Q4 2015
| Value | Shares | ↓ Weighting | ||||||
|---|---|---|---|---|---|---|---|---|
| New | 00 | $0 | – | 0 | – | 0.00% | – | |
| MDY | Exit | SPDR S&P MidCap 400 ETF Trust | $0 | – | -31,900 | – | -0.94% | – |
| SPXC | Exit | SPX Corporation | $0 | – | -870,182 | – | -1.23% | – |
| SPY | Exit | SPDR S&P 500 ETF Trust | $0 | – | -69,400 | – | -1.58% | – |
| PMCS | Exit | PMC-Sierra, Inc. | $0 | – | -3,657,795 | – | -2.95% | – |
| FLOW | Exit | SPX Flow, Inc. | $0 | – | -870,182 | – | -3.56% | – |
| MDLZ | Exit | Mondelez International, Inc. | $0 | – | -2,418,076 | – | -12.05% | – |
| HOLX | Exit | Hologic, Inc. | $0 | – | -7,418,332 | – | -34.54% | – |
| BG | Exit | Bunge Limited | $0 | – | -4,946,670 | – | -43.14% | – |
Q3 2015
| Value | Shares | ↓ Weighting | ||||||
|---|---|---|---|---|---|---|---|---|
| HOLX | Sell | Hologic, Inc. | $290,279,000 | -41.2% | 7,418,332 | -42.8% | 34.54% | +12.6% |
| MDLZ | Sell | Mondelez International, Inc. | $101,245,000 | -44.3% | 2,418,076 | -45.3% | 12.05% | +6.6% |
| FLOW | New | SPX Flow, Inc. | $29,960,000 | – | 870,182 | – | 3.56% | – |
| PMCS | Sell | PMC-Sierra, Inc. | $24,763,000 | -83.3% | 3,657,795 | -78.9% | 2.95% | -68.0% |
| SPY | Buy | SPDR S&P 500 ETF Trust | $13,299,000 | +118.3% | 69,400 | +134.5% | 1.58% | +317.4% |
| SPXC | Sell | SPX Corporation | $10,373,000 | -89.3% | 870,182 | -35.0% | 1.23% | -79.5% |
| MDY | Buy | SPDR S&P MidCap 400 ETF Trust | $7,940,000 | +116.9% | 31,900 | +138.1% | 0.94% | +314.5% |
| MHRCQ | Exit | Magnum Hunter Resources Corporation | $0 | – | -20,729,080 | – | -2.41% | – |
| ESL | Exit | Esterline Technologies Corporation | $0 | – | -2,153,543 | – | -12.76% | – |
Q2 2015
| Value | Shares | ↓ Weighting | ||||||
|---|---|---|---|---|---|---|---|---|
| HOLX | New | Hologic, Inc. | $493,575,000 | – | 12,968,332 | – | 30.68% | – |
| BG | New | Bunge Limited | $434,318,000 | – | 4,946,670 | – | 27.00% | – |
| ESL | New | Esterline Technologies Corporation | $205,319,000 | – | 2,153,543 | – | 12.76% | – |
| MDLZ | New | Mondelez International, Inc. | $181,760,000 | – | 4,418,076 | – | 11.30% | – |
| PMCS | New | PMC-Sierra, Inc. | $148,149,000 | – | 17,307,171 | – | 9.21% | – |
| SPXC | New | SPX Corporation | $96,890,000 | – | 1,338,440 | – | 6.02% | – |
| MHRCQ | New | Magnum Hunter Resources Corporation | $38,763,000 | – | 20,729,080 | – | 2.41% | – |
| SPY | New | SPDR S&P 500 ETF Trust | $6,093,000 | – | 29,600 | – | 0.38% | – |
| MDY | New | SPDR S&P MidCap 400 ETF Trust | $3,661,000 | – | 13,400 | – | 0.23% | – |
Q4 2014
| Value | Shares | ↓ Weighting | ||||||
|---|---|---|---|---|---|---|---|---|
| MDY | Exit | SPDR S&P MidCap 400 ETF Trust | $0 | – | -11,100 | – | -0.07% | – |
| SPY | Exit | SPDR S&P 500 ETF Trust | $0 | – | -34,500 | – | -0.17% | – |
| GBNK | Exit | Guaranty Bancorp | $0 | – | -3,518,400 | – | -1.17% | – |
| MHRCQ | Exit | Magnum Hunter Resources Corporation | $0 | – | -30,229,080 | – | -4.14% | – |
| PMCS | Exit | PMC-Sierra, Inc. | $0 | – | -22,807,519 | – | -4.19% | – |
| MTW | Exit | The Manitowoc Company, Inc. | $0 | – | -11,052,469 | – | -6.38% | – |
| ESL | Exit | Esterline Technologies Corporation | $0 | – | -2,478,543 | – | -6.79% | – |
| CLH | Exit | Clean Harbors, Inc. | $0 | – | -5,875,984 | – | -7.80% | – |
| BG | Exit | Bunge Limited | $0 | – | -4,946,670 | – | -10.26% | – |
| HOLX | Exit | Hologic, Inc. | $0 | – | -17,435,871 | – | -10.44% | – |
| MDLZ | Exit | Mondelez International, Inc. | $0 | – | -12,468,076 | – | -10.52% | – |
| SPXC | Exit | SPX Corporation | $0 | – | -6,265,940 | – | -14.49% | – |
| HPQ | Exit | Hewlett-Packard Company | $0 | – | -27,022,570 | – | -23.59% | – |
Q3 2014
| Value | Shares | ↓ Weighting | ||||||
|---|---|---|---|---|---|---|---|---|
| HPQ | Sell | Hewlett-Packard Company | $958,491,000 | +2.4% | 27,022,570 | -2.8% | 23.59% | +65.7% |
| MDLZ | Sell | Mondelez International, Inc. | $427,219,000 | -25.2% | 12,468,076 | -17.9% | 10.52% | +21.0% |
| HOLX | Sell | Hologic, Inc. | $424,215,000 | -10.7% | 17,435,871 | -6.9% | 10.44% | +44.5% |
| BG | Sell | Bunge Limited | $416,658,000 | +2.0% | 4,946,670 | -8.4% | 10.26% | +65.0% |
| CLH | Sell | Clean Harbors, Inc. | $316,833,000 | -17.0% | 5,875,984 | -1.1% | 7.80% | +34.3% |
| MTW | Sell | The Manitowoc Company, Inc. | $259,180,000 | -31.5% | 11,052,469 | -4.0% | 6.38% | +10.9% |
| SPY | Sell | SPDR S&P 500 ETF Trust | $6,797,000 | -88.6% | 34,500 | -88.7% | 0.17% | -81.6% |
| MDY | Sell | SPDR S&P MidCap 400 ETF Trust | $2,767,000 | -82.9% | 11,100 | -82.1% | 0.07% | -72.4% |
| WFM | Exit | Whole Foods Market, Inc. | $0 | – | -190,845 | – | -0.11% | – |
| YUM | Exit | Yum! Brands, Inc. | $0 | – | -1,149,526 | – | -1.42% | – |
| NXPI | Exit | NXP Semiconductors N.V. | $0 | – | -3,760,815 | – | -3.79% | – |
| HES | Exit | Hess Corporation | $0 | – | -3,023,428 | – | -4.55% | – |
| BEAV | Exit | B/E Aerospace, Inc. | $0 | – | -3,650,100 | – | -5.14% | – |
| IR | Exit | Ingersoll-Rand Public Limited Company | $0 | – | -7,400,599 | – | -7.04% | – |
| TKR | Exit | The Timken Company | $0 | – | -6,856,535 | – | -7.08% | – |
Q2 2014
| Value | Shares | ↓ Weighting | ||||||
|---|---|---|---|---|---|---|---|---|
| HPQ | New | Hewlett-Packard Company | $936,178,000 | – | 27,796,270 | – | 14.24% | – |
| SPXC | New | SPX Corporation | $678,037,000 | – | 6,265,940 | – | 10.31% | – |
| MDLZ | New | Mondelez International, Inc. | $571,263,000 | – | 15,189,135 | – | 8.69% | – |
| HOLX | New | Hologic, Inc. | $474,954,000 | – | 18,735,871 | – | 7.22% | – |
| TKR | New | The Timken Company | $465,147,000 | – | 6,856,535 | – | 7.08% | – |
| IR | New | Ingersoll-Rand Public Limited Company | $462,611,000 | – | 7,400,599 | – | 7.04% | – |
| BG | New | Bunge Limited | $408,520,000 | – | 5,400,840 | – | 6.21% | – |
| CLH | New | Clean Harbors, Inc. | $381,741,000 | – | 5,941,492 | – | 5.81% | – |
| MTW | New | The Manitowoc Company, Inc. | $378,290,000 | – | 11,512,169 | – | 5.75% | – |
| BEAV | New | B/E Aerospace, Inc. | $337,598,000 | – | 3,650,100 | – | 5.14% | – |
| HES | New | Hess Corporation | $298,987,000 | – | 3,023,428 | – | 4.55% | – |
| ESL | New | Esterline Technologies Corporation | $285,330,000 | – | 2,478,543 | – | 4.34% | – |
| NXPI | New | NXP Semiconductors N.V. | $248,891,000 | – | 3,760,815 | – | 3.79% | – |
| MHRCQ | New | Magnum Hunter Resources Corporation | $247,878,000 | – | 30,229,080 | – | 3.77% | – |
| PMCS | New | PMC-Sierra, Inc. | $173,565,000 | – | 22,807,519 | – | 2.64% | – |
| YUM | New | Yum! Brands, Inc. | $93,342,000 | – | 1,149,526 | – | 1.42% | – |
| SPY | New | SPDR S&P 500 ETF Trust | $59,734,000 | – | 305,202 | – | 0.91% | – |
| GBNK | New | Guaranty Bancorp | $48,906,000 | – | 3,518,400 | – | 0.74% | – |
| MDY | New | SPDR S&P MidCap 400 ETF Trust | $16,200,000 | – | 62,173 | – | 0.25% | – |
| WFM | New | Whole Foods Market, Inc. | $7,372,000 | – | 190,845 | – | 0.11% | – |
Q4 2013
| Value | Shares | ↓ Weighting | ||||||
|---|---|---|---|---|---|---|---|---|
| VSI | Exit | Vitamin Shoppe, Inc. | $0 | – | -719,092 | – | -0.53% | – |
| GBNK | Exit | Guaranty Bancorp | $0 | – | -3,518,400 | – | -0.80% | – |
| PMCS | Exit | PMC-Sierra, Inc. | $0 | – | -22,807,519 | – | -2.52% | – |
| DGX | Exit | Quest Diagnostics Incorporated | $0 | – | -2,542,936 | – | -2.63% | – |
| GRA | Exit | W. R. Grace & Co. | $0 | – | -2,062,518 | – | -3.02% | – |
| ESL | Exit | Esterline Technologies Corporation | $0 | – | -2,366,237 | – | -3.16% | – |
| TLM | Exit | Talisman Energy Inc. | $0 | – | -16,611,437 | – | -3.20% | – |
| SPY | Exit | SPDR S&P 500 ETF Trust | $0 | – | -1,244,002 | – | -3.50% | – |
| HOLX | Exit | Hologic, Inc. | $0 | – | -12,000,200 | – | -4.14% | – |
| MDY | Exit | SPDR S&P MidCap 400 ETF Trust | $0 | – | -1,140,652 | – | -4.32% | – |
| HES | Exit | Hess Corporation | $0 | – | -4,573,133 | – | -5.92% | – |
| TKR | Exit | The Timken Company | $0 | – | -7,506,535 | – | -7.58% | – |
| BG | Exit | Bunge Limited | $0 | – | -6,027,606 | – | -7.65% | – |
| IR | Exit | Ingersoll-Rand Public Limited Company | $0 | – | -7,195,417 | – | -7.81% | – |
| MDLZ | Exit | Mondelez International, Inc. | $0 | – | -17,150,200 | – | -9.01% | – |
| SPXC | Exit | SPX Corporation | $0 | – | -7,035,111 | – | -9.96% | – |
| HPQ | Exit | Hewlett-Packard Company | $0 | – | -32,739,917 | – | -11.49% | – |
| ITW | Exit | Illinois Tool Works Inc. | $0 | – | -10,011,507 | – | -12.77% | – |
Q3 2013
| Value | Shares | ↓ Weighting | ||||||
|---|---|---|---|---|---|---|---|---|
| HPQ | Sell | Hewlett-Packard Company | $686,883,000 | -19.8% | 32,739,917 | -5.2% | 11.49% | -24.7% |
| SPXC | Buy | SPX Corporation | $595,452,000 | +24.5% | 7,035,111 | +5.9% | 9.96% | +16.8% |
| BG | Buy | Bunge Limited | $457,556,000 | +7.5% | 6,027,606 | +0.2% | 7.65% | +0.9% |
| TKR | Buy | The Timken Company | $453,395,000 | +21.8% | 7,506,535 | +13.5% | 7.58% | +14.3% |
| HES | Buy | Hess Corporation | $353,686,000 | +16.7% | 4,573,133 | +0.3% | 5.92% | +9.6% |
| MDY | Sell | SPDR S&P MidCap 400 ETF Trust | $258,164,000 | +5.0% | 1,140,652 | -2.4% | 4.32% | -1.5% |
| HOLX | New | Hologic, Inc. | $247,804,000 | – | 12,000,200 | – | 4.14% | – |
| SPY | Sell | SPDR S&P 500 ETF Trust | $209,117,000 | -28.2% | 1,244,002 | -31.7% | 3.50% | -32.6% |
| TLM | New | Talisman Energy Inc. | $191,032,000 | – | 16,611,437 | – | 3.20% | – |
| GRA | New | W. R. Grace & Co. | $180,264,000 | – | 2,062,518 | – | 3.02% | – |
| DGX | Sell | Quest Diagnostics Incorporated | $157,128,000 | -37.2% | 2,542,936 | -38.4% | 2.63% | -41.1% |
| PMCS | Buy | PMC-Sierra, Inc. | $150,986,000 | +33.2% | 22,807,519 | +27.8% | 2.52% | +25.1% |
| VSI | New | Vitamin Shoppe, Inc. | $31,460,000 | – | 719,092 | – | 0.53% | – |
| IWS | Exit | iShares Russell Midcap Value Index | $0 | – | -901,100 | – | -0.93% | – |
| TEX | Exit | Terex Corporation | $0 | – | -2,500,200 | – | -1.17% | – |
| EMN | Exit | Eastman Chemical Company | $0 | – | -1,067,802 | – | -1.33% | – |
| A | Exit | Agilent Technologies, Inc. | $0 | – | -6,785,101 | – | -5.17% | – |
Q2 2013
| Value | Shares | ↓ Weighting | ||||||
|---|---|---|---|---|---|---|---|---|
| HPQ | New | Hewlett-Packard Company | $856,456,000 | – | 34,534,517 | – | 15.26% | – |
| ITW | New | Illinois Tool Works Inc. | $692,496,000 | – | 10,011,507 | – | 12.34% | – |
| MDLZ | New | Mondelez International, Inc. | $489,295,000 | – | 17,150,200 | – | 8.72% | – |
| SPXC | New | SPX Corporation | $478,357,000 | – | 6,645,691 | – | 8.52% | – |
| BG | New | Bunge Limited | $425,699,000 | – | 6,015,248 | – | 7.59% | – |
| IR | New | Ingersoll-Rand Public Limited Company | $399,490,000 | – | 7,195,417 | – | 7.12% | – |
| TKR | New | The Timken Company | $372,379,000 | – | 6,616,543 | – | 6.64% | – |
| HES | New | Hess Corporation | $303,010,000 | – | 4,557,227 | – | 5.40% | – |
| SPY | New | SPDR S&P 500 ETF Trust | $291,315,000 | – | 1,820,602 | – | 5.19% | – |
| A | New | Agilent Technologies, Inc. | $290,131,000 | – | 6,785,101 | – | 5.17% | – |
| DGX | New | Quest Diagnostics Incorporated | $250,348,000 | – | 4,129,115 | – | 4.46% | – |
| MDY | New | SPDR S&P MidCap 400 ETF Trust | $245,861,000 | – | 1,168,652 | – | 4.38% | – |
| ESL | New | Esterline Technologies Corporation | $171,055,000 | – | 2,366,237 | – | 3.05% | – |
| PMCS | New | PMC-Sierra, Inc. | $113,330,000 | – | 17,847,255 | – | 2.02% | – |
| EMN | New | Eastman Chemical Company | $74,757,000 | – | 1,067,802 | – | 1.33% | – |
| TEX | New | Terex Corporation | $65,755,000 | – | 2,500,200 | – | 1.17% | – |
| IWS | New | iShares Russell Midcap Value Index | $52,192,000 | – | 901,100 | – | 0.93% | – |
| GBNK | New | Guaranty Bancorp | $39,934,000 | – | 3,518,400 | – | 0.71% | – |