Q3 2023
| Value | Shares | ↓ Weighting | ||||||
|---|---|---|---|---|---|---|---|---|
| MAT | Sell | Mattel Inc | $344,883,945 | +7.2% | 15,655,195 | -4.9% | 3.65% | +19.8% |
| BIDU | Sell | Baidu Incadr | $288,358,898 | -23.6% | 2,146,326 | -22.1% | 3.05% | -14.6% |
| KMT | Sell | Kennametal Inc | $242,255,391 | -13.6% | 9,736,953 | -1.4% | 2.56% | -3.4% |
| Buy | Madison Square Garden Entertainment Corp | $236,844,516 | +0.7% | 7,196,734 | +2.9% | 2.51% | +12.5% | |
| PM | Sell | Philip Morris International Inc | $227,682,920 | -21.7% | 2,459,310 | -17.5% | 2.41% | -12.5% |
| GNTX | Sell | Gentex Corp | $224,999,523 | -9.0% | 6,914,552 | -18.2% | 2.38% | +1.7% |
| JLL | Buy | Jones Lang LaSalle Inc | $222,258,545 | -6.2% | 1,574,292 | +3.5% | 2.35% | +4.9% |
| LAZ | Sell | Lazard Ltd | $222,282,750 | -4.3% | 7,168,099 | -1.3% | 2.35% | +6.9% |
| GNRC | Buy | Generac Holdings Inc | $219,047,083 | -16.0% | 2,010,344 | +14.9% | 2.32% | -6.2% |
| Sell | Core Laboratories Inc | $217,619,869 | -2.8% | 9,063,718 | -5.9% | 2.30% | +8.6% | |
| REZI | Sell | Resideo Technologies Inc | $217,409,675 | -11.8% | 13,760,106 | -1.4% | 2.30% | -1.4% |
| CRL | Buy | Charles River Laboratories International Inc | $209,032,268 | -5.1% | 1,066,600 | +1.8% | 2.21% | +6.0% |
| FAF | Sell | First American Financial Corp | $206,228,381 | -5.8% | 3,650,706 | -4.9% | 2.18% | +5.3% |
| SRCL | Buy | Stericycle Inc | $193,506,489 | +1.8% | 4,328,036 | +5.7% | 2.05% | +13.8% |
| CG | Buy | Carlyle Group Inc/The | $191,954,165 | +10.3% | 6,364,528 | +16.9% | 2.03% | +23.3% |
| BYD | Sell | Boyd Gaming Corp | $185,528,398 | -14.1% | 3,049,949 | -2.0% | 1.96% | -4.0% |
| MSFT | Sell | Microsoft Corp | $182,628,853 | -25.1% | 578,397 | -19.3% | 1.93% | -16.3% |
| BOKF | Sell | BOK Financial Corp | $181,748,072 | -4.9% | 2,272,419 | -4.0% | 1.92% | +6.2% |
| NTRS | Buy | Northern Trust Corp | $178,875,843 | -3.7% | 2,574,494 | +2.7% | 1.89% | +7.6% |
| MHK | Buy | Mohawk Industries Inc | $176,691,370 | -13.5% | 2,059,100 | +3.9% | 1.87% | -3.4% |
| MSGE | Sell | Sphere Entertainment Co | $171,185,975 | +16.0% | 4,606,727 | -14.5% | 1.81% | +29.7% |
| MSGS | Sell | Madison Square Garden Sports Corp | $166,936,883 | -6.8% | 946,891 | -0.5% | 1.77% | +4.2% |
| AMG | Buy | Affiliated Managers Group Inc | $154,862,950 | -3.2% | 1,188,146 | +11.3% | 1.64% | +8.3% |
| OSW | Buy | OneSpaWorld Holdings Ltd | $154,830,099 | -6.7% | 13,799,474 | +0.7% | 1.64% | +4.4% |
| NVST | Buy | Envista Holdings Corp | $148,755,915 | -14.1% | 5,335,578 | +4.3% | 1.57% | -4.0% |
| IPG | Sell | Interpublic Group of Cos Inc/The | $147,270,556 | -25.8% | 5,138,540 | -0.1% | 1.56% | -17.0% |
| RCL | Sell | Royal Caribbean Cruises Ltd | $146,311,962 | -30.5% | 1,587,931 | -21.7% | 1.55% | -22.3% |
| VIAC | Buy | Paramount Global | $146,167,966 | -4.3% | 11,330,850 | +18.0% | 1.55% | +7.0% |
| PBH | Buy | Prestige Consumer Healthcare Inc | $144,964,411 | +163.5% | 2,534,786 | +173.8% | 1.53% | +194.4% |
| CHKP | Buy | Check Point Software Technologies Ltd | $144,390,754 | +134.7% | 1,083,364 | +121.2% | 1.53% | +162.5% |
| LESL | Buy | Leslie's Inc | $141,428,780 | -9.2% | 24,987,417 | +50.6% | 1.50% | +1.5% |
| BAP | Sell | Credicorp Ltd | $139,097,375 | -33.9% | 1,086,953 | -23.8% | 1.47% | -26.1% |
| BCO | Buy | Brink's Co/The | $138,685,959 | +8.0% | 1,909,223 | +0.8% | 1.47% | +20.7% |
| AXTA | Sell | Axalta Coating Systems Ltd | $138,338,119 | -25.1% | 5,142,681 | -8.6% | 1.46% | -16.2% |
| LH | Sell | Laboratory Corp of America Holdings | $137,484,624 | -16.9% | 683,833 | -0.3% | 1.46% | -7.1% |
| ATGE | Sell | Adtalem Global Education Inc | $137,368,016 | +10.4% | 3,205,788 | -11.5% | 1.45% | +23.4% |
| ADT | Buy | ADT Inc | $134,576,442 | +4.8% | 22,429,407 | +5.3% | 1.42% | +17.1% |
| NVT | Sell | nVent Electric PLC | $113,014,528 | -17.2% | 2,132,752 | -19.2% | 1.20% | -7.4% |
| ZBRA | Buy | Zebra Technologies Corp | $111,329,704 | -19.9% | 470,679 | +0.2% | 1.18% | -10.5% |
| MANU | Sell | Manchester United Plc | $111,130,667 | -29.8% | 5,615,496 | -13.6% | 1.18% | -21.6% |
| VZ | Sell | Verizon Communications Inc | $110,384,085 | -30.1% | 3,405,865 | -19.7% | 1.17% | -21.8% |
| EQC | Sell | Equity Commonwealth | $100,971,201 | -28.4% | 5,496,527 | -21.1% | 1.07% | -20.0% |
| NCLH | Sell | Norwegian Cruise Line Holdings Ltd | $99,854,034 | -30.7% | 6,059,104 | -8.5% | 1.06% | -22.6% |
| MAS | Sell | Masco Corp | $86,165,355 | -13.8% | 1,612,074 | -7.5% | 0.91% | -3.6% |
| LFUS | Buy | Littelfuse Inc | $84,052,444 | -14.8% | 339,853 | +0.3% | 0.89% | -4.8% |
| SNA | Sell | Snap-on Inc | $78,939,030 | -23.8% | 309,492 | -13.9% | 0.84% | -14.9% |
| JHG | Sell | Janus Henderson Group PLC | $77,923,004 | -19.6% | 3,017,932 | -15.1% | 0.82% | -10.0% |
| GS | Sell | Goldman Sachs Group Inc/The | $74,128,916 | -0.6% | 229,097 | -0.9% | 0.78% | +11.0% |
| SJM | Buy | J M Smucker Co/The | $72,639,441 | -16.7% | 590,997 | +0.1% | 0.77% | -6.8% |
| JNJ | Sell | Johnson & Johnson | $72,710,797 | -24.6% | 466,843 | -19.9% | 0.77% | -15.8% |
| GILD | Sell | Gilead Sciences Inc | $69,243,586 | -21.1% | 923,987 | -18.9% | 0.73% | -11.8% |
| NTAP | Buy | NetApp Inc | $68,227,881 | +24.1% | 899,155 | +25.0% | 0.72% | +38.8% |
| KN | Buy | Knowles Corp | $67,309,377 | -17.9% | 4,544,860 | +0.2% | 0.71% | -8.2% |
| SSD | Sell | Simpson Manufacturing Co Inc | $63,504,160 | -5.9% | 423,898 | -13.0% | 0.67% | +5.2% |
| LIND | Buy | Lindblad Expeditions Holdings Inc | $60,998,818 | -25.0% | 8,472,058 | +13.3% | 0.65% | -16.1% |
| CBRE | Sell | CBRE Group Inc | $59,041,691 | -11.6% | 799,373 | -3.5% | 0.62% | -1.3% |
| SCHW | Sell | Charles Schwab Corp/The | $54,556,820 | -8.3% | 993,749 | -5.3% | 0.58% | +2.5% |
| ITUB | Sell | Itau Unibanco Holding SAadr | $54,566,063 | -29.7% | 10,161,278 | -22.8% | 0.58% | -21.5% |
| KMX | Sell | CarMax Inc | $54,454,673 | -18.6% | 769,895 | -3.7% | 0.58% | -9.1% |
| BWA | Sell | BorgWarner Inc | $51,449,264 | -21.2% | 1,274,443 | -4.6% | 0.54% | -12.0% |
| SWK | Sell | Stanley Black & Decker Inc | $50,336,055 | -11.8% | 602,250 | -1.1% | 0.53% | -1.3% |
| KKR | Sell | KKR & Co Inc | $49,956,738 | +0.7% | 810,986 | -8.5% | 0.53% | +12.6% |
| MTN | Buy | Vail Resorts Inc | $48,010,117 | -6.9% | 216,369 | +5.6% | 0.51% | +4.1% |
| AFL | Sell | Aflac Inc | $46,418,093 | +8.8% | 604,796 | -1.0% | 0.49% | +21.5% |
| DOX | Sell | Amdocs Ltd | $43,721,716 | -28.9% | 517,478 | -16.8% | 0.46% | -20.4% |
| KFY | Buy | Korn Ferry | $38,558,093 | -3.1% | 812,776 | +1.2% | 0.41% | +8.2% |
| BMY | Sell | Bristol-Myers Squibb Co | $37,897,740 | -22.1% | 652,959 | -14.2% | 0.40% | -13.0% |
| MIDD | Buy | Middleby Corp/The | $37,637,504 | -12.3% | 294,043 | +1.2% | 0.40% | -2.0% |
| NOV | Sell | NOV Inc | $35,728,738 | +29.0% | 1,709,509 | -1.0% | 0.38% | +44.3% |
| ZBH | Buy | Zimmer Biomet Holdings Inc | $35,540,748 | -17.2% | 316,706 | +7.5% | 0.38% | -7.4% |
| DNB | Buy | Dun & Bradstreet Holdings Inc | $35,543,141 | +16.0% | 3,557,872 | +34.3% | 0.38% | +29.7% |
| GCMG | Buy | GCM Grosvenor Inc | $34,405,745 | +3.7% | 4,433,730 | +0.8% | 0.36% | +15.9% |
| WBA | Buy | Walgreens Boots Alliance Inc | $29,884,021 | -16.7% | 1,343,706 | +6.7% | 0.32% | -7.1% |
| KEYS | Sell | Keysight Technologies Inc | $28,351,915 | -21.6% | 214,284 | -0.7% | 0.30% | -12.3% |
| TAP | Sell | Molson Coors Beverage Co | $26,779,212 | -14.9% | 421,123 | -11.9% | 0.28% | -5.0% |
| EVR | Buy | Evercore Inc | $22,727,450 | +14.0% | 164,835 | +2.2% | 0.24% | +27.5% |
| VIV | Sell | Telefonica Brasil SAadr | $21,773,336 | -30.3% | 2,546,589 | -25.5% | 0.23% | -22.3% |
| HCKT | Sell | Hackett Group Inc/The | $17,797,806 | -18.5% | 754,464 | -22.7% | 0.19% | -9.2% |
| BRC | Buy | Brady Corp | $15,795,266 | +16.9% | 287,605 | +1.3% | 0.17% | +30.5% |
| VEA | Sell | Vanguard FTSE Developed Markets ETFetf | $14,083,349 | -48.0% | 322,126 | -45.1% | 0.15% | -41.8% |
| HMN | Buy | Horace Mann Educators Corp | $10,018,022 | +0.2% | 340,981 | +1.2% | 0.11% | +11.6% |
| NOK | Sell | Nokia Oyjadr | $8,567,861 | -35.1% | 2,290,872 | -27.9% | 0.09% | -27.2% |
| ACWX | Buy | iShares MSCI ACWI ex US ETFetf | $8,164,368 | +23.4% | 173,673 | +29.2% | 0.09% | +36.5% |
| ORCL | Sell | Oracle Corp | $6,191,977 | -15.5% | 58,459 | -5.0% | 0.07% | -4.3% |
| TIMB | Sell | TIM SA/Braziladr | $5,784,746 | -54.7% | 388,238 | -53.5% | 0.06% | -49.6% |
| USB | Sell | US Bancorp | $5,353,373 | -14.3% | 161,929 | -14.4% | 0.06% | -3.4% |
| BSAC | Sell | Banco Santander Chileadr | $5,273,172 | -79.4% | 287,523 | -78.8% | 0.06% | -76.9% |
| Sell | GSK PLCadr | $5,129,266 | -16.2% | 141,497 | -17.6% | 0.05% | -6.9% | |
| WU | Buy | Western Union Co/The | $4,875,045 | +33.4% | 369,882 | +18.8% | 0.05% | +48.6% |
| BAC | Buy | Bank of America Corp | $4,287,927 | +2.8% | 156,608 | +7.7% | 0.04% | +15.4% |
| New | Phinia Inc | $3,695,814 | – | 137,955 | – | 0.04% | – | |
| VOD | Sell | Vodafone Group PLCadr | $3,578,254 | -11.3% | 377,453 | -11.5% | 0.04% | 0.0% |
| IWN | Buy | iShares Russell 2000 Value ETFetf | $3,476,993 | +12.5% | 25,651 | +16.8% | 0.04% | +27.6% |
| IQ | Sell | iQIYI Incadr | $3,339,752 | -31.6% | 704,589 | -22.9% | 0.04% | -23.9% |
| ABEV | Sell | Ambev SAadr | $2,817,355 | -35.4% | 1,091,998 | -20.3% | 0.03% | -26.8% |
| CME | Sell | CME Group Inc | $2,657,120 | -7.6% | 13,271 | -14.5% | 0.03% | +3.7% |
| TPR | Sell | Tapestry Inc | $2,390,448 | -42.5% | 83,146 | -14.5% | 0.02% | -35.9% |
| CVX | New | Chevron Corp | $1,654,499 | – | 9,812 | – | 0.02% | – |
| BIO | Buy | Bio-Rad Laboratories Inc | $1,623,420 | -2.5% | 4,529 | +3.1% | 0.02% | +6.2% |
| New | Kenvue Inc | $1,098,135 | – | 54,688 | – | 0.01% | – | |
| MTB | Sell | M&T Bank Corp | $1,160,053 | -14.8% | 9,174 | -16.7% | 0.01% | -7.7% |
| VXUS | New | Vanguard Total International Stock ETFetf | $1,054,612 | – | 19,705 | – | 0.01% | – |
| New | Fortrea Holdings Inc | $550,472 | – | 19,254 | – | 0.01% | – | |
| FISV | Buy | Fiserv Inc | $456,471 | +0.1% | 4,041 | +11.8% | 0.01% | +25.0% |
| ST | Buy | Sensata Technologies Holding PLC | $273,590 | -6.0% | 7,234 | +11.8% | 0.00% | 0.0% |
| FICO | Sell | Fair Isaac Corp | $286,615 | +6.7% | 330 | -0.6% | 0.00% | 0.0% |
| REYN | Buy | Reynolds Consumer Products Inc | $160,008 | +1.4% | 6,243 | +11.8% | 0.00% | +100.0% |
| PGR | Buy | Progressive Corp/The | $197,249 | +17.6% | 1,416 | +11.8% | 0.00% | 0.0% |
| PDCO | Buy | Patterson Cos Inc | $232,763 | -0.4% | 7,853 | +11.8% | 0.00% | 0.0% |
| MSI | Buy | Motorola Solutions Inc | $221,331 | -5.2% | 813 | +2.1% | 0.00% | 0.0% |
| IWS | Exit | iShares Russell Mid-Cap Value ETFetf | $0 | – | -1,880 | – | -0.00% | – |
| SNY | Exit | Sanofiadr | $0 | – | -5,926 | – | -0.00% | – |
| BK | Exit | Bank of New York Mellon Corp/The | $0 | – | -78,663 | – | -0.03% | – |
| TCOM | Exit | Trip.com Group Ltdadr | $0 | – | -144,458 | – | -0.05% | – |
| MEI | Exit | Methode Electronics Inc | $0 | – | -202,087 | – | -0.06% | – |
| Exit | New Oriental Education & Technology Group Incadr | $0 | – | -216,727 | – | -0.08% | – |
Q2 2023
| Value | Shares | ↓ Weighting | ||||||
|---|---|---|---|---|---|---|---|---|
| BIDU | New | Baidu Incadr | $377,355,175 | – | 2,756,228 | – | 3.57% | – |
| MAT | New | Mattel Inc | $321,745,913 | – | 16,466,014 | – | 3.05% | – |
| PM | New | Philip Morris International Inc | $290,862,402 | – | 2,979,537 | – | 2.75% | – |
| KMT | New | Kennametal Inc | $280,429,607 | – | 9,877,760 | – | 2.66% | – |
| GNRC | New | Generac Holdings Inc | $260,872,214 | – | 1,749,294 | – | 2.47% | – |
| GNTX | New | Gentex Corp | $247,274,007 | – | 8,450,923 | – | 2.34% | – |
| REZI | New | Resideo Technologies Inc | $246,499,322 | – | 13,958,059 | – | 2.33% | – |
| MSFT | New | Microsoft Corp | $243,939,359 | – | 716,331 | – | 2.31% | – |
| JLL | New | Jones Lang LaSalle Inc | $236,879,722 | – | 1,520,409 | – | 2.24% | – |
| New | Madison Square Garden Entertainment Corp | $235,241,829 | – | 6,997,080 | – | 2.23% | – | |
| LAZ | New | Lazard Ltd | $232,341,184 | – | 7,260,662 | – | 2.20% | – |
| New | Core Laboratories Inc | $223,937,560 | – | 9,631,723 | – | 2.12% | – | |
| CRL | New | Charles River Laboratories International Inc | $220,308,361 | – | 1,047,840 | – | 2.09% | – |
| FAF | New | First American Financial Corp | $218,860,379 | – | 3,838,309 | – | 2.07% | – |
| BYD | New | Boyd Gaming Corp | $215,936,392 | – | 3,112,821 | – | 2.04% | – |
| BAP | New | Credicorp Ltd | $210,556,343 | – | 1,426,147 | – | 1.99% | – |
| RCL | New | Royal Caribbean Cruises Ltd | $210,483,481 | – | 2,028,952 | – | 1.99% | – |
| MHK | New | Mohawk Industries Inc | $204,372,958 | – | 1,981,126 | – | 1.94% | – |
| IPG | New | Interpublic Group of Cos Inc/The | $198,365,243 | – | 5,141,660 | – | 1.88% | – |
| BOKF | New | BOK Financial Corp | $191,187,196 | – | 2,366,764 | – | 1.81% | – |
| SRCL | New | Stericycle Inc | $190,145,051 | – | 4,094,424 | – | 1.80% | – |
| NTRS | New | Northern Trust Corp | $185,798,622 | – | 2,506,051 | – | 1.76% | – |
| AXTA | New | Axalta Coating Systems Ltd | $184,589,683 | – | 5,626,019 | – | 1.75% | – |
| MSGS | New | Madison Square Garden Sports Corp | $179,041,653 | – | 952,096 | – | 1.70% | – |
| CG | New | Carlyle Group Inc/The | $174,012,927 | – | 5,446,414 | – | 1.65% | – |
| NVST | New | Envista Holdings Corp | $173,163,239 | – | 5,117,117 | – | 1.64% | – |
| OSW | New | OneSpaWorld Holdings Ltd | $165,871,689 | – | 13,708,404 | – | 1.57% | – |
| LH | New | Laboratory Corp of America Holdings | $165,522,938 | – | 685,878 | – | 1.57% | – |
| AMG | New | Affiliated Managers Group Inc | $159,957,962 | – | 1,067,169 | – | 1.51% | – |
| MANU | New | Manchester United Plc | $158,404,345 | – | 6,497,307 | – | 1.50% | – |
| VZ | New | Verizon Communications Inc | $157,822,608 | – | 4,243,684 | – | 1.49% | – |
| LESL | New | Leslie's Inc | $155,770,043 | – | 16,588,929 | – | 1.48% | – |
| VIAC | New | Paramount Global | $152,722,254 | – | 9,599,136 | – | 1.45% | – |
| MSGE | New | Sphere Entertainment Co | $147,541,439 | – | 5,386,690 | – | 1.40% | – |
| NCLH | New | Norwegian Cruise Line Holdings Ltd | $144,175,787 | – | 6,622,682 | – | 1.36% | – |
| EQC | New | Equity Commonwealth | $141,116,836 | – | 6,965,293 | – | 1.34% | – |
| ZBRA | New | Zebra Technologies Corp | $139,016,433 | – | 469,920 | – | 1.32% | – |
| NVT | New | nVent Electric PLC | $136,413,296 | – | 2,640,087 | – | 1.29% | – |
| ADT | New | ADT Inc | $128,451,652 | – | 21,302,098 | – | 1.22% | – |
| BCO | New | Brink's Co/The | $128,464,051 | – | 1,893,912 | – | 1.22% | – |
| ATGE | New | Adtalem Global Education Inc | $124,420,481 | – | 3,623,194 | – | 1.18% | – |
| SNA | New | Snap-on Inc | $103,605,170 | – | 359,503 | – | 0.98% | – |
| MAS | New | Masco Corp | $99,952,001 | – | 1,741,931 | – | 0.95% | – |
| LFUS | New | Littelfuse Inc | $98,683,884 | – | 338,759 | – | 0.93% | – |
| JHG | New | Janus Henderson Group PLC | $96,866,066 | – | 3,554,718 | – | 0.92% | – |
| JNJ | New | Johnson & Johnson | $96,456,449 | – | 582,748 | – | 0.91% | – |
| GILD | New | Gilead Sciences Inc | $87,808,240 | – | 1,139,331 | – | 0.83% | – |
| SJM | New | J M Smucker Co/The | $87,186,288 | – | 590,413 | – | 0.82% | – |
| KN | New | Knowles Corp | $81,943,964 | – | 4,537,318 | – | 0.78% | – |
| LIND | New | Lindblad Expeditions Holdings Inc | $81,347,203 | – | 7,476,765 | – | 0.77% | – |
| ITUB | New | Itau Unibanco Holding SAadr | $77,643,894 | – | 13,159,982 | – | 0.74% | – |
| GS | New | Goldman Sachs Group Inc/The | $74,547,703 | – | 231,127 | – | 0.71% | – |
| SSD | New | Simpson Manufacturing Co Inc | $67,459,473 | – | 487,072 | – | 0.64% | – |
| KMX | New | CarMax Inc | $66,923,925 | – | 799,569 | – | 0.63% | – |
| CBRE | New | CBRE Group Inc | $66,824,894 | – | 827,963 | – | 0.63% | – |
| BWA | New | BorgWarner Inc | $65,325,125 | – | 1,335,619 | – | 0.62% | – |
| CHKP | New | Check Point Software Technologies Ltd | $61,521,264 | – | 489,741 | – | 0.58% | – |
| DOX | New | Amdocs Ltd | $61,475,804 | – | 621,910 | – | 0.58% | – |
| SCHW | New | Charles Schwab Corp/The | $59,487,020 | – | 1,049,524 | – | 0.56% | – |
| SWK | New | Stanley Black & Decker Inc | $57,070,889 | – | 609,016 | – | 0.54% | – |
| PBH | New | Prestige Consumer Healthcare Inc | $55,016,847 | – | 925,742 | – | 0.52% | – |
| NTAP | New | NetApp Inc | $54,967,584 | – | 719,471 | – | 0.52% | – |
| MTN | New | Vail Resorts Inc | $51,567,498 | – | 204,828 | – | 0.49% | – |
| KKR | New | KKR & Co Inc | $49,628,936 | – | 886,231 | – | 0.47% | – |
| BMY | New | Bristol-Myers Squibb Co | $48,679,252 | – | 761,208 | – | 0.46% | – |
| MIDD | New | Middleby Corp/The | $42,932,493 | – | 290,418 | – | 0.41% | – |
| ZBH | New | Zimmer Biomet Holdings Inc | $42,913,416 | – | 294,735 | – | 0.41% | – |
| AFL | New | Aflac Inc | $42,649,196 | – | 611,020 | – | 0.40% | – |
| KFY | New | Korn Ferry | $39,780,620 | – | 803,000 | – | 0.38% | – |
| KEYS | New | Keysight Technologies Inc | $36,148,604 | – | 215,877 | – | 0.34% | – |
| WBA | New | Walgreens Boots Alliance Inc | $35,862,699 | – | 1,258,782 | – | 0.34% | – |
| GCMG | New | GCM Grosvenor Inc | $33,173,225 | – | 4,399,632 | – | 0.31% | – |
| TAP | New | Molson Coors Beverage Co | $31,469,347 | – | 477,967 | – | 0.30% | – |
| VIV | New | Telefonica Brasil SAadr | $31,228,462 | – | 3,420,423 | – | 0.30% | – |
| DNB | New | Dun & Bradstreet Holdings Inc | $30,653,454 | – | 2,649,391 | – | 0.29% | – |
| NOV | New | NOV Inc | $27,695,996 | – | 1,726,683 | – | 0.26% | – |
| VEA | New | Vanguard FTSE Developed Markets ETFetf | $27,083,508 | – | 586,477 | – | 0.26% | – |
| BSAC | New | Banco Santander Chileadr | $25,581,354 | – | 1,357,101 | – | 0.24% | – |
| HCKT | New | Hackett Group Inc/The | $21,827,591 | – | 976,626 | – | 0.21% | – |
| EVR | New | Evercore Inc | $19,941,988 | – | 161,356 | – | 0.19% | – |
| BRC | New | Brady Corp | $13,506,075 | – | 283,920 | – | 0.13% | – |
| NOK | New | Nokia Oyjadr | $13,209,610 | – | 3,175,387 | – | 0.12% | – |
| TIMB | New | TIM SA/Braziladr | $12,770,590 | – | 835,225 | – | 0.12% | – |
| HMN | New | Horace Mann Educators Corp | $9,993,640 | – | 336,940 | – | 0.10% | – |
| New | New Oriental Education & Technology Group Incadr | $8,558,549 | – | 216,727 | – | 0.08% | – | |
| ORCL | New | Oracle Corp | $7,324,869 | – | 61,507 | – | 0.07% | – |
| MEI | New | Methode Electronics Inc | $6,773,956 | – | 202,087 | – | 0.06% | – |
| ACWX | New | iShares MSCI ACWI ex US ETFetf | $6,614,922 | – | 134,395 | – | 0.06% | – |
| APA | New | APA Corp | $6,541,573 | – | 191,442 | – | 0.06% | – |
| LMT | New | Lockheed Martin Corp | $6,254,262 | – | 13,585 | – | 0.06% | – |
| USB | New | US Bancorp | $6,246,972 | – | 189,073 | – | 0.06% | – |
| New | GSK PLCadr | $6,118,568 | – | 171,677 | – | 0.06% | – | |
| TCOM | New | Trip.com Group Ltdadr | $5,056,030 | – | 144,458 | – | 0.05% | – |
| IQ | New | iQIYI Incadr | $4,879,430 | – | 913,751 | – | 0.05% | – |
| MOS | New | Mosaic Co/The | $4,780,370 | – | 136,582 | – | 0.04% | – |
| ABEV | New | Ambev SAadr | $4,358,368 | – | 1,370,556 | – | 0.04% | – |
| GOLD | New | Barrick Gold Corp | $4,269,543 | – | 252,188 | – | 0.04% | – |
| TPR | New | Tapestry Inc | $4,160,460 | – | 97,207 | – | 0.04% | – |
| BAC | New | Bank of America Corp | $4,170,694 | – | 145,371 | – | 0.04% | – |
| VOD | New | Vodafone Group PLCadr | $4,032,211 | – | 426,689 | – | 0.04% | – |
| WU | New | Western Union Co/The | $3,653,121 | – | 311,434 | – | 0.04% | – |
| BK | New | Bank of New York Mellon Corp/The | $3,502,077 | – | 78,663 | – | 0.03% | – |
| New | Zimvie Inc | $3,481,457 | – | 310,014 | – | 0.03% | – | |
| IWN | New | iShares Russell 2000 Value ETFetf | $3,091,827 | – | 21,959 | – | 0.03% | – |
| CME | New | CME Group Inc | $2,875,330 | – | 15,518 | – | 0.03% | – |
| BIO | New | Bio-Rad Laboratories Inc | $1,665,474 | – | 4,393 | – | 0.02% | – |
| MTB | New | M&T Bank Corp | $1,362,227 | – | 11,007 | – | 0.01% | – |
| FISV | New | Fiserv Inc | $456,158 | – | 3,616 | – | 0.00% | – |
| FICO | New | Fair Isaac Corp | $268,658 | – | 332 | – | 0.00% | – |
| ST | New | Sensata Technologies Holding PLC | $291,040 | – | 6,469 | – | 0.00% | – |
| SNY | New | Sanofiadr | $319,411 | – | 5,926 | – | 0.00% | – |
| MSI | New | Motorola Solutions Inc | $233,451 | – | 796 | – | 0.00% | – |
| PDCO | New | Patterson Cos Inc | $233,618 | – | 7,024 | – | 0.00% | – |
| PGR | New | Progressive Corp/The | $167,713 | – | 1,267 | – | 0.00% | – |
| IWS | New | iShares Russell Mid-Cap Value ETFetf | $206,499 | – | 1,880 | – | 0.00% | – |
| REYN | New | Reynolds Consumer Products Inc | $157,748 | – | 5,584 | – | 0.00% | – |
Q4 2022
| Value | Shares | ↓ Weighting | ||||||
|---|---|---|---|---|---|---|---|---|
| REYN | Exit | Reynolds Consuer Products | $0 | – | -4,614 | – | -0.00% | – |
| HCKT | Exit | Hackett Group | $0 | – | -6,386 | – | -0.00% | – |
| SNY | Exit | Sanofiadr | $0 | – | -5,838 | – | -0.00% | – |
| ST | Exit | Sensata Techology | $0 | – | -4,755 | – | -0.00% | – |
| DNB | Exit | Dun & Bradstreet | $0 | – | -11,424 | – | -0.00% | – |
| MSI | Exit | Motorola Solutions Inc | $0 | – | -727 | – | -0.00% | – |
| PDCO | Exit | Patterson Cos | $0 | – | -5,804 | – | -0.00% | – |
| FICO | Exit | Fair Isaac Corp | $0 | – | -503 | – | -0.00% | – |
| FISV | Exit | Fiserv Inc | $0 | – | -2,856 | – | -0.00% | – |
| NVS | Exit | Novartis AGadr | $0 | – | -8,750 | – | -0.01% | – |
| AZN | Exit | AstraZeneca PLCadr | $0 | – | -22,048 | – | -0.01% | – |
| Exit | Haleon PLCadr | $0 | – | -211,285 | – | -0.01% | – | |
| BAC | Exit | Bank of America Corp | $0 | – | -59,644 | – | -0.02% | – |
| MTB | Exit | M&T Bank Corp | $0 | – | -11,102 | – | -0.02% | – |
| IWN | Exit | iShares Russell 2000 Value ETFetf | $0 | – | -18,377 | – | -0.03% | – |
| Exit | Zimvie Inc | $0 | – | -285,938 | – | -0.03% | – | |
| ACWX | Exit | iShares MSCI ACWI ex US ETFetf | $0 | – | -97,965 | – | -0.04% | – |
| BK | Exit | Bank of New York Mellon Corp/The | $0 | – | -102,931 | – | -0.04% | – |
| TIMB | Exit | TIM SA/Braziladr | $0 | – | -396,301 | – | -0.05% | – |
| WU | Exit | Western Union Co/The | $0 | – | -355,586 | – | -0.05% | – |
| Exit | GSK PLCadr | $0 | – | -169,561 | – | -0.06% | – | |
| GOLD | Exit | Barrick Gold Corp | $0 | – | -330,064 | – | -0.06% | – |
| ORCL | Exit | Oracle Corp | $0 | – | -89,777 | – | -0.06% | – |
| VOD | Exit | Vodafone Group PLCadr | $0 | – | -505,792 | – | -0.06% | – |
| LMT | Exit | Lockheed Martin Corp | $0 | – | -17,776 | – | -0.08% | – |
| BRKB | Exit | Berkshire Hathaway Inc | $0 | – | -26,588 | – | -0.08% | – |
| TCOM | Exit | Trip.com Group Ltdadr | $0 | – | -284,785 | – | -0.08% | – |
| USB | Exit | US Bancorp | $0 | – | -198,260 | – | -0.09% | – |
| MOS | Exit | Mosaic Co/The | $0 | – | -174,127 | – | -0.09% | – |
| APA | Exit | APA Corp | $0 | – | -281,986 | – | -0.11% | – |
| TPR | Exit | Tapestry Inc | $0 | – | -378,366 | – | -0.12% | – |
| HLI | Exit | Houlihan Lokey Inc | $0 | – | -144,158 | – | -0.12% | – |
| OMC | Exit | Omnicom Group Inc | $0 | – | -192,428 | – | -0.13% | – |
| HMN | Exit | Horace Mann Educators Corp | $0 | – | -351,321 | – | -0.14% | – |
| PGR | Exit | Progressive Corp/The | $0 | – | -110,567 | – | -0.14% | – |
| NOK | Exit | Nokia Oyjadr | $0 | – | -3,344,832 | – | -0.16% | – |
| BSAC | Exit | Banco Santander Chileadr | $0 | – | -1,027,700 | – | -0.16% | – |
| EVR | Exit | Evercore Inc | $0 | – | -184,066 | – | -0.17% | – |
| TAP | Exit | Molson Coors Beverage Co | $0 | – | -330,605 | – | -0.17% | – |
| NOV | Exit | NOV Inc | $0 | – | -1,018,276 | – | -0.18% | – |
| VEA | Exit | Vanguard FTSE Developed Markets ETFetf | $0 | – | -476,560 | – | -0.19% | – |
| VIV | Exit | Telefonica Brasil SAadr | $0 | – | -2,742,804 | – | -0.23% | – |
| BRC | Exit | Brady Corp | $0 | – | -498,037 | – | -0.23% | – |
| GCMG | Exit | GCM Grosvenor Inc | $0 | – | -2,753,204 | – | -0.24% | – |
| BIO | Exit | Bio-Rad Laboratories Inc | $0 | – | -66,665 | – | -0.30% | – |
| MEI | Exit | Methode Electronics Inc | $0 | – | -848,019 | – | -0.35% | – |
| KMX | Exit | CarMax Inc | $0 | – | -483,501 | – | -0.35% | – |
| MIDD | Exit | Middleby Corp/The | $0 | – | -280,753 | – | -0.40% | – |
| KEYS | Exit | Keysight Technologies Inc | $0 | – | -230,035 | – | -0.40% | – |
| KFY | Exit | Korn Ferry | $0 | – | -836,297 | – | -0.43% | – |
| WBA | Exit | Walgreens Boots Alliance Inc | $0 | – | -1,249,792 | – | -0.43% | – |
| LIND | Exit | Lindblad Expeditions Holdings Inc | $0 | – | -5,971,652 | – | -0.44% | – |
| SWK | Exit | Stanley Black & Decker Inc | $0 | – | -544,500 | – | -0.45% | – |
| ZBH | Exit | Zimmer Biomet Holdings Inc | $0 | – | -394,352 | – | -0.45% | – |
| CAH | Exit | Cardinal Health Inc | $0 | – | -639,230 | – | -0.47% | – |
| NTAP | Exit | NetApp Inc | $0 | – | -699,964 | – | -0.48% | – |
| PBH | Exit | Prestige Consumer Healthcare Inc | $0 | – | -876,673 | – | -0.48% | – |
| MTN | Exit | Vail Resorts Inc | $0 | – | -205,399 | – | -0.49% | – |
| SSD | Exit | Simpson Manufacturing Co Inc | $0 | – | -641,208 | – | -0.55% | – |
| DOX | Exit | Amdocs Ltd | $0 | – | -650,272 | – | -0.57% | – |
| KN | Exit | Knowles Corp | $0 | – | -4,269,383 | – | -0.57% | – |
| AFL | Exit | Aflac Inc | $0 | – | -937,545 | – | -0.58% | – |
| BMY | Exit | Bristol-Myers Squibb Co | $0 | – | -799,534 | – | -0.62% | – |
| BWA | Exit | BorgWarner Inc | $0 | – | -1,829,048 | – | -0.63% | – |
| CHKP | Exit | Check Point Software Technologies Ltd | $0 | – | -552,677 | – | -0.68% | – |
| GNRC | Exit | Generac Holdings Inc | $0 | – | -376,803 | – | -0.74% | – |
| JHG | Exit | Janus Henderson Group PLC | $0 | – | -3,592,991 | – | -0.80% | – |
| VZ | Exit | Verizon Communications Inc | $0 | – | -1,929,890 | – | -0.80% | – |
| LFUS | Exit | Littelfuse Inc | $0 | – | -384,437 | – | -0.84% | – |
| SCHW | Exit | Charles Schwab Corp/The | $0 | – | -1,110,982 | – | -0.88% | – |
| NCLH | Exit | Norwegian Cruise Line Holdings Ltd | $0 | – | -7,136,480 | – | -0.89% | – |
| MAS | Exit | Masco Corp | $0 | – | -1,782,557 | – | -0.91% | – |
| GS | Exit | Goldman Sachs Group Inc/The | $0 | – | -286,139 | – | -0.92% | – |
| CBRE | Exit | CBRE Group Inc | $0 | – | -1,482,380 | – | -1.10% | – |
| SJM | Exit | J M Smucker Co/The | $0 | – | -737,030 | – | -1.11% | – |
| BCO | Exit | Brink's Co/The | $0 | – | -2,149,349 | – | -1.14% | – |
| RCL | Exit | Royal Caribbean Cruises Ltd | $0 | – | -3,166,254 | – | -1.32% | – |
| JNJ | Exit | Johnson & Johnson | $0 | – | -758,966 | – | -1.36% | – |
| EQC | Exit | Equity Commonwealthreit | $0 | – | -5,125,117 | – | -1.37% | – |
| ZBRA | Exit | Zebra Technologies Corp | $0 | – | -477,118 | – | -1.37% | – |
| CRL | Exit | Charles River Laboratories International Inc | $0 | – | -650,498 | – | -1.40% | – |
| AMG | Exit | Affiliated Managers Group Inc | $0 | – | -1,145,254 | – | -1.41% | – |
| NVT | Exit | nVent Electric PLC | $0 | – | -4,160,590 | – | -1.44% | – |
| CLB | Exit | Core Laboratories NV | $0 | – | -9,765,315 | – | -1.44% | – |
| VIAC | Exit | Paramount Global | $0 | – | -7,149,210 | – | -1.49% | – |
| ADT | Exit | ADT Inc | $0 | – | -18,190,118 | – | -1.50% | – |
| OSW | Exit | OneSpaWorld Holdings Ltd | $0 | – | -17,036,969 | – | -1.57% | – |
| MSGS | Exit | Madison Square Garden Sports Corp | $0 | – | -1,062,268 | – | -1.59% | – |
| LH | Exit | Laboratory Corp of America Holdings | $0 | – | -710,023 | – | -1.60% | – |
| SNA | Exit | Snap-on Inc | $0 | – | -727,486 | – | -1.61% | – |
| KKR | Exit | KKR & Co Inc | $0 | – | -3,413,430 | – | -1.61% | – |
| AXTA | Exit | Axalta Coating Systems Ltd | $0 | – | -7,194,786 | – | -1.66% | – |
| MANU | Exit | Manchester United Plc | $0 | – | -11,424,939 | – | -1.66% | – |
| ATGE | Exit | Adtalem Global Education Inc | $0 | – | -4,285,951 | – | -1.72% | – |
| GILD | Exit | Gilead Sciences Inc | $0 | – | -2,674,110 | – | -1.81% | – |
| BYD | Exit | Boyd Gaming Corp | $0 | – | -3,563,366 | – | -1.86% | – |
| NVST | Exit | Envista Holdings Corp | $0 | – | -5,299,570 | – | -1.91% | – |
| MHK | Exit | Mohawk Industries Inc | $0 | – | -1,959,598 | – | -1.96% | – |
| BAP | Exit | Credicorp Ltd | $0 | – | -1,463,493 | – | -1.97% | – |
| SRCL | Exit | Stericycle Inc | $0 | – | -4,483,909 | – | -2.07% | – |
| FAF | Exit | First American Financial Corp | $0 | – | -4,131,920 | – | -2.09% | – |
| NTRS | Exit | Northern Trust Corp | $0 | – | -2,266,260 | – | -2.13% | – |
| JLL | Exit | Jones Lang LaSalle Inc | $0 | – | -1,328,876 | – | -2.20% | – |
| KMT | Exit | Kennametal Inc | $0 | – | -10,621,785 | – | -2.40% | – |
| IPG | Exit | Interpublic Group of Cos Inc/The | $0 | – | -8,565,669 | – | -2.41% | – |
| GNTX | Exit | Gentex Corp | $0 | – | -9,226,776 | – | -2.42% | – |
| MSFT | Exit | Microsoft Corp | $0 | – | -1,009,074 | – | -2.58% | – |
| REZI | Exit | Resideo Technologies Inc | $0 | – | -12,859,162 | – | -2.69% | – |
| LAZ | Exit | Lazard Ltd | $0 | – | -7,888,454 | – | -2.76% | – |
| BOKF | Exit | BOK Financial Corp | $0 | – | -3,035,642 | – | -2.96% | – |
| MSGE | Exit | Madison Square Garden Entertainment Corp | $0 | – | -6,273,867 | – | -3.04% | – |
| PM | Exit | Philip Morris International Inc | $0 | – | -3,579,556 | – | -3.26% | – |
| MAT | Exit | Mattel Inc | $0 | – | -15,762,283 | – | -3.28% | – |
| BIDU | Exit | Baidu Incadr | $0 | – | -2,601,447 | – | -3.36% | – |
Q3 2022
| Value | Shares | ↓ Weighting | ||||||
|---|---|---|---|---|---|---|---|---|
| BIDU | Sell | Baidu Incadr | $305,644,000 | -22.2% | 2,601,447 | -1.5% | 3.36% | -14.4% |
| MAT | Sell | Mattel Inc | $298,538,000 | -16.4% | 15,762,283 | -1.5% | 3.28% | -8.1% |
| PM | Sell | Philip Morris International Inc | $297,139,000 | -17.4% | 3,579,556 | -1.8% | 3.26% | -9.2% |
| MSGE | Buy | Madison Square Garden Entertainment Corp | $276,615,000 | -15.2% | 6,273,867 | +1.2% | 3.04% | -6.7% |
| BOKF | Sell | BOK Financial Corp | $269,748,000 | +8.1% | 3,035,642 | -8.1% | 2.96% | +18.9% |
| LAZ | Sell | Lazard Ltd | $251,089,000 | -11.2% | 7,888,454 | -9.5% | 2.76% | -2.3% |
| REZI | Buy | Resideo Technologies Inc | $245,096,000 | -0.8% | 12,859,162 | +1.1% | 2.69% | +9.1% |
| MSFT | Sell | Microsoft Corp | $235,013,000 | -11.0% | 1,009,074 | -1.8% | 2.58% | -2.1% |
| GNTX | Buy | Gentex Corp | $219,966,000 | -14.3% | 9,226,776 | +0.5% | 2.42% | -5.8% |
| IPG | Buy | Interpublic Group of Cos Inc/The | $219,280,000 | -2.3% | 8,565,669 | +5.0% | 2.41% | +7.4% |
| KMT | Buy | Kennametal Inc | $218,596,000 | -11.2% | 10,621,785 | +0.2% | 2.40% | -2.4% |
| JLL | Buy | Jones Lang LaSalle Inc | $200,753,000 | -6.2% | 1,328,876 | +8.6% | 2.20% | +3.1% |
| NTRS | Buy | Northern Trust Corp | $193,901,000 | -9.9% | 2,266,260 | +1.6% | 2.13% | -0.9% |
| FAF | Sell | First American Financial Corp | $190,481,000 | -14.8% | 4,131,920 | -2.2% | 2.09% | -6.3% |
| SRCL | Buy | Stericycle Inc | $188,818,000 | -3.5% | 4,483,909 | +0.5% | 2.07% | +6.1% |
| BAP | Sell | Credicorp Ltd | $179,717,000 | -1.1% | 1,463,493 | -3.5% | 1.97% | +8.8% |
| MHK | Buy | Mohawk Industries Inc | $178,696,000 | -21.0% | 1,959,598 | +7.5% | 1.96% | -13.1% |
| NVST | Sell | Envista Holdings Corp | $173,879,000 | -17.3% | 5,299,570 | -2.9% | 1.91% | -9.1% |
| BYD | Buy | Boyd Gaming Corp | $169,795,000 | +1.7% | 3,563,366 | +6.2% | 1.86% | +11.8% |
| GILD | Sell | Gilead Sciences Inc | $164,966,000 | -1.8% | 2,674,110 | -1.6% | 1.81% | +8.0% |
| ATGE | Sell | Adtalem Global Education Inc | $156,223,000 | -12.7% | 4,285,951 | -13.8% | 1.72% | -3.9% |
| MANU | Sell | Manchester United Plc | $151,608,000 | +17.5% | 11,424,939 | -1.5% | 1.66% | +29.2% |
| AXTA | Sell | Axalta Coating Systems Ltd | $151,521,000 | -5.7% | 7,194,786 | -1.0% | 1.66% | +3.7% |
| KKR | Buy | KKR & Co Inc | $146,778,000 | -5.1% | 3,413,430 | +2.1% | 1.61% | +4.3% |
| SNA | Sell | Snap-on Inc | $146,480,000 | -27.0% | 727,486 | -28.6% | 1.61% | -19.7% |
| LH | Sell | Laboratory Corp of America Holdings | $145,421,000 | -18.0% | 710,023 | -6.2% | 1.60% | -9.8% |
| MSGS | Buy | Madison Square Garden Sports Corp | $145,169,000 | -9.4% | 1,062,268 | +0.2% | 1.59% | -0.3% |
| OSW | Buy | OneSpaWorld Holdings Ltd | $143,111,000 | +18.1% | 17,036,969 | +0.8% | 1.57% | +29.9% |
| ADT | Sell | ADT Inc | $136,244,000 | +16.1% | 18,190,118 | -4.7% | 1.50% | +27.6% |
| VIAC | Buy | Paramount Global | $136,121,000 | -10.1% | 7,149,210 | +16.5% | 1.49% | -1.2% |
| CLB | Buy | Core Laboratories NV | $131,636,000 | -27.6% | 9,765,315 | +6.3% | 1.44% | -20.4% |
| NVT | Sell | nVent Electric PLC | $131,516,000 | -0.2% | 4,160,590 | -1.1% | 1.44% | +9.7% |
| AMG | Buy | Affiliated Managers Group Inc | $128,097,000 | -1.0% | 1,145,254 | +3.2% | 1.41% | +8.8% |
| CRL | Buy | Charles River Laboratories International Inc | $128,018,000 | +1.5% | 650,498 | +10.3% | 1.40% | +11.6% |
| ZBRA | Buy | Zebra Technologies Corp | $125,009,000 | +18.6% | 477,118 | +33.0% | 1.37% | +30.4% |
| EQC | Buy | Equity Commonwealthreit | $124,848,000 | +33.1% | 5,125,117 | +50.4% | 1.37% | +46.5% |
| JNJ | Sell | Johnson & Johnson | $123,985,000 | -10.4% | 758,966 | -2.6% | 1.36% | -1.4% |
| RCL | Buy | Royal Caribbean Cruises Ltd | $120,001,000 | +40.6% | 3,166,254 | +29.5% | 1.32% | +54.6% |
| BCO | Sell | Brink's Co/The | $104,114,000 | -21.7% | 2,149,349 | -1.8% | 1.14% | -13.8% |
| SJM | Sell | J M Smucker Co/The | $101,275,000 | -21.8% | 737,030 | -27.2% | 1.11% | -14.0% |
| CBRE | Sell | CBRE Group Inc | $100,075,000 | -16.3% | 1,482,380 | -8.8% | 1.10% | -8.0% |
| GS | Sell | Goldman Sachs Group Inc/The | $83,853,000 | -4.0% | 286,139 | -2.7% | 0.92% | +5.6% |
| MAS | Sell | Masco Corp | $83,228,000 | -16.8% | 1,782,557 | -9.9% | 0.91% | -8.5% |
| NCLH | Buy | Norwegian Cruise Line Holdings Ltd | $81,070,000 | +13.8% | 7,136,480 | +11.4% | 0.89% | +25.2% |
| SCHW | Sell | Charles Schwab Corp/The | $79,846,000 | +5.7% | 1,110,982 | -7.1% | 0.88% | +16.3% |
| LFUS | Sell | Littelfuse Inc | $76,384,000 | -23.4% | 384,437 | -2.1% | 0.84% | -15.8% |
| VZ | Buy | Verizon Communications Inc | $73,278,000 | -12.6% | 1,929,890 | +16.8% | 0.80% | -3.9% |
| JHG | Buy | Janus Henderson Group PLC | $72,973,000 | -12.2% | 3,592,991 | +1.7% | 0.80% | -3.4% |
| GNRC | Buy | Generac Holdings Inc | $67,123,000 | +35414.8% | 376,803 | +41953.9% | 0.74% | +36750.0% |
| CHKP | Sell | Check Point Software Technologies Ltd | $61,911,000 | -9.3% | 552,677 | -1.3% | 0.68% | -0.1% |
| BWA | Sell | BorgWarner Inc | $57,432,000 | -8.7% | 1,829,048 | -3.0% | 0.63% | +0.3% |
| BMY | Sell | Bristol-Myers Squibb Co | $56,839,000 | -9.3% | 799,534 | -1.7% | 0.62% | -0.2% |
| AFL | Sell | Aflac Inc | $52,690,000 | +1.1% | 937,545 | -0.5% | 0.58% | +11.2% |
| KN | Buy | Knowles Corp | $51,959,000 | -14.2% | 4,269,383 | +22.2% | 0.57% | -5.8% |
| DOX | Sell | Amdocs Ltd | $51,664,000 | -28.9% | 650,272 | -25.5% | 0.57% | -21.9% |
| SSD | Buy | Simpson Manufacturing Co Inc | $50,271,000 | -21.9% | 641,208 | +0.2% | 0.55% | -14.2% |
| MTN | Sell | Vail Resorts Inc | $44,292,000 | -3.4% | 205,399 | -2.3% | 0.49% | +6.1% |
| PBH | Buy | Prestige Consumer Healthcare Inc | $43,684,000 | -2.3% | 876,673 | +15.3% | 0.48% | +7.6% |
| NTAP | Buy | NetApp Inc | $43,293,000 | +7.0% | 699,964 | +12.8% | 0.48% | +17.6% |
| CAH | Sell | Cardinal Health Inc | $42,624,000 | -8.0% | 639,230 | -27.9% | 0.47% | +1.3% |
| ZBH | Sell | Zimmer Biomet Holdings Inc | $41,230,000 | -4.7% | 394,352 | -4.3% | 0.45% | +4.9% |
| SWK | Buy | Stanley Black & Decker Inc | $40,952,000 | -26.0% | 544,500 | +3.2% | 0.45% | -18.5% |
| LIND | Buy | Lindblad Expeditions Holdings Inc | $40,369,000 | +10.3% | 5,971,652 | +32.2% | 0.44% | +21.4% |
| KFY | Sell | Korn Ferry | $39,265,000 | -21.6% | 836,297 | -3.1% | 0.43% | -13.8% |
| WBA | Sell | Walgreens Boots Alliance Inc | $39,243,000 | -23.3% | 1,249,792 | -7.4% | 0.43% | -15.7% |
| KEYS | Sell | Keysight Technologies Inc | $36,198,000 | -45.0% | 230,035 | -51.8% | 0.40% | -39.6% |
| MIDD | Buy | Middleby Corp/The | $35,984,000 | +16.9% | 280,753 | +14.3% | 0.40% | +28.7% |
| KMX | Sell | CarMax Inc | $31,921,000 | -27.1% | 483,501 | -0.1% | 0.35% | -19.9% |
| MEI | Sell | Methode Electronics Inc | $31,504,000 | -19.6% | 848,019 | -19.9% | 0.35% | -11.5% |
| BIO | Buy | Bio-Rad Laboratories Inc | $27,808,000 | -12.1% | 66,665 | +4.3% | 0.30% | -3.5% |
| GCMG | New | GCM Grosvenor Inc | $21,723,000 | – | 2,753,204 | – | 0.24% | – |
| BRC | Sell | Brady Corp | $20,783,000 | -31.5% | 498,037 | -22.5% | 0.23% | -24.8% |
| VIV | Sell | Telefonica Brasil SAadr | $20,626,000 | -17.7% | 2,742,804 | -0.9% | 0.23% | -9.6% |
| VEA | Sell | Vanguard FTSE Developed Markets ETFetf | $17,328,000 | -24.9% | 476,560 | -15.7% | 0.19% | -17.4% |
| NOV | Sell | NOV Inc | $16,475,000 | -4.5% | 1,018,276 | -0.1% | 0.18% | +5.2% |
| TAP | Sell | Molson Coors Beverage Co | $15,865,000 | -47.8% | 330,605 | -40.7% | 0.17% | -42.6% |
| EVR | Sell | Evercore Inc | $15,139,000 | -14.4% | 184,066 | -2.6% | 0.17% | -6.2% |
| BSAC | Sell | Banco Santander Chileadr | $14,398,000 | -14.7% | 1,027,700 | -0.8% | 0.16% | -6.0% |
| NOK | Sell | Nokia Oyjadr | $14,282,000 | -19.6% | 3,344,832 | -13.2% | 0.16% | -11.3% |
| PGR | Sell | Progressive Corp/The | $12,849,000 | -33.0% | 110,567 | -33.0% | 0.14% | -26.6% |
| HMN | Sell | Horace Mann Educators Corp | $12,398,000 | -10.8% | 351,321 | -3.0% | 0.14% | -2.2% |
| OMC | Sell | Omnicom Group Inc | $12,141,000 | -33.7% | 192,428 | -33.1% | 0.13% | -27.3% |
| HLI | Buy | Houlihan Lokey Inc | $10,866,000 | -3.3% | 144,158 | +1.3% | 0.12% | +6.2% |
| TPR | Sell | Tapestry Inc | $10,757,000 | -8.6% | 378,366 | -1.8% | 0.12% | +0.9% |
| APA | Sell | APA Corp | $9,641,000 | -21.2% | 281,986 | -19.6% | 0.11% | -13.1% |
| MOS | Sell | Mosaic Co/The | $8,416,000 | -21.3% | 174,127 | -23.1% | 0.09% | -14.0% |
| USB | Sell | US Bancorp | $7,994,000 | -14.0% | 198,260 | -1.9% | 0.09% | -5.4% |
| TCOM | Sell | Trip.com Group Ltdadr | $7,777,000 | -79.8% | 284,785 | -79.7% | 0.08% | -77.9% |
| BRKB | Sell | Berkshire Hathaway Inc | $7,100,000 | -3.9% | 26,588 | -1.8% | 0.08% | +5.4% |
| LMT | Sell | Lockheed Martin Corp | $6,867,000 | -27.6% | 17,776 | -19.5% | 0.08% | -21.1% |
| VOD | Sell | Vodafone Group PLCadr | $5,731,000 | -44.8% | 505,792 | -24.1% | 0.06% | -39.4% |
| ORCL | Sell | Oracle Corp | $5,483,000 | -20.1% | 89,777 | -8.5% | 0.06% | -11.8% |
| GOLD | Sell | Barrick Gold Corp | $5,116,000 | -23.3% | 330,064 | -12.4% | 0.06% | -16.4% |
| New | GSK PLCadr | $4,990,000 | – | 169,561 | – | 0.06% | – | |
| WU | Sell | Western Union Co/The | $4,800,000 | -34.0% | 355,586 | -19.5% | 0.05% | -27.4% |
| BK | Sell | Bank of New York Mellon Corp/The | $3,965,000 | -25.6% | 102,931 | -19.5% | 0.04% | -17.0% |
| Sell | Zimvie Inc | $2,822,000 | -46.1% | 285,938 | -12.6% | 0.03% | -40.4% | |
| IWN | Buy | iShares Russell 2000 Value ETFetf | $2,369,000 | +69.7% | 18,377 | +79.2% | 0.03% | +85.7% |
| MTB | Buy | M&T Bank Corp | $1,957,000 | +11.7% | 11,102 | +1.0% | 0.02% | +23.5% |
| BAC | New | Bank of America Corp | $1,801,000 | – | 59,644 | – | 0.02% | – |
| New | Haleon PLCadr | $1,287,000 | – | 211,285 | – | 0.01% | – | |
| AZN | Sell | AstraZeneca PLCadr | $1,209,000 | -19.3% | 22,048 | -2.8% | 0.01% | -13.3% |
| NVS | Sell | Novartis AGadr | $665,000 | -21.2% | 8,750 | -12.4% | 0.01% | -12.5% |
| FISV | Buy | Fiserv Inc | $267,000 | +20.3% | 2,856 | +14.4% | 0.00% | +50.0% |
| MSI | Sell | Motorola Solutions Inc | $163,000 | -6.3% | 727 | -12.3% | 0.00% | 0.0% |
| SNY | Buy | Sanofiadr | $222,000 | -17.5% | 5,838 | +8.4% | 0.00% | -33.3% |
| PDCO | Buy | Patterson Cos | $139,000 | -9.7% | 5,804 | +14.4% | 0.00% | 0.0% |
| DNB | Buy | Dun & Bradstreet | $142,000 | -5.3% | 11,424 | +14.4% | 0.00% | +100.0% |
| ST | Buy | Sensata Techology | $177,000 | +2.9% | 4,755 | +14.4% | 0.00% | 0.0% |
| FICO | Buy | Fair Isaac Corp | $207,000 | +6.2% | 503 | +3.5% | 0.00% | 0.0% |
| REYN | Buy | Reynolds Consuer Products | $120,000 | +9.1% | 4,614 | +14.4% | 0.00% | 0.0% |
| HCKT | Buy | Hackett Group | $113,000 | +6.6% | 6,386 | +14.4% | 0.00% | 0.0% |
| HNGR | Exit | Hanger Inc | $0 | – | -304,847 | – | -0.04% | – |
| GSK | Exit | GSK PLCadr | $0 | – | -263,090 | – | -0.11% | – |
Q2 2022
| Value | Shares | ↓ Weighting | ||||||
|---|---|---|---|---|---|---|---|---|
| BIDU | New | Baidu Incadr | $392,771,000 | – | 2,640,835 | – | 3.92% | – |
| PM | New | Philip Morris International Inc | $359,915,000 | – | 3,645,082 | – | 3.59% | – |
| MAT | New | Mattel Inc | $357,242,000 | – | 15,998,272 | – | 3.57% | – |
| MSGE | New | Madison Square Garden Entertainment Corp | $326,236,000 | – | 6,199,863 | – | 3.26% | – |
| LAZ | New | Lazard Ltd | $282,629,000 | – | 8,720,442 | – | 2.82% | – |
| MSFT | New | Microsoft Corp | $264,015,000 | – | 1,027,975 | – | 2.64% | – |
| GNTX | New | Gentex Corp | $256,807,000 | – | 9,181,530 | – | 2.56% | – |
| BOKF | New | BOK Financial Corp | $249,526,000 | – | 3,301,483 | – | 2.49% | – |
| REZI | New | Resideo Technologies Inc | $247,076,000 | – | 12,722,799 | – | 2.47% | – |
| KMT | New | Kennametal Inc | $246,248,000 | – | 10,600,482 | – | 2.46% | – |
| MHK | New | Mohawk Industries Inc | $226,281,000 | – | 1,823,523 | – | 2.26% | – |
| IPG | New | Interpublic Group of Cos Inc/The | $224,504,000 | – | 8,154,888 | – | 2.24% | – |
| FAF | New | First American Financial Corp | $223,593,000 | – | 4,225,097 | – | 2.23% | – |
| NTRS | New | Northern Trust Corp | $215,295,000 | – | 2,231,495 | – | 2.15% | – |
| JLL | New | Jones Lang LaSalle Inc | $214,052,000 | – | 1,224,130 | – | 2.14% | – |
| NVST | New | Envista Holdings Corp | $210,251,000 | – | 5,455,409 | – | 2.10% | – |
| SNA | New | Snap-on Inc | $200,613,000 | – | 1,018,185 | – | 2.00% | – |
| SRCL | New | Stericycle Inc | $195,660,000 | – | 4,462,021 | – | 1.95% | – |
| CLB | New | Core Laboratories NV | $181,940,000 | – | 9,184,225 | – | 1.82% | – |
| BAP | New | Credicorp Ltd | $181,784,000 | – | 1,516,000 | – | 1.81% | – |
| ATGE | New | Adtalem Global Education Inc | $178,870,000 | – | 4,972,772 | – | 1.78% | – |
| LH | New | Laboratory Corp of America Holdings | $177,336,000 | – | 756,683 | – | 1.77% | – |
| GILD | New | Gilead Sciences Inc | $167,963,000 | – | 2,717,408 | – | 1.68% | – |
| BYD | New | Boyd Gaming Corp | $166,985,000 | – | 3,356,471 | – | 1.67% | – |
| AXTA | New | Axalta Coating Systems Ltd | $160,679,000 | – | 7,267,291 | – | 1.60% | – |
| MSGS | New | Madison Square Garden Sports Corp | $160,145,000 | – | 1,060,561 | – | 1.60% | – |
| KKR | New | KKR & Co Inc | $154,732,000 | – | 3,342,657 | – | 1.54% | – |
| VIAC | New | Paramount Global | $151,430,000 | – | 6,135,768 | – | 1.51% | – |
| JNJ | New | Johnson & Johnson | $138,307,000 | – | 779,151 | – | 1.38% | – |
| BCO | New | Brink's Co/The | $132,890,000 | – | 2,188,942 | – | 1.33% | – |
| NVT | New | nVent Electric PLC | $131,826,000 | – | 4,207,676 | – | 1.32% | – |
| SJM | New | J M Smucker Co/The | $129,561,000 | – | 1,012,115 | – | 1.29% | – |
| AMG | New | Affiliated Managers Group Inc | $129,420,000 | – | 1,109,950 | – | 1.29% | – |
| MANU | New | Manchester United Plc | $129,042,000 | – | 11,604,535 | – | 1.29% | – |
| CRL | New | Charles River Laboratories International Inc | $126,165,000 | – | 589,639 | – | 1.26% | – |
| OSW | New | OneSpaWorld Holdings Ltd | $121,170,000 | – | 16,899,551 | – | 1.21% | – |
| CBRE | New | CBRE Group Inc | $119,621,000 | – | 1,625,069 | – | 1.19% | – |
| ADT | New | ADT Inc | $117,398,000 | – | 19,089,105 | – | 1.17% | – |
| ZBRA | New | Zebra Technologies Corp | $105,444,000 | – | 358,716 | – | 1.05% | – |
| MAS | New | Masco Corp | $100,071,000 | – | 1,977,686 | – | 1.00% | – |
| LFUS | New | Littelfuse Inc | $99,735,000 | – | 392,592 | – | 1.00% | – |
| EQC | New | Equity Commonwealthreit | $93,823,000 | – | 3,408,036 | – | 0.94% | – |
| GS | New | Goldman Sachs Group Inc/The | $87,372,000 | – | 294,159 | – | 0.87% | – |
| RCL | New | Royal Caribbean Cruises Ltd | $85,341,000 | – | 2,444,593 | – | 0.85% | – |
| VZ | New | Verizon Communications Inc | $83,821,000 | – | 1,651,643 | – | 0.84% | – |
| JHG | New | Janus Henderson Group PLC | $83,068,000 | – | 3,533,307 | – | 0.83% | – |
| SCHW | New | Charles Schwab Corp/The | $75,527,000 | – | 1,195,422 | – | 0.75% | – |
| DOX | New | Amdocs Ltd | $72,704,000 | – | 872,695 | – | 0.73% | – |
| NCLH | New | Norwegian Cruise Line Holdings Ltd | $71,246,000 | – | 6,407,001 | – | 0.71% | – |
| CHKP | New | Check Point Software Technologies Ltd | $68,224,000 | – | 560,223 | – | 0.68% | – |
| KEYS | New | Keysight Technologies Inc | $65,813,000 | – | 477,424 | – | 0.66% | – |
| SSD | New | Simpson Manufacturing Co Inc | $64,384,000 | – | 639,936 | – | 0.64% | – |
| BWA | New | BorgWarner Inc | $62,910,000 | – | 1,885,255 | – | 0.63% | – |
| BMY | New | Bristol-Myers Squibb Co | $62,660,000 | – | 813,761 | – | 0.62% | – |
| KN | New | Knowles Corp | $60,570,000 | – | 3,495,052 | – | 0.60% | – |
| SWK | New | Stanley Black & Decker Inc | $55,323,000 | – | 527,585 | – | 0.55% | – |
| AFL | New | Aflac Inc | $52,117,000 | – | 941,920 | – | 0.52% | – |
| WBA | New | Walgreens Boots Alliance Inc | $51,161,000 | – | 1,349,903 | – | 0.51% | – |
| KFY | New | Korn Ferry | $50,059,000 | – | 862,779 | – | 0.50% | – |
| CAH | New | Cardinal Health Inc | $46,325,000 | – | 886,259 | – | 0.46% | – |
| MTN | New | Vail Resorts Inc | $45,853,000 | – | 210,289 | – | 0.46% | – |
| PBH | New | Prestige Consumer Healthcare Inc | $44,697,000 | – | 760,153 | – | 0.45% | – |
| KMX | New | CarMax Inc | $43,789,000 | – | 483,966 | – | 0.44% | – |
| ZBH | New | Zimmer Biomet Holdings Inc | $43,274,000 | – | 411,892 | – | 0.43% | – |
| NTAP | New | NetApp Inc | $40,478,000 | – | 620,447 | – | 0.40% | – |
| MEI | New | Methode Electronics Inc | $39,194,000 | – | 1,058,154 | – | 0.39% | – |
| TCOM | New | Trip.com Group Ltdadr | $38,568,000 | – | 1,405,042 | – | 0.38% | – |
| LIND | New | Lindblad Expeditions Holdings Inc | $36,585,000 | – | 4,516,707 | – | 0.36% | – |
| BIO | New | Bio-Rad Laboratories Inc | $31,632,000 | – | 63,903 | – | 0.32% | – |
| MIDD | New | Middleby Corp/The | $30,794,000 | – | 245,647 | – | 0.31% | – |
| TAP | New | Molson Coors Beverage Co | $30,375,000 | – | 557,236 | – | 0.30% | – |
| BRC | New | Brady Corp | $30,350,000 | – | 642,472 | – | 0.30% | – |
| VIV | New | Telefonica Brasil SAadr | $25,068,000 | – | 2,766,858 | – | 0.25% | – |
| VEA | New | Vanguard FTSE Developed Markets ETFetp | $23,071,000 | – | 565,474 | – | 0.23% | – |
| PGR | New | Progressive Corp/The | $19,186,000 | – | 165,009 | – | 0.19% | – |
| OMC | New | Omnicom Group Inc | $18,304,000 | – | 287,752 | – | 0.18% | – |
| NOK | New | Nokia Oyjadr | $17,769,000 | – | 3,854,389 | – | 0.18% | – |
| EVR | New | Evercore Inc | $17,690,000 | – | 188,977 | – | 0.18% | – |
| NOV | New | NOV Inc | $17,243,000 | – | 1,019,697 | – | 0.17% | – |
| BSAC | New | Banco Santander Chileadr | $16,878,000 | – | 1,036,082 | – | 0.17% | – |
| HMN | New | Horace Mann Educators Corp | $13,903,000 | – | 362,249 | – | 0.14% | – |
| APA | New | APA Corp | $12,236,000 | – | 350,600 | – | 0.12% | – |
| TPR | New | Tapestry Inc | $11,763,000 | – | 385,431 | – | 0.12% | – |
| GSK | New | GSK PLCadr | $11,452,000 | – | 263,090 | – | 0.11% | – |
| HLI | New | Houlihan Lokey Inc | $11,232,000 | – | 142,312 | – | 0.11% | – |
| MOS | New | Mosaic Co/The | $10,698,000 | – | 226,506 | – | 0.11% | – |
| VOD | New | Vodafone Group PLCadr | $10,376,000 | – | 665,998 | – | 0.10% | – |
| LMT | New | Lockheed Martin Corp | $9,490,000 | – | 22,072 | – | 0.10% | – |
| USB | New | US Bancorp | $9,297,000 | – | 202,028 | – | 0.09% | – |
| BRKB | New | Berkshire Hathaway Inc | $7,389,000 | – | 27,063 | – | 0.07% | – |
| WU | New | Western Union Co/The | $7,272,000 | – | 441,501 | – | 0.07% | – |
| ORCL | New | Oracle Corp | $6,859,000 | – | 98,169 | – | 0.07% | – |
| GOLD | New | Barrick Gold Corp | $6,667,000 | – | 376,892 | – | 0.07% | – |
| BK | New | Bank of New York Mellon Corp/The | $5,331,000 | – | 127,804 | – | 0.05% | – |
| New | Zimvie Inc | $5,238,000 | – | 327,159 | – | 0.05% | – | |
| TIMB | New | TIM SA/Braziladr | $4,815,000 | – | 396,301 | – | 0.05% | – |
| ACWX | New | iShares MSCI ACWI ex US ETFetp | $4,408,000 | – | 97,965 | – | 0.04% | – |
| HNGR | New | Hanger Inc | $4,365,000 | – | 304,847 | – | 0.04% | – |
| MTB | New | M&T Bank Corp | $1,752,000 | – | 10,997 | – | 0.02% | – |
| AZN | New | AstraZeneca PLCadr | $1,499,000 | – | 22,684 | – | 0.02% | – |
| IWN | New | iShares Russell 2000 Value ETFetp | $1,396,000 | – | 10,253 | – | 0.01% | – |
| NVS | New | Novartis AGadr | $844,000 | – | 9,989 | – | 0.01% | – |
| SNY | New | Sanofiadr | $269,000 | – | 5,385 | – | 0.00% | – |
| FICO | New | Fair Isaac Corp | $195,000 | – | 486 | – | 0.00% | – |
| MSI | New | Motorola Solutions Inc | $174,000 | – | 829 | – | 0.00% | – |
| ST | New | Sensata Technologies Holding PLC | $172,000 | – | 4,155 | – | 0.00% | – |
| GNRC | New | Generac Holdings Inc | $189,000 | – | 896 | – | 0.00% | – |
| FISV | New | Fiserv Inc | $222,000 | – | 2,496 | – | 0.00% | – |
| PDCO | New | Patterson Cos Inc | $154,000 | – | 5,073 | – | 0.00% | – |
| HCKT | New | Hackett Group Inc/The | $106,000 | – | 5,580 | – | 0.00% | – |
| REYN | New | Reynolds Consumer Products Inc | $110,000 | – | 4,033 | – | 0.00% | – |
| DNB | New | Dun & Bradstreet Holdings Inc | $150,000 | – | 9,984 | – | 0.00% | – |
Q4 2021
| Value | Shares | ↓ Weighting | ||||||
|---|---|---|---|---|---|---|---|---|
| SNY | Exit | Sanofiadr | $0 | – | -5,435 | – | -0.00% | – |
| NVO | Exit | Novo Nordisk A/Sadr | $0 | – | -4,119 | – | -0.00% | – |
| TISI | Exit | Team Inc | $0 | – | -326,264 | – | -0.01% | – |
| AZN | Exit | AstraZeneca PLCadr | $0 | – | -26,347 | – | -0.01% | – |
| MIND | Exit | MIND Technology Inc | $0 | – | -827,858 | – | -0.01% | – |
| NVS | Exit | Novartis AGadr | $0 | – | -18,536 | – | -0.01% | – |
| VT | Exit | Vanguard Total World Stock ETFetp | $0 | – | -19,064 | – | -0.02% | – |
| VEU | Exit | Vanguard FTSE All-World ex-US ETFetp | $0 | – | -39,240 | – | -0.02% | – |
| ACWX | Exit | iShares MSCI ACWI ex US ETFetp | $0 | – | -45,502 | – | -0.02% | – |
| TIMB | Exit | TIM SA/Braziladr | $0 | – | -368,589 | – | -0.04% | – |
| GOLD | Exit | Barrick Gold Corp | $0 | – | -299,495 | – | -0.05% | – |
| WB | Exit | Weibo Corpadr | $0 | – | -118,792 | – | -0.05% | – |
| HNGR | Exit | Hanger Inc | $0 | – | -271,514 | – | -0.06% | – |
| IWN | Exit | iShares Russell 2000 Value ETFetp | $0 | – | -41,055 | – | -0.06% | – |
| BK | Exit | Bank of New York Mellon Corp/The | $0 | – | -130,534 | – | -0.06% | – |
| WU | Exit | Western Union Co/The | $0 | – | -359,132 | – | -0.07% | – |
| LMT | Exit | Lockheed Martin Corp | $0 | – | -22,536 | – | -0.07% | – |
| ORCL | Exit | Oracle Corp | $0 | – | -98,444 | – | -0.08% | – |
| BYD | Exit | Boyd Gaming Corp | $0 | – | -138,984 | – | -0.08% | – |
| GSK | Exit | GlaxoSmithKline PLCadr | $0 | – | -260,941 | – | -0.09% | – |
| APA | Exit | APA Corp | $0 | – | -536,115 | – | -0.10% | – |
| VOD | Exit | Vodafone Group PLCadr | $0 | – | -813,651 | – | -0.12% | – |
| USB | Exit | US Bancorp | $0 | – | -212,655 | – | -0.12% | – |
| MOS | Exit | Mosaic Co/The | $0 | – | -362,625 | – | -0.12% | – |
| HMN | Exit | Horace Mann Educators Corp | $0 | – | -331,046 | – | -0.12% | – |
| TPR | Exit | Tapestry Inc | $0 | – | -405,101 | – | -0.14% | – |
| SLCA | Exit | US Silica Holdings Inc | $0 | – | -1,871,814 | – | -0.14% | – |
| BSAC | Exit | Banco Santander Chileadr | $0 | – | -1,069,683 | – | -0.19% | – |
| NOK | Exit | Nokia Oyjadr | $0 | – | -4,348,999 | – | -0.22% | – |
| VIV | Exit | Telefonica Brasil SAadr | $0 | – | -3,070,423 | – | -0.22% | – |
| VEA | Exit | Vanguard FTSE Developed Markets ETFetp | $0 | – | -540,046 | – | -0.25% | – |
| MIDD | Exit | Middleby Corp/The | $0 | – | -163,116 | – | -0.25% | – |
| HLI | Exit | Houlihan Lokey Inc | $0 | – | -309,809 | – | -0.26% | – |
| BRC | Exit | Brady Corp | $0 | – | -590,222 | – | -0.27% | – |
| NOV | Exit | NOV Inc | $0 | – | -2,369,062 | – | -0.28% | – |
| EVR | Exit | Evercore Inc | $0 | – | -239,398 | – | -0.29% | – |
| NCLH | Exit | Norwegian Cruise Line Holdings Ltd | $0 | – | -1,262,613 | – | -0.31% | – |
| TAP | Exit | Molson Coors Beverage Co | $0 | – | -768,714 | – | -0.33% | – |
| BIO | Exit | Bio-Rad Laboratories Inc | $0 | – | -51,940 | – | -0.35% | – |
| EQC | Exit | Equity Commonwealthreit | $0 | – | -1,500,061 | – | -0.36% | – |
| KMX | Exit | CarMax Inc | $0 | – | -318,189 | – | -0.37% | – |
| ZBRA | Exit | Zebra Technologies Corp | $0 | – | -85,868 | – | -0.40% | – |
| MEI | Exit | Methode Electronics Inc | $0 | – | -1,063,848 | – | -0.41% | – |
| OMC | Exit | Omnicom Group Inc | $0 | – | -623,604 | – | -0.41% | – |
| NTAP | Exit | NetApp Inc | $0 | – | -502,622 | – | -0.41% | – |
| RCL | Exit | Royal Caribbean Cruises Ltd | $0 | – | -511,661 | – | -0.42% | – |
| VZ | Exit | Verizon Communications Inc | $0 | – | -900,146 | – | -0.44% | – |
| REZI | Exit | Resideo Technologies Inc | $0 | – | -2,025,784 | – | -0.46% | – |
| BMY | Exit | Bristol-Myers Squibb Co | $0 | – | -853,389 | – | -0.46% | – |
| SWK | Exit | Stanley Black & Decker Inc | $0 | – | -297,081 | – | -0.48% | – |
| ZBH | Exit | Zimmer Biomet Holdings Inc | $0 | – | -362,354 | – | -0.48% | – |
| CAH | Exit | Cardinal Health Inc | $0 | – | -1,078,191 | – | -0.49% | – |
| CHKP | Exit | Check Point Software Technologies Ltd | $0 | – | -473,462 | – | -0.49% | – |
| KFY | Exit | Korn Ferry | $0 | – | -799,077 | – | -0.53% | – |
| TCOM | Exit | Trip.com Group Ltdadr | $0 | – | -2,062,620 | – | -0.58% | – |
| KN | Exit | Knowles Corp | $0 | – | -3,475,160 | – | -0.60% | – |
| SCHW | Exit | Charles Schwab Corp/The | $0 | – | -913,525 | – | -0.61% | – |
| DOX | Exit | Amdocs Ltd | $0 | – | -916,135 | – | -0.63% | – |
| BWA | Exit | BorgWarner Inc | $0 | – | -1,726,354 | – | -0.68% | – |
| CRL | Exit | Charles River Laboratories International Inc | $0 | – | -183,205 | – | -0.69% | – |
| SSD | Exit | Simpson Manufacturing Co Inc | $0 | – | -712,944 | – | -0.70% | – |
| PGR | Exit | Progressive Corp/The | $0 | – | -875,420 | – | -0.72% | – |
| AFL | Exit | Aflac Inc | $0 | – | -1,537,344 | – | -0.73% | – |
| BRKB | Exit | Berkshire Hathaway Inc | $0 | – | -303,759 | – | -0.76% | – |
| WBA | Exit | Walgreens Boots Alliance Inc | $0 | – | -1,777,582 | – | -0.76% | – |
| KEYS | Exit | Keysight Technologies Inc | $0 | – | -524,053 | – | -0.79% | – |
| MTN | Exit | Vail Resorts Inc | $0 | – | -261,862 | – | -0.80% | – |
| GS | Exit | Goldman Sachs Group Inc/The | $0 | – | -247,707 | – | -0.86% | – |
| LFUS | Exit | Littelfuse Inc | $0 | – | -347,308 | – | -0.87% | – |
| MAS | Exit | Masco Corp | $0 | – | -1,753,629 | – | -0.89% | – |
| MDP | Exit | Meredith Corp | $0 | – | -1,870,531 | – | -0.95% | – |
| GNTX | Exit | Gentex Corp | $0 | – | -3,256,045 | – | -0.98% | – |
| VIAC | Exit | ViacomCBS Inc | $0 | – | -2,898,850 | – | -1.05% | – |
| CLB | Exit | Core Laboratories NV | $0 | – | -4,259,648 | – | -1.08% | – |
| BCO | Exit | Brink's Co/The | $0 | – | -1,967,891 | – | -1.14% | – |
| AMG | Exit | Affiliated Managers Group Inc | $0 | – | -842,809 | – | -1.16% | – |
| MANU | Exit | Manchester United Plc | $0 | – | -6,580,474 | – | -1.17% | – |
| JNJ | Exit | Johnson & Johnson | $0 | – | -820,852 | – | -1.21% | – |
| JHG | Exit | Janus Henderson Group PLC | $0 | – | -3,217,362 | – | -1.22% | – |
| NVT | Exit | nVent Electric PLC | $0 | – | -4,116,023 | – | -1.22% | – |
| OSW | Exit | OneSpaWorld Holdings Ltd | $0 | – | -14,007,288 | – | -1.28% | – |
| BAP | Exit | Credicorp Ltd | $0 | – | -1,260,629 | – | -1.28% | – |
| ATGE | Exit | Adtalem Global Education Inc | $0 | – | -3,714,781 | – | -1.28% | – |
| MSGS | Exit | Madison Square Garden Sports Corp | $0 | – | -822,549 | – | -1.40% | – |
| CBRE | Exit | CBRE Group Inc | $0 | – | -1,647,142 | – | -1.47% | – |
| TGNA | Exit | TEGNA Inc | $0 | – | -8,280,170 | – | -1.49% | – |
| SJM | Exit | J M Smucker Co/The | $0 | – | -1,380,495 | – | -1.52% | – |
| AXTA | Exit | Axalta Coating Systems Ltd | $0 | – | -5,752,561 | – | -1.54% | – |
| LH | Exit | Laboratory Corp of America Holdings | $0 | – | -634,194 | – | -1.63% | – |
| GILD | Exit | Gilead Sciences Inc | $0 | – | -2,619,896 | – | -1.67% | – |
| ADT | Exit | ADT Inc | $0 | – | -24,287,261 | – | -1.80% | – |
| NTRS | Exit | Northern Trust Corp | $0 | – | -1,915,994 | – | -1.89% | – |
| KKR | Exit | KKR & Co Inc | $0 | – | -3,474,325 | – | -1.93% | – |
| SNA | Exit | Snap-on Inc | $0 | – | -1,059,336 | – | -2.02% | – |
| MHK | Exit | Mohawk Industries Inc | $0 | – | -1,316,698 | – | -2.14% | – |
| NVST | Exit | Envista Holdings Corp | $0 | – | -6,084,684 | – | -2.33% | – |
| NLSN | Exit | Nielsen Holdings PLC | $0 | – | -14,037,700 | – | -2.46% | – |
| SRCL | Exit | Stericycle Inc | $0 | – | -4,003,740 | – | -2.49% | – |
| JLL | Exit | Jones Lang LaSalle Inc | $0 | – | -1,126,517 | – | -2.56% | – |
| BOKF | Exit | BOK Financial Corp | $0 | – | -3,288,569 | – | -2.69% | – |
| KMT | Exit | Kennametal Inc | $0 | – | -8,742,683 | – | -2.74% | – |
| MSFT | Exit | Microsoft Corp | $0 | – | -1,085,921 | – | -2.80% | – |
| MAT | Exit | Mattel Inc | $0 | – | -16,633,601 | – | -2.82% | – |
| IPG | Exit | Interpublic Group of Cos Inc/The | $0 | – | -8,621,883 | – | -2.89% | – |
| FAF | Exit | First American Financial Corp | $0 | – | -5,266,471 | – | -3.23% | – |
| LAZ | Exit | Lazard Ltd | $0 | – | -8,002,993 | – | -3.35% | – |
| PM | Exit | Philip Morris International Inc | $0 | – | -4,074,547 | – | -3.53% | – |
| BIDU | Exit | Baidu Incadr | $0 | – | -2,600,474 | – | -3.66% | – |
| MSGE | Exit | Madison Square Garden Entertainment Corp | $0 | – | -5,640,442 | – | -3.75% | – |
Q3 2021
| Value | Shares | ↓ Weighting | ||||||
|---|---|---|---|---|---|---|---|---|
| MSGE | Buy | Madison Square Garden Entertainment Corp | $409,891,000 | +52.3% | 5,640,442 | +76.0% | 3.75% | +48.1% |
| BIDU | Buy | Baidu Incadr | $399,823,000 | -15.3% | 2,600,474 | +12.3% | 3.66% | -17.7% |
| PM | Buy | Philip Morris International Inc | $386,226,000 | -2.5% | 4,074,547 | +1.9% | 3.53% | -5.2% |
| LAZ | Buy | Lazard Ltd | $366,537,000 | +5.8% | 8,002,993 | +4.5% | 3.35% | +2.9% |
| FAF | Sell | First American Financial Corp | $353,117,000 | +4.7% | 5,266,471 | -2.7% | 3.23% | +1.8% |
| IPG | Sell | Interpublic Group of Cos Inc/The | $316,164,000 | -0.4% | 8,621,883 | -11.7% | 2.89% | -3.1% |
| MAT | Buy | Mattel Inc | $308,720,000 | -1.7% | 16,633,601 | +6.5% | 2.82% | -4.4% |
| MSFT | Sell | Microsoft Corp | $306,143,000 | -5.4% | 1,085,921 | -9.1% | 2.80% | -7.9% |
| KMT | Buy | Kennametal Inc | $299,262,000 | +9.2% | 8,742,683 | +14.6% | 2.74% | +6.2% |
| BOKF | Buy | BOK Financial Corp | $294,491,000 | +9.1% | 3,288,569 | +5.5% | 2.69% | +6.1% |
| JLL | Buy | Jones Lang LaSalle Inc | $279,478,000 | +35.5% | 1,126,517 | +6.8% | 2.56% | +31.8% |
| SRCL | Buy | Stericycle Inc | $272,134,000 | +0.5% | 4,003,740 | +5.8% | 2.49% | -2.2% |
| NLSN | Buy | Nielsen Holdings PLC | $269,383,000 | -9.9% | 14,037,700 | +15.8% | 2.46% | -12.4% |
| NVST | Sell | Envista Holdings Corp | $254,401,000 | -8.0% | 6,084,684 | -4.9% | 2.33% | -10.5% |
| MHK | Buy | Mohawk Industries Inc | $233,582,000 | -3.4% | 1,316,698 | +4.7% | 2.14% | -6.0% |
| SNA | Buy | Snap-on Inc | $221,348,000 | -1.4% | 1,059,336 | +5.5% | 2.02% | -4.1% |
| KKR | Sell | KKR & Co Inc | $211,517,000 | +2.2% | 3,474,325 | -0.6% | 1.93% | -0.7% |
| NTRS | Buy | Northern Trust Corp | $206,563,000 | -3.9% | 1,915,994 | +3.1% | 1.89% | -6.5% |
| ADT | Buy | ADT Inc | $196,484,000 | +18.9% | 24,287,261 | +58.6% | 1.80% | +15.6% |
| GILD | Buy | Gilead Sciences Inc | $183,000,000 | +6.3% | 2,619,896 | +4.8% | 1.67% | +3.4% |
| LH | Sell | Laboratory Corp of America Holdings | $178,488,000 | -6.2% | 634,194 | -8.1% | 1.63% | -8.8% |
| AXTA | Buy | Axalta Coating Systems Ltd | $167,917,000 | -1.3% | 5,752,561 | +3.1% | 1.54% | -4.0% |
| SJM | Buy | J M Smucker Co/The | $165,701,000 | -5.3% | 1,380,495 | +2.3% | 1.52% | -7.9% |
| TGNA | Buy | TEGNA Inc | $163,285,000 | +8.4% | 8,280,170 | +3.2% | 1.49% | +5.4% |
| CBRE | Buy | CBRE Group Inc | $160,366,000 | +14.5% | 1,647,142 | +0.8% | 1.47% | +11.4% |
| MSGS | Buy | Madison Square Garden Sports Corp | $152,953,000 | +356.0% | 822,549 | +323.2% | 1.40% | +344.1% |
| ATGE | Buy | Adtalem Global Education Inc | $140,456,000 | +17.2% | 3,714,781 | +10.5% | 1.28% | +13.9% |
| BAP | Buy | Credicorp Ltd | $139,854,000 | +51.3% | 1,260,629 | +65.2% | 1.28% | +47.2% |
| OSW | Buy | OneSpaWorld Holdings Ltd | $139,653,000 | +24.7% | 14,007,288 | +21.2% | 1.28% | +21.3% |
| NVT | Buy | nVent Electric PLC | $133,071,000 | +12.2% | 4,116,023 | +8.4% | 1.22% | +9.1% |
| JHG | Sell | Janus Henderson Group PLC | $132,974,000 | -10.1% | 3,217,362 | -15.6% | 1.22% | -12.6% |
| JNJ | Buy | Johnson & Johnson | $132,568,000 | +2.9% | 820,852 | +4.9% | 1.21% | 0.0% |
| MANU | New | Manchester United Plc | $127,464,000 | – | 6,580,474 | – | 1.17% | – |
| AMG | Buy | Affiliated Managers Group Inc | $127,340,000 | -0.2% | 842,809 | +1.9% | 1.16% | -2.9% |
| BCO | Buy | Brink's Co/The | $124,568,000 | -6.7% | 1,967,891 | +13.2% | 1.14% | -9.2% |
| CLB | Buy | Core Laboratories NV | $118,205,000 | -15.2% | 4,259,648 | +19.0% | 1.08% | -17.5% |
| VIAC | Sell | ViacomCBS Inc | $114,534,000 | -14.6% | 2,898,850 | -2.3% | 1.05% | -17.0% |
| GNTX | New | Gentex Corp | $107,384,000 | – | 3,256,045 | – | 0.98% | – |
| MDP | Sell | Meredith Corp | $104,189,000 | -12.8% | 1,870,531 | -32.0% | 0.95% | -15.1% |
| MAS | Buy | Masco Corp | $97,414,000 | -3.8% | 1,753,629 | +2.1% | 0.89% | -6.4% |
| LFUS | Sell | Littelfuse Inc | $94,909,000 | +1.9% | 347,308 | -5.0% | 0.87% | -0.9% |
| GS | Sell | Goldman Sachs Group Inc/The | $93,641,000 | -3.7% | 247,707 | -3.3% | 0.86% | -6.3% |
| MTN | Sell | Vail Resorts Inc | $87,475,000 | -21.8% | 261,862 | -25.9% | 0.80% | -24.0% |
| KEYS | Sell | Keysight Technologies Inc | $86,097,000 | -20.1% | 524,053 | -24.9% | 0.79% | -22.4% |
| WBA | Buy | Walgreens Boots Alliance Inc | $83,635,000 | -3.1% | 1,777,582 | +8.3% | 0.76% | -5.8% |
| BRKB | Sell | Berkshire Hathaway Inc | $82,908,000 | -21.0% | 303,759 | -19.6% | 0.76% | -23.2% |
| AFL | Buy | Aflac Inc | $80,142,000 | +1.2% | 1,537,344 | +4.2% | 0.73% | -1.6% |
| PGR | Buy | Progressive Corp/The | $79,129,000 | -4.1% | 875,420 | +4.2% | 0.72% | -6.7% |
| SSD | Buy | Simpson Manufacturing Co Inc | $76,264,000 | -0.8% | 712,944 | +2.4% | 0.70% | -3.6% |
| CRL | Sell | Charles River Laboratories International Inc | $75,603,000 | -7.6% | 183,205 | -17.1% | 0.69% | -10.1% |
| BWA | Buy | BorgWarner Inc | $74,596,000 | -2.0% | 1,726,354 | +10.0% | 0.68% | -4.7% |
| DOX | Buy | Amdocs Ltd | $69,361,000 | +2.9% | 916,135 | +5.2% | 0.63% | 0.0% |
| SCHW | Sell | Charles Schwab Corp/The | $66,541,000 | -5.6% | 913,525 | -5.6% | 0.61% | -8.1% |
| KN | Sell | Knowles Corp | $65,124,000 | -31.5% | 3,475,160 | -27.8% | 0.60% | -33.3% |
| TCOM | Buy | Trip.com Group Ltdadr | $63,425,000 | +203.3% | 2,062,620 | +249.8% | 0.58% | +194.4% |
| KFY | Sell | Korn Ferry | $57,821,000 | -5.0% | 799,077 | -4.7% | 0.53% | -7.5% |
| CHKP | Buy | Check Point Software Technologies Ltd | $53,520,000 | -2.1% | 473,462 | +0.5% | 0.49% | -4.9% |
| CAH | Buy | Cardinal Health Inc | $53,327,000 | -9.8% | 1,078,191 | +4.2% | 0.49% | -12.2% |
| ZBH | Buy | Zimmer Biomet Holdings Inc | $53,034,000 | -5.8% | 362,354 | +3.5% | 0.48% | -8.3% |
| SWK | Buy | Stanley Black & Decker Inc | $52,081,000 | -11.2% | 297,081 | +3.8% | 0.48% | -13.8% |
| BMY | Buy | Bristol-Myers Squibb Co | $50,495,000 | +31.7% | 853,389 | +48.7% | 0.46% | +28.0% |
| REZI | New | Resideo Technologies Inc | $50,219,000 | – | 2,025,784 | – | 0.46% | – |
| VZ | Buy | Verizon Communications Inc | $48,617,000 | +1.4% | 900,146 | +5.2% | 0.44% | -1.3% |
| RCL | Buy | Royal Caribbean Cruises Ltd | $45,512,000 | +6.3% | 511,661 | +2.0% | 0.42% | +3.5% |
| NTAP | Buy | NetApp Inc | $45,115,000 | +15.2% | 502,622 | +5.0% | 0.41% | +12.2% |
| OMC | Buy | Omnicom Group Inc | $45,186,000 | -5.6% | 623,604 | +4.2% | 0.41% | -8.2% |
| MEI | Buy | Methode Electronics Inc | $44,735,000 | -12.3% | 1,063,848 | +2.6% | 0.41% | -14.8% |
| ZBRA | Sell | Zebra Technologies Corp | $44,258,000 | -26.9% | 85,868 | -24.9% | 0.40% | -28.8% |
| KMX | Sell | CarMax Inc | $40,715,000 | -9.4% | 318,189 | -8.6% | 0.37% | -12.1% |
| EQC | Buy | Equity Commonwealthreit | $38,972,000 | +8.0% | 1,500,061 | +8.9% | 0.36% | +5.0% |
| BIO | Sell | Bio-Rad Laboratories Inc | $38,745,000 | +15.4% | 51,940 | -0.4% | 0.35% | +12.0% |
| TAP | Buy | Molson Coors Beverage Co | $35,653,000 | -9.8% | 768,714 | +4.4% | 0.33% | -12.4% |
| NCLH | Buy | Norwegian Cruise Line Holdings Ltd | $33,724,000 | -6.9% | 1,262,613 | +2.5% | 0.31% | -9.7% |
| EVR | Sell | Evercore Inc | $32,000,000 | -12.0% | 239,398 | -7.3% | 0.29% | -14.3% |
| NOV | Buy | NOV Inc | $31,058,000 | -9.5% | 2,369,062 | +5.8% | 0.28% | -12.1% |
| BRC | Buy | Brady Corp | $29,924,000 | -6.7% | 590,222 | +3.1% | 0.27% | -9.3% |
| HLI | Sell | Houlihan Lokey Inc | $28,533,000 | -14.0% | 309,809 | -23.6% | 0.26% | -16.3% |
| MIDD | Sell | Middleby Corp/The | $27,813,000 | -9.2% | 163,116 | -7.7% | 0.25% | -11.8% |
| VEA | Sell | Vanguard FTSE Developed Markets ETFetp | $27,267,000 | -7.3% | 540,046 | -5.4% | 0.25% | -9.8% |
| VIV | Buy | Telefonica Brasil SAadr | $23,826,000 | -4.9% | 3,070,423 | +4.2% | 0.22% | -7.6% |
| NOK | Sell | Nokia Oyjadr | $23,702,000 | +0.1% | 4,348,999 | -2.3% | 0.22% | -2.7% |
| BSAC | Sell | Banco Santander Chileadr | $21,147,000 | -14.3% | 1,069,683 | -13.9% | 0.19% | -16.8% |
| TPR | Buy | Tapestry Inc | $14,997,000 | -10.0% | 405,101 | +5.7% | 0.14% | -12.7% |
| SLCA | Buy | US Silica Holdings Inc | $14,956,000 | -28.6% | 1,871,814 | +3.2% | 0.14% | -30.5% |
| HMN | Buy | Horace Mann Educators Corp | $13,172,000 | +8.1% | 331,046 | +1.7% | 0.12% | +4.3% |
| MOS | Sell | Mosaic Co/The | $12,953,000 | +11.3% | 362,625 | -0.6% | 0.12% | +8.3% |
| USB | Buy | US Bancorp | $12,640,000 | +10.0% | 212,655 | +5.4% | 0.12% | +7.4% |
| VOD | Sell | Vodafone Group PLCadr | $12,571,000 | -9.9% | 813,651 | -0.1% | 0.12% | -12.2% |
| APA | Buy | APA Corp | $11,489,000 | +20.0% | 536,115 | +21.1% | 0.10% | +16.7% |
| BYD | New | Boyd Gaming Corp | $8,792,000 | – | 138,984 | – | 0.08% | – |
| ORCL | Sell | Oracle Corp | $8,577,000 | -27.5% | 98,444 | -35.3% | 0.08% | -29.7% |
| LMT | Sell | Lockheed Martin Corp | $7,777,000 | -9.4% | 22,536 | -0.7% | 0.07% | -12.3% |
| WU | Sell | Western Union Co/The | $7,262,000 | -16.4% | 359,132 | -5.1% | 0.07% | -19.5% |
| BK | Sell | Bank of New York Mellon Corp/The | $6,767,000 | +0.3% | 130,534 | -0.9% | 0.06% | -1.6% |
| IWN | Sell | iShares Russell 2000 Value ETFetp | $6,578,000 | -66.8% | 41,055 | -65.7% | 0.06% | -67.7% |
| WB | Buy | Weibo Corpadr | $5,642,000 | -7.2% | 118,792 | +2.8% | 0.05% | -8.8% |
| GOLD | Sell | Barrick Gold Corp | $5,406,000 | -13.6% | 299,495 | -1.0% | 0.05% | -16.9% |
| TIMB | Buy | TIM SA/Braziladr | $3,959,000 | +456.0% | 368,589 | +496.1% | 0.04% | +414.3% |
| VEU | New | Vanguard FTSE All-World ex-US ETFetp | $2,392,000 | – | 39,240 | – | 0.02% | – |
| VT | New | Vanguard Total World Stock ETFetp | $1,941,000 | – | 19,064 | – | 0.02% | – |
| NVS | Sell | Novartis AGadr | $1,516,000 | -19.3% | 18,536 | -9.9% | 0.01% | -22.2% |
| MIND | Sell | MIND Technology Inc | $1,556,000 | -37.6% | 827,858 | -35.6% | 0.01% | -39.1% |
| AZN | Sell | AstraZeneca PLCadr | $1,582,000 | -0.1% | 26,347 | -0.3% | 0.01% | -6.7% |
| TISI | Sell | Team Inc | $982,000 | -93.6% | 326,264 | -85.8% | 0.01% | -93.8% |
| CPIX | Exit | Cumberland Pharmaceuticals Inc | $0 | – | -12,033 | – | 0.00% | – |
| GSIT | Exit | GSI Technology Inc | $0 | – | -15,803 | – | -0.00% | – |
| TURN | Exit | 180 Degree Capital Corp | $0 | – | -15,783 | – | -0.00% | – |
| RBCN | Exit | Rubicon Technology Inc | $0 | – | -21,551 | – | -0.00% | – |
| BTN | Exit | Ballantyne Strong Inc | $0 | – | -55,378 | – | -0.00% | – |
| MATW | Exit | Matthews International Corpcl a | $0 | – | -318,973 | – | -0.11% | – |
| MSGN | Exit | MSG Networks Inccl a | $0 | – | -10,616,004 | – | -1.46% | – |
Q2 2021
| Value | Shares | ↓ Weighting | ||||||
|---|---|---|---|---|---|---|---|---|
| BIDU | New | Baidu Incadr | $472,177,000 | – | 2,315,729 | – | 4.44% | – |
| PM | New | Philip Morris International Inc | $396,279,000 | – | 3,998,382 | – | 3.73% | – |
| LAZ | New | Lazard Ltd | $346,479,000 | – | 7,657,001 | – | 3.26% | – |
| FAF | New | First American Financial Corp | $337,342,000 | – | 5,410,464 | – | 3.17% | – |
| MSFT | New | Microsoft Corp | $323,465,000 | – | 1,194,040 | – | 3.04% | – |
| IPG | New | Interpublic Group of Cos Inc | $317,389,000 | – | 9,768,806 | – | 2.98% | – |
| MAT | New | Mattel Inc | $313,966,000 | – | 15,620,180 | – | 2.95% | – |
| NLSN | New | Nielsen Holdings PLC | $299,057,000 | – | 12,122,282 | – | 2.81% | – |
| NVST | New | Envista Holdings Corp | $276,512,000 | – | 6,399,263 | – | 2.60% | – |
| KMT | New | Kennametal Inc | $273,946,000 | – | 7,626,549 | – | 2.58% | – |
| SRCL | New | Stericycle Inc | $270,736,000 | – | 3,783,869 | – | 2.55% | – |
| BOKF | New | BOK Financial Corp | $269,826,000 | – | 3,115,772 | – | 2.54% | – |
| MSGE | New | Madison Square Garden Entertainment Corpcl a | $269,118,000 | – | 3,204,928 | – | 2.53% | – |
| MHK | New | Mohawk Industries Inc | $241,692,000 | – | 1,257,568 | – | 2.27% | – |
| SNA | New | Snap-on Inc | $224,435,000 | – | 1,004,498 | – | 2.11% | – |
| NTRS | New | Northern Trust Corp | $214,911,000 | – | 1,858,769 | – | 2.02% | – |
| KKR | New | KKR & Co Inc | $207,034,000 | – | 3,494,828 | – | 1.95% | – |
| JLL | New | Jones Lang LaSalle Inc | $206,257,000 | – | 1,055,237 | – | 1.94% | – |
| LH | New | Laboratory Corp of America Holdings | $190,298,000 | – | 689,859 | – | 1.79% | – |
| SJM | New | Smucker JM Co | $174,931,000 | – | 1,350,089 | – | 1.64% | – |
| GILD | New | Gilead Sciences Inc | $172,136,000 | – | 2,499,799 | – | 1.62% | – |
| AXTA | New | Axalta Coating Systems Ltd | $170,125,000 | – | 5,579,702 | – | 1.60% | – |
| ADT | New | ADT Inc | $165,236,000 | – | 15,313,819 | – | 1.55% | – |
| MSGN | New | MSG Networks Inccl a | $154,781,000 | – | 10,616,004 | – | 1.46% | – |
| TGNA | New | TEGNA Inc | $150,584,000 | – | 8,026,865 | – | 1.42% | – |
| JHG | New | Janus Henderson Group PLC | $147,907,000 | – | 3,811,044 | – | 1.39% | – |
| CBRE | New | CBRE Group Inccl a | $140,094,000 | – | 1,634,136 | – | 1.32% | – |
| CLB | New | Core Laboratories NV | $139,472,000 | – | 3,580,792 | – | 1.31% | – |
| VIAC | New | ViacomCBS Inccl a | $134,110,000 | – | 2,967,040 | – | 1.26% | – |
| BCO | New | Brink's Co | $133,526,000 | – | 1,737,719 | – | 1.26% | – |
| JNJ | New | Johnson & Johnson | $128,878,000 | – | 782,309 | – | 1.21% | – |
| AMG | New | Affiliated Managers Group Inc | $127,606,000 | – | 827,479 | – | 1.20% | – |
| ATGE | New | Adtalem Global Education Inc | $119,834,000 | – | 3,362,334 | – | 1.13% | – |
| MDP | New | Meredith Corp | $119,472,000 | – | 2,750,283 | – | 1.12% | – |
| NVT | New | nVent Electric PLC | $118,611,000 | – | 3,796,767 | – | 1.12% | – |
| OSW | New | OneSpaWorld Holdings Ltd | $111,996,000 | – | 11,557,921 | – | 1.05% | – |
| MTN | New | Vail Resorts Inc | $111,914,000 | – | 353,576 | – | 1.05% | – |
| KEYS | New | Keysight Technologies Inc | $107,795,000 | – | 698,110 | – | 1.01% | – |
| BRKB | New | Berkshire Hathaway Inccl b | $104,941,000 | – | 377,593 | – | 0.99% | – |
| MAS | New | Masco Corp | $101,212,000 | – | 1,718,086 | – | 0.95% | – |
| GS | New | Goldman Sachs Group Inc | $97,255,000 | – | 256,250 | – | 0.91% | – |
| KN | New | Knowles Corp | $95,024,000 | – | 4,813,764 | – | 0.89% | – |
| LFUS | New | Littelfuse Inc | $93,184,000 | – | 365,727 | – | 0.88% | – |
| BAP | New | Credicorp Ltd | $92,421,000 | – | 763,121 | – | 0.87% | – |
| WBA | New | Walgreens Boots Alliance Inc | $86,317,000 | – | 1,640,700 | – | 0.81% | – |
| PGR | New | Progressive Corp | $82,516,000 | – | 840,201 | – | 0.78% | – |
| CRL | New | Charles River Laboratories International Inc | $81,789,000 | – | 221,099 | – | 0.77% | – |
| AFL | New | Aflac Inc | $79,185,000 | – | 1,475,686 | – | 0.74% | – |
| SSD | New | Simpson Manufacturing Co Inc | $76,893,000 | – | 696,242 | – | 0.72% | – |
| BWA | New | BorgWarner Inc | $76,148,000 | – | 1,568,761 | – | 0.72% | – |
| SCHW | New | Schwab Charles Corp | $70,479,000 | – | 967,989 | – | 0.66% | – |
| DOX | New | Amdocs Ltd | $67,382,000 | – | 871,024 | – | 0.63% | – |
| KFY | New | Korn Ferry | $60,852,000 | – | 838,756 | – | 0.57% | – |
| ZBRA | New | Zebra Technologies Corpcl a | $60,533,000 | – | 114,324 | – | 0.57% | – |
| CAH | New | Cardinal Health Inc | $59,090,000 | – | 1,035,033 | – | 0.56% | – |
| SWK | New | Stanley Black & Decker Inc | $58,662,000 | – | 286,168 | – | 0.55% | – |
| ZBH | New | Zimmer Biomet Holdings Inc | $56,307,000 | – | 350,122 | – | 0.53% | – |
| CHKP | New | Check Point Software Technologies Ltdord | $54,685,000 | – | 470,889 | – | 0.51% | – |
| MEI | New | Methode Electronics Inc | $51,031,000 | – | 1,037,010 | – | 0.48% | – |
| VZ | New | Verizon Communications Inc | $47,953,000 | – | 855,842 | – | 0.45% | – |
| OMC | New | Omnicom Group Inc | $47,856,000 | – | 598,271 | – | 0.45% | – |
| KMX | New | CarMax Inc | $44,954,000 | – | 348,077 | – | 0.42% | – |
| RCL | New | Royal Caribbean Cruises Ltd | $42,798,000 | – | 501,853 | – | 0.40% | – |
| TAP | New | Molson Coors Beverage Cocl a | $39,542,000 | – | 736,480 | – | 0.37% | – |
| NTAP | New | NetApp Inc | $39,174,000 | – | 478,781 | – | 0.37% | – |
| BMY | New | Bristol-Myers Squibb Co | $38,353,000 | – | 573,979 | – | 0.36% | – |
| EVR | New | Evercore Inc | $36,353,000 | – | 258,246 | – | 0.34% | – |
| NCLH | New | Norwegian Cruise Line Holdings Ltd | $36,228,000 | – | 1,231,838 | – | 0.34% | – |
| EQC | New | Equity Commonwealth | $36,090,000 | – | 1,377,497 | – | 0.34% | – |
| NOV | New | NOV Inc | $34,301,000 | – | 2,238,973 | – | 0.32% | – |
| BIO | New | Bio-Rad Laboratories Inc | $33,589,000 | – | 52,134 | – | 0.32% | – |
| MSGS | New | Madison Square Garden Sports Corpcl a | $33,543,000 | – | 194,371 | – | 0.32% | – |
| HLI | New | Houlihan Lokey Inccl a | $33,182,000 | – | 405,703 | – | 0.31% | – |
| BRC | New | Brady Corpcl a | $32,085,000 | – | 572,532 | – | 0.30% | – |
| MIDD | New | Middleby Corp | $30,629,000 | – | 176,783 | – | 0.29% | – |
| VEA | New | Vanguard FTSE Developed Markets ETFetf | $29,405,000 | – | 570,747 | – | 0.28% | – |
| VIV | New | Telefonica Brasil SAadr | $25,049,000 | – | 2,946,893 | – | 0.24% | – |
| BSAC | New | Banco Santander Chileadr | $24,679,000 | – | 1,242,008 | – | 0.23% | – |
| NOK | New | Nokia Corpadr | $23,671,000 | – | 4,449,489 | – | 0.22% | – |
| SLCA | New | US Silica Holdings Inc | $20,958,000 | – | 1,812,971 | – | 0.20% | – |
| TCOM | New | Trip.com Group Ltdadr | $20,909,000 | – | 589,656 | – | 0.20% | – |
| IWN | New | iShares Russell 2000 Value ETFetf | $19,820,000 | – | 119,566 | – | 0.19% | – |
| TPR | New | Tapestry Inc | $16,671,000 | – | 383,425 | – | 0.16% | – |
| TISI | New | Team Inc | $15,364,000 | – | 2,293,187 | – | 0.14% | – |
| VOD | New | Vodafone Group PLCadr | $13,958,000 | – | 814,816 | – | 0.13% | – |
| HMN | New | Horace Mann Educators Corp | $12,180,000 | – | 325,491 | – | 0.12% | – |
| ORCL | New | Oracle Corp | $11,836,000 | – | 152,056 | – | 0.11% | – |
| MOS | New | Mosaic Co | $11,637,000 | – | 364,693 | – | 0.11% | – |
| MATW | New | Matthews International Corpcl a | $11,470,000 | – | 318,973 | – | 0.11% | – |
| USB | New | US Bancorp | $11,492,000 | – | 201,725 | – | 0.11% | – |
| GSK | New | GlaxoSmithKline PLCadr | $10,391,000 | – | 260,941 | – | 0.10% | – |
| APA | New | APA Corp | $9,575,000 | – | 442,684 | – | 0.09% | – |
| WU | New | Western Union Co | $8,691,000 | – | 378,372 | – | 0.08% | – |
| LMT | New | Lockheed Martin Corp | $8,587,000 | – | 22,697 | – | 0.08% | – |
| HNGR | New | Hanger Inc | $6,864,000 | – | 271,514 | – | 0.06% | – |
| BK | New | Bank of New York Mellon Corp | $6,748,000 | – | 131,728 | – | 0.06% | – |
| GOLD | New | Barrick Gold Corp | $6,256,000 | – | 302,495 | – | 0.06% | – |
| WB | New | Weibo Corpadr | $6,078,000 | – | 115,502 | – | 0.06% | – |
| ACWX | New | iShares MSCI ACWI ex US ETFetf | $2,617,000 | – | 45,502 | – | 0.02% | – |
| MIND | New | MIND Technology Inc | $2,494,000 | – | 1,285,657 | – | 0.02% | – |
| NVS | New | Novartis AGadr | $1,878,000 | – | 20,582 | – | 0.02% | – |
| AZN | New | AstraZeneca PLCadr | $1,583,000 | – | 26,422 | – | 0.02% | – |
| TIMB | New | TIM SAadr | $712,000 | – | 61,833 | – | 0.01% | – |
| NVO | New | Novo-Nordisk A Sadr | $345,000 | – | 4,119 | – | 0.00% | – |
| SNY | New | Sanofiadr | $286,000 | – | 5,435 | – | 0.00% | – |
| RBCN | New | Rubicon Technology Inc | $205,000 | – | 21,551 | – | 0.00% | – |
| BTN | New | Ballantyne Strong Inc | $265,000 | – | 55,378 | – | 0.00% | – |
| TURN | New | 180 Degree Capital Corp | $127,000 | – | 15,783 | – | 0.00% | – |
| GSIT | New | GSI Technology Inc | $89,000 | – | 15,803 | – | 0.00% | – |
| CPIX | New | Cumberland Pharmaceuticals Inc | $34,000 | – | 12,033 | – | 0.00% | – |
Q4 2020
| Value | Shares | ↓ Weighting | ||||||
|---|---|---|---|---|---|---|---|---|
| RFIL | Exit | RF Industries Ltd | $0 | – | -27,087 | – | -0.00% | – |
| OSS | Exit | One Stop Systems Inc | $0 | – | -71,260 | – | -0.00% | – |
| CRWS | Exit | Crown Crafts, Inc. | $0 | – | -37,777 | – | -0.00% | – |
| PICO | Exit | PICO Holdings Inc | $0 | – | -26,102 | – | -0.00% | – |
| AXTI | Exit | AXT Inc. | $0 | – | -31,398 | – | -0.00% | – |
| ACWX | Exit | ISHARES MSCI ACWI EX US ETFetf | $0 | – | -5,804 | – | -0.00% | – |
| PCTI | Exit | PCTEL, Inc. | $0 | – | -58,275 | – | -0.01% | – |
| NVO | Exit | Novo Nordisk A/S ADRadr | $0 | – | -4,552 | – | -0.01% | – |
| GIFI | Exit | Gulf Island Fabrication, Inc. | $0 | – | -132,838 | – | -0.01% | – |
| RBCN | Exit | Rubicon Technology, Inc. | $0 | – | -57,087 | – | -0.01% | – |
| GRBK | Exit | Green Brick Partners Inc. | $0 | – | -60,071 | – | -0.01% | – |
| CRAI | Exit | CRA International Inc | $0 | – | -26,816 | – | -0.02% | – |
| PRCP | Exit | Perceptron, Inc. | $0 | – | -151,142 | – | -0.02% | – |
| MOV | Exit | Movado Group Inc. | $0 | – | -118,950 | – | -0.02% | – |
| ENZ | Exit | Enzo Biochem, Inc. | $0 | – | -831,092 | – | -0.02% | – |
| IDCC | Exit | InterDigital Inc. | $0 | – | -29,883 | – | -0.02% | – |
| SYNC | Exit | Synacor, Inc. | $0 | – | -1,198,432 | – | -0.03% | – |
| NVS | Exit | Novartis AG ADRadr | $0 | – | -20,414 | – | -0.03% | – |
| SFE | Exit | Safeguard Scientifics Inc. | $0 | – | -337,612 | – | -0.03% | – |
| PSTH | Exit | Pershing Square Tontine Holdings Ltd | $0 | – | -86,219 | – | -0.03% | – |
| OESX | Exit | Orion Energy Systems, Inc. | $0 | – | -279,057 | – | -0.03% | – |
| ZAGG | Exit | ZAGG Inc | $0 | – | -795,490 | – | -0.03% | – |
| CSWC | Exit | Capital Southwest Corp. | $0 | – | -156,153 | – | -0.03% | – |
| GSIT | Exit | GSI Technology Inc. | $0 | – | -401,562 | – | -0.03% | – |
| ALOT | Exit | AstroNova, Inc. | $0 | – | -302,571 | – | -0.04% | – |
| EMKR | Exit | EMCORE Corporation | $0 | – | -746,201 | – | -0.04% | – |
| CPIX | Exit | Cumberland Pharmaceuticals, Inc. | $0 | – | -782,441 | – | -0.04% | – |
| STRT | Exit | Strattec Security Corp. | $0 | – | -132,487 | – | -0.04% | – |
| CSCO | Exit | Cisco Systems, Inc. | $0 | – | -80,277 | – | -0.05% | – |
| APA | Exit | Apache Corp. | $0 | – | -331,994 | – | -0.05% | – |
| LAKE | Exit | Lakeland Industries, Inc. | $0 | – | -166,310 | – | -0.05% | – |
| TRC | Exit | Tejon Ranch Co. | $0 | – | -274,999 | – | -0.06% | – |
| PCYO | Exit | Pure Cycle Corp. | $0 | – | -446,622 | – | -0.06% | – |
| BK | Exit | Bank of New York Mellon Corp. | $0 | – | -118,575 | – | -0.06% | – |
| BTN | Exit | Ballantyne Strong, Inc. | $0 | – | -2,654,305 | – | -0.06% | – |
| GAIA | Exit | Gaia, Inc. | $0 | – | -435,421 | – | -0.06% | – |
| RNWK | Exit | RealNetworks, Inc. | $0 | – | -3,531,665 | – | -0.06% | – |
| TURN | Exit | 180 Degree Capital Corp. | $0 | – | -2,297,163 | – | -0.06% | – |
| CNTY | Exit | Century Casinos, Inc. | $0 | – | -818,059 | – | -0.06% | – |
| HNGR | Exit | Hanger, Inc. | $0 | – | -304,314 | – | -0.07% | – |
| MIND | Exit | MIND Technology Inc | $0 | – | -2,411,101 | – | -0.07% | – |
| ACTG | Exit | Acacia Research Corp. | $0 | – | -1,592,800 | – | -0.08% | – |
| MATW | Exit | Matthews Intl Corp. | $0 | – | -255,756 | – | -0.08% | – |
| JWN | Exit | Nordstrom, Inc. | $0 | – | -520,646 | – | -0.09% | – |
| ORBC | Exit | ORBCOMM, Inc. | $0 | – | -1,893,438 | – | -0.09% | – |
| ICE | Exit | IntercontinentalExchange, Inc. | $0 | – | -66,919 | – | -0.10% | – |
| LMT | Exit | Lockheed Martin Corp. | $0 | – | -17,453 | – | -0.10% | – |
| MOS | Exit | Mosaic Co. | $0 | – | -392,008 | – | -0.10% | – |
| KIN | Exit | Kindred Biosciences, Inc. | $0 | – | -1,685,506 | – | -0.10% | – |
| CCL | Exit | Carnival Corp | $0 | – | -537,970 | – | -0.12% | – |
| IWN | Exit | iShares Russell 2000V ETFetf | $0 | – | -84,510 | – | -0.12% | – |
| HMN | Exit | Horace Mann Educators Corp. | $0 | – | -257,965 | – | -0.12% | – |
| COWN | Exit | Cowen Inc. | $0 | – | -532,433 | – | -0.13% | – |
| WU | Exit | Western Union Co. | $0 | – | -410,024 | – | -0.13% | – |
| ORCL | Exit | Oracle Corp. | $0 | – | -162,716 | – | -0.14% | – |
| USB | Exit | U.S. Bancorp | $0 | – | -283,344 | – | -0.15% | – |
| TISI | Exit | Team, Inc. | $0 | – | -1,865,220 | – | -0.15% | – |
| MTSC | Exit | MTS Systems Corp. | $0 | – | -547,752 | – | -0.15% | – |
| BSAC | Exit | Banco Santander-Chile ADRadr | $0 | – | -848,756 | – | -0.17% | – |
| EVR | Exit | Evercore Inc | $0 | – | -191,818 | – | -0.18% | – |
| MIDD | Exit | Middleby Corporation, The | $0 | – | -141,124 | – | -0.18% | – |
| VOD | Exit | Vodafone Group PLC ADRadr | $0 | – | -975,553 | – | -0.19% | – |
| NOV | Exit | National Oilwell Varco | $0 | – | -1,574,412 | – | -0.21% | – |
| TAP | Exit | Molson Coors Beverage Co | $0 | – | -467,324 | – | -0.23% | – |
| NCLH | Exit | Norwegian Cruise Line Holdings Ltd | $0 | – | -971,672 | – | -0.24% | – |
| BRC | Exit | Brady Corp. | $0 | – | -420,513 | – | -0.24% | – |
| CHL | Exit | China Mobile Ltd. ADRadr | $0 | – | -532,320 | – | -0.25% | – |
| BMY | Exit | Bristol-Myers Squibb Co. | $0 | – | -323,956 | – | -0.28% | – |
| BAP | Exit | Credicorp Ltd | $0 | – | -175,358 | – | -0.32% | – |
| KFY | Exit | Korn/Ferry International | $0 | – | -752,772 | – | -0.32% | – |
| OMC | Exit | Omnicom Group, Inc. | $0 | – | -446,697 | – | -0.32% | – |
| MSGS | Exit | Madison Square Garden Sports Corp. | $0 | – | -150,089 | – | -0.33% | – |
| FLIR | Exit | FLIR Systems Inc | $0 | – | -632,002 | – | -0.33% | – |
| EQC | Exit | Equity Commonwealth | $0 | – | -871,213 | – | -0.34% | – |
| TPR | Exit | Tapestry, Inc. | $0 | – | -1,634,164 | – | -0.37% | – |
| MEI | Exit | Methode Electronics Inc. | $0 | – | -922,605 | – | -0.38% | – |
| SLCA | Exit | U.S. Silica Holdings, Inc. | $0 | – | -8,774,459 | – | -0.38% | – |
| WBA | Exit | Walgreens Boots Alliance Inc. | $0 | – | -799,074 | – | -0.42% | – |
| WLTW | Exit | Willis Towers Watson plc | $0 | – | -139,890 | – | -0.42% | – |
| FL | Exit | Foot Locker, Inc. | $0 | – | -883,071 | – | -0.42% | – |
| KMX | Exit | CarMax Inc. | $0 | – | -327,299 | – | -0.44% | – |
| RCL | Exit | Royal Caribbean Cruises Ltd. | $0 | – | -468,469 | – | -0.44% | – |
| CHKP | Exit | Check Point Software Technologies Ltd.ord | $0 | – | -255,532 | – | -0.45% | – |
| HLI | Exit | Houlihan Lokey, Inc.cl a | $0 | – | -522,157 | – | -0.45% | – |
| GSK | Exit | GlaxoSmithKline plc ADRadr | $0 | – | -865,441 | – | -0.47% | – |
| CAH | Exit | Cardinal Health, Inc. | $0 | – | -704,181 | – | -0.48% | – |
| BIO | Exit | Bio-Rad Laboratories, Inc. | $0 | – | -64,393 | – | -0.48% | – |
| VEA | Exit | Vanguard FTSE Developed ETFetf | $0 | – | -812,881 | – | -0.48% | – |
| NTAP | Exit | NetApp Inc. | $0 | – | -805,353 | – | -0.51% | – |
| OSW | Exit | OneSpaWorld Holdings Limited | $0 | – | -6,105,347 | – | -0.58% | – |
| JHG | Exit | Janus Henderson Group plc | $0 | – | -2,050,329 | – | -0.65% | – |
| GNRC | Exit | Generac Holdings Inc. | $0 | – | -232,082 | – | -0.65% | – |
| SCHW | Exit | Schwab Charles Corp | $0 | – | -1,253,261 | – | -0.66% | – |
| CLB | Exit | Core Laboratories N.V. | $0 | – | -3,180,513 | – | -0.70% | – |
| MDP | Exit | Meredith Corp. | $0 | – | -3,726,201 | – | -0.71% | – |
| AMG | Exit | Affiliated Managers Group, Inc. | $0 | – | -749,421 | – | -0.74% | – |
| BCO | Exit | Brink's Co. | $0 | – | -1,306,519 | – | -0.78% | – |
| SSD | Exit | Simpson Manufacturing Co., Inc. | $0 | – | -580,001 | – | -0.82% | – |
| AFL | Exit | Aflac, Inc. | $0 | – | -1,559,172 | – | -0.82% | – |
| NOK | Exit | Nokia Corp. ADRadr | $0 | – | -14,526,888 | – | -0.82% | – |
| MAS | Exit | Masco Corporation | $0 | – | -1,045,719 | – | -0.84% | – |
| GS | Exit | Goldman Sachs Group, Inc. | $0 | – | -290,545 | – | -0.85% | – |
| ZBRA | Exit | Zebra Technologies Corp. | $0 | – | -234,172 | – | -0.86% | – |
| DOX | Exit | Amdocs Ltd. | $0 | – | -1,127,730 | – | -0.94% | – |
| ZBH | Exit | Zimmer Biomet Holdings, Inc. | $0 | – | -475,582 | – | -0.94% | – |
| SWK | Exit | Stanley Black & Decker, Inc. | $0 | – | -408,949 | – | -0.96% | – |
| LFUS | Exit | Littelfuse, Inc. | $0 | – | -380,484 | – | -0.98% | – |
| KN | Exit | Knowles Corporation | $0 | – | -4,560,318 | – | -0.99% | – |
| PGR | Exit | Progressive Corp. | $0 | – | -741,155 | – | -1.02% | – |
| BWA | Exit | BorgWarner, Inc. | $0 | – | -1,861,761 | – | -1.05% | – |
| ATGE | Exit | Adtalem Global Education, Inc. | $0 | – | -3,066,741 | – | -1.09% | – |
| MTN | Exit | Vail Resorts Inc | $0 | – | -383,252 | – | -1.19% | – |
| TGNA | Exit | TEGNA, Inc. | $0 | – | -7,007,889 | – | -1.20% | – |
| VZ | Exit | Verizon Communications Inc. | $0 | – | -1,399,763 | – | -1.21% | – |
| KEYS | Exit | Keysight Technologies, Inc. | $0 | – | -857,181 | – | -1.23% | – |
| CBRE | Exit | CBRE Group, Inc. | $0 | – | -1,825,402 | – | -1.24% | – |
| JLL | Exit | Jones Lang LaSalle, Inc. | $0 | – | -905,421 | – | -1.26% | – |
| MSGN | Exit | MSG Networks, Inc.cl a | $0 | – | -9,971,664 | – | -1.39% | – |
| NLSN | Exit | Nielsen Holdings plc | $0 | – | -7,579,519 | – | -1.56% | – |
| MSGE | Exit | Madison Square Garden Entertainment | $0 | – | -1,597,626 | – | -1.59% | – |
| MHK | Exit | Mohawk Industries, Inc. | $0 | – | -1,128,058 | – | -1.60% | – |
| CRL | Exit | Charles River Laboratories Intl, Inc. | $0 | – | -490,342 | – | -1.61% | – |
| BOKF | Exit | BOK Financial Corp. | $0 | – | -2,190,988 | – | -1.64% | – |
| VIAC | Exit | ViacomCBS Inc. | $0 | – | -4,073,054 | – | -1.66% | – |
| SJM | Exit | JM Smucker Co. | $0 | – | -1,010,509 | – | -1.70% | – |
| KKR | Exit | KKR & Co Inc. | $0 | – | -3,564,315 | – | -1.78% | – |
| JNJ | Exit | Johnson & Johnson | $0 | – | -870,434 | – | -1.88% | – |
| LH | Exit | Laboratory Corp. of America Holdings | $0 | – | -695,892 | – | -1.90% | – |
| NTRS | Exit | Northern Trust Corp. | $0 | – | -1,771,302 | – | -2.01% | – |
| SNA | Exit | Snap-on, Inc. | $0 | – | -1,005,418 | – | -2.15% | – |
| BRKB | Exit | Berkshire Hathaway Inc. | $0 | – | -710,706 | – | -2.20% | – |
| IPG | Exit | Interpublic Group of Cos., Inc. | $0 | – | -9,582,510 | – | -2.32% | – |
| GILD | Exit | Gilead Sciences, Inc. | $0 | – | -2,603,713 | – | -2.39% | – |
| NVST | Exit | Envista Holdings Corp | $0 | – | -6,890,489 | – | -2.47% | – |
| KMT | Exit | Kennametal, Inc. | $0 | – | -5,938,680 | – | -2.50% | – |
| FAF | Exit | First American Financial Corp. | $0 | – | -3,529,260 | – | -2.61% | – |
| LAZ | Exit | Lazard Ltd. | $0 | – | -5,502,144 | – | -2.64% | – |
| SRCL | Exit | Stericycle Inc. | $0 | – | -2,957,272 | – | -2.71% | – |
| MAT | Exit | Mattel, Inc. | $0 | – | -17,214,626 | – | -2.92% | – |
| MSFT | Exit | Microsoft Corp. | $0 | – | -1,575,309 | – | -4.81% | – |
| PM | Exit | Philip Morris Intl, Inc. | $0 | – | -4,567,625 | – | -4.97% | – |
| BIDU | Exit | Baidu, Inc. ADRadr | $0 | – | -2,848,886 | – | -5.24% | – |
Q3 2020
| Value | Shares | ↓ Weighting | ||||||
|---|---|---|---|---|---|---|---|---|
| BIDU | Buy | Baidu, Inc. ADRadr | $360,641,000 | +9.9% | 2,848,886 | +4.1% | 5.24% | +4.8% |
| PM | Buy | Philip Morris Intl, Inc. | $342,526,000 | +10.2% | 4,567,625 | +2.9% | 4.97% | +5.1% |
| MSFT | Sell | Microsoft Corp. | $331,335,000 | -0.7% | 1,575,309 | -4.0% | 4.81% | -5.4% |
| MAT | Sell | Mattel, Inc. | $201,411,000 | +17.8% | 17,214,626 | -2.7% | 2.92% | +12.3% |
| SRCL | Buy | Stericycle Inc. | $186,486,000 | +14.3% | 2,957,272 | +1.4% | 2.71% | +8.9% |
| LAZ | Buy | Lazard Ltd. | $181,846,000 | +17.7% | 5,502,144 | +1.9% | 2.64% | +12.2% |
| FAF | Buy | First American Financial Corp. | $179,675,000 | +18.3% | 3,529,260 | +11.6% | 2.61% | +12.7% |
| KMT | Buy | Kennametal, Inc. | $171,865,000 | +3.0% | 5,938,680 | +2.1% | 2.50% | -1.8% |
| NVST | Buy | Envista Holdings Corp | $170,057,000 | +31.2% | 6,890,489 | +12.1% | 2.47% | +25.1% |
| GILD | Buy | Gilead Sciences, Inc. | $164,529,000 | +15.4% | 2,603,713 | +40.6% | 2.39% | +10.0% |
| IPG | Buy | Interpublic Group of Cos., Inc. | $159,740,000 | +3.1% | 9,582,510 | +6.2% | 2.32% | -1.7% |
| BRKB | Sell | Berkshire Hathaway Inc. | $151,338,000 | +13.1% | 710,706 | -5.2% | 2.20% | +7.9% |
| SNA | Buy | Snap-on, Inc. | $147,927,000 | +9.5% | 1,005,418 | +3.1% | 2.15% | +4.4% |
| NTRS | Sell | Northern Trust Corp. | $138,108,000 | -3.8% | 1,771,302 | -2.1% | 2.01% | -8.2% |
| LH | Sell | Laboratory Corp. of America Holdings | $131,016,000 | +5.8% | 695,892 | -6.6% | 1.90% | +0.9% |
| JNJ | Sell | Johnson & Johnson | $129,590,000 | +1.4% | 870,434 | -4.2% | 1.88% | -3.3% |
| KKR | Sell | KKR & Co Inc. | $122,399,000 | -14.8% | 3,564,315 | -23.4% | 1.78% | -18.8% |
| SJM | Sell | JM Smucker Co. | $116,734,000 | +2.5% | 1,010,509 | -6.1% | 1.70% | -2.3% |
| VIAC | Sell | ViacomCBS Inc. | $114,086,000 | -19.2% | 4,073,054 | -32.7% | 1.66% | -22.9% |
| BOKF | Buy | BOK Financial Corp. | $112,858,000 | +31.8% | 2,190,988 | +44.4% | 1.64% | +25.7% |
| CRL | Sell | Charles River Laboratories Intl, Inc. | $111,038,000 | +2.0% | 490,342 | -21.5% | 1.61% | -2.8% |
| MHK | Buy | Mohawk Industries, Inc. | $110,087,000 | +35.5% | 1,128,058 | +41.3% | 1.60% | +29.2% |
| MSGE | Buy | Madison Square Garden Entertainment | $109,421,000 | +35.0% | 1,597,626 | +47.9% | 1.59% | +28.8% |
| NLSN | Sell | Nielsen Holdings plc | $107,478,000 | -5.0% | 7,579,519 | -0.5% | 1.56% | -9.5% |
| MSGN | Buy | MSG Networks, Inc.cl a | $95,429,000 | +3.4% | 9,971,664 | +7.5% | 1.39% | -1.4% |
| JLL | Buy | Jones Lang LaSalle, Inc. | $86,613,000 | +3.6% | 905,421 | +12.1% | 1.26% | -1.2% |
| CBRE | Sell | CBRE Group, Inc. | $85,739,000 | -3.6% | 1,825,402 | -7.2% | 1.24% | -8.1% |
| KEYS | Sell | Keysight Technologies, Inc. | $84,672,000 | -7.1% | 857,181 | -5.2% | 1.23% | -11.4% |
| VZ | Sell | Verizon Communications Inc. | $83,272,000 | -1.1% | 1,399,763 | -8.3% | 1.21% | -5.7% |
| TGNA | Buy | TEGNA, Inc. | $82,343,000 | +12.5% | 7,007,889 | +6.7% | 1.20% | +7.4% |
| MTN | Buy | Vail Resorts Inc | $82,004,000 | +20.2% | 383,252 | +2.3% | 1.19% | +14.6% |
| ATGE | Buy | Adtalem Global Education, Inc. | $75,258,000 | -14.5% | 3,066,741 | +8.6% | 1.09% | -18.4% |
| BWA | Sell | BorgWarner, Inc. | $72,125,000 | -2.0% | 1,861,761 | -10.7% | 1.05% | -6.6% |
| PGR | Sell | Progressive Corp. | $70,165,000 | +4.1% | 741,155 | -11.9% | 1.02% | -0.7% |
| KN | Sell | Knowles Corporation | $67,949,000 | -4.7% | 4,560,318 | -2.4% | 0.99% | -9.1% |
| LFUS | Sell | Littelfuse, Inc. | $67,475,000 | -1.6% | 380,484 | -5.3% | 0.98% | -6.1% |
| SWK | Sell | Stanley Black & Decker, Inc. | $66,332,000 | -15.1% | 408,949 | -27.1% | 0.96% | -19.1% |
| ZBH | Sell | Zimmer Biomet Holdings, Inc. | $64,746,000 | +13.0% | 475,582 | -0.9% | 0.94% | +7.7% |
| DOX | Buy | Amdocs Ltd. | $64,743,000 | +6.0% | 1,127,730 | +12.4% | 0.94% | +1.1% |
| ZBRA | Sell | Zebra Technologies Corp. | $59,119,000 | -27.8% | 234,172 | -26.8% | 0.86% | -31.1% |
| GS | Buy | Goldman Sachs Group, Inc. | $58,391,000 | +63.1% | 290,545 | +60.4% | 0.85% | +55.6% |
| MAS | Sell | Masco Corporation | $57,650,000 | -2.9% | 1,045,719 | -11.6% | 0.84% | -7.5% |
| NOK | Sell | Nokia Corp. ADRadr | $56,800,000 | -17.9% | 14,526,888 | -7.6% | 0.82% | -21.7% |
| AFL | Buy | Aflac, Inc. | $56,676,000 | +12.0% | 1,559,172 | +11.0% | 0.82% | +6.7% |
| SSD | Sell | Simpson Manufacturing Co., Inc. | $56,353,000 | -6.4% | 580,001 | -18.8% | 0.82% | -10.8% |
| BCO | Buy | Brink's Co. | $53,685,000 | +64.9% | 1,306,519 | +82.7% | 0.78% | +57.3% |
| AMG | Buy | Affiliated Managers Group, Inc. | $51,245,000 | -8.3% | 749,421 | +0.0% | 0.74% | -12.6% |
| MDP | Buy | Meredith Corp. | $48,888,000 | +1.1% | 3,726,201 | +12.1% | 0.71% | -3.7% |
| CLB | Buy | Core Laboratories N.V. | $48,535,000 | +14.6% | 3,180,513 | +52.6% | 0.70% | +9.3% |
| SCHW | Buy | Schwab Charles Corp | $45,406,000 | +35.8% | 1,253,261 | +26.5% | 0.66% | +29.5% |
| GNRC | Sell | Generac Holdings Inc. | $44,940,000 | +19.2% | 232,082 | -25.0% | 0.65% | +13.8% |
| JHG | Buy | Janus Henderson Group plc | $44,533,000 | +2.7% | 2,050,329 | +0.0% | 0.65% | -2.1% |
| OSW | Buy | OneSpaWorld Holdings Limited | $39,685,000 | +102.9% | 6,105,347 | +48.9% | 0.58% | +93.3% |
| NTAP | Buy | NetApp Inc. | $35,307,000 | +59.1% | 805,353 | +61.1% | 0.51% | +51.8% |
| VEA | Buy | Vanguard FTSE Developed ETFetf | $33,247,000 | +9.0% | 812,881 | +3.4% | 0.48% | +4.1% |
| BIO | Sell | Bio-Rad Laboratories, Inc. | $33,192,000 | +1.1% | 64,393 | -11.4% | 0.48% | -3.6% |
| CAH | Buy | Cardinal Health, Inc. | $33,061,000 | -6.6% | 704,181 | +3.8% | 0.48% | -10.9% |
| GSK | Sell | GlaxoSmithKline plc ADRadr | $32,575,000 | -22.0% | 865,441 | -15.4% | 0.47% | -25.6% |
| HLI | Sell | Houlihan Lokey, Inc.cl a | $30,833,000 | +3.6% | 522,157 | -2.4% | 0.45% | -1.1% |
| CHKP | Buy | Check Point Software Technologies Ltd.ord | $30,750,000 | +15.4% | 255,532 | +3.1% | 0.45% | +10.1% |
| RCL | Buy | Royal Caribbean Cruises Ltd. | $30,324,000 | +28.7% | 468,469 | +0.0% | 0.44% | +22.6% |
| KMX | Sell | CarMax Inc. | $30,082,000 | -17.6% | 327,299 | -19.7% | 0.44% | -21.4% |
| FL | Sell | Foot Locker, Inc. | $29,168,000 | -5.0% | 883,071 | -16.2% | 0.42% | -9.4% |
| WLTW | Sell | Willis Towers Watson plc | $29,212,000 | -7.5% | 139,890 | -12.8% | 0.42% | -11.9% |
| WBA | Buy | Walgreens Boots Alliance Inc. | $28,703,000 | -1.8% | 799,074 | +15.9% | 0.42% | -6.3% |
| MEI | Buy | Methode Electronics Inc. | $26,294,000 | -8.8% | 922,605 | +0.1% | 0.38% | -13.0% |
| TPR | Sell | Tapestry, Inc. | $25,542,000 | +12.9% | 1,634,164 | -4.1% | 0.37% | +7.5% |
| EQC | Buy | Equity Commonwealth | $23,200,000 | +67.0% | 871,213 | +102.0% | 0.34% | +59.0% |
| FLIR | New | FLIR Systems Inc | $22,657,000 | – | 632,002 | – | 0.33% | – |
| MSGS | Sell | Madison Square Garden Sports Corp. | $22,585,000 | +2.4% | 150,089 | -0.0% | 0.33% | -2.4% |
| OMC | Sell | Omnicom Group, Inc. | $22,112,000 | -17.6% | 446,697 | -9.1% | 0.32% | -21.5% |
| KFY | Buy | Korn/Ferry International | $21,830,000 | -3.3% | 752,772 | +2.4% | 0.32% | -7.8% |
| BAP | Buy | Credicorp Ltd | $21,742,000 | +93.8% | 175,358 | +108.9% | 0.32% | +84.8% |
| BMY | Sell | Bristol-Myers Squibb Co. | $19,531,000 | -6.8% | 323,956 | -9.1% | 0.28% | -11.0% |
| CHL | Sell | China Mobile Ltd. ADRadr | $17,119,000 | -28.3% | 532,320 | -25.0% | 0.25% | -31.6% |
| BRC | Buy | Brady Corp. | $16,829,000 | -10.7% | 420,513 | +4.5% | 0.24% | -15.0% |
| TAP | Sell | Molson Coors Beverage Co | $15,683,000 | -4.8% | 467,324 | -2.5% | 0.23% | -9.2% |
| NOV | Sell | National Oilwell Varco | $14,264,000 | -37.0% | 1,574,412 | -14.8% | 0.21% | -40.0% |
| VOD | Sell | Vodafone Group PLC ADRadr | $13,092,000 | -22.6% | 975,553 | -8.0% | 0.19% | -26.4% |
| MIDD | Buy | Middleby Corporation, The | $12,660,000 | +15.0% | 141,124 | +1.2% | 0.18% | +9.5% |
| BSAC | Buy | Banco Santander-Chile ADRadr | $11,763,000 | -0.1% | 848,756 | +18.2% | 0.17% | -4.5% |
| TISI | Buy | Team, Inc. | $10,259,000 | +19.6% | 1,865,220 | +21.1% | 0.15% | +13.7% |
| USB | Sell | U.S. Bancorp | $10,158,000 | -6.7% | 283,344 | -4.1% | 0.15% | -10.8% |
| ORCL | Buy | Oracle Corp. | $9,714,000 | +9.7% | 162,716 | +1.6% | 0.14% | +4.4% |
| WU | Buy | Western Union Co. | $8,787,000 | +2.5% | 410,024 | +3.4% | 0.13% | -2.3% |
| COWN | Sell | Cowen Inc. | $8,663,000 | +0.2% | 532,433 | -0.2% | 0.13% | -4.5% |
| IWN | Buy | iShares Russell 2000V ETFetf | $8,394,000 | +70.0% | 84,510 | +66.8% | 0.12% | +62.7% |
| CCL | Sell | Carnival Corp | $8,166,000 | -11.3% | 537,970 | -4.0% | 0.12% | -15.0% |
| KIN | Buy | Kindred Biosciences, Inc. | $7,231,000 | +5.0% | 1,685,506 | +9.9% | 0.10% | 0.0% |
| MOS | Sell | Mosaic Co. | $7,162,000 | +43.8% | 392,008 | -1.5% | 0.10% | +36.8% |
| LMT | Sell | Lockheed Martin Corp. | $6,689,000 | +3.3% | 17,453 | -1.7% | 0.10% | -2.0% |
| ICE | Sell | IntercontinentalExchange, Inc. | $6,695,000 | +4.7% | 66,919 | -4.1% | 0.10% | 0.0% |
| ORBC | Buy | ORBCOMM, Inc. | $6,438,000 | -7.2% | 1,893,438 | +5.1% | 0.09% | -12.3% |
| JWN | Sell | Nordstrom, Inc. | $6,206,000 | -23.3% | 520,646 | -0.3% | 0.09% | -26.8% |
| ACTG | Sell | Acacia Research Corp. | $5,527,000 | -22.6% | 1,592,800 | -8.7% | 0.08% | -26.6% |
| MIND | New | MIND Technology Inc | $5,015,000 | – | 2,411,101 | – | 0.07% | – |
| HNGR | Buy | Hanger, Inc. | $4,814,000 | -0.7% | 304,314 | +3.9% | 0.07% | -5.4% |
| CNTY | Sell | Century Casinos, Inc. | $4,483,000 | +24.4% | 818,059 | -5.8% | 0.06% | +18.2% |
| TURN | Buy | 180 Degree Capital Corp. | $4,342,000 | +9.7% | 2,297,163 | +1.0% | 0.06% | +5.0% |
| RNWK | Buy | RealNetworks, Inc. | $4,309,000 | -4.5% | 3,531,665 | +1.7% | 0.06% | -8.7% |
| GAIA | Sell | Gaia, Inc. | $4,280,000 | +2.2% | 435,421 | -12.9% | 0.06% | -3.1% |
| BTN | Buy | Ballantyne Strong, Inc. | $4,141,000 | -4.7% | 2,654,305 | +0.2% | 0.06% | -9.1% |
| BK | Buy | Bank of New York Mellon Corp. | $4,072,000 | +6.9% | 118,575 | +20.3% | 0.06% | +1.7% |
| PCYO | Buy | Pure Cycle Corp. | $4,024,000 | +81.8% | 446,622 | +85.4% | 0.06% | +70.6% |
| TRC | Buy | Tejon Ranch Co. | $3,891,000 | +4.8% | 274,999 | +6.7% | 0.06% | 0.0% |
| LAKE | Sell | Lakeland Industries, Inc. | $3,293,000 | -22.4% | 166,310 | -12.1% | 0.05% | -26.2% |
| APA | Buy | Apache Corp. | $3,144,000 | -18.6% | 331,994 | +16.1% | 0.05% | -22.0% |
| CSCO | Sell | Cisco Systems, Inc. | $3,162,000 | -19.0% | 80,277 | -4.1% | 0.05% | -22.0% |
| STRT | Buy | Strattec Security Corp. | $2,636,000 | +29.3% | 132,487 | +3.6% | 0.04% | +22.6% |
| EMKR | Buy | EMCORE Corporation | $2,425,000 | +3.2% | 746,201 | +1.0% | 0.04% | -2.8% |
| ALOT | Buy | AstroNova, Inc. | $2,427,000 | +7.8% | 302,571 | +6.9% | 0.04% | +2.9% |
| GSIT | Buy | GSI Technology Inc. | $2,265,000 | -14.3% | 401,562 | +9.1% | 0.03% | -17.5% |
| ZAGG | Buy | ZAGG Inc | $2,227,000 | +20.8% | 795,490 | +35.5% | 0.03% | +14.3% |
| OESX | Sell | Orion Energy Systems, Inc. | $2,112,000 | +118.4% | 279,057 | -0.1% | 0.03% | +106.7% |
| PSTH | New | Pershing Square Tontine Holdings Ltd | $1,956,000 | – | 86,219 | – | 0.03% | – |
| SFE | Buy | Safeguard Scientifics Inc. | $1,850,000 | -20.9% | 337,612 | +1.0% | 0.03% | -25.0% |
| SYNC | Buy | Synacor, Inc. | $1,810,000 | +65.1% | 1,198,432 | +23.6% | 0.03% | +52.9% |
| NVS | Buy | Novartis AG ADRadr | $1,775,000 | -0.1% | 20,414 | +0.3% | 0.03% | -3.7% |
| ENZ | Buy | Enzo Biochem, Inc. | $1,754,000 | +18.8% | 831,092 | +26.1% | 0.02% | +13.6% |
| IDCC | Sell | InterDigital Inc. | $1,705,000 | -3.6% | 29,883 | -4.3% | 0.02% | -7.4% |
| MOV | Buy | Movado Group Inc. | $1,182,000 | -7.4% | 118,950 | +1.0% | 0.02% | -10.5% |
| PRCP | Sell | Perceptron, Inc. | $1,028,000 | -66.5% | 151,142 | -83.7% | 0.02% | -68.1% |
| CRAI | New | CRA International Inc | $1,005,000 | – | 26,816 | – | 0.02% | – |
| GRBK | Sell | Green Brick Partners Inc. | $967,000 | -74.5% | 60,071 | -81.2% | 0.01% | -75.9% |
| PCTI | Buy | PCTEL, Inc. | $330,000 | -9.6% | 58,275 | +6.6% | 0.01% | -16.7% |
| NVO | Buy | Novo Nordisk A/S ADRadr | $316,000 | +7.1% | 4,552 | +1.1% | 0.01% | +25.0% |
| PICO | Buy | PICO Holdings Inc | $234,000 | +41.8% | 26,102 | +33.3% | 0.00% | 0.0% |
| CRWS | Buy | Crown Crafts, Inc. | $213,000 | +17.7% | 37,777 | +2.5% | 0.00% | 0.0% |
| OSS | New | One Stop Systems Inc | $150,000 | – | 71,260 | – | 0.00% | – |
| RFIL | Buy | RF Industries Ltd | $120,000 | +71.4% | 27,087 | +80.7% | 0.00% | +100.0% |
| GLAE | Exit | GlassBridge Enterprises Inc. | $0 | – | -2,351 | – | -0.00% | – |
| JCAP | Exit | Jernigan Capital, Inc. | $0 | – | -172,596 | – | -0.04% | – |
| XOM | Exit | Exxon Mobil Corp. | $0 | – | -72,398 | – | -0.05% | – |
| QCOM | Exit | QUALCOMM Inc. | $0 | – | -40,355 | – | -0.06% | – |
| MIND | Exit | Mitcham Industries, Inc. | $0 | – | -2,410,769 | – | -0.06% | – |
| DFS | Exit | Discover Financial Services | $0 | – | -126,453 | – | -0.10% | – |
| RST | Exit | Rosetta Stone Inc. | $0 | – | -587,207 | – | -0.15% | – |
| IBKR | Exit | Interactive Brokers Group Inc | $0 | – | -275,652 | – | -0.18% | – |
| EOG | Exit | EOG Resources Inc. | $0 | – | -316,900 | – | -0.24% | – |
| ACIA | Exit | Acacia Communications, Inc. | $0 | – | -260,215 | – | -0.27% | – |
Q2 2020
| Value | Shares | ↓ Weighting | ||||||
|---|---|---|---|---|---|---|---|---|
| MSFT | New | Microsoft Corp. | $333,832,000 | – | 1,640,371 | – | 5.08% | – |
| BIDU | New | Baidu, Inc. ADRadr | $328,227,000 | – | 2,737,733 | – | 5.00% | – |
| PM | New | Philip Morris Intl, Inc. | $310,854,000 | – | 4,436,972 | – | 4.73% | – |
| MAT | New | Mattel, Inc. | $171,043,000 | – | 17,687,993 | – | 2.60% | – |
| KMT | New | Kennametal, Inc. | $166,938,000 | – | 5,814,629 | – | 2.54% | – |
| SRCL | New | Stericycle Inc. | $163,215,000 | – | 2,915,590 | – | 2.49% | – |
| IPG | New | Interpublic Group of Cos., Inc. | $154,905,000 | – | 9,027,084 | – | 2.36% | – |
| LAZ | New | Lazard Ltd. | $154,516,000 | – | 5,396,999 | – | 2.35% | – |
| FAF | New | First American Financial Corp. | $151,916,000 | – | 3,163,594 | – | 2.31% | – |
| KKR | New | KKR & Co Inc. | $143,686,000 | – | 4,653,028 | – | 2.19% | – |
| NTRS | New | Northern Trust Corp. | $143,534,000 | – | 1,809,103 | – | 2.19% | – |
| GILD | New | Gilead Sciences, Inc. | $142,533,000 | – | 1,852,515 | – | 2.17% | – |
| VIAC | New | ViacomCBS Inc. | $141,169,000 | – | 6,053,571 | – | 2.15% | – |
| SNA | New | Snap-on, Inc. | $135,122,000 | – | 975,543 | – | 2.06% | – |
| BRKB | New | Berkshire Hathaway Inc. | $133,803,000 | – | 749,557 | – | 2.04% | – |
| NVST | New | Envista Holdings Corp | $129,585,000 | – | 6,144,385 | – | 1.97% | – |
| JNJ | New | Johnson & Johnson | $127,830,000 | – | 908,980 | – | 1.95% | – |
| LH | New | Laboratory Corp. of America Holdings | $123,825,000 | – | 745,438 | – | 1.89% | – |
| SJM | New | J.M. Smucker Co. | $113,886,000 | – | 1,076,328 | – | 1.74% | – |
| NLSN | New | Nielsen Holdings plc | $113,169,000 | – | 7,615,704 | – | 1.72% | – |
| CRL | New | Charles River Laboratories Intl, Inc. | $108,900,000 | – | 624,606 | – | 1.66% | – |
| MSGN | New | MSG Networks, Inc. | $92,310,000 | – | 9,277,337 | – | 1.41% | – |
| KEYS | New | Keysight Technologies, Inc. | $91,118,000 | – | 904,124 | – | 1.39% | – |
| CBRE | New | CBRE Group, Inc. | $88,945,000 | – | 1,966,938 | – | 1.36% | – |
| ATGE | New | Adtalem Global Education, Inc. | $87,991,000 | – | 2,824,755 | – | 1.34% | – |
| BOKF | New | BOK Financial Corp. | $85,625,000 | – | 1,517,097 | – | 1.30% | – |
| VZ | New | Verizon Communications Inc. | $84,173,000 | – | 1,526,810 | – | 1.28% | – |
| JLL | New | JLL | $83,586,000 | – | 807,903 | – | 1.27% | – |
| ZBRA | New | Zebra Technologies Corp. | $81,833,000 | – | 319,724 | – | 1.25% | – |
| MHK | New | Mohawk Industries, Inc. | $81,255,000 | – | 798,497 | – | 1.24% | – |
| MSGE | New | Madison Square Garden Entertainment | $81,023,000 | – | 1,080,307 | – | 1.23% | – |
| SWK | New | Stanley Black & Decker, Inc. | $78,159,000 | – | 560,760 | – | 1.19% | – |
| BWA | New | BorgWarner, Inc. | $73,619,000 | – | 2,085,534 | – | 1.12% | – |
| TGNA | New | TEGNA, Inc. | $73,169,000 | – | 6,568,089 | – | 1.11% | – |
| KN | New | Knowles Corporation | $71,334,000 | – | 4,674,554 | – | 1.09% | – |
| NOK | New | Nokia Corp. ADRadr | $69,170,000 | – | 15,720,365 | – | 1.05% | – |
| LFUS | New | Littelfuse, Inc. | $68,566,000 | – | 401,840 | – | 1.04% | – |
| MTN | New | Vail Resorts Inc | $68,243,000 | – | 374,651 | – | 1.04% | – |
| PGR | New | Progressive Corp. | $67,387,000 | – | 841,182 | – | 1.03% | – |
| DOX | New | Amdocs Ltd. | $61,066,000 | – | 1,003,050 | – | 0.93% | – |
| SSD | New | Simpson Manufacturing Co., Inc. | $60,232,000 | – | 713,992 | – | 0.92% | – |
| MAS | New | Masco Corporation | $59,389,000 | – | 1,182,821 | – | 0.90% | – |
| ZBH | New | Zimmer Biomet Holdings, Inc. | $57,300,000 | – | 480,064 | – | 0.87% | – |
| AMG | New | Affiliated Managers Group, Inc. | $55,867,000 | – | 749,289 | – | 0.85% | – |
| AFL | New | Aflac, Inc. | $50,618,000 | – | 1,404,877 | – | 0.77% | – |
| MDP | New | Meredith Corp. | $48,365,000 | – | 3,324,043 | – | 0.74% | – |
| JHG | New | Janus Henderson Group plc | $43,383,000 | – | 2,050,225 | – | 0.66% | – |
| CLB | New | Core Laboratories N.V. | $42,358,000 | – | 2,084,533 | – | 0.64% | – |
| GSK | New | GlaxoSmithKline plc ADRadr | $41,747,000 | – | 1,023,455 | – | 0.64% | – |
| GNRC | New | Generac Holdings Inc. | $37,706,000 | – | 309,243 | – | 0.57% | – |
| KMX | New | CarMax Inc. | $36,513,000 | – | 407,735 | – | 0.56% | – |
| GS | New | Goldman Sachs Group, Inc. | $35,804,000 | – | 181,176 | – | 0.54% | – |
| CAH | New | Cardinal Health, Inc. | $35,391,000 | – | 678,109 | – | 0.54% | – |
| SCHW | New | The Charles Schwab Corporation | $33,436,000 | – | 990,981 | – | 0.51% | – |
| BIO | New | Bio-Rad Laboratories, Inc. | $32,817,000 | – | 72,686 | – | 0.50% | – |
| BCO | New | Brink's Co. | $32,552,000 | – | 715,264 | – | 0.50% | – |
| SLCA | New | U.S. Silica Holdings, Inc. | $31,676,000 | – | 8,774,459 | – | 0.48% | – |
| WLTW | New | Willis Towers Watson plc | $31,595,000 | – | 160,420 | – | 0.48% | – |
| FL | New | Foot Locker, Inc. | $30,717,000 | – | 1,053,395 | – | 0.47% | – |
| VEA | New | Vanguard FTSE Developed ETFetf | $30,495,000 | – | 786,166 | – | 0.46% | – |
| HLI | New | Houlihan Lokey, Inc. | $29,755,000 | – | 534,779 | – | 0.45% | – |
| WBA | New | Walgreens Boots Alliance Inc. | $29,219,000 | – | 689,297 | – | 0.44% | – |
| MEI | New | Methode Electronics Inc. | $28,816,000 | – | 921,805 | – | 0.44% | – |
| OMC | New | Omnicom Group, Inc. | $26,822,000 | – | 491,248 | – | 0.41% | – |
| CHKP | New | Check Point Software Technologies Ltd.ord | $26,637,000 | – | 247,949 | – | 0.41% | – |
| CHL | New | China Mobile Ltd. ADRadr | $23,883,000 | – | 709,968 | – | 0.36% | – |
| RCL | New | Royal Caribbean Cruises Ltd. | $23,561,000 | – | 468,400 | – | 0.36% | – |
| TPR | New | Tapestry, Inc. | $22,622,000 | – | 1,703,472 | – | 0.34% | – |
| NOV | New | National Oilwell Varco | $22,631,000 | – | 1,847,467 | – | 0.34% | – |
| KFY | New | Korn/Ferry International | $22,580,000 | – | 734,797 | – | 0.34% | – |
| NTAP | New | NetApp Inc. | $22,187,000 | – | 500,041 | – | 0.34% | – |
| MSGS | New | Madison Square Garden Sports Corp. | $22,052,000 | – | 150,129 | – | 0.34% | – |
| BMY | New | Bristol-Myers Squibb Co. | $20,956,000 | – | 356,396 | – | 0.32% | – |
| OSW | New | OneSpaWorld Holdings Limited | $19,560,000 | – | 4,100,708 | – | 0.30% | – |
| BRC | New | Brady Corp. | $18,836,000 | – | 402,313 | – | 0.29% | – |
| ACIA | New | Acacia Communications, Inc. | $17,484,000 | – | 260,215 | – | 0.27% | – |
| VOD | New | Vodafone Group PLC ADRadr | $16,910,000 | – | 1,060,825 | – | 0.26% | – |
| TAP | New | Molson Coors Beverage Co | $16,473,000 | – | 479,437 | – | 0.25% | – |
| EOG | New | EOG Resources Inc. | $16,054,000 | – | 316,900 | – | 0.24% | – |
| NCLH | New | Norwegian Cruise Line Holdings Ltd | $15,965,000 | – | 971,672 | – | 0.24% | – |
| EQC | New | Equity Commonwealth | $13,890,000 | – | 431,367 | – | 0.21% | – |
| BSAC | New | Banco Santander-Chile ADRadr | $11,773,000 | – | 717,840 | – | 0.18% | – |
| IBKR | New | Interactive Brokers Group Inc | $11,514,000 | – | 275,652 | – | 0.18% | – |
| EVR | New | Evercore Inc | $11,302,000 | – | 191,818 | – | 0.17% | – |
| BAP | New | Credicorp Ltd | $11,219,000 | – | 83,925 | – | 0.17% | – |
| MIDD | New | The Middleby Corporation | $11,013,000 | – | 139,508 | – | 0.17% | – |
| USB | New | U.S. Bancorp | $10,882,000 | – | 295,549 | – | 0.17% | – |
| RST | New | Rosetta Stone Inc. | $9,900,000 | – | 587,207 | – | 0.15% | – |
| MTSC | New | MTS Systems Corp. | $9,635,000 | – | 547,752 | – | 0.15% | – |
| HMN | New | Horace Mann Educators Corp. | $9,475,000 | – | 257,965 | – | 0.14% | – |
| CCL | New | Carnival Corp | $9,204,000 | – | 560,533 | – | 0.14% | – |
| ORCL | New | Oracle Corp. | $8,853,000 | – | 160,179 | – | 0.14% | – |
| COWN | New | Cowen Inc. | $8,645,000 | – | 533,287 | – | 0.13% | – |
| TISI | New | Team, Inc. | $8,577,000 | – | 1,539,876 | – | 0.13% | – |
| WU | New | Western Union Co. | $8,575,000 | – | 396,620 | – | 0.13% | – |
| JWN | New | Nordstrom, Inc. | $8,093,000 | – | 522,439 | – | 0.12% | – |
| ACTG | New | Acacia Research Corp. | $7,139,000 | – | 1,745,534 | – | 0.11% | – |
| ORBC | New | ORBCOMM, Inc. | $6,934,000 | – | 1,801,022 | – | 0.11% | – |
| KIN | New | Kindred Biosciences, Inc. | $6,887,000 | – | 1,533,812 | – | 0.10% | – |
| LMT | New | Lockheed Martin Corp. | $6,478,000 | – | 17,753 | – | 0.10% | – |
| ICE | New | IntercontinentalExchange, Inc. | $6,392,000 | – | 69,779 | – | 0.10% | – |
| DFS | New | Discover Financial Services | $6,334,000 | – | 126,453 | – | 0.10% | – |
| MOS | New | Mosaic Co. | $4,979,000 | – | 398,008 | – | 0.08% | – |
| IWN | New | iShares Russell 2000V ETFetf | $4,937,000 | – | 50,654 | – | 0.08% | – |
| MATW | New | Matthews Intl Corp. | $4,885,000 | – | 255,756 | – | 0.07% | – |
| HNGR | New | Hanger, Inc. | $4,850,000 | – | 292,894 | – | 0.07% | – |
| RNWK | New | RealNetworks, Inc. | $4,513,000 | – | 3,471,438 | – | 0.07% | – |
| BTN | New | Ballantyne Strong, Inc. | $4,345,000 | – | 2,649,581 | – | 0.07% | – |
| LAKE | New | Lakeland Industries, Inc. | $4,246,000 | – | 189,302 | – | 0.06% | – |
| GAIA | New | Gaia, Inc. | $4,188,000 | – | 499,744 | – | 0.06% | – |
| TURN | New | 180 Degree Capital Corp. | $3,958,000 | – | 2,274,863 | – | 0.06% | – |
| CSCO | New | Cisco Systems, Inc. | $3,903,000 | – | 83,690 | – | 0.06% | – |
| MIND | New | Mitcham Industries, Inc. | $3,857,000 | – | 2,410,769 | – | 0.06% | – |
| APA | New | Apache Corp. | $3,861,000 | – | 286,010 | – | 0.06% | – |
| GRBK | New | Green Brick Partners Inc. | $3,789,000 | – | 319,716 | – | 0.06% | – |
| BK | New | Bank of New York Mellon Corp. | $3,808,000 | – | 98,536 | – | 0.06% | – |
| TRC | New | Tejon Ranch Co. | $3,712,000 | – | 257,799 | – | 0.06% | – |
| QCOM | New | QUALCOMM Inc. | $3,681,000 | – | 40,355 | – | 0.06% | – |
| CNTY | New | Century Casinos, Inc. | $3,603,000 | – | 868,087 | – | 0.06% | – |
| XOM | New | Exxon Mobil Corp. | $3,238,000 | – | 72,398 | – | 0.05% | – |
| PRCP | New | Perceptron, Inc. | $3,066,000 | – | 926,360 | – | 0.05% | – |
| GSIT | New | GSI Technology Inc. | $2,643,000 | – | 368,150 | – | 0.04% | – |
| CPIX | New | Cumberland Pharmaceuticals, Inc. | $2,606,000 | – | 782,441 | – | 0.04% | – |
| JCAP | New | Jernigan Capital, Inc. | $2,361,000 | – | 172,596 | – | 0.04% | – |
| SFE | New | Safeguard Scientifics Inc. | $2,339,000 | – | 334,212 | – | 0.04% | – |
| EMKR | New | EMCORE Corporation | $2,349,000 | – | 738,801 | – | 0.04% | – |
| PCYO | New | Pure Cycle Corp. | $2,213,000 | – | 240,847 | – | 0.03% | – |
| ALOT | New | AstroNova, Inc. | $2,252,000 | – | 282,971 | – | 0.03% | – |
| CSWC | New | Capital Southwest Corp. | $2,105,000 | – | 156,153 | – | 0.03% | – |
| STRT | New | Strattec Security Corp. | $2,038,000 | – | 127,836 | – | 0.03% | – |
| ZAGG | New | ZAGG Inc | $1,843,000 | – | 587,007 | – | 0.03% | – |
| NVS | New | Novartis AG ADRadr | $1,777,000 | – | 20,344 | – | 0.03% | – |
| IDCC | New | InterDigital Inc. | $1,769,000 | – | 31,236 | – | 0.03% | – |
| ENZ | New | Enzo Biochem, Inc. | $1,477,000 | – | 659,316 | – | 0.02% | – |
| MOV | New | Movado Group Inc. | $1,276,000 | – | 117,725 | – | 0.02% | – |
| SYNC | New | Synacor, Inc. | $1,096,000 | – | 969,883 | – | 0.02% | – |
| OESX | New | Orion Energy Systems, Inc. | $967,000 | – | 279,414 | – | 0.02% | – |
| RBCN | New | Rubicon Technology, Inc. | $464,000 | – | 57,087 | – | 0.01% | – |
| PCTI | New | PCTEL, Inc. | $365,000 | – | 54,675 | – | 0.01% | – |
| GIFI | New | Gulf Island Fabrication, Inc. | $408,000 | – | 132,838 | – | 0.01% | – |
| NVO | New | Novo Nordisk A/S ADRadr | $295,000 | – | 4,502 | – | 0.00% | – |
| ACWX | New | ISHARES MSCI ACWI EX US ETFetf | $251,000 | – | 5,804 | – | 0.00% | – |
| PICO | New | PICO Holdings Inc | $165,000 | – | 19,581 | – | 0.00% | – |
| CRWS | New | Crown Crafts, Inc. | $181,000 | – | 36,857 | – | 0.00% | – |
| GLAE | New | GlassBridge Enterprises Inc. | $212,000 | – | 2,351 | – | 0.00% | – |
| AXTI | New | AXT Inc. | $149,000 | – | 31,398 | – | 0.00% | – |
| RFIL | New | RF Industries Ltd | $70,000 | – | 14,987 | – | 0.00% | – |
Q4 2019
| Value | Shares | ↓ Weighting | ||||||
|---|---|---|---|---|---|---|---|---|
| DRAD | Exit | Digirad Corp. | $0 | – | -19,529 | – | -0.00% | – |
| AXTI | Exit | AXT Inc. | $0 | – | -68,944 | – | -0.00% | – |
| CRWS | Exit | Crown Crafts, Inc. | $0 | – | -57,111 | – | -0.01% | – |
| RUBI | Exit | The Rubicon Project, Inc. | $0 | – | -53,651 | – | -0.01% | – |
| PCYO | Exit | Pure Cycle Corp. | $0 | – | -72,797 | – | -0.01% | – |
| GIFI | Exit | Gulf Island Fabrication, Inc. | $0 | – | -202,338 | – | -0.01% | – |
| RBCN | Exit | Rubicon Technology, Inc. | $0 | – | -108,015 | – | -0.01% | – |
| ACWX | Exit | ISHARES MSCI ACWI EX US ETFetf | $0 | – | -22,999 | – | -0.01% | – |
| FN | Exit | Fabrinet | $0 | – | -29,376 | – | -0.02% | – |
| OESX | Exit | Orion Energy Systems, Inc. | $0 | – | -610,242 | – | -0.02% | – |
| SYNC | Exit | Synacor, Inc. | $0 | – | -1,547,567 | – | -0.03% | – |
| WAAS | Exit | AquaVenture Holdings Limited | $0 | – | -112,275 | – | -0.03% | – |
| JCAP | Exit | Jernigan Capital, Inc. | $0 | – | -116,246 | – | -0.03% | – |
| NVS | Exit | Novartis AG ADRadr | $0 | – | -28,688 | – | -0.03% | – |
| ASPN | Exit | Aspen Aerogels Inc. | $0 | – | -444,331 | – | -0.04% | – |
| CVU | Exit | CPI Aerostructures, Inc. | $0 | – | -317,783 | – | -0.04% | – |
| EQC | Exit | Equity Commonwealth | $0 | – | -81,043 | – | -0.04% | – |
| PCTI | Exit | PCTEL, Inc. | $0 | – | -336,434 | – | -0.04% | – |
| ACIA | Exit | Acacia Communications, Inc. | $0 | – | -44,487 | – | -0.04% | – |
| QCOM | Exit | QUALCOMM Inc. | $0 | – | -39,056 | – | -0.04% | – |
| EMKR | Exit | EMCORE Corporation | $0 | – | -1,112,170 | – | -0.04% | – |
| APA | Exit | Apache Corp. | $0 | – | -131,980 | – | -0.04% | – |
| ENZ | Exit | Enzo Biochem, Inc. | $0 | – | -1,026,313 | – | -0.05% | – |
| MOV | Exit | Movado Group Inc. | $0 | – | -156,825 | – | -0.05% | – |
| ALYA | Exit | Alithya Group Inc.cl a sub vtg | $0 | – | -1,343,006 | – | -0.05% | – |
| PRCP | Exit | Perceptron, Inc. | $0 | – | -900,044 | – | -0.06% | – |
| ALOT | Exit | AstroNova, Inc. | $0 | – | -280,763 | – | -0.06% | – |
| BK | Exit | Bank of New York Mellon Corp. | $0 | – | -99,936 | – | -0.06% | – |
| XOM | Exit | Exxon Mobil Corp. | $0 | – | -66,356 | – | -0.06% | – |
| STRT | Exit | Strattec Security Corp. | $0 | – | -238,807 | – | -0.06% | – |
| CSWC | Exit | Capital Southwest Corp. | $0 | – | -228,297 | – | -0.07% | – |
| GSIT | Exit | GSI Technology Inc. | $0 | – | -572,965 | – | -0.07% | – |
| GAIA | Exit | Gaia, Inc. | $0 | – | -835,287 | – | -0.07% | – |
| SFE | Exit | Safeguard Scientifics Inc. | $0 | – | -490,095 | – | -0.07% | – |
| CPIX | Exit | Cumberland Pharmaceuticals, Inc. | $0 | – | -958,319 | – | -0.08% | – |
| TRC | Exit | Tejon Ranch Co. | $0 | – | -346,135 | – | -0.08% | – |
| MOS | Exit | Mosaic Co. | $0 | – | -298,075 | – | -0.08% | – |
| ICE | Exit | IntercontinentalExchange, Inc. | $0 | – | -66,821 | – | -0.08% | – |
| TURN | Exit | 180 Degree Capital Corp. | $0 | – | -2,914,318 | – | -0.08% | – |
| ACTG | Exit | Acacia Research Corp. | $0 | – | -2,428,943 | – | -0.09% | – |
| LAKE | Exit | Lakeland Industries, Inc. | $0 | – | -551,399 | – | -0.09% | – |
| GS | Exit | Goldman Sachs Group, Inc. | $0 | – | -35,687 | – | -0.10% | – |
| MATW | Exit | Matthews Intl Corp. | $0 | – | -231,763 | – | -0.11% | – |
| RNWK | Exit | RealNetworks, Inc. | $0 | – | -4,982,572 | – | -0.11% | – |
| GRBK | Exit | Green Brick Partners Inc. | $0 | – | -791,062 | – | -0.11% | – |
| CNTY | Exit | Century Casinos, Inc. | $0 | – | -1,181,710 | – | -0.12% | – |
| MIND | Exit | Mitcham Industries, Inc. | $0 | – | -2,832,542 | – | -0.12% | – |
| LMT | Exit | Lockheed Martin Corp. | $0 | – | -24,312 | – | -0.13% | – |
| BTN | Exit | Ballantyne Strong, Inc. | $0 | – | -3,050,028 | – | -0.13% | – |
| RST | Exit | Rosetta Stone Inc. | $0 | – | -544,582 | – | -0.13% | – |
| ORBC | Exit | ORBCOMM, Inc. | $0 | – | -2,072,263 | – | -0.13% | – |
| HNGR | Exit | Hanger, Inc. | $0 | – | -485,271 | – | -0.13% | – |
| IWN | Exit | iShares Russell 2000V ETFetf | $0 | – | -83,045 | – | -0.13% | – |
| ORCL | Exit | Oracle Corp. | $0 | – | -194,257 | – | -0.14% | – |
| COWN | Exit | Cowen Inc. | $0 | – | -709,323 | – | -0.14% | – |
| HMN | Exit | Horace Mann Educators Corp. | $0 | – | -245,257 | – | -0.15% | – |
| FL | Exit | Foot Locker, Inc. | $0 | – | -268,414 | – | -0.15% | – |
| COST | Exit | Costco Wholesale Corp. | $0 | – | -44,578 | – | -0.17% | – |
| KIN | Exit | Kindred Biosciences, Inc. | $0 | – | -1,906,785 | – | -0.17% | – |
| FICO | Exit | Fair Isaac Corp. | $0 | – | -51,068 | – | -0.21% | – |
| USB | Exit | U.S. Bancorp | $0 | – | -283,494 | – | -0.21% | – |
| TILE | Exit | Interface, Inc. | $0 | – | -1,115,005 | – | -0.22% | – |
| VT | Exit | Vanguard Total World Stock Index Fd (ETF)etf | $0 | – | -241,410 | – | -0.24% | – |
| KFY | Exit | Korn/Ferry International | $0 | – | -479,462 | – | -0.25% | – |
| JWN | Exit | Nordstrom, Inc. | $0 | – | -606,933 | – | -0.27% | – |
| BSAC | Exit | Banco Santander-Chile ADRadr | $0 | – | -785,548 | – | -0.29% | – |
| TS | Exit | Tenaris ADRadr | $0 | – | -1,055,854 | – | -0.30% | – |
| BX | Exit | Blackstone Group Inc | $0 | – | -466,005 | – | -0.30% | – |
| NOV | Exit | National Oilwell Varco | $0 | – | -1,098,512 | – | -0.31% | – |
| TISI | Exit | Team, Inc. | $0 | – | -1,447,762 | – | -0.35% | – |
| TPR | Exit | Tapestry, Inc. | $0 | – | -1,059,571 | – | -0.37% | – |
| BRC | Exit | Brady Corp. | $0 | – | -562,421 | – | -0.40% | – |
| MEI | Exit | Methode Electronics Inc. | $0 | – | -917,917 | – | -0.41% | – |
| FLR | Exit | Fluor Corp. | $0 | – | -1,664,075 | – | -0.42% | – |
| VEA | Exit | Vanguard FTSE Developed ETFetf | $0 | – | -784,198 | – | -0.43% | – |
| TIF | Exit | Tiffany & Co. | $0 | – | -354,224 | – | -0.44% | – |
| TMO | Exit | Thermo Fisher Scientific, Inc. | $0 | – | -114,755 | – | -0.44% | – |
| WU | Exit | Western Union Co. | $0 | – | -1,564,089 | – | -0.48% | – |
| ATGE | Exit | Adtalem Global Education, Inc. | $0 | – | -953,946 | – | -0.48% | – |
| KMX | Exit | CarMax Inc. | $0 | – | -418,962 | – | -0.49% | – |
| GNRC | Exit | Generac Holdings Inc. | $0 | – | -473,837 | – | -0.50% | – |
| CAH | Exit | Cardinal Health, Inc. | $0 | – | -860,371 | – | -0.54% | – |
| BCO | Exit | Brink's Co. | $0 | – | -501,350 | – | -0.55% | – |
| ITW | Exit | Illinois Tool Works, Inc. | $0 | – | -276,263 | – | -0.58% | – |
| DGX | Exit | Quest Diagnostics Inc. | $0 | – | -411,068 | – | -0.59% | – |
| CHL | Exit | China Mobile Ltd. ADRadr | $0 | – | -1,077,162 | – | -0.59% | – |
| JHG | Exit | Janus Henderson Group plc | $0 | – | -2,010,991 | – | -0.60% | – |
| MSGS | Exit | The Madison Square Garden Co. | $0 | – | -179,048 | – | -0.63% | – |
| AXE | Exit | Anixter Intl, Inc. | $0 | – | -707,769 | – | -0.65% | – |
| MAS | Exit | Masco Corporation | $0 | – | -1,173,447 | – | -0.65% | – |
| AMG | Exit | Affiliated Managers Group, Inc. | $0 | – | -586,723 | – | -0.65% | – |
| PXD | Exit | Pioneer Natural Resources Co | $0 | – | -389,404 | – | -0.65% | – |
| MDP | Exit | Meredith Corp. | $0 | – | -1,341,345 | – | -0.66% | – |
| HLI | Exit | Houlihan Lokey, Inc. | $0 | – | -1,093,722 | – | -0.66% | – |
| OMC | Exit | Omnicom Group, Inc. | $0 | – | -634,101 | – | -0.66% | – |
| WLTW | Exit | Willis Towers Watson plc | $0 | – | -273,963 | – | -0.70% | – |
| CBS | Exit | CBS Corp. | $0 | – | -1,421,695 | – | -0.76% | – |
| GSK | Exit | GlaxoSmithKline plc ADRadr | $0 | – | -1,432,134 | – | -0.81% | – |
| SLB | Exit | Schlumberger Ltd. | $0 | – | -1,883,003 | – | -0.86% | – |
| DOX | Exit | Amdocs Ltd. | $0 | – | -976,303 | – | -0.86% | – |
| EOG | Exit | EOG Resources Inc. | $0 | – | -922,831 | – | -0.91% | – |
| LFUS | Exit | Littelfuse, Inc. | $0 | – | -402,421 | – | -0.95% | – |
| RCL | Exit | Royal Caribbean Cruises Ltd. | $0 | – | -661,639 | – | -0.96% | – |
| ZBH | Exit | Zimmer Biomet Holdings, Inc. | $0 | – | -527,316 | – | -0.96% | – |
| BWA | Exit | BorgWarner, Inc. | $0 | – | -1,972,344 | – | -0.96% | – |
| PGR | Exit | Progressive Corp. | $0 | – | -964,740 | – | -0.99% | – |
| BIO | Exit | Bio-Rad Laboratories, Inc. | $0 | – | -224,172 | – | -0.99% | – |
| KN | Exit | Knowles Corporation | $0 | – | -3,675,157 | – | -1.00% | – |
| MHK | Exit | Mohawk Industries, Inc. | $0 | – | -657,921 | – | -1.09% | – |
| MTSC | Exit | MTS Systems Corp. | $0 | – | -1,483,515 | – | -1.09% | – |
| AFL | Exit | Aflac, Inc. | $0 | – | -1,616,450 | – | -1.13% | – |
| VZ | Exit | Verizon Communications Inc. | $0 | – | -1,438,720 | – | -1.16% | – |
| BOKF | Exit | BOK Financial Corp. | $0 | – | -1,163,942 | – | -1.23% | – |
| SWK | Exit | Stanley Black & Decker, Inc. | $0 | – | -642,129 | – | -1.24% | – |
| VIAB | Exit | Viacom, Inc. | $0 | – | -3,925,003 | – | -1.26% | – |
| CBRE | Exit | CBRE Group, Inc. | $0 | – | -1,807,228 | – | -1.28% | – |
| TGNA | Exit | TEGNA, Inc. | $0 | – | -6,285,538 | – | -1.30% | – |
| TAP | Exit | Molson Coors Brewing Co. | $0 | – | -1,791,782 | – | -1.37% | – |
| ZBRA | Exit | Zebra Technologies Corp. | $0 | – | -523,880 | – | -1.44% | – |
| SLCA | Exit | U.S. Silica Holdings, Inc. | $0 | – | -11,336,143 | – | -1.44% | – |
| NOK | Exit | Nokia Corp. ADRadr | $0 | – | -21,929,185 | – | -1.48% | – |
| CRL | Exit | Charles River Laboratories Intl, Inc. | $0 | – | -841,597 | – | -1.48% | – |
| JLL | Exit | JLL | $0 | – | -806,187 | – | -1.49% | – |
| SSD | Exit | Simpson Manufacturing Co., Inc. | $0 | – | -1,683,608 | – | -1.56% | – |
| KEYS | Exit | Keysight Technologies, Inc. | $0 | – | -1,223,481 | – | -1.58% | – |
| BRKB | Exit | Berkshire Hathaway Inc. | $0 | – | -580,476 | – | -1.61% | – |
| JNJ | Exit | Johnson & Johnson | $0 | – | -949,410 | – | -1.64% | – |
| NLSN | Exit | Nielsen Holdings plc | $0 | – | -5,785,916 | – | -1.64% | – |
| MSGN | Exit | MSG Networks, Inc. | $0 | – | -8,671,320 | – | -1.87% | – |
| SNA | Exit | Snap-on, Inc. | $0 | – | -934,020 | – | -1.95% | – |
| LH | Exit | Laboratory Corp. of America Holdings | $0 | – | -898,411 | – | -2.01% | – |
| KKR | Exit | KKR & Co Inc. | $0 | – | -5,846,572 | – | -2.09% | – |
| GILD | Exit | Gilead Sciences, Inc. | $0 | – | -2,490,526 | – | -2.10% | – |
| SJM | Exit | J.M. Smucker Co. | $0 | – | -1,513,846 | – | -2.22% | – |
| SRCL | Exit | Stericycle Inc. | $0 | – | -3,288,486 | – | -2.23% | – |
| NTRS | Exit | Northern Trust Corp. | $0 | – | -1,823,831 | – | -2.27% | – |
| KMT | Exit | Kennametal, Inc. | $0 | – | -5,577,313 | – | -2.28% | – |
| MAT | Exit | Mattel, Inc. | $0 | – | -15,371,387 | – | -2.33% | – |
| BIDU | Exit | Baidu, Inc. ADRadr | $0 | – | -1,882,079 | – | -2.58% | – |
| IPG | Exit | Interpublic Group of Cos., Inc. | $0 | – | -9,074,775 | – | -2.61% | – |
| LAZ | Exit | Lazard Ltd. | $0 | – | -5,891,253 | – | -2.75% | – |
| FAF | Exit | First American Financial Corp. | $0 | – | -3,757,150 | – | -2.95% | – |
| PM | Exit | Philip Morris Intl, Inc. | $0 | – | -3,761,668 | – | -3.80% | – |
| MSFT | Exit | Microsoft Corp. | $0 | – | -2,161,476 | – | -4.00% | – |
Q3 2019
| Value | Shares | ↓ Weighting | ||||||
|---|---|---|---|---|---|---|---|---|
| MSFT | Sell | Microsoft Corp. | $300,510,000 | -1.7% | 2,161,476 | -5.3% | 4.00% | +4.2% |
| PM | Buy | Philip Morris Intl, Inc. | $285,623,000 | +3.3% | 3,761,668 | +6.8% | 3.80% | +9.6% |
| FAF | Sell | First American Financial Corp. | $221,709,000 | +2.7% | 3,757,150 | -6.6% | 2.95% | +8.9% |
| LAZ | Buy | Lazard Ltd. | $206,194,000 | +4.5% | 5,891,253 | +2.7% | 2.75% | +10.9% |
| IPG | Buy | Interpublic Group of Cos., Inc. | $195,652,000 | +19.3% | 9,074,775 | +25.0% | 2.61% | +26.6% |
| BIDU | Buy | Baidu, Inc. ADRadr | $193,402,000 | -0.2% | 1,882,079 | +14.0% | 2.58% | +5.9% |
| MAT | Buy | Mattel, Inc. | $175,080,000 | +14.0% | 15,371,387 | +12.2% | 2.33% | +21.0% |
| KMT | Buy | Kennametal, Inc. | $171,447,000 | -12.0% | 5,577,313 | +5.9% | 2.28% | -6.6% |
| NTRS | Buy | Northern Trust Corp. | $170,200,000 | +5.1% | 1,823,831 | +1.4% | 2.27% | +11.6% |
| SRCL | Buy | Stericycle Inc. | $167,483,000 | +7.7% | 3,288,486 | +1.0% | 2.23% | +14.2% |
| SJM | Sell | J.M. Smucker Co. | $166,553,000 | -6.0% | 1,513,846 | -1.6% | 2.22% | -0.2% |
| GILD | Sell | Gilead Sciences, Inc. | $157,850,000 | -6.3% | 2,490,526 | -0.1% | 2.10% | -0.6% |
| KKR | Sell | KKR & Co Inc. | $156,980,000 | +6.2% | 5,846,572 | -0.1% | 2.09% | +12.6% |
| LH | Sell | Laboratory Corp. of America Holdings | $150,933,000 | -5.2% | 898,411 | -2.4% | 2.01% | +0.6% |
| SNA | Buy | Snap-on, Inc. | $146,211,000 | +5.0% | 934,020 | +11.1% | 1.95% | +11.4% |
| MSGN | Buy | MSG Networks, Inc. | $140,649,000 | -10.3% | 8,671,320 | +14.8% | 1.87% | -4.8% |
| NLSN | Buy | Nielsen Holdings plc | $122,951,000 | -3.8% | 5,785,916 | +2.3% | 1.64% | +2.0% |
| JNJ | Sell | Johnson & Johnson | $122,835,000 | -7.2% | 949,410 | -0.1% | 1.64% | -1.5% |
| BRKB | Buy | Berkshire Hathaway Inc. | $120,751,000 | -0.6% | 580,476 | +1.8% | 1.61% | +5.4% |
| KEYS | Sell | Keysight Technologies, Inc. | $118,984,000 | -6.8% | 1,223,481 | -13.9% | 1.58% | -1.1% |
| SSD | Sell | Simpson Manufacturing Co., Inc. | $116,792,000 | +3.7% | 1,683,608 | -0.6% | 1.56% | +10.0% |
| JLL | Sell | JLL | $112,108,000 | -1.2% | 806,187 | -0.1% | 1.49% | +4.8% |
| CRL | Buy | Charles River Laboratories Intl, Inc. | $111,402,000 | -3.7% | 841,597 | +3.2% | 1.48% | +2.1% |
| NOK | Sell | Nokia Corp. ADRadr | $110,962,000 | +0.2% | 21,929,185 | -0.8% | 1.48% | +6.3% |
| SLCA | Sell | U.S. Silica Holdings, Inc. | $108,374,000 | -29.2% | 11,336,143 | -5.3% | 1.44% | -24.9% |
| ZBRA | Sell | Zebra Technologies Corp. | $108,113,000 | -26.1% | 523,880 | -25.0% | 1.44% | -21.7% |
| TAP | Buy | Molson Coors Brewing Co. | $103,027,000 | +3.5% | 1,791,782 | +0.8% | 1.37% | +9.8% |
| TGNA | Sell | TEGNA, Inc. | $97,614,000 | -0.3% | 6,285,538 | -2.7% | 1.30% | +5.9% |
| CBRE | Sell | CBRE Group, Inc. | $95,801,000 | +0.8% | 1,807,228 | -2.5% | 1.28% | +6.9% |
| VIAB | Buy | Viacom, Inc. | $94,318,000 | -16.8% | 3,925,003 | +3.4% | 1.26% | -11.7% |
| SWK | Buy | Stanley Black & Decker, Inc. | $92,730,000 | +0.0% | 642,129 | +0.2% | 1.24% | +6.1% |
| BOKF | Buy | BOK Financial Corp. | $92,126,000 | +27.2% | 1,163,942 | +21.3% | 1.23% | +35.0% |
| VZ | Sell | Verizon Communications Inc. | $86,841,000 | +5.5% | 1,438,720 | -0.1% | 1.16% | +12.0% |
| AFL | Buy | Aflac, Inc. | $84,573,000 | -4.2% | 1,616,450 | +0.3% | 1.13% | +1.6% |
| MTSC | Buy | MTS Systems Corp. | $81,964,000 | -4.1% | 1,483,515 | +1.6% | 1.09% | +1.8% |
| MHK | Sell | Mohawk Industries, Inc. | $81,628,000 | -15.9% | 657,921 | -0.0% | 1.09% | -10.7% |
| KN | Sell | Knowles Corporation | $74,753,000 | +2.0% | 3,675,157 | -8.1% | 1.00% | +8.3% |
| BIO | Sell | Bio-Rad Laboratories, Inc. | $74,591,000 | +3.2% | 224,172 | -3.1% | 0.99% | +9.5% |
| PGR | Buy | Progressive Corp. | $74,526,000 | +1.7% | 964,740 | +5.2% | 0.99% | +7.9% |
| BWA | Buy | BorgWarner, Inc. | $72,346,000 | -12.3% | 1,972,344 | +0.4% | 0.96% | -6.9% |
| ZBH | Sell | Zimmer Biomet Holdings, Inc. | $72,385,000 | -12.9% | 527,316 | -25.3% | 0.96% | -7.7% |
| RCL | Buy | Royal Caribbean Cruises Ltd. | $71,675,000 | -10.6% | 661,639 | +0.0% | 0.96% | -5.2% |
| LFUS | Sell | Littelfuse, Inc. | $71,353,000 | -8.8% | 402,421 | -9.0% | 0.95% | -3.3% |
| EOG | Buy | EOG Resources Inc. | $68,493,000 | +3.8% | 922,831 | +30.3% | 0.91% | +10.1% |
| DOX | Sell | Amdocs Ltd. | $64,543,000 | +6.4% | 976,303 | -0.1% | 0.86% | +12.9% |
| SLB | Sell | Schlumberger Ltd. | $64,342,000 | -14.1% | 1,883,003 | -0.1% | 0.86% | -8.9% |
| GSK | Sell | GlaxoSmithKline plc ADRadr | $61,123,000 | +3.5% | 1,432,134 | -2.9% | 0.81% | +9.9% |
| CBS | Buy | CBS Corp. | $57,394,000 | -10.6% | 1,421,695 | +10.5% | 0.76% | -5.2% |
| WLTW | Buy | Willis Towers Watson plc | $52,867,000 | +1.2% | 273,963 | +0.5% | 0.70% | +7.3% |
| OMC | Sell | Omnicom Group, Inc. | $49,650,000 | -11.5% | 634,101 | -7.4% | 0.66% | -6.1% |
| HLI | Buy | Houlihan Lokey, Inc. | $49,327,000 | +1.7% | 1,093,722 | +0.4% | 0.66% | +7.9% |
| MDP | Sell | Meredith Corp. | $49,174,000 | -35.3% | 1,341,345 | -2.8% | 0.66% | -31.3% |
| PXD | Sell | Pioneer Natural Resources Co | $48,975,000 | -22.7% | 389,404 | -5.5% | 0.65% | -18.1% |
| AMG | Buy | Affiliated Managers Group, Inc. | $48,903,000 | +16.0% | 586,723 | +28.2% | 0.65% | +23.3% |
| AXE | Sell | Anixter Intl, Inc. | $48,921,000 | +7.3% | 707,769 | -7.3% | 0.65% | +13.8% |
| MSGS | Sell | The Madison Square Garden Co. | $47,183,000 | -16.0% | 179,048 | -10.8% | 0.63% | -10.8% |
| JHG | Buy | Janus Henderson Group plc | $45,167,000 | +7.8% | 2,010,991 | +2.7% | 0.60% | +14.4% |
| CHL | Sell | China Mobile Ltd. ADRadr | $44,595,000 | -10.3% | 1,077,162 | -1.9% | 0.59% | -4.8% |
| DGX | Buy | Quest Diagnostics Inc. | $43,997,000 | +8.0% | 411,068 | +2.8% | 0.59% | +14.7% |
| ITW | Sell | Illinois Tool Works, Inc. | $43,232,000 | -20.3% | 276,263 | -23.2% | 0.58% | -15.4% |
| BCO | Buy | Brink's Co. | $41,587,000 | +9.4% | 501,350 | +7.0% | 0.55% | +16.1% |
| CAH | Buy | Cardinal Health, Inc. | $40,601,000 | +0.2% | 860,371 | +0.0% | 0.54% | +6.3% |
| GNRC | Buy | Generac Holdings Inc. | $37,120,000 | +24.3% | 473,837 | +10.1% | 0.50% | +32.0% |
| KMX | Buy | CarMax Inc. | $36,869,000 | +1.8% | 418,962 | +0.4% | 0.49% | +7.9% |
| ATGE | Buy | Adtalem Global Education, Inc. | $36,336,000 | -14.1% | 953,946 | +1.7% | 0.48% | -8.9% |
| WU | Sell | Western Union Co. | $36,240,000 | -2.8% | 1,564,089 | -16.6% | 0.48% | +3.2% |
| TMO | Sell | Thermo Fisher Scientific, Inc. | $33,425,000 | -24.9% | 114,755 | -24.3% | 0.44% | -20.4% |
| TIF | Buy | Tiffany & Co. | $32,812,000 | +75.3% | 354,224 | +77.2% | 0.44% | +86.0% |
| VEA | Buy | Vanguard FTSE Developed ETFetf | $32,215,000 | +3.8% | 784,198 | +5.4% | 0.43% | +10.0% |
| FLR | Buy | Fluor Corp. | $31,834,000 | -42.6% | 1,664,075 | +1.0% | 0.42% | -39.2% |
| MEI | Buy | Methode Electronics Inc. | $30,879,000 | +18.6% | 917,917 | +0.7% | 0.41% | +25.7% |
| BRC | Sell | Brady Corp. | $29,836,000 | -45.3% | 562,421 | -49.2% | 0.40% | -41.9% |
| TPR | Buy | Tapestry, Inc. | $27,602,000 | -15.0% | 1,059,571 | +3.5% | 0.37% | -9.8% |
| TISI | Buy | Team, Inc. | $26,132,000 | +27.5% | 1,447,762 | +8.2% | 0.35% | +35.4% |
| NOV | Sell | National Oilwell Varco | $23,288,000 | -4.6% | 1,098,512 | -0.0% | 0.31% | +1.0% |
| BX | Sell | Blackstone Group Inc | $22,760,000 | -34.1% | 466,005 | -40.0% | 0.30% | -30.2% |
| TS | Buy | Tenaris ADRadr | $22,363,000 | -17.2% | 1,055,854 | +2.9% | 0.30% | -12.1% |
| BSAC | Buy | Banco Santander-Chile ADRadr | $21,995,000 | +8.1% | 785,548 | +15.6% | 0.29% | +14.9% |
| JWN | Sell | Nordstrom, Inc. | $20,435,000 | -2.5% | 606,933 | -7.8% | 0.27% | +3.4% |
| KFY | Buy | Korn/Ferry International | $18,526,000 | +16.8% | 479,462 | +21.2% | 0.25% | +24.1% |
| VT | Buy | Vanguard Total World Stock Index Fd (ETF)etf | $18,062,000 | +113.2% | 241,410 | +114.2% | 0.24% | +127.4% |
| TILE | Buy | Interface, Inc. | $16,101,000 | +3.8% | 1,115,005 | +10.2% | 0.22% | +10.3% |
| USB | Sell | U.S. Bancorp | $15,689,000 | -21.3% | 283,494 | -25.5% | 0.21% | -16.4% |
| FICO | Sell | Fair Isaac Corp. | $15,500,000 | -58.6% | 51,068 | -57.2% | 0.21% | -56.0% |
| KIN | Sell | Kindred Biosciences, Inc. | $13,061,000 | -45.0% | 1,906,785 | -33.1% | 0.17% | -41.6% |
| COST | Sell | Costco Wholesale Corp. | $12,843,000 | -47.5% | 44,578 | -51.9% | 0.17% | -44.3% |
| FL | Buy | Foot Locker, Inc. | $11,585,000 | +28.4% | 268,414 | +24.7% | 0.15% | +36.3% |
| HMN | Buy | Horace Mann Educators Corp. | $11,363,000 | +26.2% | 245,257 | +9.7% | 0.15% | +33.6% |
| COWN | Sell | Cowen Inc. | $10,916,000 | -38.1% | 709,323 | -30.9% | 0.14% | -34.4% |
| ORCL | Sell | Oracle Corp. | $10,690,000 | -4.6% | 194,257 | -1.3% | 0.14% | +0.7% |
| IWN | Buy | iShares Russell 2000V ETFetf | $9,916,000 | +72.2% | 83,045 | +73.7% | 0.13% | +83.3% |
| HNGR | Sell | Hanger, Inc. | $9,890,000 | +3.6% | 485,271 | -2.7% | 0.13% | +10.0% |
| ORBC | Buy | ORBCOMM, Inc. | $9,864,000 | -32.6% | 2,072,263 | +2.7% | 0.13% | -28.8% |
| RST | Buy | Rosetta Stone Inc. | $9,476,000 | -20.9% | 544,582 | +4.0% | 0.13% | -16.0% |
| BTN | Sell | Ballantyne Strong, Inc. | $9,486,000 | -18.2% | 3,050,028 | -15.0% | 0.13% | -13.7% |
| LMT | Sell | Lockheed Martin Corp. | $9,483,000 | +7.2% | 24,312 | -0.1% | 0.13% | +13.5% |
| MIND | Sell | Mitcham Industries, Inc. | $9,206,000 | -21.6% | 2,832,542 | -4.7% | 0.12% | -16.3% |
| CNTY | Sell | Century Casinos, Inc. | $9,135,000 | -50.5% | 1,181,710 | -37.8% | 0.12% | -47.4% |
| GRBK | Sell | Green Brick Partners Inc. | $8,464,000 | -33.4% | 791,062 | -48.3% | 0.11% | -29.4% |
| RNWK | Sell | RealNetworks, Inc. | $8,271,000 | -23.1% | 4,982,572 | -12.0% | 0.11% | -18.5% |
| MATW | Buy | Matthews Intl Corp. | $8,202,000 | +11.7% | 231,763 | +10.0% | 0.11% | +18.5% |
| GS | Sell | Goldman Sachs Group, Inc. | $7,395,000 | +1.3% | 35,687 | -0.0% | 0.10% | +7.6% |
| LAKE | Sell | Lakeland Industries, Inc. | $6,683,000 | -39.4% | 551,399 | -44.0% | 0.09% | -35.5% |
| TURN | Sell | 180 Degree Capital Corp. | $6,227,000 | -35.6% | 2,914,318 | -40.7% | 0.08% | -31.4% |
| ICE | Sell | IntercontinentalExchange, Inc. | $6,166,000 | -45.8% | 66,821 | -49.5% | 0.08% | -42.7% |
| MOS | Sell | Mosaic Co. | $6,111,000 | -18.1% | 298,075 | -0.0% | 0.08% | -13.8% |
| TRC | Sell | Tejon Ranch Co. | $5,874,000 | -21.8% | 346,135 | -23.6% | 0.08% | -17.0% |
| CPIX | Sell | Cumberland Pharmaceuticals, Inc. | $5,683,000 | -30.4% | 958,319 | -25.2% | 0.08% | -25.5% |
| SFE | Sell | Safeguard Scientifics Inc. | $5,558,000 | -46.8% | 490,095 | -43.4% | 0.07% | -43.5% |
| GAIA | Buy | Gaia, Inc. | $5,459,000 | +26.0% | 835,287 | +46.2% | 0.07% | +35.2% |
| GSIT | Sell | GSI Technology Inc. | $5,019,000 | -44.5% | 572,965 | -45.7% | 0.07% | -41.2% |
| CSWC | Sell | Capital Southwest Corp. | $4,977,000 | -60.5% | 228,297 | -62.0% | 0.07% | -58.2% |
| STRT | Sell | Strattec Security Corp. | $4,752,000 | -52.3% | 238,807 | -42.2% | 0.06% | -49.6% |
| XOM | Sell | Exxon Mobil Corp. | $4,685,000 | -7.9% | 66,356 | -0.0% | 0.06% | -3.1% |
| ALOT | Buy | AstroNova, Inc. | $4,540,000 | -22.9% | 280,763 | +23.2% | 0.06% | -18.9% |
| BK | Sell | Bank of New York Mellon Corp. | $4,518,000 | +2.3% | 99,936 | -0.1% | 0.06% | +9.1% |
| PRCP | Sell | Perceptron, Inc. | $4,313,000 | -40.8% | 900,044 | -45.1% | 0.06% | -38.0% |
| ALYA | Sell | Alithya Group Inc.cl a sub vtg | $3,975,000 | -53.2% | 1,343,006 | -58.6% | 0.05% | -50.5% |
| MOV | Sell | Movado Group Inc. | $3,899,000 | -50.3% | 156,825 | -46.0% | 0.05% | -46.9% |
| ENZ | Buy | Enzo Biochem, Inc. | $3,695,000 | +238.7% | 1,026,313 | +217.1% | 0.05% | +250.0% |
| APA | Sell | Apache Corp. | $3,379,000 | -11.6% | 131,980 | -0.0% | 0.04% | -6.2% |
| EMKR | Sell | EMCORE Corporation | $3,414,000 | -52.0% | 1,112,170 | -48.5% | 0.04% | -49.4% |
| QCOM | Sell | QUALCOMM Inc. | $2,979,000 | -83.5% | 39,056 | -83.5% | 0.04% | -82.3% |
| ACIA | Sell | Acacia Communications, Inc. | $2,909,000 | +38.7% | 44,487 | -0.0% | 0.04% | +50.0% |
| PCTI | Sell | PCTEL, Inc. | $2,826,000 | -38.1% | 336,434 | -67.4% | 0.04% | -33.3% |
| EQC | Buy | Equity Commonwealth | $2,776,000 | +136.9% | 81,043 | +124.8% | 0.04% | +146.7% |
| CVU | Sell | CPI Aerostructures, Inc. | $2,612,000 | -35.4% | 317,783 | -33.9% | 0.04% | -31.4% |
| ASPN | Sell | Aspen Aerogels Inc. | $2,630,000 | -45.7% | 444,331 | -34.6% | 0.04% | -42.6% |
| NVS | Sell | Novartis AG ADRadr | $2,493,000 | -5.7% | 28,688 | -1.0% | 0.03% | 0.0% |
| JCAP | Sell | Jernigan Capital, Inc. | $2,238,000 | -46.3% | 116,246 | -42.8% | 0.03% | -42.3% |
| WAAS | New | AquaVenture Holdings Limited | $2,182,000 | – | 112,275 | – | 0.03% | – |
| SYNC | Sell | Synacor, Inc. | $2,167,000 | -57.6% | 1,547,567 | -52.7% | 0.03% | -54.7% |
| OESX | Sell | Orion Energy Systems, Inc. | $1,739,000 | -45.7% | 610,242 | -43.4% | 0.02% | -42.5% |
| FN | Buy | Fabrinet | $1,536,000 | +43.4% | 29,376 | +36.3% | 0.02% | +53.8% |
| GIFI | Sell | Gulf Island Fabrication, Inc. | $1,083,000 | -58.4% | 202,338 | -44.9% | 0.01% | -57.6% |
| RBCN | Sell | Rubicon Technology, Inc. | $1,034,000 | -14.3% | 108,015 | -25.7% | 0.01% | -6.7% |
| PCYO | Sell | Pure Cycle Corp. | $748,000 | -24.1% | 72,797 | -21.7% | 0.01% | -16.7% |
| RUBI | Sell | The Rubicon Project, Inc. | $467,000 | -31.9% | 53,651 | -50.3% | 0.01% | -33.3% |
| CRWS | Sell | Crown Crafts, Inc. | $357,000 | -3.8% | 57,111 | -27.6% | 0.01% | 0.0% |
| AXTI | Sell | AXT Inc. | $245,000 | -34.8% | 68,944 | -27.3% | 0.00% | -40.0% |
| DRAD | Sell | Digirad Corp. | $87,000 | -68.9% | 19,529 | -51.8% | 0.00% | -75.0% |
| AETI | Exit | Stabilis Energy Inc | $0 | – | -134,891 | – | -0.00% | – |
| GLAE | Exit | GlassBridge Enterprises Inc. | $0 | – | -468,751 | – | -0.00% | – |
| EXPD | Exit | Expeditors Intl of Washington | $0 | – | -21,033 | – | -0.02% | – |
| BID | Exit | Sotheby's | $0 | – | -83,552 | – | -0.06% | – |
| OAK | Exit | Oaktree Capital Group LLC | $0 | – | -199,408 | – | -0.12% | – |
| TNAV | Exit | Telenav Inc. | $0 | – | -1,343,437 | – | -0.14% | – |
| BSMX | Exit | Banco Santander Mexico SA ADRadr | $0 | – | -1,692,701 | – | -0.16% | – |
| OXY | Exit | Occidental Petroleum Corp. | $0 | – | -293,195 | – | -0.18% | – |
| SO | Exit | Southern Co. | $0 | – | -279,387 | – | -0.19% | – |
| CLB | Exit | Core Laboratories N.V. | $0 | – | -448,977 | – | -0.30% | – |
Q2 2019
| Value | Shares | ↓ Weighting | ||||||
|---|---|---|---|---|---|---|---|---|
| MSFT | New | Microsoft Corp. | $305,856,000 | – | 2,283,189 | – | 3.84% | – |
| PM | New | Philip Morris Intl, Inc. | $276,490,000 | – | 3,520,818 | – | 3.47% | – |
| FAF | New | First American Financial Corp. | $215,978,000 | – | 4,021,932 | – | 2.71% | – |
| LAZ | New | Lazard Ltd. | $197,365,000 | – | 5,739,016 | – | 2.48% | – |
| KMT | New | Kennametal, Inc. | $194,736,000 | – | 5,264,557 | – | 2.44% | – |
| BIDU | New | Baidu, Inc. ADRadr | $193,798,000 | – | 1,651,311 | – | 2.43% | – |
| SJM | New | J.M. Smucker Co. | $177,130,000 | – | 1,537,719 | – | 2.22% | – |
| GILD | New | Gilead Sciences, Inc. | $168,422,000 | – | 2,492,927 | – | 2.12% | – |
| IPG | New | Interpublic Group of Cos., Inc. | $163,947,000 | – | 7,257,522 | – | 2.06% | – |
| NTRS | New | Northern Trust Corp. | $161,939,000 | – | 1,799,327 | – | 2.03% | – |
| LH | New | Laboratory Corp. of America Holdings | $159,209,000 | – | 920,817 | – | 2.00% | – |
| MSGN | New | MSG Networks, Inc. | $156,723,000 | – | 7,556,573 | – | 1.97% | – |
| SRCL | New | Stericycle Inc. | $155,547,000 | – | 3,257,536 | – | 1.95% | – |
| MAT | New | Mattel, Inc. | $153,537,000 | – | 13,696,438 | – | 1.93% | – |
| SLCA | New | U.S. Silica Holdings, Inc. | $153,068,000 | – | 11,967,811 | – | 1.92% | – |
| KKR | New | KKR & Co Inc. | $147,882,000 | – | 5,852,060 | – | 1.86% | – |
| ZBRA | New | Zebra Technologies Corp. | $146,365,000 | – | 698,672 | – | 1.84% | – |
| SNA | New | Snap-on, Inc. | $139,278,000 | – | 840,846 | – | 1.75% | – |
| JNJ | New | Johnson & Johnson | $132,352,000 | – | 950,255 | – | 1.66% | – |
| NLSN | New | Nielsen Holdings plc | $127,861,000 | – | 5,657,563 | – | 1.61% | – |
| KEYS | New | Keysight Technologies, Inc. | $127,629,000 | – | 1,421,098 | – | 1.60% | – |
| BRKB | New | Berkshire Hathaway Inc. | $121,536,000 | – | 570,136 | – | 1.53% | – |
| CRL | New | Charles River Laboratories Intl, Inc. | $115,720,000 | – | 815,507 | – | 1.45% | – |
| JLL | New | JLL | $113,506,000 | – | 806,778 | – | 1.42% | – |
| VIAB | New | Viacom, Inc. | $113,376,000 | – | 3,795,661 | – | 1.42% | – |
| SSD | New | Simpson Manufacturing Co., Inc. | $112,598,000 | – | 1,694,228 | – | 1.41% | – |
| NOK | New | Nokia Corp. ADRadr | $110,761,000 | – | 22,107,902 | – | 1.39% | – |
| TAP | New | Molson Coors Brewing Co. | $99,521,000 | – | 1,777,160 | – | 1.25% | – |
| TGNA | New | TEGNA, Inc. | $97,859,000 | – | 6,459,366 | – | 1.23% | – |
| MHK | New | Mohawk Industries, Inc. | $97,024,000 | – | 657,923 | – | 1.22% | – |
| CBRE | New | CBRE Group, Inc. | $95,081,000 | – | 1,853,428 | – | 1.19% | – |
| SWK | New | Stanley Black & Decker, Inc. | $92,686,000 | – | 640,937 | – | 1.16% | – |
| AFL | New | Aflac, Inc. | $88,313,000 | – | 1,611,250 | – | 1.11% | – |
| MTSC | New | MTS Systems Corp. | $85,457,000 | – | 1,460,058 | – | 1.07% | – |
| ZBH | New | Zimmer Biomet Holdings, Inc. | $83,151,000 | – | 706,227 | – | 1.04% | – |
| BWA | New | BorgWarner, Inc. | $82,451,000 | – | 1,964,059 | – | 1.04% | – |
| VZ | New | Verizon Communications Inc. | $82,277,000 | – | 1,440,172 | – | 1.03% | – |
| RCL | New | Royal Caribbean Cruises Ltd. | $80,166,000 | – | 661,381 | – | 1.01% | – |
| LFUS | New | Littelfuse, Inc. | $78,265,000 | – | 442,402 | – | 0.98% | – |
| MDP | New | Meredith Corp. | $75,947,000 | – | 1,379,356 | – | 0.95% | – |
| SLB | New | Schlumberger Ltd. | $74,900,000 | – | 1,884,751 | – | 0.94% | – |
| KN | New | Knowles Corporation | $73,261,000 | – | 4,001,125 | – | 0.92% | – |
| PGR | New | Progressive Corp. | $73,272,000 | – | 916,702 | – | 0.92% | – |
| BOKF | New | BOK Financial Corp. | $72,404,000 | – | 959,244 | – | 0.91% | – |
| BIO | New | Bio-Rad Laboratories, Inc. | $72,308,000 | – | 231,318 | – | 0.91% | – |
| EOG | New | EOG Resources Inc. | $65,984,000 | – | 708,282 | – | 0.83% | – |
| CBS | New | CBS Corp. | $64,228,000 | – | 1,287,125 | – | 0.81% | – |
| PXD | New | Pioneer Natural Resources Co | $63,381,000 | – | 411,940 | – | 0.80% | – |
| DOX | New | Amdocs Ltd. | $60,671,000 | – | 977,154 | – | 0.76% | – |
| GSK | New | GlaxoSmithKline plc ADRadr | $59,043,000 | – | 1,475,330 | – | 0.74% | – |
| MSGS | New | The Madison Square Garden Co. | $56,160,000 | – | 200,615 | – | 0.70% | – |
| OMC | New | Omnicom Group, Inc. | $56,093,000 | – | 684,479 | – | 0.70% | – |
| FLR | New | Fluor Corp. | $55,489,000 | – | 1,647,033 | – | 0.70% | – |
| BRC | New | Brady Corp. | $54,572,000 | – | 1,106,482 | – | 0.68% | – |
| ITW | New | Illinois Tool Works, Inc. | $54,233,000 | – | 359,612 | – | 0.68% | – |
| WLTW | New | Willis Towers Watson plc | $52,226,000 | – | 272,662 | – | 0.66% | – |
| CHL | New | China Mobile Ltd. ADRadr | $49,733,000 | – | 1,098,095 | – | 0.62% | – |
| HLI | New | Houlihan Lokey, Inc. | $48,498,000 | – | 1,089,117 | – | 0.61% | – |
| MAS | New | Masco Corporation | $46,046,000 | – | 1,173,447 | – | 0.58% | – |
| AXE | New | Anixter Intl, Inc. | $45,593,000 | – | 763,582 | – | 0.57% | – |
| TMO | New | Thermo Fisher Scientific, Inc. | $44,534,000 | – | 151,641 | – | 0.56% | – |
| ATGE | New | Adtalem Global Education, Inc. | $42,277,000 | – | 938,436 | – | 0.53% | – |
| AMG | New | Affiliated Managers Group, Inc. | $42,159,000 | – | 457,553 | – | 0.53% | – |
| JHG | New | Janus Henderson Group plc | $41,916,000 | – | 1,958,684 | – | 0.53% | – |
| DGX | New | Quest Diagnostics Inc. | $40,725,000 | – | 400,014 | – | 0.51% | – |
| CAH | New | Cardinal Health, Inc. | $40,523,000 | – | 860,367 | – | 0.51% | – |
| BCO | New | Brink's Co. | $38,024,000 | – | 468,396 | – | 0.48% | – |
| FICO | New | Fair Isaac Corp. | $37,454,000 | – | 119,272 | – | 0.47% | – |
| WU | New | Western Union Co. | $37,299,000 | – | 1,875,269 | – | 0.47% | – |
| KMX | New | CarMax Inc. | $36,227,000 | – | 417,221 | – | 0.46% | – |
| BX | New | Blackstone Group Inc | $34,524,000 | – | 777,213 | – | 0.43% | – |
| TPR | New | Tapestry, Inc. | $32,477,000 | – | 1,023,539 | – | 0.41% | – |
| VEA | New | Vanguard FTSE Developed ETFetf | $31,021,000 | – | 743,722 | – | 0.39% | – |
| GNRC | New | Generac Holdings Inc. | $29,860,000 | – | 430,194 | – | 0.38% | – |
| TS | New | Tenaris ADRadr | $27,000,000 | – | 1,026,210 | – | 0.34% | – |
| MEI | New | Methode Electronics Inc. | $26,043,000 | – | 911,549 | – | 0.33% | – |
| COST | New | Costco Wholesale Corp. | $24,480,000 | – | 92,635 | – | 0.31% | – |
| NOV | New | National Oilwell Varco | $24,421,000 | – | 1,098,548 | – | 0.31% | – |
| KIN | New | Kindred Biosciences, Inc. | $23,731,000 | – | 2,848,808 | – | 0.30% | – |
| CLB | New | Core Laboratories N.V. | $23,473,000 | – | 448,977 | – | 0.30% | – |
| JWN | New | Nordstrom, Inc. | $20,964,000 | – | 657,992 | – | 0.26% | – |
| TISI | New | Team, Inc. | $20,497,000 | – | 1,337,917 | – | 0.26% | – |
| BSAC | New | Banco Santander-Chile ADRadr | $20,338,000 | – | 679,761 | – | 0.26% | – |
| USB | New | U.S. Bancorp | $19,942,000 | – | 380,580 | – | 0.25% | – |
| TIF | New | Tiffany & Co. | $18,716,000 | – | 199,874 | – | 0.24% | – |
| CNTY | New | Century Casinos, Inc. | $18,443,000 | – | 1,901,309 | – | 0.23% | – |
| QCOM | New | QUALCOMM Inc. | $18,023,000 | – | 236,924 | – | 0.23% | – |
| COWN | New | Cowen Inc. | $17,638,000 | – | 1,026,078 | – | 0.22% | – |
| KFY | New | Korn/Ferry International | $15,856,000 | – | 395,714 | – | 0.20% | – |
| TILE | New | Interface, Inc. | $15,515,000 | – | 1,012,066 | – | 0.20% | – |
| SO | New | Southern Co. | $15,445,000 | – | 279,387 | – | 0.19% | – |
| OXY | New | Occidental Petroleum Corp. | $14,742,000 | – | 293,195 | – | 0.18% | – |
| ORBC | New | ORBCOMM, Inc. | $14,625,000 | – | 2,017,210 | – | 0.18% | – |
| BSMX | New | Banco Santander Mexico SA ADRadr | $12,949,000 | – | 1,692,701 | – | 0.16% | – |
| GRBK | New | Green Brick Partners Inc. | $12,712,000 | – | 1,529,688 | – | 0.16% | – |
| CSWC | New | Capital Southwest Corp. | $12,596,000 | – | 601,256 | – | 0.16% | – |
| RST | New | Rosetta Stone Inc. | $11,978,000 | – | 523,530 | – | 0.15% | – |
| MIND | New | Mitcham Industries, Inc. | $11,746,000 | – | 2,973,689 | – | 0.15% | – |
| BTN | New | Ballantyne Strong, Inc. | $11,592,000 | – | 3,588,813 | – | 0.15% | – |
| ICE | New | IntercontinentalExchange, Inc. | $11,368,000 | – | 132,284 | – | 0.14% | – |
| ORCL | New | Oracle Corp. | $11,209,000 | – | 196,757 | – | 0.14% | – |
| LAKE | New | Lakeland Industries, Inc. | $11,020,000 | – | 983,899 | – | 0.14% | – |
| TNAV | New | Telenav Inc. | $10,747,000 | – | 1,343,437 | – | 0.14% | – |
| RNWK | New | RealNetworks, Inc. | $10,754,000 | – | 5,659,928 | – | 0.14% | – |
| SFE | New | Safeguard Scientifics Inc. | $10,443,000 | – | 865,193 | – | 0.13% | – |
| STRT | New | Strattec Security Corp. | $9,954,000 | – | 413,013 | – | 0.12% | – |
| OAK | New | Oaktree Capital Group LLC | $9,879,000 | – | 199,408 | – | 0.12% | – |
| TURN | New | 180 Degree Capital Corp. | $9,674,000 | – | 4,913,205 | – | 0.12% | – |
| HNGR | New | Hanger, Inc. | $9,549,000 | – | 498,643 | – | 0.12% | – |
| GSIT | New | GSI Technology Inc. | $9,051,000 | – | 1,056,120 | – | 0.11% | – |
| FL | New | Foot Locker, Inc. | $9,025,000 | – | 215,301 | – | 0.11% | – |
| HMN | New | Horace Mann Educators Corp. | $9,005,000 | – | 223,493 | – | 0.11% | – |
| LMT | New | Lockheed Martin Corp. | $8,844,000 | – | 24,327 | – | 0.11% | – |
| ALYA | New | Alithya Group Inc.cl a sub vtg | $8,498,000 | – | 3,243,611 | – | 0.11% | – |
| VT | New | Vanguard Total World Stock Index Fd (ETF)etf | $8,471,000 | – | 112,709 | – | 0.11% | – |
| CPIX | New | Cumberland Pharmaceuticals, Inc. | $8,161,000 | – | 1,281,104 | – | 0.10% | – |
| MOV | New | Movado Group Inc. | $7,843,000 | – | 290,482 | – | 0.10% | – |
| MOS | New | Mosaic Co. | $7,464,000 | – | 298,199 | – | 0.09% | – |
| TRC | New | Tejon Ranch Co. | $7,516,000 | – | 453,054 | – | 0.09% | – |
| GS | New | Goldman Sachs Group, Inc. | $7,303,000 | – | 35,692 | – | 0.09% | – |
| PRCP | New | Perceptron, Inc. | $7,290,000 | – | 1,638,116 | – | 0.09% | – |
| MATW | New | Matthews Intl Corp. | $7,346,000 | – | 210,776 | – | 0.09% | – |
| ACTG | New | Acacia Research Corp. | $7,190,000 | – | 2,428,943 | – | 0.09% | – |
| EMKR | New | EMCORE Corporation | $7,108,000 | – | 2,160,338 | – | 0.09% | – |
| ALOT | New | AstroNova, Inc. | $5,889,000 | – | 227,910 | – | 0.07% | – |
| IWN | New | iShares Russell 2000V ETFetf | $5,760,000 | – | 47,800 | – | 0.07% | – |
| SYNC | New | Synacor, Inc. | $5,107,000 | – | 3,273,919 | – | 0.06% | – |
| XOM | New | Exxon Mobil Corp. | $5,086,000 | – | 66,367 | – | 0.06% | – |
| ASPN | New | Aspen Aerogels Inc. | $4,847,000 | – | 679,817 | – | 0.06% | – |
| BID | New | Sotheby's | $4,857,000 | – | 83,552 | – | 0.06% | – |
| PCTI | New | PCTEL, Inc. | $4,565,000 | – | 1,030,471 | – | 0.06% | – |
| BK | New | Bank of New York Mellon Corp. | $4,416,000 | – | 100,014 | – | 0.06% | – |
| GAIA | New | Gaia, Inc. | $4,332,000 | – | 571,463 | – | 0.05% | – |
| JCAP | New | Jernigan Capital, Inc. | $4,166,000 | – | 203,226 | – | 0.05% | – |
| CVU | New | CPI Aerostructures, Inc. | $4,046,000 | – | 481,113 | – | 0.05% | – |
| APA | New | Apache Corp. | $3,824,000 | – | 132,011 | – | 0.05% | – |
| OESX | New | Orion Energy Systems, Inc. | $3,201,000 | – | 1,077,734 | – | 0.04% | – |
| GIFI | New | Gulf Island Fabrication, Inc. | $2,605,000 | – | 366,932 | – | 0.03% | – |
| NVS | New | Novartis AG ADRadr | $2,645,000 | – | 28,969 | – | 0.03% | – |
| ACIA | New | Acacia Communications, Inc. | $2,098,000 | – | 44,489 | – | 0.03% | – |
| EXPD | New | Expeditors Intl of Washington | $1,596,000 | – | 21,033 | – | 0.02% | – |
| RBCN | New | Rubicon Technology, Inc. | $1,206,000 | – | 145,316 | – | 0.02% | – |
| EQC | New | Equity Commonwealth | $1,172,000 | – | 36,049 | – | 0.02% | – |
| ENZ | New | Enzo Biochem, Inc. | $1,091,000 | – | 323,615 | – | 0.01% | – |
| ACWX | New | ISHARES MSCI ACWI EX US ETFetf | $1,075,000 | – | 22,999 | – | 0.01% | – |
| FN | New | Fabrinet | $1,071,000 | – | 21,556 | – | 0.01% | – |
| PCYO | New | Pure Cycle Corp. | $986,000 | – | 92,990 | – | 0.01% | – |
| RUBI | New | The Rubicon Project, Inc. | $686,000 | – | 107,858 | – | 0.01% | – |
| CRWS | New | Crown Crafts, Inc. | $371,000 | – | 78,850 | – | 0.01% | – |
| AXTI | New | AXT Inc. | $376,000 | – | 94,896 | – | 0.01% | – |
| DRAD | New | Digirad Corp. | $280,000 | – | 40,528 | – | 0.00% | – |
| GLAE | New | GlassBridge Enterprises Inc. | $145,000 | – | 468,751 | – | 0.00% | – |
| AETI | New | Stabilis Energy Inc | $94,000 | – | 134,891 | – | 0.00% | – |
Q4 2018
| Value | Shares | ↓ Weighting | ||||||
|---|---|---|---|---|---|---|---|---|
| GLAE | Exit | GlassBridge Enterprises Inc. | $0 | – | -816,748 | – | -0.01% | – |
| AETI | Exit | American Electric Technologies, Inc. | $0 | – | -685,288 | – | -0.01% | – |
| PCYO | Exit | Pure Cycle Corp. | $0 | – | -90,075 | – | -0.01% | – |
| AXTI | Exit | AXT Inc. | $0 | – | -165,743 | – | -0.01% | – |
| CRWS | Exit | Crown Crafts, Inc. | $0 | – | -249,879 | – | -0.02% | – |
| AUTO | Exit | AutoWeb Inc. | $0 | – | -480,662 | – | -0.02% | – |
| DRAD | Exit | Digirad Corp. | $0 | – | -940,343 | – | -0.02% | – |
| SRE | Exit | Sempra Energy | $0 | – | -13,429 | – | -0.02% | – |
| DFS | Exit | Discover Financial Services | $0 | – | -22,994 | – | -0.02% | – |
| RBCN | Exit | Rubicon Technology, Inc. | $0 | – | -224,775 | – | -0.02% | – |
| ACIA | Exit | Acacia Communications, Inc. | $0 | – | -50,764 | – | -0.02% | – |
| RUBI | Exit | Rubicon Project Inc. | $0 | – | -620,120 | – | -0.02% | – |
| JCAP | Exit | Jernigan Capital, Inc. | $0 | – | -160,406 | – | -0.03% | – |
| P | Exit | Pandora Media, Inc. | $0 | – | -341,880 | – | -0.04% | – |
| GOLD | Exit | Barrick Gold Corp. | $0 | – | -330,572 | – | -0.04% | – |
| MOV | Exit | Movado Group Inc. | $0 | – | -88,200 | – | -0.04% | – |
| OESX | Exit | Orion Energy Systems, Inc. | $0 | – | -4,648,359 | – | -0.05% | – |
| AYI | Exit | Acuity Brands | $0 | – | -31,678 | – | -0.06% | – |
| BK | Exit | Bank of New York Mellon Corp. | $0 | – | -103,076 | – | -0.06% | – |
| GS | Exit | Goldman Sachs Group, Inc. | $0 | – | -23,343 | – | -0.06% | – |
| EXPD | Exit | Expeditors Intl of Washington | $0 | – | -75,708 | – | -0.06% | – |
| GIFI | Exit | Gulf Island Fabrication, Inc. | $0 | – | -598,585 | – | -0.07% | – |
| NVS | Exit | Novartis AG ADRadr | $0 | – | -70,379 | – | -0.07% | – |
| SEAC | Exit | SeaChange Intl, Inc. | $0 | – | -3,359,775 | – | -0.07% | – |
| SYNC | Exit | Synacor, Inc. | $0 | – | -4,010,712 | – | -0.07% | – |
| APA | Exit | Apache Corp. | $0 | – | -136,456 | – | -0.07% | – |
| CVU | Exit | CPI Aerostructures, Inc. | $0 | – | -819,857 | – | -0.08% | – |
| CARS | Exit | Cars.com Inc. | $0 | – | -253,959 | – | -0.08% | – |
| FL | Exit | Foot Locker, Inc. | $0 | – | -141,905 | – | -0.08% | – |
| CPIX | Exit | Cumberland Pharmaceuticals, Inc. | $0 | – | -1,290,317 | – | -0.08% | – |
| XOM | Exit | Exxon Mobil Corp. | $0 | – | -90,267 | – | -0.08% | – |
| MATW | Exit | Matthews Intl Corp. | $0 | – | -155,458 | – | -0.09% | – |
| ACTG | Exit | Acacia Research Corp. | $0 | – | -2,514,436 | – | -0.09% | – |
| ASPN | Exit | Aspen Aerogels Inc. | $0 | – | -1,838,989 | – | -0.09% | – |
| FN | Exit | Fabrinet | $0 | – | -181,933 | – | -0.09% | – |
| PRCP | Exit | Perceptron, Inc. | $0 | – | -914,619 | – | -0.10% | – |
| MOS | Exit | Mosaic Co. | $0 | – | -282,355 | – | -0.10% | – |
| TPR | Exit | Tapestry, Inc. | $0 | – | -196,192 | – | -0.11% | – |
| LMT | Exit | Lockheed Martin Corp. | $0 | – | -28,769 | – | -0.11% | – |
| HNGR | Exit | Hanger, Inc. | $0 | – | -476,407 | – | -0.11% | – |
| TURN | Exit | 180 Degree Capital Corp | $0 | – | -4,794,034 | – | -0.12% | – |
| PCTI | Exit | PCTEL, Inc. | $0 | – | -2,279,817 | – | -0.12% | – |
| BID | Exit | Sotheby's | $0 | – | -218,279 | – | -0.12% | – |
| ORCL | Exit | Oracle Corp. | $0 | – | -211,438 | – | -0.12% | – |
| ACWX | Exit | ISHARES MSCI ACWI EX US ETFetf | $0 | – | -231,557 | – | -0.12% | – |
| LAKE | Exit | Lakeland Industries, Inc. | $0 | – | -833,499 | – | -0.12% | – |
| ALOT | Exit | AstroNova, Inc. | $0 | – | -519,221 | – | -0.12% | – |
| HMN | Exit | Horace Mann Educators Corp. | $0 | – | -248,883 | – | -0.12% | – |
| BSMX | Exit | Banco Santander Mexico SA ADRadr | $0 | – | -1,460,990 | – | -0.13% | – |
| EMKR | Exit | Emcore Corporation | $0 | – | -2,412,864 | – | -0.13% | – |
| TRC | Exit | Tejon Ranch Co. | $0 | – | -567,727 | – | -0.14% | – |
| MIND | Exit | Mitcham Industries, Inc. | $0 | – | -2,973,954 | – | -0.14% | – |
| QCOM | Exit | QUALCOMM Inc. | $0 | – | -174,200 | – | -0.14% | – |
| GSIT | Exit | GSI Technology Inc. | $0 | – | -1,828,255 | – | -0.14% | – |
| BTN | Exit | Ballantyne Strong, Inc. | $0 | – | -3,381,466 | – | -0.15% | – |
| EDGW | Exit | Edgewater Technology Inc. | $0 | – | -2,822,590 | – | -0.16% | – |
| STRT | Exit | Strattec Security Corp. | $0 | – | -398,196 | – | -0.16% | – |
| RST | Exit | Rosetta Stone Inc. | $0 | – | -854,882 | – | -0.19% | – |
| AFHIF | Exit | Atlas Financial Holdings, Inc. | $0 | – | -1,734,710 | – | -0.19% | – |
| SFE | Exit | Safeguard Scientifics Inc. | $0 | – | -1,874,240 | – | -0.19% | – |
| CSWC | Exit | Capital Southwest Corp. | $0 | – | -1,021,415 | – | -0.22% | – |
| TNAV | Exit | Telenav Inc. | $0 | – | -3,852,180 | – | -0.22% | – |
| ORBC | Exit | ORBCOMM, Inc. | $0 | – | -1,870,680 | – | -0.22% | – |
| USB | Exit | U.S. Bancorp | $0 | – | -393,774 | – | -0.23% | – |
| RNWK | Exit | RealNetworks, Inc. | $0 | – | -7,204,679 | – | -0.24% | – |
| GRBK | Exit | Green Brick Partners Inc. | $0 | – | -2,117,354 | – | -0.24% | – |
| ICE | Exit | IntercontinentalExchange, Inc. | $0 | – | -299,763 | – | -0.25% | – |
| OXY | Exit | Occidental Petroleum Corp. | $0 | – | -278,664 | – | -0.25% | – |
| TILE | Exit | Interface, Inc. | $0 | – | -1,121,525 | – | -0.29% | – |
| DNB | Exit | Dun & Bradstreet Corp. | $0 | – | -190,431 | – | -0.30% | – |
| BCO | Exit | Brink's Co. | $0 | – | -401,432 | – | -0.31% | – |
| DGX | Exit | Quest Diagnostics Inc. | $0 | – | -260,261 | – | -0.31% | – |
| BSAC | Exit | Banco Santander-Chile ADRadr | $0 | – | -897,525 | – | -0.32% | – |
| CNTY | Exit | Century Casinos, Inc. | $0 | – | -3,904,555 | – | -0.32% | – |
| TS | Exit | Tenaris ADRadr | $0 | – | -889,534 | – | -0.33% | – |
| COWN | Exit | Cowen Inc. | $0 | – | -1,843,566 | – | -0.33% | – |
| KIN | Exit | Kindred Biosciences, Inc. | $0 | – | -2,176,012 | – | -0.34% | – |
| COST | Exit | Costco Wholesale Corp. | $0 | – | -138,012 | – | -0.36% | – |
| DOX | Exit | Amdocs Ltd. | $0 | – | -501,877 | – | -0.37% | – |
| AMG | Exit | Affiliated Managers Group, Inc. | $0 | – | -267,897 | – | -0.41% | – |
| MEI | Exit | Methode Electronics Inc. | $0 | – | -1,012,375 | – | -0.41% | – |
| TISI | Exit | Team, Inc. | $0 | – | -1,664,477 | – | -0.42% | – |
| VEA | Exit | Vanguard FTSE Developed ETFetf | $0 | – | -882,433 | – | -0.42% | – |
| SO | Exit | Southern Co. | $0 | – | -885,251 | – | -0.43% | – |
| BX | Exit | Blackstone Group L.P. | $0 | – | -1,055,375 | – | -0.44% | – |
| MHK | Exit | Mohawk Industries, Inc. | $0 | – | -243,219 | – | -0.47% | – |
| FICO | Exit | Fair Isaac Corp. | $0 | – | -198,475 | – | -0.50% | – |
| LFUS | Exit | Littelfuse, Inc. | $0 | – | -234,146 | – | -0.51% | – |
| NOV | Exit | National Oilwell Varco | $0 | – | -1,088,679 | – | -0.52% | – |
| CAH | Exit | Cardinal Health, Inc. | $0 | – | -927,657 | – | -0.56% | – |
| JWN | Exit | Nordstrom, Inc. | $0 | – | -850,962 | – | -0.56% | – |
| WLTW | Exit | Willis Towers Watson plc | $0 | – | -380,844 | – | -0.59% | – |
| CHL | Exit | China Mobile Ltd. ADRadr | $0 | – | -1,100,340 | – | -0.60% | – |
| BOKF | Exit | BOK Financial Corp. | $0 | – | -555,898 | – | -0.60% | – |
| EOG | Exit | EOG Resources Inc. | $0 | – | -434,418 | – | -0.61% | – |
| ATGE | Exit | Adtalem Global Education, Inc. | $0 | – | -1,185,289 | – | -0.63% | – |
| CLB | Exit | Core Laboratories N.V. | $0 | – | -500,360 | – | -0.64% | – |
| ITW | Exit | Illinois Tool Works, Inc. | $0 | – | -425,214 | – | -0.66% | – |
| HLI | Exit | Houlihan Lokey, Inc. | $0 | – | -1,388,621 | – | -0.69% | – |
| FLR | Exit | Fluor Corp. | $0 | – | -1,083,011 | – | -0.70% | – |
| PXD | Exit | Pioneer Natural Resources Co | $0 | – | -362,754 | – | -0.70% | – |
| JHG | Exit | Janus Henderson Group plc | $0 | – | -2,371,639 | – | -0.71% | – |
| AXP | Exit | American Express Co. | $0 | – | -605,168 | – | -0.71% | – |
| PGR | Exit | Progressive Corp. | $0 | – | -916,909 | – | -0.72% | – |
| ISCA | Exit | International Speedway Corp. | $0 | – | -1,513,750 | – | -0.73% | – |
| GSK | Exit | GlaxoSmithKline plc ADRadr | $0 | – | -1,705,128 | – | -0.76% | – |
| CBS | Exit | CBS Corp. | $0 | – | -1,241,544 | – | -0.79% | – |
| MDP | Exit | Meredith Corp. | $0 | – | -1,403,625 | – | -0.79% | – |
| VZ | Exit | Verizon Communications Inc. | $0 | – | -1,354,173 | – | -0.80% | – |
| BWA | Exit | BorgWarner, Inc. | $0 | – | -1,696,170 | – | -0.80% | – |
| BIO | Exit | Bio-Rad Laboratories, Inc. | $0 | – | -232,661 | – | -0.81% | – |
| OMC | Exit | Omnicom Group, Inc. | $0 | – | -1,118,798 | – | -0.84% | – |
| TMO | Exit | Thermo Fisher Scientific, Inc. | $0 | – | -315,897 | – | -0.85% | – |
| AXE | Exit | Anixter Intl, Inc. | $0 | – | -1,105,270 | – | -0.86% | – |
| BRC | Exit | Brady Corp. | $0 | – | -1,791,085 | – | -0.87% | – |
| WU | Exit | Western Union Co. | $0 | – | -4,112,165 | – | -0.87% | – |
| CBRE | Exit | CBRE Group, Inc. | $0 | – | -1,889,877 | – | -0.92% | – |
| OAK | Exit | Oaktree Capital Group LLC | $0 | – | -2,079,001 | – | -0.95% | – |
| MSGS | Exit | The Madison Square Garden Co. | $0 | – | -275,259 | – | -0.96% | – |
| RCL | Exit | Royal Caribbean Cruises Ltd. | $0 | – | -694,050 | – | -1.00% | – |
| MTSC | Exit | MTS Systems Corp. | $0 | – | -1,746,141 | – | -1.06% | – |
| SWK | Exit | Stanley Black & Decker, Inc. | $0 | – | -657,626 | – | -1.07% | – |
| BRSWQ | Exit | Bristow Group, Inc. | $0 | – | -8,186,048 | – | -1.10% | – |
| JLL | Exit | JLL | $0 | – | -715,900 | – | -1.14% | – |
| AFL | Exit | AFLAC, Inc. | $0 | – | -2,203,665 | – | -1.15% | – |
| SLB | Exit | Schlumberger Ltd. | $0 | – | -1,731,746 | – | -1.17% | – |
| SRCL | Exit | Stericycle Inc. | $0 | – | -1,914,750 | – | -1.24% | – |
| TGNA | Exit | TEGNA, Inc. | $0 | – | -9,886,434 | – | -1.31% | – |
| ZBH | Exit | Zimmer Biomet Holdings, Inc. | $0 | – | -904,186 | – | -1.32% | – |
| BRKB | Exit | Berkshire Hathaway Inc. | $0 | – | -560,217 | – | -1.33% | – |
| SSD | Exit | Simpson Manufacturing Co., Inc. | $0 | – | -1,774,558 | – | -1.42% | – |
| NOK | Exit | Nokia Corp. ADRadr | $0 | – | -24,133,162 | – | -1.49% | – |
| VIAB | Exit | Viacom, Inc. | $0 | – | -4,079,675 | – | -1.52% | – |
| JNJ | Exit | Johnson & Johnson | $0 | – | -1,024,773 | – | -1.57% | – |
| NLSN | Exit | Nielsen Holdings plc | $0 | – | -5,440,749 | – | -1.67% | – |
| SLCA | Exit | U.S. Silica Holdings, Inc. | $0 | – | -8,432,203 | – | -1.76% | – |
| KKR | Exit | KKR & Co. Inc. | $0 | – | -5,899,119 | – | -1.78% | – |
| CRL | Exit | Charles River Laboratories Intl, Inc. | $0 | – | -1,253,966 | – | -1.87% | – |
| IPG | Exit | Interpublic Group of Cos., Inc. | $0 | – | -7,377,194 | – | -1.87% | – |
| SNA | Exit | Snap-On, Inc. | $0 | – | -919,680 | – | -1.87% | – |
| LH | Exit | Laboratory Corp. of America Holdings | $0 | – | -1,012,147 | – | -1.95% | – |
| MAT | Exit | Mattel, Inc. | $0 | – | -11,360,760 | – | -1.98% | – |
| NTRS | Exit | Northern Trust Corp. | $0 | – | -1,749,189 | – | -1.98% | – |
| SJM | Exit | J.M. Smucker Co. | $0 | – | -1,762,452 | – | -2.00% | – |
| ZBRA | Exit | Zebra Technologies Corp. | $0 | – | -1,038,737 | – | -2.03% | – |
| GILD | Exit | Gilead Sciences, Inc. | $0 | – | -2,404,049 | – | -2.06% | – |
| KEYS | Exit | Keysight Technologies, Inc. | $0 | – | -2,818,898 | – | -2.07% | – |
| PM | Exit | Philip Morris Intl, Inc. | $0 | – | -2,375,940 | – | -2.14% | – |
| MSGN | Exit | MSG Networks, Inc. | $0 | – | -7,986,279 | – | -2.28% | – |
| LAZ | Exit | Lazard Ltd. | $0 | – | -4,539,483 | – | -2.42% | – |
| FAF | Exit | First American Financial Corp. | $0 | – | -4,446,929 | – | -2.54% | – |
| KMT | Exit | Kennametal, Inc. | $0 | – | -5,499,868 | – | -2.65% | – |
| BIDU | Exit | Baidu, Inc. ADRadr | $0 | – | -1,282,642 | – | -3.25% | – |
| MSFT | Exit | Microsoft Corp. | $0 | – | -2,852,714 | – | -3.61% | – |
Q3 2018
| Value | Shares | ↓ Weighting | ||||||
|---|---|---|---|---|---|---|---|---|
| MSFT | Buy | Microsoft Corp. | $326,265,000 | +18.9% | 2,852,714 | +2.5% | 3.61% | +17.3% |
| BIDU | Buy | Baidu, Inc. ADRadr | $293,315,000 | +1.9% | 1,282,642 | +8.3% | 3.25% | +0.6% |
| KMT | Buy | Kennametal, Inc. | $239,574,000 | +22.2% | 5,499,868 | +0.7% | 2.65% | +20.6% |
| FAF | Sell | First American Financial Corp. | $229,417,000 | -1.9% | 4,446,929 | -1.6% | 2.54% | -3.2% |
| LAZ | Buy | Lazard Ltd. | $218,485,000 | +0.8% | 4,539,483 | +2.4% | 2.42% | -0.6% |
| MSGN | Sell | MSG Networks, Inc. | $206,046,000 | -5.6% | 7,986,279 | -12.4% | 2.28% | -6.8% |
| PM | Buy | Philip Morris Intl, Inc. | $193,734,000 | +9.7% | 2,375,940 | +8.6% | 2.14% | +8.2% |
| KEYS | Sell | Keysight Technologies, Inc. | $186,837,000 | -18.2% | 2,818,898 | -27.2% | 2.07% | -19.3% |
| GILD | Buy | Gilead Sciences, Inc. | $185,617,000 | +12.5% | 2,404,049 | +3.2% | 2.06% | +11.0% |
| ZBRA | Sell | Zebra Technologies Corp. | $183,680,000 | +20.7% | 1,038,737 | -2.3% | 2.03% | +19.1% |
| SJM | Sell | J.M. Smucker Co. | $180,845,000 | -4.8% | 1,762,452 | -0.3% | 2.00% | -6.1% |
| NTRS | Sell | Northern Trust Corp. | $178,645,000 | -4.1% | 1,749,189 | -3.4% | 1.98% | -5.4% |
| MAT | Buy | Mattel, Inc. | $178,364,000 | -2.9% | 11,360,760 | +1.6% | 1.98% | -4.2% |
| LH | Sell | Laboratory Corp. of America Holdings | $175,790,000 | -13.6% | 1,012,147 | -10.7% | 1.95% | -14.7% |
| SNA | Sell | Snap-On, Inc. | $168,853,000 | +13.0% | 919,680 | -1.1% | 1.87% | +11.5% |
| CRL | Sell | Charles River Laboratories Intl, Inc. | $168,709,000 | +14.1% | 1,253,966 | -4.8% | 1.87% | +12.5% |
| IPG | Sell | Interpublic Group of Cos., Inc. | $168,716,000 | -6.6% | 7,377,194 | -4.3% | 1.87% | -7.8% |
| KKR | New | KKR & Co. Inc. | $160,869,000 | – | 5,899,119 | – | 1.78% | – |
| SLCA | Buy | U.S. Silica Holdings, Inc. | $158,778,000 | +6.5% | 8,432,203 | +45.4% | 1.76% | +5.1% |
| NLSN | Buy | Nielsen Holdings plc | $150,491,000 | -0.5% | 5,440,749 | +11.2% | 1.67% | -1.9% |
| JNJ | Buy | Johnson & Johnson | $141,593,000 | +16.4% | 1,024,773 | +2.3% | 1.57% | +15.0% |
| VIAB | Buy | Viacom, Inc. | $137,730,000 | +29.2% | 4,079,675 | +15.4% | 1.52% | +27.5% |
| NOK | Sell | Nokia Corp. ADRadr | $134,663,000 | -3.4% | 24,133,162 | -0.4% | 1.49% | -4.7% |
| SSD | Sell | Simpson Manufacturing Co., Inc. | $128,584,000 | +13.4% | 1,774,558 | -2.7% | 1.42% | +11.9% |
| BRKB | Buy | Berkshire Hathaway Inc. | $119,948,000 | +16.5% | 560,217 | +1.5% | 1.33% | +14.9% |
| ZBH | Sell | Zimmer Biomet Holdings, Inc. | $118,873,000 | +13.2% | 904,186 | -4.1% | 1.32% | +11.6% |
| TGNA | Buy | TEGNA, Inc. | $118,242,000 | +10.3% | 9,886,434 | +0.0% | 1.31% | +8.8% |
| SRCL | Buy | Stericycle Inc. | $112,358,000 | +97.8% | 1,914,750 | +120.1% | 1.24% | +95.3% |
| SLB | Buy | Schlumberger Ltd. | $105,498,000 | +33.1% | 1,731,746 | +46.5% | 1.17% | +31.4% |
| AFL | Sell | AFLAC, Inc. | $103,727,000 | +7.7% | 2,203,665 | -1.6% | 1.15% | +6.3% |
| JLL | Sell | JLL | $103,319,000 | -14.7% | 715,900 | -1.9% | 1.14% | -15.9% |
| BRSWQ | Sell | Bristow Group, Inc. | $99,297,000 | -26.2% | 8,186,048 | -14.1% | 1.10% | -27.2% |
| SWK | Buy | Stanley Black & Decker, Inc. | $96,303,000 | +21.1% | 657,626 | +9.9% | 1.07% | +19.5% |
| MTSC | Buy | MTS Systems Corp. | $95,601,000 | +4.3% | 1,746,141 | +0.3% | 1.06% | +3.0% |
| MSGS | Sell | The Madison Square Garden Co. | $86,795,000 | -24.7% | 275,259 | -26.0% | 0.96% | -25.7% |
| OAK | Buy | Oaktree Capital Group LLC | $86,071,000 | +24.8% | 2,079,001 | +22.5% | 0.95% | +23.1% |
| CBRE | Sell | CBRE Group, Inc. | $83,344,000 | -7.7% | 1,889,877 | -0.0% | 0.92% | -8.9% |
| BRC | Sell | Brady Corp. | $78,360,000 | +8.9% | 1,791,085 | -4.0% | 0.87% | +7.6% |
| WU | Buy | Western Union Co. | $78,378,000 | -6.2% | 4,112,165 | +0.0% | 0.87% | -7.5% |
| AXE | Sell | Anixter Intl, Inc. | $77,700,000 | -3.3% | 1,105,270 | -12.9% | 0.86% | -4.7% |
| TMO | Sell | Thermo Fisher Scientific, Inc. | $77,104,000 | +11.1% | 315,897 | -5.7% | 0.85% | +9.6% |
| OMC | Buy | Omnicom Group, Inc. | $76,101,000 | -1.8% | 1,118,798 | +10.1% | 0.84% | -3.0% |
| BIO | Buy | Bio-Rad Laboratories, Inc. | $72,821,000 | +8.8% | 232,661 | +0.3% | 0.81% | +7.3% |
| BWA | Sell | BorgWarner, Inc. | $72,562,000 | -0.9% | 1,696,170 | -0.0% | 0.80% | -2.2% |
| VZ | Buy | Verizon Communications Inc. | $72,299,000 | +12.1% | 1,354,173 | +5.6% | 0.80% | +10.6% |
| MDP | Buy | Meredith Corp. | $71,655,000 | +9.6% | 1,403,625 | +9.5% | 0.79% | +8.0% |
| CBS | Buy | CBS Corp. | $71,327,000 | +10.7% | 1,241,544 | +8.3% | 0.79% | +9.3% |
| ISCA | Sell | International Speedway Corp. | $66,302,000 | -16.7% | 1,513,750 | -15.0% | 0.73% | -17.9% |
| PGR | Sell | Progressive Corp. | $65,137,000 | +19.7% | 916,909 | -0.4% | 0.72% | +18.0% |
| AXP | Sell | American Express Co. | $64,444,000 | -25.4% | 605,168 | -31.3% | 0.71% | -26.3% |
| JHG | Buy | Janus Henderson Group plc | $63,939,000 | -12.1% | 2,371,639 | +0.2% | 0.71% | -13.2% |
| PXD | Buy | Pioneer Natural Resources Co | $63,188,000 | -6.2% | 362,754 | +1.9% | 0.70% | -7.4% |
| FLR | Buy | Fluor Corp. | $62,923,000 | +22.2% | 1,083,011 | +2.6% | 0.70% | +20.6% |
| HLI | Sell | Houlihan Lokey, Inc. | $62,391,000 | -18.1% | 1,388,621 | -6.6% | 0.69% | -19.2% |
| ITW | Sell | Illinois Tool Works, Inc. | $60,006,000 | +1.5% | 425,214 | -0.3% | 0.66% | +0.2% |
| CLB | Buy | Core Laboratories N.V. | $57,957,000 | -6.5% | 500,360 | +1.9% | 0.64% | -7.6% |
| ATGE | Sell | Adtalem Global Education, Inc. | $57,131,000 | -29.2% | 1,185,289 | -29.3% | 0.63% | -30.1% |
| EOG | Buy | EOG Resources Inc. | $55,419,000 | +4.4% | 434,418 | +1.8% | 0.61% | +3.0% |
| BOKF | Buy | BOK Financial Corp. | $54,078,000 | +12.6% | 555,898 | +8.8% | 0.60% | +11.1% |
| CHL | Buy | China Mobile Ltd. ADRadr | $53,840,000 | +10.2% | 1,100,340 | +0.0% | 0.60% | +8.8% |
| WLTW | Sell | Willis Towers Watson plc | $53,676,000 | -11.7% | 380,844 | -5.0% | 0.59% | -12.9% |
| JWN | Sell | Nordstrom, Inc. | $50,896,000 | -3.7% | 850,962 | -16.7% | 0.56% | -4.9% |
| CAH | Sell | Cardinal Health, Inc. | $50,093,000 | +10.3% | 927,657 | -0.3% | 0.56% | +8.8% |
| NOV | Sell | National Oilwell Varco | $46,900,000 | -23.4% | 1,088,679 | -22.9% | 0.52% | -24.5% |
| LFUS | Buy | Littelfuse, Inc. | $46,335,000 | -8.9% | 234,146 | +5.1% | 0.51% | -10.0% |
| FICO | Sell | Fair Isaac Corp. | $45,361,000 | +2.2% | 198,475 | -13.6% | 0.50% | +0.8% |
| MHK | Buy | Mohawk Industries, Inc. | $42,648,000 | -8.6% | 243,219 | +11.7% | 0.47% | -9.8% |
| BX | Buy | Blackstone Group L.P. | $40,189,000 | +36.4% | 1,055,375 | +15.3% | 0.44% | +34.4% |
| SO | Buy | Southern Co. | $38,597,000 | -4.2% | 885,251 | +1.7% | 0.43% | -5.5% |
| VEA | Sell | Vanguard FTSE Developed ETFetf | $38,183,000 | -14.1% | 882,433 | -14.8% | 0.42% | -15.2% |
| TISI | Sell | Team, Inc. | $37,451,000 | -25.6% | 1,664,477 | -23.6% | 0.42% | -26.5% |
| MEI | Buy | Methode Electronics Inc. | $36,648,000 | +3.9% | 1,012,375 | +15.7% | 0.41% | +2.5% |
| AMG | New | Affiliated Managers Group, Inc. | $36,627,000 | – | 267,897 | – | 0.41% | – |
| DOX | Buy | Amdocs Ltd. | $33,114,000 | +560.0% | 501,877 | +562.1% | 0.37% | +555.4% |
| COST | Sell | Costco Wholesale Corp. | $32,416,000 | -32.6% | 138,012 | -40.0% | 0.36% | -33.4% |
| KIN | Sell | Kindred Biosciences, Inc. | $30,355,000 | +28.5% | 2,176,012 | -1.9% | 0.34% | +26.8% |
| COWN | Sell | Cowen Inc. | $30,050,000 | +1.1% | 1,843,566 | -14.1% | 0.33% | 0.0% |
| TS | Buy | Tenaris ADRadr | $29,817,000 | -6.8% | 889,534 | +1.2% | 0.33% | -8.1% |
| CNTY | Buy | Century Casinos, Inc. | $29,128,000 | -7.8% | 3,904,555 | +8.2% | 0.32% | -8.8% |
| BSAC | Buy | Banco Santander-Chile ADRadr | $28,703,000 | +5.8% | 897,525 | +4.0% | 0.32% | +4.6% |
| DGX | Buy | Quest Diagnostics Inc. | $28,085,000 | +4.9% | 260,261 | +6.8% | 0.31% | +3.3% |
| BCO | Buy | Brink's Co. | $28,000,000 | +11.0% | 401,432 | +26.9% | 0.31% | +9.5% |
| DNB | Sell | Dun & Bradstreet Corp. | $27,138,000 | -70.6% | 190,431 | -74.7% | 0.30% | -71.0% |
| TILE | Buy | Interface, Inc. | $26,188,000 | +15.6% | 1,121,525 | +13.6% | 0.29% | +14.2% |
| OXY | Buy | Occidental Petroleum Corp. | $22,898,000 | +1.2% | 278,664 | +3.0% | 0.25% | 0.0% |
| ICE | Buy | IntercontinentalExchange, Inc. | $22,449,000 | +4.9% | 299,763 | +3.0% | 0.25% | +3.8% |
| GRBK | Buy | Green Brick Partners Inc. | $21,385,000 | +27.0% | 2,117,354 | +23.2% | 0.24% | +25.4% |
| RNWK | Buy | RealNetworks, Inc. | $21,182,000 | -17.7% | 7,204,679 | +3.5% | 0.24% | -18.7% |
| USB | Buy | U.S. Bancorp | $20,795,000 | +8.7% | 393,774 | +3.0% | 0.23% | +7.0% |
| ORBC | Sell | ORBCOMM, Inc. | $20,316,000 | -16.2% | 1,870,680 | -22.1% | 0.22% | -17.3% |
| CSWC | Sell | Capital Southwest Corp. | $19,386,000 | +3.0% | 1,021,415 | -1.7% | 0.22% | +1.9% |
| TNAV | Buy | Telenav Inc. | $19,454,000 | -9.5% | 3,852,180 | +0.3% | 0.22% | -10.8% |
| SFE | Buy | Safeguard Scientifics Inc. | $17,524,000 | -13.1% | 1,874,240 | +19.0% | 0.19% | -14.2% |
| AFHIF | Buy | Atlas Financial Holdings, Inc. | $17,434,000 | +22.3% | 1,734,710 | +6.5% | 0.19% | +20.6% |
| RST | Sell | Rosetta Stone Inc. | $17,004,000 | -18.1% | 854,882 | -34.0% | 0.19% | -19.3% |
| STRT | Buy | Strattec Security Corp. | $14,196,000 | +25.0% | 398,196 | +7.1% | 0.16% | +23.6% |
| EDGW | Buy | Edgewater Technology Inc. | $14,169,000 | -6.3% | 2,822,590 | +1.2% | 0.16% | -7.6% |
| BTN | Buy | Ballantyne Strong, Inc. | $13,526,000 | -15.4% | 3,381,466 | +2.6% | 0.15% | -16.2% |
| GSIT | Buy | GSI Technology Inc. | $12,615,000 | -1.5% | 1,828,255 | +7.4% | 0.14% | -2.8% |
| QCOM | New | QUALCOMM Inc. | $12,548,000 | – | 174,200 | – | 0.14% | – |
| MIND | Buy | Mitcham Industries, Inc. | $12,342,000 | +3.9% | 2,973,954 | +0.6% | 0.14% | +3.0% |
| TRC | Buy | Tejon Ranch Co. | $12,325,000 | -5.0% | 567,727 | +6.3% | 0.14% | -6.8% |
| EMKR | Buy | Emcore Corporation | $11,461,000 | -0.9% | 2,412,864 | +5.3% | 0.13% | -2.3% |
| BSMX | Buy | Banco Santander Mexico SA ADRadr | $11,337,000 | +19.2% | 1,460,990 | +2.7% | 0.13% | +17.8% |
| ALOT | Sell | AstroNova, Inc. | $11,215,000 | +10.5% | 519,221 | -3.5% | 0.12% | +8.8% |
| HMN | Buy | Horace Mann Educators Corp. | $11,175,000 | +1.1% | 248,883 | +0.4% | 0.12% | 0.0% |
| LAKE | Buy | Lakeland Industries, Inc. | $11,086,000 | +65.0% | 833,499 | +75.5% | 0.12% | +64.0% |
| ORCL | Sell | Oracle Corp. | $10,902,000 | +17.0% | 211,438 | -0.0% | 0.12% | +15.2% |
| BID | Sell | Sotheby's | $10,737,000 | -45.9% | 218,279 | -40.2% | 0.12% | -46.6% |
| PCTI | Sell | PCTEL, Inc. | $10,601,000 | -26.8% | 2,279,817 | -1.8% | 0.12% | -28.2% |
| TURN | Sell | 180 Degree Capital Corp | $10,407,000 | -8.8% | 4,794,034 | -2.9% | 0.12% | -10.2% |
| HNGR | Sell | Hanger, Inc. | $9,924,000 | +11.4% | 476,407 | -9.3% | 0.11% | +10.0% |
| TPR | Buy | Tapestry, Inc. | $9,863,000 | +10.8% | 196,192 | +3.0% | 0.11% | +9.0% |
| MOS | Sell | Mosaic Co. | $9,171,000 | +15.8% | 282,355 | -0.0% | 0.10% | +14.6% |
| PRCP | Buy | Perceptron, Inc. | $8,918,000 | +2.3% | 914,619 | +10.7% | 0.10% | +1.0% |
| FN | Sell | Fabrinet | $8,416,000 | +25.2% | 181,933 | -0.1% | 0.09% | +24.0% |
| ASPN | Buy | Aspen Aerogels Inc. | $8,404,000 | +3.4% | 1,838,989 | +10.9% | 0.09% | +2.2% |
| MATW | Buy | Matthews Intl Corp. | $7,796,000 | -14.3% | 155,458 | +0.5% | 0.09% | -15.7% |
| XOM | Sell | Exxon Mobil Corp. | $7,675,000 | +2.8% | 90,267 | -0.0% | 0.08% | +1.2% |
| CPIX | Sell | Cumberland Pharmaceuticals, Inc. | $7,368,000 | -7.9% | 1,290,317 | -1.1% | 0.08% | -8.9% |
| FL | Buy | Foot Locker, Inc. | $7,234,000 | -0.3% | 141,905 | +3.0% | 0.08% | -1.2% |
| CARS | Buy | Cars.com Inc. | $7,012,000 | -2.3% | 253,959 | +0.5% | 0.08% | -3.7% |
| CVU | Buy | CPI Aerostructures, Inc. | $6,846,000 | -16.0% | 819,857 | +5.6% | 0.08% | -16.5% |
| APA | Sell | Apache Corp. | $6,505,000 | +1.9% | 136,456 | -0.0% | 0.07% | 0.0% |
| SYNC | Buy | Synacor, Inc. | $6,417,000 | -19.3% | 4,010,712 | +0.9% | 0.07% | -20.2% |
| NVS | Buy | Novartis AG ADRadr | $6,064,000 | +16.3% | 70,379 | +2.0% | 0.07% | +13.6% |
| SEAC | Sell | SeaChange Intl, Inc. | $6,014,000 | -48.5% | 3,359,775 | -1.7% | 0.07% | -48.9% |
| GIFI | Buy | Gulf Island Fabrication, Inc. | $5,956,000 | +14.9% | 598,585 | +4.0% | 0.07% | +13.8% |
| EXPD | Buy | Expeditors Intl of Washington | $5,567,000 | +2.1% | 75,708 | +1.5% | 0.06% | +1.6% |
| BK | Sell | Bank of New York Mellon Corp. | $5,256,000 | -5.5% | 103,076 | -0.1% | 0.06% | -6.5% |
| GS | Buy | Goldman Sachs Group, Inc. | $5,234,000 | +4.7% | 23,343 | +3.0% | 0.06% | +3.6% |
| AYI | Buy | Acuity Brands | $4,980,000 | +38.4% | 31,678 | +2.0% | 0.06% | +37.5% |
| OESX | Sell | Orion Energy Systems, Inc. | $4,462,000 | -13.8% | 4,648,359 | -1.2% | 0.05% | -15.5% |
| GOLD | Sell | Barrick Gold Corp. | $3,663,000 | -59.6% | 330,572 | -52.1% | 0.04% | -59.8% |
| P | Sell | Pandora Media, Inc. | $3,251,000 | -35.8% | 341,880 | -46.8% | 0.04% | -36.8% |
| JCAP | New | Jernigan Capital, Inc. | $3,094,000 | – | 160,406 | – | 0.03% | – |
| ACIA | New | Acacia Communications, Inc. | $2,100,000 | – | 50,764 | – | 0.02% | – |
| RBCN | Buy | Rubicon Technology, Inc. | $2,018,000 | +18.9% | 224,775 | +4.5% | 0.02% | +15.8% |
| DFS | Sell | Discover Financial Services | $1,758,000 | -87.0% | 22,994 | -88.1% | 0.02% | -87.5% |
| SRE | Sell | Sempra Energy | $1,528,000 | -93.9% | 13,429 | -93.8% | 0.02% | -94.0% |
| CRWS | Buy | Crown Crafts, Inc. | $1,424,000 | +58.6% | 249,879 | +58.5% | 0.02% | +60.0% |
| DRAD | Buy | Digirad Corp. | $1,411,000 | +10.3% | 940,343 | +13.9% | 0.02% | +14.3% |
| AUTO | Sell | AutoWeb Inc. | $1,423,000 | -39.5% | 480,662 | -7.7% | 0.02% | -38.5% |
| AXTI | Sell | AXT Inc. | $1,185,000 | -40.8% | 165,743 | -41.6% | 0.01% | -40.9% |
| PCYO | Buy | Pure Cycle Corp. | $1,040,000 | +216.1% | 90,075 | +161.7% | 0.01% | +200.0% |
| GLAE | Sell | GlassBridge Enterprises Inc. | $466,000 | -29.8% | 816,748 | -0.4% | 0.01% | -28.6% |
| DVD | Exit | Dover Motorsports, Inc. | $0 | – | -241,817 | – | -0.01% | – |
| SPAR | Exit | Spartan Motors Inc. | $0 | – | -33,404 | – | -0.01% | – |
| SNY | Exit | Sanofi-Aventisadr | $0 | – | -17,790 | – | -0.01% | – |
| VT | Exit | Vanguard Total World Stock Index Fd (ETF)etf | $0 | – | -24,189 | – | -0.02% | – |
| DCMYY | Exit | NTT Docomo Inc. ADRadr | $0 | – | -76,950 | – | -0.02% | – |
| MN | Exit | Manning & Napier, Inc. | $0 | – | -992,478 | – | -0.04% | – |
| LNDC | Exit | Landec Corp. | $0 | – | -322,595 | – | -0.05% | – |
| MBFI | Exit | MB Financial, Inc. | $0 | – | -127,296 | – | -0.07% | – |
| TSCO | Exit | Tractor Supply | $0 | – | -87,581 | – | -0.08% | – |
| GLUU | Exit | Glu Mobile Inc. | $0 | – | -1,058,243 | – | -0.08% | – |
| KKR | Exit | KKR & Co. L.P. | $0 | – | -6,761,084 | – | -1.88% | – |
Q2 2018
| Value | Shares | ↓ Weighting | ||||||
|---|---|---|---|---|---|---|---|---|
| BIDU | New | Baidu, Inc. ADRadr | $287,727,000 | – | 1,184,062 | – | 3.23% | – |
| MSFT | New | Microsoft Corp. | $274,357,000 | – | 2,782,243 | – | 3.08% | – |
| FAF | New | First American Financial Corp. | $233,762,000 | – | 4,519,761 | – | 2.62% | – |
| KEYS | New | Keysight Technologies, Inc. | $228,510,000 | – | 3,871,085 | – | 2.56% | – |
| MSGN | New | MSG Networks, Inc. | $218,289,000 | – | 9,114,348 | – | 2.45% | – |
| LAZ | New | Lazard Ltd. | $216,836,000 | – | 4,433,359 | – | 2.43% | – |
| LH | New | Laboratory Corp. of America Holdings | $203,491,000 | – | 1,133,465 | – | 2.28% | – |
| KMT | New | Kennametal, Inc. | $195,992,000 | – | 5,459,382 | – | 2.20% | – |
| SJM | New | J.M. Smucker Co. | $189,967,000 | – | 1,767,460 | – | 2.13% | – |
| NTRS | New | Northern Trust Corp. | $186,227,000 | – | 1,809,965 | – | 2.09% | – |
| MAT | New | Mattel, Inc. | $183,639,000 | – | 11,183,832 | – | 2.06% | – |
| IPG | New | Interpublic Group of Cos., Inc. | $180,635,000 | – | 7,706,271 | – | 2.03% | – |
| PM | New | Philip Morris Intl, Inc. | $176,636,000 | – | 2,187,710 | – | 1.98% | – |
| KKR | New | KKR & Co. L.P. | $168,013,000 | – | 6,761,084 | – | 1.88% | – |
| GILD | New | Gilead Sciences, Inc. | $165,005,000 | – | 2,329,260 | – | 1.85% | – |
| ZBRA | New | Zebra Technologies Corp. | $152,229,000 | – | 1,062,680 | – | 1.71% | – |
| NLSN | New | Nielsen Holdings plc | $151,293,000 | – | 4,891,462 | – | 1.70% | – |
| SNA | New | Snap-On, Inc. | $149,459,000 | – | 929,933 | – | 1.68% | – |
| SLCA | New | U.S. Silica Holdings, Inc. | $149,019,000 | – | 5,800,668 | – | 1.67% | – |
| CRL | New | Charles River Laboratories Intl, Inc. | $147,912,000 | – | 1,317,586 | – | 1.66% | – |
| NOK | New | Nokia Corp. ADRadr | $139,393,000 | – | 24,242,239 | – | 1.56% | – |
| BRSWQ | New | Bristow Group, Inc. | $134,535,000 | – | 9,534,740 | – | 1.51% | – |
| JNJ | New | Johnson & Johnson | $121,602,000 | – | 1,002,162 | – | 1.36% | – |
| JLL | New | JLL | $121,191,000 | – | 730,113 | – | 1.36% | – |
| MSGS | New | The Madison Square Garden Co. | $115,324,000 | – | 371,786 | – | 1.29% | – |
| SSD | New | Simpson Manufacturing Co., Inc. | $113,380,000 | – | 1,823,128 | – | 1.27% | – |
| TGNA | New | TEGNA, Inc. | $107,223,000 | – | 9,882,320 | – | 1.20% | – |
| VIAB | New | Viacom, Inc. | $106,631,000 | – | 3,535,519 | – | 1.20% | – |
| ZBH | New | Zimmer Biomet Holdings, Inc. | $105,040,000 | – | 942,571 | – | 1.18% | – |
| BRKB | New | Berkshire Hathaway Inc. | $102,978,000 | – | 551,717 | – | 1.16% | – |
| AFL | New | AFLAC, Inc. | $96,341,000 | – | 2,239,458 | – | 1.08% | – |
| DNB | New | Dun & Bradstreet Corp. | $92,379,000 | – | 753,190 | – | 1.04% | – |
| MTSC | New | MTS Systems Corp. | $91,618,000 | – | 1,740,129 | – | 1.03% | – |
| CBRE | New | CBRE Group, Inc. | $90,261,000 | – | 1,890,673 | – | 1.01% | – |
| AXP | New | American Express Co. | $86,329,000 | – | 880,912 | – | 0.97% | – |
| WU | New | Western Union Co. | $83,562,000 | – | 4,110,274 | – | 0.94% | – |
| ATGE | New | Adtalem Global Education, Inc. | $80,684,000 | – | 1,677,418 | – | 0.90% | – |
| AXE | New | Anixter Intl, Inc. | $80,349,000 | – | 1,269,344 | – | 0.90% | – |
| ISCA | New | International Speedway Corp. | $79,631,000 | – | 1,781,444 | – | 0.89% | – |
| SWK | New | Stanley Black & Decker, Inc. | $79,499,000 | – | 598,592 | – | 0.89% | – |
| SLB | New | Schlumberger Ltd. | $79,238,000 | – | 1,182,121 | – | 0.89% | – |
| OMC | New | Omnicom Group, Inc. | $77,469,000 | – | 1,015,724 | – | 0.87% | – |
| HLI | New | Houlihan Lokey, Inc. | $76,170,000 | – | 1,487,106 | – | 0.86% | – |
| BWA | New | BorgWarner, Inc. | $73,235,000 | – | 1,696,836 | – | 0.82% | – |
| JHG | New | Janus Henderson Group plc | $72,754,000 | – | 2,367,518 | – | 0.82% | – |
| RCL | New | Royal Caribbean Cruises Ltd. | $71,904,000 | – | 694,050 | – | 0.81% | – |
| BRC | New | Brady Corp. | $71,955,000 | – | 1,866,529 | – | 0.81% | – |
| TMO | New | Thermo Fisher Scientific, Inc. | $69,387,000 | – | 334,978 | – | 0.78% | – |
| OAK | New | Oaktree Capital Group LLC | $68,973,000 | – | 1,696,756 | – | 0.77% | – |
| GSK | New | GlaxoSmithKline plc ADRadr | $68,734,000 | – | 1,705,128 | – | 0.77% | – |
| PXD | New | Pioneer Natural Resources Co | $67,366,000 | – | 355,984 | – | 0.76% | – |
| BIO | New | Bio-Rad Laboratories, Inc. | $66,934,000 | – | 231,976 | – | 0.75% | – |
| MDP | New | Meredith Corp. | $65,371,000 | – | 1,281,789 | – | 0.73% | – |
| VZ | New | Verizon Communications Inc. | $64,489,000 | – | 1,281,823 | – | 0.72% | – |
| CBS | New | CBS Corp. | $64,447,000 | – | 1,146,334 | – | 0.72% | – |
| CLB | New | Core Laboratories N.V. | $61,958,000 | – | 490,915 | – | 0.70% | – |
| NOV | New | National Oilwell Varco | $61,264,000 | – | 1,411,604 | – | 0.69% | – |
| WLTW | New | Willis Towers Watson plc | $60,779,000 | – | 400,915 | – | 0.68% | – |
| ITW | New | Illinois Tool Works, Inc. | $59,101,000 | – | 426,600 | – | 0.66% | – |
| SRCL | New | Stericycle Inc. | $56,793,000 | – | 869,852 | – | 0.64% | – |
| PGR | New | Progressive Corp. | $54,434,000 | – | 920,272 | – | 0.61% | – |
| EOG | New | EOG Resources Inc. | $53,092,000 | – | 426,678 | – | 0.60% | – |
| JWN | New | Nordstrom, Inc. | $52,875,000 | – | 1,021,143 | – | 0.59% | – |
| FLR | New | Fluor Corp. | $51,507,000 | – | 1,055,914 | – | 0.58% | – |
| LFUS | New | Littelfuse, Inc. | $50,839,000 | – | 222,801 | – | 0.57% | – |
| TISI | New | Team, Inc. | $50,334,000 | – | 2,178,962 | – | 0.56% | – |
| CHL | New | China Mobile Ltd. ADRadr | $48,842,000 | – | 1,100,299 | – | 0.55% | – |
| BOKF | New | BOK Financial Corp. | $48,041,000 | – | 511,018 | – | 0.54% | – |
| COST | New | Costco Wholesale Corp. | $48,062,000 | – | 229,982 | – | 0.54% | – |
| MHK | New | Mohawk Industries, Inc. | $46,651,000 | – | 217,719 | – | 0.52% | – |
| CAH | New | Cardinal Health, Inc. | $45,428,000 | – | 930,324 | – | 0.51% | – |
| VEA | New | Vanguard FTSE Developed ETFetf | $44,454,000 | – | 1,036,217 | – | 0.50% | – |
| FICO | New | Fair Isaac Corp. | $44,383,000 | – | 229,585 | – | 0.50% | – |
| SO | New | Southern Co. | $40,305,000 | – | 870,337 | – | 0.45% | – |
| MEI | New | Methode Electronics Inc. | $35,276,000 | – | 875,325 | – | 0.40% | – |
| TS | New | Tenaris ADRadr | $31,978,000 | – | 878,750 | – | 0.36% | – |
| CNTY | New | Century Casinos, Inc. | $31,580,000 | – | 3,609,149 | – | 0.35% | – |
| COWN | New | Cowen Inc. | $29,713,000 | – | 2,145,366 | – | 0.33% | – |
| BX | New | Blackstone Group L.P. | $29,456,000 | – | 915,624 | – | 0.33% | – |
| BSAC | New | Banco Santander-Chile ADRadr | $27,136,000 | – | 863,364 | – | 0.30% | – |
| DGX | New | Quest Diagnostics Inc. | $26,781,000 | – | 243,599 | – | 0.30% | – |
| RNWK | New | RealNetworks, Inc. | $25,751,000 | – | 6,959,612 | – | 0.29% | – |
| BCO | New | Brink's Co. | $25,220,000 | – | 316,237 | – | 0.28% | – |
| SRE | New | Sempra Energy | $25,211,000 | – | 217,127 | – | 0.28% | – |
| ORBC | New | ORBCOMM, Inc. | $24,240,000 | – | 2,399,961 | – | 0.27% | – |
| KIN | New | Kindred Biosciences, Inc. | $23,628,000 | – | 2,218,612 | – | 0.26% | – |
| OXY | New | Occidental Petroleum Corp. | $22,630,000 | – | 270,437 | – | 0.25% | – |
| TILE | New | Interface, Inc. | $22,659,000 | – | 987,315 | – | 0.25% | – |
| TNAV | New | Telenav Inc. | $21,508,000 | – | 3,840,700 | – | 0.24% | – |
| ICE | New | IntercontinentalExchange, Inc. | $21,406,000 | – | 291,045 | – | 0.24% | – |
| RST | New | Rosetta Stone Inc. | $20,758,000 | – | 1,294,970 | – | 0.23% | – |
| SFE | New | Safeguard Scientifics Inc. | $20,163,000 | – | 1,575,258 | – | 0.23% | – |
| BID | New | Sotheby's | $19,847,000 | – | 365,244 | – | 0.22% | – |
| USB | New | U.S. Bancorp | $19,128,000 | – | 382,407 | – | 0.22% | – |
| CSWC | New | Capital Southwest Corp. | $18,826,000 | – | 1,039,515 | – | 0.21% | – |
| GRBK | New | Green Brick Partners Inc. | $16,845,000 | – | 1,718,846 | – | 0.19% | – |
| BTN | New | Ballantyne Strong, Inc. | $15,988,000 | – | 3,296,508 | – | 0.18% | – |
| EDGW | New | Edgewater Technology Inc. | $15,119,000 | – | 2,789,490 | – | 0.17% | – |
| PCTI | New | PCTEL, Inc. | $14,482,000 | – | 2,320,817 | – | 0.16% | – |
| AFHIF | New | Atlas Financial Holdings, Inc. | $14,256,000 | – | 1,629,226 | – | 0.16% | – |
| DFS | New | Discover Financial Services | $13,559,000 | – | 192,579 | – | 0.15% | – |
| TRC | New | Tejon Ranch Co. | $12,972,000 | – | 533,836 | – | 0.15% | – |
| GSIT | New | GSI Technology Inc. | $12,805,000 | – | 1,702,758 | – | 0.14% | – |
| MIND | New | Mitcham Industries, Inc. | $11,879,000 | – | 2,954,868 | – | 0.13% | – |
| SEAC | New | SeaChange Intl, Inc. | $11,686,000 | – | 3,417,075 | – | 0.13% | – |
| EMKR | New | Emcore Corporation | $11,569,000 | – | 2,290,816 | – | 0.13% | – |
| TURN | New | 180 Degree Capital Corp | $11,406,000 | – | 4,937,746 | – | 0.13% | – |
| STRT | New | Strattec Security Corp. | $11,358,000 | – | 371,796 | – | 0.13% | – |
| HMN | New | Horace Mann Educators Corp. | $11,056,000 | – | 247,883 | – | 0.12% | – |
| ACWX | New | IShares MSCI ACWI Ex US ETFetf | $10,941,000 | – | 231,557 | – | 0.12% | – |
| ACTG | New | Acacia Research Corp. | $10,435,000 | – | 2,514,436 | – | 0.12% | – |
| ALOT | New | AstroNova, Inc. | $10,145,000 | – | 538,207 | – | 0.11% | – |
| BSMX | New | Banco Santander Mexico SA ADRadr | $9,513,000 | – | 1,422,038 | – | 0.11% | – |
| ORCL | New | Oracle Corp. | $9,317,000 | – | 211,467 | – | 0.10% | – |
| MATW | New | Matthews Intl Corp. | $9,094,000 | – | 154,658 | – | 0.10% | – |
| GOLD | New | Barrick Gold Corp. | $9,058,000 | – | 689,855 | – | 0.10% | – |
| HNGR | New | Hanger, Inc. | $8,907,000 | – | 525,206 | – | 0.10% | – |
| TPR | New | Tapestry, Inc. | $8,901,000 | – | 190,568 | – | 0.10% | – |
| PRCP | New | Perceptron, Inc. | $8,714,000 | – | 825,986 | – | 0.10% | – |
| LMT | New | Lockheed Martin Corp. | $8,499,000 | – | 28,769 | – | 0.10% | – |
| CVU | New | CPI Aerostructures, Inc. | $8,150,000 | – | 776,157 | – | 0.09% | – |
| ASPN | New | Aspen Aerogels Inc. | $8,124,000 | – | 1,657,889 | – | 0.09% | – |
| CPIX | New | Cumberland Pharmaceuticals, Inc. | $8,000,000 | – | 1,305,052 | – | 0.09% | – |
| MOS | New | Mosaic Co. | $7,923,000 | – | 282,463 | – | 0.09% | – |
| SYNC | New | Synacor, Inc. | $7,953,000 | – | 3,976,412 | – | 0.09% | – |
| XOM | New | Exxon Mobil Corp. | $7,469,000 | – | 90,287 | – | 0.08% | – |
| FL | New | Foot Locker, Inc. | $7,254,000 | – | 137,771 | – | 0.08% | – |
| CARS | New | Cars.com Inc. | $7,176,000 | – | 252,759 | – | 0.08% | – |
| GLUU | New | Glu Mobile Inc. | $6,783,000 | – | 1,058,243 | – | 0.08% | – |
| LAKE | New | Lakeland Industries, Inc. | $6,718,000 | – | 474,799 | – | 0.08% | – |
| FN | New | Fabrinet | $6,721,000 | – | 182,189 | – | 0.08% | – |
| TSCO | New | Tractor Supply | $6,699,000 | – | 87,581 | – | 0.08% | – |
| APA | New | Apache Corp. | $6,381,000 | – | 136,492 | – | 0.07% | – |
| MBFI | New | MB Financial, Inc. | $5,945,000 | – | 127,296 | – | 0.07% | – |
| BK | New | Bank of New York Mellon Corp. | $5,562,000 | – | 103,130 | – | 0.06% | – |
| EXPD | New | Expeditors Intl of Washington | $5,453,000 | – | 74,595 | – | 0.06% | – |
| NVS | New | Novartis AG ADRadr | $5,214,000 | – | 69,026 | – | 0.06% | – |
| OESX | New | Orion Energy Systems, Inc. | $5,175,000 | – | 4,704,759 | – | 0.06% | – |
| GIFI | New | Gulf Island Fabrication, Inc. | $5,182,000 | – | 575,783 | – | 0.06% | – |
| P | New | Pandora Media, Inc. | $5,067,000 | – | 642,961 | – | 0.06% | – |
| GS | New | Goldman Sachs Group, Inc. | $4,997,000 | – | 22,654 | – | 0.06% | – |
| DOX | New | Amdocs Ltd. | $5,017,000 | – | 75,799 | – | 0.06% | – |
| LNDC | New | Landec Corp. | $4,807,000 | – | 322,595 | – | 0.05% | – |
| MOV | New | Movado Group Inc. | $4,260,000 | – | 88,200 | – | 0.05% | – |
| AYI | New | Acuity Brands | $3,599,000 | – | 31,063 | – | 0.04% | – |
| MN | New | Manning & Napier, Inc. | $3,077,000 | – | 992,478 | – | 0.04% | – |
| AUTO | New | AutoWeb Inc. | $2,354,000 | – | 520,843 | – | 0.03% | – |
| AXTI | New | AXT Inc. | $2,000,000 | – | 283,741 | – | 0.02% | – |
| DCMYY | New | NTT Docomo Inc. ADRadr | $1,961,000 | – | 76,950 | – | 0.02% | – |
| VT | New | Vanguard Total World Stock Index Fd (ETF)etf | $1,775,000 | – | 24,189 | – | 0.02% | – |
| RUBI | New | Rubicon Project Inc. | $1,767,000 | – | 620,120 | – | 0.02% | – |
| RBCN | New | Rubicon Technology, Inc. | $1,697,000 | – | 215,083 | – | 0.02% | – |
| DRAD | New | Digirad Corp. | $1,279,000 | – | 825,443 | – | 0.01% | – |
| AETI | New | American Electric Technologies, Inc. | $857,000 | – | 685,288 | – | 0.01% | – |
| CRWS | New | Crown Crafts, Inc. | $898,000 | – | 157,616 | – | 0.01% | – |
| SNY | New | Sanofi-Aventisadr | $712,000 | – | 17,790 | – | 0.01% | – |
| GLAE | New | GlassBridge Enterprises Inc. | $664,000 | – | 819,788 | – | 0.01% | – |
| SPAR | New | Spartan Motors Inc. | $504,000 | – | 33,404 | – | 0.01% | – |
| DVD | New | Dover Motorsports, Inc. | $544,000 | – | 241,817 | – | 0.01% | – |
| PCYO | New | Pure Cycle Corp. | $329,000 | – | 34,417 | – | 0.00% | – |
Q4 2017
| Value | Shares | ↓ Weighting | ||||||
|---|---|---|---|---|---|---|---|---|
| FAST | Exit | Fastenal Co. | $0 | – | -5,505 | – | -0.00% | – |
| FFIV | Exit | F5 Networks, Inc. | $0 | – | -3,152 | – | -0.00% | – |
| IWR | Exit | iShares Russell Midcap ETFetf | $0 | – | -3,649 | – | -0.01% | – |
| SNY | Exit | Sanofi-Aventisadr | $0 | – | -17,790 | – | -0.01% | – |
| MA | Exit | MasterCard Inc. | $0 | – | -7,461 | – | -0.01% | – |
| DVD | Exit | Dover Motorsports, Inc. | $0 | – | -577,594 | – | -0.01% | – |
| VICL | Exit | Vical Inc. | $0 | – | -582,244 | – | -0.02% | – |
| AYI | Exit | Acuity Brands | $0 | – | -8,780 | – | -0.02% | – |
| RBCN | Exit | Rubicon Technology, Inc. | $0 | – | -177,992 | – | -0.02% | – |
| EXPD | Exit | Expeditors Intl of Washington | $0 | – | -24,041 | – | -0.02% | – |
| ICE | Exit | IntercontinentalExchange, Inc. | $0 | – | -22,403 | – | -0.02% | – |
| DCMYY | Exit | NTT Docomo Inc. ADRadr | $0 | – | -76,913 | – | -0.02% | – |
| GLAE | Exit | GlassBridge Enterprises Inc. | $0 | – | -989,600 | – | -0.02% | – |
| DRAD | Exit | Digirad Corp. | $0 | – | -638,042 | – | -0.03% | – |
| AETI | Exit | American Electric Technologies, Inc. | $0 | – | -1,582,198 | – | -0.03% | – |
| ABTL | Exit | Autobytel Inc. | $0 | – | -356,728 | – | -0.03% | – |
| IDCC | Exit | InterDigital Inc. | $0 | – | -35,122 | – | -0.03% | – |
| ESIO | Exit | Electro Scientific Industries, Inc. | $0 | – | -207,062 | – | -0.03% | – |
| TRIP | Exit | TripAdvisor Inc | $0 | – | -78,870 | – | -0.04% | – |
| VT | Exit | Vanguard Total World Stock Index Fd (ETF)etf | $0 | – | -47,532 | – | -0.04% | – |
| AXTI | Exit | AXT Inc. | $0 | – | -390,513 | – | -0.04% | – |
| EMKR | Exit | Emcore Corporation | $0 | – | -453,060 | – | -0.04% | – |
| TRC | Exit | Tejon Ranch Co. | $0 | – | -180,027 | – | -0.04% | – |
| MN | Exit | Manning & Napier, Inc. | $0 | – | -1,099,079 | – | -0.05% | – |
| ACN | Exit | Accenture plc | $0 | – | -33,794 | – | -0.05% | – |
| ASPN | Exit | Aspen Aerogels Inc. | $0 | – | -1,095,517 | – | -0.06% | – |
| HNGR | Exit | Hanger, Inc. | $0 | – | -437,840 | – | -0.06% | – |
| NVS | Exit | Novartis AG ADRadr | $0 | – | -57,697 | – | -0.06% | – |
| LNDC | Exit | Landec Corp. | $0 | – | -377,245 | – | -0.06% | – |
| APA | Exit | Apache Corp. | $0 | – | -106,420 | – | -0.06% | – |
| VOO | Exit | Vanguard S&P 500 ETFetf | $0 | – | -21,290 | – | -0.06% | – |
| MBFI | Exit | MB Financial, Inc. | $0 | – | -118,896 | – | -0.06% | – |
| GAIA | Exit | Gaia, Inc. | $0 | – | -452,893 | – | -0.06% | – |
| BK | Exit | Bank of New York Mellon Corp. | $0 | – | -103,249 | – | -0.06% | – |
| OESX | Exit | Orion Energy Systems, Inc. | $0 | – | -5,027,415 | – | -0.06% | – |
| IWM | Exit | iShares Russell 2000 ETFetf | $0 | – | -38,300 | – | -0.07% | – |
| TSCO | Exit | Tractor Supply | $0 | – | -91,493 | – | -0.07% | – |
| GS | Exit | Goldman Sachs Group, Inc. | $0 | – | -24,795 | – | -0.07% | – |
| MOS | Exit | Mosaic Co. | $0 | – | -282,737 | – | -0.07% | – |
| FDS | Exit | Factset Research Systems, Inc. | $0 | – | -33,870 | – | -0.07% | – |
| MOV | Exit | Movado Group Inc. | $0 | – | -221,700 | – | -0.07% | – |
| CRAI | Exit | CRA International, Inc. | $0 | – | -152,998 | – | -0.07% | – |
| CPIX | Exit | Cumberland Pharmaceuticals, Inc. | $0 | – | -887,144 | – | -0.07% | – |
| CVU | Exit | CPI Aerostructures, Inc. | $0 | – | -684,236 | – | -0.07% | – |
| GLUU | Exit | Glu Mobile Inc. | $0 | – | -1,779,788 | – | -0.08% | – |
| IBM | Exit | International Business Machines Corp. | $0 | – | -46,964 | – | -0.08% | – |
| JPM | Exit | JPMorgan Chase & Co. | $0 | – | -72,190 | – | -0.08% | – |
| SPAR | Exit | Spartan Motors Inc. | $0 | – | -631,295 | – | -0.08% | – |
| BSMX | Exit | Santander Mexico Financial Group ADRadr | $0 | – | -688,950 | – | -0.08% | – |
| PCO | Exit | Pendrell Corp. | $0 | – | -1,043,632 | – | -0.08% | – |
| XOM | Exit | Exxon Mobil Corp. | $0 | – | -90,422 | – | -0.09% | – |
| CARS | Exit | Cars.com Inc. | $0 | – | -280,059 | – | -0.09% | – |
| P | Exit | Pandora Media, Inc. | $0 | – | -995,427 | – | -0.09% | – |
| TURN | Exit | 180 Degree Capital Corp | $0 | – | -4,394,499 | – | -0.09% | – |
| GIFI | Exit | Gulf Island Fabrication, Inc. | $0 | – | -601,602 | – | -0.09% | – |
| SYNC | Exit | Synacor, Inc. | $0 | – | -2,944,912 | – | -0.09% | – |
| GRBK | Exit | Green Brick Partners Inc. | $0 | – | -836,548 | – | -0.10% | – |
| COH | Exit | Coach, Inc. | $0 | – | -210,757 | – | -0.10% | – |
| PRCP | Exit | Perceptron, Inc. | $0 | – | -1,123,968 | – | -0.10% | – |
| LMT | Exit | Lockheed Martin Corp. | $0 | – | -30,317 | – | -0.11% | – |
| CVS | Exit | CVS Health Corp. | $0 | – | -115,894 | – | -0.11% | – |
| STRT | Exit | Strattec Security Corp. | $0 | – | -233,735 | – | -0.11% | – |
| GOLD | Exit | Barrick Gold Corp. | $0 | – | -597,450 | – | -0.11% | – |
| ALOT | Exit | AstroNova, Inc. | $0 | – | -748,142 | – | -0.11% | – |
| ORCL | Exit | Oracle Corp. | $0 | – | -202,878 | – | -0.11% | – |
| TTGT | Exit | TechTarget, Inc. | $0 | – | -860,767 | – | -0.12% | – |
| MIND | Exit | Mitcham Industries, Inc. | $0 | – | -2,989,080 | – | -0.12% | – |
| CME | Exit | CME Group Inc. | $0 | – | -78,646 | – | -0.12% | – |
| MATW | Exit | Matthews Intl Corp. | $0 | – | -173,333 | – | -0.12% | – |
| HMN | Exit | Horace Mann Educators Corp. | $0 | – | -277,963 | – | -0.13% | – |
| GHC | Exit | Graham Holdings Co. | $0 | – | -19,310 | – | -0.13% | – |
| SEAC | Exit | SeaChange Intl, Inc. | $0 | – | -4,289,425 | – | -0.14% | – |
| ACWX | Exit | ISHARES MSCI ACWI EX US ETFetf | $0 | – | -251,560 | – | -0.14% | – |
| EDGW | Exit | Edgewater Technology Inc. | $0 | – | -1,916,003 | – | -0.14% | – |
| DGX | Exit | Quest Diagnostics Inc. | $0 | – | -133,840 | – | -0.14% | – |
| BEN | Exit | Franklin Resources, Inc. | $0 | – | -295,853 | – | -0.15% | – |
| ACTG | Exit | Acacia Research Corp. | $0 | – | -2,952,115 | – | -0.16% | – |
| GSIT | Exit | GSI Technology Inc. | $0 | – | -1,851,708 | – | -0.16% | – |
| PCTI | Exit | PCTEL, Inc. | $0 | – | -2,477,204 | – | -0.18% | – |
| BTN | Exit | Ballantyne Strong, Inc. | $0 | – | -2,648,899 | – | -0.19% | – |
| CSWC | Exit | Capital Southwest Corp. | $0 | – | -963,726 | – | -0.19% | – |
| MCF | Exit | Contango Oil & Gas Co. | $0 | – | -3,335,528 | – | -0.20% | – |
| SFE | Exit | Safeguard Scientifics Inc. | $0 | – | -1,264,609 | – | -0.20% | – |
| DFS | Exit | Discover Financial Services | $0 | – | -263,838 | – | -0.20% | – |
| TS | Exit | Tenaris ADRadr | $0 | – | -629,830 | – | -0.21% | – |
| IEX | Exit | IDEX Corp. | $0 | – | -150,567 | – | -0.21% | – |
| KIN | Exit | Kindred Biosciences, Inc. | $0 | – | -2,340,123 | – | -0.21% | – |
| TNAV | Exit | Telenav Inc. | $0 | – | -2,977,736 | – | -0.22% | – |
| XOXO | Exit | XO Group Inc. | $0 | – | -995,567 | – | -0.23% | – |
| BID | Exit | Sotheby's | $0 | – | -434,663 | – | -0.23% | – |
| USB | Exit | U.S. Bancorp | $0 | – | -377,409 | – | -0.24% | – |
| ORBC | Exit | ORBCOMM, Inc. | $0 | – | -2,069,524 | – | -0.25% | – |
| AFHIF | Exit | Atlas Financial Holdings, Inc. | $0 | – | -1,158,673 | – | -0.25% | – |
| PXD | Exit | Pioneer Natural Resources Co | $0 | – | -151,931 | – | -0.26% | – |
| TILE | Exit | Interface, Inc. | $0 | – | -1,022,517 | – | -0.26% | – |
| BSAC | Exit | Banco Santander-Chile ADRadr | $0 | – | -786,160 | – | -0.27% | – |
| BCO | Exit | Brink's Co. | $0 | – | -308,801 | – | -0.30% | – |
| CNTY | Exit | Century Casinos, Inc. | $0 | – | -3,361,757 | – | -0.32% | – |
| COWN | Exit | Cowen Inc. | $0 | – | -1,602,274 | – | -0.33% | – |
| TISI | Exit | Team, Inc. | $0 | – | -2,219,202 | – | -0.34% | – |
| SRE | Exit | Sempra Energy | $0 | – | -265,582 | – | -0.35% | – |
| BX | Exit | Blackstone Group L.P. | $0 | – | -978,206 | – | -0.38% | – |
| SLB | Exit | Schlumberger Ltd. | $0 | – | -473,917 | – | -0.38% | – |
| TROW | Exit | T. Rowe Price Group, Inc. | $0 | – | -367,760 | – | -0.39% | – |
| RNWK | Exit | RealNetworks, Inc. | $0 | – | -6,977,136 | – | -0.39% | – |
| OXY | Exit | Occidental Petroleum Corp. | $0 | – | -543,942 | – | -0.40% | – |
| EOG | Exit | EOG Resources Inc. | $0 | – | -379,433 | – | -0.43% | – |
| COST | Exit | Costco Wholesale Corp. | $0 | – | -228,597 | – | -0.44% | – |
| VEA | Exit | Vanguard FTSE Developed ETFetf | $0 | – | -876,082 | – | -0.44% | – |
| RST | Exit | Rosetta Stone Inc. | $0 | – | -3,791,336 | – | -0.45% | – |
| VZ | Exit | Verizon Communications Inc. | $0 | – | -780,843 | – | -0.45% | – |
| SO | Exit | Southern Co. | $0 | – | -862,246 | – | -0.49% | – |
| BOKF | Exit | BOK Financial Corp. | $0 | – | -484,109 | – | -0.50% | – |
| FICO | Exit | Fair Isaac Corp. | $0 | – | -315,124 | – | -0.51% | – |
| CLB | Exit | Core Laboratories N.V. | $0 | – | -452,481 | – | -0.52% | – |
| FLR | Exit | Fluor Corp. | $0 | – | -1,115,084 | – | -0.54% | – |
| CAH | Exit | Cardinal Health, Inc. | $0 | – | -735,687 | – | -0.57% | – |
| CBS | Exit | CBS Corp. | $0 | – | -880,306 | – | -0.59% | – |
| MHK | Exit | Mohawk Industries, Inc. | $0 | – | -214,967 | – | -0.62% | – |
| PGR | Exit | Progressive Corp. | $0 | – | -1,128,176 | – | -0.63% | – |
| JWN | Exit | Nordstrom, Inc. | $0 | – | -1,193,349 | – | -0.65% | – |
| LFUS | Exit | Littelfuse, Inc. | $0 | – | -297,555 | – | -0.68% | – |
| CHL | Exit | China Mobile Ltd. ADRadr | $0 | – | -1,155,345 | – | -0.68% | – |
| HLI | Exit | Houlihan Lokey, Inc. | $0 | – | -1,533,104 | – | -0.70% | – |
| GSK | Exit | GlaxoSmithKline plc ADRadr | $0 | – | -1,684,870 | – | -0.79% | – |
| ITW | Exit | Illinois Tool Works, Inc. | $0 | – | -481,754 | – | -0.83% | – |
| ATGE | Exit | Adtalem Global Education, Inc. | $0 | – | -2,024,619 | – | -0.84% | – |
| TMO | Exit | Thermo Fisher Scientific, Inc. | $0 | – | -384,317 | – | -0.84% | – |
| VIAB | Exit | Viacom, Inc. | $0 | – | -2,641,575 | – | -0.85% | – |
| WLTW | Exit | Willis Towers Watson plc | $0 | – | -493,420 | – | -0.88% | – |
| NOV | Exit | National Oilwell Varco | $0 | – | -2,170,763 | – | -0.90% | – |
| MDP | Exit | Meredith Corp. | $0 | – | -1,441,369 | – | -0.93% | – |
| AXP | Exit | American Express Co. | $0 | – | -893,621 | – | -0.94% | – |
| OMC | Exit | Omnicom Group, Inc. | $0 | – | -1,092,423 | – | -0.94% | – |
| MSGS | Exit | The Madison Square Garden Co. | $0 | – | -377,743 | – | -0.94% | – |
| TGNA | Exit | TEGNA, Inc. | $0 | – | -6,104,953 | – | -0.94% | – |
| SSD | Exit | Simpson Manufacturing Co., Inc. | $0 | – | -1,769,398 | – | -1.01% | – |
| BWA | Exit | BorgWarner, Inc. | $0 | – | -1,721,109 | – | -1.02% | – |
| ISCA | Exit | International Speedway Corp. | $0 | – | -2,457,565 | – | -1.03% | – |
| BRC | Exit | Brady Corp. | $0 | – | -2,369,820 | – | -1.04% | – |
| JHG | Exit | Janus Henderson Group plc | $0 | – | -2,590,958 | – | -1.05% | – |
| MTSC | Exit | MTS Systems Corp. | $0 | – | -1,736,946 | – | -1.08% | – |
| DNB | Exit | Dun & Bradstreet Corp. | $0 | – | -809,178 | – | -1.09% | – |
| SWK | Exit | Stanley Black & Decker, Inc. | $0 | – | -627,079 | – | -1.10% | – |
| RCL | Exit | Royal Caribbean Cruises Ltd. | $0 | – | -813,289 | – | -1.12% | – |
| PM | Exit | Philip Morris Intl, Inc. | $0 | – | -870,047 | – | -1.12% | – |
| WU | Exit | Western Union Co. | $0 | – | -5,106,000 | – | -1.14% | – |
| BRSWQ | Exit | Bristow Group, Inc. | $0 | – | -10,528,836 | – | -1.14% | – |
| BRKB | Exit | Berkshire Hathaway Inc. | $0 | – | -548,655 | – | -1.17% | – |
| AXE | Exit | Anixter Intl, Inc. | $0 | – | -1,217,558 | – | -1.20% | – |
| NLSN | Exit | Nielsen Holdings plc | $0 | – | -2,615,673 | – | -1.26% | – |
| CBRE | Exit | CBRE Group, Inc. | $0 | – | -2,872,129 | – | -1.26% | – |
| SNA | Exit | Snap-On, Inc. | $0 | – | -764,034 | – | -1.32% | – |
| BIO | Exit | Bio-Rad Laboratories, Inc. | $0 | – | -524,244 | – | -1.35% | – |
| ZBH | Exit | Zimmer Biomet Holdings, Inc. | $0 | – | -1,057,463 | – | -1.44% | – |
| AFL | Exit | AFLAC, Inc. | $0 | – | -1,580,593 | – | -1.49% | – |
| JNJ | Exit | Johnson & Johnson | $0 | – | -989,289 | – | -1.49% | – |
| MAT | Exit | Mattel, Inc. | $0 | – | -8,313,633 | – | -1.49% | – |
| SJM | Exit | J.M. Smucker Co. | $0 | – | -1,356,718 | – | -1.65% | – |
| SLCA | Exit | U.S. Silica Holdings, Inc. | $0 | – | -4,780,845 | – | -1.72% | – |
| JLL | Exit | JLL | $0 | – | -1,276,857 | – | -1.83% | – |
| IPG | Exit | Interpublic Group of Cos., Inc. | $0 | – | -7,701,574 | – | -1.86% | – |
| MSGN | Exit | MSG Networks, Inc. | $0 | – | -7,642,286 | – | -1.88% | – |
| KKR | Exit | KKR & Co. L.P. | $0 | – | -8,477,064 | – | -2.00% | – |
| ZBRA | Exit | Zebra Technologies Corp. | $0 | – | -1,597,152 | – | -2.01% | – |
| NTRS | Exit | Northern Trust Corp. | $0 | – | -1,908,175 | – | -2.04% | – |
| GILD | Exit | Gilead Sciences, Inc. | $0 | – | -2,169,437 | – | -2.04% | – |
| CRL | Exit | Charles River Laboratories Intl, Inc. | $0 | – | -1,680,066 | – | -2.11% | – |
| LH | Exit | Laboratory Corp. of America Holdings | $0 | – | -1,247,988 | – | -2.19% | – |
| KEYS | Exit | Keysight Technologies, Inc. | $0 | – | -4,673,259 | – | -2.26% | – |
| NOK | Exit | Nokia Corp. ADRadr | $0 | – | -32,811,545 | – | -2.28% | – |
| MSFT | Exit | Microsoft Corp. | $0 | – | -2,734,536 | – | -2.36% | – |
| KMT | Exit | Kennametal, Inc. | $0 | – | -5,489,586 | – | -2.57% | – |
| LAZ | Exit | Lazard Ltd. | $0 | – | -5,473,715 | – | -2.87% | – |
| FAF | Exit | First American Financial Corp. | $0 | – | -5,213,571 | – | -3.02% | – |
| BIDU | Exit | Baidu, Inc. ADRadr | $0 | – | -1,091,778 | – | -3.14% | – |
Q3 2017
| Value | Shares | ↓ Weighting | ||||||
|---|---|---|---|---|---|---|---|---|
| BIDU | Sell | Baidu, Inc. ADRadr | $270,422,000 | +26.2% | 1,091,778 | -8.9% | 3.14% | +23.8% |
| FAF | Sell | First American Financial Corp. | $260,522,000 | +11.0% | 5,213,571 | -0.8% | 3.02% | +8.9% |
| LAZ | Sell | Lazard Ltd. | $247,521,000 | -3.2% | 5,473,715 | -0.8% | 2.87% | -5.0% |
| KMT | Buy | Kennametal, Inc. | $221,450,000 | +7.9% | 5,489,586 | +0.1% | 2.57% | +5.9% |
| MSFT | Buy | Microsoft Corp. | $203,696,000 | +13.0% | 2,734,536 | +4.6% | 2.36% | +11.0% |
| NOK | Sell | Nokia Corp. ADRadr | $196,213,000 | -3.8% | 32,811,545 | -0.9% | 2.28% | -5.5% |
| KEYS | Buy | Keysight Technologies, Inc. | $194,688,000 | +7.2% | 4,673,259 | +0.1% | 2.26% | +5.2% |
| LH | Sell | Laboratory Corp. of America Holdings | $188,409,000 | -11.7% | 1,247,988 | -9.9% | 2.19% | -13.4% |
| CRL | Sell | Charles River Laboratories Intl, Inc. | $181,481,000 | -8.0% | 1,680,066 | -13.9% | 2.11% | -9.7% |
| GILD | Buy | Gilead Sciences, Inc. | $175,768,000 | +18.8% | 2,169,437 | +3.8% | 2.04% | +16.6% |
| NTRS | Sell | Northern Trust Corp. | $175,419,000 | -5.6% | 1,908,175 | -0.2% | 2.04% | -7.4% |
| ZBRA | Sell | Zebra Technologies Corp. | $173,419,000 | -0.4% | 1,597,152 | -7.8% | 2.01% | -2.2% |
| KKR | Sell | KKR & Co. L.P. | $172,339,000 | +7.7% | 8,477,064 | -1.5% | 2.00% | +5.8% |
| MSGN | Buy | MSG Networks, Inc. | $162,016,000 | +17.9% | 7,642,286 | +24.8% | 1.88% | +15.8% |
| IPG | Buy | Interpublic Group of Cos., Inc. | $160,116,000 | -12.8% | 7,701,574 | +3.2% | 1.86% | -14.4% |
| JLL | Sell | JLL | $157,692,000 | -7.3% | 1,276,857 | -6.1% | 1.83% | -9.0% |
| SLCA | Buy | U.S. Silica Holdings, Inc. | $148,541,000 | +11.7% | 4,780,845 | +27.6% | 1.72% | +9.6% |
| SJM | Buy | J.M. Smucker Co. | $142,360,000 | +16.0% | 1,356,718 | +30.8% | 1.65% | +13.8% |
| MAT | Buy | Mattel, Inc. | $128,695,000 | +0.4% | 8,313,633 | +39.7% | 1.49% | -1.5% |
| JNJ | Buy | Johnson & Johnson | $128,617,000 | +2.3% | 989,289 | +4.1% | 1.49% | +0.4% |
| AFL | Sell | AFLAC, Inc. | $128,644,000 | +4.3% | 1,580,593 | -0.5% | 1.49% | +2.3% |
| ZBH | Sell | Zimmer Biomet Holdings, Inc. | $123,818,000 | -9.2% | 1,057,463 | -0.4% | 1.44% | -10.9% |
| BIO | Sell | Bio-Rad Laboratories, Inc. | $116,498,000 | -10.4% | 524,244 | -8.7% | 1.35% | -12.0% |
| SNA | Buy | Snap-On, Inc. | $113,849,000 | +12.9% | 764,034 | +19.7% | 1.32% | +10.8% |
| CBRE | Sell | CBRE Group, Inc. | $108,796,000 | -13.5% | 2,872,129 | -16.9% | 1.26% | -15.1% |
| NLSN | Buy | Nielsen Holdings plc | $108,420,000 | +31.0% | 2,615,673 | +22.2% | 1.26% | +28.6% |
| AXE | Sell | Anixter Intl, Inc. | $103,492,000 | -4.2% | 1,217,558 | -11.8% | 1.20% | -6.0% |
| BRKB | Buy | Berkshire Hathaway Inc. | $100,579,000 | +12.7% | 548,655 | +4.1% | 1.17% | +10.7% |
| BRSWQ | Buy | Bristow Group, Inc. | $98,445,000 | +26.2% | 10,528,836 | +3.2% | 1.14% | +23.8% |
| WU | Buy | Western Union Co. | $98,035,000 | +0.8% | 5,106,000 | +0.1% | 1.14% | -1.0% |
| PM | Sell | Philip Morris Intl, Inc. | $96,584,000 | -19.3% | 870,047 | -14.6% | 1.12% | -20.8% |
| RCL | Sell | Royal Caribbean Cruises Ltd. | $96,407,000 | -1.4% | 813,289 | -9.2% | 1.12% | -3.2% |
| SWK | Sell | Stanley Black & Decker, Inc. | $94,670,000 | -6.2% | 627,079 | -12.5% | 1.10% | -7.9% |
| DNB | Buy | Dun & Bradstreet Corp. | $94,196,000 | +8.3% | 809,178 | +0.6% | 1.09% | +6.3% |
| MTSC | Buy | MTS Systems Corp. | $92,840,000 | +5.8% | 1,736,946 | +2.5% | 1.08% | +3.9% |
| JHG | Sell | Janus Henderson Group plc | $90,269,000 | -12.3% | 2,590,958 | -16.7% | 1.05% | -13.9% |
| BRC | Buy | Brady Corp. | $89,935,000 | +12.2% | 2,369,820 | +0.2% | 1.04% | +10.1% |
| ISCA | Sell | International Speedway Corp. | $88,472,000 | -8.8% | 2,457,565 | -4.9% | 1.03% | -10.5% |
| BWA | Sell | BorgWarner, Inc. | $88,172,000 | +20.5% | 1,721,109 | -0.4% | 1.02% | +18.4% |
| SSD | Buy | Simpson Manufacturing Co., Inc. | $86,771,000 | +12.7% | 1,769,398 | +0.5% | 1.01% | +10.7% |
| TGNA | Buy | TEGNA, Inc. | $81,379,000 | +21.8% | 6,104,953 | +31.7% | 0.94% | +19.6% |
| MSGS | Sell | The Madison Square Garden Co. | $80,875,000 | +3.0% | 377,743 | -5.2% | 0.94% | +1.2% |
| OMC | Sell | Omnicom Group, Inc. | $80,916,000 | -10.9% | 1,092,423 | -0.3% | 0.94% | -12.6% |
| AXP | Buy | American Express Co. | $80,837,000 | +11.5% | 893,621 | +3.9% | 0.94% | +9.5% |
| MDP | Sell | Meredith Corp. | $79,996,000 | -7.7% | 1,441,369 | -1.1% | 0.93% | -9.4% |
| NOV | Sell | National Oilwell Varco | $77,561,000 | +8.0% | 2,170,763 | -0.4% | 0.90% | +6.0% |
| WLTW | Sell | Willis Towers Watson plc | $76,100,000 | +5.7% | 493,420 | -0.3% | 0.88% | +3.8% |
| VIAB | Sell | Viacom, Inc. | $73,541,000 | -44.3% | 2,641,575 | -32.9% | 0.85% | -45.3% |
| TMO | Sell | Thermo Fisher Scientific, Inc. | $72,713,000 | +8.0% | 384,317 | -0.4% | 0.84% | +6.0% |
| ATGE | Sell | Adtalem Global Education, Inc. | $72,583,000 | -7.3% | 2,024,619 | -1.9% | 0.84% | -9.0% |
| ITW | Sell | Illinois Tool Works, Inc. | $71,280,000 | +2.9% | 481,754 | -0.3% | 0.83% | +1.0% |
| GSK | Buy | GlaxoSmithKline plc ADRadr | $68,406,000 | -3.6% | 1,684,870 | +2.4% | 0.79% | -5.4% |
| HLI | Sell | Houlihan Lokey, Inc. | $59,990,000 | +11.7% | 1,533,104 | -0.4% | 0.70% | +9.6% |
| CHL | Sell | China Mobile Ltd. ADRadr | $58,426,000 | -6.4% | 1,155,345 | -1.7% | 0.68% | -8.1% |
| LFUS | Sell | Littelfuse, Inc. | $58,285,000 | -8.8% | 297,555 | -23.2% | 0.68% | -10.4% |
| JWN | Sell | Nordstrom, Inc. | $56,266,000 | -2.1% | 1,193,349 | -0.7% | 0.65% | -4.0% |
| PGR | Sell | Progressive Corp. | $54,626,000 | -1.9% | 1,128,176 | -10.7% | 0.63% | -3.6% |
| MHK | Sell | Mohawk Industries, Inc. | $53,206,000 | -9.2% | 214,967 | -11.4% | 0.62% | -10.8% |
| CBS | Buy | CBS Corp. | $51,058,000 | +1.1% | 880,306 | +11.2% | 0.59% | -0.7% |
| CAH | Buy | Cardinal Health, Inc. | $49,232,000 | -4.5% | 735,687 | +11.2% | 0.57% | -6.1% |
| FLR | Buy | Fluor Corp. | $46,945,000 | +11.6% | 1,115,084 | +21.3% | 0.54% | +9.4% |
| CLB | Buy | Core Laboratories N.V. | $44,660,000 | +36.4% | 452,481 | +39.9% | 0.52% | +33.9% |
| FICO | Sell | Fair Isaac Corp. | $44,275,000 | -3.9% | 315,124 | -4.6% | 0.51% | -5.7% |
| BOKF | Buy | BOK Financial Corp. | $43,124,000 | +6.8% | 484,109 | +0.8% | 0.50% | +4.8% |
| SO | Buy | Southern Co. | $42,371,000 | +6.9% | 862,246 | +4.2% | 0.49% | +4.9% |
| VZ | Buy | Verizon Communications Inc. | $38,644,000 | +15.7% | 780,843 | +4.4% | 0.45% | +13.7% |
| RST | Buy | Rosetta Stone Inc. | $38,710,000 | +1.6% | 3,791,336 | +7.3% | 0.45% | -0.2% |
| VEA | Buy | Vanguard FTSE Developed ETFetf | $38,031,000 | +18.4% | 876,082 | +12.7% | 0.44% | +16.1% |
| COST | Buy | Costco Wholesale Corp. | $37,556,000 | +7.0% | 228,597 | +4.1% | 0.44% | +5.1% |
| EOG | Buy | EOG Resources Inc. | $36,706,000 | +54.5% | 379,433 | +44.5% | 0.43% | +51.6% |
| OXY | Buy | Occidental Petroleum Corp. | $34,927,000 | +44.2% | 543,942 | +34.5% | 0.40% | +41.6% |
| RNWK | Buy | RealNetworks, Inc. | $33,490,000 | +13.0% | 6,977,136 | +1.9% | 0.39% | +11.1% |
| TROW | Sell | T. Rowe Price Group, Inc. | $33,337,000 | +21.2% | 367,760 | -0.8% | 0.39% | +19.1% |
| SLB | Buy | Schlumberger Ltd. | $33,060,000 | +53.5% | 473,917 | +44.9% | 0.38% | +50.6% |
| BX | Sell | Blackstone Group L.P. | $32,643,000 | -20.0% | 978,206 | -20.0% | 0.38% | -21.4% |
| SRE | Buy | Sempra Energy | $30,311,000 | +9.4% | 265,582 | +8.1% | 0.35% | +7.3% |
| TISI | Buy | Team, Inc. | $29,626,000 | -22.3% | 2,219,202 | +36.5% | 0.34% | -23.7% |
| COWN | Sell | Cowen Inc. | $28,520,000 | -6.5% | 1,602,274 | -14.7% | 0.33% | -8.3% |
| CNTY | Buy | Century Casinos, Inc. | $27,600,000 | +15.7% | 3,361,757 | +3.9% | 0.32% | +13.5% |
| BCO | Sell | Brink's Co. | $26,016,000 | -10.1% | 308,801 | -28.5% | 0.30% | -11.7% |
| BSAC | Sell | Banco Santander-Chile ADRadr | $23,357,000 | +2.7% | 786,160 | -12.2% | 0.27% | +0.7% |
| TILE | Buy | Interface, Inc. | $22,393,000 | +12.9% | 1,022,517 | +1.3% | 0.26% | +10.6% |
| PXD | New | Pioneer Natural Resources Co | $22,416,000 | – | 151,931 | – | 0.26% | – |
| AFHIF | Buy | Atlas Financial Holdings, Inc. | $21,899,000 | +28.9% | 1,158,673 | +1.6% | 0.25% | +26.4% |
| ORBC | Sell | ORBCOMM, Inc. | $21,668,000 | -11.1% | 2,069,524 | -4.1% | 0.25% | -12.5% |
| USB | Buy | U.S. Bancorp | $20,225,000 | +7.7% | 377,409 | +4.4% | 0.24% | +5.9% |
| BID | Sell | Sotheby's | $20,042,000 | -23.4% | 434,663 | -10.8% | 0.23% | -24.6% |
| XOXO | Buy | XO Group Inc. | $19,583,000 | +12.6% | 995,567 | +0.8% | 0.23% | +10.2% |
| TNAV | Buy | Telenav Inc. | $18,909,000 | +5.0% | 2,977,736 | +33.9% | 0.22% | +3.3% |
| KIN | Buy | Kindred Biosciences, Inc. | $18,370,000 | +8.9% | 2,340,123 | +19.3% | 0.21% | +6.5% |
| IEX | Sell | IDEX Corp. | $18,289,000 | -1.7% | 150,567 | -8.5% | 0.21% | -3.6% |
| TS | Buy | Tenaris ADRadr | $17,830,000 | +21.3% | 629,830 | +33.4% | 0.21% | +19.0% |
| DFS | Buy | Discover Financial Services | $17,012,000 | +50.9% | 263,838 | +45.5% | 0.20% | +48.1% |
| SFE | Buy | Safeguard Scientifics Inc. | $16,883,000 | +24.4% | 1,264,609 | +10.8% | 0.20% | +21.7% |
| MCF | Buy | Contango Oil & Gas Co. | $16,778,000 | -23.7% | 3,335,528 | +0.7% | 0.20% | -25.0% |
| CSWC | Buy | Capital Southwest Corp. | $16,509,000 | +7.9% | 963,726 | +1.3% | 0.19% | +6.1% |
| BTN | Buy | Ballantyne Strong, Inc. | $16,158,000 | +13.3% | 2,648,899 | +24.4% | 0.19% | +11.2% |
| PCTI | Buy | PCTEL, Inc. | $15,606,000 | -10.0% | 2,477,204 | +1.1% | 0.18% | -11.7% |
| ACTG | Sell | Acacia Research Corp. | $13,432,000 | -4.0% | 2,952,115 | -13.5% | 0.16% | -6.0% |
| GSIT | Buy | GSI Technology Inc. | $13,462,000 | +14.0% | 1,851,708 | +23.3% | 0.16% | +11.4% |
| BEN | Sell | Franklin Resources, Inc. | $13,168,000 | -54.5% | 295,853 | -54.2% | 0.15% | -55.3% |
| EDGW | Buy | Edgewater Technology Inc. | $12,492,000 | +4.4% | 1,916,003 | +8.9% | 0.14% | +2.8% |
| DGX | Sell | Quest Diagnostics Inc. | $12,533,000 | -31.3% | 133,840 | -18.5% | 0.14% | -32.9% |
| SEAC | Buy | SeaChange Intl, Inc. | $11,753,000 | +5.7% | 4,289,425 | +2.6% | 0.14% | +3.8% |
| GHC | Sell | Graham Holdings Co. | $11,298,000 | -18.8% | 19,310 | -16.8% | 0.13% | -20.6% |
| HMN | Buy | Horace Mann Educators Corp. | $10,938,000 | +5.4% | 277,963 | +1.2% | 0.13% | +3.3% |
| MATW | Buy | Matthews Intl Corp. | $10,790,000 | +2.9% | 173,333 | +1.3% | 0.12% | +0.8% |
| CME | Buy | CME Group Inc. | $10,671,000 | +12.9% | 78,646 | +4.2% | 0.12% | +10.7% |
| MIND | Buy | Mitcham Industries, Inc. | $10,432,000 | -3.3% | 2,989,080 | +7.5% | 0.12% | -5.5% |
| TTGT | Sell | TechTarget, Inc. | $10,278,000 | +0.1% | 860,767 | -13.1% | 0.12% | -1.7% |
| ORCL | Buy | Oracle Corp. | $9,809,000 | -3.0% | 202,878 | +0.6% | 0.11% | -5.0% |
| ALOT | Buy | AstroNova, Inc. | $9,726,000 | +48.4% | 748,142 | +47.2% | 0.11% | +44.9% |
| GOLD | Buy | Barrick Gold Corp. | $9,613,000 | +32.0% | 597,450 | +30.6% | 0.11% | +30.2% |
| STRT | Buy | Strattec Security Corp. | $9,560,000 | +50.8% | 233,735 | +30.5% | 0.11% | +48.0% |
| CVS | Buy | CVS Health Corp. | $9,425,000 | +1.3% | 115,894 | +0.2% | 0.11% | -0.9% |
| LMT | Sell | Lockheed Martin Corp. | $9,407,000 | +3.3% | 30,317 | -7.6% | 0.11% | +0.9% |
| PRCP | Buy | Perceptron, Inc. | $8,868,000 | +9.4% | 1,123,968 | +0.9% | 0.10% | +7.3% |
| COH | Buy | Coach, Inc. | $8,489,000 | -11.1% | 210,757 | +4.4% | 0.10% | -12.4% |
| GRBK | Buy | Green Brick Partners Inc. | $8,282,000 | +13.4% | 836,548 | +31.1% | 0.10% | +11.6% |
| SYNC | Buy | Synacor, Inc. | $7,951,000 | +5.5% | 2,944,912 | +42.6% | 0.09% | +3.4% |
| TURN | Buy | 180 Degree Capital Corp | $7,646,000 | +11.2% | 4,394,499 | +3.5% | 0.09% | +9.9% |
| P | Buy | Pandora Media, Inc. | $7,665,000 | +38.2% | 995,427 | +60.1% | 0.09% | +34.8% |
| GIFI | Buy | Gulf Island Fabrication, Inc. | $7,640,000 | +11.5% | 601,602 | +1.8% | 0.09% | +9.9% |
| CARS | Sell | Cars.com Inc. | $7,452,000 | -17.6% | 280,059 | -17.6% | 0.09% | -18.7% |
| XOM | Buy | Exxon Mobil Corp. | $7,413,000 | +8.0% | 90,422 | +6.4% | 0.09% | +6.2% |
| PCO | Sell | Pendrell Corp. | $7,128,000 | -45.4% | 1,043,632 | -42.2% | 0.08% | -46.1% |
| SPAR | Sell | Spartan Motors Inc. | $6,976,000 | -4.7% | 631,295 | -23.7% | 0.08% | -6.9% |
| BSMX | Buy | Santander Mexico Financial Group ADRadr | $6,952,000 | +7.1% | 688,950 | +2.3% | 0.08% | +5.2% |
| JPM | Sell | JPMorgan Chase & Co. | $6,895,000 | -9.0% | 72,190 | -12.9% | 0.08% | -11.1% |
| IBM | Sell | International Business Machines Corp. | $6,814,000 | -5.7% | 46,964 | -0.0% | 0.08% | -7.1% |
| GLUU | Sell | Glu Mobile Inc. | $6,692,000 | -7.5% | 1,779,788 | -38.5% | 0.08% | -9.3% |
| CVU | Buy | CPI Aerostructures, Inc. | $6,398,000 | -0.2% | 684,236 | +0.3% | 0.07% | -2.6% |
| CPIX | Sell | Cumberland Pharmaceuticals, Inc. | $6,263,000 | -8.4% | 887,144 | -9.1% | 0.07% | -9.9% |
| CRAI | Sell | CRA International, Inc. | $6,281,000 | -3.5% | 152,998 | -14.7% | 0.07% | -5.2% |
| MOV | Buy | Movado Group Inc. | $6,208,000 | +13.6% | 221,700 | +2.4% | 0.07% | +10.8% |
| FDS | Buy | Factset Research Systems, Inc. | $6,100,000 | +11.8% | 33,870 | +3.1% | 0.07% | +9.2% |
| MOS | Sell | Mosaic Co. | $6,104,000 | -5.5% | 282,737 | -0.0% | 0.07% | -6.6% |
| GS | Sell | Goldman Sachs Group, Inc. | $5,881,000 | +6.9% | 24,795 | -0.0% | 0.07% | +4.6% |
| TSCO | Buy | Tractor Supply | $5,791,000 | +21.5% | 91,493 | +4.0% | 0.07% | +19.6% |
| IWM | Sell | iShares Russell 2000 ETFetf | $5,675,000 | -9.3% | 38,300 | -13.7% | 0.07% | -10.8% |
| OESX | Buy | Orion Energy Systems, Inc. | $5,631,000 | -11.7% | 5,027,415 | +0.9% | 0.06% | -13.3% |
| BK | Sell | Bank of New York Mellon Corp. | $5,474,000 | -4.9% | 103,249 | -8.5% | 0.06% | -5.9% |
| GAIA | Buy | Gaia, Inc. | $5,435,000 | +9.9% | 452,893 | +2.5% | 0.06% | +8.6% |
| MBFI | Buy | MB Financial, Inc. | $5,353,000 | +7.9% | 118,896 | +5.5% | 0.06% | +5.1% |
| LNDC | Sell | Landec Corp. | $4,885,000 | -36.5% | 377,245 | -27.1% | 0.06% | -37.4% |
| NVS | Buy | Novartis AG ADRadr | $4,953,000 | +19.5% | 57,697 | +16.2% | 0.06% | +16.3% |
| APA | Sell | Apache Corp. | $4,874,000 | -4.5% | 106,420 | -0.1% | 0.06% | -5.0% |
| HNGR | Sell | Hanger, Inc. | $4,812,000 | -7.7% | 437,840 | -0.1% | 0.06% | -9.7% |
| ASPN | Buy | Aspen Aerogels Inc. | $4,765,000 | -2.1% | 1,095,517 | +0.1% | 0.06% | -5.2% |
| ACN | Buy | Accenture plc | $4,565,000 | +14.0% | 33,794 | +4.4% | 0.05% | +12.8% |
| MN | Buy | Manning & Napier, Inc. | $4,341,000 | -7.5% | 1,099,079 | +1.9% | 0.05% | -9.1% |
| TRC | New | Tejon Ranch Co. | $3,799,000 | – | 180,027 | – | 0.04% | – |
| EMKR | Buy | Emcore Corporation | $3,715,000 | -2.9% | 453,060 | +26.2% | 0.04% | -4.4% |
| AXTI | Sell | AXT Inc. | $3,573,000 | -12.4% | 390,513 | -39.2% | 0.04% | -14.6% |
| VT | Sell | Vanguard Total World Stock Index Fd (ETF)etf | $3,361,000 | -60.3% | 47,532 | -62.1% | 0.04% | -61.0% |
| TRIP | Buy | TripAdvisor Inc | $3,197,000 | +11.0% | 78,870 | +4.6% | 0.04% | +8.8% |
| ESIO | Sell | Electro Scientific Industries, Inc. | $2,882,000 | -36.3% | 207,062 | -62.3% | 0.03% | -38.9% |
| IDCC | Buy | InterDigital Inc. | $2,590,000 | -0.3% | 35,122 | +4.5% | 0.03% | -3.2% |
| AETI | Buy | American Electric Technologies, Inc. | $2,525,000 | +0.3% | 1,582,198 | +11.2% | 0.03% | -3.3% |
| ABTL | Buy | Autobytel Inc. | $2,458,000 | -7.6% | 356,728 | +69.2% | 0.03% | -6.5% |
| DRAD | Buy | Digirad Corp. | $2,201,000 | +8.9% | 638,042 | +27.8% | 0.03% | +8.3% |
| GLAE | Buy | GlassBridge Enterprises Inc. | $1,969,000 | -42.5% | 989,600 | +14.4% | 0.02% | -43.9% |
| DCMYY | Buy | NTT Docomo Inc. ADRadr | $1,753,000 | +45.2% | 76,913 | +50.7% | 0.02% | +42.9% |
| ICE | Buy | IntercontinentalExchange, Inc. | $1,539,000 | +8.9% | 22,403 | +4.5% | 0.02% | +5.9% |
| EXPD | Buy | Expeditors Intl of Washington | $1,439,000 | +10.5% | 24,041 | +4.3% | 0.02% | +13.3% |
| RBCN | Sell | Rubicon Technology, Inc. | $1,470,000 | -12.0% | 177,992 | -1.3% | 0.02% | -15.0% |
| AYI | Buy | Acuity Brands | $1,504,000 | -12.8% | 8,780 | +3.5% | 0.02% | -15.0% |
| VICL | Buy | Vical Inc. | $1,397,000 | +36.3% | 582,244 | +51.1% | 0.02% | +33.3% |
| DVD | Sell | Dover Motorsports, Inc. | $1,184,000 | -40.7% | 577,594 | -39.3% | 0.01% | -41.7% |
| IWR | New | iShares Russell Midcap ETFetf | $719,000 | – | 3,649 | – | 0.01% | – |
| FAST | New | Fastenal Co. | $251,000 | – | 5,505 | – | 0.00% | – |
| LPL | Exit | LG Display Co Ltd - ADRadr | $0 | – | -10,258 | – | -0.00% | – |
| ITUB | Exit | Itau Unibanco Holding SA ADRadr | $0 | – | -39,869 | – | -0.01% | – |
| TM | Exit | Toyota Motor Corp. ADRadr | $0 | – | -5,708 | – | -0.01% | – |
| HDNG | Exit | Hardinge Inc. | $0 | – | -106,688 | – | -0.02% | – |
| CHD | Exit | Church & Dwight Co., Inc. | $0 | – | -28,683 | – | -0.02% | – |
| RELL | Exit | Richardson Electronics, Ltd. | $0 | – | -315,027 | – | -0.02% | – |
| DGII | Exit | Digi International Inc. | $0 | – | -181,030 | – | -0.02% | – |
| NTTYY | Exit | Nippon Telegraph & Telephone ADRadr | $0 | – | -56,112 | – | -0.03% | – |
| VSRI | Exit | Versar Inc. | $0 | – | -1,883,876 | – | -0.03% | – |
| BBBY | Exit | Bed Bath & Beyond Inc. | $0 | – | -97,171 | – | -0.04% | – |
| LL | Exit | Lumber Liquidators Holdings, Inc. | $0 | – | -137,068 | – | -0.04% | – |
| WMAR | Exit | West Marine, Inc. | $0 | – | -591,796 | – | -0.09% | – |
Q2 2017
| Value | Shares | ↓ Weighting | ||||||
|---|---|---|---|---|---|---|---|---|
| LAZ | New | Lazard Ltd. | $255,721,000 | – | 5,519,562 | – | 3.02% | – |
| FAF | New | First American Financial Corp. | $234,803,000 | – | 5,254,043 | – | 2.78% | – |
| BIDU | New | Baidu, Inc. ADRadr | $214,361,000 | – | 1,198,487 | – | 2.54% | – |
| LH | New | Laboratory Corp. of America Holdings | $213,456,000 | – | 1,384,816 | – | 2.52% | – |
| KMT | New | Kennametal, Inc. | $205,214,000 | – | 5,484,076 | – | 2.43% | – |
| NOK | New | Nokia Corp. ADRadr | $203,913,000 | – | 33,102,808 | – | 2.41% | – |
| CRL | New | Charles River Laboratories Intl, Inc. | $197,280,000 | – | 1,950,367 | – | 2.33% | – |
| NTRS | New | Northern Trust Corp. | $185,837,000 | – | 1,911,706 | – | 2.20% | – |
| IPG | New | Interpublic Group of Cos., Inc. | $183,628,000 | – | 7,464,535 | – | 2.17% | – |
| KEYS | New | Keysight Technologies, Inc. | $181,686,000 | – | 4,666,980 | – | 2.15% | – |
| MSFT | New | Microsoft Corp. | $180,232,000 | – | 2,614,714 | – | 2.13% | – |
| ZBRA | New | Zebra Technologies Corp. | $174,139,000 | – | 1,732,385 | – | 2.06% | – |
| JLL | New | JLL | $170,035,000 | – | 1,360,283 | – | 2.01% | – |
| KKR | New | KKR & Co. L.P. | $160,032,000 | – | 8,603,875 | – | 1.89% | – |
| GILD | New | Gilead Sciences, Inc. | $147,988,000 | – | 2,090,813 | – | 1.75% | – |
| MSGN | New | MSG Networks, Inc. | $137,440,000 | – | 6,122,053 | – | 1.62% | – |
| ZBH | New | Zimmer Biomet Holdings, Inc. | $136,367,000 | – | 1,062,051 | – | 1.61% | – |
| SLCA | New | U.S. Silica Holdings, Inc. | $133,002,000 | – | 3,747,589 | – | 1.57% | – |
| VIAB | New | Viacom, Inc. | $132,129,000 | – | 3,935,928 | – | 1.56% | – |
| BIO | New | Bio-Rad Laboratories, Inc. | $129,956,000 | – | 574,237 | – | 1.54% | – |
| MAT | New | Mattel, Inc. | $128,163,000 | – | 5,952,780 | – | 1.52% | – |
| JNJ | New | Johnson & Johnson | $125,725,000 | – | 950,374 | – | 1.49% | – |
| CBRE | New | CBRE Group, Inc. | $125,744,000 | – | 3,454,514 | – | 1.49% | – |
| AFL | New | AFLAC, Inc. | $123,341,000 | – | 1,587,803 | – | 1.46% | – |
| SJM | New | J.M. Smucker Co. | $122,767,000 | – | 1,037,495 | – | 1.45% | – |
| PM | New | Philip Morris Intl, Inc. | $119,686,000 | – | 1,019,039 | – | 1.42% | – |
| AXE | New | Anixter Intl, Inc. | $107,982,000 | – | 1,380,841 | – | 1.28% | – |
| JHG | New | Janus Henderson Group plc | $102,944,000 | – | 3,109,161 | – | 1.22% | – |
| SWK | New | Stanley Black & Decker, Inc. | $100,891,000 | – | 716,909 | – | 1.19% | – |
| SNA | New | Snap-On, Inc. | $100,881,000 | – | 638,486 | – | 1.19% | – |
| RCL | New | Royal Caribbean Cruises Ltd. | $97,791,000 | – | 895,272 | – | 1.16% | – |
| WU | New | Western Union Co. | $97,213,000 | – | 5,103,022 | – | 1.15% | – |
| ISCA | New | International Speedway Corp. | $97,035,000 | – | 2,584,144 | – | 1.15% | – |
| OMC | New | Omnicom Group, Inc. | $90,855,000 | – | 1,095,965 | – | 1.07% | – |
| BRKB | New | Berkshire Hathaway Inc. | $89,231,000 | – | 526,840 | – | 1.06% | – |
| MTSC | New | MTS Systems Corp. | $87,778,000 | – | 1,694,557 | – | 1.04% | – |
| DNB | New | Dun & Bradstreet Corp. | $86,952,000 | – | 803,997 | – | 1.03% | – |
| MDP | New | Meredith Corp. | $86,682,000 | – | 1,458,060 | – | 1.02% | – |
| NLSN | New | Nielsen Holdings plc | $82,779,000 | – | 2,141,201 | – | 0.98% | – |
| BRC | New | Brady Corp. | $80,155,000 | – | 2,364,465 | – | 0.95% | – |
| MSGS | New | The Madison Square Garden Co. | $78,491,000 | – | 398,629 | – | 0.93% | – |
| ATGE | New | Adtalem Global Education, Inc. | $78,339,000 | – | 2,064,263 | – | 0.93% | – |
| BRSWQ | New | Bristow Group, Inc. | $78,016,000 | – | 10,198,235 | – | 0.92% | – |
| SSD | New | Simpson Manufacturing Co., Inc. | $76,981,000 | – | 1,761,167 | – | 0.91% | – |
| BWA | New | BorgWarner, Inc. | $73,181,000 | – | 1,727,591 | – | 0.86% | – |
| AXP | New | American Express Co. | $72,468,000 | – | 860,258 | – | 0.86% | – |
| WLTW | New | Willis Towers Watson plc | $71,999,000 | – | 494,972 | – | 0.85% | – |
| NOV | New | National Oilwell Varco | $71,786,000 | – | 2,179,285 | – | 0.85% | – |
| GSK | New | GlaxoSmithKline plc ADRadr | $70,982,000 | – | 1,646,146 | – | 0.84% | – |
| ITW | New | Illinois Tool Works, Inc. | $69,240,000 | – | 483,351 | – | 0.82% | – |
| TMO | New | Thermo Fisher Scientific, Inc. | $67,353,000 | – | 386,046 | – | 0.80% | – |
| TGNA | New | TEGNA, Inc. | $66,790,000 | – | 4,634,990 | – | 0.79% | – |
| LFUS | New | Littelfuse, Inc. | $63,940,000 | – | 387,516 | – | 0.76% | – |
| CHL | New | China Mobile Ltd. ADRadr | $62,388,000 | – | 1,175,130 | – | 0.74% | – |
| MHK | New | Mohawk Industries, Inc. | $58,629,000 | – | 242,581 | – | 0.69% | – |
| JWN | New | Nordstrom, Inc. | $57,467,000 | – | 1,201,477 | – | 0.68% | – |
| PGR | New | Progressive Corp. | $55,676,000 | – | 1,262,773 | – | 0.66% | – |
| HLI | New | Houlihan Lokey, Inc. | $53,694,000 | – | 1,538,508 | – | 0.64% | – |
| CAH | New | Cardinal Health, Inc. | $51,542,000 | – | 661,475 | – | 0.61% | – |
| CBS | New | CBS Corp. | $50,509,000 | – | 791,924 | – | 0.60% | – |
| FICO | New | Fair Isaac Corp. | $46,053,000 | – | 330,345 | – | 0.54% | – |
| FLR | New | Fluor Corp. | $42,081,000 | – | 919,193 | – | 0.50% | – |
| BX | New | Blackstone Group L.P. | $40,793,000 | – | 1,223,189 | – | 0.48% | – |
| BOKF | New | BOK Financial Corp. | $40,389,000 | – | 480,080 | – | 0.48% | – |
| SO | New | Southern Co. | $39,632,000 | – | 827,730 | – | 0.47% | – |
| TISI | New | Team, Inc. | $38,120,000 | – | 1,625,596 | – | 0.45% | – |
| RST | New | Rosetta Stone Inc. | $38,083,000 | – | 3,532,764 | – | 0.45% | – |
| COST | New | Costco Wholesale Corp. | $35,115,000 | – | 219,563 | – | 0.42% | – |
| VZ | New | Verizon Communications Inc. | $33,412,000 | – | 748,140 | – | 0.40% | – |
| CLB | New | Core Laboratories N.V. | $32,749,000 | – | 323,383 | – | 0.39% | – |
| VEA | New | Vanguard FTSE Developed ETFetf | $32,122,000 | – | 777,393 | – | 0.38% | – |
| COWN | New | Cowen Inc. | $30,510,000 | – | 1,877,564 | – | 0.36% | – |
| RNWK | New | RealNetworks, Inc. | $29,640,000 | – | 6,845,311 | – | 0.35% | – |
| BEN | New | Franklin Resources, Inc. | $28,933,000 | – | 645,974 | – | 0.34% | – |
| BCO | New | Brink's Co. | $28,936,000 | – | 431,882 | – | 0.34% | – |
| SRE | New | Sempra Energy | $27,704,000 | – | 245,709 | – | 0.33% | – |
| TROW | New | T. Rowe Price Group, Inc. | $27,504,000 | – | 370,630 | – | 0.32% | – |
| BID | New | Sotheby's | $26,155,000 | – | 487,339 | – | 0.31% | – |
| ORBC | New | ORBCOMM, Inc. | $24,384,000 | – | 2,157,866 | – | 0.29% | – |
| OXY | New | Occidental Petroleum Corp. | $24,213,000 | – | 404,431 | – | 0.29% | – |
| CNTY | New | Century Casinos, Inc. | $23,855,000 | – | 3,236,785 | – | 0.28% | – |
| EOG | New | EOG Resources Inc. | $23,763,000 | – | 262,520 | – | 0.28% | – |
| BSAC | New | Banco Santander-Chile ADRadr | $22,747,000 | – | 895,203 | – | 0.27% | – |
| MCF | New | Contango Oil & Gas Co. | $21,999,000 | – | 3,313,130 | – | 0.26% | – |
| SLB | New | Schlumberger Ltd. | $21,532,000 | – | 327,030 | – | 0.26% | – |
| TILE | New | Interface, Inc. | $19,833,000 | – | 1,009,330 | – | 0.24% | – |
| USB | New | U.S. Bancorp | $18,774,000 | – | 361,586 | – | 0.22% | – |
| IEX | New | IDEX Corp. | $18,601,000 | – | 164,593 | – | 0.22% | – |
| DGX | New | Quest Diagnostics Inc. | $18,248,000 | – | 164,157 | – | 0.22% | – |
| TNAV | New | Telenav Inc. | $18,007,000 | – | 2,223,076 | – | 0.21% | – |
| XOXO | New | XO Group Inc. | $17,398,000 | – | 987,396 | – | 0.21% | – |
| PCTI | New | PCTEL, Inc. | $17,343,000 | – | 2,449,549 | – | 0.20% | – |
| AFHIF | New | Atlas Financial Holdings, Inc. | $16,995,000 | – | 1,140,596 | – | 0.20% | – |
| KIN | New | Kindred Biosciences, Inc. | $16,872,000 | – | 1,961,912 | – | 0.20% | – |
| CSWC | New | Capital Southwest Corp. | $15,303,000 | – | 951,668 | – | 0.18% | – |
| TS | New | Tenaris ADRadr | $14,701,000 | – | 472,087 | – | 0.17% | – |
| BTN | New | Ballantyne Strong, Inc. | $14,267,000 | – | 2,129,363 | – | 0.17% | – |
| ACTG | New | Acacia Research Corp. | $13,996,000 | – | 3,413,758 | – | 0.17% | – |
| GHC | New | Graham Holdings Co. | $13,918,000 | – | 23,211 | – | 0.16% | – |
| SFE | New | Safeguard Scientifics Inc. | $13,577,000 | – | 1,140,937 | – | 0.16% | – |
| PCO | New | Pendrell Corp. | $13,049,000 | – | 1,804,791 | – | 0.15% | – |
| EDGW | New | Edgewater Technology Inc. | $11,963,000 | – | 1,759,234 | – | 0.14% | – |
| GSIT | New | GSI Technology Inc. | $11,805,000 | – | 1,501,943 | – | 0.14% | – |
| ACWX | New | ISHARES MSCI ACWI EX US ETFetf | $11,469,000 | – | 251,560 | – | 0.14% | – |
| DFS | New | Discover Financial Services | $11,277,000 | – | 181,327 | – | 0.13% | – |
| SEAC | New | SeaChange Intl, Inc. | $11,119,000 | – | 4,179,930 | – | 0.13% | – |
| MIND | New | Mitcham Industries, Inc. | $10,788,000 | – | 2,780,406 | – | 0.13% | – |
| MATW | New | Matthews Intl Corp. | $10,481,000 | – | 171,118 | – | 0.12% | – |
| HMN | New | Horace Mann Educators Corp. | $10,381,000 | – | 274,640 | – | 0.12% | – |
| TTGT | New | TechTarget, Inc. | $10,269,000 | – | 990,288 | – | 0.12% | – |
| ORCL | New | Oracle Corp. | $10,114,000 | – | 201,713 | – | 0.12% | – |
| COH | New | Coach, Inc. | $9,553,000 | – | 201,795 | – | 0.11% | – |
| CME | New | CME Group Inc. | $9,454,000 | – | 75,485 | – | 0.11% | – |
| CVS | New | CVS Health Corp. | $9,306,000 | – | 115,661 | – | 0.11% | – |
| LMT | New | Lockheed Martin Corp. | $9,107,000 | – | 32,804 | – | 0.11% | – |
| CARS | New | Cars.com Inc. | $9,046,000 | – | 339,686 | – | 0.11% | – |
| VT | New | Vanguard Total World Stock Index Fd (ETF)etf | $8,472,000 | – | 125,462 | – | 0.10% | – |
| PRCP | New | Perceptron, Inc. | $8,108,000 | – | 1,113,794 | – | 0.10% | – |
| LNDC | New | Landec Corp. | $7,687,000 | – | 517,637 | – | 0.09% | – |
| WMAR | New | West Marine, Inc. | $7,605,000 | – | 591,796 | – | 0.09% | – |
| JPM | New | JPMorgan Chase & Co. | $7,576,000 | – | 82,890 | – | 0.09% | – |
| SYNC | New | Synacor, Inc. | $7,536,000 | – | 2,064,651 | – | 0.09% | – |
| SPAR | New | Spartan Motors Inc. | $7,319,000 | – | 826,991 | – | 0.09% | – |
| GRBK | New | Green Brick Partners Inc. | $7,305,000 | – | 638,000 | – | 0.09% | – |
| GOLD | New | Barrick Gold Corp. | $7,280,000 | – | 457,601 | – | 0.09% | – |
| GLUU | New | Glu Mobile Inc. | $7,237,000 | – | 2,894,600 | – | 0.09% | – |
| IBM | New | International Business Machines Corp. | $7,228,000 | – | 46,987 | – | 0.08% | – |
| XOM | New | Exxon Mobil Corp. | $6,863,000 | – | 85,009 | – | 0.08% | – |
| GIFI | New | Gulf Island Fabrication, Inc. | $6,853,000 | – | 590,771 | – | 0.08% | – |
| CPIX | New | Cumberland Pharmaceuticals, Inc. | $6,835,000 | – | 976,377 | – | 0.08% | – |
| TURN | New | 180 Degree Capital Corp | $6,875,000 | – | 4,244,134 | – | 0.08% | – |
| ALOT | New | AstroNova, Inc. | $6,554,000 | – | 508,077 | – | 0.08% | – |
| CRAI | New | CRA International, Inc. | $6,512,000 | – | 179,298 | – | 0.08% | – |
| BSMX | New | Santander Mexico Financial Group ADRadr | $6,493,000 | – | 673,541 | – | 0.08% | – |
| MOS | New | Mosaic Co. | $6,458,000 | – | 282,878 | – | 0.08% | – |
| CVU | New | CPI Aerostructures, Inc. | $6,414,000 | – | 682,301 | – | 0.08% | – |
| STRT | New | Strattec Security Corp. | $6,341,000 | – | 179,116 | – | 0.08% | – |
| OESX | New | Orion Energy Systems, Inc. | $6,375,000 | – | 4,980,847 | – | 0.08% | – |
| IWM | New | iShares Russell 2000 ETFetf | $6,257,000 | – | 44,400 | – | 0.07% | – |
| BK | New | Bank of New York Mellon Corp. | $5,757,000 | – | 112,837 | – | 0.07% | – |
| P | New | Pandora Media, Inc. | $5,547,000 | – | 621,896 | – | 0.07% | – |
| GS | New | Goldman Sachs Group, Inc. | $5,503,000 | – | 24,799 | – | 0.06% | – |
| FDS | New | Factset Research Systems, Inc. | $5,457,000 | – | 32,840 | – | 0.06% | – |
| MOV | New | Movado Group Inc. | $5,464,000 | – | 216,400 | – | 0.06% | – |
| HNGR | New | Hanger, Inc. | $5,213,000 | – | 438,100 | – | 0.06% | – |
| APA | New | Apache Corp. | $5,103,000 | – | 106,476 | – | 0.06% | – |
| MBFI | New | MB Financial, Inc. | $4,963,000 | – | 112,696 | – | 0.06% | – |
| ASPN | New | Aspen Aerogels Inc. | $4,868,000 | – | 1,093,997 | – | 0.06% | – |
| GAIA | New | Gaia, Inc. | $4,947,000 | – | 441,693 | – | 0.06% | – |
| TSCO | New | Tractor Supply | $4,767,000 | – | 87,938 | – | 0.06% | – |
| VOO | New | Vanguard S&P 500 ETFetf | $4,728,000 | – | 21,290 | – | 0.06% | – |
| MN | New | Manning & Napier, Inc. | $4,691,000 | – | 1,078,386 | – | 0.06% | – |
| ESIO | New | Electro Scientific Industries, Inc. | $4,526,000 | – | 549,247 | – | 0.05% | – |
| NVS | New | Novartis AG ADRadr | $4,146,000 | – | 49,665 | – | 0.05% | – |
| AXTI | New | AXT Inc. | $4,079,000 | – | 642,318 | – | 0.05% | – |
| ACN | New | Accenture plc | $4,005,000 | – | 32,379 | – | 0.05% | – |
| EMKR | New | Emcore Corporation | $3,824,000 | – | 359,104 | – | 0.04% | – |
| LL | New | Lumber Liquidators Holdings, Inc. | $3,435,000 | – | 137,068 | – | 0.04% | – |
| GLAE | New | GlassBridge Enterprises Inc. | $3,425,000 | – | 864,948 | – | 0.04% | – |
| BBBY | New | Bed Bath & Beyond Inc. | $2,954,000 | – | 97,171 | – | 0.04% | – |
| TRIP | New | TripAdvisor Inc | $2,880,000 | – | 75,405 | – | 0.03% | – |
| VSRI | New | Versar Inc. | $2,807,000 | – | 1,883,876 | – | 0.03% | – |
| NTTYY | New | Nippon Telegraph & Telephone ADRadr | $2,652,000 | – | 56,112 | – | 0.03% | – |
| IDCC | New | InterDigital Inc. | $2,597,000 | – | 33,594 | – | 0.03% | – |
| ABTL | New | Autobytel Inc. | $2,659,000 | – | 210,872 | – | 0.03% | – |
| AETI | New | American Electric Technologies, Inc. | $2,517,000 | – | 1,422,211 | – | 0.03% | – |
| DVD | New | Dover Motorsports, Inc. | $1,998,000 | – | 951,603 | – | 0.02% | – |
| DRAD | New | Digirad Corp. | $2,022,000 | – | 499,254 | – | 0.02% | – |
| DGII | New | Digi International Inc. | $1,837,000 | – | 181,030 | – | 0.02% | – |
| RELL | New | Richardson Electronics, Ltd. | $1,881,000 | – | 315,027 | – | 0.02% | – |
| AYI | New | Acuity Brands | $1,725,000 | – | 8,486 | – | 0.02% | – |
| RBCN | New | Rubicon Technology, Inc. | $1,670,000 | – | 180,297 | – | 0.02% | – |
| CHD | New | Church & Dwight Co., Inc. | $1,488,000 | – | 28,683 | – | 0.02% | – |
| ICE | New | IntercontinentalExchange, Inc. | $1,413,000 | – | 21,440 | – | 0.02% | – |
| HDNG | New | Hardinge Inc. | $1,325,000 | – | 106,688 | – | 0.02% | – |
| EXPD | New | Expeditors Intl of Washington | $1,302,000 | – | 23,059 | – | 0.02% | – |
| DCMYY | New | NTT Docomo Inc. ADRadr | $1,207,000 | – | 51,038 | – | 0.01% | – |
| VICL | New | Vical Inc. | $1,025,000 | – | 385,426 | – | 0.01% | – |
| MA | New | MasterCard Inc. | $906,000 | – | 7,461 | – | 0.01% | – |
| SNY | New | Sanofi-Aventisadr | $852,000 | – | 17,790 | – | 0.01% | – |
| TM | New | Toyota Motor Corp. ADRadr | $599,000 | – | 5,708 | – | 0.01% | – |
| ITUB | New | Itau Unibanco Holding SA ADRadr | $441,000 | – | 39,869 | – | 0.01% | – |
| FFIV | New | F5 Networks, Inc. | $400,000 | – | 3,152 | – | 0.01% | – |
| LPL | New | LG Display Co Ltd - ADRadr | $165,000 | – | 10,258 | – | 0.00% | – |
Q4 2016
| Value | Shares | ↓ Weighting | ||||||
|---|---|---|---|---|---|---|---|---|
| NTTYY | Exit | Nippon Telegraph & Telephone ADRadr | $0 | – | -4,604 | – | -0.00% | – |
| CAJ | Exit | Canon Inc. ADRadr | $0 | – | -17,606 | – | -0.01% | – |
| EWU | Exit | iShares MSCI United Kingdom Index ETFetf | $0 | – | -33,502 | – | -0.01% | – |
| TM | Exit | Toyota Motor Corp. ADRadr | $0 | – | -5,726 | – | -0.01% | – |
| NVS | Exit | Novartis AG ADRadr | $0 | – | -13,914 | – | -0.01% | – |
| ACN | Exit | Accenture plc | $0 | – | -9,576 | – | -0.01% | – |
| DFS | Exit | Discover Financial Services | $0 | – | -20,963 | – | -0.01% | – |
| UNP | Exit | Union Pacific | $0 | – | -14,068 | – | -0.02% | – |
| EWL | Exit | iShares MSCI Switzerland Capped ETFetf | $0 | – | -52,452 | – | -0.02% | – |
| VICL | Exit | Vical Inc. | $0 | – | -529,913 | – | -0.02% | – |
| GWW | Exit | W.W. Grainger, Inc. | $0 | – | -7,303 | – | -0.02% | – |
| FAST | Exit | Fastenal Co. | $0 | – | -42,869 | – | -0.02% | – |
| HNGR | Exit | Hanger, Inc. | $0 | – | -226,895 | – | -0.02% | – |
| RBCN | Exit | Rubicon Technology, Inc. | $0 | – | -3,760,729 | – | -0.03% | – |
| VAR | Exit | Varian Medical Systems Inc. | $0 | – | -24,968 | – | -0.03% | – |
| GRBK | Exit | Green Brick Partners Inc. | $0 | – | -306,862 | – | -0.03% | – |
| VSRI | Exit | Versar Inc. | $0 | – | -1,796,673 | – | -0.03% | – |
| ESIO | Exit | Electro Scientific Industries, Inc. | $0 | – | -508,747 | – | -0.04% | – |
| PNC | Exit | The PNC Financial Service Group, Inc. | $0 | – | -33,445 | – | -0.04% | – |
| FF | Exit | FutureFuel Corp. | $0 | – | -274,100 | – | -0.04% | – |
| CME | Exit | CME Group Inc. | $0 | – | -29,788 | – | -0.04% | – |
| ACWX | Exit | ISHARES MSCI ACWI EX US ETFetf | $0 | – | -76,514 | – | -0.04% | – |
| WMAR | Exit | West Marine, Inc. | $0 | – | -389,064 | – | -0.04% | – |
| MOV | Exit | Movado Group Inc. | $0 | – | -165,700 | – | -0.04% | – |
| ARCB | Exit | ArcBest Corp. | $0 | – | -188,520 | – | -0.04% | – |
| AETI | Exit | American Electric Technologies, Inc. | $0 | – | -1,506,160 | – | -0.04% | – |
| DGII | Exit | Digi International Inc. | $0 | – | -350,838 | – | -0.05% | – |
| QUMU | Exit | Qumu Corp. | $0 | – | -1,799,618 | – | -0.05% | – |
| TTGT | Exit | TechTarget, Inc. | $0 | – | -503,369 | – | -0.05% | – |
| MKC | Exit | McCormick & Co., Inc. | $0 | – | -40,978 | – | -0.05% | – |
| BBBY | Exit | Bed Bath & Beyond Inc. | $0 | – | -97,240 | – | -0.05% | – |
| MBFI | Exit | MB Financial, Inc. | $0 | – | -112,700 | – | -0.05% | – |
| ASPN | Exit | Aspen Aerogels Inc. | $0 | – | -721,737 | – | -0.05% | – |
| STRT | Exit | Strattec Security Corp. | $0 | – | -122,197 | – | -0.05% | – |
| BSMX | Exit | Santander Mexico Financial Group ADRadr | $0 | – | -498,991 | – | -0.05% | – |
| OXY | Exit | Occidental Petroleum Corp. | $0 | – | -61,088 | – | -0.05% | – |
| BK | Exit | Bank of New York Mellon Corp. | $0 | – | -112,970 | – | -0.05% | – |
| ITUB | Exit | Itau Unibanco Holding SA ADRadr | $0 | – | -407,765 | – | -0.05% | – |
| CRAI | Exit | CRA International, Inc. | $0 | – | -170,600 | – | -0.06% | – |
| APA | Exit | Apache Corp. | $0 | – | -77,018 | – | -0.06% | – |
| GLUU | Exit | Glu Mobile Inc. | $0 | – | -2,269,400 | – | -0.06% | – |
| MOS | Exit | Mosaic Co. | $0 | – | -205,197 | – | -0.06% | – |
| IMN | Exit | Imation Corp. | $0 | – | -8,055,966 | – | -0.06% | – |
| GS | Exit | Goldman Sachs Group, Inc. | $0 | – | -33,810 | – | -0.07% | – |
| JPM | Exit | JPMorgan Chase & Co. | $0 | – | -81,873 | – | -0.07% | – |
| GOLD | Exit | Barrick Gold Corp. | $0 | – | -312,916 | – | -0.07% | – |
| EMKR | Exit | Emcore Corporation | $0 | – | -983,234 | – | -0.07% | – |
| XOM | Exit | Exxon Mobil Corp. | $0 | – | -66,717 | – | -0.07% | – |
| CRWS | Exit | Crown Crafts, Inc. | $0 | – | -574,455 | – | -0.07% | – |
| GCI | Exit | Gannett Co. Inc. | $0 | – | -510,371 | – | -0.07% | – |
| SUP | Exit | Superior Industries Intl, Inc. | $0 | – | -207,900 | – | -0.07% | – |
| HDNG | Exit | Hardinge Inc. | $0 | – | -545,977 | – | -0.07% | – |
| TINY | Exit | Harris & Harris Group, Inc. | $0 | – | -4,883,158 | – | -0.08% | – |
| COH | Exit | Coach, Inc. | $0 | – | -187,510 | – | -0.08% | – |
| RELL | Exit | Richardson Electronics, Ltd. | $0 | – | -1,013,663 | – | -0.08% | – |
| DVD | Exit | Dover Motorsports, Inc. | $0 | – | -2,803,243 | – | -0.08% | – |
| TS | Exit | Tenaris ADRadr | $0 | – | -251,039 | – | -0.09% | – |
| GIFI | Exit | Gulf Island Fabrication, Inc. | $0 | – | -783,900 | – | -0.09% | – |
| RTKHQ | Exit | Rentech, Inc. | $0 | – | -2,491,679 | – | -0.09% | – |
| OESX | Exit | Orion Energy Systems, Inc. | $0 | – | -5,514,400 | – | -0.09% | – |
| STJ | Exit | St. Jude Medical, Inc. | $0 | – | -94,498 | – | -0.09% | – |
| LMT | Exit | Lockheed Martin Corp. | $0 | – | -32,745 | – | -0.10% | – |
| MS | Exit | Morgan Stanley | $0 | – | -245,842 | – | -0.10% | – |
| ORCL | Exit | Oracle Corp. | $0 | – | -204,295 | – | -0.10% | – |
| IBM | Exit | International Business Machines Corp. | $0 | – | -52,688 | – | -0.10% | – |
| BTI | Exit | British American Tobacco plc ADRadr | $0 | – | -71,669 | – | -0.11% | – |
| PVTB | Exit | PrivateBancorp, Inc. | $0 | – | -205,510 | – | -0.11% | – |
| GAIA | Exit | Gaia, Inc. | $0 | – | -1,334,879 | – | -0.12% | – |
| LL | Exit | Lumber Liquidators Holdings, Inc. | $0 | – | -485,683 | – | -0.12% | – |
| MIND | Exit | Mitcham Industries, Inc. | $0 | – | -2,975,304 | – | -0.12% | – |
| MN | Exit | Manning & Napier, Inc. | $0 | – | -1,407,774 | – | -0.12% | – |
| CPIX | Exit | Cumberland Pharmaceuticals, Inc. | $0 | – | -2,049,760 | – | -0.12% | – |
| RYAAY | Exit | Ryanair Holdings plc ADRadr | $0 | – | -140,229 | – | -0.13% | – |
| AXTI | Exit | AXT Inc. | $0 | – | -2,031,875 | – | -0.13% | – |
| SRE | Exit | Sempra Energy | $0 | – | -99,695 | – | -0.13% | – |
| BRKS | Exit | Brooks Automation, Inc. | $0 | – | -816,000 | – | -0.13% | – |
| PRCP | Exit | Perceptron, Inc. | $0 | – | -1,656,804 | – | -0.14% | – |
| CVU | Exit | CPI Aerostructures, Inc. | $0 | – | -1,650,515 | – | -0.14% | – |
| COST | Exit | Costco Wholesale Corp. | $0 | – | -75,667 | – | -0.14% | – |
| GHC | Exit | Graham Holdings Co. | $0 | – | -24,268 | – | -0.14% | – |
| CSWC | Exit | Capital Southwest Corp. | $0 | – | -847,268 | – | -0.15% | – |
| BTN | Exit | Ballantyne Strong, Inc. | $0 | – | -1,858,160 | – | -0.16% | – |
| VOO | Exit | Vanguard S&P 500 ETFetf | $0 | – | -65,876 | – | -0.16% | – |
| ALOT | Exit | AstroNova, Inc. | $0 | – | -882,174 | – | -0.16% | – |
| TILE | Exit | Interface, Inc. | $0 | – | -785,599 | – | -0.16% | – |
| HMN | Exit | Horace Mann Educators Corp. | $0 | – | -365,837 | – | -0.16% | – |
| FLR | Exit | Fluor Corp. | $0 | – | -269,566 | – | -0.17% | – |
| SEAC | Exit | SeaChange Intl, Inc. | $0 | – | -4,839,364 | – | -0.18% | – |
| VT | Exit | Vanguard Total World Stock Index Fd (ETF)etf | $0 | – | -241,772 | – | -0.18% | – |
| EDGW | Exit | Edgewater Technology Inc. | $0 | – | -1,781,915 | – | -0.18% | – |
| LNDC | Exit | Landec Corp. | $0 | – | -1,160,586 | – | -0.19% | – |
| MATW | Exit | Matthews Intl Corp. | $0 | – | -256,796 | – | -0.19% | – |
| ANSS | Exit | Ansys, Inc. | $0 | – | -182,494 | – | -0.20% | – |
| SPAR | Exit | Spartan Motors Inc. | $0 | – | -1,784,414 | – | -0.21% | – |
| BOKF | Exit | BOK Financial Corp. | $0 | – | -250,242 | – | -0.21% | – |
| PCTI | Exit | PCTEL, Inc. | $0 | – | -3,386,715 | – | -0.22% | – |
| VEA | Exit | Vanguard FTSE Developed ETFetf | $0 | – | -484,548 | – | -0.22% | – |
| KIN | Exit | Kindred Biosciences, Inc. | $0 | – | -3,835,163 | – | -0.23% | – |
| USB | Exit | U.S. Bancorp | $0 | – | -499,677 | – | -0.26% | – |
| ACTG | Exit | Acacia Research Corp. | $0 | – | -3,406,693 | – | -0.27% | – |
| SLB | Exit | Schlumberger Ltd. | $0 | – | -287,810 | – | -0.27% | – |
| PCO | Exit | Pendrell Corp. | $0 | – | -33,096,673 | – | -0.27% | – |
| XOXO | Exit | XO Group Inc. | $0 | – | -1,172,273 | – | -0.27% | – |
| BSAC | Exit | Banco Santander-Chile ADRadr | $0 | – | -1,116,464 | – | -0.28% | – |
| TNAV | Exit | Telenav Inc. | $0 | – | -4,041,034 | – | -0.28% | – |
| TROW | Exit | T. Rowe Price Group, Inc. | $0 | – | -352,967 | – | -0.28% | – |
| CEB | Exit | CEB Inc. | $0 | – | -435,367 | – | -0.29% | – |
| IEX | Exit | IDEX Corp. | $0 | – | -255,668 | – | -0.29% | – |
| EOG | Exit | EOG Resources Inc. | $0 | – | -254,890 | – | -0.30% | – |
| BID | Exit | Sotheby's | $0 | – | -656,940 | – | -0.30% | – |
| CNTY | Exit | Century Casinos, Inc. | $0 | – | -3,721,469 | – | -0.31% | – |
| HLI | Exit | Houlihan Lokey, Inc. | $0 | – | -1,052,361 | – | -0.32% | – |
| SO | Exit | Southern Co. | $0 | – | -564,193 | – | -0.35% | – |
| CLB | Exit | Core Laboratories N.V. | $0 | – | -262,624 | – | -0.36% | – |
| ORBC | Exit | ORBCOMM, Inc. | $0 | – | -2,964,735 | – | -0.37% | – |
| RNWK | Exit | RealNetworks, Inc. | $0 | – | -7,187,763 | – | -0.39% | – |
| DGX | Exit | Quest Diagnostics Inc. | $0 | – | -404,984 | – | -0.42% | – |
| BX | Exit | Blackstone Group L.P. | $0 | – | -1,421,642 | – | -0.44% | – |
| MCF | Exit | Contango Oil & Gas Co. | $0 | – | -3,824,759 | – | -0.47% | – |
| VZ | Exit | Verizon Communications Inc. | $0 | – | -782,809 | – | -0.49% | – |
| BCO | Exit | Brink's Co. | $0 | – | -1,128,582 | – | -0.51% | – |
| COWN | Exit | Cowen Group, Inc. | $0 | – | -12,123,459 | – | -0.53% | – |
| PM | Exit | Philip Morris Intl, Inc. | $0 | – | -453,174 | – | -0.53% | – |
| RST | Exit | Rosetta Stone Inc. | $0 | – | -5,351,617 | – | -0.55% | – |
| CHL | Exit | China Mobile Ltd. ADRadr | $0 | – | -762,548 | – | -0.57% | – |
| FICO | Exit | Fair Isaac Corp. | $0 | – | -393,429 | – | -0.59% | – |
| COL | Exit | Rockwell Collins, Inc. | $0 | – | -594,714 | – | -0.61% | – |
| DV | Exit | DeVry Education Group Inc. | $0 | – | -2,184,576 | – | -0.61% | – |
| AXP | Exit | American Express Co. | $0 | – | -797,470 | – | -0.62% | – |
| TIF | Exit | Tiffany & Co. | $0 | – | -705,916 | – | -0.62% | – |
| PGR | Exit | Progressive Corp. | $0 | – | -1,701,394 | – | -0.65% | – |
| WLTW | Exit | Willis Towers Watson plc | $0 | – | -410,119 | – | -0.66% | – |
| MHK | Exit | Mohawk Industries, Inc. | $0 | – | -275,647 | – | -0.67% | – |
| JWN | Exit | Nordstrom, Inc. | $0 | – | -1,131,857 | – | -0.71% | – |
| BWA | Exit | BorgWarner Inc. | $0 | – | -1,668,778 | – | -0.71% | – |
| BRKB | Exit | Berkshire Hathaway Inc. | $0 | – | -415,662 | – | -0.73% | – |
| TISI | Exit | Team, Inc. | $0 | – | -1,917,778 | – | -0.76% | – |
| NOV | Exit | National Oilwell Varco | $0 | – | -1,711,291 | – | -0.76% | – |
| BEN | Exit | Franklin Resources, Inc. | $0 | – | -1,817,416 | – | -0.78% | – |
| CBS | Exit | CBS Corp. | $0 | – | -1,204,426 | – | -0.80% | – |
| GSK | Exit | GlaxoSmithKline plc ADRadr | $0 | – | -1,607,697 | – | -0.84% | – |
| LFUS | Exit | Littelfuse, Inc. | $0 | – | -594,034 | – | -0.93% | – |
| MTSC | Exit | MTS Systems Corp. | $0 | – | -1,675,914 | – | -0.93% | – |
| RCL | Exit | Royal Caribbean Cruises Ltd. | $0 | – | -1,055,980 | – | -0.96% | – |
| MSGS | Exit | The Madison Square Garden Co. | $0 | – | -476,978 | – | -0.98% | – |
| TMO | Exit | Thermo Fisher Scientific Inc. | $0 | – | -526,143 | – | -1.01% | – |
| SLCA | Exit | U.S. Silica Holdings, Inc. | $0 | – | -1,886,231 | – | -1.06% | – |
| MDP | Exit | Meredith Corp. | $0 | – | -1,813,300 | – | -1.14% | – |
| ITW | Exit | Illinois Tool Works Inc. | $0 | – | -800,732 | – | -1.16% | – |
| SNA | Exit | Snap-On Inc. | $0 | – | -661,531 | – | -1.22% | – |
| JNJ | Exit | Johnson & Johnson | $0 | – | -858,549 | – | -1.23% | – |
| OMC | Exit | Omnicom Group Inc. | $0 | – | -1,207,774 | – | -1.24% | – |
| JNS | Exit | Janus Capital Group Inc. | $0 | – | -7,384,638 | – | -1.25% | – |
| DNB | Exit | Dun & Bradstreet Corp. | $0 | – | -770,846 | – | -1.27% | – |
| HAR | Exit | Harman Intl Industries, Inc. | $0 | – | -1,263,018 | – | -1.29% | – |
| CBRE | Exit | CBRE Group, Inc. | $0 | – | -3,833,411 | – | -1.30% | – |
| SSD | Exit | Simpson Manufacturing Co., Inc. | $0 | – | -2,460,804 | – | -1.31% | – |
| MAT | Exit | Mattel, Inc. | $0 | – | -3,775,361 | – | -1.38% | – |
| AFL | Exit | AFLAC Inc. | $0 | – | -1,634,782 | – | -1.42% | – |
| CRL | Exit | Charles River Laboratories Intl, Inc. | $0 | – | -1,426,842 | – | -1.44% | – |
| NOK | Exit | Nokia Corp. ADRadr | $0 | – | -20,784,782 | – | -1.46% | – |
| GILD | Exit | Gilead Sciences, Inc. | $0 | – | -1,532,528 | – | -1.47% | – |
| MSGN | Exit | MSG Networks, Inc. | $0 | – | -6,557,430 | – | -1.48% | – |
| VIAB | Exit | Viacom, Inc. | $0 | – | -3,215,086 | – | -1.48% | – |
| SWK | Exit | Stanley Black & Decker, Inc. | $0 | – | -1,008,738 | – | -1.50% | – |
| ISCA | Exit | International Speedway Corp. | $0 | – | -3,839,731 | – | -1.55% | – |
| BRC | Exit | Brady Corp. | $0 | – | -3,733,043 | – | -1.56% | – |
| WU | Exit | Western Union Co. | $0 | – | -6,206,933 | – | -1.56% | – |
| ZBH | Exit | Zimmer Biomet Holdings, Inc. | $0 | – | -1,005,150 | – | -1.58% | – |
| TGNA | Exit | TEGNA, Inc. | $0 | – | -6,202,888 | – | -1.64% | – |
| MSFT | Exit | Microsoft Corp. | $0 | – | -2,516,316 | – | -1.75% | – |
| BRSWQ | Exit | Bristow Group Inc. | $0 | – | -10,393,910 | – | -1.76% | – |
| SJM | Exit | J.M. Smucker Co. | $0 | – | -1,089,815 | – | -1.79% | – |
| KKR | Exit | KKR & Co. L.P. | $0 | – | -10,660,683 | – | -1.84% | – |
| BIO | Exit | Bio-Rad Laboratories, Inc. | $0 | – | -958,046 | – | -1.90% | – |
| ZBRA | Exit | Zebra Technologies Corp. | $0 | – | -2,301,441 | – | -1.94% | – |
| NTRS | Exit | Northern Trust Corp. | $0 | – | -2,488,981 | – | -2.05% | – |
| JLL | Exit | JLL | $0 | – | -1,488,867 | – | -2.05% | – |
| AXE | Exit | Anixter Intl Inc. | $0 | – | -2,645,472 | – | -2.06% | – |
| IPG | Exit | Interpublic Group of Cos., Inc. | $0 | – | -7,677,162 | – | -2.08% | – |
| BIDU | Exit | Baidu, Inc. ADRadr | $0 | – | -988,668 | – | -2.18% | – |
| LH | Exit | Laboratory Corp. of America Holdings | $0 | – | -1,438,798 | – | -2.39% | – |
| FAF | Exit | First American Financial Corp. | $0 | – | -5,508,306 | – | -2.62% | – |
| LAZ | Exit | Lazard Ltd. | $0 | – | -6,541,286 | – | -2.88% | – |
| KMT | Exit | Kennametal Inc. | $0 | – | -9,339,969 | – | -3.28% | – |
Q3 2016
| Value | Shares | ↓ Weighting | ||||||
|---|---|---|---|---|---|---|---|---|
| KMT | Sell | Kennametal Inc. | $271,046,000 | +18.0% | 9,339,969 | -10.1% | 3.28% | +13.7% |
| LAZ | Buy | Lazard Ltd. | $237,841,000 | +22.1% | 6,541,286 | +0.0% | 2.88% | +17.7% |
| FAF | Sell | First American Financial Corp. | $216,366,000 | -5.1% | 5,508,306 | -2.8% | 2.62% | -8.6% |
| LH | Sell | Laboratory Corp. of America Holdings | $197,806,000 | +0.2% | 1,438,798 | -5.0% | 2.39% | -3.4% |
| BIDU | Buy | Baidu, Inc. ADRadr | $180,007,000 | +17.4% | 988,668 | +6.5% | 2.18% | +13.1% |
| IPG | Sell | Interpublic Group of Cos., Inc. | $171,585,000 | -5.9% | 7,677,162 | -2.7% | 2.08% | -9.3% |
| AXE | Sell | Anixter Intl Inc. | $170,633,000 | +10.2% | 2,645,472 | -9.0% | 2.06% | +6.2% |
| JLL | Buy | JLL | $169,418,000 | +18.7% | 1,488,867 | +1.6% | 2.05% | +14.3% |
| NTRS | Sell | Northern Trust Corp. | $169,226,000 | +0.5% | 2,488,981 | -2.1% | 2.05% | -3.2% |
| ZBRA | Buy | Zebra Technologies Corp. | $160,203,000 | +45.3% | 2,301,441 | +4.5% | 1.94% | +39.9% |
| BIO | Sell | Bio-Rad Laboratories, Inc. | $156,938,000 | +11.9% | 958,046 | -2.3% | 1.90% | +7.8% |
| KKR | Sell | KKR & Co. L.P. | $152,021,000 | +15.5% | 10,660,683 | -0.1% | 1.84% | +11.3% |
| SJM | Sell | J.M. Smucker Co. | $147,714,000 | -17.0% | 1,089,815 | -6.7% | 1.79% | -20.0% |
| BRSWQ | Buy | Bristow Group Inc. | $145,723,000 | +34.3% | 10,393,910 | +9.3% | 1.76% | +29.3% |
| MSFT | Sell | Microsoft Corp. | $144,940,000 | +12.3% | 2,516,316 | -0.3% | 1.75% | +8.1% |
| TGNA | Sell | TEGNA, Inc. | $135,595,000 | -7.6% | 6,202,888 | -2.1% | 1.64% | -11.0% |
| ZBH | Sell | Zimmer Biomet Holdings, Inc. | $130,690,000 | -11.1% | 1,005,150 | -17.7% | 1.58% | -14.3% |
| WU | Sell | Western Union Co. | $129,228,000 | -3.6% | 6,206,933 | -11.2% | 1.56% | -7.1% |
| BRC | Sell | Brady Corp. | $129,201,000 | +1.1% | 3,733,043 | -10.7% | 1.56% | -2.6% |
| ISCA | Sell | International Speedway Corp. | $128,324,000 | -2.2% | 3,839,731 | -2.1% | 1.55% | -5.8% |
| SWK | Sell | Stanley Black & Decker, Inc. | $124,055,000 | +5.6% | 1,008,738 | -4.5% | 1.50% | +1.8% |
| VIAB | Buy | Viacom, Inc. | $122,495,000 | -3.3% | 3,215,086 | +5.2% | 1.48% | -6.9% |
| MSGN | Buy | MSG Networks, Inc. | $122,034,000 | +33.1% | 6,557,430 | +9.7% | 1.48% | +28.1% |
| GILD | Buy | Gilead Sciences, Inc. | $121,254,000 | +0.7% | 1,532,528 | +6.2% | 1.47% | -3.0% |
| NOK | Buy | Nokia Corp. ADRadr | $120,344,000 | +24.3% | 20,784,782 | +22.2% | 1.46% | +19.8% |
| CRL | Sell | Charles River Laboratories Intl, Inc. | $118,913,000 | -1.5% | 1,426,842 | -2.5% | 1.44% | -5.1% |
| AFL | Sell | AFLAC Inc. | $117,492,000 | -11.4% | 1,634,782 | -11.0% | 1.42% | -14.6% |
| MAT | Sell | Mattel, Inc. | $114,318,000 | -8.9% | 3,775,361 | -5.9% | 1.38% | -12.2% |
| SSD | Sell | Simpson Manufacturing Co., Inc. | $108,152,000 | +2.5% | 2,460,804 | -6.8% | 1.31% | -1.3% |
| CBRE | Buy | CBRE Group, Inc. | $107,259,000 | +23.9% | 3,833,411 | +17.2% | 1.30% | +19.3% |
| HAR | Buy | Harman Intl Industries, Inc. | $106,662,000 | +18.1% | 1,263,018 | +0.5% | 1.29% | +13.8% |
| DNB | Sell | Dun & Bradstreet Corp. | $105,313,000 | +0.7% | 770,846 | -10.2% | 1.27% | -2.9% |
| JNS | Sell | Janus Capital Group Inc. | $103,459,000 | -0.9% | 7,384,638 | -1.5% | 1.25% | -4.6% |
| OMC | Sell | Omnicom Group Inc. | $102,661,000 | +0.1% | 1,207,774 | -4.0% | 1.24% | -3.6% |
| JNJ | Buy | Johnson & Johnson | $101,420,000 | -2.5% | 858,549 | +0.1% | 1.23% | -6.0% |
| SNA | Sell | Snap-On Inc. | $100,526,000 | -6.1% | 661,531 | -2.5% | 1.22% | -9.5% |
| ITW | Sell | Illinois Tool Works Inc. | $95,960,000 | +1.7% | 800,732 | -11.6% | 1.16% | -2.0% |
| MDP | Sell | Meredith Corp. | $94,273,000 | -18.6% | 1,813,300 | -18.7% | 1.14% | -21.5% |
| SLCA | Sell | U.S. Silica Holdings, Inc. | $87,823,000 | -1.8% | 1,886,231 | -27.3% | 1.06% | -5.3% |
| TMO | Sell | Thermo Fisher Scientific Inc. | $83,688,000 | +5.6% | 526,143 | -1.9% | 1.01% | +1.7% |
| MSGS | Sell | The Madison Square Garden Co. | $80,805,000 | -4.5% | 476,978 | -2.7% | 0.98% | -8.0% |
| RCL | Buy | Royal Caribbean Cruises Ltd. | $79,146,000 | +12.4% | 1,055,980 | +0.7% | 0.96% | +8.3% |
| MTSC | Buy | MTS Systems Corp. | $77,142,000 | +8.1% | 1,675,914 | +3.0% | 0.93% | +4.1% |
| LFUS | Sell | Littelfuse, Inc. | $76,518,000 | -0.6% | 594,034 | -8.8% | 0.93% | -4.1% |
| CBS | Sell | CBS Corp. | $65,930,000 | -3.5% | 1,204,426 | -4.0% | 0.80% | -7.0% |
| BEN | Sell | Franklin Resources, Inc. | $64,645,000 | +2.6% | 1,817,416 | -3.7% | 0.78% | -1.1% |
| NOV | Sell | National Oilwell Varco | $62,873,000 | +5.2% | 1,711,291 | -3.7% | 0.76% | +1.5% |
| TISI | Buy | Team, Inc. | $62,731,000 | +33.4% | 1,917,778 | +1.3% | 0.76% | +28.6% |
| BRKB | Buy | Berkshire Hathaway Inc. | $60,051,000 | +150.5% | 415,662 | +151.1% | 0.73% | +141.2% |
| JWN | Sell | Nordstrom, Inc. | $58,721,000 | +24.7% | 1,131,857 | -8.5% | 0.71% | +20.1% |
| BWA | Buy | BorgWarner Inc. | $58,708,000 | +49.9% | 1,668,778 | +25.8% | 0.71% | +44.3% |
| MHK | Sell | Mohawk Industries, Inc. | $55,223,000 | -9.0% | 275,647 | -13.8% | 0.67% | -12.3% |
| WLTW | Buy | Willis Towers Watson plc | $54,451,000 | +25.2% | 410,119 | +17.3% | 0.66% | +20.7% |
| PGR | Sell | Progressive Corp. | $53,594,000 | -9.6% | 1,701,394 | -3.9% | 0.65% | -13.0% |
| TIF | Buy | Tiffany & Co. | $51,271,000 | +63.5% | 705,916 | +36.5% | 0.62% | +57.4% |
| AXP | Sell | American Express Co. | $51,070,000 | +2.4% | 797,470 | -2.8% | 0.62% | -1.3% |
| DV | Sell | DeVry Education Group Inc. | $50,376,000 | +5.2% | 2,184,576 | -18.6% | 0.61% | +1.3% |
| COL | Buy | Rockwell Collins, Inc. | $50,158,000 | +93.2% | 594,714 | +95.1% | 0.61% | +86.2% |
| FICO | Sell | Fair Isaac Corp. | $49,017,000 | +0.2% | 393,429 | -9.2% | 0.59% | -3.4% |
| CHL | Buy | China Mobile Ltd. ADRadr | $46,912,000 | +9.3% | 762,548 | +2.9% | 0.57% | +5.2% |
| RST | Buy | Rosetta Stone Inc. | $45,382,000 | +11.3% | 5,351,617 | +1.7% | 0.55% | +7.2% |
| PM | Buy | Philip Morris Intl, Inc. | $44,058,000 | +24.2% | 453,174 | +29.9% | 0.53% | +19.8% |
| COWN | Buy | Cowen Group, Inc. | $44,008,000 | +30.2% | 12,123,459 | +6.2% | 0.53% | +25.5% |
| BCO | Sell | Brink's Co. | $41,848,000 | +24.3% | 1,128,582 | -4.5% | 0.51% | +19.6% |
| VZ | Sell | Verizon Communications Inc. | $40,690,000 | -37.7% | 782,809 | -33.0% | 0.49% | -39.9% |
| MCF | Sell | Contango Oil & Gas Co. | $39,089,000 | -19.5% | 3,824,759 | -3.6% | 0.47% | -22.5% |
| BX | Sell | Blackstone Group L.P. | $36,295,000 | -0.3% | 1,421,642 | -4.1% | 0.44% | -3.9% |
| DGX | Sell | Quest Diagnostics Inc. | $34,274,000 | -7.4% | 404,984 | -10.9% | 0.42% | -10.8% |
| RNWK | Buy | RealNetworks, Inc. | $32,057,000 | +8.0% | 7,187,763 | +4.4% | 0.39% | +4.0% |
| ORBC | Sell | ORBCOMM, Inc. | $30,389,000 | -5.8% | 2,964,735 | -8.6% | 0.37% | -9.1% |
| CLB | Buy | Core Laboratories N.V. | $29,501,000 | -4.7% | 262,624 | +5.1% | 0.36% | -8.2% |
| SO | Sell | Southern Co. | $28,943,000 | -47.3% | 564,193 | -44.9% | 0.35% | -49.2% |
| HLI | Buy | Houlihan Lokey, Inc. | $26,362,000 | +16.0% | 1,052,361 | +3.6% | 0.32% | +11.9% |
| CNTY | Buy | Century Casinos, Inc. | $25,715,000 | +16.6% | 3,721,469 | +5.1% | 0.31% | +12.3% |
| BID | Sell | Sotheby's | $24,977,000 | -26.0% | 656,940 | -46.7% | 0.30% | -28.8% |
| EOG | Buy | EOG Resources Inc. | $24,650,000 | +16.5% | 254,890 | +0.5% | 0.30% | +12.0% |
| IEX | Sell | IDEX Corp. | $23,923,000 | +8.3% | 255,668 | -5.0% | 0.29% | +4.3% |
| CEB | Buy | CEB Inc. | $23,714,000 | -10.1% | 435,367 | +1.8% | 0.29% | -13.3% |
| TROW | Sell | T. Rowe Price Group, Inc. | $23,472,000 | -12.6% | 352,967 | -4.1% | 0.28% | -15.7% |
| TNAV | Buy | Telenav Inc. | $23,155,000 | +19.4% | 4,041,034 | +6.2% | 0.28% | +14.8% |
| BSAC | Sell | Banco Santander-Chile ADRadr | $23,100,000 | +5.4% | 1,116,464 | -1.3% | 0.28% | +1.5% |
| XOXO | Sell | XO Group Inc. | $22,660,000 | +0.6% | 1,172,273 | -9.3% | 0.27% | -3.2% |
| PCO | Buy | Pendrell Corp. | $22,675,000 | +41.4% | 33,096,673 | +4.1% | 0.27% | +36.3% |
| SLB | Buy | Schlumberger Ltd. | $22,633,000 | -0.6% | 287,810 | +0.0% | 0.27% | -4.2% |
| ACTG | Sell | Acacia Research Corp. | $22,212,000 | +38.4% | 3,406,693 | -6.6% | 0.27% | +33.2% |
| KIN | Buy | Kindred Biosciences, Inc. | $19,137,000 | +46.3% | 3,835,163 | +3.8% | 0.23% | +40.9% |
| VEA | Sell | Vanguard FTSE Developed ETFetf | $18,127,000 | -8.1% | 484,548 | -13.1% | 0.22% | -11.7% |
| PCTI | Buy | PCTEL, Inc. | $17,916,000 | +17.3% | 3,386,715 | +4.5% | 0.22% | +13.0% |
| BOKF | Buy | BOK Financial Corp. | $17,259,000 | +4068.8% | 250,242 | +3691.5% | 0.21% | +4080.0% |
| SPAR | Sell | Spartan Motors Inc. | $17,095,000 | +19.4% | 1,784,414 | -22.0% | 0.21% | +15.0% |
| ANSS | Buy | Ansys, Inc. | $16,901,000 | +2.1% | 182,494 | +0.0% | 0.20% | -1.9% |
| MATW | Sell | Matthews Intl Corp. | $15,603,000 | +3.1% | 256,796 | -5.6% | 0.19% | -0.5% |
| LNDC | Sell | Landec Corp. | $15,563,000 | -9.1% | 1,160,586 | -27.0% | 0.19% | -12.6% |
| SEAC | Buy | SeaChange Intl, Inc. | $14,470,000 | +10.6% | 4,839,364 | +18.0% | 0.18% | +6.7% |
| FLR | New | Fluor Corp. | $13,834,000 | – | 269,566 | – | 0.17% | – |
| HMN | Sell | Horace Mann Educators Corp. | $13,408,000 | +2.1% | 365,837 | -5.9% | 0.16% | -1.8% |
| TILE | Sell | Interface, Inc. | $13,112,000 | +2.6% | 785,599 | -6.2% | 0.16% | -0.6% |
| BTN | Buy | Ballantyne Strong, Inc. | $13,007,000 | +38.4% | 1,858,160 | +3.4% | 0.16% | +33.1% |
| CSWC | Buy | Capital Southwest Corp. | $12,455,000 | +50.8% | 847,268 | +40.2% | 0.15% | +45.2% |
| GHC | Sell | Graham Holdings Co. | $11,682,000 | -1.7% | 24,268 | -0.0% | 0.14% | -5.4% |
| COST | Buy | Costco Wholesale Corp. | $11,540,000 | +93.5% | 75,667 | +99.3% | 0.14% | +86.7% |
| CVU | Buy | CPI Aerostructures, Inc. | $11,323,000 | +25.3% | 1,650,515 | +12.4% | 0.14% | +21.2% |
| PRCP | Buy | Perceptron, Inc. | $11,134,000 | +46.1% | 1,656,804 | +1.8% | 0.14% | +40.6% |
| BRKS | Buy | Brooks Automation, Inc. | $11,106,000 | +37.4% | 816,000 | +13.2% | 0.13% | +31.4% |
| SRE | New | Sempra Energy | $10,686,000 | – | 99,695 | – | 0.13% | – |
| AXTI | Sell | AXT Inc. | $10,545,000 | +35.5% | 2,031,875 | -16.7% | 0.13% | +30.6% |
| RYAAY | Buy | Ryanair Holdings plc ADRadr | $10,521,000 | +82.9% | 140,229 | +69.5% | 0.13% | +76.4% |
| CPIX | Buy | Cumberland Pharmaceuticals, Inc. | $10,269,000 | +14.5% | 2,049,760 | +2.9% | 0.12% | +9.7% |
| MN | Sell | Manning & Napier, Inc. | $9,981,000 | -29.8% | 1,407,774 | -6.0% | 0.12% | -32.4% |
| MIND | Sell | Mitcham Industries, Inc. | $9,925,000 | -12.0% | 2,975,304 | -1.0% | 0.12% | -15.5% |
| LL | Sell | Lumber Liquidators Holdings, Inc. | $9,553,000 | +19.7% | 485,683 | -6.2% | 0.12% | +16.0% |
| GAIA | New | Gaia, Inc. | $9,611,000 | – | 1,334,879 | – | 0.12% | – |
| PVTB | Sell | PrivateBancorp, Inc. | $9,437,000 | -63.0% | 205,510 | -64.5% | 0.11% | -64.4% |
| BTI | Sell | British American Tobacco plc ADRadr | $9,149,000 | -27.0% | 71,669 | -25.9% | 0.11% | -29.3% |
| IBM | Sell | International Business Machines Corp. | $8,369,000 | -0.3% | 52,688 | -4.7% | 0.10% | -3.8% |
| LMT | Sell | Lockheed Martin Corp. | $7,850,000 | -5.3% | 32,745 | -2.0% | 0.10% | -8.7% |
| STJ | Sell | St. Jude Medical, Inc. | $7,537,000 | -89.9% | 94,498 | -90.2% | 0.09% | -90.3% |
| OESX | Buy | Orion Energy Systems, Inc. | $7,334,000 | +26.4% | 5,514,400 | +10.3% | 0.09% | +21.9% |
| RTKHQ | Sell | Rentech, Inc. | $7,276,000 | +20.9% | 2,491,679 | -0.6% | 0.09% | +15.8% |
| GIFI | Buy | Gulf Island Fabrication, Inc. | $7,212,000 | +48.6% | 783,900 | +12.1% | 0.09% | +42.6% |
| TS | Sell | Tenaris ADRadr | $7,130,000 | -22.2% | 251,039 | -21.0% | 0.09% | -25.2% |
| DVD | Sell | Dover Motorsports, Inc. | $6,924,000 | +7.3% | 2,803,243 | -5.7% | 0.08% | +3.7% |
| RELL | Sell | Richardson Electronics, Ltd. | $6,873,000 | +28.6% | 1,013,663 | -0.0% | 0.08% | +23.9% |
| COH | Buy | Coach, Inc. | $6,855,000 | -9.0% | 187,510 | +1.4% | 0.08% | -12.6% |
| TINY | Buy | Harris & Harris Group, Inc. | $6,788,000 | +0.7% | 4,883,158 | +16.6% | 0.08% | -3.5% |
| HDNG | Buy | Hardinge Inc. | $6,077,000 | +20.6% | 545,977 | +9.0% | 0.07% | +17.5% |
| SUP | Buy | Superior Industries Intl, Inc. | $6,062,000 | +22.0% | 207,900 | +12.0% | 0.07% | +17.7% |
| GCI | Sell | Gannett Co. Inc. | $5,941,000 | -20.4% | 510,371 | -5.6% | 0.07% | -23.4% |
| EMKR | Buy | Emcore Corporation | $5,604,000 | +17.4% | 983,234 | +22.4% | 0.07% | +13.3% |
| GOLD | Buy | Barrick Gold Corp. | $5,545,000 | -13.0% | 312,916 | +4.8% | 0.07% | -16.2% |
| IMN | Buy | Imation Corp. | $5,096,000 | -47.4% | 8,055,966 | +4.0% | 0.06% | -49.2% |
| MOS | Sell | Mosaic Co. | $5,019,000 | -9.6% | 205,197 | -3.3% | 0.06% | -12.9% |
| GLUU | Buy | Glu Mobile Inc. | $5,083,000 | +86.7% | 2,269,400 | +83.4% | 0.06% | +79.4% |
| CRAI | Buy | CRA International, Inc. | $4,536,000 | +18.7% | 170,600 | +12.6% | 0.06% | +14.6% |
| ITUB | Sell | Itau Unibanco Holding SA ADRadr | $4,461,000 | -34.4% | 407,765 | -43.4% | 0.05% | -36.5% |
| OXY | Sell | Occidental Petroleum Corp. | $4,455,000 | -32.8% | 61,088 | -30.4% | 0.05% | -34.9% |
| BSMX | Buy | Santander Mexico Financial Group ADRadr | $4,391,000 | +0.0% | 498,991 | +3.3% | 0.05% | -3.6% |
| ASPN | New | Aspen Aerogels Inc. | $4,302,000 | – | 721,737 | – | 0.05% | – |
| MBFI | Buy | MB Financial, Inc. | $4,287,000 | +17.5% | 112,700 | +12.0% | 0.05% | +13.0% |
| STRT | Buy | Strattec Security Corp. | $4,314,000 | +94.5% | 122,197 | +124.6% | 0.05% | +85.7% |
| MKC | Sell | McCormick & Co., Inc. | $4,095,000 | -7.3% | 40,978 | -1.0% | 0.05% | -9.1% |
| QUMU | Buy | Qumu Corp. | $4,085,000 | -48.8% | 1,799,618 | +0.1% | 0.05% | -51.0% |
| TTGT | New | TechTarget, Inc. | $4,057,000 | – | 503,369 | – | 0.05% | – |
| DGII | Buy | Digi International Inc. | $4,000,000 | +43.8% | 350,838 | +35.3% | 0.05% | +37.1% |
| AETI | Sell | American Electric Technologies, Inc. | $3,615,000 | -10.8% | 1,506,160 | -1.5% | 0.04% | -13.7% |
| ARCB | Buy | ArcBest Corp. | $3,586,000 | +95.4% | 188,520 | +67.0% | 0.04% | +87.0% |
| MOV | Buy | Movado Group Inc. | $3,559,000 | +50.5% | 165,700 | +51.9% | 0.04% | +43.3% |
| WMAR | Buy | West Marine, Inc. | $3,218,000 | +23.9% | 389,064 | +25.7% | 0.04% | +18.2% |
| ACWX | Buy | ISHARES MSCI ACWI EX US ETFetf | $3,174,000 | +119.2% | 76,514 | +105.8% | 0.04% | +111.1% |
| CME | New | CME Group Inc. | $3,113,000 | – | 29,788 | – | 0.04% | – |
| FF | New | FutureFuel Corp. | $3,092,000 | – | 274,100 | – | 0.04% | – |
| ESIO | Buy | Electro Scientific Industries, Inc. | $2,869,000 | +150.3% | 508,747 | +159.2% | 0.04% | +150.0% |
| VSRI | Buy | Versar Inc. | $2,803,000 | +44.7% | 1,796,673 | +0.2% | 0.03% | +41.7% |
| GRBK | New | Green Brick Partners Inc. | $2,535,000 | – | 306,862 | – | 0.03% | – |
| VAR | Buy | Varian Medical Systems Inc. | $2,485,000 | +28.8% | 24,968 | +6.4% | 0.03% | +25.0% |
| RBCN | Buy | Rubicon Technology, Inc. | $2,370,000 | -7.2% | 3,760,729 | +0.2% | 0.03% | -9.4% |
| VICL | Buy | Vical Inc. | $1,611,000 | -32.8% | 529,913 | +0.2% | 0.02% | -36.7% |
| DFS | Buy | Discover Financial Services | $1,185,000 | +130.5% | 20,963 | +118.4% | 0.01% | +133.3% |
| NVS | Sell | Novartis AG ADRadr | $1,099,000 | -10.1% | 13,914 | -6.1% | 0.01% | -13.3% |
| TM | Sell | Toyota Motor Corp. ADRadr | $665,000 | -68.2% | 5,726 | -72.7% | 0.01% | -69.2% |
| CAJ | Sell | Canon Inc. ADRadr | $511,000 | +1.2% | 17,606 | -0.3% | 0.01% | 0.0% |
| EWU | Sell | iShares MSCI United Kingdom Index ETFetf | $531,000 | -78.3% | 33,502 | -79.0% | 0.01% | -80.6% |
| NTTYY | New | Nippon Telegraph & Telephone ADRadr | $211,000 | – | 4,604 | – | 0.00% | – |
| IWC | Exit | iShares Russell Microcap Index (ETF)etf | $0 | – | -3,313 | – | -0.00% | – |
| DEO | Exit | Diageo plc ADRadr | $0 | – | -2,711 | – | -0.00% | – |
| HSBC | Exit | HSBC Holdings plc ADRadr | $0 | – | -12,750 | – | -0.01% | – |
| EACIQ | Exit | Erickson Inc. | $0 | – | -1,341,795 | – | -0.01% | – |
| MRKT | Exit | Markit LTD | $0 | – | -29,022 | – | -0.01% | – |
| ICE | Exit | IntercontinentalExchange, Inc. | $0 | – | -4,235 | – | -0.01% | – |
| PXD | Exit | Pioneer Natural Resources Co | $0 | – | -10,225 | – | -0.02% | – |
| CFR | Exit | Cullen/Frost Bankers, Inc. | $0 | – | -30,850 | – | -0.02% | – |
| EMC | Exit | EMC Corp. | $0 | – | -80,919 | – | -0.03% | – |
| PIR | Exit | Pier 1 Imports, Inc. | $0 | – | -524,005 | – | -0.03% | – |
| RELYQ | Exit | Real Industry Inc. | $0 | – | -511,799 | – | -0.05% | – |
| PX | Exit | Praxair, Inc. | $0 | – | -47,283 | – | -0.07% | – |
| QLGC | Exit | QLogic Corp. | $0 | – | -545,995 | – | -0.10% | – |
| SKUL | Exit | Skullcandy, Inc. | $0 | – | -1,863,205 | – | -0.14% | – |
| GAIA | Exit | Gaia, Inc. | $0 | – | -1,523,127 | – | -0.15% | – |
| TUMI | Exit | Tumi Holdings Inc. | $0 | – | -1,971,878 | – | -0.66% | – |
Q2 2016
| Value | Shares | ↓ Weighting | ||||||
|---|---|---|---|---|---|---|---|---|
| KMT | New | Kennametal Inc. | $229,740,000 | – | 10,390,755 | – | 2.88% | – |
| FAF | New | First American Financial Corp. | $227,920,000 | – | 5,666,824 | – | 2.86% | – |
| LH | New | Laboratory Corp. of America Holdings | $197,349,000 | – | 1,514,925 | – | 2.48% | – |
| LAZ | New | Lazard Ltd | $194,747,000 | – | 6,539,522 | – | 2.44% | – |
| IPG | New | Interpublic Group of Cos., Inc. | $182,349,000 | – | 7,893,877 | – | 2.29% | – |
| SJM | New | J.M. Smucker Co. | $177,965,000 | – | 1,167,672 | – | 2.23% | – |
| NTRS | New | Northern Trust Corp. | $168,423,000 | – | 2,541,852 | – | 2.12% | – |
| AXE | New | Anixter Intl Inc. | $154,820,000 | – | 2,905,773 | – | 1.94% | – |
| BIDU | New | Baidu, Inc. ADRadr | $153,298,000 | – | 928,237 | – | 1.92% | – |
| ZBH | New | Zimmer Biomet Holdings, Inc. | $146,983,000 | – | 1,220,988 | – | 1.84% | – |
| TGNA | New | TEGNA, Inc. | $146,760,000 | – | 6,334,056 | – | 1.84% | – |
| JLL | New | JLL | $142,758,000 | – | 1,464,933 | – | 1.79% | – |
| BIO | New | Bio-Rad Laboratories, Inc. | $140,281,000 | – | 980,851 | – | 1.76% | – |
| WU | New | Western Union Co. | $134,065,000 | – | 6,989,817 | – | 1.68% | – |
| AFL | New | AFLAC Inc. | $132,543,000 | – | 1,836,789 | – | 1.66% | – |
| KKR | New | KKR & Co. L.P. | $131,632,000 | – | 10,667,131 | – | 1.65% | – |
| ISCA | New | International Speedway Corp. | $131,232,000 | – | 3,923,230 | – | 1.65% | – |
| MSFT | New | Microsoft Corp. | $129,121,000 | – | 2,523,380 | – | 1.62% | – |
| BRC | New | Brady Corp. | $127,754,000 | – | 4,180,434 | – | 1.60% | – |
| VIAB | New | Viacom, Inc. | $126,730,000 | – | 3,055,954 | – | 1.59% | – |
| MAT | New | Mattel, Inc. | $125,510,000 | – | 4,011,191 | – | 1.58% | – |
| CRL | New | Charles River Laboratories Intl, Inc. | $120,703,000 | – | 1,464,130 | – | 1.52% | – |
| GILD | New | Gilead Sciences, Inc. | $120,401,000 | – | 1,443,305 | – | 1.51% | – |
| SWK | New | Stanley Black & Decker, Inc. | $117,481,000 | – | 1,056,291 | – | 1.48% | – |
| MDP | New | Meredith Corp. | $115,765,000 | – | 2,230,110 | – | 1.45% | – |
| ZBRA | New | Zebra Technologies Corp. | $110,290,000 | – | 2,201,394 | – | 1.38% | – |
| BRSWQ | New | Bristow Group Inc. | $108,538,000 | – | 9,512,567 | – | 1.36% | – |
| SNA | New | Snap-On Inc. | $107,073,000 | – | 678,453 | – | 1.34% | – |
| SSD | New | Simpson Manufacturing Co., Inc. | $105,511,000 | – | 2,639,761 | – | 1.32% | – |
| DNB | New | Dun & Bradstreet Corp. | $104,530,000 | – | 857,930 | – | 1.31% | – |
| JNS | New | Janus Capital Group Inc. | $104,386,000 | – | 7,498,973 | – | 1.31% | – |
| JNJ | New | Johnson & Johnson | $104,022,000 | – | 857,563 | – | 1.31% | – |
| OMC | New | Omnicom Group Inc. | $102,554,000 | – | 1,258,486 | – | 1.29% | – |
| NOK | New | Nokia Corp. ADRadr | $96,795,000 | – | 17,011,488 | – | 1.22% | – |
| ITW | New | Illinois Tool Works Inc. | $94,390,000 | – | 906,206 | – | 1.18% | – |
| MSGN | New | MSG Networks, Inc. | $91,716,000 | – | 5,978,906 | – | 1.15% | – |
| HAR | New | Harman Intl Industries, Inc. | $90,283,000 | – | 1,257,068 | – | 1.13% | – |
| SLCA | New | U.S. Silica Holdings, Inc. | $89,403,000 | – | 2,593,654 | – | 1.12% | – |
| CBRE | New | CBRE Group, Inc. | $86,587,000 | – | 3,269,893 | – | 1.09% | – |
| MSGS | New | The Madison Square Garden Co | $84,602,000 | – | 490,416 | – | 1.06% | – |
| TMO | New | Thermo Fisher Scientific Inc. | $79,280,000 | – | 536,549 | – | 1.00% | – |
| LFUS | New | Littelfuse, Inc. | $76,946,000 | – | 651,033 | – | 0.97% | – |
| STJ | New | St. Jude Medical, Inc. | $74,867,000 | – | 959,830 | – | 0.94% | – |
| MTSC | New | MTS Systems Corp. | $71,352,000 | – | 1,627,547 | – | 0.90% | – |
| RCL | New | Royal Caribbean Cruises Ltd. | $70,427,000 | – | 1,048,798 | – | 0.88% | – |
| GSK | New | GlaxoSmithKline plc ADRadr | $69,678,000 | – | 1,607,697 | – | 0.88% | – |
| CBS | New | CBS Corp. | $68,296,000 | – | 1,254,511 | – | 0.86% | – |
| VZ | New | Verizon Communications Inc. | $65,272,000 | – | 1,168,913 | – | 0.82% | – |
| BEN | New | Franklin Resources, Inc. | $62,984,000 | – | 1,887,442 | – | 0.79% | – |
| MHK | New | Mohawk Industries, Inc. | $60,684,000 | – | 319,793 | – | 0.76% | – |
| NOV | New | National Oilwell Varco | $59,776,000 | – | 1,776,400 | – | 0.75% | – |
| PGR | New | Progressive Corp. | $59,302,000 | – | 1,770,198 | – | 0.74% | – |
| SO | New | Southern Co. | $54,916,000 | – | 1,023,977 | – | 0.69% | – |
| TUMI | New | Tumi Holdings Inc. | $52,728,000 | – | 1,971,878 | – | 0.66% | – |
| AXP | New | American Express Co. | $49,851,000 | – | 820,453 | – | 0.63% | – |
| FICO | New | Fair Isaac Corp. | $48,943,000 | – | 433,087 | – | 0.61% | – |
| MCF | New | Contango Oil & Gas Co. | $48,550,000 | – | 3,966,531 | – | 0.61% | – |
| DV | New | DeVry Education Group Inc. | $47,891,000 | – | 2,684,472 | – | 0.60% | – |
| JWN | New | Nordstrom, Inc. | $47,090,000 | – | 1,237,572 | – | 0.59% | – |
| TISI | New | Team, Inc. | $47,020,000 | – | 1,893,696 | – | 0.59% | – |
| WLTW | New | Willis Towers Watson plc | $43,474,000 | – | 349,721 | – | 0.55% | – |
| CHL | New | China Mobile Ltd. ADRadr | $42,916,000 | – | 741,201 | – | 0.54% | – |
| RST | New | Rosetta Stone Inc. | $40,767,000 | – | 5,260,321 | – | 0.51% | – |
| BWA | New | BorgWarner Inc. | $39,165,000 | – | 1,326,716 | – | 0.49% | – |
| DGX | New | Quest Diagnostics Inc. | $37,004,000 | – | 454,535 | – | 0.46% | – |
| BX | New | Blackstone Group L.P. | $36,387,000 | – | 1,482,772 | – | 0.46% | – |
| PM | New | Philip Morris Intl, Inc. | $35,478,000 | – | 348,783 | – | 0.44% | – |
| COWN | New | Cowen Group, Inc. | $33,788,000 | – | 11,414,740 | – | 0.42% | – |
| BID | New | Sotheby's | $33,748,000 | – | 1,231,663 | – | 0.42% | – |
| BCO | New | Brink's Co. | $33,669,000 | – | 1,181,800 | – | 0.42% | – |
| ORBC | New | ORBCOMM, Inc. | $32,270,000 | – | 3,243,192 | – | 0.40% | – |
| TIF | New | Tiffany & Co. | $31,349,000 | – | 516,976 | – | 0.39% | – |
| CLB | New | Core Laboratories N.V. | $30,970,000 | – | 249,977 | – | 0.39% | – |
| RNWK | New | RealNetworks, Inc. | $29,682,000 | – | 6,886,815 | – | 0.37% | – |
| TROW | New | T. Rowe Price Group, Inc. | $26,845,000 | – | 367,885 | – | 0.34% | – |
| CEB | New | CEB Inc. | $26,387,000 | – | 427,804 | – | 0.33% | – |
| COL | New | Rockwell Collins, Inc. | $25,956,000 | – | 304,862 | – | 0.33% | – |
| PVTB | New | PrivateBancorp, Inc. | $25,481,000 | – | 578,722 | – | 0.32% | – |
| BRKB | New | Berkshire Hathaway Inc. | $23,972,000 | – | 165,562 | – | 0.30% | – |
| SLB | New | Schlumberger Ltd. | $22,759,000 | – | 287,802 | – | 0.29% | – |
| HLI | New | Houlihan Lokey, Inc. | $22,733,000 | – | 1,016,245 | – | 0.28% | – |
| XOXO | New | XO Group Inc. | $22,525,000 | – | 1,292,321 | – | 0.28% | – |
| CNTY | New | Century Casinos, Inc. | $22,060,000 | – | 3,540,858 | – | 0.28% | – |
| IEX | New | IDEX Corp. | $22,099,000 | – | 269,174 | – | 0.28% | – |
| BSAC | New | Banco Santander-Chile ADRadr | $21,916,000 | – | 1,131,420 | – | 0.28% | – |
| EOG | New | EOG Resources Inc. | $21,161,000 | – | 253,674 | – | 0.27% | – |
| USB | New | U.S. Bancorp | $20,152,000 | – | 499,677 | – | 0.25% | – |
| VEA | New | Vanguard MSCI EAFE ETFetf | $19,722,000 | – | 557,757 | – | 0.25% | – |
| TNAV | New | Telenav Inc. | $19,397,000 | – | 3,803,353 | – | 0.24% | – |
| LNDC | New | Landec Corp. | $17,117,000 | – | 1,590,824 | – | 0.22% | – |
| ANSS | New | Ansys, Inc. | $16,560,000 | – | 182,479 | – | 0.21% | – |
| ACTG | New | Acacia Research Corp. | $16,053,000 | – | 3,648,477 | – | 0.20% | – |
| PCO | New | Pendrell Corp. | $16,037,000 | – | 31,788,586 | – | 0.20% | – |
| EDGW | New | Edgewater Technology Inc. | $15,396,000 | – | 1,781,915 | – | 0.19% | – |
| PCTI | New | PCTEL, Inc. | $15,269,000 | – | 3,241,813 | – | 0.19% | – |
| MATW | New | Matthews Intl Corp. | $15,138,000 | – | 272,076 | – | 0.19% | – |
| SPAR | New | Spartan Motors Inc. | $14,320,000 | – | 2,287,584 | – | 0.18% | – |
| MN | New | Manning & Napier, Inc. | $14,226,000 | – | 1,497,505 | – | 0.18% | – |
| VT | New | Vanguard Total World Stock Index Fd (ETF)etf | $14,040,000 | – | 241,772 | – | 0.18% | – |
| ALOT | New | AstroNova, Inc. | $13,427,000 | – | 882,174 | – | 0.17% | – |
| HMN | New | Horace Mann Educators Corp. | $13,132,000 | – | 388,649 | – | 0.16% | – |
| KIN | New | Kindred Biosciences, Inc. | $13,082,000 | – | 3,695,576 | – | 0.16% | – |
| SEAC | New | SeaChange Intl, Inc. | $13,078,000 | – | 4,099,664 | – | 0.16% | – |
| TILE | New | Interface, Inc. | $12,779,000 | – | 837,938 | – | 0.16% | – |
| VOO | New | Vanguard S&P 500 ETFetf | $12,661,000 | – | 65,876 | – | 0.16% | – |
| BTI | New | British American Tobacco plc ADRadr | $12,530,000 | – | 96,775 | – | 0.16% | – |
| GHC | New | Graham Holdings Co. | $11,883,000 | – | 24,274 | – | 0.15% | – |
| GAIA | New | Gaia, Inc. | $11,789,000 | – | 1,523,127 | – | 0.15% | – |
| SKUL | New | Skullcandy, Inc. | $11,440,000 | – | 1,863,205 | – | 0.14% | – |
| MIND | New | Mitcham Industries, Inc. | $11,274,000 | – | 3,006,299 | – | 0.14% | – |
| IMN | New | Imation Corp. | $9,681,000 | – | 7,744,809 | – | 0.12% | – |
| BTN | New | Ballantyne Strong, Inc. | $9,396,000 | – | 1,796,542 | – | 0.12% | – |
| TS | New | Tenaris ADRadr | $9,164,000 | – | 317,764 | – | 0.12% | – |
| CPIX | New | Cumberland Pharmaceuticals, Inc. | $8,967,000 | – | 1,992,613 | – | 0.11% | – |
| CVU | New | CPI Aerostructures, Inc. | $9,034,000 | – | 1,468,866 | – | 0.11% | – |
| ORCL | New | Oracle Corp. | $8,362,000 | – | 204,295 | – | 0.10% | – |
| IBM | New | International Business Machines Corp. | $8,395,000 | – | 55,310 | – | 0.10% | – |
| LMT | New | Lockheed Martin Corp. | $8,293,000 | – | 33,417 | – | 0.10% | – |
| CSWC | New | Capital Southwest Corp. | $8,261,000 | – | 604,281 | – | 0.10% | – |
| BRKS | New | Brooks Automation, Inc. | $8,085,000 | – | 720,600 | – | 0.10% | – |
| QLGC | New | QLogic Corp. | $8,048,000 | – | 545,995 | – | 0.10% | – |
| LL | New | Lumber Liquidators Holdings, Inc. | $7,982,000 | – | 517,635 | – | 0.10% | – |
| QUMU | New | Qumu Corp. | $7,979,000 | – | 1,797,020 | – | 0.10% | – |
| AXTI | New | AXT Inc. | $7,785,000 | – | 2,440,564 | – | 0.10% | – |
| PRCP | New | Perceptron, Inc. | $7,620,000 | – | 1,628,189 | – | 0.10% | – |
| COH | New | Coach, Inc. | $7,535,000 | – | 184,960 | – | 0.10% | – |
| GCI | New | Gannett Co. Inc. | $7,466,000 | – | 540,628 | – | 0.09% | – |
| TINY | New | Harris & Harris Group, Inc. | $6,744,000 | – | 4,189,075 | – | 0.08% | – |
| ITUB | New | Itau Unibanco Holding SA ADRadr | $6,803,000 | – | 720,676 | – | 0.08% | – |
| OXY | New | Occidental Petroleum Corp. | $6,632,000 | – | 87,776 | – | 0.08% | – |
| DVD | New | Dover Motorsports, Inc. | $6,452,000 | – | 2,973,354 | – | 0.08% | – |
| GOLD | New | Barrick Gold Corp. | $6,375,000 | – | 298,590 | – | 0.08% | – |
| MS | New | Morgan Stanley | $6,387,000 | – | 245,842 | – | 0.08% | – |
| XOM | New | Exxon Mobil Corp. | $6,254,000 | – | 66,717 | – | 0.08% | – |
| RTKHQ | New | Rentech, Inc. | $6,019,000 | – | 2,507,794 | – | 0.08% | – |
| COST | New | Costco Wholesale Corp. | $5,963,000 | – | 37,970 | – | 0.08% | – |
| OESX | New | Orion Energy Systems, Inc. | $5,801,000 | – | 5,001,084 | – | 0.07% | – |
| RYAAY | New | Ryanair Holdings plc ADRadr | $5,753,000 | – | 82,728 | – | 0.07% | – |
| MOS | New | Mosaic Co. | $5,555,000 | – | 212,170 | – | 0.07% | – |
| CRWS | New | Crown Crafts, Inc. | $5,434,000 | – | 574,455 | – | 0.07% | – |
| PX | New | Praxair, Inc. | $5,314,000 | – | 47,283 | – | 0.07% | – |
| RELL | New | Richardson Electronics, Ltd. | $5,344,000 | – | 1,013,990 | – | 0.07% | – |
| JPM | New | JPMorgan Chase & Co. | $5,088,000 | – | 81,873 | – | 0.06% | – |
| GS | New | Goldman Sachs Group, Inc. | $5,023,000 | – | 33,810 | – | 0.06% | – |
| HDNG | New | Hardinge Inc. | $5,041,000 | – | 501,059 | – | 0.06% | – |
| SUP | New | Superior Industries Intl, Inc. | $4,970,000 | – | 185,600 | – | 0.06% | – |
| GIFI | New | Gulf Island Fabrication, Inc. | $4,854,000 | – | 699,400 | – | 0.06% | – |
| EMKR | New | EMCORE CORPORATION | $4,773,000 | – | 803,580 | – | 0.06% | – |
| BK | New | Bank of New York Mellon Corp. | $4,389,000 | – | 112,970 | – | 0.06% | – |
| BSMX | New | Santander Mexico Financial Group ADRadr | $4,389,000 | – | 482,835 | – | 0.06% | – |
| MKC | New | McCormick & Co., Inc. | $4,416,000 | – | 41,395 | – | 0.06% | – |
| APA | New | Apache Corp. | $4,288,000 | – | 77,018 | – | 0.05% | – |
| BBBY | New | Bed Bath & Beyond Inc. | $4,203,000 | – | 97,240 | – | 0.05% | – |
| AETI | New | American Electric Technologies, Inc. | $4,051,000 | – | 1,528,639 | – | 0.05% | – |
| RELYQ | New | Real Industry Inc. | $3,977,000 | – | 511,799 | – | 0.05% | – |
| CRAI | New | CRA International, Inc. | $3,821,000 | – | 151,500 | – | 0.05% | – |
| MBFI | New | MB Financial, Inc. | $3,650,000 | – | 100,600 | – | 0.05% | – |
| DGII | New | Digi International Inc. | $2,782,000 | – | 259,238 | – | 0.04% | – |
| PIR | New | Pier 1 Imports, Inc. | $2,693,000 | – | 524,005 | – | 0.03% | – |
| PNC | New | The PNC Financial Service Group, Inc. | $2,722,000 | – | 33,445 | – | 0.03% | – |
| GLUU | New | GLU MOBILE INC. | $2,723,000 | – | 1,237,500 | – | 0.03% | – |
| WMAR | New | West Marine, Inc. | $2,598,000 | – | 309,631 | – | 0.03% | – |
| RBCN | New | Rubicon Technology, Inc. | $2,553,000 | – | 3,754,180 | – | 0.03% | – |
| EWU | New | iShares MSCI United Kingdom Index ETFetf | $2,447,000 | – | 159,220 | – | 0.03% | – |
| VICL | New | VICAL INC. | $2,396,000 | – | 528,991 | – | 0.03% | – |
| MOV | New | Movado Group Inc. | $2,365,000 | – | 109,100 | – | 0.03% | – |
| EMC | New | EMC Corp. | $2,199,000 | – | 80,919 | – | 0.03% | – |
| STRT | New | Strattec Security Corp. | $2,218,000 | – | 54,397 | – | 0.03% | – |
| TM | New | Toyota Motor Corp. ADRadr | $2,094,000 | – | 20,941 | – | 0.03% | – |
| CFR | New | Cullen/Frost Bankers, Inc. | $1,966,000 | – | 30,850 | – | 0.02% | – |
| VAR | New | Varian Medical Systems Inc. | $1,930,000 | – | 23,467 | – | 0.02% | – |
| VSRI | New | Versar Inc. | $1,937,000 | – | 1,793,489 | – | 0.02% | – |
| FAST | New | Fastenal Co. | $1,903,000 | – | 42,869 | – | 0.02% | – |
| ARCB | New | ArcBest Corp | $1,835,000 | – | 112,900 | – | 0.02% | – |
| HNGR | New | Hanger, Inc. | $1,686,000 | – | 226,895 | – | 0.02% | – |
| GWW | New | W.W. Grainger, Inc. | $1,660,000 | – | 7,303 | – | 0.02% | – |
| EWL | New | iShares MSCI Switzerland Capped ETFetf | $1,555,000 | – | 52,452 | – | 0.02% | – |
| PXD | New | Pioneer Natural Resources Co | $1,546,000 | – | 10,225 | – | 0.02% | – |
| ACWX | New | ISHARES MSCI ACWI EX US ETFetf | $1,448,000 | – | 37,170 | – | 0.02% | – |
| NVS | New | Novartis AG ADRadr | $1,223,000 | – | 14,818 | – | 0.02% | – |
| UNP | New | Union Pacific | $1,227,000 | – | 14,068 | – | 0.02% | – |
| ACN | New | Accenture plc | $1,085,000 | – | 9,576 | – | 0.01% | – |
| ESIO | New | Electro Scientific Industries, Inc. | $1,146,000 | – | 196,247 | – | 0.01% | – |
| ICE | New | IntercontinentalExchange, Inc. | $1,084,000 | – | 4,235 | – | 0.01% | – |
| MRKT | New | Markit LTD | $946,000 | – | 29,022 | – | 0.01% | – |
| EACIQ | New | Erickson Inc. | $818,000 | – | 1,341,795 | – | 0.01% | – |
| DFS | New | Discover Financial Services | $514,000 | – | 9,598 | – | 0.01% | – |
| CAJ | New | Canon Inc. ADRadr | $505,000 | – | 17,654 | – | 0.01% | – |
| HSBC | New | HSBC Holdings plc ADRadr | $399,000 | – | 12,750 | – | 0.01% | – |
| BOKF | New | BOK Financial Corp. | $414,000 | – | 6,600 | – | 0.01% | – |
| DEO | New | Diageo plc ADRadr | $306,000 | – | 2,711 | – | 0.00% | – |
| IWC | New | iShares Russell Microcap Index (ETF)etf | $234,000 | – | 3,313 | – | 0.00% | – |
Q4 2015
| Value | Shares | ↓ Weighting | ||||||
|---|---|---|---|---|---|---|---|---|
| VIV | Exit | Telefonica Brasil SA ADRadr | $0 | – | -28,158 | – | -0.00% | – |
| BWEN | Exit | BROADWIND ENERGY, INC. | $0 | – | -266,933 | – | -0.01% | – |
| LF | Exit | Leapfrog Enterprises, Inc. | $0 | – | -909,442 | – | -0.01% | – |
| EWU | Exit | iShares MSCI United Kingdom Index ETFetf | $0 | – | -48,356 | – | -0.01% | – |
| VWO | Exit | Vanguard FTSE Emerging Markets ETFetf | $0 | – | -33,916 | – | -0.01% | – |
| MBFI | Exit | MB Financial, Inc. | $0 | – | -36,400 | – | -0.02% | – |
| ESIO | Exit | ELECTRO SCIENTIFIC INDUSTRIES, INC. | $0 | – | -256,200 | – | -0.02% | – |
| GAIA | Exit | Gaiam, Inc. | $0 | – | -228,400 | – | -0.02% | – |
| APOL | Exit | Apollo Education Group, Inc. | $0 | – | -131,710 | – | -0.02% | – |
| FAST | Exit | Fastenal Co. | $0 | – | -44,382 | – | -0.02% | – |
| HSBC | Exit | HSBC Holdings plc ADRadr | $0 | – | -43,207 | – | -0.02% | – |
| GWW | Exit | W.W. Grainger, Inc. | $0 | – | -7,909 | – | -0.02% | – |
| CHK | Exit | Chesapeake Energy Corp. | $0 | – | -267,555 | – | -0.02% | – |
| COST | Exit | Costco Wholesale Corp. | $0 | – | -14,063 | – | -0.02% | – |
| BAX | Exit | Baxter International Inc. | $0 | – | -66,331 | – | -0.03% | – |
| GIFI | Exit | Gulf Island Fabrication, Inc. | $0 | – | -231,000 | – | -0.03% | – |
| SUP | Exit | Superior Industries Intl, Inc. | $0 | – | -128,600 | – | -0.03% | – |
| APA | Exit | Apache Corp. | $0 | – | -70,375 | – | -0.03% | – |
| VGK | Exit | Vanguard MSCI Europe ETFetf | $0 | – | -57,162 | – | -0.04% | – |
| PIR | Exit | Pier 1 Imports, Inc. | $0 | – | -417,485 | – | -0.04% | – |
| WEC | Exit | Wisconsin Energy Corp. | $0 | – | -55,138 | – | -0.04% | – |
| ACN | Exit | Accenture plc | $0 | – | -30,512 | – | -0.04% | – |
| GOLD | Exit | Barrick Gold Corp. | $0 | – | -464,948 | – | -0.04% | – |
| BRKS | Exit | Brooks Automation, Inc. | $0 | – | -263,000 | – | -0.04% | – |
| EOG | Exit | EOG Resources Inc. | $0 | – | -42,132 | – | -0.04% | – |
| CME | Exit | CME Group Inc. | $0 | – | -33,419 | – | -0.04% | – |
| HNGR | Exit | Hanger, Inc. | $0 | – | -248,290 | – | -0.04% | – |
| VICL | Exit | Vical Inc. | $0 | – | -7,436,270 | – | -0.04% | – |
| MKC | Exit | McCormick & Co., Inc. | $0 | – | -42,296 | – | -0.04% | – |
| VT | Exit | Vanguard Total World Stock Index Fd (ETF)etf | $0 | – | -73,875 | – | -0.05% | – |
| AETI | Exit | American Electric Technologies, Inc. | $0 | – | -1,571,294 | – | -0.05% | – |
| CSWC | Exit | Capital Southwest Corp. | $0 | – | -89,000 | – | -0.05% | – |
| MIDD | Exit | Middleby Corp. | $0 | – | -40,831 | – | -0.05% | – |
| BK | Exit | Bank of New York Mellon Corp. | $0 | – | -113,015 | – | -0.06% | – |
| MS | Exit | Morgan Stanley | $0 | – | -155,665 | – | -0.06% | – |
| EMC | Exit | EMC Corp. | $0 | – | -213,564 | – | -0.06% | – |
| MOS | Exit | Mosaic Co. | $0 | – | -165,155 | – | -0.06% | – |
| BTI | Exit | British American Tobacco plc ADRadr | $0 | – | -46,685 | – | -0.06% | – |
| TKC | Exit | Turkcell Iletisim Hizmetleri AS ADRadr | $0 | – | -598,000 | – | -0.06% | – |
| MRKT | Exit | Markit ltd. | $0 | – | -181,413 | – | -0.07% | – |
| RBCN | Exit | Rubicon Technology, Inc. | $0 | – | -5,138,765 | – | -0.07% | – |
| BBBY | Exit | Bed Bath & Beyond Inc. | $0 | – | -96,230 | – | -0.07% | – |
| PNC | Exit | The PNC Financial Service Group, Inc. | $0 | – | -63,439 | – | -0.07% | – |
| VSRI | Exit | Versar Inc. | $0 | – | -1,683,486 | – | -0.07% | – |
| BAP | Exit | Credicorp ltd. | $0 | – | -52,613 | – | -0.07% | – |
| OXY | Exit | Occidental Petroleum Corp. | $0 | – | -84,869 | – | -0.07% | – |
| GS | Exit | Goldman Sachs Group, Inc. | $0 | – | -32,595 | – | -0.07% | – |
| DV | Exit | DeVry Education Group Inc. | $0 | – | -227,451 | – | -0.08% | – |
| XOM | Exit | Exxon Mobil Corp. | $0 | – | -83,135 | – | -0.08% | – |
| BSMX | Exit | Santander Mexico Financial Group ADRadr | $0 | – | -850,812 | – | -0.08% | – |
| ELRC | Exit | Electro Rent Corp. | $0 | – | -610,962 | – | -0.08% | – |
| TINY | Exit | Harris & Harris Group, Inc. | $0 | – | -3,038,829 | – | -0.08% | – |
| QUMU | Exit | Qumu Corp. | $0 | – | -1,718,812 | – | -0.08% | – |
| RELL | Exit | Richardson Electronics, Ltd. | $0 | – | -1,153,810 | – | -0.08% | – |
| HDNG | Exit | Hardinge Inc. | $0 | – | -761,680 | – | -0.09% | – |
| COL | Exit | Rockwell Collins, Inc. | $0 | – | -86,733 | – | -0.09% | – |
| AXTI | Exit | AXT Inc. | $0 | – | -3,732,390 | – | -0.09% | – |
| LL | Exit | Lumber Liquidators Holdings, Inc. | $0 | – | -557,472 | – | -0.09% | – |
| EACIQ | Exit | Erickson Inc. | $0 | – | -2,329,605 | – | -0.09% | – |
| DVD | Exit | Dover Motorsports, Inc. | $0 | – | -3,294,396 | – | -0.09% | – |
| PX | Exit | Praxair, Inc. | $0 | – | -75,252 | – | -0.10% | – |
| CRWS | Exit | Crown Crafts, Inc. | $0 | – | -936,562 | – | -0.10% | – |
| OESX | Exit | Orion Energy Systems, Inc. | $0 | – | -4,355,488 | – | -0.10% | – |
| AXP | Exit | American Express Co. | $0 | – | -108,317 | – | -0.10% | – |
| IBM | Exit | International Business Machines Corp. | $0 | – | -56,012 | – | -0.10% | – |
| ORCL | Exit | Oracle Corp. | $0 | – | -225,775 | – | -0.10% | – |
| AVHI | Exit | AV Homes, Inc. | $0 | – | -604,095 | – | -0.10% | – |
| JPM | Exit | JPMorgan Chase & Co. | $0 | – | -136,637 | – | -0.10% | – |
| STLY | Exit | Stanley Furniture Co. | $0 | – | -2,882,536 | – | -0.10% | – |
| ITUB | Exit | Itau Unibanco Holding SA ADRadr | $0 | – | -1,280,803 | – | -0.11% | – |
| CPIX | Exit | Cumberland Pharmaceuticals, Inc. | $0 | – | -1,484,096 | – | -0.11% | – |
| RDSA | Exit | Royal Dutch Shell plc ADRadr | $0 | – | -181,933 | – | -0.11% | – |
| RYAAY | Exit | Ryanair Holdings plc ADRadr | $0 | – | -114,261 | – | -0.11% | – |
| KIN | Exit | Kindred Biosciences, Inc. | $0 | – | -1,750,224 | – | -0.11% | – |
| ANSS | Exit | Ansys, Inc. | $0 | – | -103,237 | – | -0.11% | – |
| LMT | Exit | Lockheed Martin Corp. | $0 | – | -44,210 | – | -0.11% | – |
| BTN | Exit | Ballantyne Strong, Inc. | $0 | – | -2,043,458 | – | -0.12% | – |
| MIND | Exit | Mitcham Industries, Inc. | $0 | – | -2,981,652 | – | -0.14% | – |
| PRCP | Exit | Perceptron, Inc. | $0 | – | -1,496,923 | – | -0.14% | – |
| MN | Exit | Manning & Napier, Inc. | $0 | – | -1,619,210 | – | -0.15% | – |
| HCC | Exit | HCC Insurance Holdings, Inc. | $0 | – | -168,329 | – | -0.16% | – |
| EDGW | Exit | Edgewater Technology Inc. | $0 | – | -1,792,395 | – | -0.16% | – |
| IMN | Exit | Imation Corp. | $0 | – | -6,261,255 | – | -0.17% | – |
| HMN | Exit | Horace Mann Educators Corp. | $0 | – | -403,664 | – | -0.17% | – |
| CVU | Exit | CPI Aerostructures, Inc. | $0 | – | -1,538,155 | – | -0.17% | – |
| GHC | Exit | Graham Holdings Co. | $0 | – | -23,825 | – | -0.17% | – |
| VEA | Exit | Vanguard MSCI EAFE ETFetf | $0 | – | -391,935 | – | -0.17% | – |
| BRKB | Exit | Berkshire Hathaway Inc. | $0 | – | -110,167 | – | -0.18% | – |
| MATW | Exit | Matthews Intl Corp. | $0 | – | -296,156 | – | -0.18% | – |
| WMT | Exit | Wal-Mart Stores, Inc. | $0 | – | -234,213 | – | -0.19% | – |
| ALOT | Exit | Astro-Med, Inc. | $0 | – | -1,142,161 | – | -0.20% | – |
| TNAV | Exit | Telenav Inc. | $0 | – | -2,064,981 | – | -0.20% | – |
| SPAR | Exit | Spartan Motors Inc. | $0 | – | -3,916,031 | – | -0.20% | – |
| LNDC | Exit | Landec Corp. | $0 | – | -1,419,836 | – | -0.21% | – |
| SEAC | Exit | SeaChange Intl, Inc. | $0 | – | -2,803,532 | – | -0.22% | – |
| RTKHQ | Exit | RENTECH, INC. | $0 | – | -3,184,848 | – | -0.22% | – |
| XOXO | Exit | XO Group Inc. | $0 | – | -1,285,080 | – | -0.23% | – |
| QLGC | Exit | QLogic Corp. | $0 | – | -1,773,374 | – | -0.23% | – |
| PVTB | Exit | PrivateBancorp, Inc. | $0 | – | -479,594 | – | -0.23% | – |
| SLB | Exit | Schlumberger Ltd. | $0 | – | -269,007 | – | -0.23% | – |
| FRM | Exit | Furmanite Corp. | $0 | – | -3,052,041 | – | -0.23% | – |
| PCTI | Exit | PCTEL, Inc. | $0 | – | -3,098,377 | – | -0.23% | – |
| PCO | Exit | Pendrell Corp. | $0 | – | -27,021,438 | – | -0.24% | – |
| BSAC | Exit | Banco Santander-Chile ADRadr | $0 | – | -1,084,113 | – | -0.25% | – |
| CNTY | Exit | Century Casinos, Inc. | $0 | – | -3,450,133 | – | -0.26% | – |
| TILE | Exit | Interface, Inc. | $0 | – | -969,357 | – | -0.27% | – |
| RNWK | Exit | RealNetworks, Inc. | $0 | – | -5,415,862 | – | -0.28% | – |
| IEX | Exit | IDEX Corp. | $0 | – | -324,320 | – | -0.29% | – |
| RKUS | Exit | Ruckus Wireless, Inc. | $0 | – | -2,183,335 | – | -0.32% | – |
| CLB | Exit | Core Laboratories N.V. | $0 | – | -263,972 | – | -0.33% | – |
| CHL | Exit | China Mobile Ltd. ADRadr | $0 | – | -455,214 | – | -0.34% | – |
| GCI | Exit | Gannett Co. Inc. | $0 | – | -1,849,547 | – | -0.34% | – |
| RST | Exit | Rosetta Stone Inc. | $0 | – | -4,220,263 | – | -0.35% | – |
| ACTG | Exit | Acacia Research Corp. | $0 | – | -3,206,352 | – | -0.36% | – |
| TIF | Exit | Tiffany & Co. | $0 | – | -384,751 | – | -0.37% | – |
| USB | Exit | U.S. Bancorp | $0 | – | -734,637 | – | -0.38% | – |
| ZBRA | Exit | Zebra Technologies Corp. | $0 | – | -402,070 | – | -0.38% | – |
| COWN | Exit | Cowen Group, Inc. | $0 | – | -6,924,050 | – | -0.39% | – |
| TUMI | Exit | Tumi Holdings Inc. | $0 | – | -1,831,314 | – | -0.40% | – |
| ORBC | Exit | ORBCOMM, Inc. | $0 | – | -5,797,468 | – | -0.40% | – |
| COH | Exit | Coach, Inc. | $0 | – | -1,124,993 | – | -0.40% | – |
| PGR | Exit | Progressive Corp. | $0 | – | -1,115,810 | – | -0.43% | – |
| BCO | Exit | Brink's Co. | $0 | – | -1,295,603 | – | -0.44% | – |
| TISI | Exit | Team, Inc. | $0 | – | -1,124,999 | – | -0.45% | – |
| BX | Exit | Blackstone Group L.P. | $0 | – | -1,145,512 | – | -0.45% | – |
| TW | Exit | Towers Watson | $0 | – | -309,592 | – | -0.45% | – |
| MCF | Exit | Contango Oil & Gas Co. | $0 | – | -4,812,525 | – | -0.46% | – |
| VOO | Exit | Vanguard S&P 500 ETFetf | $0 | – | -214,808 | – | -0.47% | – |
| MEG | Exit | Media General Inc. | $0 | – | -2,711,983 | – | -0.47% | – |
| TROW | Exit | T. Rowe Price Group, Inc. | $0 | – | -573,506 | – | -0.50% | – |
| FICO | Exit | Fair Isaac Corp. | $0 | – | -496,108 | – | -0.52% | – |
| DGX | Exit | Quest Diagnostics Inc. | $0 | – | -695,732 | – | -0.53% | – |
| NOK | Exit | Nokia Corp. ADRadr | $0 | – | -7,366,067 | – | -0.62% | – |
| BLT | Exit | Blount Intl, Inc. | $0 | – | -9,560,694 | – | -0.66% | – |
| GSK | Exit | GlaxoSmithKline plc ADRadr | $0 | – | -1,458,162 | – | -0.70% | – |
| PM | Exit | Philip Morris Intl, Inc. | $0 | – | -724,243 | – | -0.72% | – |
| SLCA | Exit | U.S. Silica Holdings, Inc. | $0 | – | -4,282,731 | – | -0.75% | – |
| JWN | Exit | Nordstrom, Inc. | $0 | – | -842,328 | – | -0.75% | – |
| NOV | Exit | National Oilwell Varco | $0 | – | -1,666,128 | – | -0.78% | – |
| VZ | Exit | Verizon Communications Inc. | $0 | – | -1,544,685 | – | -0.84% | – |
| MHK | Exit | Mohawk Industries, Inc. | $0 | – | -372,493 | – | -0.84% | – |
| HAR | Exit | Harman Intl Industries, Inc. | $0 | – | -714,585 | – | -0.85% | – |
| BID | Exit | Sotheby's | $0 | – | -2,240,741 | – | -0.89% | – |
| CBS | Exit | CBS Corp. | $0 | – | -1,855,920 | – | -0.92% | – |
| TMO | Exit | Thermo Fisher Scientific Inc. | $0 | – | -607,166 | – | -0.92% | – |
| SO | Exit | Southern Co. | $0 | – | -1,665,185 | – | -0.93% | – |
| BEN | Exit | Franklin Resources, Inc. | $0 | – | -2,007,974 | – | -0.93% | – |
| LFUS | Exit | Littelfuse, Inc. | $0 | – | -855,379 | – | -0.97% | – |
| ITW | Exit | Illinois Tool Works Inc. | $0 | – | -956,588 | – | -0.98% | – |
| VIAB | Exit | Viacom, Inc. | $0 | – | -1,879,832 | – | -1.01% | – |
| JNJ | Exit | Johnson & Johnson | $0 | – | -884,154 | – | -1.03% | – |
| STJ | Exit | St. Jude Medical, Inc. | $0 | – | -1,323,958 | – | -1.04% | – |
| RCL | Exit | Royal Caribbean Cruises Ltd. | $0 | – | -946,286 | – | -1.05% | – |
| DNB | Exit | Dun & Bradstreet Corp. | $0 | – | -832,071 | – | -1.09% | – |
| MDP | Exit | Meredith Corp. | $0 | – | -2,120,076 | – | -1.12% | – |
| MTSC | Exit | MTS Systems Corp. | $0 | – | -1,565,669 | – | -1.17% | – |
| OMC | Exit | Omnicom Group Inc. | $0 | – | -1,444,694 | – | -1.18% | – |
| BRC | Exit | Brady Corp. | $0 | – | -4,951,897 | – | -1.21% | – |
| CBRE | Exit | CBRE Group, Inc. | $0 | – | -3,114,680 | – | -1.24% | – |
| SSD | Exit | Simpson Manufacturing Co., Inc. | $0 | – | -3,019,620 | – | -1.26% | – |
| BIDU | Exit | Baidu, Inc. ADRadr | $0 | – | -764,799 | – | -1.31% | – |
| CRL | Exit | Charles River Laboratories Intl, Inc. | $0 | – | -1,674,330 | – | -1.32% | – |
| NTRS | Exit | Northern Trust Corp. | $0 | – | -1,593,193 | – | -1.35% | – |
| MSFT | Exit | Microsoft Corp. | $0 | – | -2,497,152 | – | -1.38% | – |
| JNS | Exit | Janus Capital Group Inc. | $0 | – | -8,280,519 | – | -1.40% | – |
| ZBH | Exit | Zimmer Biomet Holdings, Inc. | $0 | – | -1,264,917 | – | -1.48% | – |
| MSG | Exit | Madison Square Garden Co. | $0 | – | -1,672,297 | – | -1.50% | – |
| KKR | Exit | KKR & Co. L.P. | $0 | – | -7,194,587 | – | -1.50% | – |
| MAT | Exit | Mattel, Inc. | $0 | – | -5,832,285 | – | -1.53% | – |
| SNA | Exit | Snap-On Inc. | $0 | – | -821,134 | – | -1.54% | – |
| AFL | Exit | AFLAC Inc. | $0 | – | -2,173,809 | – | -1.57% | – |
| GILD | Exit | Gilead Sciences, Inc. | $0 | – | -1,313,500 | – | -1.61% | – |
| NWL | Exit | Newell Rubbermaid Inc. | $0 | – | -3,290,649 | – | -1.63% | – |
| BIO | Exit | Bio-Rad Laboratories, Inc. | $0 | – | -1,000,161 | – | -1.67% | – |
| SWK | Exit | Stanley Black & Decker, Inc. | $0 | – | -1,486,382 | – | -1.80% | – |
| TGNA | Exit | TEGNA, Inc. | $0 | – | -6,552,149 | – | -1.83% | – |
| JLL | Exit | JLL | $0 | – | -1,180,938 | – | -2.11% | – |
| LH | Exit | Laboratory Corp. of America Holdings | $0 | – | -1,627,421 | – | -2.20% | – |
| BRSWQ | Exit | Bristow Group Inc. | $0 | – | -6,893,094 | – | -2.24% | – |
| AXE | Exit | Anixter Intl Inc. | $0 | – | -3,126,186 | – | -2.25% | – |
| ISCA | Exit | International Speedway Corp. | $0 | – | -5,815,342 | – | -2.30% | – |
| WU | Exit | Western Union Co. | $0 | – | -10,537,401 | – | -2.41% | – |
| IPG | Exit | Interpublic Group of Cos., Inc. | $0 | – | -10,234,422 | – | -2.44% | – |
| SJM | Exit | J.M. Smucker Co. | $0 | – | -1,934,897 | – | -2.75% | – |
| LAZ | Exit | Lazard Ltd | $0 | – | -5,515,617 | – | -2.97% | – |
| KMT | Exit | Kennametal Inc. | $0 | – | -9,612,523 | – | -2.98% | – |
| FAF | Exit | First American Financial Corp. | $0 | – | -6,934,335 | – | -3.37% | – |
Q3 2015
| Value | Shares | ↓ Weighting | ||||||
|---|---|---|---|---|---|---|---|---|
| FAF | Sell | First American Financial Corp. | $270,924,000 | -5.3% | 6,934,335 | -9.8% | 3.37% | +4.8% |
| KMT | Buy | Kennametal Inc. | $239,256,000 | -14.6% | 9,612,523 | +17.1% | 2.98% | -5.6% |
| LAZ | Sell | Lazard Ltd | $238,826,000 | -24.0% | 5,515,617 | -1.3% | 2.97% | -16.0% |
| SJM | Buy | J.M. Smucker Co. | $220,752,000 | +7.7% | 1,934,897 | +2.3% | 2.75% | +19.1% |
| IPG | Buy | Interpublic Group of Cos., Inc. | $195,784,000 | +2.9% | 10,234,422 | +3.7% | 2.44% | +13.8% |
| WU | Buy | Western Union Co. | $193,467,000 | -7.8% | 10,537,401 | +2.1% | 2.41% | +2.0% |
| ISCA | Buy | International Speedway Corp. | $184,463,000 | -12.8% | 5,815,342 | +0.8% | 2.30% | -3.6% |
| AXE | Buy | Anixter Intl Inc. | $180,631,000 | -2.0% | 3,126,186 | +10.5% | 2.25% | +8.4% |
| BRSWQ | Buy | Bristow Group Inc. | $180,323,000 | -32.4% | 6,893,094 | +37.7% | 2.24% | -25.3% |
| LH | Buy | Laboratory Corp. of America Holdings | $176,526,000 | -3.0% | 1,627,421 | +8.4% | 2.20% | +7.3% |
| JLL | Sell | JLL | $169,783,000 | -28.0% | 1,180,938 | -14.4% | 2.11% | -20.4% |
| TGNA | Buy | TEGNA, Inc. | $146,703,000 | -6.5% | 6,552,149 | +34.0% | 1.83% | +3.5% |
| SWK | Sell | Stanley Black & Decker, Inc. | $144,149,000 | -10.5% | 1,486,382 | -2.9% | 1.80% | -1.0% |
| BIO | Sell | Bio-Rad Laboratories, Inc. | $134,332,000 | -20.6% | 1,000,161 | -10.9% | 1.67% | -12.2% |
| NWL | Sell | Newell Rubbermaid Inc. | $130,672,000 | -12.6% | 3,290,649 | -9.5% | 1.63% | -3.4% |
| GILD | Buy | Gilead Sciences, Inc. | $128,973,000 | -0.4% | 1,313,500 | +18.7% | 1.61% | +10.1% |
| AFL | Buy | AFLAC Inc. | $126,364,000 | -3.0% | 2,173,809 | +3.7% | 1.57% | +7.2% |
| SNA | Sell | Snap-On Inc. | $123,942,000 | -13.4% | 821,134 | -8.7% | 1.54% | -4.3% |
| MAT | Buy | Mattel, Inc. | $122,828,000 | +50.1% | 5,832,285 | +83.1% | 1.53% | +66.0% |
| KKR | Buy | KKR & Co. L.P. | $120,725,000 | -22.9% | 7,194,587 | +5.1% | 1.50% | -14.7% |
| MSG | Buy | Madison Square Garden Co. | $120,640,000 | -6.2% | 1,672,297 | +8.5% | 1.50% | +3.7% |
| ZBH | Buy | Zimmer Biomet Holdings, Inc. | $118,814,000 | -0.8% | 1,264,917 | +15.3% | 1.48% | +9.6% |
| JNS | Buy | Janus Capital Group Inc. | $112,615,000 | -15.1% | 8,280,519 | +6.8% | 1.40% | -6.2% |
| MSFT | Buy | Microsoft Corp. | $110,524,000 | +8.4% | 2,497,152 | +8.1% | 1.38% | +19.9% |
| NTRS | Buy | Northern Trust Corp. | $108,592,000 | -7.4% | 1,593,193 | +3.9% | 1.35% | +2.3% |
| CRL | Sell | Charles River Laboratories Intl, Inc. | $106,353,000 | -10.0% | 1,674,330 | -0.3% | 1.32% | -0.5% |
| BIDU | Buy | Baidu, Inc. ADRadr | $105,091,000 | +23.6% | 764,799 | +79.1% | 1.31% | +36.7% |
| SSD | Sell | Simpson Manufacturing Co., Inc. | $101,127,000 | -5.4% | 3,019,620 | -3.9% | 1.26% | +4.7% |
| CBRE | Sell | CBRE Group, Inc. | $99,670,000 | -24.9% | 3,114,680 | -13.2% | 1.24% | -17.0% |
| BRC | Buy | Brady Corp. | $97,354,000 | -20.4% | 4,951,897 | +0.1% | 1.21% | -12.0% |
| OMC | Buy | Omnicom Group Inc. | $95,205,000 | -1.6% | 1,444,694 | +3.7% | 1.18% | +8.8% |
| MTSC | Buy | MTS Systems Corp. | $94,112,000 | -12.7% | 1,565,669 | +0.1% | 1.17% | -3.5% |
| MDP | Buy | Meredith Corp. | $90,273,000 | -16.2% | 2,120,076 | +2.6% | 1.12% | -7.3% |
| DNB | Buy | Dun & Bradstreet Corp. | $87,367,000 | -11.7% | 832,071 | +2.6% | 1.09% | -2.3% |
| RCL | Sell | Royal Caribbean Cruises Ltd. | $84,305,000 | +4.3% | 946,286 | -7.9% | 1.05% | +15.4% |
| STJ | Buy | St. Jude Medical, Inc. | $83,529,000 | -10.5% | 1,323,958 | +3.6% | 1.04% | -1.0% |
| JNJ | Buy | Johnson & Johnson | $82,536,000 | +8.3% | 884,154 | +13.1% | 1.03% | +19.8% |
| VIAB | Buy | Viacom, Inc. | $81,115,000 | +8.8% | 1,879,832 | +63.0% | 1.01% | +20.4% |
| ITW | Buy | Illinois Tool Works Inc. | $78,737,000 | -7.1% | 956,588 | +3.6% | 0.98% | +2.7% |
| LFUS | Buy | Littelfuse, Inc. | $77,968,000 | -1.4% | 855,379 | +2.7% | 0.97% | +9.1% |
| BEN | Buy | Franklin Resources, Inc. | $74,817,000 | -21.1% | 2,007,974 | +3.9% | 0.93% | -12.7% |
| SO | Buy | Southern Co. | $74,434,000 | +30.7% | 1,665,185 | +22.5% | 0.93% | +44.6% |
| TMO | Buy | Thermo Fisher Scientific Inc. | $74,244,000 | -2.2% | 607,166 | +3.7% | 0.92% | +8.1% |
| CBS | Buy | CBS Corp. | $74,051,000 | -13.0% | 1,855,920 | +21.0% | 0.92% | -3.8% |
| BID | Buy | Sotheby's | $71,659,000 | -29.2% | 2,240,741 | +0.1% | 0.89% | -21.8% |
| HAR | Buy | Harman Intl Industries, Inc. | $68,593,000 | -6.2% | 714,585 | +16.2% | 0.85% | +3.6% |
| MHK | Sell | Mohawk Industries, Inc. | $67,716,000 | -18.5% | 372,493 | -14.4% | 0.84% | -9.8% |
| VZ | Buy | Verizon Communications Inc. | $67,209,000 | +12.2% | 1,544,685 | +20.2% | 0.84% | +24.2% |
| NOV | Buy | National Oilwell Varco | $62,730,000 | -19.3% | 1,666,128 | +3.5% | 0.78% | -10.7% |
| JWN | Buy | Nordstrom, Inc. | $60,403,000 | -0.4% | 842,328 | +3.5% | 0.75% | +10.3% |
| SLCA | Buy | U.S. Silica Holdings, Inc. | $60,344,000 | -20.5% | 4,282,731 | +65.7% | 0.75% | -12.1% |
| PM | Buy | Philip Morris Intl, Inc. | $57,454,000 | +42.1% | 724,243 | +43.6% | 0.72% | +57.1% |
| GSK | Buy | GlaxoSmithKline plc ADRadr | $56,066,000 | +10.8% | 1,458,162 | +20.1% | 0.70% | +22.5% |
| BLT | Buy | Blount Intl, Inc. | $53,253,000 | -48.1% | 9,560,694 | +1.8% | 0.66% | -42.5% |
| NOK | Buy | Nokia Corp. ADRadr | $49,942,000 | +11.3% | 7,366,067 | +12.4% | 0.62% | +23.2% |
| DGX | Buy | Quest Diagnostics Inc. | $42,767,000 | +1.6% | 695,732 | +19.8% | 0.53% | +12.2% |
| FICO | Sell | Fair Isaac Corp. | $41,921,000 | -23.5% | 496,108 | -17.8% | 0.52% | -15.4% |
| TROW | Buy | T. Rowe Price Group, Inc. | $39,859,000 | +10.0% | 573,506 | +23.0% | 0.50% | +21.6% |
| MEG | New | Media General Inc. | $37,941,000 | – | 2,711,983 | – | 0.47% | – |
| VOO | Buy | Vanguard S&P 500 ETFetf | $37,744,000 | +79.9% | 214,808 | +93.3% | 0.47% | +99.2% |
| MCF | Buy | Contango Oil & Gas Co. | $36,575,000 | -33.8% | 4,812,525 | +6.8% | 0.46% | -27.0% |
| TW | Buy | Towers Watson | $36,340,000 | +18.1% | 309,592 | +26.6% | 0.45% | +30.6% |
| BX | Buy | Blackstone Group L.P. | $36,278,000 | -19.5% | 1,145,512 | +3.9% | 0.45% | -10.8% |
| TISI | Sell | Team, Inc. | $36,135,000 | -20.9% | 1,124,999 | -0.9% | 0.45% | -12.5% |
| BCO | Sell | Brink's Co. | $34,994,000 | -9.0% | 1,295,603 | -0.8% | 0.44% | +0.7% |
| PGR | New | Progressive Corp. | $34,188,000 | – | 1,115,810 | – | 0.43% | – |
| COH | Buy | Coach, Inc. | $32,546,000 | -10.8% | 1,124,993 | +6.7% | 0.40% | -1.5% |
| ORBC | Sell | ORBCOMM, Inc. | $32,350,000 | -18.2% | 5,797,468 | -1.1% | 0.40% | -9.4% |
| TUMI | Buy | Tumi Holdings Inc. | $32,268,000 | -11.4% | 1,831,314 | +3.2% | 0.40% | -2.0% |
| COWN | Buy | Cowen Group, Inc. | $31,574,000 | -25.1% | 6,924,050 | +5.1% | 0.39% | -17.3% |
| ZBRA | Buy | Zebra Technologies Corp. | $30,778,000 | -20.0% | 402,070 | +16.0% | 0.38% | -11.5% |
| USB | Buy | U.S. Bancorp | $30,127,000 | +10.0% | 734,637 | +16.5% | 0.38% | +21.8% |
| TIF | Buy | Tiffany & Co. | $29,710,000 | -12.6% | 384,751 | +3.9% | 0.37% | -3.4% |
| ACTG | Buy | Acacia Research Corp. | $29,114,000 | +20.3% | 3,206,352 | +16.2% | 0.36% | +33.1% |
| RST | Buy | Rosetta Stone Inc. | $28,276,000 | -16.0% | 4,220,263 | +0.0% | 0.35% | -7.1% |
| GCI | Sell | Gannett Co. Inc. | $27,244,000 | +4.7% | 1,849,547 | -0.6% | 0.34% | +15.7% |
| CHL | Buy | China Mobile Ltd. ADRadr | $27,085,000 | -6.1% | 455,214 | +1.2% | 0.34% | +3.7% |
| CLB | Buy | Core Laboratories N.V. | $26,344,000 | -2.6% | 263,972 | +11.3% | 0.33% | +7.9% |
| RKUS | Buy | Ruckus Wireless, Inc. | $25,938,000 | +26.1% | 2,183,335 | +9.8% | 0.32% | +39.2% |
| IEX | Sell | IDEX Corp. | $23,124,000 | -29.3% | 324,320 | -22.1% | 0.29% | -21.7% |
| RNWK | Buy | RealNetworks, Inc. | $22,151,000 | -23.8% | 5,415,862 | +0.8% | 0.28% | -15.6% |
| TILE | Sell | Interface, Inc. | $21,752,000 | -30.9% | 969,357 | -22.8% | 0.27% | -23.4% |
| CNTY | Sell | Century Casinos, Inc. | $21,218,000 | -3.0% | 3,450,133 | -0.7% | 0.26% | +7.3% |
| BSAC | Buy | Banco Santander-Chile ADRadr | $19,753,000 | -8.0% | 1,084,113 | +2.3% | 0.25% | +1.7% |
| PCO | Sell | Pendrell Corp. | $19,455,000 | -52.3% | 27,021,438 | -9.3% | 0.24% | -47.3% |
| PCTI | Buy | PCTEL, Inc. | $18,621,000 | -13.5% | 3,098,377 | +3.3% | 0.23% | -4.1% |
| SLB | Buy | Schlumberger Ltd. | $18,553,000 | -7.9% | 269,007 | +15.1% | 0.23% | +1.8% |
| FRM | Buy | Furmanite Corp. | $18,556,000 | -14.4% | 3,052,041 | +14.3% | 0.23% | -5.3% |
| PVTB | Sell | PrivateBancorp, Inc. | $18,383,000 | -4.5% | 479,594 | -0.8% | 0.23% | +5.5% |
| XOXO | Sell | XO Group Inc. | $18,158,000 | -21.3% | 1,285,080 | -9.0% | 0.23% | -13.1% |
| QLGC | Buy | QLogic Corp. | $18,177,000 | -19.5% | 1,773,374 | +11.5% | 0.23% | -11.0% |
| RTKHQ | New | RENTECH, INC. | $17,835,000 | – | 3,184,848 | – | 0.22% | – |
| SEAC | Buy | SeaChange Intl, Inc. | $17,662,000 | +1.7% | 2,803,532 | +13.2% | 0.22% | +12.8% |
| LNDC | Sell | Landec Corp. | $16,569,000 | -20.4% | 1,419,836 | -1.5% | 0.21% | -12.0% |
| SPAR | Sell | Spartan Motors Inc. | $16,173,000 | -11.1% | 3,916,031 | -1.4% | 0.20% | -2.0% |
| TNAV | Buy | Telenav Inc. | $16,128,000 | +24.8% | 2,064,981 | +28.6% | 0.20% | +37.7% |
| ALOT | Sell | Astro-Med, Inc. | $15,830,000 | -4.5% | 1,142,161 | -1.4% | 0.20% | +5.3% |
| WMT | Buy | Wal-Mart Stores, Inc. | $15,186,000 | +6.8% | 234,213 | +16.9% | 0.19% | +18.1% |
| MATW | Sell | Matthews Intl Corp. | $14,503,000 | -8.5% | 296,156 | -0.7% | 0.18% | +1.1% |
| BRKB | Buy | Berkshire Hathaway Inc. | $14,366,000 | +17.7% | 110,167 | +22.9% | 0.18% | +30.7% |
| VEA | Sell | Vanguard MSCI EAFE ETFetf | $13,969,000 | -29.7% | 391,935 | -21.8% | 0.17% | -22.3% |
| CVU | Sell | CPI Aerostructures, Inc. | $13,551,000 | -13.2% | 1,538,155 | -1.4% | 0.17% | -4.0% |
| HMN | Sell | Horace Mann Educators Corp. | $13,410,000 | -9.4% | 403,664 | -0.8% | 0.17% | 0.0% |
| IMN | Buy | Imation Corp. | $13,336,000 | -42.3% | 6,261,255 | +10.0% | 0.17% | -36.2% |
| EDGW | Sell | Edgewater Technology Inc. | $13,138,000 | -1.0% | 1,792,395 | -1.4% | 0.16% | +10.1% |
| HCC | Sell | HCC Insurance Holdings, Inc. | $13,040,000 | -0.7% | 168,329 | -1.5% | 0.16% | +9.5% |
| MN | Sell | Manning & Napier, Inc. | $11,917,000 | -26.8% | 1,619,210 | -0.8% | 0.15% | -19.1% |
| PRCP | Buy | Perceptron, Inc. | $11,362,000 | -21.6% | 1,496,923 | +9.1% | 0.14% | -13.5% |
| MIND | Buy | Mitcham Industries, Inc. | $11,271,000 | -9.5% | 2,981,652 | +0.3% | 0.14% | 0.0% |
| BTN | Sell | Ballantyne Strong, Inc. | $9,604,000 | -1.5% | 2,043,458 | -1.7% | 0.12% | +9.1% |
| LMT | Sell | Lockheed Martin Corp. | $9,165,000 | +5.8% | 44,210 | -5.1% | 0.11% | +16.3% |
| KIN | Buy | Kindred Biosciences, Inc. | $9,101,000 | +10.1% | 1,750,224 | +44.4% | 0.11% | +21.5% |
| ANSS | Buy | Ansys, Inc. | $9,099,000 | +10.0% | 103,237 | +13.9% | 0.11% | +21.5% |
| RYAAY | Sell | Ryanair Holdings plc ADRadr | $8,947,000 | -47.5% | 114,261 | -52.1% | 0.11% | -42.2% |
| RDSA | Sell | Royal Dutch Shell plc ADRadr | $8,622,000 | -17.8% | 181,933 | -1.2% | 0.11% | -9.3% |
| CPIX | Sell | Cumberland Pharmaceuticals, Inc. | $8,563,000 | -20.4% | 1,484,096 | -1.4% | 0.11% | -11.6% |
| ITUB | Buy | Itau Unibanco Holding SA ADRadr | $8,479,000 | -31.4% | 1,280,803 | +13.5% | 0.11% | -23.7% |
| STLY | Sell | Stanley Furniture Co. | $8,446,000 | -2.7% | 2,882,536 | -1.4% | 0.10% | +7.1% |
| JPM | Buy | JPMorgan Chase & Co. | $8,331,000 | -3.3% | 136,637 | +7.4% | 0.10% | +7.2% |
| ORCL | Buy | Oracle Corp. | $8,155,000 | -10.0% | 225,775 | +0.4% | 0.10% | 0.0% |
| AVHI | Sell | AV Homes, Inc. | $8,167,000 | -41.4% | 604,095 | -37.7% | 0.10% | -35.0% |
| IBM | Buy | International Business Machines Corp. | $8,120,000 | -8.9% | 56,012 | +2.2% | 0.10% | +1.0% |
| AXP | Buy | American Express Co. | $8,030,000 | +105.0% | 108,317 | +114.9% | 0.10% | +127.3% |
| OESX | Sell | Orion Energy Systems, Inc. | $7,840,000 | -29.4% | 4,355,488 | -1.6% | 0.10% | -21.6% |
| CRWS | Sell | Crown Crafts, Inc. | $7,680,000 | -25.2% | 936,562 | -27.0% | 0.10% | -17.2% |
| PX | Buy | Praxair, Inc. | $7,665,000 | -3.7% | 75,252 | +13.1% | 0.10% | +5.6% |
| DVD | Sell | Dover Motorsports, Inc. | $7,577,000 | +2.6% | 3,294,396 | -1.4% | 0.09% | +13.3% |
| EACIQ | Sell | Erickson Inc. | $7,292,000 | -28.9% | 2,329,605 | -1.5% | 0.09% | -21.6% |
| LL | Sell | Lumber Liquidators Holdings, Inc. | $7,325,000 | -37.0% | 557,472 | -0.7% | 0.09% | -30.5% |
| AXTI | Buy | AXT Inc. | $7,166,000 | -2.1% | 3,732,390 | +28.5% | 0.09% | +8.5% |
| COL | Buy | Rockwell Collins, Inc. | $7,098,000 | +52.4% | 86,733 | +72.0% | 0.09% | +69.2% |
| HDNG | Buy | Hardinge Inc. | $6,985,000 | -3.4% | 761,680 | +3.8% | 0.09% | +7.4% |
| RELL | New | Richardson Electronics, Ltd. | $6,807,000 | – | 1,153,810 | – | 0.08% | – |
| QUMU | Sell | Qumu Corp. | $6,626,000 | -53.7% | 1,718,812 | -1.0% | 0.08% | -49.1% |
| TINY | Buy | Harris & Harris Group, Inc. | $6,503,000 | -10.7% | 3,038,829 | +14.8% | 0.08% | -1.2% |
| ELRC | Buy | Electro Rent Corp. | $6,342,000 | +336.5% | 610,962 | +356.7% | 0.08% | +393.8% |
| BSMX | Buy | Santander Mexico Financial Group ADRadr | $6,245,000 | -12.2% | 850,812 | +9.4% | 0.08% | -2.5% |
| DV | Sell | DeVry Education Group Inc. | $6,189,000 | -10.0% | 227,451 | -0.8% | 0.08% | 0.0% |
| XOM | Sell | Exxon Mobil Corp. | $6,181,000 | -11.6% | 83,135 | -1.0% | 0.08% | -2.5% |
| GS | Sell | Goldman Sachs Group, Inc. | $5,664,000 | -20.2% | 32,595 | -4.1% | 0.07% | -11.2% |
| VSRI | Sell | Versar Inc. | $5,657,000 | -15.5% | 1,683,486 | -1.0% | 0.07% | -6.7% |
| OXY | Buy | Occidental Petroleum Corp. | $5,614,000 | +75.8% | 84,869 | +106.7% | 0.07% | +94.4% |
| BAP | Buy | Credicorp ltd. | $5,596,000 | -15.9% | 52,613 | +9.9% | 0.07% | -6.7% |
| PNC | Sell | The PNC Financial Service Group, Inc. | $5,659,000 | -40.1% | 63,439 | -35.8% | 0.07% | -34.0% |
| BBBY | Sell | Bed Bath & Beyond Inc. | $5,487,000 | -19.1% | 96,230 | -2.1% | 0.07% | -10.5% |
| RBCN | Buy | Rubicon Technology, Inc. | $5,293,000 | -56.3% | 5,138,765 | +3.2% | 0.07% | -51.5% |
| MRKT | Buy | Markit ltd. | $5,261,000 | +61.4% | 181,413 | +42.3% | 0.07% | +78.4% |
| TKC | Buy | Turkcell Iletisim Hizmetleri AS ADRadr | $5,191,000 | -22.9% | 598,000 | +2.0% | 0.06% | -14.5% |
| EMC | Sell | EMC Corp. | $5,160,000 | -56.0% | 213,564 | -52.0% | 0.06% | -51.5% |
| MOS | Buy | Mosaic Co. | $5,138,000 | -33.3% | 165,155 | +0.5% | 0.06% | -26.4% |
| BTI | Sell | British American Tobacco plc ADRadr | $5,139,000 | +0.9% | 46,685 | -0.7% | 0.06% | +12.3% |
| MS | Sell | Morgan Stanley | $4,903,000 | -19.2% | 155,665 | -0.5% | 0.06% | -10.3% |
| BK | Sell | Bank of New York Mellon Corp. | $4,425,000 | -10.6% | 113,015 | -4.2% | 0.06% | -1.8% |
| CSWC | Sell | Capital Southwest Corp. | $4,219,000 | -16.8% | 89,000 | -12.3% | 0.05% | -7.0% |
| MIDD | Sell | Middleby Corp. | $4,295,000 | -58.3% | 40,831 | -55.5% | 0.05% | -54.3% |
| VT | Sell | Vanguard Total World Stock Index Fd (ETF)etf | $4,086,000 | -15.4% | 73,875 | -5.9% | 0.05% | -5.6% |
| AETI | Sell | American Electric Technologies, Inc. | $4,085,000 | -49.6% | 1,571,294 | -1.1% | 0.05% | -44.0% |
| VICL | Sell | Vical Inc. | $3,420,000 | -34.5% | 7,436,270 | -0.3% | 0.04% | -27.1% |
| MKC | Buy | McCormick & Co., Inc. | $3,476,000 | +1.5% | 42,296 | +0.0% | 0.04% | +10.3% |
| HNGR | Buy | Hanger, Inc. | $3,387,000 | -31.8% | 248,290 | +17.3% | 0.04% | -25.0% |
| CME | Buy | CME Group Inc. | $3,099,000 | +13.6% | 33,419 | +14.0% | 0.04% | +25.8% |
| EOG | New | EOG Resources Inc. | $3,067,000 | – | 42,132 | – | 0.04% | – |
| BRKS | Buy | Brooks Automation, Inc. | $3,080,000 | +9.6% | 263,000 | +7.1% | 0.04% | +18.8% |
| ACN | Sell | Accenture plc | $2,998,000 | -28.3% | 30,512 | -29.4% | 0.04% | -21.3% |
| GOLD | Buy | Barrick Gold Corp. | $2,957,000 | -38.1% | 464,948 | +3.7% | 0.04% | -31.5% |
| PIR | Sell | Pier 1 Imports, Inc. | $2,881,000 | -47.6% | 417,485 | -4.2% | 0.04% | -41.9% |
| WEC | New | Wisconsin Energy Corp. | $2,879,000 | – | 55,138 | – | 0.04% | – |
| VGK | Buy | Vanguard MSCI Europe ETFetf | $2,811,000 | +305.6% | 57,162 | +345.4% | 0.04% | +337.5% |
| APA | Buy | Apache Corp. | $2,756,000 | -24.0% | 70,375 | +11.9% | 0.03% | -17.1% |
| GIFI | Sell | Gulf Island Fabrication, Inc. | $2,432,000 | -6.8% | 231,000 | -1.1% | 0.03% | +3.4% |
| SUP | Sell | Superior Industries Intl, Inc. | $2,402,000 | -0.7% | 128,600 | -2.7% | 0.03% | +11.1% |
| BAX | Buy | Baxter International Inc. | $2,179,000 | -49.7% | 66,331 | +7.1% | 0.03% | -44.9% |
| COST | Buy | Costco Wholesale Corp. | $2,033,000 | +305.8% | 14,063 | +279.5% | 0.02% | +316.7% |
| CHK | Sell | Chesapeake Energy Corp. | $1,961,000 | -36.7% | 267,555 | -3.5% | 0.02% | -31.4% |
| GWW | Buy | W.W. Grainger, Inc. | $1,701,000 | +3.4% | 7,909 | +13.8% | 0.02% | +10.5% |
| HSBC | Buy | HSBC Holdings plc ADRadr | $1,637,000 | -10.4% | 43,207 | +6.0% | 0.02% | -4.8% |
| FAST | Buy | Fastenal Co. | $1,625,000 | -1.2% | 44,382 | +13.9% | 0.02% | +5.3% |
| APOL | Buy | Apollo Education Group, Inc. | $1,457,000 | -5.6% | 131,710 | +9.9% | 0.02% | +5.9% |
| GAIA | New | Gaiam, Inc. | $1,405,000 | – | 228,400 | – | 0.02% | – |
| ESIO | New | ELECTRO SCIENTIFIC INDUSTRIES, INC. | $1,189,000 | – | 256,200 | – | 0.02% | – |
| MBFI | Sell | MB Financial, Inc. | $1,188,000 | -37.9% | 36,400 | -34.5% | 0.02% | -31.8% |
| EWU | Sell | iShares MSCI United Kingdom Index ETFetf | $793,000 | -23.3% | 48,356 | -14.7% | 0.01% | -16.7% |
| LF | Sell | Leapfrog Enterprises, Inc. | $649,000 | -49.5% | 909,442 | -0.9% | 0.01% | -42.9% |
| BWEN | New | BROADWIND ENERGY, INC. | $553,000 | – | 266,933 | – | 0.01% | – |
| PNRA | Exit | Panera Bread Co. | $0 | – | -1,664 | – | -0.00% | – |
| MTB | Exit | M&T Bank Corp. | $0 | – | -13,294 | – | -0.02% | – |
| EXPD | Exit | Expeditors Intl of Washington | $0 | – | -37,846 | – | -0.02% | – |
| ALTR | Exit | Altera Corp. | $0 | – | -84,373 | – | -0.05% | – |
| CVS | Exit | CVS Health Corp. | $0 | – | -82,895 | – | -0.10% | – |
| BOBE | Exit | Bob Evans Farms, Inc. | $0 | – | -205,686 | – | -0.12% | – |
| RTK | Exit | Rentech, Inc. | $0 | – | -23,675,039 | – | -0.28% | – |
Q2 2015
| Value | Shares | ↓ Weighting | ||||||
|---|---|---|---|---|---|---|---|---|
| LAZ | New | Lazard Ltd | $314,396,000 | – | 5,590,257 | – | 3.54% | – |
| FAF | New | First American Financial Corp. | $285,971,000 | – | 7,685,327 | – | 3.22% | – |
| KMT | New | Kennametal Inc. | $280,170,000 | – | 8,211,313 | – | 3.16% | – |
| BRSWQ | New | Bristow Group Inc. | $266,813,000 | – | 5,005,864 | – | 3.00% | – |
| JLL | New | JLL | $235,891,000 | – | 1,379,480 | – | 2.66% | – |
| ISCA | New | International Speedway Corp. | $211,630,000 | – | 5,771,207 | – | 2.38% | – |
| WU | New | Western Union Co. | $209,793,000 | – | 10,319,401 | – | 2.36% | – |
| SJM | New | J.M. Smucker Co. | $205,013,000 | – | 1,891,086 | – | 2.31% | – |
| IPG | New | Interpublic Group of Cos., Inc. | $190,207,000 | – | 9,870,622 | – | 2.14% | – |
| AXE | New | Anixter Intl Inc. | $184,264,000 | – | 2,828,305 | – | 2.08% | – |
| LH | New | Laboratory Corp. of America Holdings | $181,968,000 | – | 1,501,141 | – | 2.05% | – |
| BIO | New | Bio-Rad Laboratories, Inc. | $169,132,000 | – | 1,122,983 | – | 1.90% | – |
| SWK | New | Stanley Black & Decker, Inc. | $161,108,000 | – | 1,530,862 | – | 1.81% | – |
| TGNA | New | TEGNA Inc. | $156,829,000 | – | 4,890,196 | – | 1.77% | – |
| KKR | New | KKR & Co. L.P. | $156,487,000 | – | 6,848,462 | – | 1.76% | – |
| NWL | New | Newell Rubbermaid Inc. | $149,554,000 | – | 3,637,891 | – | 1.68% | – |
| SNA | New | Snap-On Inc. | $143,199,000 | – | 899,207 | – | 1.61% | – |
| CBRE | New | CBRE Group, Inc. | $132,756,000 | – | 3,588,010 | – | 1.50% | – |
| JNS | New | Janus Capital Group Inc. | $132,705,000 | – | 7,751,454 | – | 1.49% | – |
| AFL | New | AFLAC Inc. | $130,325,000 | – | 2,095,259 | – | 1.47% | – |
| GILD | New | Gilead Sciences, Inc. | $129,548,000 | – | 1,106,494 | – | 1.46% | – |
| MSG | New | Madison Square Garden Co. | $128,664,000 | – | 1,541,073 | – | 1.45% | – |
| BRC | New | Brady Corp. | $122,342,000 | – | 4,945,092 | – | 1.38% | – |
| ZBH | New | Zimmer Biomet Holdings Inc. | $119,813,000 | – | 1,096,889 | – | 1.35% | – |
| CRL | New | Charles River Laboratories Intl, Inc. | $118,147,000 | – | 1,679,650 | – | 1.33% | – |
| NTRS | New | Northern Trust Corp. | $117,289,000 | – | 1,533,994 | – | 1.32% | – |
| MTSC | New | MTS Systems Corp. | $107,858,000 | – | 1,564,300 | – | 1.21% | – |
| MDP | New | Meredith Corp. | $107,767,000 | – | 2,066,476 | – | 1.21% | – |
| SSD | New | Simpson Manufacturing Co., Inc. | $106,885,000 | – | 3,143,670 | – | 1.20% | – |
| BLT | New | Blount Intl, Inc. | $102,531,000 | – | 9,389,314 | – | 1.15% | – |
| MSFT | New | Microsoft Corp. | $101,958,000 | – | 2,309,359 | – | 1.15% | – |
| BID | New | Sotheby's | $101,283,000 | – | 2,238,789 | – | 1.14% | – |
| DNB | New | Dun & Bradstreet Corp. | $98,918,000 | – | 810,801 | – | 1.11% | – |
| OMC | New | Omnicom Group Inc. | $96,764,000 | – | 1,392,488 | – | 1.09% | – |
| BEN | New | Franklin Resources, Inc. | $94,780,000 | – | 1,933,094 | – | 1.07% | – |
| STJ | New | St. Jude Medical, Inc. | $93,357,000 | – | 1,277,638 | – | 1.05% | – |
| CBS | New | CBS Corp. | $85,096,000 | – | 1,533,268 | – | 0.96% | – |
| BIDU | New | Baidu, Inc. ADRadr | $85,005,000 | – | 426,991 | – | 0.96% | – |
| ITW | New | Illinois Tool Works Inc. | $84,720,000 | – | 922,973 | – | 0.95% | – |
| MHK | New | Mohawk Industries, Inc. | $83,059,000 | – | 435,092 | – | 0.94% | – |
| MAT | New | Mattel, Inc. | $81,838,000 | – | 3,185,615 | – | 0.92% | – |
| RCL | New | Royal Caribbean Cruises Ltd. | $80,821,000 | – | 1,027,081 | – | 0.91% | – |
| LFUS | New | Littelfuse, Inc. | $79,056,000 | – | 833,128 | – | 0.89% | – |
| NOV | New | National Oilwell Varco | $77,713,000 | – | 1,609,630 | – | 0.88% | – |
| JNJ | New | Johnson & Johnson | $76,216,000 | – | 782,026 | – | 0.86% | – |
| TMO | New | Thermo Fisher Scientific Inc. | $75,943,000 | – | 585,261 | – | 0.86% | – |
| SLCA | New | U.S. Silica Holdings, Inc. | $75,870,000 | – | 2,584,126 | – | 0.85% | – |
| VIAB | New | Viacom, Inc. | $74,526,000 | – | 1,152,947 | – | 0.84% | – |
| HAR | New | Harman Intl Industries, Inc. | $73,144,000 | – | 614,962 | – | 0.82% | – |
| JWN | New | Nordstrom, Inc. | $60,616,000 | – | 813,638 | – | 0.68% | – |
| VZ | New | Verizon Communications Inc. | $59,901,000 | – | 1,285,164 | – | 0.67% | – |
| SO | New | Southern Co. | $56,941,000 | – | 1,358,978 | – | 0.64% | – |
| MCF | New | Contango Oil & Gas Co. | $55,291,000 | – | 4,506,195 | – | 0.62% | – |
| FICO | New | Fair Isaac Corp. | $54,803,000 | – | 603,693 | – | 0.62% | – |
| GSK | New | GlaxoSmithKline plc ADRadr | $50,581,000 | – | 1,214,427 | – | 0.57% | – |
| TISI | New | Team, Inc. | $45,689,000 | – | 1,135,129 | – | 0.51% | – |
| BX | New | Blackstone Group L.P. | $45,046,000 | – | 1,102,169 | – | 0.51% | – |
| NOK | New | Nokia Corp. ADRadr | $44,879,000 | – | 6,551,680 | – | 0.50% | – |
| COWN | New | Cowen Group, Inc. | $42,148,000 | – | 6,585,680 | – | 0.48% | – |
| DGX | New | Quest Diagnostics Inc. | $42,102,000 | – | 580,555 | – | 0.47% | – |
| PCO | New | Pendrell Corp. | $40,801,000 | – | 29,781,994 | – | 0.46% | – |
| PM | New | Philip Morris Intl, Inc. | $40,444,000 | – | 504,478 | – | 0.46% | – |
| ORBC | New | ORBCOMM, Inc. | $39,555,000 | – | 5,860,038 | – | 0.44% | – |
| ZBRA | New | Zebra Technologies Corp. | $38,475,000 | – | 346,470 | – | 0.43% | – |
| BCO | New | Brink's Co. | $38,447,000 | – | 1,306,388 | – | 0.43% | – |
| COH | New | Coach, Inc. | $36,496,000 | – | 1,054,493 | – | 0.41% | – |
| TUMI | New | Tumi Holdings Inc. | $36,431,000 | – | 1,775,381 | – | 0.41% | – |
| TROW | New | T. Rowe Price Group, Inc. | $36,235,000 | – | 466,168 | – | 0.41% | – |
| TIF | New | Tiffany & Co. | $33,985,000 | – | 370,204 | – | 0.38% | – |
| RST | New | Rosetta Stone Inc. | $33,667,000 | – | 4,218,914 | – | 0.38% | – |
| IEX | New | IDEX Corp. | $32,711,000 | – | 416,281 | – | 0.37% | – |
| TILE | New | Interface, Inc. | $31,470,000 | – | 1,256,294 | – | 0.35% | – |
| TW | New | Towers Watson | $30,771,000 | – | 244,601 | – | 0.35% | – |
| RNWK | New | RealNetworks, Inc. | $29,075,000 | – | 5,374,217 | – | 0.33% | – |
| CHL | New | China Mobile Ltd. ADRadr | $28,839,000 | – | 449,969 | – | 0.32% | – |
| USB | New | U.S. Bancorp | $27,377,000 | – | 630,815 | – | 0.31% | – |
| CLB | New | Core Laboratories N.V. | $27,038,000 | – | 237,089 | – | 0.30% | – |
| GCI | New | Gannett Co Inc. | $26,023,000 | – | 1,860,084 | – | 0.29% | – |
| GHC | New | Graham Holdings Co. | $25,613,000 | – | 23,825 | – | 0.29% | – |
| RTK | New | Rentech, Inc. | $25,332,000 | – | 23,675,039 | – | 0.28% | – |
| ACTG | New | Acacia Research Corp. | $24,195,000 | – | 2,758,869 | – | 0.27% | – |
| IMN | New | Imation Corp. | $23,108,000 | – | 5,691,505 | – | 0.26% | – |
| XOXO | New | XO Group Inc. | $23,087,000 | – | 1,412,030 | – | 0.26% | – |
| QLGC | New | QLogic Corp. | $22,576,000 | – | 1,590,991 | – | 0.25% | – |
| CNTY | New | Century Casinos, Inc. | $21,879,000 | – | 3,472,857 | – | 0.25% | – |
| FRM | New | Furmanite Corp. | $21,678,000 | – | 2,669,666 | – | 0.24% | – |
| BSAC | New | Banco Santander-Chile ADRadr | $21,467,000 | – | 1,060,098 | – | 0.24% | – |
| PCTI | New | PCTEL, Inc. | $21,526,000 | – | 2,998,052 | – | 0.24% | – |
| VOO | New | Vanguard S&P 500 ETFetf | $20,984,000 | – | 111,118 | – | 0.24% | – |
| LNDC | New | Landec Corp. | $20,806,000 | – | 1,441,871 | – | 0.23% | – |
| RKUS | New | Ruckus Wireless, Inc. | $20,565,000 | – | 1,988,916 | – | 0.23% | – |
| SLB | New | Schlumberger Ltd. | $20,152,000 | – | 233,812 | – | 0.23% | – |
| VEA | New | Vanguard MSCI EAFE ETFetf | $19,873,000 | – | 501,215 | – | 0.22% | – |
| PVTB | New | PrivateBancorp, Inc. | $19,251,000 | – | 483,439 | – | 0.22% | – |
| SPAR | New | Spartan Motors Inc. | $18,199,000 | – | 3,973,486 | – | 0.20% | – |
| SEAC | New | SeaChange Intl, Inc. | $17,361,000 | – | 2,476,622 | – | 0.20% | – |
| RYAAY | New | Ryanair Holdings plc ADRadr | $17,032,000 | – | 238,711 | – | 0.19% | – |
| ALOT | New | Astro-Med, Inc. | $16,573,000 | – | 1,158,146 | – | 0.19% | – |
| MN | New | Manning & Napier, Inc. | $16,270,000 | – | 1,631,890 | – | 0.18% | – |
| MATW | New | Matthews Intl Corp. | $15,854,000 | – | 298,351 | – | 0.18% | – |
| CVU | New | CPI Aerostructures, Inc. | $15,619,000 | – | 1,560,357 | – | 0.18% | – |
| HMN | New | Horace Mann Educators Corp. | $14,799,000 | – | 406,796 | – | 0.17% | – |
| PRCP | New | Perceptron, Inc. | $14,490,000 | – | 1,372,183 | – | 0.16% | – |
| QUMU | New | Qumu Corp. | $14,311,000 | – | 1,736,777 | – | 0.16% | – |
| WMT | New | Wal-Mart Stores, Inc. | $14,214,000 | – | 200,401 | – | 0.16% | – |
| AVHI | New | AV Homes, Inc. | $13,931,000 | – | 969,424 | – | 0.16% | – |
| EDGW | New | Edgewater Technology Inc. | $13,270,000 | – | 1,817,750 | – | 0.15% | – |
| HCC | New | HCC Insurance Holdings, Inc. | $13,127,000 | – | 170,831 | – | 0.15% | – |
| TNAV | New | Telenav Inc. | $12,927,000 | – | 1,605,784 | – | 0.15% | – |
| MIND | New | Mitcham Industries, Inc. | $12,457,000 | – | 2,972,972 | – | 0.14% | – |
| ITUB | New | Itau Unibanco Holding SA ADRadr | $12,356,000 | – | 1,128,391 | – | 0.14% | – |
| BRKB | New | Berkshire Hathaway Inc. | $12,204,000 | – | 89,665 | – | 0.14% | – |
| RBCN | New | Rubicon Technology, Inc. | $12,100,000 | – | 4,979,260 | – | 0.14% | – |
| EMC | New | EMC Corp. | $11,738,000 | – | 444,797 | – | 0.13% | – |
| LL | New | Lumber Liquidators Holdings, Inc. | $11,632,000 | – | 561,676 | – | 0.13% | – |
| OESX | New | Orion Energy Systems, Inc. | $11,109,000 | – | 4,425,918 | – | 0.12% | – |
| CPIX | New | Cumberland Pharmaceuticals, Inc. | $10,761,000 | – | 1,505,086 | – | 0.12% | – |
| BOBE | New | Bob Evans Farms, Inc. | $10,500,000 | – | 205,686 | – | 0.12% | – |
| RDSA | New | Royal Dutch Shell plc ADRadr | $10,494,000 | – | 184,065 | – | 0.12% | – |
| MIDD | New | Middleby Corp. | $10,298,000 | – | 91,762 | – | 0.12% | – |
| EACIQ | New | Erickson Inc. | $10,260,000 | – | 2,364,020 | – | 0.12% | – |
| CRWS | New | Crown Crafts, Inc. | $10,261,000 | – | 1,282,582 | – | 0.12% | – |
| BTN | New | Ballantyne Strong, Inc. | $9,746,000 | – | 2,078,007 | – | 0.11% | – |
| PNC | New | The PNC Financial Service Group, Inc. | $9,447,000 | – | 98,768 | – | 0.11% | – |
| ORCL | New | Oracle Corp. | $9,064,000 | – | 224,910 | – | 0.10% | – |
| IBM | New | International Business Machines Corp. | $8,917,000 | – | 54,822 | – | 0.10% | – |
| CVS | New | CVS Health Corp. | $8,694,000 | – | 82,895 | – | 0.10% | – |
| STLY | New | Stanley Furniture Co. | $8,681,000 | – | 2,922,931 | – | 0.10% | – |
| LMT | New | Lockheed Martin Corp. | $8,665,000 | – | 46,610 | – | 0.10% | – |
| JPM | New | JPMorgan Chase & Co. | $8,619,000 | – | 127,199 | – | 0.10% | – |
| KIN | New | Kindred Biosciences, Inc. | $8,268,000 | – | 1,212,359 | – | 0.09% | – |
| ANSS | New | Ansys, Inc. | $8,269,000 | – | 90,624 | – | 0.09% | – |
| AETI | New | American Electric Technologies, Inc. | $8,101,000 | – | 1,588,524 | – | 0.09% | – |
| PX | New | Praxair, Inc. | $7,957,000 | – | 66,557 | – | 0.09% | – |
| MOS | New | Mosaic Co. | $7,702,000 | – | 164,395 | – | 0.09% | – |
| DVD | New | Dover Motorsports, Inc. | $7,382,000 | – | 3,340,495 | – | 0.08% | – |
| TINY | New | Harris & Harris Group, Inc. | $7,281,000 | – | 2,647,584 | – | 0.08% | – |
| AXTI | New | AXT Inc. | $7,321,000 | – | 2,905,071 | – | 0.08% | – |
| HDNG | New | Hardinge Inc. | $7,230,000 | – | 734,010 | – | 0.08% | – |
| BSMX | New | Santander Mexico Financial Group ADRadr | $7,115,000 | – | 777,573 | – | 0.08% | – |
| GS | New | Goldman Sachs Group, Inc. | $7,098,000 | – | 33,995 | – | 0.08% | – |
| XOM | New | Exxon Mobil Corp. | $6,990,000 | – | 84,010 | – | 0.08% | – |
| DV | New | DeVry Education Group Inc. | $6,875,000 | – | 229,321 | – | 0.08% | – |
| BBBY | New | Bed Bath & Beyond Inc. | $6,783,000 | – | 98,330 | – | 0.08% | – |
| TKC | New | Turkcell Iletisim Hizmetleri AS ADRadr | $6,734,000 | – | 586,032 | – | 0.08% | – |
| BAP | New | Credicorp ltd. | $6,652,000 | – | 47,881 | – | 0.08% | – |
| VSRI | New | Versar Inc. | $6,698,000 | – | 1,699,894 | – | 0.08% | – |
| MS | New | Morgan Stanley | $6,066,000 | – | 156,380 | – | 0.07% | – |
| PIR | New | Pier 1 Imports, Inc. | $5,503,000 | – | 435,685 | – | 0.06% | – |
| VICL | New | Vical Inc. | $5,222,000 | – | 7,460,515 | – | 0.06% | – |
| CSWC | New | Capital Southwest Corp. | $5,068,000 | – | 101,500 | – | 0.06% | – |
| BTI | New | British American Tobacco plc ADRadr | $5,091,000 | – | 47,034 | – | 0.06% | – |
| BK | New | Bank of New York Mellon Corp. | $4,949,000 | – | 117,915 | – | 0.06% | – |
| HNGR | New | Hanger, Inc. | $4,964,000 | – | 211,755 | – | 0.06% | – |
| GOLD | New | Barrick Gold Corp. | $4,778,000 | – | 448,228 | – | 0.05% | – |
| VT | New | Vanguard Total World Stock Index Fd (ETF)etf | $4,828,000 | – | 78,474 | – | 0.05% | – |
| COL | New | Rockwell Collins, Inc. | $4,657,000 | – | 50,426 | – | 0.05% | – |
| ALTR | New | Altera Corp. | $4,320,000 | – | 84,373 | – | 0.05% | – |
| BAX | New | Baxter Intl Inc. | $4,332,000 | – | 61,951 | – | 0.05% | – |
| ACN | New | Accenture plc | $4,180,000 | – | 43,193 | – | 0.05% | – |
| AXP | New | American Express Co. | $3,918,000 | – | 50,411 | – | 0.04% | – |
| APA | New | Apache Corp. | $3,625,000 | – | 62,900 | – | 0.04% | – |
| MKC | New | McCormick & Co., Inc. | $3,423,000 | – | 42,291 | – | 0.04% | – |
| MRKT | New | Markit ltd. | $3,259,000 | – | 127,442 | – | 0.04% | – |
| OXY | New | Occidental Petroleum Corp. | $3,193,000 | – | 41,061 | – | 0.04% | – |
| CHK | New | Chesapeake Energy Corp. | $3,096,000 | – | 277,130 | – | 0.04% | – |
| BRKS | New | Brooks Automation, Inc. | $2,811,000 | – | 245,500 | – | 0.03% | – |
| CME | New | CME Group Inc. | $2,727,000 | – | 29,307 | – | 0.03% | – |
| GIFI | New | Gulf Island Fabrication, Inc. | $2,610,000 | – | 233,650 | – | 0.03% | – |
| SUP | New | Superior Industries Intl, Inc. | $2,420,000 | – | 132,175 | – | 0.03% | – |
| MBFI | New | MB Financial, Inc. | $1,913,000 | – | 55,550 | – | 0.02% | – |
| HSBC | New | HSBC Holdings plc ADRadr | $1,826,000 | – | 40,745 | – | 0.02% | – |
| EXPD | New | Expeditors Intl of Washington | $1,745,000 | – | 37,846 | – | 0.02% | – |
| FAST | New | Fastenal Co. | $1,644,000 | – | 38,973 | – | 0.02% | – |
| GWW | New | W.W. Grainger, Inc. | $1,645,000 | – | 6,950 | – | 0.02% | – |
| MTB | New | M&T Bank Corp. | $1,661,000 | – | 13,294 | – | 0.02% | – |
| APOL | New | Apollo Education Group, Inc. | $1,544,000 | – | 119,875 | – | 0.02% | – |
| VWO | New | Vanguard FTSE Emerging Markets ETFetf | $1,386,000 | – | 33,916 | – | 0.02% | – |
| ELRC | New | Electro Rent Corp. | $1,453,000 | – | 133,775 | – | 0.02% | – |
| LF | New | Leapfrog Enterprises, Inc. | $1,284,000 | – | 917,492 | – | 0.01% | – |
| EWU | New | iShares MSCI United Kingdom Index ETFetf | $1,034,000 | – | 56,667 | – | 0.01% | – |
| VGK | New | Vanguard MSCI Europe ETFetf | $693,000 | – | 12,834 | – | 0.01% | – |
| COST | New | Costco Wholesale Corp. | $501,000 | – | 3,706 | – | 0.01% | – |
| VIV | New | Telefonica Brasil SA ADRadr | $392,000 | – | 28,158 | – | 0.00% | – |
| PNRA | New | Panera Bread Co. | $291,000 | – | 1,664 | – | 0.00% | – |
Q4 2014
| Value | Shares | ↓ Weighting | ||||||
|---|---|---|---|---|---|---|---|---|
| ITUB | Exit | Itau Unibanco Holding SA ADRadr | $0 | – | -11,094 | – | -0.00% | – |
| AXP | Exit | American Express Co. | $0 | – | -5,492 | – | -0.01% | – |
| COST | Exit | Costco Wholesale Corp. | $0 | – | -5,221 | – | -0.01% | – |
| ALV | Exit | Autoliv Inc. | $0 | – | -8,285 | – | -0.01% | – |
| ACN | Exit | Accenture plc | $0 | – | -11,731 | – | -0.01% | – |
| MTB | Exit | M&T Bank Corp. | $0 | – | -7,537 | – | -0.01% | – |
| SLB | Exit | Schlumberger Ltd. | $0 | – | -9,627 | – | -0.01% | – |
| BSMX | Exit | Santander Mexico Financial Group ADRadr | $0 | – | -72,154 | – | -0.01% | – |
| STT | Exit | State Street Corp. | $0 | – | -14,256 | – | -0.01% | – |
| ALTR | Exit | Altera Corp. | $0 | – | -42,950 | – | -0.02% | – |
| MFLX | Exit | Multi-Fineline Electronix, Inc. | $0 | – | -171,225 | – | -0.02% | – |
| TM | Exit | Toyota Motor Corp. ADRadr | $0 | – | -14,818 | – | -0.02% | – |
| MBFI | Exit | MB Financial, Inc. | $0 | – | -62,850 | – | -0.02% | – |
| WEC | Exit | Wisconsin Energy Corp. | $0 | – | -42,646 | – | -0.02% | – |
| COL | Exit | Rockwell Collins, Inc. | $0 | – | -24,291 | – | -0.02% | – |
| VGK | Exit | Vanguard MSCI Europe ETFetf | $0 | – | -36,872 | – | -0.03% | – |
| BSAC | Exit | Banco Santander-Chile ADRadr | $0 | – | -95,358 | – | -0.03% | – |
| SUP | Exit | Superior Industries Intl, Inc. | $0 | – | -118,150 | – | -0.03% | – |
| ANSS | Exit | Ansys, Inc. | $0 | – | -31,166 | – | -0.03% | – |
| MR | Exit | Mindray Medical Intl Ltd.adr | $0 | – | -78,349 | – | -0.03% | – |
| HSBC | Exit | HSBC Holdings plc ADRadr | $0 | – | -51,289 | – | -0.03% | – |
| BTI | Exit | British American Tobacco plc ADRadr | $0 | – | -23,686 | – | -0.04% | – |
| TKC | Exit | Turkcell Iletisim Hizmetleri AS ADRadr | $0 | – | -215,116 | – | -0.04% | – |
| MKC | Exit | McCormick & Co., Inc. | $0 | – | -42,561 | – | -0.04% | – |
| BRKS | Exit | Brooks Automation, Inc. | $0 | – | -271,800 | – | -0.04% | – |
| CSWC | Exit | Capital Southwest Corp. | $0 | – | -85,400 | – | -0.04% | – |
| APOL | Exit | Apollo Education Group, Inc. | $0 | – | -119,875 | – | -0.04% | – |
| NVDA | Exit | NVIDIA Corp. | $0 | – | -169,799 | – | -0.04% | – |
| VWO | Exit | Vanguard FTSE Emerging Markets ETFetf | $0 | – | -77,281 | – | -0.04% | – |
| HNGR | Exit | Hanger, Inc. | $0 | – | -161,420 | – | -0.04% | – |
| GIFI | Exit | Gulf Island Fabrication, Inc. | $0 | – | -203,250 | – | -0.04% | – |
| VPL | Exit | Vanguard MSCI Pacific ETFetf | $0 | – | -61,206 | – | -0.05% | – |
| IGT | Exit | International Game Technology | $0 | – | -221,065 | – | -0.05% | – |
| PIR | Exit | Pier 1 Imports, Inc. | $0 | – | -318,395 | – | -0.05% | – |
| VIV | Exit | Telefonica Brasil SA ADRadr | $0 | – | -203,727 | – | -0.05% | – |
| EXPD | Exit | Expeditors Intl of Washington | $0 | – | -102,948 | – | -0.05% | – |
| BAX | Exit | Baxter Intl Inc. | $0 | – | -63,051 | – | -0.06% | – |
| BK | Exit | Bank of New York Mellon Corp. | $0 | – | -116,715 | – | -0.06% | – |
| GOLD | Exit | Barrick Gold Corp. | $0 | – | -322,268 | – | -0.06% | – |
| PX | Exit | Praxair, Inc. | $0 | – | -36,377 | – | -0.06% | – |
| PNRA | Exit | Panera Bread Co. | $0 | – | -29,884 | – | -0.06% | – |
| SO | Exit | Southern Co. | $0 | – | -114,071 | – | -0.06% | – |
| CHK | Exit | Chesapeake Energy Corp. | $0 | – | -220,785 | – | -0.06% | – |
| MS | Exit | Morgan Stanley | $0 | – | -159,580 | – | -0.07% | – |
| BBBY | Exit | Bed Bath & Beyond Inc. | $0 | – | -86,105 | – | -0.07% | – |
| APA | Exit | Apache Corp. | $0 | – | -61,900 | – | -0.08% | – |
| GS | Exit | Goldman Sachs Group, Inc. | $0 | – | -33,275 | – | -0.08% | – |
| VSRI | Exit | Versar Inc. | $0 | – | -1,896,022 | – | -0.08% | – |
| CLB | Exit | Core Laboratories N.V. | $0 | – | -42,597 | – | -0.08% | – |
| JPM | Exit | JPMorgan Chase & Co. | $0 | – | -102,296 | – | -0.08% | – |
| TGT | Exit | Target Corp. | $0 | – | -100,650 | – | -0.08% | – |
| EMC | Exit | EMC Corp. | $0 | – | -214,629 | – | -0.08% | – |
| GAIA | Exit | Gaiam, Inc. | $0 | – | -880,320 | – | -0.08% | – |
| VICL | Exit | Vical Inc. | $0 | – | -5,880,710 | – | -0.08% | – |
| PNC | Exit | The PNC Financial Service Group, Inc. | $0 | – | -77,501 | – | -0.09% | – |
| BRKB | Exit | Berkshire Hathaway Inc. | $0 | – | -49,016 | – | -0.09% | – |
| MOS | Exit | Mosaic Co. | $0 | – | -163,930 | – | -0.09% | – |
| CVS | Exit | CVS Health | $0 | – | -95,275 | – | -0.10% | – |
| DVD | Exit | Dover Motorsports, Inc. | $0 | – | -3,382,512 | – | -0.10% | – |
| XOM | Exit | Exxon Mobil Corp. | $0 | – | -85,610 | – | -0.10% | – |
| HDNG | Exit | Hardinge Inc. | $0 | – | -742,160 | – | -0.10% | – |
| VT | Exit | Vanguard Total Wld Stock Index Fd (ETF) | $0 | – | -136,634 | – | -0.11% | – |
| STLY | Exit | Stanley Furniture Co. | $0 | – | -2,958,556 | – | -0.11% | – |
| MIDD | Exit | Middleby Corp. | $0 | – | -98,825 | – | -0.11% | – |
| ORCL | Exit | Oracle Corp. | $0 | – | -231,010 | – | -0.11% | – |
| RLH | Exit | Red Lion Hotels Corp. | $0 | – | -1,637,130 | – | -0.12% | – |
| BTN | Exit | Ballantyne Strong, Inc. | $0 | – | -2,088,782 | – | -0.12% | – |
| RBCN | Exit | Rubicon Technology, Inc. | $0 | – | -2,206,147 | – | -0.12% | – |
| CRWS | Exit | Crown Crafts, Inc. | $0 | – | -1,298,832 | – | -0.12% | – |
| IBM | Exit | International Business Machines Corp. | $0 | – | -51,282 | – | -0.13% | – |
| LMT | Exit | Lockheed Martin Corp. | $0 | – | -54,060 | – | -0.13% | – |
| BOBE | Exit | Bob Evans Farms, Inc. | $0 | – | -209,002 | – | -0.13% | – |
| QLGC | Exit | QLogic Corp. | $0 | – | -1,095,749 | – | -0.13% | – |
| QUMU | Exit | Qumu Corp. | $0 | – | -784,046 | – | -0.13% | – |
| NOV | Exit | National Oilwell Varco | $0 | – | -137,143 | – | -0.14% | – |
| VEA | Exit | Vanguard MSCI EAFE ETFetf | $0 | – | -264,971 | – | -0.14% | – |
| AETI | Exit | American Electric Technologies, Inc. | $0 | – | -1,520,718 | – | -0.14% | – |
| TIF | Exit | Tiffany & Co. | $0 | – | -120,226 | – | -0.15% | – |
| PM | Exit | Philip Morris Intl, Inc. | $0 | – | -140,441 | – | -0.15% | – |
| HMN | Exit | Horace Mann Educators Corp. | $0 | – | -418,959 | – | -0.15% | – |
| SIGM | Exit | Sigma Designs, Inc. | $0 | – | -2,890,195 | – | -0.16% | – |
| EDGW | Exit | Edgewater Technology Inc. | $0 | – | -1,837,374 | – | -0.16% | – |
| CPIX | Exit | Cumberland Pharmaceuticals, Inc. | $0 | – | -2,607,251 | – | -0.17% | – |
| WMT | Exit | Wal-Mart Stores, Inc. | $0 | – | -168,550 | – | -0.17% | – |
| PRCP | Exit | Perceptron, Inc. | $0 | – | -1,324,376 | – | -0.17% | – |
| CNTY | Exit | Century Casinos, Inc. | $0 | – | -2,532,132 | – | -0.17% | – |
| TNAV | Exit | Telenav Inc. | $0 | – | -1,981,489 | – | -0.17% | – |
| MATW | Exit | Matthews Intl Corp. | $0 | – | -303,412 | – | -0.17% | – |
| ARC | Exit | ARC Document Solutions, Inc. | $0 | – | -1,677,376 | – | -0.18% | – |
| DV | Exit | DeVry Education Group Inc. | $0 | – | -324,375 | – | -0.18% | – |
| RKUS | Exit | Ruckus Wireless, Inc. | $0 | – | -1,071,597 | – | -0.18% | – |
| HCC | Exit | HCC Insurance Holdings, Inc. | $0 | – | -297,459 | – | -0.18% | – |
| USB | Exit | U.S. Bancorp | $0 | – | -344,896 | – | -0.19% | – |
| PVTB | Exit | PrivateBancorp, Inc. | $0 | – | -489,018 | – | -0.19% | – |
| CVU | Exit | CPI Aerostructures, Inc. | $0 | – | -1,543,268 | – | -0.20% | – |
| POZN | Exit | Pozen Inc. | $0 | – | -2,071,920 | – | -0.20% | – |
| ALOT | Exit | Astro-Med, Inc. | $0 | – | -1,163,639 | – | -0.20% | – |
| FRM | Exit | Furmanite Corp. | $0 | – | -2,345,437 | – | -0.20% | – |
| SPAR | Exit | Spartan Motors Inc. | $0 | – | -3,786,479 | – | -0.23% | – |
| OPLK | Exit | Oplink Communications, Inc. | $0 | – | -1,060,103 | – | -0.23% | – |
| RNWK | Exit | RealNetworks, Inc. | $0 | – | -2,629,677 | – | -0.24% | – |
| RYAAY | Exit | Ryanair Holdings plc ADRadr | $0 | – | -326,688 | – | -0.24% | – |
| BRCM | Exit | Broadcom Corp. | $0 | – | -458,417 | – | -0.24% | – |
| AVHI | Exit | AV Homes, Inc. | $0 | – | -1,278,515 | – | -0.24% | – |
| IMN | Exit | Imation Corp. | $0 | – | -6,456,993 | – | -0.25% | – |
| TILE | Exit | Interface, Inc. | $0 | – | -1,222,789 | – | -0.26% | – |
| ACTG | Exit | Acacia Research Corp. | $0 | – | -1,284,415 | – | -0.26% | – |
| NOK | Exit | Nokia Corp. ADRadr | $0 | – | -2,476,136 | – | -0.27% | – |
| DGX | Exit | Quest Diagnostics Inc. | $0 | – | -348,910 | – | -0.27% | – |
| OESX | Exit | Orion Energy Systems, Inc. | $0 | – | -3,967,589 | – | -0.27% | – |
| XOXO | Exit | XO Group Inc. | $0 | – | -1,955,123 | – | -0.28% | – |
| LNDC | Exit | Landec Corp. | $0 | – | -1,809,556 | – | -0.29% | – |
| BYI | Exit | Bally Technologies, Inc. | $0 | – | -283,771 | – | -0.30% | – |
| PCTI | Exit | PCTEL, Inc. | $0 | – | -3,033,786 | – | -0.30% | – |
| RTK | Exit | Rentech, Inc. | $0 | – | -13,857,864 | – | -0.31% | – |
| CHL | Exit | China Mobile Ltd. ADRadr | $0 | – | -408,090 | – | -0.31% | – |
| BIDU | Exit | Baidu, Inc. ADRadr | $0 | – | -110,456 | – | -0.31% | – |
| ZBRA | Exit | Zebra Technologies Corp. | $0 | – | -352,679 | – | -0.32% | – |
| BCO | Exit | Brink's Co. | $0 | – | -1,084,110 | – | -0.34% | – |
| TUMI | Exit | Tumi Holdings Inc. | $0 | – | -1,304,866 | – | -0.34% | – |
| RDSA | Exit | Royal Dutch Shell plc ADRadr | $0 | – | -351,606 | – | -0.34% | – |
| PCO | Exit | Pendrell Corp. | $0 | – | -20,542,828 | – | -0.36% | – |
| EACIQ | Exit | Erickson Inc. | $0 | – | -2,356,919 | – | -0.40% | – |
| TW | Exit | Towers Watson | $0 | – | -315,059 | – | -0.40% | – |
| RST | Exit | Rosetta Stone Inc. | $0 | – | -4,030,004 | – | -0.42% | – |
| MIND | Exit | Mitcham Industries, Inc. | $0 | – | -3,094,212 | – | -0.44% | – |
| HAR | Exit | Harman Intl Industries, Inc. | $0 | – | -349,205 | – | -0.44% | – |
| GHC | Exit | Graham Holdings Co. | $0 | – | -51,386 | – | -0.46% | – |
| TROW | Exit | T. Rowe Price Group, Inc. | $0 | – | -461,698 | – | -0.47% | – |
| ORBC | Exit | ORBCOMM, Inc. | $0 | – | -6,467,823 | – | -0.48% | – |
| IEX | Exit | IDEX Corp. | $0 | – | -554,301 | – | -0.52% | – |
| COWN | Exit | Cowen Group, Inc. | $0 | – | -10,737,123 | – | -0.52% | – |
| TISI | Exit | Team, Inc. | $0 | – | -1,151,458 | – | -0.56% | – |
| BLT | Exit | Blount Intl, Inc. | $0 | – | -2,982,295 | – | -0.58% | – |
| SLCA | Exit | U.S. Silica Holdings, Inc. | $0 | – | -731,698 | – | -0.59% | – |
| GSK | Exit | GlaxoSmithKline plc ADRadr | $0 | – | -1,005,634 | – | -0.60% | – |
| BX | Exit | Blackstone Group L.P. | $0 | – | -1,616,687 | – | -0.66% | – |
| JNJ | Exit | Johnson & Johnson | $0 | – | -536,616 | – | -0.74% | – |
| COH | Exit | Coach, Inc. | $0 | – | -1,615,879 | – | -0.74% | – |
| MHK | Exit | Mohawk Industries, Inc. | $0 | – | -443,985 | – | -0.77% | – |
| MSFT | Exit | Microsoft Corp. | $0 | – | -1,331,896 | – | -0.80% | – |
| VIAB | Exit | Viacom, Inc. | $0 | – | -813,793 | – | -0.81% | – |
| TMO | Exit | Thermo Fisher Scientific Inc. | $0 | – | -540,702 | – | -0.85% | – |
| GILD | Exit | Gilead Sciences, Inc. | $0 | – | -643,896 | – | -0.88% | – |
| CBS | Exit | CBS Corp. | $0 | – | -1,316,859 | – | -0.91% | – |
| STJ | Exit | St. Jude Medical, Inc. | $0 | – | -1,227,309 | – | -0.95% | – |
| LFUS | Exit | Littelfuse, Inc. | $0 | – | -883,775 | – | -0.97% | – |
| ITW | Exit | Illinois Tool Works Inc. | $0 | – | -917,213 | – | -1.00% | – |
| OMC | Exit | Omnicom Group Inc. | $0 | – | -1,207,047 | – | -1.07% | – |
| SSD | Exit | Simpson Manufacturing Co., Inc. | $0 | – | -2,936,246 | – | -1.10% | – |
| AXE | Exit | Anixter Intl Inc. | $0 | – | -1,016,171 | – | -1.11% | – |
| AFL | Exit | AFLAC Inc. | $0 | – | -1,504,452 | – | -1.13% | – |
| MDP | Exit | Meredith Corp. | $0 | – | -2,085,822 | – | -1.15% | – |
| RCL | Exit | Royal Caribbean Cruises Ltd. | $0 | – | -1,362,411 | – | -1.18% | – |
| MTSC | Exit | MTS Systems Corp. | $0 | – | -1,375,920 | – | -1.21% | – |
| JWN | Exit | Nordstrom, Inc. | $0 | – | -1,402,566 | – | -1.24% | – |
| BID | Exit | Sotheby's | $0 | – | -2,692,275 | – | -1.24% | – |
| FICO | Exit | Fair Isaac Corp. | $0 | – | -1,750,666 | – | -1.24% | – |
| DNB | Exit | Dun & Bradstreet Corp. | $0 | – | -825,347 | – | -1.25% | – |
| BRC | Exit | Brady Corp. | $0 | – | -4,328,458 | – | -1.25% | – |
| BEN | Exit | Franklin Resources, Inc. | $0 | – | -1,858,974 | – | -1.31% | – |
| NTRS | Exit | Northern Trust Corp. | $0 | – | -1,513,079 | – | -1.33% | – |
| ZBH | Exit | Zimmer Holdings, Inc. | $0 | – | -1,047,358 | – | -1.36% | – |
| CBRE | Exit | CBRE Group, Inc. | $0 | – | -3,998,936 | – | -1.54% | – |
| CRL | Exit | Charles River Laboratories Intl, Inc. | $0 | – | -1,996,270 | – | -1.54% | – |
| BIO | Exit | Bio-Rad Laboratories, Inc. | $0 | – | -1,067,226 | – | -1.56% | – |
| MSG | Exit | Madison Square Garden Co. | $0 | – | -1,869,857 | – | -1.60% | – |
| MCF | Exit | Contango Oil & Gas Co. | $0 | – | -3,748,952 | – | -1.61% | – |
| SNA | Exit | Snap-On Inc. | $0 | – | -1,032,207 | – | -1.61% | – |
| HSP | Exit | Hospira, Inc. | $0 | – | -2,433,369 | – | -1.63% | – |
| NWL | Exit | Newell Rubbermaid Inc. | $0 | – | -3,776,919 | – | -1.68% | – |
| SWK | Exit | Stanley Black & Decker, Inc. | $0 | – | -1,488,256 | – | -1.70% | – |
| KKR | Exit | KKR & Co. L.P. | $0 | – | -5,962,320 | – | -1.72% | – |
| LH | Exit | Laboratory Corp. of America Holdings | $0 | – | -1,389,464 | – | -1.82% | – |
| JNS | Exit | Janus Capital Group Inc. | $0 | – | -10,033,781 | – | -1.88% | – |
| CYN | Exit | City National Corp. | $0 | – | -2,010,960 | – | -1.96% | – |
| KMT | Exit | Kennametal Inc. | $0 | – | -3,938,655 | – | -2.10% | – |
| IPG | Exit | Interpublic Group of Cos., Inc. | $0 | – | -9,461,460 | – | -2.24% | – |
| SJM | Exit | J.M. Smucker Co. | $0 | – | -1,813,476 | – | -2.32% | – |
| GCI | Exit | Gannett Co., Inc. | $0 | – | -6,068,818 | – | -2.32% | – |
| ISCA | Exit | International Speedway Corp. | $0 | – | -6,318,678 | – | -2.58% | – |
| JLL | Exit | JLL | $0 | – | -1,726,379 | – | -2.81% | – |
| WU | Exit | Western Union Co. | $0 | – | -13,649,596 | – | -2.82% | – |
| LAZ | Exit | Lazard Ltd | $0 | – | -4,852,010 | – | -3.17% | – |
| BRSWQ | Exit | Bristow Group Inc. | $0 | – | -4,074,155 | – | -3.53% | – |
| FAF | Exit | First American Financial Corp. | $0 | – | -10,395,183 | – | -3.64% | – |
Q3 2014
| Value | Shares | ↓ Weighting | ||||||
|---|---|---|---|---|---|---|---|---|
| FAF | Buy | First American Financial Corp. | $281,917,000 | +7.9% | 10,395,183 | +10.5% | 3.64% | +13.9% |
| BRSWQ | Buy | Bristow Group Inc. | $273,783,000 | +11.1% | 4,074,155 | +33.3% | 3.53% | +17.3% |
| LAZ | Sell | Lazard Ltd | $245,997,000 | -5.5% | 4,852,010 | -3.9% | 3.17% | -0.3% |
| WU | Sell | Western Union Co. | $218,940,000 | -9.5% | 13,649,596 | -2.2% | 2.82% | -4.5% |
| JLL | Sell | JLL | $218,111,000 | -10.1% | 1,726,379 | -10.1% | 2.81% | -5.2% |
| ISCA | Buy | International Speedway Corp. | $199,923,000 | -0.9% | 6,318,678 | +4.3% | 2.58% | +4.7% |
| GCI | Sell | Gannett Co., Inc. | $180,062,000 | -14.6% | 6,068,818 | -9.9% | 2.32% | -9.9% |
| SJM | Buy | J.M. Smucker Co. | $179,516,000 | +8.7% | 1,813,476 | +17.0% | 2.32% | +14.7% |
| IPG | Sell | Interpublic Group of Cos., Inc. | $173,334,000 | -25.8% | 9,461,460 | -21.0% | 2.24% | -21.7% |
| KMT | Buy | Kennametal Inc. | $162,706,000 | +147.9% | 3,938,655 | +177.8% | 2.10% | +161.7% |
| CYN | Buy | City National Corp. | $152,169,000 | -0.1% | 2,010,960 | +0.0% | 1.96% | +5.4% |
| JNS | Sell | Janus Capital Group Inc. | $145,891,000 | -26.1% | 10,033,781 | -36.6% | 1.88% | -22.0% |
| LH | Buy | Laboratory Corp. of America Holdings | $141,378,000 | +26.9% | 1,389,464 | +27.7% | 1.82% | +33.9% |
| KKR | Buy | KKR & Co. L.P. | $132,960,000 | -7.0% | 5,962,320 | +1.4% | 1.72% | -1.8% |
| SWK | Buy | Stanley Black & Decker, Inc. | $132,142,000 | +3.5% | 1,488,256 | +2.4% | 1.70% | +9.2% |
| NWL | Buy | Newell Rubbermaid Inc. | $129,964,000 | +11.1% | 3,776,919 | +0.1% | 1.68% | +17.3% |
| HSP | Sell | Hospira, Inc. | $126,608,000 | -21.3% | 2,433,369 | -22.3% | 1.63% | -16.9% |
| SNA | Buy | Snap-On Inc. | $124,980,000 | +2.4% | 1,032,207 | +0.2% | 1.61% | +8.0% |
| MCF | Buy | Contango Oil & Gas Co. | $124,615,000 | +0.2% | 3,748,952 | +27.5% | 1.61% | +5.7% |
| MSG | Sell | Madison Square Garden Co. | $123,635,000 | -1.2% | 1,869,857 | -6.6% | 1.60% | +4.3% |
| BIO | Buy | Bio-Rad Laboratories, Inc. | $121,023,000 | +2.8% | 1,067,226 | +8.5% | 1.56% | +8.5% |
| CRL | Buy | Charles River Laboratories Intl, Inc. | $119,257,000 | +14.2% | 1,996,270 | +2.3% | 1.54% | +20.6% |
| CBRE | Sell | CBRE Group, Inc. | $118,928,000 | -14.6% | 3,998,936 | -8.0% | 1.54% | -9.8% |
| ZBH | Buy | Zimmer Holdings, Inc. | $105,312,000 | +34.6% | 1,047,358 | +39.1% | 1.36% | +42.2% |
| NTRS | Buy | Northern Trust Corp. | $102,935,000 | +6.5% | 1,513,079 | +0.5% | 1.33% | +12.4% |
| BEN | Buy | Franklin Resources, Inc. | $101,519,000 | +0.7% | 1,858,974 | +6.6% | 1.31% | +6.2% |
| BRC | Buy | Brady Corp. | $97,131,000 | -0.1% | 4,328,458 | +33.0% | 1.25% | +5.4% |
| DNB | Buy | Dun & Bradstreet Corp. | $96,954,000 | +7.0% | 825,347 | +0.4% | 1.25% | +13.0% |
| FICO | Sell | Fair Isaac Corp. | $96,462,000 | -20.3% | 1,750,666 | -7.8% | 1.24% | -15.9% |
| BID | Buy | Sotheby's | $96,168,000 | +27.2% | 2,692,275 | +49.6% | 1.24% | +34.3% |
| JWN | Buy | Nordstrom, Inc. | $95,893,000 | +1.2% | 1,402,566 | +0.6% | 1.24% | +6.7% |
| MTSC | Buy | MTS Systems Corp. | $93,920,000 | +45.0% | 1,375,920 | +43.9% | 1.21% | +53.0% |
| RCL | Sell | Royal Caribbean Cruises Ltd. | $91,677,000 | +17.3% | 1,362,411 | -3.1% | 1.18% | +23.9% |
| MDP | Sell | Meredith Corp. | $89,273,000 | -11.9% | 2,085,822 | -0.5% | 1.15% | -7.0% |
| AFL | Buy | AFLAC Inc. | $87,634,000 | -0.4% | 1,504,452 | +6.5% | 1.13% | +5.2% |
| AXE | Buy | Anixter Intl Inc. | $86,212,000 | +1.0% | 1,016,171 | +19.2% | 1.11% | +6.6% |
| SSD | Buy | Simpson Manufacturing Co., Inc. | $85,592,000 | -0.1% | 2,936,246 | +24.6% | 1.10% | +5.4% |
| OMC | Buy | Omnicom Group Inc. | $83,117,000 | -0.9% | 1,207,047 | +2.5% | 1.07% | +4.5% |
| ITW | Buy | Illinois Tool Works Inc. | $77,431,000 | -3.0% | 917,213 | +0.6% | 1.00% | +2.4% |
| LFUS | Buy | Littelfuse, Inc. | $75,280,000 | -2.1% | 883,775 | +6.8% | 0.97% | +3.3% |
| STJ | Buy | St. Jude Medical, Inc. | $73,798,000 | -12.7% | 1,227,309 | +0.6% | 0.95% | -7.8% |
| CBS | Buy | CBS Corp. | $70,452,000 | -10.8% | 1,316,859 | +3.6% | 0.91% | -5.8% |
| GILD | Buy | Gilead Sciences, Inc. | $68,543,000 | +29.4% | 643,896 | +0.8% | 0.88% | +36.6% |
| TMO | Buy | Thermo Fisher Scientific Inc. | $65,803,000 | +3.9% | 540,702 | +0.7% | 0.85% | +9.5% |
| VIAB | Buy | Viacom, Inc. | $62,613,000 | -9.0% | 813,793 | +2.6% | 0.81% | -3.9% |
| MSFT | Sell | Microsoft Corp. | $61,747,000 | +5.6% | 1,331,896 | -5.0% | 0.80% | +11.5% |
| MHK | Sell | Mohawk Industries, Inc. | $59,858,000 | -2.9% | 443,985 | -0.3% | 0.77% | +2.5% |
| COH | Sell | Coach, Inc. | $57,541,000 | -10.2% | 1,615,879 | -13.8% | 0.74% | -5.4% |
| JNJ | Buy | Johnson & Johnson | $57,198,000 | +4.6% | 536,616 | +2.7% | 0.74% | +10.3% |
| BX | Sell | Blackstone Group L.P. | $50,893,000 | -15.6% | 1,616,687 | -10.3% | 0.66% | -10.9% |
| GSK | Buy | GlaxoSmithKline plc ADRadr | $46,229,000 | -12.6% | 1,005,634 | +1.7% | 0.60% | -7.7% |
| SLCA | Sell | U.S. Silica Holdings, Inc. | $45,738,000 | -37.1% | 731,698 | -44.2% | 0.59% | -33.7% |
| BLT | Buy | Blount Intl, Inc. | $45,122,000 | +35.3% | 2,982,295 | +26.2% | 0.58% | +42.6% |
| TISI | Buy | Team, Inc. | $43,652,000 | +1.4% | 1,151,458 | +9.7% | 0.56% | +6.8% |
| COWN | Buy | Cowen Group, Inc. | $40,264,000 | -4.8% | 10,737,123 | +7.1% | 0.52% | +0.6% |
| IEX | Sell | IDEX Corp. | $40,115,000 | -10.6% | 554,301 | -0.2% | 0.52% | -5.5% |
| ORBC | Buy | ORBCOMM, Inc. | $37,190,000 | +0.1% | 6,467,823 | +14.7% | 0.48% | +5.7% |
| TROW | Buy | T. Rowe Price Group, Inc. | $36,197,000 | -6.4% | 461,698 | +0.8% | 0.47% | -1.3% |
| GHC | Sell | Graham Holdings Co. | $35,949,000 | -8.2% | 51,386 | -5.8% | 0.46% | -3.1% |
| HAR | Buy | Harman Intl Industries, Inc. | $34,236,000 | -7.8% | 349,205 | +1.0% | 0.44% | -2.6% |
| MIND | Buy | Mitcham Industries, Inc. | $34,191,000 | -20.5% | 3,094,212 | +0.6% | 0.44% | -16.2% |
| RST | Buy | Rosetta Stone Inc. | $32,442,000 | -12.2% | 4,030,004 | +6.0% | 0.42% | -7.3% |
| TW | Buy | Towers Watson | $31,348,000 | -3.9% | 315,059 | +0.7% | 0.40% | +1.3% |
| EACIQ | Buy | Erickson Inc. | $30,616,000 | +0.6% | 2,356,919 | +25.9% | 0.40% | +6.2% |
| PCO | Buy | Pendrell Corp. | $27,527,000 | -12.9% | 20,542,828 | +14.4% | 0.36% | -8.0% |
| RDSA | Buy | Royal Dutch Shell plc ADRadr | $26,768,000 | -4.7% | 351,606 | +3.1% | 0.34% | +0.6% |
| TUMI | Buy | Tumi Holdings Inc. | $26,554,000 | +5.3% | 1,304,866 | +4.2% | 0.34% | +11.4% |
| BCO | Sell | Brink's Co. | $26,062,000 | -17.1% | 1,084,110 | -2.6% | 0.34% | -12.5% |
| ZBRA | Buy | Zebra Technologies Corp. | $25,030,000 | -11.4% | 352,679 | +2.8% | 0.32% | -6.4% |
| BIDU | Buy | Baidu, Inc. ADRadr | $24,105,000 | +18.7% | 110,456 | +1.6% | 0.31% | +25.4% |
| CHL | Buy | China Mobile Ltd. ADRadr | $23,975,000 | +32.4% | 408,090 | +9.5% | 0.31% | +39.8% |
| RTK | Buy | Rentech, Inc. | $23,697,000 | -25.3% | 13,857,864 | +13.1% | 0.31% | -21.1% |
| PCTI | Sell | PCTEL, Inc. | $23,026,000 | -6.2% | 3,033,786 | -0.1% | 0.30% | -1.0% |
| BYI | Sell | Bally Technologies, Inc. | $22,900,000 | -79.8% | 283,771 | -83.5% | 0.30% | -78.7% |
| LNDC | Sell | Landec Corp. | $22,167,000 | -26.2% | 1,809,556 | -24.8% | 0.29% | -22.1% |
| XOXO | Sell | XO Group Inc. | $21,917,000 | -13.4% | 1,955,123 | -5.6% | 0.28% | -8.7% |
| OESX | Buy | Orion Energy Systems, Inc. | $21,227,000 | +31.7% | 3,967,589 | +0.2% | 0.27% | +39.1% |
| DGX | Sell | Quest Diagnostics Inc. | $21,172,000 | +2.2% | 348,910 | -1.1% | 0.27% | +7.9% |
| NOK | Buy | Nokia Corp. ADRadr | $20,948,000 | +36.4% | 2,476,136 | +21.9% | 0.27% | +43.6% |
| ACTG | Buy | Acacia Research Corp. | $19,883,000 | -10.6% | 1,284,415 | +2.5% | 0.26% | -5.5% |
| TILE | Buy | Interface, Inc. | $19,736,000 | +1.6% | 1,222,789 | +18.6% | 0.26% | +7.6% |
| IMN | Buy | Imation Corp. | $19,048,000 | -9.2% | 6,456,993 | +5.9% | 0.25% | -3.9% |
| AVHI | Sell | AV Homes, Inc. | $18,730,000 | -11.8% | 1,278,515 | -1.5% | 0.24% | -6.9% |
| BRCM | Buy | Broadcom Corp. | $18,529,000 | +11.6% | 458,417 | +2.5% | 0.24% | +17.7% |
| RYAAY | Buy | Ryanair Holdings plc ADRadr | $18,435,000 | +13.9% | 326,688 | +12.7% | 0.24% | +20.2% |
| RNWK | Buy | RealNetworks, Inc. | $18,276,000 | -7.9% | 2,629,677 | +1.1% | 0.24% | -2.9% |
| OPLK | Sell | Oplink Communications, Inc. | $17,831,000 | -10.4% | 1,060,103 | -9.6% | 0.23% | -5.3% |
| SPAR | Buy | Spartan Motors Inc. | $17,683,000 | +4.1% | 3,786,479 | +1.2% | 0.23% | +9.6% |
| FRM | Buy | Furmanite Corp. | $15,855,000 | +5.6% | 2,345,437 | +81.7% | 0.20% | +11.4% |
| ALOT | Buy | Astro-Med, Inc. | $15,348,000 | +4.0% | 1,163,639 | +7.2% | 0.20% | +10.0% |
| CVU | Buy | CPI Aerostructures, Inc. | $15,201,000 | -15.8% | 1,543,268 | +8.3% | 0.20% | -11.3% |
| POZN | Buy | Pozen Inc. | $15,208,000 | +0.7% | 2,071,920 | +14.3% | 0.20% | +5.9% |
| PVTB | Sell | PrivateBancorp, Inc. | $14,627,000 | +1.7% | 489,018 | -1.2% | 0.19% | +7.4% |
| USB | Buy | U.S. Bancorp | $14,427,000 | -1.0% | 344,896 | +2.5% | 0.19% | +4.5% |
| RKUS | Buy | Ruckus Wireless, Inc. | $14,317,000 | +16.9% | 1,071,597 | +4.3% | 0.18% | +23.3% |
| HCC | Sell | HCC Insurance Holdings, Inc. | $14,364,000 | -2.7% | 297,459 | -1.4% | 0.18% | +2.2% |
| DV | Sell | DeVry Education Group Inc. | $13,886,000 | -0.1% | 324,375 | -1.2% | 0.18% | +5.3% |
| ARC | Sell | ARC Document Solutions, Inc. | $13,587,000 | +5.0% | 1,677,376 | -24.0% | 0.18% | +10.8% |
| MATW | Sell | Matthews Intl Corp. | $13,317,000 | +4.1% | 303,412 | -1.4% | 0.17% | +10.3% |
| TNAV | Sell | Telenav Inc. | $13,276,000 | +4.1% | 1,981,489 | -11.6% | 0.17% | +9.6% |
| CNTY | Buy | Century Casinos, Inc. | $12,990,000 | +212.3% | 2,532,132 | +252.5% | 0.17% | +229.4% |
| PRCP | Buy | Perceptron, Inc. | $12,966,000 | -23.2% | 1,324,376 | +0.0% | 0.17% | -18.9% |
| WMT | Buy | Wal-Mart Stores, Inc. | $12,889,000 | +3.9% | 168,550 | +2.0% | 0.17% | +9.2% |
| CPIX | Sell | Cumberland Pharmaceuticals, Inc. | $12,880,000 | +7.5% | 2,607,251 | -2.1% | 0.17% | +12.9% |
| EDGW | Buy | Edgewater Technology Inc. | $12,623,000 | +6.7% | 1,837,374 | +15.5% | 0.16% | +12.4% |
| SIGM | Sell | Sigma Designs, Inc. | $12,457,000 | -8.7% | 2,890,195 | -2.9% | 0.16% | -3.6% |
| HMN | Sell | Horace Mann Educators Corp. | $11,945,000 | -10.1% | 418,959 | -1.4% | 0.15% | -4.9% |
| PM | Buy | Philip Morris Intl, Inc. | $11,713,000 | +4.0% | 140,441 | +5.1% | 0.15% | +9.4% |
| TIF | Buy | Tiffany & Co. | $11,579,000 | -3.3% | 120,226 | +0.6% | 0.15% | +2.1% |
| AETI | Sell | American Electric Technologies, Inc. | $11,269,000 | +8.9% | 1,520,718 | -0.1% | 0.14% | +14.2% |
| VEA | Buy | Vanguard MSCI EAFE ETFetf | $10,533,000 | +7.2% | 264,971 | +14.9% | 0.14% | +13.3% |
| NOV | Buy | National Oilwell Varco | $10,437,000 | -7.3% | 137,143 | +0.3% | 0.14% | -2.2% |
| QUMU | Buy | Qumu Corp. | $10,193,000 | +26.8% | 784,046 | +36.4% | 0.13% | +34.7% |
| QLGC | Buy | QLogic Corp. | $10,037,000 | +8.3% | 1,095,749 | +19.3% | 0.13% | +15.0% |
| BOBE | Sell | Bob Evans Farms, Inc. | $9,894,000 | -6.8% | 209,002 | -1.5% | 0.13% | -1.5% |
| LMT | Sell | Lockheed Martin Corp. | $9,881,000 | +7.9% | 54,060 | -5.1% | 0.13% | +13.4% |
| IBM | Buy | International Business Machines Corp. | $9,735,000 | +6.6% | 51,282 | +1.8% | 0.13% | +12.5% |
| CRWS | Sell | Crown Crafts, Inc. | $9,676,000 | -4.5% | 1,298,832 | -0.1% | 0.12% | +0.8% |
| RBCN | Buy | Rubicon Technology, Inc. | $9,376,000 | -20.6% | 2,206,147 | +63.5% | 0.12% | -16.0% |
| BTN | Sell | Ballantyne Strong, Inc. | $9,295,000 | -6.6% | 2,088,782 | -12.2% | 0.12% | -1.6% |
| RLH | Sell | Red Lion Hotels Corp. | $9,315,000 | +3.7% | 1,637,130 | -0.1% | 0.12% | +9.1% |
| ORCL | Buy | Oracle Corp. | $8,843,000 | +38.6% | 231,010 | +46.8% | 0.11% | +46.2% |
| MIDD | Sell | Middleby Corp. | $8,709,000 | +5.8% | 98,825 | -0.7% | 0.11% | +10.9% |
| STLY | Sell | Stanley Furniture Co. | $8,299,000 | +4.6% | 2,958,556 | -0.1% | 0.11% | +10.3% |
| VT | Sell | Vanguard Total Wld Stock Index Fd (ETF) | $8,250,000 | -30.8% | 136,634 | -28.7% | 0.11% | -27.4% |
| HDNG | Buy | Hardinge Inc. | $8,119,000 | -13.4% | 742,160 | +0.1% | 0.10% | -8.7% |
| XOM | Buy | Exxon Mobil Corp. | $8,052,000 | -4.3% | 85,610 | +2.4% | 0.10% | +1.0% |
| DVD | Sell | Dover Motorsports, Inc. | $7,814,000 | -20.1% | 3,382,512 | -0.1% | 0.10% | -15.8% |
| CVS | Sell | CVS Health | $7,583,000 | +2.2% | 95,275 | -3.2% | 0.10% | +7.7% |
| MOS | Buy | Mosaic Co. | $7,280,000 | -8.9% | 163,930 | +1.5% | 0.09% | -4.1% |
| BRKB | Buy | Berkshire Hathaway Inc. | $6,771,000 | +11.8% | 49,016 | +2.5% | 0.09% | +17.6% |
| PNC | Buy | The PNC Financial Service Group, Inc. | $6,633,000 | -1.5% | 77,501 | +2.5% | 0.09% | +4.9% |
| VICL | Buy | Vical Inc. | $6,586,000 | -6.8% | 5,880,710 | +1.5% | 0.08% | -1.2% |
| GAIA | Sell | Gaiam, Inc. | $6,462,000 | -4.5% | 880,320 | -0.1% | 0.08% | 0.0% |
| TGT | Sell | Target Corp. | $6,309,000 | -7.2% | 100,650 | -14.2% | 0.08% | -2.4% |
| EMC | Buy | EMC Corp. | $6,280,000 | +13.8% | 214,629 | +2.5% | 0.08% | +20.9% |
| JPM | Buy | JPMorgan Chase & Co. | $6,162,000 | +4.9% | 102,296 | +0.4% | 0.08% | +11.1% |
| CLB | Buy | Core Laboratories N.V. | $6,234,000 | +87.9% | 42,597 | +114.6% | 0.08% | +95.1% |
| VSRI | Sell | Versar Inc. | $6,124,000 | -0.7% | 1,896,022 | -0.1% | 0.08% | +5.3% |
| BBBY | Buy | Bed Bath & Beyond Inc. | $5,668,000 | +90.6% | 86,105 | +66.2% | 0.07% | +102.8% |
| MS | Buy | Morgan Stanley | $5,517,000 | +7.5% | 159,580 | +0.6% | 0.07% | +12.7% |
| SO | Buy | Southern Co. | $4,979,000 | +55.6% | 114,071 | +61.8% | 0.06% | +64.1% |
| PNRA | Buy | Panera Bread Co. | $4,863,000 | +11.3% | 29,884 | +2.5% | 0.06% | +18.9% |
| PX | Sell | Praxair, Inc. | $4,693,000 | -55.2% | 36,377 | -53.9% | 0.06% | -52.3% |
| BAX | Buy | Baxter Intl Inc. | $4,525,000 | +2.2% | 63,051 | +2.9% | 0.06% | +7.4% |
| BK | Buy | Bank of New York Mellon Corp. | $4,520,000 | +6.9% | 116,715 | +3.5% | 0.06% | +11.5% |
| EXPD | Sell | Expeditors Intl of Washington | $4,178,000 | -16.9% | 102,948 | -9.6% | 0.05% | -11.5% |
| VIV | Buy | Telefonica Brasil SA ADRadr | $4,009,000 | -2.5% | 203,727 | +1.6% | 0.05% | +4.0% |
| PIR | Buy | Pier 1 Imports, Inc. | $3,786,000 | +30.8% | 318,395 | +69.5% | 0.05% | +40.0% |
| IGT | Sell | International Game Technology | $3,729,000 | -98.1% | 221,065 | -98.3% | 0.05% | -98.1% |
| VPL | Sell | Vanguard MSCI Pacific ETFetf | $3,630,000 | -27.4% | 61,206 | -23.8% | 0.05% | -23.0% |
| GIFI | Buy | Gulf Island Fabrication, Inc. | $3,496,000 | +1.0% | 203,250 | +26.3% | 0.04% | +7.1% |
| HNGR | New | Hanger, Inc. | $3,312,000 | – | 161,420 | – | 0.04% | – |
| VWO | Sell | Vanguard FTSE Emerging Markets ETFetf | $3,223,000 | -29.3% | 77,281 | -26.9% | 0.04% | -25.0% |
| NVDA | Sell | NVIDIA Corp. | $3,133,000 | -64.9% | 169,799 | -64.7% | 0.04% | -63.3% |
| CSWC | Buy | Capital Southwest Corp. | $3,055,000 | +5.3% | 85,400 | +6.0% | 0.04% | +11.4% |
| MKC | Buy | McCormick & Co., Inc. | $2,847,000 | -5.7% | 42,561 | +1.0% | 0.04% | 0.0% |
| BRKS | Buy | Brooks Automation, Inc. | $2,857,000 | +4.9% | 271,800 | +7.5% | 0.04% | +12.1% |
| TKC | Buy | Turkcell Iletisim Hizmetleri AS ADRadr | $2,827,000 | -13.5% | 215,116 | +2.6% | 0.04% | -10.0% |
| BTI | Sell | British American Tobacco plc ADRadr | $2,678,000 | -34.2% | 23,686 | -30.7% | 0.04% | -30.0% |
| HSBC | Sell | HSBC Holdings plc ADRadr | $2,610,000 | -26.4% | 51,289 | -26.5% | 0.03% | -20.9% |
| ANSS | Buy | Ansys, Inc. | $2,358,000 | +28.2% | 31,166 | +28.4% | 0.03% | +36.4% |
| MR | Buy | Mindray Medical Intl Ltd.adr | $2,363,000 | -2.6% | 78,349 | +1.8% | 0.03% | 0.0% |
| SUP | Buy | Superior Industries Intl, Inc. | $2,071,000 | -8.8% | 118,150 | +7.3% | 0.03% | -3.6% |
| BSAC | Buy | Banco Santander-Chile ADRadr | $2,106,000 | +62.1% | 95,358 | +94.2% | 0.03% | +68.8% |
| COL | Buy | Rockwell Collins, Inc. | $1,907,000 | +114.0% | 24,291 | +113.0% | 0.02% | +127.3% |
| WEC | Buy | Wisconsin Energy Corp. | $1,834,000 | -6.1% | 42,646 | +2.5% | 0.02% | 0.0% |
| MBFI | Buy | MB Financial, Inc. | $1,740,000 | +9.5% | 62,850 | +7.0% | 0.02% | +15.8% |
| MFLX | Buy | Multi-Fineline Electronix, Inc. | $1,601,000 | -15.2% | 171,225 | +0.1% | 0.02% | -8.7% |
| ALTR | New | Altera Corp. | $1,537,000 | – | 42,950 | – | 0.02% | – |
| STT | Buy | State Street Corp. | $1,049,000 | +12.1% | 14,256 | +2.5% | 0.01% | +27.3% |
| SLB | New | Schlumberger Ltd. | $979,000 | – | 9,627 | – | 0.01% | – |
| MTB | Buy | M&T Bank Corp. | $929,000 | +1.9% | 7,537 | +2.5% | 0.01% | +9.1% |
| ACN | Buy | Accenture plc | $954,000 | +3.1% | 11,731 | +2.5% | 0.01% | +9.1% |
| ALV | Sell | Autoliv Inc. | $762,000 | -37.6% | 8,285 | -27.7% | 0.01% | -33.3% |
| COST | Buy | Costco Wholesale Corp. | $654,000 | +12.4% | 5,221 | +3.2% | 0.01% | +14.3% |
| AXP | New | American Express Co. | $481,000 | – | 5,492 | – | 0.01% | – |
| 6699SC | Exit | iShares MSCI United Kingdom Index ETFetf | $0 | – | -51,300 | – | -0.01% | – |
| FORM | Exit | FormFactor, Inc. | $0 | – | -164,475 | – | -0.02% | – |
| CHRW | Exit | C.H. Robinson Worldwide, Inc. | $0 | – | -42,448 | – | -0.03% | – |
| BOLT | Exit | Bolt Technology Corp. | $0 | – | -552,106 | – | -0.12% | – |
| AWRE | Exit | Aware, Inc. | $0 | – | -1,557,371 | – | -0.12% | – |
| SMA | Exit | Symmetry Medical Inc. | $0 | – | -5,182,795 | – | -0.56% | – |
Q2 2014
| Value | Shares | ↓ Weighting | ||||||
|---|---|---|---|---|---|---|---|---|
| FAF | New | First American Financial Corp. | $261,350,000 | – | 9,404,467 | – | 3.20% | – |
| LAZ | New | Lazard Ltd | $260,449,000 | – | 5,051,368 | – | 3.18% | – |
| BRSWQ | New | Bristow Group Inc. | $246,430,000 | – | 3,056,681 | – | 3.01% | – |
| JLL | New | JLL | $242,680,000 | – | 1,920,086 | – | 2.97% | – |
| WU | New | Western Union Co. | $242,031,000 | – | 13,957,981 | – | 2.96% | – |
| IPG | New | Interpublic Group of Cos., Inc. | $233,757,000 | – | 11,981,407 | – | 2.86% | – |
| GCI | New | Gannett Co., Inc. | $210,865,000 | – | 6,734,763 | – | 2.58% | – |
| ISCA | New | International Speedway Corp. | $201,652,000 | – | 6,059,260 | – | 2.46% | – |
| IGT | New | International Game Technology | $201,466,000 | – | 12,662,857 | – | 2.46% | – |
| JNS | New | Janus Capital Group Inc. | $197,449,000 | – | 15,821,236 | – | 2.41% | – |
| SJM | New | J.M. Smucker Co. | $165,141,000 | – | 1,549,600 | – | 2.02% | – |
| HSP | New | Hospira, Inc. | $160,830,000 | – | 3,130,809 | – | 1.97% | – |
| CYN | New | City National Corp. | $152,349,000 | – | 2,010,936 | – | 1.86% | – |
| KKR | New | KKR & Co. L.P. | $143,001,000 | – | 5,877,570 | – | 1.75% | – |
| CBRE | New | CBRE Group, Inc. | $139,212,000 | – | 4,344,931 | – | 1.70% | – |
| SWK | New | Stanley Black & Decker, Inc. | $127,687,000 | – | 1,453,962 | – | 1.56% | – |
| MSG | New | Madison Square Garden Co. | $125,075,000 | – | 2,002,801 | – | 1.53% | – |
| MCF | New | Contango Oil & Gas Co. | $124,394,000 | – | 2,940,052 | – | 1.52% | – |
| SNA | New | Snap-On Inc. | $122,097,000 | – | 1,030,177 | – | 1.49% | – |
| FICO | New | Fair Isaac Corp. | $121,079,000 | – | 1,898,985 | – | 1.48% | – |
| BIO | New | Bio-Rad Laboratories, Inc. | $117,729,000 | – | 983,452 | – | 1.44% | – |
| NWL | New | Newell Rubbermaid Inc. | $116,928,000 | – | 3,773,084 | – | 1.43% | – |
| BYI | New | Bally Technologies, Inc. | $113,142,000 | – | 1,721,576 | – | 1.38% | – |
| LH | New | Laboratory Corp. of America Holdings | $111,384,000 | – | 1,087,739 | – | 1.36% | – |
| CRL | New | Charles River Laboratories Intl, Inc. | $104,399,000 | – | 1,950,657 | – | 1.28% | – |
| MDP | New | Meredith Corp. | $101,372,000 | – | 2,096,205 | – | 1.24% | – |
| BEN | New | Franklin Resources, Inc. | $100,835,000 | – | 1,743,346 | – | 1.23% | – |
| BRC | New | Brady Corp. | $97,238,000 | – | 3,255,382 | – | 1.19% | – |
| NTRS | New | Northern Trust Corp. | $96,638,000 | – | 1,505,034 | – | 1.18% | – |
| JWN | New | Nordstrom, Inc. | $94,755,000 | – | 1,394,888 | – | 1.16% | – |
| DNB | New | Dun & Bradstreet Corp. | $90,573,000 | – | 821,894 | – | 1.11% | – |
| AFL | New | AFLAC Inc. | $87,962,000 | – | 1,413,052 | – | 1.08% | – |
| SSD | New | Simpson Manufacturing Co., Inc. | $85,660,000 | – | 2,355,891 | – | 1.05% | – |
| AXE | New | Anixter Intl Inc. | $85,336,000 | – | 852,762 | – | 1.04% | – |
| STJ | New | St. Jude Medical, Inc. | $84,507,000 | – | 1,220,316 | – | 1.03% | – |
| OMC | New | Omnicom Group Inc. | $83,886,000 | – | 1,177,844 | – | 1.03% | – |
| ITW | New | Illinois Tool Works Inc. | $79,823,000 | – | 911,635 | – | 0.98% | – |
| CBS | New | CBS Corp. | $78,965,000 | – | 1,270,754 | – | 0.96% | – |
| ZBH | New | Zimmer Holdings, Inc. | $78,213,000 | – | 753,063 | – | 0.96% | – |
| RCL | New | Royal Caribbean Cruises Ltd. | $78,149,000 | – | 1,405,561 | – | 0.96% | – |
| LFUS | New | Littelfuse, Inc. | $76,916,000 | – | 827,499 | – | 0.94% | – |
| BID | New | Sotheby's | $75,578,000 | – | 1,799,902 | – | 0.92% | – |
| SLCA | New | U.S. Silica Holdings, Inc. | $72,755,000 | – | 1,312,318 | – | 0.89% | – |
| VIAB | New | Viacom, Inc. | $68,784,000 | – | 793,081 | – | 0.84% | – |
| KMT | New | Kennametal Inc. | $65,621,000 | – | 1,417,909 | – | 0.80% | – |
| MTSC | New | MTS Systems Corp. | $64,785,000 | – | 956,091 | – | 0.79% | – |
| COH | New | Coach, Inc. | $64,099,000 | – | 1,874,785 | – | 0.78% | – |
| TMO | New | Thermo Fisher Scientific Inc. | $63,358,000 | – | 536,928 | – | 0.78% | – |
| MHK | New | Mohawk Industries, Inc. | $61,614,000 | – | 445,382 | – | 0.75% | – |
| BX | New | Blackstone Group L.P. | $60,267,000 | – | 1,802,237 | – | 0.74% | – |
| MSFT | New | Microsoft Corp. | $58,473,000 | – | 1,402,231 | – | 0.72% | – |
| JNJ | New | Johnson & Johnson | $54,688,000 | – | 522,727 | – | 0.67% | – |
| GSK | New | GlaxoSmithKline plc ADRadr | $52,880,000 | – | 988,772 | – | 0.65% | – |
| GILD | New | Gilead Sciences, Inc. | $52,957,000 | – | 638,734 | – | 0.65% | – |
| SMA | New | Symmetry Medical Inc. | $45,920,000 | – | 5,182,795 | – | 0.56% | – |
| IEX | New | IDEX Corp. | $44,854,000 | – | 555,536 | – | 0.55% | – |
| TISI | New | Team, Inc. | $43,069,000 | – | 1,049,953 | – | 0.53% | – |
| MIND | New | Mitcham Industries, Inc. | $43,010,000 | – | 3,076,515 | – | 0.53% | – |
| COWN | New | Cowen Group, Inc. | $42,302,000 | – | 10,024,118 | – | 0.52% | – |
| GHC | New | Graham Holdings Co. | $39,167,000 | – | 54,542 | – | 0.48% | – |
| TROW | New | T. Rowe Price Group, Inc. | $38,679,000 | – | 458,223 | – | 0.47% | – |
| HAR | New | Harman Intl Industries, Inc. | $37,137,000 | – | 345,686 | – | 0.45% | – |
| ORBC | New | ORBCOMM, Inc. | $37,162,000 | – | 5,639,168 | – | 0.45% | – |
| RST | New | Rosetta Stone Inc. | $36,950,000 | – | 3,801,455 | – | 0.45% | – |
| BLT | New | Blount Intl, Inc. | $33,340,000 | – | 2,362,896 | – | 0.41% | – |
| TW | New | Towers Watson | $32,614,000 | – | 312,907 | – | 0.40% | – |
| RTK | New | Rentech, Inc. | $31,731,000 | – | 12,251,324 | – | 0.39% | – |
| PCO | New | Pendrell Corp. | $31,592,000 | – | 17,949,768 | – | 0.39% | – |
| BCO | New | Brink's Co. | $31,424,000 | – | 1,113,533 | – | 0.38% | – |
| EACIQ | New | Erickson Air-Crane, Inc. | $30,419,000 | – | 1,871,968 | – | 0.37% | – |
| LNDC | New | Landec Corp. | $30,040,000 | – | 2,405,127 | – | 0.37% | – |
| ZBRA | New | Zebra Technologies Corp. | $28,242,000 | – | 343,081 | – | 0.34% | – |
| RDSA | New | Royal Dutch Shell plc ADRadr | $28,079,000 | – | 340,891 | – | 0.34% | – |
| XOXO | New | XO Group Inc. | $25,320,000 | – | 2,071,996 | – | 0.31% | – |
| TUMI | New | Tumi Holdings Inc. | $25,209,000 | – | 1,252,295 | – | 0.31% | – |
| PCTI | New | PCTEL, Inc. | $24,558,000 | – | 3,035,656 | – | 0.30% | – |
| ACTG | New | Acacia Research Corp. | $22,236,000 | – | 1,252,726 | – | 0.27% | – |
| AVHI | New | AV Homes, Inc. | $21,225,000 | – | 1,298,190 | – | 0.26% | – |
| IMN | New | Imation Corp. | $20,978,000 | – | 6,098,202 | – | 0.26% | – |
| DGX | New | Quest Diagnostics Inc. | $20,713,000 | – | 352,928 | – | 0.25% | – |
| BIDU | New | Baidu, Inc. ADRadr | $20,306,000 | – | 108,698 | – | 0.25% | – |
| OPLK | New | Oplink Communications, Inc. | $19,893,000 | – | 1,172,248 | – | 0.24% | – |
| RNWK | New | RealNetworks, Inc. | $19,845,000 | – | 2,600,852 | – | 0.24% | – |
| TILE | New | Interface, Inc. | $19,425,000 | – | 1,031,034 | – | 0.24% | – |
| CHL | New | China Mobile Ltd. ADRadr | $18,111,000 | – | 372,583 | – | 0.22% | – |
| CVU | New | CPI Aerostructures, Inc. | $18,050,000 | – | 1,424,608 | – | 0.22% | – |
| SPAR | New | Spartan Motors Inc. | $16,983,000 | – | 3,740,779 | – | 0.21% | – |
| PRCP | New | Perceptron, Inc. | $16,878,000 | – | 1,323,726 | – | 0.21% | – |
| BRCM | New | Broadcom Corp. | $16,607,000 | – | 447,377 | – | 0.20% | – |
| RYAAY | New | Ryanair Holdings plc ADRadr | $16,180,000 | – | 289,972 | – | 0.20% | – |
| OESX | New | Orion Energy Systems, Inc. | $16,119,000 | – | 3,960,364 | – | 0.20% | – |
| NOK | New | Nokia Corp. ADRadr | $15,361,000 | – | 2,031,903 | – | 0.19% | – |
| POZN | New | Pozen Inc. | $15,104,000 | – | 1,813,164 | – | 0.18% | – |
| FRM | New | Furmanite Corp. | $15,021,000 | – | 1,290,497 | – | 0.18% | – |
| HCC | New | HCC Insurance Holdings, Inc. | $14,764,000 | – | 301,685 | – | 0.18% | – |
| ALOT | New | Astro-Med, Inc. | $14,753,000 | – | 1,085,544 | – | 0.18% | – |
| USB | New | U.S. Bancorp | $14,579,000 | – | 336,533 | – | 0.18% | – |
| PVTB | New | PrivateBancorp, Inc. | $14,383,000 | – | 494,928 | – | 0.18% | – |
| DV | New | DeVry Education Group Inc. | $13,902,000 | – | 328,341 | – | 0.17% | – |
| SIGM | New | Sigma Designs, Inc. | $13,639,000 | – | 2,978,045 | – | 0.17% | – |
| HMN | New | Horace Mann Educators Corp. | $13,285,000 | – | 424,834 | – | 0.16% | – |
| ARC | New | ARC Document Solutions, Inc. | $12,941,000 | – | 2,208,349 | – | 0.16% | – |
| TNAV | New | Telenav Inc. | $12,752,000 | – | 2,241,059 | – | 0.16% | – |
| MATW | New | Matthews Intl Corp. | $12,793,000 | – | 307,744 | – | 0.16% | – |
| WMT | New | Wal-Mart Stores, Inc. | $12,411,000 | – | 165,321 | – | 0.15% | – |
| RKUS | New | Ruckus Wireless, Inc. | $12,242,000 | – | 1,027,889 | – | 0.15% | – |
| CPIX | New | Cumberland Pharmaceuticals, Inc. | $11,984,000 | – | 2,663,170 | – | 0.15% | – |
| TIF | New | Tiffany & Co. | $11,979,000 | – | 119,496 | – | 0.15% | – |
| VT | New | Vanguard Total Wld Stock Index Fd (ETF) | $11,929,000 | – | 191,692 | – | 0.15% | – |
| EDGW | New | Edgewater Technology Inc. | $11,833,000 | – | 1,590,496 | – | 0.14% | – |
| RBCN | New | Rubicon Technology, Inc. | $11,806,000 | – | 1,349,207 | – | 0.14% | – |
| PM | New | Philip Morris Intl, Inc. | $11,263,000 | – | 133,594 | – | 0.14% | – |
| NOV | New | National Oilwell Varco | $11,258,000 | – | 136,710 | – | 0.14% | – |
| BOBE | New | Bob Evans Farms, Inc. | $10,615,000 | – | 212,093 | – | 0.13% | – |
| PX | New | Praxair, Inc. | $10,484,000 | – | 78,925 | – | 0.13% | – |
| AETI | New | American Electric Technologies, Inc. | $10,351,000 | – | 1,522,143 | – | 0.13% | – |
| AWRE | New | Aware, Inc. | $10,216,000 | – | 1,557,371 | – | 0.12% | – |
| BOLT | New | Bolt Technology Corp. | $10,131,000 | – | 552,106 | – | 0.12% | – |
| CRWS | New | Crown Crafts, Inc. | $10,128,000 | – | 1,300,157 | – | 0.12% | – |
| BTN | New | Ballantyne Strong, Inc. | $9,948,000 | – | 2,379,903 | – | 0.12% | – |
| VEA | New | Vanguard MSCI EAFE ETFetf | $9,825,000 | – | 230,682 | – | 0.12% | – |
| DVD | New | Dover Motorsports, Inc. | $9,785,000 | – | 3,385,737 | – | 0.12% | – |
| HDNG | New | Hardinge Inc. | $9,375,000 | – | 741,135 | – | 0.12% | – |
| QLGC | New | QLogic Corp. | $9,265,000 | – | 918,250 | – | 0.11% | – |
| IBM | New | International Business Machines Corp. | $9,133,000 | – | 50,382 | – | 0.11% | – |
| LMT | New | Lockheed Martin Corp. | $9,159,000 | – | 56,985 | – | 0.11% | – |
| RLH | New | Red Lion Hotels Corp. | $8,983,000 | – | 1,639,180 | – | 0.11% | – |
| NVDA | New | NVIDIA Corp. | $8,925,000 | – | 481,416 | – | 0.11% | – |
| XOM | New | Exxon Mobil Corp. | $8,418,000 | – | 83,610 | – | 0.10% | – |
| MIDD | New | Middleby Corp. | $8,233,000 | – | 99,525 | – | 0.10% | – |
| QUMU | New | Qumu Corp. | $8,041,000 | – | 574,737 | – | 0.10% | – |
| MOS | New | Mosaic Co. | $7,988,000 | – | 161,530 | – | 0.10% | – |
| STLY | New | Stanley Furniture Co. | $7,937,000 | – | 2,961,456 | – | 0.10% | – |
| CVS | New | CVS Caremark Corp. | $7,418,000 | – | 98,420 | – | 0.09% | – |
| VICL | New | Vical Inc. | $7,070,000 | – | 5,795,210 | – | 0.09% | – |
| CHK | New | Chesapeake Energy Corp. | $6,862,000 | – | 220,785 | – | 0.08% | – |
| GAIA | New | Gaiam, Inc. | $6,767,000 | – | 881,145 | – | 0.08% | – |
| TGT | New | Target Corp. | $6,800,000 | – | 117,345 | – | 0.08% | – |
| PNC | New | The PNC Financial Service Group, Inc. | $6,734,000 | – | 75,624 | – | 0.08% | – |
| ORCL | New | Oracle Corp. | $6,380,000 | – | 157,405 | – | 0.08% | – |
| APA | New | Apache Corp. | $6,228,000 | – | 61,900 | – | 0.08% | – |
| VSRI | New | Versar Inc. | $6,168,000 | – | 1,897,822 | – | 0.08% | – |
| BRKB | New | Berkshire Hathaway Inc. | $6,054,000 | – | 47,832 | – | 0.07% | – |
| JPM | New | JPMorgan Chase & Co. | $5,872,000 | – | 101,902 | – | 0.07% | – |
| GOLD | New | Barrick Gold Corp. | $5,898,000 | – | 322,268 | – | 0.07% | – |
| GS | New | Goldman Sachs Group, Inc. | $5,572,000 | – | 33,275 | – | 0.07% | – |
| EMC | New | EMC Corp. | $5,518,000 | – | 209,481 | – | 0.07% | – |
| MS | New | Morgan Stanley | $5,130,000 | – | 158,680 | – | 0.06% | – |
| EXPD | New | Expeditors Intl of Washington | $5,030,000 | – | 113,904 | – | 0.06% | – |
| VPL | New | Vanguard MSCI Pacific ETFetf | $5,001,000 | – | 80,355 | – | 0.06% | – |
| VWO | New | Vanguard FTSE Emerging Markets ETFetf | $4,557,000 | – | 105,662 | – | 0.06% | – |
| BAX | New | Baxter Intl Inc. | $4,428,000 | – | 61,251 | – | 0.05% | – |
| PNRA | New | Panera Bread Co. | $4,369,000 | – | 29,162 | – | 0.05% | – |
| BK | New | Bank of New York Mellon Corp. | $4,228,000 | – | 112,815 | – | 0.05% | – |
| CNTY | New | Century Casinos, Inc. | $4,160,000 | – | 718,425 | – | 0.05% | – |
| VIV | New | Telefonica Brasil SA ADRadr | $4,111,000 | – | 200,427 | – | 0.05% | – |
| BTI | New | British American Tobacco plc ADRadr | $4,069,000 | – | 34,170 | – | 0.05% | – |
| APOL | New | Apollo Education Group, Inc. | $3,746,000 | – | 119,875 | – | 0.05% | – |
| HSBC | New | HSBC Holdings plc ADRadr | $3,546,000 | – | 69,804 | – | 0.04% | – |
| GIFI | New | Gulf Island Fabrication, Inc. | $3,462,000 | – | 160,875 | – | 0.04% | – |
| CLB | New | Core Laboratories NV | $3,317,000 | – | 19,854 | – | 0.04% | – |
| TKC | New | Turkcell Iletisim Hizmetleri AS ADRadr | $3,270,000 | – | 209,606 | – | 0.04% | – |
| SO | New | Southern Company | $3,199,000 | – | 70,487 | – | 0.04% | – |
| MKC | New | McCormick & Co., Inc. | $3,018,000 | – | 42,160 | – | 0.04% | – |
| BBBY | New | Bed Bath & Beyond Inc. | $2,973,000 | – | 51,815 | – | 0.04% | – |
| PIR | New | Pier 1 Imports, Inc. | $2,895,000 | – | 187,835 | – | 0.04% | – |
| CSWC | New | Capital Southwest Corp. | $2,902,000 | – | 80,600 | – | 0.04% | – |
| CHRW | New | C.H. Robinson Worldwide, Inc. | $2,708,000 | – | 42,448 | – | 0.03% | – |
| BRKS | New | Brooks Automation, Inc. | $2,724,000 | – | 252,900 | – | 0.03% | – |
| MR | New | Mindray Medical Intl Ltd.adr | $2,425,000 | – | 76,981 | – | 0.03% | – |
| SUP | New | Superior Industries Intl, Inc. | $2,271,000 | – | 110,150 | – | 0.03% | – |
| VGK | New | Vanguard MSCI Europe ETFetf | $2,210,000 | – | 36,872 | – | 0.03% | – |
| WEC | New | Wisconsin Energy Corp. | $1,953,000 | – | 41,620 | – | 0.02% | – |
| MFLX | New | Multi-Fineline Electronix, Inc. | $1,888,000 | – | 171,025 | – | 0.02% | – |
| TM | New | Toyota Motor Corp. ADRadr | $1,773,000 | – | 14,818 | – | 0.02% | – |
| ANSS | New | Ansys, Inc. | $1,840,000 | – | 24,272 | – | 0.02% | – |
| MBFI | New | MB Financial, Inc. | $1,589,000 | – | 58,750 | – | 0.02% | – |
| FORM | New | FormFactor, Inc. | $1,368,000 | – | 164,475 | – | 0.02% | – |
| BSAC | New | Banco Santander-Chile ADRadr | $1,299,000 | – | 49,097 | – | 0.02% | – |
| ALV | New | Autoliv Inc. | $1,222,000 | – | 11,466 | – | 0.02% | – |
| 6699SC | New | iShares MSCI United Kingdom Index ETFetf | $1,071,000 | – | 51,300 | – | 0.01% | – |
| BSMX | New | Santander Mexico Financial Group ADRadr | $958,000 | – | 72,154 | – | 0.01% | – |
| COL | New | Rockwell Collins, Inc. | $891,000 | – | 11,405 | – | 0.01% | – |
| MTB | New | M&T Bank Corp. | $912,000 | – | 7,352 | – | 0.01% | – |
| STT | New | State Street Corp. | $936,000 | – | 13,912 | – | 0.01% | – |
| ACN | New | Accenture plc | $925,000 | – | 11,447 | – | 0.01% | – |
| COST | New | Costco Wholesale Corp. | $582,000 | – | 5,057 | – | 0.01% | – |
| ITUB | New | Itau Unibanco Holding SA ADRadr | $160,000 | – | 11,094 | – | 0.00% | – |
Q4 2013
| Value | Shares | ↓ Weighting | ||||||
|---|---|---|---|---|---|---|---|---|
| AVGO | Exit | Avago Technologies Ltd. | $0 | – | -5,346 | – | -0.00% | – |
| EXPD | Exit | Expeditors Intl of Washington | $0 | – | -5,068 | – | -0.00% | – |
| TKC | Exit | Turkcell Iletisim Hizmetleri AS ADRadr | $0 | – | -15,866 | – | -0.00% | – |
| IWC | Exit | iShares Russell Microcap Index (ETF) | $0 | – | -3,100 | – | -0.00% | – |
| VIV | Exit | Telefonica Brasil SA ADRadr | $0 | – | -13,636 | – | -0.00% | – |
| STLY | Exit | Stanley Furniture Co. | $0 | – | -65,073 | – | -0.00% | – |
| BTTGY | Exit | BT Group plc ADRadr | $0 | – | -5,532 | – | -0.00% | – |
| CAJ | Exit | Canon Inc. ADRadr | $0 | – | -11,654 | – | -0.01% | – |
| EMC | Exit | EMC Corp. | $0 | – | -15,507 | – | -0.01% | – |
| OXY | Exit | Occidental Petroleum Corp. | $0 | – | -4,239 | – | -0.01% | – |
| TM | Exit | Toyota Motor Corp. ADRadr | $0 | – | -4,021 | – | -0.01% | – |
| PNC | Exit | The PNC Financial Service Group, Inc. | $0 | – | -8,264 | – | -0.01% | – |
| HSBC | Exit | HSBC Holdings plc ADRadr | $0 | – | -11,736 | – | -0.01% | – |
| ALV | Exit | Autoliv Inc.fs | $0 | – | -7,068 | – | -0.01% | – |
| SUP | Exit | Superior Industries Intl Inc. | $0 | – | -37,000 | – | -0.01% | – |
| TLAB | Exit | Tellabs, Inc. | $0 | – | -289,318 | – | -0.01% | – |
| BRKB | Exit | Berkshire Hathaway Inc. | $0 | – | -5,855 | – | -0.01% | – |
| BRKS | Exit | Brooks Automation, Inc. | $0 | – | -76,800 | – | -0.01% | – |
| GPN | Exit | Global Payments Inc. | $0 | – | -14,223 | – | -0.01% | – |
| MFLX | Exit | Multi-Fineline Electronix, Inc. | $0 | – | -50,500 | – | -0.01% | – |
| TSRA | Exit | Tessera Technologies, Inc. | $0 | – | -45,300 | – | -0.01% | – |
| SLB | Exit | Schlumberger Ltd.fs | $0 | – | -10,981 | – | -0.01% | – |
| CSPI | Exit | CSP Inc. | $0 | – | -137,030 | – | -0.01% | – |
| PM | Exit | Philip Morris Intl Inc. | $0 | – | -11,057 | – | -0.01% | – |
| VPL | Exit | Vanguard MSCI Pacific ETFfs | $0 | – | -16,640 | – | -0.02% | – |
| GIFI | Exit | Gulf Island Fabrication, Inc. | $0 | – | -41,500 | – | -0.02% | – |
| RKUS | Exit | Ruckus Wireless, Inc. | $0 | – | -65,925 | – | -0.02% | – |
| QLGC | Exit | QLogic Corp. | $0 | – | -99,428 | – | -0.02% | – |
| TIBX | Exit | TIBCO Software Inc. | $0 | – | -45,325 | – | -0.02% | – |
| USB | Exit | U.S. Bancorp | $0 | – | -32,872 | – | -0.02% | – |
| EBS | Exit | Emergent Biosolutions Inc. | $0 | – | -59,600 | – | -0.02% | – |
| WMT | Exit | Wal-Mart Stores, Inc. | $0 | – | -16,088 | – | -0.02% | – |
| VT | Exit | Vanguard Total World Stock Index Fund (ETF) | $0 | – | -21,253 | – | -0.02% | – |
| MBFI | Exit | MB Financial, Inc. | $0 | – | -44,800 | – | -0.02% | – |
| NOK | Exit | Nokia Corp. ADRadr | $0 | – | -189,624 | – | -0.02% | – |
| PX | Exit | Praxair, Inc. | $0 | – | -12,793 | – | -0.02% | – |
| VGK | Exit | Vanguard MSCI Europe ETFfs | $0 | – | -29,509 | – | -0.02% | – |
| NVDA | Exit | NVIDIA Corp. | $0 | – | -102,980 | – | -0.02% | – |
| ACTG | Exit | Acacia Research Corporation | $0 | – | -89,386 | – | -0.03% | – |
| BIDU | Exit | Baidu, Inc. ADRadr | $0 | – | -14,879 | – | -0.03% | – |
| MOS | Exit | Mosaic Co. | $0 | – | -55,190 | – | -0.04% | – |
| TUMI | Exit | Tumi Holdings Inc. | $0 | – | -133,915 | – | -0.04% | – |
| RDSA | Exit | Royal Dutch Shell plc ADRadr | $0 | – | -45,376 | – | -0.04% | – |
| BRCM | Exit | Broadcom Corp. | $0 | – | -115,203 | – | -0.04% | – |
| DGX | Exit | Quest Diagnostics Inc. | $0 | – | -48,939 | – | -0.04% | – |
| CVS | Exit | CVS Caremark Corp. | $0 | – | -55,685 | – | -0.05% | – |
| BAX | Exit | Baxter Intl Inc. | $0 | – | -49,271 | – | -0.05% | – |
| BK | Exit | Bank of New York Mellon Corp. | $0 | – | -113,525 | – | -0.05% | – |
| APA | Exit | Apache Corp. | $0 | – | -40,560 | – | -0.05% | – |
| GILD | Exit | Gilead Sciences, Inc. | $0 | – | -65,265 | – | -0.06% | – |
| JPM | Exit | JPMorgan Chase & Co. | $0 | – | -84,736 | – | -0.06% | – |
| A309PS | Exit | DIRECTV | $0 | – | -81,420 | – | -0.07% | – |
| RBCN | Exit | Rubicon Technology, Inc. | $0 | – | -407,436 | – | -0.07% | – |
| HAR | Exit | Harman Intl Industries Inc. | $0 | – | -76,160 | – | -0.07% | – |
| MS | Exit | Morgan Stanley | $0 | – | -188,575 | – | -0.07% | – |
| GS | Exit | Goldman Sachs Group, Inc. | $0 | – | -32,395 | – | -0.08% | – |
| RYAAY | Exit | Ryanair Holdings plc ADRadr | $0 | – | -103,320 | – | -0.08% | – |
| VEA | Exit | Vanguard MSCI EAFE ETFfs | $0 | – | -131,829 | – | -0.08% | – |
| CHK | Exit | Chesapeake Energy Corp. | $0 | – | -215,080 | – | -0.08% | – |
| AETI | Exit | American Electric Technologies, Inc. | $0 | – | -793,732 | – | -0.08% | – |
| WAG | Exit | Walgreen Co. | $0 | – | -104,630 | – | -0.08% | – |
| XOM | Exit | Exxon Mobil Corp. | $0 | – | -67,730 | – | -0.08% | – |
| VSRI | Exit | Versar Inc. | $0 | – | -1,486,850 | – | -0.09% | – |
| DVD | Exit | Dover Motorsports, Inc. | $0 | – | -2,563,641 | – | -0.09% | – |
| RLH | Exit | Red Lion Hotels Corp. | $0 | – | -1,178,415 | – | -0.09% | – |
| VICL | Exit | Vical Inc. | $0 | – | -5,069,238 | – | -0.09% | – |
| TGT | Exit | Target Corp. | $0 | – | -102,735 | – | -0.10% | – |
| CHL | Exit | China Mobile Ltd. ADRadr | $0 | – | -119,333 | – | -0.10% | – |
| GSK | Exit | GlaxoSmithKline PLC ADRadr | $0 | – | -136,344 | – | -0.10% | – |
| PRCP | Exit | Perceptron, Inc. | $0 | – | -666,741 | – | -0.10% | – |
| CPIX | Exit | Cumberland Pharmaceuticals, Inc. | $0 | – | -1,758,955 | – | -0.12% | – |
| LMT | Exit | Lockheed Martin Corp. | $0 | – | -62,870 | – | -0.12% | – |
| QUMU | Exit | Qumu Corp. | $0 | – | -648,736 | – | -0.12% | – |
| CVU | Exit | CPI Aerostructures, Inc. | $0 | – | -699,026 | – | -0.12% | – |
| EDGW | Exit | Edgewater Technology Inc. | $0 | – | -1,556,169 | – | -0.12% | – |
| BOLT | Exit | Bolt Technology Corp. | $0 | – | -454,866 | – | -0.12% | – |
| ALOT | Exit | Astro-Med, Inc. | $0 | – | -755,379 | – | -0.12% | – |
| ELY | Exit | Callaway Golf Co. | $0 | – | -1,213,905 | – | -0.13% | – |
| NOV | Exit | National Oilwell Varco | $0 | – | -110,915 | – | -0.13% | – |
| TNAV | Exit | Telenav Inc. | $0 | – | -1,531,334 | – | -0.13% | – |
| IBM | Exit | International Business Machines Corp. | $0 | – | -49,402 | – | -0.13% | – |
| CRWS | Exit | Crown Crafts, Inc. | $0 | – | -1,309,133 | – | -0.14% | – |
| HDNG | Exit | Hardinge Inc. | $0 | – | -612,265 | – | -0.14% | – |
| BTN | Exit | Ballantyne Strong, Inc. | $0 | – | -2,378,963 | – | -0.15% | – |
| ARC | Exit | ARC Document Solutions Inc. | $0 | – | -2,254,864 | – | -0.15% | – |
| SIGM | Exit | Sigma Designs, Inc. | $0 | – | -1,967,145 | – | -0.16% | – |
| JNJ | Exit | Johnson & Johnson | $0 | – | -127,576 | – | -0.16% | – |
| LNDC | Exit | Landec Corp. | $0 | – | -979,575 | – | -0.17% | – |
| GAIA | Exit | Gaiam, Inc. | $0 | – | -2,379,427 | – | -0.17% | – |
| OESX | Exit | Orion Energy Systems, Inc. | $0 | – | -3,186,218 | – | -0.17% | – |
| TIF | Exit | Tiffany & Co. | $0 | – | -158,782 | – | -0.18% | – |
| RNWK | Exit | RealNetworks, Inc. | $0 | – | -1,489,906 | – | -0.18% | – |
| MATW | Exit | Matthews Intl Corp. | $0 | – | -337,683 | – | -0.19% | – |
| HMN | Exit | Horace Mann Educators Corp. | $0 | – | -466,599 | – | -0.19% | – |
| PVTB | Exit | PrivateBancorp, Inc. | $0 | – | -625,353 | – | -0.20% | – |
| BOBE | Exit | Bob Evans Farms, Inc. | $0 | – | -234,087 | – | -0.20% | – |
| MIDD | Exit | Middleby Corp. | $0 | – | -64,224 | – | -0.20% | – |
| MSFT | Exit | Microsoft Corp. | $0 | – | -415,887 | – | -0.20% | – |
| HCC | Exit | HCC Insurance Holdings, Inc. | $0 | – | -329,514 | – | -0.21% | – |
| MKC | Exit | McCormick & Co., Inc. | $0 | – | -227,275 | – | -0.21% | – |
| SPAR | Exit | Spartan Motors Inc. | $0 | – | -2,530,962 | – | -0.22% | – |
| AVHI | Exit | AV Homes, Inc. | $0 | – | -983,209 | – | -0.25% | – |
| FRM | Exit | Furmanite Corp. | $0 | – | -1,771,377 | – | -0.26% | – |
| XOXO | Exit | XO Group Inc. | $0 | – | -1,376,772 | – | -0.26% | – |
| PCTI | Exit | PCTEL, Inc. | $0 | – | -2,076,297 | – | -0.27% | – |
| IMN | Exit | Imation Corp. | $0 | – | -4,524,321 | – | -0.27% | – |
| PCO | Exit | Pendrell Corp. | $0 | – | -9,806,891 | – | -0.28% | – |
| RTK | Exit | Rentech, Inc. | $0 | – | -10,103,227 | – | -0.29% | – |
| BLT | Exit | Blount Intl, Inc. | $0 | – | -1,724,335 | – | -0.30% | – |
| EACIQ | Exit | Erickson Air-Crane, Inc. | $0 | – | -1,362,914 | – | -0.31% | – |
| ORBC | Exit | ORBCOMM Inc. | $0 | – | -4,210,583 | – | -0.32% | – |
| COWN | Exit | Cowen Group, Inc. | $0 | – | -6,947,085 | – | -0.35% | – |
| TROW | Exit | T. Rowe Price Group, Inc. | $0 | – | -347,360 | – | -0.36% | – |
| POZN | Exit | Pozen Inc. | $0 | – | -4,379,824 | – | -0.36% | – |
| CCL | Exit | Carnival Corp.fs | $0 | – | -780,997 | – | -0.37% | – |
| BCO | Exit | Brink's Co. | $0 | – | -1,104,796 | – | -0.46% | – |
| SMA | Exit | Symmetry Medical Inc. | $0 | – | -4,041,726 | – | -0.48% | – |
| RST | Exit | Rosetta Stone Inc. | $0 | – | -2,266,993 | – | -0.54% | – |
| APOL | Exit | Apollo Group, Inc. | $0 | – | -1,821,287 | – | -0.55% | – |
| MIND | Exit | Mitcham Industries, Inc. | $0 | – | -2,875,262 | – | -0.64% | – |
| TISI | Exit | Team, Inc. | $0 | – | -1,143,636 | – | -0.66% | – |
| SLCA | Exit | U.S. Silica Holdings Inc. | $0 | – | -2,084,240 | – | -0.76% | – |
| SJM | Exit | J.M. Smucker Co. | $0 | – | -494,663 | – | -0.76% | – |
| MTSC | Exit | MTS Systems Corp. | $0 | – | -808,429 | – | -0.76% | – |
| COH | Exit | Coach, Inc. | $0 | – | -1,110,148 | – | -0.88% | – |
| BX | Exit | Blackstone Group L.P. | $0 | – | -2,476,790 | – | -0.90% | – |
| OMC | Exit | Omnicom Group Inc. | $0 | – | -976,808 | – | -0.90% | – |
| WPO | Exit | Washington Post Co. | $0 | – | -103,841 | – | -0.92% | – |
| JWN | Exit | Nordstrom, Inc. | $0 | – | -1,219,488 | – | -1.00% | – |
| CBS | Exit | CBS Corp. | $0 | – | -1,286,036 | – | -1.03% | – |
| TILE | Exit | Interface, Inc. | $0 | – | -3,599,185 | – | -1.04% | – |
| BEN | Exit | Franklin Resources, Inc. | $0 | – | -1,452,595 | – | -1.07% | – |
| MHK | Exit | Mohawk Industries, Inc. | $0 | – | -571,146 | – | -1.08% | – |
| ZBH | Exit | Zimmer Holdings, Inc. | $0 | – | -910,624 | – | -1.09% | – |
| TMO | Exit | Thermo Fisher Scientific Inc. | $0 | – | -830,225 | – | -1.11% | – |
| BRC | Exit | Brady Corp. | $0 | – | -2,543,427 | – | -1.13% | – |
| NTRS | Exit | Northern Trust Corp. | $0 | – | -1,432,264 | – | -1.13% | – |
| LFUS | Exit | Littelfuse, Inc. | $0 | – | -1,028,835 | – | -1.17% | – |
| RCL | Exit | Royal Caribbean Cruises Ltd.fs | $0 | – | -2,115,491 | – | -1.18% | – |
| SWK | Exit | Stanley Black & Decker, Inc. | $0 | – | -897,458 | – | -1.18% | – |
| IEX | Exit | IDEX Corp. | $0 | – | -1,287,907 | – | -1.22% | – |
| SSD | Exit | Simpson Manufacturing Co., Inc. | $0 | – | -2,585,223 | – | -1.23% | – |
| STJ | Exit | St. Jude Medical, Inc. | $0 | – | -1,573,176 | – | -1.23% | – |
| VIAB | Exit | Viacom, Inc. | $0 | – | -1,031,697 | – | -1.26% | – |
| AFL | Exit | AFLAC Inc. | $0 | – | -1,430,215 | – | -1.29% | – |
| DV | Exit | DeVry Inc. | $0 | – | -2,911,676 | – | -1.30% | – |
| TW | Exit | Towers Watson | $0 | – | -833,939 | – | -1.30% | – |
| ITW | Exit | Illinois Tool Works Inc. | $0 | – | -1,187,080 | – | -1.32% | – |
| MSG | Exit | Madison Square Garden Co. | $0 | – | -1,570,665 | – | -1.33% | – |
| DNB | Exit | Dun & Bradstreet Corp. | $0 | – | -950,907 | – | -1.44% | – |
| NWL | Exit | Newell Rubbermaid Inc. | $0 | – | -3,781,078 | – | -1.51% | – |
| MDP | Exit | Meredith Corp. | $0 | – | -2,221,601 | – | -1.54% | – |
| AXE | Exit | Anixter Intl Inc. | $0 | – | -1,219,611 | – | -1.56% | – |
| BID | Exit | Sotheby's | $0 | – | -2,211,204 | – | -1.58% | – |
| MCF | Exit | Contango Oil & Gas Co. | $0 | – | -3,022,068 | – | -1.62% | – |
| CBRE | Exit | CBRE Group, Inc. | $0 | – | -4,890,268 | – | -1.65% | – |
| FICO | Exit | Fair Isaac Corp. | $0 | – | -2,061,534 | – | -1.66% | – |
| CRL | Exit | Charles River Laboratories Intl Inc. | $0 | – | -2,749,905 | – | -1.85% | – |
| SNA | Exit | Snap-On Inc. | $0 | – | -1,280,994 | – | -1.86% | – |
| BIO | Exit | Bio-Rad Laboratories, Inc. | $0 | – | -1,096,613 | – | -1.88% | – |
| IGT | Exit | International Game Technology | $0 | – | -7,738,370 | – | -2.13% | – |
| KKR | Exit | KKR & Co. L.P. | $0 | – | -7,368,225 | – | -2.21% | – |
| CYN | Exit | City National Corp. | $0 | – | -2,350,561 | – | -2.28% | – |
| BRSWQ | Exit | Bristow Group Inc. | $0 | – | -2,269,335 | – | -2.40% | – |
| JNS | Exit | Janus Capital Group Inc. | $0 | – | -19,460,642 | – | -2.41% | – |
| HSP | Exit | Hospira, Inc. | $0 | – | -4,436,305 | – | -2.53% | – |
| ISCA | Exit | International Speedway Corp. | $0 | – | -5,644,235 | – | -2.65% | – |
| WU | Exit | Western Union Co. | $0 | – | -10,544,783 | – | -2.86% | – |
| GCI | Exit | Gannett Co., Inc. | $0 | – | -7,571,040 | – | -2.95% | – |
| JLL | Exit | Jones Lang LaSalle Inc. | $0 | – | -2,411,588 | – | -3.06% | – |
| FAF | Exit | First American Financial Corp. | $0 | – | -9,839,625 | – | -3.49% | – |
| LAZ | Exit | Lazard Ltdfs | $0 | – | -6,762,501 | – | -3.55% | – |
| IPG | Exit | Interpublic Group of Cos., Inc. | $0 | – | -14,479,119 | – | -3.62% | – |
Q3 2013
| Value | Shares | ↓ Weighting | ||||||
|---|---|---|---|---|---|---|---|---|
| IPG | Sell | Interpublic Group of Cos., Inc. | $248,751,000 | +3.2% | 14,479,119 | -12.6% | 3.62% | -8.1% |
| LAZ | Sell | Lazard Ltdfs | $243,585,000 | +10.1% | 6,762,501 | -1.7% | 3.55% | -2.0% |
| FAF | Buy | First American Financial Corp. | $239,595,000 | +25.7% | 9,839,625 | +13.7% | 3.49% | +11.9% |
| JLL | Buy | Jones Lang LaSalle Inc. | $210,532,000 | +23.9% | 2,411,588 | +29.3% | 3.06% | +10.3% |
| GCI | Sell | Gannett Co., Inc. | $202,828,000 | +7.7% | 7,571,040 | -1.6% | 2.95% | -4.1% |
| WU | Sell | Western Union Co. | $196,766,000 | +7.6% | 10,544,783 | -1.4% | 2.86% | -4.2% |
| ISCA | Buy | International Speedway Corp. | $182,027,000 | +8.3% | 5,644,235 | +5.7% | 2.65% | -3.6% |
| HSP | Sell | Hospira, Inc. | $173,992,000 | -5.6% | 4,436,305 | -7.8% | 2.53% | -15.9% |
| JNS | Buy | Janus Capital Group Inc. | $165,610,000 | +3.7% | 19,460,642 | +3.7% | 2.41% | -7.6% |
| BRSWQ | Buy | Bristow Group Inc. | $165,117,000 | +51.7% | 2,269,335 | +36.2% | 2.40% | +35.1% |
| CYN | Sell | City National Corp. | $156,688,000 | +3.8% | 2,350,561 | -1.3% | 2.28% | -7.5% |
| KKR | Buy | KKR & Co. L.P. | $151,638,000 | +7.7% | 7,368,225 | +2.9% | 2.21% | -4.1% |
| IGT | Sell | International Game Technology | $146,487,000 | +8.2% | 7,738,370 | -4.4% | 2.13% | -3.6% |
| BIO | Buy | Bio-Rad Laboratories, Inc. | $128,918,000 | +13.5% | 1,096,613 | +8.3% | 1.88% | +1.1% |
| SNA | Sell | Snap-On Inc. | $127,459,000 | +8.1% | 1,280,994 | -2.9% | 1.86% | -3.7% |
| CRL | Buy | Charles River Laboratories Intl Inc. | $127,211,000 | +13.4% | 2,749,905 | +0.6% | 1.85% | +1.0% |
| FICO | Buy | Fair Isaac Corp. | $113,962,000 | +21.0% | 2,061,534 | +0.3% | 1.66% | +7.7% |
| CBRE | Buy | CBRE Group, Inc. | $113,112,000 | +25.7% | 4,890,268 | +26.9% | 1.65% | +11.9% |
| MCF | Buy | Contango Oil & Gas Co. | $111,061,000 | +12.3% | 3,022,068 | +3.1% | 1.62% | 0.0% |
| BID | Sell | Sotheby's | $108,636,000 | -8.4% | 2,211,204 | -29.3% | 1.58% | -18.5% |
| AXE | Sell | Anixter Intl Inc. | $106,911,000 | +11.6% | 1,219,611 | -3.4% | 1.56% | -0.6% |
| MDP | Sell | Meredith Corp. | $105,793,000 | -2.2% | 2,221,601 | -2.1% | 1.54% | -12.9% |
| NWL | Sell | Newell Rubbermaid Inc. | $103,980,000 | +1.6% | 3,781,078 | -3.0% | 1.51% | -9.5% |
| DNB | Sell | Dun & Bradstreet Corp. | $98,752,000 | -0.9% | 950,907 | -7.0% | 1.44% | -11.7% |
| MSG | Sell | Madison Square Garden Co. | $91,209,000 | -11.3% | 1,570,665 | -9.5% | 1.33% | -21.0% |
| ITW | Buy | Illinois Tool Works Inc. | $90,539,000 | +25.4% | 1,187,080 | +13.7% | 1.32% | +11.7% |
| TW | Sell | Towers Watson | $89,198,000 | +13.0% | 833,939 | -13.4% | 1.30% | +0.6% |
| DV | Sell | DeVry Inc. | $88,981,000 | -22.9% | 2,911,676 | -21.7% | 1.30% | -31.4% |
| AFL | Buy | AFLAC Inc. | $88,659,000 | +9.0% | 1,430,215 | +2.2% | 1.29% | -2.9% |
| VIAB | Sell | Viacom, Inc. | $86,229,000 | +12.2% | 1,031,697 | -8.7% | 1.26% | -0.1% |
| STJ | Sell | St. Jude Medical, Inc. | $84,385,000 | +3.0% | 1,573,176 | -12.4% | 1.23% | -8.4% |
| SSD | Buy | Simpson Manufacturing Co., Inc. | $84,201,000 | +12.3% | 2,585,223 | +1.5% | 1.23% | +0.1% |
| IEX | Sell | IDEX Corp. | $84,036,000 | +19.1% | 1,287,907 | -1.8% | 1.22% | +6.0% |
| SWK | Buy | Stanley Black & Decker, Inc. | $81,283,000 | +18.8% | 897,458 | +1.4% | 1.18% | +5.8% |
| RCL | Buy | Royal Caribbean Cruises Ltd.fs | $80,981,000 | +33.5% | 2,115,491 | +16.3% | 1.18% | +19.0% |
| LFUS | Sell | Littelfuse, Inc. | $80,475,000 | +3.4% | 1,028,835 | -1.4% | 1.17% | -7.9% |
| NTRS | Sell | Northern Trust Corp. | $77,887,000 | -6.9% | 1,432,264 | -0.9% | 1.13% | -17.1% |
| BRC | Buy | Brady Corp. | $77,575,000 | +0.0% | 2,543,427 | +0.8% | 1.13% | -11.0% |
| TMO | Sell | Thermo Fisher Scientific Inc. | $76,505,000 | +2.1% | 830,225 | -6.2% | 1.11% | -9.0% |
| ZBH | Buy | Zimmer Holdings, Inc. | $74,799,000 | +13.3% | 910,624 | +3.4% | 1.09% | +0.9% |
| MHK | Sell | Mohawk Industries, Inc. | $74,392,000 | +14.7% | 571,146 | -0.9% | 1.08% | +2.2% |
| BEN | Buy | Franklin Resources, Inc. | $73,429,000 | +31.1% | 1,452,595 | +252.8% | 1.07% | +16.7% |
| TILE | Sell | Interface, Inc. | $71,415,000 | +14.1% | 3,599,185 | -2.4% | 1.04% | +1.7% |
| CBS | Sell | CBS Corp. | $70,938,000 | +9.0% | 1,286,036 | -3.5% | 1.03% | -2.9% |
| JWN | Buy | Nordstrom, Inc. | $68,535,000 | +23.8% | 1,219,488 | +32.0% | 1.00% | +10.3% |
| WPO | Sell | Washington Post Co. | $63,483,000 | +10.6% | 103,841 | -12.5% | 0.92% | -1.6% |
| OMC | Buy | Omnicom Group Inc. | $61,969,000 | +35.8% | 976,808 | +34.6% | 0.90% | +20.9% |
| BX | Sell | Blackstone Group L.P. | $61,647,000 | +7.7% | 2,476,790 | -8.9% | 0.90% | -4.2% |
| COH | Buy | Coach, Inc. | $60,536,000 | +14.2% | 1,110,148 | +19.5% | 0.88% | +1.6% |
| MTSC | Buy | MTS Systems Corp. | $52,022,000 | +32.9% | 808,429 | +16.9% | 0.76% | +18.3% |
| SLCA | New | U.S. Silica Holdings Inc. | $51,898,000 | – | 2,084,240 | – | 0.76% | – |
| SJM | Sell | J.M. Smucker Co. | $51,959,000 | -14.3% | 494,663 | -15.8% | 0.76% | -23.7% |
| TISI | Buy | Team, Inc. | $45,460,000 | +7.6% | 1,143,636 | +2.5% | 0.66% | -4.2% |
| MIND | Buy | Mitcham Industries, Inc. | $43,963,000 | -6.1% | 2,875,262 | +3.1% | 0.64% | -16.3% |
| APOL | Buy | Apollo Group, Inc. | $37,901,000 | +18.3% | 1,821,287 | +0.8% | 0.55% | +5.3% |
| RST | Buy | Rosetta Stone Inc. | $36,793,000 | +162.3% | 2,266,993 | +138.2% | 0.54% | +134.1% |
| SMA | Buy | Symmetry Medical Inc. | $32,980,000 | -2.8% | 4,041,726 | +0.3% | 0.48% | -13.5% |
| BCO | Buy | Brink's Co. | $31,266,000 | +18.1% | 1,104,796 | +6.5% | 0.46% | +5.1% |
| CCL | Buy | Carnival Corp.fs | $25,492,000 | -2.6% | 780,997 | +2.3% | 0.37% | -13.3% |
| POZN | Buy | Pozen Inc. | $25,096,000 | +55.2% | 4,379,824 | +35.7% | 0.36% | +38.3% |
| TROW | Buy | T. Rowe Price Group, Inc. | $24,986,000 | +0.3% | 347,360 | +2.1% | 0.36% | -10.6% |
| COWN | Buy | Cowen Group, Inc. | $23,898,000 | +43.2% | 6,947,085 | +20.3% | 0.35% | +27.5% |
| ORBC | Buy | ORBCOMM Inc. | $22,063,000 | +65.8% | 4,210,583 | +42.1% | 0.32% | +47.2% |
| EACIQ | Buy | Erickson Air-Crane, Inc. | $21,343,000 | +28.6% | 1,362,914 | +54.4% | 0.31% | +14.8% |
| BLT | Buy | Blount Intl, Inc. | $20,882,000 | +6.1% | 1,724,335 | +3.6% | 0.30% | -5.6% |
| RTK | Buy | Rentech, Inc. | $20,004,000 | +29.4% | 10,103,227 | +37.2% | 0.29% | +15.0% |
| PCO | Buy | Pendrell Corp. | $19,025,000 | +28.2% | 9,806,891 | +72.5% | 0.28% | +14.0% |
| IMN | Buy | Imation Corp. | $18,550,000 | +18.7% | 4,524,321 | +22.5% | 0.27% | +5.5% |
| PCTI | Sell | PCTEL, Inc. | $18,375,000 | -0.4% | 2,076,297 | -4.6% | 0.27% | -11.6% |
| XOXO | Buy | XO Group Inc. | $17,788,000 | +18.3% | 1,376,772 | +2.6% | 0.26% | +5.3% |
| FRM | Buy | Furmanite Corp. | $17,537,000 | +74.8% | 1,771,377 | +18.2% | 0.26% | +55.5% |
| AVHI | Buy | AV Homes, Inc. | $17,167,000 | +43.0% | 983,209 | +45.2% | 0.25% | +27.6% |
| SPAR | Buy | Spartan Motors Inc. | $15,363,000 | +43.2% | 2,530,962 | +44.3% | 0.22% | +28.0% |
| MKC | Sell | McCormick & Co., Inc. | $14,705,000 | -20.2% | 227,275 | -13.2% | 0.21% | -28.9% |
| HCC | Buy | HCC Insurance Holdings, Inc. | $14,439,000 | +4.6% | 329,514 | +2.9% | 0.21% | -7.1% |
| MSFT | Buy | Microsoft Corp. | $13,841,000 | +45.5% | 415,887 | +51.0% | 0.20% | +28.8% |
| MIDD | Sell | Middleby Corp. | $13,417,000 | +20.0% | 64,224 | -2.3% | 0.20% | +6.6% |
| PVTB | Buy | PrivateBancorp, Inc. | $13,383,000 | +4.3% | 625,353 | +3.4% | 0.20% | -7.1% |
| BOBE | Buy | Bob Evans Farms, Inc. | $13,406,000 | +26.1% | 234,087 | +3.4% | 0.20% | +12.1% |
| HMN | Buy | Horace Mann Educators Corp. | $13,242,000 | +25.2% | 466,599 | +7.6% | 0.19% | +11.6% |
| MATW | Buy | Matthews Intl Corp. | $12,859,000 | +4.5% | 337,683 | +3.4% | 0.19% | -7.0% |
| RNWK | New | RealNetworks, Inc. | $12,739,000 | – | 1,489,906 | – | 0.18% | – |
| TIF | Sell | Tiffany & Co. | $12,166,000 | -34.9% | 158,782 | -38.1% | 0.18% | -42.2% |
| GAIA | Buy | Gaiam, Inc. | $11,921,000 | +29.9% | 2,379,427 | +15.7% | 0.17% | +16.0% |
| LNDC | Buy | Landec Corp. | $11,951,000 | +51.2% | 979,575 | +63.7% | 0.17% | +34.9% |
| OESX | Sell | Orion Energy Systems, Inc. | $11,980,000 | +39.1% | 3,186,218 | -8.2% | 0.17% | +23.4% |
| JNJ | Buy | Johnson & Johnson | $11,060,000 | +35.0% | 127,576 | +33.7% | 0.16% | +20.1% |
| SIGM | Buy | Sigma Designs, Inc. | $10,977,000 | +28.3% | 1,967,145 | +16.1% | 0.16% | +14.3% |
| ARC | Sell | ARC Document Solutions Inc. | $10,350,000 | +14.0% | 2,254,864 | -0.7% | 0.15% | +2.0% |
| BTN | Buy | Ballantyne Strong, Inc. | $10,134,000 | +17.8% | 2,378,963 | +16.7% | 0.15% | +5.0% |
| HDNG | Sell | Hardinge Inc. | $9,459,000 | -3.5% | 612,265 | -7.7% | 0.14% | -13.8% |
| CRWS | Buy | Crown Crafts, Inc. | $9,445,000 | +40.9% | 1,309,133 | +20.1% | 0.14% | +24.5% |
| IBM | Buy | International Business Machines Corp. | $9,148,000 | +47.1% | 49,402 | +51.8% | 0.13% | +30.4% |
| TNAV | Buy | Telenav Inc. | $8,943,000 | +188.9% | 1,531,334 | +158.8% | 0.13% | +154.9% |
| ELY | Buy | Callaway Golf Co. | $8,643,000 | +29.5% | 1,213,905 | +19.7% | 0.13% | +15.6% |
| ALOT | Buy | Astro-Med, Inc. | $8,279,000 | +12.6% | 755,379 | +13.0% | 0.12% | +0.8% |
| BOLT | Buy | Bolt Technology Corp. | $8,210,000 | +27.1% | 454,866 | +20.3% | 0.12% | +13.2% |
| EDGW | Buy | Edgewater Technology Inc. | $8,201,000 | +50.9% | 1,556,169 | +22.0% | 0.12% | +33.7% |
| CVU | Buy | CPI Aerostructures, Inc. | $8,102,000 | +294.4% | 699,026 | +269.3% | 0.12% | +247.1% |
| QUMU | New | Qumu Corp. | $8,051,000 | – | 648,736 | – | 0.12% | – |
| CPIX | Buy | Cumberland Pharmaceuticals, Inc. | $7,968,000 | +9.4% | 1,758,955 | +23.4% | 0.12% | -2.5% |
| PRCP | Sell | Perceptron, Inc. | $7,121,000 | +17.3% | 666,741 | -13.3% | 0.10% | +5.1% |
| GSK | Buy | GlaxoSmithKline PLC ADRadr | $6,840,000 | +247.7% | 136,344 | +246.3% | 0.10% | +212.5% |
| CHL | Buy | China Mobile Ltd. ADRadr | $6,734,000 | +282.6% | 119,333 | +251.1% | 0.10% | +237.9% |
| VICL | Sell | Vical Inc. | $6,337,000 | -60.6% | 5,069,238 | -1.3% | 0.09% | -65.0% |
| DVD | Buy | Dover Motorsports, Inc. | $6,153,000 | +62.3% | 2,563,641 | +46.0% | 0.09% | +45.2% |
| RLH | Buy | Red Lion Hotels Corp. | $6,210,000 | +14.4% | 1,178,415 | +32.6% | 0.09% | +1.1% |
| VSRI | Buy | Versar Inc. | $6,141,000 | +6.7% | 1,486,850 | +17.2% | 0.09% | -5.3% |
| WAG | Sell | Walgreen Co. | $5,629,000 | -22.6% | 104,630 | -36.4% | 0.08% | -31.1% |
| AETI | Buy | American Electric Technologies, Inc. | $5,628,000 | +16.4% | 793,732 | +17.0% | 0.08% | +3.8% |
| CHK | Buy | Chesapeake Energy Corp. | $5,566,000 | +27.3% | 215,080 | +0.3% | 0.08% | +14.1% |
| VEA | Buy | Vanguard MSCI EAFE ETFfs | $5,218,000 | +106.0% | 131,829 | +85.3% | 0.08% | +85.4% |
| RYAAY | Buy | Ryanair Holdings plc ADRadr | $5,139,000 | +70.8% | 103,320 | +76.9% | 0.08% | +53.1% |
| MS | Sell | Morgan Stanley | $5,082,000 | -4.0% | 188,575 | -12.9% | 0.07% | -14.9% |
| HAR | Buy | Harman Intl Industries Inc. | $5,044,000 | +294.4% | 76,160 | +222.8% | 0.07% | +247.6% |
| RBCN | Sell | Rubicon Technology, Inc. | $4,934,000 | -56.3% | 407,436 | -71.3% | 0.07% | -61.1% |
| A309PS | Buy | DIRECTV | $4,867,000 | +82.4% | 81,420 | +88.1% | 0.07% | +61.4% |
| JPM | Buy | JPMorgan Chase & Co. | $4,380,000 | -1.5% | 84,736 | +0.6% | 0.06% | -12.3% |
| GILD | Buy | Gilead Sciences, Inc. | $4,103,000 | +563.9% | 65,265 | +441.3% | 0.06% | +500.0% |
| APA | New | Apache Corp. | $3,453,000 | – | 40,560 | – | 0.05% | – |
| BK | Buy | Bank of New York Mellon Corp. | $3,427,000 | +8.0% | 113,525 | +0.4% | 0.05% | -3.8% |
| CVS | New | CVS Caremark Corp. | $3,160,000 | – | 55,685 | – | 0.05% | – |
| BRCM | New | Broadcom Corp. | $2,998,000 | – | 115,203 | – | 0.04% | – |
| DGX | Buy | Quest Diagnostics Inc. | $3,024,000 | +570.5% | 48,939 | +557.3% | 0.04% | +528.6% |
| RDSA | Buy | Royal Dutch Shell plc ADRadr | $2,980,000 | +1207.0% | 45,376 | +1170.0% | 0.04% | +975.0% |
| TUMI | New | Tumi Holdings Inc. | $2,698,000 | – | 133,915 | – | 0.04% | – |
| MOS | New | Mosaic Co. | $2,374,000 | – | 55,190 | – | 0.04% | – |
| BIDU | Buy | Baidu, Inc. ADRadr | $2,309,000 | +113.6% | 14,879 | +30.2% | 0.03% | +88.9% |
| ACTG | Buy | Acacia Research Corporation | $2,061,000 | +556.4% | 89,386 | +536.0% | 0.03% | +500.0% |
| NVDA | Buy | NVIDIA Corp. | $1,602,000 | +538.2% | 102,980 | +475.6% | 0.02% | +475.0% |
| PX | New | Praxair, Inc. | $1,538,000 | – | 12,793 | – | 0.02% | – |
| NOK | Buy | Nokia Corp. ADRadr | $1,234,000 | +234.4% | 189,624 | +92.4% | 0.02% | +200.0% |
| MBFI | Buy | MB Financial, Inc. | $1,264,000 | +88.7% | 44,800 | +79.2% | 0.02% | +63.6% |
| WMT | New | Wal-Mart Stores, Inc. | $1,190,000 | – | 16,088 | – | 0.02% | – |
| EBS | Buy | Emergent Biosolutions Inc. | $1,135,000 | +185.9% | 59,600 | +116.7% | 0.02% | +183.3% |
| TIBX | Buy | TIBCO Software Inc. | $1,160,000 | +92.1% | 45,325 | +60.6% | 0.02% | +70.0% |
| USB | New | U.S. Bancorp | $1,202,000 | – | 32,872 | – | 0.02% | – |
| VT | New | Vanguard Total World Stock Index Fund (ETF) | $1,181,000 | – | 21,253 | – | 0.02% | – |
| QLGC | Buy | QLogic Corp. | $1,088,000 | +307.5% | 99,428 | +255.9% | 0.02% | +300.0% |
| RKUS | New | Ruckus Wireless, Inc. | $1,110,000 | – | 65,925 | – | 0.02% | – |
| GIFI | Buy | Gulf Island Fabrication, Inc. | $1,017,000 | +145.7% | 41,500 | +92.1% | 0.02% | +114.3% |
| VPL | Buy | Vanguard MSCI Pacific ETFfs | $1,011,000 | +383.7% | 16,640 | +345.4% | 0.02% | +400.0% |
| PM | New | Philip Morris Intl Inc. | $957,000 | – | 11,057 | – | 0.01% | – |
| SLB | Buy | Schlumberger Ltd.fs | $970,000 | +100.8% | 10,981 | +62.9% | 0.01% | +75.0% |
| CSPI | Sell | CSP Inc. | $969,000 | -70.5% | 137,030 | -62.9% | 0.01% | -74.1% |
| TSRA | Buy | Tessera Technologies, Inc. | $876,000 | +229.3% | 45,300 | +253.9% | 0.01% | +225.0% |
| MFLX | Buy | Multi-Fineline Electronix, Inc. | $819,000 | +148.9% | 50,500 | +127.5% | 0.01% | +140.0% |
| GPN | New | Global Payments Inc. | $727,000 | – | 14,223 | – | 0.01% | – |
| BRKB | New | Berkshire Hathaway Inc. | $665,000 | – | 5,855 | – | 0.01% | – |
| TLAB | Buy | Tellabs, Inc. | $657,000 | +155.6% | 289,318 | +122.0% | 0.01% | +150.0% |
| SUP | New | Superior Industries Intl Inc. | $660,000 | – | 37,000 | – | 0.01% | – |
| BRKS | New | Brooks Automation, Inc. | $715,000 | – | 76,800 | – | 0.01% | – |
| HSBC | New | HSBC Holdings plc ADRadr | $637,000 | – | 11,736 | – | 0.01% | – |
| ALV | New | Autoliv Inc.fs | $618,000 | – | 7,068 | – | 0.01% | – |
| PNC | New | The PNC Financial Service Group, Inc. | $599,000 | – | 8,264 | – | 0.01% | – |
| TM | Buy | Toyota Motor Corp. ADRadr | $515,000 | +75.8% | 4,021 | +65.5% | 0.01% | +40.0% |
| OXY | New | Occidental Petroleum Corp. | $397,000 | – | 4,239 | – | 0.01% | – |
| EMC | New | EMC Corp. | $396,000 | – | 15,507 | – | 0.01% | – |
| CAJ | New | Canon Inc. ADRadr | $373,000 | – | 11,654 | – | 0.01% | – |
| STLY | New | Stanley Furniture Co. | $241,000 | – | 65,073 | – | 0.00% | – |
| BTTGY | New | BT Group plc ADRadr | $306,000 | – | 5,532 | – | 0.00% | – |
| VIV | New | Telefonica Brasil SA ADRadr | $306,000 | – | 13,636 | – | 0.00% | – |
| TKC | Sell | Turkcell Iletisim Hizmetleri AS ADRadr | $234,000 | -31.2% | 15,866 | -33.0% | 0.00% | -50.0% |
| IWC | New | iShares Russell Microcap Index (ETF) | $212,000 | – | 3,100 | – | 0.00% | – |
| AVGO | Sell | Avago Technologies Ltd. | $230,000 | -10.2% | 5,346 | -22.1% | 0.00% | -25.0% |
| EXPD | New | Expeditors Intl of Washington | $223,000 | – | 5,068 | – | 0.00% | – |
| GNTX | Exit | Gentex Corp. | $0 | – | -17,720 | – | -0.01% | – |
| LEDR | Exit | Market Leader, Inc. | $0 | – | -386,995 | – | -0.07% | – |
| JAKK | Exit | JAKKS Pacific, Inc. | $0 | – | -775,191 | – | -0.14% | – |
| MKL | Exit | Markel Corp. | $0 | – | -16,893 | – | -0.15% | – |
Q2 2013
| Value | Shares | ↓ Weighting | ||||||
|---|---|---|---|---|---|---|---|---|
| IPG | New | Interpublic Group of Cos., Inc. | $240,941,000 | – | 16,559,506 | – | 3.94% | – |
| LAZ | New | Lazard Ltd | $221,254,000 | – | 6,881,941 | – | 3.62% | – |
| FAF | New | First American Financial Corp. | $190,654,000 | – | 8,650,370 | – | 3.12% | – |
| GCI | New | Gannett Co., Inc. | $188,288,000 | – | 7,697,805 | – | 3.08% | – |
| HSP | New | Hospira, Inc. | $184,313,000 | – | 4,811,105 | – | 3.01% | – |
| WU | New | Western Union Co. | $182,938,000 | – | 10,691,853 | – | 2.99% | – |
| JLL | New | Jones Lang LaSalle Inc. | $169,924,000 | – | 1,864,432 | – | 2.78% | – |
| ISCA | New | International Speedway Corp. | $168,075,000 | – | 5,340,785 | – | 2.75% | – |
| JNS | New | Janus Capital Group Inc. | $159,636,000 | – | 18,758,651 | – | 2.61% | – |
| CYN | New | City National Corp. | $150,914,000 | – | 2,381,473 | – | 2.47% | – |
| KKR | New | KKR & Co. L.P. | $140,807,000 | – | 7,162,095 | – | 2.30% | – |
| IGT | New | International Game Technology | $135,325,000 | – | 8,098,468 | – | 2.21% | – |
| BID | New | Sotheby's | $118,597,000 | – | 3,128,374 | – | 1.94% | – |
| SNA | New | Snap-On Inc. | $117,938,000 | – | 1,319,511 | – | 1.93% | – |
| DV | New | DeVry Inc. | $115,409,000 | – | 3,720,465 | – | 1.89% | – |
| BIO | New | Bio-Rad Laboratories, Inc. | $113,592,000 | – | 1,012,406 | – | 1.86% | – |
| CRL | New | Charles River Laboratories Intl Inc. | $112,194,000 | – | 2,734,450 | – | 1.83% | – |
| BRSWQ | New | Bristow Group Inc. | $108,865,000 | – | 1,666,637 | – | 1.78% | – |
| MDP | New | Meredith Corp. | $108,188,000 | – | 2,268,101 | – | 1.77% | – |
| MSG | New | Madison Square Garden Co. | $102,822,000 | – | 1,735,385 | – | 1.68% | – |
| NWL | New | Newell Rubbermaid Inc. | $102,322,000 | – | 3,897,968 | – | 1.67% | – |
| DNB | New | Dun & Bradstreet Corp. | $99,669,000 | – | 1,022,768 | – | 1.63% | – |
| MCF | New | Contango Oil & Gas Co. | $98,918,000 | – | 2,930,904 | – | 1.62% | – |
| AXE | New | Anixter Intl Inc. | $95,762,000 | – | 1,263,189 | – | 1.57% | – |
| FICO | New | Fair Isaac Corp. | $94,168,000 | – | 2,054,724 | – | 1.54% | – |
| CBRE | New | CBRE Group, Inc. | $90,015,000 | – | 3,853,368 | – | 1.47% | – |
| NTRS | New | Northern Trust Corp. | $83,698,000 | – | 1,445,562 | – | 1.37% | – |
| STJ | New | St. Jude Medical, Inc. | $81,945,000 | – | 1,795,866 | – | 1.34% | – |
| AFL | New | AFLAC Inc. | $81,374,000 | – | 1,400,110 | – | 1.33% | – |
| TW | New | Towers Watson | $78,950,000 | – | 963,505 | – | 1.29% | – |
| LFUS | New | Littelfuse, Inc. | $77,840,000 | – | 1,043,290 | – | 1.27% | – |
| BRC | New | Brady Corp. | $77,570,000 | – | 2,524,252 | – | 1.27% | – |
| VIAB | New | Viacom, Inc. | $76,842,000 | – | 1,129,524 | – | 1.26% | – |
| SSD | New | Simpson Manufacturing Co., Inc. | $74,952,000 | – | 2,547,643 | – | 1.22% | – |
| TMO | New | Thermo Fisher Scientific Inc. | $74,899,000 | – | 885,018 | – | 1.22% | – |
| ITW | New | Illinois Tool Works Inc. | $72,190,000 | – | 1,043,667 | – | 1.18% | – |
| IEX | New | IDEX Corp. | $70,566,000 | – | 1,311,384 | – | 1.15% | – |
| SWK | New | Stanley Black & Decker, Inc. | $68,408,000 | – | 884,965 | – | 1.12% | – |
| ZBH | New | Zimmer Holdings, Inc. | $66,015,000 | – | 880,911 | – | 1.08% | – |
| CBS | New | CBS Corp. | $65,107,000 | – | 1,332,246 | – | 1.06% | – |
| MHK | New | Mohawk Industries, Inc. | $64,851,000 | – | 576,501 | – | 1.06% | – |
| TILE | New | Interface, Inc. | $62,575,000 | – | 3,687,415 | – | 1.02% | – |
| RCL | New | Royal Caribbean Cruises Ltd. | $60,638,000 | – | 1,818,766 | – | 0.99% | – |
| SJM | New | J.M. Smucker Co. | $60,625,000 | – | 587,734 | – | 0.99% | – |
| WPO | New | Washington Post Co. | $57,423,000 | – | 118,700 | – | 0.94% | – |
| BX | New | Blackstone Group L.P. | $57,235,000 | – | 2,717,695 | – | 0.94% | – |
| BEN | New | Franklin Resources, Inc. | $56,011,000 | – | 411,786 | – | 0.92% | – |
| JWN | New | Nordstrom, Inc. | $55,357,000 | – | 923,543 | – | 0.90% | – |
| COH | New | Coach, Inc. | $53,031,000 | – | 928,907 | – | 0.87% | – |
| MIND | New | Mitcham Industries, Inc. | $46,807,000 | – | 2,789,471 | – | 0.76% | – |
| OMC | New | Omnicom Group Inc. | $45,622,000 | – | 725,663 | – | 0.75% | – |
| TISI | New | Team, Inc. | $42,251,000 | – | 1,116,286 | – | 0.69% | – |
| MTSC | New | MTS Systems Corp. | $39,143,000 | – | 691,567 | – | 0.64% | – |
| SMA | New | Symmetry Medical Inc. | $33,922,000 | – | 4,028,701 | – | 0.56% | – |
| APOL | New | Apollo Group, Inc. | $32,027,000 | – | 1,807,377 | – | 0.52% | – |
| BCO | New | Brink's Co. | $26,468,000 | – | 1,037,556 | – | 0.43% | – |
| CCL | New | Carnival Corp. | $26,182,000 | – | 763,537 | – | 0.43% | – |
| TROW | New | T. Rowe Price Group, Inc. | $24,900,000 | – | 340,162 | – | 0.41% | – |
| BLT | New | Blount Intl, Inc. | $19,673,000 | – | 1,664,395 | – | 0.32% | – |
| TIF | New | Tiffany & Co. | $18,698,000 | – | 256,703 | – | 0.31% | – |
| PCTI | New | PCTEL, Inc. | $18,448,000 | – | 2,175,417 | – | 0.30% | – |
| MKC | New | McCormick & Co., Inc. | $18,432,000 | – | 261,965 | – | 0.30% | – |
| COWN | New | Cowen Group, Inc. | $16,684,000 | – | 5,773,080 | – | 0.27% | – |
| EACIQ | New | Erickson Air-Crane, Inc. | $16,601,000 | – | 882,551 | – | 0.27% | – |
| POZN | New | Pozen Inc. | $16,173,000 | – | 3,228,236 | – | 0.26% | – |
| VICL | New | Vical Inc. | $16,072,000 | – | 5,134,817 | – | 0.26% | – |
| IMN | New | Imation Corp. | $15,629,000 | – | 3,694,765 | – | 0.26% | – |
| RTK | New | Rentech, Inc. | $15,465,000 | – | 7,364,188 | – | 0.25% | – |
| XOXO | New | XO Group Inc. | $15,031,000 | – | 1,342,079 | – | 0.25% | – |
| PCO | New | Pendrell Corp. | $14,841,000 | – | 5,686,228 | – | 0.24% | – |
| RST | New | Rosetta Stone Inc. | $14,027,000 | – | 951,654 | – | 0.23% | – |
| HCC | New | HCC Insurance Holdings, Inc. | $13,807,000 | – | 320,264 | – | 0.23% | – |
| ORBC | New | ORBCOMM Inc. | $13,305,000 | – | 2,963,249 | – | 0.22% | – |
| PVTB | New | PrivateBancorp, Inc. | $12,833,000 | – | 604,603 | – | 0.21% | – |
| MATW | New | Matthews Intl Corp. | $12,311,000 | – | 326,563 | – | 0.20% | – |
| AVHI | New | AV Homes, Inc. | $12,002,000 | – | 676,914 | – | 0.20% | – |
| RBCN | New | Rubicon Technology, Inc. | $11,297,000 | – | 1,417,420 | – | 0.18% | – |
| MIDD | New | Middleby Corp. | $11,185,000 | – | 65,759 | – | 0.18% | – |
| SPAR | New | Spartan Motors Inc. | $10,731,000 | – | 1,753,441 | – | 0.18% | – |
| BOBE | New | Bob Evans Farms, Inc. | $10,633,000 | – | 226,332 | – | 0.17% | – |
| HMN | New | Horace Mann Educators Corp. | $10,577,000 | – | 433,834 | – | 0.17% | – |
| FRM | New | Furmanite Corp. | $10,030,000 | – | 1,499,203 | – | 0.16% | – |
| HDNG | New | Hardinge Inc. | $9,800,000 | – | 663,071 | – | 0.16% | – |
| MSFT | New | Microsoft Corp. | $9,515,000 | – | 275,424 | – | 0.16% | – |
| GAIA | New | Gaiam, Inc. | $9,174,000 | – | 2,056,903 | – | 0.15% | – |
| ARC | New | ARC Document Solutions Inc. | $9,082,000 | – | 2,270,507 | – | 0.15% | – |
| MKL | New | Markel Corp. | $8,902,000 | – | 16,893 | – | 0.15% | – |
| JAKK | New | JAKKS Pacific, Inc. | $8,721,000 | – | 775,191 | – | 0.14% | – |
| BTN | New | Ballantyne Strong, Inc. | $8,600,000 | – | 2,037,896 | – | 0.14% | – |
| OESX | New | Orion Energy Systems, Inc. | $8,611,000 | – | 3,472,198 | – | 0.14% | – |
| SIGM | New | Sigma Designs, Inc. | $8,559,000 | – | 1,694,950 | – | 0.14% | – |
| JNJ | New | Johnson & Johnson | $8,190,000 | – | 95,387 | – | 0.13% | – |
| LNDC | New | Landec Corp. | $7,906,000 | – | 598,499 | – | 0.13% | – |
| NOV | New | National Oilwell Varco | $7,642,000 | – | 110,915 | – | 0.12% | – |
| ALOT | New | Astro-Med, Inc. | $7,353,000 | – | 668,442 | – | 0.12% | – |
| CPIX | New | Cumberland Pharmaceuticals, Inc. | $7,285,000 | – | 1,425,705 | – | 0.12% | – |
| WAG | New | Walgreen Co. | $7,269,000 | – | 164,450 | – | 0.12% | – |
| TGT | New | Target Corp. | $7,074,000 | – | 102,735 | – | 0.12% | – |
| LMT | New | Lockheed Martin Corp. | $6,819,000 | – | 62,870 | – | 0.11% | – |
| CRWS | New | Crown Crafts, Inc. | $6,704,000 | – | 1,090,135 | – | 0.11% | – |
| ELY | New | Callaway Golf Co. | $6,673,000 | – | 1,014,120 | – | 0.11% | – |
| BOLT | New | Bolt Technology Corp. | $6,460,000 | – | 378,246 | – | 0.11% | – |
| IBM | New | International Business Machines Corp. | $6,221,000 | – | 32,552 | – | 0.10% | – |
| XOM | New | Exxon Mobil Corp. | $6,119,000 | – | 67,730 | – | 0.10% | – |
| PRCP | New | Perceptron, Inc. | $6,070,000 | – | 769,336 | – | 0.10% | – |
| VSRI | New | Versar Inc. | $5,758,000 | – | 1,268,190 | – | 0.09% | – |
| EDGW | New | Edgewater Technology Inc. | $5,436,000 | – | 1,275,939 | – | 0.09% | – |
| RLH | New | Red Lion Hotels Corp. | $5,429,000 | – | 888,564 | – | 0.09% | – |
| MS | New | Morgan Stanley | $5,292,000 | – | 216,625 | – | 0.09% | – |
| GS | New | Goldman Sachs Group, Inc. | $4,900,000 | – | 32,395 | – | 0.08% | – |
| AETI | New | American Electric Technologies, Inc. | $4,836,000 | – | 678,268 | – | 0.08% | – |
| JPM | New | JPMorgan Chase & Co. | $4,447,000 | – | 84,236 | – | 0.07% | – |
| CHK | New | Chesapeake Energy Corp. | $4,371,000 | – | 214,480 | – | 0.07% | – |
| LEDR | New | Market Leader, Inc. | $4,141,000 | – | 386,995 | – | 0.07% | – |
| DVD | New | Dover Motorsports, Inc. | $3,792,000 | – | 1,755,470 | – | 0.06% | – |
| BAX | New | Baxter Intl Inc. | $3,413,000 | – | 49,271 | – | 0.06% | – |
| CSPI | New | CSP Inc. | $3,284,000 | – | 369,236 | – | 0.05% | – |
| BK | New | Bank of New York Mellon Corp. | $3,173,000 | – | 113,125 | – | 0.05% | – |
| TNAV | New | Telenav Inc. | $3,095,000 | – | 591,769 | – | 0.05% | – |
| RYAAY | New | Ryanair Holdings plc ADRadr | $3,009,000 | – | 58,396 | – | 0.05% | – |
| A309PS | New | DIRECTV | $2,668,000 | – | 43,285 | – | 0.04% | – |
| VEA | New | Vanguard MSCI EAFE ETF | $2,533,000 | – | 71,153 | – | 0.04% | – |
| CVU | New | CPI Aerostructures, Inc. | $2,054,000 | – | 189,292 | – | 0.03% | – |
| GSK | New | GlaxoSmithKline PLC ADRadr | $1,967,000 | – | 39,366 | – | 0.03% | – |
| CHL | New | China Mobile Ltd. ADRadr | $1,760,000 | – | 33,993 | – | 0.03% | – |
| VGK | New | Vanguard MSCI Europe ETF | $1,420,000 | – | 29,509 | – | 0.02% | – |
| HAR | New | Harman Intl Industries Inc. | $1,279,000 | – | 23,591 | – | 0.02% | – |
| BIDU | New | Baidu, Inc. ADRadr | $1,081,000 | – | 11,432 | – | 0.02% | – |
| MBFI | New | MB Financial, Inc. | $670,000 | – | 25,000 | – | 0.01% | – |
| TIBX | New | TIBCO Software Inc. | $604,000 | – | 28,231 | – | 0.01% | – |
| GILD | New | Gilead Sciences, Inc. | $618,000 | – | 12,056 | – | 0.01% | – |
| SLB | New | Schlumberger Ltd. | $483,000 | – | 6,743 | – | 0.01% | – |
| DGX | New | Quest Diagnostics Inc. | $451,000 | – | 7,445 | – | 0.01% | – |
| GNTX | New | Gentex Corp. | $408,000 | – | 17,720 | – | 0.01% | – |
| GIFI | New | Gulf Island Fabrication, Inc. | $414,000 | – | 21,600 | – | 0.01% | – |
| TKC | New | Turkcell Iletisim Hizmetleri AS ADRadr | $340,000 | – | 23,686 | – | 0.01% | – |
| NOK | New | Nokia Corp. ADRadr | $369,000 | – | 98,566 | – | 0.01% | – |
| EBS | New | Emergent Biosolutions Inc. | $397,000 | – | 27,500 | – | 0.01% | – |
| ACTG | New | Acacia Research Corporation | $314,000 | – | 14,055 | – | 0.01% | – |
| TM | New | Toyota Motor Corp. ADRadr | $293,000 | – | 2,430 | – | 0.01% | – |
| MFLX | New | Multi-Fineline Electronix, Inc. | $329,000 | – | 22,200 | – | 0.01% | – |
| AVGO | New | Avago Technologies Ltd. | $256,000 | – | 6,859 | – | 0.00% | – |
| TLAB | New | Tellabs, Inc. | $257,000 | – | 130,318 | – | 0.00% | – |
| RDSA | New | Royal Dutch Shell plc ADRadr | $228,000 | – | 3,573 | – | 0.00% | – |
| QLGC | New | QLogic Corp. | $267,000 | – | 27,938 | – | 0.00% | – |
| NVDA | New | NVIDIA Corp. | $251,000 | – | 17,890 | – | 0.00% | – |
| TSRA | New | Tessera Technologies, Inc. | $266,000 | – | 12,800 | – | 0.00% | – |
| VPL | New | Vanguard MSCI Pacific ETF | $209,000 | – | 3,736 | – | 0.00% | – |