Q4 2015
| Value | Shares | ↓ Weighting | ||||||
|---|---|---|---|---|---|---|---|---|
| V | Buy | VISA INC CLASS A SHARES | $106,244,000 | +205.0% | 1,370,000 | +174.0% | 1.90% | +186.2% |
| AIG | Buy | AMERICAN INTERNATIONAL GROUP | $94,221,000 | +35.9% | 1,520,438 | +24.6% | 1.69% | +27.5% |
| MTD | Buy | METTLER TOLEDO INTERNATIONAL | $65,113,000 | +158.3% | 192,000 | +116.9% | 1.17% | +142.6% |
| STE | New | STERIS PLC | $63,257,000 | – | 839,612 | – | 1.13% | – |
| SXI | Buy | STANDEX INTERNATIONAL CORP | $55,624,000 | +30.0% | 668,959 | +17.8% | 1.00% | +22.0% |
| DDS | Sell | DILLARDS INC CL Acl a | $52,450,000 | -44.1% | 798,195 | -25.6% | 0.94% | -47.5% |
| KNX | Buy | KNIGHT TRANSPORTATION INC | $46,679,000 | +2.0% | 1,926,482 | +1.0% | 0.84% | -4.3% |
| UNFI | Buy | UNITED NATURAL FOODS INC | $43,174,000 | +29.3% | 1,096,900 | +59.4% | 0.77% | +21.4% |
| ECPG | Buy | ENCORE CAPITAL GROUP INC | $42,357,000 | -18.6% | 1,456,559 | +3.6% | 0.76% | -23.6% |
| POL | Buy | POLYONE CORPORATION | $38,242,000 | +12.9% | 1,204,100 | +4.3% | 0.68% | +5.9% |
| HII | Sell | HUNTINGTON INGALLS INDUSTRIE | $34,688,000 | -8.6% | 273,456 | -22.8% | 0.62% | -14.3% |
| TGI | Buy | TRIUMPH GROUP INC | $33,279,000 | +61.3% | 837,200 | +70.8% | 0.60% | +51.3% |
| PSX | Sell | PHILLIPS 66 | $32,356,000 | -47.1% | 395,550 | -50.3% | 0.58% | -50.3% |
| STBZ | Buy | STATE BANK FINANCIAL CORP | $30,922,000 | +3.8% | 1,470,350 | +2.1% | 0.55% | -2.6% |
| BWXT | Buy | BWX TECHNOLOGIES INC | $30,118,000 | +167.5% | 948,000 | +122.0% | 0.54% | +151.2% |
| NSR | Buy | NEUSTAR INC CLASS Acl a | $28,551,000 | +40.1% | 1,191,100 | +59.0% | 0.51% | +31.6% |
| LBYYQ | Buy | LIBBEY INC | $22,613,000 | -31.4% | 1,060,616 | +4.9% | 0.40% | -35.6% |
| MPC | Sell | MARATHON PETROLEUM CORP | $19,596,000 | -74.0% | 378,000 | -76.8% | 0.35% | -75.7% |
| GIII | Buy | G III APPAREL GROUP LTD | $18,616,000 | +101.3% | 420,600 | +180.4% | 0.33% | +88.7% |
| IWN | Sell | ISHARES RUSSELL 2000 VALUE ETFrus 2000 val etf | $18,402,000 | -29.6% | 200,000 | -31.0% | 0.33% | -33.9% |
| GBCI | Buy | GLACIER BANCORP INC | $17,942,000 | +8.6% | 676,280 | +8.0% | 0.32% | +1.6% |
| IJR | Sell | ISHARES CORE S+P SMALL CAP ETFcore s&p scp etf | $16,517,000 | -32.6% | 150,000 | -34.8% | 0.30% | -36.8% |
| CASS | Buy | CASS INFORMATION SYSTEMS INC | $14,434,000 | +81.9% | 280,494 | +73.7% | 0.26% | +70.4% |
| CVLG | Buy | COVENANT TRANSPORT GRP CL Acl a | $9,637,000 | +84.7% | 510,200 | +75.7% | 0.17% | +73.0% |
| ORN | Buy | ORION MARINE GROUP INC | $9,470,000 | -26.3% | 2,271,136 | +5.6% | 0.17% | -30.9% |
| STL | New | STERLING BANCORP/DE | $6,488,000 | – | 400,000 | – | 0.12% | – |
| SUM | New | SUMMIT MATERIALS INC CL Acl a | $6,319,000 | – | 315,361 | – | 0.11% | – |
| RLGT | Buy | RADIANT LOGISTICS INC | $4,953,000 | -15.8% | 1,444,100 | +9.5% | 0.09% | -20.5% |
| MBRG | Sell | MIDDLEBURG FINANCIAL CORP | $3,835,000 | -25.0% | 207,500 | -28.6% | 0.07% | -29.6% |
| NNBR | New | NN INC | $1,027,000 | – | 64,400 | – | 0.02% | – |
| AF | Exit | ASTORIA FINANCIAL CORP | $0 | – | -152,500 | – | -0.05% | – |
| IWM | Exit | ISHARES RUSSELL 2000 ETFrussell 2000 etf | $0 | – | -60,000 | – | -0.12% | – |
| STE | Exit | STERIS CORP | $0 | – | -839,612 | – | -1.04% | – |
Q3 2015
| Value | Shares | ↓ Weighting | ||||||
|---|---|---|---|---|---|---|---|---|
| AIG | Buy | AMERICAN INTERNATIONAL GROUP | $69,346,000 | +12.2% | 1,220,438 | +22.0% | 1.32% | +29.8% |
| WERN | Buy | WERNER ENTERPRISES INC | $47,171,000 | -1.8% | 1,879,306 | +2.7% | 0.90% | +13.6% |
| KNX | Buy | KNIGHT TRANSPORTATION INC | $45,756,000 | -7.8% | 1,906,482 | +2.7% | 0.87% | +6.7% |
| SXI | Buy | STANDEX INTERNATIONAL CORP | $42,792,000 | +3.6% | 567,915 | +9.9% | 0.82% | +19.8% |
| RENT | Buy | RENTRAK CORP | $35,156,000 | -6.6% | 650,186 | +20.5% | 0.67% | +8.1% |
| V | New | VISA INC CLASS A SHARES | $34,830,000 | – | 500,000 | – | 0.66% | – |
| POL | Buy | POLYONE CORPORATION | $33,861,000 | -20.6% | 1,154,100 | +6.0% | 0.65% | -8.1% |
| UNFI | Buy | UNITED NATURAL FOODS INC | $33,378,000 | +13.1% | 688,072 | +48.5% | 0.64% | +30.8% |
| LBYYQ | Buy | LIBBEY INC | $32,956,000 | -6.1% | 1,010,616 | +18.9% | 0.63% | +8.4% |
| STBZ | Buy | STATE BANK FINANCIAL CORP | $29,780,000 | -3.9% | 1,440,050 | +0.9% | 0.57% | +11.4% |
| TCBI | Buy | TEXAS CAPITAL BANCSHARES INC | $29,560,000 | -7.6% | 563,917 | +9.7% | 0.56% | +7.0% |
| IWN | Sell | ISHARES RUSSELL 2000 VALUE ETFrus 2000 val etf | $26,129,000 | -49.7% | 290,000 | -43.1% | 0.50% | -41.8% |
| MTD | New | METTLER TOLEDO INTERNATIONAL | $25,209,000 | – | 88,532 | – | 0.48% | – |
| IJR | Sell | ISHARES CORE S+P SMALL CAP ETFcore s&p scp etf | $24,511,000 | -48.3% | 230,000 | -42.8% | 0.47% | -40.2% |
| NSR | Buy | NEUSTAR INC CLASS Acl a | $20,386,000 | -3.6% | 749,200 | +3.5% | 0.39% | +11.5% |
| GBCI | Buy | GLACIER BANCORP INC | $16,528,000 | +457.4% | 626,280 | +521.6% | 0.32% | +544.9% |
| BWXT | New | BWX TECHNOLOGIES INC | $11,258,000 | – | 427,061 | – | 0.22% | – |
| GIII | Buy | G III APPAREL GROUP LTD | $9,250,000 | +228.7% | 150,000 | +275.0% | 0.18% | +284.8% |
| SM | Sell | SM ENERGY CO | $6,716,000 | -43.7% | 209,600 | -18.9% | 0.13% | -35.0% |
| IWM | Sell | ISHARES RUSSELL 2000 ETFrussell 2000 etf | $6,552,000 | -79.0% | 60,000 | -76.0% | 0.12% | -75.7% |
| RLGT | New | RADIANT LOGISTICS INC | $5,880,000 | – | 1,318,400 | – | 0.11% | – |
| MNKKQ | Sell | MALLINCKRODT PLC | $5,418,000 | -58.7% | 84,737 | -24.0% | 0.10% | -52.5% |
| CVLG | New | COVENANT TRANSPORT GRP CL Acl a | $5,217,000 | – | 290,300 | – | 0.10% | – |
| CBSH | Exit | COMMERCE BANCSHARES INC | $0 | – | -529,458 | – | -0.41% | – |
| PPO | Exit | POLYPORE INTERNATIONAL INC | $0 | – | -417,826 | – | -0.41% | – |
| OLN | Exit | OLIN CORP | $0 | – | -1,858,731 | – | -0.83% | – |
| HPQ | Exit | HEWLETT PACKARD CO | $0 | – | -3,712,400 | – | -1.84% | – |
| HSP | Exit | HOSPIRA INC | $0 | – | -1,557,540 | – | -2.28% | – |
Q2 2015
| Value | Shares | ↓ Weighting | ||||||
|---|---|---|---|---|---|---|---|---|
| BMY | New | BRISTOL MYERS SQUIBB CO | $179,744,000 | – | 2,701,300 | – | 2.97% | – |
| CSCO | New | CISCO SYSTEMS INC | $159,840,000 | – | 5,820,816 | – | 2.64% | – |
| JPM | New | JPMORGAN CHASE + CO | $153,029,000 | – | 2,258,400 | – | 2.53% | – |
| GE | New | GENERAL ELECTRIC CO | $152,597,000 | – | 5,743,200 | – | 2.52% | – |
| INTC | New | INTEL CORP | $151,092,000 | – | 4,967,700 | – | 2.49% | – |
| DOW | New | DOW CHEMICAL CO/THE | $145,390,000 | – | 2,841,300 | – | 2.40% | – |
| AVY | New | AVERY DENNISON CORP | $144,404,000 | – | 2,369,600 | – | 2.38% | – |
| ABBV | New | ABBVIE INC | $140,379,000 | – | 2,089,281 | – | 2.32% | – |
| HSP | New | HOSPIRA INC | $138,170,000 | – | 1,557,540 | – | 2.28% | – |
| PFE | New | PFIZER INC | $137,976,000 | – | 4,115,000 | – | 2.28% | – |
| GPC | New | GENUINE PARTS CO | $133,521,000 | – | 1,491,353 | – | 2.20% | – |
| PH | New | PARKER HANNIFIN CORP | $122,784,000 | – | 1,055,481 | – | 2.03% | – |
| COP | New | CONOCOPHILLIPS | $121,365,000 | – | 1,976,308 | – | 2.00% | – |
| CVX | New | CHEVRON CORP | $120,925,000 | – | 1,253,500 | – | 2.00% | – |
| CTB | New | COOPER TIRE + RUBBER | $119,684,000 | – | 3,537,812 | – | 1.98% | – |
| ALL | New | ALLSTATE CORP | $115,793,000 | – | 1,785,000 | – | 1.91% | – |
| DDS | New | DILLARDS INC CL Acl a | $112,840,000 | – | 1,072,723 | – | 1.86% | – |
| HPQ | New | HEWLETT PACKARD CO | $111,409,000 | – | 3,712,400 | – | 1.84% | – |
| HON | New | HONEYWELL INTERNATIONAL INC | $109,873,000 | – | 1,077,500 | – | 1.81% | – |
| CB | New | CHUBB CORP | $103,132,000 | – | 1,084,000 | – | 1.70% | – |
| MDT | New | MEDTRONIC PLC | $100,976,000 | – | 1,362,703 | – | 1.67% | – |
| LUV | New | SOUTHWEST AIRLINES CO | $100,859,000 | – | 3,048,023 | – | 1.66% | – |
| BMS | New | BEMIS COMPANY | $99,152,000 | – | 2,202,900 | – | 1.64% | – |
| DY | New | DYCOM INDUSTRIES INC | $96,615,000 | – | 1,641,717 | – | 1.60% | – |
| TEL | New | TE CONNECTIVITY LTD | $90,978,000 | – | 1,414,900 | – | 1.50% | – |
| MPC | New | MARATHON PETROLEUM CORP | $85,233,000 | – | 1,629,384 | – | 1.41% | – |
| MRO | New | MARATHON OIL CORP | $79,375,000 | – | 2,990,784 | – | 1.31% | – |
| ABT | New | ABBOTT LABORATORIES | $79,215,000 | – | 1,614,000 | – | 1.31% | – |
| GSK | New | GLAXOSMITHKLINE PLC SPON ADRsponsored adr | $76,803,000 | – | 1,844,000 | – | 1.27% | – |
| BHI | New | BAKER HUGHES INC | $75,793,000 | – | 1,228,400 | – | 1.25% | – |
| WFC | New | WELLS FARGO + CO | $74,619,000 | – | 1,326,789 | – | 1.23% | – |
| FLS | New | FLOWSERVE CORP | $70,519,000 | – | 1,339,143 | – | 1.16% | – |
| CBRL | New | CRACKER BARREL OLD COUNTRY | $67,064,000 | – | 449,609 | – | 1.11% | – |
| PSX | New | PHILLIPS 66 | $64,090,000 | – | 795,550 | – | 1.06% | – |
| AIG | New | AMERICAN INTERNATIONAL GROUP | $61,820,000 | – | 1,000,000 | – | 1.02% | – |
| ECPG | New | ENCORE CAPITAL GROUP INC | $60,116,000 | – | 1,406,559 | – | 0.99% | – |
| WLK | New | WESTLAKE CHEMICAL CORP | $59,070,000 | – | 861,200 | – | 0.98% | – |
| WDC | New | WESTERN DIGITAL CORP | $59,104,000 | – | 753,683 | – | 0.98% | – |
| BDC | New | BELDEN INC | $54,488,000 | – | 670,785 | – | 0.90% | – |
| STE | New | STERIS CORP | $54,105,000 | – | 839,612 | – | 0.89% | – |
| AIT | New | APPLIED INDUSTRIAL TECH INC | $53,978,000 | – | 1,361,359 | – | 0.89% | – |
| IWN | New | ISHARES RUSSELL 2000 VALUE ETFrus 2000 val etf | $51,959,000 | – | 509,600 | – | 0.86% | – |
| MRK | New | MERCK + CO. INC. | $50,609,000 | – | 888,980 | – | 0.84% | – |
| RSTI | New | ROFIN SINAR TECHNOLOGIES INC | $50,417,000 | – | 1,826,692 | – | 0.83% | – |
| OLN | New | OLIN CORP | $50,093,000 | – | 1,858,731 | – | 0.83% | – |
| EAT | New | BRINKER INTERNATIONAL INC | $49,988,000 | – | 867,100 | – | 0.82% | – |
| KNX | New | KNIGHT TRANSPORTATION INC | $49,642,000 | – | 1,856,482 | – | 0.82% | – |
| WERN | New | WERNER ENTERPRISES INC | $48,019,000 | – | 1,829,306 | – | 0.79% | – |
| CSL | New | CARLISLE COS INC | $47,727,000 | – | 476,700 | – | 0.79% | – |
| IJR | New | ISHARES CORE S+P SMALL CAP ETFcore s&p scp etf | $47,388,000 | – | 402,000 | – | 0.78% | – |
| FREDQ | New | FRED S INC CLASS Acl a | $43,047,000 | – | 2,231,569 | – | 0.71% | – |
| MTW | New | MANITOWOC COMPANY INC | $42,804,000 | – | 2,183,900 | – | 0.71% | – |
| POL | New | POLYONE CORPORATION | $42,660,000 | – | 1,089,100 | – | 0.70% | – |
| QEP | New | QEP RESOURCES INC | $41,720,000 | – | 2,253,910 | – | 0.69% | – |
| SXI | New | STANDEX INTERNATIONAL CORP | $41,317,000 | – | 516,915 | – | 0.68% | – |
| MANT | New | MANTECH INTERNATIONAL CORP Acl a | $41,069,000 | – | 1,416,170 | – | 0.68% | – |
| BJRI | New | BJ S RESTAURANTS INC | $40,273,000 | – | 831,230 | – | 0.66% | – |
| HP | New | HELMERICH + PAYNE | $39,921,000 | – | 566,900 | – | 0.66% | – |
| HII | New | HUNTINGTON INGALLS INDUSTRIE | $39,880,000 | – | 354,208 | – | 0.66% | – |
| WEN | New | WENDY S CO/THE | $39,694,000 | – | 3,519,000 | – | 0.66% | – |
| RENT | New | RENTRAK CORP | $37,651,000 | – | 539,408 | – | 0.62% | – |
| BAC | New | BANK OF AMERICA CORP | $35,680,000 | – | 2,096,360 | – | 0.59% | – |
| STX | New | SEAGATE TECHNOLOGY | $35,388,000 | – | 745,000 | – | 0.58% | – |
| LBYYQ | New | LIBBEY INC | $35,115,000 | – | 849,616 | – | 0.58% | – |
| CFNL | New | CARDINAL FINANCIAL CORP | $34,935,000 | – | 1,603,241 | – | 0.58% | – |
| CORE | New | CORE MARK HOLDING CO INC | $33,905,000 | – | 572,246 | – | 0.56% | – |
| TGI | New | TRIUMPH GROUP INC | $32,348,000 | – | 490,200 | – | 0.53% | – |
| TCBI | New | TEXAS CAPITAL BANCSHARES INC | $31,986,000 | – | 513,917 | – | 0.53% | – |
| IWM | New | ISHARES RUSSELL 2000 ETFrussell 2000 etf | $31,215,000 | – | 250,000 | – | 0.52% | – |
| NPBC | New | NATL PENN BCSHS INC | $31,023,000 | – | 2,750,264 | – | 0.51% | – |
| STBZ | New | STATE BANK FINANCIAL CORP | $30,980,000 | – | 1,427,650 | – | 0.51% | – |
| FRAN | New | FRANCESCAS HOLDINGS CORP | $30,914,000 | – | 2,295,063 | – | 0.51% | – |
| XEC | New | CIMAREX ENERGY CO | $30,754,000 | – | 278,800 | – | 0.51% | – |
| PRIM | New | PRIMORIS SERVICES CORP | $30,726,000 | – | 1,551,800 | – | 0.51% | – |
| UNFI | New | UNITED NATURAL FOODS INC | $29,509,000 | – | 463,400 | – | 0.49% | – |
| DFODQ | New | DEAN FOODS CO | $27,102,000 | – | 1,676,098 | – | 0.45% | – |
| GRC | New | GORMAN RUPP CO | $26,594,000 | – | 947,087 | – | 0.44% | – |
| WWAV | New | WHITEWAVE FOODS CO | $26,578,000 | – | 543,739 | – | 0.44% | – |
| SJM | New | JM SMUCKER CO/THE | $25,989,000 | – | 239,721 | – | 0.43% | – |
| TYC | New | TYCO INTERNATIONAL PLC | $25,961,000 | – | 674,653 | – | 0.43% | – |
| PPO | New | POLYPORE INTERNATIONAL INC | $25,020,000 | – | 417,826 | – | 0.41% | – |
| CBSH | New | COMMERCE BANCSHARES INC | $24,763,000 | – | 529,458 | – | 0.41% | – |
| UMBF | New | UMB FINANCIAL CORP | $24,672,000 | – | 432,680 | – | 0.41% | – |
| MYE | New | MYERS INDUSTRIES INC | $23,199,000 | – | 1,221,012 | – | 0.38% | – |
| VLY | New | VALLEY NATIONAL BANCORP | $21,806,000 | – | 2,115,073 | – | 0.36% | – |
| NSR | New | NEUSTAR INC CLASS Acl a | $21,154,000 | – | 724,200 | – | 0.35% | – |
| LDOS | New | LEIDOS HOLDINGS INC | $21,085,000 | – | 522,277 | – | 0.35% | – |
| CLC | New | CLARCOR INC | $20,788,000 | – | 334,000 | – | 0.34% | – |
| NKSH | New | NATIONAL BANKSHARES INC/VA | $17,471,000 | – | 597,102 | – | 0.29% | – |
| ORN | New | ORION MARINE GROUP INC | $15,524,000 | – | 2,150,136 | – | 0.26% | – |
| AVD | New | AMERICAN VANGUARD CORP | $13,609,000 | – | 986,165 | – | 0.22% | – |
| RBC | New | REGAL BELOIT CORP | $13,604,000 | – | 187,400 | – | 0.22% | – |
| MNKKQ | New | MALLINCKRODT PLC | $13,125,000 | – | 111,493 | – | 0.22% | – |
| STR | New | QUESTAR CORP | $12,465,000 | – | 596,116 | – | 0.21% | – |
| SM | New | SM ENERGY CO | $11,927,000 | – | 258,600 | – | 0.20% | – |
| SBH | New | SALLY BEAUTY HOLDINGS INC | $10,197,000 | – | 322,900 | – | 0.17% | – |
| SAIC | New | SCIENCE APPLICATIONS INTE | $9,357,000 | – | 177,043 | – | 0.15% | – |
| CASS | New | CASS INFORMATION SYSTEMS INC | $9,080,000 | – | 161,501 | – | 0.15% | – |
| LM | New | LEGG MASON INC | $5,285,000 | – | 102,555 | – | 0.09% | – |
| MBRG | New | MIDDLEBURG FINANCIAL CORP | $5,229,000 | – | 290,500 | – | 0.09% | – |
| SPY | New | SPDR S+P 500 ETF TRUSTtr unit | $4,509,000 | – | 21,902 | – | 0.07% | – |
| RDC | New | ROWAN COMPANIES PLC A | $3,694,000 | – | 175,000 | – | 0.06% | – |
| ISTB | New | ISHARES CORE 1 5 YEAR USD BONDcore st usdb etf | $2,973,000 | – | 29,621 | – | 0.05% | – |
| GBCI | New | GLACIER BANCORP INC | $2,965,000 | – | 100,750 | – | 0.05% | – |
| GIII | New | G III APPAREL GROUP LTD | $2,814,000 | – | 40,000 | – | 0.05% | – |
| AF | New | ASTORIA FINANCIAL CORP | $2,103,000 | – | 152,500 | – | 0.04% | – |
Q4 2014
| Value | Shares | ↓ Weighting | ||||||
|---|---|---|---|---|---|---|---|---|
| SOCB | Exit | SOUTHCOAST FINANCIAL CORP | $0 | – | -229,951 | – | -0.03% | – |
| AF | Exit | ASTORIA FINANCIAL CORP | $0 | – | -152,500 | – | -0.04% | – |
| SPY | Exit | SPDR S+P 500 ETF TRUSTtr unit | $0 | – | -13,552 | – | -0.05% | – |
| ISTB | Exit | ISHARES CORE SHORT TERM USD BOcore st usdb etf | $0 | – | -29,621 | – | -0.06% | – |
| RDC | Exit | ROWAN COMPANIES PLC A | $0 | – | -175,000 | – | -0.08% | – |
| MBRG | Exit | MIDDLEBURG FINANCIAL CORP | $0 | – | -283,800 | – | -0.10% | – |
| LM | Exit | LEGG MASON INC | $0 | – | -102,555 | – | -0.10% | – |
| CASS | Exit | CASS INFORMATION SYSTEMS INC | $0 | – | -161,501 | – | -0.13% | – |
| SAIC | Exit | SCIENCE APPLICATIONS INTE | $0 | – | -180,043 | – | -0.15% | – |
| SBH | Exit | SALLY BEAUTY HOLDINGS INC | $0 | – | -322,900 | – | -0.17% | – |
| MNKKQ | Exit | MALLINCKRODT PLC | $0 | – | -111,493 | – | -0.19% | – |
| AVD | Exit | AMERICAN VANGUARD CORP | $0 | – | -986,165 | – | -0.21% | – |
| RBC | Exit | REGAL BELOIT CORP | $0 | – | -187,400 | – | -0.23% | – |
| STR | Exit | QUESTAR CORP | $0 | – | -622,716 | – | -0.26% | – |
| ORN | Exit | ORION MARINE GROUP INC | $0 | – | -1,474,925 | – | -0.28% | – |
| MYE | Exit | MYERS INDUSTRIES INC | $0 | – | -882,150 | – | -0.29% | – |
| PPO | Exit | POLYPORE INTERNATIONAL INC | $0 | – | -417,826 | – | -0.31% | – |
| SXI | Exit | STANDEX INTERNATIONAL CORP | $0 | – | -219,615 | – | -0.31% | – |
| HP | Exit | HELMERICH + PAYNE | $0 | – | -168,600 | – | -0.31% | – |
| NKSH | Exit | NATIONAL BANKSHARES INC/VA | $0 | – | -597,102 | – | -0.31% | – |
| LDOS | Exit | LEIDOS HOLDINGS INC | $0 | – | -527,527 | – | -0.34% | – |
| JWN | Exit | NORDSTROM INC | $0 | – | -270,000 | – | -0.35% | – |
| DFODQ | Exit | DEAN FOODS CO | $0 | – | -1,437,848 | – | -0.36% | – |
| SM | Exit | SM ENERGY CO | $0 | – | -258,600 | – | -0.38% | – |
| MATW | Exit | MATTHEWS INTL CORP CLASS Acl a | $0 | – | -464,631 | – | -0.38% | – |
| VLY | Exit | VALLEY NATIONAL BANCORP | $0 | – | -2,115,073 | – | -0.39% | – |
| CLC | Exit | CLARCOR INC | $0 | – | -334,000 | – | -0.40% | – |
| NPBC | Exit | NATL PENN BCSHS INC | $0 | – | -2,240,264 | – | -0.41% | – |
| CBSH | Exit | COMMERCE BANCSHARES INC | $0 | – | -510,991 | – | -0.43% | – |
| CORE | Exit | CORE MARK HOLDING CO INC | $0 | – | -431,994 | – | -0.43% | – |
| UMBF | Exit | UMB FINANCIAL CORP | $0 | – | -432,680 | – | -0.44% | – |
| SJM | Exit | JM SMUCKER CO/THE | $0 | – | -239,721 | – | -0.45% | – |
| GRC | Exit | GORMAN RUPP CO | $0 | – | -860,872 | – | -0.49% | – |
| CFNL | Exit | CARDINAL FINANCIAL CORP | $0 | – | -1,603,241 | – | -0.52% | – |
| UNFI | Exit | UNITED NATURAL FOODS INC | $0 | – | -463,400 | – | -0.54% | – |
| WEN | Exit | WENDY S CO/THE | $0 | – | -3,519,000 | – | -0.55% | – |
| WDC | Exit | WESTERN DIGITAL CORP | $0 | – | -301,883 | – | -0.55% | – |
| TCBI | Exit | TEXAS CAPITAL BANCSHARES INC | $0 | – | -513,917 | – | -0.56% | – |
| BJRI | Exit | BJ S RESTAURANTS INC | $0 | – | -831,230 | – | -0.56% | – |
| TYC | Exit | TYCO INTERNATIONAL LTD | $0 | – | -674,653 | – | -0.57% | – |
| FREDQ | Exit | FRED S INC CLASS Acl a | $0 | – | -2,211,569 | – | -0.58% | – |
| TGI | Exit | TRIUMPH GROUP INC | $0 | – | -490,200 | – | -0.60% | – |
| POL | Exit | POLYONE CORPORATION | $0 | – | -904,106 | – | -0.61% | – |
| FRAN | Exit | FRANCESCAS HOLDINGS CORP | $0 | – | -2,426,663 | – | -0.64% | – |
| IWM | Exit | ISHARES RUSSELL 2000 ETFrussell 2000 etf | $0 | – | -310,000 | – | -0.64% | – |
| XEC | Exit | CIMAREX ENERGY CO | $0 | – | -278,800 | – | -0.66% | – |
| BAC | Exit | BANK OF AMERICA CORP | $0 | – | -2,096,360 | – | -0.67% | – |
| HII | Exit | HUNTINGTON INGALLS INDUSTRIE | $0 | – | -354,208 | – | -0.70% | – |
| MANT | Exit | MANTECH INTERNATIONAL CORP Acl a | $0 | – | -1,416,170 | – | -0.72% | – |
| CSL | Exit | CARLISLE COS INC | $0 | – | -476,700 | – | -0.72% | – |
| RSTI | Exit | ROFIN SINAR TECHNOLOGIES INC | $0 | – | -1,686,292 | – | -0.73% | – |
| DY | Exit | DYCOM INDUSTRIES INC | $0 | – | -1,351,711 | – | -0.78% | – |
| ECPG | Exit | ENCORE CAPITAL GROUP INC | $0 | – | -952,298 | – | -0.80% | – |
| BDC | Exit | BELDEN INC | $0 | – | -670,785 | – | -0.81% | – |
| WERN | Exit | WERNER ENTERPRISES INC | $0 | – | -1,719,306 | – | -0.82% | – |
| EAT | Exit | BRINKER INTERNATIONAL INC | $0 | – | -867,100 | – | -0.83% | – |
| OLN | Exit | OLIN CORP | $0 | – | -1,755,465 | – | -0.84% | – |
| WWAV | Exit | WHITEWAVE FOODS CO | $0 | – | -1,223,042 | – | -0.84% | – |
| STE | Exit | STERIS CORP | $0 | – | -839,612 | – | -0.85% | – |
| CBRL | Exit | CRACKER BARREL OLD COUNTRY | $0 | – | -449,609 | – | -0.88% | – |
| KNX | Exit | KNIGHT TRANSPORTATION INC | $0 | – | -1,701,482 | – | -0.88% | – |
| MTW | Exit | MANITOWOC COMPANY INC | $0 | – | -2,183,900 | – | -0.97% | – |
| MRK | Exit | MERCK + CO. INC. | $0 | – | -888,980 | – | -0.99% | – |
| IWN | Exit | ISHARES RUSSELL 2000 VALUE ETFrus 2000 val etf | $0 | – | -572,037 | – | -1.01% | – |
| IJR | Exit | ISHARES CORE S+P SMALL CAP ETFcore s&p scp etf | $0 | – | -536,000 | – | -1.05% | – |
| AIT | Exit | APPLIED INDUSTRIAL TECH INC | $0 | – | -1,280,803 | – | -1.10% | – |
| GSK | Exit | GLAXOSMITHKLINE PLC SPON ADRsponsored adr | $0 | – | -1,389,000 | – | -1.20% | – |
| PSX | Exit | PHILLIPS 66 | $0 | – | -795,550 | – | -1.22% | – |
| TEL | Exit | TE CONNECTIVITY LTD | $0 | – | -1,214,900 | – | -1.27% | – |
| ABT | Exit | ABBOTT LABORATORIES | $0 | – | -1,614,000 | – | -1.27% | – |
| WFC | Exit | WELLS FARGO + CO | $0 | – | -1,326,789 | – | -1.30% | – |
| MPC | Exit | MARATHON PETROLEUM CORP | $0 | – | -814,692 | – | -1.30% | – |
| QEP | Exit | QEP RESOURCES INC | $0 | – | -2,280,510 | – | -1.32% | – |
| WLK | Exit | WESTLAKE CHEMICAL CORP | $0 | – | -861,200 | – | -1.41% | – |
| F113PS | Exit | COVIDIEN PLC | $0 | – | -891,950 | – | -1.46% | – |
| BHI | Exit | BAKER HUGHES INC | $0 | – | -1,228,400 | – | -1.51% | – |
| HSP | Exit | HOSPIRA INC | $0 | – | -1,570,540 | – | -1.54% | – |
| BMS | Exit | BEMIS COMPANY | $0 | – | -2,202,900 | – | -1.58% | – |
| ABBV | Exit | ABBVIE INC | $0 | – | -1,614,000 | – | -1.76% | – |
| FLS | Exit | FLOWSERVE CORP | $0 | – | -1,339,143 | – | -1.78% | – |
| MRO | Exit | MARATHON OIL CORP | $0 | – | -2,560,384 | – | -1.82% | – |
| CB | Exit | CHUBB CORP | $0 | – | -1,084,000 | – | -1.86% | – |
| HON | Exit | HONEYWELL INTERNATIONAL INC | $0 | – | -1,077,500 | – | -1.89% | – |
| CTB | Exit | COOPER TIRE + RUBBER | $0 | – | -3,556,012 | – | -1.92% | – |
| LUV | Exit | SOUTHWEST AIRLINES CO | $0 | – | -3,048,023 | – | -1.94% | – |
| AVY | Exit | AVERY DENNISON CORP | $0 | – | -2,369,600 | – | -2.00% | – |
| ALL | Exit | ALLSTATE CORP | $0 | – | -1,797,400 | – | -2.08% | – |
| PFE | Exit | PFIZER INC | $0 | – | -3,925,000 | – | -2.19% | – |
| DDS | Exit | DILLARDS INC CL Acl a | $0 | – | -1,072,723 | – | -2.20% | – |
| CVX | Exit | CHEVRON CORP | $0 | – | -993,500 | – | -2.24% | – |
| PH | Exit | PARKER HANNIFIN CORP | $0 | – | -1,055,481 | – | -2.27% | – |
| COP | Exit | CONOCOPHILLIPS | $0 | – | -1,630,908 | – | -2.35% | – |
| GPC | Exit | GENUINE PARTS CO | $0 | – | -1,491,353 | – | -2.47% | – |
| HPQ | Exit | HEWLETT PACKARD CO | $0 | – | -3,717,400 | – | -2.49% | – |
| JPM | Exit | JPMORGAN CHASE + CO | $0 | – | -2,258,400 | – | -2.56% | – |
| CSCO | Exit | CISCO SYSTEMS INC | $0 | – | -5,820,816 | – | -2.76% | – |
| GE | Exit | GENERAL ELECTRIC CO | $0 | – | -5,743,200 | – | -2.77% | – |
| DOW | Exit | DOW CHEMICAL CO/THE | $0 | – | -2,841,300 | – | -2.81% | – |
| BMY | Exit | BRISTOL MYERS SQUIBB CO | $0 | – | -2,921,300 | – | -2.82% | – |
| INTC | Exit | INTEL CORP | $0 | – | -4,967,700 | – | -3.26% | – |
Q3 2014
| Value | Shares | ↓ Weighting | ||||||
|---|---|---|---|---|---|---|---|---|
| GE | Buy | GENERAL ELECTRIC CO | $147,140,000 | +15.0% | 5,743,200 | +18.0% | 2.77% | +16.4% |
| CSCO | Buy | CISCO SYSTEMS INC | $146,509,000 | +2.6% | 5,820,816 | +1.3% | 2.76% | +3.8% |
| COP | Buy | CONOCOPHILLIPS | $124,797,000 | +2.3% | 1,630,908 | +14.6% | 2.35% | +3.5% |
| CVX | Buy | CHEVRON CORP | $118,545,000 | -1.3% | 993,500 | +8.0% | 2.24% | -0.1% |
| ALL | Buy | ALLSTATE CORP | $110,306,000 | +6.9% | 1,797,400 | +2.3% | 2.08% | +8.2% |
| MRO | Buy | MARATHON OIL CORP | $96,245,000 | +10.6% | 2,560,384 | +17.5% | 1.82% | +12.0% |
| WFC | Buy | WELLS FARGO + CO | $68,821,000 | +2.6% | 1,326,789 | +3.9% | 1.30% | +3.8% |
| WWAV | Sell | WHITEWAVE FOODS CO | $44,433,000 | -10.6% | 1,223,042 | -20.3% | 0.84% | -9.5% |
| RSTI | Buy | ROFIN SINAR TECHNOLOGIES INC | $38,886,000 | -1.1% | 1,686,292 | +3.1% | 0.73% | 0.0% |
| FRAN | Buy | FRANCESCAS HOLDINGS CORP | $33,804,000 | -0.1% | 2,426,663 | +5.7% | 0.64% | +1.0% |
| GRC | Buy | GORMAN RUPP CO | $25,860,000 | -14.0% | 860,872 | +1.3% | 0.49% | -12.9% |
| NPBC | Buy | NATL PENN BCSHS INC | $21,753,000 | +24.8% | 2,240,264 | +35.9% | 0.41% | +26.2% |
| NKSH | Buy | NATIONAL BANKSHARES INC/VA | $16,576,000 | -3.3% | 597,102 | +7.6% | 0.31% | -1.9% |
| MYE | Buy | MYERS INDUSTRIES INC | $15,561,000 | +53.3% | 882,150 | +74.6% | 0.29% | +55.0% |
| ORN | Buy | ORION MARINE GROUP INC | $14,720,000 | +12.0% | 1,474,925 | +21.6% | 0.28% | +13.5% |
| AVD | Buy | AMERICAN VANGUARD CORP | $11,045,000 | -8.8% | 986,165 | +7.7% | 0.21% | -7.6% |
| SAIC | Sell | SCIENCE APPLICATIONS INTE | $7,963,000 | -40.2% | 180,043 | -40.3% | 0.15% | -39.5% |
| CASS | Buy | CASS INFORMATION SYSTEMS INC | $6,686,000 | -15.0% | 161,501 | +1.6% | 0.13% | -13.7% |
| ISTB | New | ISHARES CORE SHORT TERM USD BOcore st usdb etf | $2,965,000 | – | 29,621 | – | 0.06% | – |
| SPY | Buy | SPDR S+P 500 ETF TRUSTtr unit | $2,670,000 | +42.8% | 13,552 | +41.9% | 0.05% | +42.9% |
Q2 2014
| Value | Shares | ↓ Weighting | ||||||
|---|---|---|---|---|---|---|---|---|
| INTC | New | INTEL CORP | $153,502,000 | – | 4,967,700 | – | 2.86% | – |
| DOW | New | DOW CHEMICAL CO | $146,213,000 | – | 2,841,300 | – | 2.72% | – |
| CSCO | New | CISCO SYSTEMS INC | $142,783,000 | – | 5,745,816 | – | 2.66% | – |
| BMY | New | BRISTOL MYERS SQUIBB CO | $141,713,000 | – | 2,921,300 | – | 2.64% | – |
| PH | New | PARKER HANNIFIN CORP | $132,705,000 | – | 1,055,481 | – | 2.47% | – |
| GPC | New | GENUINE PARTS CO | $130,941,000 | – | 1,491,353 | – | 2.44% | – |
| JPM | New | JPMORGAN CHASE & CO | $130,129,000 | – | 2,258,400 | – | 2.42% | – |
| GE | New | GENERAL ELECTRIC CO | $127,936,000 | – | 4,868,200 | – | 2.38% | – |
| HPQ | New | HEWLETT PACKARD CO | $125,202,000 | – | 3,717,400 | – | 2.33% | – |
| DDS | New | DILLARDS INC CL Acl a | $125,090,000 | – | 1,072,723 | – | 2.33% | – |
| COP | New | CONOCOPHILLIPS | $122,033,000 | – | 1,423,462 | – | 2.27% | – |
| AVY | New | AVERY DENNISON CORP | $121,442,000 | – | 2,369,600 | – | 2.26% | – |
| CVX | New | CHEVRON CORP | $120,106,000 | – | 920,000 | – | 2.24% | – |
| PFE | New | PFIZER INC | $116,494,000 | – | 3,925,000 | – | 2.17% | – |
| CTB | New | COOPER TIRE & RUBBER | $106,681,000 | – | 3,556,012 | – | 1.99% | – |
| ALL | New | ALLSTATE CORP | $103,194,000 | – | 1,757,400 | – | 1.92% | – |
| HON | New | HONEYWELL INTERNATIONAL INC | $100,154,000 | – | 1,077,500 | – | 1.87% | – |
| CB | New | CHUBB CORP | $99,912,000 | – | 1,084,000 | – | 1.86% | – |
| FLS | New | FLOWSERVE CORP | $99,565,000 | – | 1,339,143 | – | 1.86% | – |
| BHI | New | BAKER HUGHES INC | $91,455,000 | – | 1,228,400 | – | 1.70% | – |
| ABBV | New | ABBVIE INC | $91,094,000 | – | 1,614,000 | – | 1.70% | – |
| BMS | New | BEMIS COMPANY | $89,570,000 | – | 2,202,900 | – | 1.67% | – |
| MRO | New | MARATHON OIL CORP | $87,001,000 | – | 2,179,384 | – | 1.62% | – |
| LUV | New | SOUTHWEST AIRLINES CO | $81,870,000 | – | 3,048,023 | – | 1.52% | – |
| HSP | New | HOSPIRA INC | $80,679,000 | – | 1,570,540 | – | 1.50% | – |
| F113PS | New | COVIDIEN PLC | $80,436,000 | – | 891,950 | – | 1.50% | – |
| QEP | New | QEP RESOURCES INC | $78,678,000 | – | 2,280,510 | – | 1.47% | – |
| TEL | New | TE CONNECTIVITY LTD | $75,130,000 | – | 1,214,900 | – | 1.40% | – |
| GSK | New | GLAXOSMITHKLINE PLCsponsored adr | $74,284,000 | – | 1,389,000 | – | 1.38% | – |
| WLK | New | WESTLAKE CHEMICAL CORP | $72,134,000 | – | 861,200 | – | 1.34% | – |
| MTW | New | MANITOWOC COMPANY INC | $71,763,000 | – | 2,183,900 | – | 1.34% | – |
| WFC | New | WELLS FARGO & CO | $67,108,000 | – | 1,276,789 | – | 1.25% | – |
| ABT | New | ABBOTT LABORATORIES | $66,013,000 | – | 1,614,000 | – | 1.23% | – |
| AIT | New | APPLIED INDUSTRIAL TECH INC | $64,975,000 | – | 1,280,803 | – | 1.21% | – |
| PSX | New | PHILLIPS 66 | $63,986,000 | – | 795,550 | – | 1.19% | – |
| MPC | New | MARATHON PETROLEUM CORP | $63,603,000 | – | 814,692 | – | 1.18% | – |
| IJR | New | ISHAREScore s&p scp etf | $60,080,000 | – | 536,000 | – | 1.12% | – |
| IWN | New | ISHARESrussell 2000 val etf | $59,069,000 | – | 572,037 | – | 1.10% | – |
| BDC | New | BELDEN INC | $52,428,000 | – | 670,785 | – | 0.98% | – |
| MRK | New | MERCK & CO INC | $51,428,000 | – | 888,980 | – | 0.96% | – |
| WWAV | New | WHITEWAVE FOODS CO | $49,689,000 | – | 1,535,042 | – | 0.93% | – |
| OLN | New | OLIN CORP | $47,257,000 | – | 1,755,465 | – | 0.88% | – |
| WERN | New | WERNER ENTERPRISES INC | $45,578,000 | – | 1,719,306 | – | 0.85% | – |
| STE | New | STERIS CORP | $44,902,000 | – | 839,612 | – | 0.84% | – |
| CBRL | New | CRACKER BARREL OLD COUNTRY | $44,768,000 | – | 449,609 | – | 0.83% | – |
| ECPG | New | ENCORE CAPITAL GROUP INC | $43,253,000 | – | 952,298 | – | 0.81% | – |
| DY | New | DYCOM INDUSTRIES INC | $42,322,000 | – | 1,351,711 | – | 0.79% | – |
| EAT | New | BRINKER INTERNATIONAL INC | $42,184,000 | – | 867,100 | – | 0.79% | – |
| MANT | New | MANTECH INTL CORPcl a | $41,806,000 | – | 1,416,170 | – | 0.78% | – |
| CSL | New | CARLISLE COS INC | $41,291,000 | – | 476,700 | – | 0.77% | – |
| KNX | New | KNIGHT TRANSPORTATION INC | $40,444,000 | – | 1,701,482 | – | 0.75% | – |
| XEC | New | CIMAREX ENERGY CO | $39,997,000 | – | 278,800 | – | 0.74% | – |
| RSTI | New | ROFIN SINAR TECHNOLOGIES INC | $39,337,000 | – | 1,636,292 | – | 0.73% | – |
| POL | New | POLYONE CORPORATION | $38,099,000 | – | 904,106 | – | 0.71% | – |
| IWM | New | ISHARESrussell 2000 etf | $36,831,000 | – | 310,000 | – | 0.69% | – |
| TGI | New | TRIUMPH GROUP INC | $34,225,000 | – | 490,200 | – | 0.64% | – |
| FRAN | New | FRANCESCAS HOLDINGS CORP | $33,853,000 | – | 2,296,663 | – | 0.63% | – |
| FREDQ | New | FRED S INC CLASS Acl a | $33,815,000 | – | 2,211,569 | – | 0.63% | – |
| HII | New | HUNTINGTON INGALLS INDUSTRIE | $33,504,000 | – | 354,208 | – | 0.62% | – |
| BAC | New | BANK OF AMERICA CORP | $32,221,000 | – | 2,096,360 | – | 0.60% | – |
| TYC | New | TYCO INTERNATIONAL LTD | $30,764,000 | – | 674,653 | – | 0.57% | – |
| UNFI | New | UNITED NATURAL FOODS INC | $30,167,000 | – | 463,400 | – | 0.56% | – |
| GRC | New | GORMAN RUPP CO | $30,053,000 | – | 849,672 | – | 0.56% | – |
| WEN | New | WENDY S CO | $30,017,000 | – | 3,519,000 | – | 0.56% | – |
| CFNL | New | CARDINAL FINANCIAL CORP | $29,596,000 | – | 1,603,241 | – | 0.55% | – |
| BJRI | New | BJ S RESTAURANTS INC | $29,018,000 | – | 831,230 | – | 0.54% | – |
| WDC | New | WESTERN DIGITAL CORP | $27,864,000 | – | 301,883 | – | 0.52% | – |
| TCBI | New | TEXAS CAPITAL BANCSHARES INC | $27,726,000 | – | 513,917 | – | 0.52% | – |
| UMBF | New | UMB FINANCIAL CORP | $27,427,000 | – | 432,680 | – | 0.51% | – |
| SJM | New | JM SMUCKER CO | $25,548,000 | – | 239,721 | – | 0.48% | – |
| DFODQ | New | DEAN FOODS CO | $25,292,000 | – | 1,437,848 | – | 0.47% | – |
| CBSH | New | COMMERCE BANCSHARES INC | $23,761,000 | – | 510,991 | – | 0.44% | – |
| SM | New | SM ENERGY CO | $21,748,000 | – | 258,600 | – | 0.40% | – |
| VLY | New | VALLEY NATIONAL BANCORP | $20,961,000 | – | 2,115,073 | – | 0.39% | – |
| CLC | New | CLARCOR INC | $20,658,000 | – | 334,000 | – | 0.38% | – |
| LDOS | New | LEIDOS HOLDINGS INC | $20,225,000 | – | 527,527 | – | 0.38% | – |
| PPO | New | POLYPORE INTERNATIONAL INC | $19,943,000 | – | 417,826 | – | 0.37% | – |
| CORE | New | CORE MARK HOLDING CO INC | $19,712,000 | – | 431,994 | – | 0.37% | – |
| HP | New | HELMERICH & PAYNE | $19,576,000 | – | 168,600 | – | 0.36% | – |
| MATW | New | MATTHEWS INTL CORP CLASS Acl a | $19,315,000 | – | 464,631 | – | 0.36% | – |
| JWN | New | NORDSTROM INC | $18,341,000 | – | 270,000 | – | 0.34% | – |
| NPBC | New | NATL PENN BCSHS INC | $17,436,000 | – | 1,647,990 | – | 0.32% | – |
| NKSH | New | NATIONAL BANKSHARES INC VA | $17,141,000 | – | 554,902 | – | 0.32% | – |
| SXI | New | STANDEX INTERNATIONAL CORP | $16,357,000 | – | 219,615 | – | 0.30% | – |
| STR | New | QUESTAR CORP | $15,443,000 | – | 622,716 | – | 0.29% | – |
| RBC | New | REGAL BELOIT CORP | $14,722,000 | – | 187,400 | – | 0.27% | – |
| SAIC | New | SCIENCE APPLICATIONS INTE | $13,312,000 | – | 301,443 | – | 0.25% | – |
| ORN | New | ORION MARINE GROUP INC | $13,141,000 | – | 1,213,377 | – | 0.24% | – |
| AVD | New | AMERICAN VANGUARD CORP | $12,105,000 | – | 915,665 | – | 0.22% | – |
| MYE | New | MYERS INDUSTRIES INC | $10,151,000 | – | 505,295 | – | 0.19% | – |
| MNKKQ | New | MALLINCKRODT PLC LTD CP | $8,922,000 | – | 111,493 | – | 0.17% | – |
| SBH | New | SALLY BEAUTY HOLDINGS INC | $8,098,000 | – | 322,900 | – | 0.15% | – |
| CASS | New | CASS INFORMATION SYSTEMS INC | $7,863,000 | – | 158,901 | – | 0.15% | – |
| MBRG | New | MIDDLEBURG FINANCIAL CORP | $5,676,000 | – | 283,800 | – | 0.11% | – |
| RDC | New | ROWAN COMPANIES PLC A | $5,588,000 | – | 175,000 | – | 0.10% | – |
| LM | New | LEGG MASON INC | $5,262,000 | – | 102,555 | – | 0.10% | – |
| AF | New | ASTORIA FINANCIAL CORP | $2,051,000 | – | 152,500 | – | 0.04% | – |
| SPY | New | SPDR S&P 500 ETF TRUSTtr unit | $1,870,000 | – | 9,552 | – | 0.04% | – |
| SOCB | New | SOUTHCOAST FINANCIAL CORP | $1,671,000 | – | 229,951 | – | 0.03% | – |
Q4 2013
| Value | Shares | ↓ Weighting | ||||||
|---|---|---|---|---|---|---|---|---|
| SOCB | Exit | SOUTHCOAST FINANCIAL CORP | $0 | – | -229,951 | – | -0.03% | – |
| AF | Exit | ASTORIA FINANCIAL CORP | $0 | – | -152,500 | – | -0.04% | – |
| LM | Exit | LEGG MASON INC | $0 | – | -102,555 | – | -0.08% | – |
| ORN | Exit | ORION MARINE GROUP INC | $0 | – | -357,678 | – | -0.08% | – |
| MNKKQ | Exit | MALLINCKRODT PUB LTD CO | $0 | – | -111,493 | – | -0.11% | – |
| MBRG | Exit | MIDDLEBURG FINANCIAL CORP | $0 | – | -283,800 | – | -0.12% | – |
| RDC | Exit | ROWAN COMPANIES PLC | $0 | – | -175,000 | – | -0.15% | – |
| FRAN | Exit | FRANCESCAS HOLDINGS CORP | $0 | – | -406,400 | – | -0.17% | – |
| AVD | Exit | AMERICAN VANGUARD CORP | $0 | – | -283,883 | – | -0.17% | – |
| CASS | Exit | CASS INFORMATION SYSTEMS INC | $0 | – | -154,057 | – | -0.19% | – |
| SBH | Exit | SALLY BEAUTY HOLDINGS INC | $0 | – | -322,900 | – | -0.19% | – |
| PPO | Exit | POLYPORE INTERNATIONAL INC | $0 | – | -264,200 | – | -0.25% | – |
| HP | Exit | HELMERICH & PAYNE INC | $0 | – | -168,600 | – | -0.26% | – |
| RBC | Exit | REGAL BELOIT CORP | $0 | – | -187,400 | – | -0.29% | – |
| SXI | Exit | STANDEX INTERNATIONAL CORP | $0 | – | -219,615 | – | -0.30% | – |
| MATW | Exit | MATTHEWS INTL CORPcl a | $0 | – | -348,542 | – | -0.30% | – |
| NKSH | Exit | NATIONAL BANKSHARES INC VA | $0 | – | -373,702 | – | -0.31% | – |
| CORE | Exit | CORE MARK HOLDING CO INC | $0 | – | -208,699 | – | -0.32% | – |
| STR | Exit | QUESTAR CORP | $0 | – | -622,716 | – | -0.32% | – |
| JWN | Exit | NORDSTROM INC | $0 | – | -270,000 | – | -0.35% | – |
| CLC | Exit | CLARCOR INC | $0 | – | -334,000 | – | -0.42% | – |
| WDC | Exit | WESTERN DIGITAL CORP | $0 | – | -301,883 | – | -0.44% | – |
| SM | Exit | SM ENERGY CO | $0 | – | -258,600 | – | -0.46% | – |
| TCBI | Exit | TEXAS CAPITAL BANCSHARES INC | $0 | – | -435,917 | – | -0.46% | – |
| VLY | Exit | VALLEY NATIONAL BANCORP | $0 | – | -2,115,073 | – | -0.48% | – |
| CBSH | Exit | COMMERCE BANCSHARES INC | $0 | – | -486,660 | – | -0.49% | – |
| UMBF | Exit | UMB FINANCIAL CORP | $0 | – | -432,680 | – | -0.54% | – |
| TYC | Exit | TYCO INTERNATIONAL LTD | $0 | – | -674,653 | – | -0.54% | – |
| HII | Exit | HUNTINGTON INGALLS INDS INC | $0 | – | -354,208 | – | -0.54% | – |
| SJM | Exit | SMUCKER J M CO | $0 | – | -239,721 | – | -0.58% | – |
| CFNL | Exit | CARDINAL FINANCIAL CORP | $0 | – | -1,535,941 | – | -0.58% | – |
| XEC | Exit | CIMAREX ENERGY CO | $0 | – | -278,800 | – | -0.61% | – |
| GRC | Exit | GORMAN RUPP CO | $0 | – | -671,012 | – | -0.62% | – |
| KNX | Exit | KNIGHT TRANSPORTATION INC | $0 | – | -1,664,553 | – | -0.63% | – |
| POL | Exit | POLYONE CORPORATION | $0 | – | -904,106 | – | -0.63% | – |
| DY | Exit | DYCOM INDUSTRIES INC | $0 | – | -1,007,742 | – | -0.64% | – |
| BAC | Exit | BANK OF AMERICA CORP | $0 | – | -2,096,360 | – | -0.66% | – |
| FREDQ | Exit | FREDS INCcl a | $0 | – | -1,855,924 | – | -0.66% | – |
| WEN | Exit | WENDYS CO | $0 | – | -3,519,000 | – | -0.68% | – |
| UNFI | Exit | UNITED NATURAL FOODS INC | $0 | – | -463,400 | – | -0.71% | – |
| WERN | Exit | WERNER ENTERPRISES INC | $0 | – | -1,380,865 | – | -0.74% | – |
| ECPG | Exit | ENCORE CAPITAL GROUP INC | $0 | – | -712,386 | – | -0.75% | – |
| IWM | Exit | ISHARESrussell 2000 etf | $0 | – | -310,000 | – | -0.76% | – |
| CSL | Exit | CARLISLE COS INC | $0 | – | -476,700 | – | -0.76% | – |
| TGI | Exit | TRIUMPH GROUP INC | $0 | – | -490,200 | – | -0.79% | – |
| MANT | Exit | MANTECH INTL CORPcl a | $0 | – | -1,201,554 | – | -0.79% | – |
| RSTI | Exit | ROFIN SINAR TECHNOLOGIES INC | $0 | – | -1,444,727 | – | -0.80% | – |
| EAT | Exit | BRINKER INTERNATIONAL INC | $0 | – | -867,100 | – | -0.80% | – |
| STE | Exit | STERIS CORP | $0 | – | -839,612 | – | -0.82% | – |
| OLN | Exit | OLIN CORP | $0 | – | -1,601,490 | – | -0.84% | – |
| HTSI | Exit | HARRIS TEETER SUPERMARKETS | $0 | – | -763,652 | – | -0.86% | – |
| DFODQ | Exit | DEAN FOODS CO | $0 | – | -2,108,733 | – | -0.93% | – |
| MRK | Exit | MERCK & CO INC | $0 | – | -888,980 | – | -0.97% | – |
| MTW | Exit | MANITOWOC INC | $0 | – | -2,183,900 | – | -0.98% | – |
| BDC | Exit | BELDEN INC | $0 | – | -670,785 | – | -0.98% | – |
| WFC | Exit | WELLS FARGO & CO | $0 | – | -1,066,789 | – | -1.01% | – |
| IWN | Exit | ISHARESrus 2000 val etf | $0 | – | -484,600 | – | -1.01% | – |
| IJR | Exit | ISHAREScore s&p scp etf | $0 | – | -451,000 | – | -1.03% | – |
| LUV | Exit | SOUTHWEST AIRLINES CO | $0 | – | -3,148,023 | – | -1.05% | – |
| PSX | Exit | PHILLIPS 66 | $0 | – | -795,550 | – | -1.05% | – |
| WLK | Exit | WESTLAKE CHEMICAL CORP | $0 | – | -440,600 | – | -1.05% | – |
| CBRL | Exit | CRACKER BARREL OLD CTRY STOR | $0 | – | -449,609 | – | -1.06% | – |
| AIT | Exit | APPLIED INDUSTRIAL TECH INC | $0 | – | -959,863 | – | -1.13% | – |
| QEP | Exit | QEP RESOURCES INC | $0 | – | -1,862,119 | – | -1.18% | – |
| MPC | Exit | MARATHON PETROLEUM CORP | $0 | – | -814,692 | – | -1.20% | – |
| ABT | Exit | ABBOTT LABORATORIES | $0 | – | -1,614,000 | – | -1.22% | – |
| F113PS | Exit | COVIDIEN PLC | $0 | – | -891,950 | – | -1.24% | – |
| DELL | Exit | DELL INC | $0 | – | -4,242,500 | – | -1.33% | – |
| BHI | Exit | BAKER HUGHES INC | $0 | – | -1,228,400 | – | -1.38% | – |
| WWAV | Exit | WHITEWAVE FOODS CO | $0 | – | -3,063,591 | – | -1.40% | – |
| HSP | Exit | HOSPIRA INC | $0 | – | -1,570,540 | – | -1.41% | – |
| TEL | Exit | TE CONNECTIVITY LTD | $0 | – | -1,214,900 | – | -1.44% | – |
| GSK | Exit | GLAXOSMITHKLINE PLCsponsored adr | $0 | – | -1,389,000 | – | -1.59% | – |
| MRO | Exit | MARATHON OIL CORP | $0 | – | -2,029,384 | – | -1.62% | – |
| ABBV | Exit | ABBVIE INC | $0 | – | -1,614,000 | – | -1.65% | – |
| HPQ | Exit | HEWLETT PACKARD CO | $0 | – | -3,717,400 | – | -1.78% | – |
| FLS | Exit | FLOWSERVE CORP | $0 | – | -1,339,143 | – | -1.91% | – |
| DDS | Exit | DILLARDS INCcl a | $0 | – | -1,072,723 | – | -1.92% | – |
| BMS | Exit | BEMIS COMPANY | $0 | – | -2,202,900 | – | -1.96% | – |
| ALL | Exit | ALLSTATE CORP | $0 | – | -1,722,400 | – | -1.99% | – |
| CTB | Exit | COOPER TIRE & RUBR CO | $0 | – | -2,854,662 | – | -2.01% | – |
| HON | Exit | HONEYWELL INTERNATIONAL INC | $0 | – | -1,077,500 | – | -2.04% | – |
| CB | Exit | CHUBB CORP | $0 | – | -1,014,000 | – | -2.07% | – |
| COP | Exit | CONOCOPHILLIPS | $0 | – | -1,365,700 | – | -2.17% | – |
| AVY | Exit | AVERY DENNISON CORP | $0 | – | -2,369,600 | – | -2.36% | – |
| CVX | Exit | CHEVRON CORP | $0 | – | -860,000 | – | -2.39% | – |
| INTC | Exit | INTEL CORP | $0 | – | -4,847,700 | – | -2.54% | – |
| GE | Exit | GENERAL ELECTRIC CO | $0 | – | -4,698,200 | – | -2.56% | – |
| JPM | Exit | JPMORGAN CHASE & CO | $0 | – | -2,173,400 | – | -2.56% | – |
| PFE | Exit | PFIZER INC | $0 | – | -3,925,000 | – | -2.57% | – |
| CSCO | Exit | CISCO SYSTEMS INC | $0 | – | -4,980,000 | – | -2.66% | – |
| DOW | Exit | DOW CHEM CO | $0 | – | -3,041,300 | – | -2.67% | – |
| GPC | Exit | GENUINE PARTS CO | $0 | – | -1,491,353 | – | -2.75% | – |
| PH | Exit | PARKER HANNIFIN CORP | $0 | – | -1,116,600 | – | -2.77% | – |
| BMY | Exit | BRISTOL MYERS SQUIBB CO | $0 | – | -3,152,500 | – | -3.33% | – |
Q3 2013
| Value | Shares | ↓ Weighting | ||||||
|---|---|---|---|---|---|---|---|---|
| DOW | Buy | DOW CHEM CO | $116,786,000 | +21.4% | 3,041,300 | +1.7% | 2.67% | +14.9% |
| GE | Buy | GENERAL ELECTRIC CO | $112,240,000 | +6.2% | 4,698,200 | +3.1% | 2.56% | +0.5% |
| INTC | Buy | INTEL CORP | $111,109,000 | -3.7% | 4,847,700 | +1.8% | 2.54% | -8.8% |
| COP | Buy | CONOCOPHILLIPS | $94,930,000 | +16.6% | 1,365,700 | +1.5% | 2.17% | +10.4% |
| WWAV | Buy | WHITEWAVE FOODS CO | $61,180,000 | +197.9% | 3,063,591 | +142.4% | 1.40% | +182.2% |
| DELL | Sell | DELL INC | $58,419,000 | -5.7% | 4,242,500 | -8.6% | 1.33% | -10.8% |
| QEP | Buy | QEP RESOURCES INC | $51,562,000 | +15.1% | 1,862,119 | +15.5% | 1.18% | +9.0% |
| AIT | Buy | APPLIED INDUSTRIAL TECH INC | $49,433,000 | +7.7% | 959,863 | +1.1% | 1.13% | +2.0% |
| IJR | Buy | ISHAREScore s&p scp etf | $44,996,000 | +21.3% | 451,000 | +9.7% | 1.03% | +14.7% |
| IWN | Buy | ISHARESrus 2000 val etf | $44,409,000 | +19.9% | 484,600 | +12.4% | 1.01% | +13.5% |
| WFC | Buy | WELLS FARGO & CO | $44,080,000 | +5.4% | 1,066,789 | +5.3% | 1.01% | -0.2% |
| DFODQ | New | DEAN FOODS CO | $40,699,000 | – | 2,108,733 | – | 0.93% | – |
| OLN | Buy | OLIN CORP | $36,947,000 | +9.8% | 1,601,490 | +13.9% | 0.84% | +4.1% |
| RSTI | Buy | ROFIN SINAR TECHNOLOGIES INC | $34,977,000 | +13.5% | 1,444,727 | +16.9% | 0.80% | +7.5% |
| MANT | Buy | MANTECH INTL CORPcl a | $34,557,000 | +18.2% | 1,201,554 | +7.4% | 0.79% | +11.9% |
| ECPG | Buy | ENCORE CAPITAL GROUP INC | $32,670,000 | +53.7% | 712,386 | +11.0% | 0.75% | +45.7% |
| WERN | Buy | WERNER ENTERPRISES INC | $32,216,000 | +21.5% | 1,380,865 | +25.9% | 0.74% | +15.2% |
| FREDQ | Buy | FREDS INCcl a | $29,045,000 | +14.0% | 1,855,924 | +12.8% | 0.66% | +7.8% |
| DY | Buy | DYCOM INDUSTRIES INC | $28,206,000 | +27.9% | 1,007,742 | +5.8% | 0.64% | +21.1% |
| KNX | Buy | KNIGHT TRANSPORTATION INC | $27,499,000 | +20.4% | 1,664,553 | +22.5% | 0.63% | +14.0% |
| GRC | Buy | GORMAN RUPP CO | $26,921,000 | +26.4% | 671,012 | +0.3% | 0.62% | +19.6% |
| CFNL | Buy | CARDINAL FINANCIAL CORP | $25,389,000 | +38.5% | 1,535,941 | +22.6% | 0.58% | +31.2% |
| VLY | Buy | VALLEY NATIONAL BANCORP | $21,045,000 | +10.3% | 2,115,073 | +5.0% | 0.48% | +4.6% |
| TCBI | Buy | TEXAS CAPITAL BANCSHARES INC | $20,039,000 | +169.8% | 435,917 | +160.4% | 0.46% | +155.9% |
| NKSH | Buy | NATIONAL BANKSHARES INC VA | $13,413,000 | +18.4% | 373,702 | +17.2% | 0.31% | +12.1% |
| MATW | Buy | MATTHEWS INTL CORPcl a | $13,273,000 | +17.2% | 348,542 | +16.0% | 0.30% | +11.0% |
| PPO | Buy | POLYPORE INTERNATIONAL INC | $10,824,000 | +5.4% | 264,200 | +3.7% | 0.25% | -0.4% |
| CASS | Buy | CASS INFORMATION SYSTEMS INC | $8,222,000 | +16.6% | 154,057 | +0.7% | 0.19% | +10.6% |
| AVD | New | AMERICAN VANGUARD CORP | $7,642,000 | – | 283,883 | – | 0.17% | – |
| FRAN | New | FRANCESCAS HOLDINGS CORP | $7,575,000 | – | 406,400 | – | 0.17% | – |
| MNKKQ | New | MALLINCKRODT PUB LTD CO | $4,916,000 | – | 111,493 | – | 0.11% | – |
| ORN | Buy | ORION MARINE GROUP INC | $3,723,000 | +247.9% | 357,678 | +304.2% | 0.08% | +226.9% |
| TRLG | Exit | TRUE RELIGION APPAREL INC | $0 | – | -159,293 | – | -0.12% | – |
| PFG | Exit | PRINCIPAL FINANCIAL GROUP | $0 | – | -204,074 | – | -0.18% | – |
| WWAVB | Exit | WHITEWAVE FOODS CO | $0 | – | -1,799,834 | – | -0.66% | – |
| SAI | Exit | SAIC INC | $0 | – | -2,110,110 | – | -0.71% | – |
| DF | Exit | DEAN FOODS CO | $0 | – | -4,741,372 | – | -1.15% | – |
Q2 2013
| Value | Shares | ↓ Weighting | ||||||
|---|---|---|---|---|---|---|---|---|
| BMY | New | BRISTOL MYERS SQUIBB CO | $140,885,000 | – | 3,152,500 | – | 3.40% | – |
| CSCO | New | CISCO SYSTEMS INC | $121,064,000 | – | 4,980,000 | – | 2.92% | – |
| GPC | New | GENUINE PARTS CO | $116,430,000 | – | 1,491,353 | – | 2.81% | – |
| INTC | New | INTEL CORP | $115,353,000 | – | 4,762,700 | – | 2.78% | – |
| JPM | New | JPMORGAN CHASE & CO | $114,734,000 | – | 2,173,400 | – | 2.77% | – |
| PFE | New | PFIZER INC | $109,939,000 | – | 3,925,000 | – | 2.65% | – |
| PH | New | PARKER HANNIFIN CORP | $106,524,000 | – | 1,116,600 | – | 2.57% | – |
| GE | New | GENERAL ELECTRIC CO | $105,705,000 | – | 4,558,200 | – | 2.55% | – |
| CVX | New | CHEVRON CORP | $101,773,000 | – | 860,000 | – | 2.45% | – |
| AVY | New | AVERY DENNISON CORP | $101,324,000 | – | 2,369,600 | – | 2.44% | – |
| DOW | New | DOW CHEMICAL CO | $96,231,000 | – | 2,991,300 | – | 2.32% | – |
| CTB | New | COOPER TIRE & RUBBER CO | $94,690,000 | – | 2,854,662 | – | 2.28% | – |
| HPQ | New | HEWLETT PACKARD CO | $92,192,000 | – | 3,717,400 | – | 2.22% | – |
| DDS | New | DILLARDS INCcl a | $87,931,000 | – | 1,072,723 | – | 2.12% | – |
| BMS | New | BEMIS INC | $86,222,000 | – | 2,202,900 | – | 2.08% | – |
| CB | New | CHUBB CORP | $85,835,000 | – | 1,014,000 | – | 2.07% | – |
| HON | New | HONEYWELL INTERNATIONAL INC | $85,489,000 | – | 1,077,500 | – | 2.06% | – |
| ALL | New | ALLSTATE CORP | $82,882,000 | – | 1,722,400 | – | 2.00% | – |
| COP | New | CONOCOPHILLIPS | $81,415,000 | – | 1,345,700 | – | 1.96% | – |
| FLS | New | FLOWSERVE CORP | $72,327,000 | – | 1,339,143 | – | 1.74% | – |
| MRO | New | MARATHON OIL CORP | $70,176,000 | – | 2,029,384 | – | 1.69% | – |
| GSK | New | GLAXOSMITHKLINE PLCsponsored adr | $69,408,000 | – | 1,389,000 | – | 1.67% | – |
| ABBV | New | ABBVIE INC | $66,723,000 | – | 1,614,000 | – | 1.61% | – |
| DELL | New | DELL INC | $61,978,000 | – | 4,642,500 | – | 1.50% | – |
| HSP | New | HOSPIRA INC | $60,168,000 | – | 1,570,540 | – | 1.45% | – |
| MPC | New | MARATHON PETROLEUM CORP | $57,892,000 | – | 814,692 | – | 1.40% | – |
| BHI | New | BAKER HUGHES INC | $56,666,000 | – | 1,228,400 | – | 1.37% | – |
| ABT | New | ABBOTT LABORATORIES | $56,297,000 | – | 1,614,000 | – | 1.36% | – |
| F113PS | New | COVIDIEN PLC | $56,050,000 | – | 891,950 | – | 1.35% | – |
| TEL | New | TE CONNECTIVITY LTD | $55,326,000 | – | 1,214,900 | – | 1.33% | – |
| DF | New | DEAN FOODS CO | $47,509,000 | – | 4,741,372 | – | 1.15% | – |
| PSX | New | PHILLIPS 66 | $46,866,000 | – | 795,550 | – | 1.13% | – |
| AIT | New | APPLIED INDUSTRIAL TECH INC | $45,907,000 | – | 949,863 | – | 1.11% | – |
| QEP | New | QEP RESOURCES INC | $44,784,000 | – | 1,612,100 | – | 1.08% | – |
| CBRL | New | CRACKER BARREL OLD CTRY STOR | $42,560,000 | – | 449,609 | – | 1.03% | – |
| WLK | New | WESTLAKE CHEMICAL CORP | $42,479,000 | – | 440,600 | – | 1.02% | – |
| WFC | New | WELLS FARGO & CO | $41,807,000 | – | 1,013,000 | – | 1.01% | – |
| MRK | New | MERCK & CO INC | $41,293,000 | – | 888,980 | – | 1.00% | – |
| LUV | New | SOUTHWEST AIRLINES CO | $40,579,000 | – | 3,148,023 | – | 0.98% | – |
| MTW | New | MANITOWOC INC | $39,114,000 | – | 2,183,900 | – | 0.94% | – |
| TGI | New | TRIUMPH GROUP INC | $38,800,000 | – | 490,200 | – | 0.94% | – |
| IJR | New | ISHARES TRcore s&p scp etf | $37,109,000 | – | 411,000 | – | 0.90% | – |
| IWN | New | ISHARES TRrusl 2000 valu | $37,023,000 | – | 431,000 | – | 0.89% | – |
| STE | New | STERIS CORP | $36,003,000 | – | 839,612 | – | 0.87% | – |
| HTSI | New | HARRIS TEETER SUPERMARKETS | $35,785,000 | – | 763,652 | – | 0.86% | – |
| EAT | New | BRINKER INTERNATIONAL INC | $34,190,000 | – | 867,100 | – | 0.82% | – |
| OLN | New | OLIN CORP | $33,636,000 | – | 1,406,199 | – | 0.81% | – |
| BDC | New | BELDEN INC | $33,493,000 | – | 670,785 | – | 0.81% | – |
| RSTI | New | ROFIN SINAR TECHNOLOGIES INC | $30,822,000 | – | 1,235,855 | – | 0.74% | – |
| IWM | New | ISHARES TRrussell 2000 | $30,120,000 | – | 310,000 | – | 0.73% | – |
| CSL | New | CARLISLE COS INC | $29,703,000 | – | 476,700 | – | 0.72% | – |
| SAI | New | SAIC INC | $29,394,000 | – | 2,110,110 | – | 0.71% | – |
| MANT | New | MANTECH INTERNATIONAL CORPcl a | $29,225,000 | – | 1,118,854 | – | 0.70% | – |
| WWAVB | New | WHITEWAVE FOODS CO | $27,358,000 | – | 1,799,834 | – | 0.66% | – |
| BAC | New | BANK OF AMERICA CORP | $26,959,000 | – | 2,096,360 | – | 0.65% | – |
| WERN | New | WERNER ENTERPRISES INC | $26,518,000 | – | 1,097,114 | – | 0.64% | – |
| FREDQ | New | FREDS INCcl a | $25,488,000 | – | 1,645,398 | – | 0.62% | – |
| UNFI | New | UNITED NATURAL FOODS INC | $25,019,000 | – | 463,400 | – | 0.60% | – |
| SJM | New | SMUCKER J M CO | $24,728,000 | – | 239,721 | – | 0.60% | – |
| UMBF | New | UMB FINANCIAL CORP | $24,087,000 | – | 432,680 | – | 0.58% | – |
| KNX | New | KNIGHT TRANSPORTATION INC | $22,848,000 | – | 1,358,353 | – | 0.55% | – |
| POL | New | POLYONE CORPORATION | $22,404,000 | – | 904,106 | – | 0.54% | – |
| TYC | New | TYCO INTERNATIONAL LTD | $22,230,000 | – | 674,653 | – | 0.54% | – |
| DY | New | DYCOM INDUSTRIES INC | $22,047,000 | – | 952,742 | – | 0.53% | – |
| GRC | New | GORMAN RUPP CO | $21,302,000 | – | 669,012 | – | 0.51% | – |
| ECPG | New | ENCORE CAPITAL GROUP INC | $21,251,000 | – | 641,822 | – | 0.51% | – |
| CBSH | New | COMMERCE BANCSHARES INC | $21,199,000 | – | 486,660 | – | 0.51% | – |
| WWAV | New | WHITEWAVE FOODS CO | $20,536,000 | – | 1,263,757 | – | 0.50% | – |
| WEN | New | WENDYS CO | $20,516,000 | – | 3,519,000 | – | 0.50% | – |
| HII | New | HUNTINGTON INGALLS INDS INC | $20,006,000 | – | 354,208 | – | 0.48% | – |
| VLY | New | VALLEY NATIONAL BANCORP | $19,082,000 | – | 2,015,073 | – | 0.46% | – |
| WDC | New | WESTERN DIGITAL CORP | $18,745,000 | – | 301,883 | – | 0.45% | – |
| CFNL | New | CARDINAL FINANCIAL CORP | $18,337,000 | – | 1,252,561 | – | 0.44% | – |
| XEC | New | CIMAREX ENERGY CO | $18,119,000 | – | 278,800 | – | 0.44% | – |
| CLC | New | CLARCOR INC | $17,439,000 | – | 334,000 | – | 0.42% | – |
| JWN | New | NORDSTROM INC | $16,184,000 | – | 270,000 | – | 0.39% | – |
| SM | New | SM ENERGY CO | $15,511,000 | – | 258,600 | – | 0.37% | – |
| STR | New | QUESTAR CORP | $14,852,000 | – | 622,716 | – | 0.36% | – |
| CORE | New | CORE MARK HOLDING CO INC | $13,252,000 | – | 208,699 | – | 0.32% | – |
| RBC | New | REGAL BELOIT CORP | $12,151,000 | – | 187,400 | – | 0.29% | – |
| SXI | New | STANDEX INTERNATIONAL CORP | $11,585,000 | – | 219,615 | – | 0.28% | – |
| MATW | New | MATTHEWS INTL CORPcl a | $11,323,000 | – | 300,342 | – | 0.27% | – |
| NKSH | New | NATIONAL BANKSHARES INC VA | $11,330,000 | – | 318,902 | – | 0.27% | – |
| HP | New | HELMERICH & PAYNE INC | $10,529,000 | – | 168,600 | – | 0.25% | – |
| PPO | New | POLYPORE INTERNATIONAL INC | $10,268,000 | – | 254,800 | – | 0.25% | – |
| SBH | New | SALLY BEAUTY HOLDINGS INC | $10,042,000 | – | 322,900 | – | 0.24% | – |
| PFG | New | PRINCIPAL FINANCIAL GROUP | $7,643,000 | – | 204,074 | – | 0.18% | – |
| TCBI | New | TEXAS CAPITAL BANCSHARES INC | $7,426,000 | – | 167,398 | – | 0.18% | – |
| CASS | New | CASS INFORMATION SYSTEMS INC | $7,051,000 | – | 152,957 | – | 0.17% | – |
| RDC | New | ROWAN COMPANIES PLC | $5,962,000 | – | 175,000 | – | 0.14% | – |
| MBRG | New | MIDDLEBURG FINANCIAL CORP | $5,421,000 | – | 283,800 | – | 0.13% | – |
| TRLG | New | TRUE RELIGION APPAREL INC | $5,043,000 | – | 159,293 | – | 0.12% | – |
| LM | New | LEGG MASON INC | $3,180,000 | – | 102,555 | – | 0.08% | – |
| AF | New | ASTORIA FINANCIAL CORP | $1,644,000 | – | 152,500 | – | 0.04% | – |
| SOCB | New | SOUTHCOAST FINANCIAL CORP | $1,207,000 | – | 229,951 | – | 0.03% | – |
| ORN | New | ORION MARINE GROUP INC | $1,070,000 | – | 88,500 | – | 0.03% | – |