Q3 2023
| Value | Shares | ↓ Weighting | ||||||
|---|---|---|---|---|---|---|---|---|
| CVE | Buy | CENOVUS ENERGY INC | $63,022,182 | +24.3% | 3,027,002 | +1.4% | 2.68% | +25.2% |
| CVX | Buy | CHEVRON CORP NEW | $59,603,629 | +45.8% | 353,479 | +36.1% | 2.53% | +46.8% |
| STZ | Sell | CONSTELLATION BRANDS INCcl a | $53,993,727 | +0.6% | 214,832 | -1.5% | 2.30% | +1.2% |
| GOOGL | Sell | ALPHABET INCcap stk cl a | $51,741,128 | +8.2% | 395,393 | -1.0% | 2.20% | +8.9% |
| CNC | Buy | CENTENE CORP DEL | $50,960,110 | +2.5% | 739,839 | +0.4% | 2.17% | +3.1% |
| UBER | Sell | UBER TECHNOLOGIES INC | $50,755,300 | -8.1% | 1,103,616 | -13.7% | 2.16% | -7.5% |
| MA | Sell | MASTERCARD INCORPORATEDcl a | $50,541,871 | -1.2% | 127,660 | -1.9% | 2.15% | -0.6% |
| AMZN | Sell | AMAZON COM INC | $49,799,514 | -6.3% | 391,752 | -4.0% | 2.12% | -5.7% |
| GS | Buy | GOLDMAN SACHS GROUP INC | $48,962,612 | +0.3% | 151,320 | +0.0% | 2.08% | +1.0% |
| LH | Buy | LABORATORY CORP AMER HLDGS | $48,543,120 | -4.6% | 241,448 | +14.5% | 2.06% | -4.0% |
| TEL | Sell | TE CONNECTIVITY LTD | $47,866,269 | -12.4% | 387,487 | -0.6% | 2.04% | -11.8% |
| JPM | Sell | JPMORGAN CHASE & CO | $47,736,378 | -1.4% | 329,171 | -1.1% | 2.03% | -0.8% |
| AXP | Buy | AMERICAN EXPRESS CO | $47,282,936 | -11.0% | 316,931 | +3.9% | 2.01% | -10.4% |
| MDT | Sell | MEDTRONIC PLC | $47,004,559 | -11.8% | 599,854 | -0.9% | 2.00% | -11.2% |
| WAT | New | WATERS CORP | $46,759,386 | – | 170,524 | – | 1.99% | – |
| WMB | Sell | WILLIAMS COS INC | $46,220,490 | +0.3% | 1,371,935 | -2.8% | 1.96% | +1.0% |
| UNP | Sell | UNION PAC CORP | $42,887,940 | -0.6% | 210,617 | -0.2% | 1.82% | 0.0% |
| BMY | Buy | BRISTOL-MYERS SQUIBB CO | $42,863,295 | +4.9% | 738,513 | +15.5% | 1.82% | +5.6% |
| CB | Sell | CHUBB LIMITED | $42,810,968 | +7.6% | 205,644 | -0.5% | 1.82% | +8.3% |
| JNJ | Buy | JOHNSON & JOHNSON | $42,385,026 | -5.9% | 272,135 | +0.0% | 1.80% | -5.3% |
| SYY | Buy | SYSCO CORP | $42,350,005 | -8.4% | 641,181 | +2.9% | 1.80% | -7.8% |
| CL | Buy | COLGATE PALMOLIVE CO | $40,767,292 | -6.3% | 573,299 | +1.6% | 1.73% | -5.6% |
| UPS | Buy | UNITED PARCEL SERVICE INCcl b | $40,307,514 | -7.2% | 258,597 | +6.7% | 1.71% | -6.6% |
| RTX | Buy | RTX CORPORATION | $39,637,189 | +35.5% | 550,746 | +84.4% | 1.68% | +36.3% |
| SRE | Buy | SEMPRA | $39,620,944 | -5.1% | 582,404 | +103.1% | 1.68% | -4.5% |
| COP | Buy | CONOCOPHILLIPS | $37,872,853 | +23.9% | 316,134 | +7.1% | 1.61% | +24.7% |
| TXN | Buy | TEXAS INSTRS INC | $37,789,045 | +50.5% | 237,652 | +70.4% | 1.61% | +51.4% |
| CTVA | Buy | CORTEVA INC | $35,525,555 | +9.0% | 694,401 | +22.1% | 1.51% | +9.7% |
| ICE | Buy | INTERCONTINENTAL EXCHANGE IN | $35,085,488 | -1.7% | 318,901 | +1.0% | 1.49% | -1.1% |
| CME | Buy | CME GROUP INC | $31,756,894 | +23.5% | 158,610 | +14.3% | 1.35% | +24.3% |
| SU | Sell | SUNCOR ENERGY INC NEW | $31,522,781 | +6.4% | 916,893 | -9.3% | 1.34% | +7.1% |
| AMAT | Sell | APPLIED MATLS INC | $31,204,553 | -24.1% | 225,385 | -20.8% | 1.33% | -23.6% |
| TJX | Sell | TJX COS INC NEW | $30,761,101 | -18.5% | 346,097 | -22.3% | 1.31% | -18.0% |
| MRVL | Sell | MARVELL TECHNOLOGY INC | $28,313,021 | -27.2% | 523,056 | -19.6% | 1.20% | -26.8% |
| ROK | Sell | ROCKWELL AUTOMATION INC | $26,636,509 | -23.2% | 93,177 | -11.5% | 1.13% | -22.8% |
| New | LIBERTY MEDIA CORP DEL | $24,651,923 | – | 395,697 | – | 1.05% | – | |
| NVS | Sell | NOVARTIS AGsponsored adr | $24,310,009 | -5.9% | 238,661 | -6.8% | 1.03% | -5.3% |
| LHX | Sell | L3HARRIS TECHNOLOGIES INC | $23,434,114 | -51.4% | 134,586 | -45.3% | 1.00% | -51.1% |
| SAP | Sell | SAP SEspon adr | $22,976,672 | -29.1% | 177,673 | -25.0% | 0.98% | -28.6% |
| ING | Sell | ING GROEP N.V.sponsored adr | $22,542,426 | -10.5% | 1,710,351 | -8.5% | 0.96% | -10.0% |
| EQNR | New | EQUINOR ASAsponsored adr | $21,931,460 | – | 668,846 | – | 0.93% | – |
| TSM | Sell | TAIWAN SEMICONDUCTOR MFG LTDsponsored ads | $21,191,173 | -24.8% | 243,857 | -12.6% | 0.90% | -24.3% |
| BCS | Sell | BARCLAYS PLCadr | $19,538,785 | -6.5% | 2,508,188 | -5.7% | 0.83% | -5.9% |
| AEM | Sell | AGNICO EAGLE MINES LTD | $18,916,472 | -16.2% | 416,204 | -7.8% | 0.80% | -15.6% |
| CNI | Sell | CANADIAN NATL RY CO | $18,623,010 | -17.7% | 171,910 | -8.0% | 0.79% | -17.1% |
| DEO | Buy | DIAGEO PLCspon adr new | $17,464,950 | -9.6% | 117,073 | +5.1% | 0.74% | -9.1% |
| Buy | GSK PLCsponsored adr | $16,266,789 | +111.5% | 448,739 | +107.9% | 0.69% | +112.6% | |
| TTE | Buy | TOTALENERGIES SEsponsored ads | $16,191,361 | +1724.1% | 246,219 | +1498.8% | 0.69% | +1759.5% |
| SONY | Sell | SONY GROUP CORPsponsored adr | $15,535,768 | -35.1% | 188,518 | -29.1% | 0.66% | -34.7% |
| GNTX | Buy | GENTEX CORP | $14,854,477 | +11.5% | 456,499 | +0.3% | 0.63% | +12.3% |
| MGY | Buy | MAGNOLIA OIL & GAS CORPcl a | $14,642,629 | +16.9% | 639,137 | +6.7% | 0.62% | +17.6% |
| HQY | Sell | HEALTHEQUITY INC | $14,439,720 | -0.9% | 197,669 | -14.3% | 0.61% | -0.2% |
| RGA | Buy | REINSURANCE GRP OF AMERICA I | $13,813,812 | +18.7% | 95,143 | +13.4% | 0.59% | +19.6% |
| EFA | Buy | ISHARES TRmsci eafe etf | $12,619,183 | +154.8% | 183,099 | +168.1% | 0.54% | +156.5% |
| MOH | Buy | MOLINA HEALTHCARE INC | $12,391,619 | +11.5% | 37,792 | +2.4% | 0.53% | +12.4% |
| PKG | Buy | PACKAGING CORP AMER | $12,258,204 | +19.1% | 79,832 | +2.5% | 0.52% | +19.8% |
| EPAM | Buy | EPAM SYS INC | $12,263,148 | +16.6% | 47,961 | +2.5% | 0.52% | +17.3% |
| TRGP | Buy | TARGA RES CORP | $12,136,495 | +15.2% | 141,583 | +2.3% | 0.52% | +16.0% |
| EXPD | Buy | EXPEDITORS INTL WASH INC | $11,952,126 | -3.6% | 104,267 | +1.9% | 0.51% | -3.1% |
| JBHT | Buy | HUNT J B TRANS SVCS INC | $11,675,232 | +6.7% | 61,931 | +2.5% | 0.50% | +7.4% |
| CBOE | Sell | CBOE GLOBAL MKTS INC | $11,309,760 | -1.7% | 72,401 | -13.2% | 0.48% | -1.0% |
| MAS | Buy | MASCO CORP | $11,296,658 | -4.9% | 211,350 | +2.1% | 0.48% | -4.4% |
| LECO | Buy | LINCOLN ELEC HLDGS INC | $11,251,892 | -6.6% | 61,895 | +2.1% | 0.48% | -6.1% |
| ACGL | Sell | ARCH CAP GROUP LTDord | $11,024,052 | -9.5% | 138,302 | -15.0% | 0.47% | -8.9% |
| AFG | Buy | AMERICAN FINL GROUP INC OHIO | $10,840,254 | +15.8% | 97,074 | +23.1% | 0.46% | +16.7% |
| BRKR | Buy | BRUKER CORP | $10,793,600 | +2.0% | 173,252 | +21.1% | 0.46% | +2.7% |
| FNF | Buy | FIDELITY NATIONAL FINANCIAL | $10,780,993 | +18.0% | 261,041 | +2.9% | 0.46% | +18.7% |
| BAH | Sell | BOOZ ALLEN HAMILTON HLDG CORcl a | $10,775,661 | -18.8% | 98,615 | -17.0% | 0.46% | -18.2% |
| ATO | Buy | ATMOS ENERGY CORP | $10,734,946 | -6.6% | 101,340 | +2.5% | 0.46% | -6.2% |
| DLB | Sell | DOLBY LABORATORIES INC | $10,584,856 | -8.1% | 133,546 | -3.0% | 0.45% | -7.4% |
| ULTA | New | ULTA BEAUTY INC | $10,396,485 | – | 26,027 | – | 0.44% | – |
| LFUS | New | LITTELFUSE INC | $10,382,988 | – | 41,982 | – | 0.44% | – |
| MMS | Sell | MAXIMUS INC | $10,155,509 | -19.0% | 135,987 | -8.3% | 0.43% | -18.3% |
| BOKF | Buy | BOK FINL CORP | $10,105,313 | +0.7% | 126,348 | +1.7% | 0.43% | +1.4% |
| WEX | Sell | WEX INC | $10,088,960 | -7.1% | 53,639 | -10.0% | 0.43% | -6.3% |
| MRCY | Buy | MERCURY SYS INC | $10,084,029 | +14.8% | 271,880 | +7.0% | 0.43% | +15.6% |
| IPGP | Buy | IPG PHOTONICS CORP | $10,038,041 | -24.0% | 98,858 | +1.6% | 0.43% | -23.5% |
| COLD | Sell | AMERICOLD REALTY TRUST INC | $9,957,572 | -19.0% | 327,444 | -13.9% | 0.42% | -18.5% |
| CRL | Buy | CHARLES RIV LABS INTL INC | $9,909,141 | -3.3% | 50,562 | +3.7% | 0.42% | -2.8% |
| DOX | Buy | AMDOCS LTD | $9,762,904 | -11.9% | 115,551 | +3.0% | 0.42% | -11.3% |
| LW | Buy | LAMB WESTON HLDGS INC | $9,624,809 | -17.1% | 104,097 | +3.1% | 0.41% | -16.5% |
| XRAY | Buy | DENTSPLY SIRONA INC | $9,590,318 | -12.1% | 280,747 | +3.0% | 0.41% | -11.5% |
| DGX | Buy | QUEST DIAGNOSTICS INC | $9,214,200 | -13.1% | 75,613 | +0.3% | 0.39% | -12.5% |
| TTC | Buy | TORO CO | $9,057,734 | -3.2% | 108,998 | +18.5% | 0.38% | -2.5% |
| INCY | Buy | INCYTE CORP | $8,310,966 | +1.8% | 143,863 | +9.7% | 0.35% | +2.3% |
| NNN | Buy | NNN REIT INC | $8,226,445 | -14.4% | 232,780 | +3.6% | 0.35% | -13.8% |
| WTRG | Buy | ESSENTIAL UTILS INC | $7,820,717 | -11.5% | 227,810 | +2.8% | 0.33% | -11.0% |
| SHY | Buy | ISHARES TR1 3 yr treas bd | $7,091,110 | +12.8% | 87,577 | +13.0% | 0.30% | +13.6% |
| IWD | Sell | ISHARES TRrus 1000 val etf | $6,241,472 | -51.8% | 41,111 | -49.9% | 0.26% | -51.6% |
| ET | Sell | ENERGY TRANSFER L P | $5,574,456 | -7.4% | 397,324 | -16.2% | 0.24% | -6.7% |
| EEFT | Sell | EURONET WORLDWIDE INC | $5,524,451 | -54.6% | 69,595 | -32.9% | 0.24% | -54.3% |
| AL | Buy | AIR LEASE CORPcl a | $4,364,894 | -1.5% | 110,756 | +4.6% | 0.19% | -0.5% |
| New | WISDOMTREE TRfloatng rat trea | $4,025,600 | – | 80,000 | – | 0.17% | – | |
| FMC | New | FMC CORP | $3,729,559 | – | 55,690 | – | 0.16% | – |
| RNR | Buy | RENAISSANCERE HLDGS LTD | $2,764,942 | +14.1% | 13,970 | +7.5% | 0.12% | +15.7% |
| EXEL | Sell | EXELIXIS INC | $2,718,511 | +11.3% | 124,417 | -2.7% | 0.12% | +12.6% |
| New | ADVISORS INNER CIRCLE FDcambiar aggres | $2,731,321 | – | 111,159 | – | 0.12% | – | |
| QLTA | Sell | ISHARES TRa rate cp bd etf | $2,650,839 | -25.1% | 58,803 | -21.6% | 0.11% | -24.2% |
| NOV | Sell | NOV INC | $2,638,959 | -32.9% | 126,266 | -48.5% | 0.11% | -32.5% |
| TCBI | Buy | TEXAS CAP BANCSHARES INC | $2,534,526 | +26.9% | 43,031 | +11.0% | 0.11% | +28.6% |
| PGTI | Buy | PGT INNOVATIONS INC | $2,546,368 | -4.4% | 91,761 | +0.4% | 0.11% | -3.6% |
| NSP | Buy | INSPERITY INC | $2,535,843 | +9.3% | 25,982 | +33.2% | 0.11% | +10.2% |
| AXS | Buy | AXIS CAP HLDGS LTD | $2,516,864 | +17.3% | 44,649 | +12.0% | 0.11% | +17.6% |
| ADUS | Buy | ADDUS HOMECARE CORP | $2,522,476 | +0.6% | 29,610 | +9.5% | 0.11% | +0.9% |
| IIPR | Buy | INNOVATIVE INDL PPTYS INC | $2,456,605 | +15.3% | 32,469 | +11.2% | 0.10% | +15.6% |
| DIOD | Buy | DIODES INC | $2,418,654 | -3.4% | 30,678 | +13.3% | 0.10% | -2.8% |
| FAF | Buy | FIRST AMERN FINL CORP | $2,401,672 | +8.8% | 42,515 | +9.8% | 0.10% | +9.7% |
| HSTM | Buy | HEALTHSTREAM INC | $2,402,307 | +6.5% | 111,321 | +21.2% | 0.10% | +7.4% |
| IDA | Buy | IDACORP INC | $2,377,961 | +0.6% | 25,392 | +10.2% | 0.10% | +1.0% |
| MCRI | Buy | MONARCH CASINO & RESORT INC | $2,345,517 | +3.2% | 37,770 | +17.1% | 0.10% | +4.2% |
| ALG | Buy | ALAMO GROUP INC | $2,332,573 | -2.4% | 13,494 | +3.8% | 0.10% | -2.0% |
| AEIS | Sell | ADVANCED ENERGY INDS | $2,340,205 | -19.4% | 22,694 | -12.8% | 0.10% | -19.5% |
| JOUT | Buy | JOHNSON OUTDOORS INCcl a | $2,333,732 | +27.2% | 42,672 | +42.9% | 0.10% | +26.9% |
| AMN | Buy | AMN HEALTHCARE SVCS INC | $2,304,630 | -8.1% | 27,056 | +17.8% | 0.10% | -7.5% |
| WNS | Buy | WNS HLDGS LTDspon adr | $2,314,633 | +20.7% | 33,810 | +29.9% | 0.10% | +21.0% |
| NVEE | Buy | NV5 GLOBAL INC | $2,251,878 | -3.2% | 23,401 | +11.4% | 0.10% | -2.0% |
| FTDR | Sell | FRONTDOOR INC | $2,260,356 | -15.8% | 73,892 | -12.2% | 0.10% | -15.0% |
| AGZ | Buy | ISHARES TRagency bond etf | $2,234,619 | -0.8% | 21,121 | +0.3% | 0.10% | 0.0% |
| AVA | Buy | AVISTA CORP | $2,206,048 | +20.8% | 68,151 | +46.5% | 0.09% | +22.1% |
| ASGN | New | ASGN INC | $2,210,669 | – | 27,065 | – | 0.09% | – |
| FORR | Buy | FORRESTER RESH INC | $2,194,926 | +31.7% | 75,949 | +32.6% | 0.09% | +32.9% |
| UCBI | Buy | UNITED CMNTY BKS BLAIRSVLE G | $2,192,349 | +11.8% | 86,279 | +9.9% | 0.09% | +12.0% |
| RMBS | Buy | RAMBUS INC DEL | $2,144,623 | -1.0% | 38,441 | +13.9% | 0.09% | 0.0% |
| OLED | Sell | UNIVERSAL DISPLAY CORP | $2,120,307 | -7.9% | 13,506 | -15.4% | 0.09% | -7.2% |
| CBT | New | CABOT CORP | $2,088,975 | – | 30,157 | – | 0.09% | – |
| GMED | New | GLOBUS MED INCcl a | $2,100,890 | – | 42,314 | – | 0.09% | – |
| MMI | Buy | MARCUS & MILLICHAP INC | $2,075,277 | +1.7% | 70,732 | +9.3% | 0.09% | +2.3% |
| HUBG | New | HUB GROUP INCcl a | $2,042,276 | – | 26,003 | – | 0.09% | – |
| NAPA | New | DUCKHORN PORTFOLIO INC | $2,035,974 | – | 198,438 | – | 0.09% | – |
| MDC | Sell | M D C HLDGS INC | $2,034,412 | -26.8% | 49,343 | -17.0% | 0.09% | -26.5% |
| New | ATMUS FILTRATION TECHNOLOGIE | $1,972,202 | – | 94,590 | – | 0.08% | – | |
| USPH | Buy | U S PHYSICAL THERAPY | $1,908,259 | -16.8% | 20,803 | +10.1% | 0.08% | -16.5% |
| PB | Buy | PROSPERITY BANCSHARES INC | $1,874,878 | +8.3% | 34,351 | +12.1% | 0.08% | +9.6% |
| IJH | Buy | ISHARES TRcore s&p mcp etf | $1,847,434 | +19.3% | 7,409 | +25.1% | 0.08% | +21.5% |
| NTST | Buy | NETSTREIT CORP | $1,844,501 | -0.6% | 118,389 | +14.0% | 0.08% | 0.0% |
| TSEM | New | TOWER SEMICONDUCTOR LTD | $1,812,896 | – | 73,815 | – | 0.08% | – |
| INNV | Buy | INNOVAGE HLDG CORP | $1,818,306 | -11.7% | 303,557 | +10.5% | 0.08% | -11.5% |
| UBSI | Buy | UNITED BANKSHARES INC WEST V | $1,822,154 | +5.4% | 66,044 | +13.4% | 0.08% | +5.5% |
| HCSG | Buy | HEALTHCARE SVCS GROUP INC | $1,571,060 | -25.8% | 150,629 | +6.2% | 0.07% | -24.7% |
| ENV | Buy | ENVESTNET INC | $1,533,521 | -15.1% | 34,829 | +14.5% | 0.06% | -14.5% |
| CRNC | Sell | CERENCE INC | $1,177,142 | -30.6% | 57,788 | -0.4% | 0.05% | -30.6% |
| E | New | ENI S P Asponsored adr | $903,304 | – | 28,299 | – | 0.04% | – |
| ACWI | New | ISHARES TRmsci acwi etf | $774,800 | – | 8,388 | – | 0.03% | – |
| AGG | Sell | ISHARES TRcore us aggbd et | $582,860 | -57.7% | 6,198 | -55.9% | 0.02% | -56.9% |
| WELL | Sell | WELLTOWER INC | $346,931 | -1.0% | 4,235 | -2.3% | 0.02% | 0.0% |
| Sell | SHELL PLCspon ads | $235,888 | -99.3% | 3,664 | -99.3% | 0.01% | -99.3% | |
| DALN | Sell | DALLASNEWS CORPORATION | $49,915 | +14.2% | 10,851 | -3.4% | 0.00% | 0.0% |
| DXYN | Sell | DIXIE GROUP INCcl a | $30,899 | -53.6% | 44,846 | -10.5% | 0.00% | -66.7% |
| PW | Exit | POWER REIT | $0 | – | -10,892 | – | -0.00% | – |
| VSAT | Exit | VIASAT INC | $0 | – | -4,986 | – | -0.01% | – |
| FISV | Exit | FISERV INC | $0 | – | -1,959 | – | -0.01% | – |
| JRVR | Exit | JAMES RIV GROUP LTD | $0 | – | -83,636 | – | -0.06% | – |
| NUVA | Exit | NUVASIVE INC | $0 | – | -41,348 | – | -0.07% | – |
| MAN | Exit | MANPOWERGROUP INC WIS | $0 | – | -22,725 | – | -0.08% | – |
| FWRD | Exit | FORWARD AIR CORP | $0 | – | -21,445 | – | -0.10% | – |
| PRFT | Exit | PERFICIENT INC | $0 | – | -29,049 | – | -0.10% | – |
| BWXT | Exit | BWX TECHNOLOGIES INC | $0 | – | -37,188 | – | -0.11% | – |
| BURL | Exit | BURLINGTON STORES INC | $0 | – | -55,267 | – | -0.37% | – |
| WSO | Exit | WATSCO INC | $0 | – | -30,584 | – | -0.49% | – |
| FWONK | Exit | LIBERTY MEDIA CORP DEL | $0 | – | -471,399 | – | -1.50% | – |
Q2 2023
| Value | Shares | ↓ Weighting | ||||||
|---|---|---|---|---|---|---|---|---|
| UBER | New | UBER TECHNOLOGIES INC | $55,231,521 | – | 1,279,396 | – | 2.33% | – |
| TEL | New | TE CONNECTIVITY LTD | $54,651,626 | – | 389,923 | – | 2.31% | – |
| STZ | New | CONSTELLATION BRANDS INCcl a | $53,673,929 | – | 218,071 | – | 2.27% | – |
| MDT | New | MEDTRONIC PLC | $53,314,484 | – | 605,159 | – | 2.25% | – |
| AMZN | New | AMAZON COM INC | $53,169,299 | – | 407,865 | – | 2.24% | – |
| AXP | New | AMERICAN EXPRESS CO | $53,122,078 | – | 304,949 | – | 2.24% | – |
| MA | New | MASTERCARD INCORPORATEDcl a | $51,175,251 | – | 130,117 | – | 2.16% | – |
| LH | New | LABORATORY CORP AMER HLDGS | $50,869,100 | – | 210,787 | – | 2.15% | – |
| CVE | New | CENOVUS ENERGY INC | $50,685,639 | – | 2,985,020 | – | 2.14% | – |
| CNC | New | CENTENE CORP DEL | $49,716,790 | – | 737,091 | – | 2.10% | – |
| GS | New | GOLDMAN SACHS GROUP INC | $48,793,257 | – | 151,278 | – | 2.06% | – |
| JPM | New | JPMORGAN CHASE & CO | $48,418,674 | – | 332,912 | – | 2.04% | – |
| LHX | New | L3HARRIS TECHNOLOGIES INC | $48,210,443 | – | 246,260 | – | 2.04% | – |
| GOOGL | New | ALPHABET INCcap stk cl a | $47,808,169 | – | 399,400 | – | 2.02% | – |
| SYY | New | SYSCO CORP | $46,244,156 | – | 623,237 | – | 1.95% | – |
| WMB | New | WILLIAMS COS INC | $46,069,114 | – | 1,411,864 | – | 1.94% | – |
| JNJ | New | JOHNSON & JOHNSON | $45,030,668 | – | 272,055 | – | 1.90% | – |
| CL | New | COLGATE PALMOLIVE CO | $43,485,450 | – | 564,453 | – | 1.84% | – |
| UPS | New | UNITED PARCEL SERVICE INCcl b | $43,426,250 | – | 242,266 | – | 1.83% | – |
| UNP | New | UNION PAC CORP | $43,164,994 | – | 210,952 | – | 1.82% | – |
| SRE | New | SEMPRA | $41,739,428 | – | 286,691 | – | 1.76% | – |
| AMAT | New | APPLIED MATLS INC | $41,115,764 | – | 284,460 | – | 1.74% | – |
| BMY | New | BRISTOL-MYERS SQUIBB CO | $40,880,102 | – | 639,251 | – | 1.73% | – |
| CVX | New | CHEVRON CORP NEW | $40,874,530 | – | 259,768 | – | 1.73% | – |
| CB | New | CHUBB LIMITED | $39,778,256 | – | 206,575 | – | 1.68% | – |
| MRVL | New | MARVELL TECHNOLOGY INC | $38,898,510 | – | 650,694 | – | 1.64% | – |
| TJX | New | TJX COS INC NEW | $37,747,556 | – | 445,189 | – | 1.59% | – |
| ICE | New | INTERCONTINENTAL EXCHANGE IN | $35,687,720 | – | 315,597 | – | 1.51% | – |
| FWONK | New | LIBERTY MEDIA CORP DEL | $35,486,904 | – | 471,399 | – | 1.50% | – |
| ROK | New | ROCKWELL AUTOMATION INC | $34,703,721 | – | 105,339 | – | 1.47% | – |
| New | SHELL PLCspon ads | $33,441,904 | – | 553,857 | – | 1.41% | – | |
| CTVA | New | CORTEVA INC | $32,594,045 | – | 568,831 | – | 1.38% | – |
| SAP | New | SAP SEspon adr | $32,425,541 | – | 237,011 | – | 1.37% | – |
| COP | New | CONOCOPHILLIPS | $30,577,908 | – | 295,125 | – | 1.29% | – |
| SU | New | SUNCOR ENERGY INC NEW | $29,635,009 | – | 1,010,744 | – | 1.25% | – |
| RTX | New | RAYTHEON TECHNOLOGIES CORP | $29,258,762 | – | 298,681 | – | 1.24% | – |
| TSM | New | TAIWAN SEMICONDUCTOR MFG LTDsponsored ads | $28,173,163 | – | 279,164 | – | 1.19% | – |
| NVS | New | NOVARTIS AGsponsored adr | $25,828,247 | – | 255,953 | – | 1.09% | – |
| CME | New | CME GROUP INC | $25,718,019 | – | 138,799 | – | 1.09% | – |
| ING | New | ING GROEP N.V.sponsored adr | $25,186,586 | – | 1,869,828 | – | 1.06% | – |
| TXN | New | TEXAS INSTRS INC | $25,112,842 | – | 139,500 | – | 1.06% | – |
| SONY | New | SONY GROUP CORPORATIONsponsored adr | $23,933,809 | – | 265,813 | – | 1.01% | – |
| CNI | New | CANADIAN NATL RY CO | $22,619,803 | – | 186,832 | – | 0.96% | – |
| AEM | New | AGNICO EAGLE MINES LTD | $22,567,551 | – | 451,532 | – | 0.95% | – |
| BCS | New | BARCLAYS PLCadr | $20,897,272 | – | 2,658,686 | – | 0.88% | – |
| DEO | New | DIAGEO PLCspon adr new | $19,322,871 | – | 111,384 | – | 0.82% | – |
| HQY | New | HEALTHEQUITY INC | $14,571,563 | – | 230,782 | – | 0.62% | – |
| GNTX | New | GENTEX CORP | $13,317,842 | – | 455,155 | – | 0.56% | – |
| BAH | New | BOOZ ALLEN HAMILTON HLDG CORcl a | $13,266,226 | – | 118,873 | – | 0.56% | – |
| IPGP | New | IPG PHOTONICS CORP | $13,209,724 | – | 97,259 | – | 0.56% | – |
| IWD | New | ISHARES TRrus 1000 val etf | $12,952,826 | – | 82,068 | – | 0.55% | – |
| MGY | New | MAGNOLIA OIL & GAS CORPcl a | $12,524,095 | – | 599,239 | – | 0.53% | – |
| MMS | New | MAXIMUS INC | $12,537,001 | – | 148,349 | – | 0.53% | – |
| EXPD | New | EXPEDITORS INTL WASH INC | $12,400,473 | – | 102,373 | – | 0.52% | – |
| COLD | New | AMERICOLD REALTY TRUST INC | $12,286,407 | – | 380,384 | – | 0.52% | – |
| ACGL | New | ARCH CAP GROUP LTDord | $12,184,954 | – | 162,792 | – | 0.52% | – |
| EEFT | New | EURONET WORLDWIDE INC | $12,178,849 | – | 103,765 | – | 0.51% | – |
| LECO | New | LINCOLN ELEC HLDGS INC | $12,047,174 | – | 60,651 | – | 0.51% | – |
| MAS | New | MASCO CORP | $11,882,873 | – | 207,091 | – | 0.50% | – |
| WSO | New | WATSCO INC | $11,666,903 | – | 30,584 | – | 0.49% | – |
| RGA | New | REINSURANCE GRP OF AMERICA I | $11,634,476 | – | 83,888 | – | 0.49% | – |
| LW | New | LAMB WESTON HLDGS INC | $11,611,252 | – | 101,011 | – | 0.49% | – |
| ATO | New | ATMOS ENERGY CORP | $11,497,740 | – | 98,829 | – | 0.49% | – |
| DLB | New | DOLBY LABORATORIES INC | $11,519,749 | – | 137,665 | – | 0.49% | – |
| CBOE | New | CBOE GLOBAL MKTS INC | $11,507,470 | – | 83,381 | – | 0.49% | – |
| MOH | New | MOLINA HEALTHCARE INC | $11,114,318 | – | 36,895 | – | 0.47% | – |
| DOX | New | AMDOCS LTD | $11,086,673 | – | 112,157 | – | 0.47% | – |
| JBHT | New | HUNT J B TRANS SVCS INC | $10,937,517 | – | 60,418 | – | 0.46% | – |
| XRAY | New | DENTSPLY SIRONA INC | $10,907,302 | – | 272,546 | – | 0.46% | – |
| WEX | New | WEX INC | $10,856,987 | – | 59,631 | – | 0.46% | – |
| DGX | New | QUEST DIAGNOSTICS INC | $10,600,142 | – | 75,413 | – | 0.45% | – |
| BRKR | New | BRUKER CORP | $10,577,434 | – | 143,093 | – | 0.45% | – |
| TRGP | New | TARGA RES CORP | $10,531,685 | – | 138,393 | – | 0.44% | – |
| EPAM | New | EPAM SYS INC | $10,518,172 | – | 46,799 | – | 0.44% | – |
| PKG | New | PACKAGING CORP AMER | $10,291,532 | – | 77,872 | – | 0.44% | – |
| CRL | New | CHARLES RIV LABS INTL INC | $10,249,918 | – | 48,751 | – | 0.43% | – |
| BOKF | New | BOK FINL CORP | $10,031,409 | – | 124,182 | – | 0.42% | – |
| NNN | New | NNN REIT INC | $9,612,558 | – | 224,645 | – | 0.41% | – |
| AFG | New | AMERICAN FINL GROUP INC OHIO | $9,363,224 | – | 78,848 | – | 0.40% | – |
| TTC | New | TORO CO | $9,353,581 | – | 92,018 | – | 0.40% | – |
| FNF | New | FIDELITY NATIONAL FINANCIAL | $9,134,156 | – | 253,727 | – | 0.39% | – |
| WTRG | New | ESSENTIAL UTILS INC | $8,840,886 | – | 221,521 | – | 0.37% | – |
| MRCY | New | MERCURY SYS INC | $8,785,527 | – | 253,990 | – | 0.37% | – |
| BURL | New | BURLINGTON STORES INC | $8,698,477 | – | 55,267 | – | 0.37% | – |
| INCY | New | INCYTE CORP | $8,161,705 | – | 131,111 | – | 0.34% | – |
| New | GSK PLCsponsored adr | $7,692,802 | – | 215,847 | – | 0.32% | – | |
| SHY | New | ISHARES TR1 3 yr treas bd | $6,285,565 | – | 77,523 | – | 0.26% | – |
| ET | New | ENERGY TRANSFER L P | $6,018,860 | – | 473,926 | – | 0.25% | – |
| EFA | New | ISHARES TRmsci eafe etf | $4,951,766 | – | 68,300 | – | 0.21% | – |
| AL | New | AIR LEASE CORPcl a | $4,432,334 | – | 105,910 | – | 0.19% | – |
| NOV | New | NOV INC | $3,932,222 | – | 245,151 | – | 0.17% | – |
| QLTA | New | ISHARES TRa rate cp bd etf | $3,539,868 | – | 75,029 | – | 0.15% | – |
| AEIS | New | ADVANCED ENERGY INDS | $2,902,158 | – | 26,040 | – | 0.12% | – |
| MDC | New | M D C HLDGS INC | $2,779,307 | – | 59,425 | – | 0.12% | – |
| FTDR | New | FRONTDOOR INC | $2,686,012 | – | 84,201 | – | 0.11% | – |
| BWXT | New | BWX TECHNOLOGIES INC | $2,661,545 | – | 37,188 | – | 0.11% | – |
| PGTI | New | PGT INNOVATIONS INC | $2,663,290 | – | 91,365 | – | 0.11% | – |
| ADUS | New | ADDUS HOMECARE CORP | $2,506,608 | – | 27,040 | – | 0.11% | – |
| AMN | New | AMN HEALTHCARE SVCS INC | $2,507,250 | – | 22,977 | – | 0.11% | – |
| DIOD | New | DIODES INC | $2,503,519 | – | 27,068 | – | 0.11% | – |
| EXEL | New | EXELIXIS INC | $2,442,774 | – | 127,827 | – | 0.10% | – |
| RNR | New | RENAISSANCERE HLDGS LTD | $2,423,827 | – | 12,995 | – | 0.10% | – |
| PRFT | New | PERFICIENT INC | $2,420,653 | – | 29,049 | – | 0.10% | – |
| ALG | New | ALAMO GROUP INC | $2,389,727 | – | 12,994 | – | 0.10% | – |
| IDA | New | IDACORP INC | $2,364,109 | – | 23,042 | – | 0.10% | – |
| NSP | New | INSPERITY INC | $2,319,720 | – | 19,500 | – | 0.10% | – |
| NVEE | New | NV5 GLOBAL INC | $2,326,281 | – | 21,001 | – | 0.10% | – |
| USPH | New | U S PHYSICAL THERAPY | $2,294,635 | – | 18,903 | – | 0.10% | – |
| OLED | New | UNIVERSAL DISPLAY CORP | $2,301,612 | – | 15,969 | – | 0.10% | – |
| MCRI | New | MONARCH CASINO & RESORT INC | $2,272,647 | – | 32,259 | – | 0.10% | – |
| FWRD | New | FORWARD AIR CORP | $2,275,529 | – | 21,445 | – | 0.10% | – |
| HSTM | New | HEALTHSTREAM INC | $2,255,148 | – | 91,822 | – | 0.10% | – |
| AGZ | New | ISHARES TRagency bond etf | $2,253,243 | – | 21,065 | – | 0.10% | – |
| FAF | New | FIRST AMERN FINL CORP | $2,207,529 | – | 38,715 | – | 0.09% | – |
| AXS | New | AXIS CAP HLDGS LTD | $2,145,072 | – | 39,849 | – | 0.09% | – |
| RMBS | New | RAMBUS INC DEL | $2,165,994 | – | 33,754 | – | 0.09% | – |
| IIPR | New | INNOVATIVE INDL PPTYS INC | $2,131,527 | – | 29,195 | – | 0.09% | – |
| HCSG | New | HEALTHCARE SVCS GROUP INC | $2,117,208 | – | 141,809 | – | 0.09% | – |
| INNV | New | INNOVAGE HLDG CORP | $2,060,003 | – | 274,667 | – | 0.09% | – |
| MMI | New | MARCUS & MILLICHAP INC | $2,039,705 | – | 64,732 | – | 0.09% | – |
| TCBI | New | TEXAS CAP BANCSHARES INC | $1,996,707 | – | 38,771 | – | 0.08% | – |
| UCBI | New | UNITED CMNTY BKS BLAIRSVLE G | $1,961,440 | – | 78,489 | – | 0.08% | – |
| WNS | New | WNS HLDGS LTDspon adr | $1,918,121 | – | 26,019 | – | 0.08% | – |
| JOUT | New | JOHNSON OUTDOORS INCcl a | $1,835,327 | – | 29,867 | – | 0.08% | – |
| NTST | New | NETSTREIT CORP | $1,856,496 | – | 103,889 | – | 0.08% | – |
| AVA | New | AVISTA CORP | $1,826,566 | – | 46,513 | – | 0.08% | – |
| ENV | New | ENVESTNET INC | $1,805,961 | – | 30,429 | – | 0.08% | – |
| MAN | New | MANPOWERGROUP INC WIS | $1,804,365 | – | 22,725 | – | 0.08% | – |
| UBSI | New | UNITED BANKSHARES INC WEST V | $1,728,099 | – | 58,244 | – | 0.07% | – |
| PB | New | PROSPERITY BANCSHARES INC | $1,731,168 | – | 30,651 | – | 0.07% | – |
| NUVA | New | NUVASIVE INC | $1,719,663 | – | 41,348 | – | 0.07% | – |
| CRNC | New | CERENCE INC | $1,695,457 | – | 58,004 | – | 0.07% | – |
| FORR | New | FORRESTER RESH INC | $1,665,984 | – | 57,270 | – | 0.07% | – |
| IJH | New | ISHARES TRcore s&p mcp etf | $1,548,818 | – | 5,923 | – | 0.06% | – |
| JRVR | New | JAMES RIV GROUP LTD | $1,527,193 | – | 83,636 | – | 0.06% | – |
| AGG | New | ISHARES TRcore us aggbd et | $1,376,295 | – | 14,051 | – | 0.06% | – |
| TTE | New | TOTALENERGIES SEsponsored ads | $887,656 | – | 15,400 | – | 0.04% | – |
| WELL | New | WELLTOWER INC | $350,564 | – | 4,334 | – | 0.02% | – |
| FISV | New | FISERV INC | $247,110 | – | 1,959 | – | 0.01% | – |
| VSAT | New | VIASAT INC | $205,722 | – | 4,986 | – | 0.01% | – |
| DXYN | New | DIXIE GROUP INCcl a | $66,618 | – | 50,089 | – | 0.00% | – |
| DALN | New | DALLASNEWS CORPORATION | $43,716 | – | 11,238 | – | 0.00% | – |
| PW | New | POWER REIT | $17,863 | – | 10,892 | – | 0.00% | – |
Q4 2022
| Value | Shares | ↓ Weighting | ||||||
|---|---|---|---|---|---|---|---|---|
| Exit | SMARTRENT INC | $0 | – | -13,109 | – | -0.00% | – | |
| FIS | Exit | FIDELITY NATL INFORMATION SV | $0 | – | -3,500 | – | -0.01% | – |
| ACWI | Exit | ISHARES TRmsci acwi etf | $0 | – | -3,400 | – | -0.01% | – |
| VTV | Exit | VANGUARD INDEX FDSvalue etf | $0 | – | -3,276 | – | -0.02% | – |
| GILD | Exit | GILEAD SCIENCES INC | $0 | – | -6,325 | – | -0.02% | – |
| VEA | Exit | VANGUARD TAX-MANAGED FDSvan ftse dev mkt | $0 | – | -15,871 | – | -0.03% | – |
| BUR | Exit | BURFORD CAP LTD | $0 | – | -83,303 | – | -0.03% | – |
| KOF | Exit | COCA-COLA FEMSA SAB DE CVsponsord adr rep | $0 | – | -14,328 | – | -0.04% | – |
| Exit | SHELL PLCspon ads | $0 | – | -17,282 | – | -0.04% | – | |
| HAIN | Exit | HAIN CELESTIAL GROUP INC | $0 | – | -58,969 | – | -0.05% | – |
| CRNC | Exit | CERENCE INC | $0 | – | -64,292 | – | -0.05% | – |
| OLED | Exit | UNIVERSAL DISPLAY CORP | $0 | – | -11,544 | – | -0.06% | – |
| PRFT | Exit | PERFICIENT INC | $0 | – | -17,348 | – | -0.06% | – |
| MAN | Exit | MANPOWERGROUP INC WIS | $0 | – | -20,282 | – | -0.07% | – |
| MDC | Exit | M D C HLDGS INC | $0 | – | -48,359 | – | -0.07% | – |
| ENV | Exit | ENVESTNET INC | $0 | – | -29,934 | – | -0.07% | – |
| JOUT | Exit | JOHNSON OUTDOORS INCcl a | $0 | – | -26,387 | – | -0.07% | – |
| ICUI | Exit | ICU MED INC | $0 | – | -9,123 | – | -0.07% | – |
| FTDR | Exit | FRONTDOOR INC | $0 | – | -68,016 | – | -0.07% | – |
| FAF | Exit | FIRST AMERN FINL CORP | $0 | – | -30,682 | – | -0.07% | – |
| HCSG | Exit | HEALTHCARE SVCS GROUP INC | $0 | – | -117,785 | – | -0.07% | – |
| MMI | Exit | MARCUS & MILLICHAP INC | $0 | – | -43,714 | – | -0.07% | – |
| FORR | Exit | FORRESTER RESH INC | $0 | – | -40,388 | – | -0.07% | – |
| DIOD | Exit | DIODES INC | $0 | – | -22,593 | – | -0.07% | – |
| MCRI | Exit | MONARCH CASINO & RESORT INC | $0 | – | -26,075 | – | -0.07% | – |
| USPH | Exit | U S PHYSICAL THERAPY | $0 | – | -19,655 | – | -0.08% | – |
| NUVA | Exit | NUVASIVE INC | $0 | – | -34,102 | – | -0.08% | – |
| BWXT | Exit | BWX TECHNOLOGIES INC | $0 | – | -29,962 | – | -0.08% | – |
| JRVR | Exit | JAMES RIV GROUP LTD | $0 | – | -67,336 | – | -0.08% | – |
| NTST | Exit | NETSTREIT CORP | $0 | – | -88,182 | – | -0.08% | – |
| PB | Exit | PROSPERITY BANCSHARES INC | $0 | – | -23,926 | – | -0.08% | – |
| CATY | Exit | CATHAY GEN BANCORP | $0 | – | -42,506 | – | -0.08% | – |
| UBSI | Exit | UNITED BANKSHARES INC WEST V | $0 | – | -46,548 | – | -0.08% | – |
| IJH | Exit | ISHARES TRcore s&p mcp etf | $0 | – | -7,725 | – | -0.08% | – |
| AVA | Exit | AVISTA CORP | $0 | – | -46,259 | – | -0.09% | – |
| AGG | Exit | ISHARES TRcore us aggbd et | $0 | – | -17,699 | – | -0.09% | – |
| ALG | Exit | ALAMO GROUP INC | $0 | – | -13,887 | – | -0.09% | – |
| AXS | Exit | AXIS CAP HLDGS LTD | $0 | – | -35,683 | – | -0.09% | – |
| INNV | Exit | INNOVAGE HLDG CORP | $0 | – | -304,970 | – | -0.09% | – |
| CBT | Exit | CABOT CORP | $0 | – | -27,944 | – | -0.09% | – |
| RMBS | Exit | RAMBUS INC DEL | $0 | – | -71,611 | – | -0.09% | – |
| PGTI | Exit | PGT INNOVATIONS INC | $0 | – | -86,897 | – | -0.09% | – |
| FWRD | Exit | FORWARD AIR CORP | $0 | – | -20,222 | – | -0.09% | – |
| UCBI | Exit | UNITED CMNTY BKS BLAIRSVLE G | $0 | – | -55,137 | – | -0.09% | – |
| AEIS | Exit | ADVANCED ENERGY INDS | $0 | – | -23,795 | – | -0.09% | – |
| RNR | Exit | RENAISSANCERE HLDGS LTD | $0 | – | -13,792 | – | -0.10% | – |
| HQY | Exit | HEALTHEQUITY INC | $0 | – | -29,828 | – | -0.10% | – |
| TCBI | Exit | TEXAS CAP BANCSHARES INC | $0 | – | -34,517 | – | -0.10% | – |
| IDA | Exit | IDACORP INC | $0 | – | -20,657 | – | -0.10% | – |
| ADUS | Exit | ADDUS HOMECARE CORP | $0 | – | -21,791 | – | -0.10% | – |
| HSTM | Exit | HEALTHSTREAM INC | $0 | – | -98,914 | – | -0.11% | – |
| NSP | Exit | INSPERITY INC | $0 | – | -21,123 | – | -0.11% | – |
| AGZ | Exit | ISHARES TRagency bond etf | $0 | – | -20,709 | – | -0.11% | – |
| WNS | Exit | WNS HLDGS LTDspon adr | $0 | – | -34,575 | – | -0.14% | – |
| QLTA | Exit | ISHARES TRa rate cp bd etf | $0 | – | -83,497 | – | -0.19% | – |
| AL | Exit | AIR LEASE CORPcl a | $0 | – | -143,568 | – | -0.22% | – |
| IWD | Exit | ISHARES TRrus 1000 val etf | $0 | – | -34,252 | – | -0.24% | – |
| ET | Exit | ENERGY TRANSFER L P | $0 | – | -452,230 | – | -0.25% | – |
| VFC | Exit | V F CORP | $0 | – | -179,972 | – | -0.27% | – |
| AMED | Exit | AMEDISYS INC | $0 | – | -61,629 | – | -0.30% | – |
| BURL | Exit | BURLINGTON STORES INC | $0 | – | -54,452 | – | -0.31% | – |
| TRGP | Exit | TARGA RES CORP | $0 | – | -104,341 | – | -0.32% | – |
| CRL | Exit | CHARLES RIV LABS INTL INC | $0 | – | -32,093 | – | -0.32% | – |
| WEX | Exit | WEX INC | $0 | – | -52,124 | – | -0.33% | – |
| EEFT | Exit | EURONET WORLDWIDE INC | $0 | – | -89,245 | – | -0.34% | – |
| SHY | Exit | ISHARES TR1 3 yr treas bd | $0 | – | -83,589 | – | -0.34% | – |
| IPGP | Exit | IPG PHOTONICS CORP | $0 | – | -84,942 | – | -0.36% | – |
| CBOE | Exit | CBOE GLOBAL MKTS INC | $0 | – | -62,331 | – | -0.37% | – |
| MAS | Exit | MASCO CORP | $0 | – | -159,738 | – | -0.38% | – |
| WSO | Exit | WATSCO INC | $0 | – | -29,183 | – | -0.38% | – |
| LECO | Exit | LINCOLN ELEC HLDGS INC | $0 | – | -59,899 | – | -0.38% | – |
| COLD | Exit | AMERICOLD REALTY TRUST INC | $0 | – | -310,742 | – | -0.38% | – |
| BLDR | Exit | BUILDERS FIRSTSOURCE INC | $0 | – | -129,942 | – | -0.39% | – |
| FNF | Exit | FIDELITY NATIONAL FINANCIAL | $0 | – | -212,530 | – | -0.39% | – |
| BRKR | Exit | BRUKER CORP | $0 | – | -146,688 | – | -0.39% | – |
| MMS | Exit | MAXIMUS INC | $0 | – | -135,253 | – | -0.39% | – |
| DLB | Exit | DOLBY LABORATORIES INC | $0 | – | -121,811 | – | -0.40% | – |
| MRCY | Exit | MERCURY SYS INC | $0 | – | -196,482 | – | -0.40% | – |
| MGY | Exit | MAGNOLIA OIL & GAS CORPcl a | $0 | – | -402,307 | – | -0.40% | – |
| NNN | Exit | NATIONAL RETAIL PROPERTIES I | $0 | – | -200,773 | – | -0.40% | – |
| DGX | Exit | QUEST DIAGNOSTICS INC | $0 | – | -65,646 | – | -0.41% | – |
| TTC | Exit | TORO CO | $0 | – | -93,653 | – | -0.41% | – |
| INCY | Exit | INCYTE CORP | $0 | – | -123,426 | – | -0.41% | – |
| WTRG | Exit | ESSENTIAL UTILS INC | $0 | – | -200,020 | – | -0.42% | – |
| LW | Exit | LAMB WESTON HLDGS INC | $0 | – | -107,417 | – | -0.42% | – |
| GNTX | Exit | GENTEX CORP | $0 | – | -349,401 | – | -0.42% | – |
| AFG | Exit | AMERICAN FINL GROUP INC OHIO | $0 | – | -67,889 | – | -0.42% | – |
| EXPD | Exit | EXPEDITORS INTL WASH INC | $0 | – | -95,687 | – | -0.43% | – |
| EWBC | Exit | EAST WEST BANCORP INC | $0 | – | -126,132 | – | -0.43% | – |
| ACGL | Exit | ARCH CAP GROUP LTDord | $0 | – | -191,545 | – | -0.44% | – |
| EXEL | Exit | EXELIXIS INC | $0 | – | -561,121 | – | -0.44% | – |
| BOKF | Exit | BOK FINL CORP | $0 | – | -100,604 | – | -0.45% | – |
| HUBB | Exit | HUBBELL INC | $0 | – | -40,176 | – | -0.45% | – |
| ATO | Exit | ATMOS ENERGY CORP | $0 | – | -90,774 | – | -0.47% | – |
| DOX | Exit | AMDOCS LTD | $0 | – | -117,857 | – | -0.47% | – |
| BAH | Exit | BOOZ ALLEN HAMILTON HLDG CORcl a | $0 | – | -122,794 | – | -0.57% | – |
| RGA | Exit | REINSURANCE GRP OF AMERICA I | $0 | – | -94,032 | – | -0.60% | – |
| EFA | Exit | ISHARES TRmsci eafe etf | $0 | – | -338,984 | – | -0.96% | – |
| SONY | Exit | SONY GROUP CORPORATIONsponsored adr | $0 | – | -348,746 | – | -1.13% | – |
| WELL | Exit | WELLTOWER INC | $0 | – | -388,583 | – | -1.26% | – |
| OKE | Exit | ONEOK INC NEW | $0 | – | -489,898 | – | -1.26% | – |
| NVS | Exit | NOVARTIS AGsponsored adr | $0 | – | -330,248 | – | -1.26% | – |
| ING | Exit | ING GROEP N.V.sponsored adr | $0 | – | -2,995,168 | – | -1.28% | – |
| DEO | Exit | DIAGEO PLCspon adr new | $0 | – | -152,754 | – | -1.31% | – |
| MRVL | Exit | MARVELL TECHNOLOGY INC | $0 | – | -612,281 | – | -1.32% | – |
| AEP | Exit | AMERICAN ELEC PWR CO INC | $0 | – | -308,669 | – | -1.34% | – |
| TSM | Exit | TAIWAN SEMICONDUCTOR MFG LTDsponsored ads | $0 | – | -390,553 | – | -1.35% | – |
| BCS | Exit | BARCLAYS PLCadr | $0 | – | -4,214,269 | – | -1.36% | – |
| AEM | Exit | AGNICO EAGLE MINES LTD | $0 | – | -655,746 | – | -1.40% | – |
| AXP | Exit | AMERICAN EXPRESS CO | $0 | – | -205,299 | – | -1.40% | – |
| AMAT | Exit | APPLIED MATLS INC | $0 | – | -339,841 | – | -1.40% | – |
| HUM | Exit | HUMANA INC | $0 | – | -59,629 | – | -1.46% | – |
| WMB | Exit | WILLIAMS COS INC | $0 | – | -1,019,320 | – | -1.47% | – |
| TJX | Exit | TJX COS INC NEW | $0 | – | -483,638 | – | -1.51% | – |
| ROK | Exit | ROCKWELL AUTOMATION INC | $0 | – | -140,747 | – | -1.53% | – |
| PFG | Exit | PRINCIPAL FINANCIAL GROUP IN | $0 | – | -422,468 | – | -1.54% | – |
| MDT | Exit | MEDTRONIC PLC | $0 | – | -381,908 | – | -1.55% | – |
| KKR | Exit | KKR & CO INC | $0 | – | -718,827 | – | -1.56% | – |
| SAP | Exit | SAP SEspon adr | $0 | – | -388,030 | – | -1.59% | – |
| CNC | Exit | CENTENE CORP DEL | $0 | – | -424,845 | – | -1.67% | – |
| CNI | Exit | CANADIAN NATL RY CO | $0 | – | -317,944 | – | -1.73% | – |
| TEL | Exit | TE CONNECTIVITY LTD | $0 | – | -313,358 | – | -1.74% | – |
| FISV | Exit | FISERV INC | $0 | – | -373,520 | – | -1.76% | – |
| SCHW | Exit | SCHWAB CHARLES CORP | $0 | – | -487,811 | – | -1.77% | – |
| UBER | Exit | UBER TECHNOLOGIES INC | $0 | – | -1,389,540 | – | -1.86% | – |
| FWONK | Exit | LIBERTY MEDIA CORP DEL | $0 | – | -629,430 | – | -1.86% | – |
| GS | Exit | GOLDMAN SACHS GROUP INC | $0 | – | -127,952 | – | -1.89% | – |
| AMZN | Exit | AMAZON COM INC | $0 | – | -340,563 | – | -1.94% | – |
| MA | Exit | MASTERCARD INCORPORATEDcl a | $0 | – | -138,341 | – | -1.98% | – |
| CB | Exit | CHUBB LIMITED | $0 | – | -217,816 | – | -2.00% | – |
| LHX | Exit | L3HARRIS TECHNOLOGIES INC | $0 | – | -195,120 | – | -2.04% | – |
| UPS | Exit | UNITED PARCEL SERVICE INCcl b | $0 | – | -254,198 | – | -2.07% | – |
| JPM | Exit | JPMORGAN CHASE & CO | $0 | – | -394,005 | – | -2.08% | – |
| UNP | Exit | UNION PAC CORP | $0 | – | -218,673 | – | -2.15% | – |
| SRE | Exit | SEMPRA | $0 | – | -287,349 | – | -2.17% | – |
| ICE | Exit | INTERCONTINENTAL EXCHANGE IN | $0 | – | -479,696 | – | -2.18% | – |
| SYY | Exit | SYSCO CORP | $0 | – | -614,075 | – | -2.19% | – |
| CL | Exit | COLGATE PALMOLIVE CO | $0 | – | -621,778 | – | -2.20% | – |
| GOOGL | Exit | ALPHABET INCcap stk cl a | $0 | – | -462,279 | – | -2.23% | – |
| STZ | Exit | CONSTELLATION BRANDS INCcl a | $0 | – | -193,934 | – | -2.24% | – |
| RTX | Exit | RAYTHEON TECHNOLOGIES CORP | $0 | – | -599,314 | – | -2.47% | – |
| MSI | Exit | MOTOROLA SOLUTIONS INC | $0 | – | -222,557 | – | -2.51% | – |
| CTVA | Exit | CORTEVA INC | $0 | – | -901,778 | – | -2.60% | – |
Q3 2022
| Value | Shares | ↓ Weighting | ||||||
|---|---|---|---|---|---|---|---|---|
| CTVA | Sell | CORTEVA INC | $51,537,000 | +3.7% | 901,778 | -1.7% | 2.60% | +17.4% |
| MSI | Sell | MOTOROLA SOLUTIONS INC | $49,846,000 | +4.2% | 222,557 | -2.5% | 2.51% | +18.0% |
| RTX | Buy | RAYTHEON TECHNOLOGIES CORP | $49,060,000 | -11.6% | 599,314 | +3.7% | 2.47% | 0.0% |
| STZ | Sell | CONSTELLATION BRANDS INCcl a | $44,543,000 | -11.4% | 193,934 | -10.1% | 2.24% | +0.3% |
| GOOGL | Buy | ALPHABET INCcap stk cl a | $44,217,000 | -31.2% | 462,279 | +1466.9% | 2.23% | -22.2% |
| CL | Sell | COLGATE PALMOLIVE CO | $43,680,000 | -13.0% | 621,778 | -0.7% | 2.20% | -1.5% |
| SYY | Buy | SYSCO CORP | $43,421,000 | -15.2% | 614,075 | +1.6% | 2.19% | -4.0% |
| ICE | Buy | INTERCONTINENTAL EXCHANGE IN | $43,341,000 | +8.3% | 479,696 | +12.7% | 2.18% | +22.6% |
| SRE | Sell | SEMPRA | $43,085,000 | -13.7% | 287,349 | -13.5% | 2.17% | -2.3% |
| UNP | Buy | UNION PAC CORP | $42,602,000 | -7.8% | 218,673 | +0.9% | 2.15% | +4.3% |
| JPM | Buy | JPMORGAN CHASE & CO | $41,174,000 | -6.6% | 394,005 | +0.6% | 2.08% | +5.7% |
| UPS | Sell | UNITED PARCEL SERVICE INCcl b | $41,063,000 | -11.6% | 254,198 | -0.1% | 2.07% | +0.1% |
| LHX | Buy | L3HARRIS TECHNOLOGIES INC | $40,552,000 | -13.7% | 195,120 | +0.3% | 2.04% | -2.3% |
| CB | Sell | CHUBB LIMITED | $39,616,000 | -7.9% | 217,816 | -0.5% | 2.00% | +4.2% |
| MA | Buy | MASTERCARD INCORPORATEDcl a | $39,336,000 | -6.6% | 138,341 | +3.6% | 1.98% | +5.7% |
| AMZN | Sell | AMAZON COM INC | $38,484,000 | -16.0% | 340,563 | -21.1% | 1.94% | -5.0% |
| GS | Buy | GOLDMAN SACHS GROUP INC | $37,496,000 | +13.3% | 127,952 | +14.8% | 1.89% | +28.2% |
| UBER | Sell | UBER TECHNOLOGIES INC | $36,823,000 | +17.4% | 1,389,540 | -9.3% | 1.86% | +33.0% |
| FWONK | Sell | LIBERTY MEDIA CORP DEL | $36,822,000 | -34.9% | 629,430 | -29.3% | 1.86% | -26.3% |
| SCHW | Buy | SCHWAB CHARLES CORP | $35,059,000 | +24.4% | 487,811 | +9.4% | 1.77% | +40.9% |
| FISV | Sell | FISERV INC | $34,950,000 | -21.7% | 373,520 | -25.5% | 1.76% | -11.4% |
| TEL | Buy | TE CONNECTIVITY LTD | $34,582,000 | +23.3% | 313,358 | +26.4% | 1.74% | +39.6% |
| CNI | Sell | CANADIAN NATL RY CO | $34,335,000 | -18.1% | 317,944 | -14.7% | 1.73% | -7.3% |
| CNC | Sell | CENTENE CORP DEL | $33,057,000 | -9.5% | 424,845 | -1.6% | 1.67% | +2.4% |
| SAP | Sell | SAP SEspon adr | $31,527,000 | -15.8% | 388,030 | -6.0% | 1.59% | -4.6% |
| KKR | Buy | KKR & CO INC | $30,910,000 | -2.4% | 718,827 | +5.1% | 1.56% | +10.6% |
| MDT | Buy | MEDTRONIC PLC | $30,839,000 | -5.2% | 381,908 | +5.4% | 1.55% | +7.3% |
| PFG | Buy | PRINCIPAL FINANCIAL GROUP IN | $30,481,000 | +8.2% | 422,468 | +0.2% | 1.54% | +22.5% |
| ROK | Buy | ROCKWELL AUTOMATION INC | $30,276,000 | +31.6% | 140,747 | +21.9% | 1.53% | +49.0% |
| TJX | Buy | TJX COS INC NEW | $30,044,000 | +12.0% | 483,638 | +0.7% | 1.51% | +26.8% |
| WMB | New | WILLIAMS COS INC | $29,183,000 | – | 1,019,320 | – | 1.47% | – |
| HUM | Sell | HUMANA INC | $28,931,000 | -36.9% | 59,629 | -39.1% | 1.46% | -28.6% |
| AMAT | Buy | APPLIED MATLS INC | $27,843,000 | -6.0% | 339,841 | +4.4% | 1.40% | +6.4% |
| AXP | Buy | AMERICAN EXPRESS CO | $27,697,000 | -2.6% | 205,299 | +0.1% | 1.40% | +10.4% |
| AEM | Sell | AGNICO EAGLE MINES LTD | $27,692,000 | -16.7% | 655,746 | -9.7% | 1.40% | -5.7% |
| BCS | Sell | BARCLAYS PLCadr | $26,971,000 | -18.6% | 4,214,269 | -3.3% | 1.36% | -7.9% |
| TSM | Sell | TAIWAN SEMICONDUCTOR MFG LTDsponsored ads | $26,776,000 | -27.0% | 390,553 | -12.9% | 1.35% | -17.3% |
| AEP | Buy | AMERICAN ELEC PWR CO INC | $26,684,000 | -9.7% | 308,669 | +0.3% | 1.34% | +2.3% |
| MRVL | Buy | MARVELL TECHNOLOGY INC | $26,273,000 | -0.9% | 612,281 | +0.6% | 1.32% | +12.2% |
| DEO | Sell | DIAGEO PLCspon adr new | $25,939,000 | -10.8% | 152,754 | -8.6% | 1.31% | +0.9% |
| ING | Sell | ING GROEP N.V.sponsored adr | $25,459,000 | -21.6% | 2,995,168 | -8.6% | 1.28% | -11.3% |
| OKE | Sell | ONEOK INC NEW | $25,102,000 | -34.1% | 489,898 | -28.7% | 1.26% | -25.5% |
| NVS | New | NOVARTIS AGsponsored adr | $25,102,000 | – | 330,248 | – | 1.26% | – |
| WELL | Buy | WELLTOWER INC | $24,994,000 | -11.5% | 388,583 | +13.3% | 1.26% | +0.2% |
| SONY | Sell | SONY GROUP CORPORATIONsponsored adr | $22,337,000 | -26.4% | 348,746 | -6.0% | 1.13% | -16.7% |
| EFA | Sell | ISHARES TRmsci eafe etf | $18,986,000 | -48.8% | 338,984 | -42.8% | 0.96% | -42.0% |
| RGA | Sell | REINSURANCE GRP OF AMERICA I | $11,830,000 | +6.8% | 94,032 | -0.5% | 0.60% | +20.9% |
| BAH | Sell | BOOZ ALLEN HAMILTON HLDG CORcl a | $11,340,000 | -1.1% | 122,794 | -3.2% | 0.57% | +12.0% |
| DOX | Sell | AMDOCS LTD | $9,364,000 | -4.8% | 117,857 | -0.2% | 0.47% | +7.8% |
| ATO | Sell | ATMOS ENERGY CORP | $9,245,000 | -9.4% | 90,774 | -0.2% | 0.47% | +2.6% |
| HUBB | Sell | HUBBELL INC | $8,959,000 | -1.4% | 40,176 | -21.0% | 0.45% | +11.6% |
| BOKF | Sell | BOK FINL CORP | $8,940,000 | +17.4% | 100,604 | -0.2% | 0.45% | +33.0% |
| EXEL | Sell | EXELIXIS INC | $8,798,000 | -24.9% | 561,121 | -0.3% | 0.44% | -15.1% |
| ACGL | Sell | ARCH CAP GROUP LTDord | $8,723,000 | -22.3% | 191,545 | -22.3% | 0.44% | -11.8% |
| EWBC | Buy | EAST WEST BANCORP INC | $8,469,000 | +3.6% | 126,132 | +0.0% | 0.43% | +17.3% |
| EXPD | Sell | EXPEDITORS INTL WASH INC | $8,450,000 | -9.7% | 95,687 | -0.4% | 0.43% | +2.2% |
| AFG | Sell | AMERICAN FINL GROUP INC OHIO | $8,346,000 | -11.5% | 67,889 | -0.1% | 0.42% | +0.2% |
| GNTX | Buy | GENTEX CORP | $8,330,000 | +33.1% | 349,401 | +56.2% | 0.42% | +50.5% |
| LW | Sell | LAMB WESTON HLDGS INC | $8,312,000 | -24.0% | 107,417 | -29.8% | 0.42% | -14.0% |
| WTRG | Sell | ESSENTIAL UTILS INC | $8,277,000 | -9.9% | 200,020 | -0.1% | 0.42% | +2.0% |
| INCY | Buy | INCYTE CORP | $8,225,000 | -12.1% | 123,426 | +0.2% | 0.41% | -0.5% |
| TTC | Buy | TORO CO | $8,099,000 | +14.1% | 93,653 | +0.0% | 0.41% | +29.1% |
| DGX | Sell | QUEST DIAGNOSTICS INC | $8,054,000 | -8.7% | 65,646 | -1.1% | 0.41% | +3.3% |
| NNN | Sell | NATIONAL RETAIL PROPERTIES I | $8,003,000 | -7.4% | 200,773 | -0.1% | 0.40% | +4.7% |
| MGY | Buy | MAGNOLIA OIL & GAS CORPcl a | $7,970,000 | +1.5% | 402,307 | +7.5% | 0.40% | +14.9% |
| MRCY | Sell | MERCURY SYS INC | $7,977,000 | -37.4% | 196,482 | -0.8% | 0.40% | -29.1% |
| DLB | Buy | DOLBY LABORATORIES INC | $7,936,000 | -8.1% | 121,811 | +0.9% | 0.40% | +3.9% |
| MMS | Buy | MAXIMUS INC | $7,827,000 | +10.4% | 135,253 | +19.2% | 0.39% | +24.7% |
| BRKR | New | BRUKER CORP | $7,783,000 | – | 146,688 | – | 0.39% | – |
| FNF | Buy | FIDELITY NATIONAL FINANCIAL | $7,694,000 | -1.9% | 212,530 | +0.1% | 0.39% | +11.2% |
| BLDR | Buy | BUILDERS FIRSTSOURCE INC | $7,656,000 | +9.8% | 129,942 | +0.1% | 0.39% | +24.5% |
| COLD | Sell | AMERICOLD REALTY TRUST INC | $7,644,000 | -18.9% | 310,742 | -1.0% | 0.38% | -8.3% |
| LECO | Sell | LINCOLN ELEC HLDGS INC | $7,531,000 | -15.3% | 59,899 | -16.9% | 0.38% | -4.0% |
| WSO | Sell | WATSCO INC | $7,513,000 | -12.5% | 29,183 | -18.8% | 0.38% | -0.8% |
| MAS | Sell | MASCO CORP | $7,458,000 | -7.9% | 159,738 | -0.2% | 0.38% | +4.2% |
| CBOE | Buy | CBOE GLOBAL MKTS INC | $7,316,000 | +3.7% | 62,331 | +0.0% | 0.37% | +17.5% |
| IPGP | Buy | IPG PHOTONICS CORP | $7,165,000 | +41.9% | 84,942 | +58.4% | 0.36% | +60.4% |
| SHY | Sell | ISHARES TR1 3 yr treas bd | $6,788,000 | -2.3% | 83,589 | -0.4% | 0.34% | +10.7% |
| EEFT | Buy | EURONET WORLDWIDE INC | $6,761,000 | -9.9% | 89,245 | +19.6% | 0.34% | +2.1% |
| WEX | Sell | WEX INC | $6,617,000 | -37.3% | 52,124 | -23.2% | 0.33% | -29.1% |
| CRL | Buy | CHARLES RIV LABS INTL INC | $6,316,000 | -5.2% | 32,093 | +3.0% | 0.32% | +7.1% |
| TRGP | New | TARGA RES CORP | $6,296,000 | – | 104,341 | – | 0.32% | – |
| BURL | Buy | BURLINGTON STORES INC | $6,093,000 | -16.1% | 54,452 | +2.2% | 0.31% | -5.0% |
| AMED | Buy | AMEDISYS INC | $5,965,000 | -3.2% | 61,629 | +5.1% | 0.30% | +9.9% |
| VFC | Buy | V F CORP | $5,383,000 | -12.5% | 179,972 | +29.2% | 0.27% | -1.1% |
| ET | New | ENERGY TRANSFER L P | $4,988,000 | – | 452,230 | – | 0.25% | – |
| IWD | Sell | ISHARES TRrus 1000 val etf | $4,658,000 | -78.7% | 34,252 | -77.3% | 0.24% | -75.9% |
| AL | Buy | AIR LEASE CORPcl a | $4,452,000 | -6.6% | 143,568 | +0.7% | 0.22% | +5.7% |
| QLTA | Sell | ISHARES TRa rate cp bd etf | $3,788,000 | -6.4% | 83,497 | -0.5% | 0.19% | +6.1% |
| WNS | Sell | WNS HLDGS LTDspon adr | $2,830,000 | -6.2% | 34,575 | -14.4% | 0.14% | +6.7% |
| NSP | Sell | INSPERITY INC | $2,156,000 | +1.1% | 21,123 | -1.1% | 0.11% | +14.7% |
| HSTM | Sell | HEALTHSTREAM INC | $2,103,000 | -4.3% | 98,914 | -2.3% | 0.11% | +8.2% |
| ADUS | Sell | ADDUS HOMECARE CORP | $2,075,000 | +13.1% | 21,791 | -1.1% | 0.10% | +28.0% |
| IDA | Sell | IDACORP INC | $2,045,000 | -7.5% | 20,657 | -1.1% | 0.10% | +5.1% |
| TCBI | Sell | TEXAS CAP BANCSHARES INC | $2,038,000 | +11.2% | 34,517 | -0.8% | 0.10% | +25.6% |
| HQY | Buy | HEALTHEQUITY INC | $2,004,000 | +39.7% | 29,828 | +27.7% | 0.10% | +57.8% |
| RNR | Sell | RENAISSANCERE HLDGS LTD | $1,936,000 | -14.6% | 13,792 | -4.9% | 0.10% | -3.0% |
| AEIS | Sell | ADVANCED ENERGY INDS | $1,842,000 | +5.1% | 23,795 | -0.9% | 0.09% | +19.2% |
| PGTI | Sell | PGT INNOVATIONS INC | $1,821,000 | +2.0% | 86,897 | -19.0% | 0.09% | +15.0% |
| FWRD | Sell | FORWARD AIR CORP | $1,825,000 | -2.9% | 20,222 | -1.0% | 0.09% | +9.5% |
| RMBS | Sell | RAMBUS INC DEL | $1,820,000 | +17.3% | 71,611 | -0.9% | 0.09% | +33.3% |
| UCBI | Sell | UNITED CMNTY BKS BLAIRSVLE G | $1,825,000 | +8.5% | 55,137 | -1.0% | 0.09% | +22.7% |
| INNV | Sell | INNOVAGE HLDG CORP | $1,793,000 | +33.0% | 304,970 | -0.9% | 0.09% | +50.0% |
| CBT | Sell | CABOT CORP | $1,785,000 | -0.9% | 27,944 | -1.1% | 0.09% | +12.5% |
| AXS | Sell | AXIS CAP HLDGS LTD | $1,754,000 | -84.1% | 35,683 | -81.5% | 0.09% | -82.1% |
| AVA | Buy | AVISTA CORP | $1,714,000 | -1.2% | 46,259 | +16.1% | 0.09% | +11.7% |
| ALG | Sell | ALAMO GROUP INC | $1,698,000 | +3.9% | 13,887 | -1.1% | 0.09% | +17.8% |
| IJH | Sell | ISHARES TRcore s&p mcp etf | $1,694,000 | -10.6% | 7,725 | -7.7% | 0.08% | +1.2% |
| UBSI | Sell | UNITED BANKSHARES INC WEST V | $1,664,000 | +0.8% | 46,548 | -1.1% | 0.08% | +15.1% |
| CATY | Sell | CATHAY GEN BANCORP | $1,635,000 | -2.7% | 42,506 | -1.0% | 0.08% | +9.3% |
| PB | Sell | PROSPERITY BANCSHARES INC | $1,595,000 | -3.5% | 23,926 | -1.1% | 0.08% | +8.1% |
| NTST | Sell | NETSTREIT CORP | $1,571,000 | -6.4% | 88,182 | -0.9% | 0.08% | +5.3% |
| JRVR | Sell | JAMES RIV GROUP LTD | $1,536,000 | -9.0% | 67,336 | -1.1% | 0.08% | +2.7% |
| BWXT | Sell | BWX TECHNOLOGIES INC | $1,509,000 | -38.0% | 29,962 | -32.2% | 0.08% | -29.6% |
| NUVA | Sell | NUVASIVE INC | $1,494,000 | -11.9% | 34,102 | -1.1% | 0.08% | 0.0% |
| USPH | Buy | U S PHYSICAL THERAPY | $1,494,000 | -17.0% | 19,655 | +19.3% | 0.08% | -6.2% |
| DIOD | Sell | DIODES INC | $1,467,000 | 0.0% | 22,593 | -0.6% | 0.07% | +13.8% |
| MCRI | Sell | MONARCH CASINO & RESORT INC | $1,464,000 | -5.0% | 26,075 | -0.8% | 0.07% | +7.2% |
| FORR | New | FORRESTER RESH INC | $1,454,000 | – | 40,388 | – | 0.07% | – |
| MMI | Sell | MARCUS & MILLICHAP INC | $1,433,000 | -12.5% | 43,714 | -1.3% | 0.07% | -1.4% |
| HCSG | Sell | HEALTHCARE SVCS GROUP INC | $1,424,000 | -31.4% | 117,785 | -1.2% | 0.07% | -21.7% |
| FAF | Sell | FIRST AMERN FINL CORP | $1,414,000 | -13.8% | 30,682 | -1.0% | 0.07% | -2.7% |
| FTDR | Sell | FRONTDOOR INC | $1,387,000 | -15.6% | 68,016 | -0.4% | 0.07% | -4.1% |
| ICUI | Sell | ICU MED INC | $1,374,000 | -10.5% | 9,123 | -2.4% | 0.07% | +1.5% |
| JOUT | New | JOHNSON OUTDOORS INCcl a | $1,354,000 | – | 26,387 | – | 0.07% | – |
| MDC | Buy | M D C HLDGS INC | $1,326,000 | -15.0% | 48,359 | +0.2% | 0.07% | -2.9% |
| ENV | Buy | ENVESTNET INC | $1,329,000 | -8.9% | 29,934 | +8.2% | 0.07% | +3.1% |
| MAN | Sell | MANPOWERGROUP INC WIS | $1,312,000 | -16.0% | 20,282 | -0.7% | 0.07% | -4.3% |
| PRFT | Buy | PERFICIENT INC | $1,128,000 | -11.9% | 17,348 | +24.1% | 0.06% | 0.0% |
| OLED | New | UNIVERSAL DISPLAY CORP | $1,089,000 | – | 11,544 | – | 0.06% | – |
| CRNC | Buy | CERENCE INC | $1,013,000 | -37.4% | 64,292 | +0.3% | 0.05% | -29.2% |
| HAIN | Sell | HAIN CELESTIAL GROUP INC | $995,000 | -29.2% | 58,969 | -0.4% | 0.05% | -20.6% |
| Buy | SHELL PLCspon ads | $860,000 | -0.9% | 17,282 | +4.1% | 0.04% | +10.3% | |
| KOF | Buy | COCA-COLA FEMSA SAB DE CVsponsord adr rep | $837,000 | +23.1% | 14,328 | +16.5% | 0.04% | +40.0% |
| BUR | Buy | BURFORD CAP LTD | $625,000 | +182.8% | 83,303 | +280.6% | 0.03% | +210.0% |
| VEA | Buy | VANGUARD TAX-MANAGED FDSvan ftse dev mkt | $577,000 | -1.5% | 15,871 | +10.5% | 0.03% | +11.5% |
| VTV | Sell | VANGUARD INDEX FDSvalue etf | $405,000 | -12.1% | 3,276 | -6.4% | 0.02% | -4.8% |
| GILD | Sell | GILEAD SCIENCES INC | $390,000 | -5.6% | 6,325 | -5.3% | 0.02% | +11.1% |
| ACWI | Sell | ISHARES TRmsci acwi etf | $265,000 | -66.7% | 3,400 | -64.1% | 0.01% | -62.9% |
| New | SMARTRENT INC | $30,000 | – | 13,109 | – | 0.00% | – | |
| CMRX | Exit | CHIMERIX INC | $0 | – | -10,004 | – | -0.00% | – |
| VEU | Exit | VANGUARD INTL EQUITY INDEX Fallwrld ex us | $0 | – | -4,153 | – | -0.01% | – |
| IVE | Exit | ISHARES TRs&p 500 val etf | $0 | – | -1,516 | – | -0.01% | – |
| ADI | Exit | ANALOG DEVICES INC | $0 | – | -1,400 | – | -0.01% | – |
| PHG | Exit | KONINKLIJKE PHILIPS N V | $0 | – | -18,744 | – | -0.02% | – |
| SNN | Exit | SMITH & NEPHEW PLCspdn adr new | $0 | – | -19,737 | – | -0.02% | – |
| RADA | Exit | RADA ELECTR INDS LTD | $0 | – | -157,811 | – | -0.06% | – |
| LNTH | Exit | LANTHEUS HLDGS INC | $0 | – | -25,032 | – | -0.07% | – |
| EAF | Exit | GRAFTECH INTL LTD | $0 | – | -942,614 | – | -0.30% | – |
| VICI | Exit | VICI PPTYS INC | $0 | – | -285,436 | – | -0.38% | – |
| FMS | Exit | FRESENIUS MED CARE AG&CO KGAsponsored adr | $0 | – | -1,052,401 | – | -1.17% | – |
| VZ | Exit | VERIZON COMMUNICATIONS INC | $0 | – | -995,086 | – | -2.25% | – |
Q2 2022
| Value | Shares | ↓ Weighting | ||||||
|---|---|---|---|---|---|---|---|---|
| GOOGL | New | ALPHABET INCcap stk cl a | $64,295,000 | – | 29,503 | – | 2.86% | – |
| FWONK | New | LIBERTY MEDIA CORP DEL | $56,540,000 | – | 890,817 | – | 2.52% | – |
| RTX | New | RAYTHEON TECHNOLOGIES CORP | $55,525,000 | – | 577,726 | – | 2.47% | – |
| SYY | New | SYSCO CORP | $51,202,000 | – | 604,439 | – | 2.28% | – |
| VZ | New | VERIZON COMMUNICATIONS INC | $50,501,000 | – | 995,086 | – | 2.25% | – |
| STZ | New | CONSTELLATION BRANDS INCcl a | $50,277,000 | – | 215,726 | – | 2.24% | – |
| CL | New | COLGATE PALMOLIVE CO | $50,187,000 | – | 626,241 | – | 2.23% | – |
| SRE | New | SEMPRA | $49,909,000 | – | 332,130 | – | 2.22% | – |
| CTVA | New | CORTEVA INC | $49,687,000 | – | 917,754 | – | 2.21% | – |
| MSI | New | MOTOROLA SOLUTIONS INC | $47,820,000 | – | 228,151 | – | 2.13% | – |
| LHX | New | L3HARRIS TECHNOLOGIES INC | $46,999,000 | – | 194,453 | – | 2.09% | – |
| UPS | New | UNITED PARCEL SERVICE INCcl b | $46,427,000 | – | 254,340 | – | 2.07% | – |
| UNP | New | UNION PAC CORP | $46,226,000 | – | 216,740 | – | 2.06% | – |
| HUM | New | HUMANA INC | $45,863,000 | – | 97,984 | – | 2.04% | – |
| AMZN | New | AMAZON COM INC | $45,832,000 | – | 431,526 | – | 2.04% | – |
| FISV | New | FISERV INC | $44,624,000 | – | 501,560 | – | 1.99% | – |
| JPM | New | JPMORGAN CHASE & CO | $44,090,000 | – | 391,528 | – | 1.96% | – |
| CB | New | CHUBB LIMITED | $43,037,000 | – | 218,928 | – | 1.92% | – |
| MA | New | MASTERCARD INCORPORATEDcl a | $42,119,000 | – | 133,509 | – | 1.88% | – |
| CNI | New | CANADIAN NATL RY CO | $41,914,000 | – | 372,668 | – | 1.87% | – |
| ICE | New | INTERCONTINENTAL EXCHANGE IN | $40,015,000 | – | 425,508 | – | 1.78% | – |
| OKE | New | ONEOK INC NEW | $38,113,000 | – | 686,719 | – | 1.70% | – |
| SAP | New | SAP SEspon adr | $37,433,000 | – | 412,617 | – | 1.67% | – |
| EFA | New | ISHARES TRmsci eafe etf | $37,060,000 | – | 593,050 | – | 1.65% | – |
| TSM | New | TAIWAN SEMICONDUCTOR MFG LTDsponsored ads | $36,658,000 | – | 448,420 | – | 1.63% | – |
| CNC | New | CENTENE CORP DEL | $36,543,000 | – | 431,899 | – | 1.63% | – |
| AEM | New | AGNICO EAGLE MINES LTD | $33,247,000 | – | 726,553 | – | 1.48% | – |
| BCS | New | BARCLAYS PLCadr | $33,124,000 | – | 4,358,379 | – | 1.48% | – |
| GS | New | GOLDMAN SACHS GROUP INC | $33,105,000 | – | 111,456 | – | 1.47% | – |
| MDT | New | MEDTRONIC PLC | $32,531,000 | – | 362,459 | – | 1.45% | – |
| ING | New | ING GROEP N.V.sponsored adr | $32,492,000 | – | 3,275,409 | – | 1.45% | – |
| KKR | New | KKR & CO INC | $31,660,000 | – | 683,943 | – | 1.41% | – |
| UBER | New | UBER TECHNOLOGIES INC | $31,353,000 | – | 1,532,394 | – | 1.40% | – |
| SONY | New | SONY GROUP CORPORATIONsponsored adr | $30,343,000 | – | 371,075 | – | 1.35% | – |
| AMAT | New | APPLIED MATLS INC | $29,618,000 | – | 325,549 | – | 1.32% | – |
| AEP | New | AMERICAN ELEC PWR CO INC | $29,537,000 | – | 307,871 | – | 1.32% | – |
| DEO | New | DIAGEO PLCspon adr new | $29,088,000 | – | 167,057 | – | 1.30% | – |
| AXP | New | AMERICAN EXPRESS CO | $28,423,000 | – | 205,043 | – | 1.26% | – |
| WELL | New | WELLTOWER INC | $28,234,000 | – | 342,857 | – | 1.26% | – |
| SCHW | New | SCHWAB CHARLES CORP | $28,176,000 | – | 445,956 | – | 1.25% | – |
| PFG | New | PRINCIPAL FINANCIAL GROUP IN | $28,165,000 | – | 421,702 | – | 1.25% | – |
| TEL | New | TE CONNECTIVITY LTD | $28,051,000 | – | 247,910 | – | 1.25% | – |
| TJX | New | TJX COS INC NEW | $26,823,000 | – | 480,266 | – | 1.19% | – |
| MRVL | New | MARVELL TECHNOLOGY INC | $26,504,000 | – | 608,858 | – | 1.18% | – |
| FMS | New | FRESENIUS MED CARE AG&CO KGAsponsored adr | $26,247,000 | – | 1,052,401 | – | 1.17% | – |
| ROK | New | ROCKWELL AUTOMATION INC | $23,012,000 | – | 115,458 | – | 1.02% | – |
| IWD | New | ISHARES TRrus 1000 val etf | $21,898,000 | – | 151,051 | – | 0.98% | – |
| MRCY | New | MERCURY SYS INC | $12,737,000 | – | 197,988 | – | 0.57% | – |
| EXEL | New | EXELIXIS INC | $11,722,000 | – | 562,993 | – | 0.52% | – |
| BAH | New | BOOZ ALLEN HAMILTON HLDG CORcl a | $11,465,000 | – | 126,882 | – | 0.51% | – |
| ACGL | New | ARCH CAP GROUP LTDord | $11,220,000 | – | 246,647 | – | 0.50% | – |
| RGA | New | REINSURANCE GRP OF AMERICA I | $11,079,000 | – | 94,462 | – | 0.49% | – |
| AXS | New | AXIS CAP HLDGS LTD | $11,032,000 | – | 193,247 | – | 0.49% | – |
| LW | New | LAMB WESTON HLDGS INC | $10,935,000 | – | 153,023 | – | 0.49% | – |
| WEX | New | WEX INC | $10,557,000 | – | 67,867 | – | 0.47% | – |
| ATO | New | ATMOS ENERGY CORP | $10,199,000 | – | 90,980 | – | 0.45% | – |
| DOX | New | AMDOCS LTD | $9,840,000 | – | 118,116 | – | 0.44% | – |
| COLD | New | AMERICOLD REALTY TRUST INC | $9,424,000 | – | 313,730 | – | 0.42% | – |
| AFG | New | AMERICAN FINL GROUP INC OHIO | $9,431,000 | – | 67,941 | – | 0.42% | – |
| EXPD | New | EXPEDITORS INTL WASH INC | $9,360,000 | – | 96,038 | – | 0.42% | – |
| INCY | New | INCYTE CORP | $9,354,000 | – | 123,125 | – | 0.42% | – |
| WTRG | New | ESSENTIAL UTILS INC | $9,182,000 | – | 200,257 | – | 0.41% | – |
| HUBB | New | HUBBELL INC | $9,084,000 | – | 50,868 | – | 0.40% | – |
| LECO | New | LINCOLN ELEC HLDGS INC | $8,891,000 | – | 72,076 | – | 0.40% | – |
| DGX | New | QUEST DIAGNOSTICS INC | $8,822,000 | – | 66,343 | – | 0.39% | – |
| DLB | New | DOLBY LABORATORIES INC | $8,639,000 | – | 120,721 | – | 0.38% | – |
| NNN | New | NATIONAL RETAIL PROPERTIES I | $8,640,000 | – | 200,936 | – | 0.38% | – |
| WSO | New | WATSCO INC | $8,586,000 | – | 35,950 | – | 0.38% | – |
| VICI | New | VICI PPTYS INC | $8,503,000 | – | 285,436 | – | 0.38% | – |
| EWBC | New | EAST WEST BANCORP INC | $8,173,000 | – | 126,123 | – | 0.36% | – |
| MAS | New | MASCO CORP | $8,100,000 | – | 160,080 | – | 0.36% | – |
| MGY | New | MAGNOLIA OIL & GAS CORPcl a | $7,853,000 | – | 374,142 | – | 0.35% | – |
| FNF | New | FIDELITY NATIONAL FINANCIAL | $7,846,000 | – | 212,292 | – | 0.35% | – |
| BOKF | New | BOK FINL CORP | $7,617,000 | – | 100,777 | – | 0.34% | – |
| EEFT | New | EURONET WORLDWIDE INC | $7,506,000 | – | 74,619 | – | 0.33% | – |
| BURL | New | BURLINGTON STORES INC | $7,258,000 | – | 53,281 | – | 0.32% | – |
| TTC | New | TORO CO | $7,098,000 | – | 93,648 | – | 0.32% | – |
| MMS | New | MAXIMUS INC | $7,091,000 | – | 113,433 | – | 0.32% | – |
| CBOE | New | CBOE GLOBAL MKTS INC | $7,052,000 | – | 62,302 | – | 0.31% | – |
| BLDR | New | BUILDERS FIRSTSOURCE INC | $6,973,000 | – | 129,844 | – | 0.31% | – |
| SHY | New | ISHARES TR1 3 yr treas bd | $6,949,000 | – | 83,932 | – | 0.31% | – |
| EAF | New | GRAFTECH INTL LTD | $6,664,000 | – | 942,614 | – | 0.30% | – |
| CRL | New | CHARLES RIV LABS INTL INC | $6,664,000 | – | 31,145 | – | 0.30% | – |
| GNTX | New | GENTEX CORP | $6,257,000 | – | 223,697 | – | 0.28% | – |
| AMED | New | AMEDISYS INC | $6,165,000 | – | 58,643 | – | 0.27% | – |
| VFC | New | V F CORP | $6,151,000 | – | 139,254 | – | 0.27% | – |
| IPGP | New | IPG PHOTONICS CORP | $5,049,000 | – | 53,639 | – | 0.22% | – |
| AL | New | AIR LEASE CORPcl a | $4,766,000 | – | 142,568 | – | 0.21% | – |
| QLTA | New | ISHARES TRa rate cp bd etf | $4,049,000 | – | 83,877 | – | 0.18% | – |
| WNS | New | WNS HLDGS LTDspon adr | $3,016,000 | – | 40,402 | – | 0.13% | – |
| BWXT | New | BWX TECHNOLOGIES INC | $2,433,000 | – | 44,162 | – | 0.11% | – |
| AGZ | New | ISHARES TRagency bond etf | $2,278,000 | – | 20,709 | – | 0.10% | – |
| RNR | New | RENAISSANCERE HLDGS LTD | $2,268,000 | – | 14,502 | – | 0.10% | – |
| HSTM | New | HEALTHSTREAM INC | $2,198,000 | – | 101,247 | – | 0.10% | – |
| IDA | New | IDACORP INC | $2,212,000 | – | 20,880 | – | 0.10% | – |
| NSP | New | INSPERITY INC | $2,132,000 | – | 21,357 | – | 0.10% | – |
| HCSG | New | HEALTHCARE SVCS GROUP INC | $2,076,000 | – | 119,241 | – | 0.09% | – |
| IJH | New | ISHARES TRcore s&p mcp etf | $1,894,000 | – | 8,371 | – | 0.08% | – |
| FWRD | New | FORWARD AIR CORP | $1,879,000 | – | 20,432 | – | 0.08% | – |
| TCBI | New | TEXAS CAP BANCSHARES INC | $1,832,000 | – | 34,806 | – | 0.08% | – |
| ADUS | New | ADDUS HOMECARE CORP | $1,835,000 | – | 22,029 | – | 0.08% | – |
| CBT | New | CABOT CORP | $1,802,000 | – | 28,251 | – | 0.08% | – |
| AGG | New | ISHARES TRcore us aggbd et | $1,800,000 | – | 17,699 | – | 0.08% | – |
| PGTI | New | PGT INNOVATIONS INC | $1,786,000 | – | 107,318 | – | 0.08% | – |
| USPH | New | U S PHYSICAL THERAPY | $1,799,000 | – | 16,476 | – | 0.08% | – |
| AEIS | New | ADVANCED ENERGY INDS | $1,753,000 | – | 24,022 | – | 0.08% | – |
| AVA | New | AVISTA CORP | $1,734,000 | – | 39,852 | – | 0.08% | – |
| JRVR | New | JAMES RIV GROUP LTD | $1,688,000 | – | 68,107 | – | 0.08% | – |
| NTST | New | NETSTREIT CORP | $1,679,000 | – | 89,003 | – | 0.08% | – |
| NUVA | New | NUVASIVE INC | $1,695,000 | – | 34,484 | – | 0.08% | – |
| CATY | New | CATHAY GEN BANCORP | $1,681,000 | – | 42,950 | – | 0.08% | – |
| UCBI | New | UNITED CMNTY BKS BLAIRSVLE G | $1,682,000 | – | 55,714 | – | 0.08% | – |
| LNTH | New | LANTHEUS HLDGS INC | $1,653,000 | – | 25,032 | – | 0.07% | – |
| PB | New | PROSPERITY BANCSHARES INC | $1,652,000 | – | 24,202 | – | 0.07% | – |
| FAF | New | FIRST AMERN FINL CORP | $1,640,000 | – | 30,989 | – | 0.07% | – |
| ALG | New | ALAMO GROUP INC | $1,635,000 | – | 14,046 | – | 0.07% | – |
| UBSI | New | UNITED BANKSHARES INC WEST V | $1,651,000 | – | 47,076 | – | 0.07% | – |
| MMI | New | MARCUS & MILLICHAP INC | $1,638,000 | – | 44,284 | – | 0.07% | – |
| FTDR | New | FRONTDOOR INC | $1,644,000 | – | 68,292 | – | 0.07% | – |
| CRNC | New | CERENCE INC | $1,617,000 | – | 64,086 | – | 0.07% | – |
| RMBS | New | RAMBUS INC DEL | $1,552,000 | – | 72,235 | – | 0.07% | – |
| MCRI | New | MONARCH CASINO & RESORT INC | $1,541,000 | – | 26,274 | – | 0.07% | – |
| MDC | New | M D C HLDGS INC | $1,560,000 | – | 48,268 | – | 0.07% | – |
| MAN | New | MANPOWERGROUP INC WIS | $1,561,000 | – | 20,427 | – | 0.07% | – |
| ICUI | New | ICU MED INC | $1,536,000 | – | 9,346 | – | 0.07% | – |
| DIOD | New | DIODES INC | $1,467,000 | – | 22,718 | – | 0.06% | – |
| ENV | New | ENVESTNET INC | $1,459,000 | – | 27,653 | – | 0.06% | – |
| RADA | New | RADA ELECTR INDS LTD | $1,458,000 | – | 157,811 | – | 0.06% | – |
| HQY | New | HEALTHEQUITY INC | $1,434,000 | – | 23,361 | – | 0.06% | – |
| HAIN | New | HAIN CELESTIAL GROUP INC | $1,406,000 | – | 59,219 | – | 0.06% | – |
| INNV | New | INNOVAGE HLDG CORP | $1,348,000 | – | 307,694 | – | 0.06% | – |
| PRFT | New | PERFICIENT INC | $1,281,000 | – | 13,975 | – | 0.06% | – |
| New | SHELL PLCspon ads | $868,000 | – | 16,607 | – | 0.04% | – | |
| ACWI | New | ISHARES TRmsci acwi etf | $795,000 | – | 9,480 | – | 0.04% | – |
| KOF | New | COCA-COLA FEMSA SAB DE CVsponsord adr rep | $680,000 | – | 12,299 | – | 0.03% | – |
| VEA | New | VANGUARD TAX-MANAGED INTL FDvan ftse dev mkt | $586,000 | – | 14,362 | – | 0.03% | – |
| SNN | New | SMITH & NEPHEW PLCspdn adr new | $551,000 | – | 19,737 | – | 0.02% | – |
| VTV | New | VANGUARD INDEX FDSvalue etf | $461,000 | – | 3,499 | – | 0.02% | – |
| PHG | New | KONINKLIJKE PHILIPS N V | $404,000 | – | 18,744 | – | 0.02% | – |
| GILD | New | GILEAD SCIENCES INC | $413,000 | – | 6,678 | – | 0.02% | – |
| FIS | New | FIDELITY NATL INFORMATION SV | $321,000 | – | 3,500 | – | 0.01% | – |
| BUR | New | BURFORD CAP LTD | $221,000 | – | 21,888 | – | 0.01% | – |
| IVE | New | ISHARES TRs&p 500 val etf | $208,000 | – | 1,516 | – | 0.01% | – |
| ADI | New | ANALOG DEVICES INC | $205,000 | – | 1,400 | – | 0.01% | – |
| VEU | New | VANGUARD INTL EQUITY INDEX Fallwrld ex us | $207,000 | – | 4,153 | – | 0.01% | – |
| CMRX | New | CHIMERIX INC | $21,000 | – | 10,004 | – | 0.00% | – |
Q4 2021
| Value | Shares | ↓ Weighting | ||||||
|---|---|---|---|---|---|---|---|---|
| ADI | Exit | ANALOG DEVICES INC | $0 | – | -1,400 | – | -0.01% | – |
| SWK | Exit | STANLEY BLACK & DECKER INC | $0 | – | -1,325 | – | -0.01% | – |
| ACWI | Exit | ISHARES TRmsci acwi etf | $0 | – | -2,396 | – | -0.01% | – |
| GILD | Exit | GILEAD SCIENCES INC | $0 | – | -3,703 | – | -0.01% | – |
| INVH | Exit | INVITATION HOMES INC | $0 | – | -9,653 | – | -0.01% | – |
| MRK | Exit | MERCK & CO INC | $0 | – | -4,963 | – | -0.01% | – |
| CMRX | Exit | CHIMERIX INC | $0 | – | -176,606 | – | -0.04% | – |
| INNV | Exit | INNOVAGE HLDG CORP | $0 | – | -198,642 | – | -0.04% | – |
| RADA | Exit | RADA ELECTR INDS LTD | $0 | – | -132,549 | – | -0.05% | – |
| EBS | Exit | EMERGENT BIOSOLUTIONS INC | $0 | – | -39,633 | – | -0.07% | – |
| HCSG | Exit | HEALTHCARE SVCS GROUP INC | $0 | – | -87,223 | – | -0.08% | – |
| AGG | Exit | ISHARES TRcore us aggbd et | $0 | – | -19,199 | – | -0.08% | – |
| CGNT | Exit | COGNYTE SOFTWARE LTD | $0 | – | -113,880 | – | -0.08% | – |
| PSN | Exit | PARSONS CORP DEL | $0 | – | -70,749 | – | -0.08% | – |
| CSII | Exit | CARDIOVASCULAR SYS INC DEL | $0 | – | -73,552 | – | -0.08% | – |
| NTST | Exit | NETSTREIT CORP | $0 | – | -103,414 | – | -0.08% | – |
| AGZ | Exit | ISHARES TRagency bond etf | $0 | – | -20,895 | – | -0.08% | – |
| PGTI | Exit | PGT INNOVATIONS INC | $0 | – | -132,779 | – | -0.09% | – |
| MAN | Exit | MANPOWERGROUP INC WIS | $0 | – | -23,891 | – | -0.09% | – |
| RMBS | Exit | RAMBUS INC DEL | $0 | – | -117,694 | – | -0.09% | – |
| AEIS | Exit | ADVANCED ENERGY INDS | $0 | – | -30,033 | – | -0.09% | – |
| ICUI | Exit | ICU MED INC | $0 | – | -11,399 | – | -0.09% | – |
| KOF | Exit | COCA-COLA FEMSA SAB DE CVsponsord adr rep | $0 | – | -48,485 | – | -0.09% | – |
| AEO | Exit | AMERICAN EAGLE OUTFITTERS IN | $0 | – | -105,202 | – | -0.09% | – |
| RNR | Exit | RENAISSANCERE HLDGS LTD | $0 | – | -19,707 | – | -0.09% | – |
| APR | Exit | APRIA INC | $0 | – | -73,827 | – | -0.09% | – |
| FWRD | Exit | FORWARD AIR CORP | $0 | – | -32,884 | – | -0.09% | – |
| CBT | Exit | CABOT CORP | $0 | – | -54,997 | – | -0.09% | – |
| BWXT | Exit | BWX TECHNOLOGIES INC | $0 | – | -51,858 | – | -0.10% | – |
| NUVA | Exit | NUVASIVE INC | $0 | – | -47,328 | – | -0.10% | – |
| EPAY | Exit | BOTTOMLINE TECH DEL INC | $0 | – | -72,059 | – | -0.10% | – |
| NSP | Exit | INSPERITY INC | $0 | – | -25,710 | – | -0.10% | – |
| TCBI | Exit | TEXAS CAP BANCSHARES INC | $0 | – | -48,157 | – | -0.10% | – |
| MMI | Exit | MARCUS & MILLICHAP INC | $0 | – | -70,951 | – | -0.10% | – |
| DESP | Exit | DESPEGAR COM CORP | $0 | – | -241,814 | – | -0.10% | – |
| COHU | Exit | COHU INC | $0 | – | -91,298 | – | -0.10% | – |
| NVEE | Exit | NV5 GLOBAL INC | $0 | – | -29,478 | – | -0.10% | – |
| ENV | Exit | ENVESTNET INC | $0 | – | -36,688 | – | -0.10% | – |
| CATY | Exit | CATHAY GEN BANCORP | $0 | – | -71,533 | – | -0.10% | – |
| IJH | Exit | ISHARES TRcore s&p mcp etf | $0 | – | -11,321 | – | -0.10% | – |
| PB | Exit | PROSPERITY BANCSHARES INC | $0 | – | -42,436 | – | -0.10% | – |
| UBSI | Exit | UNITED BANKSHARES INC WEST V | $0 | – | -82,369 | – | -0.10% | – |
| HAIN | Exit | HAIN CELESTIAL GROUP INC | $0 | – | -70,866 | – | -0.10% | – |
| JRVR | Exit | JAMES RIV GROUP LTD | $0 | – | -81,401 | – | -0.10% | – |
| MCRI | Exit | MONARCH CASINO & RESORT INC | $0 | – | -46,057 | – | -0.11% | – |
| PRFT | Exit | PERFICIENT INC | $0 | – | -26,965 | – | -0.11% | – |
| WNS | Exit | WNS HLDGS LTDspon adr | $0 | – | -38,219 | – | -0.11% | – |
| UCBI | Exit | UNITED CMNTY BKS BLAIRSVLE G | $0 | – | -95,382 | – | -0.11% | – |
| HRMY | Exit | HARMONY BIOSCIENCES HLDGS IN | $0 | – | -82,222 | – | -0.11% | – |
| IDA | Exit | IDACORP INC | $0 | – | -30,619 | – | -0.11% | – |
| HA | Exit | HAWAIIAN HOLDINGS INC | $0 | – | -149,560 | – | -0.11% | – |
| DIOD | Exit | DIODES INC | $0 | – | -36,731 | – | -0.11% | – |
| FAF | Exit | FIRST AMERN FINL CORP | $0 | – | -49,558 | – | -0.11% | – |
| ING | Exit | ING GROEP N.V.sponsored adr | $0 | – | -306,850 | – | -0.15% | – |
| QLTA | Exit | ISHARES TRa rate cp bd etf | $0 | – | -86,175 | – | -0.17% | – |
| AL | Exit | AIR LEASE CORPcl a | $0 | – | -131,060 | – | -0.18% | – |
| SHY | Exit | ISHARES TR1 3 yr treas bd | $0 | – | -87,838 | – | -0.26% | – |
| IPGP | Exit | IPG PHOTONICS CORP | $0 | – | -50,651 | – | -0.28% | – |
| DLB | Exit | DOLBY LABORATORIES INC | $0 | – | -91,736 | – | -0.28% | – |
| TTC | Exit | TORO CO | $0 | – | -83,368 | – | -0.28% | – |
| ATO | Exit | ATMOS ENERGY CORP | $0 | – | -94,817 | – | -0.29% | – |
| WEX | Exit | WEX INC | $0 | – | -47,521 | – | -0.29% | – |
| EEFT | Exit | EURONET WORLDWIDE INC | $0 | – | -66,568 | – | -0.29% | – |
| LW | Exit | LAMB WESTON HLDGS INC | $0 | – | -138,583 | – | -0.29% | – |
| QRVO | Exit | QORVO INC | $0 | – | -52,638 | – | -0.30% | – |
| MMS | Exit | MAXIMUS INC | $0 | – | -106,141 | – | -0.30% | – |
| AFG | Exit | AMERICAN FINL GROUP INC OHIO | $0 | – | -70,688 | – | -0.30% | – |
| NNN | Exit | NATIONAL RETAIL PROPERTIES I | $0 | – | -206,646 | – | -0.31% | – |
| FHN | Exit | FIRST HORIZON CORPORATION | $0 | – | -554,047 | – | -0.31% | – |
| DOX | Exit | AMDOCS LTD | $0 | – | -122,684 | – | -0.32% | – |
| ON | Exit | ON SEMICONDUCTOR CORP | $0 | – | -204,628 | – | -0.32% | – |
| BOKF | Exit | BOK FINL CORP | $0 | – | -105,126 | – | -0.32% | – |
| STE | Exit | STERIS PLC | $0 | – | -46,044 | – | -0.32% | – |
| VNT | Exit | VONTIER CORPORATION | $0 | – | -279,369 | – | -0.32% | – |
| WTRG | Exit | ESSENTIAL UTILS INC | $0 | – | -208,151 | – | -0.33% | – |
| LECO | Exit | LINCOLN ELEC HLDGS INC | $0 | – | -74,838 | – | -0.33% | – |
| LDOS | Exit | LEIDOS HOLDINGS INC | $0 | – | -100,640 | – | -0.33% | – |
| BLDR | Exit | BUILDERS FIRSTSOURCE INC | $0 | – | -186,938 | – | -0.33% | – |
| VICI | Exit | VICI PPTYS INC | $0 | – | -341,881 | – | -0.33% | – |
| HUBB | Exit | HUBBELL INC | $0 | – | -53,947 | – | -0.33% | – |
| ACGL | Exit | ARCH CAP GROUP LTDord | $0 | – | -258,928 | – | -0.34% | – |
| EXPD | Exit | EXPEDITORS INTL WASH INC | $0 | – | -85,938 | – | -0.35% | – |
| EWBC | Exit | EAST WEST BANCORP INC | $0 | – | -132,451 | – | -0.35% | – |
| FNF | Exit | FIDELITY NATIONAL FINANCIAL | $0 | – | -231,191 | – | -0.36% | – |
| MRCY | Exit | MERCURY SYS INC | $0 | – | -220,956 | – | -0.36% | – |
| BBBY | Exit | BED BATH & BEYOND INC | $0 | – | -620,314 | – | -0.37% | – |
| SBNY | Exit | SIGNATURE BK NEW YORK N Y | $0 | – | -39,370 | – | -0.37% | – |
| BURL | Exit | BURLINGTON STORES INC | $0 | – | -37,744 | – | -0.37% | – |
| AXS | Exit | AXIS CAP HLDGS LTD | $0 | – | -242,287 | – | -0.38% | – |
| ULTA | Exit | ULTA BEAUTY INC | $0 | – | -32,604 | – | -0.40% | – |
| RGA | Exit | REINSURANCE GRP OF AMERICA I | $0 | – | -108,949 | – | -0.42% | – |
| IWD | Exit | ISHARES TRrus 1000 val etf | $0 | – | -79,412 | – | -0.43% | – |
| EXEL | Exit | EXELIXIS INC | $0 | – | -617,306 | – | -0.45% | – |
| EAF | Exit | GRAFTECH INTL LTD | $0 | – | -1,471,000 | – | -0.52% | – |
| INCY | Exit | INCYTE CORP | $0 | – | -344,231 | – | -0.81% | – |
| EFA | Exit | ISHARES TRmsci eafe etf | $0 | – | -339,238 | – | -0.91% | – |
| PENN | Exit | PENN NATL GAMING INC | $0 | – | -448,082 | – | -1.11% | – |
| TJX | Exit | TJX COS INC NEW | $0 | – | -497,877 | – | -1.12% | – |
| KKR | Exit | KKR & CO INC | $0 | – | -542,343 | – | -1.13% | – |
| GPS | Exit | GAP INC | $0 | – | -1,467,592 | – | -1.14% | – |
| TEL | Exit | TE CONNECTIVITY LTD | $0 | – | -245,773 | – | -1.16% | – |
| LUV | Exit | SOUTHWEST AIRLS CO | $0 | – | -659,913 | – | -1.16% | – |
| MA | Exit | MASTERCARD INCORPORATEDcl a | $0 | – | -97,832 | – | -1.16% | – |
| WELL | Exit | WELLTOWER INC | $0 | – | -413,607 | – | -1.17% | – |
| SWKS | Exit | SKYWORKS SOLUTIONS INC | $0 | – | -208,888 | – | -1.18% | – |
| BAX | Exit | BAXTER INTL INC | $0 | – | -436,180 | – | -1.20% | – |
| MDT | Exit | MEDTRONIC PLC | $0 | – | -286,393 | – | -1.23% | – |
| AXP | Exit | AMERICAN EXPRESS CO | $0 | – | -226,432 | – | -1.30% | – |
| SCHW | Exit | SCHWAB CHARLES CORP | $0 | – | -525,690 | – | -1.31% | – |
| SYY | Exit | SYSCO CORP | $0 | – | -491,868 | – | -1.32% | – |
| RTX | Exit | RAYTHEON TECHNOLOGIES CORP | $0 | – | -469,294 | – | -1.38% | – |
| BMY | Exit | BRISTOL-MYERS SQUIBB CO | $0 | – | -730,920 | – | -1.48% | – |
| UNP | Exit | UNION PAC CORP | $0 | – | -221,200 | – | -1.48% | – |
| PHG | Exit | KONINKLIJKE PHILIPS N V | $0 | – | -983,224 | – | -1.50% | – |
| FMS | Exit | FRESENIUS MED CARE AG&CO KGAsponsored adr | $0 | – | -1,275,753 | – | -1.53% | – |
| SRE | Exit | SEMPRA | $0 | – | -363,443 | – | -1.58% | – |
| UPS | Exit | UNITED PARCEL SERVICE INCcl b | $0 | – | -254,826 | – | -1.59% | – |
| CB | Exit | CHUBB LIMITED | $0 | – | -278,933 | – | -1.66% | – |
| GS | Exit | GOLDMAN SACHS GROUP INC | $0 | – | -130,605 | – | -1.69% | – |
| SAN | Exit | BANCO SANTANDER S.A.adr | $0 | – | -13,728,197 | – | -1.70% | – |
| CL | Exit | COLGATE PALMOLIVE CO | $0 | – | -666,100 | – | -1.72% | – |
| MMM | Exit | 3M CO | $0 | – | -291,442 | – | -1.75% | – |
| LHX | Exit | L3HARRIS TECHNOLOGIES INC | $0 | – | -232,663 | – | -1.76% | – |
| USB | Exit | US BANCORP DEL | $0 | – | -873,995 | – | -1.78% | – |
| UBER | Exit | UBER TECHNOLOGIES INC | $0 | – | -1,162,906 | – | -1.78% | – |
| CNC | Exit | CENTENE CORP DEL | $0 | – | -838,851 | – | -1.79% | – |
| BIIB | Exit | BIOGEN INC | $0 | – | -185,118 | – | -1.79% | – |
| FISV | Exit | FISERV INC | $0 | – | -494,504 | – | -1.84% | – |
| AMAT | Exit | APPLIED MATLS INC | $0 | – | -425,376 | – | -1.88% | – |
| CTVA | Exit | CORTEVA INC | $0 | – | -1,305,745 | – | -1.88% | – |
| PFG | Exit | PRINCIPAL FINANCIAL GROUP IN | $0 | – | -858,641 | – | -1.89% | – |
| JPM | Exit | JPMORGAN CHASE & CO | $0 | – | -338,637 | – | -1.90% | – |
| SNN | Exit | SMITH & NEPHEW PLCspdn adr new | $0 | – | -1,698,947 | – | -2.00% | – |
| TSM | Exit | TAIWAN SEMICONDUCTOR MFG LTDsponsored ads | $0 | – | -522,968 | – | -2.00% | – |
| ASML | Exit | ASML HOLDING N V | $0 | – | -81,778 | – | -2.09% | – |
| YUMC | Exit | YUM CHINA HLDGS INC | $0 | – | -1,068,707 | – | -2.13% | – |
| MRVL | Exit | MARVELL TECHNOLOGY INC | $0 | – | -1,031,884 | – | -2.13% | – |
| MSI | Exit | MOTOROLA SOLUTIONS INC | $0 | – | -276,482 | – | -2.20% | – |
| AMZN | Exit | AMAZON COM INC | $0 | – | -24,116 | – | -2.71% | – |
| SONY | Exit | SONY GROUP CORPORATIONsponsored adr | $0 | – | -721,473 | – | -2.73% | – |
| SAP | Exit | SAP SEspon adr | $0 | – | -608,089 | – | -2.81% | – |
| GOOGL | Exit | ALPHABET INCcap stk cl a | $0 | – | -30,738 | – | -2.82% | – |
| ITUB | Exit | ITAU UNIBANCO HLDG S Aspon adr rep pfd | $0 | – | -15,986,767 | – | -2.89% | – |
Q3 2021
| Value | Shares | ↓ Weighting | ||||||
|---|---|---|---|---|---|---|---|---|
| ITUB | Buy | ITAU UNIBANCO HLDG S Aspon adr rep pfd | $84,250,000 | +27.1% | 15,986,767 | +44.9% | 2.89% | +35.4% |
| GOOGL | Sell | ALPHABET INCcap stk cl a | $82,179,000 | +7.0% | 30,738 | -2.3% | 2.82% | +13.9% |
| SAP | Sell | SAP SEspon adr | $82,116,000 | -6.3% | 608,089 | -2.5% | 2.81% | -0.2% |
| SONY | New | SONY GROUP CORPORATIONsponsored adr | $79,780,000 | – | 721,473 | – | 2.73% | – |
| AMZN | Buy | AMAZON COM INC | $79,222,000 | +11.8% | 24,116 | +17.1% | 2.71% | +19.0% |
| MSI | Sell | MOTOROLA SOLUTIONS INC | $64,232,000 | +2.5% | 276,482 | -4.3% | 2.20% | +9.1% |
| MRVL | Sell | MARVELL TECHNOLOGY INC | $62,233,000 | -0.8% | 1,031,884 | -4.1% | 2.13% | +5.6% |
| YUMC | Sell | YUM CHINA HLDGS INC | $62,103,000 | -14.1% | 1,068,707 | -2.0% | 2.13% | -8.5% |
| ASML | Sell | ASML HOLDING N V | $60,934,000 | -0.9% | 81,778 | -8.1% | 2.09% | +5.6% |
| TSM | Sell | TAIWAN SEMICONDUCTOR MFG LTDsponsored ads | $58,389,000 | -8.8% | 522,968 | -1.8% | 2.00% | -2.8% |
| SNN | Sell | SMITH & NEPHEW PLCspdn adr new | $58,342,000 | -23.4% | 1,698,947 | -3.1% | 2.00% | -18.4% |
| JPM | Buy | JPMORGAN CHASE & CO | $55,431,000 | +5.9% | 338,637 | +0.6% | 1.90% | +12.8% |
| PFG | Buy | PRINCIPAL FINANCIAL GROUP IN | $55,296,000 | +3.4% | 858,641 | +1.5% | 1.89% | +10.1% |
| CTVA | Buy | CORTEVA INC | $54,946,000 | -3.7% | 1,305,745 | +1.5% | 1.88% | +2.6% |
| AMAT | Buy | APPLIED MATLS INC | $54,759,000 | -9.6% | 425,376 | +0.0% | 1.88% | -3.7% |
| FISV | Buy | FISERV INC | $53,654,000 | +5.8% | 494,504 | +4.2% | 1.84% | +12.7% |
| BIIB | Buy | BIOGEN INC | $52,387,000 | -16.9% | 185,118 | +1.7% | 1.79% | -11.5% |
| CNC | Sell | CENTENE CORP DEL | $52,269,000 | -15.2% | 838,851 | -0.8% | 1.79% | -9.7% |
| UBER | Buy | UBER TECHNOLOGIES INC | $52,098,000 | +26.3% | 1,162,906 | +41.3% | 1.78% | +34.4% |
| USB | Buy | US BANCORP DEL | $51,950,000 | +4.9% | 873,995 | +0.6% | 1.78% | +11.7% |
| LHX | Sell | L3HARRIS TECHNOLOGIES INC | $51,242,000 | -3.2% | 232,663 | -5.0% | 1.76% | +3.1% |
| MMM | Buy | 3M CO | $51,125,000 | -11.3% | 291,442 | +0.4% | 1.75% | -5.6% |
| CL | Buy | COLGATE PALMOLIVE CO | $50,344,000 | -6.8% | 666,100 | +0.3% | 1.72% | -0.7% |
| SAN | Sell | BANCO SANTANDER S.A.adr | $49,696,000 | -10.3% | 13,728,197 | -3.1% | 1.70% | -4.5% |
| GS | Sell | GOLDMAN SACHS GROUP INC | $49,373,000 | -0.9% | 130,605 | -0.5% | 1.69% | +5.6% |
| CB | Sell | CHUBB LIMITED | $48,389,000 | +9.1% | 278,933 | -0.1% | 1.66% | +16.1% |
| UPS | Buy | UNITED PARCEL SERVICE INCcl b | $46,404,000 | -9.0% | 254,826 | +3.9% | 1.59% | -3.1% |
| SRE | Buy | SEMPRA | $45,976,000 | -2.7% | 363,443 | +1.9% | 1.58% | +3.6% |
| FMS | Sell | FRESENIUS MED CARE AG&CO KGAsponsored adr | $44,613,000 | -19.8% | 1,275,753 | -4.7% | 1.53% | -14.6% |
| PHG | Sell | KONINKLIJKE PHILIPS N V | $43,694,000 | -17.7% | 983,224 | -8.0% | 1.50% | -12.4% |
| UNP | Buy | UNION PAC CORP | $43,357,000 | +28.3% | 221,200 | +43.9% | 1.48% | +36.6% |
| BMY | Sell | BRISTOL-MYERS SQUIBB CO | $43,249,000 | -11.5% | 730,920 | -0.1% | 1.48% | -5.8% |
| RTX | Buy | RAYTHEON TECHNOLOGIES CORP | $40,341,000 | +0.8% | 469,294 | +0.1% | 1.38% | +7.4% |
| SYY | Buy | SYSCO CORP | $38,612,000 | +5.5% | 491,868 | +4.5% | 1.32% | +12.4% |
| SCHW | Buy | SCHWAB CHARLES CORP | $38,291,000 | +0.1% | 525,690 | +0.0% | 1.31% | +6.6% |
| AXP | Sell | AMERICAN EXPRESS CO | $37,934,000 | +1.0% | 226,432 | -0.3% | 1.30% | +7.6% |
| MDT | Sell | MEDTRONIC PLC | $35,899,000 | -24.8% | 286,393 | -25.5% | 1.23% | -19.9% |
| BAX | Buy | BAXTER INTL INC | $35,082,000 | +5.7% | 436,180 | +5.8% | 1.20% | +12.7% |
| SWKS | Buy | SKYWORKS SOLUTIONS INC | $34,421,000 | -13.6% | 208,888 | +0.5% | 1.18% | -8.0% |
| WELL | Buy | WELLTOWER INC | $34,081,000 | -0.7% | 413,607 | +0.1% | 1.17% | +5.7% |
| MA | Sell | MASTERCARD INCORPORATEDcl a | $34,014,000 | -6.4% | 97,832 | -1.7% | 1.16% | -0.3% |
| LUV | Buy | SOUTHWEST AIRLS CO | $33,939,000 | +3.9% | 659,913 | +7.3% | 1.16% | +10.7% |
| TEL | Sell | TE CONNECTIVITY LTD | $33,725,000 | +1.4% | 245,773 | -0.1% | 1.16% | +7.9% |
| GPS | New | GAP INC | $33,314,000 | – | 1,467,592 | – | 1.14% | – |
| KKR | Sell | KKR & CO INC | $33,018,000 | -22.3% | 542,343 | -24.4% | 1.13% | -17.3% |
| TJX | Buy | TJX COS INC NEW | $32,850,000 | -1.2% | 497,877 | +1.0% | 1.12% | +5.2% |
| PENN | Buy | PENN NATL GAMING INC | $32,468,000 | +14.7% | 448,082 | +21.1% | 1.11% | +22.2% |
| EFA | Buy | ISHARES TRmsci eafe etf | $26,464,000 | +279.5% | 339,238 | +283.7% | 0.91% | +304.5% |
| INCY | Sell | INCYTE CORP | $23,676,000 | -22.1% | 344,231 | -4.7% | 0.81% | -17.1% |
| EAF | Buy | GRAFTECH INTL LTD | $15,181,000 | -8.1% | 1,471,000 | +3.5% | 0.52% | -2.1% |
| EXEL | Sell | EXELIXIS INC | $13,050,000 | +15.5% | 617,306 | -0.5% | 0.45% | +23.1% |
| IWD | Buy | ISHARES TRrus 1000 val etf | $12,429,000 | +156.2% | 79,412 | +159.6% | 0.43% | +173.1% |
| RGA | Sell | REINSURANCE GRP OF AMERICA I | $12,122,000 | -3.3% | 108,949 | -0.9% | 0.42% | +3.0% |
| ULTA | Sell | ULTA BEAUTY INC | $11,767,000 | +0.3% | 32,604 | -3.9% | 0.40% | +6.9% |
| AXS | Sell | AXIS CAP HLDGS LTD | $11,155,000 | -7.5% | 242,287 | -1.5% | 0.38% | -1.5% |
| BURL | Sell | BURLINGTON STORES INC | $10,703,000 | -13.3% | 37,744 | -1.5% | 0.37% | -7.6% |
| SBNY | Sell | SIGNATURE BK NEW YORK N Y | $10,720,000 | +9.6% | 39,370 | -1.1% | 0.37% | +16.5% |
| BBBY | Buy | BED BATH & BEYOND INC | $10,716,000 | -34.4% | 620,314 | +26.4% | 0.37% | -30.1% |
| MRCY | Buy | MERCURY SYS INC | $10,478,000 | -26.9% | 220,956 | +2.2% | 0.36% | -22.1% |
| FNF | Sell | FIDELITY NATIONAL FINANCIAL | $10,482,000 | +3.1% | 231,191 | -1.2% | 0.36% | +9.8% |
| EWBC | Sell | EAST WEST BANCORP INC | $10,270,000 | +7.2% | 132,451 | -0.9% | 0.35% | +14.3% |
| EXPD | Sell | EXPEDITORS INTL WASH INC | $10,238,000 | -22.9% | 85,938 | -18.1% | 0.35% | -17.8% |
| ACGL | Sell | ARCH CAP GROUP LTDord | $9,886,000 | -3.1% | 258,928 | -1.2% | 0.34% | +3.4% |
| HUBB | Sell | HUBBELL INC | $9,747,000 | -4.5% | 53,947 | -1.3% | 0.33% | +1.8% |
| VICI | Sell | VICI PPTYS INC | $9,713,000 | -9.2% | 341,881 | -0.9% | 0.33% | -3.2% |
| LDOS | Buy | LEIDOS HOLDINGS INC | $9,675,000 | +11.9% | 100,640 | +17.7% | 0.33% | +19.1% |
| BLDR | New | BUILDERS FIRSTSOURCE INC | $9,672,000 | – | 186,938 | – | 0.33% | – |
| LECO | Sell | LINCOLN ELEC HLDGS INC | $9,638,000 | -3.4% | 74,838 | -1.2% | 0.33% | +2.8% |
| WTRG | Sell | ESSENTIAL UTILS INC | $9,592,000 | -0.2% | 208,151 | -1.1% | 0.33% | +6.5% |
| VNT | Sell | VONTIER CORPORATION | $9,387,000 | +2.3% | 279,369 | -0.8% | 0.32% | +9.2% |
| STE | Sell | STERIS PLC | $9,406,000 | -2.1% | 46,044 | -1.1% | 0.32% | +4.2% |
| BOKF | Sell | BOK FINL CORP | $9,414,000 | +2.7% | 105,126 | -0.7% | 0.32% | +9.2% |
| ON | Sell | ON SEMICONDUCTOR CORP | $9,366,000 | -7.4% | 204,628 | -22.6% | 0.32% | -1.2% |
| DOX | Sell | AMDOCS LTD | $9,288,000 | -3.1% | 122,684 | -0.9% | 0.32% | +3.2% |
| FHN | Sell | FIRST HORIZON CORPORATION | $9,025,000 | -6.4% | 554,047 | -0.7% | 0.31% | -0.3% |
| NNN | Sell | NATIONAL RETAIL PROPERTIES I | $8,925,000 | -8.7% | 206,646 | -0.9% | 0.31% | -2.5% |
| AFG | Sell | AMERICAN FINL GROUP INC OHIO | $8,895,000 | -21.7% | 70,688 | -22.3% | 0.30% | -16.4% |
| MMS | Sell | MAXIMUS INC | $8,831,000 | -6.1% | 106,141 | -0.7% | 0.30% | -0.3% |
| QRVO | Sell | QORVO INC | $8,801,000 | -15.6% | 52,638 | -1.2% | 0.30% | -10.1% |
| LW | Buy | LAMB WESTON HLDGS INC | $8,505,000 | -11.7% | 138,583 | +16.1% | 0.29% | -6.1% |
| EEFT | Sell | EURONET WORLDWIDE INC | $8,473,000 | -6.5% | 66,568 | -0.6% | 0.29% | -0.3% |
| WEX | Sell | WEX INC | $8,370,000 | -14.8% | 47,521 | -6.2% | 0.29% | -9.2% |
| ATO | Sell | ATMOS ENERGY CORP | $8,363,000 | -8.9% | 94,817 | -0.8% | 0.29% | -3.1% |
| TTC | Sell | TORO CO | $8,121,000 | -12.2% | 83,368 | -0.9% | 0.28% | -6.4% |
| DLB | Sell | DOLBY LABORATORIES INC | $8,073,000 | -11.5% | 91,736 | -1.2% | 0.28% | -5.5% |
| IPGP | Buy | IPG PHOTONICS CORP | $8,023,000 | -21.3% | 50,651 | +4.8% | 0.28% | -16.2% |
| SHY | Sell | ISHARES TR1 3 yr treas bd | $7,567,000 | -0.1% | 87,838 | -0.1% | 0.26% | +6.1% |
| AL | Buy | AIR LEASE CORPcl a | $5,156,000 | +2.5% | 131,060 | +8.7% | 0.18% | +9.3% |
| QLTA | Sell | ISHARES TRa rate cp bd etf | $4,854,000 | -1.8% | 86,175 | -0.9% | 0.17% | +4.4% |
| FAF | Sell | FIRST AMERN FINL CORP | $3,323,000 | +5.7% | 49,558 | -1.7% | 0.11% | +12.9% |
| DIOD | Sell | DIODES INC | $3,327,000 | +12.4% | 36,731 | -1.0% | 0.11% | +20.0% |
| HA | New | HAWAIIAN HOLDINGS INC | $3,239,000 | – | 149,560 | – | 0.11% | – |
| IDA | Sell | IDACORP INC | $3,165,000 | +4.3% | 30,619 | -1.6% | 0.11% | +10.2% |
| HRMY | Sell | HARMONY BIOSCIENCES HLDGS IN | $3,152,000 | +7.3% | 82,222 | -21.0% | 0.11% | +14.9% |
| PRFT | Sell | PERFICIENT INC | $3,120,000 | -8.5% | 26,965 | -36.4% | 0.11% | -2.7% |
| UCBI | Buy | UNITED CMNTY BKS BLAIRSVLE G | $3,130,000 | +11.4% | 95,382 | +8.7% | 0.11% | +18.9% |
| WNS | Sell | WNS HLDGS LTDspon adr | $3,126,000 | +0.7% | 38,219 | -1.7% | 0.11% | +7.0% |
| MCRI | New | MONARCH CASINO & RESORT INC | $3,085,000 | – | 46,057 | – | 0.11% | – |
| JRVR | Sell | JAMES RIV GROUP LTD | $3,071,000 | -1.4% | 81,401 | -1.9% | 0.10% | +5.0% |
| HAIN | Sell | HAIN CELESTIAL GROUP INC | $3,032,000 | +5.0% | 70,866 | -1.5% | 0.10% | +11.8% |
| UBSI | Buy | UNITED BANKSHARES INC WEST V | $2,997,000 | +7.9% | 82,369 | +8.2% | 0.10% | +15.7% |
| PB | Buy | PROSPERITY BANCSHARES INC | $3,018,000 | +6.2% | 42,436 | +7.2% | 0.10% | +13.2% |
| IJH | New | ISHARES TRcore s&p mcp etf | $2,978,000 | – | 11,321 | – | 0.10% | – |
| ENV | Sell | ENVESTNET INC | $2,944,000 | +4.1% | 36,688 | -1.6% | 0.10% | +11.0% |
| CATY | Sell | CATHAY GEN BANCORP | $2,961,000 | +3.3% | 71,533 | -1.8% | 0.10% | +9.8% |
| NVEE | Sell | NV5 GLOBAL INC | $2,906,000 | +2.4% | 29,478 | -1.8% | 0.10% | +9.9% |
| COHU | Buy | COHU INC | $2,916,000 | -3.0% | 91,298 | +11.7% | 0.10% | +3.1% |
| DESP | Buy | DESPEGAR COM CORP | $2,909,000 | -5.4% | 241,814 | +3.9% | 0.10% | +1.0% |
| MMI | Sell | MARCUS & MILLICHAP INC | $2,882,000 | -12.3% | 70,951 | -16.1% | 0.10% | -6.6% |
| TCBI | Buy | TEXAS CAP BANCSHARES INC | $2,890,000 | +3.8% | 48,157 | +9.8% | 0.10% | +10.0% |
| NSP | Sell | INSPERITY INC | $2,847,000 | -2.6% | 25,710 | -20.5% | 0.10% | +4.3% |
| NUVA | Sell | NUVASIVE INC | $2,833,000 | -13.0% | 47,328 | -1.5% | 0.10% | -7.6% |
| EPAY | Sell | BOTTOMLINE TECH DEL INC | $2,830,000 | +4.0% | 72,059 | -1.8% | 0.10% | +10.2% |
| BWXT | Buy | BWX TECHNOLOGIES INC | $2,793,000 | -0.9% | 51,858 | +6.9% | 0.10% | +5.5% |
| FWRD | Buy | FORWARD AIR CORP | $2,730,000 | +1.2% | 32,884 | +9.4% | 0.09% | +8.0% |
| APR | Sell | APRIA INC | $2,743,000 | -5.2% | 73,827 | -28.6% | 0.09% | +1.1% |
| CBT | Buy | CABOT CORP | $2,756,000 | -6.3% | 54,997 | +6.4% | 0.09% | -1.1% |
| RNR | Buy | RENAISSANCERE HLDGS LTD | $2,747,000 | +0.3% | 19,707 | +7.1% | 0.09% | +6.8% |
| AEO | New | AMERICAN EAGLE OUTFITTERS IN | $2,714,000 | – | 105,202 | – | 0.09% | – |
| KOF | Buy | COCA-COLA FEMSA SAB DE CVsponsord adr rep | $2,728,000 | +8.6% | 48,485 | +2.1% | 0.09% | +14.8% |
| ICUI | Sell | ICU MED INC | $2,660,000 | -10.9% | 11,399 | -21.4% | 0.09% | -5.2% |
| AEIS | Buy | ADVANCED ENERGY INDS | $2,635,000 | -19.0% | 30,033 | +4.1% | 0.09% | -14.3% |
| RMBS | Sell | RAMBUS INC DEL | $2,613,000 | -25.9% | 117,694 | -20.9% | 0.09% | -21.2% |
| MAN | Sell | MANPOWERGROUP INC WIS | $2,587,000 | -10.4% | 23,891 | -1.6% | 0.09% | -4.3% |
| PGTI | Buy | PGT INNOVATIONS INC | $2,536,000 | -9.4% | 132,779 | +10.1% | 0.09% | -3.3% |
| NTST | Sell | NETSTREIT CORP | $2,446,000 | -18.4% | 103,414 | -20.4% | 0.08% | -12.5% |
| CSII | Sell | CARDIOVASCULAR SYS INC DEL | $2,415,000 | -24.6% | 73,552 | -2.0% | 0.08% | -19.4% |
| PSN | Sell | PARSONS CORP DEL | $2,388,000 | -15.6% | 70,749 | -1.5% | 0.08% | -9.9% |
| CGNT | Sell | COGNYTE SOFTWARE LTD | $2,340,000 | -16.9% | 113,880 | -0.9% | 0.08% | -12.1% |
| AGG | Sell | ISHARES TRcore us aggbd et | $2,205,000 | -2.0% | 19,199 | -1.6% | 0.08% | +5.6% |
| HCSG | Sell | HEALTHCARE SVCS GROUP INC | $2,180,000 | -21.3% | 87,223 | -0.6% | 0.08% | -15.7% |
| EBS | Sell | EMERGENT BIOSOLUTIONS INC | $1,984,000 | -21.5% | 39,633 | -1.2% | 0.07% | -16.0% |
| RADA | New | RADA ELECTR INDS LTD | $1,410,000 | – | 132,549 | – | 0.05% | – |
| INNV | Buy | INNOVAGE HLDG CORP | $1,313,000 | -55.8% | 198,642 | +42.4% | 0.04% | -53.1% |
| CMRX | Sell | CHIMERIX INC | $1,093,000 | -23.8% | 176,606 | -1.5% | 0.04% | -19.6% |
| MRK | Buy | MERCK & CO INC | $373,000 | -2.9% | 4,963 | +0.6% | 0.01% | +8.3% |
| INVH | Sell | INVITATION HOMES INC | $370,000 | -99.0% | 9,653 | -99.0% | 0.01% | -98.9% |
| GILD | Buy | GILEAD SCIENCES INC | $259,000 | +2.4% | 3,703 | +0.7% | 0.01% | +12.5% |
| SWK | Sell | STANLEY BLACK & DECKER INC | $232,000 | -29.5% | 1,325 | -17.4% | 0.01% | -27.3% |
| ACWI | New | ISHARES TRmsci acwi etf | $239,000 | – | 2,396 | – | 0.01% | – |
| ATHM | Exit | AUTOHOME INCsp ads rp cl a | $0 | – | -21,355 | – | -0.04% | – |
| BABA | Exit | ALIBABA GROUP HLDG LTDcall | $0 | – | -12,000 | – | -0.09% | – |
| EPRT | Exit | ESSENTIAL PPTYS RLTY TR INC | $0 | – | -110,539 | – | -0.10% | – |
| SWCH | Exit | SWITCH INCcl a | $0 | – | -145,325 | – | -0.10% | – |
| ENS | Exit | ENERSYS | $0 | – | -32,468 | – | -0.10% | – |
| MWA | Exit | MUELLER WTR PRODS INC | $0 | – | -222,566 | – | -0.10% | – |
| SAFM | Exit | SANDERSON FARMS INC | $0 | – | -18,612 | – | -0.11% | – |
| HII | Exit | HUNTINGTON INGALLS INDS INC | $0 | – | -46,699 | – | -0.32% | – |
| AMH | Exit | AMERICAN HOMES 4 RENTcl a | $0 | – | -299,557 | – | -0.37% | – |
| BRKR | Exit | BRUKER CORP | $0 | – | -153,546 | – | -0.38% | – |
| VIPS | Exit | VIPSHOP HOLDINGS LIMITEDsponsored ads a | $0 | – | -2,865,442 | – | -1.85% | – |
| BABA | Exit | ALIBABA GROUP HLDG LTDsponsored ads | $0 | – | -413,806 | – | -3.02% | – |
Q2 2021
| Value | Shares | ↓ Weighting | ||||||
|---|---|---|---|---|---|---|---|---|
| BABA | New | ALIBABA GROUP HLDG LTDsponsored ads | $93,843,000 | – | 413,806 | – | 3.02% | – |
| SAP | New | SAP SEspon adr | $87,626,000 | – | 623,849 | – | 2.82% | – |
| GOOGL | New | ALPHABET INCcap stk cl a | $76,814,000 | – | 31,458 | – | 2.47% | – |
| SNN | New | SMITH & NEPHEW PLCspdn adr new | $76,157,000 | – | 1,753,143 | – | 2.45% | – |
| YUMC | New | YUM CHINA HLDGS INC | $72,261,000 | – | 1,090,735 | – | 2.32% | – |
| AMZN | New | AMAZON COM INC | $70,874,000 | – | 20,602 | – | 2.28% | – |
| ITUB | New | ITAU UNIBANCO HLDG S Aspon adr rep pfd | $66,293,000 | – | 11,030,484 | – | 2.13% | – |
| TSM | New | TAIWAN SEMICONDUCTOR MFG LTDsponsored ads | $63,996,000 | – | 532,594 | – | 2.06% | – |
| BIIB | New | BIOGEN INC | $63,028,000 | – | 182,021 | – | 2.03% | – |
| MRVL | New | MARVELL TECHNOLOGY INC | $62,757,000 | – | 1,075,904 | – | 2.02% | – |
| MSI | New | MOTOROLA SOLUTIONS INC | $62,681,000 | – | 289,053 | – | 2.02% | – |
| CNC | New | CENTENE CORP DEL | $61,646,000 | – | 845,271 | – | 1.98% | – |
| ASML | New | ASML HOLDING N V | $61,461,000 | – | 88,966 | – | 1.98% | – |
| AMAT | New | APPLIED MATLS INC | $60,567,000 | – | 425,328 | – | 1.95% | – |
| MMM | New | 3M CO | $57,660,000 | – | 290,289 | – | 1.86% | – |
| VIPS | New | VIPSHOP HOLDINGS LIMITEDsponsored ads a | $57,538,000 | – | 2,865,442 | – | 1.85% | – |
| CTVA | New | CORTEVA INC | $57,067,000 | – | 1,286,734 | – | 1.84% | – |
| FMS | New | FRESENIUS MED CARE AG&CO KGAsponsored adr | $55,645,000 | – | 1,338,595 | – | 1.79% | – |
| SAN | New | BANCO SANTANDER S.A.adr | $55,398,000 | – | 14,168,358 | – | 1.78% | – |
| CL | New | COLGATE PALMOLIVE CO | $54,009,000 | – | 663,915 | – | 1.74% | – |
| PFG | New | PRINCIPAL FINANCIAL GROUP IN | $53,469,000 | – | 846,170 | – | 1.72% | – |
| PHG | New | KONINKLIJKE PHILIPS N V | $53,092,000 | – | 1,068,256 | – | 1.71% | – |
| LHX | New | L3HARRIS TECHNOLOGIES INC | $52,947,000 | – | 244,957 | – | 1.70% | – |
| JPM | New | JPMORGAN CHASE & CO | $52,354,000 | – | 336,596 | – | 1.68% | – |
| UPS | New | UNITED PARCEL SERVICE INCcl b | $50,988,000 | – | 245,169 | – | 1.64% | – |
| FISV | New | FISERV INC | $50,708,000 | – | 474,393 | – | 1.63% | – |
| GS | New | GOLDMAN SACHS GROUP INC | $49,820,000 | – | 131,268 | – | 1.60% | – |
| USB | New | US BANCORP DEL | $49,517,000 | – | 869,173 | – | 1.59% | – |
| BMY | New | BRISTOL-MYERS SQUIBB CO | $48,882,000 | – | 731,547 | – | 1.57% | – |
| MDT | New | MEDTRONIC PLC | $47,717,000 | – | 384,408 | – | 1.54% | – |
| SRE | New | SEMPRA ENERGY | $47,247,000 | – | 356,633 | – | 1.52% | – |
| CB | New | CHUBB LIMITED | $44,365,000 | – | 279,132 | – | 1.43% | – |
| KKR | New | KKR & CO INC | $42,499,000 | – | 717,411 | – | 1.37% | – |
| UBER | New | UBER TECHNOLOGIES INC | $41,252,000 | – | 823,056 | – | 1.33% | – |
| RTX | New | RAYTHEON TECHNOLOGIES CORP | $40,001,000 | – | 468,887 | – | 1.29% | – |
| SWKS | New | SKYWORKS SOLUTIONS INC | $39,849,000 | – | 207,817 | – | 1.28% | – |
| SCHW | New | SCHWAB CHARLES CORP | $38,259,000 | – | 525,457 | – | 1.23% | – |
| AXP | New | AMERICAN EXPRESS CO | $37,541,000 | – | 227,207 | – | 1.21% | – |
| INVH | New | INVITATION HOMES INC | $36,673,000 | – | 983,460 | – | 1.18% | – |
| SYY | New | SYSCO CORP | $36,605,000 | – | 470,800 | – | 1.18% | – |
| MA | New | MASTERCARD INCORPORATEDcl a | $36,341,000 | – | 99,541 | – | 1.17% | – |
| WELL | New | WELLTOWER INC | $34,334,000 | – | 413,168 | – | 1.10% | – |
| UNP | New | UNION PAC CORP | $33,798,000 | – | 153,676 | – | 1.09% | – |
| TEL | New | TE CONNECTIVITY LTD | $33,274,000 | – | 246,092 | – | 1.07% | – |
| TJX | New | TJX COS INC NEW | $33,236,000 | – | 492,971 | – | 1.07% | – |
| BAX | New | BAXTER INTL INC | $33,189,000 | – | 412,283 | – | 1.07% | – |
| LUV | New | SOUTHWEST AIRLS CO | $32,659,000 | – | 615,172 | – | 1.05% | – |
| INCY | New | INCYTE CORP | $30,395,000 | – | 361,283 | – | 0.98% | – |
| PENN | New | PENN NATL GAMING INC | $28,301,000 | – | 369,991 | – | 0.91% | – |
| EAF | New | GRAFTECH INTL LTD | $16,520,000 | – | 1,421,649 | – | 0.53% | – |
| BBBY | New | BED BATH & BEYOND INC | $16,338,000 | – | 490,790 | – | 0.52% | – |
| MRCY | New | MERCURY SYS INC | $14,335,000 | – | 216,285 | – | 0.46% | – |
| EXPD | New | EXPEDITORS INTL WASH INC | $13,278,000 | – | 104,882 | – | 0.43% | – |
| RGA | New | REINSURANCE GRP OF AMERICA I | $12,533,000 | – | 109,935 | – | 0.40% | – |
| BURL | New | BURLINGTON STORES INC | $12,339,000 | – | 38,320 | – | 0.40% | – |
| AXS | New | AXIS CAP HLDGS LTD | $12,058,000 | – | 246,039 | – | 0.39% | – |
| ULTA | New | ULTA BEAUTY INC | $11,729,000 | – | 33,920 | – | 0.38% | – |
| BRKR | New | BRUKER CORP | $11,666,000 | – | 153,546 | – | 0.38% | – |
| AMH | New | AMERICAN HOMES 4 RENTcl a | $11,638,000 | – | 299,557 | – | 0.37% | – |
| AFG | New | AMERICAN FINL GROUP INC OHIO | $11,353,000 | – | 91,025 | – | 0.36% | – |
| EXEL | New | EXELIXIS INC | $11,301,000 | – | 620,245 | – | 0.36% | – |
| VICI | New | VICI PPTYS INC | $10,703,000 | – | 345,028 | – | 0.34% | – |
| QRVO | New | QORVO INC | $10,427,000 | – | 53,293 | – | 0.34% | – |
| ACGL | New | ARCH CAP GROUP LTDord | $10,207,000 | – | 262,111 | – | 0.33% | – |
| IPGP | New | IPG PHOTONICS CORP | $10,189,000 | – | 48,342 | – | 0.33% | – |
| HUBB | New | HUBBELL INC | $10,207,000 | – | 54,631 | – | 0.33% | – |
| FNF | New | FIDELITY NATIONAL FINANCIAL | $10,165,000 | – | 233,901 | – | 0.33% | – |
| ON | New | ON SEMICONDUCTOR CORP | $10,114,000 | – | 264,211 | – | 0.32% | – |
| LECO | New | LINCOLN ELEC HLDGS INC | $9,975,000 | – | 75,737 | – | 0.32% | – |
| HII | New | HUNTINGTON INGALLS INDS INC | $9,842,000 | – | 46,699 | – | 0.32% | – |
| WEX | New | WEX INC | $9,827,000 | – | 50,679 | – | 0.32% | – |
| SBNY | New | SIGNATURE BK NEW YORK N Y | $9,779,000 | – | 39,810 | – | 0.32% | – |
| NNN | New | NATIONAL RETAIL PROPERTIES I | $9,776,000 | – | 208,541 | – | 0.31% | – |
| FHN | New | FIRST HORIZON CORPORATION | $9,638,000 | – | 557,756 | – | 0.31% | – |
| LW | New | LAMB WESTON HLDGS INC | $9,629,000 | – | 119,382 | – | 0.31% | – |
| STE | New | STERIS PLC | $9,608,000 | – | 46,573 | – | 0.31% | – |
| WTRG | New | ESSENTIAL UTILS INC | $9,616,000 | – | 210,408 | – | 0.31% | – |
| DOX | New | AMDOCS LTD | $9,581,000 | – | 123,853 | – | 0.31% | – |
| EWBC | New | EAST WEST BANCORP INC | $9,580,000 | – | 133,633 | – | 0.31% | – |
| MMS | New | MAXIMUS INC | $9,406,000 | – | 106,926 | – | 0.30% | – |
| TTC | New | TORO CO | $9,247,000 | – | 84,157 | – | 0.30% | – |
| VNT | New | VONTIER CORPORATION | $9,172,000 | – | 281,517 | – | 0.30% | – |
| BOKF | New | BOK FINL CORP | $9,169,000 | – | 105,880 | – | 0.30% | – |
| ATO | New | ATMOS ENERGY CORP | $9,185,000 | – | 95,570 | – | 0.30% | – |
| DLB | New | DOLBY LABORATORIES INC | $9,122,000 | – | 92,809 | – | 0.29% | – |
| EEFT | New | EURONET WORLDWIDE INC | $9,062,000 | – | 66,951 | – | 0.29% | – |
| LDOS | New | LEIDOS HOLDINGS INC | $8,644,000 | – | 85,501 | – | 0.28% | – |
| SHY | New | ISHARES TR1 3 yr treas bd | $7,574,000 | – | 87,909 | – | 0.24% | – |
| EFA | New | ISHARES TRmsci eafe etf | $6,974,000 | – | 88,417 | – | 0.22% | – |
| AL | New | AIR LEASE CORPcl a | $5,032,000 | – | 120,555 | – | 0.16% | – |
| QLTA | New | ISHARES TRa rate cp bd etf | $4,941,000 | – | 86,918 | – | 0.16% | – |
| IWD | New | ISHARES TRrus 1000 val etf | $4,852,000 | – | 30,588 | – | 0.16% | – |
| ING | New | ING GROEP N.V.sponsored adr | $4,063,000 | – | 306,850 | – | 0.13% | – |
| SAFM | New | SANDERSON FARMS INC | $3,498,000 | – | 18,612 | – | 0.11% | – |
| RMBS | New | RAMBUS INC DEL | $3,528,000 | – | 148,798 | – | 0.11% | – |
| PRFT | New | PERFICIENT INC | $3,411,000 | – | 42,417 | – | 0.11% | – |
| MMI | New | MARCUS & MILLICHAP INC | $3,287,000 | – | 84,560 | – | 0.11% | – |
| AEIS | New | ADVANCED ENERGY INDS | $3,253,000 | – | 28,858 | – | 0.10% | – |
| NUVA | New | NUVASIVE INC | $3,256,000 | – | 48,045 | – | 0.10% | – |
| MWA | New | MUELLER WTR PRODS INC | $3,209,000 | – | 222,566 | – | 0.10% | – |
| CSII | New | CARDIOVASCULAR SYS INC DEL | $3,201,000 | – | 75,061 | – | 0.10% | – |
| ENS | New | ENERSYS | $3,173,000 | – | 32,468 | – | 0.10% | – |
| FAF | New | FIRST AMERN FINL CORP | $3,143,000 | – | 50,411 | – | 0.10% | – |
| WNS | New | WNS HLDGS LTDspon adr | $3,104,000 | – | 38,866 | – | 0.10% | – |
| JRVR | New | JAMES RIV GROUP LTD | $3,114,000 | – | 82,991 | – | 0.10% | – |
| DESP | New | DESPEGAR COM CORP | $3,075,000 | – | 232,814 | – | 0.10% | – |
| SWCH | New | SWITCH INCcl a | $3,068,000 | – | 145,325 | – | 0.10% | – |
| IDA | New | IDACORP INC | $3,034,000 | – | 31,114 | – | 0.10% | – |
| COHU | New | COHU INC | $3,007,000 | – | 81,729 | – | 0.10% | – |
| NTST | New | NETSTREIT CORP | $2,996,000 | – | 129,919 | – | 0.10% | – |
| INNV | New | INNOVAGE HLDG CORP | $2,973,000 | – | 139,530 | – | 0.10% | – |
| ICUI | New | ICU MED INC | $2,984,000 | – | 14,499 | – | 0.10% | – |
| EPRT | New | ESSENTIAL PPTYS RLTY TR INC | $2,989,000 | – | 110,539 | – | 0.10% | – |
| CBT | New | CABOT CORP | $2,942,000 | – | 51,685 | – | 0.10% | – |
| DIOD | New | DIODES INC | $2,959,000 | – | 37,090 | – | 0.10% | – |
| NSP | New | INSPERITY INC | $2,922,000 | – | 32,338 | – | 0.09% | – |
| HRMY | New | HARMONY BIOSCIENCES HLDGS IN | $2,938,000 | – | 104,083 | – | 0.09% | – |
| APR | New | APRIA INC | $2,893,000 | – | 103,339 | – | 0.09% | – |
| MAN | New | MANPOWERGROUP INC WIS | $2,886,000 | – | 24,270 | – | 0.09% | – |
| HAIN | New | HAIN CELESTIAL GROUP INC | $2,888,000 | – | 71,977 | – | 0.09% | – |
| CATY | New | CATHAY GEN BANCORP | $2,867,000 | – | 72,829 | – | 0.09% | – |
| NVEE | New | NV5 GLOBAL INC | $2,838,000 | – | 30,033 | – | 0.09% | – |
| BWXT | New | BWX TECHNOLOGIES INC | $2,819,000 | – | 48,502 | – | 0.09% | – |
| PB | New | PROSPERITY BANCSHARES INC | $2,843,000 | – | 39,601 | – | 0.09% | – |
| ENV | New | ENVESTNET INC | $2,829,000 | – | 37,290 | – | 0.09% | – |
| PSN | New | PARSONS CORP DEL | $2,828,000 | – | 71,847 | – | 0.09% | – |
| CGNT | New | COGNYTE SOFTWARE LTD | $2,815,000 | – | 114,884 | – | 0.09% | – |
| TCBI | New | TEXAS CAP BANCSHARES INC | $2,785,000 | – | 43,865 | – | 0.09% | – |
| PGTI | New | PGT INNOVATIONS INC | $2,800,000 | – | 120,553 | – | 0.09% | – |
| UCBI | New | UNITED CMNTY BKS BLAIRSVLE G | $2,810,000 | – | 87,784 | – | 0.09% | – |
| HCSG | New | HEALTHCARE SVCS GROUP INC | $2,769,000 | – | 87,707 | – | 0.09% | – |
| UBSI | New | UNITED BANKSHARES INC WEST V | $2,778,000 | – | 76,119 | – | 0.09% | – |
| EPAY | New | BOTTOMLINE TECH DEL INC | $2,721,000 | – | 73,386 | – | 0.09% | – |
| BABA | New | ALIBABA GROUP HLDG LTDcall | $2,721,000 | – | 12,000 | – | 0.09% | – |
| RNR | New | RENAISSANCERE HLDGS LTD | $2,738,000 | – | 18,395 | – | 0.09% | – |
| FWRD | New | FORWARD AIR CORP | $2,698,000 | – | 30,063 | – | 0.09% | – |
| EBS | New | EMERGENT BIOSOLUTIONS INC | $2,527,000 | – | 40,118 | – | 0.08% | – |
| KOF | New | COCA-COLA FEMSA SAB DE CVsponsord adr rep | $2,513,000 | – | 47,485 | – | 0.08% | – |
| AGZ | New | ISHARES TRagency bond etf | $2,474,000 | – | 20,895 | – | 0.08% | – |
| AGG | New | ISHARES TRcore us aggbd et | $2,249,000 | – | 19,503 | – | 0.07% | – |
| CMRX | New | CHIMERIX INC | $1,434,000 | – | 179,309 | – | 0.05% | – |
| ATHM | New | AUTOHOME INCsp ads rp cl a | $1,366,000 | – | 21,355 | – | 0.04% | – |
| MRK | New | MERCK & CO INC | $384,000 | – | 4,932 | – | 0.01% | – |
| SWK | New | STANLEY BLACK & DECKER INC | $329,000 | – | 1,605 | – | 0.01% | – |
| GILD | New | GILEAD SCIENCES INC | $253,000 | – | 3,678 | – | 0.01% | – |
| ADI | New | ANALOG DEVICES INC | $241,000 | – | 1,400 | – | 0.01% | – |
Q4 2020
| Value | Shares | ↓ Weighting | ||||||
|---|---|---|---|---|---|---|---|---|
| ADI | Exit | ANALOG DEVICES INC | $0 | – | -2,025 | – | -0.01% | – |
| ACWI | Exit | ISHARES TRmsci acwi etf | $0 | – | -3,169 | – | -0.01% | – |
| KO | Exit | COCA COLA CO | $0 | – | -5,490 | – | -0.01% | – |
| IJH | Exit | ISHARES TRcore s&p mcp etf | $0 | – | -2,001 | – | -0.02% | – |
| DESP | Exit | DESPEGAR COM CORP | $0 | – | -128,349 | – | -0.04% | – |
| TDS | Exit | TELEPHONE & DATA SYS INC | $0 | – | -56,729 | – | -0.05% | – |
| LAZ | Exit | LAZARD LTD | $0 | – | -34,746 | – | -0.05% | – |
| ATNX | Exit | ATHENEX INC | $0 | – | -101,252 | – | -0.06% | – |
| PAGS | Exit | PAGSEGURO DIGITAL LTD | $0 | – | -46,873 | – | -0.08% | – |
| HMSY | Exit | HMS HLDGS CORP | $0 | – | -74,218 | – | -0.08% | – |
| ZLAB | Exit | ZAI LAB LTDadr | $0 | – | -21,338 | – | -0.08% | – |
| AGZ | Exit | ISHARES TRagency bond etf | $0 | – | -14,837 | – | -0.08% | – |
| KOF | Exit | COCA-COLA FEMSA SAB DE CVsponsord adr rep | $0 | – | -43,960 | – | -0.08% | – |
| UBSI | Exit | UNITED BANKSHARES INC WEST V | $0 | – | -84,206 | – | -0.08% | – |
| LQD | Exit | ISHARES TRiboxx inv cp etf | $0 | – | -13,475 | – | -0.08% | – |
| ATHM | Exit | AUTOHOME INCsp adr rp cl a | $0 | – | -19,355 | – | -0.08% | – |
| EBS | Exit | EMERGENT BIOSOLUTIONS INC | $0 | – | -18,287 | – | -0.09% | – |
| HCSG | Exit | HEALTHCARE SVCS GROUP INC | $0 | – | -89,161 | – | -0.09% | – |
| TCF | Exit | TCF FINL CORP | $0 | – | -82,480 | – | -0.09% | – |
| EPAY | Exit | BOTTOMLINE TECH DEL INC | $0 | – | -46,285 | – | -0.09% | – |
| MAN | Exit | MANPOWERGROUP INC | $0 | – | -27,267 | – | -0.09% | – |
| CVLT | Exit | COMMVAULT SYSTEMS INC | $0 | – | -49,188 | – | -0.09% | – |
| AGG | Exit | ISHARES TRcore us aggbd et | $0 | – | -17,089 | – | -0.09% | – |
| QLTA | Exit | ISHARES TRa rate cp bd etf | $0 | – | -35,400 | – | -0.09% | – |
| UCBI | Exit | UNITED CMNTY BKS BLAIRSVLE G | $0 | – | -120,768 | – | -0.09% | – |
| NSP | Exit | INSPERITY INC | $0 | – | -31,518 | – | -0.09% | – |
| CRI | Exit | CARTERS INC | $0 | – | -24,141 | – | -0.10% | – |
| RMBS | Exit | RAMBUS INC DEL | $0 | – | -153,179 | – | -0.10% | – |
| CBT | Exit | CABOT CORP | $0 | – | -58,597 | – | -0.10% | – |
| RNR | Exit | RENAISSANCERE HLDGS LTD | $0 | – | -12,609 | – | -0.10% | – |
| IDA | Exit | IDACORP INC | $0 | – | -27,054 | – | -0.10% | – |
| HUBG | Exit | HUB GROUP INCcl a | $0 | – | -43,211 | – | -0.10% | – |
| WNS | Exit | WNS HLDGS LTDspon adr | $0 | – | -34,097 | – | -0.10% | – |
| PNM | Exit | PNM RES INC | $0 | – | -52,462 | – | -0.10% | – |
| PSN | Exit | PARSONS CORPORATION | $0 | – | -65,087 | – | -0.10% | – |
| MDC | Exit | M D C HLDGS INC | $0 | – | -47,314 | – | -0.10% | – |
| ICUI | Exit | ICU MED INC | $0 | – | -12,275 | – | -0.10% | – |
| FAF | Exit | FIRST AMERN FINL CORP | $0 | – | -44,293 | – | -0.10% | – |
| ENS | Exit | ENERSYS | $0 | – | -33,656 | – | -0.10% | – |
| BWXT | Exit | BWX TECHNOLOGIES INC | $0 | – | -40,383 | – | -0.10% | – |
| LMNX | Exit | LUMINEX CORP DEL | $0 | – | -87,147 | – | -0.10% | – |
| CRVL | Exit | CORVEL CORP | $0 | – | -26,666 | – | -0.10% | – |
| DLB | Exit | DOLBY LABORATORIES INC | $0 | – | -34,833 | – | -0.10% | – |
| PAG | Exit | PENSKE AUTOMOTIVE GRP INC | $0 | – | -48,250 | – | -0.10% | – |
| MMI | Exit | MARCUS & MILLICHAP INC | $0 | – | -84,326 | – | -0.11% | – |
| MWA | Exit | MUELLER WTR PRODS INC | $0 | – | -227,370 | – | -0.11% | – |
| HAIN | Exit | HAIN CELESTIAL GROUP INC | $0 | – | -69,456 | – | -0.11% | – |
| NVEE | Exit | NV5 GLOBAL INC | $0 | – | -45,157 | – | -0.11% | – |
| FWRD | Exit | FORWARD AIR CORP | $0 | – | -41,726 | – | -0.11% | – |
| BEAT | Exit | BIOTELEMETRY INC | $0 | – | -52,343 | – | -0.11% | – |
| SAFM | Exit | SANDERSON FARMS INC | $0 | – | -20,327 | – | -0.11% | – |
| AL | Exit | AIR LEASE CORPcl a | $0 | – | -81,720 | – | -0.11% | – |
| JRVR | Exit | JAMES RIV GROUP LTD | $0 | – | -54,139 | – | -0.11% | – |
| EPRT | Exit | ESSENTIAL PPTYS RLTY TR INC | $0 | – | -131,628 | – | -0.11% | – |
| PRFT | Exit | PERFICIENT INC | $0 | – | -57,824 | – | -0.11% | – |
| DIOD | Exit | DIODES INC | $0 | – | -44,789 | – | -0.12% | – |
| CSII | Exit | CARDIOVASCULAR SYS INC DEL | $0 | – | -65,634 | – | -0.12% | – |
| PGTI | Exit | PGT INNOVATIONS INC | $0 | – | -153,147 | – | -0.12% | – |
| HII | Exit | HUNTINGTON INGALLS INDS INC | $0 | – | -28,046 | – | -0.18% | – |
| NVR | Exit | NVR INC | $0 | – | -993 | – | -0.18% | – |
| EFA | Exit | ISHARES TRmsci eafe etf | $0 | – | -66,521 | – | -0.19% | – |
| AEIS | Exit | ADVANCED ENERGY INDS | $0 | – | -68,192 | – | -0.20% | – |
| EEFT | Exit | EURONET WORLDWIDE INC | $0 | – | -47,852 | – | -0.20% | – |
| IWD | Exit | ISHARES TRrus 1000 val etf | $0 | – | -37,217 | – | -0.20% | – |
| ACGL | Exit | ARCH CAP GROUP LTDord | $0 | – | -159,267 | – | -0.21% | – |
| MMS | Exit | MAXIMUS INC | $0 | – | -70,253 | – | -0.22% | – |
| EWBC | Exit | EAST WEST BANCORP INC | $0 | – | -149,154 | – | -0.22% | – |
| KNX | Exit | KNIGHT SWIFT TRANSN HLDGS INcl a | $0 | – | -120,329 | – | -0.22% | – |
| NNN | Exit | NATIONAL RETAIL PROPERTIES I | $0 | – | -145,460 | – | -0.23% | – |
| LDOS | Exit | LEIDOS HOLDINGS INC | $0 | – | -56,842 | – | -0.23% | – |
| ON | Exit | ON SEMICONDUCTOR CORP | $0 | – | -237,075 | – | -0.23% | – |
| ALK | Exit | ALASKA AIR GROUP INC | $0 | – | -141,482 | – | -0.24% | – |
| BIO | Exit | BIO RAD LABS INCcl a | $0 | – | -10,318 | – | -0.24% | – |
| AFG | Exit | AMERICAN FINL GROUP INC OHIO | $0 | – | -79,900 | – | -0.24% | – |
| IPGP | Exit | IPG PHOTONICS CORP | $0 | – | -31,698 | – | -0.24% | – |
| HUBB | Exit | HUBBELL INC | $0 | – | -39,682 | – | -0.25% | – |
| RHI | Exit | ROBERT HALF INTL INC | $0 | – | -102,645 | – | -0.25% | – |
| FNF | Exit | FIDELITY NATIONAL FINANCIAL | $0 | – | -172,983 | – | -0.25% | – |
| CRL | Exit | CHARLES RIV LABS INTL INC | $0 | – | -24,279 | – | -0.25% | – |
| TTC | Exit | TORO CO | $0 | – | -65,321 | – | -0.25% | – |
| LECO | Exit | LINCOLN ELEC HLDGS INC | $0 | – | -59,964 | – | -0.25% | – |
| WTRG | Exit | ESSENTIAL UTILS INC | $0 | – | -136,965 | – | -0.25% | – |
| ATO | Exit | ATMOS ENERGY CORP | $0 | – | -58,316 | – | -0.25% | – |
| STE | Exit | STERIS PLC | $0 | – | -31,723 | – | -0.26% | – |
| LW | Exit | LAMB WESTON HLDGS INC | $0 | – | -84,483 | – | -0.26% | – |
| AOS | Exit | SMITH A O CORP | $0 | – | -106,536 | – | -0.26% | – |
| SYF | Exit | SYNCHRONY FINANCIAL | $0 | – | -219,458 | – | -0.26% | – |
| QRVO | Exit | QORVO INC | $0 | – | -45,007 | – | -0.26% | – |
| SHY | Exit | ISHARES TR1 3 yr treas bd | $0 | – | -71,657 | – | -0.28% | – |
| VMC | Exit | VULCAN MATLS CO | $0 | – | -46,406 | – | -0.29% | – |
| ULTA | Exit | ULTA BEAUTY INC | $0 | – | -28,881 | – | -0.30% | – |
| DOX | Exit | AMDOCS LTD | $0 | – | -116,560 | – | -0.30% | – |
| BRKR | Exit | BRUKER CORP | $0 | – | -171,956 | – | -0.31% | – |
| CRNC | Exit | CERENCE INC | $0 | – | -143,798 | – | -0.32% | – |
| BURL | Exit | BURLINGTON STORES INC | $0 | – | -34,190 | – | -0.32% | – |
| EXPD | Exit | EXPEDITORS INTL WASH INC | $0 | – | -79,752 | – | -0.33% | – |
| AMH | Exit | AMERICAN HOMES 4 RENTcl a | $0 | – | -270,984 | – | -0.35% | – |
| AXS | Exit | AXIS CAP HLDGS LTD | $0 | – | -182,192 | – | -0.36% | – |
| EXEL | Exit | EXELIXIS INC | $0 | – | -328,500 | – | -0.37% | – |
| LITE | Exit | LUMENTUM HLDGS INC | $0 | – | -107,044 | – | -0.37% | – |
| RGA | Exit | REINSURANCE GRP OF AMERICA I | $0 | – | -85,952 | – | -0.37% | – |
| VICI | Exit | VICI PPTYS INC | $0 | – | -387,341 | – | -0.41% | – |
| BMY | Exit | BRISTOL-MYERS SQUIBB CO | $0 | – | -400,835 | – | -1.10% | – |
| KKR | Exit | KKR & CO INC | $0 | – | -745,941 | – | -1.17% | – |
| INVH | Exit | INVITATION HOMES INC | $0 | – | -928,013 | – | -1.18% | – |
| V | Exit | VISA INC | $0 | – | -129,930 | – | -1.18% | – |
| BIIB | Exit | BIOGEN INC | $0 | – | -91,600 | – | -1.18% | – |
| SCHW | Exit | SCHWAB CHARLES CORP | $0 | – | -725,778 | – | -1.20% | – |
| CNC | Exit | CENTENE CORP DEL | $0 | – | -454,510 | – | -1.21% | – |
| ROK | Exit | ROCKWELL AUTOMATION INC | $0 | – | -121,236 | – | -1.22% | – |
| TT | Exit | TRANE TECHNOLOGIES PLC | $0 | – | -223,714 | – | -1.24% | – |
| INCY | Exit | INCYTE CORP | $0 | – | -306,673 | – | -1.25% | – |
| HD | Exit | HOME DEPOT INC | $0 | – | -99,847 | – | -1.26% | – |
| RTX | Exit | RAYTHEON TECHNOLOGIES CORP | $0 | – | -488,777 | – | -1.28% | – |
| UNP | Exit | UNION PAC CORP | $0 | – | -146,511 | – | -1.31% | – |
| SYY | Exit | SYSCO CORP | $0 | – | -468,037 | – | -1.33% | – |
| TEL | Exit | TE CONNECTIVITY LTD | $0 | – | -301,620 | – | -1.34% | – |
| AWK | Exit | AMERICAN WTR WKS CO INC NEW | $0 | – | -204,524 | – | -1.35% | – |
| UBER | Exit | UBER TECHNOLOGIES INC | $0 | – | -818,027 | – | -1.36% | – |
| SWKS | Exit | SKYWORKS SOLUTIONS INC | $0 | – | -208,162 | – | -1.38% | – |
| CB | Exit | CHUBB LIMITED | $0 | – | -264,426 | – | -1.40% | – |
| LHX | Exit | L3HARRIS TECHNOLOGIES INC | $0 | – | -180,999 | – | -1.40% | – |
| PPG | Exit | PPG INDS INC | $0 | – | -268,248 | – | -1.49% | – |
| SRE | Exit | SEMPRA ENERGY | $0 | – | -280,305 | – | -1.51% | – |
| MDT | Exit | MEDTRONIC PLC | $0 | – | -329,700 | – | -1.56% | – |
| SWK | Exit | STANLEY BLACK & DECKER INC | $0 | – | -215,653 | – | -1.59% | – |
| GS | Exit | GOLDMAN SACHS GROUP INC | $0 | – | -199,951 | – | -1.83% | – |
| VMW | Exit | VMWARE INC | $0 | – | -281,071 | – | -1.84% | – |
| CL | Exit | COLGATE PALMOLIVE CO | $0 | – | -523,905 | – | -1.84% | – |
| VZ | Exit | VERIZON COMMUNICATIONS INC | $0 | – | -679,830 | – | -1.84% | – |
| AXP | Exit | AMERICAN EXPRESS CO | $0 | – | -414,148 | – | -1.89% | – |
| MMM | Exit | 3M CO | $0 | – | -260,178 | – | -1.90% | – |
| UPS | Exit | UNITED PARCEL SERVICE INCcl b | $0 | – | -252,024 | – | -1.91% | – |
| AMAT | Exit | APPLIED MATLS INC | $0 | – | -736,847 | – | -2.00% | – |
| CTVA | Exit | CORTEVA INC | $0 | – | -1,527,880 | – | -2.00% | – |
| GOOGL | Exit | ALPHABET INCcap stk cl a | $0 | – | -30,615 | – | -2.04% | – |
| MSI | Exit | MOTOROLA SOLUTIONS INC | $0 | – | -287,967 | – | -2.06% | – |
| MRVL | Exit | MARVELL TECHNOLOGY GROUP LTDord | $0 | – | -1,140,494 | – | -2.06% | – |
| JPM | Exit | JPMORGAN CHASE & CO | $0 | – | -479,189 | – | -2.10% | – |
| TTE | Exit | TOTAL SEsponsored ads | $0 | – | -1,466,406 | – | -2.29% | – |
| AMZN | Exit | AMAZON COM INC | $0 | – | -17,778 | – | -2.55% | – |
| SNY | Exit | SANOFIsponsored adr | $0 | – | -1,163,104 | – | -2.66% | – |
| ASML | Exit | ASML HOLDING N V | $0 | – | -172,737 | – | -2.90% | – |
| SNN | Exit | SMITH & NEPHEW GROUP PLCspdn adr new | $0 | – | -1,895,197 | – | -3.38% | – |
| SAP | Exit | SAP SEspon adr | $0 | – | -552,805 | – | -3.92% | – |
| TSM | Exit | TAIWAN SEMICONDUCTOR MFG LTDsponsored ads | $0 | – | -1,111,352 | – | -4.10% | – |
| BABA | Exit | ALIBABA GROUP HLDG LTDsponsored ads | $0 | – | -340,220 | – | -4.56% | – |
Q3 2020
| Value | Shares | ↓ Weighting | ||||||
|---|---|---|---|---|---|---|---|---|
| BABA | Sell | ALIBABA GROUP HLDG LTDsponsored ads | $100,018,000 | +20.9% | 340,220 | -11.3% | 4.56% | +20.1% |
| TSM | Sell | TAIWAN SEMICONDUCTOR MFG LTDsponsored ads | $90,097,000 | +7.5% | 1,111,352 | -24.7% | 4.10% | +6.8% |
| SAP | Sell | SAP SEspon adr | $86,133,000 | -17.0% | 552,805 | -25.4% | 3.92% | -17.5% |
| SNN | Sell | SMITH & NEPHEW GROUP PLCspdn adr new | $74,102,000 | -7.5% | 1,895,197 | -9.8% | 3.38% | -8.1% |
| ASML | Sell | ASML HOLDING N V | $63,787,000 | -9.1% | 172,737 | -9.4% | 2.90% | -9.7% |
| SNY | Sell | SANOFIsponsored adr | $58,353,000 | -10.7% | 1,163,104 | -9.1% | 2.66% | -11.2% |
| AMZN | Sell | AMAZON COM INC | $55,978,000 | +3.0% | 17,778 | -9.7% | 2.55% | +2.4% |
| TTE | New | TOTAL SEsponsored ads | $50,298,000 | – | 1,466,406 | – | 2.29% | – |
| JPM | Buy | JPMORGAN CHASE & CO | $46,132,000 | +23.7% | 479,189 | +20.9% | 2.10% | +22.9% |
| MRVL | Sell | MARVELL TECHNOLOGY GROUP LTDord | $45,278,000 | -18.0% | 1,140,494 | -27.6% | 2.06% | -18.6% |
| MSI | Sell | MOTOROLA SOLUTIONS INC | $45,156,000 | +6.3% | 287,967 | -5.0% | 2.06% | +5.6% |
| GOOGL | Sell | ALPHABET INCcap stk cl a | $44,869,000 | -2.7% | 30,615 | -5.8% | 2.04% | -3.3% |
| CTVA | Sell | CORTEVA INC | $44,018,000 | +0.5% | 1,527,880 | -6.5% | 2.00% | -0.1% |
| AMAT | Sell | APPLIED MATLS INC | $43,806,000 | -8.4% | 736,847 | -6.8% | 2.00% | -8.9% |
| UPS | Sell | UNITED PARCEL SERVICE INCcl b | $41,995,000 | +31.8% | 252,024 | -12.1% | 1.91% | +30.9% |
| MMM | Sell | 3M CO | $41,675,000 | -3.6% | 260,178 | -6.1% | 1.90% | -4.2% |
| AXP | Sell | AMERICAN EXPRESS CO | $41,518,000 | +4.0% | 414,148 | -1.2% | 1.89% | +3.4% |
| VZ | Sell | VERIZON COMMUNICATIONS INC | $40,443,000 | -2.7% | 679,830 | -9.8% | 1.84% | -3.3% |
| CL | Sell | COLGATE PALMOLIVE CO | $40,419,000 | -0.5% | 523,905 | -5.5% | 1.84% | -1.1% |
| VMW | Buy | VMWARE INC | $40,381,000 | -5.5% | 281,071 | +1.8% | 1.84% | -6.1% |
| GS | Sell | GOLDMAN SACHS GROUP INC | $40,184,000 | -0.5% | 199,951 | -2.2% | 1.83% | -1.2% |
| SWK | Sell | STANLEY BLACK & DECKER INC | $34,979,000 | +8.4% | 215,653 | -6.8% | 1.59% | +7.7% |
| MDT | Sell | MEDTRONIC PLC | $34,262,000 | +6.5% | 329,700 | -6.0% | 1.56% | +5.8% |
| SRE | Buy | SEMPRA ENERGY | $33,177,000 | +5.1% | 280,305 | +4.1% | 1.51% | +4.4% |
| PPG | Sell | PPG INDS INC | $32,748,000 | -16.4% | 268,248 | -27.3% | 1.49% | -16.9% |
| LHX | Sell | L3HARRIS TECHNOLOGIES INC | $30,741,000 | -0.5% | 180,999 | -0.6% | 1.40% | -1.2% |
| CB | Buy | CHUBB LIMITED | $30,705,000 | +21.6% | 264,426 | +32.6% | 1.40% | +20.7% |
| SWKS | Sell | SKYWORKS SOLUTIONS INC | $30,288,000 | -3.0% | 208,162 | -14.7% | 1.38% | -3.6% |
| UBER | New | UBER TECHNOLOGIES INC | $29,842,000 | – | 818,027 | – | 1.36% | – |
| AWK | Sell | AMERICAN WTR WKS CO INC NEW | $29,631,000 | +4.9% | 204,524 | -6.8% | 1.35% | +4.3% |
| TEL | Sell | TE CONNECTIVITY LTD | $29,480,000 | +12.5% | 301,620 | -6.1% | 1.34% | +11.8% |
| SYY | New | SYSCO CORP | $29,121,000 | – | 468,037 | – | 1.33% | – |
| UNP | Sell | UNION PAC CORP | $28,844,000 | +8.6% | 146,511 | -6.7% | 1.31% | +8.0% |
| RTX | Sell | RAYTHEON TECHNOLOGIES CORP | $28,124,000 | -10.6% | 488,777 | -4.3% | 1.28% | -11.2% |
| HD | Sell | HOME DEPOT INC | $27,729,000 | +0.9% | 99,847 | -9.0% | 1.26% | +0.2% |
| INCY | New | INCYTE CORP | $27,521,000 | – | 306,673 | – | 1.25% | – |
| TT | Sell | TRANE TECHNOLOGIES PLC | $27,125,000 | -29.8% | 223,714 | -48.5% | 1.24% | -30.3% |
| ROK | Sell | ROCKWELL AUTOMATION INC | $26,754,000 | -30.0% | 121,236 | -32.4% | 1.22% | -30.4% |
| CNC | Buy | CENTENE CORP DEL | $26,512,000 | +15.7% | 454,510 | +26.1% | 1.21% | +15.0% |
| SCHW | Buy | SCHWAB CHARLES CORP | $26,295,000 | +16.6% | 725,778 | +8.6% | 1.20% | +15.9% |
| BIIB | Sell | BIOGEN INC | $25,985,000 | +2.2% | 91,600 | -3.6% | 1.18% | +1.5% |
| V | Sell | VISA INC | $25,982,000 | -2.1% | 129,930 | -5.4% | 1.18% | -2.7% |
| INVH | Sell | INVITATION HOMES INC | $25,975,000 | -20.7% | 928,013 | -22.0% | 1.18% | -21.2% |
| KKR | Sell | KKR & CO INC | $25,616,000 | -7.0% | 745,941 | -16.3% | 1.17% | -7.5% |
| BMY | New | BRISTOL-MYERS SQUIBB CO | $24,166,000 | – | 400,835 | – | 1.10% | – |
| VICI | Sell | VICI PPTYS INC | $9,052,000 | +13.0% | 387,341 | -2.4% | 0.41% | +12.3% |
| RGA | Buy | REINSURANCE GRP OF AMERICA I | $8,182,000 | +293.2% | 85,952 | +224.0% | 0.37% | +292.6% |
| LITE | New | LUMENTUM HLDGS INC | $8,042,000 | – | 107,044 | – | 0.37% | – |
| EXEL | Buy | EXELIXIS INC | $8,032,000 | +257.5% | 328,500 | +247.1% | 0.37% | +255.3% |
| AXS | Buy | AXIS CAP HLDGS LTD | $8,024,000 | +9.1% | 182,192 | +0.4% | 0.36% | +8.3% |
| AMH | Buy | AMERICAN HOMES 4 RENTcl a | $7,718,000 | +265.8% | 270,984 | +245.5% | 0.35% | +261.9% |
| EXPD | Sell | EXPEDITORS INTL WASH INC | $7,219,000 | +17.6% | 79,752 | -1.2% | 0.33% | +17.1% |
| BURL | New | BURLINGTON STORES INC | $7,046,000 | – | 34,190 | – | 0.32% | – |
| CRNC | Sell | CERENCE INC | $7,027,000 | -0.1% | 143,798 | -16.5% | 0.32% | -0.6% |
| BRKR | Buy | BRUKER CORP | $6,835,000 | +0.5% | 171,956 | +2.9% | 0.31% | -0.3% |
| DOX | Sell | AMDOCS LTD | $6,692,000 | -14.8% | 116,560 | -9.6% | 0.30% | -15.3% |
| ULTA | Buy | ULTA BEAUTY INC | $6,469,000 | +42.7% | 28,881 | +29.6% | 0.30% | +41.8% |
| VMC | Buy | VULCAN MATLS CO | $6,290,000 | +17.8% | 46,406 | +0.7% | 0.29% | +16.7% |
| SHY | Sell | ISHARES TR1 3 yr treas bd | $6,199,000 | -4.9% | 71,657 | -4.8% | 0.28% | -5.7% |
| QRVO | Buy | QORVO INC | $5,806,000 | +17.3% | 45,007 | +0.5% | 0.26% | +16.3% |
| SYF | Buy | SYNCHRONY FINANCIAL | $5,743,000 | +56.8% | 219,458 | +32.7% | 0.26% | +56.0% |
| AOS | Buy | SMITH A O CORP | $5,625,000 | +13.1% | 106,536 | +1.0% | 0.26% | +12.3% |
| STE | Buy | STERIS PLC | $5,589,000 | +16.1% | 31,723 | +1.1% | 0.26% | +15.4% |
| LW | New | LAMB WESTON HLDGS INC | $5,599,000 | – | 84,483 | – | 0.26% | – |
| ATO | Buy | ATMOS ENERGY CORP | $5,574,000 | +12.2% | 58,316 | +16.9% | 0.25% | +11.4% |
| LECO | Buy | LINCOLN ELEC HLDGS INC | $5,519,000 | +9.9% | 59,964 | +0.5% | 0.25% | +9.1% |
| WTRG | Buy | ESSENTIAL UTILS INC | $5,513,000 | +15.2% | 136,965 | +20.9% | 0.25% | +14.6% |
| CRL | Sell | CHARLES RIV LABS INTL INC | $5,498,000 | +15.3% | 24,279 | -11.2% | 0.25% | +14.2% |
| TTC | Sell | TORO CO | $5,484,000 | +11.5% | 65,321 | -11.9% | 0.25% | +11.1% |
| FNF | Buy | FIDELITY NATIONAL FINANCIAL | $5,416,000 | +3.4% | 172,983 | +1.3% | 0.25% | +2.9% |
| HUBB | Buy | HUBBELL INC | $5,430,000 | +9.9% | 39,682 | +0.7% | 0.25% | +8.8% |
| RHI | Buy | ROBERT HALF INTL INC | $5,434,000 | +0.9% | 102,645 | +0.7% | 0.25% | 0.0% |
| IPGP | Buy | IPG PHOTONICS CORP | $5,388,000 | +7.1% | 31,698 | +1.1% | 0.24% | +6.1% |
| AFG | Sell | AMERICAN FINL GROUP INC OHIO | $5,352,000 | +5.5% | 79,900 | -0.0% | 0.24% | +5.2% |
| BIO | Buy | BIO RAD LABS INCcl a | $5,319,000 | +15.4% | 10,318 | +1.1% | 0.24% | +14.7% |
| ALK | New | ALASKA AIR GROUP INC | $5,182,000 | – | 141,482 | – | 0.24% | – |
| ON | Sell | ON SEMICONDUCTOR CORP | $5,142,000 | -18.5% | 237,075 | -25.5% | 0.23% | -19.0% |
| LDOS | Buy | LEIDOS HOLDINGS INC | $5,067,000 | +11.1% | 56,842 | +16.8% | 0.23% | +10.5% |
| NNN | Buy | NATIONAL RETAIL PROPERTIES I | $5,020,000 | -1.4% | 145,460 | +1.4% | 0.23% | -1.7% |
| KNX | Sell | KNIGHT SWIFT TRANSN HLDGS INcl a | $4,897,000 | -7.7% | 120,329 | -5.4% | 0.22% | -8.2% |
| EWBC | Buy | EAST WEST BANCORP INC | $4,883,000 | +3.9% | 149,154 | +15.0% | 0.22% | +3.3% |
| MMS | Buy | MAXIMUS INC | $4,806,000 | -2.1% | 70,253 | +0.9% | 0.22% | -2.7% |
| ACGL | Buy | ARCH CAP GROUP LTDord | $4,659,000 | +3.8% | 159,267 | +1.6% | 0.21% | +2.9% |
| IWD | Sell | ISHARES TRrus 1000 val etf | $4,396,000 | -7.2% | 37,217 | -11.6% | 0.20% | -7.8% |
| EEFT | Buy | EURONET WORLDWIDE INC | $4,359,000 | -3.3% | 47,852 | +1.7% | 0.20% | -3.9% |
| AEIS | Buy | ADVANCED ENERGY INDS | $4,292,000 | +95.5% | 68,192 | +110.6% | 0.20% | +93.1% |
| EFA | Buy | ISHARES TRmsci eafe etf | $4,234,000 | +16.8% | 66,521 | +11.7% | 0.19% | +16.3% |
| NVR | Sell | NVR INC | $4,055,000 | +1.1% | 993 | -19.3% | 0.18% | +0.5% |
| HII | Buy | HUNTINGTON INGALLS INDS INC | $3,947,000 | -4.0% | 28,046 | +19.1% | 0.18% | -4.3% |
| PGTI | Buy | PGT INNOVATIONS INC | $2,683,000 | +14.4% | 153,147 | +2.3% | 0.12% | +13.0% |
| CSII | Buy | CARDIOVASCULAR SYS INC DEL | $2,583,000 | +30.8% | 65,634 | +4.8% | 0.12% | +29.7% |
| DIOD | New | DIODES INC | $2,528,000 | – | 44,789 | – | 0.12% | – |
| PRFT | Buy | PERFICIENT INC | $2,471,000 | +20.5% | 57,824 | +0.9% | 0.11% | +20.2% |
| EPRT | Buy | ESSENTIAL PPTYS RLTY TR INC | $2,411,000 | +25.2% | 131,628 | +1.5% | 0.11% | +25.0% |
| JRVR | Buy | JAMES RIV GROUP LTD | $2,411,000 | +1.5% | 54,139 | +2.6% | 0.11% | +0.9% |
| NVEE | Buy | NV5 GLOBAL INC | $2,383,000 | +5.0% | 45,157 | +1.2% | 0.11% | +4.8% |
| FWRD | Buy | FORWARD AIR CORP | $2,394,000 | +18.5% | 41,726 | +2.9% | 0.11% | +17.2% |
| SAFM | New | SANDERSON FARMS INC | $2,398,000 | – | 20,327 | – | 0.11% | – |
| AL | Buy | AIR LEASE CORPcl a | $2,404,000 | +71.7% | 81,720 | +71.0% | 0.11% | +70.3% |
| BEAT | Buy | BIOTELEMETRY INC | $2,386,000 | +40.4% | 52,343 | +39.1% | 0.11% | +39.7% |
| HAIN | Buy | HAIN CELESTIAL GROUP INC | $2,382,000 | +16.0% | 69,456 | +6.6% | 0.11% | +14.9% |
| MWA | Buy | MUELLER WTR PRODS INC | $2,362,000 | +16.0% | 227,370 | +5.2% | 0.11% | +16.1% |
| MMI | Buy | MARCUS & MILLICHAP INC | $2,321,000 | +26.4% | 84,326 | +32.5% | 0.11% | +26.2% |
| DLB | Buy | DOLBY LABORATORIES INC | $2,309,000 | +6.1% | 34,833 | +5.4% | 0.10% | +5.0% |
| PAG | Buy | PENSKE AUTOMOTIVE GRP INC | $2,300,000 | +31.1% | 48,250 | +6.5% | 0.10% | +31.2% |
| LMNX | New | LUMINEX CORP DEL | $2,288,000 | – | 87,147 | – | 0.10% | – |
| CRVL | Sell | CORVEL CORP | $2,278,000 | -4.1% | 26,666 | -20.4% | 0.10% | -4.6% |
| BWXT | Buy | BWX TECHNOLOGIES INC | $2,274,000 | +4.8% | 40,383 | +5.4% | 0.10% | +5.1% |
| FAF | Buy | FIRST AMERN FINL CORP | $2,255,000 | +12.8% | 44,293 | +6.4% | 0.10% | +12.0% |
| ENS | Buy | ENERSYS | $2,259,000 | +10.1% | 33,656 | +5.7% | 0.10% | +9.6% |
| ICUI | Buy | ICU MED INC | $2,243,000 | +20.5% | 12,275 | +21.6% | 0.10% | +20.0% |
| MDC | Sell | M D C HLDGS INC | $2,228,000 | -9.0% | 47,314 | -31.0% | 0.10% | -9.8% |
| PNM | Buy | PNM RES INC | $2,168,000 | +14.5% | 52,462 | +6.5% | 0.10% | +13.8% |
| WNS | Sell | WNS HLDGS LTDspon adr | $2,181,000 | +1.3% | 34,097 | -13.0% | 0.10% | 0.0% |
| HUBG | Buy | HUB GROUP INCcl a | $2,169,000 | +11.9% | 43,211 | +6.7% | 0.10% | +11.2% |
| PSN | Buy | PARSONS CORPORATION | $2,183,000 | +26.1% | 65,087 | +36.3% | 0.10% | +25.3% |
| IDA | Buy | IDACORP INC | $2,162,000 | +6.9% | 27,054 | +16.8% | 0.10% | +5.4% |
| RNR | Buy | RENAISSANCERE HLDGS LTD | $2,140,000 | +5.2% | 12,609 | +6.0% | 0.10% | +4.3% |
| CBT | Buy | CABOT CORP | $2,111,000 | +3.5% | 58,597 | +6.5% | 0.10% | +3.2% |
| RMBS | Buy | RAMBUS INC DEL | $2,097,000 | -3.7% | 153,179 | +6.9% | 0.10% | -4.0% |
| CRI | Buy | CARTERS INC | $2,090,000 | +17.3% | 24,141 | +9.3% | 0.10% | +15.9% |
| NSP | Sell | INSPERITY INC | $2,064,000 | -19.2% | 31,518 | -20.1% | 0.09% | -19.7% |
| UCBI | Buy | UNITED CMNTY BKS BLAIRSVLE G | $2,045,000 | +19.5% | 120,768 | +41.9% | 0.09% | +19.2% |
| MAN | Buy | MANPOWERGROUP INC | $1,999,000 | +13.1% | 27,267 | +6.0% | 0.09% | +12.3% |
| CVLT | Buy | COMMVAULT SYSTEMS INC | $2,007,000 | +12.7% | 49,188 | +6.9% | 0.09% | +11.0% |
| EPAY | Buy | BOTTOMLINE TECH DEL INC | $1,951,000 | -11.4% | 46,285 | +6.7% | 0.09% | -11.9% |
| TCF | Buy | TCF FINL CORP | $1,927,000 | +9.4% | 82,480 | +37.8% | 0.09% | +8.6% |
| HCSG | Buy | HEALTHCARE SVCS GROUP INC | $1,920,000 | -1.7% | 89,161 | +11.7% | 0.09% | -3.3% |
| EBS | Sell | EMERGENT BIOSOLUTIONS INC | $1,890,000 | -21.6% | 18,287 | -40.0% | 0.09% | -22.5% |
| ATHM | Buy | AUTOHOME INCsp adr rp cl a | $1,858,000 | +33.7% | 19,355 | +5.1% | 0.08% | +32.8% |
| LQD | Sell | ISHARES TRiboxx inv cp etf | $1,815,000 | -2.3% | 13,475 | -2.5% | 0.08% | -2.4% |
| UBSI | Buy | UNITED BANKSHARES INC WEST V | $1,808,000 | -17.9% | 84,206 | +5.8% | 0.08% | -18.8% |
| AGZ | Sell | ISHARES TRagency bond etf | $1,796,000 | -4.1% | 14,837 | -4.1% | 0.08% | -4.7% |
| KOF | New | COCA-COLA FEMSA SAB DE CVsponsord adr rep | $1,790,000 | – | 43,960 | – | 0.08% | – |
| HMSY | Buy | HMS HLDGS CORP | $1,778,000 | -19.4% | 74,218 | +9.0% | 0.08% | -19.8% |
| PAGS | Buy | PAGSEGURO DIGITAL LTD | $1,768,000 | +12.2% | 46,873 | +5.1% | 0.08% | +12.5% |
| ZLAB | Sell | ZAI LAB LTDadr | $1,775,000 | -24.1% | 21,338 | -25.1% | 0.08% | -24.3% |
| ATNX | Sell | ATHENEX INC | $1,225,000 | -12.9% | 101,252 | -1.0% | 0.06% | -12.5% |
| TDS | Buy | TELEPHONE & DATA SYS INC | $1,046,000 | +3.8% | 56,729 | +11.8% | 0.05% | +4.3% |
| DESP | Buy | DESPEGAR COM CORP | $816,000 | -7.0% | 128,349 | +5.1% | 0.04% | -7.5% |
| IJH | New | ISHARES TRcore s&p mcp etf | $371,000 | – | 2,001 | – | 0.02% | – |
| KO | Buy | COCA COLA CO | $271,000 | +18.3% | 5,490 | +7.1% | 0.01% | +20.0% |
| ACWI | Sell | ISHARES TRmsci acwi etf | $253,000 | -34.6% | 3,169 | -39.7% | 0.01% | -33.3% |
| ADI | Sell | ANALOG DEVICES INC | $236,000 | -12.6% | 2,025 | -8.2% | 0.01% | -8.3% |
| AIGWS | Exit | AMERICAN INTL GROUP INC*w exp 01/19/202 | $0 | – | -285,095 | – | -0.02% | – |
| LYG | Exit | LLOYDS BANKING GROUP PLCsponsored adr | $0 | – | -399,856 | – | -0.03% | – |
| YELP | Exit | YELP INCcl a | $0 | – | -65,014 | – | -0.07% | – |
| VSH | Exit | VISHAY INTERTECHNOLOGY INC | $0 | – | -113,793 | – | -0.08% | – |
| PACW | Exit | PACWEST BANCORP DEL | $0 | – | -202,631 | – | -0.18% | – |
| COR | Exit | CORESITE RLTY CORP | $0 | – | -38,044 | – | -0.21% | – |
| MTN | Exit | VAIL RESORTS INC | $0 | – | -26,360 | – | -0.22% | – |
| JBHT | Exit | HUNT J B TRANS SVCS INC | $0 | – | -44,567 | – | -0.25% | – |
| C | Exit | CITIGROUP INC | $0 | – | -541,050 | – | -1.27% | – |
| AIG | Exit | AMERICAN INTL GROUP INC | $0 | – | -888,376 | – | -1.27% | – |
| GILD | Exit | GILEAD SCIENCES INC | $0 | – | -367,534 | – | -1.30% | – |
| PFE | Exit | PFIZER INC | $0 | – | -883,034 | – | -1.32% | – |
| NTR | Exit | NUTRIEN LTD | $0 | – | -1,885,283 | – | -2.77% | – |
Q2 2020
| Value | Shares | ↓ Weighting | ||||||
|---|---|---|---|---|---|---|---|---|
| SAP | New | SAP SEspon adr | $103,799,000 | – | 741,418 | – | 4.76% | – |
| TSM | New | TAIWAN SEMICONDUCTOR MFG LTDsponsored ads | $83,827,000 | – | 1,476,615 | – | 3.84% | – |
| BABA | New | ALIBABA GROUP HLDG LTDsponsored ads | $82,749,000 | – | 383,630 | – | 3.79% | – |
| SNN | New | SMITH & NEPHEW GROUP PLCspdn adr new | $80,126,000 | – | 2,101,935 | – | 3.67% | – |
| ASML | New | ASML HOLDING N V | $70,159,000 | – | 190,635 | – | 3.22% | – |
| SNY | New | SANOFIsponsored adr | $65,317,000 | – | 1,279,462 | – | 2.99% | – |
| NTR | New | NUTRIEN LTD | $60,518,000 | – | 1,885,283 | – | 2.77% | – |
| MRVL | New | MARVELL TECHNOLOGY GROUP LTDord | $55,246,000 | – | 1,575,746 | – | 2.53% | – |
| AMZN | New | AMAZON COM INC | $54,329,000 | – | 19,693 | – | 2.49% | – |
| AMAT | New | APPLIED MATLS INC | $47,807,000 | – | 790,855 | – | 2.19% | – |
| GOOGL | New | ALPHABET INCcap stk cl a | $46,102,000 | – | 32,511 | – | 2.11% | – |
| CTVA | New | CORTEVA INC | $43,783,000 | – | 1,634,305 | – | 2.01% | – |
| MMM | New | 3M CO | $43,225,000 | – | 277,103 | – | 1.98% | – |
| VMW | New | VMWARE INC | $42,740,000 | – | 275,989 | – | 1.96% | – |
| MSI | New | MOTOROLA SOLUTIONS INC | $42,467,000 | – | 303,055 | – | 1.95% | – |
| VZ | New | VERIZON COMMUNICATIONS INC | $41,555,000 | – | 753,764 | – | 1.90% | – |
| CL | New | COLGATE PALMOLIVE CO | $40,620,000 | – | 554,458 | – | 1.86% | – |
| GS | New | GOLDMAN SACHS GROUP INC | $40,403,000 | – | 204,449 | – | 1.85% | – |
| AXP | New | AMERICAN EXPRESS CO | $39,902,000 | – | 419,143 | – | 1.83% | – |
| PPG | New | PPG INDS INC | $39,157,000 | – | 369,201 | – | 1.80% | – |
| TT | New | TRANE TECHNOLOGIES PLC | $38,650,000 | – | 434,372 | – | 1.77% | – |
| ROK | New | ROCKWELL AUTOMATION INC | $38,203,000 | – | 179,356 | – | 1.75% | – |
| JPM | New | JPMORGAN CHASE & CO | $37,282,000 | – | 396,359 | – | 1.71% | – |
| INVH | New | INVITATION HOMES INC | $32,767,000 | – | 1,190,232 | – | 1.50% | – |
| SWK | New | STANLEY BLACK & DECKER INC | $32,262,000 | – | 231,471 | – | 1.48% | – |
| MDT | New | MEDTRONIC PLC | $32,180,000 | – | 350,928 | – | 1.48% | – |
| UPS | New | UNITED PARCEL SERVICE INCcl b | $31,872,000 | – | 286,674 | – | 1.46% | – |
| SRE | New | SEMPRA ENERGY | $31,569,000 | – | 269,290 | – | 1.45% | – |
| RTX | New | RAYTHEON TECHNOLOGIES CORP | $31,460,000 | – | 510,544 | – | 1.44% | – |
| SWKS | New | SKYWORKS SOLUTIONS INC | $31,214,000 | – | 244,128 | – | 1.43% | – |
| LHX | New | L3HARRIS TECHNOLOGIES INC | $30,905,000 | – | 182,148 | – | 1.42% | – |
| PFE | New | PFIZER INC | $28,875,000 | – | 883,034 | – | 1.32% | – |
| GILD | New | GILEAD SCIENCES INC | $28,278,000 | – | 367,534 | – | 1.30% | – |
| AWK | New | AMERICAN WTR WKS CO INC NEW | $28,239,000 | – | 219,484 | – | 1.29% | – |
| AIG | New | AMERICAN INTL GROUP INC | $27,700,000 | – | 888,376 | – | 1.27% | – |
| C | New | CITIGROUP INC | $27,648,000 | – | 541,050 | – | 1.27% | – |
| KKR | New | KKR & CO INC | $27,535,000 | – | 891,686 | – | 1.26% | – |
| HD | New | HOME DEPOT INC | $27,487,000 | – | 109,726 | – | 1.26% | – |
| UNP | New | UNION PAC CORP | $26,548,000 | – | 157,026 | – | 1.22% | – |
| V | New | VISA INC | $26,529,000 | – | 137,336 | – | 1.22% | – |
| TEL | New | TE CONNECTIVITY LTD | $26,202,000 | – | 321,296 | – | 1.20% | – |
| BIIB | New | BIOGEN INC | $25,417,000 | – | 94,998 | – | 1.16% | – |
| CB | New | CHUBB LIMITED | $25,260,000 | – | 199,491 | – | 1.16% | – |
| CNC | New | CENTENE CORP DEL | $22,912,000 | – | 360,531 | – | 1.05% | – |
| SCHW | New | SCHWAB CHARLES CORP | $22,556,000 | – | 668,511 | – | 1.03% | – |
| VICI | New | VICI PPTYS INC | $8,012,000 | – | 396,834 | – | 0.37% | – |
| DOX | New | AMDOCS LTD | $7,853,000 | – | 128,995 | – | 0.36% | – |
| AXS | New | AXIS CAPITAL HOLDINGS LTD | $7,357,000 | – | 181,392 | – | 0.34% | – |
| CRNC | New | CERENCE INC | $7,031,000 | – | 172,156 | – | 0.32% | – |
| BRKR | New | BRUKER CORP | $6,801,000 | – | 167,173 | – | 0.31% | – |
| SHY | New | ISHARES TR1 3 yr treas bd | $6,518,000 | – | 75,253 | – | 0.30% | – |
| ON | New | ON SEMICONDUCTOR CORP | $6,310,000 | – | 318,357 | – | 0.29% | – |
| EXPD | New | EXPEDITORS INTL WASH INC | $6,136,000 | – | 80,694 | – | 0.28% | – |
| RHI | New | ROBERT HALF INTL INC | $5,383,000 | – | 101,896 | – | 0.25% | – |
| JBHT | New | HUNT J B TRANS SVCS INC | $5,363,000 | – | 44,567 | – | 0.25% | – |
| VMC | New | VULCAN MATLS CO | $5,339,000 | – | 46,087 | – | 0.24% | – |
| KNX | New | KNIGHT SWIFT TRANSN HLDGS INcl a | $5,306,000 | – | 127,215 | – | 0.24% | – |
| FNF | New | FIDELITY NATIONAL FINANCIAL | $5,238,000 | – | 170,847 | – | 0.24% | – |
| NNN | New | NATIONAL RETAIL PROPERTIES I | $5,092,000 | – | 143,516 | – | 0.23% | – |
| AFG | New | AMERICAN FINL GROUP INC OHIO | $5,072,000 | – | 79,925 | – | 0.23% | – |
| IPGP | New | IPG PHOTONICS CORP | $5,029,000 | – | 31,352 | – | 0.23% | – |
| LECO | New | LINCOLN ELEC HLDGS INC | $5,024,000 | – | 59,641 | – | 0.23% | – |
| ATO | New | ATMOS ENERGY CORP | $4,966,000 | – | 49,873 | – | 0.23% | – |
| AOS | New | SMITH A O CORP | $4,972,000 | – | 105,517 | – | 0.23% | – |
| HUBB | New | HUBBELL INC | $4,942,000 | – | 39,421 | – | 0.23% | – |
| QRVO | New | QORVO INC | $4,948,000 | – | 44,770 | – | 0.23% | – |
| MMS | New | MAXIMUS INC | $4,907,000 | – | 69,651 | – | 0.22% | – |
| TTC | New | TORO CO | $4,919,000 | – | 74,141 | – | 0.22% | – |
| STE | New | STERIS PLC | $4,812,000 | – | 31,363 | – | 0.22% | – |
| MTN | New | VAIL RESORTS INC | $4,801,000 | – | 26,360 | – | 0.22% | – |
| CRL | New | CHARLES RIV LABS INTL INC | $4,769,000 | – | 27,355 | – | 0.22% | – |
| WTRG | New | ESSENTIAL UTILS INC | $4,786,000 | – | 113,297 | – | 0.22% | – |
| IWD | New | ISHARES TRrus 1000 val etf | $4,739,000 | – | 42,083 | – | 0.22% | – |
| EWBC | New | EAST WEST BANCORP INC | $4,701,000 | – | 129,723 | – | 0.22% | – |
| COR | New | CORESITE RLTY CORP | $4,606,000 | – | 38,044 | – | 0.21% | – |
| BIO | New | BIO RAD LABS INCcl a | $4,608,000 | – | 10,207 | – | 0.21% | – |
| LDOS | New | LEIDOS HOLDINGS INC | $4,559,000 | – | 48,670 | – | 0.21% | – |
| ULTA | New | ULTA BEAUTY INC | $4,533,000 | – | 22,283 | – | 0.21% | – |
| EEFT | New | EURONET WORLDWIDE INC | $4,509,000 | – | 47,053 | – | 0.21% | – |
| ACGL | New | ARCH CAP GROUP LTDord | $4,490,000 | – | 156,712 | – | 0.21% | – |
| HII | New | HUNTINGTON INGALLS INDS INC | $4,110,000 | – | 23,556 | – | 0.19% | – |
| NVR | New | NVR INC | $4,012,000 | – | 1,231 | – | 0.18% | – |
| PACW | New | PACWEST BANCORP DEL | $3,994,000 | – | 202,631 | – | 0.18% | – |
| SYF | New | SYNCHRONY FINANCIAL | $3,663,000 | – | 165,317 | – | 0.17% | – |
| EFA | New | ISHARES TRmsci eafe etf | $3,625,000 | – | 59,546 | – | 0.17% | – |
| NSP | New | INSPERITY INC | $2,554,000 | – | 39,460 | – | 0.12% | – |
| MDC | New | M D C HLDGS INC | $2,449,000 | – | 68,590 | – | 0.11% | – |
| EBS | New | EMERGENT BIOSOLUTIONS INC | $2,412,000 | – | 30,495 | – | 0.11% | – |
| JRVR | New | JAMES RIV GROUP LTD | $2,375,000 | – | 52,768 | – | 0.11% | – |
| CRVL | New | CORVEL CORP | $2,376,000 | – | 33,515 | – | 0.11% | – |
| PGTI | New | PGT INNOVATIONS INC | $2,346,000 | – | 149,646 | – | 0.11% | – |
| ZLAB | New | ZAI LAB LTDadr | $2,340,000 | – | 28,495 | – | 0.11% | – |
| NVEE | New | NV5 GLOBAL INC | $2,269,000 | – | 44,630 | – | 0.10% | – |
| EXEL | New | EXELIXIS INC | $2,247,000 | – | 94,636 | – | 0.10% | – |
| UBSI | New | UNITED BANKSHARES INC WEST V | $2,202,000 | – | 79,607 | – | 0.10% | – |
| HMSY | New | HMS HLDGS CORP | $2,206,000 | – | 68,102 | – | 0.10% | – |
| AEIS | New | ADVANCED ENERGY INDS | $2,195,000 | – | 32,382 | – | 0.10% | – |
| EPAY | New | BOTTOMLINE TECH DEL INC | $2,203,000 | – | 43,384 | – | 0.10% | – |
| DLB | New | DOLBY LABORATORIES INC | $2,177,000 | – | 33,051 | – | 0.10% | – |
| RMBS | New | RAMBUS INC DEL | $2,177,000 | – | 143,251 | – | 0.10% | – |
| WNS | New | WNS HLDGS LTDspon adr | $2,154,000 | – | 39,180 | – | 0.10% | – |
| BWXT | New | BWX TECHNOLOGIES INC | $2,170,000 | – | 38,304 | – | 0.10% | – |
| AMH | New | AMERICAN HOMES 4 RENTcl a | $2,110,000 | – | 78,434 | – | 0.10% | – |
| RGA | New | REINSURANCE GRP OF AMERICA I | $2,081,000 | – | 26,532 | – | 0.10% | – |
| ENS | New | ENERSYS | $2,051,000 | – | 31,854 | – | 0.09% | – |
| PRFT | New | PERFICIENT INC | $2,051,000 | – | 57,315 | – | 0.09% | – |
| QLTA | New | ISHARES TRa rate cp bd etf | $2,048,000 | – | 35,400 | – | 0.09% | – |
| HAIN | New | HAIN CELESTIAL GROUP INC | $2,053,000 | – | 65,166 | – | 0.09% | – |
| CBT | New | CABOT CORP | $2,039,000 | – | 55,033 | – | 0.09% | – |
| MWA | New | MUELLER WTR PRODS INC | $2,037,000 | – | 216,062 | – | 0.09% | – |
| FWRD | New | FORWARD AIR CORP | $2,020,000 | – | 40,542 | – | 0.09% | – |
| RNR | New | RENAISSANCERE HOLDINGS LTD | $2,035,000 | – | 11,896 | – | 0.09% | – |
| AGG | New | ISHARES TRcore us aggbd et | $2,020,000 | – | 17,089 | – | 0.09% | – |
| IDA | New | IDACORP INC | $2,023,000 | – | 23,157 | – | 0.09% | – |
| FAF | New | FIRST AMERN FINL CORP | $1,999,000 | – | 41,624 | – | 0.09% | – |
| CSII | New | CARDIOVASCULAR SYS INC DEL | $1,975,000 | – | 62,613 | – | 0.09% | – |
| HCSG | New | HEALTHCARE SVCS GROUP INC | $1,953,000 | – | 79,831 | – | 0.09% | – |
| HUBG | New | HUB GROUP INCcl a | $1,938,000 | – | 40,492 | – | 0.09% | – |
| EPRT | New | ESSENTIAL PPTYS RLTY TR INC | $1,925,000 | – | 129,697 | – | 0.09% | – |
| PNM | New | PNM RES INC | $1,894,000 | – | 49,280 | – | 0.09% | – |
| AGZ | New | ISHARES TRagency bond etf | $1,873,000 | – | 15,464 | – | 0.09% | – |
| LQD | New | ISHARES TRiboxx inv cp etf | $1,858,000 | – | 13,815 | – | 0.08% | – |
| ICUI | New | ICU MED INC | $1,861,000 | – | 10,096 | – | 0.08% | – |
| MMI | New | MARCUS & MILLICHAP INC | $1,836,000 | – | 63,621 | – | 0.08% | – |
| CVLT | New | COMMVAULT SYSTEMS INC | $1,781,000 | – | 46,031 | – | 0.08% | – |
| CRI | New | CARTERS INC | $1,782,000 | – | 22,083 | – | 0.08% | – |
| MAN | New | MANPOWERGROUP INC | $1,768,000 | – | 25,719 | – | 0.08% | – |
| TCF | New | TCF FINANCIAL CORPORATION NE | $1,761,000 | – | 59,855 | – | 0.08% | – |
| VSH | New | VISHAY INTERTECHNOLOGY INC | $1,738,000 | – | 113,793 | – | 0.08% | – |
| PAG | New | PENSKE AUTOMOTIVE GRP INC | $1,754,000 | – | 45,320 | – | 0.08% | – |
| PSN | New | PARSONS CORPORATION | $1,731,000 | – | 47,760 | – | 0.08% | – |
| UCBI | New | UNITED CMNTY BKS BLAIRSVLE G | $1,712,000 | – | 85,109 | – | 0.08% | – |
| BEAT | New | BIOTELEMETRY INC | $1,700,000 | – | 37,620 | – | 0.08% | – |
| PAGS | New | PAGSEGURO DIGITAL LTD | $1,576,000 | – | 44,591 | – | 0.07% | – |
| YELP | New | YELP INCcl a | $1,504,000 | – | 65,014 | – | 0.07% | – |
| AL | New | AIR LEASE CORPcl a | $1,400,000 | – | 47,789 | – | 0.06% | – |
| ATNX | New | ATHENEX INC | $1,407,000 | – | 102,286 | – | 0.06% | – |
| ATHM | New | AUTOHOME INCsp adr rp cl a | $1,390,000 | – | 18,413 | – | 0.06% | – |
| TDS | New | TELEPHONE & DATA SYS INC | $1,008,000 | – | 50,722 | – | 0.05% | – |
| LAZ | New | LAZARD LTD | $995,000 | – | 34,746 | – | 0.05% | – |
| DESP | New | DESPEGAR COM CORP | $877,000 | – | 122,094 | – | 0.04% | – |
| LYG | New | LLOYDS BANKING GROUP PLCsponsored adr | $600,000 | – | 399,856 | – | 0.03% | – |
| AIGWS | New | AMERICAN INTL GROUP INC*w exp 01/19/202 | $399,000 | – | 285,095 | – | 0.02% | – |
| ACWI | New | ISHARES TRmsci acwi etf | $387,000 | – | 5,253 | – | 0.02% | – |
| ADI | New | ANALOG DEVICES INC | $270,000 | – | 2,205 | – | 0.01% | – |
| KO | New | COCA COLA CO | $229,000 | – | 5,125 | – | 0.01% | – |
Q4 2019
| Value | Shares | ↓ Weighting | ||||||
|---|---|---|---|---|---|---|---|---|
| IWF | Exit | ISHARES TRrus 1000 grw etf | $0 | – | -1,404 | – | -0.01% | – |
| EBAY | Exit | EBAY INC | $0 | – | -5,612 | – | -0.01% | – |
| JPM | Exit | JPMORGAN CHASE & CO | $0 | – | -2,521 | – | -0.01% | – |
| LAZ | Exit | LAZARD LTD | $0 | – | -10,079 | – | -0.01% | – |
| DESP | Exit | DESPEGAR COM CORP | $0 | – | -31,777 | – | -0.01% | – |
| ACWI | Exit | ISHARES TRmsci acwi etf | $0 | – | -5,424 | – | -0.01% | – |
| PM | Exit | PHILIP MORRIS INTL INC | $0 | – | -5,409 | – | -0.01% | – |
| TAP | Exit | MOLSON COORS BREWING COcl b | $0 | – | -7,516 | – | -0.01% | – |
| LIVN | Exit | LIVANOVA PLC | $0 | – | -6,036 | – | -0.01% | – |
| ZLAB | Exit | ZAI LAB LTDadr | $0 | – | -14,104 | – | -0.02% | – |
| IYR | Exit | ISHARES TRu.s. real es etf | $0 | – | -5,116 | – | -0.02% | – |
| ICLR | Exit | ICON PLC | $0 | – | -3,078 | – | -0.02% | – |
| CORP | Exit | PIMCO ETF TRinv grd crp bd | $0 | – | -5,000 | – | -0.02% | – |
| AGG | Exit | ISHARES TRcore us aggbd et | $0 | – | -7,898 | – | -0.03% | – |
| EFG | Exit | ISHARES TReafe grwth etf | $0 | – | -11,169 | – | -0.03% | – |
| ATNX | Exit | ATHENEX INC | $0 | – | -75,394 | – | -0.03% | – |
| CRVL | Exit | CORVEL CORP | $0 | – | -13,747 | – | -0.03% | – |
| PZA | Exit | INVESCO EXCHNG TRADED FD TRnatl amt muni | $0 | – | -45,000 | – | -0.04% | – |
| NVRO | Exit | NEVRO CORP | $0 | – | -13,678 | – | -0.04% | – |
| AGZ | Exit | ISHARES TRagency bond etf | $0 | – | -15,931 | – | -0.06% | – |
| OEC | Exit | ORION ENGINEERED CARBONS S A | $0 | – | -116,826 | – | -0.06% | – |
| HMSY | Exit | HMS HLDGS CORP | $0 | – | -59,828 | – | -0.07% | – |
| CVLT | Exit | COMMVAULT SYSTEMS INC | $0 | – | -45,840 | – | -0.07% | – |
| HPP | Exit | HUDSON PAC PPTYS INC | $0 | – | -64,686 | – | -0.07% | – |
| MAN | Exit | MANPOWERGROUP INC | $0 | – | -25,918 | – | -0.07% | – |
| VSAT | Exit | VIASAT INC | $0 | – | -28,894 | – | -0.07% | – |
| BEAT | Exit | BIOTELEMETRY INC | $0 | – | -54,005 | – | -0.07% | – |
| FMBI | Exit | FIRST MIDWEST BANCORP DEL | $0 | – | -115,354 | – | -0.07% | – |
| PSN | Exit | PARSONS CORPORATION | $0 | – | -67,964 | – | -0.07% | – |
| EBS | Exit | EMERGENT BIOSOLUTIONS INC | $0 | – | -43,847 | – | -0.07% | – |
| UMPQ | Exit | UMPQUA HLDGS CORP | $0 | – | -140,789 | – | -0.07% | – |
| TCF | Exit | TCF FINANCIAL CORPORATION NE | $0 | – | -60,998 | – | -0.07% | – |
| UBSI | Exit | UNITED BANKSHARES INC WEST V | $0 | – | -62,063 | – | -0.08% | – |
| DK | Exit | DELEK US HLDGS INC NEW | $0 | – | -64,479 | – | -0.08% | – |
| NVT | Exit | NVENT ELECTRIC PLC | $0 | – | -105,969 | – | -0.08% | – |
| NVEE | Exit | NV5 GLOBAL INC | $0 | – | -34,386 | – | -0.08% | – |
| CRI | Exit | CARTERS INC | $0 | – | -26,026 | – | -0.08% | – |
| AMH | Exit | AMERICAN HOMES 4 RENTcl a | $0 | – | -91,741 | – | -0.08% | – |
| TILE | Exit | INTERFACE INC | $0 | – | -164,945 | – | -0.08% | – |
| TDS | Exit | TELEPHONE & DATA SYS INC | $0 | – | -91,771 | – | -0.08% | – |
| HAIN | Exit | HAIN CELESTIAL GROUP INC | $0 | – | -110,185 | – | -0.08% | – |
| RBA | Exit | RITCHIE BROS AUCTIONEERS | $0 | – | -59,553 | – | -0.08% | – |
| HTH | Exit | HILLTOP HOLDINGS INC | $0 | – | -100,202 | – | -0.08% | – |
| PNM | Exit | PNM RES INC | $0 | – | -46,264 | – | -0.08% | – |
| FWRD | Exit | FORWARD AIR CORP | $0 | – | -37,761 | – | -0.08% | – |
| SAIC | Exit | SCIENCE APPLICATNS INTL CP N | $0 | – | -27,327 | – | -0.08% | – |
| ALG | Exit | ALAMO GROUP INC | $0 | – | -20,385 | – | -0.08% | – |
| UCBI | Exit | UNITED CMNTY BKS BLAIRSVLE G | $0 | – | -85,853 | – | -0.08% | – |
| MMI | Exit | MARCUS & MILLICHAP INC | $0 | – | -69,298 | – | -0.08% | – |
| VSH | Exit | VISHAY INTERTECHNOLOGY INC | $0 | – | -147,137 | – | -0.08% | – |
| RMBS | Exit | RAMBUS INC DEL | $0 | – | -192,333 | – | -0.08% | – |
| ENS | Exit | ENERSYS | $0 | – | -39,317 | – | -0.08% | – |
| MWA | Exit | MUELLER WTR PRODS INC | $0 | – | -230,934 | – | -0.08% | – |
| FAF | Exit | FIRST AMERN FINL CORP | $0 | – | -43,859 | – | -0.08% | – |
| RNR | Exit | RENAISSANCERE HOLDINGS LTD | $0 | – | -13,501 | – | -0.08% | – |
| IDA | Exit | IDACORP INC | $0 | – | -23,222 | – | -0.08% | – |
| CBT | Exit | CABOT CORP | $0 | – | -58,859 | – | -0.09% | – |
| AEIS | Exit | ADVANCED ENERGY INDS | $0 | – | -47,199 | – | -0.09% | – |
| PGTI | Exit | PGT INNOVATIONS INC | $0 | – | -161,433 | – | -0.09% | – |
| HUBG | Exit | HUB GROUP INCcl a | $0 | – | -59,523 | – | -0.09% | – |
| LQD | Exit | ISHARES TRiboxx inv cp etf | $0 | – | -27,082 | – | -0.11% | – |
| LEVI | Exit | LEVI STRAUSS & CO NEW | $0 | – | -197,560 | – | -0.12% | – |
| AIGWS | Exit | AMERICAN INTL GROUP INC*w exp 01/19/202 | $0 | – | -265,080 | – | -0.12% | – |
| PVH | Exit | PVH CORP | $0 | – | -43,586 | – | -0.12% | – |
| MAS | Exit | MASCO CORP | $0 | – | -96,795 | – | -0.13% | – |
| EWBC | Exit | EAST WEST BANCORP INC | $0 | – | -93,126 | – | -0.13% | – |
| PACW | Exit | PACWEST BANCORP DEL | $0 | – | -114,410 | – | -0.13% | – |
| SHY | Exit | ISHARES TR1 3 yr treas bd | $0 | – | -50,195 | – | -0.14% | – |
| ZION | Exit | ZIONS BANCORPORATION N A | $0 | – | -98,044 | – | -0.14% | – |
| BWA | Exit | BORGWARNER INC | $0 | – | -120,846 | – | -0.14% | – |
| ALK | Exit | ALASKA AIR GROUP INC | $0 | – | -68,688 | – | -0.14% | – |
| EEFT | Exit | EURONET WORLDWIDE INC | $0 | – | -32,067 | – | -0.15% | – |
| IPGP | Exit | IPG PHOTONICS CORP | $0 | – | -34,792 | – | -0.15% | – |
| LECO | Exit | LINCOLN ELEC HLDGS INC | $0 | – | -55,059 | – | -0.15% | – |
| THS | Exit | TREEHOUSE FOODS INC | $0 | – | -85,848 | – | -0.15% | – |
| AAP | Exit | ADVANCE AUTO PARTS INC | $0 | – | -28,804 | – | -0.15% | – |
| MMS | Exit | MAXIMUS INC | $0 | – | -61,973 | – | -0.15% | – |
| BKU | Exit | BANKUNITED INC | $0 | – | -143,045 | – | -0.15% | – |
| QGEN | Exit | QIAGEN NV | $0 | – | -145,895 | – | -0.15% | – |
| HUBB | Exit | HUBBELL INC | $0 | – | -36,675 | – | -0.16% | – |
| WTR | Exit | AQUA AMERICA INC | $0 | – | -107,595 | – | -0.16% | – |
| HII | Exit | HUNTINGTON INGALLS INDS INC | $0 | – | -22,743 | – | -0.16% | – |
| YELP | Exit | YELP INCcl a | $0 | – | -140,176 | – | -0.16% | – |
| QRVO | Exit | QORVO INC | $0 | – | -66,486 | – | -0.16% | – |
| EXPD | Exit | EXPEDITORS INTL WASH INC | $0 | – | -66,563 | – | -0.16% | – |
| KNX | Exit | KNIGHT SWIFT TRANSN HLDGS INcl a | $0 | – | -137,562 | – | -0.16% | – |
| AFG | Exit | AMERICAN FINL GROUP INC OHIO | $0 | – | -46,875 | – | -0.16% | – |
| TTC | Exit | TORO CO | $0 | – | -69,442 | – | -0.16% | – |
| ATO | Exit | ATMOS ENERGY CORP | $0 | – | -45,070 | – | -0.16% | – |
| FNF | Exit | FIDELITY NATIONAL FINANCIAL | $0 | – | -116,381 | – | -0.17% | – |
| LDOS | Exit | LEIDOS HLDGS INC | $0 | – | -61,180 | – | -0.17% | – |
| IWD | Exit | ISHARES TRrus 1000 val etf | $0 | – | -41,789 | – | -0.17% | – |
| ACGL | Exit | ARCH CAP GROUP LTDord | $0 | – | -129,960 | – | -0.18% | – |
| INCY | Exit | INCYTE CORP | $0 | – | -79,448 | – | -0.19% | – |
| SJM | Exit | SMUCKER J M CO | $0 | – | -55,869 | – | -0.20% | – |
| CDK | Exit | CDK GLOBAL INC | $0 | – | -146,163 | – | -0.22% | – |
| BRKR | Exit | BRUKER CORP | $0 | – | -162,356 | – | -0.23% | – |
| WLK | Exit | WESTLAKE CHEM CORP | $0 | – | -112,686 | – | -0.24% | – |
| SABR | Exit | SABRE CORP | $0 | – | -333,808 | – | -0.24% | – |
| AXS | Exit | AXIS CAPITAL HOLDINGS LTD | $0 | – | -120,043 | – | -0.26% | – |
| PAG | Exit | PENSKE AUTOMOTIVE GRP INC | $0 | – | -170,040 | – | -0.26% | – |
| ON | Exit | ON SEMICONDUCTOR CORP | $0 | – | -434,761 | – | -0.27% | – |
| EQH | Exit | AXA EQUITABLE HLDGS INC | $0 | – | -387,319 | – | -0.28% | – |
| AL | Exit | AIR LEASE CORPcl a | $0 | – | -275,212 | – | -0.37% | – |
| EFA | Exit | ISHARES TRmsci eafe etf | $0 | – | -271,994 | – | -0.57% | – |
| CNC | Exit | CENTENE CORP DEL | $0 | – | -482,612 | – | -0.67% | – |
| BKNG | Exit | BOOKING HLDGS INC | $0 | – | -13,573 | – | -0.86% | – |
| CMI | Exit | CUMMINS INC | $0 | – | -174,743 | – | -0.91% | – |
| SWK | Exit | STANLEY BLACK & DECKER INC | $0 | – | -197,839 | – | -0.92% | – |
| CVX | Exit | CHEVRON CORP NEW | $0 | – | -245,168 | – | -0.93% | – |
| BIIB | Exit | BIOGEN INC | $0 | – | -128,266 | – | -0.96% | – |
| UPS | Exit | UNITED PARCEL SERVICE INCcl b | $0 | – | -262,726 | – | -1.01% | – |
| DAL | Exit | DELTA AIR LINES INC DEL | $0 | – | -550,872 | – | -1.02% | – |
| TWTR | Exit | TWITTER INC | $0 | – | -800,312 | – | -1.06% | – |
| AWK | Exit | AMERICAN WTR WKS CO INC NEW | $0 | – | -283,227 | – | -1.13% | – |
| INVH | Exit | INVITATION HOMES INC | $0 | – | -1,292,505 | – | -1.23% | – |
| DOW | Exit | DOW INC | $0 | – | -816,876 | – | -1.25% | – |
| JNJ | Exit | JOHNSON & JOHNSON | $0 | – | -306,491 | – | -1.27% | – |
| GILD | Exit | GILEAD SCIENCES INC | $0 | – | -653,110 | – | -1.33% | – |
| SCHW | Exit | THE CHARLES SCHWAB CORPORATI | $0 | – | -993,888 | – | -1.33% | – |
| PFG | Exit | PRINCIPAL FINL GROUP INC | $0 | – | -737,003 | – | -1.35% | – |
| CTVA | Exit | CORTEVA INC | $0 | – | -1,511,404 | – | -1.36% | – |
| C | Exit | CITIGROUP INC | $0 | – | -621,601 | – | -1.38% | – |
| WFC | Exit | WELLS FARGO CO NEW | $0 | – | -860,977 | – | -1.39% | – |
| AMAT | Exit | APPLIED MATLS INC | $0 | – | -874,670 | – | -1.40% | – |
| HPQ | Exit | HP INC | $0 | – | -2,310,577 | – | -1.40% | – |
| CFG | Exit | CITIZENS FINL GROUP INC | $0 | – | -1,244,543 | – | -1.41% | – |
| ROK | Exit | ROCKWELL AUTOMATION INC | $0 | – | -267,092 | – | -1.41% | – |
| KKR | Exit | KKR & CO INCcl a | $0 | – | -1,646,831 | – | -1.42% | – |
| SWKS | Exit | SKYWORKS SOLUTIONS INC | $0 | – | -578,559 | – | -1.47% | – |
| AIG | Exit | AMERICAN INTL GROUP INC | $0 | – | -825,689 | – | -1.48% | – |
| VZ | Exit | VERIZON COMMUNICATIONS INC | $0 | – | -763,641 | – | -1.48% | – |
| RTN | Exit | RAYTHEON CO | $0 | – | -235,100 | – | -1.48% | – |
| HD | Exit | HOME DEPOT INC | $0 | – | -203,628 | – | -1.52% | – |
| QCOM | Exit | QUALCOMM INC | $0 | – | -625,103 | – | -1.53% | – |
| MDT | Exit | MEDTRONIC PLC | $0 | – | -439,144 | – | -1.53% | – |
| AXP | Exit | AMERICAN EXPRESS CO | $0 | – | -420,832 | – | -1.60% | – |
| GOOGL | Exit | ALPHABET INCcap stk cl a | $0 | – | -44,792 | – | -1.76% | – |
| BBL | Exit | BHP GROUP PLCsponsored adr | $0 | – | -2,157,516 | – | -2.96% | – |
| LYG | Exit | LLOYDS BANKING GROUP PLCsponsored adr | $0 | – | -35,361,790 | – | -3.00% | – |
| ASML | Exit | ASML HOLDING N V | $0 | – | -452,285 | – | -3.60% | – |
| HSBC | Exit | HSBC HLDGS PLCspon adr new | $0 | – | -3,586,289 | – | -4.40% | – |
| NTR | Exit | NUTRIEN LTD | $0 | – | -2,759,706 | – | -4.42% | – |
| SAP | Exit | SAP SEspon adr | $0 | – | -1,192,526 | – | -4.51% | – |
| SNN | Exit | SMITH & NEPHEW PLCspdn adr new | $0 | – | -3,497,253 | – | -5.40% | – |
| AER | Exit | AERCAP HOLDINGS NV | $0 | – | -3,093,907 | – | -5.43% | – |
| NXPI | Exit | NXP SEMICONDUCTORS N V | $0 | – | -1,633,838 | – | -5.72% | – |
| RDSA | Exit | ROYAL DUTCH SHELL PLCspons adr a | $0 | – | -3,502,155 | – | -6.61% | – |
Q3 2019
| Value | Shares | ↓ Weighting | ||||||
|---|---|---|---|---|---|---|---|---|
| RDSA | Sell | ROYAL DUTCH SHELL PLCspons adr a | $206,102,000 | -19.7% | 3,502,155 | -11.2% | 6.61% | -0.6% |
| NXPI | Sell | NXP SEMICONDUCTORS N V | $178,284,000 | -1.4% | 1,633,838 | -11.8% | 5.72% | +22.1% |
| AER | Sell | AERCAP HOLDINGS NV | $169,391,000 | -31.3% | 3,093,907 | -34.7% | 5.43% | -15.0% |
| SNN | Sell | SMITH & NEPHEW PLCspdn adr new | $168,323,000 | -22.6% | 3,497,253 | -29.9% | 5.40% | -4.1% |
| SAP | Sell | SAP SEspon adr | $140,563,000 | -24.8% | 1,192,526 | -12.8% | 4.51% | -7.0% |
| NTR | Sell | NUTRIEN LTD | $137,654,000 | -17.6% | 2,759,706 | -11.7% | 4.42% | +2.0% |
| HSBC | Sell | HSBC HLDGS PLCspon adr new | $137,247,000 | -18.2% | 3,586,289 | -10.8% | 4.40% | +1.3% |
| ASML | Sell | ASML HOLDING N V | $112,357,000 | -9.8% | 452,285 | -24.5% | 3.60% | +11.7% |
| LYG | Sell | LLOYDS BANKING GROUP PLCsponsored adr | $93,355,000 | -17.1% | 35,361,790 | -10.8% | 3.00% | +2.7% |
| BBL | Sell | BHP GROUP PLCsponsored adr | $92,428,000 | -26.8% | 2,157,516 | -12.7% | 2.96% | -9.4% |
| GOOGL | Sell | ALPHABET INCcap stk cl a | $54,697,000 | +8.3% | 44,792 | -4.0% | 1.76% | +34.1% |
| AXP | Sell | AMERICAN EXPRESS CO | $49,776,000 | -6.8% | 420,832 | -2.7% | 1.60% | +15.4% |
| MDT | Sell | MEDTRONIC PLC | $47,700,000 | +6.5% | 439,144 | -4.5% | 1.53% | +31.8% |
| QCOM | Sell | QUALCOMM INC | $47,683,000 | -3.4% | 625,103 | -3.7% | 1.53% | +19.6% |
| HD | Sell | HOME DEPOT INC | $47,246,000 | +7.6% | 203,628 | -3.5% | 1.52% | +33.2% |
| RTN | Sell | RAYTHEON CO | $46,124,000 | +9.4% | 235,100 | -3.0% | 1.48% | +35.5% |
| VZ | Sell | VERIZON COMMUNICATIONS INC | $46,093,000 | +2.9% | 763,641 | -2.6% | 1.48% | +27.4% |
| AIG | Sell | AMERICAN INTL GROUP INC | $45,991,000 | +0.5% | 825,689 | -3.8% | 1.48% | +24.5% |
| SWKS | New | SKYWORKS SOLUTIONS INC | $45,851,000 | – | 578,559 | – | 1.47% | – |
| KKR | Sell | KKR & CO INCcl a | $44,217,000 | +2.0% | 1,646,831 | -4.0% | 1.42% | +26.3% |
| ROK | Sell | ROCKWELL AUTOMATION INC | $44,017,000 | -1.6% | 267,092 | -2.1% | 1.41% | +21.8% |
| CFG | Sell | CITIZENS FINL GROUP INC | $44,019,000 | -2.7% | 1,244,543 | -2.8% | 1.41% | +20.4% |
| HPQ | Sell | HP INC | $43,716,000 | -11.1% | 2,310,577 | -2.3% | 1.40% | +10.0% |
| AMAT | Sell | APPLIED MATLS INC | $43,646,000 | -6.8% | 874,670 | -16.1% | 1.40% | +15.4% |
| WFC | Buy | WELLS FARGO CO NEW | $43,428,000 | +8.4% | 860,977 | +1.7% | 1.39% | +34.1% |
| C | Sell | CITIGROUP INC | $42,940,000 | -4.1% | 621,601 | -2.8% | 1.38% | +18.7% |
| CTVA | Buy | CORTEVA INC | $42,319,000 | +46.6% | 1,511,404 | +54.8% | 1.36% | +81.4% |
| PFG | Sell | PRINCIPAL FINL GROUP INC | $42,112,000 | -4.3% | 737,003 | -3.0% | 1.35% | +18.4% |
| SCHW | Buy | THE CHARLES SCHWAB CORPORATI | $41,574,000 | +13.8% | 993,888 | +9.3% | 1.33% | +40.9% |
| GILD | New | GILEAD SCIENCES INC | $41,394,000 | – | 653,110 | – | 1.33% | – |
| JNJ | Sell | JOHNSON & JOHNSON | $39,654,000 | -7.6% | 306,491 | -0.6% | 1.27% | +14.3% |
| DOW | Buy | DOW INC | $38,924,000 | +42.1% | 816,876 | +47.1% | 1.25% | +75.9% |
| INVH | Sell | INVITATION HOMES INC | $38,271,000 | +3.4% | 1,292,505 | -6.7% | 1.23% | +28.1% |
| AWK | Sell | AMERICAN WTR WKS CO INC NEW | $35,185,000 | -0.0% | 283,227 | -6.6% | 1.13% | +23.8% |
| TWTR | Sell | TWITTER INC | $32,973,000 | +13.5% | 800,312 | -3.8% | 1.06% | +40.5% |
| DAL | Sell | DELTA AIR LINES INC DEL | $31,730,000 | -2.3% | 550,872 | -3.8% | 1.02% | +20.9% |
| UPS | Sell | UNITED PARCEL SERVICE INCcl b | $31,480,000 | +12.9% | 262,726 | -2.7% | 1.01% | +39.7% |
| BIIB | Buy | BIOGEN INC | $29,863,000 | +4.2% | 128,266 | +4.7% | 0.96% | +29.1% |
| CVX | Sell | CHEVRON CORP NEW | $29,077,000 | -39.3% | 245,168 | -36.3% | 0.93% | -24.8% |
| SWK | Sell | STANLEY BLACK & DECKER INC | $28,570,000 | -3.3% | 197,839 | -3.2% | 0.92% | +19.6% |
| CMI | Sell | CUMMINS INC | $28,425,000 | -7.6% | 174,743 | -2.7% | 0.91% | +14.3% |
| BKNG | Sell | BOOKING HLDGS INC | $26,639,000 | +1.0% | 13,573 | -3.5% | 0.86% | +25.2% |
| CNC | New | CENTENE CORP DEL | $20,878,000 | – | 482,612 | – | 0.67% | – |
| EFA | Sell | ISHARES TRmsci eafe etf | $17,737,000 | -66.2% | 271,994 | -65.9% | 0.57% | -58.1% |
| AL | Buy | AIR LEASE CORPcl a | $11,509,000 | +100.9% | 275,212 | +98.6% | 0.37% | +149.3% |
| EQH | Buy | AXA EQUITABLE HLDGS INC | $8,583,000 | +8.0% | 387,319 | +1.8% | 0.28% | +33.5% |
| ON | Buy | ON SEMICONDUCTOR CORP | $8,352,000 | -0.4% | 434,761 | +4.8% | 0.27% | +23.5% |
| PAG | Buy | PENSKE AUTOMOTIVE GRP INC | $8,039,000 | -0.0% | 170,040 | +0.0% | 0.26% | +24.0% |
| AXS | Sell | AXIS CAPITAL HOLDINGS LTD | $8,009,000 | +8.8% | 120,043 | -2.7% | 0.26% | +34.6% |
| SABR | Sell | SABRE CORP | $7,476,000 | +0.6% | 333,808 | -0.3% | 0.24% | +24.4% |
| WLK | Buy | WESTLAKE CHEM CORP | $7,383,000 | -3.7% | 112,686 | +2.1% | 0.24% | +19.1% |
| BRKR | Sell | BRUKER CORP | $7,132,000 | -12.6% | 162,356 | -0.6% | 0.23% | +8.5% |
| CDK | Buy | CDK GLOBAL INC | $7,029,000 | -0.5% | 146,163 | +2.3% | 0.22% | +23.0% |
| SJM | Buy | SMUCKER J M CO | $6,147,000 | -3.5% | 55,869 | +1.0% | 0.20% | +19.4% |
| INCY | Buy | INCYTE CORP | $5,897,000 | -12.3% | 79,448 | +0.4% | 0.19% | +8.6% |
| ACGL | Sell | ARCH CAP GROUP LTDord | $5,456,000 | -4.8% | 129,960 | -15.9% | 0.18% | +18.2% |
| IWD | Sell | ISHARES TRrus 1000 val etf | $5,360,000 | -65.3% | 41,789 | -65.6% | 0.17% | -57.0% |
| LDOS | Buy | LEIDOS HLDGS INC | $5,254,000 | +8.7% | 61,180 | +1.0% | 0.17% | +35.2% |
| FNF | Sell | FIDELITY NATIONAL FINANCIAL | $5,168,000 | -7.8% | 116,381 | -16.3% | 0.17% | +14.5% |
| ATO | Buy | ATMOS ENERGY CORP | $5,133,000 | +8.6% | 45,070 | +0.7% | 0.16% | +35.2% |
| TTC | Buy | TORO CO | $5,090,000 | +11.5% | 69,442 | +1.7% | 0.16% | +38.1% |
| AFG | New | AMERICAN FINL GROUP INC OHIO | $5,055,000 | – | 46,875 | – | 0.16% | – |
| KNX | Buy | KNIGHT SWIFT TRANSN HLDGS INcl a | $4,994,000 | +11.8% | 137,562 | +1.2% | 0.16% | +37.9% |
| EXPD | Buy | EXPEDITORS INTL WASH INC | $4,945,000 | +10.5% | 66,563 | +12.8% | 0.16% | +37.1% |
| QRVO | New | QORVO INC | $4,929,000 | – | 66,486 | – | 0.16% | – |
| YELP | Sell | YELP INCcl a | $4,871,000 | -2.0% | 140,176 | -3.6% | 0.16% | +20.9% |
| WTR | Sell | AQUA AMERICA INC | $4,823,000 | -9.1% | 107,595 | -16.1% | 0.16% | +13.1% |
| HII | New | HUNTINGTON INGALLS INDS INC | $4,817,000 | – | 22,743 | – | 0.16% | – |
| HUBB | Sell | HUBBELL INC | $4,819,000 | -10.6% | 36,675 | -11.3% | 0.16% | +10.7% |
| MMS | Sell | MAXIMUS INC | $4,788,000 | -6.2% | 61,973 | -12.0% | 0.15% | +16.7% |
| BKU | Buy | BANKUNITED INC | $4,809,000 | +1.8% | 143,045 | +2.2% | 0.15% | +26.2% |
| QGEN | Buy | QIAGEN NV | $4,810,000 | -9.1% | 145,895 | +11.8% | 0.15% | +12.4% |
| AAP | Buy | ADVANCE AUTO PARTS INC | $4,764,000 | +11.4% | 28,804 | +3.8% | 0.15% | +37.8% |
| LECO | Buy | LINCOLN ELEC HLDGS INC | $4,777,000 | +11.0% | 55,059 | +5.3% | 0.15% | +36.6% |
| THS | Buy | TREEHOUSE FOODS INC | $4,760,000 | +4.3% | 85,848 | +1.8% | 0.15% | +29.7% |
| IPGP | Buy | IPG PHOTONICS CORP | $4,718,000 | -9.7% | 34,792 | +2.8% | 0.15% | +11.9% |
| EEFT | Buy | EURONET WORLDWIDE INC | $4,691,000 | -12.3% | 32,067 | +0.9% | 0.15% | +7.9% |
| ALK | Buy | ALASKA AIR GROUP INC | $4,459,000 | +4.1% | 68,688 | +2.5% | 0.14% | +28.8% |
| BWA | Buy | BORGWARNER INC | $4,433,000 | -7.3% | 120,846 | +6.0% | 0.14% | +14.5% |
| ZION | Buy | ZIONS BANCORPORATION N A | $4,365,000 | +1.3% | 98,044 | +4.6% | 0.14% | +25.0% |
| PACW | Buy | PACWEST BANCORP DEL | $4,158,000 | -2.4% | 114,410 | +4.2% | 0.13% | +20.9% |
| EWBC | Buy | EAST WEST BANCORP INC | $4,125,000 | +0.9% | 93,126 | +6.6% | 0.13% | +24.5% |
| MAS | Buy | MASCO CORP | $4,034,000 | +7.9% | 96,795 | +1.6% | 0.13% | +33.0% |
| PVH | Buy | PVH CORP | $3,846,000 | +5.6% | 43,586 | +13.2% | 0.12% | +30.9% |
| LEVI | New | LEVI STRAUSS & CO NEW | $3,762,000 | – | 197,560 | – | 0.12% | – |
| AIGWS | Sell | AMERICAN INTL GROUP INC*w exp 01/19/202 | $3,780,000 | +10.2% | 265,080 | -5.3% | 0.12% | +36.0% |
| PGTI | Sell | PGT INNOVATIONS INC | $2,788,000 | +2.0% | 161,433 | -1.2% | 0.09% | +25.4% |
| HUBG | Sell | HUB GROUP INCcl a | $2,768,000 | +1.4% | 59,523 | -8.5% | 0.09% | +25.4% |
| AEIS | Sell | ADVANCED ENERGY INDS | $2,710,000 | -6.4% | 47,199 | -8.3% | 0.09% | +16.0% |
| CBT | New | CABOT CORP | $2,667,000 | – | 58,859 | – | 0.09% | – |
| IDA | Sell | IDACORP INC | $2,616,000 | +0.5% | 23,222 | -10.5% | 0.08% | +25.4% |
| RNR | Sell | RENAISSANCERE HOLDINGS LTD | $2,612,000 | -1.4% | 13,501 | -9.2% | 0.08% | +21.7% |
| ENS | Sell | ENERSYS | $2,593,000 | -4.6% | 39,317 | -0.9% | 0.08% | +18.6% |
| FAF | Sell | FIRST AMERN FINL CORP | $2,588,000 | -0.0% | 43,859 | -9.0% | 0.08% | +23.9% |
| MWA | Sell | MUELLER WTR PRODS INC | $2,596,000 | +3.8% | 230,934 | -9.3% | 0.08% | +27.7% |
| RMBS | Sell | RAMBUS INC DEL | $2,524,000 | -9.4% | 192,333 | -16.9% | 0.08% | +12.5% |
| VSH | Sell | VISHAY INTERTECHNOLOGY INC | $2,491,000 | -5.3% | 147,137 | -7.6% | 0.08% | +17.6% |
| MMI | Sell | MARCUS & MILLICHAP INC | $2,459,000 | -4.4% | 69,298 | -16.8% | 0.08% | +17.9% |
| UCBI | Sell | UNITED CMNTY BKS BLAIRSVLE G | $2,434,000 | -9.3% | 85,853 | -8.6% | 0.08% | +11.4% |
| PNM | Sell | PNM RES INC | $2,409,000 | -8.4% | 46,264 | -10.4% | 0.08% | +13.2% |
| FWRD | Sell | FORWARD AIR CORP | $2,406,000 | -1.5% | 37,761 | -8.6% | 0.08% | +22.2% |
| ALG | Sell | ALAMO GROUP INC | $2,400,000 | -7.1% | 20,385 | -21.1% | 0.08% | +14.9% |
| HTH | Sell | HILLTOP HOLDINGS INC | $2,394,000 | -10.7% | 100,202 | -20.5% | 0.08% | +11.6% |
| SAIC | Sell | SCIENCE APPLICATNS INTL CP N | $2,387,000 | -7.8% | 27,327 | -8.6% | 0.08% | +14.9% |
| TDS | New | TELEPHONE & DATA SYS INC | $2,368,000 | – | 91,771 | – | 0.08% | – |
| TILE | Sell | INTERFACE INC | $2,382,000 | -7.3% | 164,945 | -1.6% | 0.08% | +13.4% |
| RBA | Sell | RITCHIE BROS AUCTIONEERS | $2,376,000 | -9.9% | 59,553 | -25.0% | 0.08% | +11.8% |
| HAIN | Sell | HAIN CELESTIAL GROUP INC | $2,366,000 | -11.2% | 110,185 | -9.4% | 0.08% | +10.1% |
| AMH | Sell | AMERICAN HOMES 4 RENTcl a | $2,375,000 | -4.5% | 91,741 | -10.3% | 0.08% | +18.8% |
| CRI | Sell | CARTERS INC | $2,374,000 | -6.9% | 26,026 | -0.4% | 0.08% | +15.2% |
| NVEE | New | NV5 GLOBAL INC | $2,348,000 | – | 34,386 | – | 0.08% | – |
| DK | Sell | DELEK US HLDGS INC NEW | $2,341,000 | -18.8% | 64,479 | -9.3% | 0.08% | 0.0% |
| UBSI | Sell | UNITED BANKSHARES INC WEST V | $2,350,000 | -7.9% | 62,063 | -9.8% | 0.08% | +13.6% |
| NVT | New | NVENT ELECTRIC PLC | $2,336,000 | – | 105,969 | – | 0.08% | – |
| EBS | Sell | EMERGENT BIOSOLUTIONS INC | $2,292,000 | -8.9% | 43,847 | -15.8% | 0.07% | +13.8% |
| TCF | New | TCF FINANCIAL CORPORATION NE | $2,322,000 | – | 60,998 | – | 0.07% | – |
| UMPQ | Sell | UMPQUA HLDGS CORP | $2,317,000 | -6.9% | 140,789 | -6.1% | 0.07% | +15.6% |
| FMBI | Sell | FIRST MIDWEST BANCORP DEL | $2,247,000 | -7.3% | 115,354 | -2.6% | 0.07% | +14.3% |
| PSN | Sell | PARSONS CORPORATION | $2,241,000 | -18.7% | 67,964 | -9.1% | 0.07% | +1.4% |
| BEAT | New | BIOTELEMETRY INC | $2,200,000 | – | 54,005 | – | 0.07% | – |
| VSAT | Sell | VIASAT INC | $2,176,000 | -9.5% | 28,894 | -2.9% | 0.07% | +12.9% |
| MAN | Sell | MANPOWERGROUP INC | $2,183,000 | -18.2% | 25,918 | -6.2% | 0.07% | +1.4% |
| HPP | New | HUDSON PAC PPTYS INC | $2,164,000 | – | 64,686 | – | 0.07% | – |
| HMSY | Sell | HMS HLDGS CORP | $2,062,000 | -24.9% | 59,828 | -29.4% | 0.07% | -7.0% |
| CVLT | Sell | COMMVAULT SYSTEMS INC | $2,050,000 | -19.2% | 45,840 | -10.4% | 0.07% | 0.0% |
| OEC | Sell | ORION ENGINEERED CARBONS S A | $1,952,000 | -29.8% | 116,826 | -10.1% | 0.06% | -12.5% |
| NVRO | Sell | NEVRO CORP | $1,176,000 | -5.8% | 13,678 | -29.0% | 0.04% | +18.8% |
| CRVL | Sell | CORVEL CORP | $1,041,000 | -21.0% | 13,747 | -9.2% | 0.03% | -2.9% |
| ATNX | New | ATHENEX INC | $917,000 | – | 75,394 | – | 0.03% | – |
| ICLR | Sell | ICON PLC | $454,000 | -34.5% | 3,078 | -31.6% | 0.02% | -16.7% |
| TAP | Sell | MOLSON COORS BREWING COcl b | $432,000 | -98.3% | 7,516 | -98.3% | 0.01% | -97.9% |
| ACWI | Sell | ISHARES TRmsci acwi etf | $400,000 | -53.5% | 5,424 | -53.5% | 0.01% | -40.9% |
| DESP | New | DESPEGAR COM CORP | $360,000 | – | 31,777 | – | 0.01% | – |
| JPM | Sell | JPMORGAN CHASE & CO | $297,000 | -20.6% | 2,521 | -24.6% | 0.01% | 0.0% |
| EBAY | Sell | EBAY INC | $219,000 | -43.3% | 5,612 | -42.6% | 0.01% | -30.0% |
| SAN | Exit | BANCO SANTANDER SAadr | $0 | – | -16,402 | – | -0.00% | – |
| IJT | Exit | ISHARES TRs&p sml 600 gwt | $0 | – | -1,101 | – | -0.01% | – |
| VEA | Exit | VANGUARD TAX MANAGED INTL FDftse dev mkt etf | $0 | – | -7,080 | – | -0.01% | – |
| BEST | Exit | BEST INCsponsored ads | $0 | – | -63,690 | – | -0.01% | – |
| AGRO | Exit | ADECOAGRO S A | $0 | – | -69,614 | – | -0.01% | – |
| IJH | Exit | ISHARES TRcore s&p mcp etf | $0 | – | -3,204 | – | -0.02% | – |
| TTE | Exit | TOTAL S Asponsored ads | $0 | – | -32,670 | – | -0.05% | – |
| CNDT | Exit | CONDUENT INC | $0 | – | -235,848 | – | -0.06% | – |
| TCF | Exit | TCF FINL CORP | $0 | – | -120,312 | – | -0.06% | – |
| CWH | Exit | CAMPING WORLD HLDGS INCcl a | $0 | – | -211,933 | – | -0.07% | – |
| CBM | Exit | CAMBREX CORP | $0 | – | -56,750 | – | -0.07% | – |
| VVV | Exit | VALVOLINE INC | $0 | – | -137,396 | – | -0.07% | – |
| PAHC | Exit | PHIBRO ANIMAL HEALTH CORP | $0 | – | -87,282 | – | -0.07% | – |
| AYR | Exit | AIRCASTLE LTD | $0 | – | -133,566 | – | -0.07% | – |
| BAH | Exit | BOOZ ALLEN HAMILTON HLDG CORcl a | $0 | – | -60,645 | – | -0.10% | – |
| COG | Exit | CABOT OIL & GAS CORP | $0 | – | -196,882 | – | -0.12% | – |
| IR | Exit | INGERSOLL-RAND PLC | $0 | – | -226,864 | – | -0.74% | – |
| TSN | Exit | TYSON FOODS INCcl a | $0 | – | -411,055 | – | -0.86% | – |
| COP | Exit | CONOCOPHILLIPS | $0 | – | -711,776 | – | -1.12% | – |
| ORAN | Exit | ORANGEsponsored adr | $0 | – | -6,992,054 | – | -2.85% | – |
| SMFG | Exit | SUMITOMO MITSUI FINL GROUP Isponsored adr | $0 | – | -15,619,597 | – | -2.86% | – |
| BIDU | Exit | BAIDU INCspon adr rep a | $0 | – | -1,025,251 | – | -3.12% | – |
Q2 2019
| Value | Shares | ↓ Weighting | ||||||
|---|---|---|---|---|---|---|---|---|
| RDSA | New | ROYAL DUTCH SHELL PLCspons adr a | $256,534,000 | – | 3,942,437 | – | 6.65% | – |
| AER | New | AERCAP HOLDINGS NV | $246,599,000 | – | 4,741,373 | – | 6.39% | – |
| SNN | New | SMITH & NEPHEW PLCspdn adr new | $217,338,000 | – | 4,991,697 | – | 5.63% | – |
| SAP | New | SAP SEspon adr | $187,002,000 | – | 1,366,977 | – | 4.85% | – |
| NXPI | New | NXP SEMICONDUCTORS N V | $180,747,000 | – | 1,851,730 | – | 4.68% | – |
| HSBC | New | HSBC HLDGS PLCspon adr new | $167,729,000 | – | 4,018,429 | – | 4.35% | – |
| NTR | New | NUTRIEN LTD | $166,998,000 | – | 3,123,797 | – | 4.33% | – |
| BBL | New | BHP GROUP PLCsponsored adr | $126,299,000 | – | 2,471,131 | – | 3.27% | – |
| ASML | New | ASML HOLDING N V | $124,500,000 | – | 598,760 | – | 3.23% | – |
| BIDU | New | BAIDU INCspon adr rep a | $120,323,000 | – | 1,025,251 | – | 3.12% | – |
| LYG | New | LLOYDS BANKING GROUP PLCsponsored adr | $112,571,000 | – | 39,637,747 | – | 2.92% | – |
| SMFG | New | SUMITOMO MITSUI FINL GROUP Isponsored adr | $110,274,000 | – | 15,619,597 | – | 2.86% | – |
| ORAN | New | ORANGEsponsored adr | $109,915,000 | – | 6,992,054 | – | 2.85% | – |
| AXP | New | AMERICAN EXPRESS CO | $53,392,000 | – | 432,531 | – | 1.38% | – |
| EFA | New | ISHARES TRmsci eafe etf | $52,441,000 | – | 797,821 | – | 1.36% | – |
| GOOGL | New | ALPHABET INCcap stk cl a | $50,528,000 | – | 46,664 | – | 1.31% | – |
| QCOM | New | QUALCOMM INC | $49,371,000 | – | 649,016 | – | 1.28% | – |
| HPQ | New | HP INC | $49,169,000 | – | 2,365,030 | – | 1.27% | – |
| CVX | New | CHEVRON CORP NEW | $47,875,000 | – | 384,727 | – | 1.24% | – |
| AMAT | New | APPLIED MATLS INC | $46,819,000 | – | 1,042,497 | – | 1.21% | – |
| AIG | New | AMERICAN INTL GROUP INC | $45,746,000 | – | 858,601 | – | 1.18% | – |
| CFG | New | CITIZENS FINL GROUP INC | $45,256,000 | – | 1,279,861 | – | 1.17% | – |
| VZ | New | VERIZON COMMUNICATIONS INC | $44,810,000 | – | 784,344 | – | 1.16% | – |
| MDT | New | MEDTRONIC PLC | $44,794,000 | – | 459,946 | – | 1.16% | – |
| C | New | CITIGROUP INC | $44,772,000 | – | 639,321 | – | 1.16% | – |
| ROK | New | ROCKWELL AUTOMATION INC | $44,717,000 | – | 272,948 | – | 1.16% | – |
| PFG | New | PRINCIPAL FINL GROUP INC | $44,012,000 | – | 759,874 | – | 1.14% | – |
| HD | New | HOME DEPOT INC | $43,900,000 | – | 211,087 | – | 1.14% | – |
| COP | New | CONOCOPHILLIPS | $43,418,000 | – | 711,776 | – | 1.12% | – |
| KKR | New | KKR & CO INCcl a | $43,353,000 | – | 1,715,583 | – | 1.12% | – |
| JNJ | New | JOHNSON & JOHNSON | $42,938,000 | – | 308,284 | – | 1.11% | – |
| RTN | New | RAYTHEON CO | $42,150,000 | – | 242,411 | – | 1.09% | – |
| WFC | New | WELLS FARGO CO NEW | $40,078,000 | – | 846,956 | – | 1.04% | – |
| INVH | New | INVITATION HOMES INC | $37,018,000 | – | 1,384,889 | – | 0.96% | – |
| SCHW | New | THE CHARLES SCHWAB CORPORATI | $36,541,000 | – | 909,205 | – | 0.95% | – |
| AWK | New | AMERICAN WTR WKS CO INC NEW | $35,186,000 | – | 303,324 | – | 0.91% | – |
| TSN | New | TYSON FOODS INCcl a | $33,189,000 | – | 411,055 | – | 0.86% | – |
| DAL | New | DELTA AIR LINES INC DEL | $32,490,000 | – | 572,511 | – | 0.84% | – |
| CMI | New | CUMMINS INC | $30,776,000 | – | 179,618 | – | 0.80% | – |
| SWK | New | STANLEY BLACK & DECKER INC | $29,554,000 | – | 204,373 | – | 0.77% | – |
| TWTR | New | TWITTER INC | $29,046,000 | – | 832,272 | – | 0.75% | – |
| CTVA | New | CORTEVA INC | $28,874,000 | – | 976,457 | – | 0.75% | – |
| IR | New | INGERSOLL-RAND PLC | $28,737,000 | – | 226,864 | – | 0.74% | – |
| BIIB | New | BIOGEN INC | $28,646,000 | – | 122,488 | – | 0.74% | – |
| UPS | New | UNITED PARCEL SERVICE INCcl b | $27,893,000 | – | 270,094 | – | 0.72% | – |
| DOW | New | DOW INC | $27,391,000 | – | 555,487 | – | 0.71% | – |
| BKNG | New | BOOKING HLDGS INC | $26,372,000 | – | 14,067 | – | 0.68% | – |
| TAP | New | MOLSON COORS BREWING COcl b | $25,374,000 | – | 453,109 | – | 0.66% | – |
| IWD | New | ISHARES TRrus 1000 val etf | $15,435,000 | – | 121,326 | – | 0.40% | – |
| ON | New | ON SEMICONDUCTOR CORP | $8,385,000 | – | 414,904 | – | 0.22% | – |
| BRKR | New | BRUKER CORP | $8,156,000 | – | 163,289 | – | 0.21% | – |
| PAG | New | PENSKE AUTOMOTIVE GRP INC | $8,042,000 | – | 170,020 | – | 0.21% | – |
| EQH | New | AXA EQUITABLE HLDGS INC | $7,949,000 | – | 380,335 | – | 0.21% | – |
| WLK | New | WESTLAKE CHEM CORP | $7,666,000 | – | 110,364 | – | 0.20% | – |
| SABR | New | SABRE CORP | $7,434,000 | – | 334,863 | – | 0.19% | – |
| AXS | New | AXIS CAPITAL HOLDINGS LTD | $7,358,000 | – | 123,346 | – | 0.19% | – |
| CDK | New | CDK GLOBAL INC | $7,061,000 | – | 142,816 | – | 0.18% | – |
| INCY | New | INCYTE CORP | $6,726,000 | – | 79,165 | – | 0.17% | – |
| SJM | New | SMUCKER J M CO | $6,369,000 | – | 55,289 | – | 0.16% | – |
| AL | New | AIR LEASE CORPcl a | $5,729,000 | – | 138,589 | – | 0.15% | – |
| ACGL | New | ARCH CAP GROUP LTDord | $5,729,000 | – | 154,516 | – | 0.15% | – |
| FNF | New | FIDELITY NATIONAL FINANCIAL | $5,606,000 | – | 139,118 | – | 0.14% | – |
| HUBB | New | HUBBELL INC | $5,389,000 | – | 41,324 | – | 0.14% | – |
| EEFT | New | EURONET WORLDWIDE INC | $5,348,000 | – | 31,788 | – | 0.14% | – |
| WTR | New | AQUA AMERICA INC | $5,305,000 | – | 128,230 | – | 0.14% | – |
| QGEN | New | QIAGEN NV | $5,291,000 | – | 130,479 | – | 0.14% | – |
| IPGP | New | IPG PHOTONICS CORP | $5,223,000 | – | 33,860 | – | 0.14% | – |
| MMS | New | MAXIMUS INC | $5,107,000 | – | 70,399 | – | 0.13% | – |
| YELP | New | YELP INCcl a | $4,970,000 | – | 145,393 | – | 0.13% | – |
| LDOS | New | LEIDOS HLDGS INC | $4,835,000 | – | 60,555 | – | 0.12% | – |
| BWA | New | BORGWARNER INC | $4,784,000 | – | 113,961 | – | 0.12% | – |
| BKU | New | BANKUNITED INC | $4,725,000 | – | 140,029 | – | 0.12% | – |
| ATO | New | ATMOS ENERGY CORP | $4,726,000 | – | 44,774 | – | 0.12% | – |
| TTC | New | TORO CO | $4,566,000 | – | 68,255 | – | 0.12% | – |
| THS | New | TREEHOUSE FOODS INC | $4,562,000 | – | 84,331 | – | 0.12% | – |
| COG | New | CABOT OIL & GAS CORP | $4,520,000 | – | 196,882 | – | 0.12% | – |
| KNX | New | KNIGHT SWIFT TRANSN HLDGS INcl a | $4,465,000 | – | 135,953 | – | 0.12% | – |
| EXPD | New | EXPEDITORS INTL WASH INC | $4,477,000 | – | 59,022 | – | 0.12% | – |
| LECO | New | LINCOLN ELEC HLDGS INC | $4,303,000 | – | 52,274 | – | 0.11% | – |
| ZION | New | ZIONS BANCORPORATION N A | $4,311,000 | – | 93,755 | – | 0.11% | – |
| AAP | New | ADVANCE AUTO PARTS INC | $4,278,000 | – | 27,756 | – | 0.11% | – |
| ALK | New | ALASKA AIR GROUP INC | $4,283,000 | – | 67,013 | – | 0.11% | – |
| SHY | New | ISHARES TR1 3 yr treas bd | $4,256,000 | – | 50,195 | – | 0.11% | – |
| PACW | New | PACWEST BANCORP DEL | $4,262,000 | – | 109,758 | – | 0.11% | – |
| EWBC | New | EAST WEST BANCORP INC | $4,087,000 | – | 87,380 | – | 0.11% | – |
| BAH | New | BOOZ ALLEN HAMILTON HLDG CORcl a | $4,015,000 | – | 60,645 | – | 0.10% | – |
| MAS | New | MASCO CORP | $3,740,000 | – | 95,309 | – | 0.10% | – |
| PVH | New | PVH CORP | $3,643,000 | – | 38,490 | – | 0.09% | – |
| AIGWS | New | AMERICAN INTL GROUP INC*w exp 01/19/202 | $3,431,000 | – | 280,051 | – | 0.09% | – |
| LQD | New | ISHARES TRiboxx inv cp etf | $3,368,000 | – | 27,082 | – | 0.09% | – |
| AEIS | New | ADVANCED ENERGY INDS | $2,895,000 | – | 51,456 | – | 0.08% | – |
| DK | New | DELEK US HLDGS INC NEW | $2,882,000 | – | 71,114 | – | 0.08% | – |
| AYR | New | AIRCASTLE LTD | $2,840,000 | – | 133,566 | – | 0.07% | – |
| OEC | New | ORION ENGINEERED CARBONS S A | $2,782,000 | – | 129,927 | – | 0.07% | – |
| RMBS | New | RAMBUS INC DEL | $2,785,000 | – | 231,342 | – | 0.07% | – |
| PAHC | New | PHIBRO ANIMAL HEALTH CORP | $2,773,000 | – | 87,282 | – | 0.07% | – |
| PSN | New | PARSONS CORPORATION | $2,757,000 | – | 74,803 | – | 0.07% | – |
| HMSY | New | HMS HLDGS CORP | $2,745,000 | – | 84,743 | – | 0.07% | – |
| PGTI | New | PGT INNOVATIONS INC | $2,732,000 | – | 163,410 | – | 0.07% | – |
| HUBG | New | HUB GROUP INCcl a | $2,731,000 | – | 65,044 | – | 0.07% | – |
| ENS | New | ENERSYS | $2,717,000 | – | 39,660 | – | 0.07% | – |
| VVV | New | VALVOLINE INC | $2,683,000 | – | 137,396 | – | 0.07% | – |
| UCBI | New | UNITED CMNTY BKS BLAIRSVLE G | $2,683,000 | – | 93,949 | – | 0.07% | – |
| MAN | New | MANPOWERGROUP INC | $2,668,000 | – | 27,623 | – | 0.07% | – |
| CBM | New | CAMBREX CORP | $2,656,000 | – | 56,750 | – | 0.07% | – |
| RNR | New | RENAISSANCERE HOLDINGS LTD | $2,648,000 | – | 14,877 | – | 0.07% | – |
| HTH | New | HILLTOP HOLDINGS INC | $2,680,000 | – | 126,013 | – | 0.07% | – |
| HAIN | New | HAIN CELESTIAL GROUP INC | $2,664,000 | – | 121,624 | – | 0.07% | – |
| CWH | New | CAMPING WORLD HLDGS INCcl a | $2,632,000 | – | 211,933 | – | 0.07% | – |
| RBA | New | RITCHIE BROS AUCTIONEERS | $2,638,000 | – | 79,405 | – | 0.07% | – |
| PNM | New | PNM RES INC | $2,629,000 | – | 51,639 | – | 0.07% | – |
| VSH | New | VISHAY INTERTECHNOLOGY INC | $2,631,000 | – | 159,276 | – | 0.07% | – |
| IDA | New | IDACORP INC | $2,604,000 | – | 25,933 | – | 0.07% | – |
| FAF | New | FIRST AMERN FINL CORP | $2,589,000 | – | 48,211 | – | 0.07% | – |
| TILE | New | INTERFACE INC | $2,569,000 | – | 167,585 | – | 0.07% | – |
| ALG | New | ALAMO GROUP INC | $2,583,000 | – | 25,850 | – | 0.07% | – |
| MMI | New | MARCUS & MILLICHAP INC | $2,571,000 | – | 83,340 | – | 0.07% | – |
| SAIC | New | SCIENCE APPLICATNS INTL CP N | $2,589,000 | – | 29,912 | – | 0.07% | – |
| CVLT | New | COMMVAULT SYSTEMS INC | $2,538,000 | – | 51,157 | – | 0.07% | – |
| UBSI | New | UNITED BANKSHARES INC WEST V | $2,551,000 | – | 68,778 | – | 0.07% | – |
| CRI | New | CARTERS INC | $2,549,000 | – | 26,135 | – | 0.07% | – |
| TCF | New | TCF FINL CORP | $2,501,000 | – | 120,312 | – | 0.06% | – |
| EBS | New | EMERGENT BIOSOLUTIONS INC | $2,515,000 | – | 52,068 | – | 0.06% | – |
| MWA | New | MUELLER WTR PRODS INC | $2,500,000 | – | 254,575 | – | 0.06% | – |
| AMH | New | AMERICAN HOMES 4 RENTcl a | $2,486,000 | – | 102,250 | – | 0.06% | – |
| UMPQ | New | UMPQUA HLDGS CORP | $2,488,000 | – | 149,982 | – | 0.06% | – |
| FWRD | New | FORWARD AIR CORP | $2,443,000 | – | 41,301 | – | 0.06% | – |
| FMBI | New | FIRST MIDWEST BANCORP DEL | $2,425,000 | – | 118,466 | – | 0.06% | – |
| VSAT | New | VIASAT INC | $2,404,000 | – | 29,749 | – | 0.06% | – |
| CNDT | New | CONDUENT INC | $2,262,000 | – | 235,848 | – | 0.06% | – |
| AGZ | New | ISHARES TRagency bond etf | $1,836,000 | – | 15,931 | – | 0.05% | – |
| TTE | New | TOTAL S Asponsored ads | $1,823,000 | – | 32,670 | – | 0.05% | – |
| CRVL | New | CORVEL CORP | $1,317,000 | – | 15,140 | – | 0.03% | – |
| NVRO | New | NEVRO CORP | $1,248,000 | – | 19,254 | – | 0.03% | – |
| PZA | New | INVESCO EXCHNG TRADED FD TRnatl amt muni | $1,176,000 | – | 45,000 | – | 0.03% | – |
| EFG | New | ISHARES TReafe grwth etf | $902,000 | – | 11,169 | – | 0.02% | – |
| AGG | New | ISHARES TRcore us aggbd et | $879,000 | – | 7,898 | – | 0.02% | – |
| ACWI | New | ISHARES TRmsci acwi etf | $860,000 | – | 11,669 | – | 0.02% | – |
| ICLR | New | ICON PLC | $693,000 | – | 4,498 | – | 0.02% | – |
| IJH | New | ISHARES TRcore s&p mcp etf | $622,000 | – | 3,204 | – | 0.02% | – |
| CORP | New | PIMCO ETF TRinv grd crp bd | $537,000 | – | 5,000 | – | 0.01% | – |
| AGRO | New | ADECOAGRO S A | $497,000 | – | 69,614 | – | 0.01% | – |
| ZLAB | New | ZAI LAB LTDadr | $492,000 | – | 14,104 | – | 0.01% | – |
| IYR | New | ISHARES TRu.s. real es etf | $447,000 | – | 5,116 | – | 0.01% | – |
| PM | New | PHILIP MORRIS INTL INC | $425,000 | – | 5,409 | – | 0.01% | – |
| LIVN | New | LIVANOVA PLC | $434,000 | – | 6,036 | – | 0.01% | – |
| EBAY | New | EBAY INC | $386,000 | – | 9,783 | – | 0.01% | – |
| JPM | New | JPMORGAN CHASE & CO | $374,000 | – | 3,344 | – | 0.01% | – |
| LAZ | New | LAZARD LTD | $347,000 | – | 10,079 | – | 0.01% | – |
| BEST | New | BEST INCsponsored ads | $351,000 | – | 63,690 | – | 0.01% | – |
| VEA | New | VANGUARD TAX MANAGED INTL FDftse dev mkt etf | $295,000 | – | 7,080 | – | 0.01% | – |
| IWF | New | ISHARES TRrus 1000 grw etf | $221,000 | – | 1,404 | – | 0.01% | – |
| IJT | New | ISHARES TRs&p sml 600 gwt | $201,000 | – | 1,101 | – | 0.01% | – |
| SAN | New | BANCO SANTANDER SAadr | $75,000 | – | 16,402 | – | 0.00% | – |
Q4 2018
| Value | Shares | ↓ Weighting | ||||||
|---|---|---|---|---|---|---|---|---|
| IJH | Exit | ISHARES TRcore s&p mcp etf | $0 | – | -1,019 | – | -0.00% | – |
| IJT | Exit | ISHARES TRs&p sml 600 gwt | $0 | – | -1,290 | – | -0.01% | – |
| IWF | Exit | ISHARES TRrus 1000 grw etf | $0 | – | -1,650 | – | -0.01% | – |
| IWN | Exit | ISHARES TRrus 2000 val etf | $0 | – | -2,440 | – | -0.01% | – |
| ACWI | Exit | ISHARES TRmsci acwi etf | $0 | – | -4,417 | – | -0.01% | – |
| BEST | Exit | BEST INCsponsored ads | $0 | – | -63,398 | – | -0.01% | – |
| IYR | Exit | ISHARES TRu.s. real es etf | $0 | – | -5,100 | – | -0.01% | – |
| JPM | Exit | JPMORGAN CHASE & CO | $0 | – | -3,787 | – | -0.01% | – |
| EFG | Exit | ISHARES TReafe grwth etf | $0 | – | -5,310 | – | -0.01% | – |
| JHG | Exit | JANUS HENDERSON GROUP PLC | $0 | – | -16,051 | – | -0.01% | – |
| ZLAB | Exit | ZAI LAB LTDadr | $0 | – | -21,414 | – | -0.01% | – |
| BEL | Exit | BELMOND LTDcl a | $0 | – | -27,170 | – | -0.01% | – |
| AGRO | Exit | ADECOAGRO S A | $0 | – | -69,614 | – | -0.01% | – |
| CORP | Exit | PIMCO ETF TRinv grd crp bd | $0 | – | -5,000 | – | -0.01% | – |
| LAZ | Exit | LAZARD LTD | $0 | – | -10,079 | – | -0.01% | – |
| ERJ | Exit | EMBRAER S A | $0 | – | -27,544 | – | -0.01% | – |
| ICLR | Exit | ICON PLC | $0 | – | -4,498 | – | -0.01% | – |
| LIVN | Exit | LIVANOVA PLC | $0 | – | -6,036 | – | -0.01% | – |
| VEA | Exit | VANGUARD TAX MANAGED INTL FDftse dev mkt etf | $0 | – | -17,682 | – | -0.01% | – |
| AGG | Exit | ISHARES TRcore us aggbd et | $0 | – | -7,490 | – | -0.01% | – |
| HYG | Exit | ISHARES TRiboxx hi yd etf | $0 | – | -9,290 | – | -0.02% | – |
| PZA | Exit | INVESCO EXCHNG TRADED FD TRnatl amt muni | $0 | – | -45,000 | – | -0.02% | – |
| VOD | Exit | VODAFONE GROUP PLC NEWsponsored adr | $0 | – | -64,127 | – | -0.02% | – |
| AGZ | Exit | ISHARES TRagency bond etf | $0 | – | -15,809 | – | -0.03% | – |
| FMS | Exit | FRESENIUS MED CARE AG&CO KGAsponsored adr | $0 | – | -38,388 | – | -0.04% | – |
| COG | Exit | CABOT OIL & GAS CORP | $0 | – | -112,352 | – | -0.05% | – |
| DNB | Exit | DUN & BRADSTREET CORP DEL NE | $0 | – | -19,777 | – | -0.05% | – |
| PE | Exit | PARSLEY ENERGY INCcl a | $0 | – | -96,706 | – | -0.05% | – |
| LQD | Exit | ISHARES TRiboxx inv cp etf | $0 | – | -25,293 | – | -0.05% | – |
| AIGWS | Exit | AMERICAN INTL GROUP INC*w exp 01/19/202 | $0 | – | -227,484 | – | -0.06% | – |
| DLPH | Exit | DELPHI TECHNOLOGIES PLC | $0 | – | -111,378 | – | -0.06% | – |
| LECO | Exit | LINCOLN ELEC HLDGS INC | $0 | – | -38,235 | – | -0.06% | – |
| MGLN | Exit | MAGELLAN HEALTH INC | $0 | – | -52,864 | – | -0.07% | – |
| SHY | Exit | ISHARES TR1 3 yr treas bd | $0 | – | -45,974 | – | -0.07% | – |
| BKU | Exit | BANKUNITED INC | $0 | – | -108,645 | – | -0.07% | – |
| ZION | Exit | ZIONS BANCORPORATION | $0 | – | -76,367 | – | -0.07% | – |
| VSAT | Exit | VIASAT INC | $0 | – | -61,409 | – | -0.07% | – |
| THS | Exit | TREEHOUSE FOODS INC | $0 | – | -86,232 | – | -0.08% | – |
| PACW | Exit | PACWEST BANCORP DEL | $0 | – | -88,198 | – | -0.08% | – |
| EWBC | Exit | EAST WEST BANCORP INC | $0 | – | -69,266 | – | -0.08% | – |
| EXPD | Exit | EXPEDITORS INTL WASH INC | $0 | – | -57,857 | – | -0.08% | – |
| HRB | Exit | BLOCK H & R INC | $0 | – | -164,381 | – | -0.08% | – |
| RMBS | Exit | RAMBUS INC DEL | $0 | – | -398,972 | – | -0.08% | – |
| HTH | Exit | HILLTOP HOLDINGS INC | $0 | – | -217,663 | – | -0.08% | – |
| BMCH | Exit | BMC STK HLDGS INC | $0 | – | -239,654 | – | -0.08% | – |
| KNX | Exit | KNIGHT SWIFT TRANSN HLDGS INcl a | $0 | – | -128,926 | – | -0.08% | – |
| HOLX | Exit | HOLOGIC INC | $0 | – | -109,894 | – | -0.08% | – |
| TCF | Exit | TCF FINL CORP | $0 | – | -190,252 | – | -0.08% | – |
| HOPE | Exit | HOPE BANCORP INC | $0 | – | -280,292 | – | -0.08% | – |
| UCBI | Exit | UNITED CMNTY BKS BLAIRSVLE G | $0 | – | -162,412 | – | -0.08% | – |
| TTC | Exit | TORO CO | $0 | – | -75,606 | – | -0.08% | – |
| MMS | Exit | MAXIMUS INC | $0 | – | -69,431 | – | -0.08% | – |
| ACGL | Exit | ARCH CAP GROUP LTDord | $0 | – | -152,856 | – | -0.08% | – |
| AL | Exit | AIR LEASE CORPcl a | $0 | – | -100,206 | – | -0.08% | – |
| SWM | Exit | SCHWEITZER-MAUDUIT INTL INC | $0 | – | -122,723 | – | -0.08% | – |
| SABR | Exit | SABRE CORP | $0 | – | -178,885 | – | -0.08% | – |
| OEC | Exit | ORION ENGINEERED CARBONS S A | $0 | – | -147,483 | – | -0.09% | – |
| WTR | Exit | AQUA AMERICA INC | $0 | – | -127,950 | – | -0.09% | – |
| HUBG | Exit | HUB GROUP INCcl a | $0 | – | -103,491 | – | -0.09% | – |
| NCLH | Exit | NORWEGIAN CRUISE LINE HLDG L | $0 | – | -83,467 | – | -0.09% | – |
| RHI | Exit | ROBERT HALF INTL INC | $0 | – | -67,922 | – | -0.09% | – |
| NNN | Exit | NATIONAL RETAIL PPTYS INC | $0 | – | -107,138 | – | -0.09% | – |
| BLL | Exit | BALL CORP | $0 | – | -110,620 | – | -0.09% | – |
| UBSI | Exit | UNITED BANKSHARES INC WEST V | $0 | – | -134,477 | – | -0.09% | – |
| IMPV | Exit | IMPERVA INC | $0 | – | -105,311 | – | -0.09% | – |
| RBA | Exit | RITCHIE BROS AUCTIONEERS | $0 | – | -135,065 | – | -0.09% | – |
| VVV | Exit | VALVOLINE INC | $0 | – | -229,013 | – | -0.09% | – |
| QGEN | Exit | QIAGEN NV | $0 | – | -129,231 | – | -0.09% | – |
| MGP | Exit | MGM GROWTH PPTYS LLC | $0 | – | -168,778 | – | -0.09% | – |
| LDOS | Exit | LEIDOS HLDGS INC | $0 | – | -71,912 | – | -0.09% | – |
| CHFC | Exit | CHEMICAL FINL CORP | $0 | – | -94,196 | – | -0.09% | – |
| ATO | Exit | ATMOS ENERGY CORP | $0 | – | -53,553 | – | -0.09% | – |
| CNDT | Exit | CONDUENT INC | $0 | – | -223,144 | – | -0.09% | – |
| EEFT | Exit | EURONET WORLDWIDE INC | $0 | – | -49,959 | – | -0.09% | – |
| VMI | Exit | VALMONT INDS INC | $0 | – | -36,333 | – | -0.09% | – |
| ALK | Exit | ALASKA AIR GROUP INC | $0 | – | -73,729 | – | -0.09% | – |
| TILE | Exit | INTERFACE INC | $0 | – | -217,993 | – | -0.09% | – |
| CVLT | Exit | COMMVAULT SYSTEMS INC | $0 | – | -72,107 | – | -0.09% | – |
| MAN | Exit | MANPOWERGROUP INC | $0 | – | -59,707 | – | -0.09% | – |
| AYR | Exit | AIRCASTLE LTD | $0 | – | -233,967 | – | -0.09% | – |
| HMSY | Exit | HMS HLDGS CORP | $0 | – | -157,226 | – | -0.09% | – |
| SMG | Exit | SCOTTS MIRACLE GRO COcl a | $0 | – | -65,631 | – | -0.09% | – |
| TDS | Exit | TELEPHONE & DATA SYS INC | $0 | – | -171,856 | – | -0.10% | – |
| ENS | Exit | ENERSYS | $0 | – | -60,082 | – | -0.10% | – |
| CBM | Exit | CAMBREX CORP | $0 | – | -77,198 | – | -0.10% | – |
| LTXB | Exit | LEGACY TEX FINL GROUP INC | $0 | – | -123,901 | – | -0.10% | – |
| BANR | Exit | BANNER CORP | $0 | – | -84,753 | – | -0.10% | – |
| NTUS | Exit | NATUS MEDICAL INC DEL | $0 | – | -148,243 | – | -0.10% | – |
| MMI | Exit | MARCUS & MILLICHAP INC | $0 | – | -151,833 | – | -0.10% | – |
| PNM | Exit | PNM RES INC | $0 | – | -136,018 | – | -0.10% | – |
| BAH | Exit | BOOZ ALLEN HAMILTON HLDG CORcl a | $0 | – | -107,158 | – | -0.10% | – |
| FMBI | Exit | FIRST MIDWEST BANCORP DEL | $0 | – | -202,304 | – | -0.10% | – |
| YELP | Exit | YELP INCcl a | $0 | – | -110,811 | – | -0.10% | – |
| HUBB | Exit | HUBBELL INC | $0 | – | -40,925 | – | -0.10% | – |
| JAG | Exit | JAGGED PEAK ENERGY INC | $0 | – | -400,060 | – | -0.10% | – |
| AMH | Exit | AMERICAN HOMES 4 RENTcl a | $0 | – | -252,015 | – | -0.10% | – |
| MLHR | Exit | MILLER HERMAN INC | $0 | – | -150,075 | – | -0.10% | – |
| MOH | Exit | MOLINA HEALTHCARE INC | $0 | – | -38,755 | – | -0.10% | – |
| IDA | Exit | IDACORP INC | $0 | – | -58,449 | – | -0.10% | – |
| BRKR | Exit | BRUKER CORP | $0 | – | -173,227 | – | -0.10% | – |
| CPE | Exit | CALLON PETE CO DEL | $0 | – | -487,261 | – | -0.11% | – |
| FWRD | Exit | FORWARD AIR CORP | $0 | – | -81,520 | – | -0.11% | – |
| AAP | Exit | ADVANCE AUTO PARTS INC | $0 | – | -35,798 | – | -0.11% | – |
| SJM | Exit | SMUCKER J M CO | $0 | – | -65,433 | – | -0.12% | – |
| INCY | Exit | INCYTE CORP | $0 | – | -100,579 | – | -0.13% | – |
| XEC | Exit | CIMAREX ENERGY CO | $0 | – | -76,673 | – | -0.13% | – |
| RES | Exit | RPC INC | $0 | – | -499,200 | – | -0.14% | – |
| EQH | Exit | AXA EQUITABLE HLDGS INC | $0 | – | -394,746 | – | -0.15% | – |
| IWD | Exit | ISHARES TRrus 1000 val etf | $0 | – | -72,503 | – | -0.17% | – |
| UMPQ | Exit | UMPQUA HLDGS CORP | $0 | – | -465,853 | – | -0.18% | – |
| AXS | Exit | AXIS CAPITAL HOLDINGS LTD | $0 | – | -172,872 | – | -0.18% | – |
| CMI | Exit | CUMMINS INC | $0 | – | -75,700 | – | -0.20% | – |
| PAG | Exit | PENSKE AUTOMOTIVE GRP INC | $0 | – | -272,952 | – | -0.24% | – |
| ADNT | Exit | ADIENT PLC | $0 | – | -579,025 | – | -0.41% | – |
| BBT | Exit | BB&T CORP | $0 | – | -628,328 | – | -0.55% | – |
| SLG | Exit | SL GREEN RLTY CORP | $0 | – | -314,368 | – | -0.56% | – |
| TSN | Exit | TYSON FOODS INCcl a | $0 | – | -536,150 | – | -0.58% | – |
| AWK | Exit | AMERICAN WTR WKS CO INC NEW | $0 | – | -405,464 | – | -0.65% | – |
| NBL | Exit | NOBLE ENERGY INC | $0 | – | -1,152,078 | – | -0.65% | – |
| TWTR | Exit | TWITTER INC | $0 | – | -1,263,566 | – | -0.65% | – |
| TAP | Exit | MOLSON COORS BREWING COcl b | $0 | – | -588,058 | – | -0.66% | – |
| COF | Exit | CAPITAL ONE FINL CORP | $0 | – | -381,862 | – | -0.66% | – |
| CERN | Exit | CERNER CORP | $0 | – | -563,369 | – | -0.66% | – |
| QCOM | Exit | QUALCOMM INC | $0 | – | -505,583 | – | -0.66% | – |
| PFG | Exit | PRINCIPAL FINL GROUP INC | $0 | – | -622,905 | – | -0.66% | – |
| CFG | Exit | CITIZENS FINL GROUP INC | $0 | – | -951,687 | – | -0.67% | – |
| UPS | Exit | UNITED PARCEL SERVICE INCcl b | $0 | – | -319,503 | – | -0.68% | – |
| IR | Exit | INGERSOLL-RAND PLC | $0 | – | -366,228 | – | -0.68% | – |
| A | Exit | AGILENT TECHNOLOGIES INC | $0 | – | -543,148 | – | -0.70% | – |
| INVH | Exit | INVITATION HOMES INC | $0 | – | -1,688,282 | – | -0.70% | – |
| ROK | Exit | ROCKWELL AUTOMATION INC | $0 | – | -207,798 | – | -0.71% | – |
| DAL | Exit | DELTA AIR LINES INC DEL | $0 | – | -703,348 | – | -0.74% | – |
| BIIB | Exit | BIOGEN INC | $0 | – | -115,592 | – | -0.74% | – |
| HAL | Exit | HALLIBURTON CO | $0 | – | -1,117,819 | – | -0.82% | – |
| CVX | Exit | CHEVRON CORP NEW | $0 | – | -403,604 | – | -0.90% | – |
| AIG | Exit | AMERICAN INTL GROUP INC | $0 | – | -956,744 | – | -0.92% | – |
| WFC | Exit | WELLS FARGO CO NEW | $0 | – | -971,164 | – | -0.93% | – |
| ADM | Exit | ARCHER DANIELS MIDLAND CO | $0 | – | -1,027,365 | – | -0.94% | – |
| EFA | Exit | ISHARES TRmsci eafe etf | $0 | – | -763,526 | – | -0.94% | – |
| JNJ | Exit | JOHNSON & JOHNSON | $0 | – | -377,770 | – | -0.95% | – |
| C | Exit | CITIGROUP INC | $0 | – | -733,541 | – | -0.96% | – |
| KO | Exit | COCA COLA CO | $0 | – | -1,149,639 | – | -0.96% | – |
| MDT | Exit | MEDTRONIC PLC | $0 | – | -560,566 | – | -1.00% | – |
| EOG | Exit | EOG RES INC | $0 | – | -444,095 | – | -1.03% | – |
| EBAY | Exit | EBAY INC | $0 | – | -1,721,418 | – | -1.03% | – |
| AXP | Exit | AMERICAN EXPRESS CO | $0 | – | -541,139 | – | -1.05% | – |
| OXY | Exit | OCCIDENTAL PETE CORP DEL | $0 | – | -750,933 | – | -1.12% | – |
| GOOGL | Exit | ALPHABET INCcap stk cl a | $0 | – | -52,536 | – | -1.15% | – |
| HPQ | Exit | HP INC | $0 | – | -2,481,134 | – | -1.16% | – |
| ORCL | Exit | ORACLE CORP | $0 | – | -1,305,517 | – | -1.22% | – |
| LYG | Exit | LLOYDS BANKING GROUP PLCsponsored adr | $0 | – | -40,517,017 | – | -2.24% | – |
| SAN | Exit | BANCO SANTANDER SAadr | $0 | – | -26,051,566 | – | -2.36% | – |
| CNQ | Exit | CANADIAN NAT RES LTD | $0 | – | -4,043,250 | – | -2.40% | – |
| ORAN | Exit | ORANGEsponsored adr | $0 | – | -8,568,982 | – | -2.47% | – |
| MT | Exit | ARCELORMITTAL SA LUXEMBOURGny registry sh | $0 | – | -4,428,558 | – | -2.48% | – |
| SMFG | Exit | SUMITOMO MITSUI FINL GROUP Isponsored adr | $0 | – | -18,401,715 | – | -2.68% | – |
| BBL | Exit | BHP BILLITON PLCsponsored adr | $0 | – | -3,488,445 | – | -2.78% | – |
| CTRP | Exit | CTRIP COM INTL LTD | $0 | – | -4,413,251 | – | -2.98% | – |
| BTI | Exit | BRITISH AMERN TOB PLCsponsored adr | $0 | – | -3,536,865 | – | -2.99% | – |
| SAP | Exit | SAP SEspon adr | $0 | – | -1,377,884 | – | -3.08% | – |
| SLB | Exit | SCHLUMBERGER LTD | $0 | – | -3,112,851 | – | -3.44% | – |
| HSBC | Exit | HSBC HLDGS PLCspon adr new | $0 | – | -4,585,514 | – | -3.66% | – |
| BIDU | Exit | BAIDU INCspon adr rep a | $0 | – | -956,906 | – | -3.97% | – |
| SNN | Exit | SMITH & NEPHEW PLCspdn adr new | $0 | – | -6,020,437 | – | -4.05% | – |
| RDSA | Exit | ROYAL DUTCH SHELL PLCspons adr a | $0 | – | -3,445,998 | – | -4.26% | – |
| PM | Exit | PHILIP MORRIS INTL INC | $0 | – | -2,956,955 | – | -4.38% | – |
| TTE | Exit | TOTAL S Asponsored adr | $0 | – | -3,768,512 | – | -4.40% | – |
| AER | Exit | AERCAP HOLDINGS NV | $0 | – | -6,421,520 | – | -6.70% | – |
Q3 2018
| Value | Shares | ↓ Weighting | ||||||
|---|---|---|---|---|---|---|---|---|
| AER | Sell | AERCAP HOLDINGS NV | $369,366,000 | +5.2% | 6,421,520 | -1.0% | 6.70% | +14.1% |
| TTE | Sell | TOTAL S Asponsored adr | $242,654,000 | +5.1% | 3,768,512 | -1.1% | 4.40% | +14.0% |
| PM | Buy | PHILIP MORRIS INTL INC | $241,110,000 | +3.7% | 2,956,955 | +2.7% | 4.38% | +12.5% |
| RDSA | Sell | ROYAL DUTCH SHELL PLCspons adr a | $234,810,000 | -2.2% | 3,445,998 | -0.7% | 4.26% | +6.0% |
| SNN | Sell | SMITH & NEPHEW PLCspdn adr new | $223,298,000 | -1.2% | 6,020,437 | -0.0% | 4.05% | +7.2% |
| BIDU | Sell | BAIDU INCspon adr rep a | $218,825,000 | -31.7% | 956,906 | -27.4% | 3.97% | -25.9% |
| HSBC | Buy | HSBC HLDGS PLCspon adr new | $201,717,000 | -6.2% | 4,585,514 | +0.6% | 3.66% | +1.8% |
| SLB | Sell | SCHLUMBERGER LTD | $189,635,000 | -12.7% | 3,112,851 | -3.9% | 3.44% | -5.3% |
| SAP | Sell | SAP SEspon adr | $169,480,000 | +2.4% | 1,377,884 | -3.7% | 3.08% | +11.0% |
| BTI | Buy | BRITISH AMERN TOB PLCsponsored adr | $164,924,000 | -6.0% | 3,536,865 | +1.7% | 2.99% | +1.9% |
| CTRP | Buy | CTRIP COM INTL LTD | $164,041,000 | -15.5% | 4,413,251 | +8.3% | 2.98% | -8.4% |
| BBL | Sell | BHP BILLITON PLCsponsored adr | $153,422,000 | -4.6% | 3,488,445 | -2.5% | 2.78% | +3.5% |
| SMFG | Sell | SUMITOMO MITSUI FINL GROUP Isponsored adr | $147,766,000 | -28.6% | 18,401,715 | -30.9% | 2.68% | -22.6% |
| MT | Buy | ARCELORMITTAL SA LUXEMBOURGny registry sh | $136,665,000 | +7.4% | 4,428,558 | +0.1% | 2.48% | +16.4% |
| ORAN | Sell | ORANGEsponsored adr | $136,161,000 | -6.2% | 8,568,982 | -1.6% | 2.47% | +1.7% |
| CNQ | Sell | CANADIAN NAT RES LTD | $132,053,000 | -48.5% | 4,043,250 | -43.1% | 2.40% | -44.1% |
| SAN | Buy | BANCO SANTANDER SAadr | $130,258,000 | +13.2% | 26,051,566 | +20.8% | 2.36% | +22.7% |
| LYG | Buy | LLOYDS BANKING GROUP PLCsponsored adr | $123,172,000 | -6.0% | 40,517,017 | +2.9% | 2.24% | +1.9% |
| ORCL | Sell | ORACLE CORP | $67,312,000 | +12.9% | 1,305,517 | -3.5% | 1.22% | +22.4% |
| HPQ | Sell | HP INC | $63,939,000 | +9.4% | 2,481,134 | -3.7% | 1.16% | +18.6% |
| GOOGL | Sell | ALPHABET INCcap stk cl a | $63,415,000 | +2.5% | 52,536 | -4.1% | 1.15% | +11.1% |
| OXY | Sell | OCCIDENTAL PETE CORP DEL | $61,704,000 | -2.5% | 750,933 | -0.7% | 1.12% | +5.8% |
| AXP | Sell | AMERICAN EXPRESS CO | $57,626,000 | +6.6% | 541,139 | -1.9% | 1.05% | +15.6% |
| EBAY | Buy | EBAY INC | $56,841,000 | +1.3% | 1,721,418 | +11.2% | 1.03% | +9.9% |
| EOG | Sell | EOG RES INC | $56,653,000 | +0.1% | 444,095 | -2.4% | 1.03% | +8.4% |
| MDT | Sell | MEDTRONIC PLC | $55,143,000 | -0.5% | 560,566 | -13.4% | 1.00% | +7.9% |
| KO | Sell | COCA COLA CO | $53,102,000 | +3.1% | 1,149,639 | -2.1% | 0.96% | +11.8% |
| C | Sell | CITIGROUP INC | $52,624,000 | +5.3% | 733,541 | -1.8% | 0.96% | +14.1% |
| JNJ | Buy | JOHNSON & JOHNSON | $52,196,000 | +18.4% | 377,770 | +4.0% | 0.95% | +28.3% |
| EFA | Sell | ISHARES TRmsci eafe etf | $51,912,000 | -30.2% | 763,526 | -31.3% | 0.94% | -24.3% |
| ADM | Sell | ARCHER DANIELS MIDLAND CO | $51,646,000 | -6.0% | 1,027,365 | -14.3% | 0.94% | +2.0% |
| WFC | Sell | WELLS FARGO CO NEW | $51,044,000 | -7.9% | 971,164 | -2.9% | 0.93% | -0.1% |
| AIG | Sell | AMERICAN INTL GROUP INC | $50,937,000 | -0.5% | 956,744 | -0.9% | 0.92% | +7.8% |
| CVX | Sell | CHEVRON CORP NEW | $49,353,000 | -5.5% | 403,604 | -2.2% | 0.90% | +2.5% |
| HAL | Sell | HALLIBURTON CO | $45,305,000 | -15.5% | 1,117,819 | -6.0% | 0.82% | -8.4% |
| BIIB | Sell | BIOGEN INC | $40,840,000 | -27.8% | 115,592 | -40.7% | 0.74% | -21.8% |
| DAL | Sell | DELTA AIR LINES INC DEL | $40,675,000 | +14.1% | 703,348 | -2.2% | 0.74% | +23.8% |
| ROK | Sell | ROCKWELL AUTOMATION INC | $38,966,000 | +10.1% | 207,798 | -2.4% | 0.71% | +19.4% |
| INVH | Sell | INVITATION HOMES INC | $38,679,000 | -2.7% | 1,688,282 | -2.0% | 0.70% | +5.6% |
| A | Sell | AGILENT TECHNOLOGIES INC | $38,314,000 | +10.8% | 543,148 | -2.8% | 0.70% | +20.0% |
| IR | Sell | INGERSOLL-RAND PLC | $37,465,000 | +7.5% | 366,228 | -5.7% | 0.68% | +16.6% |
| UPS | Sell | UNITED PARCEL SERVICE INCcl b | $37,302,000 | +7.0% | 319,503 | -2.6% | 0.68% | +16.1% |
| CFG | Sell | CITIZENS FINL GROUP INC | $36,707,000 | -3.2% | 951,687 | -2.3% | 0.67% | +5.0% |
| PFG | New | PRINCIPAL FINL GROUP INC | $36,496,000 | – | 622,905 | – | 0.66% | – |
| QCOM | Sell | QUALCOMM INC | $36,417,000 | -13.5% | 505,583 | -32.6% | 0.66% | -6.2% |
| CERN | Sell | CERNER CORP | $36,287,000 | +5.0% | 563,369 | -2.5% | 0.66% | +14.0% |
| COF | Sell | CAPITAL ONE FINL CORP | $36,250,000 | +0.7% | 381,862 | -2.5% | 0.66% | +9.3% |
| TAP | Buy | MOLSON COORS BREWING COcl b | $36,166,000 | -7.5% | 588,058 | +2.3% | 0.66% | +0.3% |
| TWTR | Buy | TWITTER INC | $35,961,000 | -20.8% | 1,263,566 | +21.6% | 0.65% | -14.1% |
| NBL | Sell | NOBLE ENERGY INC | $35,933,000 | -11.8% | 1,152,078 | -0.3% | 0.65% | -4.4% |
| AWK | Sell | AMERICAN WTR WKS CO INC NEW | $35,669,000 | +0.3% | 405,464 | -2.6% | 0.65% | +8.7% |
| TSN | Buy | TYSON FOODS INCcl a | $31,917,000 | -8.9% | 536,150 | +5.4% | 0.58% | -1.2% |
| SLG | New | SL GREEN RLTY CORP | $30,660,000 | – | 314,368 | – | 0.56% | – |
| BBT | Sell | BB&T CORP | $30,499,000 | -5.2% | 628,328 | -1.5% | 0.55% | +3.0% |
| ADNT | Sell | ADIENT PLC | $22,761,000 | -22.6% | 579,025 | -3.2% | 0.41% | -16.1% |
| PAG | Sell | PENSKE AUTOMOTIVE GRP INC | $12,935,000 | -3.2% | 272,952 | -4.3% | 0.24% | +4.9% |
| CMI | New | CUMMINS INC | $11,057,000 | – | 75,700 | – | 0.20% | – |
| AXS | Sell | AXIS CAPITAL HOLDINGS LTD | $9,976,000 | +0.8% | 172,872 | -2.9% | 0.18% | +9.0% |
| UMPQ | Buy | UMPQUA HLDGS CORP | $9,690,000 | +6.7% | 465,853 | +15.9% | 0.18% | +15.8% |
| IWD | Sell | ISHARES TRrus 1000 val etf | $9,180,000 | -20.7% | 72,503 | -24.0% | 0.17% | -13.9% |
| EQH | Buy | AXA EQUITABLE HLDGS INC | $8,467,000 | +4.6% | 394,746 | +0.5% | 0.15% | +14.1% |
| RES | Buy | RPC INC | $7,728,000 | +8.3% | 499,200 | +1.9% | 0.14% | +17.6% |
| XEC | Sell | CIMAREX ENERGY CO | $7,126,000 | -9.9% | 76,673 | -1.4% | 0.13% | -2.3% |
| INCY | Buy | INCYTE CORP | $6,948,000 | +52.0% | 100,579 | +47.4% | 0.13% | +65.8% |
| SJM | Buy | SMUCKER J M CO | $6,714,000 | +41.3% | 65,433 | +48.0% | 0.12% | +52.5% |
| AAP | Sell | ADVANCE AUTO PARTS INC | $6,026,000 | +20.7% | 35,798 | -2.7% | 0.11% | +29.8% |
| FWRD | Sell | FORWARD AIR CORP | $5,845,000 | +8.4% | 81,520 | -10.7% | 0.11% | +17.8% |
| CPE | Sell | CALLON PETE CO DEL | $5,842,000 | +7.6% | 487,261 | -3.6% | 0.11% | +16.5% |
| BRKR | Buy | BRUKER CORP | $5,794,000 | +25.9% | 173,227 | +9.3% | 0.10% | +36.4% |
| MLHR | Sell | MILLER HERMAN INC | $5,763,000 | +9.4% | 150,075 | -3.4% | 0.10% | +19.3% |
| IDA | Sell | IDACORP INC | $5,800,000 | +3.8% | 58,449 | -3.5% | 0.10% | +12.9% |
| MOH | Sell | MOLINA HEALTHCARE INC | $5,763,000 | -7.8% | 38,755 | -39.3% | 0.10% | 0.0% |
| JAG | Sell | JAGGED PEAK ENERGY INC | $5,533,000 | +2.7% | 400,060 | -3.4% | 0.10% | +11.1% |
| AMH | Sell | AMERICAN HOMES 4 RENTcl a | $5,517,000 | -4.8% | 252,015 | -3.6% | 0.10% | +3.1% |
| YELP | Sell | YELP INCcl a | $5,452,000 | +21.5% | 110,811 | -3.2% | 0.10% | +32.0% |
| HUBB | Sell | HUBBELL INC | $5,466,000 | +24.2% | 40,925 | -1.7% | 0.10% | +33.8% |
| FMBI | Sell | FIRST MIDWEST BANCORP DEL | $5,379,000 | -0.3% | 202,304 | -4.5% | 0.10% | +8.9% |
| BAH | Sell | BOOZ ALLEN HAMILTON HLDG CORcl a | $5,318,000 | +11.1% | 107,158 | -2.1% | 0.10% | +21.2% |
| PNM | Sell | PNM RES INC | $5,366,000 | -2.3% | 136,018 | -3.6% | 0.10% | +5.4% |
| NTUS | Sell | NATUS MEDICAL INC DEL | $5,285,000 | -0.6% | 148,243 | -3.8% | 0.10% | +7.9% |
| BANR | Sell | BANNER CORP | $5,269,000 | -0.7% | 84,753 | -4.0% | 0.10% | +7.9% |
| CBM | Sell | CAMBREX CORP | $5,280,000 | -2.2% | 77,198 | -25.2% | 0.10% | +6.7% |
| LTXB | Sell | LEGACY TEX FINL GROUP INC | $5,278,000 | +5.0% | 123,901 | -3.9% | 0.10% | +14.3% |
| MMI | Sell | MARCUS & MILLICHAP INC | $5,270,000 | -14.1% | 151,833 | -3.4% | 0.10% | -6.8% |
| ENS | Sell | ENERSYS | $5,235,000 | +12.1% | 60,082 | -4.0% | 0.10% | +21.8% |
| TDS | Sell | TELEPHONE & DATA SYS INC | $5,230,000 | -4.5% | 171,856 | -13.9% | 0.10% | +3.3% |
| HMSY | Sell | HMS HLDGS CORP | $5,159,000 | -6.8% | 157,226 | -38.6% | 0.09% | +1.1% |
| SMG | New | SCOTTS MIRACLE GRO COcl a | $5,167,000 | – | 65,631 | – | 0.09% | – |
| MAN | New | MANPOWERGROUP INC | $5,132,000 | – | 59,707 | – | 0.09% | – |
| AYR | Sell | AIRCASTLE LTD | $5,126,000 | +3.0% | 233,967 | -3.7% | 0.09% | +12.0% |
| TILE | Sell | INTERFACE INC | $5,090,000 | -1.4% | 217,993 | -3.1% | 0.09% | +7.0% |
| ALK | Sell | ALASKA AIR GROUP INC | $5,077,000 | +12.8% | 73,729 | -1.1% | 0.09% | +22.7% |
| CVLT | Sell | COMMVAULT SYSTEMS INC | $5,047,000 | +2.2% | 72,107 | -3.8% | 0.09% | +10.8% |
| EEFT | Sell | EURONET WORLDWIDE INC | $5,007,000 | +18.8% | 49,959 | -0.7% | 0.09% | +28.2% |
| CNDT | Sell | CONDUENT INC | $5,025,000 | -7.5% | 223,144 | -25.4% | 0.09% | 0.0% |
| ATO | Sell | ATMOS ENERGY CORP | $5,029,000 | +2.2% | 53,553 | -1.9% | 0.09% | +11.0% |
| VMI | New | VALMONT INDS INC | $5,032,000 | – | 36,333 | – | 0.09% | – |
| CHFC | Sell | CHEMICAL FINL CORP | $5,030,000 | -7.8% | 94,196 | -3.8% | 0.09% | 0.0% |
| LDOS | Sell | LEIDOS HLDGS INC | $4,973,000 | +15.3% | 71,912 | -1.6% | 0.09% | +25.0% |
| MGP | Sell | MGM GROWTH PPTYS LLC | $4,977,000 | -4.3% | 168,778 | -1.1% | 0.09% | +3.4% |
| IMPV | Sell | IMPERVA INC | $4,892,000 | -7.9% | 105,311 | -4.3% | 0.09% | 0.0% |
| QGEN | Sell | QIAGEN NV | $4,895,000 | +2.8% | 129,231 | -1.8% | 0.09% | +11.2% |
| VVV | Sell | VALVOLINE INC | $4,926,000 | -4.6% | 229,013 | -4.3% | 0.09% | +3.5% |
| RBA | Sell | RITCHIE BROS AUCTIONEERS | $4,880,000 | -10.5% | 135,065 | -15.5% | 0.09% | -2.2% |
| UBSI | Sell | UNITED BANKSHARES INC WEST V | $4,888,000 | -3.6% | 134,477 | -3.5% | 0.09% | +4.7% |
| BLL | Sell | BALL CORP | $4,866,000 | +22.0% | 110,620 | -1.4% | 0.09% | +31.3% |
| RHI | Sell | ROBERT HALF INTL INC | $4,780,000 | +5.9% | 67,922 | -2.0% | 0.09% | +14.5% |
| NNN | Sell | NATIONAL RETAIL PPTYS INC | $4,802,000 | +0.1% | 107,138 | -1.8% | 0.09% | +8.8% |
| NCLH | Sell | NORWEGIAN CRUISE LINE HLDG L | $4,794,000 | +20.4% | 83,467 | -1.0% | 0.09% | +29.9% |
| HUBG | Sell | HUB GROUP INCcl a | $4,719,000 | -11.7% | 103,491 | -3.6% | 0.09% | -3.4% |
| WTR | Sell | AQUA AMERICA INC | $4,721,000 | +3.2% | 127,950 | -1.6% | 0.09% | +11.7% |
| OEC | Sell | ORION ENGINEERED CARBONS S A | $4,734,000 | -20.5% | 147,483 | -23.6% | 0.09% | -14.0% |
| SABR | Sell | SABRE CORP | $4,665,000 | -7.0% | 178,885 | -12.1% | 0.08% | +1.2% |
| SWM | Sell | SCHWEITZER-MAUDUIT INTL INC | $4,702,000 | -15.6% | 122,723 | -3.7% | 0.08% | -8.6% |
| ACGL | Sell | ARCH CAP GROUP LTDord | $4,557,000 | +11.0% | 152,856 | -1.5% | 0.08% | +20.3% |
| AL | Sell | AIR LEASE CORPcl a | $4,597,000 | +7.6% | 100,206 | -1.6% | 0.08% | +15.3% |
| UCBI | Sell | UNITED CMNTY BKS BLAIRSVLE G | $4,530,000 | -11.9% | 162,412 | -3.1% | 0.08% | -4.7% |
| MMS | Sell | MAXIMUS INC | $4,517,000 | +3.1% | 69,431 | -1.6% | 0.08% | +12.3% |
| HOLX | Sell | HOLOGIC INC | $4,503,000 | +1.3% | 109,894 | -1.7% | 0.08% | +10.8% |
| HOPE | Sell | HOPE BANCORP INC | $4,532,000 | -12.4% | 280,292 | -3.4% | 0.08% | -5.7% |
| TCF | Sell | TCF FINL CORP | $4,530,000 | -6.9% | 190,252 | -3.8% | 0.08% | +1.2% |
| TTC | New | TORO CO | $4,534,000 | – | 75,606 | – | 0.08% | – |
| BMCH | Sell | BMC STK HLDGS INC | $4,470,000 | -13.8% | 239,654 | -3.7% | 0.08% | -6.9% |
| KNX | New | KNIGHT SWIFT TRANSN HLDGS INcl a | $4,445,000 | – | 128,926 | – | 0.08% | – |
| HTH | Sell | HILLTOP HOLDINGS INC | $4,390,000 | -11.6% | 217,663 | -3.3% | 0.08% | -3.6% |
| RMBS | Buy | RAMBUS INC DEL | $4,353,000 | -4.0% | 398,972 | +10.3% | 0.08% | +3.9% |
| EXPD | Sell | EXPEDITORS INTL WASH INC | $4,254,000 | -0.9% | 57,857 | -1.5% | 0.08% | +6.9% |
| HRB | Buy | BLOCK H & R INC | $4,233,000 | +13.1% | 164,381 | +0.0% | 0.08% | +22.2% |
| EWBC | Sell | EAST WEST BANCORP INC | $4,182,000 | -8.9% | 69,266 | -1.6% | 0.08% | -1.3% |
| PACW | Sell | PACWEST BANCORP DEL | $4,203,000 | -3.7% | 88,198 | -0.1% | 0.08% | +4.1% |
| THS | Sell | TREEHOUSE FOODS INC | $4,126,000 | -87.6% | 86,232 | -86.4% | 0.08% | -86.5% |
| VSAT | Sell | VIASAT INC | $3,927,000 | -4.5% | 61,409 | -1.9% | 0.07% | +2.9% |
| ZION | Sell | ZIONS BANCORPORATION | $3,830,000 | -6.0% | 76,367 | -1.3% | 0.07% | +2.9% |
| BKU | Sell | BANKUNITED INC | $3,846,000 | -14.5% | 108,645 | -1.4% | 0.07% | -6.7% |
| MGLN | Buy | MAGELLAN HEALTH INC | $3,809,000 | -3.7% | 52,864 | +28.3% | 0.07% | +4.5% |
| SHY | Buy | ISHARES TR1 3 yr treas bd | $3,820,000 | +30.2% | 45,974 | +30.7% | 0.07% | +40.8% |
| LECO | New | LINCOLN ELEC HLDGS INC | $3,573,000 | – | 38,235 | – | 0.06% | – |
| DLPH | Buy | DELPHI TECHNOLOGIES PLC | $3,493,000 | -22.8% | 111,378 | +11.9% | 0.06% | -17.1% |
| AIGWS | Buy | AMERICAN INTL GROUP INC*w exp 01/19/202 | $3,326,000 | +2.6% | 227,484 | +1.8% | 0.06% | +11.1% |
| LQD | Sell | ISHARES TRiboxx inv cp etf | $2,907,000 | +0.2% | 25,293 | -0.1% | 0.05% | +8.2% |
| PE | New | PARSLEY ENERGY INCcl a | $2,829,000 | – | 96,706 | – | 0.05% | – |
| DNB | Sell | DUN & BRADSTREET CORP DEL NE | $2,818,000 | -37.8% | 19,777 | -46.5% | 0.05% | -32.9% |
| COG | New | CABOT OIL & GAS CORP | $2,530,000 | – | 112,352 | – | 0.05% | – |
| FMS | Buy | FRESENIUS MED CARE AG&CO KGAsponsored adr | $1,974,000 | +3.8% | 38,388 | +1.7% | 0.04% | +12.5% |
| AGZ | Sell | ISHARES TRagency bond etf | $1,750,000 | -0.7% | 15,809 | -0.1% | 0.03% | +6.7% |
| VOD | Buy | VODAFONE GROUP PLC NEWsponsored adr | $1,392,000 | -8.5% | 64,127 | +2.4% | 0.02% | 0.0% |
| VEA | Buy | VANGUARD TAX MANAGED INTL FDftse dev mkt etf | $765,000 | +25.8% | 17,682 | +24.8% | 0.01% | +40.0% |
| LAZ | Buy | LAZARD LTD | $485,000 | +5.4% | 10,079 | +7.2% | 0.01% | +12.5% |
| BEL | Sell | BELMOND LTDcl a | $496,000 | +1.4% | 27,170 | -38.0% | 0.01% | +12.5% |
| AGRO | Buy | ADECOAGRO S A | $512,000 | +34.0% | 69,614 | +44.8% | 0.01% | +50.0% |
| JPM | Sell | JPMORGAN CHASE & CO | $427,000 | -0.2% | 3,787 | -7.7% | 0.01% | +14.3% |
| ZLAB | New | ZAI LAB LTDadr | $417,000 | – | 21,414 | – | 0.01% | – |
| BEST | Buy | BEST INCsponsored ads | $375,000 | -17.9% | 63,398 | +69.6% | 0.01% | -12.5% |
| ACWI | Sell | ISHARES TRmsci acwi etf | $328,000 | -30.5% | 4,417 | -33.4% | 0.01% | -25.0% |
| IWN | New | ISHARES TRrus 2000 val etf | $325,000 | – | 2,440 | – | 0.01% | – |
| IJH | Sell | ISHARES TRcore s&p mcp etf | $205,000 | -48.0% | 1,019 | -49.7% | 0.00% | -42.9% |
| BBVA | Exit | BANCO BILBAO VIZCAYA ARGENTAsponsored adr | $0 | – | -12,394 | – | -0.00% | – |
| AEG | Exit | AEGON N Vny registry sh | $0 | – | -17,717 | – | -0.00% | – |
| ASX | Exit | ASE TECHNOLOGY HOLDING CO LTsponsored ads | $0 | – | -106,032 | – | -0.01% | – |
| RSPP | Exit | RSP PERMIAN INC | $0 | – | -95,641 | – | -0.07% | – |
| LKQ | Exit | LKQ CORP | $0 | – | -143,315 | – | -0.08% | – |
| COTV | Exit | COTIVITI HLDGS INC | $0 | – | -127,118 | – | -0.09% | – |
| TVPT | Exit | TRAVELPORT WORLDWIDE LTD | $0 | – | -305,794 | – | -0.10% | – |
| MUSA | Exit | MURPHY USA INC | $0 | – | -77,514 | – | -0.10% | – |
| ATHN | Exit | ATHENAHEALTH INC | $0 | – | -37,366 | – | -0.10% | – |
| SMCI | Exit | SUPER MICRO COMPUTER INC | $0 | – | -345,765 | – | -0.14% | – |
| MET | Exit | METLIFE INC | $0 | – | -537,675 | – | -0.39% | – |
| BMY | Exit | BRISTOL MYERS SQUIBB CO | $0 | – | -560,751 | – | -0.52% | – |
| ABEV | Exit | AMBEV SAsponsored adr | $0 | – | -16,850,426 | – | -1.31% | – |
Q2 2018
| Value | Shares | ↓ Weighting | ||||||
|---|---|---|---|---|---|---|---|---|
| AER | New | AERCAP HOLDINGS NV | $351,259,000 | – | 6,486,769 | – | 5.88% | – |
| BIDU | New | BAIDU INCspon adr rep a | $320,396,000 | – | 1,318,502 | – | 5.36% | – |
| CNQ | New | CANADIAN NAT RES LTD | $256,338,000 | – | 7,106,691 | – | 4.29% | – |
| RDSA | New | ROYAL DUTCH SHELL PLCspons adr a | $240,166,000 | – | 3,469,107 | – | 4.02% | – |
| PM | New | PHILIP MORRIS INTL INC | $232,451,000 | – | 2,879,001 | – | 3.89% | – |
| TTE | New | TOTAL S Asponsored adr | $230,806,000 | – | 3,811,189 | – | 3.86% | – |
| SNN | New | SMITH & NEPHEW PLCspdn adr new | $225,961,000 | – | 6,020,803 | – | 3.78% | – |
| SLB | New | SCHLUMBERGER LTD | $217,125,000 | – | 3,239,225 | – | 3.63% | – |
| HSBC | New | HSBC HLDGS PLCspon adr new | $214,949,000 | – | 4,559,801 | – | 3.60% | – |
| SMFG | New | SUMITOMO MITSUI FINL GROUP Isponsored adr | $207,022,000 | – | 26,643,752 | – | 3.46% | – |
| CTRP | New | CTRIP COM INTL LTD | $194,177,000 | – | 4,076,778 | – | 3.25% | – |
| BTI | New | BRITISH AMERN TOB PLCsponsored adr | $175,470,000 | – | 3,478,090 | – | 2.94% | – |
| SAP | New | SAP SEspon adr | $165,528,000 | – | 1,431,160 | – | 2.77% | – |
| BBL | New | BHP BILLITON PLCsponsored adr | $160,823,000 | – | 3,577,821 | – | 2.69% | – |
| ORAN | New | ORANGEsponsored adr | $145,190,000 | – | 8,709,660 | – | 2.43% | – |
| LYG | New | LLOYDS BANKING GROUP PLCsponsored adr | $131,084,000 | – | 39,364,501 | – | 2.19% | – |
| MT | New | ARCELORMITTAL SA LUXEMBOURGny registry sh | $127,269,000 | – | 4,422,119 | – | 2.13% | – |
| SAN | New | BANCO SANTANDER SAadr | $115,117,000 | – | 21,557,441 | – | 1.93% | – |
| ABEV | New | AMBEV SAsponsored adr | $78,017,000 | – | 16,850,426 | – | 1.31% | – |
| EFA | New | ISHARES TRmsci eafe etf | $74,389,000 | – | 1,110,780 | – | 1.24% | – |
| OXY | New | OCCIDENTAL PETE CORP DEL | $63,296,000 | – | 756,404 | – | 1.06% | – |
| GOOGL | New | ALPHABET INCcap stk cl a | $61,886,000 | – | 54,806 | – | 1.04% | – |
| ORCL | New | ORACLE CORP | $59,633,000 | – | 1,353,452 | – | 1.00% | – |
| HPQ | New | HP INC | $58,433,000 | – | 2,575,266 | – | 0.98% | – |
| EOG | New | EOG RES INC | $56,623,000 | – | 455,059 | – | 0.95% | – |
| BIIB | New | BIOGEN INC | $56,565,000 | – | 194,892 | – | 0.95% | – |
| EBAY | New | EBAY INC | $56,119,000 | – | 1,547,675 | – | 0.94% | – |
| MDT | New | MEDTRONIC PLC | $55,443,000 | – | 647,623 | – | 0.93% | – |
| WFC | New | WELLS FARGO CO NEW | $55,422,000 | – | 999,680 | – | 0.93% | – |
| ADM | New | ARCHER DANIELS MIDLAND CO | $54,917,000 | – | 1,198,266 | – | 0.92% | – |
| AXP | New | AMERICAN EXPRESS CO | $54,069,000 | – | 551,728 | – | 0.90% | – |
| HAL | New | HALLIBURTON CO | $53,585,000 | – | 1,189,199 | – | 0.90% | – |
| CVX | New | CHEVRON CORP NEW | $52,201,000 | – | 412,883 | – | 0.87% | – |
| KO | New | COCA COLA CO | $51,505,000 | – | 1,174,308 | – | 0.86% | – |
| AIG | New | AMERICAN INTL GROUP INC | $51,194,000 | – | 965,567 | – | 0.86% | – |
| C | New | CITIGROUP INC | $49,997,000 | – | 747,115 | – | 0.84% | – |
| TWTR | New | TWITTER INC | $45,386,000 | – | 1,039,299 | – | 0.76% | – |
| JNJ | New | JOHNSON & JOHNSON | $44,085,000 | – | 363,318 | – | 0.74% | – |
| QCOM | New | QUALCOMM INC | $42,100,000 | – | 750,175 | – | 0.70% | – |
| NBL | New | NOBLE ENERGY INC | $40,759,000 | – | 1,155,314 | – | 0.68% | – |
| INVH | New | INVITATION HOMES INC | $39,737,000 | – | 1,723,194 | – | 0.66% | – |
| TAP | New | MOLSON COORS BREWING COcl b | $39,099,000 | – | 574,640 | – | 0.65% | – |
| CFG | New | CITIZENS FINL GROUP INC | $37,910,000 | – | 974,540 | – | 0.63% | – |
| COF | New | CAPITAL ONE FINL CORP | $36,001,000 | – | 391,742 | – | 0.60% | – |
| DAL | New | DELTA AIR LINES INC DEL | $35,642,000 | – | 719,450 | – | 0.60% | – |
| AWK | New | AMERICAN WTR WKS CO INC NEW | $35,548,000 | – | 416,354 | – | 0.60% | – |
| ROK | New | ROCKWELL AUTOMATION INC | $35,385,000 | – | 212,865 | – | 0.59% | – |
| TSN | New | TYSON FOODS INCcl a | $35,018,000 | – | 508,609 | – | 0.59% | – |
| UPS | New | UNITED PARCEL SERVICE INCcl b | $34,865,000 | – | 328,200 | – | 0.58% | – |
| IR | New | INGERSOLL-RAND PLC | $34,866,000 | – | 388,565 | – | 0.58% | – |
| A | New | AGILENT TECHNOLOGIES INC | $34,571,000 | – | 559,036 | – | 0.58% | – |
| CERN | New | CERNER CORP | $34,552,000 | – | 577,883 | – | 0.58% | – |
| THS | New | TREEHOUSE FOODS INC | $33,210,000 | – | 632,452 | – | 0.56% | – |
| BBT | New | BB&T CORP | $32,176,000 | – | 637,899 | – | 0.54% | – |
| BMY | New | BRISTOL MYERS SQUIBB CO | $31,032,000 | – | 560,751 | – | 0.52% | – |
| ADNT | New | ADIENT PLC | $29,419,000 | – | 598,068 | – | 0.49% | – |
| MET | New | METLIFE INC | $23,443,000 | – | 537,675 | – | 0.39% | – |
| PAG | New | PENSKE AUTOMOTIVE GRP INC | $13,366,000 | – | 285,290 | – | 0.22% | – |
| IWD | New | ISHARES TRrus 1000 val etf | $11,578,000 | – | 95,388 | – | 0.19% | – |
| AXS | New | AXIS CAPITAL HOLDINGS LTD | $9,899,000 | – | 177,968 | – | 0.17% | – |
| UMPQ | New | UMPQUA HLDGS CORP | $9,078,000 | – | 401,849 | – | 0.15% | – |
| SMCI | New | SUPER MICRO COMPUTER INC | $8,177,000 | – | 345,765 | – | 0.14% | – |
| EQH | New | AXA EQUITABLE HLDGS INC | $8,094,000 | – | 392,711 | – | 0.14% | – |
| XEC | New | CIMAREX ENERGY CO | $7,912,000 | – | 77,771 | – | 0.13% | – |
| RES | New | RPC INC | $7,135,000 | – | 489,674 | – | 0.12% | – |
| MOH | New | MOLINA HEALTHCARE INC | $6,252,000 | – | 63,836 | – | 0.10% | – |
| MMI | New | MARCUS & MILLICHAP INC | $6,133,000 | – | 157,205 | – | 0.10% | – |
| ATHN | New | ATHENAHEALTH INC | $5,946,000 | – | 37,366 | – | 0.10% | – |
| OEC | New | ORION ENGINEERED CARBONS S A | $5,951,000 | – | 192,917 | – | 0.10% | – |
| AMH | New | AMERICAN HOMES 4 RENTcl a | $5,798,000 | – | 261,398 | – | 0.10% | – |
| MUSA | New | MURPHY USA INC | $5,759,000 | – | 77,514 | – | 0.10% | – |
| TVPT | New | TRAVELPORT WORLDWIDE LTD | $5,669,000 | – | 305,794 | – | 0.10% | – |
| COTV | New | COTIVITI HLDGS INC | $5,610,000 | – | 127,118 | – | 0.09% | – |
| SWM | New | SCHWEITZER-MAUDUIT INTL INC | $5,569,000 | – | 127,389 | – | 0.09% | – |
| HMSY | New | HMS HLDGS CORP | $5,535,000 | – | 256,021 | – | 0.09% | – |
| IDA | New | IDACORP INC | $5,587,000 | – | 60,572 | – | 0.09% | – |
| PNM | New | PNM RES INC | $5,491,000 | – | 141,165 | – | 0.09% | – |
| TDS | New | TELEPHONE & DATA SYS INC | $5,476,000 | – | 199,697 | – | 0.09% | – |
| RBA | New | RITCHIE BROS AUCTIONEERS | $5,452,000 | – | 159,789 | – | 0.09% | – |
| CHFC | New | CHEMICAL FINL CORP | $5,453,000 | – | 97,956 | – | 0.09% | – |
| CPE | New | CALLON PETE CO DEL | $5,430,000 | – | 505,619 | – | 0.09% | – |
| CNDT | New | CONDUENT INC | $5,434,000 | – | 299,045 | – | 0.09% | – |
| FWRD | New | FORWARD AIR CORP | $5,391,000 | – | 91,244 | – | 0.09% | – |
| CBM | New | CAMBREX CORP | $5,401,000 | – | 103,270 | – | 0.09% | – |
| JAG | New | JAGGED PEAK ENERGY INC | $5,390,000 | – | 413,958 | – | 0.09% | – |
| FMBI | New | FIRST MIDWEST BANCORP DEL | $5,395,000 | – | 211,821 | – | 0.09% | – |
| BANR | New | BANNER CORP | $5,306,000 | – | 88,245 | – | 0.09% | – |
| HUBG | New | HUB GROUP INCcl a | $5,345,000 | – | 107,320 | – | 0.09% | – |
| IMPV | New | IMPERVA INC | $5,311,000 | – | 110,080 | – | 0.09% | – |
| NTUS | New | NATUS MEDICAL INC DEL | $5,318,000 | – | 154,138 | – | 0.09% | – |
| MLHR | New | MILLER HERMAN INC | $5,268,000 | – | 155,384 | – | 0.09% | – |
| BMCH | New | BMC STK HLDGS INC | $5,186,000 | – | 248,742 | – | 0.09% | – |
| HOPE | New | HOPE BANCORP INC | $5,171,000 | – | 290,029 | – | 0.09% | – |
| MGP | New | MGM GROWTH PPTYS LLC | $5,199,000 | – | 170,681 | – | 0.09% | – |
| VVV | New | VALVOLINE INC | $5,163,000 | – | 239,373 | – | 0.09% | – |
| UCBI | New | UNITED CMNTY BKS BLAIRSVLE G | $5,139,000 | – | 167,554 | – | 0.09% | – |
| TILE | New | INTERFACE INC | $5,164,000 | – | 225,004 | – | 0.09% | – |
| UBSI | New | UNITED BANKSHARES INC WEST V | $5,072,000 | – | 139,327 | – | 0.08% | – |
| SABR | New | SABRE CORP | $5,014,000 | – | 203,485 | – | 0.08% | – |
| LTXB | New | LEGACY TEX FINL GROUP INC | $5,029,000 | – | 128,881 | – | 0.08% | – |
| AAP | New | ADVANCE AUTO PARTS INC | $4,993,000 | – | 36,798 | – | 0.08% | – |
| AYR | New | AIRCASTLE LTD | $4,979,000 | – | 242,871 | – | 0.08% | – |
| CVLT | New | COMMVAULT SYSTEMS INC | $4,938,000 | – | 74,982 | – | 0.08% | – |
| HTH | New | HILLTOP HOLDINGS INC | $4,966,000 | – | 225,027 | – | 0.08% | – |
| ATO | New | ATMOS ENERGY CORP | $4,921,000 | – | 54,595 | – | 0.08% | – |
| TCF | New | TCF FINL CORP | $4,867,000 | – | 197,703 | – | 0.08% | – |
| QGEN | New | QIAGEN NV | $4,761,000 | – | 131,659 | – | 0.08% | – |
| NNN | New | NATIONAL RETAIL PPTYS INC | $4,797,000 | – | 109,128 | – | 0.08% | – |
| SJM | New | SMUCKER J M CO | $4,751,000 | – | 44,200 | – | 0.08% | – |
| BAH | New | BOOZ ALLEN HAMILTON HLDG CORcl a | $4,787,000 | – | 109,471 | – | 0.08% | – |
| ENS | New | ENERSYS | $4,671,000 | – | 62,579 | – | 0.08% | – |
| BRKR | New | BRUKER CORP | $4,602,000 | – | 158,457 | – | 0.08% | – |
| WTR | New | AQUA AMERICA INC | $4,574,000 | – | 130,027 | – | 0.08% | – |
| LKQ | New | LKQ CORP | $4,572,000 | – | 143,315 | – | 0.08% | – |
| EWBC | New | EAST WEST BANCORP INC | $4,590,000 | – | 70,392 | – | 0.08% | – |
| DLPH | New | DELPHI TECHNOLOGIES PLC | $4,523,000 | – | 99,495 | – | 0.08% | – |
| INCY | New | INCYTE CORP | $4,571,000 | – | 68,226 | – | 0.08% | – |
| DNB | New | DUN & BRADSTREET CORP DEL NE | $4,533,000 | – | 36,962 | – | 0.08% | – |
| RMBS | New | RAMBUS INC DEL | $4,534,000 | – | 361,573 | – | 0.08% | – |
| RHI | New | ROBERT HALF INTL INC | $4,513,000 | – | 69,319 | – | 0.08% | – |
| BKU | New | BANKUNITED INC | $4,499,000 | – | 110,145 | – | 0.08% | – |
| ALK | New | ALASKA AIR GROUP INC | $4,502,000 | – | 74,541 | – | 0.08% | – |
| YELP | New | YELP INCcl a | $4,487,000 | – | 114,522 | – | 0.08% | – |
| HUBB | New | HUBBELL INC | $4,400,000 | – | 41,616 | – | 0.07% | – |
| HOLX | New | HOLOGIC INC | $4,444,000 | – | 111,788 | – | 0.07% | – |
| MMS | New | MAXIMUS INC | $4,383,000 | – | 70,574 | – | 0.07% | – |
| PACW | New | PACWEST BANCORP DEL | $4,364,000 | – | 88,295 | – | 0.07% | – |
| EXPD | New | EXPEDITORS INTL WASH INC | $4,293,000 | – | 58,731 | – | 0.07% | – |
| LDOS | New | LEIDOS HLDGS INC | $4,313,000 | – | 73,095 | – | 0.07% | – |
| AL | New | AIR LEASE CORPcl a | $4,273,000 | – | 101,810 | – | 0.07% | – |
| EEFT | New | EURONET WORLDWIDE INC | $4,214,000 | – | 50,304 | – | 0.07% | – |
| RSPP | New | RSP PERMIAN INC | $4,210,000 | – | 95,641 | – | 0.07% | – |
| VSAT | New | VIASAT INC | $4,114,000 | – | 62,602 | – | 0.07% | – |
| ACGL | New | ARCH CAP GROUP LTDord | $4,107,000 | – | 155,233 | – | 0.07% | – |
| ZION | New | ZIONS BANCORPORATION | $4,075,000 | – | 77,341 | – | 0.07% | – |
| BLL | New | BALL CORP | $3,990,000 | – | 112,223 | – | 0.07% | – |
| NCLH | New | NORWEGIAN CRUISE LINE HLDG L | $3,983,000 | – | 84,293 | – | 0.07% | – |
| MGLN | New | MAGELLAN HEALTH INC | $3,954,000 | – | 41,210 | – | 0.07% | – |
| HRB | New | BLOCK H & R INC | $3,743,000 | – | 164,321 | – | 0.06% | – |
| AIGWS | New | AMERICAN INTL GROUP INC*w exp 01/19/202 | $3,241,000 | – | 223,484 | – | 0.05% | – |
| SHY | New | ISHARES TR1 3 yr treas bd | $2,933,000 | – | 35,184 | – | 0.05% | – |
| LQD | New | ISHARES TRiboxx inv cp etf | $2,900,000 | – | 25,309 | – | 0.05% | – |
| FMS | New | FRESENIUS MED CARE AG&CO KGAsponsored adr | $1,901,000 | – | 37,759 | – | 0.03% | – |
| AGZ | New | ISHARES TRagency bond etf | $1,763,000 | – | 15,827 | – | 0.03% | – |
| VOD | New | VODAFONE GROUP PLC NEWsponsored adr | $1,522,000 | – | 62,623 | – | 0.02% | – |
| PZA | New | INVESCO EXCHNG TRADED FD TRnatl amt muni | $1,130,000 | – | 45,000 | – | 0.02% | – |
| HYG | New | ISHARES TRiboxx hi yd etf | $790,000 | – | 9,290 | – | 0.01% | – |
| AGG | New | ISHARES TRcore us aggbd et | $796,000 | – | 7,490 | – | 0.01% | – |
| ERJ | New | EMBRAER S A | $686,000 | – | 27,544 | – | 0.01% | – |
| ICLR | New | ICON PLC | $596,000 | – | 4,498 | – | 0.01% | – |
| LIVN | New | LIVANOVA PLC | $603,000 | – | 6,036 | – | 0.01% | – |
| VEA | New | VANGUARD TAX MANAGED INTL FDftse dev mkt etf | $608,000 | – | 14,169 | – | 0.01% | – |
| ASX | New | ASE TECHNOLOGY HOLDING CO LTsponsored ads | $488,000 | – | 106,032 | – | 0.01% | – |
| CORP | New | PIMCO ETF TRinv grd crp bd | $502,000 | – | 5,000 | – | 0.01% | – |
| LAZ | New | LAZARD LTD | $460,000 | – | 9,403 | – | 0.01% | – |
| BEST | New | BEST INCsponsored ads | $457,000 | – | 37,390 | – | 0.01% | – |
| BEL | New | BELMOND LTDcl a | $489,000 | – | 43,818 | – | 0.01% | – |
| ACWI | New | ISHARES TRmsci acwi etf | $472,000 | – | 6,630 | – | 0.01% | – |
| JHG | New | JANUS HENDERSON GROUP PLC | $493,000 | – | 16,051 | – | 0.01% | – |
| JPM | New | JPMORGAN CHASE & CO | $428,000 | – | 4,104 | – | 0.01% | – |
| IJH | New | ISHARES TRcore s&p mcp etf | $394,000 | – | 2,025 | – | 0.01% | – |
| IYR | New | ISHARES TRu.s. real es etf | $411,000 | – | 5,100 | – | 0.01% | – |
| EFG | New | ISHARES TReafe grwth etf | $418,000 | – | 5,310 | – | 0.01% | – |
| AGRO | New | ADECOAGRO S A | $382,000 | – | 48,078 | – | 0.01% | – |
| IWF | New | ISHARES TRrus 1000 grw etf | $237,000 | – | 1,650 | – | 0.00% | – |
| IJT | New | ISHARES TRs&p sml 600 gwt | $244,000 | – | 1,290 | – | 0.00% | – |
| AEG | New | AEGON N Vny registry sh | $105,000 | – | 17,717 | – | 0.00% | – |
| BBVA | New | BANCO BILBAO VIZCAYA ARGENTAsponsored adr | $87,000 | – | 12,394 | – | 0.00% | – |
Q4 2017
| Value | Shares | ↓ Weighting | ||||||
|---|---|---|---|---|---|---|---|---|
| INFO | Exit | IHS MARKIT LTD | $0 | – | -4,626 | – | -0.00% | – |
| CVX | Exit | CHEVRON CORP NEW | $0 | – | -1,892 | – | -0.00% | – |
| IWF | Exit | ISHARES TRrus 1000 grw etf | $0 | – | -1,650 | – | -0.00% | – |
| IJT | Exit | ISHARES TRs&p sml 600 gwt | $0 | – | -1,290 | – | -0.00% | – |
| PHG | Exit | KONINKLIJKE PHILIPS N Vny reg sh new | $0 | – | -5,409 | – | -0.00% | – |
| MGM | Exit | MGM RESORTS INTERNATIONAL | $0 | – | -8,067 | – | -0.00% | – |
| EFG | Exit | ISHARES TReafe grwth etf | $0 | – | -5,310 | – | -0.01% | – |
| IYR | Exit | ISHARES TRu.s. real es etf | $0 | – | -5,100 | – | -0.01% | – |
| JPM | Exit | JPMORGAN CHASE & CO | $0 | – | -4,572 | – | -0.01% | – |
| LAZ | Exit | LAZARD LTD | $0 | – | -10,535 | – | -0.01% | – |
| AGRO | Exit | ADECOAGRO S A | $0 | – | -43,225 | – | -0.01% | – |
| JHG | Exit | JANUS HENDERSON GROUP PLC | $0 | – | -14,425 | – | -0.01% | – |
| ASX | Exit | ADVANCED SEMICONDUCTOR ENGRsponsored adr | $0 | – | -83,448 | – | -0.01% | – |
| VEU | Exit | VANGUARD INTL EQUITY INDEX Fallwrld ex us | $0 | – | -9,555 | – | -0.01% | – |
| LIVN | Exit | LIVANOVA PLC | $0 | – | -8,168 | – | -0.01% | – |
| ERJ | Exit | EMBRAER S A | $0 | – | -24,772 | – | -0.01% | – |
| CORP | Exit | PIMCO ETF TRinv grd crp bd | $0 | – | -6,000 | – | -0.01% | – |
| ICLR | Exit | ICON PLC | $0 | – | -5,575 | – | -0.01% | – |
| HYG | Exit | ISHARES TRiboxx hi yd etf | $0 | – | -9,290 | – | -0.01% | – |
| AGG | Exit | ISHARES TRcore us aggbd et | $0 | – | -7,730 | – | -0.01% | – |
| VOD | Exit | VODAFONE GROUP PLC NEWsponsored adr | $0 | – | -30,321 | – | -0.01% | – |
| PZA | Exit | POWERSHARES ETF TR IIinsur natl mun | $0 | – | -44,500 | – | -0.02% | – |
| AGZ | Exit | ISHARES TRagency bond etf | $0 | – | -23,035 | – | -0.04% | – |
| IWD | Exit | ISHARES TRrus 1000 val etf | $0 | – | -21,945 | – | -0.04% | – |
| QCOM | Exit | QUALCOMM INCcall | $0 | – | -60,000 | – | -0.05% | – |
| RSPP | Exit | RSP PERMIAN INC | $0 | – | -94,605 | – | -0.05% | – |
| SRCL | Exit | STERICYCLE INC | $0 | – | -49,147 | – | -0.06% | – |
| HRB | Exit | BLOCK H & R INC | $0 | – | -135,082 | – | -0.06% | – |
| HOG | Exit | HARLEY DAVIDSON INC | $0 | – | -77,041 | – | -0.06% | – |
| NNN | Exit | NATIONAL RETAIL PPTYS INC | $0 | – | -90,719 | – | -0.06% | – |
| LQD | Exit | ISHARES TRiboxx inv cp etf | $0 | – | -31,396 | – | -0.06% | – |
| BKU | Exit | BANKUNITED INC | $0 | – | -109,220 | – | -0.06% | – |
| SHY | Exit | ISHARES TR1 3 yr treas bd | $0 | – | -45,758 | – | -0.06% | – |
| XEC | Exit | CIMAREX ENERGY CO | $0 | – | -34,005 | – | -0.06% | – |
| NCLH | Exit | NORWEGIAN CRUISE LINE HLDGS | $0 | – | -72,010 | – | -0.06% | – |
| MUFG | Exit | MITSUBISHI UFJ FINL GROUP INsponsored adr | $0 | – | -613,215 | – | -0.06% | – |
| HUBB | Exit | HUBBELL INC | $0 | – | -33,782 | – | -0.06% | – |
| PINC | Exit | PREMIER INCcl a | $0 | – | -120,765 | – | -0.06% | – |
| SABR | Exit | SABRE CORP | $0 | – | -220,601 | – | -0.06% | – |
| BAH | Exit | BOOZ ALLEN HAMILTON HLDG CORcl a | $0 | – | -108,098 | – | -0.06% | – |
| MGP | Exit | MGM GROWTH PPTYS LLC | $0 | – | -134,830 | – | -0.06% | – |
| MMS | Exit | MAXIMUS INC | $0 | – | -63,145 | – | -0.06% | – |
| WTR | Exit | AQUA AMERICA INC | $0 | – | -123,246 | – | -0.06% | – |
| CATM | Exit | CARDTRONICS PLC | $0 | – | -177,612 | – | -0.06% | – |
| EWBC | Exit | EAST WEST BANCORP INC | $0 | – | -69,701 | – | -0.06% | – |
| PTC | Exit | PTC INC | $0 | – | -73,819 | – | -0.06% | – |
| EXPD | Exit | EXPEDITORS INTL WASH INC | $0 | – | -69,377 | – | -0.06% | – |
| NWSA | Exit | NEWS CORP NEWcl a | $0 | – | -317,625 | – | -0.07% | – |
| ARRS | Exit | ARRIS INTL INC | $0 | – | -146,802 | – | -0.07% | – |
| EEFT | Exit | EURONET WORLDWIDE INC | $0 | – | -44,460 | – | -0.07% | – |
| DNB | Exit | DUN & BRADSTREET CORP DEL NE | $0 | – | -36,529 | – | -0.07% | – |
| RHI | Exit | ROBERT HALF INTL INC | $0 | – | -84,830 | – | -0.07% | – |
| LDOS | Exit | LEIDOS HLDGS INC | $0 | – | -73,434 | – | -0.07% | – |
| ZION | Exit | ZIONS BANCORPORATION | $0 | – | -93,613 | – | -0.07% | – |
| BWA | Exit | BORGWARNER INC | $0 | – | -86,086 | – | -0.07% | – |
| PACW | Exit | PACWEST BANCORP DEL | $0 | – | -86,428 | – | -0.07% | – |
| LKQ | Exit | LKQ CORP | $0 | – | -124,541 | – | -0.07% | – |
| ANDE | Exit | ANDERSONS INC | $0 | – | -209,585 | – | -0.11% | – |
| ACOR | Exit | ACORDA THERAPEUTICS INC | $0 | – | -322,819 | – | -0.12% | – |
| VVV | Exit | VALVOLINE INC | $0 | – | -328,491 | – | -0.12% | – |
| GPI | Exit | GROUP 1 AUTOMOTIVE INC | $0 | – | -107,307 | – | -0.12% | – |
| ARRY | Exit | ARRAY BIOPHARMA INC | $0 | – | -630,127 | – | -0.12% | – |
| FWRD | Exit | FORWARD AIR CORP | $0 | – | -147,147 | – | -0.13% | – |
| EAT | Exit | BRINKER INTL INC | $0 | – | -329,374 | – | -0.16% | – |
| XPER | Exit | XPERI CORP | $0 | – | -415,163 | – | -0.16% | – |
| IDA | Exit | IDACORP INC | $0 | – | -121,314 | – | -0.17% | – |
| VR | Exit | VALIDUS HOLDINGS LTD | $0 | – | -219,672 | – | -0.17% | – |
| PNM | Exit | PNM RES INC | $0 | – | -270,799 | – | -0.17% | – |
| KRG | Exit | KITE RLTY GROUP TR | $0 | – | -544,177 | – | -0.17% | – |
| LYG | Exit | LLOYDS BANKING GROUP PLCsponsored adr | $0 | – | -3,046,965 | – | -0.18% | – |
| MUSA | Exit | MURPHY USA INC | $0 | – | -161,198 | – | -0.18% | – |
| VEA | Exit | VANGUARD TAX MANAGED INTL FDftse dev mkt etf | $0 | – | -258,618 | – | -0.18% | – |
| BMCH | Exit | BMC STK HLDGS INC | $0 | – | -528,527 | – | -0.18% | – |
| KBR | Exit | KBR INC | $0 | – | -633,470 | – | -0.18% | – |
| BECN | Exit | BEACON ROOFING SUPPLY INC | $0 | – | -229,782 | – | -0.18% | – |
| OEC | Exit | ORION ENGINEERED CARBONS S A | $0 | – | -527,530 | – | -0.19% | – |
| CPE | Exit | CALLON PETE CO DEL | $0 | – | -1,052,573 | – | -0.19% | – |
| FMBI | Exit | FIRST MIDWEST BANCORP DEL | $0 | – | -514,698 | – | -0.19% | – |
| HOPE | Exit | HOPE BANCORP INC | $0 | – | -682,007 | – | -0.19% | – |
| ENR | Exit | ENERGIZER HLDGS INC NEW | $0 | – | -264,650 | – | -0.19% | – |
| HTH | Exit | HILLTOP HOLDINGS INC | $0 | – | -470,623 | – | -0.19% | – |
| BRKR | Exit | BRUKER CORP | $0 | – | -410,900 | – | -0.19% | – |
| HMSY | Exit | HMS HLDGS CORP | $0 | – | -624,993 | – | -0.20% | – |
| RMBS | Exit | RAMBUS INC DEL | $0 | – | -945,760 | – | -0.20% | – |
| BANR | Exit | BANNER CORP | $0 | – | -206,351 | – | -0.20% | – |
| SWM | Exit | SCHWEITZER-MAUDUIT INTL INC | $0 | – | -305,025 | – | -0.20% | – |
| RBA | Exit | RITCHIE BROS AUCTIONEERS | $0 | – | -403,018 | – | -0.20% | – |
| LTXB | Exit | LEGACY TEX FINL GROUP INC | $0 | – | -319,054 | – | -0.20% | – |
| CHFC | Exit | CHEMICAL FINL CORP | $0 | – | -245,925 | – | -0.20% | – |
| TCF | Exit | TCF FINL CORP | $0 | – | -754,927 | – | -0.20% | – |
| TILE | Exit | INTERFACE INC | $0 | – | -587,662 | – | -0.20% | – |
| AYR | Exit | AIRCASTLE LTD | $0 | – | -580,609 | – | -0.20% | – |
| TDS | Exit | TELEPHONE & DATA SYS INC | $0 | – | -462,323 | – | -0.20% | – |
| ENS | Exit | ENERSYS | $0 | – | -187,676 | – | -0.20% | – |
| UNFI | Exit | UNITED NAT FOODS INC | $0 | – | -312,750 | – | -0.20% | – |
| MOH | Exit | MOLINA HEALTHCARE INC | $0 | – | -189,190 | – | -0.20% | – |
| UCBI | Exit | UNITED CMNTY BKS BLAIRSVLE G | $0 | – | -462,709 | – | -0.21% | – |
| HUBG | Exit | HUB GROUP INCcl a | $0 | – | -312,097 | – | -0.21% | – |
| EFA | Exit | ISHARES TRmsci eafe etf | $0 | – | -202,726 | – | -0.22% | – |
| PAG | Exit | PENSKE AUTOMOTIVE GRP INC | $0 | – | -291,868 | – | -0.22% | – |
| SMCI | Exit | SUPER MICRO COMPUTER INC | $0 | – | -642,810 | – | -0.22% | – |
| BTI | Exit | BRITISH AMERN TOB PLCsponsored adr | $0 | – | -250,194 | – | -0.24% | – |
| SFR | Exit | STARWOOD WAYPOINT HOMES | $0 | – | -432,777 | – | -0.25% | – |
| DBD | Exit | DIEBOLD NXDF INC | $0 | – | -711,595 | – | -0.26% | – |
| AL | Exit | AIR LEASE CORPcl a | $0 | – | -394,765 | – | -0.26% | – |
| UMPQ | Exit | UMPQUA HLDGS CORP | $0 | – | -899,969 | – | -0.28% | – |
| PAY | Exit | VERIFONE SYS INC | $0 | – | -869,915 | – | -0.28% | – |
| RES | Exit | RPC INC | $0 | – | -720,583 | – | -0.28% | – |
| CCC | Exit | CALGON CARBON CORP | $0 | – | -856,361 | – | -0.29% | – |
| TVPT | Exit | TRAVELPORT WORLDWIDE LTD | $0 | – | -1,176,192 | – | -0.29% | – |
| TAP | Exit | MOLSON COORS BREWING COcl b | $0 | – | -406,280 | – | -0.52% | – |
| THS | Exit | TREEHOUSE FOODS INC | $0 | – | -539,559 | – | -0.57% | – |
| COF | Exit | CAPITAL ONE FINL CORP | $0 | – | -433,172 | – | -0.58% | – |
| AWK | Exit | AMERICAN WTR WKS CO INC NEW | $0 | – | -465,411 | – | -0.59% | – |
| NBL | Exit | NOBLE ENERGY INC | $0 | – | -1,333,517 | – | -0.59% | – |
| SYMC | Exit | SYMANTEC CORP | $0 | – | -1,170,672 | – | -0.60% | – |
| INVH | Exit | INVITATION HOMES INC | $0 | – | -1,704,975 | – | -0.61% | – |
| ADNT | Exit | ADIENT PLC | $0 | – | -465,668 | – | -0.61% | – |
| TROW | Exit | PRICE T ROWE GROUP INC | $0 | – | -434,211 | – | -0.62% | – |
| UHS | Exit | UNIVERSAL HLTH SVCS INCcl b | $0 | – | -359,978 | – | -0.63% | – |
| LLY | Exit | LILLY ELI & CO | $0 | – | -473,641 | – | -0.64% | – |
| A | Exit | AGILENT TECHNOLOGIES INC | $0 | – | -633,534 | – | -0.64% | – |
| MET | Exit | METLIFE INC | $0 | – | -789,278 | – | -0.64% | – |
| AET | Exit | AETNA INC NEW | $0 | – | -258,484 | – | -0.65% | – |
| DOX | Exit | AMDOCS LTD | $0 | – | -642,831 | – | -0.65% | – |
| CFG | Exit | CITIZENS FINL GROUP INC | $0 | – | -1,108,931 | – | -0.66% | – |
| CVS | Exit | CVS HEALTH CORP | $0 | – | -538,468 | – | -0.69% | – |
| AXP | Exit | AMERICAN EXPRESS CO | $0 | – | -490,157 | – | -0.70% | – |
| XL | Exit | XL GROUP LTD | $0 | – | -1,147,268 | – | -0.71% | – |
| BMY | Exit | BRISTOL MYERS SQUIBB CO | $0 | – | -733,890 | – | -0.74% | – |
| BBT | Exit | BB&T CORP | $0 | – | -1,153,185 | – | -0.85% | – |
| ORCL | Exit | ORACLE CORP | $0 | – | -1,146,087 | – | -0.87% | – |
| WFC | Exit | WELLS FARGO CO NEW | $0 | – | -1,006,846 | – | -0.87% | – |
| KO | Exit | COCA COLA CO | $0 | – | -1,271,753 | – | -0.90% | – |
| QCOM | Exit | QUALCOMM INC | $0 | – | -1,113,022 | – | -0.91% | – |
| EOG | Exit | EOG RES INC | $0 | – | -604,416 | – | -0.92% | – |
| HPQ | Exit | HP INC | $0 | – | -2,954,070 | – | -0.93% | – |
| C | Exit | CITIGROUP INC | $0 | – | -815,628 | – | -0.93% | – |
| TSN | Exit | TYSON FOODS INCcl a | $0 | – | -858,344 | – | -0.95% | – |
| UPS | Exit | UNITED PARCEL SERVICE INCcl b | $0 | – | -514,062 | – | -0.97% | – |
| GOOGL | Exit | ALPHABET INCcap stk cl a | $0 | – | -63,975 | – | -0.98% | – |
| OXY | Exit | OCCIDENTAL PETE CORP DEL | $0 | – | -995,340 | – | -1.00% | – |
| BIIB | Exit | BIOGEN INC | $0 | – | -204,509 | – | -1.01% | – |
| SYF | Exit | SYNCHRONY FINL | $0 | – | -2,119,554 | – | -1.03% | – |
| EBAY | Exit | EBAY INC | $0 | – | -1,843,637 | – | -1.11% | – |
| AEG | Exit | AEGON N Vny registry sh | $0 | – | -20,638,922 | – | -1.88% | – |
| ORAN | Exit | ORANGEsponsored adr | $0 | – | -7,897,545 | – | -2.04% | – |
| FMS | Exit | FRESENIUS MED CARE AG&CO KGAsponsored adr | $0 | – | -2,695,714 | – | -2.07% | – |
| MT | Exit | ARCELORMITTAL SA LUXEMBOURGny registry sh | $0 | – | -5,283,658 | – | -2.14% | – |
| ABEV | Exit | AMBEV SAsponsored adr | $0 | – | -21,245,850 | – | -2.20% | – |
| CHL | Exit | CHINA MOBILE LIMITEDsponsored adr | $0 | – | -2,931,154 | – | -2.33% | – |
| TTE | Exit | TOTAL S Asponsored adr | $0 | – | -3,537,378 | – | -2.97% | – |
| SMFG | Exit | SUMITOMO MITSUI FINL GROUP Isponsored adr | $0 | – | -24,739,946 | – | -3.00% | – |
| BBL | Exit | BHP BILLITON PLCsponsored adr | $0 | – | -5,423,369 | – | -3.02% | – |
| SNN | Exit | SMITH & NEPHEW PLCspdn adr new | $0 | – | -5,398,020 | – | -3.09% | – |
| CNQ | Exit | CANADIAN NAT RES LTD | $0 | – | -5,967,810 | – | -3.14% | – |
| BBVA | Exit | BANCO BILBAO VIZCAYA ARGENTAsponsored adr | $0 | – | -22,770,543 | – | -3.19% | – |
| TTM | Exit | TATA MTRS LTDsponsored adr | $0 | – | -6,848,893 | – | -3.36% | – |
| HSBC | Exit | HSBC HLDGS PLCspon adr new | $0 | – | -4,520,173 | – | -3.51% | – |
| AER | Exit | AERCAP HOLDINGS NV | $0 | – | -6,558,831 | – | -5.26% | – |
| SLB | Exit | SCHLUMBERGER LTD | $0 | – | -4,978,902 | – | -5.46% | – |
| RDSA | Exit | ROYAL DUTCH SHELL PLCspons adr a | $0 | – | -6,045,461 | – | -5.75% | – |
| BIDU | Exit | BAIDU INCspon adr rep a | $0 | – | -1,532,600 | – | -5.96% | – |
Q3 2017
| Value | Shares | ↓ Weighting | ||||||
|---|---|---|---|---|---|---|---|---|
| BIDU | Sell | BAIDU INCspon adr rep a | $379,610,000 | +38.2% | 1,532,600 | -0.2% | 5.96% | +38.2% |
| RDSA | Sell | ROYAL DUTCH SHELL PLCspons adr a | $366,234,000 | +13.8% | 6,045,461 | -0.1% | 5.75% | +13.8% |
| SLB | Buy | SCHLUMBERGER LTD | $347,328,000 | +6.9% | 4,978,902 | +0.9% | 5.46% | +6.9% |
| AER | Sell | AERCAP HOLDINGS NV | $335,222,000 | +9.1% | 6,558,831 | -0.9% | 5.26% | +9.1% |
| HSBC | Sell | HSBC HLDGS PLCspon adr new | $223,342,000 | +4.5% | 4,520,173 | -1.9% | 3.51% | +4.5% |
| TTM | Buy | TATA MTRS LTDsponsored adr | $214,165,000 | +20.3% | 6,848,893 | +27.0% | 3.36% | +20.4% |
| BBVA | Sell | BANCO BILBAO VIZCAYA ARGENTAsponsored adr | $203,113,000 | -12.8% | 22,770,543 | -18.3% | 3.19% | -12.8% |
| CNQ | Buy | CANADIAN NAT RES LTD | $199,862,000 | +19.5% | 5,967,810 | +2.9% | 3.14% | +19.5% |
| SNN | Buy | SMITH & NEPHEW PLCspdn adr new | $196,488,000 | +6.6% | 5,398,020 | +2.1% | 3.09% | +6.6% |
| BBL | Buy | BHP BILLITON PLCsponsored adr | $192,258,000 | +20.2% | 5,423,369 | +4.3% | 3.02% | +20.2% |
| SMFG | Buy | SUMITOMO MITSUI FINL GROUP Isponsored adr | $190,745,000 | +4.0% | 24,739,946 | +6.0% | 3.00% | +4.0% |
| TTE | Buy | TOTAL S Asponsored adr | $189,320,000 | +9.1% | 3,537,378 | +1.1% | 2.97% | +9.2% |
| CHL | Sell | CHINA MOBILE LIMITEDsponsored adr | $148,228,000 | -29.5% | 2,931,154 | -26.0% | 2.33% | -29.5% |
| ABEV | Buy | AMBEV SAsponsored adr | $140,010,000 | +23.9% | 21,245,850 | +3.2% | 2.20% | +24.0% |
| MT | Buy | ARCELORMITTAL SA LUXEMBOURGny registry sh | $136,107,000 | +18.7% | 5,283,658 | +4.7% | 2.14% | +18.7% |
| FMS | Buy | FRESENIUS MED CARE AG&CO KGAsponsored adr | $131,793,000 | +5.0% | 2,695,714 | +3.8% | 2.07% | +5.0% |
| ORAN | Buy | ORANGEsponsored adr | $129,678,000 | +7.4% | 7,897,545 | +4.5% | 2.04% | +7.4% |
| AEG | Sell | AEGON N Vny registry sh | $119,499,000 | -1.1% | 20,638,922 | -12.8% | 1.88% | -1.1% |
| EBAY | Sell | EBAY INC | $70,906,000 | -1.5% | 1,843,637 | -10.5% | 1.11% | -1.4% |
| SYF | Sell | SYNCHRONY FINL | $65,812,000 | -6.4% | 2,119,554 | -10.1% | 1.03% | -6.4% |
| BIIB | Sell | BIOGEN INC | $64,036,000 | -1.8% | 204,509 | -14.9% | 1.01% | -1.8% |
| OXY | Sell | OCCIDENTAL PETE CORP DEL | $63,911,000 | +1.3% | 995,340 | -5.5% | 1.00% | +1.3% |
| GOOGL | Sell | ALPHABET INCcap stk cl a | $62,294,000 | -8.6% | 63,975 | -12.8% | 0.98% | -8.7% |
| UPS | Sell | UNITED PARCEL SERVICE INCcl b | $61,734,000 | -4.5% | 514,062 | -12.0% | 0.97% | -4.4% |
| TSN | Sell | TYSON FOODS INCcl a | $60,470,000 | +2.2% | 858,344 | -9.2% | 0.95% | +2.3% |
| C | Sell | CITIGROUP INC | $59,329,000 | -14.9% | 815,628 | -21.7% | 0.93% | -14.8% |
| HPQ | Sell | HP INC | $58,963,000 | -10.1% | 2,954,070 | -21.3% | 0.93% | -10.1% |
| EOG | Sell | EOG RES INC | $58,471,000 | -0.5% | 604,416 | -6.9% | 0.92% | -0.5% |
| QCOM | Sell | QUALCOMM INC | $57,699,000 | -14.2% | 1,113,022 | -8.6% | 0.91% | -14.2% |
| KO | Sell | COCA COLA CO | $57,242,000 | -11.2% | 1,271,753 | -11.5% | 0.90% | -11.2% |
| WFC | Sell | WELLS FARGO CO NEW | $55,528,000 | -9.7% | 1,006,846 | -9.2% | 0.87% | -9.6% |
| ORCL | Sell | ORACLE CORP | $55,413,000 | -10.8% | 1,146,087 | -7.5% | 0.87% | -10.8% |
| BBT | Sell | BB&T CORP | $54,131,000 | -7.8% | 1,153,185 | -10.8% | 0.85% | -7.8% |
| BMY | Sell | BRISTOL MYERS SQUIBB CO | $46,778,000 | +11.4% | 733,890 | -2.6% | 0.74% | +11.5% |
| XL | Buy | XL GROUP LTD | $45,260,000 | -9.6% | 1,147,268 | +0.4% | 0.71% | -9.5% |
| AXP | Sell | AMERICAN EXPRESS CO | $44,340,000 | -7.4% | 490,157 | -13.7% | 0.70% | -7.4% |
| CVS | Sell | CVS HEALTH CORP | $43,788,000 | -34.7% | 538,468 | -35.4% | 0.69% | -34.7% |
| CFG | Sell | CITIZENS FINL GROUP INC | $41,995,000 | -5.7% | 1,108,931 | -11.2% | 0.66% | -5.7% |
| DOX | Sell | AMDOCS LTD | $41,347,000 | -10.4% | 642,831 | -10.2% | 0.65% | -10.5% |
| AET | Sell | AETNA INC NEW | $41,102,000 | -9.4% | 258,484 | -13.5% | 0.65% | -9.3% |
| MET | Buy | METLIFE INC | $41,003,000 | +3.7% | 789,278 | +9.7% | 0.64% | +3.7% |
| A | Sell | AGILENT TECHNOLOGIES INC | $40,673,000 | -3.5% | 633,534 | -10.9% | 0.64% | -3.5% |
| LLY | Sell | LILLY ELI & CO | $40,515,000 | -7.8% | 473,641 | -11.3% | 0.64% | -7.8% |
| UHS | Sell | UNIVERSAL HLTH SVCS INCcl b | $39,936,000 | -9.8% | 359,978 | -0.8% | 0.63% | -9.9% |
| TROW | Sell | PRICE T ROWE GROUP INC | $39,361,000 | -8.2% | 434,211 | -24.9% | 0.62% | -8.3% |
| ADNT | Sell | ADIENT PLC | $39,111,000 | +3.5% | 465,668 | -19.5% | 0.61% | +3.4% |
| INVH | Sell | INVITATION HOMES INC | $38,618,000 | -6.5% | 1,704,975 | -10.7% | 0.61% | -6.3% |
| SYMC | Sell | SYMANTEC CORP | $38,410,000 | +3.5% | 1,170,672 | -10.9% | 0.60% | +3.4% |
| NBL | Sell | NOBLE ENERGY INC | $37,819,000 | -4.6% | 1,333,517 | -4.9% | 0.59% | -4.7% |
| AWK | Sell | AMERICAN WTR WKS CO INC NEW | $37,656,000 | -8.2% | 465,411 | -11.6% | 0.59% | -8.2% |
| COF | Sell | CAPITAL ONE FINL CORP | $36,672,000 | -7.6% | 433,172 | -9.8% | 0.58% | -7.5% |
| THS | Buy | TREEHOUSE FOODS INC | $36,544,000 | +79.2% | 539,559 | +116.1% | 0.57% | +79.4% |
| TAP | Sell | MOLSON COORS BREWING COcl b | $33,169,000 | -15.1% | 406,280 | -10.2% | 0.52% | -15.1% |
| TVPT | Sell | TRAVELPORT WORLDWIDE LTD | $18,466,000 | -13.0% | 1,176,192 | -23.7% | 0.29% | -12.9% |
| CCC | Sell | CALGON CARBON CORP | $18,326,000 | +14.4% | 856,361 | -19.3% | 0.29% | +14.3% |
| RES | Buy | RPC INC | $17,863,000 | +356.7% | 720,583 | +272.4% | 0.28% | +360.7% |
| PAY | Sell | VERIFONE SYS INC | $17,642,000 | -30.0% | 869,915 | -37.6% | 0.28% | -30.1% |
| UMPQ | Sell | UMPQUA HLDGS CORP | $17,558,000 | -16.7% | 899,969 | -21.6% | 0.28% | -16.6% |
| AL | Sell | AIR LEASE CORPcl a | $16,825,000 | -17.2% | 394,765 | -27.4% | 0.26% | -17.2% |
| DBD | Sell | DIEBOLD NXDF INC | $16,260,000 | -21.7% | 711,595 | -4.1% | 0.26% | -21.8% |
| SFR | New | STARWOOD WAYPOINT HOMES | $15,740,000 | – | 432,777 | – | 0.25% | – |
| BTI | New | BRITISH AMERN TOB PLCsponsored adr | $15,625,000 | – | 250,194 | – | 0.24% | – |
| SMCI | Sell | SUPER MICRO COMPUTER INC | $14,206,000 | -25.8% | 642,810 | -17.3% | 0.22% | -25.9% |
| PAG | Buy | PENSKE AUTOMOTIVE GRP INC | $13,884,000 | +72.9% | 291,868 | +59.6% | 0.22% | +73.0% |
| EFA | Buy | ISHARES TRmsci eafe etf | $13,883,000 | +18.6% | 202,726 | +13.0% | 0.22% | +18.5% |
| HUBG | Buy | HUB GROUP INCcl a | $13,405,000 | +178.7% | 312,097 | +148.9% | 0.21% | +177.6% |
| UCBI | Sell | UNITED CMNTY BKS BLAIRSVLE G | $13,206,000 | -21.0% | 462,709 | -23.1% | 0.21% | -21.3% |
| UNFI | Sell | UNITED NAT FOODS INC | $13,007,000 | -13.3% | 312,750 | -23.5% | 0.20% | -13.6% |
| ENS | Sell | ENERSYS | $12,982,000 | -4.7% | 187,676 | -0.2% | 0.20% | -4.7% |
| MOH | Sell | MOLINA HEALTHCARE INC | $13,009,000 | -21.5% | 189,190 | -21.0% | 0.20% | -21.5% |
| AYR | Sell | AIRCASTLE LTD | $12,942,000 | -25.2% | 580,609 | -27.0% | 0.20% | -25.4% |
| TDS | Sell | TELEPHONE & DATA SYS INC | $12,894,000 | -22.5% | 462,323 | -22.9% | 0.20% | -22.2% |
| TILE | Sell | INTERFACE INC | $12,870,000 | -13.8% | 587,662 | -22.6% | 0.20% | -13.7% |
| CHFC | Sell | CHEMICAL FINL CORP | $12,852,000 | -16.4% | 245,925 | -22.6% | 0.20% | -16.2% |
| TCF | Sell | TCF FINL CORP | $12,864,000 | -17.4% | 754,927 | -22.7% | 0.20% | -17.2% |
| RBA | New | RITCHIE BROS AUCTIONEERS | $12,743,000 | – | 403,018 | – | 0.20% | – |
| LTXB | Sell | LEGACY TEX FINL GROUP INC | $12,737,000 | -19.0% | 319,054 | -22.6% | 0.20% | -19.0% |
| BANR | Sell | BANNER CORP | $12,645,000 | -22.6% | 206,351 | -28.6% | 0.20% | -22.3% |
| SWM | Sell | SCHWEITZER-MAUDUIT INTL INC | $12,646,000 | -15.3% | 305,025 | -24.0% | 0.20% | -15.3% |
| RMBS | Sell | RAMBUS INC DEL | $12,626,000 | -14.9% | 945,760 | -27.1% | 0.20% | -15.0% |
| HMSY | Sell | HMS HLDGS CORP | $12,412,000 | -16.7% | 624,993 | -22.4% | 0.20% | -16.7% |
| HTH | Sell | HILLTOP HOLDINGS INC | $12,236,000 | -22.9% | 470,623 | -22.3% | 0.19% | -22.9% |
| BRKR | Sell | BRUKER CORP | $12,224,000 | -25.1% | 410,900 | -27.3% | 0.19% | -25.0% |
| ENR | Sell | ENERGIZER HLDGS INC NEW | $12,187,000 | -9.1% | 264,650 | -5.2% | 0.19% | -9.5% |
| HOPE | Sell | HOPE BANCORP INC | $12,078,000 | -21.7% | 682,007 | -17.5% | 0.19% | -21.5% |
| FMBI | Sell | FIRST MIDWEST BANCORP DEL | $12,054,000 | -21.7% | 514,698 | -22.1% | 0.19% | -21.9% |
| OEC | New | ORION ENGINEERED CARBONS S A | $11,843,000 | – | 527,530 | – | 0.19% | – |
| CPE | Sell | CALLON PETE CO DEL | $11,831,000 | -15.2% | 1,052,573 | -20.0% | 0.19% | -15.1% |
| BECN | Sell | BEACON ROOFING SUPPLY INC | $11,776,000 | -28.8% | 229,782 | -31.9% | 0.18% | -28.8% |
| KBR | Sell | KBR INC | $11,326,000 | -27.5% | 633,470 | -38.3% | 0.18% | -27.3% |
| BMCH | Sell | BMC STK HLDGS INC | $11,284,000 | -23.5% | 528,527 | -21.7% | 0.18% | -23.7% |
| VEA | Sell | VANGUARD TAX MANAGED INTL FDftse dev mkt etf | $11,227,000 | -43.0% | 258,618 | -45.7% | 0.18% | -43.0% |
| LYG | New | LLOYDS BANKING GROUP PLCsponsored adr | $11,152,000 | – | 3,046,965 | – | 0.18% | – |
| MUSA | Sell | MURPHY USA INC | $11,123,000 | -29.5% | 161,198 | -24.3% | 0.18% | -29.4% |
| KRG | Sell | KITE RLTY GROUP TR | $11,020,000 | -17.0% | 544,177 | -22.4% | 0.17% | -17.2% |
| PNM | Sell | PNM RES INC | $10,913,000 | -39.5% | 270,799 | -42.5% | 0.17% | -39.6% |
| VR | New | VALIDUS HOLDINGS LTD | $10,810,000 | – | 219,672 | – | 0.17% | – |
| IDA | New | IDACORP INC | $10,667,000 | – | 121,314 | – | 0.17% | – |
| XPER | Buy | XPERI CORP | $10,504,000 | -13.0% | 415,163 | +2.4% | 0.16% | -13.2% |
| EAT | Sell | BRINKER INTL INC | $10,494,000 | -27.3% | 329,374 | -13.0% | 0.16% | -27.3% |
| FWRD | New | FORWARD AIR CORP | $8,421,000 | – | 147,147 | – | 0.13% | – |
| GPI | Sell | GROUP 1 AUTOMOTIVE INC | $7,775,000 | -46.3% | 107,307 | -53.1% | 0.12% | -46.3% |
| ARRY | Sell | ARRAY BIOPHARMA INC | $7,751,000 | -14.5% | 630,127 | -41.8% | 0.12% | -14.1% |
| VVV | New | VALVOLINE INC | $7,703,000 | – | 328,491 | – | 0.12% | – |
| ACOR | Sell | ACORDA THERAPEUTICS INC | $7,635,000 | -55.0% | 322,819 | -62.5% | 0.12% | -54.9% |
| ANDE | Sell | ANDERSONS INC | $7,178,000 | -22.7% | 209,585 | -23.0% | 0.11% | -22.6% |
| LKQ | Buy | LKQ CORP | $4,482,000 | +11.4% | 124,541 | +2.0% | 0.07% | +11.1% |
| BWA | Sell | BORGWARNER INC | $4,410,000 | +8.9% | 86,086 | -10.0% | 0.07% | +7.8% |
| PACW | Buy | PACWEST BANCORP DEL | $4,365,000 | +13.3% | 86,428 | +4.7% | 0.07% | +13.1% |
| ZION | Buy | ZIONS BANCORPORATION | $4,417,000 | +9.4% | 93,613 | +1.8% | 0.07% | +9.5% |
| LDOS | Buy | LEIDOS HLDGS INC | $4,349,000 | +16.4% | 73,434 | +1.6% | 0.07% | +15.3% |
| RHI | Buy | ROBERT HALF INTL INC | $4,270,000 | +7.9% | 84,830 | +2.8% | 0.07% | +8.1% |
| DNB | Buy | DUN & BRADSTREET CORP DEL NE | $4,252,000 | +10.0% | 36,529 | +2.2% | 0.07% | +9.8% |
| NWSA | Buy | NEWS CORP NEWcl a | $4,212,000 | -1.3% | 317,625 | +2.0% | 0.07% | -1.5% |
| EEFT | Buy | EURONET WORLDWIDE INC | $4,214,000 | +10.4% | 44,460 | +1.8% | 0.07% | +10.0% |
| ARRS | Buy | ARRIS INTL INC | $4,182,000 | +4.0% | 146,802 | +2.2% | 0.07% | +4.8% |
| PTC | Buy | PTC INC | $4,155,000 | +4.4% | 73,819 | +2.2% | 0.06% | +3.2% |
| EWBC | Sell | EAST WEST BANCORP INC | $4,167,000 | -5.3% | 69,701 | -7.2% | 0.06% | -5.8% |
| EXPD | Buy | EXPEDITORS INTL WASH INC | $4,153,000 | +8.3% | 69,377 | +2.2% | 0.06% | +8.3% |
| WTR | Buy | AQUA AMERICA INC | $4,091,000 | +1.9% | 123,246 | +2.2% | 0.06% | +1.6% |
| CATM | Sell | CARDTRONICS PLC | $4,087,000 | -70.7% | 177,612 | -58.1% | 0.06% | -70.8% |
| MGP | Sell | MGM GROWTH PPTYS LLC | $4,073,000 | +1.2% | 134,830 | -2.2% | 0.06% | +1.6% |
| MMS | Buy | MAXIMUS INC | $4,073,000 | +5.6% | 63,145 | +2.6% | 0.06% | +4.9% |
| SABR | New | SABRE CORP | $3,993,000 | – | 220,601 | – | 0.06% | – |
| BAH | Buy | BOOZ ALLEN HAMILTON HLDG CORcl a | $4,042,000 | +18.5% | 108,098 | +3.1% | 0.06% | +16.7% |
| MUFG | New | MITSUBISHI UFJ FINL GROUP INsponsored adr | $3,949,000 | – | 613,215 | – | 0.06% | – |
| PINC | Buy | PREMIER INCcl a | $3,933,000 | -7.7% | 120,765 | +2.1% | 0.06% | -7.5% |
| HUBB | Buy | HUBBELL INC | $3,919,000 | +5.0% | 33,782 | +2.4% | 0.06% | +5.1% |
| BKU | Buy | BANKUNITED INC | $3,885,000 | +7.6% | 109,220 | +2.0% | 0.06% | +7.0% |
| NCLH | Buy | NORWEGIAN CRUISE LINE HLDGS | $3,892,000 | +0.6% | 72,010 | +1.1% | 0.06% | 0.0% |
| SHY | Buy | ISHARES TR1 3 yr treas bd | $3,864,000 | +17.3% | 45,758 | +17.4% | 0.06% | +17.3% |
| XEC | Buy | CIMAREX ENERGY CO | $3,865,000 | +26.6% | 34,005 | +4.7% | 0.06% | +27.1% |
| LQD | Buy | ISHARES TRiboxx inv cp etf | $3,806,000 | +17.6% | 31,396 | +16.9% | 0.06% | +17.6% |
| NNN | Buy | NATIONAL RETAIL PPTYS INC | $3,779,000 | +11.9% | 90,719 | +5.1% | 0.06% | +11.3% |
| HOG | Buy | HARLEY DAVIDSON INC | $3,714,000 | +10.0% | 77,041 | +23.3% | 0.06% | +9.4% |
| HRB | Sell | BLOCK H & R INC | $3,577,000 | -22.7% | 135,082 | -9.7% | 0.06% | -23.3% |
| SRCL | Buy | STERICYCLE INC | $3,520,000 | -3.8% | 49,147 | +2.5% | 0.06% | -3.5% |
| RSPP | Buy | RSP PERMIAN INC | $3,272,000 | +12.5% | 94,605 | +4.9% | 0.05% | +10.9% |
| IWD | Sell | ISHARES TRrus 1000 val etf | $2,601,000 | -65.0% | 21,945 | -65.6% | 0.04% | -65.0% |
| VOD | Buy | VODAFONE GROUP PLC NEWsponsored adr | $863,000 | +2.7% | 30,321 | +3.7% | 0.01% | +7.7% |
| HYG | Buy | ISHARES TRiboxx hi yd etf | $825,000 | +73.0% | 9,290 | +72.0% | 0.01% | +85.7% |
| AGG | Buy | ISHARES TRcore us aggbd et | $847,000 | +87.8% | 7,730 | +87.6% | 0.01% | +85.7% |
| ICLR | Buy | ICON PLC | $635,000 | +21.2% | 5,575 | +4.1% | 0.01% | +25.0% |
| LIVN | Buy | LIVANOVA PLC | $572,000 | +19.2% | 8,168 | +4.2% | 0.01% | +12.5% |
| ERJ | New | EMBRAER S A | $560,000 | – | 24,772 | – | 0.01% | – |
| ASX | Buy | ADVANCED SEMICONDUCTOR ENGRsponsored adr | $516,000 | +2.0% | 83,448 | +4.0% | 0.01% | 0.0% |
| JHG | Buy | JANUS HENDERSON GROUP PLC | $503,000 | +9.8% | 14,425 | +4.2% | 0.01% | +14.3% |
| VEU | New | VANGUARD INTL EQUITY INDEX Fallwrld ex us | $504,000 | – | 9,555 | – | 0.01% | – |
| JPM | Sell | JPMORGAN CHASE & CO | $437,000 | -21.0% | 4,572 | -24.4% | 0.01% | -22.2% |
| LAZ | Buy | LAZARD LTD | $476,000 | -1.4% | 10,535 | +1.1% | 0.01% | -12.5% |
| AGRO | Buy | ADECOAGRO S A | $467,000 | +31.2% | 43,225 | +21.2% | 0.01% | +16.7% |
| IYR | Buy | ISHARES TRu.s. real es etf | $407,000 | +76.2% | 5,100 | +75.9% | 0.01% | +50.0% |
| EFG | Buy | ISHARES TReafe grwth etf | $411,000 | +61.8% | 5,310 | +54.8% | 0.01% | +50.0% |
| PHG | Sell | KONINKLIJKE PHILIPS N Vny reg sh new | $223,000 | +10.4% | 5,409 | -4.1% | 0.00% | +33.3% |
| MGM | Sell | MGM RESORTS INTERNATIONAL | $263,000 | -99.4% | 8,067 | -99.4% | 0.00% | -99.4% |
| INFO | Sell | IHS MARKIT LTD | $204,000 | -2.9% | 4,626 | -2.9% | 0.00% | 0.0% |
| IWF | New | ISHARES TRrus 1000 grw etf | $206,000 | – | 1,650 | – | 0.00% | – |
| CVX | New | CHEVRON CORP NEW | $222,000 | – | 1,892 | – | 0.00% | – |
| IJT | New | ISHARES TRs&p sml 600 gwt | $212,000 | – | 1,290 | – | 0.00% | – |
| IWN | Exit | ISHARES TRrus 2000 val etf | $0 | – | -1,708 | – | -0.00% | – |
| SYT | Exit | SYNGENTA AGsponsored adr | $0 | – | -2,170 | – | -0.00% | – |
| FRA | Exit | BLACKROCK FLOAT RATE OME STR | $0 | – | -17,360 | – | -0.00% | – |
| IEUR | Exit | ISHARES TRcore msci euro | $0 | – | -6,660 | – | -0.01% | – |
| TEO | Exit | TELECOM ARGENTINA S Aspon adr rep b | $0 | – | -15,652 | – | -0.01% | – |
| ACWI | Exit | ISHARES TRmsci acwi etf | $0 | – | -5,457 | – | -0.01% | – |
| SLCA | Exit | U S SILICA HLDGS INC | $0 | – | -73,951 | – | -0.04% | – |
| CVS | Exit | CVS HEALTH CORPcall | $0 | – | -40,000 | – | -0.05% | – |
| RMD | Exit | RESMED INC | $0 | – | -49,105 | – | -0.06% | – |
| TPRE | Exit | THIRD PT REINS LTD | $0 | – | -752,879 | – | -0.16% | – |
| OIS | Exit | OIL STS INTL INC | $0 | – | -485,630 | – | -0.21% | – |
| DFODQ | Exit | DEAN FOODS CO NEW | $0 | – | -892,781 | – | -0.24% | – |
| GNRC | Exit | GENERAC HLDGS INC | $0 | – | -419,931 | – | -0.24% | – |
| SPNV | Exit | SUPERIOR ENERGY SVCS INC | $0 | – | -1,471,751 | – | -0.24% | – |
| FSS | Exit | FEDERAL SIGNAL CORP | $0 | – | -910,632 | – | -0.25% | – |
| RBC | Exit | REGAL BELOIT CORP | $0 | – | -228,140 | – | -0.29% | – |
| SFR | Exit | COLONY STARWOOD HOMES | $0 | – | -581,464 | – | -0.31% | – |
| SYNA | Exit | SYNAPTICS INC | $0 | – | -467,552 | – | -0.38% | – |
Q2 2017
| Value | Shares | ↓ Weighting | ||||||
|---|---|---|---|---|---|---|---|---|
| SLB | New | SCHLUMBERGER LTD | $324,906,000 | – | 4,934,780 | – | 5.10% | – |
| RDSA | New | ROYAL DUTCH SHELL PLCspons adr a | $321,890,000 | – | 6,051,709 | – | 5.06% | – |
| AER | New | AERCAP HOLDINGS NV | $307,237,000 | – | 6,617,207 | – | 4.82% | – |
| BIDU | New | BAIDU INCspon adr rep a | $274,670,000 | – | 1,535,670 | – | 4.31% | – |
| BBVA | New | BANCO BILBAO VIZCAYA ARGENTAsponsored adr | $233,053,000 | – | 27,877,100 | – | 3.66% | – |
| HSBC | New | HSBC HLDGS PLCspon adr new | $213,780,000 | – | 4,608,331 | – | 3.36% | – |
| CHL | New | CHINA MOBILE LIMITEDsponsored adr | $210,190,000 | – | 3,959,134 | – | 3.30% | – |
| SNN | New | SMITH & NEPHEW PLCspdn adr new | $184,319,000 | – | 5,288,915 | – | 2.90% | – |
| SMFG | New | SUMITOMO MITSUI FINL GROUP Isponsored adr | $183,454,000 | – | 23,340,186 | – | 2.88% | – |
| TTM | New | TATA MTRS LTDsponsored adr | $178,004,000 | – | 5,392,413 | – | 2.80% | – |
| TTE | New | TOTAL S Asponsored adr | $173,456,000 | – | 3,497,804 | – | 2.72% | – |
| CNQ | New | CANADIAN NAT RES LTD | $167,245,000 | – | 5,799,074 | – | 2.63% | – |
| BBL | New | BHP BILLITON PLCsponsored adr | $159,989,000 | – | 5,201,209 | – | 2.51% | – |
| FMS | New | FRESENIUS MED CARE AG&CO KGAsponsored adr | $125,488,000 | – | 2,596,480 | – | 1.97% | – |
| AEG | New | AEGON N Vny registry sh | $120,882,000 | – | 23,655,885 | – | 1.90% | – |
| ORAN | New | ORANGEsponsored adr | $120,767,000 | – | 7,557,404 | – | 1.90% | – |
| MT | New | ARCELORMITTAL SA LUXEMBOURGny registry sh | $114,710,000 | – | 5,046,625 | – | 1.80% | – |
| ABEV | New | AMBEV SAsponsored adr | $112,991,000 | – | 20,581,223 | – | 1.77% | – |
| EBAY | New | EBAY INC | $71,950,000 | – | 2,060,425 | – | 1.13% | – |
| SYF | New | SYNCHRONY FINL | $70,337,000 | – | 2,358,728 | – | 1.10% | – |
| C | New | CITIGROUP INC | $69,686,000 | – | 1,041,960 | – | 1.09% | – |
| GOOGL | New | ALPHABET INCcap stk cl a | $68,173,000 | – | 73,330 | – | 1.07% | – |
| QCOM | New | QUALCOMM INC | $67,232,000 | – | 1,217,534 | – | 1.06% | – |
| CVS | New | CVS HEALTH CORP | $67,021,000 | – | 832,971 | – | 1.05% | – |
| HPQ | New | HP INC | $65,588,000 | – | 3,752,171 | – | 1.03% | – |
| BIIB | New | BIOGEN INC | $65,188,000 | – | 240,228 | – | 1.02% | – |
| UPS | New | UNITED PARCEL SERVICE INCcl b | $64,637,000 | – | 584,474 | – | 1.02% | – |
| KO | New | COCA COLA CO | $64,430,000 | – | 1,436,559 | – | 1.01% | – |
| OXY | New | OCCIDENTAL PETE CORP DEL | $63,081,000 | – | 1,053,639 | – | 0.99% | – |
| ORCL | New | ORACLE CORP | $62,096,000 | – | 1,238,451 | – | 0.98% | – |
| WFC | New | WELLS FARGO CO NEW | $61,467,000 | – | 1,109,309 | – | 0.96% | – |
| TSN | New | TYSON FOODS INCcl a | $59,183,000 | – | 944,955 | – | 0.93% | – |
| EOG | New | EOG RES INC | $58,744,000 | – | 648,960 | – | 0.92% | – |
| BBT | New | BB&T CORP | $58,686,000 | – | 1,292,355 | – | 0.92% | – |
| XL | New | XL GROUP LTD | $50,074,000 | – | 1,143,244 | – | 0.79% | – |
| AXP | New | AMERICAN EXPRESS CO | $47,868,000 | – | 568,237 | – | 0.75% | – |
| DOX | New | AMDOCS LTD | $46,163,000 | – | 716,156 | – | 0.72% | – |
| AET | New | AETNA INC NEW | $45,356,000 | – | 298,726 | – | 0.71% | – |
| CFG | New | CITIZENS FINL GROUP INC | $44,551,000 | – | 1,248,620 | – | 0.70% | – |
| UHS | New | UNIVERSAL HLTH SVCS INCcl b | $44,293,000 | – | 362,822 | – | 0.70% | – |
| LLY | New | LILLY ELI & CO | $43,954,000 | – | 534,073 | – | 0.69% | – |
| TROW | New | PRICE T ROWE GROUP INC | $42,886,000 | – | 577,895 | – | 0.67% | – |
| MGM | New | MGM RESORTS INTERNATIONAL | $42,676,000 | – | 1,363,899 | – | 0.67% | – |
| A | New | AGILENT TECHNOLOGIES INC | $42,158,000 | – | 710,811 | – | 0.66% | – |
| BMY | New | BRISTOL MYERS SQUIBB CO | $41,986,000 | – | 753,509 | – | 0.66% | – |
| INVH | New | INVITATION HOMES INC | $41,286,000 | – | 1,908,727 | – | 0.65% | – |
| AWK | New | AMERICAN WTR WKS CO INC NEW | $41,039,000 | – | 526,477 | – | 0.64% | – |
| COF | New | CAPITAL ONE FINL CORP | $39,683,000 | – | 480,305 | – | 0.62% | – |
| NBL | New | NOBLE ENERGY INC | $39,663,000 | – | 1,401,507 | – | 0.62% | – |
| MET | New | METLIFE INC | $39,546,000 | – | 719,806 | – | 0.62% | – |
| TAP | New | MOLSON COORS BREWING COcl b | $39,068,000 | – | 452,494 | – | 0.61% | – |
| ADNT | New | ADIENT PLC | $37,803,000 | – | 578,198 | – | 0.59% | – |
| SYMC | New | SYMANTEC CORP | $37,101,000 | – | 1,313,317 | – | 0.58% | – |
| PAY | New | VERIFONE SYS INC | $25,213,000 | – | 1,392,996 | – | 0.40% | – |
| SYNA | New | SYNAPTICS INC | $24,177,000 | – | 467,552 | – | 0.38% | – |
| TVPT | New | TRAVELPORT WORLDWIDE LTD | $21,217,000 | – | 1,541,953 | – | 0.33% | – |
| UMPQ | New | UMPQUA HLDGS CORP | $21,081,000 | – | 1,148,218 | – | 0.33% | – |
| DBD | New | DIEBOLD NXDF INC | $20,772,000 | – | 741,852 | – | 0.33% | – |
| THS | New | TREEHOUSE FOODS INC | $20,398,000 | – | 249,702 | – | 0.32% | – |
| AL | New | AIR LEASE CORPcl a | $20,326,000 | – | 544,052 | – | 0.32% | – |
| SFR | New | COLONY STARWOOD HOMES | $19,950,000 | – | 581,464 | – | 0.31% | – |
| VEA | New | VANGUARD TAX MANAGED INTL FDftse dev mkt etf | $19,689,000 | – | 476,495 | – | 0.31% | – |
| SMCI | New | SUPER MICRO COMPUTER INC | $19,156,000 | – | 777,112 | – | 0.30% | – |
| RBC | New | REGAL BELOIT CORP | $18,605,000 | – | 228,140 | – | 0.29% | – |
| PNM | New | PNM RES INC | $18,025,000 | – | 471,229 | – | 0.28% | – |
| AYR | New | AIRCASTLE LTD | $17,302,000 | – | 795,483 | – | 0.27% | – |
| ACOR | New | ACORDA THERAPEUTICS INC | $16,968,000 | – | 861,331 | – | 0.27% | – |
| UCBI | New | UNITED CMNTY BKS BLAIRSVLE G | $16,720,000 | – | 601,439 | – | 0.26% | – |
| TDS | New | TELEPHONE & DATA SYS INC | $16,643,000 | – | 599,754 | – | 0.26% | – |
| MOH | New | MOLINA HEALTHCARE INC | $16,574,000 | – | 239,575 | – | 0.26% | – |
| BECN | New | BEACON ROOFING SUPPLY INC | $16,528,000 | – | 337,296 | – | 0.26% | – |
| BANR | New | BANNER CORP | $16,328,000 | – | 288,936 | – | 0.26% | – |
| BRKR | New | BRUKER CORP | $16,310,000 | – | 565,527 | – | 0.26% | – |
| CCC | New | CALGON CARBON CORP | $16,026,000 | – | 1,061,300 | – | 0.25% | – |
| HTH | New | HILLTOP HOLDINGS INC | $15,872,000 | – | 605,585 | – | 0.25% | – |
| FSS | New | FEDERAL SIGNAL CORP | $15,809,000 | – | 910,632 | – | 0.25% | – |
| MUSA | New | MURPHY USA INC | $15,774,000 | – | 212,843 | – | 0.25% | – |
| LTXB | New | LEGACY TEX FINL GROUP INC | $15,722,000 | – | 412,326 | – | 0.25% | – |
| KBR | New | KBR INC | $15,624,000 | – | 1,026,568 | – | 0.24% | – |
| TCF | New | TCF FINL CORP | $15,567,000 | – | 976,593 | – | 0.24% | – |
| FMBI | New | FIRST MIDWEST BANCORP DEL | $15,394,000 | – | 660,413 | – | 0.24% | – |
| HOPE | New | HOPE BANCORP INC | $15,417,000 | – | 826,627 | – | 0.24% | – |
| CHFC | New | CHEMICAL FINL CORP | $15,377,000 | – | 317,638 | – | 0.24% | – |
| SPNV | New | SUPERIOR ENERGY SVCS INC | $15,350,000 | – | 1,471,751 | – | 0.24% | – |
| DFODQ | New | DEAN FOODS CO NEW | $15,177,000 | – | 892,781 | – | 0.24% | – |
| GNRC | New | GENERAC HLDGS INC | $15,172,000 | – | 419,931 | – | 0.24% | – |
| UNFI | New | UNITED NAT FOODS INC | $15,007,000 | – | 408,921 | – | 0.24% | – |
| SWM | New | SCHWEITZER-MAUDUIT INTL INC | $14,937,000 | – | 401,203 | – | 0.24% | – |
| HMSY | New | HMS HLDGS CORP | $14,895,000 | – | 805,159 | – | 0.23% | – |
| TILE | New | INTERFACE INC | $14,928,000 | – | 759,673 | – | 0.23% | – |
| RMBS | New | RAMBUS INC DEL | $14,829,000 | – | 1,297,357 | – | 0.23% | – |
| BMCH | New | BMC STK HLDGS INC | $14,749,000 | – | 675,010 | – | 0.23% | – |
| GPI | New | GROUP 1 AUTOMOTIVE INC | $14,475,000 | – | 228,598 | – | 0.23% | – |
| EAT | New | BRINKER INTL INC | $14,428,000 | – | 378,686 | – | 0.23% | – |
| CATM | New | CARDTRONICS PLC | $13,927,000 | – | 423,839 | – | 0.22% | – |
| CPE | New | CALLON PETE CO DEL | $13,955,000 | – | 1,315,300 | – | 0.22% | – |
| ENS | New | ENERSYS | $13,629,000 | – | 188,117 | – | 0.21% | – |
| ENR | New | ENERGIZER HLDGS INC NEW | $13,404,000 | – | 279,143 | – | 0.21% | – |
| KRG | New | KITE RLTY GROUP TR | $13,282,000 | – | 701,612 | – | 0.21% | – |
| OIS | New | OIL STS INTL INC | $13,185,000 | – | 485,630 | – | 0.21% | – |
| XPER | New | XPERI CORP | $12,079,000 | – | 405,342 | – | 0.19% | – |
| EFA | New | ISHARES TRmsci eafe etf | $11,701,000 | – | 179,461 | – | 0.18% | – |
| TPRE | New | THIRD PT REINS LTD | $10,465,000 | – | 752,879 | – | 0.16% | – |
| ANDE | New | ANDERSONS INC | $9,290,000 | – | 272,022 | – | 0.15% | – |
| ARRY | New | ARRAY BIOPHARMA INC | $9,064,000 | – | 1,082,875 | – | 0.14% | – |
| PAG | New | PENSKE AUTOMOTIVE GRP INC | $8,031,000 | – | 182,896 | – | 0.13% | – |
| IWD | New | ISHARES TRrus 1000 val etf | $7,438,000 | – | 63,884 | – | 0.12% | – |
| HUBG | New | HUB GROUP INCcl a | $4,809,000 | – | 125,401 | – | 0.08% | – |
| HRB | New | BLOCK H & R INC | $4,626,000 | – | 149,649 | – | 0.07% | – |
| EWBC | New | EAST WEST BANCORP INC | $4,399,000 | – | 75,099 | – | 0.07% | – |
| NWSA | New | NEWS CORP NEWcl a | $4,268,000 | – | 311,514 | – | 0.07% | – |
| PINC | New | PREMIER INCcl a | $4,260,000 | – | 118,335 | – | 0.07% | – |
| BWA | New | BORGWARNER INC | $4,050,000 | – | 95,601 | – | 0.06% | – |
| ARRS | New | ARRIS INTL INC | $4,023,000 | – | 143,588 | – | 0.06% | – |
| LKQ | New | LKQ CORP | $4,022,000 | – | 122,078 | – | 0.06% | – |
| MGP | New | MGM GROWTH PPTYS LLC | $4,024,000 | – | 137,865 | – | 0.06% | – |
| PTC | New | PTC INC | $3,980,000 | – | 72,203 | – | 0.06% | – |
| ZION | New | ZIONS BANCORPORATION | $4,037,000 | – | 91,943 | – | 0.06% | – |
| WTR | New | AQUA AMERICA INC | $4,014,000 | – | 120,535 | – | 0.06% | – |
| RHI | New | ROBERT HALF INTL INC | $3,956,000 | – | 82,544 | – | 0.06% | – |
| RES | New | RPC INC | $3,911,000 | – | 193,504 | – | 0.06% | – |
| MMS | New | MAXIMUS INC | $3,856,000 | – | 61,563 | – | 0.06% | – |
| DNB | New | DUN & BRADSTREET CORP DEL NE | $3,864,000 | – | 35,730 | – | 0.06% | – |
| NCLH | New | NORWEGIAN CRUISE LINE HLDGS | $3,867,000 | – | 71,237 | – | 0.06% | – |
| PACW | New | PACWEST BANCORP DEL | $3,853,000 | – | 82,515 | – | 0.06% | – |
| EXPD | New | EXPEDITORS INTL WASH INC | $3,833,000 | – | 67,858 | – | 0.06% | – |
| RMD | New | RESMED INC | $3,824,000 | – | 49,105 | – | 0.06% | – |
| EEFT | New | EURONET WORLDWIDE INC | $3,816,000 | – | 43,675 | – | 0.06% | – |
| LDOS | New | LEIDOS HLDGS INC | $3,735,000 | – | 72,266 | – | 0.06% | – |
| HUBB | New | HUBBELL INC | $3,732,000 | – | 32,980 | – | 0.06% | – |
| BKU | New | BANKUNITED INC | $3,610,000 | – | 107,089 | – | 0.06% | – |
| SRCL | New | STERICYCLE INC | $3,658,000 | – | 47,927 | – | 0.06% | – |
| BAH | New | BOOZ ALLEN HAMILTON HLDG CORcl a | $3,411,000 | – | 104,816 | – | 0.05% | – |
| HOG | New | HARLEY DAVIDSON INC | $3,375,000 | – | 62,472 | – | 0.05% | – |
| NNN | New | NATIONAL RETAIL PPTYS INC | $3,376,000 | – | 86,343 | – | 0.05% | – |
| QCOM | New | QUALCOMM INCcall | $3,313,000 | – | 60,000 | – | 0.05% | – |
| SHY | New | ISHARES TR1-3 yr tr bd etf | $3,293,000 | – | 38,978 | – | 0.05% | – |
| CVS | New | CVS HEALTH CORPcall | $3,218,000 | – | 40,000 | – | 0.05% | – |
| LQD | New | ISHARES TRiboxx inv cp etf | $3,236,000 | – | 26,856 | – | 0.05% | – |
| XEC | New | CIMAREX ENERGY CO | $3,052,000 | – | 32,467 | – | 0.05% | – |
| RSPP | New | RSP PERMIAN INC | $2,909,000 | – | 90,155 | – | 0.05% | – |
| SLCA | New | U S SILICA HLDGS INC | $2,625,000 | – | 73,951 | – | 0.04% | – |
| AGZ | New | ISHARES TRagency bond etf | $2,619,000 | – | 23,035 | – | 0.04% | – |
| PZA | New | POWERSHARES ETF TR IIinsur natl mun | $1,132,000 | – | 44,500 | – | 0.02% | – |
| VOD | New | VODAFONE GROUP PLC NEWsponsored adr | $840,000 | – | 29,229 | – | 0.01% | – |
| CORP | New | PIMCO ETF TRinv grd crp bd | $631,000 | – | 6,000 | – | 0.01% | – |
| JPM | New | JPMORGAN CHASE & CO | $553,000 | – | 6,048 | – | 0.01% | – |
| LAZ | New | LAZARD LTD | $483,000 | – | 10,425 | – | 0.01% | – |
| ASX | New | ADVANCED SEMICONDUCTOR ENGRsponsored adr | $506,000 | – | 80,236 | – | 0.01% | – |
| ICLR | New | ICON PLC | $524,000 | – | 5,356 | – | 0.01% | – |
| LIVN | New | LIVANOVA PLC | $480,000 | – | 7,841 | – | 0.01% | – |
| HYG | New | ISHARES TRiboxx hi yd etf | $477,000 | – | 5,400 | – | 0.01% | – |
| AGG | New | ISHARES TRcore us aggbd et | $451,000 | – | 4,120 | – | 0.01% | – |
| JHG | New | JANUS HENDERSON GROUP PLC | $458,000 | – | 13,847 | – | 0.01% | – |
| ACWI | New | ISHARES TRmsci acwi etf | $357,000 | – | 5,457 | – | 0.01% | – |
| AGRO | New | ADECOAGRO S A | $356,000 | – | 35,665 | – | 0.01% | – |
| TEO | New | TELECOM ARGENTINA S Aspon adr rep b | $397,000 | – | 15,652 | – | 0.01% | – |
| IEUR | New | ISHARES TRcore msci euro | $312,000 | – | 6,660 | – | 0.01% | – |
| EFG | New | ISHARES TReafe grwth etf | $254,000 | – | 3,430 | – | 0.00% | – |
| IYR | New | ISHARES TRu.s. real es etf | $231,000 | – | 2,900 | – | 0.00% | – |
| FRA | New | BLACKROCK FLOAT RATE OME STR | $244,000 | – | 17,360 | – | 0.00% | – |
| PHG | New | KONINKLIJKE PHILIPS N Vny reg sh new | $202,000 | – | 5,642 | – | 0.00% | – |
| SYT | New | SYNGENTA AGsponsored adr | $201,000 | – | 2,170 | – | 0.00% | – |
| IWN | New | ISHARES TRrus 2000 val etf | $203,000 | – | 1,708 | – | 0.00% | – |
| INFO | New | IHS MARKIT LTD | $210,000 | – | 4,764 | – | 0.00% | – |
Q4 2016
| Value | Shares | ↓ Weighting | ||||||
|---|---|---|---|---|---|---|---|---|
| RF | Exit | REGIONS FINL CORP NEW | $0 | – | -12,817 | – | -0.00% | – |
| EFG | Exit | ISHARES TReafe grwth etf | $0 | – | -3,430 | – | -0.00% | – |
| IYR | Exit | ISHARES TRu.s. real es etf | $0 | – | -2,900 | – | -0.00% | – |
| WPP | Exit | WPP PLC NEWadr | $0 | – | -2,377 | – | -0.00% | – |
| FRA | Exit | BLACKROCK FLOAT RATE OME STR | $0 | – | -17,360 | – | -0.00% | – |
| JPM | Exit | JPMORGAN CHASE & CO | $0 | – | -5,199 | – | -0.01% | – |
| TEO | Exit | TELECOM ARGENTINA S Aspon adr rep b | $0 | – | -20,298 | – | -0.01% | – |
| AGRO | Exit | ADECOAGRO S A | $0 | – | -33,400 | – | -0.01% | – |
| LIVN | Exit | LIVANOVA PLC | $0 | – | -6,705 | – | -0.01% | – |
| ICLR | Exit | ICON PLC | $0 | – | -5,015 | – | -0.01% | – |
| AGG | Exit | ISHARES TRcore us aggbd et | $0 | – | -3,960 | – | -0.01% | – |
| HYG | Exit | ISHARES TRiboxx hi yd etf | $0 | – | -5,400 | – | -0.01% | – |
| SAH | Exit | SONIC AUTOMOTIVE INCcl a | $0 | – | -25,950 | – | -0.01% | – |
| HYS | Exit | PIMCO ETF TR0-5 high yield | $0 | – | -7,400 | – | -0.01% | – |
| DRH | Exit | DIAMONDROCK HOSPITALITY CO | $0 | – | -82,390 | – | -0.01% | – |
| CORP | Exit | PIMCO ETF TRinv grd crp bd | $0 | – | -7,000 | – | -0.01% | – |
| HAE | Exit | HAEMONETICS CORP | $0 | – | -25,030 | – | -0.01% | – |
| AZN | Exit | ASTRAZENECA PLCcall | $0 | – | -30,000 | – | -0.01% | – |
| COFWS | Exit | CAPITAL ONE FINL CORP*w exp 11/14/201 | $0 | – | -40,000 | – | -0.02% | – |
| PZA | Exit | POWERSHARES ETF TR IIinsur natl mun | $0 | – | -62,000 | – | -0.02% | – |
| AGZ | Exit | ISHARES TRagency bond etf | $0 | – | -19,757 | – | -0.03% | – |
| LQD | Exit | ISHARES TRiboxx inv cp etf | $0 | – | -23,426 | – | -0.04% | – |
| SHY | Exit | ISHARES TR1-3 yr tr bd etf | $0 | – | -34,386 | – | -0.04% | – |
| NYCB | Exit | NEW YORK CMNTY BANCORP INC | $0 | – | -217,512 | – | -0.04% | – |
| BKU | Exit | BANKUNITED INC | $0 | – | -110,601 | – | -0.05% | – |
| ENH | Exit | ENDURANCE SPECIALTY HLDGS LT | $0 | – | -51,323 | – | -0.05% | – |
| RHI | Exit | ROBERT HALF INTL INC | $0 | – | -89,752 | – | -0.05% | – |
| IWD | Exit | ISHARES TRrus 1000 val etf | $0 | – | -32,070 | – | -0.05% | – |
| NCLH | Exit | NORWEGIAN CRUISE LINE HLDGS | $0 | – | -89,383 | – | -0.05% | – |
| DNB | Exit | DUN & BRADSTREET CORP DEL NE | $0 | – | -25,155 | – | -0.05% | – |
| WSM | Exit | WILLIAMS SONOMA INC | $0 | – | -68,360 | – | -0.05% | – |
| PINC | Exit | PREMIER INCcl a | $0 | – | -109,100 | – | -0.05% | – |
| PACW | Exit | PACWEST BANCORP DEL | $0 | – | -83,127 | – | -0.05% | – |
| MMS | Exit | MAXIMUS INC | $0 | – | -63,206 | – | -0.05% | – |
| EXPD | Exit | EXPEDITORS INTL WASH INC | $0 | – | -68,643 | – | -0.05% | – |
| RMD | Exit | RESMED INC | $0 | – | -54,688 | – | -0.05% | – |
| RES | Exit | RPC INC | $0 | – | -216,889 | – | -0.05% | – |
| BAH | Exit | BOOZ ALLEN HAMILTON HLDG CORcl a | $0 | – | -114,031 | – | -0.05% | – |
| PTC | Exit | PTC INC | $0 | – | -81,728 | – | -0.05% | – |
| RGA | Exit | REINSURANCE GROUP AMER INC | $0 | – | -34,161 | – | -0.05% | – |
| MGP | Exit | MGM GROWTH PPTYS LLC | $0 | – | -141,020 | – | -0.05% | – |
| WAB | Exit | WABTEC CORP | $0 | – | -45,059 | – | -0.05% | – |
| MXIM | Exit | MAXIM INTEGRATED PRODS INC | $0 | – | -92,898 | – | -0.05% | – |
| EWBC | Exit | EAST WEST BANCORP INC | $0 | – | -101,152 | – | -0.05% | – |
| LKQ | Exit | LKQ CORP | $0 | – | -105,031 | – | -0.05% | – |
| ZION | Exit | ZIONS BANCORPORATION | $0 | – | -122,763 | – | -0.06% | – |
| HOG | Exit | HARLEY DAVIDSON INC | $0 | – | -72,155 | – | -0.06% | – |
| IAC | Exit | IAC INTERACTIVECORP | $0 | – | -62,967 | – | -0.06% | – |
| XEC | Exit | CIMAREX ENERGY CO | $0 | – | -28,988 | – | -0.06% | – |
| NWSA | Exit | NEWS CORP NEWcl a | $0 | – | -279,384 | – | -0.06% | – |
| LDOS | Exit | LEIDOS HLDGS INC | $0 | – | -91,134 | – | -0.06% | – |
| BIIB | Exit | BIOGEN INCcall | $0 | – | -15,000 | – | -0.07% | – |
| WFM | Exit | WHOLE FOODS MKT INC | $0 | – | -163,679 | – | -0.07% | – |
| QCOM | Exit | QUALCOMM INCcall | $0 | – | -70,000 | – | -0.07% | – |
| EFA | Exit | ISHARES TRmsci eafe etf | $0 | – | -149,070 | – | -0.13% | – |
| HAR | Exit | HARMAN INTL INDS INC | $0 | – | -105,822 | – | -0.13% | – |
| AN | Exit | AUTONATION INC | $0 | – | -190,145 | – | -0.14% | – |
| CST | Exit | CST BRANDS INC | $0 | – | -207,667 | – | -0.14% | – |
| FSS | Exit | FEDERAL SIGNAL CORP | $0 | – | -749,242 | – | -0.14% | – |
| TSRA | Exit | TESSERA TECHNOLOGIES INC | $0 | – | -281,354 | – | -0.16% | – |
| MGLN | Exit | MAGELLAN HEALTH INC | $0 | – | -211,203 | – | -0.16% | – |
| VEA | Exit | VANGUARD TAX MANAGED INTL FDftse dev mkt etf | $0 | – | -463,241 | – | -0.25% | – |
| QSII | Exit | QUALITY SYS INC | $0 | – | -1,620,566 | – | -0.27% | – |
| CEB | Exit | CEB INC | $0 | – | -356,684 | – | -0.28% | – |
| UNFI | Exit | UNITED NAT FOODS INC | $0 | – | -490,975 | – | -0.29% | – |
| RMBS | Exit | RAMBUS INC DEL | $0 | – | -1,596,714 | – | -0.29% | – |
| EAT | Exit | BRINKER INTL INC | $0 | – | -402,932 | – | -0.30% | – |
| DFODQ | Exit | DEAN FOODS CO NEW | $0 | – | -1,241,140 | – | -0.30% | – |
| SONC | Exit | SONIC CORP | $0 | – | -799,488 | – | -0.30% | – |
| BECN | Exit | BEACON ROOFING SUPPLY INC | $0 | – | -502,067 | – | -0.31% | – |
| CATM | Exit | CARDTRONICS PLC | $0 | – | -475,505 | – | -0.31% | – |
| BMCH | Exit | BMC STK HLDGS INC | $0 | – | -1,199,071 | – | -0.31% | – |
| KBR | Exit | KBR INC | $0 | – | -1,457,414 | – | -0.32% | – |
| DSW | Exit | DSW INCcl a | $0 | – | -1,080,634 | – | -0.32% | – |
| TDS | Exit | TELEPHONE & DATA SYS INC | $0 | – | -812,429 | – | -0.32% | – |
| WWW | Exit | WOLVERINE WORLD WIDE INC | $0 | – | -958,923 | – | -0.32% | – |
| SWM | Exit | SCHWEITZER-MAUDUIT INTL INC | $0 | – | -574,868 | – | -0.32% | – |
| CCC | Exit | CALGON CARBON CORP | $0 | – | -1,460,023 | – | -0.32% | – |
| RBC | Exit | REGAL BELOIT CORP | $0 | – | -374,551 | – | -0.32% | – |
| MOH | Exit | MOLINA HEALTHCARE INC | $0 | – | -382,471 | – | -0.32% | – |
| BID | Exit | SOTHEBYS | $0 | – | -589,257 | – | -0.33% | – |
| ENR | Exit | ENERGIZER HLDGS INC NEW | $0 | – | -448,534 | – | -0.33% | – |
| GNRC | Exit | GENERAC HLDGS INC | $0 | – | -621,489 | – | -0.33% | – |
| TCF | Exit | TCF FINL CORP | $0 | – | -1,560,481 | – | -0.33% | – |
| TILE | Exit | INTERFACE INC | $0 | – | -1,361,666 | – | -0.33% | – |
| BMY | Exit | BRISTOL MYERS SQUIBB CO | $0 | – | -424,205 | – | -0.33% | – |
| AYR | Exit | AIRCASTLE LTD | $0 | – | -1,159,548 | – | -0.34% | – |
| RSPP | Exit | RSP PERMIAN INC | $0 | – | -603,219 | – | -0.34% | – |
| HTH | Exit | HILLTOP HOLDINGS INC | $0 | – | -1,042,869 | – | -0.34% | – |
| SFR | Exit | COLONY STARWOOD HOMES | $0 | – | -823,240 | – | -0.34% | – |
| TPRE | Exit | THIRD PT REINS LTD | $0 | – | -1,972,017 | – | -0.34% | – |
| PRA | Exit | PROASSURANCE CORP | $0 | – | -462,271 | – | -0.35% | – |
| GPI | Exit | GROUP 1 AUTOMOTIVE INC | $0 | – | -379,948 | – | -0.35% | – |
| ENS | Exit | ENERSYS | $0 | – | -356,475 | – | -0.36% | – |
| AL | Exit | AIR LEASE CORPcl a | $0 | – | -875,012 | – | -0.36% | – |
| HOPE | Exit | HOPE BANCORP INC | $0 | – | -1,442,870 | – | -0.36% | – |
| CBT | Exit | CABOT CORP | $0 | – | -484,466 | – | -0.37% | – |
| CABO | Exit | CABLE ONE INC | $0 | – | -43,472 | – | -0.37% | – |
| KEX | Exit | KIRBY CORP | $0 | – | -409,155 | – | -0.37% | – |
| SPNV | Exit | SUPERIOR ENERGY SVCS INC | $0 | – | -1,461,722 | – | -0.38% | – |
| UMPQ | Exit | UMPQUA HLDGS CORP | $0 | – | -1,749,999 | – | -0.38% | – |
| DBD | Exit | DIEBOLD INC | $0 | – | -1,078,397 | – | -0.39% | – |
| LSCC | Exit | LATTICE SEMICONDUCTOR CORP | $0 | – | -4,138,772 | – | -0.39% | – |
| SAIC | Exit | SCIENCE APPLICATNS INTL CP N | $0 | – | -396,721 | – | -0.40% | – |
| MSCC | Exit | MICROSEMI CORP | $0 | – | -656,509 | – | -0.40% | – |
| PAY | Exit | VERIFONE SYS INC | $0 | – | -1,775,534 | – | -0.41% | – |
| PAG | Exit | PENSKE AUTOMOTIVE GRP INC | $0 | – | -613,768 | – | -0.43% | – |
| SYNA | Exit | SYNAPTICS INC | $0 | – | -516,990 | – | -0.44% | – |
| AXP | Exit | AMERICAN EXPRESS CO | $0 | – | -691,078 | – | -0.64% | – |
| WLTW | Exit | WILLIS TOWERS WATSON PUB LTD | $0 | – | -344,431 | – | -0.67% | – |
| VZ | Exit | VERIZON COMMUNICATIONS INC | $0 | – | -880,674 | – | -0.67% | – |
| AET | Exit | AETNA INC NEW | $0 | – | -402,062 | – | -0.68% | – |
| UHS | Exit | UNIVERSAL HLTH SVCS INCcl b | $0 | – | -377,478 | – | -0.68% | – |
| XL | Exit | XL GROUP LTD | $0 | – | -1,449,502 | – | -0.71% | – |
| MAN | Exit | MANPOWERGROUP INC | $0 | – | -697,160 | – | -0.73% | – |
| MET | Exit | METLIFE INC | $0 | – | -1,142,524 | – | -0.74% | – |
| A | Exit | AGILENT TECHNOLOGIES INC | $0 | – | -1,105,775 | – | -0.76% | – |
| C | Exit | CITIGROUP INC | $0 | – | -1,125,733 | – | -0.77% | – |
| DOX | Exit | AMDOCS LTD | $0 | – | -965,236 | – | -0.81% | – |
| CFG | Exit | CITIZENS FINL GROUP INC | $0 | – | -2,283,985 | – | -0.82% | – |
| SYMC | Exit | SYMANTEC CORP | $0 | – | -2,281,986 | – | -0.83% | – |
| CSX | Exit | CSX CORP | $0 | – | -1,891,893 | – | -0.84% | – |
| NSC | Exit | NORFOLK SOUTHERN CORP | $0 | – | -606,037 | – | -0.86% | – |
| WFC | Exit | WELLS FARGO & CO NEW | $0 | – | -1,470,789 | – | -0.95% | – |
| KO | Exit | COCA COLA CO | $0 | – | -1,597,446 | – | -0.98% | – |
| MCK | Exit | MCKESSON CORP | $0 | – | -416,375 | – | -1.01% | – |
| BBT | Exit | BB&T CORP | $0 | – | -1,915,346 | – | -1.05% | – |
| CVS | Exit | CVS HEALTH CORP | $0 | – | -823,948 | – | -1.07% | – |
| UPS | Exit | UNITED PARCEL SERVICE INCcl b | $0 | – | -682,075 | – | -1.09% | – |
| ORCL | Exit | ORACLE CORP | $0 | – | -1,916,811 | – | -1.10% | – |
| COF | Exit | CAPITAL ONE FINL CORP | $0 | – | -1,066,982 | – | -1.12% | – |
| TGT | Exit | TARGET CORP | $0 | – | -1,120,206 | – | -1.12% | – |
| SYF | Exit | SYNCHRONY FINL | $0 | – | -2,765,880 | – | -1.13% | – |
| GOOGL | Exit | ALPHABET INCcap stk cl a | $0 | – | -98,197 | – | -1.15% | – |
| OXY | Exit | OCCIDENTAL PETE CORP DEL | $0 | – | -1,086,997 | – | -1.16% | – |
| AEG | Exit | AEGON N Vny registry sh | $0 | – | -20,899,731 | – | -1.18% | – |
| BHI | Exit | BAKER HUGHES INC | $0 | – | -1,611,908 | – | -1.18% | – |
| HPQ | Exit | HP INC | $0 | – | -5,262,936 | – | -1.19% | – |
| EOG | Exit | EOG RES INC | $0 | – | -871,684 | – | -1.23% | – |
| BIIB | Exit | BIOGEN INC | $0 | – | -273,660 | – | -1.25% | – |
| EBAY | Exit | EBAY INC | $0 | – | -2,620,764 | – | -1.26% | – |
| MGM | Exit | MGM RESORTS INTERNATIONAL | $0 | – | -3,316,140 | – | -1.26% | – |
| QCOM | Exit | QUALCOMM INC | $0 | – | -1,370,168 | – | -1.37% | – |
| ORAN | Exit | ORANGEsponsored adr | $0 | – | -6,288,266 | – | -1.43% | – |
| FMS | Exit | FRESENIUS MED CARE AG&CO KGAsponsored adr | $0 | – | -2,383,684 | – | -1.52% | – |
| ABEV | Exit | AMBEV SAsponsored adr | $0 | – | -17,499,552 | – | -1.55% | – |
| NGG | Exit | NATIONAL GRID PLCspon adr new | $0 | – | -1,499,497 | – | -1.55% | – |
| BBL | Exit | BHP BILLITON PLCsponsored adr | $0 | – | -4,002,420 | – | -1.77% | – |
| PHG | Exit | KONINKLIJKE PHILIPS N Vny reg sh new | $0 | – | -4,167,951 | – | -1.80% | – |
| ERIC | Exit | ERICSSONadr b sek 10 | $0 | – | -20,246,012 | – | -2.13% | – |
| BBVA | Exit | BANCO BILBAO VIZCAYA ARGENTAsponsored adr | $0 | – | -24,582,766 | – | -2.13% | – |
| AZN | Exit | ASTRAZENECA PLCsponsored adr | $0 | – | -4,508,046 | – | -2.16% | – |
| SNN | Exit | SMITH & NEPHEW PLCspdn adr new | $0 | – | -4,959,862 | – | -2.37% | – |
| NVS | Exit | NOVARTIS A Gsponsored adr | $0 | – | -2,229,270 | – | -2.56% | – |
| TTE | Exit | TOTAL S Asponsored adr | $0 | – | -3,733,046 | – | -2.59% | – |
| AER | Exit | AERCAP HOLDINGS NV | $0 | – | -5,021,954 | – | -2.82% | – |
| INFO | Exit | IHS MARKIT LTD | $0 | – | -5,170,092 | – | -2.83% | – |
| HSBC | Exit | HSBC HLDGS PLCspon adr new | $0 | – | -5,204,596 | – | -2.85% | – |
| VOD | Exit | VODAFONE GROUP PLC NEWspnsr adr | $0 | – | -6,721,740 | – | -2.85% | – |
| CHL | Exit | CHINA MOBILE LIMITEDsponsored adr | $0 | – | -3,945,655 | – | -3.54% | – |
| SLB | Exit | SCHLUMBERGER LTD | $0 | – | -3,200,430 | – | -3.67% | – |
| RDSA | Exit | ROYAL DUTCH SHELL PLCspons adr a | $0 | – | -6,685,460 | – | -4.88% | – |
Q3 2016
| Value | Shares | ↓ Weighting | ||||||
|---|---|---|---|---|---|---|---|---|
| RDSA | Sell | ROYAL DUTCH SHELL PLCspons adr a | $334,741,000 | -9.7% | 6,685,460 | -0.4% | 4.88% | -7.3% |
| SLB | Buy | SCHLUMBERGER LTD | $251,682,000 | +47.0% | 3,200,430 | +47.8% | 3.67% | +50.9% |
| CHL | Buy | CHINA MOBILE LIMITEDsponsored adr | $242,737,000 | +40.8% | 3,945,655 | +32.5% | 3.54% | +44.5% |
| VOD | Sell | VODAFONE GROUP PLC NEWspnsr adr | $195,939,000 | -18.0% | 6,721,740 | -13.1% | 2.85% | -15.8% |
| HSBC | Buy | HSBC HLDGS PLCspon adr new | $195,745,000 | +25.5% | 5,204,596 | +4.4% | 2.85% | +28.8% |
| INFO | New | IHS MARKIT LTD | $194,137,000 | – | 5,170,092 | – | 2.83% | – |
| AER | Buy | AERCAP HOLDINGS NV | $193,295,000 | +21.0% | 5,021,954 | +5.6% | 2.82% | +24.3% |
| TTE | Buy | TOTAL S Asponsored adr | $178,066,000 | +7.4% | 3,733,046 | +8.3% | 2.59% | +10.3% |
| NVS | Buy | NOVARTIS A Gsponsored adr | $176,023,000 | +0.8% | 2,229,270 | +5.3% | 2.56% | +3.4% |
| SNN | Buy | SMITH & NEPHEW PLCspdn adr new | $162,584,000 | +1.0% | 4,959,862 | +5.7% | 2.37% | +3.6% |
| AZN | Sell | ASTRAZENECA PLCsponsored adr | $148,134,000 | -33.3% | 4,508,046 | -38.7% | 2.16% | -31.6% |
| BBVA | Buy | BANCO BILBAO VIZCAYA ARGENTAsponsored adr | $146,513,000 | +13.8% | 24,582,766 | +9.6% | 2.13% | +16.8% |
| ERIC | Buy | ERICSSONadr b sek 10 | $145,974,000 | +5.5% | 20,246,012 | +12.3% | 2.13% | +8.2% |
| PHG | Buy | KONINKLIJKE PHILIPS N Vny reg sh new | $123,330,000 | +18.8% | 4,167,951 | +0.1% | 1.80% | +21.9% |
| BBL | New | BHP BILLITON PLCsponsored adr | $121,594,000 | – | 4,002,420 | – | 1.77% | – |
| NGG | Sell | NATIONAL GRID PLCspon adr new | $106,629,000 | -34.3% | 1,499,497 | -31.3% | 1.55% | -32.6% |
| ABEV | New | AMBEV SAsponsored adr | $106,572,000 | – | 17,499,552 | – | 1.55% | – |
| FMS | Buy | FRESENIUS MED CARE AG&CO KGAsponsored adr | $104,334,000 | +2.6% | 2,383,684 | +2.1% | 1.52% | +5.3% |
| ORAN | Buy | ORANGEsponsored adr | $97,971,000 | -1.9% | 6,288,266 | +3.4% | 1.43% | +0.7% |
| QCOM | Sell | QUALCOMM INC | $93,857,000 | +0.0% | 1,370,168 | -21.8% | 1.37% | +2.7% |
| MGM | Sell | MGM RESORTS INTERNATIONAL | $86,319,000 | -1.2% | 3,316,140 | -14.1% | 1.26% | +1.4% |
| EBAY | Sell | EBAY INC | $86,223,000 | -5.5% | 2,620,764 | -32.8% | 1.26% | -3.1% |
| BIIB | Sell | BIOGEN INC | $85,664,000 | +7.0% | 273,660 | -17.3% | 1.25% | +9.9% |
| EOG | Sell | EOG RES INC | $84,301,000 | -3.7% | 871,684 | -16.9% | 1.23% | -1.1% |
| HPQ | Buy | HP INC | $81,733,000 | +37.3% | 5,262,936 | +10.9% | 1.19% | +40.9% |
| BHI | Buy | BAKER HUGHES INC | $81,353,000 | +52.0% | 1,611,908 | +35.9% | 1.18% | +55.9% |
| AEG | Buy | AEGON N Vny registry sh | $80,673,000 | +8.7% | 20,899,731 | +12.9% | 1.18% | +11.6% |
| OXY | Buy | OCCIDENTAL PETE CORP DEL | $79,264,000 | +27.9% | 1,086,997 | +32.5% | 1.16% | +31.2% |
| GOOGL | Sell | ALPHABET INCcap stk cl a | $78,956,000 | -3.3% | 98,197 | -15.4% | 1.15% | -0.8% |
| SYF | Sell | SYNCHRONY FINL | $77,445,000 | -0.9% | 2,765,880 | -10.6% | 1.13% | +1.7% |
| TGT | Sell | TARGET CORP | $76,936,000 | -13.7% | 1,120,206 | -12.3% | 1.12% | -11.4% |
| COF | Sell | CAPITAL ONE FINL CORP | $76,641,000 | -5.8% | 1,066,982 | -16.7% | 1.12% | -3.3% |
| ORCL | Sell | ORACLE CORP | $75,292,000 | -17.5% | 1,916,811 | -14.0% | 1.10% | -15.3% |
| UPS | Sell | UNITED PARCEL SERVICE INCcl b | $74,592,000 | -15.0% | 682,075 | -16.3% | 1.09% | -12.8% |
| CVS | Sell | CVS HEALTH CORP | $73,323,000 | -14.5% | 823,948 | -8.0% | 1.07% | -12.2% |
| BBT | Sell | BB&T CORP | $72,247,000 | -11.8% | 1,915,346 | -16.7% | 1.05% | -9.5% |
| MCK | Sell | MCKESSON CORP | $69,431,000 | -26.7% | 416,375 | -18.0% | 1.01% | -24.8% |
| KO | Sell | COCA COLA CO | $67,604,000 | -21.2% | 1,597,446 | -15.5% | 0.98% | -19.1% |
| WFC | Sell | WELLS FARGO & CO NEW | $65,127,000 | -21.2% | 1,470,789 | -15.8% | 0.95% | -19.1% |
| NSC | Sell | NORFOLK SOUTHERN CORP | $58,822,000 | -6.2% | 606,037 | -17.7% | 0.86% | -3.7% |
| CSX | Sell | CSX CORP | $57,703,000 | -2.1% | 1,891,893 | -16.3% | 0.84% | +0.6% |
| SYMC | Sell | SYMANTEC CORP | $57,278,000 | -14.9% | 2,281,986 | -30.3% | 0.83% | -12.7% |
| CFG | Sell | CITIZENS FINL GROUP INC | $56,437,000 | +3.4% | 2,283,985 | -16.4% | 0.82% | +6.2% |
| DOX | Sell | AMDOCS LTD | $55,839,000 | -15.4% | 965,236 | -15.6% | 0.81% | -13.2% |
| C | Sell | CITIGROUP INC | $53,168,000 | -6.0% | 1,125,733 | -15.6% | 0.77% | -3.5% |
| A | Sell | AGILENT TECHNOLOGIES INC | $52,071,000 | -9.4% | 1,105,775 | -14.7% | 0.76% | -7.0% |
| MET | Sell | METLIFE INC | $50,762,000 | -31.3% | 1,142,524 | -38.4% | 0.74% | -29.5% |
| MAN | Sell | MANPOWERGROUP INC | $50,377,000 | +1.5% | 697,160 | -9.6% | 0.73% | +4.3% |
| XL | New | XL GROUP LTD | $48,747,000 | – | 1,449,502 | – | 0.71% | – |
| UHS | Sell | UNIVERSAL HLTH SVCS INCcl b | $46,513,000 | -22.4% | 377,478 | -15.5% | 0.68% | -20.2% |
| AET | Sell | AETNA INC NEW | $46,418,000 | -21.2% | 402,062 | -16.6% | 0.68% | -19.1% |
| VZ | Sell | VERIZON COMMUNICATIONS INC | $45,777,000 | -21.7% | 880,674 | -15.8% | 0.67% | -19.5% |
| WLTW | Sell | WILLIS TOWERS WATSON PUB LTD | $45,730,000 | -12.6% | 344,431 | -18.1% | 0.67% | -10.2% |
| AXP | Sell | AMERICAN EXPRESS CO | $44,257,000 | -12.1% | 691,078 | -16.6% | 0.64% | -9.8% |
| SYNA | Sell | SYNAPTICS INC | $30,285,000 | -8.1% | 516,990 | -15.7% | 0.44% | -5.8% |
| PAG | Sell | PENSKE AUTOMOTIVE GRP INC | $29,571,000 | +26.0% | 613,768 | -17.7% | 0.43% | +29.4% |
| PAY | Sell | VERIFONE SYS INC | $27,947,000 | -17.5% | 1,775,534 | -2.8% | 0.41% | -15.4% |
| MSCC | Sell | MICROSEMI CORP | $27,560,000 | -11.4% | 656,509 | -31.0% | 0.40% | -9.3% |
| SAIC | Sell | SCIENCE APPLICATNS INTL CP N | $27,521,000 | -3.4% | 396,721 | -18.8% | 0.40% | -0.7% |
| LSCC | Sell | LATTICE SEMICONDUCTOR CORP | $26,861,000 | +2.1% | 4,138,772 | -15.8% | 0.39% | +4.8% |
| DBD | Sell | DIEBOLD INC | $26,733,000 | -15.4% | 1,078,397 | -15.3% | 0.39% | -13.4% |
| UMPQ | Sell | UMPQUA HLDGS CORP | $26,337,000 | -19.1% | 1,749,999 | -16.8% | 0.38% | -16.9% |
| SPNV | New | SUPERIOR ENERGY SVCS INC | $26,165,000 | – | 1,461,722 | – | 0.38% | – |
| CABO | Sell | CABLE ONE INC | $25,388,000 | -8.1% | 43,472 | -19.5% | 0.37% | -5.6% |
| CBT | Sell | CABOT CORP | $25,391,000 | -5.8% | 484,466 | -17.9% | 0.37% | -3.1% |
| KEX | Buy | KIRBY CORP | $25,433,000 | +5.4% | 409,155 | +5.8% | 0.37% | +7.9% |
| HOPE | New | HOPE BANCORP INC | $25,063,000 | – | 1,442,870 | – | 0.36% | – |
| AL | Sell | AIR LEASE CORPcl a | $25,008,000 | -8.8% | 875,012 | -14.6% | 0.36% | -6.4% |
| ENS | Sell | ENERSYS | $24,665,000 | -6.1% | 356,475 | -19.3% | 0.36% | -3.8% |
| GPI | Sell | GROUP 1 AUTOMOTIVE INC | $24,271,000 | +5.7% | 379,948 | -18.4% | 0.35% | +8.6% |
| PRA | Sell | PROASSURANCE CORP | $24,260,000 | -21.1% | 462,271 | -19.5% | 0.35% | -19.0% |
| TPRE | Sell | THIRD PT REINS LTD | $23,664,000 | -16.6% | 1,972,017 | -18.5% | 0.34% | -14.4% |
| SFR | Sell | COLONY STARWOOD HOMES | $23,627,000 | -23.2% | 823,240 | -18.6% | 0.34% | -21.1% |
| HTH | Sell | HILLTOP HOLDINGS INC | $23,423,000 | -13.4% | 1,042,869 | -19.0% | 0.34% | -11.2% |
| RSPP | Sell | RSP PERMIAN INC | $23,393,000 | -10.4% | 603,219 | -19.4% | 0.34% | -8.1% |
| AYR | Sell | AIRCASTLE LTD | $23,029,000 | -17.3% | 1,159,548 | -18.5% | 0.34% | -15.2% |
| BMY | New | BRISTOL MYERS SQUIBB CO | $22,873,000 | – | 424,205 | – | 0.33% | – |
| TILE | Sell | INTERFACE INC | $22,726,000 | -10.5% | 1,361,666 | -18.3% | 0.33% | -8.3% |
| TCF | Sell | TCF FINL CORP | $22,643,000 | -7.2% | 1,560,481 | -19.1% | 0.33% | -4.6% |
| GNRC | Sell | GENERAC HLDGS INC | $22,560,000 | -16.0% | 621,489 | -19.1% | 0.33% | -13.6% |
| BID | Sell | SOTHEBYS | $22,404,000 | -14.1% | 589,257 | -38.1% | 0.33% | -11.9% |
| ENR | Sell | ENERGIZER HLDGS INC NEW | $22,409,000 | -21.9% | 448,534 | -19.5% | 0.33% | -19.9% |
| RBC | Sell | REGAL BELOIT CORP | $22,282,000 | -13.3% | 374,551 | -19.8% | 0.32% | -11.0% |
| MOH | New | MOLINA HEALTHCARE INC | $22,306,000 | – | 382,471 | – | 0.32% | – |
| CCC | Sell | CALGON CARBON CORP | $22,149,000 | -5.6% | 1,460,023 | -18.1% | 0.32% | -3.0% |
| SWM | Sell | SCHWEITZER-MAUDUIT INTL INC | $22,167,000 | -28.2% | 574,868 | -34.3% | 0.32% | -26.3% |
| DSW | Sell | DSW INCcl a | $22,131,000 | -22.0% | 1,080,634 | -19.3% | 0.32% | -20.1% |
| TDS | Sell | TELEPHONE & DATA SYS INC | $22,082,000 | -25.6% | 812,429 | -18.8% | 0.32% | -23.5% |
| WWW | Sell | WOLVERINE WORLD WIDE INC | $22,084,000 | -16.4% | 958,923 | -26.2% | 0.32% | -14.1% |
| KBR | Sell | KBR INC | $22,051,000 | -7.5% | 1,457,414 | -19.0% | 0.32% | -5.0% |
| BMCH | Sell | BMC STK HLDGS INC | $21,260,000 | -19.7% | 1,199,071 | -19.3% | 0.31% | -17.6% |
| CATM | New | CARDTRONICS PLC | $21,208,000 | – | 475,505 | – | 0.31% | – |
| BECN | Sell | BEACON ROOFING SUPPLY INC | $21,122,000 | -25.3% | 502,067 | -19.3% | 0.31% | -23.2% |
| SONC | New | SONIC CORP | $20,931,000 | – | 799,488 | – | 0.30% | – |
| DFODQ | New | DEAN FOODS CO NEW | $20,355,000 | – | 1,241,140 | – | 0.30% | – |
| EAT | Sell | BRINKER INTL INC | $20,320,000 | -27.6% | 402,932 | -34.7% | 0.30% | -25.8% |
| RMBS | Sell | RAMBUS INC DEL | $19,959,000 | -26.0% | 1,596,714 | -28.5% | 0.29% | -24.0% |
| UNFI | Sell | UNITED NAT FOODS INC | $19,659,000 | -31.8% | 490,975 | -20.2% | 0.29% | -30.1% |
| CEB | Sell | CEB INC | $19,429,000 | -28.6% | 356,684 | -19.2% | 0.28% | -26.7% |
| QSII | Sell | QUALITY SYS INC | $18,345,000 | -24.5% | 1,620,566 | -20.6% | 0.27% | -22.6% |
| VEA | New | VANGUARD TAX MANAGED INTL FDftse dev mkt etf | $17,330,000 | – | 463,241 | – | 0.25% | – |
| MGLN | Sell | MAGELLAN HEALTH INC | $11,348,000 | -61.2% | 211,203 | -52.5% | 0.16% | -60.2% |
| TSRA | New | TESSERA TECHNOLOGIES INC | $10,815,000 | – | 281,354 | – | 0.16% | – |
| CST | Sell | CST BRANDS INC | $9,987,000 | -61.3% | 207,667 | -65.3% | 0.14% | -60.4% |
| FSS | New | FEDERAL SIGNAL CORP | $9,935,000 | – | 749,242 | – | 0.14% | – |
| AN | New | AUTONATION INC | $9,262,000 | – | 190,145 | – | 0.14% | – |
| HAR | Sell | HARMAN INTL INDS INC | $8,937,000 | +12.4% | 105,822 | -4.4% | 0.13% | +15.0% |
| EFA | New | ISHARES TRmsci eafe etf | $8,815,000 | – | 149,070 | – | 0.13% | – |
| QCOM | Sell | QUALCOMM INCcall | $4,795,000 | -0.5% | 70,000 | -22.2% | 0.07% | +2.9% |
| WFM | Buy | WHOLE FOODS MKT INC | $4,640,000 | -11.3% | 163,679 | +0.2% | 0.07% | -8.1% |
| BIIB | Sell | BIOGEN INCcall | $4,695,000 | -2.9% | 15,000 | -25.0% | 0.07% | -1.4% |
| NWSA | Sell | NEWS CORP NEWcl a | $3,906,000 | +10.2% | 279,384 | -10.6% | 0.06% | +14.0% |
| IAC | Sell | IAC INTERACTIVECORP | $3,934,000 | +2.1% | 62,967 | -8.0% | 0.06% | +3.6% |
| LDOS | New | LEIDOS HLDGS INC | $3,944,000 | – | 91,134 | – | 0.06% | – |
| XEC | Sell | CIMAREX ENERGY CO | $3,895,000 | +0.6% | 28,988 | -10.7% | 0.06% | +3.6% |
| HOG | Sell | HARLEY DAVIDSON INC | $3,795,000 | +6.4% | 72,155 | -8.4% | 0.06% | +7.8% |
| ZION | Sell | ZIONS BANCORPORATION | $3,808,000 | +10.3% | 122,763 | -10.6% | 0.06% | +12.2% |
| WAB | Sell | WABTEC CORP | $3,679,000 | +7.7% | 45,059 | -7.4% | 0.05% | +12.5% |
| MXIM | Sell | MAXIM INTEGRATED PRODS INC | $3,709,000 | +3.0% | 92,898 | -7.9% | 0.05% | +5.9% |
| RGA | Sell | REINSURANCE GROUP AMER INC | $3,687,000 | -1.5% | 34,161 | -11.5% | 0.05% | +1.9% |
| MGP | Sell | MGM GROWTH PPTYS LLC | $3,676,000 | -60.7% | 141,020 | -59.8% | 0.05% | -59.4% |
| EWBC | Sell | EAST WEST BANCORP INC | $3,713,000 | -3.7% | 101,152 | -10.3% | 0.05% | -1.8% |
| LKQ | Sell | LKQ CORP | $3,724,000 | -0.7% | 105,031 | -11.2% | 0.05% | +1.9% |
| RES | New | RPC INC | $3,644,000 | – | 216,889 | – | 0.05% | – |
| BAH | Sell | BOOZ ALLEN HAMILTON HLDG CORcl a | $3,605,000 | -3.3% | 114,031 | -9.3% | 0.05% | 0.0% |
| PTC | Sell | PTC INC | $3,621,000 | -14.0% | 81,728 | -27.0% | 0.05% | -11.7% |
| MMS | Sell | MAXIMUS INC | $3,575,000 | -9.1% | 63,206 | -11.0% | 0.05% | -7.1% |
| PACW | Sell | PACWEST BANCORP DEL | $3,567,000 | -13.8% | 83,127 | -20.1% | 0.05% | -11.9% |
| RMD | Sell | RESMED INC | $3,543,000 | -7.5% | 54,688 | -9.8% | 0.05% | -3.7% |
| EXPD | Sell | EXPEDITORS INTL WASH INC | $3,536,000 | -6.3% | 68,643 | -10.8% | 0.05% | -3.7% |
| WSM | New | WILLIAMS SONOMA INC | $3,492,000 | – | 68,360 | – | 0.05% | – |
| PINC | New | PREMIER INCcl a | $3,528,000 | – | 109,100 | – | 0.05% | – |
| DNB | Sell | DUN & BRADSTREET CORP DEL NE | $3,437,000 | -10.3% | 25,155 | -20.0% | 0.05% | -7.4% |
| BKU | Sell | BANKUNITED INC | $3,340,000 | -7.4% | 110,601 | -5.8% | 0.05% | -3.9% |
| RHI | Sell | ROBERT HALF INTL INC | $3,398,000 | -8.2% | 89,752 | -7.4% | 0.05% | -7.5% |
| ENH | Sell | ENDURANCE SPECIALTY HLDGS LT | $3,359,000 | -10.0% | 51,323 | -7.7% | 0.05% | -7.5% |
| NCLH | New | NORWEGIAN CRUISE LINE HLDGS | $3,370,000 | – | 89,383 | – | 0.05% | – |
| IWD | New | ISHARES TRrus 1000 val etf | $3,387,000 | – | 32,070 | – | 0.05% | – |
| NYCB | Sell | NEW YORK CMNTY BANCORP INC | $3,095,000 | -11.6% | 217,512 | -6.8% | 0.04% | -10.0% |
| SHY | New | ISHARES TR1-3 yr tr bd etf | $2,924,000 | – | 34,386 | – | 0.04% | – |
| LQD | New | ISHARES TRiboxx inv cp etf | $2,886,000 | – | 23,426 | – | 0.04% | – |
| AGZ | New | ISHARES TRagency bond etf | $2,284,000 | – | 19,757 | – | 0.03% | – |
| PZA | New | POWERSHARES ETF TR IIinsur natl mun | $1,614,000 | – | 62,000 | – | 0.02% | – |
| AZN | Sell | ASTRAZENECA PLCcall | $986,000 | -78.2% | 30,000 | -80.0% | 0.01% | -78.1% |
| HYS | New | PIMCO ETF TR0-5 high yield | $736,000 | – | 7,400 | – | 0.01% | – |
| CORP | New | PIMCO ETF TRinv grd crp bd | $747,000 | – | 7,000 | – | 0.01% | – |
| DRH | Sell | DIAMONDROCK HOSPITALITY CO | $750,000 | -97.1% | 82,390 | -97.1% | 0.01% | -97.0% |
| HYG | New | ISHARES TRiboxx hi yd etf | $471,000 | – | 5,400 | – | 0.01% | – |
| AGG | New | ISHARES TRcore us aggbd et | $445,000 | – | 3,960 | – | 0.01% | – |
| JPM | Sell | JPMORGAN CHASE & CO | $346,000 | -12.2% | 5,199 | -18.0% | 0.01% | -16.7% |
| FRA | New | BLACKROCK FLOAT RATE OME STR | $241,000 | – | 17,360 | – | 0.00% | – |
| WPP | Sell | WPP PLC NEWadr | $280,000 | -99.7% | 2,377 | -99.7% | 0.00% | -99.7% |
| EFG | New | ISHARES TReafe grwth etf | $235,000 | – | 3,430 | – | 0.00% | – |
| IYR | New | ISHARES TRu.s. real es etf | $234,000 | – | 2,900 | – | 0.00% | – |
| RF | Sell | REGIONS FINL CORP NEW | $127,000 | -99.8% | 12,817 | -99.8% | 0.00% | -99.8% |
| FSLR | Exit | FIRST SOLAR INC | $0 | – | -70,247 | – | -0.05% | – |
| SMG | Exit | SCOTTS MIRACLE GRO COcl a | $0 | – | -51,682 | – | -0.05% | – |
| PKI | Exit | PERKINELMER INC | $0 | – | -70,741 | – | -0.05% | – |
| SNPS | Exit | SYNOPSYS INC | $0 | – | -97,322 | – | -0.08% | – |
| BCO | Exit | BRINKS CO | $0 | – | -917,554 | – | -0.37% | – |
| BBCN | Exit | BBCN BANCORP INC | $0 | – | -1,764,541 | – | -0.37% | – |
| CATM | Exit | CARDTRONICS INC | $0 | – | -694,158 | – | -0.39% | – |
| WTFC | Exit | WINTRUST FINL CORP | $0 | – | -570,227 | – | -0.41% | – |
| AVGTF | Exit | AVG TECHNOLOGIES N V | $0 | – | -1,601,509 | – | -0.43% | – |
| HST | Exit | HOST HOTELS & RESORTS INC | $0 | – | -3,493,810 | – | -0.80% | – |
| XL | Exit | XL GROUP PLC | $0 | – | -1,740,242 | – | -0.82% | – |
| MRKT | Exit | MARKIT LTD | $0 | – | -5,005,059 | – | -2.32% | – |
Q2 2016
| Value | Shares | ↓ Weighting | ||||||
|---|---|---|---|---|---|---|---|---|
| RDSA | New | ROYAL DUTCH SHELL PLCspons adr a | $370,645,000 | – | 6,712,151 | – | 5.26% | – |
| VOD | New | VODAFONE GROUP PLC NEWspnsr adr | $238,871,000 | – | 7,732,953 | – | 3.39% | – |
| AZN | New | ASTRAZENECA PLCsponsored adr | $222,192,000 | – | 7,359,789 | – | 3.15% | – |
| NVS | New | NOVARTIS A Gsponsored adr | $174,700,000 | – | 2,117,314 | – | 2.48% | – |
| CHL | New | CHINA MOBILE LIMITEDsponsored adr | $172,428,000 | – | 2,978,031 | – | 2.45% | – |
| SLB | New | SCHLUMBERGER LTD | $171,211,000 | – | 2,165,034 | – | 2.43% | – |
| TTE | New | TOTAL S Asponsored adr | $165,747,000 | – | 3,445,881 | – | 2.35% | – |
| MRKT | New | MARKIT LTD | $163,165,000 | – | 5,005,059 | – | 2.32% | – |
| NGG | New | NATIONAL GRID PLCspon adr new | $162,265,000 | – | 2,183,030 | – | 2.30% | – |
| SNN | New | SMITH & NEPHEW PLCspdn adr new | $161,034,000 | – | 4,692,137 | – | 2.28% | – |
| AER | New | AERCAP HOLDINGS NV | $159,688,000 | – | 4,754,026 | – | 2.27% | – |
| HSBC | New | HSBC HLDGS PLCspon adr new | $156,026,000 | – | 4,983,252 | – | 2.21% | – |
| ERIC | New | ERICSSONadr b sek 10 | $138,429,000 | – | 18,024,576 | – | 1.96% | – |
| BBVA | New | BANCO BILBAO VIZCAYA ARGENTAsponsored adr | $128,743,000 | – | 22,429,092 | – | 1.83% | – |
| PHG | New | KONINKLIJKE PHILIPS N Vny reg sh new | $103,837,000 | – | 4,163,464 | – | 1.47% | – |
| FMS | New | FRESENIUS MED CARE AG&CO KGAsponsored adr | $101,681,000 | – | 2,333,733 | – | 1.44% | – |
| ORAN | New | ORANGEsponsored adr | $99,824,000 | – | 6,079,433 | – | 1.42% | – |
| MCK | New | MCKESSON CORP | $94,762,000 | – | 507,698 | – | 1.34% | – |
| WPP | New | WPP PLC NEWadr | $93,846,000 | – | 897,876 | – | 1.33% | – |
| QCOM | New | QUALCOMM INC | $93,812,000 | – | 1,751,196 | – | 1.33% | – |
| EBAY | New | EBAY INC | $91,281,000 | – | 3,899,239 | – | 1.30% | – |
| ORCL | New | ORACLE CORP | $91,260,000 | – | 2,229,671 | – | 1.30% | – |
| TGT | New | TARGET CORP | $89,152,000 | – | 1,276,882 | – | 1.26% | – |
| UPS | New | UNITED PARCEL SERVICE INCcl b | $87,772,000 | – | 814,814 | – | 1.25% | – |
| EOG | New | EOG RES INC | $87,538,000 | – | 1,049,364 | – | 1.24% | – |
| MGM | New | MGM RESORTS INTERNATIONAL | $87,401,000 | – | 3,862,175 | – | 1.24% | – |
| CVS | New | CVS HEALTH CORP | $85,753,000 | – | 895,684 | – | 1.22% | – |
| KO | New | COCA COLA CO | $85,744,000 | – | 1,891,546 | – | 1.22% | – |
| WFC | New | WELLS FARGO & CO NEW | $82,648,000 | – | 1,746,204 | – | 1.17% | – |
| BBT | New | BB&T CORP | $81,896,000 | – | 2,299,816 | – | 1.16% | – |
| GOOGL | New | ALPHABET INCcap stk cl a | $81,666,000 | – | 116,081 | – | 1.16% | – |
| COF | New | CAPITAL ONE FINL CORP | $81,319,000 | – | 1,280,408 | – | 1.15% | – |
| BIIB | New | BIOGEN INC | $80,027,000 | – | 330,936 | – | 1.14% | – |
| SYF | New | SYNCHRONY FINL | $78,169,000 | – | 3,092,142 | – | 1.11% | – |
| AEG | New | AEGON N Vny registry sh | $74,218,000 | – | 18,508,180 | – | 1.05% | – |
| MET | New | METLIFE INC | $73,841,000 | – | 1,853,913 | – | 1.05% | – |
| SYMC | New | SYMANTEC CORP | $67,277,000 | – | 3,275,438 | – | 0.96% | – |
| DOX | New | AMDOCS LTD | $66,035,000 | – | 1,144,066 | – | 0.94% | – |
| NSC | New | NORFOLK SOUTHERN CORP | $62,710,000 | – | 736,634 | – | 0.89% | – |
| OXY | New | OCCIDENTAL PETE CORP DEL | $61,975,000 | – | 820,205 | – | 0.88% | – |
| UHS | New | UNIVERSAL HLTH SVCS INCcl b | $59,914,000 | – | 446,789 | – | 0.85% | – |
| HPQ | New | HP INC | $59,535,000 | – | 4,743,850 | – | 0.84% | – |
| CSX | New | CSX CORP | $58,924,000 | – | 2,259,341 | – | 0.84% | – |
| AET | New | AETNA INC NEW | $58,903,000 | – | 482,296 | – | 0.84% | – |
| RF | New | REGIONS FINL CORP NEW | $58,799,000 | – | 6,909,387 | – | 0.84% | – |
| VZ | New | VERIZON COMMUNICATIONS INC | $58,433,000 | – | 1,046,436 | – | 0.83% | – |
| XL | New | XL GROUP PLC | $57,967,000 | – | 1,740,242 | – | 0.82% | – |
| A | New | AGILENT TECHNOLOGIES INC | $57,483,000 | – | 1,295,834 | – | 0.82% | – |
| HST | New | HOST HOTELS & RESORTS INC | $56,635,000 | – | 3,493,810 | – | 0.80% | – |
| C | New | CITIGROUP INC | $56,532,000 | – | 1,333,614 | – | 0.80% | – |
| CFG | New | CITIZENS FINL GROUP INC | $54,555,000 | – | 2,730,487 | – | 0.77% | – |
| BHI | New | BAKER HUGHES INC | $53,526,000 | – | 1,186,031 | – | 0.76% | – |
| WLTW | New | WILLIS TOWERS WATSON PUB LTD | $52,297,000 | – | 420,701 | – | 0.74% | – |
| AXP | New | AMERICAN EXPRESS CO | $50,357,000 | – | 828,783 | – | 0.72% | – |
| MAN | New | MANPOWERGROUP INC | $49,628,000 | – | 771,338 | – | 0.70% | – |
| PAY | New | VERIFONE SYS INC | $33,878,000 | – | 1,827,284 | – | 0.48% | – |
| SYNA | New | SYNAPTICS INC | $32,961,000 | – | 613,223 | – | 0.47% | – |
| UMPQ | New | UMPQUA HLDGS CORP | $32,535,000 | – | 2,103,118 | – | 0.46% | – |
| DBD | New | DIEBOLD INC | $31,612,000 | – | 1,273,127 | – | 0.45% | – |
| MSCC | New | MICROSEMI CORP | $31,111,000 | – | 952,003 | – | 0.44% | – |
| SWM | New | SCHWEITZER-MAUDUIT INTL INC | $30,877,000 | – | 875,198 | – | 0.44% | – |
| SFR | New | COLONY STARWOOD HOMES | $30,750,000 | – | 1,010,841 | – | 0.44% | – |
| PRA | New | PROASSURANCE CORP | $30,734,000 | – | 573,934 | – | 0.44% | – |
| AVGTF | New | AVG TECHNOLOGIES N V | $30,413,000 | – | 1,601,509 | – | 0.43% | – |
| TDS | New | TELEPHONE & DATA SYS INC | $29,687,000 | – | 1,000,927 | – | 0.42% | – |
| MGLN | New | MAGELLAN HEALTH INC | $29,256,000 | – | 444,818 | – | 0.42% | – |
| WTFC | New | WINTRUST FINL CORP | $29,082,000 | – | 570,227 | – | 0.41% | – |
| UNFI | New | UNITED NAT FOODS INC | $28,805,000 | – | 615,482 | – | 0.41% | – |
| ENR | New | ENERGIZER HLDGS INC NEW | $28,701,000 | – | 557,418 | – | 0.41% | – |
| SAIC | New | SCIENCE APPLICATNS INTL CP N | $28,495,000 | – | 488,352 | – | 0.40% | – |
| TPRE | New | THIRD PT REINS LTD | $28,361,000 | – | 2,419,921 | – | 0.40% | – |
| DSW | New | DSW INCcl a | $28,365,000 | – | 1,339,224 | – | 0.40% | – |
| BECN | New | BEACON ROOFING SUPPLY INC | $28,277,000 | – | 621,884 | – | 0.40% | – |
| EAT | New | BRINKER INTL INC | $28,081,000 | – | 616,758 | – | 0.40% | – |
| AYR | New | AIRCASTLE LTD | $27,840,000 | – | 1,423,305 | – | 0.40% | – |
| CABO | New | CABLE ONE INC | $27,635,000 | – | 54,036 | – | 0.39% | – |
| CATM | New | CARDTRONICS INC | $27,634,000 | – | 694,158 | – | 0.39% | – |
| AL | New | AIR LEASE CORPcl a | $27,423,000 | – | 1,024,007 | – | 0.39% | – |
| CEB | New | CEB INC | $27,215,000 | – | 441,236 | – | 0.39% | – |
| HTH | New | HILLTOP HOLDINGS INC | $27,034,000 | – | 1,287,950 | – | 0.38% | – |
| RMBS | New | RAMBUS INC DEL | $26,966,000 | – | 2,232,321 | – | 0.38% | – |
| CBT | New | CABOT CORP | $26,942,000 | – | 590,054 | – | 0.38% | – |
| GNRC | New | GENERAC HLDGS INC | $26,846,000 | – | 767,899 | – | 0.38% | – |
| BMCH | New | BMC STK HLDGS INC | $26,487,000 | – | 1,486,342 | – | 0.38% | – |
| WWW | New | WOLVERINE WORLD WIDE INC | $26,419,000 | – | 1,300,132 | – | 0.38% | – |
| BBCN | New | BBCN BANCORP INC | $26,327,000 | – | 1,764,541 | – | 0.37% | – |
| LSCC | New | LATTICE SEMICONDUCTOR CORP | $26,305,000 | – | 4,916,882 | – | 0.37% | – |
| ENS | New | ENERSYS | $26,262,000 | – | 441,599 | – | 0.37% | – |
| BCO | New | BRINKS CO | $26,141,000 | – | 917,554 | – | 0.37% | – |
| RSPP | New | RSP PERMIAN INC | $26,121,000 | – | 748,667 | – | 0.37% | – |
| BID | New | SOTHEBYS | $26,088,000 | – | 952,125 | – | 0.37% | – |
| CST | New | CST BRANDS INC | $25,790,000 | – | 598,658 | – | 0.37% | – |
| RBC | New | REGAL BELOIT CORP | $25,699,000 | – | 466,827 | – | 0.36% | – |
| TILE | New | INTERFACE INC | $25,405,000 | – | 1,665,898 | – | 0.36% | – |
| DRH | New | DIAMONDROCK HOSPITALITY CO | $25,456,000 | – | 2,819,086 | – | 0.36% | – |
| TCF | New | TCF FINL CORP | $24,411,000 | – | 1,929,739 | – | 0.35% | – |
| QSII | New | QUALITY SYS INC | $24,308,000 | – | 2,040,944 | – | 0.34% | – |
| KEX | New | KIRBY CORP | $24,136,000 | – | 386,850 | – | 0.34% | – |
| KBR | New | KBR INC | $23,832,000 | – | 1,800,028 | – | 0.34% | – |
| PAG | New | PENSKE AUTOMOTIVE GRP INC | $23,469,000 | – | 745,988 | – | 0.33% | – |
| CCC | New | CALGON CARBON CORP | $23,453,000 | – | 1,783,498 | – | 0.33% | – |
| GPI | New | GROUP 1 AUTOMOTIVE INC | $22,971,000 | – | 465,381 | – | 0.33% | – |
| MGP | New | MGM GROWTH PPTYS LLC | $9,348,000 | – | 350,390 | – | 0.13% | – |
| HAR | New | HARMAN INTL INDS INC | $7,954,000 | – | 110,745 | – | 0.11% | – |
| SNPS | New | SYNOPSYS INC | $5,263,000 | – | 97,322 | – | 0.08% | – |
| WFM | New | WHOLE FOODS MKT INC | $5,231,000 | – | 163,360 | – | 0.07% | – |
| BIIB | New | BIOGEN INCcall | $4,836,000 | – | 20,000 | – | 0.07% | – |
| QCOM | New | QUALCOMM INCcall | $4,821,000 | – | 90,000 | – | 0.07% | – |
| AZN | New | ASTRAZENECA PLCcall | $4,529,000 | – | 150,000 | – | 0.06% | – |
| PTC | New | PTC INC | $4,209,000 | – | 111,997 | – | 0.06% | – |
| PACW | New | PACWEST BANCORP DEL | $4,138,000 | – | 104,025 | – | 0.06% | – |
| MMS | New | MAXIMUS INC | $3,933,000 | – | 71,025 | – | 0.06% | – |
| XEC | New | CIMAREX ENERGY CO | $3,873,000 | – | 32,457 | – | 0.06% | – |
| IAC | New | IAC INTERACTIVECORP | $3,854,000 | – | 68,457 | – | 0.06% | – |
| EWBC | New | EAST WEST BANCORP INC | $3,855,000 | – | 112,778 | – | 0.06% | – |
| EXPD | New | EXPEDITORS INTL WASH INC | $3,772,000 | – | 76,922 | – | 0.05% | – |
| RMD | New | RESMED INC | $3,832,000 | – | 60,606 | – | 0.05% | – |
| DNB | New | DUN & BRADSTREET CORP DEL NE | $3,832,000 | – | 31,451 | – | 0.05% | – |
| ENH | New | ENDURANCE SPECIALTY HLDGS LT | $3,734,000 | – | 55,595 | – | 0.05% | – |
| PKI | New | PERKINELMER INC | $3,708,000 | – | 70,741 | – | 0.05% | – |
| RGA | New | REINSURANCE GROUP AMER INC | $3,745,000 | – | 38,609 | – | 0.05% | – |
| RHI | New | ROBERT HALF INTL INC | $3,700,000 | – | 96,954 | – | 0.05% | – |
| BAH | New | BOOZ ALLEN HAMILTON HLDG CORcl a | $3,728,000 | – | 125,791 | – | 0.05% | – |
| LKQ | New | LKQ CORP | $3,751,000 | – | 118,323 | – | 0.05% | – |
| MXIM | New | MAXIM INTEGRATED PRODS INC | $3,601,000 | – | 100,883 | – | 0.05% | – |
| SMG | New | SCOTTS MIRACLE GRO COcl a | $3,613,000 | – | 51,682 | – | 0.05% | – |
| BKU | New | BANKUNITED INC | $3,607,000 | – | 117,417 | – | 0.05% | – |
| HOG | New | HARLEY DAVIDSON INC | $3,567,000 | – | 78,746 | – | 0.05% | – |
| NYCB | New | NEW YORK CMNTY BANCORP INC | $3,500,000 | – | 233,478 | – | 0.05% | – |
| NWSA | New | NEWS CORP NEWcl a | $3,546,000 | – | 312,433 | – | 0.05% | – |
| ZION | New | ZIONS BANCORPORATION | $3,453,000 | – | 137,391 | – | 0.05% | – |
| FSLR | New | FIRST SOLAR INC | $3,406,000 | – | 70,247 | – | 0.05% | – |
| WAB | New | WABTEC CORP | $3,417,000 | – | 48,654 | – | 0.05% | – |
| COFWS | New | CAPITAL ONE FINL CORP*w exp 11/14/201 | $954,000 | – | 40,000 | – | 0.01% | – |
| HAE | New | HAEMONETICS CORP | $726,000 | – | 25,030 | – | 0.01% | – |
| SAH | New | SONIC AUTOMOTIVE INCcl a | $444,000 | – | 25,950 | – | 0.01% | – |
| JPM | New | JPMORGAN CHASE & CO | $394,000 | – | 6,341 | – | 0.01% | – |
| ICLR | New | ICON PLC | $351,000 | – | 5,015 | – | 0.01% | – |
| TEO | New | TELECOM ARGENTINA S Aspon adr rep b | $372,000 | – | 20,298 | – | 0.01% | – |
| LIVN | New | LIVANOVA PLC | $337,000 | – | 6,705 | – | 0.01% | – |
| AGRO | New | ADECOAGRO S A | $366,000 | – | 33,400 | – | 0.01% | – |
Q4 2015
| Value | Shares | ↓ Weighting | ||||||
|---|---|---|---|---|---|---|---|---|
| IYR | Exit | ISHARES TRu.s. real es etf | $0 | – | -3,100 | – | -0.00% | – |
| AGRO | Exit | ADECOAGRO S A | $0 | – | -28,705 | – | -0.00% | – |
| PDS | Exit | PRECISION DRILLING CORP | $0 | – | -63,255 | – | -0.00% | – |
| SPIL | Exit | SILICONWARE PRECISION INDS Lsponsd adr spl | $0 | – | -50,590 | – | -0.01% | – |
| AGG | Exit | ISHARES TRcore us aggbd et | $0 | – | -3,930 | – | -0.01% | – |
| IWN | Exit | ISHARES TRrus 2000 val etf | $0 | – | -4,175 | – | -0.01% | – |
| JPM | Exit | JPMORGAN CHASE & CO | $0 | – | -16,278 | – | -0.02% | – |
| HUN | Exit | HUNTSMAN CORP | $0 | – | -205,779 | – | -0.03% | – |
| FOSL | Exit | FOSSIL GROUP INC | $0 | – | -34,811 | – | -0.03% | – |
| AGZ | Exit | ISHARES TRagency bond etf | $0 | – | -17,569 | – | -0.03% | – |
| KEX | Exit | KIRBY CORP | $0 | – | -34,290 | – | -0.03% | – |
| TKR | Exit | TIMKEN CO | $0 | – | -75,298 | – | -0.03% | – |
| UTHR | Exit | UNITED THERAPEUTICS CORP DEL | $0 | – | -16,974 | – | -0.03% | – |
| BRKR | Exit | BRUKER CORP | $0 | – | -143,381 | – | -0.04% | – |
| URBN | Exit | URBAN OUTFITTERS INC | $0 | – | -83,687 | – | -0.04% | – |
| LQD | Exit | ISHARES TRiboxx inv cp etf | $0 | – | -20,795 | – | -0.04% | – |
| IAC | Exit | IAC INTERACTIVECORP | $0 | – | -37,530 | – | -0.04% | – |
| PTC | Exit | PTC INC | $0 | – | -77,160 | – | -0.04% | – |
| HNT | Exit | HEALTH NET INC | $0 | – | -40,382 | – | -0.04% | – |
| CIT | Exit | CIT GROUP INC | $0 | – | -61,542 | – | -0.04% | – |
| OI | Exit | OWENS ILL INC | $0 | – | -120,719 | – | -0.04% | – |
| RMD | Exit | RESMED INC | $0 | – | -50,258 | – | -0.04% | – |
| XEC | Exit | CIMAREX ENERGY CO | $0 | – | -25,142 | – | -0.04% | – |
| SMG | Exit | SCOTTS MIRACLE GRO COcl a | $0 | – | -43,583 | – | -0.04% | – |
| PVH | Exit | PVH CORP | $0 | – | -25,893 | – | -0.04% | – |
| SHY | Exit | ISHARES TR1-3 yr tr bd etf | $0 | – | -31,036 | – | -0.04% | – |
| ZION | Exit | ZIONS BANCORPORATION | $0 | – | -97,744 | – | -0.04% | – |
| MMS | Exit | MAXIMUS INC | $0 | – | -45,829 | – | -0.04% | – |
| MXIM | Exit | MAXIM INTEGRATED PRODS INC | $0 | – | -82,299 | – | -0.04% | – |
| RGA | Exit | REINSURANCE GROUP AMER INC | $0 | – | -30,351 | – | -0.04% | – |
| EXPD | Exit | EXPEDITORS INTL WASH INC | $0 | – | -58,908 | – | -0.04% | – |
| LKQ | Exit | LKQ CORP | $0 | – | -97,729 | – | -0.04% | – |
| BAH | Exit | BOOZ ALLEN HAMILTON HLDG CORcl a | $0 | – | -108,468 | – | -0.04% | – |
| PNW | Exit | PINNACLE WEST CAP CORP | $0 | – | -44,563 | – | -0.04% | – |
| JBL | Exit | JABIL CIRCUIT INC | $0 | – | -127,415 | – | -0.04% | – |
| SNPS | Exit | SYNOPSYS INC | $0 | – | -63,693 | – | -0.04% | – |
| BIIB | Exit | BIOGEN INCcall | $0 | – | -10,000 | – | -0.04% | – |
| PKI | Exit | PERKINELMER INC | $0 | – | -66,883 | – | -0.04% | – |
| AZN | Exit | ASTRAZENECA PLCcall | $0 | – | -150,000 | – | -0.07% | – |
| AXP | Exit | AMERICAN EXPRESS COcall | $0 | – | -70,000 | – | -0.08% | – |
| F | Exit | FORD MTR CO DELcall | $0 | – | -400,000 | – | -0.08% | – |
| SYNA | Exit | SYNAPTICS INCcall | $0 | – | -70,000 | – | -0.08% | – |
| MUFG | Exit | MITSUBISHI UFJ FINL GROUP INsponsored adr | $0 | – | -987,925 | – | -0.09% | – |
| EMC | Exit | E M C CORP MASScall | $0 | – | -300,000 | – | -0.11% | – |
| EFA | Exit | ISHARES TRmsci eafe etf | $0 | – | -133,068 | – | -0.11% | – |
| NLSN | Exit | NIELSEN HLDGS PLC | $0 | – | -210,974 | – | -0.14% | – |
| PAY | Exit | VERIFONE SYS INC | $0 | – | -379,182 | – | -0.16% | – |
| CCOI | Exit | COGENT COMMUNICATIONS HLDGS | $0 | – | -517,347 | – | -0.21% | – |
| SLCA | Exit | U S SILICA HLDGS INC | $0 | – | -1,232,207 | – | -0.26% | – |
| IWD | Exit | ISHARES TRrus 1000 val etf | $0 | – | -215,063 | – | -0.30% | – |
| FINL | Exit | FINISH LINE INCcl a | $0 | – | -1,067,629 | – | -0.30% | – |
| AAWW | Exit | ATLAS AIR WORLDWIDE HLDGS IN | $0 | – | -599,966 | – | -0.31% | – |
| EXPR | Exit | EXPRESS INC | $0 | – | -1,309,567 | – | -0.34% | – |
| LITE | Exit | LUMENTUM HLDGS INC | $0 | – | -1,393,263 | – | -0.35% | – |
| IART | Exit | INTEGRA LIFESCIENCES HLDGS C | $0 | – | -402,552 | – | -0.35% | – |
| BCO | Exit | BRINKS CO | $0 | – | -924,874 | – | -0.37% | – |
| TIVO | Exit | TIVO INC | $0 | – | -2,918,443 | – | -0.37% | – |
| TPRE | Exit | THIRD PT REINS LTD | $0 | – | -1,923,328 | – | -0.38% | – |
| SAH | Exit | SONIC AUTOMOTIVE INCcl a | $0 | – | -1,276,437 | – | -0.38% | – |
| GPI | Exit | GROUP 1 AUTOMOTIVE INC | $0 | – | -308,260 | – | -0.39% | – |
| RMBS | Exit | RAMBUS INC DEL | $0 | – | -2,252,933 | – | -0.39% | – |
| LCI | Exit | LANNET INC | $0 | – | -658,008 | – | -0.40% | – |
| LSCC | Exit | LATTICE SEMICONDUCTOR CORP | $0 | – | -7,161,543 | – | -0.41% | – |
| AMAG | Exit | AMAG PHARMACEUTICALS INC | $0 | – | -696,136 | – | -0.41% | – |
| BBCN | Exit | BBCN BANCORP INC | $0 | – | -1,914,591 | – | -0.42% | – |
| LQ | Exit | LA QUINTA HLDGS INC | $0 | – | -1,828,997 | – | -0.43% | – |
| QSII | Exit | QUALITY SYS INC | $0 | – | -2,310,553 | – | -0.43% | – |
| AVGTF | Exit | AVG TECHNOLOGIES N V | $0 | – | -1,374,750 | – | -0.44% | – |
| SWAY | Exit | STARWOOD WAYPOINT RESIDENTL | $0 | – | -1,257,065 | – | -0.44% | – |
| BID | Exit | SOTHEBYS | $0 | – | -936,209 | – | -0.44% | – |
| GNRC | Exit | GENERAC HLDGS INC | $0 | – | -1,024,154 | – | -0.46% | – |
| DSW | Exit | DSW INCcl a | $0 | – | -1,226,896 | – | -0.46% | – |
| HAE | Exit | HAEMONETICS CORP | $0 | – | -966,587 | – | -0.46% | – |
| RBC | Exit | REGAL BELOIT CORP | $0 | – | -560,404 | – | -0.47% | – |
| EBAY | Exit | EBAY INC | $0 | – | -1,333,700 | – | -0.48% | – |
| TGI | Exit | TRIUMPH GROUP INC NEW | $0 | – | -776,117 | – | -0.48% | – |
| TDS | Exit | TELEPHONE & DATA SYS INC | $0 | – | -1,317,155 | – | -0.48% | – |
| SBGI | Exit | SINCLAIR BROADCAST GROUP INCcl a | $0 | – | -1,303,747 | – | -0.49% | – |
| EVTC | Exit | EVERTEC INC | $0 | – | -1,858,650 | – | -0.50% | – |
| BKE | Exit | BUCKLE INC | $0 | – | -910,867 | – | -0.50% | – |
| NSC | Exit | NORFOLK SOUTHERN CORP | $0 | – | -441,146 | – | -0.50% | – |
| GCO | Exit | GENESCO INC | $0 | – | -598,827 | – | -0.50% | – |
| ENS | Exit | ENERSYS | $0 | – | -638,806 | – | -0.50% | – |
| CBT | Exit | CABOT CORP | $0 | – | -1,088,384 | – | -0.51% | – |
| GATX | Exit | GATX CORP | $0 | – | -779,798 | – | -0.51% | – |
| BECN | Exit | BEACON ROOFING SUPPLY INC | $0 | – | -1,078,964 | – | -0.52% | – |
| MENT | Exit | MENTOR GRAPHICS CORP | $0 | – | -1,440,338 | – | -0.52% | – |
| DBD | Exit | DIEBOLD INC | $0 | – | -1,203,240 | – | -0.53% | – |
| ENR | Exit | ENERGIZER HLDGS INC NEW | $0 | – | -926,718 | – | -0.53% | – |
| MDCO | Exit | MEDICINES CO | $0 | – | -945,262 | – | -0.53% | – |
| PRA | Exit | PROASSURANCE CORP | $0 | – | -738,271 | – | -0.54% | – |
| MGLN | Exit | MAGELLAN HEALTH INC | $0 | – | -662,140 | – | -0.54% | – |
| AYR | Exit | AIRCASTLE LTD | $0 | – | -1,812,656 | – | -0.55% | – |
| FMER | Exit | FIRSTMERIT CORP | $0 | – | -2,148,474 | – | -0.56% | – |
| CABO | Exit | CABLE ONE INC | $0 | – | -90,675 | – | -0.56% | – |
| TCF | Exit | TCF FINL CORP | $0 | – | -2,519,411 | – | -0.56% | – |
| KALU | Exit | KAISER ALUMINUM CORP | $0 | – | -482,913 | – | -0.57% | – |
| UMPQ | Exit | UMPQUA HLDGS CORP | $0 | – | -2,388,428 | – | -0.58% | – |
| CATM | Exit | CARDTRONICS INC | $0 | – | -1,211,836 | – | -0.58% | – |
| BKU | Exit | BANKUNITED INC | $0 | – | -1,131,132 | – | -0.60% | – |
| MSCC | Exit | MICROSEMI CORP | $0 | – | -1,251,084 | – | -0.61% | – |
| POR | Exit | PORTLAND GEN ELEC CO | $0 | – | -1,118,541 | – | -0.61% | – |
| SYNA | Exit | SYNAPTICS INC | $0 | – | -642,895 | – | -0.78% | – |
| MON | Exit | MONSANTO CO NEW | $0 | – | -656,668 | – | -0.83% | – |
| HST | Exit | HOST HOTELS & RESORTS INC | $0 | – | -3,658,145 | – | -0.85% | – |
| WSH | Exit | WILLIS GROUP HOLDINGS PUBLIC | $0 | – | -1,419,603 | – | -0.86% | – |
| MNKKQ | Exit | MALLINCKRODT PUB LTD CO | $0 | – | -919,078 | – | -0.87% | – |
| SYT | Exit | SYNGENTA AGsponsored adr | $0 | – | -929,424 | – | -0.88% | – |
| BHI | Exit | BAKER HUGHES INC | $0 | – | -1,148,261 | – | -0.88% | – |
| APC | Exit | ANADARKO PETE CORP | $0 | – | -989,542 | – | -0.88% | – |
| DOW | Exit | DOW CHEM CO | $0 | – | -1,463,617 | – | -0.92% | – |
| ABT | Exit | ABBOTT LABS | $0 | – | -1,561,163 | – | -0.93% | – |
| RF | Exit | REGIONS FINL CORP NEW | $0 | – | -7,064,545 | – | -0.94% | – |
| EOG | Exit | EOG RES INC | $0 | – | -884,278 | – | -0.95% | – |
| AET | Exit | AETNA INC NEW | $0 | – | -593,382 | – | -0.96% | – |
| HON | Exit | HONEYWELL INTL INC | $0 | – | -696,722 | – | -0.97% | – |
| A | Exit | AGILENT TECHNOLOGIES INC | $0 | – | -1,927,917 | – | -0.98% | – |
| PHG | Exit | KONINKLIJKE PHILIPS N Vny reg sh new | $0 | – | -2,840,247 | – | -0.98% | – |
| UHS | Exit | UNIVERSAL HLTH SVCS INCcl b | $0 | – | -535,255 | – | -0.99% | – |
| ATVI | Exit | ACTIVISION BLIZZARD INC | $0 | – | -2,173,653 | – | -0.99% | – |
| CVS | Exit | CVS HEALTH CORP | $0 | – | -708,851 | – | -1.01% | – |
| SYF | Exit | SYNCHRONY FINL | $0 | – | -2,191,317 | – | -1.01% | – |
| MAN | Exit | MANPOWERGROUP INC | $0 | – | -836,988 | – | -1.01% | – |
| BCS | Exit | BARCLAYS PLCadr | $0 | – | -4,762,515 | – | -1.04% | – |
| WPP | Exit | WPP PLC NEWadr | $0 | – | -678,801 | – | -1.04% | – |
| AEG | Exit | AEGON N Vny registry sh | $0 | – | -12,526,122 | – | -1.06% | – |
| PSO | Exit | PEARSON PLCsponsored adr | $0 | – | -4,206,984 | – | -1.06% | – |
| TSN | Exit | TYSON FOODS INCcl a | $0 | – | -1,713,700 | – | -1.09% | – |
| CFG | Exit | CITIZENS FINL GROUP INC | $0 | – | -3,109,526 | – | -1.10% | – |
| BXLT | Exit | BAXALTA INC | $0 | – | -2,379,803 | – | -1.11% | – |
| NGG | Exit | NATIONAL GRID PLCspon adr new | $0 | – | -1,092,205 | – | -1.12% | – |
| DOX | Exit | AMDOCS LTD | $0 | – | -1,342,657 | – | -1.13% | – |
| HSBC | Exit | HSBC HLDGS PLCspon adr new | $0 | – | -2,032,645 | – | -1.14% | – |
| BBVA | Exit | BANCO BILBAO VIZCAYA ARGENTAsponsored adr | $0 | – | -9,269,427 | – | -1.14% | – |
| NVS | Exit | NOVARTIS A Gsponsored adr | $0 | – | -871,262 | – | -1.18% | – |
| ERIC | Exit | ERICSSONadr b sek 10 | $0 | – | -8,508,803 | – | -1.23% | – |
| CHKP | Exit | CHECK POINT SOFTWARE TECH LTord | $0 | – | -1,088,017 | – | -1.27% | – |
| NTTYY | Exit | NIPPON TELEG & TEL CORPsponsored adr | $0 | – | -2,445,609 | – | -1.28% | – |
| ERJ | Exit | EMBRAER S A | $0 | – | -3,395,232 | – | -1.28% | – |
| SNN | Exit | SMITH & NEPHEW PLCspdn adr new | $0 | – | -2,587,337 | – | -1.34% | – |
| BIIB | Exit | BIOGEN INC | $0 | – | -321,221 | – | -1.38% | – |
| MGM | Exit | MGM RESORTS INTERNATIONAL | $0 | – | -5,250,038 | – | -1.43% | – |
| ORCL | Exit | ORACLE CORP | $0 | – | -2,699,450 | – | -1.44% | – |
| VZ | Exit | VERIZON COMMUNICATIONS INC | $0 | – | -2,244,572 | – | -1.44% | – |
| MRKT | Exit | MARKIT LTD | $0 | – | -3,391,625 | – | -1.45% | – |
| ABBV | Exit | ABBVIE INC | $0 | – | -1,831,353 | – | -1.47% | – |
| C | Exit | CITIGROUP INC | $0 | – | -2,010,978 | – | -1.47% | – |
| BBT | Exit | BB&T CORP | $0 | – | -2,815,314 | – | -1.48% | – |
| MET | Exit | METLIFE INC | $0 | – | -2,126,409 | – | -1.48% | – |
| QCOM | Exit | QUALCOMM INC | $0 | – | -1,931,232 | – | -1.53% | – |
| EMC | Exit | E M C CORP MASS | $0 | – | -4,338,461 | – | -1.55% | – |
| F | Exit | FORD MTR CO DEL | $0 | – | -7,730,536 | – | -1.55% | – |
| AXP | Exit | AMERICAN EXPRESS CO | $0 | – | -1,415,381 | – | -1.55% | – |
| KO | Exit | COCA COLA CO | $0 | – | -2,657,194 | – | -1.57% | – |
| GOOGL | Exit | GOOGLE INCcl a | $0 | – | -167,884 | – | -1.58% | – |
| COF | Exit | CAPITAL ONE FINL CORP | $0 | – | -1,490,804 | – | -1.60% | – |
| UPS | Exit | UNITED PARCEL SERVICE INCcl b | $0 | – | -1,106,424 | – | -1.61% | – |
| MCD | Exit | MCDONALDS CORP | $0 | – | -1,108,152 | – | -1.61% | – |
| VOD | Exit | VODAFONE GROUP PLC NEWspnsr adr no par | $0 | – | -3,787,877 | – | -1.77% | – |
| SMFG | Exit | SUMITOMO MITSUI FINL GROUP Isponsored adr | $0 | – | -16,782,431 | – | -1.89% | – |
| AZN | Exit | ASTRAZENECA PLCsponsored adr | $0 | – | -5,628,087 | – | -2.64% | – |
Q3 2015
| Value | Shares | ↓ Weighting | ||||||
|---|---|---|---|---|---|---|---|---|
| AZN | Buy | ASTRAZENECA PLCsponsored adr | $179,086,000 | +33.5% | 5,628,087 | +167.3% | 2.64% | +40.3% |
| SMFG | Buy | SUMITOMO MITSUI FINL GROUP Isponsored adr | $128,050,000 | +10.2% | 16,782,431 | +28.4% | 1.89% | +15.8% |
| VOD | Buy | VODAFONE GROUP PLC NEWspnsr adr no par | $120,227,000 | +4.2% | 3,787,877 | +19.6% | 1.77% | +9.4% |
| UPS | Sell | UNITED PARCEL SERVICE INCcl b | $109,193,000 | +1.5% | 1,106,424 | -0.3% | 1.61% | +6.8% |
| MCD | Sell | MCDONALDS CORP | $109,186,000 | +1.5% | 1,108,152 | -2.0% | 1.61% | +6.8% |
| COF | Buy | CAPITAL ONE FINL CORP | $108,113,000 | -8.0% | 1,490,804 | +11.6% | 1.60% | -3.3% |
| GOOGL | Sell | GOOGLE INCcl a | $107,172,000 | -14.3% | 167,884 | -27.5% | 1.58% | -9.9% |
| KO | Sell | COCA COLA CO | $106,607,000 | +1.0% | 2,657,194 | -1.2% | 1.57% | +6.1% |
| AXP | Sell | AMERICAN EXPRESS CO | $104,922,000 | -7.8% | 1,415,381 | -3.4% | 1.55% | -3.1% |
| F | Sell | FORD MTR CO DEL | $104,903,000 | -11.6% | 7,730,536 | -2.3% | 1.55% | -7.1% |
| EMC | Buy | E M C CORP MASS | $104,817,000 | -7.8% | 4,338,461 | +0.8% | 1.55% | -3.1% |
| QCOM | Buy | QUALCOMM INC | $103,765,000 | -3.3% | 1,931,232 | +12.7% | 1.53% | +1.6% |
| MET | Buy | METLIFE INC | $100,260,000 | -15.7% | 2,126,409 | +0.1% | 1.48% | -11.4% |
| BBT | Sell | BB&T CORP | $100,225,000 | -12.0% | 2,815,314 | -0.3% | 1.48% | -7.5% |
| C | Sell | CITIGROUP INC | $99,765,000 | -11.9% | 2,010,978 | -1.9% | 1.47% | -7.4% |
| ABBV | Buy | ABBVIE INC | $99,644,000 | -15.2% | 1,831,353 | +4.7% | 1.47% | -10.9% |
| MRKT | Buy | MARKIT LTD | $98,357,000 | +28.0% | 3,391,625 | +12.9% | 1.45% | +34.6% |
| VZ | Sell | VERIZON COMMUNICATIONS INC | $97,661,000 | -7.4% | 2,244,572 | -0.8% | 1.44% | -2.7% |
| ORCL | Buy | ORACLE CORP | $97,504,000 | +32.5% | 2,699,450 | +47.9% | 1.44% | +39.3% |
| MGM | Sell | MGM RESORTS INTERNATIONAL | $96,863,000 | -3.8% | 5,250,038 | -4.9% | 1.43% | +1.1% |
| BIIB | New | BIOGEN INC | $93,736,000 | – | 321,221 | – | 1.38% | – |
| SNN | Buy | SMITH & NEPHEW PLCspdn adr new | $90,557,000 | +21.4% | 2,587,337 | +17.7% | 1.34% | +27.6% |
| ERJ | Buy | EMBRAER S A | $86,850,000 | +21.5% | 3,395,232 | +43.9% | 1.28% | +27.7% |
| NTTYY | Buy | NIPPON TELEG & TEL CORPsponsored adr | $86,354,000 | -1.1% | 2,445,609 | +1.7% | 1.28% | +4.0% |
| CHKP | Buy | CHECK POINT SOFTWARE TECH LTord | $86,312,000 | +22.9% | 1,088,017 | +23.3% | 1.27% | +29.2% |
| ERIC | Buy | ERICSSONadr b sek 10 | $83,216,000 | +14.8% | 8,508,803 | +22.6% | 1.23% | +20.6% |
| NVS | Sell | NOVARTIS A Gsponsored adr | $80,086,000 | -41.1% | 871,262 | -37.0% | 1.18% | -38.1% |
| BBVA | Buy | BANCO BILBAO VIZCAYA ARGENTAsponsored adr | $77,585,000 | +1.0% | 9,269,427 | +19.1% | 1.14% | +6.1% |
| HSBC | Buy | HSBC HLDGS PLCspon adr new | $76,997,000 | +2.4% | 2,032,645 | +21.1% | 1.14% | +7.6% |
| DOX | Sell | AMDOCS LTD | $76,370,000 | -1.6% | 1,342,657 | -5.6% | 1.13% | +3.4% |
| NGG | New | NATIONAL GRID PLCspon adr new | $76,050,000 | – | 1,092,205 | – | 1.12% | – |
| BXLT | Buy | BAXALTA INC | $74,988,000 | +1965.2% | 2,379,803 | +1993.5% | 1.11% | +2070.6% |
| CFG | Buy | CITIZENS FINL GROUP INC | $74,193,000 | -8.0% | 3,109,526 | +5.3% | 1.10% | -3.4% |
| TSN | New | TYSON FOODS INCcl a | $73,860,000 | – | 1,713,700 | – | 1.09% | – |
| PSO | New | PEARSON PLCsponsored adr | $72,192,000 | – | 4,206,984 | – | 1.06% | – |
| AEG | Buy | AEGON N Vny registry sh | $72,025,000 | +11.8% | 12,526,122 | +43.9% | 1.06% | +17.6% |
| WPP | Buy | WPP PLC NEWadr | $70,616,000 | +8.8% | 678,801 | +17.9% | 1.04% | +14.4% |
| BCS | Buy | BARCLAYS PLCadr | $70,390,000 | +2.8% | 4,762,515 | +14.3% | 1.04% | +8.0% |
| SYF | Sell | SYNCHRONY FINL | $68,588,000 | -6.8% | 2,191,317 | -1.9% | 1.01% | -2.0% |
| MAN | Sell | MANPOWERGROUP INC | $68,541,000 | -14.5% | 836,988 | -6.7% | 1.01% | -10.1% |
| CVS | Sell | CVS HEALTH CORP | $68,390,000 | -10.5% | 708,851 | -2.7% | 1.01% | -6.0% |
| ATVI | Sell | ACTIVISION BLIZZARD INC | $67,144,000 | -16.8% | 2,173,653 | -34.8% | 0.99% | -12.6% |
| UHS | Sell | UNIVERSAL HLTH SVCS INCcl b | $66,805,000 | -14.6% | 535,255 | -2.8% | 0.99% | -10.2% |
| PHG | Buy | KONINKLIJKE PHILIPS N Vny reg sh new | $66,632,000 | +19.2% | 2,840,247 | +29.3% | 0.98% | +25.2% |
| A | Buy | AGILENT TECHNOLOGIES INC | $66,185,000 | -2.2% | 1,927,917 | +10.0% | 0.98% | +2.8% |
| HON | Sell | HONEYWELL INTL INC | $65,973,000 | -7.6% | 696,722 | -0.5% | 0.97% | -2.9% |
| AET | Sell | AETNA INC NEW | $64,922,000 | -15.1% | 593,382 | -1.1% | 0.96% | -10.7% |
| EOG | Sell | EOG RES INC | $64,375,000 | -38.9% | 884,278 | -26.6% | 0.95% | -35.8% |
| RF | Sell | REGIONS FINL CORP NEW | $63,652,000 | -13.5% | 7,064,545 | -0.6% | 0.94% | -9.2% |
| ABT | Sell | ABBOTT LABS | $62,790,000 | -19.2% | 1,561,163 | -1.3% | 0.93% | -15.0% |
| DOW | Sell | DOW CHEM CO | $62,057,000 | -21.5% | 1,463,617 | -5.3% | 0.92% | -17.6% |
| APC | Sell | ANADARKO PETE CORP | $59,758,000 | -46.0% | 989,542 | -30.2% | 0.88% | -43.2% |
| BHI | Sell | BAKER HUGHES INC | $59,756,000 | -16.6% | 1,148,261 | -1.1% | 0.88% | -12.3% |
| SYT | Buy | SYNGENTA AGsponsored adr | $59,279,000 | -5.5% | 929,424 | +21.0% | 0.88% | -0.7% |
| MNKKQ | New | MALLINCKRODT PUB LTD CO | $58,766,000 | – | 919,078 | – | 0.87% | – |
| WSH | Sell | WILLIS GROUP HOLDINGS PUBLIC | $58,161,000 | -12.9% | 1,419,603 | -0.3% | 0.86% | -8.5% |
| HST | New | HOST HOTELS & RESORTS INC | $57,835,000 | – | 3,658,145 | – | 0.85% | – |
| MON | Buy | MONSANTO CO NEW | $56,040,000 | -19.6% | 656,668 | +0.4% | 0.83% | -15.5% |
| SYNA | Buy | SYNAPTICS INC | $53,013,000 | +0.1% | 642,895 | +5.3% | 0.78% | +5.1% |
| POR | Buy | PORTLAND GEN ELEC CO | $41,352,000 | +11.5% | 1,118,541 | +0.0% | 0.61% | +17.1% |
| MSCC | Sell | MICROSEMI CORP | $41,061,000 | -6.3% | 1,251,084 | -0.2% | 0.61% | -1.5% |
| BKU | Sell | BANKUNITED INC | $40,438,000 | -15.2% | 1,131,132 | -14.8% | 0.60% | -10.9% |
| CATM | Buy | CARDTRONICS INC | $39,627,000 | -1.4% | 1,211,836 | +11.7% | 0.58% | +3.5% |
| UMPQ | Buy | UMPQUA HLDGS CORP | $38,931,000 | -8.2% | 2,388,428 | +1.3% | 0.58% | -3.5% |
| KALU | Sell | KAISER ALUMINUM CORP | $38,754,000 | -13.4% | 482,913 | -10.4% | 0.57% | -9.1% |
| TCF | Sell | TCF FINL CORP | $38,194,000 | -14.1% | 2,519,411 | -5.8% | 0.56% | -9.6% |
| CABO | New | CABLE ONE INC | $38,031,000 | – | 90,675 | – | 0.56% | – |
| FMER | New | FIRSTMERIT CORP | $37,964,000 | – | 2,148,474 | – | 0.56% | – |
| AYR | Buy | AIRCASTLE LTD | $37,359,000 | -9.1% | 1,812,656 | +0.0% | 0.55% | -4.5% |
| MGLN | Buy | MAGELLAN HEALTH INC | $36,702,000 | -20.7% | 662,140 | +0.2% | 0.54% | -16.6% |
| PRA | Sell | PROASSURANCE CORP | $36,227,000 | -11.0% | 738,271 | -16.2% | 0.54% | -6.5% |
| MDCO | Sell | MEDICINES CO | $35,882,000 | -17.0% | 945,262 | -37.4% | 0.53% | -12.7% |
| ENR | New | ENERGIZER HLDGS INC NEW | $35,873,000 | – | 926,718 | – | 0.53% | – |
| DBD | Buy | DIEBOLD INC | $35,820,000 | -14.8% | 1,203,240 | +0.2% | 0.53% | -10.3% |
| MENT | Sell | MENTOR GRAPHICS CORP | $35,476,000 | -22.9% | 1,440,338 | -17.3% | 0.52% | -18.9% |
| BECN | Sell | BEACON ROOFING SUPPLY INC | $35,056,000 | -18.8% | 1,078,964 | -17.0% | 0.52% | -14.7% |
| GATX | Buy | GATX CORP | $34,428,000 | -14.8% | 779,798 | +2.6% | 0.51% | -10.4% |
| CBT | Buy | CABOT CORP | $34,349,000 | -0.3% | 1,088,384 | +17.8% | 0.51% | +4.8% |
| ENS | Buy | ENERSYS | $34,227,000 | -23.4% | 638,806 | +0.4% | 0.50% | -19.6% |
| GCO | Buy | GENESCO INC | $34,175,000 | -13.3% | 598,827 | +0.3% | 0.50% | -9.0% |
| BKE | Buy | BUCKLE INC | $33,675,000 | -19.1% | 910,867 | +0.1% | 0.50% | -15.0% |
| NSC | New | NORFOLK SOUTHERN CORP | $33,704,000 | – | 441,146 | – | 0.50% | – |
| EVTC | Buy | EVERTEC INC | $33,586,000 | -14.3% | 1,858,650 | +0.7% | 0.50% | -10.0% |
| SBGI | Buy | SINCLAIR BROADCAST GROUP INCcl a | $33,011,000 | -9.0% | 1,303,747 | +0.3% | 0.49% | -4.5% |
| TDS | Sell | TELEPHONE & DATA SYS INC | $32,876,000 | -19.5% | 1,317,155 | -5.2% | 0.48% | -15.4% |
| TGI | Buy | TRIUMPH GROUP INC NEW | $32,659,000 | -26.2% | 776,117 | +15.7% | 0.48% | -22.5% |
| EBAY | New | EBAY INC | $32,596,000 | – | 1,333,700 | – | 0.48% | – |
| RBC | Buy | REGAL BELOIT CORP | $31,635,000 | -21.9% | 560,404 | +0.4% | 0.47% | -17.9% |
| HAE | Buy | HAEMONETICS CORP | $31,240,000 | -21.5% | 966,587 | +0.5% | 0.46% | -17.5% |
| DSW | New | DSW INCcl a | $31,053,000 | – | 1,226,896 | – | 0.46% | – |
| GNRC | Buy | GENERAC HLDGS INC | $30,817,000 | -21.5% | 1,024,154 | +3.7% | 0.46% | -17.4% |
| BID | Buy | SOTHEBYS | $29,940,000 | -29.0% | 936,209 | +0.5% | 0.44% | -25.3% |
| SWAY | New | STARWOOD WAYPOINT RESIDENTL | $29,956,000 | – | 1,257,065 | – | 0.44% | – |
| AVGTF | Sell | AVG TECHNOLOGIES N V | $29,901,000 | -26.2% | 1,374,750 | -7.6% | 0.44% | -22.5% |
| QSII | Sell | QUALITY SYS INC | $28,836,000 | -27.6% | 2,310,553 | -3.9% | 0.43% | -23.9% |
| LQ | Buy | LA QUINTA HLDGS INC | $28,862,000 | -30.0% | 1,828,997 | +1.3% | 0.43% | -26.4% |
| BBCN | Sell | BBCN BANCORP INC | $28,757,000 | -12.1% | 1,914,591 | -13.5% | 0.42% | -7.8% |
| AMAG | Buy | AMAG PHARMACEUTICALS INC | $27,657,000 | -33.3% | 696,136 | +15.9% | 0.41% | -29.9% |
| LSCC | Buy | LATTICE SEMICONDUCTOR CORP | $27,572,000 | -18.3% | 7,161,543 | +24.9% | 0.41% | -14.1% |
| LCI | New | LANNET INC | $27,320,000 | – | 658,008 | – | 0.40% | – |
| RMBS | New | RAMBUS INC DEL | $26,585,000 | – | 2,252,933 | – | 0.39% | – |
| GPI | Sell | GROUP 1 AUTOMOTIVE INC | $26,248,000 | -21.9% | 308,260 | -16.7% | 0.39% | -18.0% |
| SAH | Sell | SONIC AUTOMOTIVE INCcl a | $26,065,000 | -14.3% | 1,276,437 | -0.0% | 0.38% | -9.8% |
| TPRE | Sell | THIRD PT REINS LTD | $25,869,000 | -19.1% | 1,923,328 | -11.3% | 0.38% | -14.9% |
| TIVO | Buy | TIVO INC | $25,274,000 | -14.5% | 2,918,443 | +0.2% | 0.37% | -10.1% |
| BCO | Buy | BRINKS CO | $24,981,000 | -7.7% | 924,874 | +0.5% | 0.37% | -2.9% |
| IART | Sell | INTEGRA LIFESCIENCES HLDGS C | $23,972,000 | -22.6% | 402,552 | -12.4% | 0.35% | -18.6% |
| LITE | New | LUMENTUM HLDGS INC | $23,616,000 | – | 1,393,263 | – | 0.35% | – |
| EXPR | Sell | EXPRESS INC | $23,402,000 | -30.5% | 1,309,567 | -29.5% | 0.34% | -27.1% |
| AAWW | Buy | ATLAS AIR WORLDWIDE HLDGS IN | $20,735,000 | -36.7% | 599,966 | +0.6% | 0.31% | -33.5% |
| FINL | Sell | FINISH LINE INCcl a | $20,605,000 | -42.0% | 1,067,629 | -16.3% | 0.30% | -39.1% |
| IWD | Buy | ISHARES TRrus 1000 val etf | $20,061,000 | +9230.7% | 215,063 | +10239.6% | 0.30% | +9766.7% |
| SLCA | Sell | U S SILICA HLDGS INC | $17,362,000 | -58.5% | 1,232,207 | -13.6% | 0.26% | -56.5% |
| CCOI | New | COGENT COMMUNICATIONS HLDGS | $14,051,000 | – | 517,347 | – | 0.21% | – |
| PAY | New | VERIFONE SYS INC | $10,515,000 | – | 379,182 | – | 0.16% | – |
| NLSN | New | NIELSEN HLDGS PLC | $9,382,000 | – | 210,974 | – | 0.14% | – |
| EFA | New | ISHARES TRmsci eafe etf | $7,627,000 | – | 133,068 | – | 0.11% | – |
| MUFG | Buy | MITSUBISHI UFJ FINL GROUP INsponsored adr | $6,016,000 | +21.7% | 987,925 | +44.3% | 0.09% | +29.0% |
| SYNA | Buy | SYNAPTICS INCcall | $5,772,000 | +10.9% | 70,000 | +16.7% | 0.08% | +16.4% |
| AZN | Buy | ASTRAZENECA PLCcall | $4,773,000 | +49.8% | 150,000 | +200.0% | 0.07% | +55.6% |
| PKI | Buy | PERKINELMER INC | $3,074,000 | +7.0% | 66,883 | +22.6% | 0.04% | +12.5% |
| SNPS | Buy | SYNOPSYS INC | $2,941,000 | +1.7% | 63,693 | +11.5% | 0.04% | +4.9% |
| BIIB | New | BIOGEN INCcall | $2,918,000 | – | 10,000 | – | 0.04% | – |
| BAH | Buy | BOOZ ALLEN HAMILTON HLDG CORcl a | $2,843,000 | +27.4% | 108,468 | +22.7% | 0.04% | +35.5% |
| PNW | Buy | PINNACLE WEST CAP CORP | $2,858,000 | +42.2% | 44,563 | +26.1% | 0.04% | +50.0% |
| JBL | Buy | JABIL CIRCUIT INC | $2,850,000 | +35.0% | 127,415 | +28.5% | 0.04% | +40.0% |
| LKQ | Buy | LKQ CORP | $2,772,000 | +13.2% | 97,729 | +20.7% | 0.04% | +20.6% |
| MXIM | Buy | MAXIM INTEGRATED PRODS INC | $2,749,000 | +18.1% | 82,299 | +22.2% | 0.04% | +24.2% |
| EXPD | Buy | EXPEDITORS INTL WASH INC | $2,772,000 | +28.2% | 58,908 | +25.6% | 0.04% | +36.7% |
| RGA | Buy | REINSURANCE GROUP AMER INC | $2,749,000 | +18.3% | 30,351 | +23.9% | 0.04% | +24.2% |
| MMS | Buy | MAXIMUS INC | $2,730,000 | +11.6% | 45,829 | +23.1% | 0.04% | +17.6% |
| ZION | Buy | ZIONS BANCORPORATION | $2,692,000 | +6.3% | 97,744 | +22.5% | 0.04% | +11.1% |
| PVH | Buy | PVH CORP | $2,640,000 | +8.0% | 25,893 | +22.0% | 0.04% | +14.7% |
| SHY | Buy | ISHARES TR1-3 yr tr bd etf | $2,638,000 | +12.6% | 31,036 | +12.5% | 0.04% | +18.2% |
| SMG | Buy | SCOTTS MIRACLE GRO COcl a | $2,651,000 | +30.5% | 43,583 | +27.1% | 0.04% | +34.5% |
| RMD | Buy | RESMED INC | $2,561,000 | +13.4% | 50,258 | +25.4% | 0.04% | +18.8% |
| XEC | Buy | CIMAREX ENERGY CO | $2,577,000 | +18.3% | 25,142 | +27.3% | 0.04% | +22.6% |
| OI | Buy | OWENS ILL INC | $2,501,000 | +16.2% | 120,719 | +28.6% | 0.04% | +23.3% |
| PTC | Buy | PTC INC | $2,449,000 | +5.5% | 77,160 | +36.4% | 0.04% | +9.1% |
| CIT | Buy | CIT GROUP INC | $2,464,000 | +7.4% | 61,542 | +24.7% | 0.04% | +12.5% |
| URBN | Buy | URBAN OUTFITTERS INC | $2,459,000 | +12.0% | 83,687 | +33.4% | 0.04% | +16.1% |
| IAC | Buy | IAC INTERACTIVECORP | $2,450,000 | -0.8% | 37,530 | +21.1% | 0.04% | +2.9% |
| LQD | Sell | ISHARES TRiboxx inv cp etf | $2,414,000 | -10.5% | 20,795 | -10.7% | 0.04% | -5.3% |
| HNT | Buy | HEALTH NET INC | $2,432,000 | -5.1% | 40,382 | +1.0% | 0.04% | 0.0% |
| BRKR | Buy | BRUKER CORP | $2,356,000 | -0.1% | 143,381 | +24.1% | 0.04% | +6.1% |
| UTHR | New | UNITED THERAPEUTICS CORP DEL | $2,228,000 | – | 16,974 | – | 0.03% | – |
| KEX | Buy | KIRBY CORP | $2,124,000 | +4.9% | 34,290 | +29.9% | 0.03% | +10.7% |
| TKR | Buy | TIMKEN CO | $2,070,000 | -0.9% | 75,298 | +31.8% | 0.03% | +6.9% |
| AGZ | Sell | ISHARES TRagency bond etf | $2,004,000 | -2.8% | 17,569 | -3.5% | 0.03% | +3.4% |
| FOSL | Buy | FOSSIL GROUP INC | $1,945,000 | +5.8% | 34,811 | +31.3% | 0.03% | +11.5% |
| HUN | Buy | HUNTSMAN CORP | $1,994,000 | -20.9% | 205,779 | +80.3% | 0.03% | -17.1% |
| JPM | New | JPMORGAN CHASE & CO | $992,000 | – | 16,278 | – | 0.02% | – |
| AGG | Buy | ISHARES TRcore us aggbd et | $431,000 | +40.4% | 3,930 | +39.2% | 0.01% | +50.0% |
| IWN | New | ISHARES TRrus 2000 val etf | $376,000 | – | 4,175 | – | 0.01% | – |
| SPIL | New | SILICONWARE PRECISION INDS Lsponsd adr spl | $318,000 | – | 50,590 | – | 0.01% | – |
| IYR | New | ISHARES TRu.s. real es etf | $220,000 | – | 3,100 | – | 0.00% | – |
| PDS | Buy | PRECISION DRILLING CORP | $235,000 | -13.3% | 63,255 | +57.0% | 0.00% | -25.0% |
| CSTM | Exit | CONSTELLIUM NVcl a | $0 | – | -15,975 | – | -0.00% | – |
| GOOG | Exit | GOOGLE INCcl c | $0 | – | -601 | – | -0.00% | – |
| TRU | Exit | TRANSUNION | $0 | – | -27,100 | – | -0.01% | – |
| SONY | Exit | SONY CORPcall | $0 | – | -50,000 | – | -0.02% | – |
| ATI | Exit | ALLEGHENY TECHNOLOGIES INC | $0 | – | -65,520 | – | -0.03% | – |
| NAVI | Exit | NAVIENT CORP | $0 | – | -108,731 | – | -0.03% | – |
| WLL | Exit | WHITING PETE CORP NEW | $0 | – | -61,631 | – | -0.03% | – |
| CR | Exit | CRANE CO | $0 | – | -35,350 | – | -0.03% | – |
| BCEI | Exit | BONANZA CREEK ENERGY INC | $0 | – | -1,205,494 | – | -0.31% | – |
| OWW | Exit | ORBITZ WORLDWIDE INC | $0 | – | -2,920,643 | – | -0.47% | – |
| EPAC | Exit | ACTUANT CORPcl a new | $0 | – | -1,475,709 | – | -0.48% | – |
| JDSU | Exit | JDS UNIPHASE CORP | $0 | – | -3,113,834 | – | -0.51% | – |
| OASPQ | Exit | OASIS PETE INC NEW | $0 | – | -2,470,012 | – | -0.55% | – |
| CATY | Exit | CATHAY GEN BANCORP | $0 | – | -1,258,446 | – | -0.57% | – |
| NLSN | Exit | NIELSEN N V | $0 | – | -1,610,631 | – | -1.01% | – |
| AMX | Exit | AMERICA MOVIL SAB DE CV | $0 | – | -3,404,887 | – | -1.02% | – |
| CMCSA | Exit | COMCAST CORP NEWcl a | $0 | – | -1,240,593 | – | -1.05% | – |
| BAX | Exit | BAXTER INTL INC | $0 | – | -1,552,714 | – | -1.52% | – |
| SONY | Exit | SONY CORPadr new | $0 | – | -4,791,810 | – | -1.91% | – |
Q2 2015
| Value | Shares | ↓ Weighting | ||||||
|---|---|---|---|---|---|---|---|---|
| SONY | New | SONY CORPadr new | $136,039,000 | – | 4,791,810 | – | 1.91% | – |
| NVS | New | NOVARTIS A Gsponsored adr | $136,029,000 | – | 1,383,250 | – | 1.91% | – |
| AZN | New | ASTRAZENECA PLCsponsored adr | $134,168,000 | – | 2,105,913 | – | 1.88% | – |
| GOOGL | New | GOOGLE INCcl a | $125,001,000 | – | 231,466 | – | 1.76% | – |
| MET | New | METLIFE INC | $118,962,000 | – | 2,124,695 | – | 1.67% | – |
| F | New | FORD MTR CO DEL | $118,710,000 | – | 7,908,735 | – | 1.67% | – |
| ABBV | New | ABBVIE INC | $117,559,000 | – | 1,749,649 | – | 1.65% | – |
| COF | New | CAPITAL ONE FINL CORP | $117,476,000 | – | 1,335,413 | – | 1.65% | – |
| SMFG | New | SUMITOMO MITSUI FINL GROUP Isponsored adr | $116,207,000 | – | 13,071,698 | – | 1.63% | – |
| VOD | New | VODAFONE GROUP PLC NEWspnsr adr no par | $115,436,000 | – | 3,166,960 | – | 1.62% | – |
| BBT | New | BB&T CORP | $113,835,000 | – | 2,823,979 | – | 1.60% | – |
| AXP | New | AMERICAN EXPRESS CO | $113,821,000 | – | 1,464,495 | – | 1.60% | – |
| EMC | New | E M C CORP MASS | $113,624,000 | – | 4,305,580 | – | 1.60% | – |
| C | New | CITIGROUP INC | $113,231,000 | – | 2,049,809 | – | 1.59% | – |
| APC | New | ANADARKO PETE CORP | $110,625,000 | – | 1,417,175 | – | 1.55% | – |
| BAX | New | BAXTER INTL INC | $108,581,000 | – | 1,552,714 | – | 1.52% | – |
| MCD | New | MCDONALDS CORP | $107,522,000 | – | 1,130,976 | – | 1.51% | – |
| UPS | New | UNITED PARCEL SERVICE INCcl b | $107,550,000 | – | 1,109,789 | – | 1.51% | – |
| QCOM | New | QUALCOMM INC | $107,306,000 | – | 1,713,335 | – | 1.51% | – |
| KO | New | COCA COLA CO | $105,502,000 | – | 2,689,331 | – | 1.48% | – |
| VZ | New | VERIZON COMMUNICATIONS INC | $105,492,000 | – | 2,263,291 | – | 1.48% | – |
| EOG | New | EOG RES INC | $105,404,000 | – | 1,203,933 | – | 1.48% | – |
| MGM | New | MGM RESORTS INTERNATIONAL | $100,729,000 | – | 5,519,408 | – | 1.42% | – |
| NTTYY | New | NIPPON TELEG & TEL CORPsponsored adr | $87,278,000 | – | 2,405,021 | – | 1.23% | – |
| ATVI | New | ACTIVISION BLIZZARD INC | $80,726,000 | – | 3,334,409 | – | 1.13% | – |
| CFG | New | CITIZENS FINL GROUP INC | $80,673,000 | – | 2,953,958 | – | 1.13% | – |
| MAN | New | MANPOWERGROUP INC | $80,176,000 | – | 897,025 | – | 1.13% | – |
| DOW | New | DOW CHEM CO | $79,094,000 | – | 1,545,705 | – | 1.11% | – |
| UHS | New | UNIVERSAL HLTH SVCS INCcl b | $78,224,000 | – | 550,485 | – | 1.10% | – |
| ABT | New | ABBOTT LABS | $77,668,000 | – | 1,582,479 | – | 1.09% | – |
| DOX | New | AMDOCS LTD | $77,637,000 | – | 1,422,178 | – | 1.09% | – |
| MRKT | New | MARKIT LTD | $76,833,000 | – | 3,004,807 | – | 1.08% | – |
| BBVA | New | BANCO BILBAO VIZCAYA ARGENTAsponsored adr | $76,842,000 | – | 7,785,391 | – | 1.08% | – |
| AET | New | AETNA INC NEW | $76,438,000 | – | 599,700 | – | 1.07% | – |
| CVS | New | CVS HEALTH CORP | $76,408,000 | – | 728,526 | – | 1.07% | – |
| HSBC | New | HSBC HLDGS PLCspon adr new | $75,183,000 | – | 1,677,823 | – | 1.06% | – |
| CMCSA | New | COMCAST CORP NEWcl a | $74,609,000 | – | 1,240,593 | – | 1.05% | – |
| SNN | New | SMITH & NEPHEW PLCspdn adr new | $74,622,000 | – | 2,197,999 | – | 1.05% | – |
| RF | New | REGIONS FINL CORP NEW | $73,621,000 | – | 7,106,256 | – | 1.03% | – |
| SYF | New | SYNCHRONY FINL | $73,583,000 | – | 2,234,525 | – | 1.03% | – |
| ORCL | New | ORACLE CORP | $73,571,000 | – | 1,825,595 | – | 1.03% | – |
| AMX | New | AMERICA MOVIL SAB DE CV | $72,558,000 | – | 3,404,887 | – | 1.02% | – |
| ERIC | New | ERICSSONadr b sek 10 | $72,469,000 | – | 6,941,438 | – | 1.02% | – |
| NLSN | New | NIELSEN N V | $72,108,000 | – | 1,610,631 | – | 1.01% | – |
| BHI | New | BAKER HUGHES INC | $71,660,000 | – | 1,161,429 | – | 1.01% | – |
| ERJ | New | EMBRAER S A | $71,478,000 | – | 2,359,787 | – | 1.00% | – |
| HON | New | HONEYWELL INTL INC | $71,394,000 | – | 700,148 | – | 1.00% | – |
| CHKP | New | CHECK POINT SOFTWARE TECH LTord | $70,222,000 | – | 882,735 | – | 0.99% | – |
| MON | New | MONSANTO CO NEW | $69,727,000 | – | 654,161 | – | 0.98% | – |
| BCS | New | BARCLAYS PLCadr | $68,493,000 | – | 4,166,226 | – | 0.96% | – |
| A | New | AGILENT TECHNOLOGIES INC | $67,648,000 | – | 1,753,444 | – | 0.95% | – |
| WSH | New | WILLIS GROUP HOLDINGS PUBLIC | $66,776,000 | – | 1,423,785 | – | 0.94% | – |
| WPP | New | WPP PLC NEWadr | $64,878,000 | – | 575,569 | – | 0.91% | – |
| AEG | New | AEGON N Vny registry sh | $64,406,000 | – | 8,703,539 | – | 0.90% | – |
| SYT | New | SYNGENTA AGsponsored adr | $62,706,000 | – | 768,364 | – | 0.88% | – |
| PHG | New | KONINKLIJKE PHILIPS N Vny reg sh new | $55,922,000 | – | 2,196,459 | – | 0.78% | – |
| SYNA | New | SYNAPTICS INC | $52,946,000 | – | 610,433 | – | 0.74% | – |
| BKU | New | BANKUNITED INC | $47,676,000 | – | 1,326,912 | – | 0.67% | – |
| MGLN | New | MAGELLAN HEALTH INC | $46,303,000 | – | 660,808 | – | 0.65% | – |
| MENT | New | MENTOR GRAPHICS CORP | $46,029,000 | – | 1,741,549 | – | 0.65% | – |
| KALU | New | KAISER ALUMINUM CORP | $44,766,000 | – | 538,832 | – | 0.63% | – |
| ENS | New | ENERSYS | $44,709,000 | – | 636,058 | – | 0.63% | – |
| TCF | New | TCF FINL CORP | $44,438,000 | – | 2,675,360 | – | 0.62% | – |
| TGI | New | TRIUMPH GROUP INC NEW | $44,276,000 | – | 670,944 | – | 0.62% | – |
| MSCC | New | MICROSEMI CORP | $43,819,000 | – | 1,253,762 | – | 0.62% | – |
| MDCO | New | MEDICINES CO | $43,228,000 | – | 1,510,929 | – | 0.61% | – |
| BECN | New | BEACON ROOFING SUPPLY INC | $43,181,000 | – | 1,299,863 | – | 0.61% | – |
| UMPQ | New | UMPQUA HLDGS CORP | $42,412,000 | – | 2,357,543 | – | 0.60% | – |
| BID | New | SOTHEBYS | $42,144,000 | – | 931,560 | – | 0.59% | – |
| DBD | New | DIEBOLD INC | $42,030,000 | – | 1,200,856 | – | 0.59% | – |
| SLCA | New | U S SILICA HLDGS INC | $41,857,000 | – | 1,425,657 | – | 0.59% | – |
| BKE | New | BUCKLE INC | $41,645,000 | – | 909,868 | – | 0.58% | – |
| AMAG | New | AMAG PHARMACEUTICALS INC | $41,463,000 | – | 600,395 | – | 0.58% | – |
| LQ | New | LA QUINTA HLDGS INC | $41,259,000 | – | 1,805,665 | – | 0.58% | – |
| AYR | New | AIRCASTLE LTD | $41,087,000 | – | 1,812,376 | – | 0.58% | – |
| CATY | New | CATHAY GEN BANCORP | $40,837,000 | – | 1,258,446 | – | 0.57% | – |
| TDS | New | TELEPHONE & DATA SYS INC | $40,835,000 | – | 1,388,952 | – | 0.57% | – |
| PRA | New | PROASSURANCE CORP | $40,698,000 | – | 880,726 | – | 0.57% | – |
| RBC | New | REGAL BELOIT CORP | $40,526,000 | – | 558,280 | – | 0.57% | – |
| AVGTF | New | AVG TECHNOLOGIES N V | $40,504,000 | – | 1,488,587 | – | 0.57% | – |
| GATX | New | GATX CORP | $40,405,000 | – | 760,207 | – | 0.57% | – |
| CATM | New | CARDTRONICS INC | $40,202,000 | – | 1,085,066 | – | 0.56% | – |
| QSII | New | QUALITY SYS INC | $39,853,000 | – | 2,405,141 | – | 0.56% | – |
| HAE | New | HAEMONETICS CORP | $39,778,000 | – | 961,743 | – | 0.56% | – |
| GCO | New | GENESCO INC | $39,435,000 | – | 597,221 | – | 0.55% | – |
| EVTC | New | EVERTEC INC | $39,211,000 | – | 1,846,094 | – | 0.55% | – |
| GNRC | New | GENERAC HLDGS INC | $39,263,000 | – | 987,740 | – | 0.55% | – |
| OASPQ | New | OASIS PETE INC NEW | $39,150,000 | – | 2,470,012 | – | 0.55% | – |
| POR | New | PORTLAND GEN ELEC CO | $37,090,000 | – | 1,118,520 | – | 0.52% | – |
| SBGI | New | SINCLAIR BROADCAST GROUP INCcl a | $36,283,000 | – | 1,300,003 | – | 0.51% | – |
| JDSU | New | JDS UNIPHASE CORP | $36,058,000 | – | 3,113,834 | – | 0.51% | – |
| FINL | New | FINISH LINE INCcl a | $35,500,000 | – | 1,276,075 | – | 0.50% | – |
| CBT | New | CABOT CORP | $34,455,000 | – | 923,966 | – | 0.48% | – |
| EPAC | New | ACTUANT CORPcl a new | $34,074,000 | – | 1,475,709 | – | 0.48% | – |
| LSCC | New | LATTICE SEMICONDUCTOR CORP | $33,762,000 | – | 5,732,129 | – | 0.47% | – |
| EXPR | New | EXPRESS INC | $33,660,000 | – | 1,858,637 | – | 0.47% | – |
| GPI | New | GROUP 1 AUTOMOTIVE INC | $33,598,000 | – | 369,899 | – | 0.47% | – |
| OWW | New | ORBITZ WORLDWIDE INC | $33,354,000 | – | 2,920,643 | – | 0.47% | – |
| BBCN | New | BBCN BANCORP INC | $32,730,000 | – | 2,212,971 | – | 0.46% | – |
| AAWW | New | ATLAS AIR WORLDWIDE HLDGS IN | $32,763,000 | – | 596,123 | – | 0.46% | – |
| TPRE | New | THIRD PT REINS LTD | $31,968,000 | – | 2,167,350 | – | 0.45% | – |
| IART | New | INTEGRA LIFESCIENCES HLDGS C | $30,968,000 | – | 459,670 | – | 0.44% | – |
| SAH | New | SONIC AUTOMOTIVE INCcl a | $30,426,000 | – | 1,276,810 | – | 0.43% | – |
| TIVO | New | TIVO INC | $29,546,000 | – | 2,913,822 | – | 0.42% | – |
| BCO | New | BRINKS CO | $27,076,000 | – | 920,006 | – | 0.38% | – |
| BCEI | New | BONANZA CREEK ENERGY INC | $22,000,000 | – | 1,205,494 | – | 0.31% | – |
| EMC | New | E M C CORP MASScall | $7,917,000 | – | 300,000 | – | 0.11% | – |
| F | New | FORD MTR CO DELcall | $6,004,000 | – | 400,000 | – | 0.08% | – |
| AXP | New | AMERICAN EXPRESS COcall | $5,440,000 | – | 70,000 | – | 0.08% | – |
| SYNA | New | SYNAPTICS INCcall | $5,204,000 | – | 60,000 | – | 0.07% | – |
| MUFG | New | MITSUBISHI UFJ FINL GROUP INsponsored adr | $4,942,000 | – | 684,500 | – | 0.07% | – |
| BXLT | New | BAXALTA INC | $3,631,000 | – | 113,675 | – | 0.05% | – |
| AZN | New | ASTRAZENECA PLCcall | $3,186,000 | – | 50,000 | – | 0.04% | – |
| SNPS | New | SYNOPSYS INC | $2,893,000 | – | 57,114 | – | 0.04% | – |
| PKI | New | PERKINELMER INC | $2,872,000 | – | 54,561 | – | 0.04% | – |
| LQD | New | ISHARES TRiboxx inv cp etf | $2,696,000 | – | 23,295 | – | 0.04% | – |
| HNT | New | HEALTH NET INC | $2,564,000 | – | 39,980 | – | 0.04% | – |
| ZION | New | ZIONS BANCORPORATION | $2,532,000 | – | 79,787 | – | 0.04% | – |
| HUN | New | HUNTSMAN CORP | $2,520,000 | – | 114,163 | – | 0.04% | – |
| IAC | New | IAC INTERACTIVECORP | $2,469,000 | – | 30,998 | – | 0.04% | – |
| LKQ | New | LKQ CORP | $2,449,000 | – | 80,987 | – | 0.03% | – |
| PVH | New | PVH CORP | $2,444,000 | – | 21,217 | – | 0.03% | – |
| MMS | New | MAXIMUS INC | $2,447,000 | – | 37,232 | – | 0.03% | – |
| MXIM | New | MAXIM INTEGRATED PRODS INC | $2,328,000 | – | 67,333 | – | 0.03% | – |
| PTC | New | PTC INC | $2,321,000 | – | 56,585 | – | 0.03% | – |
| RGA | New | REINSURANCE GROUP AMER INC | $2,324,000 | – | 24,494 | – | 0.03% | – |
| BRKR | New | BRUKER CORP | $2,359,000 | – | 115,561 | – | 0.03% | – |
| SHY | New | ISHARES TR1-3 yr tr bd etf | $2,342,000 | – | 27,596 | – | 0.03% | – |
| CIT | New | CIT GROUP INC | $2,294,000 | – | 49,349 | – | 0.03% | – |
| RMD | New | RESMED INC | $2,259,000 | – | 40,067 | – | 0.03% | – |
| BAH | New | BOOZ ALLEN HAMILTON HLDG CORcl a | $2,231,000 | – | 88,386 | – | 0.03% | – |
| URBN | New | URBAN OUTFITTERS INC | $2,195,000 | – | 62,723 | – | 0.03% | – |
| XEC | New | CIMAREX ENERGY CO | $2,179,000 | – | 19,753 | – | 0.03% | – |
| JBL | New | JABIL CIRCUIT INC | $2,111,000 | – | 99,155 | – | 0.03% | – |
| OI | New | OWENS ILL INC | $2,153,000 | – | 93,862 | – | 0.03% | – |
| EXPD | New | EXPEDITORS INTL WASH INC | $2,162,000 | – | 46,886 | – | 0.03% | – |
| CR | New | CRANE CO | $2,076,000 | – | 35,350 | – | 0.03% | – |
| SMG | New | SCOTTS MIRACLE GRO COcl a | $2,031,000 | – | 34,303 | – | 0.03% | – |
| WLL | New | WHITING PETE CORP NEW | $2,071,000 | – | 61,631 | – | 0.03% | – |
| TKR | New | TIMKEN CO | $2,089,000 | – | 57,124 | – | 0.03% | – |
| AGZ | New | ISHARESagency bond etf | $2,061,000 | – | 18,214 | – | 0.03% | – |
| PNW | New | PINNACLE WEST CAP CORP | $2,010,000 | – | 35,333 | – | 0.03% | – |
| KEX | New | KIRBY CORP | $2,024,000 | – | 26,402 | – | 0.03% | – |
| NAVI | New | NAVIENT CORP | $1,980,000 | – | 108,731 | – | 0.03% | – |
| ATI | New | ALLEGHENY TECHNOLOGIES INC | $1,979,000 | – | 65,520 | – | 0.03% | – |
| FOSL | New | FOSSIL GROUP INC | $1,839,000 | – | 26,516 | – | 0.03% | – |
| SONY | New | SONY CORPcall | $1,420,000 | – | 50,000 | – | 0.02% | – |
| TRU | New | TRANSUNION | $680,000 | – | 27,100 | – | 0.01% | – |
| AGG | New | ISHARES TRcore us aggbd et | $307,000 | – | 2,823 | – | 0.00% | – |
| PDS | New | PRECISION DRILLING CORP | $271,000 | – | 40,300 | – | 0.00% | – |
| GOOG | New | GOOGLE INCcl c | $313,000 | – | 601 | – | 0.00% | – |
| AGRO | New | ADECOAGRO S A | $265,000 | – | 28,705 | – | 0.00% | – |
| CSTM | New | CONSTELLIUM NVcl a | $189,000 | – | 15,975 | – | 0.00% | – |
| IWD | New | ISHARES TRrus 1000 val etf | $215,000 | – | 2,080 | – | 0.00% | – |
Q4 2014
| Value | Shares | ↓ Weighting | ||||||
|---|---|---|---|---|---|---|---|---|
| FRA | Exit | BLACKROCK FLOAT RATE OME STR | $0 | – | -10,200 | – | -0.00% | – |
| AGRO | Exit | ADECOAGRO S A | $0 | – | -13,355 | – | -0.00% | – |
| CSTM | Exit | CONSTELLIUM NVcl a | $0 | – | -8,766 | – | -0.00% | – |
| EFG | Exit | ISHARESeafe grwth etf | $0 | – | -4,100 | – | -0.00% | – |
| AGG | Exit | ISHARES TRcore us aggbd et | $0 | – | -2,640 | – | -0.00% | – |
| GOOG | Exit | GOOGLE INCcl c | $0 | – | -600 | – | -0.01% | – |
| PZA | Exit | POWERSHARES GLOBAL ETF TRUSTinsur natl mun | $0 | – | -25,000 | – | -0.01% | – |
| CR | Exit | CRANE CO | $0 | – | -15,857 | – | -0.01% | – |
| ANF | Exit | ABERCROMBIE & FITCH COcl a | $0 | – | -27,782 | – | -0.01% | – |
| FOSL | Exit | FOSSIL GROUP INC | $0 | – | -11,233 | – | -0.02% | – |
| ATI | Exit | ALLEGHENY TECHNOLOGIES INC | $0 | – | -27,674 | – | -0.02% | – |
| J106OPTLDIV | Exit | CBS OUTDOOR AMERS INC | $0 | – | -34,825 | – | -0.02% | – |
| SPXC | Exit | SPX CORP | $0 | – | -11,131 | – | -0.02% | – |
| WLL | Exit | WHITING PETE CORP NEW | $0 | – | -13,619 | – | -0.02% | – |
| HDS | Exit | HD SUPPLY HLDGS INC | $0 | – | -41,248 | – | -0.02% | – |
| RGA | Exit | REINSURANCE GROUP AMER INC | $0 | – | -14,292 | – | -0.02% | – |
| TSO | Exit | TESORO CORP | $0 | – | -18,277 | – | -0.02% | – |
| TGI | Exit | TRIUMPH GROUP INC NEW | $0 | – | -17,169 | – | -0.02% | – |
| MXIM | Exit | MAXIM INTEGRATED PRODS INC | $0 | – | -37,394 | – | -0.02% | – |
| KEX | Exit | KIRBY CORP | $0 | – | -9,760 | – | -0.02% | – |
| ZION | Exit | ZIONS BANCORPORATION | $0 | – | -39,291 | – | -0.02% | – |
| COTY | Exit | COTY INC | $0 | – | -66,507 | – | -0.02% | – |
| AMCX | Exit | AMC NETWORKS INCcl a | $0 | – | -18,965 | – | -0.02% | – |
| IAC | Exit | IAC INTERACTIVECORP | $0 | – | -16,819 | – | -0.02% | – |
| EXPD | Exit | EXPEDITORS INTL WASH INC | $0 | – | -27,292 | – | -0.02% | – |
| PKI | Exit | PERKINELMER INC | $0 | – | -25,258 | – | -0.02% | – |
| CIT | Exit | CIT GROUP INC | $0 | – | -24,319 | – | -0.02% | – |
| JBL | Exit | JABIL CIRCUIT INC | $0 | – | -55,769 | – | -0.02% | – |
| MMS | Exit | MAXIMUS INC | $0 | – | -27,526 | – | -0.02% | – |
| JWN | Exit | NORDSTROM INC | $0 | – | -16,451 | – | -0.02% | – |
| PVH | Exit | PVH CORP | $0 | – | -9,571 | – | -0.02% | – |
| NAVI | Exit | NAVIENT CORP | $0 | – | -65,255 | – | -0.02% | – |
| PETM | Exit | PETSMART INC | $0 | – | -16,827 | – | -0.02% | – |
| AXS | Exit | AXIS CAPITAL HOLDINGS LTD | $0 | – | -25,625 | – | -0.02% | – |
| INFA | Exit | INFORMATICA CORP | $0 | – | -36,697 | – | -0.02% | – |
| SABR | Exit | SABRE CORP | $0 | – | -97,175 | – | -0.02% | – |
| HUN | Exit | HUNTSMAN CORP | $0 | – | -67,717 | – | -0.02% | – |
| SNPS | Exit | SYNOPSYS INC | $0 | – | -45,496 | – | -0.03% | – |
| CFN | Exit | CAREFUSION CORP | $0 | – | -41,061 | – | -0.03% | – |
| AGZ | Exit | ISHARESagency bond etf | $0 | – | -18,428 | – | -0.03% | – |
| SHY | Exit | ISHARES TR1-3 yr tr bd etf | $0 | – | -28,154 | – | -0.03% | – |
| LQD | Exit | ISHARES TRiboxx inv cp etf | $0 | – | -21,184 | – | -0.04% | – |
| VEC | Exit | VECTRUS INC | $0 | – | -129,206 | – | -0.04% | – |
| EMC | Exit | E M C CORP MASScall | $0 | – | -200,000 | – | -0.08% | – |
| MUFG | Exit | MITSUBISHI UFJ FINL GROUP INsponsored adr | $0 | – | -1,177,950 | – | -0.10% | – |
| P | Exit | PANDORA MEDIA INC | $0 | – | -311,465 | – | -0.11% | – |
| F | Exit | FORD MTR CO DELcall | $0 | – | -600,000 | – | -0.13% | – |
| ABT | Exit | ABBOTT LABScall | $0 | – | -250,000 | – | -0.15% | – |
| SCZ | Exit | ISHARESeafe sml cp etf | $0 | – | -227,000 | – | -0.16% | – |
| SONY | Exit | SONY CORPcall | $0 | – | -650,000 | – | -0.17% | – |
| PBF | Exit | PBF ENERGY INCcl a | $0 | – | -498,425 | – | -0.17% | – |
| VLO | Exit | VALERO ENERGY CORP NEWcall | $0 | – | -275,000 | – | -0.18% | – |
| KEGXQ | Exit | KEY ENERGY SVCS INC | $0 | – | -4,469,244 | – | -0.31% | – |
| QSII | Exit | QUALITY SYS INC | $0 | – | -1,976,960 | – | -0.39% | – |
| CATM | Exit | CARDTRONICS INC | $0 | – | -799,002 | – | -0.40% | – |
| BCO | Exit | BRINKS CO | $0 | – | -1,219,516 | – | -0.42% | – |
| BBCN | Exit | BBCN BANCORP INC | $0 | – | -2,074,885 | – | -0.43% | – |
| TPRE | Exit | THIRD PT REINS LTD | $0 | – | -2,167,757 | – | -0.45% | – |
| EXPR | Exit | EXPRESS INC | $0 | – | -2,030,398 | – | -0.45% | – |
| AAWW | Exit | ATLAS AIR WORLDWIDE HLDGS IN | $0 | – | -962,226 | – | -0.45% | – |
| HMHC | Exit | HOUGHTON MIFFLIN HARCOURT CO | $0 | – | -1,669,719 | – | -0.46% | – |
| SCHL | Exit | SCHOLASTIC CORP | $0 | – | -1,007,683 | – | -0.47% | – |
| HOSSQ | Exit | HORNBECK OFFSHORE SVCS INC N | $0 | – | -1,030,822 | – | -0.48% | – |
| GDOT | Exit | GREEN DOT CORPcl a | $0 | – | -1,652,532 | – | -0.50% | – |
| IART | Exit | INTEGRA LIFESCIENCES HLDGS C | $0 | – | -703,526 | – | -0.50% | – |
| BECN | Exit | BEACON ROOFING SUPPLY INC | $0 | – | -1,406,676 | – | -0.51% | – |
| LQ | Exit | LA QUINTA HLDGS INC | $0 | – | -1,910,297 | – | -0.52% | – |
| UIS | Exit | UNISYS CORP | $0 | – | -1,568,597 | – | -0.52% | – |
| AVGTF | Exit | AVG TECHNOLOGIES N V | $0 | – | -2,224,896 | – | -0.53% | – |
| OWW | Exit | ORBITZ WORLDWIDE INC | $0 | – | -4,908,140 | – | -0.55% | – |
| AYR | Exit | AIRCASTLE LTD | $0 | – | -2,366,482 | – | -0.55% | – |
| FET | Exit | FORUM ENERGY TECHNOLOGIES IN | $0 | – | -1,296,354 | – | -0.57% | – |
| HAE | Exit | HAEMONETICS CORP | $0 | – | -1,140,441 | – | -0.57% | – |
| DBD | Exit | DIEBOLD INC | $0 | – | -1,129,746 | – | -0.57% | – |
| GPI | Exit | GROUP 1 AUTOMOTIVE INC | $0 | – | -549,056 | – | -0.57% | – |
| GTLS | Exit | CHART INDS INC | $0 | – | -653,192 | – | -0.57% | – |
| RBC | Exit | REGAL BELOIT CORP | $0 | – | -623,870 | – | -0.57% | – |
| FNFG | Exit | FIRST NIAGARA FINL GP INC | $0 | – | -4,828,716 | – | -0.58% | – |
| XLS | Exit | EXELIS INC | $0 | – | -2,446,773 | – | -0.58% | – |
| WPP | Exit | WPP PLC NEWadr | $0 | – | -403,423 | – | -0.58% | – |
| WCG | Exit | WELLCARE HEALTH PLANS INC | $0 | – | -680,174 | – | -0.59% | – |
| EVTC | Exit | EVERTEC INC | $0 | – | -1,835,667 | – | -0.59% | – |
| SLCA | Exit | U S SILICA HLDGS INC | $0 | – | -657,763 | – | -0.59% | – |
| TDS | Exit | TELEPHONE & DATA SYS INC | $0 | – | -1,727,379 | – | -0.59% | – |
| MENT | Exit | MENTOR GRAPHICS CORP | $0 | – | -2,019,105 | – | -0.59% | – |
| ENS | Exit | ENERSYS | $0 | – | -706,090 | – | -0.59% | – |
| BID | Exit | SOTHEBYS | $0 | – | -1,163,005 | – | -0.59% | – |
| PHG | Exit | KONINKLIJKE PHILIPS N Vny reg sh new | $0 | – | -1,312,789 | – | -0.60% | – |
| BKE | Exit | BUCKLE INC | $0 | – | -929,634 | – | -0.60% | – |
| BCS | Exit | BARCLAYS PLCadr | $0 | – | -2,853,346 | – | -0.60% | – |
| CST | Exit | CST BRANDS INC | $0 | – | -1,183,794 | – | -0.61% | – |
| HNT | Exit | HEALTH NET INC | $0 | – | -924,854 | – | -0.61% | – |
| ODP | Exit | OFFICE DEPOT INC | $0 | – | -8,326,276 | – | -0.61% | – |
| GCO | Exit | GENESCO INC | $0 | – | -572,494 | – | -0.61% | – |
| UMPQ | Exit | UMPQUA HLDGS CORP | $0 | – | -2,611,562 | – | -0.62% | – |
| TCF | Exit | TCF FINL CORP | $0 | – | -2,778,739 | – | -0.62% | – |
| BCEI | Exit | BONANZA CREEK ENERGY INC | $0 | – | -762,193 | – | -0.62% | – |
| TTEK | Exit | TETRA TECH INC NEW | $0 | – | -1,745,337 | – | -0.62% | – |
| JDSU | Exit | JDS UNIPHASE CORP | $0 | – | -3,422,577 | – | -0.63% | – |
| DK | Exit | DELEK US HLDGS INC | $0 | – | -1,324,796 | – | -0.63% | – |
| KALU | Exit | KAISER ALUMINUM CORP | $0 | – | -577,220 | – | -0.63% | – |
| MGLN | Exit | MAGELLAN HEALTH INC | $0 | – | -810,476 | – | -0.63% | – |
| CATY | Exit | CATHAY GEN BANCORP | $0 | – | -1,794,827 | – | -0.64% | – |
| DAR | Exit | DARLING INGREDIENTS INC | $0 | – | -2,430,525 | – | -0.64% | – |
| AEG | Exit | AEGON N Vny registry sh | $0 | – | -5,445,507 | – | -0.64% | – |
| PRA | Exit | PROASSURANCE CORP | $0 | – | -1,019,169 | – | -0.64% | – |
| SMG | Exit | SCOTTS MIRACLE GRO COcl a | $0 | – | -824,990 | – | -0.65% | – |
| MSCC | Exit | MICROSEMI CORP | $0 | – | -1,791,064 | – | -0.65% | – |
| HSBC | Exit | HSBC HLDGS PLCspon adr new | $0 | – | -950,403 | – | -0.69% | – |
| SLB | Exit | SCHLUMBERGER LTD | $0 | – | -480,635 | – | -0.70% | – |
| CHKP | Exit | CHECK POINT SOFTWARE TECH LTord | $0 | – | -714,102 | – | -0.71% | – |
| BBVA | Exit | BANCO BILBAO VIZCAYA ARGENTAsponsored adr | $0 | – | -4,173,672 | – | -0.72% | – |
| TSM | Exit | TAIWAN SEMICONDUCTOR MFG LTDsponsored adr | $0 | – | -2,507,859 | – | -0.72% | – |
| NTTYY | Exit | NIPPON TELEG & TEL CORPsponsored adr | $0 | – | -1,700,975 | – | -0.76% | – |
| SU | Exit | SUNCOR ENERGY INC NEW | $0 | – | -1,485,287 | – | -0.77% | – |
| AMX | Exit | AMERICA MOVIL SAB DE CV | $0 | – | -2,154,846 | – | -0.78% | – |
| TIVO | Exit | TIVO INC | $0 | – | -4,513,257 | – | -0.83% | – |
| CFG | Exit | CITIZENS FINL GROUP INC | $0 | – | -2,516,466 | – | -0.84% | – |
| SMFG | Exit | SUMITOMO MITSUI FINL GROUP Isponsored adr | $0 | – | -9,319,241 | – | -1.09% | – |
| WSH | Exit | WILLIS GROUP HOLDINGS PUBLIC | $0 | – | -1,851,639 | – | -1.10% | – |
| MON | Exit | MONSANTO CO NEW | $0 | – | -705,199 | – | -1.14% | – |
| SWK | Exit | STANLEY BLACK & DECKER INC | $0 | – | -895,023 | – | -1.14% | – |
| CVS | Exit | CVS HEALTH CORP | $0 | – | -1,039,646 | – | -1.18% | – |
| VOD | Exit | VODAFONE GROUP PLC NEWspnsr adr no par | $0 | – | -2,558,162 | – | -1.20% | – |
| CCL | Exit | CARNIVAL CORPpaired ctf | $0 | – | -2,133,175 | – | -1.23% | – |
| BAX | Exit | BAXTER INTL INC | $0 | – | -1,307,936 | – | -1.34% | – |
| HAL | Exit | HALLIBURTON CO | $0 | – | -1,464,604 | – | -1.35% | – |
| EMR | Exit | EMERSON ELEC CO | $0 | – | -1,515,155 | – | -1.36% | – |
| BBT | Exit | BB&T CORP | $0 | – | -2,570,362 | – | -1.37% | – |
| DOX | Exit | AMDOCS LTD | $0 | – | -2,134,976 | – | -1.40% | – |
| AET | Exit | AETNA INC NEW | $0 | – | -1,209,012 | – | -1.40% | – |
| HON | Exit | HONEYWELL INTL INC | $0 | – | -1,052,885 | – | -1.40% | – |
| DOW | Exit | DOW CHEM CO | $0 | – | -1,885,801 | – | -1.41% | – |
| MGM | Exit | MGM RESORTS INTERNATIONAL | $0 | – | -4,405,485 | – | -1.44% | – |
| RF | Exit | REGIONS FINL CORP NEW | $0 | – | -9,992,566 | – | -1.44% | – |
| VNTV | Exit | VANTIV INCcl a | $0 | – | -3,261,245 | – | -1.44% | – |
| MET | Exit | METLIFE INC | $0 | – | -1,897,452 | – | -1.46% | – |
| MRK | Exit | MERCK & CO INC NEW | $0 | – | -1,720,188 | – | -1.46% | – |
| A | Exit | AGILENT TECHNOLOGIES INC | $0 | – | -1,791,617 | – | -1.46% | – |
| VZ | Exit | VERIZON COMMUNICATIONS INC | $0 | – | -2,044,184 | – | -1.46% | – |
| EBAY | Exit | EBAY INC | $0 | – | -1,814,532 | – | -1.47% | – |
| ESRX | Exit | EXPRESS SCRIPTS HLDG CO | $0 | – | -1,458,042 | – | -1.47% | – |
| ABT | Exit | ABBOTT LABS | $0 | – | -2,484,012 | – | -1.48% | – |
| MRO | Exit | MARATHON OIL CORP | $0 | – | -2,752,991 | – | -1.48% | – |
| ATVI | Exit | ACTIVISION BLIZZARD INC | $0 | – | -4,981,237 | – | -1.48% | – |
| SYF | Exit | SYNCHRONY FINL | $0 | – | -4,277,248 | – | -1.50% | – |
| ACE | Exit | ACE LTD | $0 | – | -1,007,086 | – | -1.51% | – |
| EMC | Exit | E M C CORP MASS | $0 | – | -3,623,667 | – | -1.52% | – |
| COF | Exit | CAPITAL ONE FINL CORP | $0 | – | -1,301,990 | – | -1.52% | – |
| TGT | Exit | TARGET CORP | $0 | – | -1,706,238 | – | -1.53% | – |
| F | Exit | FORD MTR CO DEL | $0 | – | -9,007,821 | – | -1.91% | – |
| VLO | Exit | VALERO ENERGY CORP NEW | $0 | – | -3,033,932 | – | -2.01% | – |
| CMCSA | Exit | COMCAST CORP NEWcl a | $0 | – | -2,627,815 | – | -2.02% | – |
| APC | Exit | ANADARKO PETE CORP | $0 | – | -1,440,994 | – | -2.09% | – |
| NVS | Exit | NOVARTIS A Gsponsored adr | $0 | – | -1,602,006 | – | -2.16% | – |
| GOOGL | Exit | GOOGLE INCcl a | $0 | – | -265,560 | – | -2.24% | – |
| SONY | Exit | SONY CORPadr new | $0 | – | -10,074,101 | – | -2.60% | – |
Q3 2014
| Value | Shares | ↓ Weighting | ||||||
|---|---|---|---|---|---|---|---|---|
| SONY | Buy | SONY CORPadr new | $181,737,000 | +8.1% | 10,074,101 | +0.5% | 2.60% | +10.6% |
| GOOGL | Sell | GOOGLE INCcl a | $156,258,000 | -2.7% | 265,560 | -3.3% | 2.24% | -0.4% |
| NVS | Sell | NOVARTIS A Gsponsored adr | $150,797,000 | +3.8% | 1,602,006 | -0.2% | 2.16% | +6.3% |
| APC | Sell | ANADARKO PETE CORP | $146,174,000 | -11.1% | 1,440,994 | -4.0% | 2.09% | -9.0% |
| CMCSA | Sell | COMCAST CORP NEWcl a | $141,324,000 | -4.3% | 2,627,815 | -4.5% | 2.02% | -2.1% |
| VLO | Buy | VALERO ENERGY CORP NEW | $140,380,000 | +47.2% | 3,033,932 | +59.4% | 2.01% | +50.6% |
| F | Sell | FORD MTR CO DEL | $133,226,000 | -18.0% | 9,007,821 | -4.4% | 1.91% | -16.0% |
| TGT | Sell | TARGET CORP | $106,947,000 | +1.2% | 1,706,238 | -6.5% | 1.53% | +3.6% |
| COF | Sell | CAPITAL ONE FINL CORP | $106,268,000 | -3.9% | 1,301,990 | -2.8% | 1.52% | -1.7% |
| EMC | Sell | E M C CORP MASS | $106,028,000 | -28.8% | 3,623,667 | -35.9% | 1.52% | -27.1% |
| ACE | Sell | ACE LTD | $105,613,000 | -2.5% | 1,007,086 | -3.6% | 1.51% | -0.1% |
| SYF | New | SYNCHRONY FINL | $105,006,000 | – | 4,277,248 | – | 1.50% | – |
| ATVI | Sell | ACTIVISION BLIZZARD INC | $103,560,000 | -12.3% | 4,981,237 | -5.9% | 1.48% | -10.2% |
| MRO | New | MARATHON OIL CORP | $103,485,000 | – | 2,752,991 | – | 1.48% | – |
| ABT | Sell | ABBOTT LABS | $103,310,000 | -3.9% | 2,484,012 | -5.5% | 1.48% | -1.7% |
| ESRX | Sell | EXPRESS SCRIPTS HLDG CO | $102,982,000 | -0.5% | 1,458,042 | -2.4% | 1.47% | +1.8% |
| EBAY | New | EBAY INC | $102,757,000 | – | 1,814,532 | – | 1.47% | – |
| VZ | Sell | VERIZON COMMUNICATIONS INC | $102,189,000 | -0.6% | 2,044,184 | -2.7% | 1.46% | +1.7% |
| A | Sell | AGILENT TECHNOLOGIES INC | $102,086,000 | -3.2% | 1,791,617 | -2.5% | 1.46% | -1.0% |
| MRK | Sell | MERCK & CO INC NEW | $101,973,000 | -31.0% | 1,720,188 | -32.6% | 1.46% | -29.3% |
| MET | Sell | METLIFE INC | $101,931,000 | -3.7% | 1,897,452 | -0.4% | 1.46% | -1.4% |
| VNTV | Buy | VANTIV INCcl a | $100,772,000 | -8.0% | 3,261,245 | +0.1% | 1.44% | -5.8% |
| RF | Buy | REGIONS FINL CORP NEW | $100,325,000 | +0.0% | 9,992,566 | +5.8% | 1.44% | +2.4% |
| MGM | Sell | MGM RESORTS INTERNATIONAL | $100,357,000 | -15.9% | 4,405,485 | -2.6% | 1.44% | -14.0% |
| DOW | Sell | DOW CHEM CO | $98,891,000 | -1.6% | 1,885,801 | -3.4% | 1.41% | +0.7% |
| HON | Sell | HONEYWELL INTL INC | $98,045,000 | -2.8% | 1,052,885 | -2.9% | 1.40% | -0.5% |
| DOX | Sell | AMDOCS LTD | $97,953,000 | -1.7% | 2,134,976 | -0.8% | 1.40% | +0.6% |
| AET | Sell | AETNA INC NEW | $97,930,000 | -10.4% | 1,209,012 | -10.3% | 1.40% | -8.3% |
| BBT | Sell | BB&T CORP | $95,643,000 | -8.6% | 2,570,362 | -3.1% | 1.37% | -6.5% |
| EMR | Buy | EMERSON ELEC CO | $94,818,000 | +11.5% | 1,515,155 | +18.3% | 1.36% | +14.1% |
| HAL | Sell | HALLIBURTON CO | $94,482,000 | -19.6% | 1,464,604 | -11.5% | 1.35% | -17.8% |
| BAX | Sell | BAXTER INTL INC | $93,871,000 | -5.5% | 1,307,936 | -4.8% | 1.34% | -3.3% |
| CCL | Sell | CARNIVAL CORPpaired ctf | $85,690,000 | -10.9% | 2,133,175 | -16.5% | 1.23% | -8.8% |
| VOD | Buy | VODAFONE GROUP PLC NEWspnsr adr no par | $84,138,000 | +97.7% | 2,558,162 | +100.7% | 1.20% | +102.2% |
| CVS | Sell | CVS HEALTH CORP | $82,745,000 | -18.5% | 1,039,646 | -22.8% | 1.18% | -16.6% |
| SWK | Sell | STANLEY BLACK & DECKER INC | $79,469,000 | -24.3% | 895,023 | -25.2% | 1.14% | -22.5% |
| MON | New | MONSANTO CO NEW | $79,342,000 | – | 705,199 | – | 1.14% | – |
| WSH | Sell | WILLIS GROUP HOLDINGS PUBLIC | $76,658,000 | -17.1% | 1,851,639 | -13.3% | 1.10% | -15.2% |
| SMFG | Buy | SUMITOMO MITSUI FINL GROUP Isponsored adr | $76,418,000 | +6.8% | 9,319,241 | +10.3% | 1.09% | +9.3% |
| CFG | New | CITIZENS FINL GROUP INC | $58,936,000 | – | 2,516,466 | – | 0.84% | – |
| TIVO | Buy | TIVO INC | $57,747,000 | +0.1% | 4,513,257 | +1.0% | 0.83% | +2.5% |
| AMX | Sell | AMERICA MOVIL SAB DE CV | $54,302,000 | +18.7% | 2,154,846 | -2.2% | 0.78% | +21.6% |
| SU | Buy | SUNCOR ENERGY INC NEW | $53,693,000 | -4.7% | 1,485,287 | +12.4% | 0.77% | -2.5% |
| NTTYY | Sell | NIPPON TELEG & TEL CORPsponsored adr | $52,917,000 | -2.7% | 1,700,975 | -2.4% | 0.76% | -0.4% |
| TSM | Buy | TAIWAN SEMICONDUCTOR MFG LTDsponsored adr | $50,609,000 | +3.4% | 2,507,859 | +9.6% | 0.72% | +5.8% |
| BBVA | Sell | BANCO BILBAO VIZCAYA ARGENTAsponsored adr | $50,084,000 | -29.9% | 4,173,672 | -25.4% | 0.72% | -28.3% |
| CHKP | Buy | CHECK POINT SOFTWARE TECH LTord | $49,444,000 | +7.4% | 714,102 | +3.9% | 0.71% | +9.8% |
| SLB | Buy | SCHLUMBERGER LTD | $48,876,000 | -6.8% | 480,635 | +8.1% | 0.70% | -4.6% |
| HSBC | New | HSBC HLDGS PLCspon adr new | $48,357,000 | – | 950,403 | – | 0.69% | – |
| MSCC | Sell | MICROSEMI CORP | $45,511,000 | -6.0% | 1,791,064 | -1.0% | 0.65% | -3.8% |
| SMG | Buy | SCOTTS MIRACLE GRO COcl a | $45,374,000 | +9.0% | 824,990 | +12.7% | 0.65% | +11.5% |
| PRA | Buy | PROASSURANCE CORP | $44,915,000 | -0.2% | 1,019,169 | +0.5% | 0.64% | +2.1% |
| AEG | Buy | AEGON N Vny registry sh | $44,762,000 | +1.6% | 5,445,507 | +8.4% | 0.64% | +3.9% |
| CATY | Sell | CATHAY GEN BANCORP | $44,566,000 | -3.6% | 1,794,827 | -0.8% | 0.64% | -1.4% |
| DAR | Buy | DARLING INGREDIENTS INC | $44,527,000 | -2.7% | 2,430,525 | +11.0% | 0.64% | -0.5% |
| MGLN | Buy | MAGELLAN HEALTH INC | $44,357,000 | -5.5% | 810,476 | +7.5% | 0.63% | -3.4% |
| KALU | Sell | KAISER ALUMINUM CORP | $43,996,000 | -6.0% | 577,220 | -10.1% | 0.63% | -3.8% |
| DK | New | DELEK US HLDGS INC | $43,877,000 | – | 1,324,796 | – | 0.63% | – |
| JDSU | Sell | JDS UNIPHASE CORP | $43,809,000 | -3.7% | 3,422,577 | -6.2% | 0.63% | -1.4% |
| TTEK | Buy | TETRA TECH INC NEW | $43,599,000 | -2.8% | 1,745,337 | +6.9% | 0.62% | -0.5% |
| BCEI | Sell | BONANZA CREEK ENERGY INC | $43,369,000 | -1.0% | 762,193 | -0.4% | 0.62% | +1.3% |
| TCF | Sell | TCF FINL CORP | $43,154,000 | -5.7% | 2,778,739 | -0.6% | 0.62% | -3.6% |
| UMPQ | Buy | UMPQUA HLDGS CORP | $43,012,000 | -5.7% | 2,611,562 | +2.7% | 0.62% | -3.5% |
| ODP | Sell | OFFICE DEPOT INC | $42,797,000 | -12.1% | 8,326,276 | -2.7% | 0.61% | -10.1% |
| GCO | Sell | GENESCO INC | $42,794,000 | -17.6% | 572,494 | -9.4% | 0.61% | -15.7% |
| HNT | Sell | HEALTH NET INC | $42,645,000 | -13.8% | 924,854 | -22.3% | 0.61% | -11.7% |
| CST | Sell | CST BRANDS INC | $42,557,000 | -11.7% | 1,183,794 | -15.3% | 0.61% | -9.6% |
| BCS | Buy | BARCLAYS PLCadr | $42,258,000 | +27.3% | 2,853,346 | +25.6% | 0.60% | +30.2% |
| BKE | Sell | BUCKLE INC | $42,196,000 | +1.9% | 929,634 | -0.4% | 0.60% | +4.3% |
| PHG | Buy | KONINKLIJKE PHILIPS N Vny reg sh new | $41,629,000 | +13.6% | 1,312,789 | +13.8% | 0.60% | +16.2% |
| BID | Buy | SOTHEBYS | $41,543,000 | -13.4% | 1,163,005 | +1.8% | 0.59% | -11.3% |
| MENT | New | MENTOR GRAPHICS CORP | $41,382,000 | – | 2,019,105 | – | 0.59% | – |
| ENS | New | ENERSYS | $41,405,000 | – | 706,090 | – | 0.59% | – |
| TDS | Sell | TELEPHONE & DATA SYS INC | $41,388,000 | -8.8% | 1,727,379 | -0.6% | 0.59% | -6.6% |
| SLCA | Sell | U S SILICA HLDGS INC | $41,117,000 | -28.4% | 657,763 | -36.5% | 0.59% | -26.8% |
| WCG | Buy | WELLCARE HEALTH PLANS INC | $41,042,000 | -15.3% | 680,174 | +4.8% | 0.59% | -13.3% |
| EVTC | Sell | EVERTEC INC | $41,009,000 | -8.1% | 1,835,667 | -0.3% | 0.59% | -5.9% |
| WPP | Buy | WPP PLC NEWadr | $40,520,000 | +3.3% | 403,423 | +12.1% | 0.58% | +5.8% |
| XLS | Sell | EXELIS INC | $40,470,000 | -3.3% | 2,446,773 | -0.8% | 0.58% | -1.0% |
| FNFG | Sell | FIRST NIAGARA FINL GP INC | $40,223,000 | -4.9% | 4,828,716 | -0.3% | 0.58% | -2.7% |
| RBC | Buy | REGAL BELOIT CORP | $40,084,000 | -17.0% | 623,870 | +1.5% | 0.57% | -15.1% |
| GPI | Sell | GROUP 1 AUTOMOTIVE INC | $39,922,000 | -14.0% | 549,056 | -0.3% | 0.57% | -12.0% |
| DBD | Sell | DIEBOLD INC | $39,903,000 | -12.4% | 1,129,746 | -0.4% | 0.57% | -10.4% |
| GTLS | Buy | CHART INDS INC | $39,930,000 | +922.0% | 653,192 | +1283.2% | 0.57% | +938.2% |
| HAE | Sell | HAEMONETICS CORP | $39,824,000 | -1.5% | 1,140,441 | -0.5% | 0.57% | +0.9% |
| FET | Buy | FORUM ENERGY TECHNOLOGIES IN | $39,681,000 | -15.0% | 1,296,354 | +1.2% | 0.57% | -12.9% |
| AYR | Buy | AIRCASTLE LTD | $38,716,000 | +301.3% | 2,366,482 | +335.9% | 0.55% | +310.4% |
| OWW | Buy | ORBITZ WORLDWIDE INC | $38,627,000 | +409.5% | 4,908,140 | +476.2% | 0.55% | +420.8% |
| AVGTF | Buy | AVG TECHNOLOGIES N V | $36,889,000 | +1.2% | 2,224,896 | +22.9% | 0.53% | +3.5% |
| UIS | Buy | UNISYS CORP | $36,721,000 | +13.8% | 1,568,597 | +20.3% | 0.52% | +16.4% |
| LQ | Sell | LA QUINTA HLDGS INC | $36,277,000 | -1.4% | 1,910,297 | -0.6% | 0.52% | +1.0% |
| BECN | Buy | BEACON ROOFING SUPPLY INC | $35,842,000 | -10.4% | 1,406,676 | +16.5% | 0.51% | -8.2% |
| GDOT | Sell | GREEN DOT CORPcl a | $34,935,000 | +11.2% | 1,652,532 | -0.2% | 0.50% | +13.9% |
| IART | Sell | INTEGRA LIFESCIENCES HLDGS C | $34,923,000 | +4.7% | 703,526 | -0.8% | 0.50% | +7.3% |
| HOSSQ | Sell | HORNBECK OFFSHORE SVCS INC N | $33,739,000 | -30.6% | 1,030,822 | -0.5% | 0.48% | -28.9% |
| SCHL | Sell | SCHOLASTIC CORP | $32,568,000 | -6.2% | 1,007,683 | -1.0% | 0.47% | -3.9% |
| HMHC | Sell | HOUGHTON MIFFLIN HARCOURT CO | $32,459,000 | +1.2% | 1,669,719 | -0.2% | 0.46% | +3.6% |
| AAWW | Sell | ATLAS AIR WORLDWIDE HLDGS IN | $31,773,000 | -11.3% | 962,226 | -1.0% | 0.45% | -9.2% |
| EXPR | Sell | EXPRESS INC | $31,695,000 | -30.0% | 2,030,398 | -23.6% | 0.45% | -28.4% |
| TPRE | Sell | THIRD PT REINS LTD | $31,541,000 | -4.9% | 2,167,757 | -0.3% | 0.45% | -2.8% |
| BBCN | Buy | BBCN BANCORP INC | $30,273,000 | -8.4% | 2,074,885 | +0.1% | 0.43% | -6.3% |
| BCO | Buy | BRINKS CO | $29,317,000 | +1.5% | 1,219,516 | +19.2% | 0.42% | +3.7% |
| CATM | New | CARDTRONICS INC | $28,125,000 | – | 799,002 | – | 0.40% | – |
| QSII | Sell | QUALITY SYS INC | $27,223,000 | -14.4% | 1,976,960 | -0.2% | 0.39% | -12.4% |
| KEGXQ | Sell | KEY ENERGY SVCS INC | $21,631,000 | -64.1% | 4,469,244 | -32.1% | 0.31% | -63.3% |
| VLO | Buy | VALERO ENERGY CORP NEWcall | $12,725,000 | +45.1% | 275,000 | +57.1% | 0.18% | +48.0% |
| PBF | Buy | PBF ENERGY INCcl a | $11,962,000 | +0.7% | 498,425 | +11.8% | 0.17% | +3.0% |
| SONY | Sell | SONY CORPcall | $11,726,000 | -6.8% | 650,000 | -13.3% | 0.17% | -4.5% |
| SCZ | New | ISHARESeafe sml cp etf | $11,010,000 | – | 227,000 | – | 0.16% | – |
| P | New | PANDORA MEDIA INC | $7,525,000 | – | 311,465 | – | 0.11% | – |
| MUFG | Buy | MITSUBISHI UFJ FINL GROUP INsponsored adr | $6,608,000 | +0.2% | 1,177,950 | +9.8% | 0.10% | +3.3% |
| EMC | Sell | E M C CORP MASScall | $5,852,000 | -63.0% | 200,000 | -66.7% | 0.08% | -62.0% |
| VEC | New | VECTRUS INC | $2,523,000 | – | 129,206 | – | 0.04% | – |
| LQD | Sell | ISHARES TRiboxx inv cp etf | $2,504,000 | -12.7% | 21,184 | -11.9% | 0.04% | -10.0% |
| SHY | Sell | ISHARES TR1-3 yr tr bd etf | $2,379,000 | -1.6% | 28,154 | -1.5% | 0.03% | 0.0% |
| AGZ | Sell | ISHARESagency bond etf | $2,069,000 | -8.3% | 18,428 | -8.0% | 0.03% | -6.2% |
| CFN | Buy | CAREFUSION CORP | $1,858,000 | +51.3% | 41,061 | +48.3% | 0.03% | +58.8% |
| SNPS | New | SYNOPSYS INC | $1,806,000 | – | 45,496 | – | 0.03% | – |
| SABR | Sell | SABRE CORP | $1,741,000 | -75.0% | 97,175 | -72.0% | 0.02% | -74.2% |
| HUN | Buy | HUNTSMAN CORP | $1,760,000 | +37.9% | 67,717 | +49.1% | 0.02% | +38.9% |
| INFA | Buy | INFORMATICA CORP | $1,257,000 | +155.0% | 36,697 | +165.4% | 0.02% | +157.1% |
| NAVI | Buy | NAVIENT CORP | $1,156,000 | +102.8% | 65,255 | +102.7% | 0.02% | +112.5% |
| AXS | Buy | AXIS CAPITAL HOLDINGS LTD | $1,213,000 | +128.9% | 25,625 | +114.3% | 0.02% | +142.9% |
| PVH | Buy | PVH CORP | $1,160,000 | +132.9% | 9,571 | +124.0% | 0.02% | +142.9% |
| PETM | New | PETSMART INC | $1,179,000 | – | 16,827 | – | 0.02% | – |
| JBL | Buy | JABIL CIRCUIT INC | $1,125,000 | +107.2% | 55,769 | +114.7% | 0.02% | +100.0% |
| RGA | Buy | REINSURANCE GROUP AMER INC | $1,145,000 | +121.9% | 14,292 | +118.5% | 0.02% | +128.6% |
| PKI | Buy | PERKINELMER INC | $1,101,000 | +102.0% | 25,258 | +117.2% | 0.02% | +100.0% |
| JWN | Buy | NORDSTROM INC | $1,125,000 | +113.5% | 16,451 | +111.9% | 0.02% | +128.6% |
| MMS | Buy | MAXIMUS INC | $1,105,000 | +105.4% | 27,526 | +120.1% | 0.02% | +100.0% |
| MXIM | New | MAXIM INTEGRATED PRODS INC | $1,131,000 | – | 37,394 | – | 0.02% | – |
| KEX | Buy | KIRBY CORP | $1,150,000 | +104.6% | 9,760 | +103.3% | 0.02% | +100.0% |
| TSO | Buy | TESORO CORP | $1,115,000 | +110.8% | 18,277 | +102.7% | 0.02% | +128.6% |
| TGI | New | TRIUMPH GROUP INC NEW | $1,117,000 | – | 17,169 | – | 0.02% | – |
| IAC | Buy | IAC INTERACTIVECORP | $1,108,000 | -3.5% | 16,819 | +1.4% | 0.02% | 0.0% |
| HDS | Buy | HD SUPPLY HLDGS INC | $1,124,000 | +111.7% | 41,248 | +120.5% | 0.02% | +128.6% |
| EXPD | Buy | EXPEDITORS INTL WASH INC | $1,108,000 | +128.0% | 27,292 | +148.2% | 0.02% | +128.6% |
| AMCX | Buy | AMC NETWORKS INCcl a | $1,108,000 | +106.7% | 18,965 | +117.5% | 0.02% | +128.6% |
| ZION | Buy | ZIONS BANCORPORATION | $1,142,000 | +143.5% | 39,291 | +146.8% | 0.02% | +128.6% |
| COTY | Buy | COTY INC | $1,101,000 | +106.6% | 66,507 | +113.8% | 0.02% | +128.6% |
| CIT | Buy | CIT GROUP INC | $1,118,000 | +116.7% | 24,319 | +115.8% | 0.02% | +128.6% |
| SPXC | Buy | SPX CORP | $1,046,000 | +103.5% | 11,131 | +134.1% | 0.02% | +114.3% |
| WLL | Buy | WHITING PETE CORP NEW | $1,056,000 | +86.6% | 13,619 | +93.3% | 0.02% | +87.5% |
| FOSL | Buy | FOSSIL GROUP INC | $1,055,000 | +99.1% | 11,233 | +121.4% | 0.02% | +114.3% |
| J106OPTLDIV | Buy | CBS OUTDOOR AMERS INC | $1,043,000 | +89.3% | 34,825 | +106.7% | 0.02% | +87.5% |
| ATI | Buy | ALLEGHENY TECHNOLOGIES INC | $1,027,000 | +90.9% | 27,674 | +132.1% | 0.02% | +87.5% |
| CR | Buy | CRANE CO | $1,002,000 | +94.2% | 15,857 | +128.3% | 0.01% | +100.0% |
| ANF | Buy | ABERCROMBIE & FITCH COcl a | $1,010,000 | +74.1% | 27,782 | +107.1% | 0.01% | +75.0% |
| AGG | New | ISHARES TRcore us aggbd et | $288,000 | – | 2,640 | – | 0.00% | – |
| EFG | New | ISHARESeafe grwth etf | $279,000 | – | 4,100 | – | 0.00% | – |
| CSTM | New | CONSTELLIUM NVcl a | $216,000 | – | 8,766 | – | 0.00% | – |
| FRA | New | BLACKROCK FLOAT RATE OME STR | $143,000 | – | 10,200 | – | 0.00% | – |
| AGRO | New | ADECOAGRO S A | $118,000 | – | 13,355 | – | 0.00% | – |
| GPN | Exit | GLOBAL PMTS INC | $0 | – | -6,805 | – | -0.01% | – |
| LUK | Exit | LEUCADIA NATL CORP | $0 | – | -19,813 | – | -0.01% | – |
| TWTC | Exit | TW TELECOM INC | $0 | – | -14,955 | – | -0.01% | – |
| HAL | Exit | HALLIBURTON COcall | $0 | – | -75,000 | – | -0.07% | – |
| CBT | Exit | CABOT CORP | $0 | – | -411,815 | – | -0.33% | – |
| PTGCY | Exit | PORTUGAL TELECOM SGPS S Asponsored adr | $0 | – | -8,817,095 | – | -0.45% | – |
| WNR | Exit | WESTERN REFNG INC | $0 | – | -1,045,546 | – | -0.55% | – |
| SEAS | Exit | SEAWORLD ENTMT INC | $0 | – | -1,391,652 | – | -0.55% | – |
| TER | Exit | TERADYNE INC | $0 | – | -2,239,483 | – | -0.61% | – |
| THG | Exit | HANOVER INS GROUP INC | $0 | – | -706,579 | – | -0.62% | – |
| RIG | Exit | TRANSOCEAN LTD | $0 | – | -1,100,782 | – | -0.69% | – |
| SPNV | Exit | SUPERIOR ENERGY SVCS INC | $0 | – | -1,563,926 | – | -0.79% | – |
| PG | Exit | PROCTER & GAMBLE CO | $0 | – | -1,191,613 | – | -1.31% | – |
| NOV | Exit | NATIONAL OILWELL VARCO INC | $0 | – | -1,347,665 | – | -1.55% | – |
Q2 2014
| Value | Shares | ↓ Weighting | ||||||
|---|---|---|---|---|---|---|---|---|
| SONY | New | SONY CORPadr new | $168,066,000 | – | 10,021,814 | – | 2.35% | – |
| APC | New | ANADARKO PETE CORP | $164,361,000 | – | 1,501,421 | – | 2.30% | – |
| F | New | FORD MTR CO DEL | $162,403,000 | – | 9,420,156 | – | 2.27% | – |
| GOOGL | New | GOOGLE INCcl a | $160,541,000 | – | 274,584 | – | 2.24% | – |
| EMC | New | E M C CORP MASS | $148,851,000 | – | 5,651,151 | – | 2.08% | – |
| CMCSA | New | COMCAST CORP NEWcl a | $147,739,000 | – | 2,752,221 | – | 2.06% | – |
| MRK | New | MERCK & CO INC NEW | $147,713,000 | – | 2,553,388 | – | 2.06% | – |
| NVS | New | NOVARTIS A Gsponsored adr | $145,262,000 | – | 1,604,574 | – | 2.03% | – |
| MGM | New | MGM RESORTS INTERNATIONAL | $119,397,000 | – | 4,522,614 | – | 1.67% | – |
| ATVI | New | ACTIVISION BLIZZARD INC | $118,023,000 | – | 5,292,504 | – | 1.65% | – |
| HAL | New | HALLIBURTON CO | $117,541,000 | – | 1,655,278 | – | 1.64% | – |
| NOV | New | NATIONAL OILWELL VARCO INC | $110,980,000 | – | 1,347,665 | – | 1.55% | – |
| COF | New | CAPITAL ONE FINL CORP | $110,618,000 | – | 1,339,199 | – | 1.55% | – |
| VNTV | New | VANTIV INCcl a | $109,485,000 | – | 3,256,531 | – | 1.53% | – |
| AET | New | AETNA INC NEW | $109,281,000 | – | 1,347,819 | – | 1.53% | – |
| ACE | New | ACE LTD | $108,288,000 | – | 1,044,241 | – | 1.51% | – |
| ABT | New | ABBOTT LABS | $107,528,000 | – | 2,629,043 | – | 1.50% | – |
| MET | New | METLIFE INC | $105,812,000 | – | 1,904,472 | – | 1.48% | – |
| TGT | New | TARGET CORP | $105,701,000 | – | 1,824,010 | – | 1.48% | – |
| A | New | AGILENT TECHNOLOGIES INC | $105,506,000 | – | 1,836,802 | – | 1.48% | – |
| SWK | New | STANLEY BLACK & DECKER INC | $105,016,000 | – | 1,195,811 | – | 1.47% | – |
| BBT | New | BB&T CORP | $104,644,000 | – | 2,653,912 | – | 1.46% | – |
| ESRX | New | EXPRESS SCRIPTS HLDG CO | $103,549,000 | – | 1,493,573 | – | 1.45% | – |
| VZ | New | VERIZON COMMUNICATIONS INC | $102,833,000 | – | 2,101,642 | – | 1.44% | – |
| CVS | New | CVS CAREMARK CORPORATION | $101,538,000 | – | 1,347,193 | – | 1.42% | – |
| HON | New | HONEYWELL INTL INC | $100,824,000 | – | 1,084,712 | – | 1.41% | – |
| DOW | New | DOW CHEM CO | $100,472,000 | – | 1,952,430 | – | 1.40% | – |
| RF | New | REGIONS FINL CORP NEW | $100,315,000 | – | 9,445,860 | – | 1.40% | – |
| DOX | New | AMDOCS LTD | $99,665,000 | – | 2,151,195 | – | 1.39% | – |
| BAX | New | BAXTER INTL INC | $99,377,000 | – | 1,374,512 | – | 1.39% | – |
| CCL | New | CARNIVAL CORPpaired ctf | $96,200,000 | – | 2,555,113 | – | 1.34% | – |
| VLO | New | VALERO ENERGY CORP NEW | $95,367,000 | – | 1,903,536 | – | 1.33% | – |
| PG | New | PROCTER & GAMBLE CO | $93,649,000 | – | 1,191,613 | – | 1.31% | – |
| WSH | New | WILLIS GROUP HOLDINGS PUBLIC | $92,480,000 | – | 2,135,807 | – | 1.29% | – |
| EMR | New | EMERSON ELEC CO | $85,005,000 | – | 1,280,962 | – | 1.19% | – |
| SMFG | New | SUMITOMO MITSUI FINL GROUP Isponsored adr | $71,537,000 | – | 8,445,894 | – | 1.00% | – |
| BBVA | New | BANCO BILBAO VIZCAYA ARGENTAsponsored adr | $71,404,000 | – | 5,591,505 | – | 1.00% | – |
| KEGXQ | New | KEY ENERGY SVCS INC | $60,198,000 | – | 6,586,268 | – | 0.84% | – |
| TIVO | New | TIVO INC | $57,688,000 | – | 4,468,440 | – | 0.81% | – |
| SLCA | New | U S SILICA HLDGS INC | $57,433,000 | – | 1,035,950 | – | 0.80% | – |
| SPNV | New | SUPERIOR ENERGY SVCS INC | $56,520,000 | – | 1,563,926 | – | 0.79% | – |
| SU | New | SUNCOR ENERGY INC NEW | $56,353,000 | – | 1,321,904 | – | 0.79% | – |
| NTTYY | New | NIPPON TELEG & TEL CORPsponsored adr | $54,410,000 | – | 1,743,359 | – | 0.76% | – |
| SLB | New | SCHLUMBERGER LTD | $52,446,000 | – | 444,642 | – | 0.73% | – |
| GCO | New | GENESCO INC | $51,918,000 | – | 632,140 | – | 0.73% | – |
| RIG | New | TRANSOCEAN LTD | $49,568,000 | – | 1,100,782 | – | 0.69% | – |
| HNT | New | HEALTH NET INC | $49,457,000 | – | 1,190,583 | – | 0.69% | – |
| TSM | New | TAIWAN SEMICONDUCTOR MFG LTDsponsored adr | $48,947,000 | – | 2,288,322 | – | 0.68% | – |
| ODP | New | OFFICE DEPOT INC | $48,711,000 | – | 8,560,855 | – | 0.68% | – |
| HOSSQ | New | HORNBECK OFFSHORE SVCS INC N | $48,606,000 | – | 1,035,934 | – | 0.68% | – |
| WCG | New | WELLCARE HEALTH PLANS INC | $48,470,000 | – | 649,210 | – | 0.68% | – |
| MSCC | New | MICROSEMI CORP | $48,423,000 | – | 1,809,533 | – | 0.68% | – |
| RBC | New | REGAL BELOIT CORP | $48,291,000 | – | 614,705 | – | 0.68% | – |
| CST | New | CST BRANDS INC | $48,220,000 | – | 1,397,674 | – | 0.67% | – |
| BID | New | SOTHEBYS | $47,951,000 | – | 1,141,958 | – | 0.67% | – |
| MGLN | New | MAGELLAN HEALTH INC | $46,933,000 | – | 754,060 | – | 0.66% | – |
| KALU | New | KAISER ALUMINUM CORP | $46,808,000 | – | 642,348 | – | 0.65% | – |
| FET | New | FORUM ENERGY TECHNOLOGIES IN | $46,678,000 | – | 1,281,309 | – | 0.65% | – |
| GPI | New | GROUP 1 AUTOMOTIVE INC | $46,440,000 | – | 550,828 | – | 0.65% | – |
| CATY | New | CATHAY GEN BANCORP | $46,231,000 | – | 1,808,743 | – | 0.65% | – |
| CHKP | New | CHECK POINT SOFTWARE TECH LTord | $46,055,000 | – | 687,085 | – | 0.64% | – |
| TCF | New | TCF FINL CORP | $45,773,000 | – | 2,796,163 | – | 0.64% | – |
| DAR | New | DARLING INGREDIENTS INC | $45,771,000 | – | 2,190,023 | – | 0.64% | – |
| AMX | New | AMERICA MOVIL SAB DE CV | $45,735,000 | – | 2,204,108 | – | 0.64% | – |
| UMPQ | New | UMPQUA HLDGS CORP | $45,588,000 | – | 2,543,998 | – | 0.64% | – |
| DBD | New | DIEBOLD INC | $45,548,000 | – | 1,133,887 | – | 0.64% | – |
| JDSU | New | JDS UNIPHASE CORP | $45,488,000 | – | 3,647,825 | – | 0.64% | – |
| TDS | New | TELEPHONE & DATA SYS INC | $45,362,000 | – | 1,737,350 | – | 0.63% | – |
| EXPR | New | EXPRESS INC | $45,259,000 | – | 2,657,598 | – | 0.63% | – |
| PRA | New | PROASSURANCE CORP | $45,009,000 | – | 1,013,715 | – | 0.63% | – |
| TTEK | New | TETRA TECH INC NEW | $44,878,000 | – | 1,631,944 | – | 0.63% | – |
| THG | New | HANOVER INS GROUP INC | $44,620,000 | – | 706,579 | – | 0.62% | – |
| EVTC | New | EVERTEC INC | $44,623,000 | – | 1,840,875 | – | 0.62% | – |
| AEG | New | AEGON N Vny registry sh | $44,054,000 | – | 5,023,248 | – | 0.62% | – |
| TER | New | TERADYNE INC | $43,894,000 | – | 2,239,483 | – | 0.61% | – |
| BCEI | New | BONANZA CREEK ENERGY INC | $43,786,000 | – | 765,620 | – | 0.61% | – |
| VOD | New | VODAFONE GROUP PLC NEWspnsr adr no par | $42,568,000 | – | 1,274,866 | – | 0.60% | – |
| FNFG | New | FIRST NIAGARA FINL GP INC | $42,314,000 | – | 4,841,457 | – | 0.59% | – |
| XLS | New | EXELIS INC | $41,869,000 | – | 2,465,804 | – | 0.58% | – |
| SMG | New | SCOTTS MIRACLE GRO COcl a | $41,614,000 | – | 731,866 | – | 0.58% | – |
| BKE | New | BUCKLE INC | $41,421,000 | – | 933,745 | – | 0.58% | – |
| HAE | New | HAEMONETICS CORP | $40,444,000 | – | 1,146,371 | – | 0.56% | – |
| BECN | New | BEACON ROOFING SUPPLY INC | $39,984,000 | – | 1,207,244 | – | 0.56% | – |
| SEAS | New | SEAWORLD ENTMT INC | $39,426,000 | – | 1,391,652 | – | 0.55% | – |
| WNR | New | WESTERN REFNG INC | $39,260,000 | – | 1,045,546 | – | 0.55% | – |
| WPP | New | WPP PLC NEWadr | $39,219,000 | – | 359,837 | – | 0.55% | – |
| LQ | New | LA QUINTA HLDGS INC | $36,791,000 | – | 1,922,219 | – | 0.51% | – |
| PHG | New | KONINKLIJKE PHILIPS N Vny reg sh new | $36,636,000 | – | 1,153,521 | – | 0.51% | – |
| AVGTF | New | AVG TECHNOLOGIES N V | $36,456,000 | – | 1,811,031 | – | 0.51% | – |
| AAWW | New | ATLAS AIR WORLDWIDE HLDGS IN | $35,807,000 | – | 971,696 | – | 0.50% | – |
| SCHL | New | SCHOLASTIC CORP | $34,715,000 | – | 1,018,347 | – | 0.48% | – |
| IART | New | INTEGRA LIFESCIENCES HLDGS C | $33,362,000 | – | 708,916 | – | 0.47% | – |
| TPRE | New | THIRD PT REINS LTD | $33,174,000 | – | 2,173,944 | – | 0.46% | – |
| BCS | New | BARCLAYS PLCadr | $33,203,000 | – | 2,272,640 | – | 0.46% | – |
| BBCN | New | BBCN BANCORP INC | $33,061,000 | – | 2,072,811 | – | 0.46% | – |
| UIS | New | UNISYS CORP | $32,255,000 | – | 1,303,739 | – | 0.45% | – |
| PTGCY | New | PORTUGAL TELECOM SGPS S Asponsored adr | $32,271,000 | – | 8,817,095 | – | 0.45% | – |
| HMHC | New | HOUGHTON MIFFLIN HARCOURT CO | $32,065,000 | – | 1,673,538 | – | 0.45% | – |
| QSII | New | QUALITY SYS INC | $31,789,000 | – | 1,980,641 | – | 0.44% | – |
| GDOT | New | GREEN DOT CORPcl a | $31,420,000 | – | 1,655,415 | – | 0.44% | – |
| BCO | New | BRINKS CO | $28,871,000 | – | 1,023,067 | – | 0.40% | – |
| CBT | New | CABOT CORP | $23,881,000 | – | 411,815 | – | 0.33% | – |
| EMC | New | E M C CORP MASScall | $15,804,000 | – | 600,000 | – | 0.22% | – |
| SONY | New | SONY CORPcall | $12,578,000 | – | 750,000 | – | 0.18% | – |
| PBF | New | PBF ENERGY INCcl a | $11,880,000 | – | 445,775 | – | 0.17% | – |
| F | New | FORD MTR CO DELcall | $10,344,000 | – | 600,000 | – | 0.14% | – |
| ABT | New | ABBOTT LABScall | $10,225,000 | – | 250,000 | – | 0.14% | – |
| AYR | New | AIRCASTLE LTD | $9,648,000 | – | 542,934 | – | 0.14% | – |
| VLO | New | VALERO ENERGY CORP NEWcall | $8,768,000 | – | 175,000 | – | 0.12% | – |
| OWW | New | ORBITZ WORLDWIDE INC | $7,581,000 | – | 851,800 | – | 0.11% | – |
| SABR | New | SABRE CORP | $6,956,000 | – | 346,932 | – | 0.10% | – |
| MUFG | New | MITSUBISHI UFJ FINL GROUP INsponsored adr | $6,597,000 | – | 1,072,700 | – | 0.09% | – |
| HAL | New | HALLIBURTON COcall | $5,326,000 | – | 75,000 | – | 0.07% | – |
| GTLS | New | CHART INDS INC | $3,907,000 | – | 47,224 | – | 0.06% | – |
| LQD | New | ISHARESiboxx inv cp etf | $2,867,000 | – | 24,044 | – | 0.04% | – |
| SHY | New | ISHARES1-3 yr tr bd etf | $2,417,000 | – | 28,588 | – | 0.03% | – |
| AGZ | New | ISHARESagency bond etf | $2,257,000 | – | 20,036 | – | 0.03% | – |
| HUN | New | HUNTSMAN CORP | $1,276,000 | – | 45,426 | – | 0.02% | – |
| CFN | New | CAREFUSION CORP | $1,228,000 | – | 27,697 | – | 0.02% | – |
| IAC | New | IAC INTERACTIVECORP | $1,148,000 | – | 16,586 | – | 0.02% | – |
| PZA | New | POWERSHARES GLOBAL ETF TRUSTinsur natl mun | $617,000 | – | 25,000 | – | 0.01% | – |
| ANF | New | ABERCROMBIE & FITCH COcl a | $580,000 | – | 13,414 | – | 0.01% | – |
| MMS | New | MAXIMUS INC | $538,000 | – | 12,508 | – | 0.01% | – |
| PKI | New | PERKINELMER INC | $545,000 | – | 11,629 | – | 0.01% | – |
| TWTC | New | TW TELECOM INC | $603,000 | – | 14,955 | – | 0.01% | – |
| JBL | New | JABIL CIRCUIT INC | $543,000 | – | 25,973 | – | 0.01% | – |
| ATI | New | ALLEGHENY TECHNOLOGIES INC | $538,000 | – | 11,925 | – | 0.01% | – |
| NAVI | New | NAVIENT CORP | $570,000 | – | 32,200 | – | 0.01% | – |
| KEX | New | KIRBY CORP | $562,000 | – | 4,800 | – | 0.01% | – |
| WLL | New | WHITING PETE CORP NEW | $566,000 | – | 7,047 | – | 0.01% | – |
| J106OPTLDIV | New | CBS OUTDOOR AMERS INC | $551,000 | – | 16,849 | – | 0.01% | – |
| LUK | New | LEUCADIA NATL CORP | $519,000 | – | 19,813 | – | 0.01% | – |
| EXPD | New | EXPEDITORS INTL WASH INC | $486,000 | – | 10,996 | – | 0.01% | – |
| PVH | New | PVH CORP | $498,000 | – | 4,272 | – | 0.01% | – |
| GPN | New | GLOBAL PMTS INC | $496,000 | – | 6,805 | – | 0.01% | – |
| CR | New | CRANE CO | $516,000 | – | 6,945 | – | 0.01% | – |
| COTY | New | COTY INC | $533,000 | – | 31,103 | – | 0.01% | – |
| TSO | New | TESORO CORP | $529,000 | – | 9,016 | – | 0.01% | – |
| CIT | New | CIT GROUP INC | $516,000 | – | 11,268 | – | 0.01% | – |
| JWN | New | NORDSTROM INC | $527,000 | – | 7,762 | – | 0.01% | – |
| RGA | New | REINSURANCE GROUP AMER INC | $516,000 | – | 6,542 | – | 0.01% | – |
| AMCX | New | AMC NETWORKS INCcl a | $536,000 | – | 8,719 | – | 0.01% | – |
| INFA | New | INFORMATICA CORP | $493,000 | – | 13,825 | – | 0.01% | – |
| HDS | New | HD SUPPLY HLDGS INC | $531,000 | – | 18,707 | – | 0.01% | – |
| ZION | New | ZIONS BANCORPORATION | $469,000 | – | 15,917 | – | 0.01% | – |
| AXS | New | AXIS CAPITAL HOLDINGS LTD | $530,000 | – | 11,960 | – | 0.01% | – |
| FOSL | New | FOSSIL GROUP INC | $530,000 | – | 5,074 | – | 0.01% | – |
| SPXC | New | SPX CORP | $514,000 | – | 4,754 | – | 0.01% | – |
| GOOG | New | GOOGLE INCcl c | $345,000 | – | 600 | – | 0.01% | – |
Q4 2013
| Value | Shares | ↓ Weighting | ||||||
|---|---|---|---|---|---|---|---|---|
| ANF | Exit | ABERCROMBIE & FITCH COcl a | $0 | – | -6,928 | – | -0.00% | – |
| VNTV | Exit | VANTIV INCcl a | $0 | – | -11,815 | – | -0.01% | – |
| ZION | Exit | ZIONS BANCORPORATION | $0 | – | -11,272 | – | -0.01% | – |
| ADT | Exit | THE ADT CORPORATION | $0 | – | -8,252 | – | -0.01% | – |
| HTZ | Exit | HERTZ GLOBAL HOLDINGS INC | $0 | – | -15,590 | – | -0.01% | – |
| ENDP | Exit | ENDO HEALTH SOLUTIONS INC | $0 | – | -8,070 | – | -0.01% | – |
| RGA | Exit | REINSURANCE GROUP AMER INC | $0 | – | -5,050 | – | -0.01% | – |
| AXS | Exit | AXIS CAPITAL HOLDINGS LTD | $0 | – | -7,910 | – | -0.01% | – |
| DLB | Exit | DOLBY LABORATORIES INC | $0 | – | -10,775 | – | -0.01% | – |
| DNB | Exit | DUN & BRADSTREET CORP DEL NE | $0 | – | -3,270 | – | -0.01% | – |
| HUN | Exit | HUNTSMAN CORP | $0 | – | -19,200 | – | -0.01% | – |
| SPXC | Exit | SPX CORP | $0 | – | -4,440 | – | -0.01% | – |
| MXIM | Exit | MAXIM INTEGRATED PRODS INC | $0 | – | -12,295 | – | -0.01% | – |
| HFC | Exit | HOLLYFRONTIER CORP | $0 | – | -8,015 | – | -0.01% | – |
| MAN | Exit | MANPOWERGROUP INC | $0 | – | -4,790 | – | -0.01% | – |
| 6107SC | Exit | URS CORP NEW | $0 | – | -6,875 | – | -0.01% | – |
| PKI | Exit | PERKINELMER INC | $0 | – | -9,845 | – | -0.01% | – |
| ATI | Exit | ALLEGHENY TECHNOLOGIES INC | $0 | – | -12,310 | – | -0.01% | – |
| GPN | Exit | GLOBAL PMTS INC | $0 | – | -6,835 | – | -0.01% | – |
| EXPD | Exit | EXPEDITORS INTL WASH INC | $0 | – | -8,285 | – | -0.01% | – |
| UTHR | Exit | UNITED THERAPEUTICS CORP DEL | $0 | – | -4,820 | – | -0.01% | – |
| KEX | Exit | KIRBY CORP | $0 | – | -5,615 | – | -0.01% | – |
| CE | Exit | CELANESE CORP DEL | $0 | – | -14,076 | – | -0.01% | – |
| CFN | Exit | CAREFUSION CORP | $0 | – | -19,670 | – | -0.01% | – |
| WLL | Exit | WHITING PETE CORP NEW | $0 | – | -13,196 | – | -0.01% | – |
| PZA | Exit | POWERSHARES GLOBAL ETF TRUSTinsur natl mun | $0 | – | -45,000 | – | -0.02% | – |
| AGZ | Exit | ISHARESagency bond etf | $0 | – | -21,038 | – | -0.04% | – |
| KFY | Exit | KORN FERRY INTL | $0 | – | -108,842 | – | -0.04% | – |
| LQD | Exit | ISHARESiboxx inv cp etf | $0 | – | -21,618 | – | -0.04% | – |
| SHY | Exit | ISHARES1-3 yr tr bd etf | $0 | – | -29,735 | – | -0.04% | – |
| JBL | Exit | JABIL CIRCUIT INC | $0 | – | -164,685 | – | -0.06% | – |
| HAL | Exit | HALLIBURTON COcall | $0 | – | -75,000 | – | -0.06% | – |
| LSI | Exit | LSI CORPORATION | $0 | – | -679,193 | – | -0.09% | – |
| IAC | Exit | IAC INTERACTIVECORPcall | $0 | – | -100,000 | – | -0.09% | – |
| IAC | Exit | IAC INTERACTIVECORP | $0 | – | -121,404 | – | -0.11% | – |
| HAR | Exit | HARMAN INTL INDS INC | $0 | – | -113,415 | – | -0.12% | – |
| ABT | Exit | ABBOTT LABScall | $0 | – | -250,000 | – | -0.14% | – |
| VLO | Exit | VALERO ENERGY CORP NEWcall | $0 | – | -250,000 | – | -0.14% | – |
| UIS | Exit | UNISYS CORP | $0 | – | -401,256 | – | -0.16% | – |
| PHG | Exit | KONINKLIJKE PHILIPS N Vny reg sh new | $0 | – | -404,794 | – | -0.21% | – |
| ITUB | Exit | ITAU UNIBANCO HLDG SAspon adr rep pfd | $0 | – | -946,827 | – | -0.22% | – |
| BCS | Exit | BARCLAYS PLCadr | $0 | – | -788,114 | – | -0.22% | – |
| AMX | Exit | AMERICA MOVIL SAB DE CV | $0 | – | -692,470 | – | -0.22% | – |
| CHKP | Exit | CHECK POINT SOFTWARE TECH LTord | $0 | – | -255,117 | – | -0.24% | – |
| WPP | Exit | WPP PLC NEWadr | $0 | – | -140,861 | – | -0.24% | – |
| TSM | Exit | TAIWAN SEMICONDUCTOR MFG LTDsponsored adr | $0 | – | -872,558 | – | -0.24% | – |
| CCE | Exit | COCA COLA ENTERPRISES INC NE | $0 | – | -368,646 | – | -0.24% | – |
| SAP | Exit | SAP AGspon adr | $0 | – | -202,546 | – | -0.24% | – |
| SHPG | Exit | SHIRE PLCsponsored adr | $0 | – | -125,985 | – | -0.25% | – |
| SU | Exit | SUNCOR ENERGY INC NEW | $0 | – | -443,234 | – | -0.26% | – |
| SLB | Exit | SCHLUMBERGER LTD | $0 | – | -183,823 | – | -0.27% | – |
| NTTYY | Exit | NIPPON TELEG & TEL CORPsponsored adr | $0 | – | -634,043 | – | -0.27% | – |
| CAG | Exit | CONAGRA FOODS INC | $0 | – | -626,325 | – | -0.31% | – |
| IDTI | Exit | INTEGRATED DEVICE TECHNOLOGY | $0 | – | -2,049,536 | – | -0.32% | – |
| ARRS | Exit | ARRIS GROUP INC NEW | $0 | – | -1,256,328 | – | -0.35% | – |
| BBVA | Exit | BANCO BILBAO VIZCAYA ARGENTAsponsored adr | $0 | – | -2,017,388 | – | -0.37% | – |
| AVGTF | Exit | AVG TECHNOLOGIES N V | $0 | – | -1,043,726 | – | -0.41% | – |
| LSCC | Exit | LATTICE SEMICONDUCTOR CORP | $0 | – | -6,234,382 | – | -0.46% | – |
| BJRI | Exit | BJS RESTAURANTS INC | $0 | – | -999,508 | – | -0.47% | – |
| IART | Exit | INTEGRA LIFESCIENCES HLDGS C | $0 | – | -738,337 | – | -0.49% | – |
| SCHL | Exit | SCHOLASTIC CORP | $0 | – | -1,068,045 | – | -0.50% | – |
| QSII | Exit | QUALITY SYS INC | $0 | – | -1,420,381 | – | -0.50% | – |
| FINL | Exit | FINISH LINE INCcl a | $0 | – | -1,340,362 | – | -0.54% | – |
| RDEN | Exit | ELIZABETH ARDEN INC | $0 | – | -906,115 | – | -0.55% | – |
| FDP | Exit | FRESH DEL MONTE PRODUCE INCord | $0 | – | -1,127,576 | – | -0.55% | – |
| ABM | Exit | ABM INDS INC | $0 | – | -1,259,438 | – | -0.55% | – |
| AREXQ | Exit | APPROACH RESOURCES INC | $0 | – | -1,295,860 | – | -0.56% | – |
| BCO | Exit | BRINKS CO | $0 | – | -1,206,111 | – | -0.56% | – |
| TPRE | Exit | THIRD PT REINS LTD | $0 | – | -2,394,192 | – | -0.57% | – |
| HSC | Exit | HARSCO CORP | $0 | – | -1,493,286 | – | -0.61% | – |
| MSCC | Exit | MICROSEMI CORP | $0 | – | -1,576,173 | – | -0.62% | – |
| DBD | Exit | DIEBOLD INC | $0 | – | -1,346,842 | – | -0.65% | – |
| CJES | Exit | C&J ENERGY SVCS INC | $0 | – | -1,980,527 | – | -0.65% | – |
| HAE | Exit | HAEMONETICS CORP | $0 | – | -1,008,225 | – | -0.66% | – |
| SEAS | Exit | SEAWORLD ENTMT INC | $0 | – | -1,365,884 | – | -0.66% | – |
| UMPQ | Exit | UMPQUA HLDGS CORP | $0 | – | -2,495,346 | – | -0.66% | – |
| TCF | Exit | TCF FINL CORP | $0 | – | -2,838,312 | – | -0.66% | – |
| ATML | Exit | ATMEL CORP | $0 | – | -5,566,512 | – | -0.68% | – |
| HNT | Exit | HEALTH NET INC | $0 | – | -1,308,124 | – | -0.68% | – |
| TER | Exit | TERADYNE INC | $0 | – | -2,528,608 | – | -0.68% | – |
| WNR | Exit | WESTERN REFNG INC | $0 | – | -1,403,973 | – | -0.69% | – |
| AL | Exit | AIR LEASE CORPcl a | $0 | – | -1,529,268 | – | -0.69% | – |
| JDSU | Exit | JDS UNIPHASE CORP | $0 | – | -2,881,152 | – | -0.69% | – |
| FNFG | Exit | FIRST NIAGARA FINL GP INC | $0 | – | -4,103,112 | – | -0.70% | – |
| BID | Exit | SOTHEBYS | $0 | – | -870,292 | – | -0.70% | – |
| CR | Exit | CRANE CO | $0 | – | -701,001 | – | -0.71% | – |
| BRKR | Exit | BRUKER CORP | $0 | – | -2,091,181 | – | -0.71% | – |
| GCO | Exit | GENESCO INC | $0 | – | -666,531 | – | -0.72% | – |
| RBC | Exit | REGAL BELOIT CORP | $0 | – | -647,025 | – | -0.72% | – |
| TTEK | Exit | TETRA TECH INC NEW | $0 | – | -1,707,136 | – | -0.72% | – |
| WCG | Exit | WELLCARE HEALTH PLANS INC | $0 | – | -638,498 | – | -0.73% | – |
| CBT | Exit | CABOT CORP | $0 | – | -1,049,288 | – | -0.73% | – |
| CATY | Exit | CATHAY GENERAL BANCORP | $0 | – | -1,926,536 | – | -0.74% | – |
| DAR | Exit | DARLING INTL INC | $0 | – | -2,131,297 | – | -0.74% | – |
| CRS | Exit | CARPENTER TECHNOLOGY CORP | $0 | – | -779,079 | – | -0.74% | – |
| THG | Exit | HANOVER INS GROUP INC | $0 | – | -835,279 | – | -0.76% | – |
| MGLN | Exit | MAGELLAN HEALTH SVCS INC | $0 | – | -772,998 | – | -0.76% | – |
| KEGXQ | Exit | KEY ENERGY SVCS INC | $0 | – | -6,392,319 | – | -0.76% | – |
| SMG | Exit | SCOTTS MIRACLE GRO COcl a | $0 | – | -848,355 | – | -0.76% | – |
| XLS | Exit | EXELIS INC | $0 | – | -2,970,866 | – | -0.76% | – |
| FWLT | Exit | FOSTER WHEELER AG | $0 | – | -1,780,657 | – | -0.77% | – |
| ANN | Exit | ANN INC | $0 | – | -1,297,671 | – | -0.77% | – |
| PTC | Exit | PTC INC | $0 | – | -1,650,533 | – | -0.77% | – |
| AER | Exit | AERCAP HOLDINGS NV | $0 | – | -2,861,185 | – | -0.91% | – |
| APD | Exit | AIR PRODS & CHEMS INC | $0 | – | -646,326 | – | -1.13% | – |
| ON | Exit | ON SEMICONDUCTOR CORP | $0 | – | -9,985,748 | – | -1.19% | – |
| WSH | Exit | WILLIS GROUP HOLDINGS PUBLIC | $0 | – | -1,721,861 | – | -1.22% | – |
| PG | Exit | PROCTER & GAMBLE CO | $0 | – | -1,190,979 | – | -1.47% | – |
| NSC | Exit | NORFOLK SOUTHERN CORP | $0 | – | -1,172,562 | – | -1.48% | – |
| DRI | Exit | DARDEN RESTAURANTS INC | $0 | – | -1,961,035 | – | -1.48% | – |
| CCL | Exit | CARNIVAL CORPpaired ctf | $0 | – | -2,799,796 | – | -1.50% | – |
| RF | Exit | REGIONS FINL CORP NEW | $0 | – | -9,886,097 | – | -1.50% | – |
| BAX | Exit | BAXTER INTL INC | $0 | – | -1,419,402 | – | -1.53% | – |
| ROK | Exit | ROCKWELL AUTOMATION INC | $0 | – | -873,643 | – | -1.53% | – |
| CVS | Exit | CVS CAREMARK CORPORATION | $0 | – | -1,648,726 | – | -1.53% | – |
| PRU | Exit | PRUDENTIAL FINL INC | $0 | – | -1,226,580 | – | -1.56% | – |
| AET | Exit | AETNA INC NEW | $0 | – | -1,494,994 | – | -1.57% | – |
| ESRX | Exit | EXPRESS SCRIPTS HLDG CO | $0 | – | -1,570,007 | – | -1.59% | – |
| HAL | Exit | HALLIBURTON CO | $0 | – | -2,038,322 | – | -1.61% | – |
| ATVI | Exit | ACTIVISION BLIZZARD INC | $0 | – | -5,897,205 | – | -1.61% | – |
| SPNV | Exit | SUPERIOR ENERGY SVCS INC | $0 | – | -3,961,982 | – | -1.62% | – |
| ACE | Exit | ACE LTD | $0 | – | -1,061,680 | – | -1.62% | – |
| DOW | Exit | DOW CHEM CO | $0 | – | -2,591,316 | – | -1.63% | – |
| FLEX | Exit | FLEXTRONICS INTL LTDord | $0 | – | -10,960,505 | – | -1.63% | – |
| MET | Exit | METLIFE INC | $0 | – | -2,132,293 | – | -1.64% | – |
| CMCSA | Exit | COMCAST CORP NEWcl a | $0 | – | -2,235,839 | – | -1.65% | – |
| HON | Exit | HONEYWELL INTL INC | $0 | – | -1,218,658 | – | -1.66% | – |
| NOV | Exit | NATIONAL OILWELL VARCO INC | $0 | – | -1,303,239 | – | -1.67% | – |
| VOD | Exit | VODAFONE GROUP PLC NEWspons adr new | $0 | – | -2,948,008 | – | -1.70% | – |
| COF | Exit | CAPITAL ONE FINL CORP | $0 | – | -1,510,973 | – | -1.70% | – |
| SYMC | Exit | SYMANTEC CORP | $0 | – | -4,199,335 | – | -1.70% | – |
| KBR | Exit | KBR INC | $0 | – | -3,191,981 | – | -1.70% | – |
| SWK | Exit | STANLEY BLACK & DECKER INC | $0 | – | -1,181,639 | – | -1.75% | – |
| NVS | Exit | NOVARTIS A Gsponsored adr | $0 | – | -1,443,739 | – | -1.81% | – |
| TGT | Exit | TARGET CORP | $0 | – | -1,843,164 | – | -1.93% | – |
| MRK | Exit | MERCK & CO INC NEW | $0 | – | -2,825,739 | – | -2.20% | – |
| F | Exit | FORD MTR CO DEL | $0 | – | -8,064,225 | – | -2.23% | – |
| ABT | Exit | ABBOTT LABS | $0 | – | -4,155,224 | – | -2.26% | – |
| VLO | Exit | VALERO ENERGY CORP NEW | $0 | – | -4,062,191 | – | -2.27% | – |
| OXY | Exit | OCCIDENTAL PETE CORP DEL | $0 | – | -1,501,236 | – | -2.30% | – |
| GOOGL | Exit | GOOGLE INCcl a | $0 | – | -167,939 | – | -2.41% | – |
Q3 2013
| Value | Shares | ↓ Weighting | ||||||
|---|---|---|---|---|---|---|---|---|
| GOOGL | Sell | GOOGLE INCcl a | $147,099,000 | -8.9% | 167,939 | -8.4% | 2.41% | -7.6% |
| OXY | Sell | OCCIDENTAL PETE CORP DEL | $140,426,000 | -3.2% | 1,501,236 | -7.7% | 2.30% | -1.9% |
| VLO | Buy | VALERO ENERGY CORP NEW | $138,724,000 | +1.3% | 4,062,191 | +3.1% | 2.27% | +2.7% |
| ABT | Buy | ABBOTT LABS | $137,912,000 | +39.2% | 4,155,224 | +46.3% | 2.26% | +41.2% |
| F | Sell | FORD MTR CO DEL | $136,043,000 | -17.2% | 8,064,225 | -24.0% | 2.23% | -16.0% |
| MRK | Sell | MERCK & CO INC NEW | $134,531,000 | -5.8% | 2,825,739 | -8.1% | 2.20% | -4.5% |
| TGT | Buy | TARGET CORP | $117,926,000 | +13.1% | 1,843,164 | +21.8% | 1.93% | +14.7% |
| NVS | Sell | NOVARTIS A Gsponsored adr | $110,749,000 | +6.8% | 1,443,739 | -1.5% | 1.81% | +8.3% |
| SWK | Sell | STANLEY BLACK & DECKER INC | $107,021,000 | +6.6% | 1,181,639 | -9.0% | 1.75% | +8.0% |
| KBR | Sell | KBR INC | $104,186,000 | -2.6% | 3,191,981 | -3.0% | 1.70% | -1.2% |
| SYMC | Sell | SYMANTEC CORP | $103,934,000 | +4.6% | 4,199,335 | -5.0% | 1.70% | +6.0% |
| COF | Sell | CAPITAL ONE FINL CORP | $103,864,000 | -2.2% | 1,510,973 | -10.6% | 1.70% | -0.8% |
| VOD | Sell | VODAFONE GROUP PLC NEWspons adr new | $103,711,000 | -11.9% | 2,948,008 | -28.0% | 1.70% | -10.6% |
| NOV | Sell | NATIONAL OILWELL VARCO INC | $101,796,000 | -0.4% | 1,303,239 | -12.1% | 1.67% | +1.0% |
| HON | Sell | HONEYWELL INTL INC | $101,197,000 | +0.5% | 1,218,658 | -4.0% | 1.66% | +1.9% |
| CMCSA | New | COMCAST CORP NEWcl a | $100,870,000 | – | 2,235,839 | – | 1.65% | – |
| MET | Sell | METLIFE INC | $100,111,000 | -7.5% | 2,132,293 | -9.8% | 1.64% | -6.2% |
| FLEX | Sell | FLEXTRONICS INTL LTDord | $99,631,000 | -11.1% | 10,960,505 | -24.3% | 1.63% | -9.9% |
| DOW | Sell | DOW CHEM CO | $99,507,000 | -31.3% | 2,591,316 | -42.4% | 1.63% | -30.4% |
| ACE | Sell | ACE LTD | $99,331,000 | -4.7% | 1,061,680 | -8.9% | 1.62% | -3.4% |
| SPNV | Buy | SUPERIOR ENERGY SVCS INC | $99,208,000 | +14.8% | 3,961,982 | +18.9% | 1.62% | +16.3% |
| ATVI | New | ACTIVISION BLIZZARD INC | $98,365,000 | – | 5,897,205 | – | 1.61% | – |
| HAL | Sell | HALLIBURTON CO | $98,145,000 | -8.6% | 2,038,322 | -20.8% | 1.61% | -7.4% |
| ESRX | Sell | EXPRESS SCRIPTS HLDG CO | $97,026,000 | -8.6% | 1,570,007 | -8.7% | 1.59% | -7.4% |
| AET | Sell | AETNA INC NEW | $95,710,000 | -9.0% | 1,494,994 | -9.7% | 1.57% | -7.8% |
| PRU | Sell | PRUDENTIAL FINL INC | $95,649,000 | -12.6% | 1,226,580 | -18.2% | 1.56% | -11.4% |
| CVS | Buy | CVS CAREMARK CORPORATION | $93,565,000 | +9.5% | 1,648,726 | +10.3% | 1.53% | +10.9% |
| ROK | Sell | ROCKWELL AUTOMATION INC | $93,427,000 | +15.9% | 873,643 | -9.9% | 1.53% | +17.5% |
| BAX | Sell | BAXTER INTL INC | $93,241,000 | -10.9% | 1,419,402 | -6.1% | 1.53% | -9.7% |
| RF | Sell | REGIONS FINL CORP NEW | $91,545,000 | -7.7% | 9,886,097 | -5.0% | 1.50% | -6.4% |
| CCL | Sell | CARNIVAL CORPpaired ctf | $91,385,000 | -13.3% | 2,799,796 | -8.9% | 1.50% | -12.1% |
| DRI | Sell | DARDEN RESTAURANTS INC | $90,776,000 | -9.2% | 1,961,035 | -0.9% | 1.48% | -7.9% |
| NSC | Sell | NORFOLK SOUTHERN CORP | $90,698,000 | -1.9% | 1,172,562 | -7.9% | 1.48% | -0.6% |
| PG | Sell | PROCTER & GAMBLE CO | $90,026,000 | -9.8% | 1,190,979 | -8.1% | 1.47% | -8.6% |
| WSH | Sell | WILLIS GROUP HOLDINGS PUBLIC | $74,608,000 | -3.5% | 1,721,861 | -9.2% | 1.22% | -2.2% |
| ON | Sell | ON SEMICONDUCTOR CORP | $72,986,000 | -18.8% | 9,985,748 | -10.3% | 1.19% | -17.8% |
| APD | Sell | AIR PRODS & CHEMS INC | $68,879,000 | -18.2% | 646,326 | -29.7% | 1.13% | -17.1% |
| AER | Buy | AERCAP HOLDINGS NV | $55,679,000 | +13.6% | 2,861,185 | +1.9% | 0.91% | +15.2% |
| ANN | Buy | ANN INC | $47,002,000 | +10.5% | 1,297,671 | +1.2% | 0.77% | +11.9% |
| PTC | Buy | PTC INC | $46,974,000 | +17.3% | 1,650,533 | +1.1% | 0.77% | +19.0% |
| FWLT | Buy | FOSTER WHEELER AG | $46,903,000 | +24.1% | 1,780,657 | +2.3% | 0.77% | +25.7% |
| SMG | Buy | SCOTTS MIRACLE GRO COcl a | $46,685,000 | +15.8% | 848,355 | +1.7% | 0.76% | +17.4% |
| XLS | Sell | EXELIS INC | $46,672,000 | +12.9% | 2,970,866 | -0.9% | 0.76% | +14.4% |
| KEGXQ | Buy | KEY ENERGY SVCS INC | $46,600,000 | +32.5% | 6,392,319 | +8.2% | 0.76% | +34.3% |
| MGLN | Buy | MAGELLAN HEALTH SVCS INC | $46,349,000 | +8.2% | 772,998 | +1.2% | 0.76% | +9.5% |
| THG | Buy | HANOVER INS GROUP INC | $46,208,000 | +15.3% | 835,279 | +2.0% | 0.76% | +16.8% |
| CRS | Sell | CARPENTER TECHNOLOGY CORP | $45,272,000 | +21.9% | 779,079 | -5.5% | 0.74% | +23.5% |
| DAR | Buy | DARLING INTL INC | $45,098,000 | +16.3% | 2,131,297 | +2.5% | 0.74% | +17.9% |
| CATY | Buy | CATHAY GENERAL BANCORP | $45,023,000 | +16.8% | 1,926,536 | +1.7% | 0.74% | +18.5% |
| CBT | Buy | CABOT CORP | $44,815,000 | +17.5% | 1,049,288 | +3.0% | 0.73% | +19.0% |
| WCG | Sell | WELLCARE HEALTH PLANS INC | $44,529,000 | +7.1% | 638,498 | -14.7% | 0.73% | +8.6% |
| TTEK | Buy | TETRA TECH INC NEW | $44,198,000 | +13.8% | 1,707,136 | +3.3% | 0.72% | +15.3% |
| RBC | New | REGAL BELOIT CORP | $43,952,000 | – | 647,025 | – | 0.72% | – |
| GCO | New | GENESCO INC | $43,711,000 | – | 666,531 | – | 0.72% | – |
| BRKR | Sell | BRUKER CORP | $43,183,000 | +13.6% | 2,091,181 | -11.1% | 0.71% | +15.3% |
| CR | Buy | CRANE CO | $43,231,000 | +6.3% | 701,001 | +3.2% | 0.71% | +7.6% |
| BID | Sell | SOTHEBYS | $42,757,000 | +9.6% | 870,292 | -15.4% | 0.70% | +11.1% |
| FNFG | Buy | FIRST NIAGARA FINL GP INC | $42,549,000 | +6.1% | 4,103,112 | +3.0% | 0.70% | +7.6% |
| JDSU | Buy | JDS UNIPHASE CORP | $42,382,000 | +21.3% | 2,881,152 | +18.7% | 0.69% | +22.9% |
| AL | Buy | AIR LEASE CORPcl a | $42,300,000 | +3.0% | 1,529,268 | +2.7% | 0.69% | +4.4% |
| WNR | Buy | WESTERN REFNG INC | $42,175,000 | +16.0% | 1,403,973 | +8.4% | 0.69% | +17.5% |
| TER | Buy | TERADYNE INC | $41,773,000 | +4.4% | 2,528,608 | +11.1% | 0.68% | +5.9% |
| HNT | Buy | HEALTH NET INC | $41,468,000 | +1.9% | 1,308,124 | +2.3% | 0.68% | +3.3% |
| ATML | Buy | ATMEL CORP | $41,415,000 | +3.9% | 5,566,512 | +2.5% | 0.68% | +5.3% |
| TCF | Buy | TCF FINL CORP | $40,531,000 | +4.4% | 2,838,312 | +3.7% | 0.66% | +5.9% |
| UMPQ | Sell | UMPQUA HLDGS CORP | $40,475,000 | -1.3% | 2,495,346 | -8.6% | 0.66% | 0.0% |
| SEAS | Buy | SEAWORLD ENTMT INC | $40,471,000 | +10.2% | 1,365,884 | +30.5% | 0.66% | +11.6% |
| HAE | New | HAEMONETICS CORP | $40,208,000 | – | 1,008,225 | – | 0.66% | – |
| CJES | Buy | C&J ENERGY SVCS INC | $39,769,000 | +6.0% | 1,980,527 | +2.2% | 0.65% | +7.4% |
| DBD | Buy | DIEBOLD INC | $39,543,000 | -8.7% | 1,346,842 | +4.7% | 0.65% | -7.4% |
| MSCC | Sell | MICROSEMI CORP | $38,222,000 | -1.9% | 1,576,173 | -8.0% | 0.62% | -0.6% |
| HSC | Buy | HARSCO CORP | $37,183,000 | +11.5% | 1,493,286 | +3.8% | 0.61% | +13.0% |
| TPRE | New | THIRD PT REINS LTD | $34,692,000 | – | 2,394,192 | – | 0.57% | – |
| BCO | Buy | BRINKS CO | $34,133,000 | +25.0% | 1,206,111 | +12.7% | 0.56% | +26.8% |
| AREXQ | Buy | APPROACH RESOURCES INC | $34,055,000 | +22.4% | 1,295,860 | +14.5% | 0.56% | +24.1% |
| ABM | Buy | ABM INDS INC | $33,526,000 | +11.2% | 1,259,438 | +2.4% | 0.55% | +12.7% |
| FDP | Buy | FRESH DEL MONTE PRODUCE INCord | $33,466,000 | +8.4% | 1,127,576 | +1.9% | 0.55% | +10.0% |
| RDEN | New | ELIZABETH ARDEN INC | $33,454,000 | – | 906,115 | – | 0.55% | – |
| FINL | Sell | FINISH LINE INCcl a | $33,335,000 | +9.6% | 1,340,362 | -3.7% | 0.54% | +11.0% |
| QSII | Sell | QUALITY SYS INC | $30,865,000 | +0.7% | 1,420,381 | -13.3% | 0.50% | +2.0% |
| SCHL | New | SCHOLASTIC CORP | $30,623,000 | – | 1,068,045 | – | 0.50% | – |
| IART | Sell | INTEGRA LIFESCIENCES HLDGS C | $29,718,000 | -1.4% | 738,337 | -10.2% | 0.49% | 0.0% |
| BJRI | New | BJS RESTAURANTS INC | $28,656,000 | – | 999,508 | – | 0.47% | – |
| LSCC | Buy | LATTICE SEMICONDUCTOR CORP | $27,805,000 | -8.9% | 6,234,382 | +3.6% | 0.46% | -7.5% |
| AVGTF | New | AVG TECHNOLOGIES N V | $24,987,000 | – | 1,043,726 | – | 0.41% | – |
| BBVA | Buy | BANCO BILBAO VIZCAYA ARGENTAsponsored adr | $22,554,000 | +98.6% | 2,017,388 | +49.4% | 0.37% | +101.6% |
| ARRS | New | ARRIS GROUP INC NEW | $21,420,000 | – | 1,256,328 | – | 0.35% | – |
| IDTI | New | INTEGRATED DEVICE TECHNOLOGY | $19,307,000 | – | 2,049,536 | – | 0.32% | – |
| CAG | New | CONAGRA FOODS INC | $19,003,000 | – | 626,325 | – | 0.31% | – |
| NTTYY | Buy | NIPPON TELEG & TEL CORPsponsored adr | $16,523,000 | +21.5% | 634,043 | +21.3% | 0.27% | +22.7% |
| SLB | Buy | SCHLUMBERGER LTD | $16,243,000 | +28.3% | 183,823 | +4.0% | 0.27% | +30.4% |
| SU | Buy | SUNCOR ENERGY INC NEW | $15,859,000 | +26.7% | 443,234 | +4.4% | 0.26% | +28.2% |
| SHPG | Sell | SHIRE PLCsponsored adr | $15,104,000 | +19.4% | 125,985 | -5.3% | 0.25% | +21.1% |
| SAP | Buy | SAP AGspon adr | $14,972,000 | +23.9% | 202,546 | +22.0% | 0.24% | +25.6% |
| CCE | Buy | COCA COLA ENTERPRISES INC NE | $14,823,000 | +24.4% | 368,646 | +8.8% | 0.24% | +26.6% |
| TSM | New | TAIWAN SEMICONDUCTOR MFG LTDsponsored adr | $14,799,000 | – | 872,558 | – | 0.24% | – |
| WPP | Sell | WPP PLC NEWadr | $14,500,000 | +17.8% | 140,861 | -2.3% | 0.24% | +19.1% |
| CHKP | Sell | CHECK POINT SOFTWARE TECH LTord | $14,429,000 | +9.8% | 255,117 | -3.5% | 0.24% | +11.3% |
| AMX | Buy | AMERICA MOVIL SAB DE CV | $13,718,000 | +2.5% | 692,470 | +12.5% | 0.22% | +3.7% |
| BCS | Buy | BARCLAYS PLCadr | $13,429,000 | +197.6% | 788,114 | +199.0% | 0.22% | +201.4% |
| ITUB | Buy | ITAU UNIBANCO HLDG SAspon adr rep pfd | $13,369,000 | +26.0% | 946,827 | +15.3% | 0.22% | +28.1% |
| PHG | New | KONINKLIJKE PHILIPS N Vny reg sh new | $13,055,000 | – | 404,794 | – | 0.21% | – |
| UIS | New | UNISYS CORP | $10,108,000 | – | 401,256 | – | 0.16% | – |
| VLO | Buy | VALERO ENERGY CORP NEWcall | $8,538,000 | +40.3% | 250,000 | +42.9% | 0.14% | +42.9% |
| ABT | New | ABBOTT LABScall | $8,298,000 | – | 250,000 | – | 0.14% | – |
| HAR | Sell | HARMAN INTL INDS INC | $7,511,000 | -85.4% | 113,415 | -88.0% | 0.12% | -85.2% |
| IAC | New | IAC INTERACTIVECORP | $6,637,000 | – | 121,404 | – | 0.11% | – |
| IAC | New | IAC INTERACTIVECORPcall | $5,467,000 | – | 100,000 | – | 0.09% | – |
| LSI | Sell | LSI CORPORATION | $5,315,000 | +7.8% | 679,193 | -1.7% | 0.09% | +8.8% |
| HAL | Sell | HALLIBURTON COcall | $3,611,000 | -42.3% | 75,000 | -50.0% | 0.06% | -41.6% |
| JBL | Buy | JABIL CIRCUIT INC | $3,570,000 | +15.1% | 164,685 | +8.2% | 0.06% | +16.0% |
| SHY | Sell | ISHARES1-3 yr tr bd etf | $2,512,000 | -2.1% | 29,735 | -2.4% | 0.04% | 0.0% |
| LQD | Sell | ISHARESiboxx inv cp etf | $2,454,000 | -0.4% | 21,618 | -0.3% | 0.04% | 0.0% |
| KFY | Sell | KORN FERRY INTL | $2,329,000 | -92.5% | 108,842 | -93.4% | 0.04% | -92.4% |
| AGZ | Sell | ISHARESagency bond etf | $2,340,000 | -7.3% | 21,038 | -7.7% | 0.04% | -7.3% |
| PZA | New | POWERSHARES GLOBAL ETF TRUSTinsur natl mun | $1,038,000 | – | 45,000 | – | 0.02% | – |
| WLL | New | WHITING PETE CORP NEW | $790,000 | – | 13,196 | – | 0.01% | – |
| CFN | Buy | CAREFUSION CORP | $726,000 | +87.6% | 19,670 | +87.3% | 0.01% | +100.0% |
| CE | Buy | CELANESE CORP DEL | $743,000 | +125.8% | 14,076 | +91.9% | 0.01% | +140.0% |
| KEX | New | KIRBY CORP | $486,000 | – | 5,615 | – | 0.01% | – |
| SPXC | New | SPX CORP | $376,000 | – | 4,440 | – | 0.01% | – |
| ATI | New | ALLEGHENY TECHNOLOGIES INC | $376,000 | – | 12,310 | – | 0.01% | – |
| DLB | New | DOLBY LABORATORIES INC | $372,000 | – | 10,775 | – | 0.01% | – |
| DNB | New | DUN & BRADSTREET CORP DEL NE | $340,000 | – | 3,270 | – | 0.01% | – |
| ENDP | New | ENDO HEALTH SOLUTIONS INC | $367,000 | – | 8,070 | – | 0.01% | – |
| EXPD | New | EXPEDITORS INTL WASH INC | $365,000 | – | 8,285 | – | 0.01% | – |
| GPN | New | GLOBAL PMTS INC | $349,000 | – | 6,835 | – | 0.01% | – |
| HTZ | New | HERTZ GLOBAL HOLDINGS INC | $345,000 | – | 15,590 | – | 0.01% | – |
| HFC | New | HOLLYFRONTIER CORP | $338,000 | – | 8,015 | – | 0.01% | – |
| HUN | New | HUNTSMAN CORP | $396,000 | – | 19,200 | – | 0.01% | – |
| MAN | New | MANPOWERGROUP INC | $348,000 | – | 4,790 | – | 0.01% | – |
| MXIM | New | MAXIM INTEGRATED PRODS INC | $367,000 | – | 12,295 | – | 0.01% | – |
| PKI | New | PERKINELMER INC | $372,000 | – | 9,845 | – | 0.01% | – |
| RGA | New | REINSURANCE GROUP AMER INC | $338,000 | – | 5,050 | – | 0.01% | – |
| 6107SC | New | URS CORP NEW | $370,000 | – | 6,875 | – | 0.01% | – |
| UTHR | New | UNITED THERAPEUTICS CORP DEL | $380,000 | – | 4,820 | – | 0.01% | – |
| AXS | New | AXIS CAPITAL HOLDINGS LTD | $343,000 | – | 7,910 | – | 0.01% | – |
| VNTV | New | VANTIV INCcl a | $330,000 | – | 11,815 | – | 0.01% | – |
| ADT | New | THE ADT CORPORATION | $336,000 | – | 8,252 | – | 0.01% | – |
| ZION | New | ZIONS BANCORPORATION | $309,000 | – | 11,272 | – | 0.01% | – |
| ANF | New | ABERCROMBIE & FITCH COcl a | $245,000 | – | 6,928 | – | 0.00% | – |
| AGG | Exit | ISHARES TRcore totusbd etf | $0 | – | -2,000 | – | -0.00% | – |
| VOYA | Exit | ING U S INC | $0 | – | -14,450 | – | -0.01% | – |
| MUB | Exit | ISHARES TRs&p ntl amtfree | $0 | – | -10,000 | – | -0.02% | – |
| VZ | Exit | VERIZON COMMUNICATIONS INC | $0 | – | -65,610 | – | -0.05% | – |
| DVN | Exit | DEVON ENERGY CORP NEWcall | $0 | – | -100,000 | – | -0.08% | – |
| RDSB | Exit | ROYAL DUTCH SHELL PLCspon adr b | $0 | – | -108,789 | – | -0.12% | – |
| MOS | Exit | MOSAIC CO NEWcall | $0 | – | -190,000 | – | -0.16% | – |
| AEL | Exit | AMERICAN EQTY INVT LIFE HLD | $0 | – | -726,762 | – | -0.18% | – |
| LCC | Exit | U S AIRWAYS GROUP INC | $0 | – | -764,115 | – | -0.20% | – |
| LPNT | Exit | LIFEPOINT HOSPITALS INC | $0 | – | -258,063 | – | -0.20% | – |
| NJDCY | Exit | NIDEC CORPsponsored adr | $0 | – | -1,002,875 | – | -0.28% | – |
| ATW | Exit | ATWOOD OCEANICS INC | $0 | – | -364,634 | – | -0.31% | – |
| MDR | Exit | MCDERMOTT INTL INC | $0 | – | -3,715,999 | – | -0.49% | – |
| AROPQ | Exit | AEROPOSTALE | $0 | – | -2,277,728 | – | -0.51% | – |
| IPI | Exit | INTREPID POTASH INC | $0 | – | -1,810,924 | – | -0.56% | – |
| AHL | Exit | ASPEN INSURANCE HOLDINGS LTD | $0 | – | -1,017,995 | – | -0.61% | – |
| WEN | Exit | WENDYS CO | $0 | – | -6,636,183 | – | -0.62% | – |
| THS | Exit | TREEHOUSE FOODS INC | $0 | – | -614,596 | – | -0.65% | – |
| FNSR | Exit | FINISAR CORP | $0 | – | -2,430,932 | – | -0.66% | – |
| RDSA | Exit | ROYAL DUTCH SHELL PLCspons adr a | $0 | – | -1,147,521 | – | -1.18% | – |
| MOS | Exit | MOSAIC CO NEW | $0 | – | -1,980,820 | – | -1.72% | – |
| DVN | Exit | DEVON ENERGY CORP NEW | $0 | – | -2,195,297 | – | -1.84% | – |
Q2 2013
| Value | Shares | ↓ Weighting | ||||||
|---|---|---|---|---|---|---|---|---|
| F | New | FORD MTR CO DEL | $164,212,000 | – | 10,614,875 | – | 2.65% | – |
| GOOGL | New | GOOGLE INCcl a | $161,448,000 | – | 183,387 | – | 2.61% | – |
| OXY | New | OCCIDENTAL PETE CORP DEL | $145,141,000 | – | 1,626,593 | – | 2.34% | – |
| DOW | New | DOW CHEM CO | $144,805,000 | – | 4,501,257 | – | 2.34% | – |
| MRK | New | MERCK & CO INC NEW | $142,760,000 | – | 3,073,420 | – | 2.30% | – |
| VLO | New | VALERO ENERGY CORP NEW | $136,970,000 | – | 3,939,321 | – | 2.21% | – |
| VOD | New | VODAFONE GROUP PLC NEWspons adr new | $117,655,000 | – | 4,093,048 | – | 1.90% | – |
| DVN | New | DEVON ENERGY CORP NEW | $113,892,000 | – | 2,195,297 | – | 1.84% | – |
| FLEX | New | FLEXTRONICS INTL LTDord | $112,107,000 | – | 14,484,134 | – | 1.81% | – |
| PRU | New | PRUDENTIAL FINL INC | $109,478,000 | – | 1,499,077 | – | 1.77% | – |
| MET | New | METLIFE INC | $108,176,000 | – | 2,363,984 | – | 1.75% | – |
| HAL | New | HALLIBURTON CO | $107,387,000 | – | 2,573,992 | – | 1.73% | – |
| KBR | New | KBR INC | $106,942,000 | – | 3,290,514 | – | 1.73% | – |
| MOS | New | MOSAIC CO NEW | $106,588,000 | – | 1,980,820 | – | 1.72% | – |
| ESRX | New | EXPRESS SCRIPTS HLDG CO | $106,171,000 | – | 1,719,642 | – | 1.71% | – |
| COF | New | CAPITAL ONE FINL CORP | $106,157,000 | – | 1,690,123 | – | 1.71% | – |
| CCL | New | CARNIVAL CORPpaired ctf | $105,351,000 | – | 3,072,352 | – | 1.70% | – |
| AET | New | AETNA INC NEW | $105,175,000 | – | 1,655,263 | – | 1.70% | – |
| BAX | New | BAXTER INTL INC | $104,703,000 | – | 1,511,523 | – | 1.69% | – |
| TGT | New | TARGET CORP | $104,234,000 | – | 1,513,710 | – | 1.68% | – |
| ACE | New | ACE LTD | $104,227,000 | – | 1,164,813 | – | 1.68% | – |
| NVS | New | NOVARTIS A Gsponsored adr | $103,652,000 | – | 1,465,871 | – | 1.67% | – |
| NOV | New | NATIONAL OILWELL VARCO INC | $102,195,000 | – | 1,483,239 | – | 1.65% | – |
| HON | New | HONEYWELL INTL INC | $100,677,000 | – | 1,268,927 | – | 1.62% | – |
| SWK | New | STANLEY BLACK & DECKER INC | $100,407,000 | – | 1,298,929 | – | 1.62% | – |
| DRI | New | DARDEN RESTAURANTS INC | $99,929,000 | – | 1,979,583 | – | 1.61% | – |
| PG | New | PROCTER & GAMBLE CO | $99,764,000 | – | 1,295,803 | – | 1.61% | – |
| SYMC | New | SYMANTEC CORP | $99,351,000 | – | 4,419,531 | – | 1.60% | – |
| RF | New | REGIONS FINL CORP NEW | $99,184,000 | – | 10,407,568 | – | 1.60% | – |
| ABT | New | ABBOTT LABS | $99,080,000 | – | 2,840,592 | – | 1.60% | – |
| NSC | New | NORFOLK SOUTHERN CORP | $92,457,000 | – | 1,272,639 | – | 1.49% | – |
| ON | New | ON SEMICONDUCTOR CORP | $89,922,000 | – | 11,128,959 | – | 1.45% | – |
| SPNV | New | SUPERIOR ENERGY SVCS INC | $86,410,000 | – | 3,331,143 | – | 1.40% | – |
| CVS | New | CVS CAREMARK CORPORATION | $85,484,000 | – | 1,494,990 | – | 1.38% | – |
| APD | New | AIR PRODS & CHEMS INC | $84,240,000 | – | 919,950 | – | 1.36% | – |
| ROK | New | ROCKWELL AUTOMATION INC | $80,584,000 | – | 969,260 | – | 1.30% | – |
| WSH | New | WILLIS GROUP HOLDINGS PUBLIC | $77,322,000 | – | 1,896,071 | – | 1.25% | – |
| RDSA | New | ROYAL DUTCH SHELL PLCspons adr a | $73,212,000 | – | 1,147,521 | – | 1.18% | – |
| HAR | New | HARMAN INTL INDS INC | $51,373,000 | – | 947,842 | – | 0.83% | – |
| AER | New | AERCAP HOLDINGS NV | $49,014,000 | – | 2,807,245 | – | 0.79% | – |
| DBD | New | DIEBOLD INC | $43,322,000 | – | 1,285,888 | – | 0.70% | – |
| MGLN | New | MAGELLAN HEALTH SVCS INC | $42,839,000 | – | 763,898 | – | 0.69% | – |
| ANN | New | ANN INC | $42,552,000 | – | 1,281,690 | – | 0.69% | – |
| WCG | New | WELLCARE HEALTH PLANS INC | $41,582,000 | – | 748,548 | – | 0.67% | – |
| XLS | New | EXELIS INC | $41,353,000 | – | 2,998,755 | – | 0.67% | – |
| FNSR | New | FINISAR CORP | $41,204,000 | – | 2,430,932 | – | 0.66% | – |
| AL | New | AIR LEASE CORPcl a | $41,064,000 | – | 1,488,351 | – | 0.66% | – |
| UMPQ | New | UMPQUA HLDGS CORP | $40,997,000 | – | 2,731,301 | – | 0.66% | – |
| CR | New | CRANE CO | $40,685,000 | – | 678,981 | – | 0.66% | – |
| HNT | New | HEALTH NET INC | $40,693,000 | – | 1,278,860 | – | 0.66% | – |
| SMG | New | SCOTTS MIRACLE GRO COcl a | $40,317,000 | – | 834,557 | – | 0.65% | – |
| THS | New | TREEHOUSE FOODS INC | $40,281,000 | – | 614,596 | – | 0.65% | – |
| FNFG | New | FIRST NIAGARA FINL GP INC | $40,109,000 | – | 3,982,981 | – | 0.65% | – |
| THG | New | HANOVER INS GROUP INC | $40,064,000 | – | 818,793 | – | 0.65% | – |
| TER | New | TERADYNE INC | $39,998,000 | – | 2,276,468 | – | 0.65% | – |
| PTC | New | PTC INC | $40,033,000 | – | 1,632,002 | – | 0.65% | – |
| ATML | New | ATMEL CORP | $39,866,000 | – | 5,431,293 | – | 0.64% | – |
| BID | New | SOTHEBYS | $39,007,000 | – | 1,028,945 | – | 0.63% | – |
| MSCC | New | MICROSEMI CORP | $38,974,000 | – | 1,713,151 | – | 0.63% | – |
| TTEK | New | TETRA TECH INC NEW | $38,846,000 | – | 1,652,297 | – | 0.63% | – |
| TCF | New | TCF FINL CORP | $38,805,000 | – | 2,736,619 | – | 0.63% | – |
| DAR | New | DARLING INTL INC | $38,788,000 | – | 2,078,684 | – | 0.63% | – |
| WEN | New | WENDYS CO | $38,689,000 | – | 6,636,183 | – | 0.62% | – |
| CATY | New | CATHAY GENERAL BANCORP | $38,543,000 | – | 1,893,984 | – | 0.62% | – |
| CBT | New | CABOT CORP | $38,133,000 | – | 1,019,056 | – | 0.62% | – |
| BRKR | New | BRUKER CORP | $37,998,000 | – | 2,352,792 | – | 0.61% | – |
| FWLT | New | FOSTER WHEELER AG | $37,780,000 | – | 1,740,226 | – | 0.61% | – |
| AHL | New | ASPEN INSURANCE HOLDINGS LTD | $37,757,000 | – | 1,017,995 | – | 0.61% | – |
| CJES | New | C&J ENERGY SVCS INC | $37,520,000 | – | 1,937,032 | – | 0.61% | – |
| CRS | New | CARPENTER TECHNOLOGY CORP | $37,142,000 | – | 824,093 | – | 0.60% | – |
| SEAS | New | SEAWORLD ENTMT INC | $36,735,000 | – | 1,046,591 | – | 0.59% | – |
| WNR | New | WESTERN REFNG INC | $36,361,000 | – | 1,295,376 | – | 0.59% | – |
| KEGXQ | New | KEY ENERGY SVCS INC | $35,164,000 | – | 5,909,899 | – | 0.57% | – |
| JDSU | New | JDS UNIPHASE CORP | $34,936,000 | – | 2,427,831 | – | 0.56% | – |
| IPI | New | INTREPID POTASH INC | $34,498,000 | – | 1,810,924 | – | 0.56% | – |
| HSC | New | HARSCO CORP | $33,354,000 | – | 1,438,303 | – | 0.54% | – |
| AROPQ | New | AEROPOSTALE | $31,433,000 | – | 2,277,728 | – | 0.51% | – |
| KFY | New | KORN FERRY INTL | $30,971,000 | – | 1,652,647 | – | 0.50% | – |
| FDP | New | FRESH DEL MONTE PRODUCE INCord | $30,862,000 | – | 1,106,944 | – | 0.50% | – |
| QSII | New | QUALITY SYS INC | $30,657,000 | – | 1,638,541 | – | 0.50% | – |
| LSCC | New | LATTICE SEMICONDUCTOR CORP | $30,508,000 | – | 6,017,353 | – | 0.49% | – |
| FINL | New | FINISH LINE INCcl a | $30,418,000 | – | 1,391,478 | – | 0.49% | – |
| MDR | New | MCDERMOTT INTL INC | $30,397,000 | – | 3,715,999 | – | 0.49% | – |
| ABM | New | ABM INDS INC | $30,148,000 | – | 1,230,026 | – | 0.49% | – |
| IART | New | INTEGRA LIFESCIENCES HLDGS C | $30,125,000 | – | 822,416 | – | 0.49% | – |
| AREXQ | New | APPROACH RESOURCES INC | $27,815,000 | – | 1,132,073 | – | 0.45% | – |
| BCO | New | BRINKS CO | $27,302,000 | – | 1,070,244 | – | 0.44% | – |
| ATW | New | ATWOOD OCEANICS INC | $18,979,000 | – | 364,634 | – | 0.31% | – |
| NJDCY | New | NIDEC CORPsponsored adr | $17,570,000 | – | 1,002,875 | – | 0.28% | – |
| NTTYY | New | NIPPON TELEG & TEL CORPsponsored adr | $13,598,000 | – | 522,811 | – | 0.22% | – |
| AMX | New | AMERICA MOVIL SAB DE CV | $13,389,000 | – | 615,572 | – | 0.22% | – |
| CHKP | New | CHECK POINT SOFTWARE TECH LTord | $13,137,000 | – | 264,426 | – | 0.21% | – |
| SLB | New | SCHLUMBERGER LTD | $12,663,000 | – | 176,705 | – | 0.20% | – |
| SHPG | New | SHIRE PLCsponsored adr | $12,649,000 | – | 132,995 | – | 0.20% | – |
| LCC | New | U S AIRWAYS GROUP INC | $12,547,000 | – | 764,115 | – | 0.20% | – |
| LPNT | New | LIFEPOINT HOSPITALS INC | $12,604,000 | – | 258,063 | – | 0.20% | – |
| SU | New | SUNCOR ENERGY INC NEW | $12,519,000 | – | 424,500 | – | 0.20% | – |
| WPP | New | WPP PLC NEWadr | $12,312,000 | – | 144,190 | – | 0.20% | – |
| SAP | New | SAP AGspon adr | $12,088,000 | – | 165,980 | – | 0.20% | – |
| CCE | New | COCA COLA ENTERPRISES INC NE | $11,916,000 | – | 338,918 | – | 0.19% | – |
| AEL | New | AMERICAN EQTY INVT LIFE HLD | $11,410,000 | – | 726,762 | – | 0.18% | – |
| BBVA | New | BANCO BILBAO VIZCAYA ARGENTAsponsored adr | $11,359,000 | – | 1,350,613 | – | 0.18% | – |
| ITUB | New | ITAU UNIBANCO HLDG SAspon adr rep pfd | $10,611,000 | – | 821,259 | – | 0.17% | – |
| MOS | New | MOSAIC CO NEWcall | $10,224,000 | – | 190,000 | – | 0.16% | – |
| RDSB | New | ROYAL DUTCH SHELL PLCspon adr b | $7,209,000 | – | 108,789 | – | 0.12% | – |
| HAL | New | HALLIBURTON COcall | $6,258,000 | – | 150,000 | – | 0.10% | – |
| VLO | New | VALERO ENERGY CORP NEWcall | $6,085,000 | – | 175,000 | – | 0.10% | – |
| DVN | New | DEVON ENERGY CORP NEWcall | $5,188,000 | – | 100,000 | – | 0.08% | – |
| LSI | New | LSI CORPORATION | $4,932,000 | – | 690,818 | – | 0.08% | – |
| BCS | New | BARCLAYS PLCadr | $4,513,000 | – | 263,586 | – | 0.07% | – |
| VZ | New | VERIZON COMMUNICATIONS INC | $3,303,000 | – | 65,610 | – | 0.05% | – |
| JBL | New | JABIL CIRCUIT INC | $3,102,000 | – | 152,225 | – | 0.05% | – |
| SHY | New | ISHARES TRbarclys 1-3 yr | $2,567,000 | – | 30,458 | – | 0.04% | – |
| AGZ | New | ISHARES TRagency bd fd | $2,523,000 | – | 22,789 | – | 0.04% | – |
| LQD | New | ISHARES TRiboxx inv cpbd | $2,464,000 | – | 21,677 | – | 0.04% | – |
| MUB | New | ISHARES TRs&p ntl amtfree | $1,050,000 | – | 10,000 | – | 0.02% | – |
| CFN | New | CAREFUSION CORP | $387,000 | – | 10,502 | – | 0.01% | – |
| VOYA | New | ING U S INC | $391,000 | – | 14,450 | – | 0.01% | – |
| CE | New | CELANESE CORP DEL | $329,000 | – | 7,334 | – | 0.01% | – |
| AGG | New | ISHARES TRcore totusbd etf | $214,000 | – | 2,000 | – | 0.00% | – |