Legg Mason Asset Management (Japan) Co., Ltd. Activity Q4 2007-Q4 2021

Q4 2021

			Value		Shares		↓ Weighting
AAPL	Sell	APPLE INC	$4,612,000	+13.9%	25,971	-9.2%	5.10%	+9.2%
MSFT	Buy	MICROSOFT CORP	$2,657,000	+36.3%	7,900	+14.3%	2.94%	+30.6%
PFE	Sell	PFIZER INC	$2,123,000	+28.1%	35,947	-6.7%	2.35%	+22.8%
GOOG	Sell	ALPHABET INCcap stk cl c	$1,878,000	+3.5%	649	-4.7%	2.08%	-0.8%
AMZN	Sell	AMAZON COM INC	$1,417,000	-3.3%	425	-4.7%	1.57%	-7.3%
PG	Sell	PROCTER AND GAMBLE CO	$1,396,000	+1.4%	8,532	-13.4%	1.54%	-2.8%
GOOGL	Sell	ALPHABET INCcap stk cl a	$1,347,000	+3.2%	465	-4.7%	1.49%	-1.1%
WBA	Buy	WALGREENS BOOTS ALLIANCE INC	$1,237,000	+76.7%	23,715	+59.3%	1.37%	+69.4%
COST	Sell	COSTCO WHSL CORP NEW	$1,201,000	+20.3%	2,115	-4.7%	1.33%	+15.4%
LOW	Sell	LOWES COS INC	$1,120,000	+21.3%	4,333	-4.7%	1.24%	+16.4%
AMAT	Sell	APPLIED MATLS INC	$1,074,000	+2.3%	6,825	-16.3%	1.19%	-2.0%
PEP	Sell	PEPSICO INC	$1,057,000	+9.1%	6,087	-5.5%	1.17%	+4.6%
AZO	Sell	AUTOZONE INC	$1,046,000	+6.4%	499	-13.8%	1.16%	+1.9%
XOM	Sell	EXXON MOBIL CORP	$1,039,000	-1.0%	16,980	-4.8%	1.15%	-5.0%
MCD	Sell	MCDONALDS CORP	$1,031,000	+5.6%	3,846	-4.9%	1.14%	+1.2%
IBM	Buy	INTERNATIONAL BUSINESS MACHS	$1,008,000	+3.1%	7,545	+7.2%	1.11%	-1.2%
MOH	Sell	MOLINA HEALTHCARE INC	$993,000	+11.7%	3,121	-4.7%	1.10%	+7.1%
MMM	Buy	3M CO	$981,000	+12.1%	5,520	+10.7%	1.08%	+7.4%
PM	Buy	PHILIP MORRIS INTL INC	$975,000	+11.9%	10,259	+11.6%	1.08%	+7.4%
AMGN	New	AMGEN INC	$969,000	–	4,306	–	1.07%	–
VZ	Buy	VERIZON COMMUNICATIONS INC	$962,000	-1.2%	18,517	+2.6%	1.06%	-5.3%
TGT	Sell	TARGET CORP	$948,000	-12.8%	4,098	-13.7%	1.05%	-16.4%
LMT	Buy	LOCKHEED MARTIN CORP	$943,000	+9.3%	2,654	+6.1%	1.04%	+4.7%
JNJ	Sell	JOHNSON & JOHNSON	$941,000	-2.9%	5,499	-8.3%	1.04%	-6.9%
TER	Sell	TERADYNE INC	$940,000	+42.6%	5,748	-4.8%	1.04%	+36.7%
FTNT	Sell	FORTINET INC	$932,000	+17.2%	2,594	-4.7%	1.03%	+12.3%
MCK	Sell	MCKESSON CORP	$927,000	+18.7%	3,730	-4.7%	1.02%	+13.8%
KR	Sell	KROGER CO	$903,000	+6.6%	19,946	-4.8%	1.00%	+2.1%
REGN	Sell	REGENERON PHARMACEUTICALS	$903,000	-0.6%	1,430	-4.7%	1.00%	-4.7%
INTC	Sell	INTEL CORP	$889,000	-8.0%	17,261	-4.8%	0.98%	-11.8%
MRK	Sell	MERCK & CO INC	$881,000	-12.9%	11,492	-14.7%	0.97%	-16.5%
KMB	Sell	KIMBERLY-CLARK CORP	$863,000	+2.9%	6,036	-4.7%	0.95%	-1.4%
C	Sell	CITIGROUP INC	$862,000	-18.1%	14,279	-4.8%	0.95%	-21.4%
KO	Sell	COCA COLA CO	$861,000	+3.0%	14,539	-8.8%	0.95%	-1.2%
IDXX	Sell	IDEXX LABS INC	$850,000	+0.8%	1,291	-4.7%	0.94%	-3.3%
UTHR	Sell	UNITED THERAPEUTICS CORP DEL	$848,000	+11.6%	3,924	-4.8%	0.94%	+7.0%
CRUS	Sell	CIRRUS LOGIC INC	$841,000	+6.5%	9,139	-4.8%	0.93%	+2.1%
ODFL	Sell	OLD DOMINION FREIGHT LINE IN	$824,000	+19.4%	2,299	-4.7%	0.91%	+14.4%
CSCO	Sell	CISCO SYS INC	$821,000	+10.9%	12,956	-4.8%	0.91%	+6.4%
UPS	Sell	UNITED PARCEL SERVICE INCcl b	$815,000	+12.1%	3,804	-4.8%	0.90%	+7.5%
SO	Sell	SOUTHERN CO	$812,000	+3.7%	11,835	-6.3%	0.90%	-0.6%
SRE	Buy	SEMPRA	$805,000	+78.5%	6,082	+70.7%	0.89%	+71.2%
AEP	Sell	AMERICAN ELEC PWR CO INC	$805,000	+1.6%	9,050	-7.2%	0.89%	-2.5%
DECK	Sell	DECKERS OUTDOOR CORP	$801,000	-3.1%	2,188	-4.7%	0.88%	-7.2%
ED	Sell	CONSOLIDATED EDISON INC	$799,000	-0.7%	9,359	-15.6%	0.88%	-4.8%
PRU	Sell	PRUDENTIAL FINL INC	$793,000	-8.2%	7,329	-10.8%	0.88%	-11.9%
CC	Sell	CHEMOURS CO	$791,000	+10.0%	23,556	-4.8%	0.87%	+5.4%
K	Sell	KELLOGG CO	$785,000	-2.4%	12,178	-3.2%	0.87%	-6.4%
VRTX	Buy	VERTEX PHARMACEUTICALS INC	$774,000	+41.8%	3,525	+17.1%	0.86%	+35.9%
PFG	Sell	PRINCIPAL FINANCIAL GROUP IN	$774,000	+9.3%	10,701	-2.7%	0.86%	+4.9%
ES	Sell	EVERSOURCE ENERGY	$768,000	+1.6%	8,441	-8.7%	0.85%	-2.6%
MAN	Sell	MANPOWERGROUP INC WIS	$761,000	-14.4%	7,818	-4.8%	0.84%	-18.0%
SJM	Sell	SMUCKER J M CO	$755,000	+5.4%	5,562	-6.7%	0.84%	+1.1%
LRCX	Sell	LAM RESEARCH CORP	$751,000	-14.1%	1,044	-32.0%	0.83%	-17.7%
RHI	Sell	ROBERT HALF INTL INC	$742,000	+5.8%	6,653	-4.8%	0.82%	+1.5%
NLOK	Sell	NORTONLIFELOCK INC	$736,000	-2.3%	28,337	-4.8%	0.81%	-6.2%
CFG	Sell	CITIZENS FINL GROUP INC	$728,000	-4.2%	15,413	-4.8%	0.80%	-8.1%
QCOM	Sell	QUALCOMM INC	$722,000	+35.0%	3,948	-4.8%	0.80%	+29.3%
FB	Sell	META PLATFORMS INCcl a	$711,000	-5.6%	2,115	-4.7%	0.79%	-9.4%
BNS	Sell	BANK NOVA SCOTIA B C	$708,000	+8.6%	10,000	-5.7%	0.78%	+4.1%
BIO	Sell	BIO RAD LABS INCcl a	$700,000	-3.6%	927	-4.7%	0.77%	-7.5%
DE	Sell	DEERE & CO	$681,000	-2.4%	1,985	-4.8%	0.75%	-6.5%
WEC	Sell	WEC ENERGY GROUP INC	$677,000	+2.7%	6,971	-6.7%	0.75%	-1.6%
CAT	New	CATERPILLAR INC	$663,000	–	3,206	–	0.73%	–
MTD	Sell	METTLER TOLEDO INTERNATIONAL	$660,000	+17.4%	389	-4.7%	0.73%	+12.7%
FCN	Sell	FTI CONSULTING INC	$658,000	+8.4%	4,292	-4.7%	0.73%	+3.9%
MET	Sell	METLIFE INC	$647,000	-3.6%	10,349	-4.8%	0.72%	-7.6%
XEL	Sell	XCEL ENERGY INC	$628,000	+4.0%	9,271	-4.1%	0.69%	-0.4%
PHM	Sell	PULTE GROUP INC	$624,000	+18.6%	10,910	-4.8%	0.69%	+13.7%
BBY	Sell	BEST BUY INC	$610,000	-8.5%	6,008	-4.8%	0.67%	-12.4%
RF	Sell	REGIONS FINANCIAL CORP NEW	$608,000	-2.6%	27,892	-4.8%	0.67%	-6.7%
CHKP	Sell	CHECK POINT SOFTWARE TECH LTord	$598,000	-1.8%	5,133	-4.8%	0.66%	-5.8%
EVRG	Sell	EVERGY INC	$595,000	+3.1%	8,674	-6.5%	0.66%	-1.1%
IP	Sell	INTERNATIONAL PAPER CO	$582,000	-19.9%	12,387	-4.8%	0.64%	-23.3%
ATVI	Sell	ACTIVISION BLIZZARD INC	$547,000	-18.1%	8,218	-4.8%	0.60%	-21.4%
WFC	New	WELLS FARGO CO NEW	$546,000	–	11,374	–	0.60%	–
EA	Sell	ELECTRONIC ARTS INC	$538,000	-11.7%	4,079	-4.7%	0.60%	-15.2%
YELP	Sell	YELP INCcl a	$529,000	-7.4%	14,593	-4.8%	0.58%	-11.2%
ALLY	Sell	ALLY FINL INC	$523,000	-11.2%	10,990	-4.8%	0.58%	-14.9%
LOGI	Sell	LOGITECH INTL S A	$518,000	-9.8%	6,140	-4.7%	0.57%	-13.4%
QRVO	Sell	QORVO INC	$517,000	-10.9%	3,307	-4.8%	0.57%	-14.6%
MAS	Sell	MASCO CORP	$503,000	+20.3%	7,165	-4.8%	0.56%	+15.4%
SYF	Sell	SYNCHRONY FINANCIAL	$503,000	-9.5%	10,838	-4.8%	0.56%	-13.3%
WPC	Sell	WP CAREY INC	$490,000	+10.6%	5,971	-1.6%	0.54%	+6.1%
OGE	Sell	OGE ENERGY CORP	$485,000	+12.0%	12,639	-3.8%	0.54%	+7.4%
GS	Sell	GOLDMAN SACHS GROUP INC	$467,000	-3.5%	1,220	-4.7%	0.52%	-7.5%
HRL	Sell	HORMEL FOODS CORP	$446,000	+2.3%	9,132	-14.1%	0.49%	-2.0%
RE	Sell	EVEREST RE GROUP LTD	$431,000	+3.9%	1,575	-4.7%	0.48%	-0.6%
HIG	Sell	HARTFORD FINL SVCS GROUP INC	$415,000	-6.5%	6,014	-4.8%	0.46%	-10.4%
MRNA	New	MODERNA INC	$415,000	–	1,633	–	0.46%	–
EL	Sell	LAUDER ESTEE COS INCcl a	$410,000	-37.2%	1,107	-49.2%	0.45%	-39.8%
MTG	Sell	MGIC INVT CORP WIS	$396,000	-8.1%	27,451	-4.8%	0.44%	-11.9%
MFC	Sell	MANULIFE FINL CORP	$386,000	-5.9%	20,249	-5.2%	0.43%	-9.7%
PPL	Sell	PPL CORP	$384,000	+2.7%	12,787	-4.8%	0.42%	-1.6%
ROST	Sell	ROSS STORES INC	$357,000	0.0%	3,121	-4.7%	0.40%	-4.1%
XRX	Sell	XEROX HOLDINGS CORP	$354,000	+6.9%	15,642	-4.8%	0.39%	+2.4%
FNF	Sell	FIDELITY NATIONAL FINANCIAL	$332,000	+9.6%	6,357	-4.8%	0.37%	+5.2%
CMS	New	CMS ENERGY CORP	$321,000	–	4,932	–	0.36%	–
STAG	Sell	STAG INDL INC	$319,000	+16.8%	6,648	-4.3%	0.35%	+12.1%
TSLA	Sell	TESLA INC	$318,000	+30.3%	301	-4.4%	0.35%	+25.3%
TDC	Sell	TERADATA CORP DEL	$314,000	-29.6%	7,400	-4.8%	0.35%	-32.5%
NNN	Sell	NATIONAL RETAIL PROPERTIES I	$313,000	+7.9%	6,504	-3.0%	0.35%	+3.6%
KGC	Sell	KINROSS GOLD CORP	$307,000	+3.0%	52,900	-4.9%	0.34%	-1.5%
ZM	Sell	ZOOM VIDEO COMMUNICATIONS INcl a	$305,000	-32.8%	1,656	-4.7%	0.34%	-35.7%
INGR	Sell	INGREDION INC	$281,000	+3.7%	2,904	-4.8%	0.31%	-0.6%
HLF	Sell	HERBALIFE NUTRITION LTD	$280,000	-8.2%	6,850	-4.8%	0.31%	-11.9%
PNW	New	PINNACLE WEST CAP CORP	$271,000	–	3,835	–	0.30%	–
ORI	Sell	OLD REP INTL CORP	$260,000	+4.4%	10,563	-1.9%	0.29%	0.0%
UNM	Sell	UNUM GROUP	$246,000	-6.5%	10,003	-4.8%	0.27%	-10.2%
SWX	New	SOUTHWEST GAS HLDGS INC	$201,000	–	2,871	–	0.22%	–
FLO	New	FLOWERS FOODS INC	$200,000	–	7,287	–	0.22%	–
PEG	Exit	PUBLIC SVC ENTERPRISE GRP IN	$0	–	-4,961	–	-0.35%	–
COR	Exit	CORESITE RLTY CORP	$0	–	-2,922	–	-0.47%	–
CLX	Exit	CLOROX CO DEL	$0	–	-3,167	–	-0.60%	–
TTWO	Exit	TAKE-TWO INTERACTIVE SOFTWAR	$0	–	-3,762	–	-0.67%	–
SGEN	Exit	SEAGEN INC	$0	–	-4,225	–	-0.83%	–
CMA	Exit	COMERICA INC	$0	–	-11,018	–	-1.02%	–
ICLR	Exit	ICON PLC	$0	–	-3,483	–	-1.05%	–

Q3 2021

			Value		Shares		↓ Weighting
AAPL	Sell	APPLE INC	$4,048,000	-4.6%	28,609	-7.6%	4.67%	+0.6%
MSFT	Sell	MICROSOFT CORP	$1,949,000	-3.8%	6,912	-7.6%	2.25%	+1.4%
GOOG	Sell	ALPHABET INCcap stk cl c	$1,815,000	-1.7%	681	-7.6%	2.09%	+3.6%
PFE	Buy	PFIZER INC	$1,657,000	+77.6%	38,520	+61.6%	1.91%	+87.2%
AMZN	Sell	AMAZON COM INC	$1,465,000	-19.8%	446	-16.0%	1.69%	-15.5%
PG	Sell	PROCTER AND GAMBLE CO	$1,377,000	+3.4%	9,849	-0.2%	1.59%	+9.0%
GOOGL	Sell	ALPHABET INCcap stk cl a	$1,305,000	+1.2%	488	-7.6%	1.50%	+6.7%
TGT	Sell	TARGET CORP	$1,087,000	-12.6%	4,751	-7.6%	1.25%	-7.8%
C	Sell	CITIGROUP INC	$1,052,000	-8.4%	14,993	-7.6%	1.21%	-3.4%
AMAT	Sell	APPLIED MATLS INC	$1,050,000	-16.5%	8,156	-7.6%	1.21%	-11.9%
XOM	Sell	EXXON MOBIL CORP	$1,049,000	-13.8%	17,829	-7.6%	1.21%	-9.1%
MRK	Buy	MERCK & CO INC	$1,012,000	+1.8%	13,476	+5.5%	1.17%	+7.4%
COST	Sell	COSTCO WHSL CORP NEW	$998,000	+4.9%	2,220	-7.7%	1.15%	+10.7%
AZO	Sell	AUTOZONE INC	$983,000	+5.2%	579	-7.5%	1.13%	+11.0%
IBM	Buy	INTERNATIONAL BUSINESS MACHS	$978,000	+2.1%	7,037	+7.6%	1.13%	+7.6%
VZ	Buy	VERIZON COMMUNICATIONS INC	$974,000	+3.5%	18,040	+7.4%	1.12%	+9.1%
JNJ	Buy	JOHNSON & JOHNSON	$969,000	+3.2%	5,999	+5.3%	1.12%	+8.8%
INTC	Buy	INTEL CORP	$966,000	+31.8%	18,124	+38.9%	1.11%	+38.9%
LOW	Sell	LOWES COS INC	$923,000	-3.4%	4,549	-7.6%	1.06%	+1.8%
ICLR	Sell	ICON PLC	$913,000	+17.1%	3,483	-7.6%	1.05%	+23.4%
REGN	Sell	REGENERON PHARMACEUTICALS	$908,000	0.0%	1,501	-7.6%	1.05%	+5.4%
MOH	Sell	MOLINA HEALTHCARE INC	$889,000	-1.0%	3,276	-7.6%	1.02%	+4.4%
MAN	Sell	MANPOWERGROUP INC WIS	$889,000	-15.9%	8,208	-7.6%	1.02%	-11.3%
CMA	Buy	COMERICA INC	$887,000	+24.1%	11,018	+10.0%	1.02%	+30.8%
MMM	Buy	3M CO	$875,000	-4.0%	4,986	+8.7%	1.01%	+1.2%
LRCX	Sell	LAM RESEARCH CORP	$874,000	-19.2%	1,536	-7.6%	1.01%	-14.9%
PM	Sell	PHILIP MORRIS INTL INC	$871,000	-8.6%	9,191	-4.4%	1.00%	-3.6%
PRU	Buy	PRUDENTIAL FINL INC	$864,000	+13.1%	8,216	+10.2%	1.00%	+19.1%
LMT	Buy	LOCKHEED MARTIN CORP	$863,000	-5.0%	2,501	+4.2%	1.00%	+0.2%
KR	Sell	KROGER CO	$847,000	-2.5%	20,943	-7.6%	0.98%	+2.7%
IDXX	Sell	IDEXX LABS INC	$843,000	-25.0%	1,355	-23.9%	0.97%	-21.0%
KMB	Buy	KIMBERLY-CLARK CORP	$839,000	+4.0%	6,336	+5.0%	0.97%	+9.6%
KO	Buy	COCA COLA CO	$836,000	-1.9%	15,939	+1.3%	0.96%	+3.4%
DECK	Sell	DECKERS OUTDOOR CORP	$827,000	-22.1%	2,297	-16.9%	0.95%	-17.9%
ED	Buy	CONSOLIDATED EDISON INC	$805,000	+12.4%	11,093	+11.1%	0.93%	+18.5%
K	Buy	KELLOGG CO	$804,000	+6.1%	12,578	+6.8%	0.93%	+11.8%
FTNT	Sell	FORTINET INC	$795,000	-19.0%	2,723	-33.9%	0.92%	-14.6%
AEP	Buy	AMERICAN ELEC PWR CO INC	$792,000	+2.3%	9,750	+6.6%	0.91%	+7.8%
CRUS	Sell	CIRRUS LOGIC INC	$790,000	-10.6%	9,595	-7.6%	0.91%	-5.8%
SO	Buy	SOUTHERN CO	$783,000	+5.4%	12,635	+2.9%	0.90%	+11.1%
MCK	Sell	MCKESSON CORP	$781,000	-3.7%	3,916	-7.6%	0.90%	+1.6%
CFG	Sell	CITIZENS FINL GROUP INC	$760,000	-5.5%	16,184	-7.6%	0.88%	-0.5%
UTHR	Buy	UNITED THERAPEUTICS CORP DEL	$760,000	+46.7%	4,120	+42.6%	0.88%	+54.5%
ES	Buy	EVERSOURCE ENERGY	$756,000	+9.9%	9,241	+7.8%	0.87%	+15.8%
FB	Sell	FACEBOOK INCcl a	$753,000	-9.9%	2,220	-7.7%	0.87%	-5.1%
NLOK	New	NORTONLIFELOCK INC	$753,000	–	29,753	–	0.87%	–
CME	Buy	CME GROUP INC	$745,000	-4.1%	3,854	+5.5%	0.86%	+1.1%
DLR	Buy	DIGITAL RLTY TR INC	$743,000	-2.1%	5,146	+2.0%	0.86%	+3.3%
O	Buy	REALTY INCOME CORP	$741,000	-1.1%	11,429	+1.8%	0.86%	+4.4%
CSCO	Sell	CISCO SYS INC	$740,000	-5.2%	13,604	-7.6%	0.85%	-0.1%
IP	Buy	INTERNATIONAL PAPER CO	$727,000	+25.8%	13,006	+38.0%	0.84%	+32.6%
UPS	Sell	UNITED PARCEL SERVICE INCcl b	$727,000	-19.1%	3,994	-7.6%	0.84%	-14.8%
BIO	Sell	BIO RAD LABS INCcl a	$726,000	+7.1%	973	-7.5%	0.84%	+12.8%
CC	Sell	CHEMOURS CO	$719,000	-22.9%	24,734	-7.6%	0.83%	-18.7%
SGEN	Sell	SEAGEN INC	$717,000	-0.7%	4,225	-7.6%	0.83%	+4.7%
SJM	Buy	SMUCKER J M CO	$716,000	-2.5%	5,962	+5.3%	0.83%	+2.9%
PFG	Buy	PRINCIPAL FINANCIAL GROUP IN	$708,000	+7.8%	11,001	+5.8%	0.82%	+13.5%
RHI	Sell	ROBERT HALF INTL INC	$701,000	+4.2%	6,985	-7.6%	0.81%	+9.8%
WBA	New	WALGREENS BOOTS ALLIANCE INC	$700,000	–	14,887	–	0.81%	–
DE	New	DEERE & CO	$698,000	–	2,084	–	0.80%	–
ODFL	Sell	OLD DOMINION FREIGHT LINE IN	$690,000	+4.1%	2,413	-7.7%	0.80%	+9.8%
MET	Sell	METLIFE INC	$671,000	-4.7%	10,867	-7.6%	0.77%	+0.5%
ATVI	Sell	ACTIVISION BLIZZARD INC	$668,000	-25.1%	8,629	-7.6%	0.77%	-21.1%
BBY	Sell	BEST BUY INC	$667,000	-15.0%	6,308	-7.6%	0.77%	-10.5%
WEC	Buy	WEC ENERGY GROUP INC	$659,000	+0.5%	7,471	+1.4%	0.76%	+5.8%
TER	Sell	TERADYNE INC	$659,000	-24.7%	6,035	-7.6%	0.76%	-20.6%
EL	Sell	LAUDER ESTEE COS INCcl a	$653,000	-12.9%	2,178	-7.6%	0.75%	-8.2%
BNS	Sell	BANK NOVA SCOTIA B C	$652,000	-12.8%	10,600	-7.8%	0.75%	-8.1%
RF	Sell	REGIONS FINANCIAL CORP NEW	$624,000	-2.5%	29,286	-7.6%	0.72%	+2.9%
EA	Sell	ELECTRONIC ARTS INC	$609,000	-8.7%	4,282	-7.6%	0.70%	-3.8%
CHKP	Sell	CHECK POINT SOFTWARE TECH LTord	$609,000	-10.2%	5,389	-7.6%	0.70%	-5.4%
FCN	Sell	FTI CONSULTING INC	$607,000	-8.9%	4,506	-7.6%	0.70%	-4.0%
XEL	Buy	XCEL ENERGY INC	$604,000	-2.1%	9,671	+3.2%	0.70%	+3.3%
ALLY	Buy	ALLY FINL INC	$589,000	+14.6%	11,540	+12.0%	0.68%	+20.8%
TTWO	Sell	TAKE-TWO INTERACTIVE SOFTWAR	$580,000	-19.6%	3,762	-7.6%	0.67%	-15.2%
QRVO	Sell	QORVO INC	$580,000	-21.1%	3,472	-7.6%	0.67%	-16.8%
LOGI	Sell	LOGITECH INTL S A	$574,000	-32.3%	6,446	-7.6%	0.66%	-28.7%
YELP	Sell	YELP INCcl a	$571,000	-13.9%	15,323	-7.6%	0.66%	-9.1%
MTD	Buy	METTLER TOLEDO INTERNATIONAL	$562,000	+22.4%	408	+23.3%	0.65%	+29.1%
SYF	Sell	SYNCHRONY FINANCIAL	$556,000	-45.7%	11,380	-46.1%	0.64%	-42.8%
VRTX	Sell	VERTEX PHARMACEUTICALS INC	$546,000	-16.9%	3,009	-7.6%	0.63%	-12.4%
QCOM	New	QUALCOMM INC	$535,000	–	4,145	–	0.62%	–
PHM	Sell	PULTE GROUP INC	$526,000	-22.3%	11,456	-7.6%	0.61%	-18.1%
CLX	Buy	CLOROX CO DEL	$524,000	-1.9%	3,167	+6.7%	0.60%	+3.4%
FRT	Buy	FEDERAL RLTY INVT TRsh ben int new	$523,000	+5.4%	4,429	+4.7%	0.60%	+11.0%
GS	New	GOLDMAN SACHS GROUP INC	$484,000	–	1,280	–	0.56%	–
ZM	Buy	ZOOM VIDEO COMMUNICATIONS INcl a	$454,000	-28.7%	1,738	+5.6%	0.52%	-24.8%
SRE	Buy	SEMPRA	$451,000	+1.3%	3,562	+5.9%	0.52%	+6.8%
TDC	New	TERADATA CORP DEL	$446,000	–	7,770	–	0.51%	–
HIG	Sell	HARTFORD FINL SVCS GROUP INC	$444,000	+4.7%	6,314	-7.6%	0.51%	+10.3%
HRL	New	HORMEL FOODS CORP	$436,000	–	10,632	–	0.50%	–
OGE	Buy	OGE ENERGY CORP	$433,000	+9.1%	13,139	+11.3%	0.50%	+15.0%
MTG	Sell	MGIC INVT CORP WIS	$431,000	+1.7%	28,823	-7.6%	0.50%	+7.1%
MAS	Sell	MASCO CORP	$418,000	-12.9%	7,523	-7.6%	0.48%	-8.2%
RE	Sell	EVEREST RE GROUP LTD	$415,000	-8.0%	1,653	-7.7%	0.48%	-2.8%
MFC	Sell	MANULIFE FINL CORP	$410,000	-10.1%	21,349	-7.8%	0.47%	-5.2%
COR	Buy	CORESITE RLTY CORP	$405,000	+41.6%	2,922	+37.7%	0.47%	+49.2%
PPL	Sell	PPL CORP	$374,000	-8.1%	13,426	-7.6%	0.43%	-3.1%
ROST	Sell	ROSS STORES INC	$357,000	-18.9%	3,276	-7.6%	0.41%	-14.3%
XRX	Sell	XEROX HOLDINGS CORP	$331,000	-20.8%	16,424	-7.6%	0.38%	-16.4%
HLF	Sell	HERBALIFE NUTRITION LTD	$305,000	-25.8%	7,193	-7.6%	0.35%	-21.8%
FNF	Sell	FIDELITY NATIONAL FINANCIAL	$303,000	-3.5%	6,675	-7.6%	0.35%	+1.7%
PEG	New	PUBLIC SVC ENTERPRISE GRP IN	$302,000	–	4,961	–	0.35%	–
KGC	Sell	KINROSS GOLD CORP	$298,000	-22.0%	55,600	-7.6%	0.34%	-17.7%
LEG	Buy	LEGGETT & PLATT INC	$290,000	-2.7%	6,460	+12.2%	0.33%	+2.5%
INGR	Sell	INGREDION INC	$271,000	-9.4%	3,049	-7.6%	0.31%	-4.3%
UNM	Sell	UNUM GROUP	$263,000	-18.6%	10,503	-7.6%	0.30%	-14.2%
ORI	Buy	OLD REP INTL CORP	$249,000	+1.2%	10,763	+9.1%	0.29%	+6.7%
TSLA	Sell	TESLA INC	$244,000	+5.2%	315	-7.6%	0.28%	+10.6%
STT	Exit	STATE STR CORP	$0	–	-5,547	–	-0.50%	–
HUM	Exit	HUMANA INC	$0	–	-1,451	–	-0.70%	–
HCA	Exit	HCA HEALTHCARE INC	$0	–	-3,242	–	-0.73%	–
KEY	Exit	KEYCORP	$0	–	-33,030	–	-0.75%	–
CTXS	Exit	CITRIX SYS INC	$0	–	-5,997	–	-0.77%	–
DTE	Exit	DTE ENERGY CO	$0	–	-5,570	–	-0.79%	–
ANTM	Exit	ANTHEM INC	$0	–	-2,067	–	-0.86%	–
BAC	Exit	BK OF AMERICA CORP	$0	–	-19,324	–	-0.87%	–

Q2 2021

			Value		Shares		↓ Weighting
AAPL	New	APPLE INC	$4,242,000	–	30,970	–	4.64%	–
MSFT	New	MICROSOFT CORP	$2,027,000	–	7,483	–	2.22%	–
GOOG	New	ALPHABET INCcap stk cl c	$1,847,000	–	737	–	2.02%	–
AMZN	New	AMAZON COM INC	$1,827,000	–	531	–	2.00%	–
PG	New	PROCTER AND GAMBLE CO	$1,332,000	–	9,873	–	1.46%	–
GOOGL	New	ALPHABET INCcap stk cl a	$1,289,000	–	528	–	1.41%	–
AMAT	New	APPLIED MATLS INC	$1,257,000	–	8,829	–	1.38%	–
TGT	New	TARGET CORP	$1,243,000	–	5,143	–	1.36%	–
XOM	New	EXXON MOBIL CORP	$1,217,000	–	19,300	–	1.33%	–
C	New	CITIGROUP INC	$1,148,000	–	16,231	–	1.26%	–
IDXX	New	IDEXX LABS INC	$1,124,000	–	1,780	–	1.23%	–
LRCX	New	LAM RESEARCH CORP	$1,082,000	–	1,663	–	1.18%	–
DECK	New	DECKERS OUTDOOR CORP	$1,062,000	–	2,764	–	1.16%	–
MAN	New	MANPOWERGROUP INC WIS	$1,057,000	–	8,886	–	1.16%	–
SYF	New	SYNCHRONY FINANCIAL	$1,024,000	–	21,100	–	1.12%	–
MRK	New	MERCK & CO INC	$994,000	–	12,776	–	1.09%	–
FTNT	New	FORTINET INC	$982,000	–	4,122	–	1.07%	–
IBM	New	INTERNATIONAL BUSINESS MACHS	$958,000	–	6,537	–	1.05%	–
LOW	New	LOWES COS INC	$955,000	–	4,925	–	1.04%	–
PEP	New	PEPSICO INC	$954,000	–	6,440	–	1.04%	–
PM	New	PHILIP MORRIS INTL INC	$953,000	–	9,611	–	1.04%	–
COST	New	COSTCO WHSL CORP NEW	$951,000	–	2,404	–	1.04%	–
VZ	New	VERIZON COMMUNICATIONS INC	$941,000	–	16,790	–	1.03%	–
JNJ	New	JOHNSON & JOHNSON	$939,000	–	5,699	–	1.03%	–
MCD	New	MCDONALDS CORP	$935,000	–	4,046	–	1.02%	–
AZO	New	AUTOZONE INC	$934,000	–	626	–	1.02%	–
PFE	New	PFIZER INC	$933,000	–	23,830	–	1.02%	–
CC	New	CHEMOURS CO	$932,000	–	26,775	–	1.02%	–
MMM	New	3M CO	$911,000	–	4,586	–	1.00%	–
LMT	New	LOCKHEED MARTIN CORP	$908,000	–	2,401	–	0.99%	–
REGN	New	REGENERON PHARMACEUTICALS	$908,000	–	1,625	–	0.99%	–
UPS	New	UNITED PARCEL SERVICE INCcl b	$899,000	–	4,324	–	0.98%	–
MOH	New	MOLINA HEALTHCARE INC	$898,000	–	3,547	–	0.98%	–
ATVI	New	ACTIVISION BLIZZARD INC	$892,000	–	9,342	–	0.98%	–
CRUS	New	CIRRUS LOGIC INC	$884,000	–	10,387	–	0.97%	–
TER	New	TERADYNE INC	$875,000	–	6,534	–	0.96%	–
KR	New	KROGER CO	$869,000	–	22,671	–	0.95%	–
KO	New	COCA COLA CO	$852,000	–	15,739	–	0.93%	–
LOGI	New	LOGITECH INTL S A	$848,000	–	6,978	–	0.93%	–
FB	New	FACEBOOK INCcl a	$836,000	–	2,404	–	0.92%	–
MCK	New	MCKESSON CORP	$811,000	–	4,240	–	0.89%	–
KMB	New	KIMBERLY-CLARK CORP	$807,000	–	6,036	–	0.88%	–
CFG	New	CITIZENS FINL GROUP INC	$804,000	–	17,520	–	0.88%	–
BAC	New	BK OF AMERICA CORP	$797,000	–	19,324	–	0.87%	–
ANTM	New	ANTHEM INC	$789,000	–	2,067	–	0.86%	–
BBY	New	BEST BUY INC	$785,000	–	6,829	–	0.86%	–
CSCO	New	CISCO SYS INC	$781,000	–	14,727	–	0.85%	–
ICLR	New	ICON PLC	$780,000	–	3,771	–	0.85%	–
CME	New	CME GROUP INC	$777,000	–	3,654	–	0.85%	–
AEP	New	AMERICAN ELEC PWR CO INC	$774,000	–	9,150	–	0.85%	–
PRU	New	PRUDENTIAL FINL INC	$764,000	–	7,456	–	0.84%	–
DLR	New	DIGITAL RLTY TR INC	$759,000	–	5,046	–	0.83%	–
K	New	KELLOGG CO	$758,000	–	11,778	–	0.83%	–
EL	New	LAUDER ESTEE COS INCcl a	$750,000	–	2,358	–	0.82%	–
O	New	REALTY INCOME CORP	$749,000	–	11,229	–	0.82%	–
BNS	New	BANK NOVA SCOTIA B C	$748,000	–	11,500	–	0.82%	–
SO	New	SOUTHERN CO	$743,000	–	12,275	–	0.81%	–
QRVO	New	QORVO INC	$735,000	–	3,759	–	0.80%	–
SJM	New	SMUCKER J M CO	$734,000	–	5,662	–	0.80%	–
INTC	New	INTEL CORP	$733,000	–	13,052	–	0.80%	–
SGEN	New	SEAGEN INC	$722,000	–	4,574	–	0.79%	–
DTE	New	DTE ENERGY CO	$722,000	–	5,570	–	0.79%	–
TTWO	New	TAKE-TWO INTERACTIVE SOFTWAR	$721,000	–	4,073	–	0.79%	–
ED	New	CONSOLIDATED EDISON INC	$716,000	–	9,981	–	0.78%	–
CMA	New	COMERICA INC	$715,000	–	10,018	–	0.78%	–
MET	New	METLIFE INC	$704,000	–	11,764	–	0.77%	–
CTXS	New	CITRIX SYS INC	$703,000	–	5,997	–	0.77%	–
ES	New	EVERSOURCE ENERGY	$688,000	–	8,576	–	0.75%	–
KEY	New	KEYCORP	$682,000	–	33,030	–	0.75%	–
BIO	New	BIO RAD LABS INCcl a	$678,000	–	1,052	–	0.74%	–
CHKP	New	CHECK POINT SOFTWARE TECH LTord	$678,000	–	5,834	–	0.74%	–
PHM	New	PULTE GROUP INC	$677,000	–	12,402	–	0.74%	–
RHI	New	ROBERT HALF INTL INC	$673,000	–	7,562	–	0.74%	–
HCA	New	HCA HEALTHCARE INC	$670,000	–	3,242	–	0.73%	–
EA	New	ELECTRONIC ARTS INC	$667,000	–	4,636	–	0.73%	–
FCN	New	FTI CONSULTING INC	$666,000	–	4,878	–	0.73%	–
YELP	New	YELP INCcl a	$663,000	–	16,588	–	0.72%	–
ODFL	New	OLD DOMINION FREIGHT LINE IN	$663,000	–	2,613	–	0.72%	–
VRTX	New	VERTEX PHARMACEUTICALS INC	$657,000	–	3,258	–	0.72%	–
PFG	New	PRINCIPAL FINANCIAL GROUP IN	$657,000	–	10,401	–	0.72%	–
WEC	New	WEC ENERGY GROUP INC	$656,000	–	7,371	–	0.72%	–
HUM	New	HUMANA INC	$642,000	–	1,451	–	0.70%	–
RF	New	REGIONS FINANCIAL CORP NEW	$640,000	–	31,703	–	0.70%	–
ZM	New	ZOOM VIDEO COMMUNICATIONS INcl a	$637,000	–	1,646	–	0.70%	–
XEL	New	XCEL ENERGY INC	$617,000	–	9,371	–	0.68%	–
IP	New	INTERNATIONAL PAPER CO	$578,000	–	9,426	–	0.63%	–
ESS	New	ESSEX PPTY TR INC	$569,000	–	1,897	–	0.62%	–
EVRG	New	EVERGY INC	$560,000	–	9,274	–	0.61%	–
CLX	New	CLOROX CO DEL	$534,000	–	2,967	–	0.58%	–
UTHR	New	UNITED THERAPEUTICS CORP DEL	$518,000	–	2,890	–	0.57%	–
ALLY	New	ALLY FINL INC	$514,000	–	10,307	–	0.56%	–
FRT	New	FEDERAL RLTY INVT TRsh ben int new	$496,000	–	4,229	–	0.54%	–
MAS	New	MASCO CORP	$480,000	–	8,144	–	0.52%	–
MTD	New	METTLER TOLEDO INTERNATIONAL	$459,000	–	331	–	0.50%	–
STT	New	STATE STR CORP	$456,000	–	5,547	–	0.50%	–
MFC	New	MANULIFE FINL CORP	$456,000	–	23,149	–	0.50%	–
WPC	New	WP CAREY INC	$453,000	–	6,071	–	0.50%	–
RE	New	EVEREST RE GROUP LTD	$451,000	–	1,790	–	0.49%	–
SRE	New	SEMPRA ENERGY	$445,000	–	3,362	–	0.49%	–
ROST	New	ROSS STORES INC	$440,000	–	3,547	–	0.48%	–
HIG	New	HARTFORD FINL SVCS GROUP INC	$424,000	–	6,835	–	0.46%	–
MTG	New	MGIC INVT CORP WIS	$424,000	–	31,202	–	0.46%	–
XRX	New	XEROX HOLDINGS CORP	$418,000	–	17,780	–	0.46%	–
HLF	New	HERBALIFE NUTRITION LTD	$411,000	–	7,787	–	0.45%	–
PPL	New	PPL CORP	$407,000	–	14,534	–	0.44%	–
OGE	New	OGE ENERGY CORP	$397,000	–	11,809	–	0.43%	–
KGC	New	KINROSS GOLD CORP	$382,000	–	60,200	–	0.42%	–
UNM	New	UNUM GROUP	$323,000	–	11,370	–	0.35%	–
FNF	New	FIDELITY NATIONAL FINANCIAL	$314,000	–	7,226	–	0.34%	–
NNN	New	NATIONAL RETAIL PROPERTIES I	$314,000	–	6,704	–	0.34%	–
INGR	New	INGREDION INC	$299,000	–	3,301	–	0.33%	–
LEG	New	LEGGETT & PLATT INC	$298,000	–	5,760	–	0.33%	–
COR	New	CORESITE RLTY CORP	$286,000	–	2,122	–	0.31%	–
MAA	New	MID-AMER APT CMNTYS INC	$281,000	–	1,669	–	0.31%	–
CUBE	New	CUBESMART	$279,000	–	6,014	–	0.30%	–
STAG	New	STAG INDL INC	$260,000	–	6,948	–	0.28%	–
ORI	New	OLD REP INTL CORP	$246,000	–	9,863	–	0.27%	–
TSLA	New	TESLA INC	$232,000	–	341	–	0.25%	–

Q3 2020

			Value		Shares		↓ Weighting
WASH	Exit	WASHINGTON TR BANCORP	$0	–	-532	–	-0.02%	–
POR	Exit	PORTLAND GEN ELEC CO	$0	–	-544	–	-0.02%	–
SBSI	Exit	SOUTHSIDE BANCSHARES INC	$0	–	-1,257	–	-0.04%	–
WSBC	Exit	WESBANCO INC	$0	–	-1,879	–	-0.04%	–
UVV	Exit	UNIVERSAL CORP VA	$0	–	-1,240	–	-0.06%	–
SR	Exit	SPIRE INC	$0	–	-1,425	–	-0.10%	–
SAVE	Exit	SPIRIT AIRLS INC	$0	–	-6,159	–	-0.12%	–
LAZ	Exit	LAZARD LTD	$0	–	-4,799	–	-0.15%	–
DTE	Exit	DTE ENERGY CO	$0	–	-1,434	–	-0.17%	–
OZK	Exit	BANK OZK	$0	–	-7,027	–	-0.18%	–
NWE	Exit	NORTHWESTERN CORP	$0	–	-3,105	–	-0.19%	–
NHI	Exit	NATIONAL HEALTH INVS INC	$0	–	-2,784	–	-0.19%	–
CUBE	Exit	CUBESMART	$0	–	-7,937	–	-0.24%	–
ZM	Exit	ZOOM VIDEO COMMUNICATIONS INcl a	$0	–	-855	–	-0.24%	–
CMS	Exit	CMS ENERGY CORP	$0	–	-3,730	–	-0.24%	–
LDOS	Exit	LEIDOS HOLDINGS INC	$0	–	-2,866	–	-0.30%	–
PHM	Exit	PULTE GROUP INC	$0	–	-8,809	–	-0.33%	–
LEG	Exit	LEGGETT & PLATT INC	$0	–	-8,609	–	-0.33%	–
PSX	Exit	PHILLIPS 66	$0	–	-4,224	–	-0.33%	–
MSM	Exit	MSC INDL DIRECT INCcl a	$0	–	-4,306	–	-0.34%	–
FNF	Exit	FIDELITY NATIONAL FINANCIAL	$0	–	-10,250	–	-0.35%	–
AUY	Exit	YAMANA GOLD INC	$0	–	-59,700	–	-0.36%	–
FRT	Exit	FEDERAL REALTY INVT TRsh ben int new	$0	–	-3,897	–	-0.37%	–
PBCT	Exit	PEOPLES UNITED FINANCIAL INC	$0	–	-28,862	–	-0.37%	–
CHKP	Exit	CHECK POINT SOFTWARE TECH LTord	$0	–	-3,225	–	-0.38%	–
MAS	Exit	MASCO CORP	$0	–	-7,353	–	-0.41%	–
TXT	Exit	TEXTRON INC	$0	–	-11,251	–	-0.41%	–
FITB	Exit	FIFTH THIRD BANCORP	$0	–	-19,633	–	-0.42%	–
CSX	Exit	CSX CORP	$0	–	-5,546	–	-0.42%	–
INGR	Exit	INGREDION INC	$0	–	-4,683	–	-0.43%	–
XRX	Exit	XEROX HOLDINGS CORP	$0	–	-26,299	–	-0.44%	–
MTCH	Exit	MATCH GROUP INC	$0	–	-3,870	–	-0.46%	–
NNN	Exit	NATIONAL RETAIL PROPERTIES I	$0	–	-11,773	–	-0.46%	–
WST	Exit	WEST PHARMACEUTICAL SVSC INC	$0	–	-1,842	–	-0.46%	–
VRTX	Exit	VERTEX PHARMACEUTICALS INC	$0	–	-1,465	–	-0.47%	–
QSR	Exit	RESTAURANT BRANDS INTL INC	$0	–	-8,000	–	-0.48%	–
MAN	Exit	MANPOWERGROUP INC	$0	–	-6,450	–	-0.49%	–
CAT	Exit	CATERPILLAR INC DEL	$0	–	-3,535	–	-0.49%	–
MFC	Exit	MANULIFE FINL CORP	$0	–	-33,149	–	-0.50%	–
ATVI	Exit	ACTIVISION BLIZZARD INC	$0	–	-6,065	–	-0.51%	–
HFC	Exit	HOLLYFRONTIER CORP	$0	–	-15,818	–	-0.51%	–
BIIB	Exit	BIOGEN INC	$0	–	-1,768	–	-0.52%	–
VLO	Exit	VALERO ENERGY CORP	$0	–	-8,306	–	-0.54%	–
WPC	Exit	WP CAREY INC	$0	–	-7,238	–	-0.54%	–
HLF	Exit	HERBALIFE NUTRITION LTD	$0	–	-11,045	–	-0.55%	–
PG	Exit	PROCTER AND GAMBLE CO	$0	–	-4,155	–	-0.55%	–
STT	Exit	STATE STR CORP	$0	–	-7,864	–	-0.55%	–
GPC	Exit	GENUINE PARTS CO	$0	–	-5,845	–	-0.56%	–
FCN	Exit	FTI CONSULTING INC	$0	–	-4,459	–	-0.56%	–
EIX	Exit	EDISON INTL	$0	–	-9,515	–	-0.57%	–
PFG	Exit	PRINCIPAL FINANCIAL GROUP IN	$0	–	-12,707	–	-0.58%	–
DG	Exit	DOLLAR GEN CORP NEW	$0	–	-2,861	–	-0.60%	–
YELP	Exit	YELP INCcl a	$0	–	-23,565	–	-0.60%	–
MTG	Exit	MGIC INVT CORP WIS	$0	–	-66,719	–	-0.60%	–
STLD	Exit	STEEL DYNAMICS INC	$0	–	-21,151	–	-0.61%	–
ESNT	Exit	ESSENT GROUP LTD	$0	–	-15,287	–	-0.61%	–
NOC	Exit	NORTHROP GRUMMAN CORP	$0	–	-1,808	–	-0.61%	–
LUV	Exit	SOUTHWEST AIRLS CO	$0	–	-16,594	–	-0.62%	–
PSA	Exit	PUBLIC STORAGE	$0	–	-3,006	–	-0.63%	–
QRVO	Exit	QORVO INC	$0	–	-5,329	–	-0.65%	–
COP	Exit	CONOCOPHILLIPS	$0	–	-14,188	–	-0.66%	–
MET	Exit	METLIFE INC	$0	–	-16,348	–	-0.66%	–
NRG	Exit	NRG ENERGY INC	$0	–	-18,420	–	-0.66%	–
OHI	Exit	OMEGA HEALTHCARE INVS INC	$0	–	-20,192	–	-0.66%	–
KO	Exit	COCA COLA CO	$0	–	-13,834	–	-0.68%	–
CFG	Exit	CITIZENS FINANCIAL GROUP INC	$0	–	-24,848	–	-0.69%	–
CTAS	Exit	CINTAS CORP	$0	–	-2,400	–	-0.70%	–
MASI	Exit	MASIMO CORP	$0	–	-2,854	–	-0.72%	–
BAC	Exit	BK OF AMERICA CORP	$0	–	-27,405	–	-0.72%	–
UNM	Exit	UNUM GROUP	$0	–	-39,244	–	-0.72%	–
SYF	Exit	SYNCHRONY FINANCIAL	$0	–	-29,925	–	-0.73%	–
BAX	Exit	BAXTER INTL INC	$0	–	-8,059	–	-0.76%	–
SO	Exit	SOUTHERN CO	$0	–	-13,643	–	-0.78%	–
XLNX	Exit	XILINX INC	$0	–	-7,227	–	-0.78%	–
EVRG	Exit	EVERGY INC	$0	–	-12,180	–	-0.79%	–
MRK	Exit	MERCK & CO. INC	$0	–	-9,367	–	-0.80%	–
WEC	Exit	WEC ENERGY GROUP INC	$0	–	-8,306	–	-0.80%	–
SJM	Exit	SMUCKER J M CO	$0	–	-6,883	–	-0.80%	–
XEL	Exit	XCEL ENERGY INC	$0	–	-11,756	–	-0.81%	–
ED	Exit	CONSOLIDATED EDISON INC	$0	–	-10,239	–	-0.81%	–
ES	Exit	EVERSOURCE ENERGY	$0	–	-8,853	–	-0.81%	–
SPG	Exit	SIMON PPTY GROUP INC NEW	$0	–	-10,895	–	-0.82%	–
WBA	Exit	WALGREENS BOOTS ALLIANCE INC	$0	–	-17,648	–	-0.82%	–
EMN	Exit	EASTMAN CHEM CO	$0	–	-10,781	–	-0.82%	–
PRU	Exit	PRUDENTIAL FINL INC	$0	–	-12,329	–	-0.82%	–
KEY	Exit	KEYCORP	$0	–	-61,810	–	-0.83%	–
RE	Exit	EVEREST RE GROUP LTD	$0	–	-3,712	–	-0.84%	–
K	Exit	KELLOGG CO	$0	–	-11,617	–	-0.84%	–
DECK	Exit	DECKERS OUTDOOR CORP	$0	–	-3,915	–	-0.84%	–
FB	Exit	FACEBOOK INCcl a	$0	–	-3,406	–	-0.85%	–
CSCO	Exit	CISCO SYS INC	$0	–	-16,613	–	-0.85%	–
O	Exit	REALTY INCOME CORP	$0	–	-13,050	–	-0.85%	–
KR	Exit	KROGER CO	$0	–	-23,798	–	-0.88%	–
REGN	Exit	REGENERON PHARMACEUTICALS	$0	–	-1,302	–	-0.89%	–
CLX	Exit	CLOROX CO DEL	$0	–	-3,811	–	-0.92%	–
LRCX	Exit	LAM RESEARCH CORP	$0	–	-2,624	–	-0.93%	–
DUK	Exit	DUKE ENERGY CORP NEW	$0	–	-10,690	–	-0.94%	–
PFE	Exit	PFIZER INC	$0	–	-26,272	–	-0.94%	–
MCD	Exit	MCDONALDS CORP	$0	–	-4,703	–	-0.95%	–
EA	Exit	ELECTRONIC ARTS INC	$0	–	-6,575	–	-0.95%	–
NEE	Exit	NEXTERA ENERGY INC	$0	–	-3,622	–	-0.96%	–
IBM	Exit	INTERNATIONAL BUSINESS MACHS	$0	–	-7,230	–	-0.96%	–
TGT	Exit	TARGET CORP	$0	–	-7,292	–	-0.96%	–
LMT	Exit	LOCKHEED MARTIN CORP	$0	–	-2,414	–	-0.97%	–
T	Exit	AT&T INC	$0	–	-29,355	–	-0.98%	–
ICLR	Exit	ICON PLC	$0	–	-5,345	–	-0.99%	–
MMM	Exit	3M CO	$0	–	-5,813	–	-1.00%	–
VZ	Exit	VERIZON COMMUNICATIONS INC	$0	–	-16,500	–	-1.00%	–
CTXS	Exit	CITRIX SYS INC	$0	–	-6,206	–	-1.01%	–
HUM	Exit	HUMANA INC	$0	–	-2,366	–	-1.01%	–
MCK	Exit	MCKESSON CORP	$0	–	-6,010	–	-1.01%	–
PEP	Exit	PEPSICO INC	$0	–	-6,980	–	-1.01%	–
CDW	Exit	CDW CORP	$0	–	-8,042	–	-1.03%	–
FTNT	Exit	FORTINET INC	$0	–	-6,860	–	-1.03%	–
LOW	Exit	LOWES COS INC	$0	–	-6,981	–	-1.04%	–
AMGN	Exit	AMGEN INC	$0	–	-4,022	–	-1.04%	–
BBY	Exit	BEST BUY INC	$0	–	-11,052	–	-1.06%	–
IDXX	Exit	IDEXX LABS INC	$0	–	-2,942	–	-1.07%	–
AZO	Exit	AUTOZONE INC	$0	–	-884	–	-1.10%	–
UPS	Exit	UNITED PARCEL SERVICE INCcl b	$0	–	-9,037	–	-1.10%	–
TER	Exit	TERADYNE INC	$0	–	-11,924	–	-1.11%	–
NVDA	Exit	NVIDIA CORPORATION	$0	–	-2,674	–	-1.12%	–
VEEV	Exit	VEEVA SYS INC	$0	–	-4,344	–	-1.12%	–
BMY	Exit	BRISTOL-MYERS SQUIBB CO	$0	–	-17,750	–	-1.15%	–
GOOGL	Exit	ALPHABET INCcap stk cl a	$0	–	-744	–	-1.16%	–
GOOG	Exit	ALPHABET INCcap stk cl c	$0	–	-768	–	-1.19%	–
AMAT	Exit	APPLIED MATLS INC	$0	–	-19,087	–	-1.27%	–
HD	Exit	HOME DEPOT INC	$0	–	-4,611	–	-1.27%	–
JNJ	Exit	JOHNSON & JOHNSON	$0	–	-8,963	–	-1.38%	–
PM	Exit	PHILIP MORRIS INTL INC	$0	–	-21,029	–	-1.62%	–
KMB	Exit	KIMBERLY CLARK CORP	$0	–	-11,283	–	-1.75%	–
AMZN	Exit	AMAZON COM INC	$0	–	-750	–	-2.27%	–
MSFT	Exit	MICROSOFT CORP	$0	–	-10,608	–	-2.37%	–
AAPL	Exit	APPLE INC	$0	–	-12,453	–	-4.99%	–

Q2 2020

			Value		Shares		↓ Weighting
AAPL	New	APPLE INC	$4,543,000	–	12,453	–	4.99%	–
MSFT	New	MICROSOFT CORP	$2,159,000	–	10,608	–	2.37%	–
AMZN	New	AMAZON COM INC	$2,070,000	–	750	–	2.27%	–
KMB	New	KIMBERLY CLARK CORP	$1,595,000	–	11,283	–	1.75%	–
PM	New	PHILIP MORRIS INTL INC	$1,474,000	–	21,029	–	1.62%	–
JNJ	New	JOHNSON & JOHNSON	$1,261,000	–	8,963	–	1.38%	–
HD	New	HOME DEPOT INC	$1,156,000	–	4,611	–	1.27%	–
AMAT	New	APPLIED MATLS INC	$1,154,000	–	19,087	–	1.27%	–
GOOG	New	ALPHABET INCcap stk cl c	$1,086,000	–	768	–	1.19%	–
GOOGL	New	ALPHABET INCcap stk cl a	$1,056,000	–	744	–	1.16%	–
BMY	New	BRISTOL-MYERS SQUIBB CO	$1,044,000	–	17,750	–	1.15%	–
VEEV	New	VEEVA SYS INC	$1,019,000	–	4,344	–	1.12%	–
NVDA	New	NVIDIA CORPORATION	$1,016,000	–	2,674	–	1.12%	–
TER	New	TERADYNE INC	$1,008,000	–	11,924	–	1.11%	–
UPS	New	UNITED PARCEL SERVICE INCcl b	$1,005,000	–	9,037	–	1.10%	–
AZO	New	AUTOZONE INC	$998,000	–	884	–	1.10%	–
IDXX	New	IDEXX LABS INC	$972,000	–	2,942	–	1.07%	–
BBY	New	BEST BUY INC	$965,000	–	11,052	–	1.06%	–
AMGN	New	AMGEN INC	$949,000	–	4,022	–	1.04%	–
LOW	New	LOWES COS INC	$944,000	–	6,981	–	1.04%	–
FTNT	New	FORTINET INC	$942,000	–	6,860	–	1.03%	–
CDW	New	CDW CORP	$935,000	–	8,042	–	1.03%	–
PEP	New	PEPSICO INC	$924,000	–	6,980	–	1.01%	–
MCK	New	MCKESSON CORP	$923,000	–	6,010	–	1.01%	–
CTXS	New	CITRIX SYS INC	$918,000	–	6,206	–	1.01%	–
HUM	New	HUMANA INC	$918,000	–	2,366	–	1.01%	–
VZ	New	VERIZON COMMUNICATIONS INC	$910,000	–	16,500	–	1.00%	–
MMM	New	3M CO	$907,000	–	5,813	–	1.00%	–
ICLR	New	ICON PLC	$900,000	–	5,345	–	0.99%	–
T	New	AT&T INC	$888,000	–	29,355	–	0.98%	–
LMT	New	LOCKHEED MARTIN CORP	$881,000	–	2,414	–	0.97%	–
TGT	New	TARGET CORP	$875,000	–	7,292	–	0.96%	–
IBM	New	INTERNATIONAL BUSINESS MACHS	$874,000	–	7,230	–	0.96%	–
NEE	New	NEXTERA ENERGY INC	$870,000	–	3,622	–	0.96%	–
EA	New	ELECTRONIC ARTS INC	$869,000	–	6,575	–	0.95%	–
MCD	New	MCDONALDS CORP	$868,000	–	4,703	–	0.95%	–
PFE	New	PFIZER INC	$860,000	–	26,272	–	0.94%	–
DUK	New	DUKE ENERGY CORP NEW	$855,000	–	10,690	–	0.94%	–
LRCX	New	LAM RESEARCH CORP	$849,000	–	2,624	–	0.93%	–
CLX	New	CLOROX CO DEL	$837,000	–	3,811	–	0.92%	–
REGN	New	REGENERON PHARMACEUTICALS	$812,000	–	1,302	–	0.89%	–
KR	New	KROGER CO	$806,000	–	23,798	–	0.88%	–
O	New	REALTY INCOME CORP	$777,000	–	13,050	–	0.85%	–
CSCO	New	CISCO SYS INC	$775,000	–	16,613	–	0.85%	–
FB	New	FACEBOOK INCcl a	$774,000	–	3,406	–	0.85%	–
DECK	New	DECKERS OUTDOOR CORP	$769,000	–	3,915	–	0.84%	–
K	New	KELLOGG CO	$768,000	–	11,617	–	0.84%	–
RE	New	EVEREST RE GROUP LTD	$766,000	–	3,712	–	0.84%	–
KEY	New	KEYCORP	$753,000	–	61,810	–	0.83%	–
EMN	New	EASTMAN CHEM CO	$751,000	–	10,781	–	0.82%	–
PRU	New	PRUDENTIAL FINL INC	$751,000	–	12,329	–	0.82%	–
WBA	New	WALGREENS BOOTS ALLIANCE INC	$749,000	–	17,648	–	0.82%	–
SPG	New	SIMON PPTY GROUP INC NEW	$746,000	–	10,895	–	0.82%	–
ES	New	EVERSOURCE ENERGY	$738,000	–	8,853	–	0.81%	–
ED	New	CONSOLIDATED EDISON INC	$737,000	–	10,239	–	0.81%	–
XEL	New	XCEL ENERGY INC	$735,000	–	11,756	–	0.81%	–
WEC	New	WEC ENERGY GROUP INC	$729,000	–	8,306	–	0.80%	–
SJM	New	SMUCKER J M CO	$729,000	–	6,883	–	0.80%	–
MRK	New	MERCK & CO. INC	$725,000	–	9,367	–	0.80%	–
EVRG	New	EVERGY INC	$723,000	–	12,180	–	0.79%	–
XLNX	New	XILINX INC	$712,000	–	7,227	–	0.78%	–
SO	New	SOUTHERN CO	$708,000	–	13,643	–	0.78%	–
BAX	New	BAXTER INTL INC	$694,000	–	8,059	–	0.76%	–
SYF	New	SYNCHRONY FINANCIAL	$664,000	–	29,925	–	0.73%	–
UNM	New	UNUM GROUP	$652,000	–	39,244	–	0.72%	–
BAC	New	BK OF AMERICA CORP	$651,000	–	27,405	–	0.72%	–
MASI	New	MASIMO CORP	$651,000	–	2,854	–	0.72%	–
CTAS	New	CINTAS CORP	$640,000	–	2,400	–	0.70%	–
CFG	New	CITIZENS FINANCIAL GROUP INC	$628,000	–	24,848	–	0.69%	–
KO	New	COCA COLA CO	$619,000	–	13,834	–	0.68%	–
OHI	New	OMEGA HEALTHCARE INVS INC	$601,000	–	20,192	–	0.66%	–
NRG	New	NRG ENERGY INC	$600,000	–	18,420	–	0.66%	–
MET	New	METLIFE INC	$598,000	–	16,348	–	0.66%	–
COP	New	CONOCOPHILLIPS	$597,000	–	14,188	–	0.66%	–
QRVO	New	QORVO INC	$590,000	–	5,329	–	0.65%	–
PSA	New	PUBLIC STORAGE	$577,000	–	3,006	–	0.63%	–
LUV	New	SOUTHWEST AIRLS CO	$568,000	–	16,594	–	0.62%	–
NOC	New	NORTHROP GRUMMAN CORP	$556,000	–	1,808	–	0.61%	–
ESNT	New	ESSENT GROUP LTD	$555,000	–	15,287	–	0.61%	–
STLD	New	STEEL DYNAMICS INC	$552,000	–	21,151	–	0.61%	–
MTG	New	MGIC INVT CORP WIS	$547,000	–	66,719	–	0.60%	–
YELP	New	YELP INCcl a	$546,000	–	23,565	–	0.60%	–
DG	New	DOLLAR GEN CORP NEW	$546,000	–	2,861	–	0.60%	–
PFG	New	PRINCIPAL FINANCIAL GROUP IN	$528,000	–	12,707	–	0.58%	–
EIX	New	EDISON INTL	$517,000	–	9,515	–	0.57%	–
FCN	New	FTI CONSULTING INC	$511,000	–	4,459	–	0.56%	–
GPC	New	GENUINE PARTS CO	$509,000	–	5,845	–	0.56%	–
STT	New	STATE STR CORP	$500,000	–	7,864	–	0.55%	–
PG	New	PROCTER AND GAMBLE CO	$497,000	–	4,155	–	0.55%	–
HLF	New	HERBALIFE NUTRITION LTD	$497,000	–	11,045	–	0.55%	–
WPC	New	WP CAREY INC	$490,000	–	7,238	–	0.54%	–
VLO	New	VALERO ENERGY CORP	$489,000	–	8,306	–	0.54%	–
BIIB	New	BIOGEN INC	$474,000	–	1,768	–	0.52%	–
HFC	New	HOLLYFRONTIER CORP	$462,000	–	15,818	–	0.51%	–
ATVI	New	ACTIVISION BLIZZARD INC	$461,000	–	6,065	–	0.51%	–
MFC	New	MANULIFE FINL CORP	$451,000	–	33,149	–	0.50%	–
CAT	New	CATERPILLAR INC DEL	$448,000	–	3,535	–	0.49%	–
MAN	New	MANPOWERGROUP INC	$444,000	–	6,450	–	0.49%	–
QSR	New	RESTAURANT BRANDS INTL INC	$438,000	–	8,000	–	0.48%	–
VRTX	New	VERTEX PHARMACEUTICALS INC	$426,000	–	1,465	–	0.47%	–
WST	New	WEST PHARMACEUTICAL SVSC INC	$419,000	–	1,842	–	0.46%	–
NNN	New	NATIONAL RETAIL PROPERTIES I	$418,000	–	11,773	–	0.46%	–
MTCH	New	MATCH GROUP INC	$415,000	–	3,870	–	0.46%	–
XRX	New	XEROX HOLDINGS CORP	$403,000	–	26,299	–	0.44%	–
INGR	New	INGREDION INC	$389,000	–	4,683	–	0.43%	–
CSX	New	CSX CORP	$387,000	–	5,546	–	0.42%	–
FITB	New	FIFTH THIRD BANCORP	$379,000	–	19,633	–	0.42%	–
TXT	New	TEXTRON INC	$371,000	–	11,251	–	0.41%	–
MAS	New	MASCO CORP	$370,000	–	7,353	–	0.41%	–
CHKP	New	CHECK POINT SOFTWARE TECH LTord	$347,000	–	3,225	–	0.38%	–
PBCT	New	PEOPLES UNITED FINANCIAL INC	$334,000	–	28,862	–	0.37%	–
FRT	New	FEDERAL REALTY INVT TRsh ben int new	$333,000	–	3,897	–	0.37%	–
AUY	New	YAMANA GOLD INC	$326,000	–	59,700	–	0.36%	–
FNF	New	FIDELITY NATIONAL FINANCIAL	$315,000	–	10,250	–	0.35%	–
MSM	New	MSC INDL DIRECT INCcl a	$314,000	–	4,306	–	0.34%	–
PSX	New	PHILLIPS 66	$304,000	–	4,224	–	0.33%	–
LEG	New	LEGGETT & PLATT INC	$303,000	–	8,609	–	0.33%	–
PHM	New	PULTE GROUP INC	$300,000	–	8,809	–	0.33%	–
LDOS	New	LEIDOS HOLDINGS INC	$269,000	–	2,866	–	0.30%	–
CMS	New	CMS ENERGY CORP	$218,000	–	3,730	–	0.24%	–
ZM	New	ZOOM VIDEO COMMUNICATIONS INcl a	$217,000	–	855	–	0.24%	–
CUBE	New	CUBESMART	$215,000	–	7,937	–	0.24%	–
NWE	New	NORTHWESTERN CORP	$170,000	–	3,105	–	0.19%	–
NHI	New	NATIONAL HEALTH INVS INC	$170,000	–	2,784	–	0.19%	–
OZK	New	BANK OZK	$165,000	–	7,027	–	0.18%	–
DTE	New	DTE ENERGY CO	$155,000	–	1,434	–	0.17%	–
LAZ	New	LAZARD LTD	$138,000	–	4,799	–	0.15%	–
SAVE	New	SPIRIT AIRLS INC	$110,000	–	6,159	–	0.12%	–
SR	New	SPIRE INC	$94,000	–	1,425	–	0.10%	–
UVV	New	UNIVERSAL CORP VA	$53,000	–	1,240	–	0.06%	–
WSBC	New	WESBANCO INC	$39,000	–	1,879	–	0.04%	–
SBSI	New	SOUTHSIDE BANCSHARES INC	$35,000	–	1,257	–	0.04%	–
POR	New	PORTLAND GEN ELEC CO	$23,000	–	544	–	0.02%	–
WASH	New	WASHINGTON TR BANCORP	$18,000	–	532	–	0.02%	–

Q4 2019

			Value		Shares		↓ Weighting
SBSI	Exit	SOUTHSIDE BANCSHARES INC	$0	–	-546	–	-0.02%	–
POR	Exit	PORTLAND GEN ELEC CO	$0	–	-405	–	-0.02%	–
PFG	Exit	PRINCIPAL FINL GROUP INC	$0	–	-456	–	-0.03%	–
CNS	Exit	COHEN & STEERS INC	$0	–	-678	–	-0.04%	–
LNT	Exit	ALLIANT ENERGY CORP	$0	–	-833	–	-0.05%	–
UVV	Exit	UNIVERSAL CORP VA	$0	–	-812	–	-0.05%	–
MCY	Exit	MERCURY GENL CORP NEW	$0	–	-1,393	–	-0.08%	–
SR	Exit	SPIRE INC	$0	–	-994	–	-0.09%	–
NHI	Exit	NATIONAL HEALTH INVS INC	$0	–	-1,152	–	-0.10%	–
NWE	Exit	NORTHWESTERN CORP	$0	–	-1,712	–	-0.14%	–
WRI	Exit	WEINGARTEN RLTY INVSsh ben int	$0	–	-4,623	–	-0.14%	–
SKT	Exit	TANGER FACTORY OUTLET CTRS I	$0	–	-10,970	–	-0.18%	–
ORI	Exit	OLD REP INTL CORP	$0	–	-7,179	–	-0.18%	–
LAZ	Exit	LAZARD LTD	$0	–	-5,186	–	-0.20%	–
LEG	Exit	LEGGETT & PLATT INC	$0	–	-5,496	–	-0.24%	–
SJM	Exit	SMUCKER J M CO	$0	–	-2,089	–	-0.25%	–
PBCT	Exit	PEOPLES UTD FINL INC	$0	–	-15,152	–	-0.26%	–
SAVE	Exit	SPIRIT AIRLS INC	$0	–	-7,000	–	-0.27%	–
SBGI	Exit	SINCLAIR BROADCAST GROUP INCcl a	$0	–	-6,147	–	-0.28%	–
FRT	Exit	FEDERAL REALTY INVT TRsh ben int new	$0	–	-2,177	–	-0.32%	–
OGE	Exit	OGE ENERGY CORP	$0	–	-7,134	–	-0.35%	–
WPC	Exit	W P CAREY INC	$0	–	-4,299	–	-0.41%	–
NXPI	Exit	NXP SEMICONDUCTORS N V	$0	–	-3,565	–	-0.42%	–
CHKP	Exit	CHECK POINT SOFTWARE TECH LTord	$0	–	-3,650	–	-0.43%	–
CNQ	Exit	CANADIAN NAT RES LTD	$0	–	-15,400	–	-0.44%	–
ESS	Exit	ESSEX PPTY TR INC	$0	–	-1,275	–	-0.45%	–
MEOH	Exit	METHANEX CORP	$0	–	-11,800	–	-0.45%	–
NUE	Exit	NUCOR CORP	$0	–	-8,400	–	-0.46%	–
INGR	Exit	INGREDION INC	$0	–	-5,300	–	-0.47%	–
GPC	Exit	GENUINE PARTS CO	$0	–	-4,406	–	-0.47%	–
QRVO	Exit	QORVO INC	$0	–	-6,031	–	-0.48%	–
TJX	Exit	TJX COS INC NEW	$0	–	-8,084	–	-0.48%	–
IVZ	Exit	INVESCO LTD	$0	–	-27,084	–	-0.49%	–
BIIB	Exit	BIOGEN INC	$0	–	-2,000	–	-0.50%	–
HLF	Exit	HERBALIFE NUTRITION LTD	$0	–	-12,499	–	-0.51%	–
PSX	Exit	PHILLIPS 66	$0	–	-4,781	–	-0.53%	–
APD	Exit	AIR PRODS & CHEMS INC	$0	–	-2,211	–	-0.53%	–
HPE	Exit	HEWLETT PACKARD ENTERPRISE C	$0	–	-32,500	–	-0.53%	–
SBUX	Exit	STARBUCKS CORP	$0	–	-5,595	–	-0.53%	–
LEA	Exit	LEAR CORP	$0	–	-4,281	–	-0.54%	–
CAT	Exit	CATERPILLAR INC DEL	$0	–	-4,000	–	-0.54%	–
FNF	Exit	FIDELITY NATIONAL FINANCIAL	$0	–	-11,600	–	-0.55%	–
STT	Exit	STATE STR CORP	$0	–	-8,900	–	-0.57%	–
FCN	Exit	FTI CONSULTING INC	$0	–	-5,046	–	-0.58%	–
CNO	Exit	CNO FINL GROUP INC	$0	–	-35,300	–	-0.60%	–
EVRG	Exit	EVERGY INC	$0	–	-8,442	–	-0.60%	–
TRIP	Exit	TRIPADVISOR INC	$0	–	-14,700	–	-0.61%	–
FB	Exit	FACEBOOK INCcl a	$0	–	-3,200	–	-0.61%	–
CMCSA	Exit	COMCAST CORP NEWcl a	$0	–	-12,800	–	-0.62%	–
UNM	Exit	UNUM GROUP	$0	–	-19,500	–	-0.62%	–
LMT	Exit	LOCKHEED MARTIN CORP	$0	–	-1,498	–	-0.63%	–
VAR	Exit	VARIAN MED SYS INC	$0	–	-5,000	–	-0.64%	–
CLX	Exit	CLOROX CO DEL	$0	–	-4,004	–	-0.65%	–
MAN	Exit	MANPOWERGROUP INC	$0	–	-7,300	–	-0.66%	–
MMM	Exit	3M CO	$0	–	-3,752	–	-0.66%	–
FITB	Exit	FIFTH THIRD BANCORP	$0	–	-23,000	–	-0.68%	–
VTR	Exit	VENTAS INC	$0	–	-8,742	–	-0.69%	–
YELP	Exit	YELP INCcl a	$0	–	-18,500	–	-0.69%	–
LUV	Exit	SOUTHWEST AIRLS CO	$0	–	-11,900	–	-0.69%	–
ES	Exit	EVERSOURCE ENERGY	$0	–	-7,555	–	-0.69%	–
FFIV	Exit	F5 NETWORKS INC	$0	–	-4,600	–	-0.69%	–
XEL	Exit	XCEL ENERGY INC	$0	–	-9,983	–	-0.70%	–
OXY	Exit	OCCIDENTAL PETE CORP	$0	–	-14,603	–	-0.70%	–
C	Exit	CITIGROUP INC	$0	–	-9,400	–	-0.70%	–
TGT	Exit	TARGET CORP	$0	–	-6,100	–	-0.70%	–
ED	Exit	CONSOLIDATED EDISON INC	$0	–	-7,031	–	-0.71%	–
DLR	Exit	DIGITAL RLTY TR INC	$0	–	-5,147	–	-0.72%	–
PRU	Exit	PRUDENTIAL FINL INC	$0	–	-7,540	–	-0.73%	–
CMS	Exit	CMS ENERGY CORP	$0	–	-10,801	–	-0.74%	–
WEC	Exit	WEC ENERGY GROUP INC	$0	–	-7,280	–	-0.74%	–
O	Exit	REALTY INCOME CORP	$0	–	-9,049	–	-0.74%	–
K	Exit	KELLOGG CO	$0	–	-10,981	–	-0.76%	–
MCD	Exit	MCDONALDS CORP	$0	–	-3,407	–	-0.79%	–
STLD	Exit	STEEL DYNAMICS INC	$0	–	-24,600	–	-0.79%	–
MO	Exit	ALTRIA GROUP INC	$0	–	-17,993	–	-0.79%	–
RPAI	Exit	RETAIL PPTYS AMER INCcl a	$0	–	-60,000	–	-0.80%	–
IMO	Exit	IMPERIAL OIL LTD	$0	–	-28,800	–	-0.80%	–
SO	Exit	SOUTHERN CO	$0	–	-12,156	–	-0.81%	–
UPS	Exit	UNITED PARCEL SERVICE INCcl b	$0	–	-6,404	–	-0.82%	–
NSP	Exit	INSPERITY INC	$0	–	-7,800	–	-0.83%	–
XLNX	Exit	XILINX INC	$0	–	-8,179	–	-0.84%	–
WBA	Exit	WALGREENS BOOTS ALLIANCE INC	$0	–	-14,200	–	-0.84%	–
PEP	Exit	PEPSICO INC	$0	–	-5,775	–	-0.85%	–
HUM	Exit	HUMANA INC	$0	–	-3,100	–	-0.85%	–
XOM	Exit	EXXON MOBIL CORP	$0	–	-11,281	–	-0.86%	–
CTXS	Exit	CITRIX SYS INC	$0	–	-8,300	–	-0.86%	–
VLO	Exit	VALERO ENERGY CORP NEW	$0	–	-9,400	–	-0.86%	–
VZ	Exit	VERIZON COMMUNICATIONS INC	$0	–	-13,331	–	-0.86%	–
EXC	Exit	EXELON CORP	$0	–	-16,700	–	-0.87%	–
IBM	Exit	INTERNATIONAL BUSINESS MACHS	$0	–	-5,641	–	-0.88%	–
ESNT	Exit	ESSENT GROUP LTD	$0	–	-17,300	–	-0.89%	–
T	Exit	AT&T INC	$0	–	-21,807	–	-0.89%	–
BEN	Exit	FRANKLIN RES INC	$0	–	-28,742	–	-0.89%	–
DUK	Exit	DUKE ENERGY CORP NEW	$0	–	-8,668	–	-0.89%	–
NEE	Exit	NEXTERA ENERGY INC	$0	–	-3,594	–	-0.90%	–
DECK	Exit	DECKERS OUTDOOR CORP	$0	–	-5,700	–	-0.90%	–
PG	Exit	PROCTER & GAMBLE CO	$0	–	-6,776	–	-0.90%	–
MASI	Exit	MASIMO CORP	$0	–	-5,800	–	-0.93%	–
LOW	Exit	LOWES COS INC	$0	–	-7,900	–	-0.93%	–
MET	Exit	METLIFE INC	$0	–	-18,500	–	-0.94%	–
ICLR	Exit	ICON PLC	$0	–	-6,048	–	-0.96%	–
MRK	Exit	MERCK & CO INC	$0	–	-10,600	–	-0.96%	–
XRX	Exit	XEROX HOLDINGS CORP	$0	–	-29,875	–	-0.96%	–
EMN	Exit	EASTMAN CHEMICAL CO	$0	–	-12,200	–	-0.97%	–
FTNT	Exit	FORTINET INC	$0	–	-11,800	–	-0.97%	–
COP	Exit	CONOCOPHILLIPS	$0	–	-16,056	–	-0.98%	–
TER	Exit	TERADYNE INC	$0	–	-16,000	–	-1.00%	–
CSCO	Exit	CISCO SYS INC	$0	–	-18,800	–	-1.00%	–
MCK	Exit	MCKESSON CORP	$0	–	-6,800	–	-1.00%	–
HFC	Exit	HOLLYFRONTIER CORP	$0	–	-17,900	–	-1.03%	–
MTG	Exit	MGIC INVT CORP WIS	$0	–	-76,600	–	-1.04%	–
VEEV	Exit	VEEVA SYS INC	$0	–	-6,500	–	-1.07%	–
CFG	Exit	CITIZENS FINL GROUP INC	$0	–	-28,200	–	-1.07%	–
BBY	Exit	BEST BUY INC	$0	–	-14,500	–	-1.08%	–
BAC	Exit	BANK AMER CORP	$0	–	-34,318	–	-1.08%	–
GOOGL	Exit	ALPHABET INCcap stk cl a	$0	–	-841	–	-1.10%	–
AXS	Exit	AXIS CAPITAL HOLDINGS LTD	$0	–	-15,500	–	-1.11%	–
BAX	Exit	BAXTER INTL INC	$0	–	-11,823	–	-1.11%	–
AKAM	Exit	AKAMAI TECHNOLOGIES INC	$0	–	-11,500	–	-1.13%	–
AMAT	Exit	APPLIED MATLS INC	$0	–	-21,600	–	-1.16%	–
AZO	Exit	AUTOZONE INC	$0	–	-1,000	–	-1.16%	–
JNJ	Exit	JOHNSON & JOHNSON	$0	–	-8,386	–	-1.16%	–
IDXX	Exit	IDEXX LABS INC	$0	–	-4,000	–	-1.17%	–
RE	Exit	EVEREST RE GROUP LTD	$0	–	-4,200	–	-1.20%	–
CDW	Exit	CDW CORP	$0	–	-9,100	–	-1.20%	–
TMUS	Exit	T MOBILE US INC	$0	–	-14,669	–	-1.24%	–
AMGN	Exit	AMGEN INC	$0	–	-6,000	–	-1.25%	–
BA	Exit	BOEING CO	$0	–	-3,449	–	-1.41%	–
MSFT	Exit	MICROSOFT CORP	$0	–	-9,467	–	-1.41%	–
HD	Exit	HOME DEPOT INC	$0	–	-6,100	–	-1.52%	–
AMZN	Exit	AMAZON COM INC	$0	–	-848	–	-1.58%	–
PM	Exit	PHILIP MORRIS INTL INC	$0	–	-20,612	–	-1.68%	–
KMB	Exit	KIMBERLY CLARK CORP	$0	–	-11,067	–	-1.69%	–
AAPL	Exit	APPLE INC	$0	–	-15,914	–	-3.83%	–

Q3 2019

			Value		Shares		↓ Weighting
AAPL	Sell	APPLE INC	$3,565,000	+5.9%	15,914	-6.4%	3.83%	+1.1%
KMB	Buy	KIMBERLY CLARK CORP	$1,573,000	+210.9%	11,067	+191.5%	1.69%	+196.8%
PM	Buy	PHILIP MORRIS INTL INC	$1,566,000	+136.9%	20,612	+145.1%	1.68%	+126.1%
BA	Sell	BOEING CO	$1,313,000	-21.6%	3,449	-25.0%	1.41%	-25.2%
JNJ	Buy	JOHNSON & JOHNSON	$1,085,000	+3.8%	8,386	+11.9%	1.16%	-0.9%
BAX	Sell	BAXTER INTL INC	$1,035,000	-8.5%	11,823	-14.3%	1.11%	-12.7%
BAC	Sell	BANK AMER CORP	$1,002,000	-24.8%	34,318	-25.2%	1.08%	-28.2%
XRX	New	XEROX HOLDINGS CORP	$894,000	–	29,875	–	0.96%	–
ICLR	Sell	ICON PLC	$891,000	-35.7%	6,048	-32.8%	0.96%	-38.6%
PG	Buy	PROCTER & GAMBLE CO	$843,000	+26.2%	6,776	+11.3%	0.90%	+20.5%
NEE	Buy	NEXTERA ENERGY INC	$838,000	+28.7%	3,594	+13.2%	0.90%	+23.0%
DUK	Buy	DUKE ENERGY CORP NEW	$831,000	+26.3%	8,668	+16.4%	0.89%	+20.5%
BEN	Buy	FRANKLIN RES INC	$830,000	-12.1%	28,742	+6.1%	0.89%	-16.1%
T	Buy	AT&T INC	$826,000	+20.1%	21,807	+6.3%	0.89%	+14.6%
IBM	Buy	INTERNATIONAL BUSINESS MACHS	$821,000	+20.4%	5,641	+14.2%	0.88%	+15.0%
VZ	Buy	VERIZON COMMUNICATIONS INC	$805,000	+23.7%	13,331	+17.0%	0.86%	+18.0%
XOM	Buy	EXXON MOBIL CORP	$797,000	+16.7%	11,281	+26.7%	0.86%	+11.5%
PEP	Buy	PEPSICO INC	$792,000	+22.0%	5,775	+16.8%	0.85%	+16.6%
UPS	Sell	UNITED PARCEL SERVICE INCcl b	$768,000	+12.3%	6,404	-3.2%	0.82%	+7.3%
SO	Buy	SOUTHERN CO	$751,000	+48.7%	12,156	+33.2%	0.81%	+41.9%
MO	Buy	ALTRIA GROUP INC	$736,000	+18.7%	17,993	+37.6%	0.79%	+13.3%
MCD	Buy	MCDONALDS CORP	$732,000	+13.0%	3,407	+9.3%	0.79%	+7.8%
K	Buy	KELLOGG CO	$707,000	+33.9%	10,981	+11.6%	0.76%	+27.8%
O	Buy	REALTY INCOME CORP	$694,000	+34.5%	9,049	+21.2%	0.74%	+28.4%
WEC	Buy	WEC ENERGY GROUP INC	$693,000	+27.4%	7,280	+11.7%	0.74%	+21.6%
CMS	Buy	CMS ENERGY CORP	$691,000	+29.6%	10,801	+17.5%	0.74%	+23.7%
PRU	New	PRUDENTIAL FINL INC	$679,000	–	7,540	–	0.73%	–
DLR	Buy	DIGITAL RLTY TR INC	$669,000	+26.0%	5,147	+14.2%	0.72%	+20.3%
ED	Buy	CONSOLIDATED EDISON INC	$665,000	+25.0%	7,031	+16.0%	0.71%	+19.4%
TGT	Sell	TARGET CORP	$653,000	-39.4%	6,100	-50.9%	0.70%	-42.1%
OXY	Buy	OCCIDENTAL PETE CORP	$650,000	+13.2%	14,603	+28.0%	0.70%	+8.0%
XEL	Buy	XCEL ENERGY INC	$648,000	+21.6%	9,983	+11.6%	0.70%	+16.0%
ES	Buy	EVERSOURCE ENERGY	$646,000	+23.5%	7,555	+9.6%	0.69%	+18.0%
VTR	Buy	VENTAS INC	$639,000	+11.9%	8,742	+4.7%	0.69%	+6.9%
MMM	Buy	3M CO	$617,000	+13.6%	3,752	+19.8%	0.66%	+8.5%
CLX	Buy	CLOROX CO DEL	$609,000	+14.0%	4,004	+14.9%	0.65%	+8.8%
LMT	Buy	LOCKHEED MARTIN CORP	$585,000	+20.1%	1,498	+12.0%	0.63%	+14.6%
EVRG	Buy	EVERGY INC	$562,000	+29.2%	8,442	+16.9%	0.60%	+23.5%
FCN	New	FTI CONSULTING INC	$535,000	–	5,046	–	0.58%	–
LEA	Sell	LEAR CORP	$505,000	-42.5%	4,281	-32.0%	0.54%	-45.1%
SBUX	New	STARBUCKS CORP	$495,000	–	5,595	–	0.53%	–
APD	Sell	AIR PRODS & CHEMS INC	$491,000	-12.9%	2,211	-11.2%	0.53%	-16.9%
PSX	New	PHILLIPS 66	$490,000	–	4,781	–	0.53%	–
IVZ	Buy	INVESCO LTD	$459,000	+18.6%	27,084	+43.3%	0.49%	+13.3%
GPC	Buy	GENUINE PARTS CO	$439,000	+16.4%	4,406	+21.2%	0.47%	+11.1%
ESS	Buy	ESSEX PPTY TR INC	$417,000	+19.5%	1,275	+6.7%	0.45%	+14.0%
CNQ	New	CANADIAN NAT RES LTD	$410,000	–	15,400	–	0.44%	–
CHKP	New	CHECK POINT SOFTWARE TECH LTord	$400,000	–	3,650	–	0.43%	–
NXPI	New	NXP SEMICONDUCTORS N V	$390,000	–	3,565	–	0.42%	–
WPC	Buy	W P CAREY INC	$385,000	+26.6%	4,299	+15.0%	0.41%	+20.8%
OGE	Buy	OGE ENERGY CORP	$324,000	+28.1%	7,134	+20.4%	0.35%	+22.1%
FRT	Buy	FEDERAL REALTY INVT TRsh ben int new	$297,000	+22.7%	2,177	+16.0%	0.32%	+17.3%
SBGI	New	SINCLAIR BROADCAST GROUP INCcl a	$263,000	–	6,147	–	0.28%	–
PBCT	Buy	PEOPLES UTD FINL INC	$237,000	+8.2%	15,152	+16.4%	0.26%	+3.7%
SJM	Buy	SMUCKER J M CO	$230,000	+19.8%	2,089	+25.9%	0.25%	+14.4%
LEG	Buy	LEGGETT & PLATT INC	$226,000	+24.9%	5,496	+16.5%	0.24%	+19.1%
LAZ	Buy	LAZARD LTD	$182,000	+18.2%	5,186	+16.1%	0.20%	+12.7%
ORI	Buy	OLD REP INTL CORP	$170,000	+27.8%	7,179	+21.3%	0.18%	+22.0%
SKT	Buy	TANGER FACTORY OUTLET CTRS I	$170,000	+42.9%	10,970	+50.7%	0.18%	+36.6%
WRI	Buy	WEINGARTEN RLTY INVSsh ben int	$135,000	+23.9%	4,623	+16.9%	0.14%	+17.9%
NWE	Buy	NORTHWESTERN CORP	$129,000	+22.9%	1,712	+18.7%	0.14%	+17.8%
NHI	Buy	NATIONAL HEALTH INVS INC	$95,000	+46.2%	1,152	+38.5%	0.10%	+39.7%
SR	Buy	SPIRE INC	$87,000	+7.4%	994	+3.1%	0.09%	+2.2%
MCY	Buy	MERCURY GENL CORP NEW	$78,000	+1.3%	1,393	+13.9%	0.08%	-3.4%
UVV	Buy	UNIVERSAL CORP VA	$45,000	+4.7%	812	+17.3%	0.05%	0.0%
LNT	Buy	ALLIANT ENERGY CORP	$45,000	+15.4%	833	+5.0%	0.05%	+9.1%
CNS	Buy	COHEN & STEERS INC	$38,000	+18.8%	678	+11.5%	0.04%	+13.9%
PFG	Buy	PRINCIPAL FINL GROUP INC	$27,000	+3.8%	456	+4.6%	0.03%	0.0%
POR	Buy	PORTLAND GEN ELEC CO	$23,000	+4.5%	405	+2.5%	0.02%	0.0%
SBSI	Buy	SOUTHSIDE BANCSHARES INC	$19,000	+11.8%	546	+5.8%	0.02%	+5.3%
ST	Exit	SENSATA TECHNOLOGIES HLDNG P	$0	–	-5,701	–	-0.31%	–
CC	Exit	CHEMOURS CO	$0	–	-12,900	–	-0.35%	–
HPQ	Exit	HP INC	$0	–	-23,000	–	-0.54%	–
AAP	Exit	ADVANCE AUTO PARTS INC	$0	–	-3,900	–	-0.68%	–
CBS	Exit	CBS CORP NEWcl b	$0	–	-12,500	–	-0.70%	–
ADM	Exit	ARCHER DANIELS MIDLAND CO	$0	–	-18,700	–	-0.86%	–
XRX	Exit	XEROX CORP	$0	–	-29,875	–	-1.19%	–

Q2 2019

			Value		Shares		↓ Weighting
AAPL	New	APPLE INC	$3,365,000	–	17,000	–	3.78%	–
BA	New	BOEING CO	$1,675,000	–	4,600	–	1.88%	–
AMZN	New	AMAZON COM INC	$1,606,000	–	848	–	1.81%	–
ICLR	New	ICON PLC	$1,386,000	–	9,000	–	1.56%	–
BAC	New	BANK AMER CORP	$1,332,000	–	45,900	–	1.50%	–
HD	New	HOME DEPOT INC	$1,269,000	–	6,100	–	1.43%	–
MSFT	New	MICROSOFT CORP	$1,269,000	–	9,467	–	1.43%	–
BAX	New	BAXTER INTL INC	$1,131,000	–	13,800	–	1.27%	–
AMGN	New	AMGEN INC	$1,106,000	–	6,000	–	1.24%	–
IDXX	New	IDEXX LABS INC	$1,102,000	–	4,000	–	1.24%	–
AZO	New	AUTOZONE INC	$1,100,000	–	1,000	–	1.24%	–
TMUS	New	T MOBILE US INC	$1,088,000	–	14,669	–	1.22%	–
TGT	New	TARGET CORP	$1,077,000	–	12,432	–	1.21%	–
XRX	New	XEROX CORP	$1,058,000	–	29,875	–	1.19%	–
VEEV	New	VEEVA SYS INC	$1,054,000	–	6,500	–	1.19%	–
JNJ	New	JOHNSON & JOHNSON	$1,045,000	–	7,496	–	1.18%	–
RE	New	EVEREST RE GROUP LTD	$1,039,000	–	4,200	–	1.17%	–
CSCO	New	CISCO SYS INC	$1,029,000	–	18,800	–	1.16%	–
BBY	New	BEST BUY INC	$1,012,000	–	14,500	–	1.14%	–
CDW	New	CDW CORP	$1,011,000	–	9,100	–	1.14%	–
MTG	New	MGIC INVT CORP WIS	$1,007,000	–	76,600	–	1.13%	–
DECK	New	DECKERS OUTDOOR CORP	$1,004,000	–	5,700	–	1.13%	–
CFG	New	CITIZENS FINL GROUP INC	$998,000	–	28,200	–	1.12%	–
COP	New	CONOCOPHILLIPS	$980,000	–	16,056	–	1.10%	–
AMAT	New	APPLIED MATLS INC	$971,000	–	21,600	–	1.09%	–
XLNX	New	XILINX INC	$965,000	–	8,179	–	1.09%	–
NSP	New	INSPERITY INC	$953,000	–	7,800	–	1.07%	–
EMN	New	EASTMAN CHEMICAL CO	$950,000	–	12,200	–	1.07%	–
BEN	New	FRANKLIN RES INC	$944,000	–	27,102	–	1.06%	–
AXS	New	AXIS CAPITAL HOLDINGS LTD	$925,000	–	15,500	–	1.04%	–
AKAM	New	AKAMAI TECHNOLOGIES INC	$922,000	–	11,500	–	1.04%	–
MET	New	METLIFE INC	$919,000	–	18,500	–	1.03%	–
MCK	New	MCKESSON CORP	$914,000	–	6,800	–	1.03%	–
GOOGL	New	ALPHABET INCcap stk cl a	$911,000	–	841	–	1.02%	–
FTNT	New	FORTINET INC	$907,000	–	11,800	–	1.02%	–
MRK	New	MERCK & CO INC	$889,000	–	10,600	–	1.00%	–
LEA	New	LEAR CORP	$878,000	–	6,300	–	0.99%	–
MASI	New	MASIMO CORP	$864,000	–	5,800	–	0.97%	–
HFC	New	HOLLYFRONTIER CORP	$829,000	–	17,900	–	0.93%	–
HUM	New	HUMANA INC	$823,000	–	3,100	–	0.93%	–
CTXS	New	CITRIX SYS INC	$815,000	–	8,300	–	0.92%	–
ESNT	New	ESSENT GROUP LTD	$813,000	–	17,300	–	0.92%	–
VLO	New	VALERO ENERGY CORP NEW	$805,000	–	9,400	–	0.91%	–
EXC	New	EXELON CORP	$801,000	–	16,700	–	0.90%	–
LOW	New	LOWES COS INC	$798,000	–	7,900	–	0.90%	–
IMO	New	IMPERIAL OIL LTD	$797,000	–	28,800	–	0.90%	–
WBA	New	WALGREENS BOOTS ALLIANCE INC	$777,000	–	14,200	–	0.87%	–
TER	New	TERADYNE INC	$767,000	–	16,000	–	0.86%	–
ADM	New	ARCHER DANIELS MIDLAND CO	$763,000	–	18,700	–	0.86%	–
STLD	New	STEEL DYNAMICS INC	$743,000	–	24,600	–	0.84%	–
RPAI	New	RETAIL PPTYS AMER INCcl a	$706,000	–	60,000	–	0.79%	–
MAN	New	MANPOWERGROUP INC	$706,000	–	7,300	–	0.79%	–
T	New	AT&T INC	$688,000	–	20,507	–	0.77%	–
UPS	New	UNITED PARCEL SERVICE INCcl b	$684,000	–	6,614	–	0.77%	–
XOM	New	EXXON MOBIL CORP	$683,000	–	8,901	–	0.77%	–
IBM	New	INTERNATIONAL BUSINESS MACHS	$682,000	–	4,941	–	0.77%	–
VAR	New	VARIAN MED SYS INC	$681,000	–	5,000	–	0.77%	–
TRIP	New	TRIPADVISOR INC	$681,000	–	14,700	–	0.77%	–
FFIV	New	F5 NETWORKS INC	$670,000	–	4,600	–	0.75%	–
PG	New	PROCTER AND GAMBLE CO	$668,000	–	6,086	–	0.75%	–
PM	New	PHILIP MORRIS INTL INC	$661,000	–	8,409	–	0.74%	–
C	New	CITIGROUP INC	$659,000	–	9,400	–	0.74%	–
DUK	New	DUKE ENERGY CORP NEW	$658,000	–	7,448	–	0.74%	–
UNM	New	UNUM GROUP	$655,000	–	19,500	–	0.74%	–
NEE	New	NEXTERA ENERGY INC	$651,000	–	3,174	–	0.73%	–
VZ	New	VERIZON COMMUNICATIONS INC	$651,000	–	11,391	–	0.73%	–
PEP	New	PEPSICO INC	$649,000	–	4,945	–	0.73%	–
MCD	New	MCDONALDS CORP	$648,000	–	3,117	–	0.73%	–
FITB	New	FIFTH THIRD BANCORP	$642,000	–	23,000	–	0.72%	–
YELP	New	YELP INCcl a	$633,000	–	18,500	–	0.71%	–
CBS	New	CBS CORP NEWcl b	$624,000	–	12,500	–	0.70%	–
MO	New	ALTRIA GROUP INC	$620,000	–	13,073	–	0.70%	–
FB	New	FACEBOOK INCcl a	$618,000	–	3,200	–	0.70%	–
LUV	New	SOUTHWEST AIRLS CO	$605,000	–	11,900	–	0.68%	–
AAP	New	ADVANCE AUTO PARTS INC	$602,000	–	3,900	–	0.68%	–
CNO	New	CNO FINL GROUP INC	$589,000	–	35,300	–	0.66%	–
OXY	New	OCCIDENTAL PETE CORP	$574,000	–	11,413	–	0.65%	–
VTR	New	VENTAS INC	$571,000	–	8,352	–	0.64%	–
APD	New	AIR PRODS & CHEMS INC	$564,000	–	2,491	–	0.63%	–
CAT	New	CATERPILLAR INC DEL	$546,000	–	4,000	–	0.61%	–
WEC	New	WEC ENERGY GROUP INC	$544,000	–	6,520	–	0.61%	–
MMM	New	3M CO	$543,000	–	3,132	–	0.61%	–
CMCSA	New	COMCAST CORP NEWcl a	$542,000	–	12,800	–	0.61%	–
MEOH	New	METHANEX CORP	$536,000	–	11,800	–	0.60%	–
HLF	New	HERBALIFE NUTRITION LTD	$535,000	–	12,499	–	0.60%	–
CLX	New	CLOROX CO DEL	$534,000	–	3,484	–	0.60%	–
XEL	New	XCEL ENERGY INC	$533,000	–	8,943	–	0.60%	–
CMS	New	CMS ENERGY CORP	$533,000	–	9,191	–	0.60%	–
ED	New	CONSOLIDATED EDISON INC	$532,000	–	6,061	–	0.60%	–
DLR	New	DIGITAL RLTY TR INC	$531,000	–	4,507	–	0.60%	–
K	New	KELLOGG CO	$528,000	–	9,841	–	0.59%	–
ES	New	EVERSOURCE ENERGY	$523,000	–	6,895	–	0.59%	–
O	New	REALTY INCOME CORP	$516,000	–	7,469	–	0.58%	–
KMB	New	KIMBERLY CLARK CORP	$506,000	–	3,796	–	0.57%	–
SO	New	SOUTHERN CO	$505,000	–	9,126	–	0.57%	–
STT	New	STATE STR CORP	$499,000	–	8,900	–	0.56%	–
LMT	New	LOCKHEED MARTIN CORP	$487,000	–	1,338	–	0.55%	–
HPE	New	HEWLETT PACKARD ENTERPRISE C	$486,000	–	32,500	–	0.55%	–
HPQ	New	HP INC	$479,000	–	23,000	–	0.54%	–
FNF	New	FIDELITY NATIONAL FINANCIAL	$468,000	–	11,600	–	0.53%	–
BIIB	New	BIOGEN INC	$468,000	–	2,000	–	0.53%	–
NUE	New	NUCOR CORP	$463,000	–	8,400	–	0.52%	–
INGR	New	INGREDION INC	$438,000	–	5,300	–	0.49%	–
EVRG	New	EVERGY INC	$435,000	–	7,222	–	0.49%	–
TJX	New	TJX COS INC NEW	$428,000	–	8,084	–	0.48%	–
QRVO	New	QORVO INC	$402,000	–	6,031	–	0.45%	–
IVZ	New	INVESCO LTD	$387,000	–	18,904	–	0.44%	–
GPC	New	GENUINE PARTS CO	$377,000	–	3,636	–	0.42%	–
ESS	New	ESSEX PPTY TR INC	$349,000	–	1,195	–	0.39%	–
SAVE	New	SPIRIT AIRLS INC	$335,000	–	7,000	–	0.38%	–
CC	New	CHEMOURS CO	$310,000	–	12,900	–	0.35%	–
WPC	New	W P CAREY INC	$304,000	–	3,739	–	0.34%	–
ST	New	SENSATA TECHNOLOGIES HLDNG P	$279,000	–	5,701	–	0.31%	–
OGE	New	OGE ENERGY CORP	$253,000	–	5,924	–	0.28%	–
FRT	New	FEDERAL REALTY INVT TRsh ben int new	$242,000	–	1,877	–	0.27%	–
PBCT	New	PEOPLES UTD FINL INC	$219,000	–	13,022	–	0.25%	–
SJM	New	SMUCKER J M CO	$192,000	–	1,659	–	0.22%	–
LEG	New	LEGGETT & PLATT INC	$181,000	–	4,716	–	0.20%	–
LAZ	New	LAZARD LTD	$154,000	–	4,466	–	0.17%	–
ORI	New	OLD REP INTL CORP	$133,000	–	5,919	–	0.15%	–
SKT	New	TANGER FACTORY OUTLET CTRS I	$119,000	–	7,280	–	0.13%	–
WRI	New	WEINGARTEN RLTY INVSsh ben int	$109,000	–	3,953	–	0.12%	–
NWE	New	NORTHWESTERN CORP	$105,000	–	1,442	–	0.12%	–
SR	New	SPIRE INC	$81,000	–	964	–	0.09%	–
MCY	New	MERCURY GENL CORP NEW	$77,000	–	1,223	–	0.09%	–
NHI	New	NATIONAL HEALTH INVS INC	$65,000	–	832	–	0.07%	–
UVV	New	UNIVERSAL CORP VA	$43,000	–	692	–	0.05%	–
LNT	New	ALLIANT ENERGY CORP	$39,000	–	793	–	0.04%	–
CNS	New	COHEN & STEERS INC	$32,000	–	608	–	0.04%	–
PFG	New	PRINCIPAL FINL GROUP INC	$26,000	–	436	–	0.03%	–
POR	New	PORTLAND GEN ELEC CO	$22,000	–	395	–	0.02%	–
SBSI	New	SOUTHSIDE BANCSHARES INC	$17,000	–	516	–	0.02%	–

Q4 2018

			Value		Shares		↓ Weighting
SBSI	Exit	SOUTHSIDE BANCSHARES INC	$0	–	-900	–	-0.03%	–
POR	Exit	PORTLAND GEN ELEC CO	$0	–	-800	–	-0.04%	–
LNT	Exit	ALLIANT ENERGY CORP	$0	–	-1,000	–	-0.04%	–
WM	Exit	WASTE MGMT INC DEL	$0	–	-500	–	-0.04%	–
ERIE	Exit	ERIE INDTY COcl a	$0	–	-400	–	-0.05%	–
UVV	Exit	UNIVERSAL CORP VA	$0	–	-1,400	–	-0.09%	–
SR	Exit	SPIRE INC	$0	–	-1,900	–	-0.13%	–
WPC	Exit	W P CAREY INC	$0	–	-2,500	–	-0.15%	–
NWE	Exit	NORTHWESTERN CORP	$0	–	-2,900	–	-0.16%	–
ELS	Exit	EQUITY LIFESTYLE PPTYS INC	$0	–	-2,100	–	-0.19%	–
MDP	Exit	MEREDITH CORP	$0	–	-4,000	–	-0.19%	–
SKT	Exit	TANGER FACTORY OUTLET CTRS I	$0	–	-9,200	–	-0.20%	–
CINF	Exit	CINCINNATI FINL CORP	$0	–	-3,000	–	-0.22%	–
ORI	Exit	OLD REP INTL CORP	$0	–	-10,800	–	-0.23%	–
PBCT	Exit	PEOPLES UNITED FINANCIAL INC	$0	–	-18,400	–	-0.30%	–
LEG	Exit	LEGGETT & PLATT INC	$0	–	-7,200	–	-0.30%	–
FRT	Exit	FEDERAL REALTY INVT TRsh ben int new	$0	–	-2,600	–	-0.31%	–
OGE	Exit	OGE ENERGY CORP	$0	–	-9,400	–	-0.32%	–
WDC	Exit	WESTERN DIGITAL CORP	$0	–	-6,300	–	-0.35%	–
OHI	Exit	OMEGA HEALTHCARE INVS INC	$0	–	-11,300	–	-0.35%	–
SJM	Exit	SMUCKER J M CO	$0	–	-3,700	–	-0.36%	–
GILD	Exit	GILEAD SCIENCES INC	$0	–	-5,000	–	-0.36%	–
JNJ	Exit	JOHNSON & JOHNSON	$0	–	-3,200	–	-0.42%	–
MKC	Exit	MCCORMICK & CO INC	$0	–	-3,600	–	-0.45%	–
FNF	Exit	FIDELITY NATIONAL FINANCIAL	$0	–	-12,400	–	-0.46%	–
CMCSA	Exit	COMCAST CORP NEWcl a	$0	–	-13,800	–	-0.46%	–
GPC	Exit	GENUINE PARTS CO	$0	–	-5,300	–	-0.50%	–
IVZ	Exit	INVESCO LTD	$0	–	-23,500	–	-0.51%	–
CC	Exit	CHEMOURS CO	$0	–	-13,900	–	-0.52%	–
FB	Exit	FACEBOOK INCcl a	$0	–	-3,400	–	-0.53%	–
ESS	Exit	ESSEX PPTY TR INC	$0	–	-2,300	–	-0.53%	–
HPE	Exit	HEWLETT PACKARD ENTERPRISE C	$0	–	-35,000	–	-0.54%	–
NUE	Exit	NUCOR CORP	$0	–	-9,000	–	-0.54%	–
VC	Exit	VISTEON CORP	$0	–	-6,500	–	-0.57%	–
INGR	Exit	INGREDION INC	$0	–	-5,800	–	-0.57%	–
TTC	Exit	TORO CO	$0	–	-10,600	–	-0.60%	–
HPQ	Exit	HP INC	$0	–	-24,800	–	-0.60%	–
TER	Exit	TERADYNE INC	$0	–	-17,300	–	-0.60%	–
O	Exit	REALTY INCOME CORP	$0	–	-11,400	–	-0.61%	–
CAT	Exit	CATERPILLAR INC DEL	$0	–	-4,300	–	-0.62%	–
WEC	Exit	WEC ENERGY GROUP INC	$0	–	-9,900	–	-0.62%	–
APD	Exit	AIR PRODS & CHEMS INC	$0	–	-4,000	–	-0.63%	–
MAN	Exit	MANPOWERGROUP INC	$0	–	-7,800	–	-0.63%	–
ES	Exit	EVERSOURCE ENERGY	$0	–	-11,200	–	-0.65%	–
DLR	Exit	DIGITAL RLTY TR INC	$0	–	-6,200	–	-0.66%	–
K	Exit	KELLOGG CO	$0	–	-10,200	–	-0.67%	–
C	Exit	CITIGROUP INC	$0	–	-10,100	–	-0.68%	–
GIS	Exit	GENERAL MLS INC	$0	–	-16,900	–	-0.68%	–
CL	Exit	COLGATE PALMOLIVE CO	$0	–	-10,900	–	-0.69%	–
ED	Exit	CONSOLIDATED EDISON INC	$0	–	-9,700	–	-0.70%	–
RCL	Exit	ROYAL CARIBBEAN CRUISES LTD	$0	–	-5,700	–	-0.70%	–
VTR	Exit	VENTAS INC	$0	–	-13,900	–	-0.71%	–
CMS	Exit	CMS ENERGY CORP	$0	–	-15,600	–	-0.72%	–
D	Exit	DOMINION ENERGY INC	$0	–	-11,000	–	-0.73%	–
CBS	Exit	CBS CORP NEWcl b	$0	–	-13,500	–	-0.73%	–
BIIB	Exit	BIOGEN INC	$0	–	-2,200	–	-0.73%	–
CNP	Exit	CENTERPOINT ENERGY INC	$0	–	-28,200	–	-0.73%	–
EXC	Exit	EXELON CORP	$0	–	-18,000	–	-0.74%	–
RPAI	Exit	RETAIL PPTYS AMER INCcl a	$0	–	-64,600	–	-0.74%	–
XEL	Exit	XCEL ENERGY INC	$0	–	-16,700	–	-0.74%	–
MXIM	Exit	MAXIM INTEGRATED PRODS INC	$0	–	-14,000	–	-0.74%	–
KMB	Exit	KIMBERLY CLARK CORP	$0	–	-7,000	–	-0.75%	–
STT	Exit	STATE STR CORP	$0	–	-9,600	–	-0.76%	–
CNO	Exit	CNO FINL GROUP INC	$0	–	-37,900	–	-0.76%	–
LUV	Exit	SOUTHWEST AIRLS CO	$0	–	-12,900	–	-0.76%	–
MEOH	Exit	METHANEX CORP	$0	–	-10,200	–	-0.76%	–
OC	Exit	OWENS CORNING NEW	$0	–	-14,900	–	-0.76%	–
MRK	Exit	MERCK & CO INC	$0	–	-11,400	–	-0.76%	–
UNM	Exit	UNUM GROUP	$0	–	-21,000	–	-0.77%	–
ESNT	Exit	ESSENT GROUP LTD	$0	–	-18,600	–	-0.78%	–
CLX	Exit	CLOROX CO DEL	$0	–	-5,500	–	-0.78%	–
MMM	Exit	3M CO	$0	–	-4,000	–	-0.79%	–
V	Exit	VISA INC	$0	–	-5,700	–	-0.80%	–
AVGO	Exit	BROADCOM INC	$0	–	-3,500	–	-0.81%	–
LMT	Exit	LOCKHEED MARTIN CORP	$0	–	-2,500	–	-0.81%	–
XRX	Exit	XEROX CORP	$0	–	-32,175	–	-0.82%	–
CDW	Exit	CDW CORP	$0	–	-9,800	–	-0.82%	–
AMAT	Exit	APPLIED MATLS INC	$0	–	-23,200	–	-0.84%	–
MCD	Exit	MCDONALDS CORP	$0	–	-5,400	–	-0.85%	–
DUK	Exit	DUKE ENERGY CORP NEW	$0	–	-11,300	–	-0.85%	–
VZ	Exit	VERIZON COMMUNICATIONS INC	$0	–	-17,000	–	-0.85%	–
AGO	Exit	ASSURED GUARANTY LTD	$0	–	-21,600	–	-0.86%	–
NEE	Exit	NEXTERA ENERGY INC	$0	–	-5,500	–	-0.87%	–
IBM	Exit	INTERNATIONAL BUSINESS MACHS	$0	–	-6,100	–	-0.87%	–
T	Exit	AT&T INC	$0	–	-27,900	–	-0.88%	–
LOW	Exit	LOWES COS INC	$0	–	-8,500	–	-0.92%	–
FFIV	Exit	F5 NETWORKS INC	$0	–	-4,900	–	-0.92%	–
LEA	Exit	LEAR CORP	$0	–	-6,800	–	-0.93%	–
CSCO	Exit	CISCO SYS INC	$0	–	-20,300	–	-0.93%	–
CTXS	Exit	CITRIX SYS INC	$0	–	-8,900	–	-0.93%	–
MSFT	Exit	MICROSOFT CORP	$0	–	-8,700	–	-0.94%	–
AMZN	Exit	AMAZON COM INC	$0	–	-500	–	-0.94%	–
CI	Exit	CIGNA CORPORATION	$0	–	-4,900	–	-0.96%	–
KLAC	Exit	KLA-TENCOR CORP	$0	–	-10,100	–	-0.97%	–
RE	Exit	EVEREST RE GROUP LTD	$0	–	-4,500	–	-0.97%	–
UNH	Exit	UNITEDHEALTH GROUP INC	$0	–	-3,900	–	-0.98%	–
IDXX	Exit	IDEXX LABS INC	$0	–	-4,300	–	-1.01%	–
MTG	Exit	MGIC INVT CORP WIS	$0	–	-82,500	–	-1.03%	–
WBA	Exit	WALGREENS BOOTS ALLIANCE INC	$0	–	-15,300	–	-1.05%	–
HUM	Exit	HUMANA INC	$0	–	-3,300	–	-1.05%	–
BEN	Exit	FRANKLIN RES INC	$0	–	-36,900	–	-1.06%	–
BAX	Exit	BAXTER INTL INC	$0	–	-14,800	–	-1.07%	–
CVS	Exit	CVS HEALTH CORP	$0	–	-14,500	–	-1.08%	–
WMT	Exit	WALMART INC	$0	–	-12,200	–	-1.08%	–
VLO	Exit	VALERO ENERGY CORP NEW	$0	–	-10,100	–	-1.08%	–
CFG	Exit	CITIZENS FINL GROUP INC	$0	–	-30,300	–	-1.10%	–
FTNT	Exit	FORTINET INC	$0	–	-12,800	–	-1.11%	–
XLNX	Exit	XILINX INC	$0	–	-14,900	–	-1.12%	–
STLD	Exit	STEEL DYNAMICS INC	$0	–	-26,500	–	-1.13%	–
FCAU	Exit	FIAT CHRYSLER AUTOMOBILES N	$0	–	-68,590	–	-1.13%	–
NOC	Exit	NORTHROP GRUMMAN CORP	$0	–	-4,000	–	-1.20%	–
XOM	Exit	EXXON MOBIL CORP	$0	–	-15,000	–	-1.20%	–
A	Exit	AGILENT TECHNOLOGIES INC	$0	–	-18,100	–	-1.20%	–
HFC	Exit	HOLLYFRONTIER CORP	$0	–	-19,200	–	-1.26%	–
AMGN	Exit	AMGEN INC	$0	–	-6,500	–	-1.27%	–
BBY	Exit	BEST BUY INC	$0	–	-17,500	–	-1.31%	–
WCG	Exit	WELLCARE HEALTH PLANS INC	$0	–	-4,500	–	-1.36%	–
PG	Exit	PROCTER AND GAMBLE CO	$0	–	-17,500	–	-1.37%	–
BAC	Exit	BANK AMER CORP	$0	–	-49,500	–	-1.37%	–
ICLR	Exit	ICON PLC	$0	–	-9,700	–	-1.40%	–
HD	Exit	HOME DEPOT INC	$0	–	-7,200	–	-1.40%	–
PEP	Exit	PEPSICO INC	$0	–	-13,700	–	-1.44%	–
TGT	Exit	TARGET CORP	$0	–	-17,900	–	-1.49%	–
MO	Exit	ALTRIA GROUP INC	$0	–	-26,600	–	-1.51%	–
GOOGL	Exit	ALPHABET INCcap stk cl a	$0	–	-1,400	–	-1.59%	–
BA	Exit	BOEING CO	$0	–	-5,800	–	-2.03%	–
AAPL	Exit	APPLE INC	$0	–	-19,300	–	-4.10%	–

Q3 2018

			Value		Shares		↓ Weighting
AAPL	Sell	APPLE INC	$4,357,000	+14.8%	19,300	-5.9%	4.10%	+37.5%
BA	Sell	BOEING CO	$2,158,000	+3.7%	5,800	-6.5%	2.03%	+24.2%
MO	Sell	ALTRIA GROUP INC	$1,605,000	-29.0%	26,600	-33.2%	1.51%	-15.0%
TGT	Sell	TARGET CORP	$1,579,000	-22.3%	17,900	-33.0%	1.49%	-7.0%
PEP	Sell	PEPSICO INC	$1,532,000	-31.7%	13,700	-33.5%	1.44%	-18.2%
HD	Sell	HOME DEPOT INC	$1,492,000	-0.7%	7,200	-6.5%	1.40%	+18.9%
ICLR	Sell	ICON PLC	$1,491,000	+10.3%	9,700	-4.9%	1.40%	+32.1%
BAC	Sell	BANK AMER CORP	$1,459,000	-1.4%	49,500	-5.7%	1.37%	+18.1%
PG	Sell	PROCTER AND GAMBLE CO	$1,457,000	-31.1%	17,500	-35.4%	1.37%	-17.5%
WCG	Sell	WELLCARE HEALTH PLANS INC	$1,443,000	+22.1%	4,500	-6.2%	1.36%	+46.2%
BBY	Sell	BEST BUY INC	$1,389,000	+0.1%	17,500	-5.9%	1.31%	+19.9%
AMGN	Sell	AMGEN INC	$1,348,000	+5.8%	6,500	-5.8%	1.27%	+26.7%
HFC	Sell	HOLLYFRONTIER CORP	$1,343,000	-3.8%	19,200	-5.9%	1.26%	+15.2%
A	Sell	AGILENT TECHNOLOGIES INC	$1,277,000	+7.5%	18,100	-5.7%	1.20%	+28.8%
XOM	Sell	EXXON MOBIL CORP	$1,276,000	-35.5%	15,000	-37.2%	1.20%	-22.7%
NOC	Sell	NORTHROP GRUMMAN CORP	$1,270,000	-1.8%	4,000	-4.8%	1.20%	+17.6%
FCAU	Sell	FIAT CHRYSLER AUTOMOBILES N	$1,202,000	-12.6%	68,590	-5.7%	1.13%	+4.7%
STLD	Sell	STEEL DYNAMICS INC	$1,198,000	-7.3%	26,500	-5.7%	1.13%	+11.0%
XLNX	New	XILINX INC	$1,195,000	–	14,900	–	1.12%	–
FTNT	New	FORTINET INC	$1,182,000	–	12,800	–	1.11%	–
CFG	Sell	CITIZENS FINL GROUP INC	$1,169,000	-6.7%	30,300	-5.9%	1.10%	+11.8%
VLO	New	VALERO ENERGY CORP NEW	$1,149,000	–	10,100	–	1.08%	–
WMT	Sell	WALMART INC	$1,146,000	+3.7%	12,200	-5.4%	1.08%	+24.2%
CVS	Sell	CVS HEALTH CORP	$1,142,000	+15.2%	14,500	-5.8%	1.08%	+38.0%
BAX	Sell	BAXTER INTL INC	$1,141,000	-1.6%	14,800	-5.7%	1.07%	+17.9%
BEN	Sell	FRANKLIN RES INC	$1,123,000	-37.1%	36,900	-33.8%	1.06%	-24.7%
HUM	Sell	HUMANA INC	$1,118,000	+7.3%	3,300	-5.7%	1.05%	+28.4%
WBA	Sell	WALGREENS BOOTS ALLIANCE INC	$1,116,000	+14.7%	15,300	-5.6%	1.05%	+37.4%
MTG	Sell	MGIC INVT CORP WIS	$1,099,000	+17.2%	82,500	-5.7%	1.03%	+40.3%
IDXX	Sell	IDEXX LABS INC	$1,074,000	+9.5%	4,300	-4.4%	1.01%	+31.1%
UNH	Sell	UNITEDHEALTH GROUP INC	$1,038,000	+3.2%	3,900	-4.9%	0.98%	+23.7%
RE	Sell	EVEREST RE GROUP LTD	$1,029,000	-7.0%	4,500	-6.2%	0.97%	+11.3%
KLAC	Sell	KLA-TENCOR CORP	$1,028,000	-7.2%	10,100	-6.5%	0.97%	+11.0%
CI	Sell	CIGNA CORPORATION	$1,021,000	+15.5%	4,900	-5.8%	0.96%	+38.3%
AMZN	Buy	AMAZON COM INC	$1,002,000	+96.5%	500	+66.7%	0.94%	+135.2%
MSFT	Sell	MICROSOFT CORP	$996,000	+9.7%	8,700	-5.4%	0.94%	+31.4%
CTXS	Sell	CITRIX SYS INC	$990,000	+0.4%	8,900	-5.3%	0.93%	+20.3%
CSCO	Sell	CISCO SYS INC	$988,000	+6.7%	20,300	-5.6%	0.93%	+27.7%
LEA	Sell	LEAR CORP	$986,000	-26.3%	6,800	-5.6%	0.93%	-11.7%
FFIV	Sell	F5 NETWORKS INC	$978,000	+9.0%	4,900	-5.8%	0.92%	+30.5%
LOW	Sell	LOWES COS INC	$976,000	+13.4%	8,500	-5.6%	0.92%	+35.8%
T	Sell	AT&T INC	$937,000	-39.0%	27,900	-41.6%	0.88%	-26.9%
NEE	Sell	NEXTERA ENERGY INC	$922,000	-40.7%	5,500	-40.9%	0.87%	-28.9%
IBM	Sell	INTERNATIONAL BUSINESS MACHS	$923,000	-39.9%	6,100	-44.5%	0.87%	-28.1%
AGO	Sell	ASSURED GUARANTY LTD	$913,000	+11.5%	21,600	-5.7%	0.86%	+33.6%
VZ	Sell	VERIZON COMMUNICATIONS INC	$908,000	-43.4%	17,000	-46.7%	0.85%	-32.3%
DUK	Sell	DUKE ENERGY CORP NEW	$905,000	-30.2%	11,300	-31.1%	0.85%	-16.4%
MCD	Sell	MCDONALDS CORP	$904,000	-40.5%	5,400	-44.3%	0.85%	-28.7%
AMAT	Sell	APPLIED MATLS INC	$897,000	-21.1%	23,200	-5.7%	0.84%	-5.5%
CDW	Sell	CDW CORP	$872,000	+3.7%	9,800	-5.8%	0.82%	+24.2%
XRX	Sell	XEROX CORP	$869,000	+6.2%	32,175	-5.6%	0.82%	+27.2%
LMT	Sell	LOCKHEED MARTIN CORP	$865,000	-41.5%	2,500	-50.0%	0.81%	-29.9%
AVGO	Sell	BROADCOM INC	$864,000	-3.8%	3,500	-5.4%	0.81%	+15.2%
V	Sell	VISA INC	$856,000	+7.7%	5,700	-5.0%	0.80%	+28.8%
MMM	Sell	3M CO	$843,000	-45.1%	4,000	-48.7%	0.79%	-34.2%
CLX	Sell	CLOROX CO DEL	$828,000	-38.2%	5,500	-44.4%	0.78%	-26.0%
ESNT	Sell	ESSENT GROUP LTD	$824,000	+16.7%	18,600	-5.6%	0.78%	+39.6%
UNM	Sell	UNUM GROUP	$821,000	-0.1%	21,000	-5.4%	0.77%	+19.7%
MRK	Sell	MERCK & CO INC	$809,000	+10.1%	11,400	-5.8%	0.76%	+31.9%
OC	Sell	OWENS CORNING NEW	$809,000	-19.3%	14,900	-5.7%	0.76%	-3.3%
MEOH	New	METHANEX CORP	$807,000	–	10,200	–	0.76%	–
LUV	Sell	SOUTHWEST AIRLS CO	$806,000	+16.5%	12,900	-5.1%	0.76%	+39.3%
STT	Sell	STATE STR CORP	$805,000	-14.5%	9,600	-5.0%	0.76%	+2.4%
CNO	Sell	CNO FINL GROUP INC	$805,000	+5.1%	37,900	-5.7%	0.76%	+25.7%
KMB	Sell	KIMBERLY CLARK CORP	$796,000	-40.1%	7,000	-44.4%	0.75%	-28.2%
MXIM	Sell	MAXIM INTEGRATED PRODS INC	$790,000	-9.7%	14,000	-6.0%	0.74%	+8.2%
XEL	Sell	XCEL ENERGY INC	$789,000	-40.5%	16,700	-42.4%	0.74%	-28.7%
RPAI	Sell	RETAIL PPTYS AMER INCcl a	$788,000	-10.0%	64,600	-5.7%	0.74%	+7.7%
EXC	Sell	EXELON CORP	$786,000	-3.4%	18,000	-5.8%	0.74%	+15.6%
CNP	Sell	CENTERPOINT ENERGY INC	$780,000	-41.5%	28,200	-41.4%	0.73%	-29.9%
BIIB	Sell	BIOGEN INC	$778,000	+11.6%	2,200	-8.3%	0.73%	+33.6%
CBS	Sell	CBS CORP NEWcl b	$776,000	-4.2%	13,500	-6.2%	0.73%	+14.8%
D	Sell	DOMINION ENERGY INC	$774,000	-40.9%	11,000	-42.7%	0.73%	-29.3%
CMS	Sell	CMS ENERGY CORP	$765,000	-41.2%	15,600	-43.3%	0.72%	-29.5%
VTR	Sell	VENTAS INC	$756,000	-43.5%	13,900	-40.9%	0.71%	-32.4%
RCL	Sell	ROYAL CARIBBEAN CRUISES LTD	$741,000	+19.1%	5,700	-5.0%	0.70%	+42.5%
ED	Sell	CONSOLIDATED EDISON INC	$740,000	-43.2%	9,700	-41.9%	0.70%	-32.0%
CL	Sell	COLGATE PALMOLIVE CO	$730,000	-43.7%	10,900	-45.5%	0.69%	-32.6%
GIS	Sell	GENERAL MLS INC	$726,000	-41.9%	16,900	-40.1%	0.68%	-30.4%
C	Sell	CITIGROUP INC	$725,000	+1.1%	10,100	-5.6%	0.68%	+21.1%
K	Sell	KELLOGG CO	$715,000	-45.9%	10,200	-46.0%	0.67%	-35.2%
DLR	Sell	DIGITAL RLTY TR INC	$698,000	-45.6%	6,200	-46.1%	0.66%	-34.9%
ES	Sell	EVERSOURCE ENERGY	$689,000	-41.3%	11,200	-44.0%	0.65%	-29.7%
MAN	Sell	MANPOWERGROUP INC	$671,000	-6.2%	7,800	-6.0%	0.63%	+12.3%
APD	Sell	AIR PRODS & CHEMS INC	$669,000	-45.7%	4,000	-49.4%	0.63%	-35.0%
WEC	Sell	WEC ENERGY GROUP INC	$661,000	-41.6%	9,900	-43.4%	0.62%	-30.0%
CAT	Sell	CATERPILLAR INC DEL	$656,000	+7.4%	4,300	-4.4%	0.62%	+28.5%
O	Sell	REALTY INCOME CORP	$649,000	-31.5%	11,400	-35.2%	0.61%	-17.9%
TER	Sell	TERADYNE INC	$640,000	-8.2%	17,300	-5.5%	0.60%	+9.9%
HPQ	Sell	HP INC	$640,000	+7.2%	24,800	-5.7%	0.60%	+28.4%
TTC	Sell	TORO CO	$636,000	-6.6%	10,600	-6.2%	0.60%	+11.8%
INGR	Sell	INGREDION INC	$609,000	-11.4%	5,800	-6.5%	0.57%	+6.1%
VC	Sell	VISTEON CORP	$604,000	-32.3%	6,500	-5.8%	0.57%	-19.0%
NUE	Sell	NUCOR CORP	$572,000	-3.7%	9,000	-5.3%	0.54%	+15.2%
HPE	Sell	HEWLETT PACKARD ENTERPRISE C	$571,000	+5.2%	35,000	-5.7%	0.54%	+25.8%
ESS	Sell	ESSEX PPTY TR INC	$568,000	-42.1%	2,300	-43.9%	0.53%	-30.7%
FB	Sell	FACEBOOK INCcl a	$560,000	-73.6%	3,400	-68.8%	0.53%	-68.3%
CC	Sell	CHEMOURS CO	$549,000	-16.4%	13,900	-6.1%	0.52%	+0.2%
IVZ	Sell	INVESCO LTD	$538,000	-45.2%	23,500	-36.3%	0.51%	-34.4%
GPC	Sell	GENUINE PARTS CO	$527,000	-42.6%	5,300	-47.0%	0.50%	-31.2%
CMCSA	Sell	COMCAST CORP NEWcl a	$489,000	+1.2%	13,800	-6.1%	0.46%	+21.4%
FNF	Sell	FIDELITY NATIONAL FINANCIAL	$488,000	-1.0%	12,400	-5.3%	0.46%	+18.6%
MKC	Sell	MCCORMICK & CO INC	$475,000	-57.9%	3,600	-62.9%	0.45%	-49.5%
JNJ	Sell	JOHNSON & JOHNSON	$443,000	+7.3%	3,200	-5.9%	0.42%	+28.7%
GILD	Sell	GILEAD SCIENCES INC	$387,000	+2.9%	5,000	-5.7%	0.36%	+23.4%
SJM	Sell	SMUCKER J M CO	$380,000	-43.0%	3,700	-40.3%	0.36%	-31.7%
OHI	Sell	OMEGA HEALTHCARE INVS INC	$371,000	-39.6%	11,300	-42.9%	0.35%	-27.6%
WDC	Sell	WESTERN DIGITAL CORP	$369,000	-28.9%	6,300	-6.0%	0.35%	-15.0%
OGE	Sell	OGE ENERGY CORP	$342,000	-42.9%	9,400	-44.7%	0.32%	-31.6%
FRT	Sell	FEDERAL REALTY INVT TRsh ben int new	$329,000	-38.2%	2,600	-38.1%	0.31%	-25.8%
PBCT	Sell	PEOPLES UNITED FINANCIAL INC	$316,000	-44.5%	18,400	-41.4%	0.30%	-33.6%
LEG	Sell	LEGGETT & PLATT INC	$316,000	-47.2%	7,200	-46.3%	0.30%	-36.9%
ORI	Sell	OLD REP INTL CORP	$242,000	-42.2%	10,800	-48.6%	0.23%	-30.7%
CINF	Sell	CINCINNATI FINL CORP	$231,000	-42.5%	3,000	-50.0%	0.22%	-31.3%
SKT	Sell	TANGER FACTORY OUTLET CTRS I	$211,000	-41.7%	9,200	-40.3%	0.20%	-29.9%
MDP	Sell	MEREDITH CORP	$205,000	-39.2%	4,000	-39.4%	0.19%	-27.2%
ELS	Sell	EQUITY LIFESTYLE PPTYS INC	$203,000	-43.5%	2,100	-46.2%	0.19%	-32.3%
NWE	Sell	NORTHWESTERN CORP	$171,000	-37.8%	2,900	-39.6%	0.16%	-25.5%
WPC	Sell	W P CAREY INC	$161,000	-36.4%	2,500	-34.2%	0.15%	-24.1%
SR	Sell	SPIRE INC	$140,000	-36.4%	1,900	-38.7%	0.13%	-23.7%
UVV	Sell	UNIVERSAL CORP VA	$91,000	-34.5%	1,400	-33.3%	0.09%	-21.1%
WM	Sell	WASTE MGMT INC DEL	$46,000	-73.1%	500	-76.2%	0.04%	-67.9%
LNT	Sell	ALLIANT ENERGY CORP	$43,000	-28.3%	1,000	-28.6%	0.04%	-14.9%
POR	Sell	PORTLAND GEN ELEC CO	$37,000	-87.7%	800	-88.6%	0.04%	-85.2%
SBSI	Sell	SOUTHSIDE BANCSHARES INC	$32,000	-37.3%	900	-40.0%	0.03%	-25.0%
OMI	Exit	OWENS & MINOR INC NEW	$0	–	-9,500	–	-0.12%	–
AVY	Exit	AVERY DENNISON CORP	$0	–	-5,500	–	-0.44%	–
ESRX	Exit	EXPRESS SCRIPTS HLDG CO	$0	–	-11,900	–	-0.72%	–
AIZ	Exit	ASSURANT INC	$0	–	-13,100	–	-1.06%	–

Q2 2018

			Value		Shares		↓ Weighting
AAPL	New	APPLE INC	$3,795,000	–	20,500	–	2.98%	–
MO	New	ALTRIA GROUP INC	$2,261,000	–	39,800	–	1.78%	–
PEP	New	PEPSICO INC	$2,243,000	–	20,600	–	1.76%	–
FB	New	FACEBOOK INCcl a	$2,119,000	–	10,900	–	1.66%	–
PG	New	PROCTER AND GAMBLE CO	$2,116,000	–	27,100	–	1.66%	–
BA	New	BOEING CO	$2,081,000	–	6,200	–	1.64%	–
TGT	New	TARGET CORP	$2,033,000	–	26,700	–	1.60%	–
XOM	New	EXXON MOBIL CORP	$1,978,000	–	23,900	–	1.55%	–
BEN	New	FRANKLIN RES INC	$1,786,000	–	55,700	–	1.40%	–
VZ	New	VERIZON COMMUNICATIONS INC	$1,605,000	–	31,900	–	1.26%	–
GOOGL	New	ALPHABET INCcap stk cl a	$1,581,000	–	1,400	–	1.24%	–
NEE	New	NEXTERA ENERGY INC	$1,554,000	–	9,300	–	1.22%	–
IBM	New	INTERNATIONAL BUSINESS MACHS	$1,537,000	–	11,000	–	1.21%	–
T	New	AT&T INC	$1,535,000	–	47,800	–	1.21%	–
MMM	New	3M CO	$1,535,000	–	7,800	–	1.21%	–
MCD	New	MCDONALDS CORP	$1,520,000	–	9,700	–	1.19%	–
HD	New	HOME DEPOT INC	$1,503,000	–	7,700	–	1.18%	–
BAC	New	BANK AMER CORP	$1,480,000	–	52,500	–	1.16%	–
LMT	New	LOCKHEED MARTIN CORP	$1,478,000	–	5,000	–	1.16%	–
HFC	New	HOLLYFRONTIER CORP	$1,396,000	–	20,400	–	1.10%	–
BBY	New	BEST BUY INC	$1,388,000	–	18,600	–	1.09%	–
FCAU	New	FIAT CHRYSLER AUTOMOBILES N	$1,375,000	–	72,737	–	1.08%	–
AIZ	New	ASSURANT INC	$1,356,000	–	13,100	–	1.06%	–
ICLR	New	ICON PLC	$1,352,000	–	10,200	–	1.06%	–
VTR	New	VENTAS INC	$1,339,000	–	23,500	–	1.05%	–
CLX	New	CLOROX CO DEL	$1,339,000	–	9,900	–	1.05%	–
LEA	New	LEAR CORP	$1,338,000	–	7,200	–	1.05%	–
CNP	New	CENTERPOINT ENERGY INC	$1,333,000	–	48,100	–	1.05%	–
KMB	New	KIMBERLY CLARK CORP	$1,328,000	–	12,600	–	1.04%	–
XEL	New	XCEL ENERGY INC	$1,325,000	–	29,000	–	1.04%	–
K	New	KELLOGG CO	$1,321,000	–	18,900	–	1.04%	–
D	New	DOMINION ENERGY INC	$1,310,000	–	19,200	–	1.03%	–
ED	New	CONSOLIDATED EDISON INC	$1,303,000	–	16,700	–	1.02%	–
CMS	New	CMS ENERGY CORP	$1,301,000	–	27,500	–	1.02%	–
CL	New	COLGATE PALMOLIVE CO	$1,297,000	–	20,000	–	1.02%	–
DUK	New	DUKE ENERGY CORP NEW	$1,297,000	–	16,400	–	1.02%	–
NOC	New	NORTHROP GRUMMAN CORP	$1,293,000	–	4,200	–	1.02%	–
STLD	New	STEEL DYNAMICS INC	$1,292,000	–	28,100	–	1.02%	–
DLR	New	DIGITAL RLTY TR INC	$1,284,000	–	11,500	–	1.01%	–
AMGN	New	AMGEN INC	$1,274,000	–	6,900	–	1.00%	–
CFG	New	CITIZENS FINL GROUP INC	$1,253,000	–	32,200	–	0.98%	–
GIS	New	GENERAL MLS INC	$1,249,000	–	28,200	–	0.98%	–
APD	New	AIR PRODS & CHEMS INC	$1,231,000	–	7,900	–	0.97%	–
A	New	AGILENT TECHNOLOGIES INC	$1,188,000	–	19,200	–	0.93%	–
WCG	New	WELLCARE HEALTH PLANS INC	$1,182,000	–	4,800	–	0.93%	–
ES	New	EVERSOURCE ENERGY	$1,173,000	–	20,000	–	0.92%	–
BAX	New	BAXTER INTL INC	$1,160,000	–	15,700	–	0.91%	–
AMAT	New	APPLIED MATLS INC	$1,137,000	–	24,600	–	0.89%	–
WEC	New	WEC ENERGY GROUP INC	$1,132,000	–	17,500	–	0.89%	–
MKC	New	MCCORMICK & CO INC	$1,127,000	–	9,700	–	0.88%	–
KLAC	New	KLA-TENCOR CORP	$1,108,000	–	10,800	–	0.87%	–
RE	New	EVEREST RE GROUP LTD	$1,107,000	–	4,800	–	0.87%	–
WMT	New	WALMART INC	$1,105,000	–	12,900	–	0.87%	–
HUM	New	HUMANA INC	$1,042,000	–	3,500	–	0.82%	–
UNH	New	UNITEDHEALTH GROUP INC	$1,006,000	–	4,100	–	0.79%	–
OC	New	OWENS CORNING NEW	$1,002,000	–	15,800	–	0.79%	–
CVS	New	CVS HEALTH CORP	$991,000	–	15,400	–	0.78%	–
CTXS	New	CITRIX SYS INC	$986,000	–	9,400	–	0.78%	–
IVZ	New	INVESCO LTD	$981,000	–	36,900	–	0.77%	–
IDXX	New	IDEXX LABS INC	$981,000	–	4,500	–	0.77%	–
ESS	New	ESSEX PPTY TR INC	$981,000	–	4,100	–	0.77%	–
WBA	New	WALGREENS BOOTS ALLIANCE INC	$973,000	–	16,200	–	0.76%	–
O	New	REALTY INCOME CORP	$947,000	–	17,600	–	0.74%	–
STT	New	STATE STR CORP	$941,000	–	10,100	–	0.74%	–
MTG	New	MGIC INVT CORP WIS	$938,000	–	87,500	–	0.74%	–
CSCO	New	CISCO SYS INC	$926,000	–	21,500	–	0.73%	–
ESRX	New	EXPRESS SCRIPTS HLDG CO	$919,000	–	11,900	–	0.72%	–
GPC	New	GENUINE PARTS CO	$918,000	–	10,000	–	0.72%	–
MSFT	New	MICROSOFT CORP	$908,000	–	9,200	–	0.71%	–
AVGO	New	BROADCOM INC	$898,000	–	3,700	–	0.71%	–
FFIV	New	F5 NETWORKS INC	$897,000	–	5,200	–	0.70%	–
VC	New	VISTEON CORP	$892,000	–	6,900	–	0.70%	–
CI	New	CIGNA CORPORATION	$884,000	–	5,200	–	0.70%	–
RPAI	New	RETAIL PPTYS AMER INCcl a	$876,000	–	68,500	–	0.69%	–
MXIM	New	MAXIM INTEGRATED PRODS INC	$875,000	–	14,900	–	0.69%	–
LOW	New	LOWES COS INC	$861,000	–	9,000	–	0.68%	–
CDW	New	CDW CORP	$841,000	–	10,400	–	0.66%	–
UNM	New	UNUM GROUP	$822,000	–	22,200	–	0.65%	–
XRX	New	XEROX CORP	$818,000	–	34,075	–	0.64%	–
AGO	New	ASSURED GUARANTY LTD	$819,000	–	22,900	–	0.64%	–
EXC	New	EXELON CORP	$814,000	–	19,100	–	0.64%	–
CBS	New	CBS CORP NEWcl b	$810,000	–	14,400	–	0.64%	–
V	New	VISA INC	$795,000	–	6,000	–	0.62%	–
CNO	New	CNO FINL GROUP INC	$766,000	–	40,200	–	0.60%	–
MRK	New	MERCK & CO INC	$735,000	–	12,100	–	0.58%	–
C	New	CITIGROUP INC	$717,000	–	10,700	–	0.56%	–
MAN	New	MANPOWERGROUP INC	$715,000	–	8,300	–	0.56%	–
ESNT	New	ESSENT GROUP LTD	$706,000	–	19,700	–	0.56%	–
TER	New	TERADYNE INC	$697,000	–	18,300	–	0.55%	–
BIIB	New	BIOGEN INC	$697,000	–	2,400	–	0.55%	–
LUV	New	SOUTHWEST AIRLS CO	$692,000	–	13,600	–	0.54%	–
INGR	New	INGREDION INC	$687,000	–	6,200	–	0.54%	–
TTC	New	TORO CO	$681,000	–	11,300	–	0.54%	–
SJM	New	SMUCKER J M CO	$667,000	–	6,200	–	0.52%	–
CC	New	CHEMOURS CO	$657,000	–	14,800	–	0.52%	–
RCL	New	ROYAL CARIBBEAN CRUISES LTD	$622,000	–	6,000	–	0.49%	–
OHI	New	OMEGA HEALTHCARE INVS INC	$614,000	–	19,800	–	0.48%	–
CAT	New	CATERPILLAR INC DEL	$611,000	–	4,500	–	0.48%	–
OGE	New	OGE ENERGY CORP	$599,000	–	17,000	–	0.47%	–
LEG	New	LEGGETT & PLATT INC	$599,000	–	13,400	–	0.47%	–
HPQ	New	HP INC	$597,000	–	26,300	–	0.47%	–
NUE	New	NUCOR CORP	$594,000	–	9,500	–	0.47%	–
PBCT	New	PEOPLES UNITED FINANCIAL INC	$569,000	–	31,400	–	0.45%	–
AVY	New	AVERY DENNISON CORP	$562,000	–	5,500	–	0.44%	–
HPE	New	HEWLETT PACKARD ENTERPRISE C	$543,000	–	37,100	–	0.43%	–
FRT	New	FEDERAL REALTY INVT TRsh ben int new	$532,000	–	4,200	–	0.42%	–
WDC	New	WESTERN DIGITAL CORP	$519,000	–	6,700	–	0.41%	–
AMZN	New	AMAZON COM INC	$510,000	–	300	–	0.40%	–
FNF	New	FIDELITY NATIONAL FINANCIAL	$493,000	–	13,100	–	0.39%	–
CMCSA	New	COMCAST CORP NEWcl a	$483,000	–	14,700	–	0.38%	–
ORI	New	OLD REP INTL CORP	$419,000	–	21,000	–	0.33%	–
JNJ	New	JOHNSON & JOHNSON	$413,000	–	3,400	–	0.32%	–
CINF	New	CINCINNATI FINL CORP	$402,000	–	6,000	–	0.32%	–
GILD	New	GILEAD SCIENCES INC	$376,000	–	5,300	–	0.30%	–
SKT	New	TANGER FACTORY OUTLET CTRS I	$362,000	–	15,400	–	0.28%	–
ELS	New	EQUITY LIFESTYLE PPTYS INC	$359,000	–	3,900	–	0.28%	–
MDP	New	MEREDITH CORP	$337,000	–	6,600	–	0.26%	–
POR	New	PORTLAND GEN ELEC CO	$300,000	–	7,000	–	0.24%	–
NWE	New	NORTHWESTERN CORP	$275,000	–	4,800	–	0.22%	–
WPC	New	W P CAREY INC	$253,000	–	3,800	–	0.20%	–
SR	New	SPIRE INC	$220,000	–	3,100	–	0.17%	–
WM	New	WASTE MGMT INC DEL	$171,000	–	2,100	–	0.13%	–
OMI	New	OWENS & MINOR INC NEW	$159,000	–	9,500	–	0.12%	–
UVV	New	UNIVERSAL CORP VA	$139,000	–	2,100	–	0.11%	–
LNT	New	ALLIANT ENERGY CORP	$60,000	–	1,400	–	0.05%	–
SBSI	New	SOUTHSIDE BANCSHARES INC	$51,000	–	1,500	–	0.04%	–
ERIE	New	ERIE INDTY COcl a	$47,000	–	400	–	0.04%	–

Q4 2017

			Value		Shares		↓ Weighting
UHT	Exit	UNIVERSAL HEALTH RLTY INCM Tsh ben int	$0	–	-700	–	-0.03%	–
UBA	Exit	URSTADT BIDDLE PPTYS INCcl a	$0	–	-2,900	–	-0.04%	–
AFSI	Exit	AMTRUST FINL SVCS INC	$0	–	-6,800	–	-0.05%	–
NWN	Exit	NORTHWEST NAT GAS CO	$0	–	-2,200	–	-0.08%	–
SR	Exit	SPIRE INC	$0	–	-2,900	–	-0.13%	–
OMI	Exit	OWENS & MINOR INC NEW	$0	–	-12,400	–	-0.21%	–
ORI	Exit	OLD REP INTL CORP	$0	–	-19,100	–	-0.22%	–
WPC	Exit	W P CAREY INC	$0	–	-6,200	–	-0.25%	–
XOM	Exit	EXXON MOBIL CORP	$0	–	-5,300	–	-0.26%	–
CPB	Exit	CAMPBELL SOUP CO	$0	–	-9,300	–	-0.26%	–
NWE	Exit	NORTHWESTERN CORP	$0	–	-7,900	–	-0.27%	–
CMP	Exit	COMPASS MINERALS INTL INC	$0	–	-7,500	–	-0.29%	–
WBA	Exit	WALGREENS BOOTS ALLIANCE INC	$0	–	-6,400	–	-0.29%	–
RE	Exit	EVEREST RE GROUP LTD	$0	–	-2,200	–	-0.30%	–
GILD	Exit	GILEAD SCIENCES INC	$0	–	-6,300	–	-0.30%	–
CLGX	Exit	CORELOGIC INC	$0	–	-11,500	–	-0.31%	–
HFC	Exit	HOLLYFRONTIER CORP	$0	–	-14,800	–	-0.32%	–
RPAI	Exit	RETAIL PPTYS AMER INCcl a	$0	–	-40,800	–	-0.32%	–
CNP	Exit	CENTERPOINT ENERGY INC	$0	–	-18,900	–	-0.33%	–
ANTM	Exit	ANTHEM INC	$0	–	-3,000	–	-0.34%	–
NUE	Exit	NUCOR CORP	$0	–	-11,400	–	-0.38%	–
AVY	Exit	AVERY DENNISON CORP	$0	–	-6,600	–	-0.38%	–
CINF	Exit	CINCINNATI FINL CORP	$0	–	-8,500	–	-0.38%	–
TWX	Exit	TIME WARNER INC	$0	–	-6,500	–	-0.39%	–
GOLD	Exit	BARRICK GOLD CORP	$0	–	-41,500	–	-0.40%	–
CMCSA	Exit	COMCAST CORP NEWcl a	$0	–	-17,600	–	-0.40%	–
OGE	Exit	OGE ENERGY CORP	$0	–	-19,300	–	-0.41%	–
CNO	Exit	CNO FINL GROUP INC	$0	–	-29,800	–	-0.41%	–
FFIV	Exit	F5 NETWORKS INC	$0	–	-6,200	–	-0.44%	–
V	Exit	VISA INC	$0	–	-7,100	–	-0.44%	–
AEO	Exit	AMERICAN EAGLE OUTFITTERS NE	$0	–	-52,600	–	-0.44%	–
CDW	Exit	CDW CORP	$0	–	-12,300	–	-0.48%	–
MSFT	Exit	MICROSOFT CORP	$0	–	-10,900	–	-0.48%	–
TER	Exit	TERADYNE INC	$0	–	-21,900	–	-0.48%	–
IDXX	Exit	IDEXX LABS INC	$0	–	-5,400	–	-0.50%	–
TTC	Exit	TORO CO	$0	–	-13,600	–	-0.50%	–
CTXS	Exit	CITRIX SYS INC	$0	–	-11,100	–	-0.50%	–
LOW	Exit	LOWES COS INC	$0	–	-10,700	–	-0.51%	–
EXC	Exit	EXELON CORP	$0	–	-22,800	–	-0.51%	–
LNT	Exit	ALLIANT ENERGY CORP	$0	–	-20,700	–	-0.51%	–
NUAN	Exit	NUANCE COMMUNICATIONS INC	$0	–	-55,600	–	-0.52%	–
INGR	Exit	INGREDION INC	$0	–	-7,400	–	-0.53%	–
ESRX	Exit	EXPRESS SCRIPTS HLDG CO	$0	–	-14,200	–	-0.53%	–
CC	Exit	CHEMOURS CO	$0	–	-17,800	–	-0.53%	–
LUV	Exit	SOUTHWEST AIRLS CO	$0	–	-16,200	–	-0.54%	–
BIIB	Exit	BIOGEN INC	$0	–	-2,900	–	-0.54%	–
MSI	Exit	MOTOROLA SOLUTIONS INC	$0	–	-10,900	–	-0.55%	–
MRK	Exit	MERCK & CO INC	$0	–	-14,500	–	-0.55%	–
C	Exit	CITIGROUP INC	$0	–	-12,900	–	-0.56%	–
ESNT	Exit	ESSENT GROUP LTD	$0	–	-23,600	–	-0.56%	–
BIG	Exit	BIG LOTS INC	$0	–	-18,200	–	-0.58%	–
SKT	Exit	TANGER FACTORY OUTLET CTRS I	$0	–	-40,500	–	-0.58%	–
CBS	Exit	CBS CORP NEWcl b	$0	–	-17,100	–	-0.59%	–
PBCT	Exit	PEOPLES UNITED FINANCIAL INC	$0	–	-54,700	–	-0.59%	–
WCG	Exit	WELLCARE HEALTH PLANS INC	$0	–	-5,800	–	-0.59%	–
CSCO	Exit	CISCO SYS INC	$0	–	-29,900	–	-0.59%	–
HUM	Exit	HUMANA INC	$0	–	-4,200	–	-0.60%	–
VC	Exit	VISTEON CORP	$0	–	-8,300	–	-0.61%	–
AGO	Exit	ASSURED GUARANTY LTD	$0	–	-27,300	–	-0.61%	–
BEN	Exit	FRANKLIN RES INC	$0	–	-23,200	–	-0.61%	–
MCD	Exit	MCDONALDS CORP	$0	–	-6,600	–	-0.61%	–
FRT	Exit	FEDERAL REALTY INVT TRsh ben int new	$0	–	-8,600	–	-0.63%	–
SCG	Exit	SCANA CORP NEW	$0	–	-22,800	–	-0.65%	–
STLD	Exit	STEEL DYNAMICS INC	$0	–	-33,500	–	-0.68%	–
CI	Exit	CIGNA CORPORATION	$0	–	-6,200	–	-0.68%	–
MAN	Exit	MANPOWERGROUP INC	$0	–	-9,900	–	-0.69%	–
BAX	Exit	BAXTER INTL INC	$0	–	-18,800	–	-0.70%	–
CM	Exit	CDN IMPERIAL BK COMM TORONTO	$0	–	-13,900	–	-0.72%	–
BBY	Exit	BEST BUY INC	$0	–	-22,200	–	-0.75%	–
SIRI	Exit	SIRIUS XM HLDGS INC	$0	–	-236,500	–	-0.77%	–
MTG	Exit	MGIC INVT CORP WIS	$0	–	-104,700	–	-0.78%	–
CVS	Exit	CVS HEALTH CORP	$0	–	-16,200	–	-0.78%	–
GPC	Exit	GENUINE PARTS CO	$0	–	-14,000	–	-0.79%	–
UNH	Exit	UNITEDHEALTH GROUP INC	$0	–	-6,900	–	-0.80%	–
XRX	Exit	XEROX CORP	$0	–	-40,675	–	-0.80%	–
OHI	Exit	OMEGA HEALTHCARE INVS INC	$0	–	-42,600	–	-0.80%	–
ICLR	Exit	ICON PLC	$0	–	-12,100	–	-0.81%	–
ES	Exit	EVERSOURCE ENERGY	$0	–	-22,900	–	-0.82%	–
STT	Exit	STATE STR CORP	$0	–	-14,700	–	-0.83%	–
CMS	Exit	CMS ENERGY CORP	$0	–	-30,800	–	-0.84%	–
NOC	Exit	NORTHROP GRUMMAN CORP	$0	–	-5,000	–	-0.85%	–
GOOGL	Exit	ALPHABET INCcap stk cl a	$0	–	-1,500	–	-0.86%	–
CFG	Exit	CITIZENS FINL GROUP INC	$0	–	-38,600	–	-0.86%	–
OC	Exit	OWENS CORNING NEW	$0	–	-18,900	–	-0.86%	–
A	Exit	AGILENT TECHNOLOGIES INC	$0	–	-22,900	–	-0.87%	–
LEA	Exit	LEAR CORP	$0	–	-8,600	–	-0.88%	–
HD	Exit	HOME DEPOT INC	$0	–	-9,300	–	-0.90%	–
AMGN	Exit	AMGEN INC	$0	–	-8,300	–	-0.91%	–
ESS	Exit	ESSEX PPTY TR INC	$0	–	-6,100	–	-0.92%	–
FCAU	Exit	FIAT CHRYSLER AUTOMOBILES N	$0	–	-86,958	–	-0.92%	–
CLX	Exit	CLOROX CO DEL	$0	–	-12,600	–	-0.98%	–
VFC	Exit	V F CORP	$0	–	-27,200	–	-1.02%	–
AMAT	Exit	APPLIED MATLS INC	$0	–	-33,900	–	-1.04%	–
BAC	Exit	BANK AMER CORP	$0	–	-72,000	–	-1.08%	–
WEC	Exit	WEC ENERGY GROUP INC	$0	–	-29,900	–	-1.11%	–
K	Exit	KELLOGG CO	$0	–	-31,800	–	-1.17%	–
VTR	Exit	VENTAS INC	$0	–	-31,300	–	-1.20%	–
O	Exit	REALTY INCOME CORP	$0	–	-36,600	–	-1.24%	–
XEL	Exit	XCEL ENERGY INC	$0	–	-44,500	–	-1.24%	–
BA	Exit	BOEING CO	$0	–	-8,300	–	-1.25%	–
EIX	Exit	EDISON INTL	$0	–	-27,700	–	-1.26%	–
GIS	Exit	GENERAL MLS INC	$0	–	-41,500	–	-1.27%	–
KMB	Exit	KIMBERLY CLARK CORP	$0	–	-18,300	–	-1.27%	–
DLR	Exit	DIGITAL RLTY TR INC	$0	–	-18,400	–	-1.29%	–
FB	Exit	FACEBOOK INCcl a	$0	–	-13,100	–	-1.32%	–
EMR	Exit	EMERSON ELEC CO	$0	–	-36,100	–	-1.34%	–
ED	Exit	CONSOLIDATED EDISON INC	$0	–	-28,300	–	-1.35%	–
TROW	Exit	PRICE T ROWE GROUP INC	$0	–	-25,500	–	-1.37%	–
PX	Exit	PRAXAIR INC	$0	–	-16,700	–	-1.38%	–
D	Exit	DOMINION ENERGY INC	$0	–	-30,400	–	-1.38%	–
QCOM	Exit	QUALCOMM INC	$0	–	-54,400	–	-1.67%	–
NEE	Exit	NEXTERA ENERGY INC	$0	–	-19,300	–	-1.67%	–
IBM	Exit	INTERNATIONAL BUSINESS MACHS	$0	–	-20,000	–	-1.71%	–
LMT	Exit	LOCKHEED MARTIN CORP	$0	–	-9,500	–	-1.74%	–
MMM	Exit	3M CO	$0	–	-14,100	–	-1.75%	–
TGT	Exit	TARGET CORP	$0	–	-50,400	–	-1.76%	–
VZ	Exit	VERIZON COMMUNICATIONS INC	$0	–	-60,200	–	-1.76%	–
T	Exit	AT&T INC	$0	–	-76,700	–	-1.78%	–
PG	Exit	PROCTER AND GAMBLE CO	$0	–	-37,000	–	-1.99%	–
PEP	Exit	PEPSICO INC	$0	–	-31,900	–	-2.10%	–
MO	Exit	ALTRIA GROUP INC	$0	–	-56,100	–	-2.10%	–
JNJ	Exit	JOHNSON & JOHNSON	$0	–	-28,600	–	-2.20%	–
AAPL	Exit	APPLE INC	$0	–	-24,600	–	-2.24%	–
WMT	Exit	WAL-MART STORES INC	$0	–	-50,300	–	-2.32%	–

Q3 2017

			Value		Shares		↓ Weighting
WMT	Buy	WAL-MART STORES INC	$3,931,000	+59.3%	50,300	+54.3%	2.32%	+14.6%
AAPL	Sell	APPLE INC	$3,792,000	+3.6%	24,600	-3.1%	2.24%	-25.5%
JNJ	Buy	JOHNSON & JOHNSON	$3,719,000	+55.3%	28,600	+58.0%	2.20%	+11.7%
MO	Buy	ALTRIA GROUP INC	$3,558,000	+69.4%	56,100	+98.9%	2.10%	+21.9%
PEP	Buy	PEPSICO INC	$3,555,000	+73.9%	31,900	+80.2%	2.10%	+25.1%
PG	Buy	PROCTER AND GAMBLE CO	$3,367,000	+67.3%	37,000	+60.2%	1.99%	+20.3%
T	Buy	AT&T INC	$3,005,000	+158.6%	76,700	+149.0%	1.78%	+86.1%
VZ	Buy	VERIZON COMMUNICATIONS INC	$2,980,000	+158.7%	60,200	+133.3%	1.76%	+86.0%
TGT	Buy	TARGET CORP	$2,975,000	+85.8%	50,400	+64.7%	1.76%	+33.6%
MMM	Buy	3M CO	$2,960,000	+137.0%	14,100	+135.0%	1.75%	+70.4%
LMT	Buy	LOCKHEED MARTIN CORP	$2,948,000	+136.0%	9,500	+111.1%	1.74%	+69.7%
IBM	Buy	INTERNATIONAL BUSINESS MACHS	$2,902,000	+145.1%	20,000	+159.7%	1.71%	+76.3%
NEE	Buy	NEXTERA ENERGY INC	$2,829,000	+126.9%	19,300	+116.9%	1.67%	+63.2%
QCOM	Buy	QUALCOMM INC	$2,821,000	+39.9%	54,400	+49.0%	1.67%	+0.6%
D	Buy	DOMINION ENERGY INC	$2,339,000	+124.5%	30,400	+123.5%	1.38%	+61.4%
PX	Buy	PRAXAIR INC	$2,334,000	+120.2%	16,700	+108.8%	1.38%	+58.5%
TROW	Buy	PRICE T ROWE GROUP INC	$2,312,000	+139.6%	25,500	+96.2%	1.37%	+72.5%
ED	Buy	CONSOLIDATED EDISON INC	$2,284,000	+120.9%	28,300	+121.1%	1.35%	+58.9%
EMR	Buy	EMERSON ELEC CO	$2,269,000	+132.0%	36,100	+120.1%	1.34%	+66.9%
FB	Sell	FACEBOOK INCcl a	$2,239,000	+9.8%	13,100	-3.0%	1.32%	-21.0%
DLR	Buy	DIGITAL RLTY TR INC	$2,178,000	+132.4%	18,400	+121.7%	1.29%	+67.2%
KMB	Buy	KIMBERLY CLARK CORP	$2,154,000	+125.5%	18,300	+147.3%	1.27%	+62.2%
GIS	Buy	GENERAL MLS INC	$2,149,000	+121.5%	41,500	+137.1%	1.27%	+59.2%
EIX	Buy	EDISON INTL	$2,138,000	+124.1%	27,700	+127.0%	1.26%	+61.3%
BA	Sell	BOEING CO	$2,110,000	+12.3%	8,300	-12.6%	1.25%	-19.2%
XEL	Buy	XCEL ENERGY INC	$2,106,000	+119.6%	44,500	+112.9%	1.24%	+57.9%
O	Buy	REALTY INCOME CORP	$2,094,000	+134.2%	36,600	+125.9%	1.24%	+68.5%
VTR	Buy	VENTAS INC	$2,039,000	+97.0%	31,300	+110.1%	1.20%	+41.6%
K	Buy	KELLOGG CO	$1,984,000	+105.6%	31,800	+128.8%	1.17%	+48.0%
WEC	Buy	WEC ENERGY GROUP INC	$1,878,000	+105.2%	29,900	+100.7%	1.11%	+47.7%
BAC	Sell	BANK AMER CORP	$1,825,000	+0.9%	72,000	-3.4%	1.08%	-27.4%
AMAT	Sell	APPLIED MATLS INC	$1,766,000	+21.8%	33,900	-3.4%	1.04%	-12.4%
VFC	Buy	V F CORP	$1,730,000	+61.5%	27,200	+46.2%	1.02%	+16.1%
CLX	Buy	CLOROX CO DEL	$1,663,000	+111.6%	12,600	+113.6%	0.98%	+52.2%
FCAU	Sell	FIAT CHRYSLER AUTOMOBILES N	$1,558,000	+62.8%	86,958	-3.3%	0.92%	+17.0%
ESS	Buy	ESSEX PPTY TR INC	$1,550,000	+100.8%	6,100	+103.3%	0.92%	+44.5%
AMGN	Sell	AMGEN INC	$1,548,000	+4.5%	8,300	-3.5%	0.91%	-24.9%
HD	Sell	HOME DEPOT INC	$1,522,000	+3.3%	9,300	-3.1%	0.90%	-25.7%
LEA	Sell	LEAR CORP	$1,489,000	+17.7%	8,600	-3.4%	0.88%	-15.4%
A	Sell	AGILENT TECHNOLOGIES INC	$1,471,000	+4.6%	22,900	-3.4%	0.87%	-24.8%
OC	Sell	OWENS CORNING NEW	$1,462,000	+11.4%	18,900	-3.6%	0.86%	-19.8%
CFG	Sell	CITIZENS FINL GROUP INC	$1,462,000	+2.7%	38,600	-3.3%	0.86%	-26.1%
NOC	Sell	NORTHROP GRUMMAN CORP	$1,439,000	+7.8%	5,000	-3.8%	0.85%	-22.4%
CMS	Buy	CMS ENERGY CORP	$1,427,000	+108.3%	30,800	+108.1%	0.84%	+49.7%
STT	Sell	STATE STR CORP	$1,405,000	+3.0%	14,700	-3.3%	0.83%	-25.9%
ES	Buy	EVERSOURCE ENERGY	$1,385,000	+113.1%	22,900	+114.0%	0.82%	+53.2%
ICLR	Sell	ICON PLC	$1,378,000	+12.8%	12,100	-3.2%	0.81%	-18.9%
OHI	Buy	OMEGA HEALTHCARE INVS INC	$1,360,000	+183.9%	42,600	+193.8%	0.80%	+104.3%
XRX	Buy	XEROX CORP	$1,355,000	+45.5%	40,675	+25.6%	0.80%	+4.6%
UNH	Sell	UNITEDHEALTH GROUP INC	$1,352,000	+2.7%	6,900	-2.8%	0.80%	-26.2%
GPC	Buy	GENUINE PARTS CO	$1,340,000	+133.0%	14,000	+125.8%	0.79%	+67.6%
CVS	Sell	CVS HEALTH CORP	$1,318,000	-2.5%	16,200	-3.6%	0.78%	-29.9%
MTG	Sell	MGIC INVT CORP WIS	$1,312,000	+8.2%	104,700	-3.3%	0.78%	-22.2%
SIRI	Sell	SIRIUS XM HLDGS INC	$1,306,000	-2.4%	236,500	-3.3%	0.77%	-29.8%
BBY	Sell	BEST BUY INC	$1,265,000	-4.1%	22,200	-3.5%	0.75%	-31.0%
CM	Sell	CDN IMPERIAL BK COMM TORONTO	$1,217,000	+4.1%	13,900	-3.5%	0.72%	-25.1%
BAX	Sell	BAXTER INTL INC	$1,180,000	+0.4%	18,800	-3.1%	0.70%	-27.8%
MAN	Sell	MANPOWERGROUP INC	$1,167,000	+2.5%	9,900	-2.9%	0.69%	-26.3%
CI	Sell	CIGNA CORPORATION	$1,160,000	+8.2%	6,200	-3.1%	0.68%	-22.2%
STLD	Sell	STEEL DYNAMICS INC	$1,155,000	-7.1%	33,500	-3.5%	0.68%	-33.2%
SCG	Buy	SCANA CORP NEW	$1,106,000	+81.3%	22,800	+150.5%	0.65%	+30.3%
FRT	Buy	FEDERAL REALTY INVT TRsh ben int new	$1,069,000	+111.3%	8,600	+115.0%	0.63%	+51.7%
MCD	Buy	MCDONALDS CORP	$1,035,000	+117.9%	6,600	+112.9%	0.61%	+56.7%
BEN	New	FRANKLIN RES INC	$1,033,000	–	23,200	–	0.61%	–
AGO	Buy	ASSURED GUARANTY LTD	$1,031,000	+63.4%	27,300	+80.8%	0.61%	+17.6%
VC	Sell	VISTEON CORP	$1,028,000	+17.1%	8,300	-3.5%	0.61%	-15.8%
HUM	Buy	HUMANA INC	$1,024,000	+63.6%	4,200	+61.5%	0.60%	+17.7%
CSCO	Sell	CISCO SYS INC	$1,006,000	+3.9%	29,900	-3.2%	0.59%	-25.3%
WCG	Sell	WELLCARE HEALTH PLANS INC	$997,000	-7.5%	5,800	-3.3%	0.59%	-33.4%
PBCT	Buy	PEOPLES UNITED FINANCIAL INC	$993,000	+132.6%	54,700	+126.0%	0.59%	+67.2%
CBS	Sell	CBS CORP NEWcl b	$992,000	-12.1%	17,100	-3.4%	0.59%	-36.8%
SKT	Buy	TANGER FACTORY OUTLET CTRS I	$990,000	+236.7%	40,500	+258.4%	0.58%	+142.7%
BIG	Sell	BIG LOTS INC	$975,000	+7.3%	18,200	-3.2%	0.58%	-22.8%
ESNT	New	ESSENT GROUP LTD	$956,000	–	23,600	–	0.56%	–
C	Sell	CITIGROUP INC	$939,000	+5.5%	12,900	-3.0%	0.56%	-24.1%
MRK	Sell	MERCK & CO INC	$929,000	-3.4%	14,500	-3.3%	0.55%	-30.5%
MSI	Sell	MOTOROLA SOLUTIONS INC	$926,000	-5.6%	10,900	-3.5%	0.55%	-32.1%
BIIB	Sell	BIOGEN INC	$909,000	+11.5%	2,900	-3.3%	0.54%	-19.7%
LUV	Sell	SOUTHWEST AIRLS CO	$907,000	-13.1%	16,200	-3.6%	0.54%	-37.5%
ESRX	Sell	EXPRESS SCRIPTS HLDG CO	$900,000	-4.2%	14,200	-3.4%	0.53%	-31.0%
CC	Sell	CHEMOURS CO	$901,000	+29.1%	17,800	-3.3%	0.53%	-7.2%
INGR	Sell	INGREDION INC	$893,000	-2.7%	7,400	-3.9%	0.53%	-30.1%
NUAN	Sell	NUANCE COMMUNICATIONS INC	$875,000	-12.7%	55,600	-3.3%	0.52%	-37.2%
LNT	Buy	ALLIANT ENERGY CORP	$861,000	+220.1%	20,700	+209.0%	0.51%	+130.3%
EXC	Sell	EXELON CORP	$859,000	+0.8%	22,800	-3.4%	0.51%	-27.6%
LOW	Sell	LOWES COS INC	$856,000	-0.6%	10,700	-3.6%	0.51%	-28.4%
CTXS	Sell	CITRIX SYS INC	$853,000	-6.9%	11,100	-3.5%	0.50%	-33.0%
TTC	Sell	TORO CO	$845,000	-13.5%	13,600	-3.5%	0.50%	-37.8%
IDXX	New	IDEXX LABS INC	$840,000	–	5,400	–	0.50%	–
TER	Sell	TERADYNE INC	$817,000	+19.8%	21,900	-3.5%	0.48%	-13.8%
CDW	Sell	CDW CORP	$812,000	+2.1%	12,300	-3.1%	0.48%	-26.5%
MSFT	Sell	MICROSOFT CORP	$812,000	+4.2%	10,900	-3.5%	0.48%	-25.0%
AEO	Sell	AMERICAN EAGLE OUTFITTERS NE	$753,000	+14.8%	52,600	-3.3%	0.44%	-17.4%
FFIV	Sell	F5 NETWORKS INC	$748,000	-8.1%	6,200	-3.1%	0.44%	-33.8%
V	New	VISA INC	$748,000	–	7,100	–	0.44%	–
OGE	Buy	OGE ENERGY CORP	$696,000	+114.8%	19,300	+107.5%	0.41%	+54.5%
CNO	Sell	CNO FINL GROUP INC	$696,000	+8.1%	29,800	-3.2%	0.41%	-22.3%
CMCSA	Sell	COMCAST CORP NEWcl a	$678,000	-4.4%	17,600	-3.3%	0.40%	-31.3%
GOLD	Sell	BARRICK GOLD CORP	$668,000	-2.2%	41,500	-3.3%	0.40%	-29.6%
TWX	Sell	TIME WARNER INC	$666,000	-1.0%	6,500	-3.0%	0.39%	-28.9%
CINF	Buy	CINCINNATI FINL CORP	$651,000	+119.2%	8,500	+107.3%	0.38%	+57.8%
AVY	Sell	AVERY DENNISON CORP	$650,000	+8.2%	6,600	-2.9%	0.38%	-22.3%
NUE	Sell	NUCOR CORP	$639,000	-6.4%	11,400	-3.4%	0.38%	-32.8%
ANTM	Sell	ANTHEM INC	$570,000	-2.4%	3,000	-3.2%	0.34%	-29.8%
CNP	New	CENTERPOINT ENERGY INC	$553,000	–	18,900	–	0.33%	–
RPAI	New	RETAIL PPTYS AMER INCcl a	$536,000	–	40,800	–	0.32%	–
HFC	New	HOLLYFRONTIER CORP	$533,000	–	14,800	–	0.32%	–
CLGX	Sell	CORELOGIC INC	$532,000	+2.9%	11,500	-3.4%	0.31%	-26.1%
GILD	Sell	GILEAD SCIENCES INC	$511,000	+10.8%	6,300	-3.1%	0.30%	-20.3%
RE	Sell	EVEREST RE GROUP LTD	$503,000	-14.2%	2,200	-4.3%	0.30%	-38.3%
WBA	Sell	WALGREENS BOOTS ALLIANCE INC	$495,000	-4.3%	6,400	-3.0%	0.29%	-31.3%
CMP	Buy	COMPASS MINERALS INTL INC	$487,000	+112.7%	7,500	+114.3%	0.29%	+53.2%
NWE	Buy	NORTHWESTERN CORP	$450,000	+117.4%	7,900	+132.4%	0.27%	+56.5%
CPB	Sell	CAMPBELL SOUP CO	$436,000	-13.0%	9,300	-3.1%	0.26%	-37.2%
XOM	Sell	EXXON MOBIL CORP	$435,000	-2.2%	5,300	-3.6%	0.26%	-29.6%
WPC	Buy	W P CAREY INC	$418,000	+143.0%	6,200	+138.5%	0.25%	+75.2%
ORI	Buy	OLD REP INTL CORP	$377,000	+116.7%	19,100	+114.6%	0.22%	+55.9%
OMI	Buy	OWENS & MINOR INC NEW	$363,000	+112.3%	12,400	+134.0%	0.21%	+52.9%
SR	New	SPIRE INC	$217,000	–	2,900	–	0.13%	–
NWN	Buy	NORTHWEST NAT GAS CO	$142,000	+115.2%	2,200	+100.0%	0.08%	+55.6%
AFSI	New	AMTRUST FINL SVCS INC	$92,000	–	6,800	–	0.05%	–
UBA	New	URSTADT BIDDLE PPTYS INCcl a	$63,000	–	2,900	–	0.04%	–
UHT	Buy	UNIVERSAL HEALTH RLTY INCM Tsh ben int	$53,000	+120.8%	700	+133.3%	0.03%	+55.0%
FL	Exit	FOOT LOCKER INC	$0	–	-10,000	–	-0.40%	–
VER	Exit	VEREIT INC	$0	–	-67,500	–	-0.45%	–
EBAY	Exit	EBAY INC	$0	–	-16,900	–	-0.48%	–
SLF	Exit	SUN LIFE FINL INC	$0	–	-18,600	–	-0.55%	–
TSN	Exit	TYSON FOODS INCcl a	$0	–	-11,500	–	-0.59%	–
NSR	Exit	NEUSTAR INCcl a	$0	–	-23,600	–	-0.65%	–
MRO	Exit	MARATHON OIL CORP	$0	–	-69,500	–	-0.68%	–
SJM	Exit	SMUCKER J M CO	$0	–	-7,500	–	-0.73%	–
THG	Exit	HANOVER INS GROUP INC	$0	–	-10,900	–	-0.79%	–
SO	Exit	SOUTHERN CO	$0	–	-21,400	–	-0.84%	–
LOGI	Exit	LOGITECH INTL S A	$0	–	-35,762	–	-1.08%	–

Q2 2017

			Value		Shares		↓ Weighting
AAPL	New	APPLE INC	$3,659,000	–	25,400	–	3.00%	–
WMT	New	WAL-MART STORES INC	$2,468,000	–	32,600	–	2.03%	–
JNJ	New	JOHNSON & JOHNSON	$2,395,000	–	18,100	–	1.97%	–
MO	New	ALTRIA GROUP INC	$2,100,000	–	28,200	–	1.72%	–
PEP	New	PEPSICO INC	$2,044,000	–	17,700	–	1.68%	–
FB	New	FACEBOOK INCcl a	$2,039,000	–	13,500	–	1.67%	–
QCOM	New	QUALCOMM INC	$2,016,000	–	36,500	–	1.66%	–
PG	New	PROCTER AND GAMBLE CO	$2,013,000	–	23,100	–	1.65%	–
BA	New	BOEING CO	$1,879,000	–	9,500	–	1.54%	–
BAC	New	BANK AMER CORP	$1,808,000	–	74,500	–	1.48%	–
TGT	New	TARGET CORP	$1,601,000	–	30,600	–	1.32%	–
AMGN	New	AMGEN INC	$1,482,000	–	8,600	–	1.22%	–
HD	New	HOME DEPOT INC	$1,473,000	–	9,600	–	1.21%	–
AMAT	New	APPLIED MATLS INC	$1,450,000	–	35,100	–	1.19%	–
CFG	New	CITIZENS FINL GROUP INC	$1,424,000	–	39,900	–	1.17%	–
A	New	AGILENT TECHNOLOGIES INC	$1,406,000	–	23,700	–	1.16%	–
GOOGL	New	ALPHABET INCcap stk cl a	$1,395,000	–	1,500	–	1.15%	–
STT	New	STATE STR CORP	$1,364,000	–	15,200	–	1.12%	–
CVS	New	CVS HEALTH CORP	$1,352,000	–	16,800	–	1.11%	–
SIRI	New	SIRIUS XM HLDGS INC	$1,338,000	–	244,600	–	1.10%	–
NOC	New	NORTHROP GRUMMAN CORP	$1,335,000	–	5,200	–	1.10%	–
BBY	New	BEST BUY INC	$1,319,000	–	23,000	–	1.08%	–
UNH	New	UNITEDHEALTH GROUP INC	$1,317,000	–	7,100	–	1.08%	–
LOGI	New	LOGITECH INTL S A	$1,311,000	–	35,762	–	1.08%	–
OC	New	OWENS CORNING NEW	$1,312,000	–	19,600	–	1.08%	–
LEA	New	LEAR CORP	$1,265,000	–	8,900	–	1.04%	–
LMT	New	LOCKHEED MARTIN CORP	$1,249,000	–	4,500	–	1.03%	–
MMM	New	3M CO	$1,249,000	–	6,000	–	1.03%	–
NEE	New	NEXTERA ENERGY INC	$1,247,000	–	8,900	–	1.02%	–
STLD	New	STEEL DYNAMICS INC	$1,243,000	–	34,700	–	1.02%	–
ICLR	New	ICON PLC	$1,222,000	–	12,500	–	1.00%	–
MTG	New	MGIC INVT CORP WIS	$1,213,000	–	108,300	–	1.00%	–
IBM	New	INTERNATIONAL BUSINESS MACHS	$1,184,000	–	7,700	–	0.97%	–
BAX	New	BAXTER INTL INC	$1,175,000	–	19,400	–	0.96%	–
CM	New	CDN IMPERIAL BK COMM TORONTO	$1,169,000	–	14,400	–	0.96%	–
T	New	AT&T INC	$1,162,000	–	30,800	–	0.95%	–
VZ	New	VERIZON COMMUNICATIONS INC	$1,152,000	–	25,800	–	0.95%	–
MAN	New	MANPOWERGROUP INC	$1,139,000	–	10,200	–	0.94%	–
CBS	New	CBS CORP NEWcl b	$1,129,000	–	17,700	–	0.93%	–
WCG	New	WELLCARE HEALTH PLANS INC	$1,078,000	–	6,000	–	0.88%	–
VFC	New	V F CORP	$1,071,000	–	18,600	–	0.88%	–
CI	New	CIGNA CORPORATION	$1,072,000	–	6,400	–	0.88%	–
PX	New	PRAXAIR INC	$1,060,000	–	8,000	–	0.87%	–
LUV	New	SOUTHWEST AIRLS CO	$1,044,000	–	16,800	–	0.86%	–
D	New	DOMINION ENERGY INC	$1,042,000	–	13,600	–	0.86%	–
VTR	New	VENTAS INC	$1,035,000	–	14,900	–	0.85%	–
ED	New	CONSOLIDATED EDISON INC	$1,034,000	–	12,800	–	0.85%	–
SO	New	SOUTHERN CO	$1,025,000	–	21,400	–	0.84%	–
NUAN	New	NUANCE COMMUNICATIONS INC	$1,002,000	–	57,500	–	0.82%	–
MSI	New	MOTOROLA SOLUTIONS INC	$981,000	–	11,300	–	0.81%	–
EMR	New	EMERSON ELEC CO	$978,000	–	16,400	–	0.80%	–
TTC	New	TORO CO	$977,000	–	14,100	–	0.80%	–
GIS	New	GENERAL MLS INC	$970,000	–	17,500	–	0.80%	–
CSCO	New	CISCO SYS INC	$968,000	–	30,900	–	0.80%	–
THG	New	HANOVER INS GROUP INC	$967,000	–	10,900	–	0.79%	–
TROW	New	PRICE T ROWE GROUP INC	$965,000	–	13,000	–	0.79%	–
K	New	KELLOGG CO	$965,000	–	13,900	–	0.79%	–
MRK	New	MERCK & CO INC	$962,000	–	15,000	–	0.79%	–
XEL	New	XCEL ENERGY INC	$959,000	–	20,900	–	0.79%	–
FCAU	New	FIAT CHRYSLER AUTOMOBILES N	$957,000	–	89,948	–	0.79%	–
KMB	New	KIMBERLY CLARK CORP	$955,000	–	7,400	–	0.78%	–
EIX	New	EDISON INTL	$954,000	–	12,200	–	0.78%	–
ESRX	New	EXPRESS SCRIPTS HLDG CO	$939,000	–	14,700	–	0.77%	–
DLR	New	DIGITAL RLTY TR INC	$937,000	–	8,300	–	0.77%	–
XRX	New	XEROX CORP	$931,000	–	32,375	–	0.76%	–
INGR	New	INGREDION INC	$918,000	–	7,700	–	0.75%	–
CTXS	New	CITRIX SYS INC	$916,000	–	11,500	–	0.75%	–
WEC	New	WEC ENERGY GROUP INC	$915,000	–	14,900	–	0.75%	–
BIG	New	BIG LOTS INC	$909,000	–	18,800	–	0.75%	–
O	New	REALTY INCOME CORP	$894,000	–	16,200	–	0.73%	–
C	New	CITIGROUP INC	$890,000	–	13,300	–	0.73%	–
SJM	New	SMUCKER J M CO	$888,000	–	7,500	–	0.73%	–
VC	New	VISTEON CORP	$878,000	–	8,600	–	0.72%	–
LOW	New	LOWES COS INC	$861,000	–	11,100	–	0.71%	–
EXC	New	EXELON CORP	$852,000	–	23,600	–	0.70%	–
MRO	New	MARATHON OIL CORP	$824,000	–	69,500	–	0.68%	–
BIIB	New	BIOGEN INC	$815,000	–	3,000	–	0.67%	–
FFIV	New	F5 NETWORKS INC	$814,000	–	6,400	–	0.67%	–
CDW	New	CDW CORP	$795,000	–	12,700	–	0.65%	–
NSR	New	NEUSTAR INCcl a	$788,000	–	23,600	–	0.65%	–
CLX	New	CLOROX CO DEL	$786,000	–	5,900	–	0.64%	–
MSFT	New	MICROSOFT CORP	$779,000	–	11,300	–	0.64%	–
ESS	New	ESSEX PPTY TR INC	$772,000	–	3,000	–	0.63%	–
TSN	New	TYSON FOODS INCcl a	$721,000	–	11,500	–	0.59%	–
CMCSA	New	COMCAST CORP NEWcl a	$709,000	–	18,200	–	0.58%	–
CC	New	CHEMOURS CO	$698,000	–	18,400	–	0.57%	–
CMS	New	CMS ENERGY CORP	$685,000	–	14,800	–	0.56%	–
GOLD	New	BARRICK GOLD CORP	$683,000	–	42,900	–	0.56%	–
NUE	New	NUCOR CORP	$683,000	–	11,800	–	0.56%	–
TER	New	TERADYNE INC	$682,000	–	22,700	–	0.56%	–
TWX	New	TIME WARNER INC	$673,000	–	6,700	–	0.55%	–
SLF	New	SUN LIFE FINL INC	$665,000	–	18,600	–	0.55%	–
AEO	New	AMERICAN EAGLE OUTFITTERS NE	$656,000	–	54,400	–	0.54%	–
ES	New	EVERSOURCE ENERGY	$650,000	–	10,700	–	0.53%	–
CNO	New	CNO FINL GROUP INC	$644,000	–	30,800	–	0.53%	–
AGO	New	ASSURED GUARANTY LTD	$631,000	–	15,100	–	0.52%	–
HUM	New	HUMANA INC	$626,000	–	2,600	–	0.51%	–
SCG	New	SCANA CORP NEW	$610,000	–	9,100	–	0.50%	–
AVY	New	AVERY DENNISON CORP	$601,000	–	6,800	–	0.49%	–
EBAY	New	EBAY INC	$591,000	–	16,900	–	0.48%	–
RE	New	EVEREST RE GROUP LTD	$586,000	–	2,300	–	0.48%	–
ANTM	New	ANTHEM INC	$584,000	–	3,100	–	0.48%	–
GPC	New	GENUINE PARTS CO	$575,000	–	6,200	–	0.47%	–
VER	New	VEREIT INC	$550,000	–	67,500	–	0.45%	–
WBA	New	WALGREENS BOOTS ALLIANCE INC	$517,000	–	6,600	–	0.42%	–
CLGX	New	CORELOGIC INC	$517,000	–	11,900	–	0.42%	–
FRT	New	FEDERAL REALTY INVT TRsh ben int new	$506,000	–	4,000	–	0.42%	–
CPB	New	CAMPBELL SOUP CO	$501,000	–	9,600	–	0.41%	–
FL	New	FOOT LOCKER INC	$493,000	–	10,000	–	0.40%	–
OHI	New	OMEGA HEALTHCARE INVS INC	$479,000	–	14,500	–	0.39%	–
MCD	New	MCDONALDS CORP	$475,000	–	3,100	–	0.39%	–
GILD	New	GILEAD SCIENCES INC	$461,000	–	6,500	–	0.38%	–
XOM	New	EXXON MOBIL CORP	$445,000	–	5,500	–	0.36%	–
PBCT	New	PEOPLES UNITED FINANCIAL INC	$427,000	–	24,200	–	0.35%	–
OGE	New	OGE ENERGY CORP	$324,000	–	9,300	–	0.27%	–
CINF	New	CINCINNATI FINL CORP	$297,000	–	4,100	–	0.24%	–
SKT	New	TANGER FACTORY OUTLET CTRS I	$294,000	–	11,300	–	0.24%	–
LNT	New	ALLIANT ENERGY CORP	$269,000	–	6,700	–	0.22%	–
CMP	New	COMPASS MINERALS INTL INC	$229,000	–	3,500	–	0.19%	–
NWE	New	NORTHWESTERN CORP	$207,000	–	3,400	–	0.17%	–
ORI	New	OLD REP INTL CORP	$174,000	–	8,900	–	0.14%	–
WPC	New	W P CAREY INC	$172,000	–	2,600	–	0.14%	–
OMI	New	OWENS & MINOR INC NEW	$171,000	–	5,300	–	0.14%	–
NWN	New	NORTHWEST NAT GAS CO	$66,000	–	1,100	–	0.05%	–
UHT	New	UNIVERSAL HEALTH RLTY INCM Tsh ben int	$24,000	–	300	–	0.02%	–

Q4 2016

			Value		Shares		↓ Weighting
HII	Exit	HUNTINGTON INGALLS INDS INC	$0	–	-3,300	–	-0.51%	–
JACK	Exit	JACK IN THE BOX INC	$0	–	-5,600	–	-0.54%	–
MCK	Exit	MCKESSON CORP	$0	–	-3,300	–	-0.56%	–
C	Exit	CITIGROUP INC	$0	–	-12,800	–	-0.61%	–
MYL	Exit	MYLAN N V	$0	–	-16,100	–	-0.62%	–
UTHR	Exit	UNITED THERAPEUTICS CORP DEL	$0	–	-5,400	–	-0.64%	–
CLGX	Exit	CORELOGIC INC	$0	–	-16,300	–	-0.65%	–
XOM	Exit	EXXON MOBIL CORP	$0	–	-7,500	–	-0.66%	–
GILD	Exit	GILEAD SCIENCES INC	$0	–	-8,600	–	-0.69%	–
DOW	Exit	DOW CHEM CO	$0	–	-13,140	–	-0.69%	–
CAH	Exit	CARDINAL HEALTH INC	$0	–	-9,100	–	-0.72%	–
WBA	Exit	WALGREENS BOOTS ALLIANCE INC	$0	–	-8,800	–	-0.72%	–
CPB	Exit	CAMPBELL SOUP CO	$0	–	-13,000	–	-0.72%	–
AVY	Exit	AVERY DENNISON CORP	$0	–	-9,200	–	-0.72%	–
TWX	Exit	TIME WARNER INC	$0	–	-9,100	–	-0.73%	–
PFE	Exit	PFIZER INC	$0	–	-21,600	–	-0.74%	–
DAL	Exit	DELTA AIR LINES INC DEL	$0	–	-19,000	–	-0.76%	–
EBAY	Exit	EBAY INC	$0	–	-22,800	–	-0.76%	–
CDW	Exit	CDW CORP	$0	–	-17,100	–	-0.79%	–
NUE	Exit	NUCOR CORP	$0	–	-16,200	–	-0.81%	–
ORLY	Exit	O REILLY AUTOMOTIVE INC NEW	$0	–	-2,900	–	-0.82%	–
WMT	Exit	WAL-MART STORES INC	$0	–	-11,300	–	-0.82%	–
LEA	Exit	LEAR CORP	$0	–	-6,800	–	-0.83%	–
AHL	Exit	ASPEN INSURANCE HOLDINGS LTD	$0	–	-17,800	–	-0.84%	–
EAT	Exit	BRINKER INTL INC	$0	–	-16,600	–	-0.85%	–
BRCD	Exit	BROCADE COMMUNICATIONS SYS I	$0	–	-90,700	–	-0.85%	–
DG	Exit	DOLLAR GEN CORP NEW	$0	–	-12,000	–	-0.85%	–
NSR	Exit	NEUSTAR INCcl a	$0	–	-31,800	–	-0.86%	–
MSFT	Exit	MICROSOFT CORP	$0	–	-15,200	–	-0.88%	–
TTC	Exit	TORO CO	$0	–	-18,800	–	-0.89%	–
LUV	Exit	SOUTHWEST AIRLS CO	$0	–	-22,700	–	-0.89%	–
BIIB	Exit	BIOGEN INC	$0	–	-2,900	–	-0.92%	–
ALK	Exit	ALASKA AIR GROUP INC	$0	–	-13,800	–	-0.92%	–
FL	Exit	FOOT LOCKER INC	$0	–	-13,600	–	-0.93%	–
BAX	Exit	BAXTER INTL INC	$0	–	-19,400	–	-0.93%	–
SWK	Exit	STANLEY BLACK & DECKER INC	$0	–	-7,800	–	-0.97%	–
OC	Exit	OWENS CORNING NEW	$0	–	-18,300	–	-0.99%	–
CTXS	Exit	CITRIX SYS INC	$0	–	-12,100	–	-1.04%	–
LOW	Exit	LOWES COS INC	$0	–	-14,800	–	-1.08%	–
LOGI	Exit	LOGITECH INTL S A	$0	–	-48,332	–	-1.10%	–
GD	Exit	GENERAL DYNAMICS CORP	$0	–	-7,000	–	-1.10%	–
DPS	Exit	DR PEPPER SNAPPLE GROUP INC	$0	–	-12,000	–	-1.11%	–
THG	Exit	HANOVER INS GROUP INC	$0	–	-14,600	–	-1.11%	–
FE	Exit	FIRSTENERGY CORP	$0	–	-33,700	–	-1.13%	–
PEP	Exit	PEPSICO INC	$0	–	-10,300	–	-1.13%	–
NUAN	Exit	NUANCE COMMUNICATIONS INC	$0	–	-77,600	–	-1.14%	–
MSI	Exit	MOTOROLA SOLUTIONS INC	$0	–	-15,000	–	-1.16%	–
TSN	Exit	TYSON FOODS INCcl a	$0	–	-15,500	–	-1.17%	–
STLD	Exit	STEEL DYNAMICS INC	$0	–	-46,800	–	-1.18%	–
MTG	Exit	MGIC INVT CORP WIS	$0	–	-146,500	–	-1.18%	–
XRX	Exit	XEROX CORP	$0	–	-116,900	–	-1.20%	–
NEBLQ	Exit	NOBLE CORP PLC	$0	–	-190,600	–	-1.22%	–
BIG	Exit	BIG LOTS INC	$0	–	-25,400	–	-1.23%	–
MO	Exit	ALTRIA GROUP INC	$0	–	-19,400	–	-1.24%	–
ORI	Exit	OLD REP INTL CORP	$0	–	-71,000	–	-1.26%	–
SYY	Exit	SYSCO CORP	$0	–	-25,800	–	-1.28%	–
OFC	Exit	CORPORATE OFFICE PPTYS TRsh ben int	$0	–	-45,900	–	-1.32%	–
ICLR	Exit	ICON PLC	$0	–	-16,900	–	-1.32%	–
AEO	Exit	AMERICAN EAGLE OUTFITTERS NE	$0	–	-73,400	–	-1.32%	–
UNH	Exit	UNITEDHEALTH GROUP INC	$0	–	-9,600	–	-1.36%	–
SJM	Exit	SMUCKER J M CO	$0	–	-10,100	–	-1.38%	–
SIRI	Exit	SIRIUS XM HLDGS INC	$0	–	-330,600	–	-1.39%	–
JNJ	Exit	JOHNSON & JOHNSON	$0	–	-11,700	–	-1.40%	–
INGR	Exit	INGREDION INC	$0	–	-10,400	–	-1.40%	–
AET	Exit	AETNA INC NEW	$0	–	-12,000	–	-1.40%	–
ESRX	Exit	EXPRESS SCRIPTS HLDG CO	$0	–	-19,900	–	-1.42%	–
ISBC	Exit	INVESTORS BANCORP INC NEW	$0	–	-118,800	–	-1.44%	–
MAC	Exit	MACERICH CO	$0	–	-17,700	–	-1.45%	–
STT	Exit	STATE STR CORP	$0	–	-20,600	–	-1.45%	–
SLF	Exit	SUN LIFE FINL INC	$0	–	-45,500	–	-1.50%	–
EA	Exit	ELECTRONIC ARTS INC	$0	–	-17,400	–	-1.50%	–
MRO	Exit	MARATHON OIL CORP	$0	–	-94,100	–	-1.50%	–
A	Exit	AGILENT TECHNOLOGIES INC	$0	–	-31,900	–	-1.52%	–
CM	Exit	CDN IMPERIAL BK COMM TORONTO	$0	–	-19,400	–	-1.52%	–
NOC	Exit	NORTHROP GRUMMAN CORP	$0	–	-7,100	–	-1.54%	–
CFG	Exit	CITIZENS FINL GROUP INC	$0	–	-62,900	–	-1.57%	–
BAC	Exit	BANK AMER CORP	$0	–	-100,700	–	-1.59%	–
HD	Exit	HOME DEPOT INC	$0	–	-12,900	–	-1.68%	–
BA	Exit	BOEING CO	$0	–	-12,800	–	-1.70%	–
GOOGL	Exit	ALPHABET INCcap stk cl a	$0	–	-2,100	–	-1.71%	–
NVDA	Exit	NVIDIA CORP	$0	–	-26,500	–	-1.84%	–
APA	Exit	APACHE CORP	$0	–	-28,900	–	-1.86%	–
CSCO	Exit	CISCO SYS INC	$0	–	-60,500	–	-1.94%	–
AMGN	Exit	AMGEN INC	$0	–	-11,600	–	-1.96%	–
FB	Exit	FACEBOOK INCcl a	$0	–	-18,200	–	-2.36%	–
AAPL	Exit	APPLE INC	$0	–	-34,400	–	-3.93%	–

Q3 2016

			Value		Shares		↓ Weighting
FB	Buy	FACEBOOK INCcl a	$2,335,000	+325.3%	18,200	+279.2%	2.36%	+299.8%
AMGN	Buy	AMGEN INC	$1,935,000	+55.0%	11,600	+41.5%	1.96%	+45.8%
CSCO	Buy	CISCO SYS INC	$1,920,000	+269.2%	60,500	+234.3%	1.94%	+247.0%
APA	Buy	APACHE CORP	$1,846,000	+133.4%	28,900	+103.5%	1.86%	+119.4%
GOOGL	Buy	ALPHABET INCcap stk cl a	$1,689,000	+166.4%	2,100	+133.3%	1.71%	+150.7%
CFG	New	CITIZENS FINL GROUP INC	$1,555,000	–	62,900	–	1.57%	–
NOC	Buy	NORTHROP GRUMMAN CORP	$1,520,000	+26.6%	7,100	+31.5%	1.54%	+19.1%
CM	Buy	CDN IMPERIAL BK COMM TORONTO	$1,505,000	+115.3%	19,400	+108.6%	1.52%	+102.5%
A	Buy	AGILENT TECHNOLOGIES INC	$1,503,000	+75.4%	31,900	+65.3%	1.52%	+64.9%
MRO	New	MARATHON OIL CORP	$1,488,000	–	94,100	–	1.50%	–
SLF	Buy	SUN LIFE FINL INC	$1,481,000	+76.1%	45,500	+77.7%	1.50%	+65.5%
STT	New	STATE STR CORP	$1,435,000	–	20,600	–	1.45%	–
MAC	New	MACERICH CO	$1,432,000	–	17,700	–	1.45%	–
ISBC	New	INVESTORS BANCORP INC NEW	$1,427,000	–	118,800	–	1.44%	–
ESRX	Buy	EXPRESS SCRIPTS HLDG CO	$1,404,000	+87.0%	19,900	+101.0%	1.42%	+75.8%
AET	Buy	AETNA INC NEW	$1,386,000	+102.6%	12,000	+114.3%	1.40%	+90.5%
INGR	Buy	INGREDION INC	$1,384,000	+109.7%	10,400	+103.9%	1.40%	+97.2%
JNJ	New	JOHNSON & JOHNSON	$1,383,000	–	11,700	–	1.40%	–
SIRI	Buy	SIRIUS XM HLDGS INC	$1,379,000	+28.6%	330,600	+21.9%	1.39%	+20.9%
SJM	Buy	SMUCKER J M CO	$1,369,000	+44.9%	10,100	+62.9%	1.38%	+36.3%
AEO	Buy	AMERICAN EAGLE OUTFITTERS NE	$1,311,000	+143.2%	73,400	+117.2%	1.32%	+128.8%
OFC	New	CORPORATE OFFICE PPTYS TRsh ben int	$1,302,000	–	45,900	–	1.32%	–
SYY	Buy	SYSCO CORP	$1,265,000	+67.1%	25,800	+73.2%	1.28%	+57.2%
ORI	Buy	OLD REP INTL CORP	$1,252,000	+134.0%	71,000	+156.3%	1.26%	+120.0%
BIG	Buy	BIG LOTS INC	$1,213,000	+77.9%	25,400	+86.8%	1.23%	+67.3%
NEBLQ	Buy	NOBLE CORP PLC	$1,209,000	+90.7%	190,600	+147.9%	1.22%	+79.4%
XRX	Buy	XEROX CORP	$1,185,000	+272.6%	116,900	+249.0%	1.20%	+250.0%
MTG	Buy	MGIC INVT CORP WIS	$1,172,000	+116.2%	146,500	+61.0%	1.18%	+103.4%
MSI	Buy	MOTOROLA SOLUTIONS INC	$1,145,000	+108.9%	15,000	+80.7%	1.16%	+96.4%
NUAN	Buy	NUANCE COMMUNICATIONS INC	$1,126,000	+104.4%	77,600	+120.5%	1.14%	+92.2%
FE	Buy	FIRSTENERGY CORP	$1,115,000	+67.9%	33,700	+77.4%	1.13%	+58.1%
THG	Buy	HANOVER INS GROUP INC	$1,102,000	+17.2%	14,600	+31.5%	1.11%	+10.3%
TTC	Buy	TORO CO	$881,000	+6.1%	18,800	+100.0%	0.89%	-0.2%
WMT	New	WAL-MART STORES INC	$815,000	–	11,300	–	0.82%	–
AVY	Sell	AVERY DENNISON CORP	$716,000	-55.9%	9,200	-57.6%	0.72%	-58.5%
NTAP	Exit	NETAPP INC	$0	–	-6,700	–	-0.18%	–
VIAB	Exit	VIACOM INC NEWcl b	$0	–	-4,200	–	-0.19%	–
BBBY	Exit	BED BATH & BEYOND INC	$0	–	-6,700	–	-0.31%	–
GNTX	Exit	GENTEX CORP	$0	–	-22,100	–	-0.37%	–
MGA	Exit	MAGNA INTL INC	$0	–	-9,800	–	-0.37%	–
AGO	Exit	ASSURED GUARANTY LTD	$0	–	-15,800	–	-0.43%	–
DOX	Exit	AMDOCS LTD	$0	–	-7,400	–	-0.46%	–
PAY	Exit	VERIFONE SYS INC	$0	–	-23,900	–	-0.48%	–
RSG	Exit	REPUBLIC SVCS INC	$0	–	-8,700	–	-0.48%	–
BPOP	Exit	POPULAR INC	$0	–	-15,300	–	-0.48%	–
LRCX	Exit	LAM RESEARCH CORP	$0	–	-5,700	–	-0.52%	–
JNPR	Exit	JUNIPER NETWORKS INC	$0	–	-21,400	–	-0.52%	–
CVS	Exit	CVS HEALTH CORP	$0	–	-5,200	–	-0.54%	–
IDTI	Exit	INTEGRATED DEVICE TECHNOLOGY	$0	–	-24,800	–	-0.54%	–
ANTM	Exit	ANTHEM INC	$0	–	-3,800	–	-0.54%	–
ABC	Exit	AMERISOURCEBERGEN CORP	$0	–	-6,400	–	-0.55%	–
IM	Exit	INGRAM MICRO INCcl a	$0	–	-14,600	–	-0.55%	–
GE	Exit	GENERAL ELECTRIC CO	$0	–	-17,800	–	-0.60%	–
TEVA	Exit	TEVA PHARMACEUTICAL INDS LTDadr	$0	–	-11,500	–	-0.62%	–
TGT	Exit	TARGET CORP	$0	–	-8,300	–	-0.62%	–
JCI	Exit	JOHNSON CTLS INC	$0	–	-13,100	–	-0.62%	–
SPR	Exit	SPIRIT AEROSYSTEMS HLDGS INC	$0	–	-14,100	–	-0.65%	–
ALL	Exit	ALLSTATE CORP	$0	–	-9,000	–	-0.68%	–
MOH	Exit	MOLINA HEALTHCARE INC	$0	–	-12,800	–	-0.69%	–
3106PS	Exit	DELPHI AUTOMOTIVE PLC	$0	–	-10,400	–	-0.70%	–
LDOS	Exit	LEIDOS HLDGS INC	$0	–	-14,000	–	-0.72%	–
AVT	Exit	AVNET INC	$0	–	-17,100	–	-0.74%	–
ARW	Exit	ARROW ELECTRS INC	$0	–	-11,200	–	-0.75%	–
JPM	Exit	JPMORGAN CHASE & CO	$0	–	-11,300	–	-0.76%	–
VLO	Exit	VALERO ENERGY CORP NEW	$0	–	-14,000	–	-0.77%	–
PRU	Exit	PRUDENTIAL FINL INC	$0	–	-10,800	–	-0.83%	–
TJX	Exit	TJX COS INC NEW	$0	–	-11,100	–	-0.92%	–
CI	Exit	CIGNA CORPORATION	$0	–	-6,700	–	-0.92%	–
INTC	Exit	INTEL CORP	$0	–	-27,200	–	-0.96%	–
FLEX	Exit	FLEXTRONICS INTL LTDord	$0	–	-77,900	–	-0.99%	–
AFG	Exit	AMERICAN FINL GROUP INC OHIO	$0	–	-12,850	–	-1.02%	–
TXN	Exit	TEXAS INSTRS INC	$0	–	-15,300	–	-1.03%	–
AMSG	Exit	AMSURG CORP	$0	–	-12,600	–	-1.05%	–
BK	Exit	BANK NEW YORK MELLON CORP	$0	–	-26,400	–	-1.10%	–
RY	Exit	ROYAL BK CDA MONTREAL QUE	$0	–	-21,300	–	-1.35%	–

Q2 2016

			Value		Shares		↓ Weighting
AAPL	New	APPLE INC	$3,289,000	–	34,400	–	3.53%	–
BA	New	BOEING CO	$1,663,000	–	12,800	–	1.79%	–
HD	New	HOME DEPOT INC	$1,648,000	–	12,900	–	1.77%	–
AVY	New	AVERY DENNISON CORP	$1,623,000	–	21,700	–	1.74%	–
UNH	New	UNITEDHEALTH GROUP INC	$1,356,000	–	9,600	–	1.46%	–
MO	New	ALTRIA GROUP INC	$1,338,000	–	19,400	–	1.44%	–
BAC	New	BANK AMER CORP	$1,337,000	–	100,700	–	1.44%	–
EA	New	ELECTRONIC ARTS INC	$1,319,000	–	17,400	–	1.42%	–
RY	New	ROYAL BK CDA MONTREAL QUE	$1,259,000	–	21,300	–	1.35%	–
AMGN	New	AMGEN INC	$1,248,000	–	8,200	–	1.34%	–
NVDA	New	NVIDIA CORP	$1,246,000	–	26,500	–	1.34%	–
NOC	New	NORTHROP GRUMMAN CORP	$1,201,000	–	5,400	–	1.29%	–
ICLR	New	ICON PLC	$1,184,000	–	16,900	–	1.27%	–
LOW	New	LOWES COS INC	$1,172,000	–	14,800	–	1.26%	–
DPS	New	DR PEPPER SNAPPLE GROUP INC	$1,160,000	–	12,000	–	1.25%	–
STLD	New	STEEL DYNAMICS INC	$1,147,000	–	46,800	–	1.23%	–
DG	New	DOLLAR GEN CORP NEW	$1,128,000	–	12,000	–	1.21%	–
PEP	New	PEPSICO INC	$1,092,000	–	10,300	–	1.17%	–
SIRI	New	SIRIUS XM HLDGS INC	$1,072,000	–	271,200	–	1.15%	–
TSN	New	TYSON FOODS INCcl a	$1,036,000	–	15,500	–	1.11%	–
BK	New	BANK NEW YORK MELLON CORP	$1,026,000	–	26,400	–	1.10%	–
AMSG	New	AMSURG CORP	$978,000	–	12,600	–	1.05%	–
GD	New	GENERAL DYNAMICS CORP	$975,000	–	7,000	–	1.05%	–
CTXS	New	CITRIX SYS INC	$970,000	–	12,100	–	1.04%	–
TXN	New	TEXAS INSTRS INC	$959,000	–	15,300	–	1.03%	–
AFG	New	AMERICAN FINL GROUP INC OHIO	$951,000	–	12,850	–	1.02%	–
SJM	New	SMUCKER J M CO	$945,000	–	6,200	–	1.02%	–
OC	New	OWENS CORNING NEW	$943,000	–	18,300	–	1.01%	–
THG	New	HANOVER INS GROUP INC	$940,000	–	11,100	–	1.01%	–
FLEX	New	FLEXTRONICS INTL LTDord	$920,000	–	77,900	–	0.99%	–
INTC	New	INTEL CORP	$893,000	–	27,200	–	0.96%	–
LUV	New	SOUTHWEST AIRLS CO	$891,000	–	22,700	–	0.96%	–
BAX	New	BAXTER INTL INC	$878,000	–	19,400	–	0.94%	–
SWK	New	STANLEY BLACK & DECKER INC	$868,000	–	7,800	–	0.93%	–
CPB	New	CAMPBELL SOUP CO	$865,000	–	13,000	–	0.93%	–
CI	New	CIGNA CORPORATION	$858,000	–	6,700	–	0.92%	–
TJX	New	TJX COS INC NEW	$858,000	–	11,100	–	0.92%	–
A	New	AGILENT TECHNOLOGIES INC	$857,000	–	19,300	–	0.92%	–
SLF	New	SUN LIFE FINL INC	$841,000	–	25,600	–	0.90%	–
BRCD	New	BROCADE COMMUNICATIONS SYS I	$833,000	–	90,700	–	0.90%	–
TTC	New	TORO CO	$830,000	–	9,400	–	0.89%	–
AHL	New	ASPEN INSURANCE HOLDINGS LTD	$826,000	–	17,800	–	0.89%	–
ALK	New	ALASKA AIR GROUP INC	$805,000	–	13,800	–	0.86%	–
NUE	New	NUCOR CORP	$801,000	–	16,200	–	0.86%	–
APA	New	APACHE CORP	$791,000	–	14,200	–	0.85%	–
LOGI	New	LOGITECH INTL S A	$787,000	–	48,332	–	0.85%	–
ORLY	New	O REILLY AUTOMOTIVE INC NEW	$787,000	–	2,900	–	0.85%	–
MSFT	New	MICROSOFT CORP	$778,000	–	15,200	–	0.84%	–
PRU	New	PRUDENTIAL FINL INC	$771,000	–	10,800	–	0.83%	–
PFE	New	PFIZER INC	$761,000	–	21,600	–	0.82%	–
SYY	New	SYSCO CORP	$757,000	–	14,900	–	0.81%	–
EAT	New	BRINKER INTL INC	$756,000	–	16,600	–	0.81%	–
ESRX	New	EXPRESS SCRIPTS HLDG CO	$751,000	–	9,900	–	0.81%	–
NSR	New	NEUSTAR INCcl a	$748,000	–	31,800	–	0.80%	–
FL	New	FOOT LOCKER INC	$747,000	–	13,600	–	0.80%	–
WBA	New	WALGREENS BOOTS ALLIANCE INC	$733,000	–	8,800	–	0.79%	–
GILD	New	GILEAD SCIENCES INC	$718,000	–	8,600	–	0.77%	–
VLO	New	VALERO ENERGY CORP NEW	$714,000	–	14,000	–	0.77%	–
CAH	New	CARDINAL HEALTH INC	$710,000	–	9,100	–	0.76%	–
XOM	New	EXXON MOBIL CORP	$704,000	–	7,500	–	0.76%	–
JPM	New	JPMORGAN CHASE & CO	$703,000	–	11,300	–	0.76%	–
BIIB	New	BIOGEN INC	$702,000	–	2,900	–	0.75%	–
CM	New	CDN IMPERIAL BK COMM TORONTO	$699,000	–	9,300	–	0.75%	–
MYL	New	MYLAN N V	$697,000	–	16,100	–	0.75%	–
ARW	New	ARROW ELECTRS INC	$694,000	–	11,200	–	0.75%	–
DAL	New	DELTA AIR LINES INC DEL	$693,000	–	19,000	–	0.74%	–
AVT	New	AVNET INC	$693,000	–	17,100	–	0.74%	–
LEA	New	LEAR CORP	$692,000	–	6,800	–	0.74%	–
CDW	New	CDW CORP	$686,000	–	17,100	–	0.74%	–
AET	New	AETNA INC NEW	$684,000	–	5,600	–	0.74%	–
BIG	New	BIG LOTS INC	$682,000	–	13,600	–	0.73%	–
LDOS	New	LEIDOS HLDGS INC	$671,000	–	14,000	–	0.72%	–
TWX	New	TIME WARNER INC	$670,000	–	9,100	–	0.72%	–
FE	New	FIRSTENERGY CORP	$664,000	–	19,000	–	0.71%	–
INGR	New	INGREDION INC	$660,000	–	5,100	–	0.71%	–
DOW	New	DOW CHEM CO	$654,000	–	13,140	–	0.70%	–
3106PS	New	DELPHI AUTOMOTIVE PLC	$652,000	–	10,400	–	0.70%	–
MOH	New	MOLINA HEALTHCARE INC	$639,000	–	12,800	–	0.69%	–
NEBLQ	New	NOBLE CORP PLC	$634,000	–	76,900	–	0.68%	–
GOOGL	New	ALPHABET INCcap stk cl a	$634,000	–	900	–	0.68%	–
ALL	New	ALLSTATE CORP	$630,000	–	9,000	–	0.68%	–
CLGX	New	CORELOGIC INC	$628,000	–	16,300	–	0.68%	–
MCK	New	MCKESSON CORP	$616,000	–	3,300	–	0.66%	–
SPR	New	SPIRIT AEROSYSTEMS HLDGS INC	$607,000	–	14,100	–	0.65%	–
TGT	New	TARGET CORP	$580,000	–	8,300	–	0.62%	–
JCI	New	JOHNSON CTLS INC	$580,000	–	13,100	–	0.62%	–
TEVA	New	TEVA PHARMACEUTICAL INDS LTDadr	$578,000	–	11,500	–	0.62%	–
UTHR	New	UNITED THERAPEUTICS CORP DEL	$572,000	–	5,400	–	0.62%	–
GE	New	GENERAL ELECTRIC CO	$561,000	–	17,800	–	0.60%	–
HII	New	HUNTINGTON INGALLS INDS INC	$555,000	–	3,300	–	0.60%	–
NUAN	New	NUANCE COMMUNICATIONS INC	$551,000	–	35,200	–	0.59%	–
FB	New	FACEBOOK INCcl a	$549,000	–	4,800	–	0.59%	–
MSI	New	MOTOROLA SOLUTIONS INC	$548,000	–	8,300	–	0.59%	–
C	New	CITIGROUP INC	$543,000	–	12,800	–	0.58%	–
MTG	New	MGIC INVT CORP WIS	$542,000	–	91,000	–	0.58%	–
AEO	New	AMERICAN EAGLE OUTFITTERS NE	$539,000	–	33,800	–	0.58%	–
ORI	New	OLD REP INTL CORP	$535,000	–	27,700	–	0.58%	–
EBAY	New	EBAY INC	$534,000	–	22,800	–	0.57%	–
CSCO	New	CISCO SYS INC	$520,000	–	18,100	–	0.56%	–
IM	New	INGRAM MICRO INCcl a	$508,000	–	14,600	–	0.55%	–
ABC	New	AMERISOURCEBERGEN CORP	$508,000	–	6,400	–	0.55%	–
ANTM	New	ANTHEM INC	$500,000	–	3,800	–	0.54%	–
IDTI	New	INTEGRATED DEVICE TECHNOLOGY	$500,000	–	24,800	–	0.54%	–
CVS	New	CVS HEALTH CORP	$498,000	–	5,200	–	0.54%	–
JNPR	New	JUNIPER NETWORKS INC	$482,000	–	21,400	–	0.52%	–
JACK	New	JACK IN THE BOX INC	$482,000	–	5,600	–	0.52%	–
LRCX	New	LAM RESEARCH CORP	$480,000	–	5,700	–	0.52%	–
BPOP	New	POPULAR INC	$449,000	–	15,300	–	0.48%	–
RSG	New	REPUBLIC SVCS INC	$447,000	–	8,700	–	0.48%	–
PAY	New	VERIFONE SYS INC	$444,000	–	23,900	–	0.48%	–
DOX	New	AMDOCS LTD	$428,000	–	7,400	–	0.46%	–
AGO	New	ASSURED GUARANTY LTD	$401,000	–	15,800	–	0.43%	–
MGA	New	MAGNA INTL INC	$344,000	–	9,800	–	0.37%	–
GNTX	New	GENTEX CORP	$342,000	–	22,100	–	0.37%	–
XRX	New	XEROX CORP	$318,000	–	33,500	–	0.34%	–
BBBY	New	BED BATH & BEYOND INC	$290,000	–	6,700	–	0.31%	–
VIAB	New	VIACOM INC NEWcl b	$175,000	–	4,200	–	0.19%	–
NTAP	New	NETAPP INC	$165,000	–	6,700	–	0.18%	–

Q4 2015

			Value		Shares		↓ Weighting
VIAB	Exit	VIACOM INC NEWcl b	$0	–	-4,500	–	-0.20%	–
NTAP	Exit	NETAPP INC	$0	–	-7,300	–	-0.22%	–
DAN	Exit	DANA HLDG CORP	$0	–	-13,900	–	-0.22%	–
X	Exit	UNITED STATES STL CORP NEW	$0	–	-25,800	–	-0.27%	–
SON	Exit	SONOCO PRODS CO	$0	–	-8,400	–	-0.32%	–
LLL	Exit	L-3 COMMUNICATIONS HLDGS INC	$0	–	-3,300	–	-0.35%	–
MRVL	Exit	MARVELL TECHNOLOGY GROUP LTDord	$0	–	-38,800	–	-0.36%	–
XRX	Exit	XEROX CORP	$0	–	-36,300	–	-0.36%	–
GNTX	Exit	GENTEX CORP	$0	–	-23,900	–	-0.38%	–
RSG	Exit	REPUBLIC SVCS INC	$0	–	-9,300	–	-0.39%	–
HII	Exit	HUNTINGTON INGALLS INDS INC	$0	–	-3,600	–	-0.39%	–
ODP	Exit	OFFICE DEPOT INC	$0	–	-60,100	–	-0.39%	–
AIG	Exit	AMERICAN INTL GROUP INC	$0	–	-6,800	–	-0.39%	–
CSC	Exit	COMPUTER SCIENCES CORP	$0	–	-6,300	–	-0.39%	–
TRN	Exit	TRINITY INDS INC	$0	–	-17,600	–	-0.40%	–
LRCX	Exit	LAM RESEARCH CORP	$0	–	-6,200	–	-0.41%	–
BBBY	Exit	BED BATH & BEYOND INC	$0	–	-7,300	–	-0.42%	–
MDVN	Exit	MEDIVATION INC	$0	–	-10,000	–	-0.43%	–
ROK	Exit	ROCKWELL AUTOMATION INC	$0	–	-4,400	–	-0.45%	–
POT	Exit	POTASH CORP SASK INC	$0	–	-21,800	–	-0.45%	–
TSN	Exit	TYSON FOODS INCcl a	$0	–	-10,500	–	-0.46%	–
DOX	Exit	AMDOCS LTD	$0	–	-8,000	–	-0.46%	–
JACK	Exit	JACK IN THE BOX INC	$0	–	-6,000	–	-0.47%	–
HFC	Exit	HOLLYFRONTIER CORP	$0	–	-9,700	–	-0.48%	–
HIG	Exit	HARTFORD FINL SVCS GROUP INC	$0	–	-10,400	–	-0.48%	–
PRE	Exit	PARTNERRE LTD	$0	–	-3,500	–	-0.49%	–
CPN	Exit	CALPINE CORP	$0	–	-33,400	–	-0.49%	–
BR	Exit	BROADRIDGE FINL SOLUTIONS IN	$0	–	-8,900	–	-0.50%	–
MGA	Exit	MAGNA INTL INC	$0	–	-10,600	–	-0.51%	–
THC	Exit	TENET HEALTHCARE CORP	$0	–	-14,100	–	-0.53%	–
CNC	Exit	CENTENE CORP DEL	$0	–	-9,800	–	-0.54%	–
IDTI	Exit	INTEGRATED DEVICE TECHNOLOGY	$0	–	-26,800	–	-0.55%	–
TGI	Exit	TRIUMPH GROUP INC NEW	$0	–	-13,000	–	-0.55%	–
ALL	Exit	ALLSTATE CORP	$0	–	-9,700	–	-0.57%	–
ANTM	Exit	ANTHEM INC	$0	–	-4,100	–	-0.58%	–
BIN	Exit	PROGRESSIVE WASTE SOLUTIONS	$0	–	-21,900	–	-0.58%	–
JCI	Exit	JOHNSON CTLS INC	$0	–	-14,100	–	-0.59%	–
NEBLQ	Exit	NOBLE CORP PLC	$0	–	-53,800	–	-0.59%	–
JNPR	Exit	JUNIPER NETWORKS INC	$0	–	-23,100	–	-0.60%	–
RHP	Exit	RYMAN HOSPITALITY PPTYS INC	$0	–	-12,100	–	-0.60%	–
XOM	Exit	EXXON MOBIL CORP	$0	–	-8,100	–	-0.61%	–
LDOS	Exit	LEIDOS HLDGS INC	$0	–	-15,200	–	-0.63%	–
ETR	Exit	ENTERGY CORP NEW	$0	–	-9,900	–	-0.65%	–
CLGX	Exit	CORELOGIC INC	$0	–	-17,600	–	-0.66%	–
AET	Exit	AETNA INC NEW	$0	–	-6,000	–	-0.66%	–
RDN	Exit	RADIAN GROUP INC	$0	–	-41,400	–	-0.67%	–
ABC	Exit	AMERISOURCEBERGEN CORP	$0	–	-7,000	–	-0.67%	–
MCK	Exit	MCKESSON CORP	$0	–	-3,600	–	-0.67%	–
C	Exit	CITIGROUP INC	$0	–	-13,800	–	-0.69%	–
LOGI	Exit	LOGITECH INTL S A	$0	–	-52,249	–	-0.69%	–
VOYA	Exit	VOYA FINL INC	$0	–	-17,900	–	-0.70%	–
TEVA	Exit	TEVA PHARMACEUTICAL INDS LTDadr	$0	–	-12,400	–	-0.71%	–
SSNC	Exit	SS&C TECHNOLOGIES HLDGS INC	$0	–	-10,000	–	-0.71%	–
HPQ	Exit	HEWLETT PACKARD CO	$0	–	-27,500	–	-0.71%	–
BIG	Exit	BIG LOTS INC	$0	–	-14,700	–	-0.71%	–
NVDA	Exit	NVIDIA CORP	$0	–	-28,700	–	-0.72%	–
BG	Exit	BUNGE LIMITED	$0	–	-9,900	–	-0.73%	–
SPR	Exit	SPIRIT AEROSYSTEMS HLDGS INC	$0	–	-15,300	–	-0.75%	–
AZPN	Exit	ASPEN TECHNOLOGY INC	$0	–	-19,500	–	-0.75%	–
LYB	Exit	LYONDELLBASELL INDUSTRIES N	$0	–	-8,900	–	-0.75%	–
CAH	Exit	CARDINAL HEALTH INC	$0	–	-9,800	–	-0.76%	–
CDW	Exit	CDW CORP	$0	–	-18,500	–	-0.76%	–
DOW	Exit	DOW CHEM CO	$0	–	-17,900	–	-0.77%	–
MTD	Exit	METTLER TOLEDO INTERNATIONAL	$0	–	-2,700	–	-0.78%	–
WNR	Exit	WESTERN REFNG INC	$0	–	-17,900	–	-0.80%	–
AVT	Exit	AVNET INC	$0	–	-18,500	–	-0.80%	–
ORLY	Exit	O REILLY AUTOMOTIVE INC NEW	$0	–	-3,200	–	-0.81%	–
HNT	Exit	HEALTH NET INC	$0	–	-13,300	–	-0.81%	–
LEA	Exit	LEAR CORP	$0	–	-7,400	–	-0.81%	–
SWK	Exit	STANLEY BLACK & DECKER INC	$0	–	-8,400	–	-0.82%	–
TXN	Exit	TEXAS INSTRS INC	$0	–	-16,500	–	-0.83%	–
TJX	Exit	TJX COS INC NEW	$0	–	-12,000	–	-0.87%	–
3106PS	Exit	DELPHI AUTOMOTIVE PLC	$0	–	-11,300	–	-0.87%	–
IP	Exit	INTL PAPER CO	$0	–	-22,800	–	-0.87%	–
ESRX	Exit	EXPRESS SCRIPTS HLDG CO	$0	–	-10,800	–	-0.88%	–
INTC	Exit	INTEL CORP	$0	–	-29,400	–	-0.90%	–
FLEX	Exit	FLEXTRONICS INTL LTDord	$0	–	-84,300	–	-0.90%	–
PRU	Exit	PRUDENTIAL FINL INC	$0	–	-11,700	–	-0.90%	–
KR	Exit	KROGER CO	$0	–	-24,800	–	-0.90%	–
AHL	Exit	ASPEN INSURANCE HOLDINGS LTD	$0	–	-19,300	–	-0.91%	–
GILD	Exit	GILEAD SCIENCES INC	$0	–	-9,200	–	-0.91%	–
MTG	Exit	MGIC INVT CORP WIS	$0	–	-98,300	–	-0.92%	–
VLO	Exit	VALERO ENERGY CORP NEW	$0	–	-15,200	–	-0.92%	–
DAL	Exit	DELTA AIR LINES INC DEL	$0	–	-20,500	–	-0.93%	–
AMGN	Exit	AMGEN INC	$0	–	-6,700	–	-0.94%	–
THG	Exit	HANOVER INS GROUP INC	$0	–	-12,000	–	-0.94%	–
NSR	Exit	NEUSTAR INCcl a	$0	–	-34,300	–	-0.94%	–
BIIB	Exit	BIOGEN INC	$0	–	-3,200	–	-0.94%	–
DG	Exit	DOLLAR GEN CORP NEW	$0	–	-12,900	–	-0.94%	–
LUV	Exit	SOUTHWEST AIRLS CO	$0	–	-24,600	–	-0.94%	–
ADM	Exit	ARCHER DANIELS MIDLAND CO	$0	–	-22,600	–	-0.95%	–
EAT	Exit	BRINKER INTL INC	$0	–	-17,900	–	-0.95%	–
MPC	Exit	MARATHON PETE CORP	$0	–	-20,400	–	-0.96%	–
MOH	Exit	MOLINA HEALTHCARE INC	$0	–	-13,800	–	-0.96%	–
AFG	Exit	AMERICAN FINL GROUP INC OHIO	$0	–	-13,850	–	-0.96%	–
NOC	Exit	NORTHROP GRUMMAN CORP	$0	–	-5,800	–	-0.97%	–
CI	Exit	CIGNA CORPORATION	$0	–	-7,300	–	-1.00%	–
BRCD	Exit	BROCADE COMMUNICATIONS SYS I	$0	–	-98,000	–	-1.03%	–
DPS	Exit	DR PEPPER SNAPPLE GROUP INC	$0	–	-12,900	–	-1.03%	–
GD	Exit	GENERAL DYNAMICS CORP	$0	–	-7,600	–	-1.06%	–
AMSG	Exit	AMSURG CORP	$0	–	-13,600	–	-1.07%	–
PEP	Exit	PEPSICO INC	$0	–	-11,200	–	-1.07%	–
FL	Exit	FOOT LOCKER INC	$0	–	-14,700	–	-1.07%	–
BAC	Exit	BANK AMER CORP	$0	–	-70,600	–	-1.11%	–
LOW	Exit	LOWES COS INC	$0	–	-16,000	–	-1.11%	–
CAM	Exit	CAMERON INTERNATIONAL CORP	$0	–	-18,200	–	-1.13%	–
MO	Exit	ALTRIA GROUP INC	$0	–	-21,000	–	-1.15%	–
ABBV	Exit	ABBVIE INC	$0	–	-21,200	–	-1.16%	–
NXPI	Exit	NXP SEMICONDUCTORS N V	$0	–	-13,400	–	-1.18%	–
ALK	Exit	ALASKA AIR GROUP INC	$0	–	-15,000	–	-1.20%	–
UNH	Exit	UNITEDHEALTH GROUP INC	$0	–	-10,400	–	-1.22%	–
RY	Exit	ROYAL BK CDA MONTREAL QUE	$0	–	-23,000	–	-1.28%	–
EA	Exit	ELECTRONIC ARTS INC	$0	–	-18,800	–	-1.29%	–
JPM	Exit	JPMORGAN CHASE & CO	$0	–	-25,100	–	-1.55%	–
T	Exit	AT&T INC	$0	–	-49,034	–	-1.61%	–
HD	Exit	HOME DEPOT INC	$0	–	-13,900	–	-1.62%	–
AVY	Exit	AVERY DENNISON CORP	$0	–	-28,800	–	-1.65%	–
BA	Exit	BOEING CO	$0	–	-13,800	–	-1.83%	–
CVS	Exit	CVS HEALTH CORP	$0	–	-23,200	–	-2.26%	–
ICLR	Exit	ICON PLC	$0	–	-37,576	–	-2.69%	–
AAPL	Exit	APPLE INC	$0	–	-37,200	–	-4.14%	–

Q3 2015

			Value		Shares		↓ Weighting
AAPL	Sell	APPLE INC	$4,104,000	-16.1%	37,200	-4.6%	4.14%	-6.6%
ICLR	New	ICON PLC	$2,667,000	–	37,576	–	2.69%	–
CVS	Sell	CVS HEALTH CORP	$2,239,000	-12.5%	23,200	-4.9%	2.26%	-2.6%
BA	Sell	BOEING CO	$1,808,000	-9.5%	13,800	-4.2%	1.83%	+0.8%
AVY	Sell	AVERY DENNISON CORP	$1,630,000	-11.5%	28,800	-4.6%	1.65%	-1.4%
HD	Sell	HOME DEPOT INC	$1,606,000	-1.7%	13,900	-5.4%	1.62%	+9.4%
T	New	AT&T INC	$1,598,000	–	49,034	–	1.61%	–
JPM	Sell	JPMORGAN CHASE & CO	$1,531,000	-14.1%	25,100	-4.6%	1.55%	-4.4%
EA	Sell	ELECTRONIC ARTS INC	$1,274,000	-3.3%	18,800	-5.1%	1.29%	+7.8%
RY	Sell	ROYAL BK CDA MONTREAL QUE	$1,271,000	-14.1%	23,000	-5.0%	1.28%	-4.3%
UNH	Buy	UNITEDHEALTH GROUP INC	$1,207,000	+54.5%	10,400	+62.5%	1.22%	+72.2%
ALK	Sell	ALASKA AIR GROUP INC	$1,192,000	+17.1%	15,000	-5.1%	1.20%	+30.4%
NXPI	Sell	NXP SEMICONDUCTORS N V	$1,167,000	-15.1%	13,400	-4.3%	1.18%	-5.5%
ABBV	Sell	ABBVIE INC	$1,154,000	-22.7%	21,200	-4.5%	1.16%	-13.9%
MO	Sell	ALTRIA GROUP INC	$1,143,000	+6.1%	21,000	-4.5%	1.15%	+18.1%
CAM	Sell	CAMERON INTERNATIONAL CORP	$1,117,000	+11.0%	18,200	-5.2%	1.13%	+23.7%
LOW	Sell	LOWES COS INC	$1,103,000	-2.0%	16,000	-4.8%	1.11%	+9.1%
BAC	Sell	BANK AMER CORP	$1,100,000	-58.0%	70,600	-54.2%	1.11%	-53.3%
FL	Sell	FOOT LOCKER INC	$1,058,000	+1.8%	14,700	-5.2%	1.07%	+13.4%
PEP	Sell	PEPSICO INC	$1,057,000	-4.1%	11,200	-5.1%	1.07%	+6.8%
AMSG	New	AMSURG CORP	$1,057,000	–	13,600	–	1.07%	–
GD	Sell	GENERAL DYNAMICS CORP	$1,049,000	-7.5%	7,600	-5.0%	1.06%	+3.0%
DPS	Sell	DR PEPPER SNAPPLE GROUP INC	$1,020,000	+3.6%	12,900	-4.4%	1.03%	+15.3%
BRCD	Sell	BROCADE COMMUNICATIONS SYS I	$1,018,000	-16.8%	98,000	-4.9%	1.03%	-7.4%
CI	Sell	CIGNA CORPORATION	$986,000	-21.0%	7,300	-5.2%	1.00%	-12.0%
NOC	New	NORTHROP GRUMMAN CORP	$963,000	–	5,800	–	0.97%	–
AFG	Sell	AMERICAN FINL GROUP INC OHIO	$955,000	+0.8%	13,850	-4.8%	0.96%	+12.2%
MOH	New	MOLINA HEALTHCARE INC	$951,000	–	13,800	–	0.96%	–
MPC	Sell	MARATHON PETE CORP	$946,000	-15.5%	20,400	-4.7%	0.96%	-6.0%
EAT	Sell	BRINKER INTL INC	$943,000	-13.0%	17,900	-4.8%	0.95%	-3.2%
ADM	Sell	ARCHER DANIELS MIDLAND CO	$937,000	-18.4%	22,600	-5.0%	0.95%	-9.1%
LUV	Sell	SOUTHWEST AIRLS CO	$936,000	+9.6%	24,600	-4.7%	0.94%	+22.1%
DG	Sell	DOLLAR GEN CORP NEW	$935,000	-11.0%	12,900	-4.4%	0.94%	-0.8%
NSR	Sell	NEUSTAR INCcl a	$934,000	-11.5%	34,300	-5.0%	0.94%	-1.5%
BIIB	Sell	BIOGEN INC	$934,000	-32.0%	3,200	-5.9%	0.94%	-24.3%
THG	Sell	HANOVER INS GROUP INC	$933,000	0.0%	12,000	-4.8%	0.94%	+11.3%
AMGN	Sell	AMGEN INC	$927,000	-15.0%	6,700	-5.6%	0.94%	-5.3%
DAL	Sell	DELTA AIR LINES INC DEL	$920,000	+4.1%	20,500	-4.7%	0.93%	+15.8%
VLO	Sell	VALERO ENERGY CORP NEW	$914,000	-8.8%	15,200	-5.0%	0.92%	+1.5%
MTG	Sell	MGIC INVT CORP WIS	$911,000	-22.5%	98,300	-4.8%	0.92%	-13.7%
GILD	Sell	GILEAD SCIENCES INC	$904,000	-19.6%	9,200	-4.2%	0.91%	-10.4%
AHL	Sell	ASPEN INSURANCE HOLDINGS LTD	$897,000	-7.8%	19,300	-4.9%	0.91%	+2.7%
KR	Buy	KROGER CO	$895,000	-5.1%	24,800	+90.8%	0.90%	+5.7%
PRU	Sell	PRUDENTIAL FINL INC	$892,000	-17.2%	11,700	-4.9%	0.90%	-7.8%
FLEX	Sell	FLEXTRONICS INTL LTDord	$889,000	-11.2%	84,300	-4.7%	0.90%	-1.1%
INTC	Sell	INTEL CORP	$887,000	-5.3%	29,400	-4.5%	0.90%	+5.4%
ESRX	Sell	EXPRESS SCRIPTS HLDG CO	$875,000	-13.7%	10,800	-5.3%	0.88%	-3.8%
IP	Sell	INTL PAPER CO	$862,000	-24.6%	22,800	-5.0%	0.87%	-15.9%
3106PS	Sell	DELPHI AUTOMOTIVE PLC	$860,000	-15.1%	11,300	-5.0%	0.87%	-5.4%
TJX	Sell	TJX COS INC NEW	$858,000	+2.9%	12,000	-4.8%	0.87%	+14.6%
TXN	Sell	TEXAS INSTRS INC	$818,000	-8.3%	16,500	-4.6%	0.83%	+2.1%
SWK	Sell	STANLEY BLACK & DECKER INC	$815,000	-12.1%	8,400	-4.5%	0.82%	-2.1%
LEA	New	LEAR CORP	$805,000	–	7,400	–	0.81%	–
HNT	Sell	HEALTH NET INC	$801,000	-10.2%	13,300	-4.3%	0.81%	0.0%
ORLY	Sell	O REILLY AUTOMOTIVE INC NEW	$800,000	+4.0%	3,200	-5.9%	0.81%	+15.9%
WNR	Sell	WESTERN REFNG INC	$790,000	-3.8%	17,900	-4.8%	0.80%	+7.3%
AVT	New	AVNET INC	$790,000	–	18,500	–	0.80%	–
MTD	Sell	METTLER TOLEDO INTERNATIONAL	$769,000	-22.4%	2,700	-6.9%	0.78%	-13.6%
DOW	Sell	DOW CHEM CO	$759,000	-21.1%	17,900	-4.8%	0.77%	-12.0%
CDW	New	CDW CORP	$756,000	–	18,500	–	0.76%	–
CAH	Sell	CARDINAL HEALTH INC	$753,000	-11.8%	9,800	-3.9%	0.76%	-1.8%
LYB	Sell	LYONDELLBASELL INDUSTRIES N	$742,000	-22.9%	8,900	-4.3%	0.75%	-14.2%
AZPN	Sell	ASPEN TECHNOLOGY INC	$740,000	-20.8%	19,500	-4.9%	0.75%	-11.8%
SPR	Sell	SPIRIT AEROSYSTEMS HLDGS INC	$740,000	-16.7%	15,300	-5.0%	0.75%	-7.2%
BG	Sell	BUNGE LIMITED	$726,000	-20.6%	9,900	-4.8%	0.73%	-11.6%
NVDA	Sell	NVIDIA CORP	$708,000	+16.8%	28,700	-4.7%	0.72%	+30.0%
HPQ	Sell	HEWLETT PACKARD CO	$705,000	-18.8%	27,500	-4.8%	0.71%	-9.5%
BIG	Sell	BIG LOTS INC	$705,000	+1.0%	14,700	-5.2%	0.71%	+12.5%
SSNC	Sell	SS&C TECHNOLOGIES HLDGS INC	$701,000	+5.7%	10,000	-5.7%	0.71%	+17.8%
TEVA	Sell	TEVA PHARMACEUTICAL INDS LTDadr	$701,000	-8.8%	12,400	-4.6%	0.71%	+1.6%
VOYA	Sell	VOYA FINL INC	$694,000	-21.0%	17,900	-5.3%	0.70%	-12.0%
LOGI	Sell	LOGITECH INTL S A	$685,000	-14.9%	52,249	-4.8%	0.69%	-5.2%
C	New	CITIGROUP INC	$685,000	–	13,800	–	0.69%	–
MCK	Sell	MCKESSON CORP	$667,000	-22.0%	3,600	-5.3%	0.67%	-13.0%
ABC	Sell	AMERISOURCEBERGEN CORP	$665,000	-15.5%	7,000	-5.4%	0.67%	-5.9%
RDN	Sell	RADIAN GROUP INC	$659,000	-19.1%	41,400	-4.6%	0.67%	-9.9%
AET	Sell	AETNA INC NEW	$657,000	-18.2%	6,000	-4.8%	0.66%	-8.9%
CLGX	Sell	CORELOGIC INC	$656,000	-10.3%	17,600	-4.3%	0.66%	-0.2%
ETR	Sell	ENTERGY CORP NEW	$645,000	-12.1%	9,900	-4.8%	0.65%	-2.3%
LDOS	Sell	LEIDOS HLDGS INC	$628,000	-2.8%	15,200	-5.0%	0.63%	+8.2%
XOM	Sell	EXXON MOBIL CORP	$603,000	-14.8%	8,100	-4.7%	0.61%	-5.1%
RHP	Sell	RYMAN HOSPITALITY PPTYS INC	$596,000	-11.7%	12,100	-4.7%	0.60%	-1.6%
JNPR	Sell	JUNIPER NETWORKS INC	$594,000	-6.0%	23,100	-4.9%	0.60%	+4.7%
NEBLQ	Sell	NOBLE CORP PLC	$587,000	-32.7%	53,800	-4.9%	0.59%	-25.0%
JCI	New	JOHNSON CTLS INC	$584,000	–	14,100	–	0.59%	–
BIN	Sell	PROGRESSIVE WASTE SOLUTIONS	$579,000	-6.3%	21,900	-4.8%	0.58%	+4.5%
ANTM	Sell	ANTHEM INC	$574,000	-18.7%	4,100	-4.7%	0.58%	-9.4%
ALL	Sell	ALLSTATE CORP	$565,000	-13.9%	9,700	-4.0%	0.57%	-4.0%
TGI	Sell	TRIUMPH GROUP INC NEW	$548,000	-39.0%	13,000	-4.4%	0.55%	-32.1%
IDTI	Sell	INTEGRATED DEVICE TECHNOLOGY	$545,000	-10.9%	26,800	-5.0%	0.55%	-0.9%
CNC	Sell	CENTENE CORP DEL	$532,000	-35.2%	9,800	-3.9%	0.54%	-27.8%
THC	New	TENET HEALTHCARE CORP	$521,000	–	14,100	–	0.53%	–
MGA	Sell	MAGNA INTL INC	$509,000	-19.1%	10,600	-5.4%	0.51%	-9.8%
BR	Sell	BROADRIDGE FINL SOLUTIONS IN	$493,000	+5.8%	8,900	-4.3%	0.50%	+17.7%
CPN	Sell	CALPINE CORP	$488,000	-22.5%	33,400	-4.6%	0.49%	-13.7%
PRE	Sell	PARTNERRE LTD	$487,000	+2.3%	3,500	-5.4%	0.49%	+13.9%
HIG	Sell	HARTFORD FINL SVCS GROUP INC	$477,000	+4.1%	10,400	-5.5%	0.48%	+16.1%
HFC	New	HOLLYFRONTIER CORP	$474,000	–	9,700	–	0.48%	–
JACK	Sell	JACK IN THE BOX INC	$463,000	-18.1%	6,000	-6.2%	0.47%	-8.6%
DOX	Sell	AMDOCS LTD	$456,000	-0.7%	8,000	-4.8%	0.46%	+10.8%
TSN	Sell	TYSON FOODS INCcl a	$453,000	-4.4%	10,500	-5.4%	0.46%	+6.3%
POT	Sell	POTASH CORP SASK INC	$448,000	-36.9%	21,800	-4.8%	0.45%	-29.8%
ROK	Sell	ROCKWELL AUTOMATION INC	$447,000	-22.1%	4,400	-4.3%	0.45%	-13.3%
MDVN	Buy	MEDIVATION INC	$425,000	-28.5%	10,000	+92.3%	0.43%	-20.4%
BBBY	Sell	BED BATH & BEYOND INC	$417,000	-21.6%	7,300	-5.2%	0.42%	-12.7%
LRCX	Sell	LAM RESEARCH CORP	$406,000	-24.4%	6,200	-6.1%	0.41%	-15.8%
TRN	Sell	TRINITY INDS INC	$399,000	-18.1%	17,600	-4.3%	0.40%	-8.8%
CSC	Sell	COMPUTER SCIENCES CORP	$387,000	-12.0%	6,300	-6.0%	0.39%	-2.0%
AIG	Sell	AMERICAN INTL GROUP INC	$387,000	-13.2%	6,800	-5.6%	0.39%	-3.2%
ODP	New	OFFICE DEPOT INC	$386,000	–	60,100	–	0.39%	–
HII	Sell	HUNTINGTON INGALLS INDS INC	$386,000	-9.8%	3,600	-5.3%	0.39%	+0.5%
RSG	Sell	REPUBLIC SVCS INC	$384,000	+1.1%	9,300	-4.1%	0.39%	+12.5%
GNTX	Sell	GENTEX CORP	$371,000	-10.2%	23,900	-4.8%	0.38%	0.0%
XRX	Sell	XEROX CORP	$354,000	-12.8%	36,300	-4.7%	0.36%	-3.0%
MRVL	Sell	MARVELL TECHNOLOGY GROUP LTDord	$352,000	-34.6%	38,800	-4.9%	0.36%	-27.3%
LLL	Sell	L-3 COMMUNICATIONS HLDGS INC	$345,000	-13.1%	3,300	-5.7%	0.35%	-3.3%
SON	Sell	SONOCO PRODS CO	$318,000	-15.9%	8,400	-4.5%	0.32%	-6.4%
X	Sell	UNITED STATES STL CORP NEW	$269,000	-51.9%	25,800	-4.8%	0.27%	-46.4%
DAN	Sell	DANA HLDG CORP	$221,000	-27.1%	13,900	-5.4%	0.22%	-18.9%
NTAP	Sell	NETAPP INC	$217,000	-11.1%	7,300	-5.2%	0.22%	-0.9%
VIAB	Sell	VIACOM INC NEWcl b	$195,000	-35.9%	4,500	-4.3%	0.20%	-28.6%
TXT	Exit	TEXTRON INC	$0	–	-7,500	–	-0.30%	–
LXK	Exit	LEXMARK INTL NEWcl a	$0	–	-9,600	–	-0.38%	–
ON	Exit	ON SEMICONDUCTOR CORP	$0	–	-39,600	–	-0.42%	–
MU	Exit	MICRON TECHNOLOGY INC	$0	–	-28,000	–	-0.48%	–
LHO	Exit	LASALLE HOTEL PPTYS	$0	–	-15,400	–	-0.50%	–
SPNV	Exit	SUPERIOR ENERGY SVCS INC	$0	–	-26,600	–	-0.51%	–
PRXL	Exit	PAREXEL INTL CORP	$0	–	-9,000	–	-0.52%	–
CNI	Exit	CANADIAN NATL RY CO	$0	–	-11,100	–	-0.58%	–
ARRS	Exit	ARRIS GROUP INC NEW	$0	–	-22,800	–	-0.63%	–
INT	Exit	WORLD FUEL SVCS CORP	$0	–	-15,300	–	-0.67%	–
MNST	Exit	MONSTER BEVERAGE CORP NEW	$0	–	-5,600	–	-0.68%	–
STRZA	Exit	STARZ	$0	–	-21,300	–	-0.86%	–
M	Exit	MACYS INC	$0	–	-19,000	–	-1.16%	–
A309PS	Exit	DIRECTV	$0	–	-19,200	–	-1.62%	–

Q2 2015

			Value		Shares		↓ Weighting
AAPL	New	APPLE INC	$4,892,000	–	39,000	–	4.44%	–
BAC	New	BANK AMER CORP	$2,622,000	–	154,000	–	2.38%	–
CVS	New	CVS HEALTH CORP	$2,560,000	–	24,400	–	2.32%	–
BA	New	BOEING CO	$1,998,000	–	14,400	–	1.81%	–
AVY	New	AVERY DENNISON CORP	$1,841,000	–	30,200	–	1.67%	–
JPM	New	JPMORGAN CHASE & CO	$1,783,000	–	26,300	–	1.62%	–
A309PS	New	DIRECTV	$1,782,000	–	19,200	–	1.62%	–
HD	New	HOME DEPOT INC	$1,634,000	–	14,700	–	1.48%	–
ABBV	New	ABBVIE INC	$1,492,000	–	22,200	–	1.35%	–
RY	New	ROYAL BK CDA MONTREAL QUE	$1,480,000	–	24,200	–	1.34%	–
NXPI	New	NXP SEMICONDUCTORS N V	$1,375,000	–	14,000	–	1.25%	–
BIIB	New	BIOGEN INC	$1,374,000	–	3,400	–	1.25%	–
EA	New	ELECTRONIC ARTS INC	$1,317,000	–	19,800	–	1.19%	–
M	New	MACYS INC	$1,282,000	–	19,000	–	1.16%	–
CI	New	CIGNA CORPORATION	$1,248,000	–	7,700	–	1.13%	–
BRCD	New	BROCADE COMMUNICATIONS SYS I	$1,224,000	–	103,000	–	1.11%	–
MTG	New	MGIC INVT CORP WIS	$1,176,000	–	103,300	–	1.07%	–
ADM	New	ARCHER DANIELS MIDLAND CO	$1,148,000	–	23,800	–	1.04%	–
IP	New	INTL PAPER CO	$1,143,000	–	24,000	–	1.04%	–
GD	New	GENERAL DYNAMICS CORP	$1,134,000	–	8,000	–	1.03%	–
LOW	New	LOWES COS INC	$1,126,000	–	16,800	–	1.02%	–
GILD	New	GILEAD SCIENCES INC	$1,124,000	–	9,600	–	1.02%	–
MPC	New	MARATHON PETE CORP	$1,120,000	–	21,400	–	1.02%	–
PEP	New	PEPSICO INC	$1,102,000	–	11,800	–	1.00%	–
AMGN	New	AMGEN INC	$1,090,000	–	7,100	–	0.99%	–
EAT	New	BRINKER INTL INC	$1,084,000	–	18,800	–	0.98%	–
MO	New	ALTRIA GROUP INC	$1,077,000	–	22,000	–	0.98%	–
PRU	New	PRUDENTIAL FINL INC	$1,077,000	–	12,300	–	0.98%	–
NSR	New	NEUSTAR INCcl a	$1,055,000	–	36,100	–	0.96%	–
DG	New	DOLLAR GEN CORP NEW	$1,050,000	–	13,500	–	0.95%	–
FL	New	FOOT LOCKER INC	$1,039,000	–	15,500	–	0.94%	–
ALK	New	ALASKA AIR GROUP INC	$1,018,000	–	15,800	–	0.92%	–
3106PS	New	DELPHI AUTOMOTIVE PLC	$1,013,000	–	11,900	–	0.92%	–
ESRX	New	EXPRESS SCRIPTS HLDG CO	$1,014,000	–	11,400	–	0.92%	–
CAM	New	CAMERON INTERNATIONAL CORP	$1,006,000	–	19,200	–	0.91%	–
VLO	New	VALERO ENERGY CORP NEW	$1,002,000	–	16,000	–	0.91%	–
FLEX	New	FLEXTRONICS INTL LTDord	$1,001,000	–	88,500	–	0.91%	–
MTD	New	METTLER TOLEDO INTERNATIONAL	$991,000	–	2,900	–	0.90%	–
DPS	New	DR PEPPER SNAPPLE GROUP INC	$985,000	–	13,500	–	0.89%	–
AHL	New	ASPEN INSURANCE HOLDINGS LTD	$973,000	–	20,300	–	0.88%	–
LYB	New	LYONDELLBASELL INDUSTRIES N	$963,000	–	9,300	–	0.87%	–
DOW	New	DOW CHEM CO	$962,000	–	18,800	–	0.87%	–
STRZA	New	STARZ	$953,000	–	21,300	–	0.86%	–
AFG	New	AMERICAN FINL GROUP INC OHIO	$947,000	–	14,550	–	0.86%	–
KR	New	KROGER CO	$943,000	–	13,000	–	0.86%	–
INTC	New	INTEL CORP	$937,000	–	30,800	–	0.85%	–
AZPN	New	ASPEN TECHNOLOGY INC	$934,000	–	20,500	–	0.85%	–
THG	New	HANOVER INS GROUP INC	$933,000	–	12,600	–	0.85%	–
SWK	New	STANLEY BLACK & DECKER INC	$927,000	–	8,800	–	0.84%	–
BG	New	BUNGE LIMITED	$914,000	–	10,400	–	0.83%	–
TGI	New	TRIUMPH GROUP INC NEW	$898,000	–	13,600	–	0.81%	–
TXN	New	TEXAS INSTRS INC	$892,000	–	17,300	–	0.81%	–
HNT	New	HEALTH NET INC	$892,000	–	13,900	–	0.81%	–
SPR	New	SPIRIT AEROSYSTEMS HLDGS INC	$888,000	–	16,100	–	0.80%	–
DAL	New	DELTA AIR LINES INC DEL	$884,000	–	21,500	–	0.80%	–
VOYA	New	VOYA FINL INC	$879,000	–	18,900	–	0.80%	–
NEBLQ	New	NOBLE CORP PLC	$872,000	–	56,600	–	0.79%	–
HPQ	New	HEWLETT PACKARD CO	$868,000	–	28,900	–	0.79%	–
MCK	New	MCKESSON CORP	$855,000	–	3,800	–	0.78%	–
LUV	New	SOUTHWEST AIRLS CO	$854,000	–	25,800	–	0.77%	–
CAH	New	CARDINAL HEALTH INC	$854,000	–	10,200	–	0.77%	–
TJX	New	TJX COS INC NEW	$834,000	–	12,600	–	0.76%	–
CNC	New	CENTENE CORP DEL	$821,000	–	10,200	–	0.74%	–
WNR	New	WESTERN REFNG INC	$821,000	–	18,800	–	0.74%	–
RDN	New	RADIAN GROUP INC	$815,000	–	43,400	–	0.74%	–
LOGI	New	LOGITECH INTL S A	$805,000	–	54,889	–	0.73%	–
AET	New	AETNA INC NEW	$803,000	–	6,300	–	0.73%	–
ABC	New	AMERISOURCEBERGEN CORP	$787,000	–	7,400	–	0.71%	–
UNH	New	UNITEDHEALTH GROUP INC	$781,000	–	6,400	–	0.71%	–
ORLY	New	O REILLY AUTOMOTIVE INC NEW	$769,000	–	3,400	–	0.70%	–
TEVA	New	TEVA PHARMACEUTICAL INDS LTDadr	$769,000	–	13,000	–	0.70%	–
MNST	New	MONSTER BEVERAGE CORP NEW	$751,000	–	5,600	–	0.68%	–
INT	New	WORLD FUEL SVCS CORP	$734,000	–	15,300	–	0.67%	–
ETR	New	ENTERGY CORP NEW	$734,000	–	10,400	–	0.67%	–
CLGX	New	CORELOGIC INC	$731,000	–	18,400	–	0.66%	–
POT	New	POTASH CORP SASK INC	$710,000	–	22,900	–	0.64%	–
XOM	New	EXXON MOBIL CORP	$708,000	–	8,500	–	0.64%	–
ANTM	New	ANTHEM INC	$706,000	–	4,300	–	0.64%	–
ARRS	New	ARRIS GROUP INC NEW	$698,000	–	22,800	–	0.63%	–
BIG	New	BIG LOTS INC	$698,000	–	15,500	–	0.63%	–
RHP	New	RYMAN HOSPITALITY PPTYS INC	$675,000	–	12,700	–	0.61%	–
SSNC	New	SS&C TECHNOLOGIES HLDGS INC	$663,000	–	10,600	–	0.60%	–
ALL	New	ALLSTATE CORP	$656,000	–	10,100	–	0.60%	–
LDOS	New	LEIDOS HLDGS INC	$646,000	–	16,000	–	0.59%	–
CNI	New	CANADIAN NATL RY CO	$642,000	–	11,100	–	0.58%	–
JNPR	New	JUNIPER NETWORKS INC	$632,000	–	24,300	–	0.57%	–
CPN	New	CALPINE CORP	$630,000	–	35,000	–	0.57%	–
MGA	New	MAGNA INTL INC	$629,000	–	11,200	–	0.57%	–
BIN	New	PROGRESSIVE WASTE SOLUTIONS	$618,000	–	23,000	–	0.56%	–
IDTI	New	INTEGRATED DEVICE TECHNOLOGY	$612,000	–	28,200	–	0.56%	–
NVDA	New	NVIDIA CORP	$606,000	–	30,100	–	0.55%	–
MDVN	New	MEDIVATION INC	$594,000	–	5,200	–	0.54%	–
PRXL	New	PAREXEL INTL CORP	$579,000	–	9,000	–	0.52%	–
ROK	New	ROCKWELL AUTOMATION INC	$574,000	–	4,600	–	0.52%	–
JACK	New	JACK IN THE BOX INC	$565,000	–	6,400	–	0.51%	–
SPNV	New	SUPERIOR ENERGY SVCS INC	$560,000	–	26,600	–	0.51%	–
X	New	UNITED STATES STL CORP NEW	$559,000	–	27,100	–	0.51%	–
LHO	New	LASALLE HOTEL PPTYS	$547,000	–	15,400	–	0.50%	–
MRVL	New	MARVELL TECHNOLOGY GROUP LTDord	$538,000	–	40,800	–	0.49%	–
LRCX	New	LAM RESEARCH CORP	$537,000	–	6,600	–	0.49%	–
BBBY	New	BED BATH & BEYOND INC	$532,000	–	7,700	–	0.48%	–
MU	New	MICRON TECHNOLOGY INC	$528,000	–	28,000	–	0.48%	–
TRN	New	TRINITY INDS INC	$487,000	–	18,400	–	0.44%	–
PRE	New	PARTNERRE LTD	$476,000	–	3,700	–	0.43%	–
TSN	New	TYSON FOODS INCcl a	$474,000	–	11,100	–	0.43%	–
BR	New	BROADRIDGE FINL SOLUTIONS IN	$466,000	–	9,300	–	0.42%	–
ON	New	ON SEMICONDUCTOR CORP	$463,000	–	39,600	–	0.42%	–
DOX	New	AMDOCS LTD	$459,000	–	8,400	–	0.42%	–
HIG	New	HARTFORD FINL SVCS GROUP INC	$458,000	–	11,000	–	0.42%	–
AIG	New	AMERICAN INTL GROUP INC	$446,000	–	7,200	–	0.40%	–
CSC	New	COMPUTER SCIENCES CORP	$440,000	–	6,700	–	0.40%	–
HII	New	HUNTINGTON INGALLS INDS INC	$428,000	–	3,800	–	0.39%	–
LXK	New	LEXMARK INTL NEWcl a	$425,000	–	9,600	–	0.38%	–
GNTX	New	GENTEX CORP	$413,000	–	25,100	–	0.38%	–
XRX	New	XEROX CORP	$406,000	–	38,100	–	0.37%	–
LLL	New	L-3 COMMUNICATIONS HLDGS INC	$397,000	–	3,500	–	0.36%	–
RSG	New	REPUBLIC SVCS INC	$380,000	–	9,700	–	0.34%	–
SON	New	SONOCO PRODS CO	$378,000	–	8,800	–	0.34%	–
TXT	New	TEXTRON INC	$335,000	–	7,500	–	0.30%	–
VIAB	New	VIACOM INC NEWcl b	$304,000	–	4,700	–	0.28%	–
DAN	New	DANA HLDG CORP	$303,000	–	14,700	–	0.28%	–
NTAP	New	NETAPP INC	$244,000	–	7,700	–	0.22%	–

Q4 2014

			Value		Shares		↓ Weighting
NTAP	Exit	NETAPP INC	$0	–	-10,800	–	-0.33%	–
SON	Exit	SONOCO PRODS CO	$0	–	-12,200	–	-0.34%	–
RRD	Exit	DONNELLEY R R & SONS CO	$0	–	-29,400	–	-0.34%	–
3106PS	Exit	DELPHI AUTOMOTIVE PLC	$0	–	-7,900	–	-0.34%	–
ARRS	Exit	ARRIS GROUP INC NEW	$0	–	-17,200	–	-0.34%	–
TTC	Exit	TORO CO	$0	–	-8,500	–	-0.35%	–
VIAB	Exit	VIACOM INC NEWcl b	$0	–	-6,600	–	-0.36%	–
PFE	Exit	PFIZER INC	$0	–	-17,400	–	-0.36%	–
CPN	Exit	CALPINE CORP	$0	–	-23,800	–	-0.36%	–
RSG	Exit	REPUBLIC SVCS INC	$0	–	-13,400	–	-0.37%	–
WR	Exit	WESTAR ENERGY INC	$0	–	-15,500	–	-0.37%	–
DOX	Exit	AMDOCS LTD	$0	–	-11,700	–	-0.38%	–
IFF	Exit	INTERNATIONAL FLAVORS&FRAGRA	$0	–	-5,600	–	-0.38%	–
BR	Exit	BROADRIDGE FINL SOLUTIONS IN	$0	–	-12,900	–	-0.38%	–
TWC	Exit	TIME WARNER CABLE INC	$0	–	-3,800	–	-0.38%	–
ALXN	Exit	ALEXION PHARMACEUTICALS INC	$0	–	-3,300	–	-0.38%	–
PRE	Exit	PARTNERRE LTD	$0	–	-5,000	–	-0.39%	–
HII	Exit	HUNTINGTON INGALLS INDS INC	$0	–	-5,300	–	-0.39%	–
AHL	Exit	ASPEN INSURANCE HOLDINGS LTD	$0	–	-13,000	–	-0.39%	–
VVC	Exit	VECTREN CORP	$0	–	-14,000	–	-0.39%	–
LXK	Exit	LEXMARK INTL NEWcl a	$0	–	-13,300	–	-0.40%	–
LLL	Exit	L-3 COMMUNICATIONS HLDGS INC	$0	–	-4,800	–	-0.40%	–
NSR	Exit	NEUSTAR INCcl a	$0	–	-23,100	–	-0.40%	–
CSC	Exit	COMPUTER SCIENCES CORP	$0	–	-9,500	–	-0.41%	–
MYGN	Exit	MYRIAD GENETICS INC	$0	–	-15,200	–	-0.41%	–
INTU	Exit	INTUIT	$0	–	-6,800	–	-0.42%	–
WEC	Exit	WISCONSIN ENERGY CORP	$0	–	-13,900	–	-0.42%	–
OTEX	Exit	OPEN TEXT CORP	$0	–	-11,000	–	-0.43%	–
TSN	Exit	TYSON FOODS INCcl a	$0	–	-15,500	–	-0.43%	–
JACK	Exit	JACK IN THE BOX INC	$0	–	-9,000	–	-0.43%	–
EA	Exit	ELECTRONIC ARTS INC	$0	–	-17,600	–	-0.44%	–
LO	Exit	LORILLARD INC	$0	–	-10,700	–	-0.45%	–
SSNC	Exit	SS&C TECHNOLOGIES HLDGS INC	$0	–	-14,700	–	-0.45%	–
CNI	Exit	CANADIAN NATL RY CO	$0	–	-9,300	–	-0.46%	–
DPS	Exit	DR PEPPER SNAPPLE GROUP INC	$0	–	-10,400	–	-0.47%	–
SNV	Exit	SYNOVUS FINL CORP	$0	–	-28,500	–	-0.47%	–
MEOH	Exit	METHANEX CORP	$0	–	-10,200	–	-0.48%	–
LRCX	Exit	LAM RESEARCH CORP	$0	–	-9,300	–	-0.49%	–
SNDK	Exit	SANDISK CORP	$0	–	-7,100	–	-0.49%	–
XRX	Exit	XEROX CORP	$0	–	-52,900	–	-0.49%	–
V107SC	Exit	WELLPOINT INC	$0	–	-5,900	–	-0.50%	–
ORLY	Exit	O REILLY AUTOMOTIVE INC NEW	$0	–	-4,700	–	-0.50%	–
BBBY	Exit	BED BATH & BEYOND INC	$0	–	-10,800	–	-0.50%	–
MDVN	Exit	MEDIVATION INC	$0	–	-7,200	–	-0.50%	–
ROK	Exit	ROCKWELL AUTOMATION INC	$0	–	-6,500	–	-0.50%	–
CLX	Exit	CLOROX CO DEL	$0	–	-7,500	–	-0.51%	–
MGA	Exit	MAGNA INTL INC	$0	–	-7,800	–	-0.52%	–
JNPR	Exit	JUNIPER NETWORKS INC	$0	–	-33,800	–	-0.53%	–
MRVL	Exit	MARVELL TECHNOLOGY GROUP LTDord	$0	–	-56,700	–	-0.54%	–
TAP	Exit	MOLSON COORS BREWING COcl b	$0	–	-10,400	–	-0.54%	–
UNH	Exit	UNITEDHEALTH GROUP INC	$0	–	-9,000	–	-0.55%	–
ECA	Exit	ENCANA CORP	$0	–	-38,400	–	-0.57%	–
RFMD	Exit	RF MICRODEVICES INC	$0	–	-71,300	–	-0.58%	–
SM	Exit	SM ENERGY CO	$0	–	-10,800	–	-0.59%	–
ALL	Exit	ALLSTATE CORP	$0	–	-13,900	–	-0.60%	–
RDN	Exit	RADIAN GROUP INC	$0	–	-60,500	–	-0.61%	–
ATK	Exit	ALLIANT TECHSYSTEMS INC	$0	–	-6,800	–	-0.61%	–
DLTR	Exit	DOLLAR TREE INC	$0	–	-15,800	–	-0.62%	–
RE	Exit	EVEREST RE GROUP LTD	$0	–	-5,800	–	-0.66%	–
ALK	Exit	ALASKA AIR GROUP INC	$0	–	-22,000	–	-0.67%	–
LOGI	Exit	LOGITECH INTL S A	$0	–	-76,359	–	-0.69%	–
STRZA	Exit	STARZ	$0	–	-29,600	–	-0.69%	–
MCK	Exit	MCKESSON CORP	$0	–	-5,100	–	-0.70%	–
V	Exit	VISA INC	$0	–	-4,700	–	-0.70%	–
VLO	Exit	VALERO ENERGY CORP NEW	$0	–	-22,200	–	-0.72%	–
TJX	Exit	TJX COS INC NEW	$0	–	-17,400	–	-0.72%	–
KMB	Exit	KIMBERLY CLARK CORP	$0	–	-9,600	–	-0.73%	–
KR	Exit	KROGER CO	$0	–	-20,000	–	-0.73%	–
PETM	Exit	PETSMART INC	$0	–	-15,000	–	-0.74%	–
CAH	Exit	CARDINAL HEALTH INC	$0	–	-14,100	–	-0.74%	–
THG	Exit	HANOVER INS GROUP INC	$0	–	-17,400	–	-0.75%	–
AZPN	Exit	ASPEN TECHNOLOGY INC	$0	–	-28,500	–	-0.76%	–
MDT	Exit	MEDTRONIC INC	$0	–	-17,400	–	-0.76%	–
DAL	Exit	DELTA AIR LINES INC DEL	$0	–	-29,900	–	-0.76%	–
XOM	Exit	EXXON MOBIL CORP	$0	–	-11,800	–	-0.78%	–
DXCM	Exit	DEXCOM INC	$0	–	-28,200	–	-0.79%	–
CELG	Exit	CELGENE CORP	$0	–	-12,000	–	-0.80%	–
DG	Exit	DOLLAR GEN CORP NEW	$0	–	-18,700	–	-0.80%	–
TXN	Exit	TEXAS INSTRS INC	$0	–	-24,300	–	-0.81%	–
AFG	Exit	AMERICAN FINL GROUP INC OHIO	$0	–	-20,350	–	-0.83%	–
FL	Exit	FOOT LOCKER INC	$0	–	-21,600	–	-0.84%	–
LUV	Exit	SOUTHWEST AIRLS CO	$0	–	-35,800	–	-0.85%	–
LOW	Exit	LOWES COS INC	$0	–	-23,300	–	-0.87%	–
ADM	Exit	ARCHER DANIELS MIDLAND CO	$0	–	-24,500	–	-0.88%	–
MPC	Exit	MARATHON PETE CORP	$0	–	-14,900	–	-0.89%	–
KEY	Exit	KEYCORP NEW	$0	–	-96,400	–	-0.90%	–
PKG	Exit	PACKAGING CORP AMER	$0	–	-20,200	–	-0.91%	–
BMO	Exit	BANK MONTREAL QUE	$0	–	-17,700	–	-0.92%	–
EAT	Exit	BRINKER INTL INC	$0	–	-25,900	–	-0.92%	–
NXPI	Exit	NXP SEMICONDUCTORS N V	$0	–	-19,500	–	-0.94%	–
DOW	Exit	DOW CHEM CO	$0	–	-26,000	–	-0.96%	–
PSX	Exit	PHILLIPS 66	$0	–	-16,950	–	-0.97%	–
SYMC	Exit	SYMANTEC CORP	$0	–	-59,500	–	-0.98%	–
LYB	Exit	LYONDELLBASELL INDUSTRIES N	$0	–	-12,900	–	-0.98%	–
AMGN	Exit	AMGEN INC	$0	–	-10,000	–	-0.99%	–
MO	Exit	ALTRIA GROUP INC	$0	–	-30,600	–	-0.99%	–
HPQ	Exit	HEWLETT PACKARD CO	$0	–	-40,200	–	-1.00%	–
M	Exit	MACYS INC	$0	–	-26,300	–	-1.08%	–
PEP	Exit	PEPSICO INC	$0	–	-16,500	–	-1.08%	–
BRCD	Exit	BROCADE COMMUNICATIONS SYS I	$0	–	-143,200	–	-1.09%	–
ERF	Exit	ENERPLUS CORP	$0	–	-84,100	–	-1.12%	–
AWHHF	Exit	ALLIED WRLD ASSUR COM HLDG A	$0	–	-43,500	–	-1.13%	–
RY	Exit	ROYAL BK CDA MONTREAL QUE	$0	–	-22,500	–	-1.13%	–
SMG	Exit	SCOTTS MIRACLE GRO COcl a	$0	–	-30,000	–	-1.16%	–
QCOM	Exit	QUALCOMM INC	$0	–	-22,300	–	-1.17%	–
FB	Exit	FACEBOOK INCcl a	$0	–	-22,100	–	-1.23%	–
ABBV	Exit	ABBVIE INC	$0	–	-31,000	–	-1.26%	–
AVY	Exit	AVERY DENNISON CORP	$0	–	-42,000	–	-1.32%	–
HD	Exit	HOME DEPOT INC	$0	–	-20,500	–	-1.32%	–
UNTCQ	Exit	UNIT CORP	$0	–	-32,800	–	-1.35%	–
PTEN	Exit	PATTERSON UTI ENERGY INC	$0	–	-59,900	–	-1.37%	–
STI	Exit	SUNTRUST BKS INC	$0	–	-51,200	–	-1.37%	–
LMT	Exit	LOCKHEED MARTIN CORP	$0	–	-10,800	–	-1.39%	–
NOC	Exit	NORTHROP GRUMMAN CORP	$0	–	-15,000	–	-1.39%	–
JPM	Exit	JPMORGAN CHASE & CO	$0	–	-36,400	–	-1.54%	–
FITB	Exit	FIFTH THIRD BANCORP	$0	–	-110,600	–	-1.56%	–
PL	Exit	PROTECTIVE LIFE CORP	$0	–	-33,300	–	-1.62%	–
A309PS	Exit	DIRECTV	$0	–	-27,000	–	-1.64%	–
BA	Exit	BOEING CO	$0	–	-20,200	–	-1.81%	–
RTN	Exit	RAYTHEON CO	$0	–	-27,500	–	-1.96%	–
CVS	Exit	CVS HEALTH CORP	$0	–	-38,500	–	-2.15%	–
VZ	Exit	VERIZON COMMUNICATIONS INC	$0	–	-62,600	–	-2.20%	–
BAC	Exit	BANK AMER CORP	$0	–	-214,100	–	-2.56%	–
AAPL	Exit	APPLE INC	$0	–	-54,200	–	-3.84%	–

Q3 2014

			Value		Shares		↓ Weighting
AAPL	Sell	APPLE INC	$5,461,000	-3.0%	54,200	-10.6%	3.84%	+7.9%
BAC	New	BANK AMER CORP	$3,651,000	–	214,100	–	2.56%	–
VZ	Buy	VERIZON COMMUNICATIONS INC	$3,130,000	+21.4%	62,600	+18.8%	2.20%	+35.0%
CVS	Sell	CVS HEALTH CORP	$3,065,000	-5.4%	38,500	-10.5%	2.15%	+5.2%
RTN	Sell	RAYTHEON CO	$2,795,000	-1.7%	27,500	-10.7%	1.96%	+9.4%
BA	Sell	BOEING CO	$2,574,000	-10.5%	20,200	-10.6%	1.81%	-0.4%
A309PS	Sell	DIRECTV	$2,337,000	-9.3%	27,000	-10.9%	1.64%	+0.9%
PL	Sell	PROTECTIVE LIFE CORP	$2,312,000	-10.4%	33,300	-10.5%	1.62%	-0.3%
FITB	Sell	FIFTH THIRD BANCORP	$2,215,000	-16.1%	110,600	-10.5%	1.56%	-6.7%
JPM	Sell	JPMORGAN CHASE & CO	$2,193,000	-6.5%	36,400	-10.6%	1.54%	+4.0%
NOC	Sell	NORTHROP GRUMMAN CORP	$1,977,000	-1.6%	15,000	-10.7%	1.39%	+9.5%
LMT	Sell	LOCKHEED MARTIN CORP	$1,975,000	+1.5%	10,800	-10.7%	1.39%	+13.0%
STI	Sell	SUNTRUST BKS INC	$1,948,000	-15.0%	51,200	-10.5%	1.37%	-5.4%
PTEN	Sell	PATTERSON UTI ENERGY INC	$1,949,000	-16.7%	59,900	-10.6%	1.37%	-7.4%
UNTCQ	Sell	UNIT CORP	$1,924,000	-23.7%	32,800	-10.4%	1.35%	-15.0%
HD	Sell	HOME DEPOT INC	$1,881,000	+1.5%	20,500	-10.5%	1.32%	+12.9%
AVY	Sell	AVERY DENNISON CORP	$1,876,000	-22.0%	42,000	-10.4%	1.32%	-13.2%
ABBV	Sell	ABBVIE INC	$1,791,000	-8.6%	31,000	-10.7%	1.26%	+1.7%
FB	Sell	FACEBOOK INCcl a	$1,747,000	+5.1%	22,100	-10.5%	1.23%	+16.9%
QCOM	Buy	QUALCOMM INC	$1,668,000	+42.2%	22,300	+50.7%	1.17%	+58.2%
SMG	Sell	SCOTTS MIRACLE GRO COcl a	$1,650,000	-13.4%	30,000	-10.4%	1.16%	-3.7%
RY	Sell	ROYAL BK CDA MONTREAL QUE	$1,608,000	-10.7%	22,500	-10.7%	1.13%	-0.6%
AWHHF	Sell	ALLIED WRLD ASSUR COM HLDG A	$1,603,000	-13.4%	43,500	-10.7%	1.13%	-3.8%
ERF	Sell	ENERPLUS CORP	$1,596,000	-32.7%	84,100	-10.6%	1.12%	-25.1%
BRCD	Sell	BROCADE COMMUNICATIONS SYS I	$1,557,000	+5.8%	143,200	-10.5%	1.09%	+17.6%
PEP	Sell	PEPSICO INC	$1,536,000	-6.6%	16,500	-10.3%	1.08%	+3.9%
M	Sell	MACYS INC	$1,531,000	-9.9%	26,300	-10.2%	1.08%	+0.2%
HPQ	Sell	HEWLETT PACKARD CO	$1,426,000	-5.9%	40,200	-10.7%	1.00%	+4.7%
MO	Sell	ALTRIA GROUP INC	$1,406,000	-2.0%	30,600	-10.5%	0.99%	+9.1%
AMGN	Sell	AMGEN INC	$1,405,000	+6.9%	10,000	-9.9%	0.99%	+18.9%
LYB	Sell	LYONDELLBASELL INDUSTRIES N	$1,402,000	-0.4%	12,900	-10.4%	0.98%	+10.8%
SYMC	Sell	SYMANTEC CORP	$1,399,000	-8.1%	59,500	-10.5%	0.98%	+2.2%
PSX	Sell	PHILLIPS 66	$1,379,000	-9.1%	16,950	-10.1%	0.97%	+1.1%
DOW	Sell	DOW CHEM CO	$1,364,000	-8.6%	26,000	-10.3%	0.96%	+1.6%
NXPI	Sell	NXP SEMICONDUCTORS N V	$1,335,000	-7.1%	19,500	-10.1%	0.94%	+3.3%
EAT	Sell	BRINKER INTL INC	$1,316,000	-6.4%	25,900	-10.4%	0.92%	+4.2%
BMO	New	BANK MONTREAL QUE	$1,304,000	–	17,700	–	0.92%	–
PKG	Sell	PACKAGING CORP AMER	$1,290,000	-20.2%	20,200	-10.6%	0.91%	-11.3%
KEY	Sell	KEYCORP NEW	$1,286,000	-16.7%	96,400	-10.5%	0.90%	-7.3%
MPC	Sell	MARATHON PETE CORP	$1,262,000	-3.2%	14,900	-10.8%	0.89%	+7.6%
ADM	Buy	ARCHER DANIELS MIDLAND CO	$1,252,000	+91.7%	24,500	+65.5%	0.88%	+113.6%
LOW	Sell	LOWES COS INC	$1,234,000	-1.1%	23,300	-10.4%	0.87%	+10.0%
LUV	Sell	SOUTHWEST AIRLS CO	$1,209,000	+12.5%	35,800	-10.5%	0.85%	+25.0%
FL	Sell	FOOT LOCKER INC	$1,203,000	-1.6%	21,600	-10.4%	0.84%	+9.5%
AFG	Sell	AMERICAN FINL GROUP INC OHIO	$1,179,000	-13.0%	20,350	-10.5%	0.83%	-3.3%
TXN	Sell	TEXAS INSTRS INC	$1,159,000	-10.8%	24,300	-10.7%	0.81%	-0.9%
DG	New	DOLLAR GEN CORP NEW	$1,143,000	–	18,700	–	0.80%	–
CELG	Sell	CELGENE CORP	$1,138,000	-1.1%	12,000	-10.4%	0.80%	+10.0%
DXCM	Sell	DEXCOM INC	$1,128,000	-9.8%	28,200	-10.5%	0.79%	+0.5%
XOM	Sell	EXXON MOBIL CORP	$1,110,000	-16.5%	11,800	-10.6%	0.78%	-7.0%
DAL	Sell	DELTA AIR LINES INC DEL	$1,081,000	-16.5%	29,900	-10.5%	0.76%	-7.0%
MDT	Sell	MEDTRONIC INC	$1,078,000	-13.3%	17,400	-10.8%	0.76%	-3.7%
AZPN	Sell	ASPEN TECHNOLOGY INC	$1,076,000	-27.1%	28,500	-10.4%	0.76%	-18.9%
THG	Sell	HANOVER INS GROUP INC	$1,069,000	-13.2%	17,400	-10.8%	0.75%	-3.5%
CAH	Sell	CARDINAL HEALTH INC	$1,057,000	-1.9%	14,100	-10.2%	0.74%	+9.3%
PETM	Sell	PETSMART INC	$1,052,000	+4.7%	15,000	-10.7%	0.74%	+16.4%
KR	Sell	KROGER CO	$1,040,000	-6.1%	20,000	-10.7%	0.73%	+4.4%
KMB	Sell	KIMBERLY CLARK CORP	$1,033,000	-13.3%	9,600	-10.3%	0.73%	-3.5%
TJX	Sell	TJX COS INC NEW	$1,030,000	-0.7%	17,400	-10.8%	0.72%	+10.5%
VLO	Sell	VALERO ENERGY CORP NEW	$1,028,000	-17.3%	22,200	-10.5%	0.72%	-8.0%
V	Sell	VISA INC	$1,003,000	-8.5%	4,700	-9.6%	0.70%	+1.9%
MCK	Sell	MCKESSON CORP	$993,000	-6.5%	5,100	-10.5%	0.70%	+4.0%
STRZA	New	STARZ	$980,000	–	29,600	–	0.69%	–
LOGI	Sell	LOGITECH INTL S A	$979,000	-12.0%	76,359	-10.5%	0.69%	-2.1%
ALK	Buy	ALASKA AIR GROUP INC	$958,000	-18.1%	22,000	+78.9%	0.67%	-8.9%
RE	Sell	EVEREST RE GROUP LTD	$940,000	-10.0%	5,800	-10.8%	0.66%	+0.2%
DLTR	Sell	DOLLAR TREE INC	$886,000	-8.1%	15,800	-10.7%	0.62%	+2.3%
ATK	Sell	ALLIANT TECHSYSTEMS INC	$868,000	-14.7%	6,800	-10.5%	0.61%	-5.1%
RDN	New	RADIAN GROUP INC	$863,000	–	60,500	–	0.61%	–
ALL	Sell	ALLSTATE CORP	$854,000	-6.3%	13,900	-10.3%	0.60%	+4.3%
SM	Sell	SM ENERGY CO	$843,000	-17.2%	10,800	-10.7%	0.59%	-7.9%
RFMD	New	RF MICRODEVICES INC	$823,000	–	71,300	–	0.58%	–
ECA	Sell	ENCANA CORP	$815,000	-19.9%	38,400	-10.5%	0.57%	-10.9%
UNH	Sell	UNITEDHEALTH GROUP INC	$777,000	-5.9%	9,000	-10.9%	0.55%	+4.6%
TAP	New	MOLSON COORS BREWING COcl b	$775,000	–	10,400	–	0.54%	–
MRVL	Sell	MARVELL TECHNOLOGY GROUP LTDord	$765,000	-15.8%	56,700	-10.6%	0.54%	-6.4%
JNPR	Sell	JUNIPER NETWORKS INC	$749,000	-19.3%	33,800	-10.6%	0.53%	-10.2%
MGA	Sell	MAGNA INTL INC	$741,000	-20.1%	7,800	-9.3%	0.52%	-10.9%
CLX	Sell	CLOROX CO DEL	$721,000	-5.0%	7,500	-9.6%	0.51%	+5.8%
ROK	Sell	ROCKWELL AUTOMATION INC	$715,000	-21.8%	6,500	-11.0%	0.50%	-13.0%
MDVN	New	MEDIVATION INC	$712,000	–	7,200	–	0.50%	–
BBBY	Sell	BED BATH & BEYOND INC	$711,000	+2.3%	10,800	-10.7%	0.50%	+13.9%
ORLY	Sell	O REILLY AUTOMOTIVE INC NEW	$707,000	-11.5%	4,700	-11.3%	0.50%	-1.6%
V107SC	Sell	WELLPOINT INC	$706,000	-2.1%	5,900	-11.9%	0.50%	+9.0%
XRX	Sell	XEROX CORP	$700,000	-4.9%	52,900	-10.5%	0.49%	+5.8%
SNDK	Sell	SANDISK CORP	$696,000	-15.6%	7,100	-10.1%	0.49%	-6.1%
LRCX	Sell	LAM RESEARCH CORP	$695,000	-1.1%	9,300	-10.6%	0.49%	+9.9%
MEOH	Sell	METHANEX CORP	$682,000	-2.4%	10,200	-9.7%	0.48%	+8.6%
SNV	New	SYNOVUS FINL CORP	$674,000	–	28,500	–	0.47%	–
DPS	Sell	DR PEPPER SNAPPLE GROUP INC	$669,000	-1.6%	10,400	-10.3%	0.47%	+9.6%
CNI	Sell	CANADIAN NATL RY CO	$660,000	-2.5%	9,300	-10.6%	0.46%	+8.4%
SSNC	Sell	SS&C TECHNOLOGIES HLDGS INC	$646,000	-11.0%	14,700	-10.4%	0.45%	-0.9%
LO	Sell	LORILLARD INC	$642,000	-12.3%	10,700	-10.8%	0.45%	-2.4%
EA	Sell	ELECTRONIC ARTS INC	$627,000	-11.3%	17,600	-10.7%	0.44%	-1.1%
JACK	New	JACK IN THE BOX INC	$614,000	–	9,000	–	0.43%	–
OTEX	Sell	OPEN TEXT CORP	$610,000	+3.4%	11,000	-10.6%	0.43%	+15.0%
TSN	Sell	TYSON FOODS INCcl a	$611,000	-6.6%	15,500	-10.9%	0.43%	+3.9%
WEC	Sell	WISCONSIN ENERGY CORP	$598,000	-17.9%	13,900	-10.3%	0.42%	-8.7%
INTU	Sell	INTUIT	$597,000	-2.6%	6,800	-10.5%	0.42%	+8.3%
MYGN	Sell	MYRIAD GENETICS INC	$587,000	-11.3%	15,200	-10.6%	0.41%	-1.4%
CSC	Sell	COMPUTER SCIENCES CORP	$581,000	-13.3%	9,500	-10.4%	0.41%	-3.5%
NSR	Sell	NEUSTAR INCcl a	$574,000	-14.6%	23,100	-10.5%	0.40%	-5.0%
LLL	Sell	L-3 COMMUNICATIONS HLDGS INC	$571,000	-12.6%	4,800	-11.1%	0.40%	-2.7%
LXK	Sell	LEXMARK INTL NEWcl a	$566,000	-21.2%	13,300	-10.7%	0.40%	-12.1%
VVC	Sell	VECTREN CORP	$559,000	-15.7%	14,000	-10.3%	0.39%	-6.2%
AHL	New	ASPEN INSURANCE HOLDINGS LTD	$557,000	–	13,000	–	0.39%	–
HII	New	HUNTINGTON INGALLS INDS INC	$553,000	–	5,300	–	0.39%	–
PRE	New	PARTNERRE LTD	$550,000	–	5,000	–	0.39%	–
ALXN	Sell	ALEXION PHARMACEUTICALS INC	$548,000	-2.7%	3,300	-8.3%	0.38%	+8.1%
TWC	Sell	TIME WARNER CABLE INC	$546,000	-81.0%	3,800	-80.5%	0.38%	-78.8%
BR	New	BROADRIDGE FINL SOLUTIONS IN	$538,000	–	12,900	–	0.38%	–
IFF	Sell	INTERNATIONAL FLAVORS&FRAGRA	$537,000	-17.0%	5,600	-9.7%	0.38%	-7.8%
DOX	Sell	AMDOCS LTD	$537,000	-11.5%	11,700	-10.7%	0.38%	-1.6%
WR	Sell	WESTAR ENERGY INC	$529,000	-20.5%	15,500	-10.9%	0.37%	-11.4%
RSG	Sell	REPUBLIC SVCS INC	$523,000	-8.2%	13,400	-10.7%	0.37%	+1.9%
CPN	New	CALPINE CORP	$517,000	–	23,800	–	0.36%	–
PFE	Sell	PFIZER INC	$515,000	-11.1%	17,400	-10.8%	0.36%	-1.1%
VIAB	New	VIACOM INC NEWcl b	$508,000	–	6,600	–	0.36%	–
TTC	New	TORO CO	$504,000	–	8,500	–	0.35%	–
ARRS	New	ARRIS GROUP INC NEW	$488,000	–	17,200	–	0.34%	–
3106PS	New	DELPHI AUTOMOTIVE PLC	$485,000	–	7,900	–	0.34%	–
RRD	Sell	DONNELLEY R R & SONS CO	$484,000	-13.3%	29,400	-10.6%	0.34%	-3.4%
SON	Sell	SONOCO PRODS CO	$480,000	-19.7%	12,200	-10.3%	0.34%	-10.8%
NTAP	Sell	NETAPP INC	$464,000	+5.0%	10,800	-10.7%	0.33%	+16.8%
FAF	Exit	FIRST AMERN FINL CORP	$0	–	-18,400	–	-0.32%	–
IM	Exit	INGRAM MICRO INCcl a	$0	–	-19,900	–	-0.37%	–
MJN	Exit	MEAD JOHNSON NUTRITION CO	$0	–	-6,900	–	-0.41%	–
NEE	Exit	NEXTERA ENERGY INC	$0	–	-6,400	–	-0.41%	–
HLF	Exit	HERBALIFE LTD	$0	–	-10,300	–	-0.42%	–
VRX	Exit	VALEANT PHARMACEUTICALS INTL	$0	–	-5,400	–	-0.43%	–
VRNT	Exit	VERINT SYS INC	$0	–	-15,100	–	-0.47%	–
OSK	Exit	OSHKOSH CORP	$0	–	-13,400	–	-0.47%	–
NKE	Exit	NIKE INCcl b	$0	–	-10,400	–	-0.51%	–
6107SC	Exit	URS CORP NEW	$0	–	-17,900	–	-0.52%	–
CLB	Exit	CORE LABORATORIES N V	$0	–	-5,700	–	-0.60%	–
BPOP	Exit	POPULAR INC	$0	–	-35,300	–	-0.76%	–
PG	Exit	PROCTER & GAMBLE CO	$0	–	-15,400	–	-0.76%	–
1338PS	Exit	UBS AG	$0	–	-68,412	–	-0.79%	–
COG	Exit	CABOT OIL & GAS CORP	$0	–	-37,000	–	-0.80%	–
BTEGF	Exit	BAYTEX ENERGY CORP	$0	–	-28,400	–	-0.83%	–
MA	Exit	MASTERCARD INCcl a	$0	–	-19,000	–	-0.88%	–
GMCR	Exit	KEURIG GREEN MTN INC	$0	–	-12,000	–	-0.94%	–
CMCSA	Exit	COMCAST CORP NEWcl a	$0	–	-38,700	–	-1.31%	–

Q2 2014

			Value		Shares		↓ Weighting
AAPL	New	APPLE INC	$5,632,000	–	60,600	–	3.56%	–
CVS	New	CVS CAREMARK CORPORATION	$3,241,000	–	43,000	–	2.05%	–
BA	New	BOEING CO	$2,876,000	–	22,600	–	1.82%	–
TWC	New	TIME WARNER CABLE INC	$2,873,000	–	19,500	–	1.81%	–
RTN	New	RAYTHEON CO	$2,842,000	–	30,800	–	1.80%	–
FITB	New	FIFTH THIRD BANCORP	$2,639,000	–	123,600	–	1.67%	–
VZ	New	VERIZON COMMUNICATIONS INC	$2,579,000	–	52,700	–	1.63%	–
PL	New	PROTECTIVE LIFE CORP	$2,580,000	–	37,200	–	1.63%	–
A309PS	New	DIRECTV	$2,576,000	–	30,300	–	1.63%	–
UNTCQ	New	UNIT CORP	$2,520,000	–	36,600	–	1.59%	–
AVY	New	AVERY DENNISON CORP	$2,404,000	–	46,900	–	1.52%	–
ERF	New	ENERPLUS CORP	$2,370,000	–	94,100	–	1.50%	–
JPM	New	JPMORGAN CHASE & CO	$2,346,000	–	40,700	–	1.48%	–
PTEN	New	PATTERSON UTI ENERGY INC	$2,341,000	–	67,000	–	1.48%	–
STI	New	SUNTRUST BKS INC	$2,292,000	–	57,200	–	1.45%	–
CMCSA	New	COMCAST CORP NEWcl a	$2,078,000	–	38,700	–	1.31%	–
NOC	New	NORTHROP GRUMMAN CORP	$2,010,000	–	16,800	–	1.27%	–
ABBV	New	ABBVIE INC	$1,959,000	–	34,700	–	1.24%	–
LMT	New	LOCKHEED MARTIN CORP	$1,945,000	–	12,100	–	1.23%	–
SMG	New	SCOTTS MIRACLE GRO COcl a	$1,905,000	–	33,500	–	1.20%	–
HD	New	HOME DEPOT INC	$1,854,000	–	22,900	–	1.17%	–
AWHHF	New	ALLIED WRLD ASSUR COM HLDG A	$1,852,000	–	48,700	–	1.17%	–
RY	New	ROYAL BK CDA MONTREAL QUE	$1,801,000	–	25,200	–	1.14%	–
M	New	MACYS INC	$1,700,000	–	29,300	–	1.07%	–
FB	New	FACEBOOK INCcl a	$1,663,000	–	24,700	–	1.05%	–
PEP	New	PEPSICO INC	$1,644,000	–	18,400	–	1.04%	–
PKG	New	PACKAGING CORP AMER	$1,616,000	–	22,600	–	1.02%	–
KEY	New	KEYCORP NEW	$1,544,000	–	107,700	–	0.98%	–
SYMC	New	SYMANTEC CORP	$1,523,000	–	66,500	–	0.96%	–
PSX	New	PHILLIPS 66	$1,517,000	–	18,850	–	0.96%	–
HPQ	New	HEWLETT PACKARD CO	$1,516,000	–	45,000	–	0.96%	–
GMCR	New	KEURIG GREEN MTN INC	$1,496,000	–	12,000	–	0.94%	–
DOW	New	DOW CHEM CO	$1,493,000	–	29,000	–	0.94%	–
AZPN	New	ASPEN TECHNOLOGY INC	$1,476,000	–	31,800	–	0.93%	–
BRCD	New	BROCADE COMMUNICATIONS SYS I	$1,472,000	–	160,000	–	0.93%	–
NXPI	New	NXP SEMICONDUCTORS N V	$1,437,000	–	21,700	–	0.91%	–
MO	New	ALTRIA GROUP INC	$1,435,000	–	34,200	–	0.91%	–
LYB	New	LYONDELLBASELL INDUSTRIES N	$1,407,000	–	14,400	–	0.89%	–
EAT	New	BRINKER INTL INC	$1,406,000	–	28,900	–	0.89%	–
MA	New	MASTERCARD INCcl a	$1,396,000	–	19,000	–	0.88%	–
AFG	New	AMERICAN FINL GROUP INC OHIO	$1,355,000	–	22,750	–	0.86%	–
XOM	New	EXXON MOBIL CORP	$1,329,000	–	13,200	–	0.84%	–
AMGN	New	AMGEN INC	$1,314,000	–	11,100	–	0.83%	–
BTEGF	New	BAYTEX ENERGY CORP	$1,311,000	–	28,400	–	0.83%	–
MPC	New	MARATHON PETE CORP	$1,304,000	–	16,700	–	0.82%	–
TXN	New	TEXAS INSTRS INC	$1,300,000	–	27,200	–	0.82%	–
DAL	New	DELTA AIR LINES INC DEL	$1,294,000	–	33,400	–	0.82%	–
COG	New	CABOT OIL & GAS CORP	$1,264,000	–	37,000	–	0.80%	–
1338PS	New	UBS AG	$1,254,000	–	68,412	–	0.79%	–
DXCM	New	DEXCOM INC	$1,250,000	–	31,500	–	0.79%	–
LOW	New	LOWES COS INC	$1,248,000	–	26,000	–	0.79%	–
MDT	New	MEDTRONIC INC	$1,244,000	–	19,500	–	0.79%	–
VLO	New	VALERO ENERGY CORP NEW	$1,243,000	–	24,800	–	0.78%	–
THG	New	HANOVER INS GROUP INC	$1,232,000	–	19,500	–	0.78%	–
FL	New	FOOT LOCKER INC	$1,223,000	–	24,100	–	0.77%	–
PG	New	PROCTER & GAMBLE CO	$1,211,000	–	15,400	–	0.76%	–
BPOP	New	POPULAR INC	$1,207,000	–	35,300	–	0.76%	–
KMB	New	KIMBERLY CLARK CORP	$1,191,000	–	10,700	–	0.75%	–
QCOM	New	QUALCOMM INC	$1,173,000	–	14,800	–	0.74%	–
ALK	New	ALASKA AIR GROUP INC	$1,170,000	–	12,300	–	0.74%	–
CELG	New	CELGENE CORP	$1,151,000	–	13,400	–	0.73%	–
LOGI	New	LOGITECH INTL S A	$1,113,000	–	85,354	–	0.70%	–
KR	New	KROGER CO	$1,108,000	–	22,400	–	0.70%	–
V	New	VISA INC	$1,096,000	–	5,200	–	0.69%	–
CAH	New	CARDINAL HEALTH INC	$1,077,000	–	15,700	–	0.68%	–
LUV	New	SOUTHWEST AIRLS CO	$1,075,000	–	40,000	–	0.68%	–
MCK	New	MCKESSON CORP	$1,062,000	–	5,700	–	0.67%	–
RE	New	EVEREST RE GROUP LTD	$1,044,000	–	6,500	–	0.66%	–
TJX	New	TJX COS INC NEW	$1,037,000	–	19,500	–	0.66%	–
ECA	New	ENCANA CORP	$1,018,000	–	42,900	–	0.64%	–
ATK	New	ALLIANT TECHSYSTEMS INC	$1,018,000	–	7,600	–	0.64%	–
SM	New	SM ENERGY CO	$1,018,000	–	12,100	–	0.64%	–
PETM	New	PETSMART INC	$1,005,000	–	16,800	–	0.64%	–
DLTR	New	DOLLAR TREE INC	$964,000	–	17,700	–	0.61%	–
CLB	New	CORE LABORATORIES N V	$953,000	–	5,700	–	0.60%	–
JNPR	New	JUNIPER NETWORKS INC	$928,000	–	37,800	–	0.59%	–
MGA	New	MAGNA INTL INC	$927,000	–	8,600	–	0.58%	–
ROK	New	ROCKWELL AUTOMATION INC	$914,000	–	7,300	–	0.58%	–
ALL	New	ALLSTATE CORP	$911,000	–	15,500	–	0.58%	–
MRVL	New	MARVELL TECHNOLOGY GROUP LTDord	$909,000	–	63,400	–	0.57%	–
UNH	New	UNITEDHEALTH GROUP INC	$826,000	–	10,100	–	0.52%	–
SNDK	New	SANDISK CORP	$825,000	–	7,900	–	0.52%	–
6107SC	New	URS CORP NEW	$821,000	–	17,900	–	0.52%	–
NKE	New	NIKE INCcl b	$807,000	–	10,400	–	0.51%	–
ORLY	New	O REILLY AUTOMOTIVE INC NEW	$799,000	–	5,300	–	0.50%	–
CLX	New	CLOROX CO DEL	$759,000	–	8,300	–	0.48%	–
OSK	New	OSHKOSH CORP	$745,000	–	13,400	–	0.47%	–
VRNT	New	VERINT SYS INC	$741,000	–	15,100	–	0.47%	–
XRX	New	XEROX CORP	$736,000	–	59,100	–	0.46%	–
LO	New	LORILLARD INC	$732,000	–	12,000	–	0.46%	–
WEC	New	WISCONSIN ENERGY CORP	$728,000	–	15,500	–	0.46%	–
SSNC	New	SS&C TECHNOLOGIES HLDGS INC	$726,000	–	16,400	–	0.46%	–
V107SC	New	WELLPOINT INC	$721,000	–	6,700	–	0.46%	–
LXK	New	LEXMARK INTL NEWcl a	$718,000	–	14,900	–	0.45%	–
EA	New	ELECTRONIC ARTS INC	$707,000	–	19,700	–	0.45%	–
LRCX	New	LAM RESEARCH CORP	$703,000	–	10,400	–	0.44%	–
MEOH	New	METHANEX CORP	$699,000	–	11,300	–	0.44%	–
BBBY	New	BED BATH & BEYOND INC	$695,000	–	12,100	–	0.44%	–
VRX	New	VALEANT PHARMACEUTICALS INTL	$682,000	–	5,400	–	0.43%	–
DPS	New	DR PEPPER SNAPPLE GROUP INC	$680,000	–	11,600	–	0.43%	–
CNI	New	CANADIAN NATL RY CO	$677,000	–	10,400	–	0.43%	–
NSR	New	NEUSTAR INCcl a	$672,000	–	25,800	–	0.42%	–
CSC	New	COMPUTER SCIENCES CORP	$670,000	–	10,600	–	0.42%	–
HLF	New	HERBALIFE LTD	$665,000	–	10,300	–	0.42%	–
WR	New	WESTAR ENERGY INC	$665,000	–	17,400	–	0.42%	–
VVC	New	VECTREN CORP	$663,000	–	15,600	–	0.42%	–
MYGN	New	MYRIAD GENETICS INC	$662,000	–	17,000	–	0.42%	–
NEE	New	NEXTERA ENERGY INC	$656,000	–	6,400	–	0.41%	–
TSN	New	TYSON FOODS INCcl a	$654,000	–	17,400	–	0.41%	–
ADM	New	ARCHER DANIELS MIDLAND CO	$653,000	–	14,800	–	0.41%	–
LLL	New	L-3 COMMUNICATIONS HLDGS INC	$653,000	–	5,400	–	0.41%	–
IFF	New	INTERNATIONAL FLAVORS&FRAGRA	$647,000	–	6,200	–	0.41%	–
MJN	New	MEAD JOHNSON NUTRITION CO	$643,000	–	6,900	–	0.41%	–
INTU	New	INTUIT	$613,000	–	7,600	–	0.39%	–
DOX	New	AMDOCS LTD	$607,000	–	13,100	–	0.38%	–
SON	New	SONOCO PRODS CO	$598,000	–	13,600	–	0.38%	–
OTEX	New	OPEN TEXT CORP	$590,000	–	12,300	–	0.37%	–
IM	New	INGRAM MICRO INCcl a	$582,000	–	19,900	–	0.37%	–
PFE	New	PFIZER INC	$579,000	–	19,500	–	0.37%	–
RSG	New	REPUBLIC SVCS INC	$570,000	–	15,000	–	0.36%	–
ALXN	New	ALEXION PHARMACEUTICALS INC	$563,000	–	3,600	–	0.36%	–
RRD	New	DONNELLEY R R & SONS CO	$558,000	–	32,900	–	0.35%	–
FAF	New	FIRST AMERN FINL CORP	$512,000	–	18,400	–	0.32%	–
NTAP	New	NETAPP INC	$442,000	–	12,100	–	0.28%	–

Q4 2013

			Value		Shares		↓ Weighting
RIG	Exit	TRANSOCEAN LTD	$0	–	-9,400	–	-0.23%	–
MYGN	Exit	MYRIAD GENETICS INC	$0	–	-24,600	–	-0.31%	–
PTEN	Exit	PATTERSON UTI ENERGY INC	$0	–	-28,200	–	-0.33%	–
VMI	Exit	VALMONT INDS INC	$0	–	-4,600	–	-0.35%	–
FAF	Exit	FIRST AMERN FINL CORP	$0	–	-26,200	–	-0.35%	–
PNW	Exit	PINNACLE WEST CAP CORP	$0	–	-11,800	–	-0.35%	–
FLO	Exit	FLOWERS FOODS INC	$0	–	-31,700	–	-0.37%	–
HSH	Exit	HILLSHIRE BRANDS CO	$0	–	-22,100	–	-0.37%	–
CLGX	Exit	CORELOGIC INC	$0	–	-25,600	–	-0.38%	–
SLXP	Exit	SALIX PHARMACEUTICALS INC	$0	–	-10,400	–	-0.38%	–
TSN	Exit	TYSON FOODS INCcl a	$0	–	-25,000	–	-0.38%	–
LXK	Exit	LEXMARK INTL NEWcl a	$0	–	-21,400	–	-0.38%	–
RSG	Exit	REPUBLIC SVCS INC	$0	–	-21,500	–	-0.39%	–
STX	Exit	SEAGATE TECHNOLOGY PLC	$0	–	-16,500	–	-0.39%	–
MJN	Exit	MEAD JOHNSON NUTRITION CO	$0	–	-9,800	–	-0.39%	–
NTAP	Exit	NETAPP INC	$0	–	-17,200	–	-0.40%	–
RRD	Exit	DONNELLEY R R & SONS CO	$0	–	-47,200	–	-0.40%	–
BDX	Exit	BECTON DICKINSON & CO	$0	–	-7,500	–	-0.41%	–
RS	Exit	RELIANCE STEEL & ALUMINUM CO	$0	–	-10,300	–	-0.41%	–
LO	Exit	LORILLARD INC	$0	–	-16,900	–	-0.41%	–
LLL	Exit	L-3 COMMUNICATIONS HLDGS INC	$0	–	-8,100	–	-0.42%	–
VRSN	Exit	VERISIGN INC	$0	–	-15,100	–	-0.42%	–
RE	Exit	EVEREST RE GROUP LTD	$0	–	-5,300	–	-0.42%	–
OI	Exit	OWENS ILL INC	$0	–	-26,200	–	-0.43%	–
CSC	Exit	COMPUTER SCIENCES CORP	$0	–	-15,400	–	-0.43%	–
V107SC	Exit	WELLPOINT INC	$0	–	-9,600	–	-0.44%	–
FNF	Exit	FIDELITY NATIONAL FINANCIALcl a	$0	–	-30,400	–	-0.44%	–
MEOH	Exit	METHANEX CORP	$0	–	-16,200	–	-0.45%	–
LUV	Exit	SOUTHWEST AIRLS CO	$0	–	-57,300	–	-0.45%	–
XRX	Exit	XEROX CORP	$0	–	-84,900	–	-0.47%	–
ZBH	Exit	ZIMMER HLDGS INC	$0	–	-10,800	–	-0.48%	–
WEC	Exit	WISCONSIN ENERGY CORP	$0	–	-22,200	–	-0.49%	–
OSK	Exit	OSHKOSH CORP	$0	–	-19,200	–	-0.51%	–
PETM	Exit	PETSMART INC	$0	–	-12,400	–	-0.51%	–
NVE	Exit	NV ENERGY INC	$0	–	-40,400	–	-0.52%	–
CLX	Exit	CLOROX CO DEL	$0	–	-11,900	–	-0.53%	–
ORLY	Exit	O REILLY AUTOMOTIVE INC NEW	$0	–	-7,700	–	-0.53%	–
COG	Exit	CABOT OIL & GAS CORP	$0	–	-26,600	–	-0.54%	–
MGA	Exit	MAGNA INTL INC	$0	–	-12,300	–	-0.55%	–
HLF	Exit	HERBALIFE LTD	$0	–	-14,700	–	-0.56%	–
AVY	Exit	AVERY DENNISON CORP	$0	–	-23,900	–	-0.56%	–
MRVL	Exit	MARVELL TECHNOLOGY GROUP LTDord	$0	–	-91,000	–	-0.57%	–
ATK	Exit	ALLIANT TECHSYSTEMS INC	$0	–	-10,800	–	-0.57%	–
ROK	Exit	ROCKWELL AUTOMATION INC	$0	–	-10,200	–	-0.59%	–
NKE	Exit	NIKE INCcl b	$0	–	-15,100	–	-0.59%	–
ALL	Exit	ALLSTATE CORP	$0	–	-22,000	–	-0.60%	–
ALK	Exit	ALASKA AIR GROUP INC	$0	–	-17,800	–	-0.60%	–
DAL	Exit	DELTA AIR LINES INC DEL	$0	–	-48,000	–	-0.61%	–
NXPI	Exit	NXP SEMICONDUCTORS N V	$0	–	-31,100	–	-0.63%	–
CAH	Exit	CARDINAL HEALTH INC	$0	–	-22,500	–	-0.64%	–
FL	Exit	FOOT LOCKER INC	$0	–	-34,600	–	-0.64%	–
CLB	Exit	CORE LABORATORIES N V	$0	–	-7,000	–	-0.64%	–
VLO	Exit	VALERO ENERGY CORP NEW	$0	–	-35,400	–	-0.66%	–
GPS	Exit	GAP INC DEL	$0	–	-30,100	–	-0.66%	–
KR	Exit	KROGER CO	$0	–	-32,100	–	-0.70%	–
UPLMQ	Exit	ULTRA PETROLEUM CORP	$0	–	-64,300	–	-0.72%	–
MPC	Exit	MARATHON PETE CORP	$0	–	-20,900	–	-0.73%	–
HPQ	Exit	HEWLETT PACKARD CO	$0	–	-64,600	–	-0.74%	–
6107SC	Exit	URS CORP NEW	$0	–	-25,700	–	-0.75%	–
TSO	Exit	TESORO CORP	$0	–	-32,000	–	-0.76%	–
WDC	Exit	WESTERN DIGITAL CORP	$0	–	-22,400	–	-0.77%	–
QCOM	Exit	QUALCOMM INC	$0	–	-21,200	–	-0.77%	–
ENDP	Exit	ENDO HEALTH SOLUTIONS INC	$0	–	-31,600	–	-0.78%	–
CELG	Exit	CELGENE CORP	$0	–	-9,400	–	-0.78%	–
CXW	Exit	CORRECTIONS CORP AMER NEW	$0	–	-42,200	–	-0.79%	–
KMB	Exit	KIMBERLY CLARK CORP	$0	–	-15,500	–	-0.79%	–
GNRC	Exit	GENERAC HLDGS INC	$0	–	-34,600	–	-0.80%	–
ERF	Exit	ENERPLUS CORP	$0	–	-90,000	–	-0.81%	–
MDT	Exit	MEDTRONIC INC	$0	–	-28,300	–	-0.82%	–
LYB	Exit	LYONDELLBASELL INDUSTRIES N	$0	–	-20,700	–	-0.82%	–
PSX	Exit	PHILLIPS 66	$0	–	-26,750	–	-0.84%	–
AMCX	Exit	AMC NETWORKS INCcl a	$0	–	-22,700	–	-0.84%	–
TXN	Exit	TEXAS INSTRS INC	$0	–	-39,000	–	-0.85%	–
AZPN	Exit	ASPEN TECHNOLOGY INC	$0	–	-45,600	–	-0.85%	–
TJX	Exit	TJX COS INC NEW	$0	–	-28,300	–	-0.86%	–
EOG	Exit	EOG RES INC	$0	–	-9,500	–	-0.87%	–
XOM	Exit	EXXON MOBIL CORP	$0	–	-18,900	–	-0.88%	–
JAZZ	Exit	JAZZ PHARMACEUTICALS PLC	$0	–	-18,000	–	-0.90%	–
AFL	Exit	AFLAC INC	$0	–	-26,900	–	-0.90%	–
EAT	Exit	BRINKER INTL INC	$0	–	-41,400	–	-0.91%	–
MO	Exit	ALTRIA GROUP INC	$0	–	-49,300	–	-0.92%	–
SWY	Exit	SAFEWAY INC	$0	–	-53,200	–	-0.92%	–
WU	Exit	WESTERN UN CO	$0	–	-92,600	–	-0.94%	–
DRQ	Exit	DRIL-QUIP INC	$0	–	-15,300	–	-0.95%	–
AFG	Exit	AMERICAN FINL GROUP INC OHIO	$0	–	-32,850	–	-0.96%	–
AMGN	Exit	AMGEN INC	$0	–	-15,900	–	-0.96%	–
MCK	Exit	MCKESSON CORP	$0	–	-13,900	–	-0.97%	–
LOW	Exit	LOWES COS INC	$0	–	-37,500	–	-0.97%	–
M	Exit	MACYS INC	$0	–	-42,000	–	-0.98%	–
NSR	Exit	NEUSTAR INCcl a	$0	–	-37,000	–	-0.99%	–
BRCD	Exit	BROCADE COMMUNICATIONS SYS I	$0	–	-230,000	–	-1.00%	–
PKG	Exit	PACKAGING CORP AMER	$0	–	-32,700	–	-1.01%	–
TGT	Exit	TARGET CORP	$0	–	-29,400	–	-1.02%	–
ADS	Exit	ALLIANCE DATA SYSTEMS CORP	$0	–	-9,100	–	-1.04%	–
PEP	Exit	PEPSICO INC	$0	–	-26,300	–	-1.13%	–
PG	Exit	PROCTER & GAMBLE CO	$0	–	-27,900	–	-1.14%	–
ECA	Exit	ENCANA CORP	$0	–	-123,600	–	-1.16%	–
WMT	Exit	WAL-MART STORES INC	$0	–	-29,800	–	-1.20%	–
ABBV	Exit	ABBVIE INC	$0	–	-49,800	–	-1.21%	–
LMT	Exit	LOCKHEED MARTIN CORP	$0	–	-17,500	–	-1.21%	–
OCN	Exit	OCWEN FINL CORP	$0	–	-40,300	–	-1.22%	–
PL	Exit	PROTECTIVE LIFE CORP	$0	–	-53,500	–	-1.23%	–
NOC	Exit	NORTHROP GRUMMAN CORP	$0	–	-24,300	–	-1.25%	–
AWHHF	Exit	ALLIED WRLD ASSUR COM HLDG A	$0	–	-23,400	–	-1.26%	–
WFC	Exit	WELLS FARGO & CO NEW	$0	–	-56,900	–	-1.27%	–
SYMC	Exit	SYMANTEC CORP	$0	–	-95,300	–	-1.28%	–
CMCSA	Exit	COMCAST CORP NEWcl a	$0	–	-55,500	–	-1.36%	–
HD	Exit	HOME DEPOT INC	$0	–	-33,100	–	-1.36%	–
MON	Exit	MONSANTO CO NEW	$0	–	-24,300	–	-1.38%	–
T	Exit	AT&T INC	$0	–	-76,300	–	-1.40%	–
A309PS	Exit	DIRECTV	$0	–	-43,500	–	-1.41%	–
CSCO	Exit	CISCO SYS INC	$0	–	-118,400	–	-1.50%	–
IBM	Exit	INTERNATIONAL BUSINESS MACHS	$0	–	-15,000	–	-1.50%	–
UNH	Exit	UNITEDHEALTH GROUP INC	$0	–	-42,000	–	-1.63%	–
JPM	Exit	JPMORGAN CHASE & CO	$0	–	-58,700	–	-1.64%	–
TWC	Exit	TIME WARNER CABLE INC	$0	–	-28,300	–	-1.71%	–
FITB	Exit	FIFTH THIRD BANCORP	$0	–	-177,600	–	-1.74%	–
RTN	Exit	RAYTHEON CO	$0	–	-44,200	–	-1.85%	–
CVS	Exit	CVS CAREMARK CORPORATION	$0	–	-61,700	–	-1.90%	–
BA	Exit	BOEING CO	$0	–	-32,600	–	-2.08%	–
AAPL	Exit	APPLE INC	$0	–	-10,800	–	-2.79%	–

Q3 2013

			Value		Shares		↓ Weighting
AAPL	Sell	APPLE INC	$5,149,000	+10.0%	10,800	-8.5%	2.79%	+11.5%
BA	Sell	BOEING CO	$3,831,000	+5.3%	32,600	-8.2%	2.08%	+6.7%
CVS	Sell	CVS CAREMARK CORPORATION	$3,502,000	-8.9%	61,700	-8.2%	1.90%	-7.7%
RTN	Sell	RAYTHEON CO	$3,407,000	+6.9%	44,200	-8.3%	1.85%	+8.3%
FITB	Sell	FIFTH THIRD BANCORP	$3,206,000	-8.2%	177,600	-8.2%	1.74%	-7.0%
TWC	Sell	TIME WARNER CABLE INC	$3,159,000	-9.1%	28,300	-8.4%	1.71%	-7.9%
JPM	Sell	JPMORGAN CHASE & CO	$3,035,000	-10.2%	58,700	-8.3%	1.64%	-9.0%
UNH	Sell	UNITEDHEALTH GROUP INC	$3,008,000	+0.3%	42,000	-8.3%	1.63%	+1.6%
IBM	New	INTERNATIONAL BUSINESS MACHS	$2,778,000	–	15,000	–	1.50%	–
CSCO	Sell	CISCO SYS INC	$2,775,000	-11.6%	118,400	-8.2%	1.50%	-10.5%
A309PS	Sell	DIRECTV	$2,601,000	-11.0%	43,500	-8.2%	1.41%	-9.9%
T	Sell	AT&T INC	$2,581,000	-12.4%	76,300	-8.3%	1.40%	-11.2%
MON	Sell	MONSANTO CO NEW	$2,537,000	-3.1%	24,300	-8.3%	1.38%	-1.9%
HD	Sell	HOME DEPOT INC	$2,511,000	-10.2%	33,100	-8.3%	1.36%	-9.0%
CMCSA	Sell	COMCAST CORP NEWcl a	$2,504,000	-0.9%	55,500	-8.3%	1.36%	+0.4%
SYMC	Sell	SYMANTEC CORP	$2,359,000	+1.1%	95,300	-8.2%	1.28%	+2.4%
WFC	Sell	WELLS FARGO & CO NEW	$2,352,000	-8.1%	56,900	-8.2%	1.27%	-6.9%
AWHHF	Sell	ALLIED WRLD ASSUR COM HLDG A	$2,326,000	-0.3%	23,400	-8.2%	1.26%	+1.0%
NOC	Sell	NORTHROP GRUMMAN CORP	$2,315,000	+5.5%	24,300	-8.3%	1.25%	+6.8%
PL	Sell	PROTECTIVE LIFE CORP	$2,277,000	+1.8%	53,500	-8.1%	1.23%	+3.2%
OCN	Sell	OCWEN FINL CORP	$2,248,000	+24.2%	40,300	-8.2%	1.22%	+25.8%
LMT	Sell	LOCKHEED MARTIN CORP	$2,233,000	+8.3%	17,500	-7.9%	1.21%	+9.8%
ABBV	Sell	ABBVIE INC	$2,228,000	-0.6%	49,800	-8.1%	1.21%	+0.7%
WMT	Sell	WAL-MART STORES INC	$2,205,000	-8.7%	29,800	-8.0%	1.20%	-7.4%
ECA	New	ENCANA CORP	$2,142,000	–	123,600	–	1.16%	–
PG	Sell	PROCTER & GAMBLE CO	$2,109,000	-55.0%	27,900	-54.2%	1.14%	-54.4%
PEP	New	PEPSICO INC	$2,091,000	–	26,300	–	1.13%	–
ADS	Sell	ALLIANCE DATA SYSTEMS CORP	$1,925,000	+7.4%	9,100	-8.1%	1.04%	+8.8%
TGT	New	TARGET CORP	$1,882,000	–	29,400	–	1.02%	–
PKG	Sell	PACKAGING CORP AMER	$1,867,000	+6.8%	32,700	-8.4%	1.01%	+8.2%
BRCD	Sell	BROCADE COMMUNICATIONS SYS I	$1,852,000	-35.8%	230,000	-54.1%	1.00%	-35.0%
NSR	Sell	NEUSTAR INCcl a	$1,831,000	-6.7%	37,000	-8.2%	0.99%	-5.4%
M	Sell	MACYS INC	$1,818,000	-17.3%	42,000	-8.3%	0.98%	-16.2%
LOW	New	LOWES COS INC	$1,786,000	–	37,500	–	0.97%	–
MCK	Sell	MCKESSON CORP	$1,784,000	+3.2%	13,900	-7.9%	0.97%	+4.5%
AMGN	Sell	AMGEN INC	$1,780,000	+3.7%	15,900	-8.6%	0.96%	+5.0%
AFG	Sell	AMERICAN FINL GROUP INC OHIO	$1,776,000	+1.3%	32,850	-8.4%	0.96%	+2.6%
DRQ	New	DRIL-QUIP INC	$1,756,000	–	15,300	–	0.95%	–
WU	Sell	WESTERN UN CO	$1,728,000	+0.1%	92,600	-8.2%	0.94%	+1.3%
SWY	Sell	SAFEWAY INC	$1,702,000	+24.2%	53,200	-8.1%	0.92%	+25.8%
MO	Sell	ALTRIA GROUP INC	$1,694,000	-9.8%	49,300	-8.2%	0.92%	-8.7%
EAT	Sell	BRINKER INTL INC	$1,678,000	-5.5%	41,400	-8.0%	0.91%	-4.2%
AFL	Sell	AFLAC INC	$1,668,000	-2.1%	26,900	-8.2%	0.90%	-0.8%
JAZZ	New	JAZZ PHARMACEUTICALS PLC	$1,656,000	–	18,000	–	0.90%	–
XOM	Sell	EXXON MOBIL CORP	$1,627,000	-70.7%	18,900	-69.2%	0.88%	-70.3%
EOG	New	EOG RES INC	$1,609,000	–	9,500	–	0.87%	–
TJX	Sell	TJX COS INC NEW	$1,596,000	+3.2%	28,300	-8.4%	0.86%	+4.6%
AZPN	Buy	ASPEN TECHNOLOGY INC	$1,576,000	+117.1%	45,600	+81.0%	0.85%	+120.1%
TXN	Sell	TEXAS INSTRS INC	$1,572,000	+6.4%	39,000	-8.0%	0.85%	+7.7%
AMCX	Sell	AMC NETWORKS INCcl a	$1,555,000	-4.1%	22,700	-8.5%	0.84%	-2.8%
PSX	Sell	PHILLIPS 66	$1,547,000	-10.0%	26,750	-8.2%	0.84%	-8.8%
LYB	Sell	LYONDELLBASELL INDUSTRIES N	$1,516,000	+1.2%	20,700	-8.4%	0.82%	+2.5%
MDT	Buy	MEDTRONIC INC	$1,507,000	+85.1%	28,300	+79.1%	0.82%	+87.8%
ERF	New	ENERPLUS CORP	$1,494,000	–	90,000	–	0.81%	–
GNRC	New	GENERAC HLDGS INC	$1,476,000	–	34,600	–	0.80%	–
KMB	Sell	KIMBERLY CLARK CORP	$1,461,000	-11.0%	15,500	-8.3%	0.79%	-9.8%
CXW	Buy	CORRECTIONS CORP AMER NEW	$1,459,000	+92.2%	42,200	+88.4%	0.79%	+94.8%
CELG	Sell	CELGENE CORP	$1,449,000	+21.4%	9,400	-7.8%	0.78%	+22.8%
ENDP	Sell	ENDO HEALTH SOLUTIONS INC	$1,436,000	+13.4%	31,600	-8.1%	0.78%	+14.9%
QCOM	Sell	QUALCOMM INC	$1,428,000	+1.1%	21,200	-8.2%	0.77%	+2.5%
WDC	Sell	WESTERN DIGITAL CORP	$1,421,000	-5.8%	22,400	-7.8%	0.77%	-4.6%
TSO	Buy	TESORO CORP	$1,408,000	+40.1%	32,000	+66.7%	0.76%	+41.8%
6107SC	Sell	URS CORP NEW	$1,382,000	+4.5%	25,700	-8.2%	0.75%	+5.8%
HPQ	New	HEWLETT PACKARD CO	$1,356,000	–	64,600	–	0.74%	–
MPC	Sell	MARATHON PETE CORP	$1,345,000	-17.0%	20,900	-8.3%	0.73%	-15.9%
UPLMQ	New	ULTRA PETROLEUM CORP	$1,323,000	–	64,300	–	0.72%	–
KR	Sell	KROGER CO	$1,295,000	+7.4%	32,100	-8.0%	0.70%	+8.8%
GPS	Sell	GAP INC DEL	$1,213,000	-11.4%	30,100	-8.2%	0.66%	-10.2%
VLO	Sell	VALERO ENERGY CORP NEW	$1,209,000	-10.0%	35,400	-8.3%	0.66%	-8.8%
CLB	Sell	CORE LABORATORIES N V	$1,185,000	+1.5%	7,000	-9.1%	0.64%	+2.7%
FL	Sell	FOOT LOCKER INC	$1,175,000	-11.3%	34,600	-8.2%	0.64%	-10.2%
CAH	Sell	CARDINAL HEALTH INC	$1,174,000	+1.9%	22,500	-7.8%	0.64%	+3.2%
NXPI	New	NXP SEMICONDUCTORS N V	$1,158,000	–	31,100	–	0.63%	–
DAL	Sell	DELTA AIR LINES INC DEL	$1,133,000	+15.7%	48,000	-8.2%	0.61%	+17.2%
ALK	Sell	ALASKA AIR GROUP INC	$1,115,000	+11.1%	17,800	-7.8%	0.60%	+12.5%
ALL	Sell	ALLSTATE CORP	$1,113,000	-3.3%	22,000	-7.9%	0.60%	-2.1%
NKE	Sell	NIKE INCcl b	$1,097,000	+5.0%	15,100	-7.9%	0.59%	+6.3%
ROK	Sell	ROCKWELL AUTOMATION INC	$1,091,000	+19.2%	10,200	-7.3%	0.59%	+20.9%
ATK	Sell	ALLIANT TECHSYSTEMS INC	$1,054,000	+8.4%	10,800	-8.5%	0.57%	+9.8%
MRVL	Sell	MARVELL TECHNOLOGY GROUP LTDord	$1,047,000	-9.8%	91,000	-8.2%	0.57%	-8.7%
AVY	New	AVERY DENNISON CORP	$1,041,000	–	23,900	–	0.56%	–
HLF	Sell	HERBALIFE LTD	$1,026,000	+41.9%	14,700	-8.1%	0.56%	+43.7%
MGA	Sell	MAGNA INTL INC	$1,016,000	+6.4%	12,300	-8.2%	0.55%	+7.8%
COG	New	CABOT OIL & GAS CORP	$993,000	–	26,600	–	0.54%	–
ORLY	Sell	O REILLY AUTOMOTIVE INC NEW	$983,000	+3.8%	7,700	-8.3%	0.53%	+5.1%
CLX	New	CLOROX CO DEL	$973,000	–	11,900	–	0.53%	–
NVE	Sell	NV ENERGY INC	$954,000	-7.6%	40,400	-8.2%	0.52%	-6.5%
PETM	Sell	PETSMART INC	$946,000	+4.5%	12,400	-8.1%	0.51%	+6.0%
OSK	Sell	OSHKOSH CORP	$941,000	+18.5%	19,200	-8.1%	0.51%	+20.0%
WEC	New	WISCONSIN ENERGY CORP	$897,000	–	22,200	–	0.49%	–
ZBH	Sell	ZIMMER HLDGS INC	$888,000	-0.4%	10,800	-9.2%	0.48%	+0.8%
XRX	Sell	XEROX CORP	$874,000	+4.0%	84,900	-8.3%	0.47%	+5.6%
LUV	Sell	SOUTHWEST AIRLS CO	$835,000	+3.7%	57,300	-8.2%	0.45%	+4.9%
MEOH	Sell	METHANEX CORP	$831,000	+9.5%	16,200	-8.5%	0.45%	+10.8%
FNF	New	FIDELITY NATIONAL FINANCIALcl a	$809,000	–	30,400	–	0.44%	–
V107SC	Sell	WELLPOINT INC	$803,000	-5.8%	9,600	-7.7%	0.44%	-4.6%
CSC	Sell	COMPUTER SCIENCES CORP	$797,000	+8.3%	15,400	-8.3%	0.43%	+9.6%
OI	Sell	OWENS ILL INC	$787,000	-0.8%	26,200	-8.1%	0.43%	+0.5%
RE	Sell	EVEREST RE GROUP LTD	$771,000	+5.3%	5,300	-7.0%	0.42%	+6.6%
VRSN	Sell	VERISIGN INC	$769,000	+4.9%	15,100	-7.9%	0.42%	+6.4%
LLL	Sell	L-3 COMMUNICATIONS HLDGS INC	$766,000	+1.5%	8,100	-8.0%	0.42%	+2.7%
LO	New	LORILLARD INC	$757,000	–	16,900	–	0.41%	–
RS	Sell	RELIANCE STEEL & ALUMINUM CO	$755,000	+2.7%	10,300	-8.0%	0.41%	+4.1%
BDX	Sell	BECTON DICKINSON & CO	$751,000	-7.4%	7,500	-8.5%	0.41%	-6.2%
RRD	Sell	DONNELLEY R R & SONS CO	$745,000	+3.3%	47,200	-8.2%	0.40%	+4.7%
NTAP	New	NETAPP INC	$734,000	–	17,200	–	0.40%	–
MJN	New	MEAD JOHNSON NUTRITION CO	$728,000	–	9,800	–	0.39%	–
STX	Sell	SEAGATE TECHNOLOGY PLC	$723,000	-10.4%	16,500	-8.3%	0.39%	-9.3%
RSG	New	REPUBLIC SVCS INC	$718,000	–	21,500	–	0.39%	–
LXK	Sell	LEXMARK INTL NEWcl a	$707,000	-0.8%	21,400	-8.2%	0.38%	+0.5%
TSN	New	TYSON FOODS INCcl a	$707,000	–	25,000	–	0.38%	–
SLXP	New	SALIX PHARMACEUTICALS INC	$696,000	–	10,400	–	0.38%	–
CLGX	Sell	CORELOGIC INC	$693,000	+7.1%	25,600	-8.2%	0.38%	+8.7%
HSH	New	HILLSHIRE BRANDS CO	$680,000	–	22,100	–	0.37%	–
FLO	Sell	FLOWERS FOODS INC	$680,000	-10.6%	31,700	-8.1%	0.37%	-9.6%
PNW	Sell	PINNACLE WEST CAP CORP	$646,000	-9.8%	11,800	-8.5%	0.35%	-8.6%
VMI	Sell	VALMONT INDS INC	$639,000	-10.8%	4,600	-8.0%	0.35%	-9.7%
FAF	Sell	FIRST AMERN FINL CORP	$638,000	+1.4%	26,200	-8.1%	0.35%	+3.0%
PTEN	Sell	PATTERSON UTI ENERGY INC	$603,000	+1.3%	28,200	-8.1%	0.33%	+2.8%
MYGN	Sell	MYRIAD GENETICS INC	$579,000	-19.7%	24,600	-8.2%	0.31%	-18.7%
RIG	Sell	TRANSOCEAN LTD	$419,000	-14.5%	9,400	-7.8%	0.23%	-13.4%
RCI	Exit	ROGERS COMMUNICATIONS INCcl b	$0	–	-15,200	–	-0.32%	–
AEO	Exit	AMERICAN EAGLE OUTFITTERS NE	$0	–	-34,700	–	-0.34%	–
TECD	Exit	TECH DATA CORP	$0	–	-14,500	–	-0.36%	–
RGA	Exit	REINSURANCE GROUP AMER INC	$0	–	-13,700	–	-0.51%	–
BLL	Exit	BALL CORP	$0	–	-24,500	–	-0.54%	–
CF	Exit	CF INDS HLDGS INC	$0	–	-7,000	–	-0.64%	–
JWN	Exit	NORDSTROM INC	$0	–	-21,400	–	-0.69%	–
AOL	Exit	AOL INC	$0	–	-35,900	–	-0.70%	–
RNR	Exit	RENAISSANCERE HOLDINGS LTD	$0	–	-18,600	–	-0.86%	–
EWBC	Exit	EAST WEST BANCORP INC	$0	–	-60,000	–	-0.88%	–
ESV	Exit	ENSCO PLC	$0	–	-29,500	–	-0.92%	–
AIZ	Exit	ASSURANT INC	$0	–	-33,700	–	-0.92%	–
ACN	Exit	ACCENTURE PLC IRELAND	$0	–	-25,000	–	-0.96%	–
ABT	Exit	ABBOTT LABS	$0	–	-54,200	–	-1.01%	–
GOOGL	Exit	GOOGLE INCcl a	$0	–	-2,200	–	-1.04%	–
LPNT	Exit	LIFEPOINT HOSPITALS INC	$0	–	-43,100	–	-1.13%	–
MSFT	Exit	MICROSOFT CORP	$0	–	-84,300	–	-1.56%	–
COST	Exit	COSTCO WHSL CORP NEW	$0	–	-30,700	–	-1.82%	–

Q2 2013

			Value		Shares		↓ Weighting
XOM	New	EXXON MOBIL CORP	$5,548,000	–	61,400	–	2.97%	–
PG	New	PROCTER & GAMBLE CO	$4,689,000	–	60,900	–	2.51%	–
AAPL	New	APPLE INC	$4,680,000	–	11,800	–	2.50%	–
CVS	New	CVS CAREMARK CORPORATION	$3,843,000	–	67,200	–	2.06%	–
BA	New	BOEING CO	$3,637,000	–	35,500	–	1.94%	–
FITB	New	FIFTH THIRD BANCORP	$3,493,000	–	193,500	–	1.87%	–
TWC	New	TIME WARNER CABLE INC	$3,476,000	–	30,900	–	1.86%	–
COST	New	COSTCO WHSL CORP NEW	$3,395,000	–	30,700	–	1.82%	–
JPM	New	JPMORGAN CHASE & CO	$3,379,000	–	64,000	–	1.81%	–
RTN	New	RAYTHEON CO	$3,187,000	–	48,200	–	1.70%	–
CSCO	New	CISCO SYS INC	$3,140,000	–	129,000	–	1.68%	–
UNH	New	UNITEDHEALTH GROUP INC	$2,999,000	–	45,800	–	1.60%	–
T	New	AT&T INC	$2,946,000	–	83,200	–	1.58%	–
A309PS	New	DIRECTV	$2,922,000	–	47,400	–	1.56%	–
MSFT	New	MICROSOFT CORP	$2,913,000	–	84,300	–	1.56%	–
BRCD	New	BROCADE COMMUNICATIONS SYS I	$2,886,000	–	501,000	–	1.54%	–
HD	New	HOME DEPOT INC	$2,797,000	–	36,100	–	1.50%	–
MON	New	MONSANTO CO NEW	$2,619,000	–	26,500	–	1.40%	–
WFC	New	WELLS FARGO & CO NEW	$2,559,000	–	62,000	–	1.37%	–
CMCSA	New	COMCAST CORP NEWcl a	$2,526,000	–	60,500	–	1.35%	–
WMT	New	WAL-MART STORES INC	$2,414,000	–	32,400	–	1.29%	–
AWHHF	New	ALLIED WRLD ASSUR COM HLDG A	$2,334,000	–	25,500	–	1.25%	–
SYMC	New	SYMANTEC CORP	$2,334,000	–	103,800	–	1.25%	–
ABBV	New	ABBVIE INC	$2,241,000	–	54,200	–	1.20%	–
PL	New	PROTECTIVE LIFE CORP	$2,236,000	–	58,200	–	1.20%	–
M	New	MACYS INC	$2,199,000	–	45,800	–	1.18%	–
NOC	New	NORTHROP GRUMMAN CORP	$2,195,000	–	26,500	–	1.17%	–
LPNT	New	LIFEPOINT HOSPITALS INC	$2,106,000	–	43,100	–	1.13%	–
LMT	New	LOCKHEED MARTIN CORP	$2,061,000	–	19,000	–	1.10%	–
NSR	New	NEUSTAR INCcl a	$1,962,000	–	40,300	–	1.05%	–
GOOGL	New	GOOGLE INCcl a	$1,937,000	–	2,200	–	1.04%	–
ABT	New	ABBOTT LABS	$1,891,000	–	54,200	–	1.01%	–
MO	New	ALTRIA GROUP INC	$1,879,000	–	53,700	–	1.00%	–
OCN	New	OCWEN FINL CORP	$1,810,000	–	43,900	–	0.97%	–
ACN	New	ACCENTURE PLC IRELAND	$1,799,000	–	25,000	–	0.96%	–
ADS	New	ALLIANCE DATA SYSTEMS CORP	$1,793,000	–	9,900	–	0.96%	–
EAT	New	BRINKER INTL INC	$1,775,000	–	45,000	–	0.95%	–
AFG	New	AMERICAN FINL GROUP INC OHIO	$1,754,000	–	35,850	–	0.94%	–
PKG	New	PACKAGING CORP AMER	$1,748,000	–	35,700	–	0.94%	–
MCK	New	MCKESSON CORP	$1,729,000	–	15,100	–	0.92%	–
WU	New	WESTERN UN CO	$1,727,000	–	100,900	–	0.92%	–
PSX	New	PHILLIPS 66	$1,718,000	–	29,150	–	0.92%	–
AIZ	New	ASSURANT INC	$1,716,000	–	33,700	–	0.92%	–
AMGN	New	AMGEN INC	$1,717,000	–	17,400	–	0.92%	–
ESV	New	ENSCO PLC	$1,715,000	–	29,500	–	0.92%	–
AFL	New	AFLAC INC	$1,703,000	–	29,300	–	0.91%	–
EWBC	New	EAST WEST BANCORP INC	$1,650,000	–	60,000	–	0.88%	–
KMB	New	KIMBERLY CLARK CORP	$1,642,000	–	16,900	–	0.88%	–
AMCX	New	AMC NETWORKS INCcl a	$1,621,000	–	24,800	–	0.87%	–
MPC	New	MARATHON PETE CORP	$1,621,000	–	22,800	–	0.87%	–
RNR	New	RENAISSANCERE HOLDINGS LTD	$1,615,000	–	18,600	–	0.86%	–
TJX	New	TJX COS INC NEW	$1,547,000	–	30,900	–	0.83%	–
WDC	New	WESTERN DIGITAL CORP	$1,509,000	–	24,300	–	0.81%	–
LYB	New	LYONDELLBASELL INDUSTRIES N	$1,498,000	–	22,600	–	0.80%	–
TXN	New	TEXAS INSTRS INC	$1,478,000	–	42,400	–	0.79%	–
QCOM	New	QUALCOMM INC	$1,412,000	–	23,100	–	0.76%	–
SWY	New	SAFEWAY INC	$1,370,000	–	57,900	–	0.73%	–
GPS	New	GAP INC DEL	$1,369,000	–	32,800	–	0.73%	–
VLO	New	VALERO ENERGY CORP NEW	$1,343,000	–	38,600	–	0.72%	–
FL	New	FOOT LOCKER INC	$1,325,000	–	37,700	–	0.71%	–
6107SC	New	URS CORP NEW	$1,323,000	–	28,000	–	0.71%	–
AOL	New	AOL INC	$1,310,000	–	35,900	–	0.70%	–
JWN	New	NORDSTROM INC	$1,283,000	–	21,400	–	0.69%	–
ENDP	New	ENDO HEALTH SOLUTIONS INC	$1,266,000	–	34,400	–	0.68%	–
KR	New	KROGER CO	$1,206,000	–	34,900	–	0.64%	–
CF	New	CF INDS HLDGS INC	$1,201,000	–	7,000	–	0.64%	–
CELG	New	CELGENE CORP	$1,194,000	–	10,200	–	0.64%	–
CLB	New	CORE LABORATORIES N V	$1,168,000	–	7,700	–	0.62%	–
MRVL	New	MARVELL TECHNOLOGY GROUP LTDord	$1,161,000	–	99,100	–	0.62%	–
ALL	New	ALLSTATE CORP	$1,151,000	–	23,900	–	0.62%	–
CAH	New	CARDINAL HEALTH INC	$1,152,000	–	24,400	–	0.62%	–
NKE	New	NIKE INCcl b	$1,045,000	–	16,400	–	0.56%	–
NVE	New	NV ENERGY INC	$1,033,000	–	44,000	–	0.55%	–
BLL	New	BALL CORP	$1,018,000	–	24,500	–	0.54%	–
TSO	New	TESORO CORP	$1,005,000	–	19,200	–	0.54%	–
ALK	New	ALASKA AIR GROUP INC	$1,004,000	–	19,300	–	0.54%	–
DAL	New	DELTA AIR LINES INC DEL	$979,000	–	52,300	–	0.52%	–
ATK	New	ALLIANT TECHSYSTEMS INC	$972,000	–	11,800	–	0.52%	–
MGA	New	MAGNA INTL INC	$955,000	–	13,400	–	0.51%	–
RGA	New	REINSURANCE GROUP AMER INC	$947,000	–	13,700	–	0.51%	–
ORLY	New	O REILLY AUTOMOTIVE INC NEW	$947,000	–	8,400	–	0.51%	–
ROK	New	ROCKWELL AUTOMATION INC	$915,000	–	11,000	–	0.49%	–
PETM	New	PETSMART INC	$905,000	–	13,500	–	0.48%	–
ZBH	New	ZIMMER HLDGS INC	$892,000	–	11,900	–	0.48%	–
V107SC	New	WELLPOINT INC	$852,000	–	10,400	–	0.46%	–
XRX	New	XEROX CORP	$840,000	–	92,600	–	0.45%	–
MDT	New	MEDTRONIC INC	$814,000	–	15,800	–	0.44%	–
BDX	New	BECTON DICKINSON & CO	$811,000	–	8,200	–	0.43%	–
STX	New	SEAGATE TECHNOLOGY PLC	$807,000	–	18,000	–	0.43%	–
LUV	New	SOUTHWEST AIRLS CO	$805,000	–	62,400	–	0.43%	–
OSK	New	OSHKOSH CORP	$794,000	–	20,900	–	0.42%	–
OI	New	OWENS ILL INC	$793,000	–	28,500	–	0.42%	–
FLO	New	FLOWERS FOODS INC	$761,000	–	34,500	–	0.41%	–
MEOH	New	METHANEX CORP	$759,000	–	17,700	–	0.41%	–
CXW	New	CORRECTIONS CORP AMER NEW	$759,000	–	22,400	–	0.41%	–
LLL	New	L-3 COMMUNICATIONS HLDGS INC	$755,000	–	8,800	–	0.40%	–
CSC	New	COMPUTER SCIENCES CORP	$736,000	–	16,800	–	0.39%	–
RS	New	RELIANCE STEEL & ALUMINUM CO	$735,000	–	11,200	–	0.39%	–
RE	New	EVEREST RE GROUP LTD	$732,000	–	5,700	–	0.39%	–
VRSN	New	VERISIGN INC	$733,000	–	16,400	–	0.39%	–
AZPN	New	ASPEN TECHNOLOGY INC	$726,000	–	25,200	–	0.39%	–
HLF	New	HERBALIFE LTD	$723,000	–	16,000	–	0.39%	–
MYGN	New	MYRIAD GENETICS INC	$721,000	–	26,800	–	0.39%	–
RRD	New	DONNELLEY R R & SONS CO	$721,000	–	51,400	–	0.39%	–
VMI	New	VALMONT INDS INC	$716,000	–	5,000	–	0.38%	–
PNW	New	PINNACLE WEST CAP CORP	$716,000	–	12,900	–	0.38%	–
LXK	New	LEXMARK INTL NEWcl a	$713,000	–	23,300	–	0.38%	–
TECD	New	TECH DATA CORP	$683,000	–	14,500	–	0.36%	–
CLGX	New	CORELOGIC INC	$647,000	–	27,900	–	0.35%	–
AEO	New	AMERICAN EAGLE OUTFITTERS NE	$634,000	–	34,700	–	0.34%	–
FAF	New	FIRST AMERN FINL CORP	$629,000	–	28,500	–	0.34%	–
RCI	New	ROGERS COMMUNICATIONS INCcl b	$596,000	–	15,200	–	0.32%	–
PTEN	New	PATTERSON UTI ENERGY INC	$595,000	–	30,700	–	0.32%	–
RIG	New	TRANSOCEAN LTD	$490,000	–	10,200	–	0.26%	–

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Export Legg Mason Asset Management (Japan) Co., Ltd.'s holdings