | – | -121,330 | – | -0.00% | – |
| SWC | Exit | Stillwater Mng Co Com | $0 | – | -236,638 | – | -0.00% | – |
| DV | Exit | Devry Education Group Inc. | $0 | – | -94,441 | – | -0.00% | – |
| UBNT | Exit | Ubiquiti Networks Inc. | $0 | – | -68,570 | – | -0.00% | – |
| SYKE | Exit | Sykes Enterprises Inc. | $0 | – | -100,837 | – | -0.00% | – |
| RXN | Exit | Rexnord Corporation | $0 | – | -156,474 | – | -0.00% | – |
| EXPR | Exit | Express Inc. | $0 | – | -144,454 | – | -0.00% | – |
| TUMI | Exit | Tumi Holdings, Inc. | $0 | – | -152,999 | – | -0.00% | – |
| GHL | Exit | Greenhill & Co Inc | $0 | – | -87,588 | – | -0.00% | – |
| SWFT | Exit | Swift Transportation Company C | $0 | – | -163,131 | – | -0.00% | – |
| JBT | Exit | John Bean Technologies Corp. | $0 | – | -74,825 | – | -0.00% | – |
| RGP | Exit | Resources Connection Inc. | $0 | – | -164,122 | – | -0.00% | – |
| MWW | Exit | Monster Worldwide Inc. | $0 | – | -374,732 | – | -0.00% | – |
| FINL | Exit | Finish Line Inc | $0 | – | -130,544 | – | -0.00% | – |
| MED | Exit | Medifast, Inc. | $0 | – | -87,784 | – | -0.00% | – |
| COHR | Exit | Coherent Inc. | $0 | – | -43,715 | – | -0.00% | – |
| TBI | Exit | TrueBlue Inc | $0 | – | -110,785 | – | -0.00% | – |
| SANM | Exit | Sanmina Sci Corp | $0 | – | -112,483 | – | -0.00% | – |
| SCSS | Exit | Select Comfort Corp | $0 | – | -107,400 | – | -0.00% | – |
| STRA | Exit | Strayer Education Inc | $0 | – | -47,342 | – | -0.00% | – |
| MTRN | Exit | Materion Corp | $0 | – | -85,741 | – | -0.00% | – |
| CLMS | Exit | Calamos Asset Mgmt | $0 | – | -301,097 | – | -0.00% | – |
| FRAN | Exit | Francesca's Holdings Corp | $0 | – | -216,146 | – | -0.00% | – |
| KWR | Exit | Quaker Chem Corp | $0 | – | -31,471 | – | -0.00% | – |
| POLY | Exit | Plantronics Inc | $0 | – | -55,369 | – | -0.00% | – |
| SAH | Exit | Sonic Automotive Inc CL A | $0 | – | -172,555 | – | -0.01% | – |
| VRA | Exit | Vera Bradley Inc. | $0 | – | -273,367 | – | -0.01% | – |
| WTFC | Exit | Wintrust Financial Corporation | $0 | – | -62,722 | – | -0.01% | – |
| LZB | Exit | LA Z Boy Inc Com | $0 | – | -132,042 | – | -0.01% | – |
| HIBB | Exit | Hibbett Sports, Inc. | $0 | – | -93,858 | – | -0.01% | – |
| WGO | Exit | Winnebago Industries | $0 | – | -155,373 | – | -0.01% | – |
| SNX | Exit | Synnex Corp | $0 | – | -35,914 | – | -0.01% | – |
| DAN | Exit | Dana Holding Corp Com | $0 | – | -205,111 | – | -0.01% | – |
| MYRG | Exit | MYR Group Inc. | $0 | – | -118,501 | – | -0.01% | – |
| KELYA | Exit | Kelly Services Inc | $0 | – | -234,918 | – | -0.01% | – |
| CMC | Exit | Commercial Metals Company | $0 | – | -245,626 | – | -0.01% | – |
| EPAC | Exit | Actuant Corp | $0 | – | -175,061 | – | -0.01% | – |
| ADTN | Exit | Adtran Inc. | $0 | – | -228,046 | – | -0.01% | – |
| CHFC | Exit | Chemical Financial Corp | $0 | – | -106,098 | – | -0.01% | – |
| WNR | Exit | Western Refining Inc. | $0 | – | -70,966 | – | -0.01% | – |
| CPLA | Exit | Capella Education Company | $0 | – | -69,536 | – | -0.01% | – |
| FFG | Exit | FBL Financial Group Inc. Cl A | $0 | – | -63,350 | – | -0.01% | – |
| FMER | Exit | FirstMerit Corp | $0 | – | -234,189 | – | -0.01% | – |
| HNI | Exit | HNI Corp | $0 | – | -95,328 | – | -0.01% | – |
| DLX | Exit | Deluxe Corp. | $0 | – | -72,381 | – | -0.01% | – |
| TEN | Exit | Tenneco Inc | $0 | – | -80,209 | – | -0.01% | – |
| AIT | Exit | Applied Indl Technologies | $0 | – | -109,739 | – | -0.01% | – |
| GES | Exit | Guess Inc. | $0 | – | -177,300 | – | -0.01% | – |
| GCO | Exit | Genesco Inc | $0 | – | -64,269 | – | -0.01% | – |
| THFF | Exit | First Financial Corporation | $0 | – | -116,247 | – | -0.01% | – |
| NSIT | Exit | Insight Enterprises Inc | $0 | – | -140,506 | – | -0.01% | – |
| LNCOQ | Exit | LinnCo LLC | $0 | – | -1,537,977 | – | -0.01% | – |
| ENS | Exit | EnerSys Inc. | $0 | – | -67,639 | – | -0.01% | – |
| ESND | Exit | Essendant Inc. | $0 | – | -122,887 | – | -0.01% | – |
| NTGR | Exit | Netgear Inc | $0 | – | -143,666 | – | -0.01% | – |
| CHMT | Exit | Chemtura Corp. | $0 | – | -129,687 | – | -0.01% | – |
| BKE | Exit | Buckle Inc. | $0 | – | -110,842 | – | -0.01% | – |
| PETS | Exit | PetMed Express, Inc. | $0 | – | -223,873 | – | -0.01% | – |
| BID | Exit | Sotheby's | $0 | – | -120,791 | – | -0.01% | – |
| OMI | Exit | Owens & Minor, Inc. | $0 | – | -149,712 | – | -0.01% | – |
| SCSC | Exit | ScanSource Inc. | $0 | – | -135,287 | – | -0.01% | – |
| TRMK | Exit | Trustmark Corporation | $0 | – | -210,173 | – | -0.01% | – |
| NP | Exit | Neenah Paper Inc | $0 | – | -82,160 | – | -0.01% | – |
| ETH | Exit | Ethan Allen Interiors Inc | $0 | – | -160,819 | – | -0.01% | – |
| WERN | Exit | Werner Enterprises, Inc. | $0 | – | -180,987 | – | -0.01% | – |
| BHE | Exit | Benchmark Electronics Inc | $0 | – | -196,437 | – | -0.01% | – |
| VVI | Exit | Viad Corp | $0 | – | -166,061 | – | -0.01% | – |
| AXE | Exit | Anixter International Inc | $0 | – | -75,479 | – | -0.01% | – |
| UVV | Exit | Universal Corp VA Com | $0 | – | -100,239 | – | -0.01% | – |
| EME | Exit | EMCOR Group Inc. | $0 | – | -111,129 | – | -0.01% | – |
| CHS | Exit | Chicos Fas Inc | $0 | – | -319,833 | – | -0.01% | – |
| KFY | Exit | Korn/Ferry International | $0 | – | -159,094 | – | -0.01% | – |
| GTE | Exit | Gran Tierra Energy Inc. | $0 | – | -2,778,373 | – | -0.01% | – |
| FMSA | Exit | Fairmount Santrol Holdings Inc | $0 | – | -2,575,073 | – | -0.01% | – |
| GSK | Exit | GlaxoSmithKline Plc ADR | $0 | – | -249,000 | – | -0.02% | – |
| PKE | Exit | Park Electrochemical Corp. | $0 | – | -949,275 | – | -0.03% | – |
| SPXC | Exit | SPX Corporation | $0 | – | -1,751,103 | – | -0.03% | – |
| CSCO | Exit | Cisco Systems Inc. | $0 | – | -817,281 | – | -0.03% | – |
| MRO | Exit | Marathon Oil Corp. | $0 | – | -1,665,713 | – | -0.04% | – |
| XCRA | Exit | Xcerra Corporation | $0 | – | -4,170,284 | – | -0.04% | – |
| MDP | Exit | Meredith Corp. | $0 | – | -627,524 | – | -0.04% | – |
| ETFC | Exit | E*TRADE Financial Corporation | $0 | – | -1,072,477 | – | -0.04% | – |
| RYCEY | Exit | Rolls-Royce Holdings plc Spons | $0 | – | -2,943,205 | – | -0.05% | – |
| ROCK | Exit | Gibraltar Industries, Inc. | $0 | – | -1,922,003 | – | -0.05% | – |
| PLAB | Exit | Photronics, Inc. | $0 | – | -4,081,774 | – | -0.06% | – |
| CVS | Exit | CVS Health Corp | $0 | – | -383,650 | – | -0.06% | – |
| MRCY | Exit | Mercury Systems, Inc. | $0 | – | -2,468,925 | – | -0.06% | – |
| SYY | Exit | Sysco Corporation | $0 | – | -1,017,896 | – | -0.06% | – |
| RIO | Exit | Rio Tinto PLC Sponsored ADR | $0 | – | -1,179,074 | – | -0.06% | – |
| ABB | Exit | ABB Ltd. ADR | $0 | – | -2,301,350 | – | -0.06% | – |
| IP | Exit | International Paper Co. | $0 | – | -1,113,231 | – | -0.06% | – |
| WIRE | Exit | Encore Wire Corp | $0 | – | -1,335,063 | – | -0.07% | – |
| HAFC | Exit | Hanmi Financial Corp. | $0 | – | -1,743,695 | – | -0.07% | – |
| NLSN | Exit | Nielsen Holdings PLC | $0 | – | -1,086,414 | – | -0.07% | – |
| VLY | Exit | Valley National Bancorp | $0 | – | -4,919,811 | – | -0.07% | – |
| PLXS | Exit | Plexus Corp. | $0 | – | -1,295,570 | – | -0.08% | – |
| FARO | Exit | FARO Technologies, Inc. | $0 | – | -1,432,813 | – | -0.08% | – |
| OSK | Exit | Oshkosh Corporation | $0 | – | -1,405,749 | – | -0.08% | – |
| SMG | Exit | Scotts Miracle-Gro Company | $0 | – | -851,966 | – | -0.08% | – |
| TREX | Exit | Trex Company, Inc. | $0 | – | -1,589,945 | – | -0.08% | – |
| VSI | Exit | Vitamin Shoppe, Inc. | $0 | – | -1,616,283 | – | -0.08% | – |
| MENT | Exit | Mentor Graphics Corporation | $0 | – | -2,175,361 | – | -0.08% | – |
| TPC | Exit | Tutor Perini Corporation | $0 | – | -3,421,372 | – | -0.09% | – |
| Exit | Element Financial Corporation | $0 | – | -4,215,200 | – | -0.09% | – | |
| TEX | Exit | Terex Corporation | $0 | – | -3,224,585 | – | -0.09% | – |
| POL | Exit | PolyOne Corporation | $0 | – | -1,999,013 | – | -0.09% | – |
| PB | Exit | Prosperity Bancshares, Inc. | $0 | – | -1,220,687 | – | -0.09% | – |
| PRIM | Exit | Primoris Services Corporation | $0 | – | -3,352,764 | – | -0.09% | – |
| GE | Exit | General Electric Co. | $0 | – | -2,380,068 | – | -0.09% | – |
| MINI | Exit | Mobile Mini, Inc. | $0 | – | -1,981,956 | – | -0.09% | – |
| MW | Exit | Men's Wearhouse, Inc. | $0 | – | -1,452,526 | – | -0.10% | – |
| VOD | Exit | Vodafone Group Plc ADR | $0 | – | -1,983,577 | – | -0.10% | – |
| VSH | Exit | Vishay Intertechnology, Inc. | $0 | – | -6,624,878 | – | -0.10% | – |
| AXL | Exit | American Axle & Manufacturing | $0 | – | -3,310,113 | – | -0.10% | – |
| CA | Exit | CA, Inc. | $0 | – | -2,425,187 | – | -0.10% | – |
| DIOD | Exit | Diodes Incorporated | $0 | – | -3,135,767 | – | -0.10% | – |
| BRKS | Exit | Brooks Automation, Inc. | $0 | – | -5,780,586 | – | -0.10% | – |
| FIX | Exit | Comfort Systems USA, Inc. | $0 | – | -2,534,361 | – | -0.11% | – |
| HLS | Exit | HealthSouth Corporation | $0 | – | -1,796,248 | – | -0.11% | – |
| HAE | Exit | Haemonetics Corp | $0 | – | -2,239,841 | – | -0.11% | – |
| NVR | Exit | NVR Inc | $0 | – | -47,381 | – | -0.11% | – |
| IIVI | Exit | II-VI Inc | $0 | – | -4,500,300 | – | -0.11% | – |
| TYC | Exit | Tyco International PLC | $0 | – | -2,217,185 | – | -0.11% | – |
| OFC | Exit | Corporate Office Properties Tr | $0 | – | -3,606,036 | – | -0.12% | – |
| SSD | Exit | Simpson Manufacturing Co., Inc | $0 | – | -2,279,831 | – | -0.12% | – |
| JOY | Exit | Joy Global Inc. | $0 | – | -5,264,553 | – | -0.12% | – |
| GPS | Exit | Gap Inc | $0 | – | -2,807,735 | – | -0.12% | – |
| B | Exit | Barnes Group Inc. | $0 | – | -2,316,387 | – | -0.13% | – |
| MCHP | Exit | Microchip Technology Incorpora | $0 | – | -1,956,365 | – | -0.13% | – |
| CVX | Exit | Chevron Corp. | $0 | – | -1,078,612 | – | -0.13% | – |
| TRV | Exit | Travelers Companies, Inc. | $0 | – | -864,339 | – | -0.13% | – |
| FLOW | Exit | SPX Flow, Inc. | $0 | – | -2,572,556 | – | -0.14% | – |
| TCBI | Exit | Texas Capital Bancshares, Inc. | $0 | – | -1,728,292 | – | -0.14% | – |
| CYN | Exit | City National Corporation | $0 | – | -1,070,951 | – | -0.14% | – |
| L | Exit | Loews Corp | $0 | – | -2,972,816 | – | -0.16% | – |
| TPX | Exit | Tempur Sealy International Inc | $0 | – | -1,541,121 | – | -0.17% | – |
| IBM | Exit | International Business Machine | $0 | – | -787,424 | – | -0.18% | – |
| WSH | Exit | Willis Group Holdings Plc | $0 | – | -2,852,474 | – | -0.18% | – |
| KBR | Exit | KBR,Inc | $0 | – | -7,387,090 | – | -0.19% | – |
| LUV | Exit | Southwest Airlines Co. | $0 | – | -3,254,607 | – | -0.19% | – |
| LEN | Exit | Lennar Corp | $0 | – | -2,580,894 | – | -0.19% | – |
| ERJ | Exit | Embraer S.A. ADR | $0 | – | -5,165,396 | – | -0.20% | – |
| GLNG | Exit | Golar LNG Limited | $0 | – | -4,874,304 | – | -0.21% | – |
| FCS | Exit | Fairchild Semiconductor Intern | $0 | – | -9,708,612 | – | -0.21% | – |
| HST | Exit | Host Hotels & Resorts Inc | $0 | – | -9,262,330 | – | -0.22% | – |
| XEL | Exit | Xcel Energy Inc. | $0 | – | -4,238,409 | – | -0.23% | – |
| NSC | Exit | Norfolk Southern Corporation | $0 | – | -2,116,069 | – | -0.25% | – |
| SEAS | Exit | SeaWorld Entertainment, Inc. | $0 | – | -9,388,067 | – | -0.26% | – |
| CNHI | Exit | CNH Industrial NV (US) | $0 | – | -25,622,317 | – | -0.26% | – |
| FMC | Exit | FMC Corporation | $0 | – | -5,163,063 | – | -0.27% | – |
| SDRL | Exit | Seadrill Ltd. (US) | $0 | – | -29,808,197 | – | -0.27% | – |
| EMR | Exit | Emerson Electric Co. | $0 | – | -3,988,132 | – | -0.27% | – |
| NYCB | Exit | New York Community Bancorp, In | $0 | – | -9,786,073 | – | -0.27% | – |
| PNW | Exit | Pinnacle West Capital Corporat | $0 | – | -2,766,105 | – | -0.27% | – |
| ETN | Exit | Eaton Corp. Plc | $0 | – | -3,607,928 | – | -0.28% | – |
| STJ | Exit | St. Jude Medical, Inc. | $0 | – | -2,990,096 | – | -0.29% | – |
| DE | Exit | Deere & Company | $0 | – | -2,686,142 | – | -0.31% | – |
| PBCT | Exit | People's United Financial | $0 | – | -13,406,759 | – | -0.32% | – |
| AIG | Exit | American International Group, | $0 | – | -4,398,557 | – | -0.38% | – |
| FNFG | Exit | First Niagara Financial Group, | $0 | – | -24,671,669 | – | -0.39% | – |
| DFS | Exit | Discover Financial Services | $0 | – | -4,919,473 | – | -0.39% | – |
| NCLH | Exit | Norwegian Cruise Line Holdings | $0 | – | -4,645,543 | – | -0.41% | – |
| SLM | Exit | SLM Corporation | $0 | – | -36,553,991 | – | -0.42% | – |
| LB | Exit | L Brands, Inc. | $0 | – | -3,039,901 | – | -0.42% | – |
| TSS | Exit | Total System Services, Inc. | $0 | – | -6,186,780 | – | -0.43% | – |
| SPR | Exit | Spirit AeroSystems Holdings, I | $0 | – | -6,076,386 | – | -0.45% | – |
| FITB | Exit | Fifth Third Bancorp | $0 | – | -15,833,471 | – | -0.46% | – |
| AMP | Exit | Ameriprise Financial, Inc. | $0 | – | -2,754,917 | – | -0.46% | – |
| CCL | Exit | Carnival Corporation | $0 | – | -6,691,446 | – | -0.51% | – |
| WHR | Exit | Whirlpool Corporation | $0 | – | -2,277,278 | – | -0.52% | – |
| CI | Exit | Cigna Corporation | $0 | – | -2,501,884 | – | -0.52% | – |
| TXN | Exit | Texas Instruments Incorporated | $0 | – | -6,931,636 | – | -0.53% | – |
| HBI | Exit | Hanesbrands Inc. | $0 | – | -12,843,883 | – | -0.57% | – |
| RCL | Exit | Royal Caribbean Cruises Ltd. | $0 | – | -4,202,466 | – | -0.58% | – |
| NAVI | Exit | Navient Corp. | $0 | – | -35,236,947 | – | -0.61% | – |
| OC | Exit | Owens Corning | $0 | – | -9,603,238 | – | -0.62% | – |
| XYL | Exit | Xylem Inc. | $0 | – | -12,398,437 | – | -0.63% | – |
| RAI | Exit | Reynolds American Inc. | $0 | – | -9,222,436 | – | -0.63% | – |
| UNH | Exit | UnitedHealth Group Incorporate | $0 | – | -3,659,338 | – | -0.65% | – |
| CAH | Exit | Cardinal Health, Inc. | $0 | – | -6,057,453 | – | -0.72% | – |
| MPC | Exit | Marathon Petroleum Corporation | $0 | – | -11,069,340 | – | -0.79% | – |
| TEVA | Exit | Teva Pharmaceutical Industries | $0 | – | -9,522,401 | – | -0.83% | – |
| INTC | Exit | Intel Corporation | $0 | – | -19,602,403 | – | -0.91% | – |
| ETR | Exit | Entergy Corporation | $0 | – | -9,796,243 | – | -0.98% | – |
| CNP | Exit | CenterPoint Energy, Inc. | $0 | – | -35,468,912 | – | -0.98% | – |
| STT | Exit | State Street Corporation | $0 | – | -10,011,194 | – | -1.04% | – |
| T | Exit | AT&T Inc. | $0 | – | -20,744,656 | – | -1.04% | – |
| 3106PS | Exit | Delphi Automotive PLC | $0 | – | -9,264,471 | – | -1.08% | – |
| SWK | Exit | Stanley Black & Decker, Inc. | $0 | – | -7,633,120 | – | -1.14% | – |
| CRH | Exit | CRH Plc ADR | $0 | – | -28,516,942 | – | -1.16% | – |
| BP | Exit | BP Plc ADR | $0 | – | -25,024,267 | – | -1.18% | – |
| APD | Exit | Air Products & Chemicals, Inc. | $0 | – | -7,625,459 | – | -1.50% | – |
| QCOM | Exit | Qualcomm Inc. | $0 | – | -18,439,912 | – | -1.52% | – |
| ANTM | Exit | Anthem, Inc. | $0 | – | -7,545,137 | – | -1.62% | – |
| OXY | Exit | Occidental Petroleum Corporati | $0 | – | -16,043,118 | – | -1.63% | – |
| C | Exit | Citigroup Inc. | $0 | – | -21,631,386 | – | -1.65% | – |
| ITYBY | Exit | Imperial Tobacco Group PLC ADR | $0 | – | -10,503,985 | – | -1.67% | – |
| WMT | Exit | Wal-Mart Stores, Inc. | $0 | – | -16,816,158 | – | -1.68% | – |
| F | Exit | Ford Motor Company | $0 | – | -80,649,823 | – | -1.68% | – |
| TGT | Exit | Target Corporation | $0 | – | -13,984,803 | – | -1.69% | – |
| UTX | Exit | United Technologies | $0 | – | -12,751,758 | – | -1.74% | – |
| PSX | Exit | Phillips 66 | $0 | – | -15,536,609 | – | -1.84% | – |
| HON | Exit | Honeywell International Inc. | $0 | – | -12,743,371 | – | -1.86% | – |
| GD | Exit | General Dynamics Corporation | $0 | – | -8,758,292 | – | -1.86% | – |
| MO | Exit | Altria Group, Inc. | $0 | – | -22,370,774 | – | -1.87% | – |
| MRK | Exit | Merck & Co., Inc. | $0 | – | -25,179,076 | – | -1.91% | – |
| JCI | Exit | Johnson Controls, Inc. | $0 | – | -30,905,934 | – | -1.97% | – |
| RTN | Exit | Raytheon Company | $0 | – | -11,747,798 | – | -1.97% | – |
| COP | Exit | ConocoPhillips | $0 | – | -27,114,970 | – | -2.00% | – |
| BAC | Exit | Bank of America Corporation | $0 | – | -85,256,775 | – | -2.04% | – |
| COF | Exit | Capital One Financial Corporat | $0 | – | -18,385,991 | – | -2.05% | – |
| ORCL | Exit | Oracle Corporation | $0 | – | -36,960,996 | – | -2.05% | – |
| AXP | Exit | American Express Co. | $0 | – | -18,388,978 | – | -2.10% | – |
| MSFT | Exit | Microsoft Corporation | $0 | – | -31,195,685 | – | -2.12% | – |
| SNY | Exit | Sanofi ADR | $0 | – | -29,123,564 | – | -2.13% | – |
| JNJ | Exit | Johnson & Johnson | $0 | – | -15,399,839 | – | -2.21% | – |
| VZ | Exit | Verizon Communications Inc. | $0 | – | -35,856,072 | – | -2.40% | – |
| PFE | Exit | Pfizer Inc. | $0 | – | -54,274,453 | – | -2.62% | – |
| PNC | Exit | PNC Financial Services Group, | $0 | – | -19,154,195 | – | -2.63% | – |
| PM | Exit | Philip Morris International In | $0 | – | -22,544,445 | – | -2.75% | – |
| JPM | Exit | JPMorgan Chase & Co. | $0 | – | -32,645,337 | – | -3.06% | – |
| MDT | Exit | Medtronic PLC | $0 | – | -30,967,127 | – | -3.19% | – |
| WFC | Exit | Wells Fargo & Company | $0 | – | -40,429,716 | – | -3.19% | – |
Q3 2015
| Value | Shares | ↓ Weighting | ||||||
|---|---|---|---|---|---|---|---|---|
| WFC | Sell | Wells Fargo & Company | $2,076,066,000 | -14.2% | 40,429,716 | -6.1% | 3.19% | -3.2% |
| MDT | Sell | Medtronic PLC | $2,072,940,000 | -11.5% | 30,967,127 | -2.1% | 3.19% | -0.1% |
| JPM | Sell | JPMorgan Chase & Co. | $1,990,385,000 | -12.0% | 32,645,337 | -2.2% | 3.06% | -0.6% |
| PM | Sell | Philip Morris International In | $1,788,451,000 | -3.3% | 22,544,445 | -2.3% | 2.75% | +9.2% |
| PNC | Sell | PNC Financial Services Group, | $1,708,554,000 | -10.0% | 19,154,195 | -3.5% | 2.63% | +1.6% |
| PFE | Sell | Pfizer Inc. | $1,704,761,000 | -8.2% | 54,274,453 | -2.0% | 2.62% | +3.7% |
| VZ | Sell | Verizon Communications Inc. | $1,560,098,000 | -8.6% | 35,856,072 | -2.0% | 2.40% | +3.2% |
| JNJ | Sell | Johnson & Johnson | $1,437,575,000 | -5.6% | 15,399,839 | -1.5% | 2.21% | +6.6% |
| SNY | Sell | Sanofi ADR | $1,382,495,000 | -6.8% | 29,123,564 | -2.8% | 2.13% | +5.2% |
| MSFT | Sell | Microsoft Corporation | $1,380,721,000 | -21.0% | 31,195,685 | -21.2% | 2.12% | -10.8% |
| AXP | Sell | American Express Co. | $1,363,174,000 | -6.9% | 18,388,978 | -2.3% | 2.10% | +5.2% |
| ORCL | Sell | Oracle Corporation | $1,335,032,000 | -12.8% | 36,960,996 | -2.7% | 2.05% | -1.5% |
| COF | Sell | Capital One Financial Corporat | $1,333,353,000 | -19.9% | 18,385,991 | -2.9% | 2.05% | -9.6% |
| BAC | Sell | Bank of America Corporation | $1,328,301,000 | -9.8% | 85,256,775 | -1.5% | 2.04% | +1.8% |
| COP | Buy | ConocoPhillips | $1,300,435,000 | -4.1% | 27,114,970 | +22.8% | 2.00% | +8.3% |
| RTN | Sell | Raytheon Company | $1,283,565,000 | +5.3% | 11,747,798 | -7.8% | 1.97% | +18.8% |
| JCI | Buy | Johnson Controls, Inc. | $1,278,269,000 | -2.9% | 30,905,934 | +16.2% | 1.97% | +9.6% |
| MRK | Sell | Merck & Co., Inc. | $1,243,594,000 | -14.8% | 25,179,076 | -1.8% | 1.91% | -3.8% |
| MO | Sell | Altria Group, Inc. | $1,216,971,000 | +8.6% | 22,370,774 | -2.3% | 1.87% | +22.6% |
| GD | Sell | General Dynamics Corporation | $1,208,206,000 | -14.8% | 8,758,292 | -12.5% | 1.86% | -3.8% |
| HON | Sell | Honeywell International Inc. | $1,206,669,000 | -8.6% | 12,743,371 | -1.5% | 1.86% | +3.2% |
| PSX | Sell | Phillips 66 | $1,193,833,000 | -18.4% | 15,536,609 | -14.4% | 1.84% | -7.8% |
| UTX | New | United Technologies | $1,134,779,000 | – | 12,751,758 | – | 1.74% | – |
| TGT | Sell | Target Corporation | $1,100,045,000 | -37.0% | 13,984,803 | -34.6% | 1.69% | -28.8% |
| F | Sell | Ford Motor Company | $1,094,418,000 | -12.3% | 80,649,823 | -3.0% | 1.68% | -0.9% |
| WMT | Buy | Wal-Mart Stores, Inc. | $1,090,359,000 | -7.6% | 16,816,158 | +1.1% | 1.68% | +4.4% |
| ITYBY | Sell | Imperial Tobacco Group PLC ADR | $1,086,087,000 | +4.1% | 10,503,985 | -2.8% | 1.67% | +17.5% |
| C | Sell | Citigroup Inc. | $1,073,134,000 | -12.7% | 21,631,386 | -2.8% | 1.65% | -1.4% |
| OXY | Sell | Occidental Petroleum Corporati | $1,061,252,000 | -15.5% | 16,043,118 | -0.6% | 1.63% | -4.5% |
| ANTM | Sell | Anthem, Inc. | $1,056,319,000 | -16.5% | 7,545,137 | -2.0% | 1.62% | -5.7% |
| QCOM | Sell | Qualcomm Inc. | $990,776,000 | -16.7% | 18,439,912 | -2.9% | 1.52% | -5.9% |
| APD | Buy | Air Products & Chemicals, Inc. | $972,856,000 | +354956.9% | 7,625,459 | +381173.0% | 1.50% | – |
| BP | Sell | BP Plc ADR | $764,742,000 | -25.0% | 25,024,267 | -1.9% | 1.18% | -15.3% |
| CRH | Sell | CRH Plc ADR | $756,840,000 | -11.5% | 28,516,942 | -6.3% | 1.16% | -0.1% |
| SWK | Sell | Stanley Black & Decker, Inc. | $740,261,000 | -9.6% | 7,633,120 | -1.9% | 1.14% | +2.1% |
| 3106PS | Sell | Delphi Automotive PLC | $704,470,000 | -11.6% | 9,264,471 | -1.0% | 1.08% | -0.2% |
| T | Buy | AT&T Inc. | $675,861,000 | -4.7% | 20,744,656 | +3.9% | 1.04% | +7.6% |
| STT | Sell | State Street Corporation | $672,852,000 | -13.6% | 10,011,194 | -1.0% | 1.04% | -2.5% |
| CNP | Sell | CenterPoint Energy, Inc. | $639,859,000 | -7.7% | 35,468,912 | -2.6% | 0.98% | +4.2% |
| ETR | Sell | Entergy Corporation | $637,735,000 | -9.3% | 9,796,243 | -1.8% | 0.98% | +2.4% |
| INTC | Sell | Intel Corporation | $590,816,000 | -24.7% | 19,602,403 | -24.0% | 0.91% | -15.0% |
| TEVA | Sell | Teva Pharmaceutical Industries | $537,635,000 | -7.8% | 9,522,401 | -3.5% | 0.83% | +4.2% |
| MPC | Sell | Marathon Petroleum Corporation | $512,843,000 | -38.5% | 11,069,340 | -30.5% | 0.79% | -30.5% |
| CAH | Sell | Cardinal Health, Inc. | $465,334,000 | -12.9% | 6,057,453 | -5.2% | 0.72% | -1.6% |
| UNH | Sell | UnitedHealth Group Incorporate | $424,520,000 | -8.2% | 3,659,338 | -3.5% | 0.65% | +3.7% |
| RAI | Buy | Reynolds American Inc. | $408,277,000 | +2.8% | 9,222,436 | +73.3% | 0.63% | +16.1% |
| XYL | Sell | Xylem Inc. | $407,288,000 | -28.6% | 12,398,437 | -19.4% | 0.63% | -19.4% |
| OC | Sell | Owens Corning | $402,472,000 | +0.6% | 9,603,238 | -1.0% | 0.62% | +13.6% |
| NAVI | Sell | Navient Corp. | $396,064,000 | -39.3% | 35,236,947 | -1.7% | 0.61% | -31.5% |
| RCL | Sell | Royal Caribbean Cruises Ltd. | $374,397,000 | +12.9% | 4,202,466 | -0.3% | 0.58% | +27.4% |
| HBI | Sell | Hanesbrands Inc. | $371,702,000 | -13.7% | 12,843,883 | -0.6% | 0.57% | -2.6% |
| TXN | Sell | Texas Instruments Incorporated | $343,254,000 | -6.6% | 6,931,636 | -2.8% | 0.53% | +5.4% |
| CI | Sell | Cigna Corporation | $337,805,000 | -16.8% | 2,501,884 | -0.2% | 0.52% | -6.1% |
| WHR | Buy | Whirlpool Corporation | $335,352,000 | +248.1% | 2,277,278 | +309.1% | 0.52% | +293.9% |
| CCL | Sell | Carnival Corporation | $332,565,000 | -4.3% | 6,691,446 | -4.9% | 0.51% | +7.8% |
| AMP | Buy | Ameriprise Financial, Inc. | $300,644,000 | -11.8% | 2,754,917 | +1.0% | 0.46% | -0.4% |
| FITB | Sell | Fifth Third Bancorp | $299,411,000 | -9.8% | 15,833,471 | -0.7% | 0.46% | +1.8% |
| SPR | Sell | Spirit AeroSystems Holdings, I | $293,733,000 | -13.2% | 6,076,386 | -1.0% | 0.45% | -2.0% |
| TSS | Buy | Total System Services, Inc. | $281,065,000 | +8.9% | 6,186,780 | +0.1% | 0.43% | +22.7% |
| LB | Buy | L Brands, Inc. | $273,986,000 | +5.2% | 3,039,901 | +0.0% | 0.42% | +18.6% |
| SLM | Sell | SLM Corporation | $270,499,000 | -26.3% | 36,553,991 | -1.7% | 0.42% | -16.8% |
| NCLH | Buy | Norwegian Cruise Line Holdings | $266,190,000 | +19.5% | 4,645,543 | +16.8% | 0.41% | +35.0% |
| DFS | Sell | Discover Financial Services | $255,763,000 | -9.9% | 4,919,473 | -0.1% | 0.39% | +1.8% |
| FNFG | Sell | First Niagara Financial Group, | $251,897,000 | +7.1% | 24,671,669 | -0.9% | 0.39% | +20.9% |
| AIG | Buy | American International Group, | $249,926,000 | -3.2% | 4,398,557 | +5.3% | 0.38% | +9.1% |
| PBCT | Sell | People's United Financial | $210,888,000 | -11.4% | 13,406,759 | -8.7% | 0.32% | 0.0% |
| DE | Sell | Deere & Company | $198,774,000 | -25.9% | 2,686,142 | -2.8% | 0.31% | -16.2% |
| STJ | Buy | St. Jude Medical, Inc. | $188,645,000 | -13.6% | 2,990,096 | +0.1% | 0.29% | -2.4% |
| ETN | Sell | Eaton Corp. Plc | $185,087,000 | -26.1% | 3,607,928 | -2.8% | 0.28% | -16.4% |
| PNW | Sell | Pinnacle West Capital Corporat | $177,418,000 | +11.4% | 2,766,105 | -1.2% | 0.27% | +25.8% |
| NYCB | Sell | New York Community Bancorp, In | $176,736,000 | -25.5% | 9,786,073 | -24.2% | 0.27% | -15.8% |
| EMR | Sell | Emerson Electric Co. | $176,156,000 | -81.7% | 3,988,132 | -77.0% | 0.27% | -79.3% |
| SDRL | Sell | Seadrill Ltd. (US) | $175,869,000 | -44.5% | 29,808,197 | -2.7% | 0.27% | -37.4% |
| FMC | Sell | FMC Corporation | $175,080,000 | -48.4% | 5,163,063 | -20.1% | 0.27% | -41.9% |
| SEAS | Sell | SeaWorld Entertainment, Inc. | $167,201,000 | -3.6% | 9,388,067 | -0.2% | 0.26% | +8.9% |
| CNHI | Buy | CNH Industrial NV (US) | $167,056,000 | -5.6% | 25,622,317 | +34.4% | 0.26% | +6.6% |
| NSC | Buy | Norfolk Southern Corporation | $161,667,000 | -9.7% | 2,116,069 | +3.3% | 0.25% | +2.0% |
| XEL | Buy | Xcel Energy Inc. | $150,082,000 | +10.1% | 4,238,409 | +0.0% | 0.23% | +24.2% |
| HST | Sell | Host Hotels & Resorts Inc | $146,437,000 | -20.4% | 9,262,330 | -0.1% | 0.22% | -10.0% |
| FCS | Buy | Fairchild Semiconductor Intern | $136,310,000 | -7.0% | 9,708,612 | +15.1% | 0.21% | +5.0% |
| GLNG | Buy | Golar LNG Limited | $135,896,000 | +12.7% | 4,874,304 | +89.1% | 0.21% | +27.4% |
| ERJ | Buy | Embraer S.A. ADR | $132,131,000 | -15.3% | 5,165,396 | +0.3% | 0.20% | -4.2% |
| LEN | Buy | Lennar Corp | $124,219,000 | -1.1% | 2,580,894 | +4.9% | 0.19% | +11.7% |
| LUV | Sell | Southwest Airlines Co. | $123,806,000 | -4.0% | 3,254,607 | -16.5% | 0.19% | +8.0% |
| KBR | Sell | KBR,Inc | $123,069,000 | -14.7% | 7,387,090 | -0.3% | 0.19% | -4.1% |
| WSH | Buy | Willis Group Holdings Plc | $116,866,000 | -12.6% | 2,852,474 | +0.1% | 0.18% | -1.1% |
| IBM | New | International Business Machine | $114,153,000 | – | 787,424 | – | 0.18% | – |
| TPX | Sell | Tempur Sealy International Inc | $110,081,000 | +3.9% | 1,541,121 | -4.2% | 0.17% | +17.4% |
| L | Buy | Loews Corp | $107,438,000 | -1.8% | 2,972,816 | +4.6% | 0.16% | +10.7% |
| CYN | Sell | City National Corporation | $94,308,000 | -6.6% | 1,070,951 | -4.2% | 0.14% | +5.1% |
| TCBI | Sell | Texas Capital Bancshares, Inc. | $90,598,000 | -19.1% | 1,728,292 | -4.0% | 0.14% | -9.2% |
| FLOW | New | SPX Flow, Inc. | $88,573,000 | – | 2,572,556 | – | 0.14% | – |
| TRV | Sell | Travelers Companies, Inc. | $86,028,000 | +1.6% | 864,339 | -1.4% | 0.13% | +14.8% |
| CVX | Buy | Chevron Corp. | $85,081,000 | +66.3% | 1,078,612 | +103.4% | 0.13% | +87.1% |
| MCHP | Sell | Microchip Technology Incorpora | $84,300,000 | -9.4% | 1,956,365 | -0.3% | 0.13% | +2.4% |
| B | Sell | Barnes Group Inc. | $83,506,000 | -11.1% | 2,316,387 | -3.9% | 0.13% | 0.0% |
| GPS | Buy | Gap Inc | $80,020,000 | -5.0% | 2,807,735 | +27.3% | 0.12% | +7.0% |
| JOY | Sell | Joy Global Inc. | $78,600,000 | -78.7% | 5,264,553 | -48.3% | 0.12% | -75.9% |
| OFC | Sell | Corporate Office Properties Tr | $75,835,000 | -10.8% | 3,606,036 | -0.1% | 0.12% | +0.9% |
| SSD | Sell | Simpson Manufacturing Co., Inc | $76,352,000 | -5.4% | 2,279,831 | -4.0% | 0.12% | +6.4% |
| TYC | New | Tyco International PLC | $74,188,000 | – | 2,217,185 | – | 0.11% | – |
| NVR | Sell | NVR Inc | $72,266,000 | +13.3% | 47,381 | -0.4% | 0.11% | +27.6% |
| HAE | Sell | Haemonetics Corp | $72,391,000 | -25.1% | 2,239,841 | -4.1% | 0.11% | -15.9% |
| IIVI | Sell | II-VI Inc | $72,365,000 | -16.2% | 4,500,300 | -1.1% | 0.11% | -5.9% |
| HLS | Sell | HealthSouth Corporation | $68,922,000 | -20.1% | 1,796,248 | -4.1% | 0.11% | -10.2% |
| FIX | Sell | Comfort Systems USA, Inc. | $69,087,000 | +13.8% | 2,534,361 | -4.2% | 0.11% | +27.7% |
| BRKS | Sell | Brooks Automation, Inc. | $67,691,000 | +0.3% | 5,780,586 | -1.9% | 0.10% | +13.0% |
| DIOD | Buy | Diodes Incorporated | $67,011,000 | -5.5% | 3,135,767 | +6.6% | 0.10% | +6.2% |
| CA | Sell | CA, Inc. | $66,208,000 | -74.1% | 2,425,187 | -72.2% | 0.10% | -70.7% |
| AXL | Sell | American Axle & Manufacturing | $66,004,000 | -8.4% | 3,310,113 | -3.9% | 0.10% | +3.1% |
| VSH | Buy | Vishay Intertechnology, Inc. | $64,195,000 | -11.8% | 6,624,878 | +6.4% | 0.10% | 0.0% |
| VOD | Sell | Vodafone Group Plc ADR | $62,959,000 | -14.0% | 1,983,577 | -1.3% | 0.10% | -3.0% |
| MW | Sell | Men's Wearhouse, Inc. | $61,762,000 | -36.4% | 1,452,526 | -4.2% | 0.10% | -28.0% |
| MINI | Sell | Mobile Mini, Inc. | $61,025,000 | -29.8% | 1,981,956 | -4.2% | 0.09% | -20.3% |
| PB | Sell | Prosperity Bancshares, Inc. | $59,948,000 | -18.5% | 1,220,687 | -4.2% | 0.09% | -8.0% |
| GE | Buy | General Electric Co. | $60,025,000 | -0.9% | 2,380,068 | +4.4% | 0.09% | +12.2% |
| PRIM | Buy | Primoris Services Corporation | $60,049,000 | +911.9% | 3,352,764 | +1018.7% | 0.09% | +1050.0% |
| POL | Sell | PolyOne Corporation | $58,651,000 | -28.2% | 1,999,013 | -4.2% | 0.09% | -18.9% |
| TEX | Buy | Terex Corporation | $57,849,000 | -0.7% | 3,224,585 | +28.6% | 0.09% | +12.7% |
| New | Element Financial Corporation | $57,284,000 | – | 4,215,200 | – | 0.09% | – | |
| TPC | New | Tutor Perini Corporation | $56,316,000 | – | 3,421,372 | – | 0.09% | – |
| MENT | Sell | Mentor Graphics Corporation | $53,579,000 | -10.7% | 2,175,361 | -4.2% | 0.08% | 0.0% |
| VSI | Buy | Vitamin Shoppe, Inc. | $52,756,000 | -8.8% | 1,616,283 | +4.1% | 0.08% | +2.5% |
| TREX | Sell | Trex Company, Inc. | $52,993,000 | -41.2% | 1,589,945 | -12.8% | 0.08% | -34.1% |
| SMG | Sell | Scotts Miracle-Gro Company | $51,816,000 | -1.5% | 851,966 | -4.1% | 0.08% | +11.1% |
| OSK | Sell | Oshkosh Corporation | $51,071,000 | -17.9% | 1,405,749 | -4.2% | 0.08% | -7.1% |
| PLXS | Buy | Plexus Corp. | $49,983,000 | -9.4% | 1,295,570 | +3.0% | 0.08% | +2.7% |
| FARO | Buy | FARO Technologies, Inc. | $50,148,000 | +17.5% | 1,432,813 | +56.8% | 0.08% | +32.8% |
| VLY | New | Valley National Bancorp | $48,411,000 | – | 4,919,811 | – | 0.07% | – |
| NLSN | New | Nielsen Holdings PLC | $48,312,000 | – | 1,086,414 | – | 0.07% | – |
| HAFC | Sell | Hanmi Financial Corp. | $43,942,000 | -2.8% | 1,743,695 | -4.2% | 0.07% | +9.7% |
| WIRE | Buy | Encore Wire Corp | $43,616,000 | +13.4% | 1,335,063 | +53.8% | 0.07% | +28.8% |
| IP | Buy | International Paper Co. | $42,069,000 | -16.5% | 1,113,231 | +5.2% | 0.06% | -5.8% |
| ABB | Sell | ABB Ltd. ADR | $40,665,000 | -15.7% | 2,301,350 | -0.4% | 0.06% | -4.5% |
| RIO | Buy | Rio Tinto PLC Sponsored ADR | $39,876,000 | -14.6% | 1,179,074 | +4.1% | 0.06% | -4.7% |
| SYY | Buy | Sysco Corporation | $39,667,000 | +13.3% | 1,017,896 | +5.0% | 0.06% | +27.1% |
| MRCY | Sell | Mercury Systems, Inc. | $39,281,000 | +4.1% | 2,468,925 | -4.2% | 0.06% | +17.6% |
| PLAB | Buy | Photronics, Inc. | $36,981,000 | -3.0% | 4,081,774 | +1.8% | 0.06% | +9.6% |
| CVS | Sell | CVS Health Corp | $37,015,000 | -9.5% | 383,650 | -1.6% | 0.06% | +1.8% |
| ROCK | Sell | Gibraltar Industries, Inc. | $35,269,000 | -13.9% | 1,922,003 | -4.4% | 0.05% | -3.6% |
| RYCEY | Buy | Rolls-Royce Holdings plc Spons | $30,182,000 | -25.4% | 2,943,205 | +397.9% | 0.05% | -16.4% |
| ETFC | Sell | E*TRADE Financial Corporation | $28,238,000 | -12.8% | 1,072,477 | -0.8% | 0.04% | -2.3% |
| MDP | Sell | Meredith Corp. | $26,720,000 | -71.1% | 627,524 | -64.6% | 0.04% | -67.5% |
| XCRA | Sell | Xcerra Corporation | $26,189,000 | -20.5% | 4,170,284 | -4.2% | 0.04% | -11.1% |
| MRO | Sell | Marathon Oil Corp. | $25,652,000 | -42.5% | 1,665,713 | -1.0% | 0.04% | -36.1% |
| CSCO | Sell | Cisco Systems Inc. | $21,454,000 | -6.7% | 817,281 | -2.4% | 0.03% | +6.5% |
| SPXC | Sell | SPX Corporation | $20,873,000 | -87.9% | 1,751,103 | -26.7% | 0.03% | -86.4% |
| PKE | Sell | Park Electrochemical Corp. | $16,697,000 | -13.6% | 949,275 | -5.8% | 0.03% | 0.0% |
| GSK | Sell | GlaxoSmithKline Plc ADR | $9,574,000 | -8.9% | 249,000 | -1.3% | 0.02% | +7.1% |
| FMSA | New | Fairmount Santrol Holdings Inc | $6,953,000 | – | 2,575,073 | – | 0.01% | – |
| GTE | Buy | Gran Tierra Energy Inc. | $5,917,000 | -28.2% | 2,778,373 | +0.5% | 0.01% | -18.2% |
| UVV | Buy | Universal Corp VA Com | $4,969,000 | -13.5% | 100,239 | +0.0% | 0.01% | 0.0% |
| CHS | New | Chicos Fas Inc | $5,031,000 | – | 319,833 | – | 0.01% | – |
| AXE | Buy | Anixter International Inc | $4,361,000 | -2.7% | 75,479 | +9.7% | 0.01% | +16.7% |
| VVI | Sell | Viad Corp | $4,814,000 | -5.1% | 166,061 | -11.3% | 0.01% | 0.0% |
| SCSC | Buy | ScanSource Inc. | $4,797,000 | -1.6% | 135,287 | +5.7% | 0.01% | 0.0% |
| NSIT | Buy | Insight Enterprises Inc | $3,632,000 | -5.2% | 140,506 | +9.7% | 0.01% | +20.0% |
| ENS | Buy | EnerSys Inc. | $3,624,000 | +131.1% | 67,639 | +203.2% | 0.01% | +200.0% |
| NTGR | Buy | Netgear Inc | $4,191,000 | +34.3% | 143,666 | +38.2% | 0.01% | +50.0% |
| BID | Buy | Sotheby's | $3,863,000 | -18.1% | 120,791 | +15.9% | 0.01% | 0.0% |
| LNCOQ | Sell | LinnCo LLC | $4,168,000 | -72.5% | 1,537,977 | -4.1% | 0.01% | -71.4% |
| GCO | Buy | Genesco Inc | $3,667,000 | -4.0% | 64,269 | +11.1% | 0.01% | +20.0% |
| TEN | Buy | Tenneco Inc | $3,591,000 | -18.4% | 80,209 | +4.7% | 0.01% | 0.0% |
| THFF | Buy | First Financial Corporation | $3,760,000 | -2.2% | 116,247 | +8.1% | 0.01% | +20.0% |
| FFG | Sell | FBL Financial Group Inc. Cl A | $3,897,000 | -10.5% | 63,350 | -16.0% | 0.01% | 0.0% |
| BKE | Buy | Buckle Inc. | $4,098,000 | -18.0% | 110,842 | +1.5% | 0.01% | -14.3% |
| DAN | Buy | Dana Holding Corp Com | $3,257,000 | -9.9% | 205,111 | +16.8% | 0.01% | 0.0% |
| KELYA | Buy | Kelly Services Inc | $3,322,000 | -7.8% | 234,918 | +0.1% | 0.01% | 0.0% |
| CPLA | Buy | Capella Education Company | $3,443,000 | -7.7% | 69,536 | +0.1% | 0.01% | 0.0% |
| VRA | Buy | Vera Bradley Inc. | $3,447,000 | +22.8% | 273,367 | +9.8% | 0.01% | +25.0% |
| ADTN | Buy | Adtran Inc. | $3,330,000 | -2.8% | 228,046 | +8.2% | 0.01% | 0.0% |
| CHFC | Sell | Chemical Financial Corp | $3,432,000 | -34.5% | 106,098 | -33.1% | 0.01% | -28.6% |
| CLMS | Buy | Calamos Asset Mgmt | $2,854,000 | -17.9% | 301,097 | +6.1% | 0.00% | -20.0% |
| SCSS | New | Select Comfort Corp | $2,350,000 | – | 107,400 | – | 0.00% | – |
| GHL | Buy | Greenhill & Co Inc | $2,493,000 | -8.7% | 87,588 | +32.6% | 0.00% | 0.0% |
| TUMI | Buy | Tumi Holdings, Inc. | $2,696,000 | +173.4% | 152,999 | +218.6% | 0.00% | +300.0% |
| FRAN | Buy | Francesca's Holdings Corp | $2,644,000 | +24.7% | 216,146 | +37.3% | 0.00% | +33.3% |
| MED | Buy | Medifast, Inc. | $2,358,000 | -16.9% | 87,784 | +0.0% | 0.00% | 0.0% |
| SWC | New | Stillwater Mng Co Com | $2,445,000 | – | 236,638 | – | 0.00% | – |
| STRA | Buy | Strayer Education Inc | $2,602,000 | +175.1% | 47,342 | +115.7% | 0.00% | +300.0% |
| DV | New | Devry Education Group Inc. | $2,570,000 | – | 94,441 | – | 0.00% | – |
| MTRN | Buy | Materion Corp | $2,574,000 | +6.4% | 85,741 | +24.9% | 0.00% | +33.3% |
| BBRG | Buy | Bravo Brio Restaurant Group In | $2,241,000 | +1.8% | 198,801 | +22.4% | 0.00% | 0.0% |
| OIS | New | Oil STS Int'l | $2,245,000 | – | 85,927 | – | 0.00% | – |
| MTOR | Buy | Meritor, Inc. | $2,275,000 | -12.2% | 214,065 | +8.4% | 0.00% | -25.0% |
| KRO | Buy | Kronos Worldwide | $1,686,000 | -19.0% | 271,501 | +42.9% | 0.00% | 0.0% |
| KAMN | Buy | Kaman Corporation Class A | $1,704,000 | +217.3% | 47,532 | +271.3% | 0.00% | +200.0% |
| RSTI | Buy | Rofin-Sinar Technologies Inc. | $1,674,000 | -6.0% | 64,552 | +0.1% | 0.00% | +50.0% |
| ROVI | New | Rovi Corporation | $1,744,000 | – | 166,263 | – | 0.00% | – |
| STBA | Sell | S&T Bancorp, Inc. | $1,733,000 | -41.0% | 53,112 | -46.5% | 0.00% | -25.0% |
| IRBT | New | iRobot Corporation | $2,244,000 | – | 77,025 | – | 0.00% | – |
| GK | Sell | G&K Services Inc | $1,816,000 | -60.1% | 27,261 | -58.6% | 0.00% | -50.0% |
| TRS | Buy | TriMas Corp. | $1,652,000 | -9.0% | 101,029 | +64.7% | 0.00% | +50.0% |
| GTS | Buy | Triple-S Management Corp | $1,991,000 | +23.2% | 111,790 | +77.5% | 0.00% | +50.0% |
| UIS | Buy | Unisys Corp. | $2,006,000 | -9.0% | 168,629 | +52.9% | 0.00% | 0.0% |
| WW | New | Weight Watchers Int'l | $1,943,000 | – | 304,600 | – | 0.00% | – |
| AXLL | New | Axiall Corp. | $2,082,000 | – | 132,687 | – | 0.00% | – |
| ATW | New | Atwood Oceanics Inc Com | $1,817,000 | – | 122,667 | – | 0.00% | – |
| AMKR | Buy | Amkor Technology Inc | $1,914,000 | +36.8% | 426,262 | +82.3% | 0.00% | +50.0% |
| APEI | Buy | American Public Education, Inc | $1,699,000 | +15.0% | 72,449 | +26.2% | 0.00% | +50.0% |
| APOL | New | Apollo Education Group, Inc. C | $1,116,000 | – | 100,930 | – | 0.00% | – |
| BPI | Buy | Bridgepoint Education Inc. | $1,282,000 | +14.8% | 168,242 | +43.9% | 0.00% | 0.0% |
| NWLI | New | National Western Life Insuranc | $1,083,000 | – | 4,862 | – | 0.00% | – |
| IDT | Buy | IDT Corp | $1,560,000 | +4.4% | 109,123 | +32.1% | 0.00% | 0.0% |
| MGI | Sell | MoneyGram International Inc. | $1,433,000 | -34.2% | 178,621 | -24.7% | 0.00% | -33.3% |
| FDML | New | Federal-Mogul Holdings Corp | $1,093,000 | – | 160,000 | – | 0.00% | – |
| WMK | Buy | Weis Mkts Inc | $1,584,000 | +80.0% | 37,950 | +81.8% | 0.00% | +100.0% |
| NAV | New | Navistar Int'l | $1,425,000 | – | 112,010 | – | 0.00% | – |
| SCVL | Buy | Shoe Carnival Inc. | $1,002,000 | +56.1% | 42,139 | +89.5% | 0.00% | +100.0% |
| NEWP | Buy | Newport Corp | $856,000 | -25.9% | 62,261 | +2.2% | 0.00% | -50.0% |
| HLX | Buy | Helix Energy Solutions Group I | $665,000 | -62.1% | 138,861 | +0.1% | 0.00% | -50.0% |
| GLBL | New | TerraForm Global, Inc. Class A | $335,000 | – | 50,230 | – | 0.00% | – |
| KBAL | Sell | Kimball International - Cla B | $727,000 | -67.7% | 76,876 | -58.5% | 0.00% | -66.7% |
| MOD | Buy | Modine Manufacturing Co | $909,000 | -26.6% | 115,432 | +0.0% | 0.00% | -50.0% |
| TZOO | Buy | Travelzoo Inc Com | $876,000 | +8.7% | 105,896 | +48.1% | 0.00% | 0.0% |
| BBOX | New | Black Box Corp Del Com | $387,000 | – | 26,255 | – | 0.00% | – |
| CENX | New | Century Aluminum Co. | $503,000 | – | 109,247 | – | 0.00% | – |
| EZPW | New | Ezcorp Inc | $493,000 | – | 79,808 | – | 0.00% | – |
| DHX | New | DHI Group, Inc. | $534,000 | – | 73,039 | – | 0.00% | – |
| EC | Buy | Ecopetrol SA | $252,000 | -26.7% | 29,282 | +12.7% | 0.00% | – |
| ARCO | Buy | Arcos Dorados Holdings, Inc. C | $270,000 | -39.2% | 99,160 | +17.3% | 0.00% | -100.0% |
| AP | Exit | Ampco-Pittsburgh Corp. | $0 | – | -21,205 | – | 0.00% | – |
| FN | Exit | Fabrinet | $0 | – | -17,640 | – | 0.00% | – |
| CIT | Exit | CIT Group Inc. | $0 | – | -15,908 | – | -0.00% | – |
| CTG | Exit | Computer Task Group, Incorpora | $0 | – | -88,489 | – | -0.00% | – |
| QLTY | Exit | Quality Distribution Inc | $0 | – | -58,390 | – | -0.00% | – |
| KFRC | Exit | Kforce Inc | $0 | – | -17,535 | – | -0.00% | – |
| UFPI | Exit | Universal Fst Prods Inc Com | $0 | – | -18,280 | – | -0.00% | – |
| BONTQ | Exit | Bon-Ton Stores, Inc. | $0 | – | -99,323 | – | -0.00% | – |
| AHC | Exit | AH Belo Corp | $0 | – | -115,214 | – | -0.00% | – |
| OME | Exit | Omega Protein Corp. | $0 | – | -39,548 | – | -0.00% | – |
| CPA | Exit | Copa Holdings, S.A. Class A | $0 | – | -4,461 | – | -0.00% | – |
| SAFM | Exit | Sanderson Farms Inc | $0 | – | -5,322 | – | -0.00% | – |
| SIGI | Exit | Selective Insurance Group, Inc | $0 | – | -55,181 | – | -0.00% | – |
| ONB | Exit | Old National Bancorp | $0 | – | -102,166 | – | -0.00% | – |
| BPFH | Exit | Boston Private Financial Holdi | $0 | – | -86,383 | – | -0.00% | – |
| MOV | Exit | Movado Group Inc | $0 | – | -51,795 | – | -0.00% | – |
| PFS | Exit | Provident Financial Services | $0 | – | -64,610 | – | -0.00% | – |
| TILE | Exit | Interface, Inc. | $0 | – | -63,973 | – | -0.00% | – |
| BBCN | Exit | BBCN Bancorp Inc. | $0 | – | -96,843 | – | -0.00% | – |
| CALL | Exit | Magicjack Vocaltec Ltd | $0 | – | -241,931 | – | -0.00% | – |
| NWLI | Exit | National Western Life Insuranc | $0 | – | -6,580 | – | -0.00% | – |
| CATY | Exit | Cathay General Bancorp | $0 | – | -40,845 | – | -0.00% | – |
| BH | Exit | Biglari Holdings Inc. | $0 | – | -5,600 | – | -0.00% | – |
| CAL | Exit | Caleres, Inc. | $0 | – | -58,138 | – | -0.00% | – |
| DESTQ | Exit | Destination Maternity Corp | $0 | – | -170,862 | – | -0.00% | – |
| CVG | Exit | Convergys Corp. | $0 | – | -102,601 | – | -0.00% | – |
| HSNI | Exit | HSN Inc | $0 | – | -55,510 | – | -0.01% | – |
| RDN | Exit | Radian Group, Inc. | $0 | – | -207,793 | – | -0.01% | – |
| WBS | Exit | Webster Financial Corp | $0 | – | -104,932 | – | -0.01% | – |
| ANN | Exit | ANN Inc Com | $0 | – | -105,963 | – | -0.01% | – |
| FMSA | Exit | FMSA Holdings, Inc. | $0 | – | -2,594,643 | – | -0.03% | – |
| HTLD | Exit | Heartland Express, Inc. | $0 | – | -1,348,953 | – | -0.04% | – |
| GNW | Exit | Genworth Financial Inc | $0 | – | -5,456,855 | – | -0.06% | – |
| MLHR | Exit | Herman Miller, Inc. | $0 | – | -1,652,637 | – | -0.06% | – |
| FWRD | Exit | Forward Air Corporation | $0 | – | -1,134,783 | – | -0.08% | – |
| MUR | Exit | Murphy Oil Corporation | $0 | – | -1,445,664 | – | -0.08% | – |
| CNW | Exit | Con-Way Inc. | $0 | – | -2,172,665 | – | -0.11% | – |
| ITW | Exit | Illinois Tool Works Inc. | $0 | – | -1,931,123 | – | -0.24% | – |
| XL | Exit | XL Group Plc | $0 | – | -5,483,363 | – | -0.28% | – |
| OCR | Exit | Omnicare, Inc. | $0 | – | -2,955,731 | – | -0.38% | – |
| DEO | Exit | Diageo plc ADR | $0 | – | -4,568,020 | – | -0.72% | – |
Q2 2015
| Value | Shares | ↓ Weighting | ||||||
|---|---|---|---|---|---|---|---|---|
| WFC | New | Wells Fargo & Company | $2,420,896,000 | – | 43,045,796 | – | 3.30% | – |
| MDT | New | Medtronic PLC | $2,342,795,000 | – | 31,616,685 | – | 3.19% | – |
| JPM | New | JPMorgan Chase & Co. | $2,260,859,000 | – | 33,365,687 | – | 3.08% | – |
| PNC | New | PNC Financial Services Group, | $1,898,244,000 | – | 19,845,727 | – | 2.58% | – |
| PFE | New | Pfizer Inc. | $1,856,048,000 | – | 55,354,855 | – | 2.53% | – |
| PM | New | Philip Morris International In | $1,849,263,000 | – | 23,066,766 | – | 2.52% | – |
| MSFT | New | Microsoft Corporation | $1,747,927,000 | – | 39,590,668 | – | 2.38% | – |
| TGT | New | Target Corporation | $1,746,363,000 | – | 21,393,655 | – | 2.38% | – |
| VZ | New | Verizon Communications Inc. | $1,706,206,000 | – | 36,606,017 | – | 2.32% | – |
| COF | New | Capital One Financial Corporat | $1,665,438,000 | – | 18,931,882 | – | 2.27% | – |
| ORCL | New | Oracle Corporation | $1,530,756,000 | – | 37,984,021 | – | 2.08% | – |
| JNJ | New | Johnson & Johnson | $1,523,568,000 | – | 15,632,757 | – | 2.08% | – |
| SNY | New | Sanofi ADR | $1,483,978,000 | – | 29,961,207 | – | 2.02% | – |
| BAC | New | Bank of America Corporation | $1,472,592,000 | – | 86,521,275 | – | 2.01% | – |
| AXP | New | American Express Co. | $1,463,545,000 | – | 18,831,001 | – | 1.99% | – |
| PSX | New | Phillips 66 | $1,462,965,000 | – | 18,159,958 | – | 1.99% | – |
| MRK | New | Merck & Co., Inc. | $1,459,749,000 | – | 25,641,122 | – | 1.99% | – |
| GD | New | General Dynamics Corporation | $1,417,597,000 | – | 10,004,922 | – | 1.93% | – |
| COP | New | ConocoPhillips | $1,355,465,000 | – | 22,072,390 | – | 1.85% | – |
| HON | New | Honeywell International Inc. | $1,319,552,000 | – | 12,940,597 | – | 1.80% | – |
| JCI | New | Johnson Controls, Inc. | $1,316,809,000 | – | 26,586,093 | – | 1.79% | – |
| ANTM | New | Anthem, Inc. | $1,264,322,000 | – | 7,702,705 | – | 1.72% | – |
| OXY | New | Occidental Petroleum Corporati | $1,255,198,000 | – | 16,139,870 | – | 1.71% | – |
| F | New | Ford Motor Company | $1,247,672,000 | – | 83,122,740 | – | 1.70% | – |
| C | New | Citigroup Inc. | $1,228,941,000 | – | 22,247,308 | – | 1.67% | – |
| RTN | New | Raytheon Company | $1,219,537,000 | – | 12,745,994 | – | 1.66% | – |
| QCOM | New | Qualcomm Inc. | $1,189,850,000 | – | 18,998,076 | – | 1.62% | – |
| WMT | New | Wal-Mart Stores, Inc. | $1,179,577,000 | – | 16,630,170 | – | 1.61% | – |
| MO | New | Altria Group, Inc. | $1,120,268,000 | – | 22,904,675 | – | 1.53% | – |
| ITYBY | New | Imperial Tobacco Group PLC ADR | $1,043,025,000 | – | 10,811,985 | – | 1.42% | – |
| BP | New | BP p.l.c. ADR | $1,019,240,000 | – | 25,506,530 | – | 1.39% | – |
| EMR | New | Emerson Electric Co. | $960,037,000 | – | 17,319,823 | – | 1.31% | – |
| CRH | New | CRH Plc ADR | $855,589,000 | – | 30,437,179 | – | 1.16% | – |
| MPC | New | Marathon Petroleum Corporation | $833,347,000 | – | 15,930,940 | – | 1.14% | – |
| SWK | New | Stanley Black & Decker, Inc. | $818,472,000 | – | 7,777,204 | – | 1.12% | – |
| 3106PS | New | Delphi Automotive PLC | $796,632,000 | – | 9,362,218 | – | 1.08% | – |
| INTC | New | Intel Corporation | $784,174,000 | – | 25,782,449 | – | 1.07% | – |
| STT | New | State Street Corporation | $779,017,000 | – | 10,117,113 | – | 1.06% | – |
| T | New | AT&T Inc. | $709,089,000 | – | 19,963,097 | – | 0.97% | – |
| ETR | New | Entergy Corporation | $703,415,000 | – | 9,977,528 | – | 0.96% | – |
| CNP | New | CenterPoint Energy, Inc. | $693,061,000 | – | 36,419,389 | – | 0.94% | – |
| NAVI | New | Navient Corp. | $652,568,000 | – | 35,835,726 | – | 0.89% | – |
| TEVA | New | Teva Pharmaceutical Industries | $582,894,000 | – | 9,862,843 | – | 0.79% | – |
| XYL | New | Xylem Inc. | $570,342,000 | – | 15,385,540 | – | 0.78% | – |
| CAH | New | Cardinal Health, Inc. | $534,451,000 | – | 6,389,140 | – | 0.73% | – |
| DEO | New | Diageo plc ADR | $530,073,000 | – | 4,568,020 | – | 0.72% | – |
| UNH | New | UnitedHealth Group Incorporate | $462,508,000 | – | 3,791,051 | – | 0.63% | – |
| HBI | New | Hanesbrands Inc. | $430,735,000 | – | 12,927,187 | – | 0.59% | – |
| CI | New | Cigna Corporation | $406,246,000 | – | 2,507,689 | – | 0.55% | – |
| OC | New | Owens Corning | $399,991,000 | – | 9,696,775 | – | 0.54% | – |
| RAI | New | Reynolds American Inc. | $397,205,000 | – | 5,320,183 | – | 0.54% | – |
| JOY | New | Joy Global Inc. | $368,345,000 | – | 10,175,275 | – | 0.50% | – |
| TXN | New | Texas Instruments Incorporated | $367,509,000 | – | 7,134,718 | – | 0.50% | – |
| SLM | New | SLM Corporation | $367,115,000 | – | 37,194,995 | – | 0.50% | – |
| CCL | New | Carnival Corporation | $347,668,000 | – | 7,039,242 | – | 0.47% | – |
| AMP | New | Ameriprise Financial, Inc. | $340,883,000 | – | 2,728,598 | – | 0.46% | – |
| FMC | New | FMC Corporation | $339,608,000 | – | 6,462,568 | – | 0.46% | – |
| SPR | New | Spirit AeroSystems Holdings, I | $338,216,000 | – | 6,137,104 | – | 0.46% | – |
| RCL | New | Royal Caribbean Cruises Ltd. | $331,529,000 | – | 4,213,113 | – | 0.45% | – |
| FITB | New | Fifth Third Bancorp | $331,982,000 | – | 15,945,332 | – | 0.45% | – |
| SDRL | New | Seadrill Ltd. (US) | $316,666,000 | – | 30,625,270 | – | 0.43% | – |
| DFS | New | Discover Financial Services | $283,725,000 | – | 4,924,079 | – | 0.39% | – |
| OCR | New | Omnicare, Inc. | $278,577,000 | – | 2,955,731 | – | 0.38% | – |
| DE | New | Deere & Company | $268,144,000 | – | 2,762,948 | – | 0.36% | – |
| LB | New | L Brands, Inc. | $260,514,000 | – | 3,038,771 | – | 0.36% | – |
| AIG | New | American International Group, | $258,171,000 | – | 4,176,178 | – | 0.35% | – |
| TSS | New | Total System Services, Inc. | $258,178,000 | – | 6,180,932 | – | 0.35% | – |
| CA | New | CA, Inc. | $255,615,000 | – | 8,727,043 | – | 0.35% | – |
| ETN | New | Eaton Corp. Plc | $250,426,000 | – | 3,710,560 | – | 0.34% | – |
| PBCT | New | People's United Financial | $238,089,000 | – | 14,687,846 | – | 0.32% | – |
| NYCB | New | New York Community Bancorp, In | $237,193,000 | – | 12,904,972 | – | 0.32% | – |
| FNFG | New | First Niagara Financial Group, | $235,091,000 | – | 24,903,647 | – | 0.32% | – |
| NCLH | New | Norwegian Cruise Line Holdings | $222,841,000 | – | 3,976,444 | – | 0.30% | – |
| STJ | New | St. Jude Medical, Inc. | $218,312,000 | – | 2,987,693 | – | 0.30% | – |
| XL | New | XL Group Plc | $203,982,000 | – | 5,483,363 | – | 0.28% | – |
| HST | New | Host Hotels & Resorts Inc | $183,915,000 | – | 9,274,585 | – | 0.25% | – |
| NSC | New | Norfolk Southern Corporation | $179,000,000 | – | 2,048,994 | – | 0.24% | – |
| ITW | New | Illinois Tool Works Inc. | $177,257,000 | – | 1,931,123 | – | 0.24% | – |
| CNHI | New | CNH Industrial NV (US) | $176,955,000 | – | 19,068,406 | – | 0.24% | – |
| SEAS | New | SeaWorld Entertainment, Inc. | $173,440,000 | – | 9,405,656 | – | 0.24% | – |
| SPXC | New | SPX Corporation | $172,896,000 | – | 2,388,398 | – | 0.24% | – |
| PNW | New | Pinnacle West Capital Corporat | $159,252,000 | – | 2,799,277 | – | 0.22% | – |
| ERJ | New | Embraer S.A. ADR | $155,933,000 | – | 5,147,996 | – | 0.21% | – |
| FCS | New | Fairchild Semiconductor Intern | $146,642,000 | – | 8,437,394 | – | 0.20% | – |
| KBR | New | KBR,Inc | $144,327,000 | – | 7,408,966 | – | 0.20% | – |
| XEL | New | Xcel Energy Inc. | $136,330,000 | – | 4,236,497 | – | 0.19% | – |
| WSH | New | Willis Group Holdings Plc | $133,676,000 | – | 2,850,239 | – | 0.18% | – |
| LUV | New | Southwest Airlines Co. | $128,948,000 | – | 3,896,907 | – | 0.18% | – |
| LEN | New | Lennar Corp | $125,568,000 | – | 2,460,194 | – | 0.17% | – |
| GLNG | New | Golar LNG Limited | $120,610,000 | – | 2,577,135 | – | 0.16% | – |
| TCBI | New | Texas Capital Bancshares, Inc. | $112,015,000 | – | 1,799,741 | – | 0.15% | – |
| L | New | Loews Corp | $109,423,000 | – | 2,841,416 | – | 0.15% | – |
| TPX | New | Tempur Sealy International Inc | $105,985,000 | – | 1,608,286 | – | 0.14% | – |
| CYN | New | City National Corporation | $100,995,000 | – | 1,117,324 | – | 0.14% | – |
| MW | New | Men's Wearhouse, Inc. | $97,129,000 | – | 1,515,973 | – | 0.13% | – |
| HAE | New | Haemonetics Corp | $96,620,000 | – | 2,336,063 | – | 0.13% | – |
| WHR | New | Whirlpool Corporation | $96,326,000 | – | 556,637 | – | 0.13% | – |
| B | New | Barnes Group Inc. | $93,985,000 | – | 2,410,489 | – | 0.13% | – |
| MCHP | New | Microchip Technology Incorpora | $93,031,000 | – | 1,961,665 | – | 0.13% | – |
| MDP | New | Meredith Corp. | $92,468,000 | – | 1,773,115 | – | 0.13% | – |
| TREX | New | Trex Company, Inc. | $90,171,000 | – | 1,824,221 | – | 0.12% | – |
| IIVI | New | II-VI Inc | $86,387,000 | – | 4,551,490 | – | 0.12% | – |
| MINI | New | Mobile Mini, Inc. | $86,943,000 | – | 2,068,111 | – | 0.12% | – |
| HLS | New | HealthSouth Corporation | $86,289,000 | – | 1,873,395 | – | 0.12% | – |
| OFC | New | Corporate Office Properties Tr | $85,002,000 | – | 3,610,973 | – | 0.12% | – |
| TRV | New | Travelers Companies, Inc. | $84,701,000 | – | 876,279 | – | 0.12% | – |
| GPS | New | Gap Inc | $84,205,000 | – | 2,206,049 | – | 0.12% | – |
| CNW | New | Con-Way Inc. | $83,365,000 | – | 2,172,665 | – | 0.11% | – |
| POL | New | PolyOne Corporation | $81,699,000 | – | 2,085,774 | – | 0.11% | – |
| SSD | New | Simpson Manufacturing Co., Inc | $80,735,000 | – | 2,374,569 | – | 0.11% | – |
| PB | New | Prosperity Bancshares, Inc. | $73,554,000 | – | 1,273,880 | – | 0.10% | – |
| VOD | New | Vodafone Group Plc ADR | $73,234,000 | – | 2,009,173 | – | 0.10% | – |
| VSH | New | Vishay Intertechnology, Inc. | $72,752,000 | – | 6,228,688 | – | 0.10% | – |
| AXL | New | American Axle & Manufacturing | $72,021,000 | – | 3,444,330 | – | 0.10% | – |
| DIOD | New | Diodes Incorporated | $70,917,000 | – | 2,941,361 | – | 0.10% | – |
| BRKS | New | Brooks Automation, Inc. | $67,470,000 | – | 5,892,552 | – | 0.09% | – |
| NVR | New | NVR Inc | $63,759,000 | – | 47,581 | – | 0.09% | – |
| OSK | New | Oshkosh Corporation | $62,181,000 | – | 1,467,221 | – | 0.08% | – |
| FIX | New | Comfort Systems USA, Inc. | $60,702,000 | – | 2,644,955 | – | 0.08% | – |
| MUR | New | Murphy Oil Corporation | $60,096,000 | – | 1,445,664 | – | 0.08% | – |
| GE | New | General Electric Co. | $60,560,000 | – | 2,279,268 | – | 0.08% | – |
| MENT | New | Mentor Graphics Corporation | $59,999,000 | – | 2,270,137 | – | 0.08% | – |
| FWRD | New | Forward Air Corporation | $59,304,000 | – | 1,134,783 | – | 0.08% | – |
| VSI | New | Vitamin Shoppe, Inc. | $57,842,000 | – | 1,551,963 | – | 0.08% | – |
| TEX | New | Terex Corporation | $58,285,000 | – | 2,506,896 | – | 0.08% | – |
| PLXS | New | Plexus Corp. | $55,169,000 | – | 1,257,278 | – | 0.08% | – |
| SMG | New | Scotts Miracle-Gro Company | $52,612,000 | – | 888,569 | – | 0.07% | – |
| CVX | New | Chevron Corp. | $51,150,000 | – | 530,221 | – | 0.07% | – |
| IP | New | International Paper Co. | $50,375,000 | – | 1,058,531 | – | 0.07% | – |
| ABB | New | ABB Ltd. ADR | $48,222,000 | – | 2,309,450 | – | 0.07% | – |
| MLHR | New | Herman Miller, Inc. | $47,811,000 | – | 1,652,637 | – | 0.06% | – |
| RIO | New | Rio Tinto PLC Sponsored ADR | $46,678,000 | – | 1,132,674 | – | 0.06% | – |
| HAFC | New | Hanmi Financial Corp. | $45,194,000 | – | 1,819,415 | – | 0.06% | – |
| MRO | New | Marathon Oil Corp. | $44,643,000 | – | 1,682,123 | – | 0.06% | – |
| FARO | New | FARO Technologies, Inc. | $42,663,000 | – | 913,567 | – | 0.06% | – |
| CVS | New | CVS Health Corp | $40,898,000 | – | 389,950 | – | 0.06% | – |
| ROCK | New | Gibraltar Industries, Inc. | $40,953,000 | – | 2,010,463 | – | 0.06% | – |
| GNW | New | Genworth Financial Inc | $41,309,000 | – | 5,456,855 | – | 0.06% | – |
| RYCEY | New | Rolls-Royce Holdings plc Spons | $40,439,000 | – | 591,103 | – | 0.06% | – |
| PLAB | New | Photronics, Inc. | $38,122,000 | – | 4,008,575 | – | 0.05% | – |
| WIRE | New | Encore Wire Corp | $38,449,000 | – | 868,110 | – | 0.05% | – |
| MRCY | New | Mercury Systems, Inc. | $37,717,000 | – | 2,576,290 | – | 0.05% | – |
| SYY | New | Sysco Corporation | $35,009,000 | – | 969,796 | – | 0.05% | – |
| XCRA | New | Xcerra Corporation | $32,936,000 | – | 4,350,868 | – | 0.04% | – |
| ETFC | New | E*TRADE Financial Corporation | $32,373,000 | – | 1,080,897 | – | 0.04% | – |
| HTLD | New | Heartland Express, Inc. | $27,290,000 | – | 1,348,953 | – | 0.04% | – |
| CSCO | New | Cisco Systems Inc. | $23,000,000 | – | 837,581 | – | 0.03% | – |
| FMSA | New | FMSA Holdings, Inc. | $21,250,000 | – | 2,594,643 | – | 0.03% | – |
| PKE | New | Park Electrochemical Corp. | $19,317,000 | – | 1,008,180 | – | 0.03% | – |
| LNCOQ | New | LinnCo LLC | $15,157,000 | – | 1,603,860 | – | 0.02% | – |
| GSK | New | GlaxoSmithKline Plc ADR | $10,508,000 | – | 252,300 | – | 0.01% | – |
| GTE | New | Gran Tierra Energy Inc. | $8,238,000 | – | 2,764,533 | – | 0.01% | – |
| UVV | New | Universal Corp VA Com | $5,744,000 | – | 100,204 | – | 0.01% | – |
| PRIM | New | Primoris Services Corporation | $5,934,000 | – | 299,703 | – | 0.01% | – |
| KFY | New | Korn/Ferry International | $5,532,000 | – | 159,094 | – | 0.01% | – |
| SCSC | New | ScanSource Inc. | $4,874,000 | – | 128,051 | – | 0.01% | – |
| VVI | New | Viad Corp | $5,075,000 | – | 187,184 | – | 0.01% | – |
| TRMK | New | Trustmark Corporation | $5,250,000 | – | 210,173 | – | 0.01% | – |
| CHFC | New | Chemical Financial Corp | $5,242,000 | – | 158,550 | – | 0.01% | – |
| BKE | New | Buckle Inc. | $4,996,000 | – | 109,156 | – | 0.01% | – |
| FMER | New | FirstMerit Corp | $4,879,000 | – | 234,189 | – | 0.01% | – |
| ANN | New | ANN Inc Com | $5,117,000 | – | 105,963 | – | 0.01% | – |
| EME | New | EMCOR Group Inc. | $5,309,000 | – | 111,129 | – | 0.01% | – |
| ESND | New | Essendant Inc. | $4,824,000 | – | 122,887 | – | 0.01% | – |
| OMI | New | Owens & Minor, Inc. | $5,090,000 | – | 149,712 | – | 0.01% | – |
| NP | New | Neenah Paper Inc | $4,844,000 | – | 82,160 | – | 0.01% | – |
| HNI | New | HNI Corp | $4,876,000 | – | 95,328 | – | 0.01% | – |
| SAH | New | Sonic Automotive Inc CL A | $4,112,000 | – | 172,555 | – | 0.01% | – |
| WERN | New | Werner Enterprises, Inc. | $4,751,000 | – | 180,987 | – | 0.01% | – |
| WBS | New | Webster Financial Corp | $4,150,000 | – | 104,932 | – | 0.01% | – |
| TEN | New | Tenneco Inc | $4,402,000 | – | 76,637 | – | 0.01% | – |
| DLX | New | Deluxe Corp. | $4,488,000 | – | 72,381 | – | 0.01% | – |
| BID | New | Sotheby's | $4,716,000 | – | 104,233 | – | 0.01% | – |
| FFG | New | FBL Financial Group Inc. Cl A | $4,352,000 | – | 75,391 | – | 0.01% | – |
| GK | New | G&K Services Inc | $4,551,000 | – | 65,819 | – | 0.01% | – |
| EPAC | New | Actuant Corp | $4,042,000 | – | 175,061 | – | 0.01% | – |
| HIBB | New | Hibbett Sports, Inc. | $4,372,000 | – | 93,858 | – | 0.01% | – |
| AXE | New | Anixter International Inc | $4,483,000 | – | 68,806 | – | 0.01% | – |
| ETH | New | Ethan Allen Interiors Inc | $4,236,000 | – | 160,819 | – | 0.01% | – |
| AIT | New | Applied Indl Technologies | $4,351,000 | – | 109,739 | – | 0.01% | – |
| BHE | New | Benchmark Electronics Inc | $4,279,000 | – | 196,437 | – | 0.01% | – |
| MYRG | New | MYR Group Inc. | $3,669,000 | – | 118,501 | – | 0.01% | – |
| ADTN | New | Adtran Inc. | $3,425,000 | – | 210,791 | – | 0.01% | – |
| CLMS | New | Calamos Asset Mgmt | $3,476,000 | – | 283,807 | – | 0.01% | – |
| CPLA | New | Capella Education Company | $3,729,000 | – | 69,491 | – | 0.01% | – |
| CHMT | New | Chemtura Corp. | $3,671,000 | – | 129,687 | – | 0.01% | – |
| CMC | New | Commercial Metals Company | $3,950,000 | – | 245,626 | – | 0.01% | – |
| DAN | New | Dana Holding Corp Com | $3,613,000 | – | 175,554 | – | 0.01% | – |
| FINL | New | Finish Line Inc | $3,631,000 | – | 130,544 | – | 0.01% | – |
| THFF | New | First Financial Corporation | $3,843,000 | – | 107,487 | – | 0.01% | – |
| GCO | New | Genesco Inc | $3,820,000 | – | 57,853 | – | 0.01% | – |
| GES | New | Guess Inc. | $3,399,000 | – | 177,300 | – | 0.01% | – |
| HSNI | New | HSN Inc | $3,896,000 | – | 55,510 | – | 0.01% | – |
| NSIT | New | Insight Enterprises Inc | $3,831,000 | – | 128,097 | – | 0.01% | – |
| KELYA | New | Kelly Services Inc | $3,603,000 | – | 234,717 | – | 0.01% | – |
| KIRK | New | Kirkland's Inc. | $3,382,000 | – | 121,330 | – | 0.01% | – |
| LZB | New | LA Z Boy Inc Com | $3,478,000 | – | 132,042 | – | 0.01% | – |
| PETS | New | PetMed Express, Inc. | $3,866,000 | – | 223,873 | – | 0.01% | – |
| RDN | New | Radian Group, Inc. | $3,899,000 | – | 207,793 | – | 0.01% | – |
| RXN | New | Rexnord Corporation | $3,742,000 | – | 156,474 | – | 0.01% | – |
| SWFT | New | Swift Transportation Company C | $3,698,000 | – | 163,131 | – | 0.01% | – |
| TBI | New | TrueBlue Inc | $3,313,000 | – | 110,785 | – | 0.01% | – |
| WGO | New | Winnebago Industries | $3,666,000 | – | 155,373 | – | 0.01% | – |
| WTFC | New | Wintrust Financial Corporation | $3,348,000 | – | 62,722 | – | 0.01% | – |
| EXPR | New | Express Inc. | $2,616,000 | – | 144,454 | – | 0.00% | – |
| SNX | New | Synnex Corp | $2,629,000 | – | 35,914 | – | 0.00% | – |
| FNSR | New | Finisar Corp Com New | $2,611,000 | – | 146,126 | – | 0.00% | – |
| RGP | New | Resources Connection Inc. | $2,641,000 | – | 164,122 | – | 0.00% | – |
| GHL | New | Greenhill & Co Inc | $2,731,000 | – | 66,079 | – | 0.00% | – |
| NTGR | New | Netgear Inc | $3,121,000 | – | 103,948 | – | 0.00% | – |
| BGFV | New | Big 5 Sporting Goods Corp. | $2,861,000 | – | 201,348 | – | 0.00% | – |
| JBT | New | John Bean Technologies Corp. | $2,813,000 | – | 74,825 | – | 0.00% | – |
| STBA | New | S&T Bancorp, Inc. | $2,935,000 | – | 99,188 | – | 0.00% | – |
| ACCO | New | ACCO Brands Corporation | $2,820,000 | – | 362,825 | – | 0.00% | – |
| POLY | New | Plantronics Inc | $3,118,000 | – | 55,369 | – | 0.00% | – |
| VRA | New | Vera Bradley Inc. | $2,807,000 | – | 249,052 | – | 0.00% | – |
| MTOR | New | Meritor, Inc. | $2,592,000 | – | 197,533 | – | 0.00% | – |
| CMCO | New | Columbus McKinnon Corp/NY | $2,826,000 | – | 113,012 | – | 0.00% | – |
| MED | New | Medifast, Inc. | $2,837,000 | – | 87,767 | – | 0.00% | – |
| WNR | New | Western Refining Inc. | $3,095,000 | – | 70,966 | – | 0.00% | – |
| CVG | New | Convergys Corp. | $2,616,000 | – | 102,601 | – | 0.00% | – |
| KWR | New | Quaker Chem Corp | $2,796,000 | – | 31,471 | – | 0.00% | – |
| COHR | New | Coherent Inc. | $2,776,000 | – | 43,715 | – | 0.00% | – |
| BH | New | Biglari Holdings Inc. | $2,317,000 | – | 5,600 | – | 0.00% | – |
| PAG | New | Penske Automotive Group Inc | $2,275,000 | – | 43,670 | – | 0.00% | – |
| MWW | New | Monster Worldwide Inc. | $2,451,000 | – | 374,732 | – | 0.00% | – |
| PIR | New | Pier 1 Imports Inc | $2,562,000 | – | 202,796 | – | 0.00% | – |
| MGI | New | MoneyGram International Inc. | $2,179,000 | – | 237,104 | – | 0.00% | – |
| MTRN | New | Materion Corp | $2,420,000 | – | 68,662 | – | 0.00% | – |
| KRO | New | Kronos Worldwide | $2,082,000 | – | 189,963 | – | 0.00% | – |
| KNL | New | Knoll Inc. | $1,914,000 | – | 76,451 | – | 0.00% | – |
| KBAL | New | Kimball International - Cla B | $2,251,000 | – | 185,128 | – | 0.00% | – |
| SANM | New | Sanmina Sci Corp | $2,268,000 | – | 112,483 | – | 0.00% | – |
| IOSP | New | Innospec Inc Com | $1,953,000 | – | 43,355 | – | 0.00% | – |
| FRAN | New | Francesca's Holdings Corp | $2,120,000 | – | 157,371 | – | 0.00% | – |
| SMP | New | Standard Mtr Prods Inc Com | $1,931,000 | – | 55,006 | – | 0.00% | – |
| SCL | New | Stepan Co Com | $2,174,000 | – | 40,180 | – | 0.00% | – |
| SYKE | New | Sykes Enterprises Inc. | $2,445,000 | – | 100,837 | – | 0.00% | – |
| ESE | New | ESCO Technologies Inc. | $2,332,000 | – | 62,334 | – | 0.00% | – |
| ETM | New | Entercom Communications Corp | $2,245,000 | – | 196,609 | – | 0.00% | – |
| DESTQ | New | Destination Maternity Corp | $1,992,000 | – | 170,862 | – | 0.00% | – |
| ABM | New | ABM Industries Inc | $1,977,000 | – | 60,144 | – | 0.00% | – |
| UBNT | New | Ubiquiti Networks Inc. | $2,189,000 | – | 68,570 | – | 0.00% | – |
| UIS | New | Unisys Corp. | $2,204,000 | – | 110,263 | – | 0.00% | – |
| VRTS | New | Virtus Investment Partners Inc | $1,913,000 | – | 14,463 | – | 0.00% | – |
| CAL | New | Caleres, Inc. | $1,848,000 | – | 58,138 | – | 0.00% | – |
| CNO | New | CNO Financial Group Inc | $1,876,000 | – | 102,215 | – | 0.00% | – |
| WAFD | New | Washington Federal, Inc. | $1,883,000 | – | 80,672 | – | 0.00% | – |
| WTS | New | Watts Water Technologies Inc C | $1,995,000 | – | 38,480 | – | 0.00% | – |
| BBRG | New | Bravo Brio Restaurant Group In | $2,201,000 | – | 162,463 | – | 0.00% | – |
| BCC | New | Boise Cascade Corp. | $1,992,000 | – | 54,319 | – | 0.00% | – |
| OVTI | New | Omnivision Technologies Inc | $1,862,000 | – | 71,081 | – | 0.00% | – |
| CATY | New | Cathay General Bancorp | $1,325,000 | – | 40,845 | – | 0.00% | – |
| ENS | New | EnerSys Inc. | $1,568,000 | – | 22,308 | – | 0.00% | – |
| NCI | New | Navigant Consulting Inc | $1,622,000 | – | 109,060 | – | 0.00% | – |
| WOR | New | Worthington Industries Inc. | $1,758,000 | – | 58,474 | – | 0.00% | – |
| CALL | New | Magicjack Vocaltec Ltd | $1,798,000 | – | 241,931 | – | 0.00% | – |
| PKOH | New | Park-Ohio Holdings Corp | $1,500,000 | – | 30,941 | – | 0.00% | – |
| ONB | New | Old National Bancorp | $1,478,000 | – | 102,166 | – | 0.00% | – |
| CDI | New | CDI Corp | $1,262,000 | – | 97,053 | – | 0.00% | – |
| BELFB | New | Bel Fuse Inc | $1,375,000 | – | 66,988 | – | 0.00% | – |
| BPI | New | Bridgepoint Education Inc. | $1,117,000 | – | 116,903 | – | 0.00% | – |
| PDLI | New | PDL BioPharma Inc | $1,778,000 | – | 276,491 | – | 0.00% | – |
| MOV | New | Movado Group Inc | $1,407,000 | – | 51,795 | – | 0.00% | – |
| BPFH | New | Boston Private Financial Holdi | $1,158,000 | – | 86,383 | – | 0.00% | – |
| FSTR | New | L.B. Foster Co. | $1,196,000 | – | 34,543 | – | 0.00% | – |
| PFS | New | Provident Financial Services | $1,227,000 | – | 64,610 | – | 0.00% | – |
| RSTI | New | Rofin-Sinar Technologies Inc. | $1,780,000 | – | 64,512 | – | 0.00% | – |
| IBOC | New | International Bancshares Corpo | $1,306,000 | – | 48,605 | – | 0.00% | – |
| TRS | New | TriMas Corp. | $1,815,000 | – | 61,334 | – | 0.00% | – |
| GTS | New | Triple-S Management Corp | $1,616,000 | – | 62,982 | – | 0.00% | – |
| TILE | New | Interface, Inc. | $1,603,000 | – | 63,973 | – | 0.00% | – |
| NWLI | New | National Western Life Insuranc | $1,576,000 | – | 6,580 | – | 0.00% | – |
| HLX | New | Helix Energy Solutions Group I | $1,753,000 | – | 138,788 | – | 0.00% | – |
| IDT | New | IDT Corp | $1,494,000 | – | 82,618 | – | 0.00% | – |
| SIGI | New | Selective Insurance Group, Inc | $1,547,000 | – | 55,181 | – | 0.00% | – |
| ED | New | Consolidated Edison, Inc | $1,371,000 | – | 23,682 | – | 0.00% | – |
| SF | New | Stifel Financial Corp. | $1,572,000 | – | 27,234 | – | 0.00% | – |
| SYBT | New | Stock Yards Bancorp Inc. | $1,567,000 | – | 41,471 | – | 0.00% | – |
| BBCN | New | BBCN Bancorp Inc. | $1,433,000 | – | 96,843 | – | 0.00% | – |
| NEWP | New | Newport Corp | $1,155,000 | – | 60,896 | – | 0.00% | – |
| UNF | New | UniFirst Corporation | $1,381,000 | – | 12,345 | – | 0.00% | – |
| HMN | New | Horace Mann Educators | $1,437,000 | – | 39,514 | – | 0.00% | – |
| TNC | New | Tennant Co | $1,515,000 | – | 23,185 | – | 0.00% | – |
| APEI | New | American Public Education, Inc | $1,477,000 | – | 57,430 | – | 0.00% | – |
| EBF | New | Ennis Inc. | $1,576,000 | – | 84,758 | – | 0.00% | – |
| MOD | New | Modine Manufacturing Co | $1,238,000 | – | 115,391 | – | 0.00% | – |
| MOGA | New | Moog Inc. | $1,151,000 | – | 16,290 | – | 0.00% | – |
| CHCO | New | City Holding Company | $1,247,000 | – | 25,322 | – | 0.00% | – |
| AMKR | New | Amkor Technology Inc | $1,399,000 | – | 233,887 | – | 0.00% | – |
| KOP | New | Koppers Holdings Inc. | $562,000 | – | 22,740 | – | 0.00% | – |
| STRA | New | Strayer Education Inc | $946,000 | – | 21,951 | – | 0.00% | – |
| XOM | New | Exxon Mobil Corp. | $882,000 | – | 10,600 | – | 0.00% | – |
| QLTY | New | Quality Distribution Inc | $903,000 | – | 58,390 | – | 0.00% | – |
| ARCO | New | Arcos Dorados Holdings, Inc. C | $444,000 | – | 84,530 | – | 0.00% | – |
| DUK | New | Duke Energy Corporation | $990,000 | – | 14,015 | – | 0.00% | – |
| D | New | Dominion Resources, Inc. | $1,075,000 | – | 16,078 | – | 0.00% | – |
| TZOO | New | Travelzoo Inc Com | $806,000 | – | 71,517 | – | 0.00% | – |
| TUMI | New | Tumi Holdings, Inc. | $986,000 | – | 48,027 | – | 0.00% | – |
| CTG | New | Computer Task Group, Incorpora | $683,000 | – | 88,489 | – | 0.00% | – |
| UCTT | New | Ultra Clean Holdings | $398,000 | – | 63,856 | – | 0.00% | – |
| CTBI | New | Community Trust Bancorp, Inc. | $924,000 | – | 26,498 | – | 0.00% | – |
| PGI | New | Premiere Global Services, Inc. | $817,000 | – | 79,425 | – | 0.00% | – |
| UFPI | New | Universal Fst Prods Inc Com | $951,000 | – | 18,280 | – | 0.00% | – |
| OPY | New | Oppenheimer Holdings Inc. Clas | $822,000 | – | 31,278 | – | 0.00% | – |
| WNC | New | Wabash National Corp Com | $698,000 | – | 55,633 | – | 0.00% | – |
| CIT | New | CIT Group Inc. | $740,000 | – | 15,908 | – | 0.00% | – |
| OME | New | Omega Protein Corp. | $544,000 | – | 39,548 | – | 0.00% | – |
| WMK | New | Weis Mkts Inc | $880,000 | – | 20,878 | – | 0.00% | – |
| KFRC | New | Kforce Inc | $401,000 | – | 17,535 | – | 0.00% | – |
| KAMN | New | Kaman Corporation Class A | $537,000 | – | 12,801 | – | 0.00% | – |
| SAFM | New | Sanderson Farms Inc | $400,000 | – | 5,322 | – | 0.00% | – |
| CPA | New | Copa Holdings, S.A. Class A | $368,000 | – | 4,461 | – | 0.00% | – |
| ICFI | New | ICF International, Inc. | $934,000 | – | 26,781 | – | 0.00% | – |
| SCVL | New | Shoe Carnival Inc. | $642,000 | – | 22,241 | – | 0.00% | – |
| AHC | New | AH Belo Corp | $645,000 | – | 115,214 | – | 0.00% | – |
| GBL | New | Gamco Investors Inc Com | $887,000 | – | 12,911 | – | 0.00% | – |
| BONTQ | New | Bon-Ton Stores, Inc. | $459,000 | – | 99,323 | – | 0.00% | – |
| SMRTQ | New | Stein Mart Inc | $1,002,000 | – | 95,715 | – | 0.00% | – |
| AP | New | Ampco-Pittsburgh Corp. | $321,000 | – | 21,205 | – | 0.00% | – |
| FN | New | Fabrinet | $330,000 | – | 17,640 | – | 0.00% | – |
| EC | New | Ecopetrol SA | $344,000 | – | 25,992 | – | 0.00% | – |
| APD | New | Air Products & Chemicals, Inc. | $274,000 | – | 2,000 | – | 0.00% | – |
Q4 2014
| Value | Shares | ↓ Weighting | ||||||
|---|---|---|---|---|---|---|---|---|
| DUK | Exit | Duke Energy Corporation | $0 | – | -13,865 | – | -0.00% | – |
| D | Exit | Dominion Resources, Inc. | $0 | – | -15,900 | – | -0.00% | – |
| GTE | Exit | Gran Tierra Energy Inc. | $0 | – | -71,924 | – | -0.00% | – |
| ED | Exit | Consolidated Edison, Inc | $0 | – | -23,400 | – | -0.00% | – |
| RDSA | Exit | Royal Dutch Shell Plc ADR Cl A | $0 | – | -80,600 | – | -0.01% | – |
| COH | Exit | Coach, Inc. | $0 | – | -315,785 | – | -0.02% | – |
| GSK | Exit | GlaxoSmithKline Plc ADR | $0 | – | -270,900 | – | -0.02% | – |
| DNOW | Exit | Now Inc. | $0 | – | -540,216 | – | -0.02% | – |
| MDP | Exit | Meredith Corp. | $0 | – | -447,258 | – | -0.03% | – |
| B | Exit | Barnes Group Inc. | $0 | – | -667,180 | – | -0.03% | – |
| ETFC | Exit | E*TRADE Financial Corporation | $0 | – | -941,568 | – | -0.03% | – |
| PKE | Exit | Park Electrochemical Corp. | $0 | – | -1,067,768 | – | -0.03% | – |
| PLAB | Exit | Photronics, Inc. | $0 | – | -3,215,018 | – | -0.04% | – |
| CSCO | Exit | Cisco Systems Inc. | $0 | – | -1,089,627 | – | -0.04% | – |
| MRCY | Exit | Mercury Systems, Inc. | $0 | – | -2,614,005 | – | -0.04% | – |
| MEI | Exit | Methode Electronics Inc. | $0 | – | -774,500 | – | -0.04% | – |
| CVS | Exit | CVS Health Corp | $0 | – | -359,133 | – | -0.04% | – |
| ROCK | Exit | Gibraltar Industries, Inc. | $0 | – | -2,085,943 | – | -0.04% | – |
| WAG | Exit | Walgreen Co. | $0 | – | -507,617 | – | -0.04% | – |
| FIX | Exit | Comfort Systems USA, Inc. | $0 | – | -2,340,912 | – | -0.04% | – |
| HTLD | Exit | Heartland Express, Inc. | $0 | – | -1,496,809 | – | -0.05% | – |
| SYY | Exit | Sysco Corporation | $0 | – | -981,896 | – | -0.05% | – |
| HAFC | Exit | Hanmi Financial Corp. | $0 | – | -1,889,415 | – | -0.05% | – |
| A309PS | Exit | DIRECTV | $0 | – | -436,706 | – | -0.05% | – |
| SSD | Exit | Simpson Manufacturing Co., Inc | $0 | – | -1,401,197 | – | -0.06% | – |
| XCRA | Exit | Xcerra Corporation | $0 | – | -4,259,077 | – | -0.06% | – |
| FARO | Exit | FARO Technologies, Inc. | $0 | – | -835,466 | – | -0.06% | – |
| TCBI | Exit | Texas Capital Bancshares, Inc. | $0 | – | -750,061 | – | -0.06% | – |
| AEGN | Exit | Aegion Corporation | $0 | – | -2,076,666 | – | -0.06% | – |
| IBM | Exit | International Business Machine | $0 | – | -244,654 | – | -0.06% | – |
| VSI | Exit | Vitamin Shoppe, Inc. | $0 | – | -1,078,122 | – | -0.06% | – |
| PLXS | Exit | Plexus Corp. | $0 | – | -1,305,882 | – | -0.07% | – |
| MENT | Exit | Mentor Graphics Corporation | $0 | – | -2,347,687 | – | -0.07% | – |
| ABB | Exit | ABB Ltd. ADR | $0 | – | -2,178,050 | – | -0.07% | – |
| NVR | Exit | NVR Inc | $0 | – | -43,429 | – | -0.07% | – |
| LFUS | Exit | Littelfuse, Inc. | $0 | – | -578,714 | – | -0.07% | – |
| RIO | Exit | Rio Tinto PLC Sponsored ADR | $0 | – | -1,015,854 | – | -0.07% | – |
| MLHR | Exit | Herman Miller, Inc. | $0 | – | -1,719,906 | – | -0.07% | – |
| CVD | Exit | Covance Inc. | $0 | – | -681,320 | – | -0.07% | – |
| GE | Exit | General Electric Co. | $0 | – | -2,076,142 | – | -0.07% | – |
| JWA | Exit | John Wiley & Sons, Inc. | $0 | – | -971,000 | – | -0.07% | – |
| IIVI | Exit | II-VI Inc | $0 | – | -4,694,258 | – | -0.08% | – |
| CVX | Exit | Chevron Corp. | $0 | – | -467,686 | – | -0.08% | – |
| DIOD | Exit | Diodes Incorporated | $0 | – | -2,490,136 | – | -0.08% | – |
| BRKS | Exit | Brooks Automation, Inc. | $0 | – | -5,797,060 | – | -0.08% | – |
| LEN | Exit | Lennar Corp | $0 | – | -1,588,725 | – | -0.08% | – |
| LNCOQ | Exit | LinnCo LLC | $0 | – | -2,217,520 | – | -0.09% | – |
| VOD | Exit | Vodafone Group Plc ADR | $0 | – | -1,987,123 | – | -0.09% | – |
| VSH | Exit | Vishay Intertechnology, Inc. | $0 | – | -4,693,612 | – | -0.09% | – |
| FWRD | Exit | Forward Air Corporation | $0 | – | -1,486,306 | – | -0.09% | – |
| OSK | Exit | Oshkosh Corporation | $0 | – | -1,521,659 | – | -0.09% | – |
| TEX | Exit | Terex Corporation | $0 | – | -2,179,268 | – | -0.09% | – |
| SMG | Exit | Scotts Miracle-Gro Company | $0 | – | -1,331,175 | – | -0.10% | – |
| MUSA | Exit | Murphy USA Inc | $0 | – | -1,404,464 | – | -0.10% | – |
| PB | Exit | Prosperity Bancshares, Inc. | $0 | – | -1,325,995 | – | -0.10% | – |
| TREX | Exit | Trex Company, Inc. | $0 | – | -2,179,500 | – | -0.10% | – |
| POL | Exit | PolyOne Corporation | $0 | – | -2,165,922 | – | -0.10% | – |
| AXL | Exit | American Axle & Manufacturing | $0 | – | -4,652,100 | – | -0.11% | – |
| MINI | Exit | Mobile Mini, Inc. | $0 | – | -2,269,070 | – | -0.11% | – |
| MW | Exit | Men's Wearhouse, Inc. | $0 | – | -1,679,994 | – | -0.11% | – |
| MCHP | Exit | Microchip Technology Incorpora | $0 | – | -1,696,815 | – | -0.11% | – |
| BC | Exit | Brunswick Corporation | $0 | – | -1,919,159 | – | -0.11% | – |
| GPS | Exit | Gap Inc | $0 | – | -2,066,694 | – | -0.12% | – |
| TRV | Exit | Travelers Companies, Inc. | $0 | – | -911,160 | – | -0.12% | – |
| HLS | Exit | HealthSouth Corporation | $0 | – | -2,401,883 | – | -0.12% | – |
| WHR | Exit | Whirlpool Corporation | $0 | – | -632,257 | – | -0.13% | – |
| OFC | Exit | Corporate Office Properties Tr | $0 | – | -3,633,516 | – | -0.13% | – |
| TPX | Exit | Tempur Sealy International Inc | $0 | – | -1,670,685 | – | -0.13% | – |
| CYN | Exit | City National Corporation | $0 | – | -1,266,012 | – | -0.13% | – |
| HAE | Exit | Haemonetics Corp | $0 | – | -2,842,114 | – | -0.14% | – |
| ROC | Exit | Rockwood Holdings, Inc. | $0 | – | -1,322,541 | – | -0.14% | – |
| FCS | Exit | Fairchild Semiconductor Intern | $0 | – | -7,427,136 | – | -0.16% | – |
| L | Exit | Loews Corp | $0 | – | -2,811,316 | – | -0.16% | – |
| MRO | Exit | Marathon Oil Corp. | $0 | – | -3,305,367 | – | -0.17% | – |
| WSH | Exit | Willis Group Holdings Plc | $0 | – | -2,986,470 | – | -0.17% | – |
| HP | Exit | Helmerich & Payne, Inc | $0 | – | -1,342,177 | – | -0.18% | – |
| NSC | Exit | Norfolk Southern Corporation | $0 | – | -1,204,536 | – | -0.18% | – |
| XEL | Exit | Xcel Energy Inc. | $0 | – | -4,451,784 | – | -0.18% | – |
| KBR | Exit | KBR,Inc | $0 | – | -7,228,210 | – | -0.19% | – |
| LUV | Exit | Southwest Airlines Co. | $0 | – | -4,107,011 | – | -0.19% | – |
| GNW | Exit | Genworth Financial Inc | $0 | – | -10,623,483 | – | -0.19% | – |
| GLNG | Exit | Golar LNG Limited | $0 | – | -2,407,082 | – | -0.22% | – |
| PNW | Exit | Pinnacle West Capital Corporat | $0 | – | -2,936,848 | – | -0.22% | – |
| ITW | Exit | Illinois Tool Works Inc. | $0 | – | -1,935,740 | – | -0.22% | – |
| SEAS | Exit | SeaWorld Entertainment, Inc. | $0 | – | -9,011,740 | – | -0.24% | – |
| ERJ | Exit | Embraer S.A. ADR | $0 | – | -4,507,914 | – | -0.24% | – |
| OC | Exit | Owens Corning | $0 | – | -5,620,972 | – | -0.24% | – |
| STJ | Exit | St. Jude Medical, Inc. | $0 | – | -2,982,885 | – | -0.24% | – |
| SPR | Exit | Spirit AeroSystems Holdings, I | $0 | – | -5,029,573 | – | -0.26% | – |
| LO | Exit | Lorillard, Inc. | $0 | – | -3,226,802 | – | -0.26% | – |
| AIG | Exit | American International Group, | $0 | – | -3,717,570 | – | -0.27% | – |
| MUR | Exit | Murphy Oil Corporation | $0 | – | -3,526,350 | – | -0.27% | – |
| FNFG | Exit | First Niagara Financial Group, | $0 | – | -24,555,334 | – | -0.28% | – |
| RAI | Exit | Reynolds American Inc. | $0 | – | -3,477,668 | – | -0.28% | – |
| PBCT | Exit | People's United Financial | $0 | – | -14,249,948 | – | -0.28% | – |
| TSS | Exit | Total System Services, Inc. | $0 | – | -6,666,179 | – | -0.28% | – |
| SPXC | Exit | SPX Corporation | $0 | – | -2,281,125 | – | -0.29% | – |
| LB | Exit | L Brands, Inc. | $0 | – | -3,247,144 | – | -0.30% | – |
| ETN | Exit | Eaton Corp. Plc | $0 | – | -3,495,158 | – | -0.30% | – |
| RCL | Exit | Royal Caribbean Cruises Ltd. | $0 | – | -3,503,979 | – | -0.32% | – |
| NYCB | Exit | New York Community Bancorp, In | $0 | – | -15,239,132 | – | -0.33% | – |
| HST | Exit | Host Hotels & Resorts Inc | $0 | – | -11,381,009 | – | -0.33% | – |
| AMP | Exit | Ameriprise Financial, Inc. | $0 | – | -2,074,886 | – | -0.35% | – |
| CI | Exit | Cigna Corporation | $0 | – | -2,927,567 | – | -0.36% | – |
| CCL | Exit | Carnival Corporation | $0 | – | -7,695,437 | – | -0.42% | – |
| DFS | Exit | Discover Financial Services | $0 | – | -4,826,828 | – | -0.42% | – |
| FITB | Exit | Fifth Third Bancorp | $0 | – | -15,660,035 | – | -0.43% | – |
| OCR | Exit | Omnicare, Inc. | $0 | – | -5,059,633 | – | -0.43% | – |
| SLM | Exit | SLM Corporation | $0 | – | -36,900,367 | – | -0.43% | – |
| CA | Exit | CA, Inc. | $0 | – | -11,761,170 | – | -0.45% | – |
| TXN | Exit | Texas Instruments Incorporated | $0 | – | -7,455,722 | – | -0.48% | – |
| CIT | Exit | CIT Group Inc. | $0 | – | -7,961,470 | – | -0.50% | – |
| HBI | Exit | Hanesbrands Inc. | $0 | – | -3,497,631 | – | -0.51% | – |
| UNH | Exit | UnitedHealth Group Incorporate | $0 | – | -4,535,979 | – | -0.53% | – |
| JOY | Exit | Joy Global Inc. | $0 | – | -7,462,408 | – | -0.56% | – |
| MPC | Exit | Marathon Petroleum Corporation | $0 | – | -4,942,348 | – | -0.57% | – |
| CRH | Exit | CRH Plc ADR | $0 | – | -21,449,241 | – | -0.67% | – |
| CAH | Exit | Cardinal Health, Inc. | $0 | – | -6,690,760 | – | -0.68% | – |
| DEO | Exit | Diageo plc ADR | $0 | – | -4,602,620 | – | -0.72% | – |
| XL | Exit | XL Group Plc | $0 | – | -16,189,032 | – | -0.73% | – |
| XYL | Exit | Xylem Inc. | $0 | – | -15,339,734 | – | -0.74% | – |
| TEVA | Exit | Teva Pharmaceutical Industries | $0 | – | -10,370,353 | – | -0.76% | – |
| 3106PS | Exit | Delphi Automotive PLC | $0 | – | -10,234,288 | – | -0.86% | – |
| NAVI | Exit | Navient Corp. | $0 | – | -38,169,283 | – | -0.92% | – |
| SWK | Exit | Stanley Black & Decker, Inc. | $0 | – | -8,364,382 | – | -1.01% | – |
| STT | Exit | State Street Corporation | $0 | – | -10,172,801 | – | -1.02% | – |
| ETR | Exit | Entergy Corporation | $0 | – | -10,498,855 | – | -1.11% | – |
| SDRL | Exit | Seadrill Ltd. (US) | $0 | – | -30,596,158 | – | -1.12% | – |
| CNP | Exit | CenterPoint Energy, Inc. | $0 | – | -35,002,260 | – | -1.17% | – |
| PEG | Exit | Public Service Enterprise Grou | $0 | – | -24,263,546 | – | -1.23% | – |
| DD | Exit | E.I. du Pont de Nemours and Co | $0 | – | -12,764,588 | – | -1.25% | – |
| ITYBY | Exit | Imperial Tobacco Group PLC ADR | $0 | – | -10,959,445 | – | -1.29% | – |
| F | Exit | Ford Motor Company | $0 | – | -68,251,921 | – | -1.38% | – |
| EMR | Exit | Emerson Electric Co. | $0 | – | -16,420,314 | – | -1.40% | – |
| MO | Exit | Altria Group, Inc. | $0 | – | -23,018,410 | – | -1.44% | – |
| T | Exit | AT&T Inc. | $0 | – | -30,516,116 | – | -1.47% | – |
| JCI | Exit | Johnson Controls, Inc. | $0 | – | -25,468,273 | – | -1.53% | – |
| HON | Exit | Honeywell International Inc. | $0 | – | -13,011,772 | – | -1.65% | – |
| C | Exit | Citigroup Inc. | $0 | – | -23,422,189 | – | -1.66% | – |
| WMT | Exit | Wal-Mart Stores, Inc. | $0 | – | -16,080,458 | – | -1.68% | – |
| PSX | Exit | Phillips 66 | $0 | – | -15,741,199 | – | -1.74% | – |
| V107SC | Exit | WellPoint, Inc. | $0 | – | -10,760,930 | – | -1.76% | – |
| BP | Exit | BP p.l.c. ADR | $0 | – | -29,520,603 | – | -1.77% | – |
| MRK | Exit | Merck & Co., Inc. | $0 | – | -22,769,088 | – | -1.84% | – |
| RTN | Exit | Raytheon Company | $0 | – | -13,432,720 | – | -1.86% | – |
| ORCL | Exit | Oracle Corporation | $0 | – | -37,333,170 | – | -1.95% | – |
| VZ | Exit | Verizon Communications Inc. | $0 | – | -28,950,738 | – | -1.97% | – |
| GD | Exit | General Dynamics Corporation | $0 | – | -11,548,062 | – | -2.00% | – |
| BAC | Exit | Bank of America Corporation | $0 | – | -87,579,883 | – | -2.04% | – |
| AXP | Exit | American Express Co. | $0 | – | -17,699,628 | – | -2.11% | – |
| TGT | Exit | Target Corporation | $0 | – | -25,089,998 | – | -2.14% | – |
| OXY | Exit | Occidental Petroleum Corporati | $0 | – | -16,470,987 | – | -2.16% | – |
| SNY | Exit | Sanofi ADR | $0 | – | -28,293,723 | – | -2.18% | – |
| JNJ | Exit | Johnson & Johnson | $0 | – | -15,350,650 | – | -2.23% | – |
| INTC | Exit | Intel Corporation | $0 | – | -48,746,221 | – | -2.31% | – |
| COF | Exit | Capital One Financial Corporat | $0 | – | -21,153,294 | – | -2.35% | – |
| COP | Exit | ConocoPhillips | $0 | – | -23,529,673 | – | -2.46% | – |
| MSFT | Exit | Microsoft Corporation | $0 | – | -39,459,770 | – | -2.49% | – |
| PFE | Exit | Pfizer Inc. | $0 | – | -62,170,881 | – | -2.51% | – |
| PNC | Exit | PNC Financial Services Group, | $0 | – | -22,074,450 | – | -2.58% | – |
| PM | Exit | Philip Morris International In | $0 | – | -23,152,203 | – | -2.63% | – |
| MDT | Exit | Medtronic, Inc. | $0 | – | -32,479,848 | – | -2.74% | – |
| JPM | Exit | JPMorgan Chase & Co. | $0 | – | -33,580,360 | – | -2.76% | – |
| WFC | Exit | Wells Fargo & Company | $0 | – | -43,700,506 | – | -3.09% | – |
Q3 2014
| Value | Shares | ↓ Weighting | ||||||
|---|---|---|---|---|---|---|---|---|
| WFC | Buy | Wells Fargo & Company | $2,266,744,000 | -0.3% | 43,700,506 | +1.1% | 3.09% | +1.2% |
| JPM | Buy | JPMorgan Chase & Co. | $2,022,881,000 | +5.4% | 33,580,360 | +0.9% | 2.76% | +7.0% |
| MDT | Buy | Medtronic, Inc. | $2,012,126,000 | -2.4% | 32,479,848 | +0.4% | 2.74% | -1.0% |
| PM | Buy | Philip Morris International In | $1,930,893,000 | +0.4% | 23,152,203 | +1.5% | 2.63% | +1.9% |
| PNC | Buy | PNC Financial Services Group, | $1,889,132,000 | -3.3% | 22,074,450 | +0.6% | 2.58% | -1.9% |
| PFE | Buy | Pfizer Inc. | $1,838,393,000 | +2.4% | 62,170,881 | +2.8% | 2.51% | +3.9% |
| MSFT | Sell | Microsoft Corporation | $1,829,355,000 | +7.8% | 39,459,770 | -3.1% | 2.49% | +9.3% |
| COP | Buy | ConocoPhillips | $1,800,490,000 | -8.5% | 23,529,673 | +2.5% | 2.46% | -7.1% |
| COF | Sell | Capital One Financial Corporat | $1,726,531,000 | -2.8% | 21,153,294 | -1.7% | 2.35% | -1.4% |
| INTC | Sell | Intel Corporation | $1,697,343,000 | -4.8% | 48,746,221 | -15.5% | 2.31% | -3.4% |
| JNJ | Sell | Johnson & Johnson | $1,636,225,000 | -8.4% | 15,350,650 | -10.0% | 2.23% | -7.0% |
| SNY | Sell | Sanofi ADR | $1,596,615,000 | +5.3% | 28,293,723 | -0.8% | 2.18% | +6.8% |
| OXY | Buy | Occidental Petroleum Corporati | $1,583,685,000 | -5.7% | 16,470,987 | +0.6% | 2.16% | -4.3% |
| TGT | Buy | Target Corporation | $1,572,641,000 | +9.2% | 25,089,998 | +1.0% | 2.14% | +10.8% |
| AXP | Sell | American Express Co. | $1,549,425,000 | -14.9% | 17,699,628 | -7.7% | 2.11% | -13.6% |
| BAC | Buy | Bank of America Corporation | $1,493,237,000 | +13.8% | 87,579,883 | +2.6% | 2.04% | +15.5% |
| GD | Sell | General Dynamics Corporation | $1,467,643,000 | +8.0% | 11,548,062 | -1.0% | 2.00% | +9.6% |
| VZ | Sell | Verizon Communications Inc. | $1,447,247,000 | +2.0% | 28,950,738 | -0.1% | 1.97% | +3.5% |
| ORCL | Buy | Oracle Corporation | $1,429,113,000 | -4.8% | 37,333,170 | +0.8% | 1.95% | -3.4% |
| RTN | Sell | Raytheon Company | $1,365,034,000 | +8.7% | 13,432,720 | -1.4% | 1.86% | +10.2% |
| MRK | Sell | Merck & Co., Inc. | $1,349,751,000 | +2.4% | 22,769,088 | -0.1% | 1.84% | +3.8% |
| BP | Buy | BP p.l.c. ADR | $1,297,429,000 | -14.7% | 29,520,603 | +2.4% | 1.77% | -13.4% |
| V107SC | Sell | WellPoint, Inc. | $1,287,223,000 | +1.6% | 10,760,930 | -8.6% | 1.76% | +3.1% |
| PSX | Buy | Phillips 66 | $1,279,918,000 | +4.3% | 15,741,199 | +3.2% | 1.74% | +5.8% |
| WMT | Buy | Wal-Mart Stores, Inc. | $1,229,672,000 | +12.3% | 16,080,458 | +10.3% | 1.68% | +13.9% |
| C | Sell | Citigroup Inc. | $1,213,738,000 | +9.1% | 23,422,189 | -0.8% | 1.66% | +10.8% |
| HON | Sell | Honeywell International Inc. | $1,211,655,000 | -3.9% | 13,011,772 | -4.1% | 1.65% | -2.5% |
| JCI | Buy | Johnson Controls, Inc. | $1,120,603,000 | +82.3% | 25,468,273 | +106.9% | 1.53% | +85.0% |
| T | Buy | AT&T Inc. | $1,075,388,000 | +2.9% | 30,516,116 | +3.2% | 1.47% | +4.3% |
| MO | Buy | Altria Group, Inc. | $1,057,465,000 | +10.8% | 23,018,410 | +1.2% | 1.44% | +12.5% |
| EMR | Buy | Emerson Electric Co. | $1,027,583,000 | -0.3% | 16,420,314 | +5.7% | 1.40% | +1.2% |
| F | Sell | Ford Motor Company | $1,009,446,000 | -16.8% | 68,251,921 | -3.0% | 1.38% | -15.6% |
| ITYBY | Sell | Imperial Tobacco Group PLC ADR | $946,614,000 | -4.1% | 10,959,445 | -0.2% | 1.29% | -2.8% |
| DD | Buy | E.I. du Pont de Nemours and Co | $915,987,000 | +11.2% | 12,764,588 | +1.4% | 1.25% | +12.8% |
| PEG | Buy | Public Service Enterprise Grou | $903,575,000 | +10.0% | 24,263,546 | +20.5% | 1.23% | +11.6% |
| CNP | Sell | CenterPoint Energy, Inc. | $856,505,000 | -4.3% | 35,002,260 | -0.2% | 1.17% | -2.9% |
| SDRL | Buy | Seadrill Ltd. (US) | $818,753,000 | -16.7% | 30,596,158 | +24.4% | 1.12% | -15.5% |
| ETR | Buy | Entergy Corporation | $811,876,000 | -5.5% | 10,498,855 | +0.3% | 1.11% | -4.1% |
| STT | Sell | State Street Corporation | $748,819,000 | +8.3% | 10,172,801 | -1.1% | 1.02% | +9.9% |
| SWK | Sell | Stanley Black & Decker, Inc. | $742,673,000 | -1.9% | 8,364,382 | -3.0% | 1.01% | -0.6% |
| NAVI | Sell | Navient Corp. | $675,978,000 | -4.6% | 38,169,283 | -4.6% | 0.92% | -3.2% |
| 3106PS | Sell | Delphi Automotive PLC | $627,772,000 | -13.0% | 10,234,288 | -2.5% | 0.86% | -11.7% |
| TEVA | Sell | Teva Pharmaceutical Industries | $557,406,000 | -2.2% | 10,370,353 | -4.6% | 0.76% | -0.8% |
| XYL | Sell | Xylem Inc. | $544,407,000 | -9.3% | 15,339,734 | -0.1% | 0.74% | -7.9% |
| XL | Sell | XL Group Plc | $536,990,000 | +1.0% | 16,189,032 | -0.4% | 0.73% | +2.4% |
| DEO | Sell | Diageo plc ADR | $531,142,000 | -35.9% | 4,602,620 | -29.3% | 0.72% | -35.0% |
| CAH | Buy | Cardinal Health, Inc. | $501,271,000 | +10.4% | 6,690,760 | +1.1% | 0.68% | +12.0% |
| CRH | Buy | CRH Plc ADR | $489,256,000 | +50.8% | 21,449,241 | +71.0% | 0.67% | +53.0% |
| MPC | Sell | Marathon Petroleum Corporation | $418,469,000 | +2.5% | 4,942,348 | -5.5% | 0.57% | +3.8% |
| JOY | Buy | Joy Global Inc. | $406,999,000 | -9.3% | 7,462,408 | +2.4% | 0.56% | -8.0% |
| UNH | Sell | UnitedHealth Group Incorporate | $391,228,000 | +1.0% | 4,535,979 | -4.3% | 0.53% | +2.3% |
| HBI | Sell | Hanesbrands Inc. | $375,786,000 | +5.9% | 3,497,631 | -3.0% | 0.51% | +7.3% |
| CIT | Buy | CIT Group Inc. | $365,910,000 | +19.0% | 7,961,470 | +18.5% | 0.50% | +20.8% |
| TXN | Sell | Texas Instruments Incorporated | $355,563,000 | -7.9% | 7,455,722 | -7.7% | 0.48% | -6.6% |
| CA | Buy | CA, Inc. | $328,606,000 | -0.5% | 11,761,170 | +2.4% | 0.45% | +0.9% |
| SLM | Sell | SLM Corporation | $315,867,000 | -5.1% | 36,900,367 | -7.9% | 0.43% | -3.6% |
| OCR | Buy | Omnicare, Inc. | $315,013,000 | -5.3% | 5,059,633 | +1.3% | 0.43% | -4.0% |
| FITB | Buy | Fifth Third Bancorp | $313,514,000 | -4.3% | 15,660,035 | +2.1% | 0.43% | -3.0% |
| DFS | Buy | Discover Financial Services | $310,800,000 | +5.2% | 4,826,828 | +1.3% | 0.42% | +6.8% |
| CCL | Sell | Carnival Corporation | $309,126,000 | -9.1% | 7,695,437 | -14.8% | 0.42% | -7.9% |
| CI | Buy | Cigna Corporation | $265,502,000 | +0.1% | 2,927,567 | +1.5% | 0.36% | +1.7% |
| AMP | Buy | Ameriprise Financial, Inc. | $255,999,000 | +4.5% | 2,074,886 | +1.6% | 0.35% | +6.1% |
| HST | Buy | Host Hotels & Resorts Inc | $242,757,000 | -2.0% | 11,381,009 | +1.1% | 0.33% | -0.6% |
| NYCB | Buy | New York Community Bancorp, In | $241,846,000 | +1.1% | 15,239,132 | +1.8% | 0.33% | +2.8% |
| RCL | Buy | Royal Caribbean Cruises Ltd. | $235,782,000 | +23.0% | 3,503,979 | +1.7% | 0.32% | +24.9% |
| ETN | Buy | Eaton Corp. Plc | $221,488,000 | -16.9% | 3,495,158 | +1.2% | 0.30% | -15.6% |
| LB | Buy | L Brands, Inc. | $217,494,000 | +16.1% | 3,247,144 | +1.7% | 0.30% | +17.9% |
| SPXC | Sell | SPX Corporation | $214,266,000 | -25.3% | 2,281,125 | -13.9% | 0.29% | -24.2% |
| PBCT | Buy | People's United Financial | $206,197,000 | -2.5% | 14,249,948 | +2.2% | 0.28% | -1.1% |
| TSS | Buy | Total System Services, Inc. | $206,385,000 | +0.4% | 6,666,179 | +1.9% | 0.28% | +1.8% |
| RAI | Buy | Reynolds American Inc. | $205,182,000 | -1.3% | 3,477,668 | +1.0% | 0.28% | +0.4% |
| FNFG | Buy | First Niagara Financial Group, | $204,546,000 | -2.7% | 24,555,334 | +2.1% | 0.28% | -1.1% |
| MUR | Buy | Murphy Oil Corporation | $200,685,000 | -13.6% | 3,526,350 | +1.0% | 0.27% | -12.2% |
| AIG | Sell | American International Group, | $200,823,000 | -8.2% | 3,717,570 | -7.3% | 0.27% | -6.8% |
| LO | Buy | Lorillard, Inc. | $193,318,000 | +1.0% | 3,226,802 | +2.8% | 0.26% | +2.7% |
| SPR | New | Spirit AeroSystems Holdings, I | $191,425,000 | – | 5,029,573 | – | 0.26% | – |
| STJ | Buy | St. Jude Medical, Inc. | $179,360,000 | -11.9% | 2,982,885 | +1.4% | 0.24% | -10.6% |
| OC | Buy | Owens Corning | $178,466,000 | -7.7% | 5,620,972 | +12.5% | 0.24% | -6.5% |
| ERJ | Buy | Embraer S.A. ADR | $176,800,000 | +11.3% | 4,507,914 | +3.4% | 0.24% | +12.6% |
| SEAS | New | SeaWorld Entertainment, Inc. | $173,295,000 | – | 9,011,740 | – | 0.24% | – |
| ITW | Buy | Illinois Tool Works Inc. | $163,415,000 | -2.2% | 1,935,740 | +1.4% | 0.22% | -0.9% |
| PNW | Buy | Pinnacle West Capital Corporat | $160,470,000 | +33.1% | 2,936,848 | +40.9% | 0.22% | +35.2% |
| GLNG | Buy | Golar LNG Limited | $159,830,000 | +12.9% | 2,407,082 | +2.2% | 0.22% | +14.7% |
| GNW | Buy | Genworth Financial Inc | $139,169,000 | -14.9% | 10,623,483 | +13.0% | 0.19% | -13.6% |
| LUV | Buy | Southwest Airlines Co. | $138,694,000 | +48.8% | 4,107,011 | +18.4% | 0.19% | +51.2% |
| KBR | Buy | KBR,Inc | $136,107,000 | -19.7% | 7,228,210 | +1.8% | 0.19% | -18.4% |
| XEL | Buy | Xcel Energy Inc. | $135,335,000 | +15.1% | 4,451,784 | +22.0% | 0.18% | +16.5% |
| NSC | Buy | Norfolk Southern Corporation | $134,426,000 | +15.7% | 1,204,536 | +6.8% | 0.18% | +17.3% |
| HP | Buy | Helmerich & Payne, Inc | $131,359,000 | -14.7% | 1,342,177 | +1.2% | 0.18% | -13.5% |
| MRO | Sell | Marathon Oil Corp. | $124,249,000 | -75.5% | 3,305,367 | -74.0% | 0.17% | -75.2% |
| WSH | Buy | Willis Group Holdings Plc | $123,640,000 | -3.2% | 2,986,470 | +1.3% | 0.17% | -1.7% |
| L | Buy | Loews Corp | $117,120,000 | +20.2% | 2,811,316 | +27.0% | 0.16% | +22.1% |
| FCS | Sell | Fairchild Semiconductor Intern | $115,344,000 | -0.8% | 7,427,136 | -0.3% | 0.16% | +0.6% |
| ROC | Sell | Rockwood Holdings, Inc. | $101,108,000 | -53.5% | 1,322,541 | -53.8% | 0.14% | -52.7% |
| HAE | Sell | Haemonetics Corp | $99,247,000 | -3.9% | 2,842,114 | -2.9% | 0.14% | -2.9% |
| CYN | Sell | City National Corporation | $95,799,000 | -3.0% | 1,266,012 | -2.9% | 0.13% | -1.5% |
| TPX | Sell | Tempur Sealy International Inc | $93,842,000 | -8.6% | 1,670,685 | -2.9% | 0.13% | -7.2% |
| OFC | Buy | Corporate Office Properties Tr | $93,454,000 | -6.5% | 3,633,516 | +1.1% | 0.13% | -5.2% |
| WHR | Sell | Whirlpool Corporation | $92,088,000 | +1.7% | 632,257 | -2.8% | 0.13% | +3.3% |
| HLS | Sell | HealthSouth Corporation | $88,630,000 | -14.5% | 2,401,883 | -16.9% | 0.12% | -12.9% |
| GPS | Buy | Gap Inc | $86,161,000 | +86.4% | 2,066,694 | +85.9% | 0.12% | +88.7% |
| TRV | Sell | Travelers Companies, Inc. | $85,594,000 | -1.0% | 911,160 | -0.8% | 0.12% | +0.9% |
| BC | Sell | Brunswick Corporation | $80,874,000 | -2.8% | 1,919,159 | -2.9% | 0.11% | -1.8% |
| MCHP | Buy | Microchip Technology Incorpora | $80,141,000 | +3.7% | 1,696,815 | +7.2% | 0.11% | +4.8% |
| MW | Sell | Men's Wearhouse, Inc. | $79,330,000 | -17.8% | 1,679,994 | -2.9% | 0.11% | -16.9% |
| MINI | Sell | Mobile Mini, Inc. | $79,350,000 | -29.1% | 2,269,070 | -2.9% | 0.11% | -28.0% |
| AXL | Sell | American Axle & Manufacturing | $78,015,000 | -13.8% | 4,652,100 | -2.9% | 0.11% | -13.1% |
| POL | Sell | PolyOne Corporation | $77,063,000 | -18.0% | 2,165,922 | -2.9% | 0.10% | -16.7% |
| PB | Sell | Prosperity Bancshares, Inc. | $75,808,000 | -11.3% | 1,325,995 | -2.9% | 0.10% | -10.4% |
| TREX | Sell | Trex Company, Inc. | $75,345,000 | +16.4% | 2,179,500 | -2.9% | 0.10% | +18.4% |
| MUSA | Sell | Murphy USA Inc | $74,522,000 | -13.8% | 1,404,464 | -20.6% | 0.10% | -12.1% |
| SMG | Sell | Scotts Miracle-Gro Company | $73,214,000 | -6.2% | 1,331,175 | -3.0% | 0.10% | -4.8% |
| TEX | Sell | Terex Corporation | $69,235,000 | -24.9% | 2,179,268 | -2.9% | 0.09% | -24.2% |
| OSK | Sell | Oshkosh Corporation | $67,182,000 | -22.8% | 1,521,659 | -2.9% | 0.09% | -21.4% |
| VSH | Sell | Vishay Intertechnology, Inc. | $67,071,000 | -10.4% | 4,693,612 | -2.9% | 0.09% | -9.9% |
| FWRD | Sell | Forward Air Corporation | $66,631,000 | -9.1% | 1,486,306 | -2.9% | 0.09% | -7.1% |
| VOD | Buy | Vodafone Group Plc ADR | $65,357,000 | -1.0% | 1,987,123 | +0.5% | 0.09% | 0.0% |
| LNCOQ | Sell | LinnCo LLC | $64,196,000 | -10.2% | 2,217,520 | -2.9% | 0.09% | -8.3% |
| LEN | Buy | Lennar Corp | $61,690,000 | +25.8% | 1,588,725 | +36.0% | 0.08% | +27.3% |
| BRKS | Sell | Brooks Automation, Inc. | $60,927,000 | -3.8% | 5,797,060 | -1.4% | 0.08% | -2.4% |
| DIOD | Sell | Diodes Incorporated | $59,563,000 | -19.8% | 2,490,136 | -2.9% | 0.08% | -19.0% |
| CVX | Buy | Chevron Corp. | $55,805,000 | -7.6% | 467,686 | +1.0% | 0.08% | -6.2% |
| IIVI | Sell | II-VI Inc | $55,252,000 | -21.0% | 4,694,258 | -2.9% | 0.08% | -20.2% |
| JWA | Sell | John Wiley & Sons, Inc. | $54,483,000 | -9.9% | 971,000 | -2.7% | 0.07% | -8.6% |
| GE | Buy | General Electric Co. | $53,191,000 | +29.5% | 2,076,142 | +32.8% | 0.07% | +32.7% |
| CVD | Sell | Covance Inc. | $53,619,000 | -10.7% | 681,320 | -2.9% | 0.07% | -9.9% |
| MLHR | Sell | Herman Miller, Inc. | $51,339,000 | -4.1% | 1,719,906 | -2.9% | 0.07% | -2.8% |
| RIO | Buy | Rio Tinto PLC Sponsored ADR | $49,960,000 | +18.3% | 1,015,854 | +30.6% | 0.07% | +19.3% |
| ABB | Buy | ABB Ltd. ADR | $48,810,000 | +0.4% | 2,178,050 | +3.1% | 0.07% | +3.1% |
| NVR | Buy | NVR Inc | $49,075,000 | +4.1% | 43,429 | +6.0% | 0.07% | +6.3% |
| LFUS | Sell | Littelfuse, Inc. | $49,295,000 | -30.9% | 578,714 | -24.6% | 0.07% | -30.2% |
| MENT | Sell | Mentor Graphics Corporation | $48,115,000 | -7.7% | 2,347,687 | -2.9% | 0.07% | -5.7% |
| PLXS | Sell | Plexus Corp. | $48,226,000 | -44.8% | 1,305,882 | -35.2% | 0.07% | -43.6% |
| VSI | New | Vitamin Shoppe, Inc. | $47,858,000 | – | 1,078,122 | – | 0.06% | – |
| IBM | Buy | International Business Machine | $46,443,000 | +5.7% | 244,654 | +0.9% | 0.06% | +6.8% |
| AEGN | Sell | Aegion Corporation | $46,205,000 | -7.2% | 2,076,666 | -3.0% | 0.06% | -6.0% |
| TCBI | New | Texas Capital Bancshares, Inc. | $43,264,000 | – | 750,061 | – | 0.06% | – |
| FARO | Sell | FARO Technologies, Inc. | $42,400,000 | +0.4% | 835,466 | -2.9% | 0.06% | +1.8% |
| XCRA | New | Xcerra Corporation | $41,697,000 | – | 4,259,077 | – | 0.06% | – |
| SSD | Sell | Simpson Manufacturing Co., Inc | $40,845,000 | -22.1% | 1,401,197 | -2.9% | 0.06% | -20.0% |
| A309PS | Sell | DIRECTV | $37,784,000 | -10.2% | 436,706 | -11.8% | 0.05% | -8.8% |
| HAFC | Sell | Hanmi Financial Corp. | $38,091,000 | -7.1% | 1,889,415 | -2.9% | 0.05% | -5.5% |
| SYY | Sell | Sysco Corporation | $37,263,000 | -5.8% | 981,896 | -7.0% | 0.05% | -3.8% |
| HTLD | Sell | Heartland Express, Inc. | $35,863,000 | +9.0% | 1,496,809 | -2.9% | 0.05% | +11.4% |
| FIX | Sell | Comfort Systems USA, Inc. | $31,720,000 | -16.7% | 2,340,912 | -2.9% | 0.04% | -15.7% |
| WAG | Sell | Walgreen Co. | $30,086,000 | -50.5% | 507,617 | -38.1% | 0.04% | -50.0% |
| ROCK | Sell | Gibraltar Industries, Inc. | $28,557,000 | -14.0% | 2,085,943 | -2.6% | 0.04% | -13.3% |
| MRCY | Sell | Mercury Systems, Inc. | $28,780,000 | -5.8% | 2,614,005 | -2.9% | 0.04% | -4.9% |
| CVS | Buy | CVS Health Corp | $28,583,000 | +8.7% | 359,133 | +3.0% | 0.04% | +11.4% |
| CSCO | Buy | Cisco Systems Inc. | $27,426,000 | +38.4% | 1,089,627 | +36.6% | 0.04% | +37.0% |
| PLAB | Sell | Photronics, Inc. | $25,881,000 | -9.1% | 3,215,018 | -2.9% | 0.04% | -7.9% |
| PKE | Sell | Park Electrochemical Corp. | $25,146,000 | -19.8% | 1,067,768 | -3.9% | 0.03% | -19.0% |
| ETFC | Buy | E*TRADE Financial Corporation | $21,270,000 | +10.3% | 941,568 | +3.8% | 0.03% | +11.5% |
| B | Sell | Barnes Group Inc. | $20,250,000 | -23.5% | 667,180 | -2.9% | 0.03% | -22.2% |
| MDP | New | Meredith Corp. | $19,142,000 | – | 447,258 | – | 0.03% | – |
| DNOW | Buy | Now Inc. | $16,428,000 | -6.1% | 540,216 | +11.8% | 0.02% | -8.3% |
| COH | Buy | Coach, Inc. | $11,245,000 | +4.5% | 315,785 | +0.3% | 0.02% | +7.1% |
| GTE | Buy | Gran Tierra Energy Inc. | $398,000 | +127.4% | 71,924 | +234.5% | 0.00% | – |
| NILSY | Exit | MMC Norilsk Nickel JSCd ADR | $0 | – | -11,524 | – | 0.00% | – |
| EC | Exit | Ecopetrol SA | $0 | – | -5,697 | – | 0.00% | – |
| MCD | Exit | McDonald's Corp | $0 | – | -4,000 | – | -0.00% | – |
| HPQ | Exit | Hewlett-Packard Co. | $0 | – | -1,361,140 | – | -0.06% | – |
| BK | Exit | Bank Of New York Mellon Corp | $0 | – | -1,221,600 | – | -0.06% | – |
| NEBLQ | Exit | Noble Corp Plc | $0 | – | -1,475,719 | – | -0.07% | – |
| JNS | Exit | Janus Capital Group Inc. | $0 | – | -4,392,496 | – | -0.07% | – |
| TTM | Exit | Tata Motors Ltd | $0 | – | -2,542,362 | – | -0.13% | – |
| TYC | Exit | Tyco International Ltd. | $0 | – | -2,486,182 | – | -0.15% | – |
| NOV | Exit | National Oilwell Varco, Inc. | $0 | – | -1,430,486 | – | -0.16% | – |
| PNR | Exit | Pentair Ltd. | $0 | – | -3,184,964 | – | -0.31% | – |
Q2 2014
| Value | Shares | ↓ Weighting | ||||||
|---|---|---|---|---|---|---|---|---|
| WFC | New | Wells Fargo & Company | $2,272,533,000 | – | 43,236,912 | – | 3.05% | – |
| MDT | New | Medtronic, Inc. | $2,062,013,000 | – | 32,340,234 | – | 2.77% | – |
| COP | New | ConocoPhillips | $1,967,058,000 | – | 22,944,810 | – | 2.64% | – |
| PNC | New | PNC Financial Services Group, | $1,954,140,000 | – | 21,944,325 | – | 2.63% | – |
| PM | New | Philip Morris International In | $1,923,248,000 | – | 22,811,643 | – | 2.58% | – |
| JPM | New | JPMorgan Chase & Co. | $1,918,348,000 | – | 33,293,084 | – | 2.58% | – |
| AXP | New | American Express Co. | $1,819,837,000 | – | 19,182,429 | – | 2.44% | – |
| PFE | New | Pfizer Inc. | $1,795,642,000 | – | 60,500,058 | – | 2.41% | – |
| JNJ | New | Johnson & Johnson | $1,785,365,000 | – | 17,065,230 | – | 2.40% | – |
| INTC | New | Intel Corporation | $1,782,578,000 | – | 57,688,600 | – | 2.40% | – |
| COF | New | Capital One Financial Corporat | $1,776,775,000 | – | 21,510,589 | – | 2.39% | – |
| MSFT | New | Microsoft Corporation | $1,697,523,000 | – | 40,707,983 | – | 2.28% | – |
| OXY | New | Occidental Petroleum Corporati | $1,679,580,000 | – | 16,365,389 | – | 2.26% | – |
| BP | New | BP p.l.c. ADR | $1,520,211,000 | – | 28,819,146 | – | 2.04% | – |
| SNY | New | Sanofi ADR | $1,516,771,000 | – | 28,526,802 | – | 2.04% | – |
| ORCL | New | Oracle Corporation | $1,501,078,000 | – | 37,036,199 | – | 2.02% | – |
| TGT | New | Target Corporation | $1,439,999,000 | – | 24,849,016 | – | 1.94% | – |
| VZ | New | Verizon Communications Inc. | $1,418,549,000 | – | 28,991,364 | – | 1.91% | – |
| GD | New | General Dynamics Corporation | $1,359,165,000 | – | 11,661,644 | – | 1.83% | – |
| MRK | New | Merck & Co., Inc. | $1,318,588,000 | – | 22,793,207 | – | 1.77% | – |
| BAC | New | Bank of America Corporation | $1,312,090,000 | – | 85,366,948 | – | 1.76% | – |
| V107SC | New | WellPoint, Inc. | $1,266,356,000 | – | 11,768,016 | – | 1.70% | – |
| HON | New | Honeywell International Inc. | $1,261,379,000 | – | 13,570,529 | – | 1.70% | – |
| RTN | New | Raytheon Company | $1,256,340,000 | – | 13,618,866 | – | 1.69% | – |
| PSX | New | Phillips 66 | $1,227,198,000 | – | 15,257,965 | – | 1.65% | – |
| F | New | Ford Motor Company | $1,213,676,000 | – | 70,398,856 | – | 1.63% | – |
| C | New | Citigroup Inc. | $1,112,161,000 | – | 23,612,762 | – | 1.49% | – |
| WMT | New | Wal-Mart Stores, Inc. | $1,094,907,000 | – | 14,585,155 | – | 1.47% | – |
| T | New | AT&T Inc. | $1,045,584,000 | – | 29,569,703 | – | 1.40% | – |
| EMR | New | Emerson Electric Co. | $1,030,869,000 | – | 15,534,497 | – | 1.38% | – |
| ITYBY | New | Imperial Tobacco Group PLC ADR | $987,324,000 | – | 10,977,875 | – | 1.33% | – |
| SDRL | New | Seadrill Ltd. (US) | $982,381,000 | – | 24,590,268 | – | 1.32% | – |
| MO | New | Altria Group, Inc. | $954,039,000 | – | 22,747,697 | – | 1.28% | – |
| CNP | New | CenterPoint Energy, Inc. | $895,319,000 | – | 35,055,560 | – | 1.20% | – |
| ETR | New | Entergy Corporation | $859,112,000 | – | 10,465,502 | – | 1.15% | – |
| DEO | New | Diageo plc ADR | $828,886,000 | – | 6,512,820 | – | 1.11% | – |
| DD | New | E.I. du Pont de Nemours and Co | $823,519,000 | – | 12,584,357 | – | 1.11% | – |
| PEG | New | Public Service Enterprise Grou | $821,338,000 | – | 20,135,758 | – | 1.10% | – |
| SWK | New | Stanley Black & Decker, Inc. | $757,410,000 | – | 8,624,562 | – | 1.02% | – |
| 3106PS | New | Delphi Automotive PLC | $721,329,000 | – | 10,493,583 | – | 0.97% | – |
| NAVI | New | Navient Corp. | $708,331,000 | – | 39,996,056 | – | 0.95% | – |
| STT | New | State Street Corporation | $691,549,000 | – | 10,281,730 | – | 0.93% | – |
| JCI | New | Johnson Controls, Inc. | $614,707,000 | – | 12,311,382 | – | 0.83% | – |
| XYL | New | Xylem Inc. | $600,168,000 | – | 15,357,434 | – | 0.81% | – |
| TEVA | New | Teva Pharmaceutical Industries | $569,740,000 | – | 10,868,770 | – | 0.77% | – |
| XL | New | XL Group Plc | $531,755,000 | – | 16,246,732 | – | 0.72% | – |
| MRO | New | Marathon Oil Corp. | $507,320,000 | – | 12,708,431 | – | 0.68% | – |
| CAH | New | Cardinal Health, Inc. | $453,932,000 | – | 6,620,964 | – | 0.61% | – |
| JOY | New | Joy Global Inc. | $448,872,000 | – | 7,289,248 | – | 0.60% | – |
| MPC | New | Marathon Petroleum Corporation | $408,356,000 | – | 5,230,648 | – | 0.55% | – |
| UNH | New | UnitedHealth Group Incorporate | $387,397,000 | – | 4,738,801 | – | 0.52% | – |
| TXN | New | Texas Instruments Incorporated | $386,181,000 | – | 8,080,794 | – | 0.52% | – |
| HBI | New | Hanesbrands Inc. | $354,900,000 | – | 3,605,244 | – | 0.48% | – |
| CCL | New | Carnival Corporation | $339,902,000 | – | 9,027,941 | – | 0.46% | – |
| SLM | New | SLM Corporation | $332,981,000 | – | 40,069,974 | – | 0.45% | – |
| OCR | New | Omnicare, Inc. | $332,634,000 | – | 4,996,755 | – | 0.45% | – |
| CA | New | CA, Inc. | $330,130,000 | – | 11,486,780 | – | 0.44% | – |
| FITB | New | Fifth Third Bancorp | $327,513,000 | – | 15,340,208 | – | 0.44% | – |
| CRH | New | CRH Plc ADR | $324,333,000 | – | 12,546,723 | – | 0.44% | – |
| CIT | New | CIT Group Inc. | $307,371,000 | – | 6,717,003 | – | 0.41% | – |
| DFS | New | Discover Financial Services | $295,441,000 | – | 4,766,729 | – | 0.40% | – |
| SPXC | New | SPX Corporation | $286,735,000 | – | 2,649,796 | – | 0.38% | – |
| ETN | New | Eaton Corp. Plc | $266,651,000 | – | 3,454,911 | – | 0.36% | – |
| CI | New | Cigna Corporation | $265,311,000 | – | 2,884,758 | – | 0.36% | – |
| HST | New | Host Hotels & Resorts Inc | $247,791,000 | – | 11,258,109 | – | 0.33% | – |
| AMP | New | Ameriprise Financial, Inc. | $244,954,000 | – | 2,041,283 | – | 0.33% | – |
| NYCB | New | New York Community Bancorp, In | $239,258,000 | – | 14,972,291 | – | 0.32% | – |
| MUR | New | Murphy Oil Corporation | $232,212,000 | – | 3,492,950 | – | 0.31% | – |
| PNR | New | Pentair Ltd. | $229,699,000 | – | 3,184,964 | – | 0.31% | – |
| AIG | New | American International Group, | $218,850,000 | – | 4,009,717 | – | 0.29% | – |
| ROC | New | Rockwood Holdings, Inc. | $217,628,000 | – | 2,863,900 | – | 0.29% | – |
| PBCT | New | People's United Financial | $211,536,000 | – | 13,944,360 | – | 0.28% | – |
| FNFG | New | First Niagara Financial Group, | $210,228,000 | – | 24,053,645 | – | 0.28% | – |
| RAI | New | Reynolds American Inc. | $207,820,000 | – | 3,443,568 | – | 0.28% | – |
| TSS | New | Total System Services, Inc. | $205,465,000 | – | 6,541,379 | – | 0.28% | – |
| STJ | New | St. Jude Medical, Inc. | $203,656,000 | – | 2,940,885 | – | 0.27% | – |
| OC | New | Owens Corning | $193,280,000 | – | 4,996,895 | – | 0.26% | – |
| RCL | New | Royal Caribbean Cruises Ltd. | $191,616,000 | – | 3,446,349 | – | 0.26% | – |
| LO | New | Lorillard, Inc. | $191,324,000 | – | 3,138,002 | – | 0.26% | – |
| LB | New | L Brands, Inc. | $187,304,000 | – | 3,193,044 | – | 0.25% | – |
| KBR | New | KBR,Inc | $169,419,000 | – | 7,103,526 | – | 0.23% | – |
| ITW | New | Illinois Tool Works Inc. | $167,103,000 | – | 1,908,429 | – | 0.22% | – |
| GNW | New | Genworth Financial Inc | $163,624,000 | – | 9,403,711 | – | 0.22% | – |
| ERJ | New | Embraer S.A. ADR | $158,897,000 | – | 4,361,715 | – | 0.21% | – |
| HP | New | Helmerich & Payne, Inc | $153,925,000 | – | 1,325,677 | – | 0.21% | – |
| GLNG | New | Golar LNG Limited | $141,589,000 | – | 2,355,882 | – | 0.19% | – |
| WSH | New | Willis Group Holdings Plc | $127,703,000 | – | 2,949,270 | – | 0.17% | – |
| PNW | New | Pinnacle West Capital Corporat | $120,572,000 | – | 2,084,590 | – | 0.16% | – |
| XEL | New | Xcel Energy Inc. | $117,611,000 | – | 3,649,084 | – | 0.16% | – |
| NOV | New | National Oilwell Varco, Inc. | $117,801,000 | – | 1,430,486 | – | 0.16% | – |
| NSC | New | Norfolk Southern Corporation | $116,220,000 | – | 1,128,012 | – | 0.16% | – |
| FCS | New | Fairchild Semiconductor Intern | $116,254,000 | – | 7,452,189 | – | 0.16% | – |
| TYC | New | Tyco International Ltd. | $113,370,000 | – | 2,486,182 | – | 0.15% | – |
| MINI | New | Mobile Mini, Inc. | $111,912,000 | – | 2,336,860 | – | 0.15% | – |
| HLS | New | HealthSouth Corporation | $103,687,000 | – | 2,890,653 | – | 0.14% | – |
| HAE | New | Haemonetics Corp | $103,248,000 | – | 2,926,524 | – | 0.14% | – |
| TPX | New | Tempur Sealy International Inc | $102,683,000 | – | 1,719,985 | – | 0.14% | – |
| OFC | New | Corporate Office Properties Tr | $99,908,000 | – | 3,592,516 | – | 0.13% | – |
| TTM | New | Tata Motors Ltd | $99,304,000 | – | 2,542,362 | – | 0.13% | – |
| CYN | New | City National Corporation | $98,745,000 | – | 1,303,402 | – | 0.13% | – |
| L | New | Loews Corp | $97,408,000 | – | 2,213,308 | – | 0.13% | – |
| MW | New | Men's Wearhouse, Inc. | $96,523,000 | – | 1,729,804 | – | 0.13% | – |
| POL | New | PolyOne Corporation | $93,974,000 | – | 2,230,052 | – | 0.13% | – |
| LUV | New | Southwest Airlines Co. | $93,192,000 | – | 3,469,544 | – | 0.12% | – |
| TEX | New | Terex Corporation | $92,225,000 | – | 2,243,908 | – | 0.12% | – |
| AXL | New | American Axle & Manufacturing | $90,475,000 | – | 4,789,600 | – | 0.12% | – |
| WHR | New | Whirlpool Corporation | $90,585,000 | – | 650,657 | – | 0.12% | – |
| PLXS | New | Plexus Corp. | $87,303,000 | – | 2,016,721 | – | 0.12% | – |
| OSK | New | Oshkosh Corporation | $86,994,000 | – | 1,566,619 | – | 0.12% | – |
| TRV | New | Travelers Companies, Inc. | $86,432,000 | – | 918,810 | – | 0.12% | – |
| MUSA | New | Murphy USA Inc | $86,428,000 | – | 1,767,827 | – | 0.12% | – |
| PB | New | Prosperity Bancshares, Inc. | $85,449,000 | – | 1,364,995 | – | 0.12% | – |
| BC | New | Brunswick Corporation | $83,237,000 | – | 1,975,709 | – | 0.11% | – |
| SMG | New | Scotts Miracle-Gro Company | $78,062,000 | – | 1,372,885 | – | 0.10% | – |
| MCHP | New | Microchip Technology Incorpora | $77,282,000 | – | 1,583,326 | – | 0.10% | – |
| VSH | New | Vishay Intertechnology, Inc. | $74,867,000 | – | 4,833,262 | – | 0.10% | – |
| DIOD | New | Diodes Incorporated | $74,261,000 | – | 2,564,246 | – | 0.10% | – |
| FWRD | New | Forward Air Corporation | $73,273,000 | – | 1,531,306 | – | 0.10% | – |
| LFUS | New | Littelfuse, Inc. | $71,320,000 | – | 767,294 | – | 0.10% | – |
| LNCOQ | New | LinnCo LLC | $71,449,000 | – | 2,283,480 | – | 0.10% | – |
| IIVI | New | II-VI Inc | $69,908,000 | – | 4,834,648 | – | 0.09% | – |
| VOD | New | Vodafone Group Plc ADR | $66,020,000 | – | 1,977,236 | – | 0.09% | – |
| TREX | New | Trex Company, Inc. | $64,712,000 | – | 2,245,370 | – | 0.09% | – |
| BRKS | New | Brooks Automation, Inc. | $63,320,000 | – | 5,879,246 | – | 0.08% | – |
| WAG | New | Walgreen Co. | $60,775,000 | – | 819,847 | – | 0.08% | – |
| CVD | New | Covance Inc. | $60,049,000 | – | 701,680 | – | 0.08% | – |
| CVX | New | Chevron Corp. | $60,424,000 | – | 462,841 | – | 0.08% | – |
| JWA | New | John Wiley & Sons, Inc. | $60,448,000 | – | 997,670 | – | 0.08% | – |
| JNS | New | Janus Capital Group Inc. | $54,819,000 | – | 4,392,496 | – | 0.07% | – |
| MLHR | New | Herman Miller, Inc. | $53,547,000 | – | 1,770,696 | – | 0.07% | – |
| MENT | New | Mentor Graphics Corporation | $52,147,000 | – | 2,417,587 | – | 0.07% | – |
| SSD | New | Simpson Manufacturing Co., Inc | $52,457,000 | – | 1,442,717 | – | 0.07% | – |
| NEBLQ | New | Noble Corp Plc | $49,525,000 | – | 1,475,719 | – | 0.07% | – |
| AEGN | New | Aegion Corporation | $49,807,000 | – | 2,140,366 | – | 0.07% | – |
| LEN | New | Lennar Corp | $49,025,000 | – | 1,167,836 | – | 0.07% | – |
| ABB | New | ABB Ltd. ADR | $48,617,000 | – | 2,111,950 | – | 0.06% | – |
| NVR | New | NVR Inc | $47,130,000 | – | 40,961 | – | 0.06% | – |
| GPS | New | Gap Inc | $46,223,000 | – | 1,111,953 | – | 0.06% | – |
| BK | New | Bank Of New York Mellon Corp | $45,786,000 | – | 1,221,600 | – | 0.06% | – |
| HPQ | New | Hewlett-Packard Co. | $45,843,000 | – | 1,361,140 | – | 0.06% | – |
| IBM | New | International Business Machine | $43,955,000 | – | 242,484 | – | 0.06% | – |
| A309PS | New | DIRECTV | $42,080,000 | – | 495,000 | – | 0.06% | – |
| RIO | New | Rio Tinto PLC Sponsored ADR | $42,221,000 | – | 777,839 | – | 0.06% | – |
| FARO | New | FARO Technologies, Inc. | $42,248,000 | – | 860,106 | – | 0.06% | – |
| HAFC | New | Hanmi Financial Corp. | $40,997,000 | – | 1,944,845 | – | 0.06% | – |
| GE | New | General Electric Co. | $41,083,000 | – | 1,563,287 | – | 0.06% | – |
| SYY | New | Sysco Corporation | $39,539,000 | – | 1,055,796 | – | 0.05% | – |
| FIX | New | Comfort Systems USA, Inc. | $38,099,000 | – | 2,411,372 | – | 0.05% | – |
| ROCK | New | Gibraltar Industries, Inc. | $33,205,000 | – | 2,140,841 | – | 0.04% | – |
| HTLD | New | Heartland Express, Inc. | $32,897,000 | – | 1,541,579 | – | 0.04% | – |
| PKE | New | Park Electrochemical Corp. | $31,344,000 | – | 1,111,108 | – | 0.04% | – |
| MRCY | New | Mercury Systems, Inc. | $30,542,000 | – | 2,693,295 | – | 0.04% | – |
| MEI | New | Methode Electronics Inc. | $29,594,000 | – | 774,500 | – | 0.04% | – |
| PLAB | New | Photronics, Inc. | $28,467,000 | – | 3,310,158 | – | 0.04% | – |
| B | New | Barnes Group Inc. | $26,473,000 | – | 686,880 | – | 0.04% | – |
| CVS | New | CVS Caremark Corporation | $26,289,000 | – | 348,795 | – | 0.04% | – |
| CSCO | New | Cisco Systems Inc. | $19,815,000 | – | 797,400 | – | 0.03% | – |
| ETFC | New | E*TRADE Financial Corporation | $19,279,000 | – | 906,805 | – | 0.03% | – |
| DNOW | New | Now Inc. | $17,493,000 | – | 483,090 | – | 0.02% | – |
| GSK | New | GlaxoSmithKline Plc ADR | $14,488,000 | – | 270,900 | – | 0.02% | – |
| COH | New | Coach, Inc. | $10,760,000 | – | 314,715 | – | 0.01% | – |
| RDSA | New | Royal Dutch Shell Plc ADR Cl A | $6,639,000 | – | 80,600 | – | 0.01% | – |
| ED | New | Consolidated Edison, Inc | $1,351,000 | – | 23,400 | – | 0.00% | – |
| D | New | Dominion Resources, Inc. | $1,137,000 | – | 15,900 | – | 0.00% | – |
| MCD | New | McDonald's Corp | $403,000 | – | 4,000 | – | 0.00% | – |
| DUK | New | Duke Energy Corporation | $1,029,000 | – | 13,865 | – | 0.00% | – |
| EC | New | Ecopetrol SA | $205,000 | – | 5,697 | – | 0.00% | – |
| NILSY | New | MMC Norilsk Nickel JSCd ADR | $227,000 | – | 11,524 | – | 0.00% | – |
| GTE | New | Gran Tierra Energy Inc. | $175,000 | – | 21,505 | – | 0.00% | – |
Q4 2013
| Value | Shares | ↓ Weighting | ||||||
|---|---|---|---|---|---|---|---|---|
| GTE | Exit | Gran Tierra Energy Inc. | $0 | – | -21,980 | – | 0.00% | – |
| GA | Exit | Giant Interactive Group ADR | $0 | – | -15,100 | – | 0.00% | – |
| MCD | Exit | McDonald's Corp | $0 | – | -4,200 | – | -0.00% | – |
| D | Exit | Dominion Resources, Inc. | $0 | – | -11,000 | – | -0.00% | – |
| ED | Exit | Consolidated Edison, Inc | $0 | – | -16,300 | – | -0.00% | – |
| DUK | Exit | Duke Energy Corporation | $0 | – | -9,565 | – | -0.00% | – |
| RDSA | Exit | Royal Dutch Shell Plc ADR Cl A | $0 | – | -84,400 | – | -0.01% | – |
| COH | Exit | Coach, Inc. | $0 | – | -103,900 | – | -0.01% | – |
| ITT | Exit | ITT Corporation | $0 | – | -397,727 | – | -0.02% | – |
| CSCO | Exit | Cisco Systems Inc. | $0 | – | -824,400 | – | -0.03% | – |
| MEI | Exit | Methode Electronics Inc. | $0 | – | -774,500 | – | -0.04% | – |
| DDAIY | Exit | Daimler AG ADR | $0 | – | -291,455 | – | -0.04% | – |
| JWA | Exit | John Wiley & Sons, Inc. | $0 | – | -485,875 | – | -0.04% | – |
| ETFC | Exit | E*TRADE Financial Corporation | $0 | – | -1,443,790 | – | -0.04% | – |
| MRCY | Exit | Mercury Systems, Inc. | $0 | – | -2,457,516 | – | -0.04% | – |
| PLAB | Exit | Photronics, Inc. | $0 | – | -3,503,554 | – | -0.04% | – |
| PKE | Exit | Park Electrochemical Corp. | $0 | – | -992,434 | – | -0.04% | – |
| PRA | Exit | ProAssurance Corporation | $0 | – | -623,933 | – | -0.04% | – |
| TTM | Exit | Tata Motors Ltd | $0 | – | -1,181,400 | – | -0.05% | – |
| CVS | Exit | CVS Caremark Corporation | $0 | – | -571,960 | – | -0.05% | – |
| ROCK | Exit | Gibraltar Industries, Inc. | $0 | – | -2,268,026 | – | -0.05% | – |
| CVX | Exit | Chevron Corp. | $0 | – | -301,776 | – | -0.06% | – |
| FARO | Exit | FARO Technologies, Inc. | $0 | – | -908,706 | – | -0.06% | – |
| JNS | Exit | Janus Capital Group Inc. | $0 | – | -4,640,089 | – | -0.06% | – |
| ABB | Exit | ABB Ltd. ADR | $0 | – | -1,739,565 | – | -0.07% | – |
| FIX | Exit | Comfort Systems USA, Inc. | $0 | – | -2,548,636 | – | -0.07% | – |
| GM | Exit | General Motors Company | $0 | – | -1,238,900 | – | -0.07% | – |
| BRKS | Exit | Brooks Automation, Inc. | $0 | – | -4,983,840 | – | -0.07% | – |
| LOW | Exit | Lowe's Companies,Inc. | $0 | – | -998,500 | – | -0.08% | – |
| SSD | Exit | Simpson Manufacturing Co., Inc | $0 | – | -1,524,285 | – | -0.08% | – |
| AAN | Exit | Aaron's, Inc. | $0 | – | -1,797,886 | – | -0.08% | – |
| LUV | Exit | Southwest Airlines Co. | $0 | – | -3,447,565 | – | -0.08% | – |
| KFY | Exit | Korn/Ferry International | $0 | – | -2,395,062 | – | -0.08% | – |
| HPQ | Exit | Hewlett-Packard Co. | $0 | – | -2,514,208 | – | -0.08% | – |
| AEGN | Exit | Aegion Corporation | $0 | – | -2,263,988 | – | -0.09% | – |
| MLHR | Exit | Herman Miller, Inc. | $0 | – | -1,869,939 | – | -0.09% | – |
| ALL | Exit | Allstate Corporation | $0 | – | -1,117,833 | – | -0.09% | – |
| MENT | Exit | Mentor Graphics Corporation | $0 | – | -2,552,080 | – | -0.10% | – |
| SCI | Exit | Service Corp. International | $0 | – | -3,231,536 | – | -0.10% | – |
| TREX | Exit | Trex Company, Inc. | $0 | – | -1,219,807 | – | -0.10% | – |
| BRY | Exit | Berry Petroleum Company | $0 | – | -1,434,649 | – | -0.10% | – |
| PNW | Exit | Pinnacle West Capital Corporat | $0 | – | -1,130,683 | – | -0.10% | – |
| LFUS | Exit | Littelfuse, Inc. | $0 | – | -810,944 | – | -0.10% | – |
| CVD | Exit | Covance Inc. | $0 | – | -741,076 | – | -0.10% | – |
| RBC | Exit | Regal Beloit Corporation | $0 | – | -962,090 | – | -0.10% | – |
| FWRD | Exit | Forward Air Corporation | $0 | – | -1,619,196 | – | -0.10% | – |
| GLNG | Exit | Golar LNG Limited | $0 | – | -1,731,146 | – | -0.10% | – |
| XLS | Exit | Exelis Inc. | $0 | – | -4,147,625 | – | -0.10% | – |
| VSH | Exit | Vishay Intertechnology, Inc. | $0 | – | -5,099,387 | – | -0.10% | – |
| XEL | Exit | Xcel Energy Inc. | $0 | – | -2,382,420 | – | -0.10% | – |
| DIOD | Exit | Diodes Incorporated | $0 | – | -2,705,393 | – | -0.11% | – |
| TYC | Exit | Tyco International Ltd. | $0 | – | -1,969,029 | – | -0.11% | – |
| FCS | Exit | Fairchild Semiconductor Intern | $0 | – | -5,023,237 | – | -0.11% | – |
| KSS | Exit | Kohl's Corporation | $0 | – | -1,446,700 | – | -0.12% | – |
| NSC | Exit | Norfolk Southern Corporation | $0 | – | -972,549 | – | -0.12% | – |
| TRV | Exit | Travelers Companies, Inc. | $0 | – | -918,010 | – | -0.12% | – |
| NWL | Exit | Newell Rubbermaid Inc. | $0 | – | -2,840,781 | – | -0.12% | – |
| RCII | Exit | RentACenter, Inc. | $0 | – | -2,078,204 | – | -0.13% | – |
| SMG | Exit | Scotts Miracle-Gro Company | $0 | – | -1,454,376 | – | -0.13% | – |
| MCHP | Exit | Microchip Technology Incorpora | $0 | – | -2,052,959 | – | -0.13% | – |
| BC | Exit | Brunswick Corporation | $0 | – | -2,085,739 | – | -0.13% | – |
| MINI | Exit | Mobile Mini, Inc. | $0 | – | -2,468,072 | – | -0.13% | – |
| MW | Exit | Men's Wearhouse, Inc. | $0 | – | -2,477,975 | – | -0.14% | – |
| LLL | Exit | L-3 Communications Holdings, I | $0 | – | -903,433 | – | -0.14% | – |
| PB | Exit | Prosperity Bancshares, Inc. | $0 | – | -1,442,185 | – | -0.14% | – |
| MUSA | Exit | Murphy USA Inc | $0 | – | -2,221,287 | – | -0.14% | – |
| CYN | Exit | City National Corporation | $0 | – | -1,383,030 | – | -0.15% | – |
| PLXS | Exit | Plexus Corp. | $0 | – | -2,538,544 | – | -0.15% | – |
| WMT | Exit | Wal-Mart Stores, Inc. | $0 | – | -1,273,823 | – | -0.15% | – |
| OKE | Exit | ONEOK, Inc. | $0 | – | -1,794,936 | – | -0.15% | – |
| AXL | Exit | American Axle & Manufacturing | $0 | – | -5,057,195 | – | -0.16% | – |
| L | Exit | Loews Corp | $0 | – | -2,146,024 | – | -0.16% | – |
| KBR | Exit | KBR,Inc | $0 | – | -3,072,037 | – | -0.16% | – |
| WHR | Exit | Whirlpool Corporation | $0 | – | -687,510 | – | -0.16% | – |
| TEX | Exit | Terex Corporation | $0 | – | -3,110,946 | – | -0.17% | – |
| HLS | Exit | HealthSouth Corporation | $0 | – | -3,052,798 | – | -0.17% | – |
| HP | Exit | Helmerich & Payne, Inc | $0 | – | -1,541,415 | – | -0.17% | – |
| NOV | Exit | National Oilwell Varco, Inc. | $0 | – | -1,383,810 | – | -0.17% | – |
| VOD | Exit | Vodafone Group Plc ADR | $0 | – | -3,121,236 | – | -0.18% | – |
| NE | Exit | Noble Corporation | $0 | – | -2,968,585 | – | -0.18% | – |
| POL | Exit | PolyOne Corporation | $0 | – | -3,815,823 | – | -0.19% | – |
| RAI | Exit | Reynolds American Inc. | $0 | – | -2,418,402 | – | -0.19% | – |
| ERJ | Exit | Embraer S.A. ADR | $0 | – | -3,648,430 | – | -0.19% | – |
| AIG | Exit | American International Group, | $0 | – | -2,496,068 | – | -0.19% | – |
| LO | Exit | Lorillard, Inc. | $0 | – | -2,727,748 | – | -0.20% | – |
| OSK | Exit | Oshkosh Corporation | $0 | – | -2,599,353 | – | -0.20% | – |
| MUR | Exit | Murphy Oil Corporation | $0 | – | -2,159,609 | – | -0.21% | – |
| BAX | Exit | Baxter International Inc. | $0 | – | -2,076,268 | – | -0.22% | – |
| IBM | Exit | International Business Machine | $0 | – | -748,291 | – | -0.22% | – |
| WSH | Exit | Willis Group Holdings Plc | $0 | – | -3,325,726 | – | -0.23% | – |
| PBCT | Exit | People's United Financial | $0 | – | -10,709,574 | – | -0.25% | – |
| LB | Exit | L Brands, Inc. | $0 | – | -2,528,125 | – | -0.25% | – |
| GE | Exit | General Electric Co. | $0 | – | -6,595,590 | – | -0.25% | – |
| STJ | Exit | St. Jude Medical, Inc. | $0 | – | -3,062,827 | – | -0.26% | – |
| TSS | Exit | Total System Services, Inc. | $0 | – | -5,763,038 | – | -0.27% | – |
| FNFG | Exit | First Niagara Financial Group, | $0 | – | -17,107,798 | – | -0.28% | – |
| AMP | Exit | Ameriprise Financial, Inc. | $0 | – | -2,008,559 | – | -0.29% | – |
| IGT | Exit | International Game Technology | $0 | – | -9,974,215 | – | -0.30% | – |
| ROC | Exit | Rockwood Holdings, Inc. | $0 | – | -2,851,183 | – | -0.30% | – |
| NYCB | Exit | New York Community Bancorp, In | $0 | – | -12,699,205 | – | -0.31% | – |
| DFS | Exit | Discover Financial Services | $0 | – | -3,816,911 | – | -0.31% | – |
| RCL | Exit | Royal Caribbean Cruises Ltd. | $0 | – | -5,110,185 | – | -0.31% | – |
| CRH | Exit | CRH Plc ADR | $0 | – | -8,166,096 | – | -0.32% | – |
| SYY | Exit | Sysco Corporation | $0 | – | -6,264,259 | – | -0.32% | – |
| CI | Exit | Cigna Corporation | $0 | – | -2,632,627 | – | -0.32% | – |
| ETN | Exit | Eaton Corp. Plc | $0 | – | -2,944,261 | – | -0.32% | – |
| CIT | Exit | CIT Group Inc. | $0 | – | -4,180,262 | – | -0.33% | – |
| SPXC | Exit | SPX Corporation | $0 | – | -2,453,323 | – | -0.33% | – |
| FITB | Exit | Fifth Third Bancorp | $0 | – | -12,648,724 | – | -0.36% | – |
| HBI | Exit | Hanesbrands Inc. | $0 | – | -3,678,366 | – | -0.37% | – |
| PNR | Exit | Pentair Ltd. | $0 | – | -3,716,131 | – | -0.39% | – |
| OCR | Exit | Omnicare, Inc. | $0 | – | -4,450,969 | – | -0.40% | – |
| CA | Exit | CA, Inc. | $0 | – | -8,554,401 | – | -0.41% | – |
| TEVA | Exit | Teva Pharmaceutical Industries | $0 | – | -6,759,766 | – | -0.41% | – |
| MPC | Exit | Marathon Petroleum Corporation | $0 | – | -4,860,448 | – | -0.50% | – |
| XYL | Exit | Xylem Inc. | $0 | – | -11,961,608 | – | -0.53% | – |
| TXN | Exit | Texas Instruments Incorporated | $0 | – | -9,397,959 | – | -0.60% | – |
| WAG | Exit | Walgreen Co. | $0 | – | -7,571,176 | – | -0.65% | – |
| UNH | Exit | UnitedHealth Group Incorporate | $0 | – | -5,876,768 | – | -0.67% | – |
| INTC | Exit | Intel Corporation | $0 | – | -19,937,410 | – | -0.73% | – |
| SWK | Exit | Stanley Black & Decker, Inc. | $0 | – | -5,992,476 | – | -0.87% | – |
| MRO | Exit | Marathon Oil Corp. | $0 | – | -15,690,836 | – | -0.88% | – |
| STT | Exit | State Street Corporation | $0 | – | -8,663,665 | – | -0.91% | – |
| CAH | Exit | Cardinal Health, Inc. | $0 | – | -11,518,013 | – | -0.96% | – |
| 3106PS | Exit | Delphi Automotive PLC | $0 | – | -10,858,894 | – | -1.01% | – |
| DD | Exit | E.I. du Pont de Nemours and Co | $0 | – | -10,925,996 | – | -1.02% | – |
| ETR | Exit | Entergy Corporation | $0 | – | -10,294,627 | – | -1.04% | – |
| PEG | Exit | Public Service Enterprise Grou | $0 | – | -20,168,358 | – | -1.06% | – |
| XL | Exit | XL Group Plc | $0 | – | -24,810,169 | – | -1.22% | – |
| MO | Exit | Altria Group, Inc. | $0 | – | -22,814,460 | – | -1.25% | – |
| SDRL | Exit | Seadrill Ltd. (US) | $0 | – | -17,937,661 | – | -1.29% | – |
| ITYBY | Exit | Imperial Tobacco Group PLC ADR | $0 | – | -11,035,219 | – | -1.31% | – |
| CCL | Exit | Carnival Corporation | $0 | – | -25,042,542 | – | -1.31% | – |
| CNP | Exit | CenterPoint Energy, Inc. | $0 | – | -34,941,393 | – | -1.34% | – |
| DEO | Exit | Diageo plc ADR | $0 | – | -6,729,767 | – | -1.37% | – |
| PSX | Exit | Phillips 66 | $0 | – | -17,205,725 | – | -1.59% | – |
| VZ | Exit | Verizon Communications Inc. | $0 | – | -22,209,015 | – | -1.66% | – |
| GD | Exit | General Dynamics Corporation | $0 | – | -11,922,882 | – | -1.67% | – |
| C | Exit | Citigroup Inc. | $0 | – | -21,670,855 | – | -1.68% | – |
| SLM | Exit | SLM Corporation | $0 | – | -42,289,280 | – | -1.68% | – |
| SNY | Exit | Sanofi ADR | $0 | – | -21,466,988 | – | -1.74% | – |
| T | Exit | AT&T Inc. | $0 | – | -33,395,328 | – | -1.81% | – |
| ITW | Exit | Illinois Tool Works Inc. | $0 | – | -14,936,830 | – | -1.82% | – |
| BAC | Exit | Bank of America Corporation | $0 | – | -83,736,733 | – | -1.85% | – |
| EMR | Exit | Emerson Electric Co. | $0 | – | -19,370,226 | – | -2.00% | – |
| TGT | Exit | Target Corporation | $0 | – | -19,631,445 | – | -2.01% | – |
| BP | Exit | BP p.l.c. ADR | $0 | – | -31,420,346 | – | -2.11% | – |
| MSFT | Exit | Microsoft Corporation | $0 | – | -41,411,057 | – | -2.20% | – |
| MRK | Exit | Merck & Co., Inc. | $0 | – | -29,641,593 | – | -2.26% | – |
| V107SC | Exit | WellPoint, Inc. | $0 | – | -17,365,475 | – | -2.32% | – |
| COF | Exit | Capital One Financial Corporat | $0 | – | -21,269,039 | – | -2.34% | – |
| HON | Exit | Honeywell International Inc. | $0 | – | -17,775,647 | – | -2.36% | – |
| JNJ | Exit | Johnson & Johnson | $0 | – | -17,194,257 | – | -2.38% | – |
| OXY | Exit | Occidental Petroleum Corporati | $0 | – | -16,324,542 | – | -2.44% | – |
| PNC | Exit | PNC Financial Services Group, | $0 | – | -21,583,688 | – | -2.50% | – |
| COP | Exit | ConocoPhillips | $0 | – | -22,690,164 | – | -2.52% | – |
| AXP | Exit | American Express Co. | $0 | – | -21,912,307 | – | -2.64% | – |
| JPM | Exit | JPMorgan Chase & Co. | $0 | – | -32,794,291 | – | -2.71% | – |
| RTN | Exit | Raytheon Company | $0 | – | -22,042,714 | – | -2.72% | – |
| MDT | Exit | Medtronic, Inc. | $0 | – | -32,327,133 | – | -2.75% | – |
| PFE | Exit | Pfizer Inc. | $0 | – | -60,897,666 | – | -2.80% | – |
| WFC | Exit | Wells Fargo & Company | $0 | – | -43,209,254 | – | -2.85% | – |
| PM | Exit | Philip Morris International In | $0 | – | -21,562,204 | – | -2.98% | – |
Q3 2013
| Value | Shares | ↓ Weighting | ||||||
|---|---|---|---|---|---|---|---|---|
| PM | Buy | Philip Morris International In | $1,867,072,000 | +0.8% | 21,562,204 | +0.9% | 2.98% | -4.1% |
| WFC | Buy | Wells Fargo & Company | $1,785,406,000 | +0.8% | 43,209,254 | +0.6% | 2.85% | -4.2% |
| PFE | Buy | Pfizer Inc. | $1,749,285,000 | +2.7% | 60,897,666 | +0.1% | 2.80% | -2.3% |
| MDT | Buy | Medtronic, Inc. | $1,721,420,000 | +3.7% | 32,327,133 | +0.3% | 2.75% | -1.3% |
| RTN | Sell | Raytheon Company | $1,698,831,000 | +15.9% | 22,042,714 | -0.6% | 2.72% | +10.3% |
| JPM | Buy | JPMorgan Chase & Co. | $1,695,136,000 | -0.2% | 32,794,291 | +1.9% | 2.71% | -5.1% |
| AXP | Buy | American Express Co. | $1,654,818,000 | +1.5% | 21,912,307 | +0.5% | 2.64% | -3.4% |
| COP | Buy | ConocoPhillips | $1,577,194,000 | +15.7% | 22,690,164 | +0.7% | 2.52% | +10.0% |
| PNC | Buy | PNC Financial Services Group, | $1,563,738,000 | +0.3% | 21,583,688 | +0.9% | 2.50% | -4.6% |
| OXY | Buy | Occidental Petroleum Corporati | $1,526,998,000 | +5.0% | 16,324,542 | +0.1% | 2.44% | -0.1% |
| JNJ | Buy | Johnson & Johnson | $1,490,570,000 | +1.2% | 17,194,257 | +0.2% | 2.38% | -3.7% |
| HON | Sell | Honeywell International Inc. | $1,476,090,000 | +4.6% | 17,775,647 | -0.1% | 2.36% | -0.5% |
| COF | Sell | Capital One Financial Corporat | $1,462,033,000 | +9.3% | 21,269,039 | -0.1% | 2.34% | +4.0% |
| V107SC | Sell | WellPoint, Inc. | $1,451,927,000 | +1.8% | 17,365,475 | -0.4% | 2.32% | -3.2% |
| MRK | Buy | Merck & Co., Inc. | $1,411,207,000 | +3.6% | 29,641,593 | +1.1% | 2.26% | -1.4% |
| MSFT | Buy | Microsoft Corporation | $1,378,160,000 | -3.2% | 41,411,057 | +0.5% | 2.20% | -7.9% |
| BP | Buy | BP p.l.c. ADR | $1,320,597,000 | +2.7% | 31,420,346 | +2.0% | 2.11% | -2.3% |
| TGT | Buy | Target Corporation | $1,256,021,000 | -0.5% | 19,631,445 | +7.1% | 2.01% | -5.3% |
| EMR | Sell | Emerson Electric Co. | $1,253,254,000 | +13.0% | 19,370,226 | -4.7% | 2.00% | +7.5% |
| BAC | Buy | Bank of America Corporation | $1,155,566,000 | +10.4% | 83,736,733 | +2.9% | 1.85% | +5.1% |
| ITW | Sell | Illinois Tool Works Inc. | $1,139,232,000 | +4.5% | 14,936,830 | -5.2% | 1.82% | -0.6% |
| T | Buy | AT&T Inc. | $1,129,430,000 | -0.0% | 33,395,328 | +4.6% | 1.81% | -4.8% |
| SNY | Buy | Sanofi ADR | $1,086,874,000 | +305.8% | 21,466,988 | +312.9% | 1.74% | +286.2% |
| SLM | Sell | SLM Corporation | $1,053,004,000 | +6.0% | 42,289,280 | -2.7% | 1.68% | +0.8% |
| C | Sell | Citigroup Inc. | $1,051,254,000 | +1.1% | 21,670,855 | -0.0% | 1.68% | -3.8% |
| GD | Buy | General Dynamics Corporation | $1,043,492,000 | +281.7% | 11,922,882 | +241.6% | 1.67% | +263.4% |
| VZ | Buy | Verizon Communications Inc. | $1,036,605,000 | -0.5% | 22,209,015 | +7.3% | 1.66% | -5.4% |
| PSX | Sell | Phillips 66 | $994,835,000 | -5.3% | 17,205,725 | -3.5% | 1.59% | -10.0% |
| DEO | Sell | Diageo plc ADR | $855,219,000 | +10.2% | 6,729,767 | -0.3% | 1.37% | +4.8% |
| CNP | Sell | CenterPoint Energy, Inc. | $837,546,000 | +0.5% | 34,941,393 | -1.5% | 1.34% | -4.4% |
| ITYBY | Sell | Imperial Tobacco Group PLC ADR | $817,397,000 | -2.8% | 11,035,219 | -9.3% | 1.31% | -7.5% |
| CCL | Sell | Carnival Corporation | $817,389,000 | -6.1% | 25,042,542 | -1.3% | 1.31% | -10.7% |
| SDRL | Sell | Seadrill Ltd. (US) | $808,629,000 | +3.5% | 17,937,661 | -6.5% | 1.29% | -1.5% |
| MO | Buy | Altria Group, Inc. | $783,677,000 | -1.6% | 22,814,460 | +0.2% | 1.25% | -6.4% |
| XL | Sell | XL Group Plc | $764,649,000 | -3.0% | 24,810,169 | -4.6% | 1.22% | -7.7% |
| PEG | Sell | Public Service Enterprise Grou | $664,144,000 | +0.6% | 20,168,358 | -0.2% | 1.06% | -4.2% |
| ETR | Sell | Entergy Corporation | $650,517,000 | -9.4% | 10,294,627 | -0.1% | 1.04% | -13.8% |
| DD | Sell | E.I. du Pont de Nemours and Co | $639,826,000 | +10.6% | 10,925,996 | -0.9% | 1.02% | +5.2% |
| 3106PS | Buy | Delphi Automotive PLC | $634,377,000 | +31.0% | 10,858,894 | +13.6% | 1.01% | +24.6% |
| CAH | Buy | Cardinal Health, Inc. | $600,665,000 | +20.8% | 11,518,013 | +9.3% | 0.96% | +15.0% |
| STT | Buy | State Street Corporation | $569,636,000 | +3.8% | 8,663,665 | +3.0% | 0.91% | -1.2% |
| MRO | Buy | Marathon Oil Corp. | $547,295,000 | +3.4% | 15,690,836 | +2.5% | 0.88% | -1.7% |
| SWK | Buy | Stanley Black & Decker, Inc. | $542,740,000 | +19.9% | 5,992,476 | +2.4% | 0.87% | +14.2% |
| INTC | Buy | Intel Corporation | $456,985,000 | -5.4% | 19,937,410 | +0.0% | 0.73% | -9.9% |
| UNH | Sell | UnitedHealth Group Incorporate | $420,836,000 | +3.6% | 5,876,768 | -5.3% | 0.67% | -1.3% |
| WAG | Sell | Walgreen Co. | $407,329,000 | +6.6% | 7,571,176 | -12.5% | 0.65% | +1.4% |
| TXN | Sell | Texas Instruments Incorporated | $378,644,000 | +10.6% | 9,397,959 | -4.3% | 0.60% | +5.2% |
| XYL | Buy | Xylem Inc. | $334,087,000 | +28.3% | 11,961,608 | +23.8% | 0.53% | +22.2% |
| MPC | Sell | Marathon Petroleum Corporation | $312,624,000 | -9.7% | 4,860,448 | -0.2% | 0.50% | -14.1% |
| TEVA | Buy | Teva Pharmaceutical Industries | $255,383,000 | -3.1% | 6,759,766 | +0.5% | 0.41% | -7.9% |
| CA | Buy | CA, Inc. | $253,809,000 | +13.9% | 8,554,401 | +9.9% | 0.41% | +8.6% |
| OCR | Buy | Omnicare, Inc. | $247,029,000 | +24.7% | 4,450,969 | +7.2% | 0.40% | +18.6% |
| PNR | Buy | Pentair Ltd. | $241,325,000 | +17.7% | 3,716,131 | +4.5% | 0.39% | +11.9% |
| HBI | Buy | Hanesbrands Inc. | $229,199,000 | +24.3% | 3,678,366 | +2.6% | 0.37% | +18.1% |
| FITB | Buy | Fifth Third Bancorp | $228,309,000 | +7.6% | 12,648,724 | +7.6% | 0.36% | +2.5% |
| SPXC | Buy | SPX Corporation | $207,650,000 | +26.4% | 2,453,323 | +7.5% | 0.33% | +20.3% |
| CIT | Buy | CIT Group Inc. | $203,872,000 | +142.5% | 4,180,262 | +131.9% | 0.33% | +131.2% |
| ETN | Buy | Eaton Corp. Plc | $202,682,000 | +20.3% | 2,944,261 | +15.0% | 0.32% | +14.5% |
| CI | Buy | Cigna Corporation | $202,344,000 | +20.0% | 2,632,627 | +13.2% | 0.32% | +14.1% |
| SYY | Buy | Sysco Corporation | $199,391,000 | +2.6% | 6,264,259 | +10.2% | 0.32% | -2.1% |
| CRH | Buy | CRH Plc ADR | $197,374,000 | +125.8% | 8,166,096 | +89.8% | 0.32% | +115.0% |
| RCL | Buy | Royal Caribbean Cruises Ltd. | $195,618,000 | +22.6% | 5,110,185 | +6.7% | 0.31% | +16.8% |
| DFS | Buy | Discover Financial Services | $192,907,000 | +13.6% | 3,816,911 | +7.1% | 0.31% | +8.1% |
| NYCB | Buy | New York Community Bancorp, In | $191,885,000 | +22.9% | 12,699,205 | +13.8% | 0.31% | +17.2% |
| ROC | Buy | Rockwood Holdings, Inc. | $190,744,000 | +12.4% | 2,851,183 | +7.5% | 0.30% | +7.0% |
| IGT | Buy | International Game Technology | $188,812,000 | +21.1% | 9,974,215 | +6.9% | 0.30% | +15.3% |
| AMP | Buy | Ameriprise Financial, Inc. | $182,940,000 | +20.8% | 2,008,559 | +7.3% | 0.29% | +15.0% |
| FNFG | Buy | First Niagara Financial Group, | $177,408,000 | +18.2% | 17,107,798 | +14.8% | 0.28% | +12.7% |
| TSS | Buy | Total System Services, Inc. | $169,548,000 | +63.9% | 5,763,038 | +36.4% | 0.27% | +55.7% |
| STJ | Buy | St. Jude Medical, Inc. | $164,290,000 | +27.9% | 3,062,827 | +8.8% | 0.26% | +21.8% |
| GE | Sell | General Electric Co. | $157,568,000 | -79.5% | 6,595,590 | -80.1% | 0.25% | -80.5% |
| LB | Buy | L Brands, Inc. | $154,468,000 | +31.5% | 2,528,125 | +6.0% | 0.25% | +25.4% |
| PBCT | Buy | People's United Financial | $154,004,000 | +12.8% | 10,709,574 | +16.9% | 0.25% | +7.4% |
| WSH | Buy | Willis Group Holdings Plc | $144,104,000 | +19.6% | 3,325,726 | +12.5% | 0.23% | +13.9% |
| IBM | Sell | International Business Machine | $138,569,000 | -35.0% | 748,291 | -32.9% | 0.22% | -38.0% |
| BAX | Sell | Baxter International Inc. | $136,390,000 | -44.5% | 2,076,268 | -41.5% | 0.22% | -47.2% |
| MUR | Buy | Murphy Oil Corporation | $130,267,000 | +24.2% | 2,159,609 | +25.4% | 0.21% | +18.2% |
| OSK | Sell | Oshkosh Corporation | $127,317,000 | +28.0% | 2,599,353 | -0.8% | 0.20% | +22.2% |
| LO | Buy | Lorillard, Inc. | $122,149,000 | +4.7% | 2,727,748 | +2.1% | 0.20% | -0.5% |
| AIG | Buy | American International Group, | $121,383,000 | +14.6% | 2,496,068 | +5.3% | 0.19% | +9.0% |
| ERJ | Buy | Embraer S.A. ADR | $118,465,000 | -8.1% | 3,648,430 | +4.4% | 0.19% | -12.9% |
| RAI | Buy | Reynolds American Inc. | $117,970,000 | +5.5% | 2,418,402 | +4.6% | 0.19% | +0.5% |
| POL | Sell | PolyOne Corporation | $117,184,000 | +22.9% | 3,815,823 | -0.8% | 0.19% | +16.9% |
| NE | Buy | Noble Corporation | $112,124,000 | +236.0% | 2,968,585 | +234.3% | 0.18% | +219.6% |
| VOD | Sell | Vodafone Group Plc ADR | $109,805,000 | +9.7% | 3,121,236 | -10.4% | 0.18% | +4.8% |
| NOV | Buy | National Oilwell Varco, Inc. | $108,090,000 | +51.8% | 1,383,810 | +33.9% | 0.17% | +44.2% |
| HP | New | Helmerich & Payne, Inc | $106,281,000 | – | 1,541,415 | – | 0.17% | – |
| HLS | Sell | HealthSouth Corporation | $105,261,000 | +18.8% | 3,052,798 | -0.8% | 0.17% | +12.8% |
| TEX | Sell | Terex Corporation | $104,528,000 | +26.7% | 3,110,946 | -0.8% | 0.17% | +20.1% |
| WHR | Sell | Whirlpool Corporation | $100,679,000 | +27.0% | 687,510 | -0.8% | 0.16% | +21.1% |
| KBR | New | KBR,Inc | $100,271,000 | – | 3,072,037 | – | 0.16% | – |
| L | Buy | Loews Corp | $100,305,000 | +28.4% | 2,146,024 | +21.9% | 0.16% | +22.1% |
| AXL | Sell | American Axle & Manufacturing | $99,728,000 | +5.0% | 5,057,195 | -0.8% | 0.16% | -0.6% |
| OKE | Sell | ONEOK, Inc. | $95,706,000 | -19.5% | 1,794,936 | -37.6% | 0.15% | -23.5% |
| PLXS | Sell | Plexus Corp. | $94,332,000 | +23.2% | 2,538,544 | -0.9% | 0.15% | +17.1% |
| WMT | Buy | Wal-Mart Stores, Inc. | $94,212,000 | +139.7% | 1,273,823 | +141.4% | 0.15% | +128.8% |
| CYN | Sell | City National Corporation | $92,193,000 | +3.8% | 1,383,030 | -1.4% | 0.15% | -1.3% |
| MUSA | New | Murphy USA Inc | $89,717,000 | – | 2,221,287 | – | 0.14% | – |
| PB | Sell | Prosperity Bancshares, Inc. | $89,184,000 | +18.4% | 1,442,185 | -0.8% | 0.14% | +12.6% |
| LLL | Buy | L-3 Communications Holdings, I | $85,374,000 | +43.2% | 903,433 | +29.9% | 0.14% | +36.0% |
| MW | Buy | Men's Wearhouse, Inc. | $84,375,000 | +4.5% | 2,477,975 | +16.1% | 0.14% | -0.7% |
| MINI | Sell | Mobile Mini, Inc. | $84,063,000 | -9.1% | 2,468,072 | -11.6% | 0.13% | -13.5% |
| BC | Sell | Brunswick Corporation | $83,242,000 | +23.9% | 2,085,739 | -0.8% | 0.13% | +17.7% |
| MCHP | Buy | Microchip Technology Incorpora | $82,714,000 | +12.6% | 2,052,959 | +4.1% | 0.13% | +7.3% |
| SMG | Buy | Scotts Miracle-Gro Company | $80,034,000 | +63.0% | 1,454,376 | +43.1% | 0.13% | +54.2% |
| RCII | Sell | RentACenter, Inc. | $79,200,000 | -8.7% | 2,078,204 | -10.0% | 0.13% | -13.0% |
| NWL | Buy | Newell Rubbermaid Inc. | $78,121,000 | +11.6% | 2,840,781 | +6.6% | 0.12% | +5.9% |
| TRV | Sell | Travelers Companies, Inc. | $77,820,000 | -5.8% | 918,010 | -11.2% | 0.12% | -10.8% |
| KSS | Sell | Kohl's Corporation | $74,867,000 | -15.5% | 1,446,700 | -17.6% | 0.12% | -19.5% |
| NSC | Buy | Norfolk Southern Corporation | $75,226,000 | +134.8% | 972,549 | +120.6% | 0.12% | +122.2% |
| FCS | Buy | Fairchild Semiconductor Intern | $69,773,000 | +91.2% | 5,023,237 | +90.0% | 0.11% | +83.6% |
| TYC | Sell | Tyco International Ltd. | $68,877,000 | +3.9% | 1,969,029 | -2.1% | 0.11% | -0.9% |
| DIOD | Buy | Diodes Incorporated | $66,282,000 | +92.5% | 2,705,393 | +104.1% | 0.11% | +82.8% |
| XEL | Sell | Xcel Energy Inc. | $65,778,000 | -4.5% | 2,382,420 | -2.0% | 0.10% | -9.5% |
| VSH | Sell | Vishay Intertechnology, Inc. | $65,731,000 | -26.8% | 5,099,387 | -21.1% | 0.10% | -30.5% |
| XLS | Sell | Exelis Inc. | $65,159,000 | -74.2% | 4,147,625 | -77.3% | 0.10% | -75.5% |
| GLNG | Buy | Golar LNG Limited | $65,212,000 | +30.2% | 1,731,146 | +10.2% | 0.10% | +23.8% |
| RBC | Buy | Regal Beloit Corporation | $65,355,000 | +31.3% | 962,090 | +25.3% | 0.10% | +23.8% |
| FWRD | Sell | Forward Air Corporation | $65,303,000 | +4.5% | 1,619,196 | -0.8% | 0.10% | -1.0% |
| CVD | Sell | Covance Inc. | $64,074,000 | +12.6% | 741,076 | -0.8% | 0.10% | +6.2% |
| LFUS | Sell | Littelfuse, Inc. | $63,432,000 | +4.0% | 810,944 | -0.8% | 0.10% | -1.9% |
| PNW | Sell | Pinnacle West Capital Corporat | $61,893,000 | -3.0% | 1,130,683 | -1.8% | 0.10% | -7.5% |
| BRY | Buy | Berry Petroleum Company | $61,876,000 | +28.0% | 1,434,649 | +25.6% | 0.10% | +22.2% |
| TREX | Sell | Trex Company, Inc. | $60,417,000 | +3.4% | 1,219,807 | -0.8% | 0.10% | -1.0% |
| SCI | Sell | Service Corp. International | $60,171,000 | -61.1% | 3,231,536 | -62.3% | 0.10% | -63.1% |
| MENT | Sell | Mentor Graphics Corporation | $59,642,000 | +18.5% | 2,552,080 | -0.9% | 0.10% | +11.8% |
| ALL | Buy | Allstate Corporation | $56,506,000 | +11.6% | 1,117,833 | +6.2% | 0.09% | +5.9% |
| MLHR | Sell | Herman Miller, Inc. | $54,566,000 | +6.9% | 1,869,939 | -0.8% | 0.09% | +1.2% |
| AEGN | Sell | Aegion Corporation | $53,701,000 | +4.5% | 2,263,988 | -0.8% | 0.09% | 0.0% |
| HPQ | Buy | Hewlett-Packard Co. | $52,773,000 | +2.6% | 2,514,208 | +21.3% | 0.08% | -2.3% |
| KFY | Sell | Korn/Ferry International | $51,254,000 | +13.3% | 2,395,062 | -0.8% | 0.08% | +7.9% |
| LUV | Buy | Southwest Airlines Co. | $50,196,000 | +36.7% | 3,447,565 | +21.1% | 0.08% | +29.0% |
| AAN | Buy | Aaron's, Inc. | $49,801,000 | +10.9% | 1,797,886 | +12.2% | 0.08% | +6.7% |
| SSD | Sell | Simpson Manufacturing Co., Inc | $49,646,000 | +9.8% | 1,524,285 | -0.8% | 0.08% | +3.9% |
| LOW | Sell | Lowe's Companies,Inc. | $47,539,000 | +12.9% | 998,500 | -3.0% | 0.08% | +7.0% |
| BRKS | Sell | Brooks Automation, Inc. | $46,400,000 | -5.1% | 4,983,840 | -0.8% | 0.07% | -9.8% |
| GM | Buy | General Motors Company | $44,563,000 | +20.4% | 1,238,900 | +11.5% | 0.07% | +14.5% |
| FIX | Sell | Comfort Systems USA, Inc. | $42,843,000 | +11.7% | 2,548,636 | -0.8% | 0.07% | +6.2% |
| ABB | Buy | ABB Ltd. ADR | $41,036,000 | +13.6% | 1,739,565 | +4.3% | 0.07% | +8.2% |
| JNS | Sell | Janus Capital Group Inc. | $39,487,000 | -0.8% | 4,640,089 | -0.8% | 0.06% | -6.0% |
| FARO | Sell | FARO Technologies, Inc. | $38,319,000 | +23.9% | 908,706 | -0.6% | 0.06% | +17.3% |
| CVX | Sell | Chevron Corp. | $36,666,000 | -1.9% | 301,776 | -4.5% | 0.06% | -6.3% |
| CVS | Sell | CVS Caremark Corporation | $32,459,000 | -12.0% | 571,960 | -11.3% | 0.05% | -16.1% |
| ROCK | Sell | Gibraltar Industries, Inc. | $32,343,000 | -2.9% | 2,268,026 | -0.9% | 0.05% | -7.1% |
| TTM | New | Tata Motors Ltd | $31,449,000 | – | 1,181,400 | – | 0.05% | – |
| PKE | Sell | Park Electrochemical Corp. | $28,433,000 | +18.0% | 992,434 | -1.1% | 0.04% | +12.5% |
| PRA | Sell | ProAssurance Corporation | $28,114,000 | -35.1% | 623,933 | -24.9% | 0.04% | -38.4% |
| PLAB | Sell | Photronics, Inc. | $27,468,000 | -3.9% | 3,503,554 | -1.2% | 0.04% | -8.3% |
| MRCY | Sell | Mercury Systems, Inc. | $24,553,000 | +7.5% | 2,457,516 | -0.8% | 0.04% | +2.6% |
| ETFC | Sell | E*TRADE Financial Corporation | $23,823,000 | -1.7% | 1,443,790 | -24.6% | 0.04% | -7.3% |
| JWA | Sell | John Wiley & Sons, Inc. | $23,171,000 | +18.0% | 485,875 | -0.8% | 0.04% | +12.1% |
| DDAIY | Sell | Daimler AG ADR | $22,732,000 | +24.0% | 291,455 | -3.9% | 0.04% | +16.1% |
| CSCO | Buy | Cisco Systems Inc. | $19,317,000 | +84.9% | 824,400 | +92.1% | 0.03% | +72.2% |
| ITT | Sell | ITT Corporation | $14,298,000 | -93.4% | 397,727 | -94.6% | 0.02% | -93.7% |
| COH | Buy | Coach, Inc. | $5,666,000 | -3.1% | 103,900 | +1.5% | 0.01% | -10.0% |
| MCD | Sell | McDonald's Corp | $404,000 | -13.1% | 4,200 | -10.6% | 0.00% | 0.0% |
| DUK | Buy | Duke Energy Corporation | $639,000 | +2.2% | 9,565 | +3.2% | 0.00% | 0.0% |
| D | Sell | Dominion Resources, Inc. | $687,000 | -90.5% | 11,000 | -91.4% | 0.00% | -91.7% |
| ED | Buy | Consolidated Edison, Inc | $899,000 | -2.4% | 16,300 | +3.2% | 0.00% | -50.0% |
| CTCM | Exit | CTC Media Inc | $0 | – | -12,355 | – | 0.00% | – |
| BFA | Exit | Brown-Forman Corp | $0 | – | -12,074 | – | -0.00% | – |
| GPC | Exit | Genuine Parts Co. | $0 | – | -40,600 | – | -0.01% | – |
| CAB | Exit | Cabela's Inc. | $0 | – | -204,130 | – | -0.02% | – |
| AMCX | Exit | AMC Networks Inc CI A | $0 | – | -285,710 | – | -0.03% | – |
| MYE | Exit | Myers Industries Inc. | $0 | – | -2,000,112 | – | -0.05% | – |
| BBCN | Exit | BBCN Bancorp Inc. | $0 | – | -2,201,614 | – | -0.05% | – |
| CB | Exit | Chubb Corp. | $0 | – | -566,095 | – | -0.08% | – |
| MAS | Exit | Masco Corp. | $0 | – | -3,819,995 | – | -0.12% | – |
| HAS | Exit | Hasbro Inc. | $0 | – | -1,860,641 | – | -0.14% | – |
| MOLX | Exit | Molex Inc. | $0 | – | -4,900,621 | – | -0.24% | – |
| SE | Exit | Spectra Energy Corp. | $0 | – | -12,487,411 | – | -0.72% | – |
Q2 2013
| Value | Shares | ↓ Weighting | ||||||
|---|---|---|---|---|---|---|---|---|
| PM | New | Philip Morris International In | $1,851,354,000 | – | 21,373,282 | – | 3.11% | – |
| WFC | New | Wells Fargo & Co. | $1,772,088,000 | – | 42,938,914 | – | 2.98% | – |
| PFE | New | Pfizer Inc. | $1,703,875,000 | – | 60,830,964 | – | 2.86% | – |
| JPM | New | JPMorgan Chase & Co. | $1,699,321,000 | – | 32,190,193 | – | 2.86% | – |
| MDT | New | Medtronic Inc. | $1,659,651,000 | – | 32,245,022 | – | 2.79% | – |
| AXP | New | American Express Co. | $1,629,776,000 | – | 21,800,089 | – | 2.74% | – |
| PNC | New | PNC Financial Services Group I | $1,559,233,000 | – | 21,382,797 | – | 2.62% | – |
| JNJ | New | Johnson & Johnson | $1,473,046,000 | – | 17,156,379 | – | 2.48% | – |
| RTN | New | Raytheon Co. | $1,465,621,000 | – | 22,166,071 | – | 2.46% | – |
| OXY | New | Occidental Petroleum Corp. | $1,454,648,000 | – | 16,302,226 | – | 2.44% | – |
| V107SC | New | WellPoint Inc. | $1,426,656,000 | – | 17,432,253 | – | 2.40% | – |
| MSFT | New | Microsoft Corp. | $1,423,013,000 | – | 41,193,032 | – | 2.39% | – |
| HON | New | Honeywell International Inc. | $1,411,764,000 | – | 17,793,858 | – | 2.37% | – |
| COP | New | ConocoPhillips | $1,363,662,000 | – | 22,539,880 | – | 2.29% | – |
| MRK | New | Merck & Co Inc | $1,361,855,000 | – | 29,318,754 | – | 2.29% | – |
| COF | New | Capital One Financial Corp. | $1,337,528,000 | – | 21,294,820 | – | 2.25% | – |
| BP | New | BP PLC ADS | $1,285,447,000 | – | 30,796,501 | – | 2.16% | – |
| TGT | New | Target Corp. | $1,262,590,000 | – | 18,335,613 | – | 2.12% | – |
| T | New | AT&T Inc. | $1,129,801,000 | – | 31,915,277 | – | 1.90% | – |
| EMR | New | Emerson Electric Co. | $1,109,075,000 | – | 20,335,082 | – | 1.86% | – |
| ITW | New | Illinois Tool Works Inc. | $1,090,166,000 | – | 15,760,678 | – | 1.83% | – |
| PSX | New | Phillips 66 | $1,050,734,000 | – | 17,836,242 | – | 1.77% | – |
| BAC | New | Bank of America Corp. | $1,046,397,000 | – | 81,368,292 | – | 1.76% | – |
| VZ | New | Verizon Communications Inc. | $1,042,223,000 | – | 20,703,663 | – | 1.75% | – |
| C | New | Citigroup Inc. | $1,039,722,000 | – | 21,674,442 | – | 1.75% | – |
| SLM | New | SLM Corp. | $993,499,000 | – | 43,460,154 | – | 1.67% | – |
| CCL | New | Carnival Corp. | $870,447,000 | – | 25,384,848 | – | 1.46% | – |
| ITYBY | New | Imperial Tobacco Group PLC ADS | $841,108,000 | – | 12,161,578 | – | 1.41% | – |
| CNP | New | CenterPoint Energy Inc. | $833,649,000 | – | 35,489,513 | – | 1.40% | – |
| MO | New | Altria Group Inc. | $796,584,000 | – | 22,766,057 | – | 1.34% | – |
| XL | New | XL Group PLC | $788,148,000 | – | 25,994,339 | – | 1.32% | – |
| SDRL | New | Seadrill Ltd (US) | $781,660,000 | – | 19,186,579 | – | 1.31% | – |
| DEO | New | Diageo PLC ADS | $776,078,000 | – | 6,751,439 | – | 1.30% | – |
| GE | New | General Electric Co. | $767,636,000 | – | 33,102,027 | – | 1.29% | – |
| ETR | New | Entergy Corp. | $717,876,000 | – | 10,302,465 | – | 1.21% | – |
| PEG | New | Public Service Enterprise Grou | $659,871,000 | – | 20,204,258 | – | 1.11% | – |
| DD | New | E.I. DuPont de Nemours & Co. | $578,635,000 | – | 11,021,629 | – | 0.97% | – |
| STT | New | State Street Corp. | $548,735,000 | – | 8,414,893 | – | 0.92% | – |
| MRO | New | Marathon Oil Corp. | $529,511,000 | – | 15,312,657 | – | 0.89% | – |
| CAH | New | Cardinal Health Inc. | $497,204,000 | – | 10,534,000 | – | 0.84% | – |
| 3106PS | New | Delphi Automotive PLC | $484,423,000 | – | 9,556,579 | – | 0.81% | – |
| INTC | New | Intel Corp. | $482,867,000 | – | 19,928,490 | – | 0.81% | – |
| SWK | New | Stanley Black & Decker Inc. | $452,533,000 | – | 5,854,227 | – | 0.76% | – |
| SE | New | Spectra Energy Corp. | $430,316,000 | – | 12,487,411 | – | 0.72% | – |
| UNH | New | UnitedHealth Group Inc. | $406,166,000 | – | 6,202,891 | – | 0.68% | – |
| WAG | New | Walgreen Co. | $382,250,000 | – | 8,648,163 | – | 0.64% | – |
| MPC | New | Marathon Petroleum Corp. | $346,094,000 | – | 4,870,448 | – | 0.58% | – |
| TXN | New | Texas Instruments Incorporated | $342,345,000 | – | 9,823,378 | – | 0.58% | – |
| GD | New | General Dynamics Corp. | $273,393,000 | – | 3,490,267 | – | 0.46% | – |
| SNY | New | Sanofi SA ADR | $267,828,000 | – | 5,199,519 | – | 0.45% | – |
| TEVA | New | Teva Pharmaceutical Industries | $263,579,000 | – | 6,723,966 | – | 0.44% | – |
| XYL | New | Xylem Inc. | $260,311,000 | – | 9,662,602 | – | 0.44% | – |
| XLS | New | Exelis Inc. | $252,338,000 | – | 18,298,602 | – | 0.42% | – |
| BAX | New | Baxter International Inc. | $245,950,000 | – | 3,550,586 | – | 0.41% | – |
| CA | New | CA Inc. | $222,817,000 | – | 7,785,373 | – | 0.37% | – |
| ITT | New | ITT Corp | $218,109,000 | – | 7,416,130 | – | 0.37% | – |
| IBM | New | International Business Machine | $213,247,000 | – | 1,115,830 | – | 0.36% | – |
| FITB | New | Fifth Third Bancorp | $212,144,000 | – | 11,753,094 | – | 0.36% | – |
| PNR | New | Pentair Ltd. | $205,110,000 | – | 3,555,384 | – | 0.34% | – |
| OCR | New | Omnicare Inc. | $198,050,000 | – | 4,151,111 | – | 0.33% | – |
| SYY | New | Sysco Corp. | $194,264,000 | – | 5,686,859 | – | 0.33% | – |
| HBI | New | Hanesbrands Inc. | $184,367,000 | – | 3,585,509 | – | 0.31% | – |
| ROC | New | Rockwood Holdings Inc | $169,750,000 | – | 2,651,098 | – | 0.28% | – |
| DFS | New | Discover Financial Services | $169,809,000 | – | 3,564,426 | – | 0.28% | – |
| CI | New | Cigna Corporation | $168,616,000 | – | 2,326,041 | – | 0.28% | – |
| ETN | New | Eaton Corp. PLC | $168,543,000 | – | 2,561,053 | – | 0.28% | – |
| SPXC | New | SPX Corp | $164,248,000 | – | 2,281,852 | – | 0.28% | – |
| RCL | New | Royal Caribbean Cruises Ltd. | $159,605,000 | – | 4,787,177 | – | 0.27% | – |
| NYCB | New | New York Community Bancorp Inc | $156,178,000 | – | 11,155,587 | – | 0.26% | – |
| IGT | New | International Game Technology | $155,972,000 | – | 9,334,047 | – | 0.26% | – |
| SCI | New | Service Corp. International | $154,645,000 | – | 8,577,091 | – | 0.26% | – |
| AMP | New | Ameriprise Financial Inc. | $151,441,000 | – | 1,872,407 | – | 0.25% | – |
| FNFG | New | First Niagara Financial Group | $150,042,000 | – | 14,899,820 | – | 0.25% | – |
| MOLX | New | Molex Inc. | $143,784,000 | – | 4,900,621 | – | 0.24% | – |
| PBCT | New | People's United Financial | $136,529,000 | – | 9,163,031 | – | 0.23% | – |
| ERJ | New | Embraer S/A ADS | $128,898,000 | – | 3,494,100 | – | 0.22% | – |
| STJ | New | St. Jude Medical Inc. | $128,476,000 | – | 2,815,600 | – | 0.22% | – |
| WSH | New | Willis Group Holdings PLC | $120,510,000 | – | 2,955,128 | – | 0.20% | – |
| OKE | New | ONEOK Inc. | $118,898,000 | – | 2,878,186 | – | 0.20% | – |
| LB | New | L Brands Inc. | $117,510,000 | – | 2,386,000 | – | 0.20% | – |
| LO | New | Lorillard Inc. | $116,704,000 | – | 2,671,800 | – | 0.20% | – |
| RAI | New | Reynolds American Inc. | $111,821,000 | – | 2,311,800 | – | 0.19% | – |
| AIG | New | American International Group I | $105,964,000 | – | 2,370,568 | – | 0.18% | – |
| MUR | New | Murphy Oil Corp. | $104,848,000 | – | 1,721,918 | – | 0.18% | – |
| TSS | New | Total System Services Inc. | $103,438,000 | – | 4,225,400 | – | 0.17% | – |
| VOD | New | Vodafone Group PLC ADS | $100,083,000 | – | 3,481,736 | – | 0.17% | – |
| OSK | New | Oshkosh Corp. | $99,502,000 | – | 2,620,550 | – | 0.17% | – |
| POL | New | PolyOne Corp. | $95,320,000 | – | 3,846,644 | – | 0.16% | – |
| AXL | New | American Axle & Manufacturing | $94,988,000 | – | 5,098,597 | – | 0.16% | – |
| MINI | New | Mobile Mini Inc. | $92,519,000 | – | 2,790,931 | – | 0.16% | – |
| VSH | New | Vishay Intertechnology Inc. | $89,792,000 | – | 6,464,480 | – | 0.15% | – |
| CYN | New | City National Corp. | $88,857,000 | – | 1,402,200 | – | 0.15% | – |
| HLS | New | HealthSouth Corp. | $88,639,000 | – | 3,077,747 | – | 0.15% | – |
| KSS | New | Kohl's Corp. | $88,640,000 | – | 1,754,900 | – | 0.15% | – |
| CRH | New | CRH PLC ADS | $87,397,000 | – | 4,303,165 | – | 0.15% | – |
| RCII | New | Rent-A-Center Inc. | $86,745,000 | – | 2,310,116 | – | 0.15% | – |
| CIT | New | CIT Group Inc. | $84,057,000 | – | 1,802,646 | – | 0.14% | – |
| HAS | New | Hasbro Inc. | $83,412,000 | – | 1,860,641 | – | 0.14% | – |
| TEX | New | Terex Corp. | $82,496,000 | – | 3,136,754 | – | 0.14% | – |
| TRV | New | Travelers Cos. Inc. | $82,589,000 | – | 1,033,395 | – | 0.14% | – |
| MW | New | Men's Wearhouse Inc. | $80,769,000 | – | 2,133,921 | – | 0.14% | – |
| WHR | New | Whirlpool Corp. | $79,286,000 | – | 693,303 | – | 0.13% | – |
| L | New | Loews Corp | $78,145,000 | – | 1,760,024 | – | 0.13% | – |
| PLXS | New | Plexus Corp. | $76,589,000 | – | 2,562,342 | – | 0.13% | – |
| PB | New | Prosperity Bancshares Inc. | $75,294,000 | – | 1,453,820 | – | 0.13% | – |
| MAS | New | Masco Corp. | $74,451,000 | – | 3,819,995 | – | 0.12% | – |
| MCHP | New | Microchip Technology Inc. | $73,443,000 | – | 1,971,624 | – | 0.12% | – |
| NOV | New | National Oilwell Varco Inc. | $71,216,000 | – | 1,033,610 | – | 0.12% | – |
| NWL | New | Newell Rubbermaid Inc. | $69,985,000 | – | 2,666,100 | – | 0.12% | – |
| XEL | New | Xcel Energy Inc. | $68,903,000 | – | 2,431,300 | – | 0.12% | – |
| BC | New | Brunswick Corp. | $67,175,000 | – | 2,102,476 | – | 0.11% | – |
| TYC | New | Tyco International Ltd. | $66,270,000 | – | 2,011,204 | – | 0.11% | – |
| PNW | New | Pinnacle West Capital Corp. | $63,840,000 | – | 1,150,900 | – | 0.11% | – |
| FWRD | New | Forward Air Corp. | $62,499,000 | – | 1,632,663 | – | 0.10% | – |
| LFUS | New | Littelfuse Inc. | $61,013,000 | – | 817,760 | – | 0.10% | – |
| LLL | New | L-3 Communications Holdings In | $59,633,000 | – | 695,500 | – | 0.10% | – |
| TREX | New | Trex Co. Inc. | $58,420,000 | – | 1,230,155 | – | 0.10% | – |
| CVD | New | Covance Inc. | $56,887,000 | – | 747,135 | – | 0.10% | – |
| HPQ | New | Hewlett-Packard Co. | $51,421,000 | – | 2,073,408 | – | 0.09% | – |
| MLHR | New | Herman Miller Inc. | $51,031,000 | – | 1,885,135 | – | 0.09% | – |
| AEGN | New | Aegion Corporation | $51,385,000 | – | 2,282,757 | – | 0.09% | – |
| ALL | New | Allstate Corp. | $50,643,000 | – | 1,052,433 | – | 0.08% | – |
| MENT | New | Mentor Graphics Corp. | $50,344,000 | – | 2,575,186 | – | 0.08% | – |
| RBC | New | Regal-Beloit Corp. | $49,766,000 | – | 767,526 | – | 0.08% | – |
| GLNG | New | Golar LNG Ltd. | $50,088,000 | – | 1,570,647 | – | 0.08% | – |
| SMG | New | Scotts Miracle-Gro Co. | $49,110,000 | – | 1,016,560 | – | 0.08% | – |
| BRKS | New | Brooks Automation Inc. | $48,881,000 | – | 5,023,771 | – | 0.08% | – |
| CB | New | Chubb Corp. | $47,920,000 | – | 566,095 | – | 0.08% | – |
| BRY | New | Berry Petroleum Co. Cl A | $48,336,000 | – | 1,142,170 | – | 0.08% | – |
| KFY | New | Korn/Ferry International | $45,254,000 | – | 2,414,797 | – | 0.08% | – |
| SSD | New | Simpson Manufacturing Co. | $45,208,000 | – | 1,536,635 | – | 0.08% | – |
| AAN | New | Aaron's Inc. | $44,889,000 | – | 1,602,607 | – | 0.08% | – |
| PRA | New | ProAssurance Corp. | $43,336,000 | – | 830,820 | – | 0.07% | – |
| LOW | New | Lowes Companies | $42,107,000 | – | 1,029,500 | – | 0.07% | – |
| JNS | New | Janus Capital Group Inc. | $39,809,000 | – | 4,677,947 | – | 0.07% | – |
| WMT | New | Wal-Mart Stores Inc. | $39,301,000 | – | 527,595 | – | 0.07% | – |
| FIX | New | Comfort Systems USA Inc. | $38,342,000 | – | 2,569,861 | – | 0.06% | – |
| CVX | New | Chevron Corp. | $37,377,000 | – | 315,841 | – | 0.06% | – |
| GM | New | General Motors Co. | $37,014,000 | – | 1,111,200 | – | 0.06% | – |
| LUV | New | Southwest Airlines Co. | $36,708,000 | – | 2,847,765 | – | 0.06% | – |
| CVS | New | CVS Caremark Corp. | $36,875,000 | – | 644,895 | – | 0.06% | – |
| FCS | New | Fairchild Semiconductor Intern | $36,490,000 | – | 2,644,127 | – | 0.06% | – |
| ABB | New | ABB Ltd. ADS | $36,118,000 | – | 1,667,500 | – | 0.06% | – |
| DIOD | New | Diodes Inc. | $34,432,000 | – | 1,325,843 | – | 0.06% | – |
| ROCK | New | Gibraltar Industries Inc. | $33,310,000 | – | 2,287,722 | – | 0.06% | – |
| NE | New | Noble Corp. | $33,372,000 | – | 888,025 | – | 0.06% | – |
| NSC | New | Norfolk Southern Corp. | $32,035,000 | – | 440,949 | – | 0.05% | – |
| BBCN | New | BBCN Bancorp Inc. | $31,307,000 | – | 2,201,614 | – | 0.05% | – |
| FARO | New | FARO Technologies Inc. | $30,930,000 | – | 914,564 | – | 0.05% | – |
| MYE | New | Myers Industries Inc. | $30,021,000 | – | 2,000,112 | – | 0.05% | – |
| PLAB | New | Photronics Inc. | $28,578,000 | – | 3,545,670 | – | 0.05% | – |
| ETFC | New | E*Trade Financial Corp. | $24,226,000 | – | 1,913,590 | – | 0.04% | – |
| PKE | New | Park Electrochemical Corp. | $24,088,000 | – | 1,003,225 | – | 0.04% | – |
| MRCY | New | Mercury Systems Inc. | $22,848,000 | – | 2,478,109 | – | 0.04% | – |
| JWA | New | John Wiley & Sons Inc. (Cl A) | $19,640,000 | – | 489,906 | – | 0.03% | – |
| AMCX | New | AMC Networks Inc CI A | $18,665,000 | – | 285,710 | – | 0.03% | – |
| DDAIY | New | Daimler AG ADS | $18,329,000 | – | 303,355 | – | 0.03% | – |
| MEI | New | Methode Electronics Inc. | $13,174,000 | – | 774,500 | – | 0.02% | – |
| CAB | New | Cabela's Inc. | $13,220,000 | – | 204,130 | – | 0.02% | – |
| CSCO | New | Cisco Systems Inc. | $10,445,000 | – | 429,200 | – | 0.02% | – |
| D | New | Dominion Resources Inc. (Virgi | $7,268,000 | – | 127,919 | – | 0.01% | – |
| COH | New | Coach Inc. | $5,846,000 | – | 102,400 | – | 0.01% | – |
| RDSA | New | Royal Dutch Shell PLC ADS Cl A | $5,385,000 | – | 84,400 | – | 0.01% | – |
| GPC | New | Genuine Parts Co. | $3,170,000 | – | 40,600 | – | 0.01% | – |
| ED | New | Consolidated Edison Inc | $921,000 | – | 15,800 | – | 0.00% | – |
| MCD | New | McDonald's Corp | $465,000 | – | 4,700 | – | 0.00% | – |
| BFA | New | Brown-Forman Corp | $817,000 | – | 12,074 | – | 0.00% | – |
| DUK | New | Duke Energy Corp. | $625,000 | – | 9,265 | – | 0.00% | – |
| GTE | New | Gran Tierra Energy Inc. | $132,000 | – | 21,980 | – | 0.00% | – |
| CTCM | New | CTC Media Inc | $137,000 | – | 12,355 | – | 0.00% | – |
| GA | New | Giant Interactive Group Inc. | $121,000 | – | 15,100 | – | 0.00% | – |