Supplemental Annuity Collective Trust of NJ Activity Q4 2009-Q3 2023

Q3 2023

			Value		Shares		↓ Weighting
AAPL	Sell	APPLE INC	$21,332,766	-13.8%	124,600	-2.4%	8.03%	-9.5%
MSFT	Sell	MICROSOFT CORP	$19,765,950	-9.7%	62,600	-2.6%	7.44%	-5.2%
GOOG	Sell	ALPHABET INCcap stk cl c	$11,246,805	+3.3%	85,300	-5.2%	4.23%	+8.5%
FB	Sell	META PLATFORMS INCcl a	$6,094,263	-2.1%	20,300	-6.5%	2.29%	+2.8%
LLY	Sell	ELI LILLY & CO	$5,854,717	-4.7%	10,900	-16.8%	2.20%	+0.1%
BRKB	Sell	BERKSHIRE HATHAWAY INC DELcl b new	$5,604,800	-7.1%	16,000	-9.6%	2.11%	-2.5%
JNJ	Sell	JOHNSON & JOHNSON	$4,169,895	-8.1%	26,773	-2.3%	1.57%	-3.4%
AMGN	Buy	AMGEN INC	$1,263,172	+103.2%	4,700	+67.9%	0.48%	+113.5%
	New	LIBERTY MEDIA CORP DEL	$407,200	–	16,000	–	0.15%	–
NKTR	Exit	NEKTAR THERAPEUTICS	$0	–	-10,000	–	-0.00%	–
NCMI	Exit	NATIONAL CINEMEDIA INC	$0	–	-34,000	–	-0.00%	–
EXR	Exit	EXTRA SPACE STORAGE INC	$0	–	-1,350	–	-0.07%	–
ARNC	Exit	ARCONIC CORPORATION	$0	–	-7,500	–	-0.08%	–
SEAS	Exit	SEAWORLD ENTMT INC	$0	–	-4,000	–	-0.08%	–
SPR	Exit	SPIRIT AEROSYSTEMS HLDGS INC	$0	–	-8,000	–	-0.08%	–
LSXMA	Exit	LIBERTY MEDIA CORP DEL	$0	–	-16,000	–	-0.19%	–

Q2 2023

			Value		Shares		↓ Weighting
AAPL	New	APPLE INC	$24,750,572	–	127,600	–	8.87%	–
MSFT	New	MICROSOFT CORP	$21,896,722	–	64,300	–	7.85%	–
GOOG	New	ALPHABET INCcap stk cl c	$10,887,300	–	90,000	–	3.90%	–
AMZN	New	AMAZON COM INC	$10,298,440	–	79,000	–	3.69%	–
NVDA	New	NVIDIA CORPORATION	$7,233,642	–	17,100	–	2.59%	–
FB	New	META PLATFORMS INCcl a	$6,227,466	–	21,700	–	2.23%	–
LLY	New	LILLY ELI & CO	$6,143,638	–	13,100	–	2.20%	–
BRKB	New	BERKSHIRE HATHAWAY INC DELcl b new	$6,035,700	–	17,700	–	2.16%	–
JNJ	New	JOHNSON & JOHNSON	$4,535,248	–	27,400	–	1.63%	–
JPM	New	JPMORGAN CHASE & CO	$4,319,568	–	29,700	–	1.55%	–
MRK	New	MERCK & CO INC	$3,923,260	–	34,000	–	1.41%	–
V	New	VISA INC	$3,633,444	–	15,300	–	1.30%	–
XOM	New	EXXON MOBIL CORP	$3,582,150	–	33,400	–	1.28%	–
AVGO	New	BROADCOM INC	$3,209,491	–	3,700	–	1.15%	–
PG	New	PROCTER AND GAMBLE CO	$2,731,320	–	18,000	–	0.98%	–
MA	New	MASTERCARD INCORPORATEDcl a	$2,556,450	–	6,500	–	0.92%	–
ABBV	New	ABBVIE INC	$2,298,763	–	17,062	–	0.82%	–
LNG	New	CHENIERE ENERGY INC	$2,133,040	–	14,000	–	0.76%	–
BAC	New	BANK AMERICA CORP	$2,123,060	–	74,000	–	0.76%	–
PEP	New	PEPSICO INC	$2,055,942	–	11,100	–	0.74%	–
WMT	New	WALMART INC	$2,043,340	–	13,000	–	0.73%	–
ORCL	New	ORACLE CORP	$2,024,530	–	17,000	–	0.73%	–
CVX	New	CHEVRON CORP NEW	$1,888,200	–	12,000	–	0.68%	–
COP	New	CONOCOPHILLIPS	$1,864,980	–	18,000	–	0.67%	–
HD	New	HOME DEPOT INC	$1,801,712	–	5,800	–	0.65%	–
URI	New	UNITED RENTALS INC	$1,736,943	–	3,900	–	0.62%	–
CSCO	New	CISCO SYS INC	$1,722,942	–	33,300	–	0.62%	–
AMD	New	ADVANCED MICRO DEVICES INC	$1,708,650	–	15,000	–	0.61%	–
CRM	New	SALESFORCE INC	$1,690,080	–	8,000	–	0.61%	–
CI	New	THE CIGNA GROUP	$1,683,600	–	6,000	–	0.60%	–
CMCSA	New	COMCAST CORP NEWcl a	$1,662,000	–	40,000	–	0.60%	–
COST	New	COSTCO WHSL CORP NEW	$1,615,140	–	3,000	–	0.58%	–
GS	New	GOLDMAN SACHS GROUP INC	$1,612,700	–	5,000	–	0.58%	–
BMY	New	BRISTOL-MYERS SQUIBB CO	$1,598,750	–	25,000	–	0.57%	–
PANW	New	PALO ALTO NETWORKS INC	$1,533,060	–	6,000	–	0.55%	–
RTX	New	RAYTHEON TECHNOLOGIES CORP	$1,528,568	–	15,604	–	0.55%	–
DIS	New	DISNEY WALT CO	$1,517,760	–	17,000	–	0.54%	–
NEE	New	NEXTERA ENERGY INC	$1,513,680	–	20,400	–	0.54%	–
ABT	New	ABBOTT LABS	$1,515,378	–	13,900	–	0.54%	–
LOW	New	LOWES COS INC	$1,489,620	–	6,600	–	0.53%	–
PFE	New	PFIZER INC	$1,467,200	–	40,000	–	0.53%	–
PM	New	PHILIP MORRIS INTL INC	$1,464,300	–	15,000	–	0.52%	–
UNH	New	UNITEDHEALTH GROUP INC	$1,441,920	–	3,000	–	0.52%	–
UPS	New	UNITED PARCEL SERVICE INCcl b	$1,434,000	–	8,000	–	0.51%	–
WFC	New	WELLS FARGO CO NEW	$1,374,296	–	32,200	–	0.49%	–
CCI	New	CROWN CASTLE INC	$1,367,280	–	12,000	–	0.49%	–
TMO	New	THERMO FISHER SCIENTIFIC INC	$1,356,550	–	2,600	–	0.49%	–
CTVA	New	CORTEVA INC	$1,317,900	–	23,000	–	0.47%	–
T	New	AT&T INC	$1,311,090	–	82,200	–	0.47%	–
KBR	New	KBR INC	$1,301,200	–	20,000	–	0.47%	–
DLTR	New	DOLLAR TREE INC	$1,291,500	–	9,000	–	0.46%	–
MCK	New	MCKESSON CORP	$1,281,930	–	3,000	–	0.46%	–
THO	New	THOR INDS INC	$1,242,000	–	12,000	–	0.44%	–
	New	GENERAL ELECTRIC CO	$1,235,813	–	11,250	–	0.44%	–
TXT	New	TEXTRON INC	$1,217,340	–	18,000	–	0.44%	–
DE	New	DEERE & CO	$1,215,570	–	3,000	–	0.44%	–
ETN	New	EATON CORP PLC	$1,206,600	–	6,000	–	0.43%	–
LH	New	LABORATORY CORP AMER HLDGS	$1,206,650	–	5,000	–	0.43%	–
C	New	CITIGROUP INC	$1,201,644	–	26,100	–	0.43%	–
QCOM	New	QUALCOMM INC	$1,190,400	–	10,000	–	0.43%	–
HWM	New	HOWMET AEROSPACE INC	$1,189,440	–	24,000	–	0.43%	–
CAG	New	CONAGRA BRANDS INC	$1,146,480	–	34,000	–	0.41%	–
PRU	New	PRUDENTIAL FINL INC	$1,146,860	–	13,000	–	0.41%	–
MDT	New	MEDTRONIC PLC	$1,145,300	–	13,000	–	0.41%	–
ACN	New	ACCENTURE PLC IRELAND	$1,141,746	–	3,700	–	0.41%	–
SYK	New	STRYKER CORPORATION	$1,128,833	–	3,700	–	0.40%	–
VZ	New	VERIZON COMMUNICATIONS INC	$1,115,700	–	30,000	–	0.40%	–
ALB	New	ALBEMARLE CORP	$1,115,450	–	5,000	–	0.40%	–
NKE	New	NIKE INCcl b	$1,103,700	–	10,000	–	0.40%	–
MS	New	MORGAN STANLEY	$1,076,040	–	12,600	–	0.39%	–
MTSI	New	MACOM TECH SOLUTIONS HLDGS I	$1,074,692	–	16,400	–	0.38%	–
IBM	New	INTERNATIONAL BUSINESS MACHS	$1,070,480	–	8,000	–	0.38%	–
FDX	New	FEDEX CORP	$1,065,970	–	4,300	–	0.38%	–
MNST	New	MONSTER BEVERAGE CORP NEW	$1,033,920	–	18,000	–	0.37%	–
LENB	New	LENNAR CORPcl b	$1,016,820	–	9,000	–	0.36%	–
NFLX	New	NETFLIX INC	$1,013,127	–	2,300	–	0.36%	–
ATVI	New	ACTIVISION BLIZZARD INC	$1,011,600	–	12,000	–	0.36%	–
LCII	New	LCI INDS	$1,010,880	–	8,000	–	0.36%	–
	New	CANADIAN PACIFIC KANSAS CITY	$993,794	–	12,304	–	0.36%	–
HZNP	New	HORIZON THERAPEUTICS PUB L	$977,075	–	9,500	–	0.35%	–
AMT	New	AMERICAN TOWER CORP NEW	$969,700	–	5,000	–	0.35%	–
FCX	New	FREEPORT-MCMORAN INCcl b	$956,000	–	23,900	–	0.34%	–
MDLZ	New	MONDELEZ INTL INCcl a	$948,220	–	13,000	–	0.34%	–
ON	New	ON SEMICONDUCTOR CORP	$945,800	–	10,000	–	0.34%	–
OSIS	New	OSI SYSTEMS INC	$942,640	–	8,000	–	0.34%	–
NRG	New	NRG ENERGY INC	$934,750	–	25,000	–	0.34%	–
TJX	New	TJX COS INC NEW	$907,253	–	10,700	–	0.32%	–
ROK	New	ROCKWELL AUTOMATION INC	$889,515	–	2,700	–	0.32%	–
MGM	New	MGM RESORTS INTERNATIONAL	$878,400	–	20,000	–	0.32%	–
ADBE	New	ADOBE SYSTEMS INCORPORATED	$880,182	–	1,800	–	0.32%	–
OKE	New	ONEOK INC NEW	$864,080	–	14,000	–	0.31%	–
PTC	New	PTC INC	$853,800	–	6,000	–	0.31%	–
GM	New	GENERAL MTRS CO	$848,320	–	22,000	–	0.30%	–
BA	New	BOEING CO	$844,640	–	4,000	–	0.30%	–
AEP	New	AMERICAN ELEC PWR CO INC	$842,000	–	10,000	–	0.30%	–
EPR	New	EPR PPTYS	$842,400	–	18,000	–	0.30%	–
KLIC	New	KULICKE & SOFFA INDS INC	$832,300	–	14,000	–	0.30%	–
CVS	New	CVS HEALTH CORP	$829,560	–	12,000	–	0.30%	–
KOP	New	KOPPERS HOLDINGS INC	$818,400	–	24,000	–	0.29%	–
ADSK	New	AUTODESK INC	$818,440	–	4,000	–	0.29%	–
BKNG	New	BOOKING HOLDINGS INC	$810,099	–	300	–	0.29%	–
PPL	New	PPL CORP	$793,800	–	30,000	–	0.28%	–
MET	New	METLIFE INC	$791,420	–	14,000	–	0.28%	–
AZN	New	ASTRAZENECA PLCsponsored adr	$760,145	–	10,621	–	0.27%	–
PNC	New	PNC FINL SVCS GROUP INC	$755,700	–	6,000	–	0.27%	–
CAT	New	CATERPILLAR INC	$738,150	–	3,000	–	0.26%	–
CNC	New	CENTENE CORP DEL	$728,460	–	10,800	–	0.26%	–
INTC	New	INTEL CORP	$718,960	–	21,500	–	0.26%	–
HUM	New	HUMANA INC	$715,408	–	1,600	–	0.26%	–
DOV	New	DOVER CORP	$693,955	–	4,700	–	0.25%	–
PLD	New	PROLOGIS INC.	$686,728	–	5,600	–	0.25%	–
PYPL	New	PAYPAL HLDGS INC	$673,973	–	10,100	–	0.24%	–
BHF	New	BRIGHTHOUSE FINL INC	$662,900	–	14,000	–	0.24%	–
TSLA	New	TESLA INC	$659,660	–	2,520	–	0.24%	–
TGT	New	TARGET CORP	$659,500	–	5,000	–	0.24%	–
MU	New	MICRON TECHNOLOGY INC	$631,100	–	10,000	–	0.23%	–
EQIX	New	EQUINIX INC	$627,152	–	800	–	0.22%	–
AMGN	New	AMGEN INC	$621,656	–	2,800	–	0.22%	–
MLM	New	MARTIN MARIETTA MATLS INC	$586,346	–	1,270	–	0.21%	–
ADI	New	ANALOG DEVICES INC	$584,430	–	3,000	–	0.21%	–
TMUS	New	T-MOBILE US INC	$569,768	–	4,102	–	0.20%	–
BX	New	BLACKSTONE INC	$557,820	–	6,000	–	0.20%	–
SWKS	New	SKYWORKS SOLUTIONS INC	$553,450	–	5,000	–	0.20%	–
KMI	New	KINDER MORGAN INC DEL	$551,040	–	32,000	–	0.20%	–
LTHM	New	LIVENT CORP	$548,600	–	20,000	–	0.20%	–
NI	New	NISOURCE INC	$547,000	–	20,000	–	0.20%	–
COF	New	CAPITAL ONE FINL CORP	$546,850	–	5,000	–	0.20%	–
LUV	New	SOUTHWEST AIRLS CO	$543,150	–	15,000	–	0.20%	–
DUK	New	DUKE ENERGY CORP NEW	$538,440	–	6,000	–	0.19%	–
	New	HF SINCLAIR CORP	$535,320	–	12,000	–	0.19%	–
LSXMA	New	LIBERTY MEDIA CORP DEL	$524,960	–	16,000	–	0.19%	–
DAL	New	DELTA AIR LINES INC DEL	$518,186	–	10,900	–	0.19%	–
CSL	New	CARLISLE COS INC	$513,060	–	2,000	–	0.18%	–
LHX	New	L3HARRIS TECHNOLOGIES INC	$509,002	–	2,600	–	0.18%	–
ASTE	New	ASTEC INDS INC	$499,840	–	11,000	–	0.18%	–
	New	COHERENT CORP	$491,906	–	9,649	–	0.18%	–
EXC	New	EXELON CORP	$488,880	–	12,000	–	0.18%	–
LITE	New	LUMENTUM HLDGS INC	$482,205	–	8,500	–	0.17%	–
GD	New	GENERAL DYNAMICS CORP	$473,330	–	2,200	–	0.17%	–
GILD	New	GILEAD SCIENCES INC	$470,127	–	6,100	–	0.17%	–
DFS	New	DISCOVER FINL SVCS	$467,400	–	4,000	–	0.17%	–
CL	New	COLGATE PALMOLIVE CO	$462,240	–	6,000	–	0.17%	–
TSN	New	TYSON FOODS INCcl a	$449,152	–	8,800	–	0.16%	–
SYNA	New	SYNAPTICS INC	$443,976	–	5,200	–	0.16%	–
ABC	New	AMERISOURCEBERGEN CORP	$442,589	–	2,300	–	0.16%	–
OXY	New	OCCIDENTAL PETE CORP	$441,000	–	7,500	–	0.16%	–
USB	New	US BANCORP DEL	$438,474	–	13,271	–	0.16%	–
KHC	New	KRAFT HEINZ CO	$426,000	–	12,000	–	0.15%	–
CARR	New	CARRIER GLOBAL CORPORATION	$427,506	–	8,600	–	0.15%	–
BIIB	New	BIOGEN INC	$427,275	–	1,500	–	0.15%	–
MTZ	New	MASTEC INC	$424,692	–	3,600	–	0.15%	–
ACM	New	AECOM	$423,450	–	5,000	–	0.15%	–
DD	New	DUPONT DE NEMOURS INC	$424,997	–	5,949	–	0.15%	–
EW	New	EDWARDS LIFESCIENCES CORP	$424,485	–	4,500	–	0.15%	–
PATK	New	PATRICK INDS INC	$424,000	–	5,300	–	0.15%	–
XENE	New	XENON PHARMACEUTICALS INC	$423,500	–	11,000	–	0.15%	–
ADP	New	AUTOMATIC DATA PROCESSING IN	$417,601	–	1,900	–	0.15%	–
CLF	New	CLEVELAND-CLIFFS INC NEW	$419,000	–	25,000	–	0.15%	–
INTU	New	INTUIT	$412,371	–	900	–	0.15%	–
SPB	New	SPECTRUM BRANDS HLDGS INC NE	$413,665	–	5,300	–	0.15%	–
KNX	New	KNIGHT-SWIFT TRANSN HLDGS INcl a	$411,144	–	7,400	–	0.15%	–
SYF	New	SYNCHRONY FINANCIAL	$407,040	–	12,000	–	0.15%	–
TFC	New	TRUIST FINL CORP	$398,283	–	13,123	–	0.14%	–
WDC	New	WESTERN DIGITAL CORP.	$394,472	–	10,400	–	0.14%	–
KEYS	New	KEYSIGHT TECHNOLOGIES INC	$385,135	–	2,300	–	0.14%	–
SPG	New	SIMON PPTY GROUP INC NEW	$381,084	–	3,300	–	0.14%	–
OTIS	New	OTIS WORLDWIDE CORP	$382,743	–	4,300	–	0.14%	–
PETQ	New	PETIQ INC	$379,250	–	25,000	–	0.14%	–
BSX	New	BOSTON SCIENTIFIC CORP	$378,630	–	7,000	–	0.14%	–
AVB	New	AVALONBAY CMNTYS INC	$378,540	–	2,000	–	0.14%	–
AZO	New	AUTOZONE INC	$374,004	–	150	–	0.13%	–
ECL	New	ECOLAB INC	$373,380	–	2,000	–	0.13%	–
ILMN	New	ILLUMINA INC	$374,980	–	2,000	–	0.13%	–
CME	New	CME GROUP INC	$370,580	–	2,000	–	0.13%	–
	New	CONSTELLATION ENERGY CORP	$366,200	–	4,000	–	0.13%	–
ZBH	New	ZIMMER BIOMET HOLDINGS INC	$364,000	–	2,500	–	0.13%	–
A	New	AGILENT TECHNOLOGIES INC	$360,750	–	3,000	–	0.13%	–
CPK	New	CHESAPEAKE UTILS CORP	$357,000	–	3,000	–	0.13%	–
HAIN	New	HAIN CELESTIAL GROUP INC	$337,770	–	27,000	–	0.12%	–
WY	New	WEYERHAEUSER CO MTN BE	$335,100	–	10,000	–	0.12%	–
HPE	New	HEWLETT PACKARD ENTERPRISE C	$336,000	–	20,000	–	0.12%	–
SLM	New	SLM CORP	$326,400	–	20,000	–	0.12%	–
ZION	New	ZIONS BANCORPORATION N A	$322,320	–	12,000	–	0.12%	–
DOW	New	DOW INC	$319,560	–	6,000	–	0.12%	–
PXD	New	PIONEER NAT RES CO	$310,770	–	1,500	–	0.11%	–
	New	GE HEALTHCARE TECHNOLOGIES I	$304,650	–	3,750	–	0.11%	–
MO	New	ALTRIA GROUP INC	$294,450	–	6,500	–	0.11%	–
GIII	New	G III APPAREL GROUP LTD	$289,050	–	15,000	–	0.10%	–
DVN	New	DEVON ENERGY CORP NEW	$290,040	–	6,000	–	0.10%	–
FOX	New	FOX CORP	$287,010	–	9,000	–	0.10%	–
PBI	New	PITNEY BOWES INC	$283,200	–	80,000	–	0.10%	–
MAR	New	MARRIOTT INTL INC NEWcl a	$275,535	–	1,500	–	0.10%	–
AA	New	ALCOA CORP	$271,440	–	8,000	–	0.10%	–
SSSS	New	SURO CAPITAL CORP	$268,402	–	84,007	–	0.10%	–
PDCO	New	PATTERSON COS INC	$266,080	–	8,000	–	0.10%	–
VTRS	New	VIATRIS INC	$263,103	–	26,363	–	0.09%	–
CFG	New	CITIZENS FINL GROUP INC	$260,800	–	10,000	–	0.09%	–
	New	GXO LOGISTICS INCORPORATED	$251,280	–	4,000	–	0.09%	–
PUMP	New	PROPETRO HLDG CORP	$247,200	–	30,000	–	0.09%	–
	New	WARNER BROS DISCOVERY INC	$249,358	–	19,885	–	0.09%	–
IT	New	GARTNER INC	$245,217	–	700	–	0.09%	–
SATS	New	ECHOSTAR CORPcl a	$242,760	–	14,000	–	0.09%	–
APA	New	APA CORPORATION	$239,190	–	7,000	–	0.09%	–
XPO	New	XPO INC	$236,000	–	4,000	–	0.08%	–
SPR	New	SPIRIT AEROSYSTEMS HLDGS INC	$233,520	–	8,000	–	0.08%	–
HII	New	HUNTINGTON INGALLS INDS INC	$227,600	–	1,000	–	0.08%	–
ARNC	New	ARCONIC CORPORATION	$221,850	–	7,500	–	0.08%	–
SEAS	New	SEAWORLD ENTMT INC	$224,040	–	4,000	–	0.08%	–
VIAC	New	PARAMOUNT GLOBAL	$220,942	–	13,887	–	0.08%	–
HL	New	HECLA MNG CO	$211,150	–	41,000	–	0.08%	–
EXR	New	EXTRA SPACE STORAGE INC	$200,948	–	1,350	–	0.07%	–
ELAN	New	ELANCO ANIMAL HEALTH INC	$150,900	–	15,000	–	0.05%	–
WOW	New	WIDEOPENWEST INC	$135,040	–	16,000	–	0.05%	–
COMM	New	COMMSCOPE HLDG CO INC	$135,120	–	24,000	–	0.05%	–
KEY	New	KEYCORP	$100,716	–	10,900	–	0.04%	–
AMRN	New	AMARIN CORP PLCspons adr new	$30,345	–	25,500	–	0.01%	–
SNCR	New	SYNCHRONOSS TECHNOLOGIES INC	$31,589	–	34,000	–	0.01%	–
NCMI	New	NATIONAL CINEMEDIA INC	$11,458	–	34,000	–	0.00%	–
NKTR	New	NEKTAR THERAPEUTICS	$5,752	–	10,000	–	0.00%	–

Q4 2022

			Value		Shares		↓ Weighting
NCMI	Exit	NATIONAL CINEMEDIA INC	$0	–	-34,000	–	-0.01%	–
AMRN	Exit	AMARIN CORP PLCspons adr new	$0	–	-25,500	–	-0.01%	–
NKTR	Exit	NEKTAR THERAPEUTICS	$0	–	-10,000	–	-0.01%	–
SNCR	Exit	SYNCHRONOSS TECHNOLOGIES INC	$0	–	-34,000	–	-0.02%	–
BBBY	Exit	BED BATH & BEYOND INC	$0	–	-15,000	–	-0.04%	–
KEY	Exit	KEYCORP	$0	–	-10,900	–	-0.08%	–
PETQ	Exit	PETIQ INC	$0	–	-25,000	–	-0.08%	–
ELAN	Exit	ELANCO ANIMAL HEALTH INC	$0	–	-15,000	–	-0.08%	–
PBI	Exit	PITNEY BOWES INC	$0	–	-80,000	–	-0.08%	–
WOW	Exit	WIDEOPENWEST INC	$0	–	-16,000	–	-0.09%	–
MAR	Exit	MARRIOTT INTL INC NEWcl a	$0	–	-1,500	–	-0.09%	–
COMM	Exit	COMMSCOPE HLDG CO INC	$0	–	-24,000	–	-0.10%	–
HII	Exit	HUNTINGTON INGALLS INDS INC	$0	–	-1,000	–	-0.10%	–
GIII	Exit	G III APPAREL GROUP LTD	$0	–	-15,000	–	-0.10%	–
ARE	Exit	ALEXANDRIA REAL ESTATE EQ IN	$0	–	-1,600	–	-0.10%	–
VTRS	Exit	VIATRIS INC	$0	–	-26,363	–	-0.10%	–
MTZ	Exit	MASTEC INC	$0	–	-3,600	–	-0.10%	–
	Exit	WARNER BROS DISCOVERY INC	$0	–	-19,885	–	-0.10%	–
SATS	Exit	ECHOSTAR CORPcl a	$0	–	-14,000	–	-0.10%	–
EXR	Exit	EXTRA SPACE STORAGE INC	$0	–	-1,350	–	-0.10%	–
APA	Exit	APA CORPORATION	$0	–	-7,000	–	-0.10%	–
HPE	Exit	HEWLETT PACKARD ENTERPRISE C	$0	–	-20,000	–	-0.10%	–
PUMP	Exit	PROPETRO HLDG CORP	$0	–	-30,000	–	-0.11%	–
FOX	Exit	FOX CORP	$0	–	-9,000	–	-0.11%	–
MO	Exit	ALTRIA GROUP INC	$0	–	-6,500	–	-0.11%	–
ZBH	Exit	ZIMMER BIOMET HOLDINGS INC	$0	–	-2,500	–	-0.11%	–
VIAC	Exit	PARAMOUNT GLOBAL	$0	–	-13,887	–	-0.12%	–
DOW	Exit	DOW INC	$0	–	-6,000	–	-0.12%	–
BSX	Exit	BOSTON SCIENTIFIC CORP	$0	–	-7,000	–	-0.12%	–
OTIS	Exit	OTIS WORLDWIDE CORP	$0	–	-4,300	–	-0.12%	–
SLM	Exit	SLM CORP	$0	–	-20,000	–	-0.12%	–
WY	Exit	WEYERHAEUSER CO MTN BE	$0	–	-10,000	–	-0.12%	–
ECL	Exit	ECOLAB INC	$0	–	-2,000	–	-0.13%	–
SPG	Exit	SIMON PPTY GROUP INC NEW	$0	–	-3,300	–	-0.13%	–
DD	Exit	DUPONT DE NEMOURS INC	$0	–	-5,949	–	-0.13%	–
DAL	Exit	DELTA AIR LINES INC DEL	$0	–	-10,900	–	-0.13%	–
CARR	Exit	CARRIER GLOBAL CORPORATION	$0	–	-8,600	–	-0.13%	–
ABC	Exit	AMERISOURCEBERGEN CORP	$0	–	-2,300	–	-0.14%	–
AZO	Exit	AUTOZONE INC	$0	–	-150	–	-0.14%	–
SSSS	Exit	SURO CAPITAL CORP	$0	–	-84,007	–	-0.14%	–
PXD	Exit	PIONEER NAT RES CO	$0	–	-1,500	–	-0.14%	–
	Exit	CONSTELLATION ENERGY CORP	$0	–	-4,000	–	-0.14%	–
	Exit	COHERENT CORP	$0	–	-9,649	–	-0.15%	–
WDC	Exit	WESTERN DIGITAL CORP.	$0	–	-10,400	–	-0.15%	–
SYF	Exit	SYNCHRONY FINANCIAL	$0	–	-12,000	–	-0.15%	–
ACM	Exit	AECOM	$0	–	-5,000	–	-0.15%	–
ASTE	Exit	ASTEC INDS INC	$0	–	-11,000	–	-0.15%	–
CFG	Exit	CITIZENS FINL GROUP INC	$0	–	-10,000	–	-0.15%	–
CPK	Exit	CHESAPEAKE UTILS CORP	$0	–	-3,000	–	-0.15%	–
INTU	Exit	INTUIT	$0	–	-900	–	-0.15%	–
CME	Exit	CME GROUP INC	$0	–	-2,000	–	-0.16%	–
DVN	Exit	DEVON ENERGY CORP NEW	$0	–	-6,000	–	-0.16%	–
KNX	Exit	KNIGHT-SWIFT TRANSN HLDGS INcl a	$0	–	-7,400	–	-0.16%	–
KEYS	Exit	KEYSIGHT TECHNOLOGIES INC	$0	–	-2,300	–	-0.16%	–
A	Exit	AGILENT TECHNOLOGIES INC	$0	–	-3,000	–	-0.16%	–
DFS	Exit	DISCOVER FINL SVCS	$0	–	-4,000	–	-0.16%	–
AVB	Exit	AVALONBAY CMNTYS INC	$0	–	-2,000	–	-0.16%	–
EW	Exit	EDWARDS LIFESCIENCES CORP	$0	–	-4,500	–	-0.16%	–
ILMN	Exit	ILLUMINA INC	$0	–	-2,000	–	-0.17%	–
SPB	Exit	SPECTRUM BRANDS HLDGS INC NE	$0	–	-10,000	–	-0.17%	–
XENE	Exit	XENON PHARMACEUTICALS INC	$0	–	-11,000	–	-0.17%	–
KHC	Exit	KRAFT HEINZ CO	$0	–	-12,000	–	-0.18%	–
BIIB	Exit	BIOGEN INC	$0	–	-1,500	–	-0.18%	–
AA	Exit	ALCOA CORP	$0	–	-12,000	–	-0.18%	–
ADI	Exit	ANALOG DEVICES INC	$0	–	-3,000	–	-0.18%	–
CL	Exit	COLGATE PALMOLIVE CO	$0	–	-6,000	–	-0.18%	–
SWKS	Exit	SKYWORKS SOLUTIONS INC	$0	–	-5,000	–	-0.19%	–
HL	Exit	HECLA MNG CO	$0	–	-109,000	–	-0.19%	–
ADP	Exit	AUTOMATIC DATA PROCESSING IN	$0	–	-1,900	–	-0.19%	–
EXC	Exit	EXELON CORP	$0	–	-12,000	–	-0.20%	–
HAIN	Exit	HAIN CELESTIAL GROUP INC	$0	–	-27,000	–	-0.20%	–
EQIX	Exit	EQUINIX INC	$0	–	-800	–	-0.20%	–
OXY	Exit	OCCIDENTAL PETE CORP	$0	–	-7,500	–	-0.20%	–
COF	Exit	CAPITAL ONE FINL CORP	$0	–	-5,000	–	-0.20%	–
LUV	Exit	SOUTHWEST AIRLS CO	$0	–	-15,000	–	-0.20%	–
GD	Exit	GENERAL DYNAMICS CORP	$0	–	-2,200	–	-0.20%	–
PATK	Exit	PATRICK INDS INC	$0	–	-10,800	–	-0.21%	–
BA	Exit	BOEING CO	$0	–	-4,000	–	-0.21%	–
BKNG	Exit	BOOKING HOLDINGS INC	$0	–	-300	–	-0.22%	–
CAT	Exit	CATERPILLAR INC	$0	–	-3,000	–	-0.22%	–
ADBE	Exit	ADOBE SYSTEMS INCORPORATED	$0	–	-1,800	–	-0.22%	–
KOP	Exit	KOPPERS HOLDINGS INC	$0	–	-24,000	–	-0.22%	–
BX	Exit	BLACKSTONE INC	$0	–	-6,000	–	-0.22%	–
MU	Exit	MICRON TECHNOLOGY INC	$0	–	-10,000	–	-0.22%	–
NI	Exit	NISOURCE INC	$0	–	-20,000	–	-0.22%	–
SYNA	Exit	SYNAPTICS INC	$0	–	-5,200	–	-0.22%	–
KMI	Exit	KINDER MORGAN INC DEL	$0	–	-32,000	–	-0.23%	–
USB	Exit	US BANCORP DEL	$0	–	-13,271	–	-0.23%	–
KLIC	Exit	KULICKE & SOFFA INDS INC	$0	–	-14,000	–	-0.24%	–
LHX	Exit	L3HARRIS TECHNOLOGIES INC	$0	–	-2,600	–	-0.24%	–
NFLX	Exit	NETFLIX INC	$0	–	-2,300	–	-0.24%	–
TMUS	Exit	T-MOBILE US INC	$0	–	-4,102	–	-0.24%	–
INTC	Exit	INTEL CORP	$0	–	-21,500	–	-0.24%	–
DUK	Exit	DUKE ENERGY CORP NEW	$0	–	-6,000	–	-0.24%	–
CSL	Exit	CARLISLE COS INC	$0	–	-2,000	–	-0.24%	–
PLD	Exit	PROLOGIS INC.	$0	–	-5,600	–	-0.25%	–
TFC	Exit	TRUIST FINL CORP	$0	–	-13,123	–	-0.25%	–
OSIS	Exit	OSI SYSTEMS INC	$0	–	-8,000	–	-0.25%	–
TSN	Exit	TYSON FOODS INCcl a	$0	–	-8,800	–	-0.25%	–
CLF	Exit	CLEVELAND-CLIFFS INC NEW	$0	–	-43,000	–	-0.25%	–
AZN	Exit	ASTRAZENECA PLCsponsored adr	$0	–	-10,621	–	-0.25%	–
LITE	Exit	LUMENTUM HLDGS INC	$0	–	-8,500	–	-0.26%	–
MGM	Exit	MGM RESORTS INTERNATIONAL	$0	–	-20,000	–	-0.26%	–
BHVN	Exit	BIOHAVEN PHARMACTL HLDG CO L	$0	–	-4,000	–	-0.26%	–
BHF	Exit	BRIGHTHOUSE FINL INC	$0	–	-14,000	–	-0.26%	–
ZION	Exit	ZIONS BANCORPORATION N A	$0	–	-12,000	–	-0.27%	–
LSXMA	Exit	LIBERTY MEDIA CORP DEL	$0	–	-16,000	–	-0.27%	–
GILD	Exit	GILEAD SCIENCES INC	$0	–	-9,900	–	-0.27%	–
LTHM	Exit	LIVENT CORP	$0	–	-20,000	–	-0.27%	–
ON	Exit	ON SEMICONDUCTOR CORP	$0	–	-10,000	–	-0.27%	–
PTC	Exit	PTC INC	$0	–	-6,000	–	-0.27%	–
FDX	Exit	FEDEX CORP	$0	–	-4,300	–	-0.28%	–
EPR	Exit	EPR PPTYS	$0	–	-18,000	–	-0.28%	–
	Exit	HF SINCLAIR CORP	$0	–	-12,000	–	-0.28%	–
TJX	Exit	TJX COS INC NEW	$0	–	-10,700	–	-0.29%	–
TSLA	Exit	TESLA INC	$0	–	-2,520	–	-0.29%	–
	Exit	GENERAL ELECTRIC CO	$0	–	-11,250	–	-0.30%	–
GM	Exit	GENERAL MTRS CO	$0	–	-22,000	–	-0.31%	–
MDLZ	Exit	MONDELEZ INTL INCcl a	$0	–	-13,000	–	-0.31%	–
OKE	Exit	ONEOK INC NEW	$0	–	-14,000	–	-0.31%	–
HWM	Exit	HOWMET AEROSPACE INC	$0	–	-24,000	–	-0.32%	–
TGT	Exit	TARGET CORP	$0	–	-5,000	–	-0.32%	–
ADSK	Exit	AUTODESK INC	$0	–	-4,000	–	-0.33%	–
SYK	Exit	STRYKER CORPORATION	$0	–	-3,700	–	-0.33%	–
PPL	Exit	PPL CORP	$0	–	-30,000	–	-0.33%	–
MLM	Exit	MARTIN MARIETTA MATLS INC	$0	–	-2,370	–	-0.33%	–
HUM	Exit	HUMANA INC	$0	–	-1,600	–	-0.34%	–
MNST	Exit	MONSTER BEVERAGE CORP NEW	$0	–	-9,000	–	-0.34%	–
ETN	Exit	EATON CORP PLC	$0	–	-6,000	–	-0.35%	–
LCII	Exit	LCI INDS	$0	–	-8,000	–	-0.36%	–
DOV	Exit	DOVER CORP	$0	–	-7,000	–	-0.36%	–
FCX	Exit	FREEPORT-MCMORAN INCcl b	$0	–	-30,000	–	-0.36%	–
CP	Exit	CANADIAN PAC RY LTD	$0	–	-12,304	–	-0.36%	–
NKE	Exit	NIKE INCcl b	$0	–	-10,000	–	-0.36%	–
THO	Exit	THOR INDS INC	$0	–	-12,000	–	-0.37%	–
CNC	Exit	CENTENE CORP DEL	$0	–	-10,800	–	-0.37%	–
MTSI	Exit	MACOM TECH SOLUTIONS HLDGS I	$0	–	-16,400	–	-0.37%	–
MET	Exit	METLIFE INC	$0	–	-14,000	–	-0.37%	–
KBR	Exit	KBR INC	$0	–	-20,000	–	-0.38%	–
AEP	Exit	AMERICAN ELEC PWR CO INC	$0	–	-10,000	–	-0.38%	–
PYPL	Exit	PAYPAL HLDGS INC	$0	–	-10,100	–	-0.38%	–
ATVI	Exit	ACTIVISION BLIZZARD INC	$0	–	-12,000	–	-0.39%	–
PNC	Exit	PNC FINL SVCS GROUP INC	$0	–	-6,000	–	-0.39%	–
ROK	Exit	ROCKWELL AUTOMATION INC	$0	–	-4,200	–	-0.39%	–
IBM	Exit	INTERNATIONAL BUSINESS MACHS	$0	–	-8,000	–	-0.42%	–
AMD	Exit	ADVANCED MICRO DEVICES INC	$0	–	-15,000	–	-0.42%	–
ACN	Exit	ACCENTURE PLC IRELAND	$0	–	-3,700	–	-0.42%	–
NRG	Exit	NRG ENERGY INC	$0	–	-25,000	–	-0.42%	–
PANW	Exit	PALO ALTO NETWORKS INC	$0	–	-6,000	–	-0.43%	–
MS	Exit	MORGAN STANLEY	$0	–	-12,600	–	-0.44%	–
DE	Exit	DEERE & CO	$0	–	-3,000	–	-0.44%	–
SIVB	Exit	SVB FINANCIAL GROUP	$0	–	-3,000	–	-0.44%	–
MCK	Exit	MCKESSON CORP	$0	–	-3,000	–	-0.44%	–
LH	Exit	LABORATORY CORP AMER HLDGS	$0	–	-5,000	–	-0.45%	–
ORCL	Exit	ORACLE CORP	$0	–	-17,000	–	-0.45%	–
TXT	Exit	TEXTRON INC	$0	–	-18,000	–	-0.46%	–
MDT	Exit	MEDTRONIC PLC	$0	–	-13,000	–	-0.46%	–
AMT	Exit	AMERICAN TOWER CORP NEW	$0	–	-5,000	–	-0.47%	–
C	Exit	CITIGROUP INC	$0	–	-26,100	–	-0.48%	–
CAG	Exit	CONAGRA BRANDS INC	$0	–	-34,000	–	-0.48%	–
PRU	Exit	PRUDENTIAL FINL INC	$0	–	-13,000	–	-0.49%	–
AMGN	Exit	AMGEN INC	$0	–	-5,000	–	-0.49%	–
QCOM	Exit	QUALCOMM INC	$0	–	-10,000	–	-0.49%	–
LENB	Exit	LENNAR CORPcl b	$0	–	-19,000	–	-0.49%	–
VZ	Exit	VERIZON COMMUNICATIONS INC	$0	–	-30,000	–	-0.50%	–
CVS	Exit	CVS HEALTH CORP	$0	–	-12,000	–	-0.50%	–
CRM	Exit	SALESFORCE INC	$0	–	-8,000	–	-0.50%	–
CMCSA	Exit	COMCAST CORP NEWcl a	$0	–	-40,000	–	-0.51%	–
DLTR	Exit	DOLLAR TREE INC	$0	–	-9,000	–	-0.54%	–
LOW	Exit	LOWES COS INC	$0	–	-6,600	–	-0.54%	–
PM	Exit	PHILIP MORRIS INTL INC	$0	–	-15,000	–	-0.54%	–
T	Exit	AT&T INC	$0	–	-82,200	–	-0.55%	–
RTX	Exit	RAYTHEON TECHNOLOGIES CORP	$0	–	-15,604	–	-0.56%	–
UPS	Exit	UNITED PARCEL SERVICE INCcl b	$0	–	-8,000	–	-0.56%	–
WFC	Exit	WELLS FARGO CO NEW	$0	–	-32,200	–	-0.56%	–
CTVA	Exit	CORTEVA INC	$0	–	-23,000	–	-0.57%	–
TMO	Exit	THERMO FISHER SCIENTIFIC INC	$0	–	-2,600	–	-0.58%	–
ALB	Exit	ALBEMARLE CORP	$0	–	-5,000	–	-0.58%	–
ABT	Exit	ABBOTT LABS	$0	–	-13,900	–	-0.59%	–
URI	Exit	UNITED RENTALS INC	$0	–	-5,000	–	-0.59%	–
COST	Exit	COSTCO WHSL CORP NEW	$0	–	-3,000	–	-0.62%	–
GS	Exit	GOLDMAN SACHS GROUP INC	$0	–	-5,000	–	-0.64%	–
UNH	Exit	UNITEDHEALTH GROUP INC	$0	–	-3,000	–	-0.66%	–
CSCO	Exit	CISCO SYS INC	$0	–	-40,000	–	-0.70%	–
HD	Exit	HOME DEPOT INC	$0	–	-5,800	–	-0.70%	–
NEE	Exit	NEXTERA ENERGY INC	$0	–	-20,400	–	-0.70%	–
DIS	Exit	DISNEY WALT CO	$0	–	-17,000	–	-0.70%	–
AVGO	Exit	BROADCOM INC	$0	–	-3,700	–	-0.72%	–
CI	Exit	CIGNA CORP NEW	$0	–	-6,000	–	-0.73%	–
WMT	Exit	WALMART INC	$0	–	-13,000	–	-0.74%	–
CVX	Exit	CHEVRON CORP NEW	$0	–	-12,000	–	-0.75%	–
CCI	Exit	CROWN CASTLE INC	$0	–	-12,000	–	-0.76%	–
PFE	Exit	PFIZER INC	$0	–	-40,000	–	-0.76%	–
BMY	Exit	BRISTOL-MYERS SQUIBB CO	$0	–	-25,000	–	-0.78%	–
PEP	Exit	PEPSICO INC	$0	–	-11,100	–	-0.79%	–
COP	Exit	CONOCOPHILLIPS	$0	–	-18,000	–	-0.80%	–
BAC	Exit	BK OF AMERICA CORP	$0	–	-74,000	–	-0.98%	–
PG	Exit	PROCTER AND GAMBLE CO	$0	–	-18,000	–	-0.99%	–
MA	Exit	MASTERCARD INCORPORATEDcl a	$0	–	-8,000	–	-0.99%	–
ABBV	Exit	ABBVIE INC	$0	–	-17,062	–	-1.00%	–
LNG	Exit	CHENIERE ENERGY INC	$0	–	-14,000	–	-1.01%	–
NVDA	Exit	NVIDIA CORPORATION	$0	–	-21,100	–	-1.12%	–
XOM	Exit	EXXON MOBIL CORP	$0	–	-33,400	–	-1.27%	–
MRK	Exit	MERCK & CO INC	$0	–	-34,000	–	-1.28%	–
V	Exit	VISA INC	$0	–	-16,500	–	-1.28%	–
FB	Exit	META PLATFORMS INCcl a	$0	–	-21,700	–	-1.28%	–
JPM	Exit	JPMORGAN CHASE & CO	$0	–	-29,700	–	-1.36%	–
LLY	Exit	LILLY ELI & CO	$0	–	-13,100	–	-1.85%	–
JNJ	Exit	JOHNSON & JOHNSON	$0	–	-27,400	–	-1.95%	–
BRKB	Exit	BERKSHIRE HATHAWAY INC DELcl b new	$0	–	-17,700	–	-2.06%	–
GOOG	Exit	ALPHABET INCcap stk cl c	$0	–	-90,000	–	-3.78%	–
AMZN	Exit	AMAZON COM INC	$0	–	-79,000	–	-3.90%	–
MSFT	Exit	MICROSOFT CORP	$0	–	-64,300	–	-6.54%	–
AAPL	Exit	APPLE INC	$0	–	-136,400	–	-8.23%	–

Q3 2022

			Value		Shares		↓ Weighting
AAPL	Sell	APPLE INC	$18,850,000	-1.8%	136,400	-2.8%	8.23%	+7.2%
MSFT	Sell	MICROSOFT CORP	$14,975,000	-13.9%	64,300	-5.0%	6.54%	-5.9%
GOOG	Buy	ALPHABET INCcap stk cl c	$8,654,000	-12.1%	90,000	+1900.0%	3.78%	-4.0%
FB	Sell	META PLATFORMS INCcl a	$2,944,000	-26.4%	21,700	-12.5%	1.28%	-19.6%
HD	Sell	HOME DEPOT INC	$1,600,000	-23.2%	5,800	-23.7%	0.70%	-16.1%
PANW	Buy	PALO ALTO NETWORKS INC	$983,000	-0.5%	6,000	+200.0%	0.43%	+8.6%
ROK	Sell	ROCKWELL AUTOMATION INC	$903,000	-24.5%	4,200	-30.0%	0.39%	-17.6%
CP	Sell	CANADIAN PAC RY LTD	$821,000	-32.1%	12,304	-28.9%	0.36%	-25.9%
TSLA	Buy	TESLA INC	$668,000	+18.0%	2,520	+200.0%	0.29%	+29.2%
FDX	Sell	FEDEX CORP	$638,000	-53.1%	4,300	-28.3%	0.28%	-48.7%
CSL	Sell	CARLISLE COS INC	$561,000	-41.2%	2,000	-50.0%	0.24%	-35.7%
INTC	Sell	INTEL CORP	$554,000	-53.3%	21,500	-32.2%	0.24%	-48.9%
KNX	Sell	KNIGHT-SWIFT TRANSN HLDGS INcl a	$362,000	-21.8%	7,400	-26.0%	0.16%	-14.6%
ACM	Sell	AECOM	$342,000	-41.7%	5,000	-44.4%	0.15%	-36.6%
	New	COHERENT CORP	$336,000	–	9,649	–	0.15%	–
MTZ	Sell	MASTEC INC	$229,000	-52.3%	3,600	-46.3%	0.10%	-47.9%
WOW	Sell	WIDEOPENWEST INC	$196,000	-64.1%	16,000	-46.7%	0.09%	-60.6%
ARNC	Exit	ARCONIC CORPORATION	$0	–	-7,500	–	-0.08%	–
FIS	Exit	FIDELITY NATL INFORMATION SV	$0	–	-2,300	–	-0.08%	–
SPR	Exit	SPIRIT AEROSYSTEMS HLDGS INC	$0	–	-8,000	–	-0.09%	–
PDCO	Exit	PATTERSON COS INC	$0	–	-8,000	–	-0.10%	–
IIVI	Exit	II-VI INC	$0	–	-6,100	–	-0.12%	–
COHR	Exit	COHERENT INC	$0	–	-3,900	–	-0.42%	–

Q2 2022

			Value		Shares		↓ Weighting
AAPL	New	APPLE INC	$19,195,000	–	140,400	–	7.68%	–
MSFT	New	MICROSOFT CORP	$17,387,000	–	67,700	–	6.95%	–
GOOG	New	ALPHABET INCcap stk cl c	$9,844,000	–	4,500	–	3.94%	–
AMZN	New	AMAZON COM INC	$8,391,000	–	79,000	–	3.36%	–
JNJ	New	JOHNSON & JOHNSON	$4,864,000	–	27,400	–	1.94%	–
BRKB	New	BERKSHIRE HATHAWAY INC DELcl b new	$4,832,000	–	17,700	–	1.93%	–
LLY	New	LILLY ELI & CO	$4,247,000	–	13,100	–	1.70%	–
FB	New	META PLATFORMS INCcl a	$3,999,000	–	24,800	–	1.60%	–
JPM	New	JPMORGAN CHASE & CO	$3,345,000	–	29,700	–	1.34%	–
V	New	VISA INC	$3,249,000	–	16,500	–	1.30%	–
NVDA	New	NVIDIA CORPORATION	$3,199,000	–	21,100	–	1.28%	–
MRK	New	MERCK & CO INC	$3,100,000	–	34,000	–	1.24%	–
XOM	New	EXXON MOBIL CORP	$2,860,000	–	33,400	–	1.14%	–
ABBV	New	ABBVIE INC	$2,613,000	–	17,062	–	1.04%	–
PG	New	PROCTER AND GAMBLE CO	$2,588,000	–	18,000	–	1.04%	–
MA	New	MASTERCARD INCORPORATEDcl a	$2,524,000	–	8,000	–	1.01%	–
BAC	New	BK OF AMERICA CORP	$2,304,000	–	74,000	–	0.92%	–
PFE	New	PFIZER INC	$2,097,000	–	40,000	–	0.84%	–
HD	New	HOME DEPOT INC	$2,084,000	–	7,600	–	0.83%	–
CCI	New	CROWN CASTLE INTL CORP NEW	$2,021,000	–	12,000	–	0.81%	–
BMY	New	BRISTOL-MYERS SQUIBB CO	$1,925,000	–	25,000	–	0.77%	–
LNG	New	CHENIERE ENERGY INC	$1,862,000	–	14,000	–	0.74%	–
PEP	New	PEPSICO INC	$1,850,000	–	11,100	–	0.74%	–
AVGO	New	BROADCOM INC	$1,797,000	–	3,700	–	0.72%	–
CVX	New	CHEVRON CORP NEW	$1,737,000	–	12,000	–	0.70%	–
T	New	AT&T INC	$1,723,000	–	82,200	–	0.69%	–
CSCO	New	CISCO SYS INC	$1,706,000	–	40,000	–	0.68%	–
COP	New	CONOCOPHILLIPS	$1,617,000	–	18,000	–	0.65%	–
DIS	New	DISNEY WALT CO	$1,605,000	–	17,000	–	0.64%	–
NEE	New	NEXTERA ENERGY INC	$1,580,000	–	20,400	–	0.63%	–
WMT	New	WALMART INC	$1,581,000	–	13,000	–	0.63%	–
CI	New	CIGNA CORP NEW	$1,581,000	–	6,000	–	0.63%	–
CMCSA	New	COMCAST CORP NEWcl a	$1,570,000	–	40,000	–	0.63%	–
UNH	New	UNITEDHEALTH GROUP INC	$1,541,000	–	3,000	–	0.62%	–
VZ	New	VERIZON COMMUNICATIONS INC	$1,523,000	–	30,000	–	0.61%	–
ABT	New	ABBOTT LABS	$1,510,000	–	13,900	–	0.60%	–
RTX	New	RAYTHEON TECHNOLOGIES CORP	$1,500,000	–	15,604	–	0.60%	–
GS	New	GOLDMAN SACHS GROUP INC	$1,485,000	–	5,000	–	0.59%	–
PM	New	PHILIP MORRIS INTL INC	$1,481,000	–	15,000	–	0.59%	–
UPS	New	UNITED PARCEL SERVICE INCcl b	$1,460,000	–	8,000	–	0.58%	–
COST	New	COSTCO WHSL CORP NEW	$1,438,000	–	3,000	–	0.58%	–
TMO	New	THERMO FISHER SCIENTIFIC INC	$1,413,000	–	2,600	–	0.56%	–
DLTR	New	DOLLAR TREE INC	$1,403,000	–	9,000	–	0.56%	–
FDX	New	FEDEX CORP	$1,360,000	–	6,000	–	0.54%	–
CRM	New	SALESFORCE INC	$1,320,000	–	8,000	–	0.53%	–
QCOM	New	QUALCOMM INC	$1,277,000	–	10,000	–	0.51%	–
AMT	New	AMERICAN TOWER CORP NEW	$1,278,000	–	5,000	–	0.51%	–
WFC	New	WELLS FARGO CO NEW	$1,261,000	–	32,200	–	0.50%	–
CTVA	New	CORTEVA INC	$1,245,000	–	23,000	–	0.50%	–
PRU	New	PRUDENTIAL FINL INC	$1,244,000	–	13,000	–	0.50%	–
AMGN	New	AMGEN INC	$1,217,000	–	5,000	–	0.49%	–
URI	New	UNITED RENTALS INC	$1,215,000	–	5,000	–	0.49%	–
CP	New	CANADIAN PAC RY LTD	$1,209,000	–	17,304	–	0.48%	–
C	New	CITIGROUP INC	$1,200,000	–	26,100	–	0.48%	–
ROK	New	ROCKWELL AUTOMATION INC	$1,196,000	–	6,000	–	0.48%	–
ORCL	New	ORACLE CORP	$1,188,000	–	17,000	–	0.48%	–
INTC	New	INTEL CORP	$1,186,000	–	31,700	–	0.47%	–
SIVB	New	SVB FINANCIAL GROUP	$1,185,000	–	3,000	–	0.47%	–
LH	New	LABORATORY CORP AMER HLDGS	$1,172,000	–	5,000	–	0.47%	–
MDT	New	MEDTRONIC PLC	$1,167,000	–	13,000	–	0.47%	–
CAG	New	CONAGRA BRANDS INC	$1,164,000	–	34,000	–	0.46%	–
LOW	New	LOWES COS INC	$1,153,000	–	6,600	–	0.46%	–
AMD	New	ADVANCED MICRO DEVICES INC	$1,147,000	–	15,000	–	0.46%	–
IBM	New	INTERNATIONAL BUSINESS MACHS	$1,130,000	–	8,000	–	0.45%	–
LENB	New	LENNAR CORPcl b	$1,115,000	–	19,000	–	0.45%	–
CVS	New	CVS HEALTH CORP	$1,112,000	–	12,000	–	0.44%	–
TXT	New	TEXTRON INC	$1,099,000	–	18,000	–	0.44%	–
ALB	New	ALBEMARLE CORP	$1,045,000	–	5,000	–	0.42%	–
COHR	New	COHERENT INC	$1,038,000	–	3,900	–	0.42%	–
ACN	New	ACCENTURE PLC IRELAND	$1,027,000	–	3,700	–	0.41%	–
NKE	New	NIKE INCcl b	$1,022,000	–	10,000	–	0.41%	–
PANW	New	PALO ALTO NETWORKS INC	$988,000	–	2,000	–	0.40%	–
MCK	New	MCKESSON CORP	$979,000	–	3,000	–	0.39%	–
KBR	New	KBR INC	$968,000	–	20,000	–	0.39%	–
AEP	New	AMERICAN ELEC PWR CO INC	$959,000	–	10,000	–	0.38%	–
MS	New	MORGAN STANLEY	$958,000	–	12,600	–	0.38%	–
NRG	New	NRG ENERGY INC	$954,000	–	25,000	–	0.38%	–
CSL	New	CARLISLE COS INC	$954,000	–	4,000	–	0.38%	–
PNC	New	PNC FINL SVCS GROUP INC	$947,000	–	6,000	–	0.38%	–
ATVI	New	ACTIVISION BLIZZARD INC	$934,000	–	12,000	–	0.37%	–
CNC	New	CENTENE CORP DEL	$914,000	–	10,800	–	0.36%	–
THO	New	THOR INDS INC	$897,000	–	12,000	–	0.36%	–
DE	New	DEERE & CO	$898,000	–	3,000	–	0.36%	–
LCII	New	LCI INDS	$895,000	–	8,000	–	0.36%	–
FCX	New	FREEPORT-MCMORAN INCcl b	$878,000	–	30,000	–	0.35%	–
MET	New	METLIFE INC	$879,000	–	14,000	–	0.35%	–
DOV	New	DOVER CORP	$849,000	–	7,000	–	0.34%	–
EPR	New	EPR PPTYS	$845,000	–	18,000	–	0.34%	–
MNST	New	MONSTER BEVERAGE CORP NEW	$834,000	–	9,000	–	0.33%	–
SPB	New	SPECTRUM BRANDS HLDGS INC NE	$820,000	–	10,000	–	0.33%	–
PPL	New	PPL CORP	$814,000	–	30,000	–	0.32%	–
MDLZ	New	MONDELEZ INTL INCcl a	$807,000	–	13,000	–	0.32%	–
OKE	New	ONEOK INC NEW	$777,000	–	14,000	–	0.31%	–
TSN	New	TYSON FOODS INCcl a	$757,000	–	8,800	–	0.30%	–
HWM	New	HOWMET AEROSPACE INC	$755,000	–	24,000	–	0.30%	–
ETN	New	EATON CORP PLC	$756,000	–	6,000	–	0.30%	–
MTSI	New	MACOM TECH SOLUTIONS HLDGS I	$756,000	–	16,400	–	0.30%	–
HUM	New	HUMANA INC	$749,000	–	1,600	–	0.30%	–
SYK	New	STRYKER CORPORATION	$736,000	–	3,700	–	0.29%	–
	New	GENERAL ELECTRIC CO	$716,000	–	11,250	–	0.29%	–
MLM	New	MARTIN MARIETTA MATLS INC	$709,000	–	2,370	–	0.28%	–
TGT	New	TARGET CORP	$706,000	–	5,000	–	0.28%	–
PYPL	New	PAYPAL HLDGS INC	$705,000	–	10,100	–	0.28%	–
AZN	New	ASTRAZENECA PLCsponsored adr	$702,000	–	10,621	–	0.28%	–
GM	New	GENERAL MTRS CO	$699,000	–	22,000	–	0.28%	–
ADSK	New	AUTODESK INC	$688,000	–	4,000	–	0.28%	–
OSIS	New	OSI SYSTEMS INC	$684,000	–	8,000	–	0.27%	–
LITE	New	LUMENTUM HLDGS INC	$675,000	–	8,500	–	0.27%	–
PLD	New	PROLOGIS INC.	$659,000	–	5,600	–	0.26%	–
CLF	New	CLEVELAND-CLIFFS INC NEW	$661,000	–	43,000	–	0.26%	–
ADBE	New	ADOBE SYSTEMS INCORPORATED	$659,000	–	1,800	–	0.26%	–
DUK	New	DUKE ENERGY CORP NEW	$643,000	–	6,000	–	0.26%	–
HAIN	New	HAIN CELESTIAL GROUP INC	$641,000	–	27,000	–	0.26%	–
PTC	New	PTC INC	$638,000	–	6,000	–	0.26%	–
LHX	New	L3HARRIS TECHNOLOGIES INC	$628,000	–	2,600	–	0.25%	–
TFC	New	TRUIST FINL CORP	$622,000	–	13,123	–	0.25%	–
SYNA	New	SYNAPTICS INC	$614,000	–	5,200	–	0.25%	–
GILD	New	GILEAD SCIENCES INC	$612,000	–	9,900	–	0.24%	–
USB	New	US BANCORP DEL	$611,000	–	13,271	–	0.24%	–
ZION	New	ZIONS BANCORPORATION N A	$611,000	–	12,000	–	0.24%	–
KLIC	New	KULICKE & SOFFA INDS INC	$599,000	–	14,000	–	0.24%	–
TJX	New	TJX COS INC NEW	$598,000	–	10,700	–	0.24%	–
NI	New	NISOURCE INC	$590,000	–	20,000	–	0.24%	–
ACM	New	AECOM	$587,000	–	9,000	–	0.24%	–
BHVN	New	BIOHAVEN PHARMACTL HLDG CO L	$583,000	–	4,000	–	0.23%	–
MGM	New	MGM RESORTS INTERNATIONAL	$579,000	–	20,000	–	0.23%	–
LSXMA	New	LIBERTY MEDIA CORP DEL	$577,000	–	16,000	–	0.23%	–
BHF	New	BRIGHTHOUSE FINL INC	$574,000	–	14,000	–	0.23%	–
TSLA	New	TESLA INC	$566,000	–	840	–	0.23%	–
PATK	New	PATRICK INDS INC	$560,000	–	10,800	–	0.22%	–
MU	New	MICRON TECHNOLOGY INC	$553,000	–	10,000	–	0.22%	–
TMUS	New	T-MOBILE US INC	$552,000	–	4,102	–	0.22%	–
AA	New	ALCOA CORP	$547,000	–	12,000	–	0.22%	–
BA	New	BOEING CO	$547,000	–	4,000	–	0.22%	–
BX	New	BLACKSTONE INC	$547,000	–	6,000	–	0.22%	–
WOW	New	WIDEOPENWEST INC	$546,000	–	30,000	–	0.22%	–
EXC	New	EXELON CORP	$544,000	–	12,000	–	0.22%	–
LUV	New	SOUTHWEST AIRLS CO	$542,000	–	15,000	–	0.22%	–
	New	HF SINCLAIR CORP	$542,000	–	12,000	–	0.22%	–
KOP	New	KOPPERS HOLDINGS INC	$543,000	–	24,000	–	0.22%	–
SSSS	New	SURO CAPITAL CORP	$538,000	–	84,007	–	0.22%	–
CAT	New	CATERPILLAR INC	$536,000	–	3,000	–	0.21%	–
KMI	New	KINDER MORGAN INC DEL	$536,000	–	32,000	–	0.21%	–
BKNG	New	BOOKING HOLDINGS INC	$525,000	–	300	–	0.21%	–
EQIX	New	EQUINIX INC	$526,000	–	800	–	0.21%	–
COF	New	CAPITAL ONE FINL CORP	$521,000	–	5,000	–	0.21%	–
ON	New	ON SEMICONDUCTOR CORP	$503,000	–	10,000	–	0.20%	–
GD	New	GENERAL DYNAMICS CORP	$487,000	–	2,200	–	0.20%	–
MTZ	New	MASTEC INC	$480,000	–	6,700	–	0.19%	–
CL	New	COLGATE PALMOLIVE CO	$481,000	–	6,000	–	0.19%	–
WDC	New	WESTERN DIGITAL CORP.	$466,000	–	10,400	–	0.19%	–
SWKS	New	SKYWORKS SOLUTIONS INC	$463,000	–	5,000	–	0.18%	–
KNX	New	KNIGHT-SWIFT TRANSN HLDGS INcl a	$463,000	–	10,000	–	0.18%	–
KHC	New	KRAFT HEINZ CO	$458,000	–	12,000	–	0.18%	–
LTHM	New	LIVENT CORP	$454,000	–	20,000	–	0.18%	–
ASTE	New	ASTEC INDS INC	$449,000	–	11,000	–	0.18%	–
OXY	New	OCCIDENTAL PETE CORP	$442,000	–	7,500	–	0.18%	–
ADI	New	ANALOG DEVICES INC	$438,000	–	3,000	–	0.18%	–
EW	New	EDWARDS LIFESCIENCES CORP	$428,000	–	4,500	–	0.17%	–
HL	New	HECLA MNG CO	$427,000	–	109,000	–	0.17%	–
PETQ	New	PETIQ INC	$420,000	–	25,000	–	0.17%	–
CME	New	CME GROUP INC	$409,000	–	2,000	–	0.16%	–
NFLX	New	NETFLIX INC	$402,000	–	2,300	–	0.16%	–
ADP	New	AUTOMATIC DATA PROCESSING IN	$399,000	–	1,900	–	0.16%	–
CPK	New	CHESAPEAKE UTILS CORP	$389,000	–	3,000	–	0.16%	–
AVB	New	AVALONBAY CMNTYS INC	$389,000	–	2,000	–	0.16%	–
DFS	New	DISCOVER FINL SVCS	$378,000	–	4,000	–	0.15%	–
ILMN	New	ILLUMINA INC	$369,000	–	2,000	–	0.15%	–
CFG	New	CITIZENS FINL GROUP INC	$357,000	–	10,000	–	0.14%	–
A	New	AGILENT TECHNOLOGIES INC	$356,000	–	3,000	–	0.14%	–
INTU	New	INTUIT	$347,000	–	900	–	0.14%	–
VIAC	New	PARAMOUNT GLOBAL	$343,000	–	13,887	–	0.14%	–
XENE	New	XENON PHARMACEUTICALS INC	$335,000	–	11,000	–	0.13%	–
PXD	New	PIONEER NAT RES CO	$335,000	–	1,500	–	0.13%	–
WY	New	WEYERHAEUSER CO MTN BE	$331,000	–	10,000	–	0.13%	–
DVN	New	DEVON ENERGY CORP NEW	$331,000	–	6,000	–	0.13%	–
DD	New	DUPONT DE NEMOURS INC	$331,000	–	5,949	–	0.13%	–
SYF	New	SYNCHRONY FINANCIAL	$331,000	–	12,000	–	0.13%	–
ABC	New	AMERISOURCEBERGEN CORP	$325,000	–	2,300	–	0.13%	–
AZO	New	AUTOZONE INC	$322,000	–	150	–	0.13%	–
SLM	New	SLM CORP	$319,000	–	20,000	–	0.13%	–
KEYS	New	KEYSIGHT TECHNOLOGIES INC	$317,000	–	2,300	–	0.13%	–
DAL	New	DELTA AIR LINES INC DEL	$316,000	–	10,900	–	0.13%	–
SPG	New	SIMON PPTY GROUP INC NEW	$313,000	–	3,300	–	0.12%	–
DOW	New	DOW INC	$310,000	–	6,000	–	0.12%	–
IIVI	New	II-VI INC	$311,000	–	6,100	–	0.12%	–
CARR	New	CARRIER GLOBAL CORPORATION	$307,000	–	8,600	–	0.12%	–
ECL	New	ECOLAB INC	$308,000	–	2,000	–	0.12%	–
OTIS	New	OTIS WORLDWIDE CORP	$304,000	–	4,300	–	0.12%	–
BIIB	New	BIOGEN INC	$306,000	–	1,500	–	0.12%	–
GIII	New	G III APPAREL GROUP LTD	$303,000	–	15,000	–	0.12%	–
PUMP	New	PROPETRO HLDG CORP	$300,000	–	30,000	–	0.12%	–
ELAN	New	ELANCO ANIMAL HEALTH INC	$294,000	–	15,000	–	0.12%	–
PBI	New	PITNEY BOWES INC	$290,000	–	80,000	–	0.12%	–
VTRS	New	VIATRIS INC	$276,000	–	26,363	–	0.11%	–
MO	New	ALTRIA GROUP INC	$272,000	–	6,500	–	0.11%	–
SATS	New	ECHOSTAR CORPcl a	$270,000	–	14,000	–	0.11%	–
	New	WARNER BROS DISCOVERY INC	$267,000	–	19,885	–	0.11%	–
FOX	New	FOX CORP	$267,000	–	9,000	–	0.11%	–
HPE	New	HEWLETT PACKARD ENTERPRISE C	$265,000	–	20,000	–	0.11%	–
ZBH	New	ZIMMER BIOMET HOLDINGS INC	$263,000	–	2,500	–	0.10%	–
BSX	New	BOSTON SCIENTIFIC CORP	$261,000	–	7,000	–	0.10%	–
APA	New	APA CORPORATION	$244,000	–	7,000	–	0.10%	–
PDCO	New	PATTERSON COS INC	$242,000	–	8,000	–	0.10%	–
SPR	New	SPIRIT AEROSYSTEMS HLDGS INC	$234,000	–	8,000	–	0.09%	–
ARE	New	ALEXANDRIA REAL ESTATE EQ IN	$232,000	–	1,600	–	0.09%	–
	New	CONSTELLATION ENERGY CORP	$229,000	–	4,000	–	0.09%	–
EXR	New	EXTRA SPACE STORAGE INC	$230,000	–	1,350	–	0.09%	–
HII	New	HUNTINGTON INGALLS INDS INC	$218,000	–	1,000	–	0.09%	–
ARNC	New	ARCONIC CORPORATION	$210,000	–	7,500	–	0.08%	–
FIS	New	FIDELITY NATL INFORMATION SV	$211,000	–	2,300	–	0.08%	–
MAR	New	MARRIOTT INTL INC NEWcl a	$204,000	–	1,500	–	0.08%	–
KEY	New	KEYCORP	$188,000	–	10,900	–	0.08%	–
COMM	New	COMMSCOPE HLDG CO INC	$147,000	–	24,000	–	0.06%	–
BBBY	New	BED BATH & BEYOND INC	$75,000	–	15,000	–	0.03%	–
SNCR	New	SYNCHRONOSS TECHNOLOGIES INC	$39,000	–	34,000	–	0.02%	–
NKTR	New	NEKTAR THERAPEUTICS	$38,000	–	10,000	–	0.02%	–
AMRN	New	AMARIN CORP PLCspons adr new	$38,000	–	25,500	–	0.02%	–
NCMI	New	NATIONAL CINEMEDIA INC	$31,000	–	34,000	–	0.01%	–

Q4 2021

			Value		Shares		↓ Weighting
SNCR	Exit	SYNCHRONOSS TECHNOLOGIES INC	$0	–	-34,000	–	-0.03%	–
NCMI	Exit	NATIONAL CINEMEDIA INC	$0	–	-34,000	–	-0.04%	–
AMRN	Exit	AMARIN CORP PLCspons adr new	$0	–	-25,500	–	-0.04%	–
XENE	Exit	XENON PHARMACEUTICALS INC	$0	–	-11,000	–	-0.06%	–
NKTR	Exit	NEKTAR THERAPEUTICS	$0	–	-10,000	–	-0.06%	–
ALK	Exit	ALASKA AIR GROUP INC	$0	–	-3,500	–	-0.07%	–
TREX	Exit	TREX CO INC	$0	–	-2,000	–	-0.07%	–
DVN	Exit	DEVON ENERGY CORP NEW	$0	–	-6,000	–	-0.07%	–
IT	Exit	GARTNER INC	$0	–	-700	–	-0.07%	–
SEAS	Exit	SEAWORLD ENTMT INC	$0	–	-4,000	–	-0.07%	–
MAR	Exit	MARRIOTT INTL INC NEWcl a	$0	–	-1,500	–	-0.07%	–
OXY	Exit	OCCIDENTAL PETE CORP	$0	–	-7,500	–	-0.07%	–
EXR	Exit	EXTRA SPACE STORAGE INC	$0	–	-1,350	–	-0.08%	–
ARNC	Exit	ARCONIC CORPORATION	$0	–	-7,500	–	-0.08%	–
KEY	Exit	KEYCORP	$0	–	-10,900	–	-0.08%	–
PDCO	Exit	PATTERSON COS INC	$0	–	-8,000	–	-0.08%	–
PXD	Exit	PIONEER NAT RES CO	$0	–	-1,500	–	-0.08%	–
AZO	Exit	AUTOZONE INC	$0	–	-150	–	-0.08%	–
BBBY	Exit	BED BATH & BEYOND INC	$0	–	-15,000	–	-0.08%	–
PUMP	Exit	PROPETRO HLDG CORP	$0	–	-30,000	–	-0.08%	–
LGND	Exit	LIGAND PHARMACEUTICALS INC	$0	–	-1,900	–	-0.09%	–
ABC	Exit	AMERISOURCEBERGEN CORP	$0	–	-2,300	–	-0.09%	–
FIS	Exit	FIDELITY NATL INFORMATION SV	$0	–	-2,300	–	-0.09%	–
HPE	Exit	HEWLETT PACKARD ENTERPRISE C	$0	–	-20,000	–	-0.09%	–
MO	Exit	ALTRIA GROUP INC	$0	–	-6,500	–	-0.10%	–
BSX	Exit	BOSTON SCIENTIFIC CORP	$0	–	-7,000	–	-0.10%	–
ARE	Exit	ALEXANDRIA REAL ESTATE EQ IN	$0	–	-1,600	–	-0.10%	–
	Exit	GXO LOGISTICS INCORPORATED	$0	–	-4,000	–	-0.10%	–
XPO	Exit	XPO LOGISTICS INC	$0	–	-4,000	–	-0.10%	–
COMM	Exit	COMMSCOPE HLDG CO INC	$0	–	-24,000	–	-0.11%	–
FOX	Exit	FOX CORP	$0	–	-9,000	–	-0.11%	–
DOW	Exit	DOW INC	$0	–	-6,000	–	-0.11%	–
SLM	Exit	SLM CORP	$0	–	-20,000	–	-0.12%	–
OTIS	Exit	OTIS WORLDWIDE CORP	$0	–	-4,300	–	-0.12%	–
SPR	Exit	SPIRIT AEROSYSTEMS HLDGS INC	$0	–	-8,000	–	-0.12%	–
WY	Exit	WEYERHAEUSER CO MTN BE	$0	–	-10,000	–	-0.12%	–
SATS	Exit	ECHOSTAR CORPcl a	$0	–	-14,000	–	-0.12%	–
VTRS	Exit	VIATRIS INC	$0	–	-26,363	–	-0.12%	–
IIVI	Exit	II-VI INC	$0	–	-6,100	–	-0.12%	–
ZBH	Exit	ZIMMER BIOMET HOLDINGS INC	$0	–	-2,500	–	-0.12%	–
KEYS	Exit	KEYSIGHT TECHNOLOGIES INC	$0	–	-2,300	–	-0.12%	–
ADP	Exit	AUTOMATIC DATA PROCESSING IN	$0	–	-1,900	–	-0.12%	–
CME	Exit	CME GROUP INC	$0	–	-2,000	–	-0.13%	–
HFC	Exit	HOLLYFRONTIER CORP	$0	–	-12,000	–	-0.13%	–
DD	Exit	DUPONT DE NEMOURS INC	$0	–	-5,949	–	-0.13%	–
ECL	Exit	ECOLAB INC	$0	–	-2,000	–	-0.14%	–
BIIB	Exit	BIOGEN INC	$0	–	-1,500	–	-0.14%	–
GIII	Exit	G III APPAREL GROUP LTD	$0	–	-15,000	–	-0.14%	–
SPG	Exit	SIMON PPTY GROUP INC NEW	$0	–	-3,300	–	-0.14%	–
GD	Exit	GENERAL DYNAMICS CORP	$0	–	-2,200	–	-0.14%	–
KHC	Exit	KRAFT HEINZ CO	$0	–	-12,000	–	-0.14%	–
CARR	Exit	CARRIER GLOBAL CORPORATION	$0	–	-8,600	–	-0.15%	–
AVB	Exit	AVALONBAY CMNTYS INC	$0	–	-2,000	–	-0.15%	–
CL	Exit	COLGATE PALMOLIVE CO	$0	–	-6,000	–	-0.15%	–
ON	Exit	ON SEMICONDUCTOR CORP	$0	–	-10,000	–	-0.15%	–
DAL	Exit	DELTA AIR LINES INC DEL	$0	–	-10,900	–	-0.15%	–
CFG	Exit	CITIZENS FINL GROUP INC	$0	–	-10,000	–	-0.15%	–
A	Exit	AGILENT TECHNOLOGIES INC	$0	–	-3,000	–	-0.16%	–
ELAN	Exit	ELANCO ANIMAL HEALTH INC	$0	–	-15,000	–	-0.16%	–
NI	Exit	NISOURCE INC	$0	–	-20,000	–	-0.16%	–
INTU	Exit	INTUIT	$0	–	-900	–	-0.16%	–
DFS	Exit	DISCOVER FINL SVCS	$0	–	-4,000	–	-0.16%	–
ADI	Exit	ANALOG DEVICES INC	$0	–	-3,000	–	-0.16%	–
EW	Exit	EDWARDS LIFESCIENCES CORP	$0	–	-4,500	–	-0.17%	–
KNX	Exit	KNIGHT-SWIFT TRANSN HLDGS INcl a	$0	–	-10,000	–	-0.17%	–
TMUS	Exit	T-MOBILE US INC	$0	–	-4,102	–	-0.17%	–
KMI	Exit	KINDER MORGAN INC DEL	$0	–	-32,000	–	-0.18%	–
BHVN	Exit	BIOHAVEN PHARMACTL HLDG CO L	$0	–	-4,000	–	-0.18%	–
WWE	Exit	WORLD WRESTLING ENTMT INCcl a	$0	–	-10,000	–	-0.18%	–
ACM	Exit	AECOM	$0	–	-9,000	–	-0.19%	–
LHX	Exit	L3HARRIS TECHNOLOGIES INC	$0	–	-2,600	–	-0.19%	–
CAT	Exit	CATERPILLAR INC	$0	–	-3,000	–	-0.19%	–
PBI	Exit	PITNEY BOWES INC	$0	–	-80,000	–	-0.19%	–
EXC	Exit	EXELON CORP	$0	–	-12,000	–	-0.19%	–
DUK	Exit	DUKE ENERGY CORP NEW	$0	–	-6,000	–	-0.19%	–
SYF	Exit	SYNCHRONY FINANCIAL	$0	–	-12,000	–	-0.19%	–
AA	Exit	ALCOA CORP	$0	–	-12,000	–	-0.19%	–
WOW	Exit	WIDEOPENWEST INC	$0	–	-30,000	–	-0.19%	–
ASTE	Exit	ASTEC INDS INC	$0	–	-11,000	–	-0.19%	–
MCK	Exit	MCKESSON CORP	$0	–	-3,000	–	-0.20%	–
CPK	Exit	CHESAPEAKE UTILS CORP	$0	–	-5,000	–	-0.20%	–
PETQ	Exit	PETIQ INC	$0	–	-25,000	–	-0.20%	–
HUM	Exit	HUMANA INC	$0	–	-1,600	–	-0.20%	–
EQIX	Exit	EQUINIX INC	$0	–	-800	–	-0.21%	–
BHF	Exit	BRIGHTHOUSE FINL INC	$0	–	-14,000	–	-0.21%	–
AZN	Exit	ASTRAZENECA PLCsponsored adr	$0	–	-10,621	–	-0.21%	–
AMGN	Exit	AMGEN INC	$0	–	-3,000	–	-0.21%	–
LTHM	Exit	LIVENT CORP	$0	–	-28,000	–	-0.21%	–
CNC	Exit	CENTENE CORP DEL	$0	–	-10,800	–	-0.22%	–
GILD	Exit	GILEAD SCIENCES INC	$0	–	-9,900	–	-0.23%	–
TSN	Exit	TYSON FOODS INCcl a	$0	–	-8,800	–	-0.23%	–
BX	Exit	BLACKSTONE INC	$0	–	-6,000	–	-0.23%	–
PLD	Exit	PROLOGIS INC.	$0	–	-5,600	–	-0.23%	–
TJX	Exit	TJX COS INC NEW	$0	–	-10,700	–	-0.23%	–
MU	Exit	MICRON TECHNOLOGY INC	$0	–	-10,000	–	-0.23%	–
BKNG	Exit	BOOKING HOLDINGS INC	$0	–	-300	–	-0.23%	–
PTC	Exit	PTC INC	$0	–	-6,000	–	-0.24%	–
ZION	Exit	ZIONS BANCORPORATION N A	$0	–	-12,000	–	-0.24%	–
HWM	Exit	HOWMET AEROSPACE INC	$0	–	-24,000	–	-0.25%	–
LSXMA	Exit	LIBERTY MEDIA CORP DEL	$0	–	-16,000	–	-0.25%	–
MDLZ	Exit	MONDELEZ INTL INCcl a	$0	–	-13,000	–	-0.25%	–
OSIS	Exit	OSI SYSTEMS INC	$0	–	-8,000	–	-0.25%	–
TDOC	Exit	TELADOC HEALTH INC	$0	–	-6,000	–	-0.25%	–
LUV	Exit	SOUTHWEST AIRLS CO	$0	–	-15,000	–	-0.25%	–
TFC	Exit	TRUIST FINL CORP	$0	–	-13,123	–	-0.25%	–
KBR	Exit	KBR INC	$0	–	-20,000	–	-0.26%	–
USB	Exit	US BANCORP DEL	$0	–	-13,271	–	-0.26%	–
CSL	Exit	CARLISLE COS INC	$0	–	-4,000	–	-0.26%	–
MNST	Exit	MONSTER BEVERAGE CORP NEW	$0	–	-9,000	–	-0.26%	–
ILMN	Exit	ILLUMINA INC	$0	–	-2,000	–	-0.27%	–
COF	Exit	CAPITAL ONE FINL CORP	$0	–	-5,000	–	-0.27%	–
OKE	Exit	ONEOK INC NEW	$0	–	-14,000	–	-0.27%	–
AEP	Exit	AMERICAN ELEC PWR CO INC	$0	–	-10,000	–	-0.27%	–
KLIC	Exit	KULICKE & SOFFA INDS INC	$0	–	-14,000	–	-0.27%	–
SWKS	Exit	SKYWORKS SOLUTIONS INC	$0	–	-5,000	–	-0.27%	–
PPL	Exit	PPL CORP	$0	–	-30,000	–	-0.28%	–
DLTR	Exit	DOLLAR TREE INC	$0	–	-9,000	–	-0.28%	–
MGM	Exit	MGM RESORTS INTERNATIONAL	$0	–	-20,000	–	-0.28%	–
MTZ	Exit	MASTEC INC	$0	–	-10,000	–	-0.28%	–
MET	Exit	METLIFE INC	$0	–	-14,000	–	-0.28%	–
HL	Exit	HECLA MNG CO	$0	–	-160,000	–	-0.29%	–
BA	Exit	BOEING CO	$0	–	-4,000	–	-0.29%	–
EPR	Exit	EPR PPTYS	$0	–	-18,000	–	-0.29%	–
ETN	Exit	EATON CORP PLC	$0	–	-6,000	–	-0.29%	–
PATK	Exit	PATRICK INDS INC	$0	–	-10,800	–	-0.30%	–
ATVI	Exit	ACTIVISION BLIZZARD INC	$0	–	-12,000	–	-0.30%	–
KOP	Exit	KOPPERS HOLDINGS INC	$0	–	-30,000	–	-0.31%	–
SPB	Exit	SPECTRUM BRANDS HLDGS INC NE	$0	–	-10,000	–	-0.31%	–
PANW	Exit	PALO ALTO NETWORKS INC	$0	–	-2,000	–	-0.32%	–
CTVA	Exit	CORTEVA INC	$0	–	-23,000	–	-0.32%	–
COHR	Exit	COHERENT INC	$0	–	-3,900	–	-0.32%	–
SYK	Exit	STRYKER CORPORATION	$0	–	-3,700	–	-0.32%	–
FCX	Exit	FREEPORT-MCMORAN INCcl b	$0	–	-30,000	–	-0.32%	–
DE	Exit	DEERE & CO	$0	–	-3,000	–	-0.33%	–
CVS	Exit	CVS HEALTH CORP	$0	–	-12,000	–	-0.33%	–
NRG	Exit	NRG ENERGY INC	$0	–	-25,000	–	-0.34%	–
MLM	Exit	MARTIN MARIETTA MATLS INC	$0	–	-3,000	–	-0.34%	–
ADBE	Exit	ADOBE SYSTEMS INCORPORATED	$0	–	-1,800	–	-0.34%	–
MTSI	Exit	MACOM TECH SOLUTIONS HLDGS I	$0	–	-16,400	–	-0.35%	–
LCII	Exit	LCI INDS	$0	–	-8,000	–	-0.35%	–
DOV	Exit	DOVER CORP	$0	–	-7,000	–	-0.36%	–
VIAC	Exit	VIACOMCBS INCcl b	$0	–	-27,887	–	-0.36%	–
IBM	Exit	INTERNATIONAL BUSINESS MACHS	$0	–	-8,000	–	-0.36%	–
WDC	Exit	WESTERN DIGITAL CORP.	$0	–	-20,000	–	-0.37%	–
ADSK	Exit	AUTODESK INC	$0	–	-4,000	–	-0.38%	–
TGT	Exit	TARGET CORP	$0	–	-5,000	–	-0.38%	–
CAG	Exit	CONAGRA BRANDS INC	$0	–	-34,000	–	-0.38%	–
	Exit	GENERAL ELECTRIC CO	$0	–	-11,250	–	-0.38%	–
GM	Exit	GENERAL MTRS CO	$0	–	-22,000	–	-0.38%	–
UNH	Exit	UNITEDHEALTH GROUP INC	$0	–	-3,000	–	-0.38%	–
PNC	Exit	PNC FINL SVCS GROUP INC	$0	–	-6,000	–	-0.39%	–
ACN	Exit	ACCENTURE PLC IRELAND	$0	–	-3,700	–	-0.39%	–
CI	Exit	CIGNA CORP NEW	$0	–	-6,000	–	-0.40%	–
CVX	Exit	CHEVRON CORP NEW	$0	–	-12,000	–	-0.40%	–
COP	Exit	CONOCOPHILLIPS	$0	–	-18,000	–	-0.40%	–
MS	Exit	MORGAN STANLEY	$0	–	-12,600	–	-0.40%	–
LITE	Exit	LUMENTUM HLDGS INC	$0	–	-15,000	–	-0.41%	–
TXT	Exit	TEXTRON INC	$0	–	-18,000	–	-0.41%	–
QCOM	Exit	QUALCOMM INC	$0	–	-10,000	–	-0.42%	–
FDX	Exit	FEDEX CORP	$0	–	-6,000	–	-0.43%	–
ALB	Exit	ALBEMARLE CORP	$0	–	-6,000	–	-0.43%	–
SSSS	Exit	SURO CAPITAL CORP	$0	–	-102,113	–	-0.43%	–
AMT	Exit	AMERICAN TOWER CORP NEW	$0	–	-5,000	–	-0.44%	–
RTX	Exit	RAYTHEON TECHNOLOGIES CORP	$0	–	-15,604	–	-0.44%	–
PRU	Exit	PRUDENTIAL FINL INC	$0	–	-13,000	–	-0.45%	–
LNG	Exit	CHENIERE ENERGY INC	$0	–	-14,000	–	-0.45%	–
NFLX	Exit	NETFLIX INC	$0	–	-2,300	–	-0.46%	–
LH	Exit	LABORATORY CORP AMER HLDGS	$0	–	-5,000	–	-0.46%	–
PM	Exit	PHILIP MORRIS INTL INC	$0	–	-15,000	–	-0.47%	–
NKE	Exit	NIKE INCcl b	$0	–	-10,000	–	-0.48%	–
UPS	Exit	UNITED PARCEL SERVICE INCcl b	$0	–	-8,000	–	-0.48%	–
LENB	Exit	LENNAR CORPcl b	$0	–	-19,000	–	-0.48%	–
THO	Exit	THOR INDS INC	$0	–	-12,000	–	-0.48%	–
BMY	Exit	BRISTOL-MYERS SQUIBB CO	$0	–	-25,000	–	-0.49%	–
ORCL	Exit	ORACLE CORP	$0	–	-17,000	–	-0.49%	–
TMO	Exit	THERMO FISHER SCIENTIFIC INC	$0	–	-2,600	–	-0.49%	–
WFC	Exit	WELLS FARGO CO NEW	$0	–	-32,200	–	-0.49%	–
AMD	Exit	ADVANCED MICRO DEVICES INC	$0	–	-15,000	–	-0.51%	–
VZ	Exit	VERIZON COMMUNICATIONS INC	$0	–	-30,000	–	-0.53%	–
LOW	Exit	LOWES COS INC	$0	–	-8,000	–	-0.53%	–
KSU	Exit	KANSAS CITY SOUTHERN	$0	–	-6,000	–	-0.53%	–
MDT	Exit	MEDTRONIC PLC	$0	–	-13,000	–	-0.54%	–
ABT	Exit	ABBOTT LABS	$0	–	-13,900	–	-0.54%	–
INTC	Exit	INTEL CORP	$0	–	-31,700	–	-0.56%	–
CLF	Exit	CLEVELAND-CLIFFS INC NEW	$0	–	-86,000	–	-0.56%	–
PFE	Exit	PFIZER INC	$0	–	-40,000	–	-0.56%	–
URI	Exit	UNITED RENTALS INC	$0	–	-5,000	–	-0.58%	–
ROK	Exit	ROCKWELL AUTOMATION INC	$0	–	-6,000	–	-0.58%	–
AVGO	Exit	BROADCOM INC	$0	–	-3,700	–	-0.59%	–
SYNA	Exit	SYNAPTICS INC	$0	–	-10,000	–	-0.59%	–
WMT	Exit	WALMART INC	$0	–	-13,000	–	-0.60%	–
C	Exit	CITIGROUP INC	$0	–	-26,100	–	-0.60%	–
GS	Exit	GOLDMAN SACHS GROUP INC	$0	–	-5,000	–	-0.62%	–
SIVB	Exit	SVB FINANCIAL GROUP	$0	–	-3,000	–	-0.64%	–
XOM	Exit	EXXON MOBIL CORP	$0	–	-33,400	–	-0.64%	–
HAIN	Exit	HAIN CELESTIAL GROUP INC	$0	–	-48,400	–	-0.68%	–
CCI	Exit	CROWN CASTLE INTL CORP NEW	$0	–	-12,000	–	-0.68%	–
PEP	Exit	PEPSICO INC	$0	–	-14,000	–	-0.69%	–
COST	Exit	COSTCO WHSL CORP NEW	$0	–	-4,750	–	-0.70%	–
CRM	Exit	SALESFORCE COM INC	$0	–	-8,000	–	-0.71%	–
CSCO	Exit	CISCO SYS INC	$0	–	-40,000	–	-0.72%	–
T	Exit	AT&T INC	$0	–	-82,200	–	-0.73%	–
CMCSA	Exit	COMCAST CORP NEWcl a	$0	–	-40,000	–	-0.74%	–
NEE	Exit	NEXTERA ENERGY INC	$0	–	-29,000	–	-0.75%	–
ABBV	Exit	ABBVIE INC	$0	–	-22,062	–	-0.78%	–
MRK	Exit	MERCK & CO INC	$0	–	-34,000	–	-0.84%	–
PYPL	Exit	PAYPAL HLDGS INC	$0	–	-10,100	–	-0.86%	–
MA	Exit	MASTERCARD INCORPORATEDcl a	$0	–	-8,000	–	-0.91%	–
PG	Exit	PROCTER AND GAMBLE CO	$0	–	-20,000	–	-0.92%	–
DIS	Exit	DISNEY WALT CO	$0	–	-17,000	–	-0.94%	–
LLY	Exit	LILLY ELI & CO	$0	–	-13,100	–	-0.99%	–
BAC	Exit	BK OF AMERICA CORP	$0	–	-74,000	–	-1.03%	–
HD	Exit	HOME DEPOT INC	$0	–	-10,000	–	-1.08%	–
V	Exit	VISA INC	$0	–	-18,000	–	-1.32%	–
JNJ	Exit	JOHNSON & JOHNSON	$0	–	-27,400	–	-1.45%	–
NVDA	Exit	NVIDIA CORPORATION	$0	–	-22,800	–	-1.55%	–
BRKB	Exit	BERKSHIRE HATHAWAY INC DELcl b new	$0	–	-17,700	–	-1.59%	–
JPM	Exit	JPMORGAN CHASE & CO	$0	–	-29,700	–	-1.60%	–
FB	Exit	FACEBOOK INCcl a	$0	–	-25,800	–	-2.88%	–
GOOG	Exit	ALPHABET INCcap stk cl c	$0	–	-4,500	–	-3.94%	–
AMZN	Exit	AMAZON COM INC	$0	–	-4,520	–	-4.88%	–
MSFT	Exit	MICROSOFT CORP	$0	–	-72,000	–	-6.67%	–
AAPL	Exit	APPLE INC	$0	–	-156,100	–	-7.26%	–

Q3 2021

			Value		Shares		↓ Weighting
AMZN	Sell	AMAZON COM INC	$14,848,000	-7.0%	4,520	-2.6%	4.88%	-5.8%
FB	Sell	FACEBOOK INCcl a	$8,756,000	-4.3%	25,800	-1.9%	2.88%	-3.0%
NVDA	Buy	NVIDIA CORPORATION	$4,723,000	+3.6%	22,800	+300.0%	1.55%	+4.9%
HAIN	Sell	HAIN CELESTIAL GROUP INC	$2,071,000	+1.2%	48,400	-5.1%	0.68%	+2.6%
BMY	Sell	BRISTOL-MYERS SQUIBB CO	$1,479,000	-40.2%	25,000	-32.4%	0.49%	-39.3%
SSSS	Buy	SURO CAPITAL CORP	$1,318,000	-2.3%	102,113	+2.1%	0.43%	-0.9%
	New	GENERAL ELECTRIC CO	$1,159,000	–	11,250	–	0.38%	–
MNST	Sell	MONSTER BEVERAGE CORP NEW	$799,000	-20.5%	9,000	-18.2%	0.26%	-19.6%
AZN	New	ASTRAZENECA PLCsponsored adr	$638,000	–	10,621	–	0.21%	–
	New	GXO LOGISTICS INCORPORATED	$314,000	–	4,000	–	0.10%	–
DVN	New	DEVON ENERGY CORP NEW	$213,000	–	6,000	–	0.07%	–
IT	New	GARTNER INC	$213,000	–	700	–	0.07%	–
HII	Exit	HUNTINGTON INGALLS INDS INC	$0	–	-1,000	–	-0.07%	–
NAV	Exit	NAVISTAR INTL CORP NEW	$0	–	-16,000	–	-0.23%	–
ALXN	Exit	ALEXION PHARMACEUTICALS INC	$0	–	-5,000	–	-0.30%	–
GE	Exit	GENERAL ELECTRIC CO	$0	–	-90,000	–	-0.39%	–

Q2 2021

			Value		Shares		↓ Weighting
AAPL	New	APPLE INC	$21,379,000	–	156,100	–	6.93%	–
MSFT	New	MICROSOFT CORP	$19,505,000	–	72,000	–	6.32%	–
AMZN	New	AMAZON COM INC	$15,962,000	–	4,640	–	5.18%	–
GOOG	New	ALPHABET INCcap stk cl c	$11,278,000	–	4,500	–	3.66%	–
FB	New	FACEBOOK INCcl a	$9,145,000	–	26,300	–	2.96%	–
BRKB	New	BERKSHIRE HATHAWAY INC DELcl b new	$4,919,000	–	17,700	–	1.60%	–
JPM	New	JPMORGAN CHASE & CO	$4,620,000	–	29,700	–	1.50%	–
NVDA	New	NVIDIA CORPORATION	$4,561,000	–	5,700	–	1.48%	–
JNJ	New	JOHNSON & JOHNSON	$4,514,000	–	27,400	–	1.46%	–
V	New	VISA INC	$4,209,000	–	18,000	–	1.36%	–
HD	New	HOME DEPOT INC	$3,189,000	–	10,000	–	1.03%	–
BAC	New	BK OF AMERICA CORP	$3,051,000	–	74,000	–	0.99%	–
LLY	New	LILLY ELI & CO	$3,007,000	–	13,100	–	0.98%	–
DIS	New	DISNEY WALT CO	$2,988,000	–	17,000	–	0.97%	–
PYPL	New	PAYPAL HLDGS INC	$2,944,000	–	10,100	–	0.95%	–
MA	New	MASTERCARD INCORPORATEDcl a	$2,921,000	–	8,000	–	0.95%	–
PG	New	PROCTER AND GAMBLE CO	$2,699,000	–	20,000	–	0.88%	–
MRK	New	MERCK & CO INC	$2,644,000	–	34,000	–	0.86%	–
ABBV	New	ABBVIE INC	$2,485,000	–	22,062	–	0.81%	–
BMY	New	BRISTOL-MYERS SQUIBB CO	$2,472,000	–	37,000	–	0.80%	–
T	New	AT&T INC	$2,366,000	–	82,200	–	0.77%	–
CCI	New	CROWN CASTLE INTL CORP NEW	$2,341,000	–	12,000	–	0.76%	–
CMCSA	New	COMCAST CORP NEWcl a	$2,281,000	–	40,000	–	0.74%	–
NEE	New	NEXTERA ENERGY INC	$2,125,000	–	29,000	–	0.69%	–
CSCO	New	CISCO SYS INC	$2,120,000	–	40,000	–	0.69%	–
XOM	New	EXXON MOBIL CORP	$2,107,000	–	33,400	–	0.68%	–
PEP	New	PEPSICO INC	$2,074,000	–	14,000	–	0.67%	–
HAIN	New	HAIN CELESTIAL GROUP INC	$2,046,000	–	51,000	–	0.66%	–
CRM	New	SALESFORCE COM INC	$1,954,000	–	8,000	–	0.63%	–
GS	New	GOLDMAN SACHS GROUP INC	$1,898,000	–	5,000	–	0.62%	–
COST	New	COSTCO WHSL CORP NEW	$1,879,000	–	4,750	–	0.61%	–
CLF	New	CLEVELAND-CLIFFS INC NEW	$1,854,000	–	86,000	–	0.60%	–
C	New	CITIGROUP INC	$1,847,000	–	26,100	–	0.60%	–
WMT	New	WALMART INC	$1,833,000	–	13,000	–	0.59%	–
FDX	New	FEDEX CORP	$1,790,000	–	6,000	–	0.58%	–
INTC	New	INTEL CORP	$1,780,000	–	31,700	–	0.58%	–
AVGO	New	BROADCOM INC	$1,764,000	–	3,700	–	0.57%	–
ROK	New	ROCKWELL AUTOMATION INC	$1,716,000	–	6,000	–	0.56%	–
KSU	New	KANSAS CITY SOUTHERN	$1,700,000	–	6,000	–	0.55%	–
VZ	New	VERIZON COMMUNICATIONS INC	$1,681,000	–	30,000	–	0.54%	–
SIVB	New	SVB FINANCIAL GROUP	$1,669,000	–	3,000	–	0.54%	–
UPS	New	UNITED PARCEL SERVICE INCcl b	$1,664,000	–	8,000	–	0.54%	–
MDT	New	MEDTRONIC PLC	$1,614,000	–	13,000	–	0.52%	–
ABT	New	ABBOTT LABS	$1,611,000	–	13,900	–	0.52%	–
URI	New	UNITED RENTALS INC	$1,595,000	–	5,000	–	0.52%	–
PFE	New	PFIZER INC	$1,566,000	–	40,000	–	0.51%	–
SYNA	New	SYNAPTICS INC	$1,556,000	–	10,000	–	0.50%	–
LOW	New	LOWES COS INC	$1,552,000	–	8,000	–	0.50%	–
LENB	New	LENNAR CORPcl b	$1,548,000	–	19,000	–	0.50%	–
NKE	New	NIKE INCcl b	$1,545,000	–	10,000	–	0.50%	–
PM	New	PHILIP MORRIS INTL INC	$1,487,000	–	15,000	–	0.48%	–
WFC	New	WELLS FARGO CO NEW	$1,458,000	–	32,200	–	0.47%	–
QCOM	New	QUALCOMM INC	$1,429,000	–	10,000	–	0.46%	–
CI	New	CIGNA CORP NEW	$1,422,000	–	6,000	–	0.46%	–
WDC	New	WESTERN DIGITAL CORP.	$1,423,000	–	20,000	–	0.46%	–
AMD	New	ADVANCED MICRO DEVICES INC	$1,409,000	–	15,000	–	0.46%	–
LH	New	LABORATORY CORP AMER HLDGS	$1,379,000	–	5,000	–	0.45%	–
THO	New	THOR INDS INC	$1,356,000	–	12,000	–	0.44%	–
AMT	New	AMERICAN TOWER CORP NEW	$1,351,000	–	5,000	–	0.44%	–
SSSS	New	SURO CAPITAL CORP	$1,349,000	–	100,000	–	0.44%	–
RTX	New	RAYTHEON TECHNOLOGIES CORP	$1,331,000	–	15,604	–	0.43%	–
PRU	New	PRUDENTIAL FINL INC	$1,332,000	–	13,000	–	0.43%	–
ORCL	New	ORACLE CORP	$1,323,000	–	17,000	–	0.43%	–
TMO	New	THERMO FISHER SCIENTIFIC INC	$1,312,000	–	2,600	–	0.42%	–
GM	New	GENERAL MTRS CO	$1,302,000	–	22,000	–	0.42%	–
VIAC	New	VIACOMCBS INCcl b	$1,260,000	–	27,887	–	0.41%	–
CVX	New	CHEVRON CORP NEW	$1,257,000	–	12,000	–	0.41%	–
TXT	New	TEXTRON INC	$1,238,000	–	18,000	–	0.40%	–
CAG	New	CONAGRA BRANDS INC	$1,237,000	–	34,000	–	0.40%	–
LITE	New	LUMENTUM HLDGS INC	$1,230,000	–	15,000	–	0.40%	–
NFLX	New	NETFLIX INC	$1,215,000	–	2,300	–	0.39%	–
LNG	New	CHENIERE ENERGY INC	$1,214,000	–	14,000	–	0.39%	–
GE	New	GENERAL ELECTRIC CO	$1,211,000	–	90,000	–	0.39%	–
TGT	New	TARGET CORP	$1,209,000	–	5,000	–	0.39%	–
UNH	New	UNITEDHEALTH GROUP INC	$1,201,000	–	3,000	–	0.39%	–
HL	New	HECLA MNG CO	$1,190,000	–	160,000	–	0.39%	–
IBM	New	INTERNATIONAL BUSINESS MACHS	$1,173,000	–	8,000	–	0.38%	–
ADSK	New	AUTODESK INC	$1,168,000	–	4,000	–	0.38%	–
MS	New	MORGAN STANLEY	$1,155,000	–	12,600	–	0.37%	–
PNC	New	PNC FINL SVCS GROUP INC	$1,145,000	–	6,000	–	0.37%	–
ATVI	New	ACTIVISION BLIZZARD INC	$1,145,000	–	12,000	–	0.37%	–
FCX	New	FREEPORT-MCMORAN INCcl b	$1,113,000	–	30,000	–	0.36%	–
COP	New	CONOCOPHILLIPS	$1,096,000	–	18,000	–	0.36%	–
ACN	New	ACCENTURE PLC IRELAND	$1,091,000	–	3,700	–	0.35%	–
MTZ	New	MASTEC INC	$1,061,000	–	10,000	–	0.34%	–
DE	New	DEERE & CO	$1,058,000	–	3,000	–	0.34%	–
DOV	New	DOVER CORP	$1,054,000	–	7,000	–	0.34%	–
MLM	New	MARTIN MARIETTA MATLS INC	$1,055,000	–	3,000	–	0.34%	–
ADBE	New	ADOBE SYSTEMS INCORPORATED	$1,054,000	–	1,800	–	0.34%	–
LCII	New	LCI INDS	$1,051,000	–	8,000	–	0.34%	–
MTSI	New	MACOM TECH SOLUTIONS HLDGS I	$1,051,000	–	16,400	–	0.34%	–
COHR	New	COHERENT INC	$1,031,000	–	3,900	–	0.33%	–
CTVA	New	CORTEVA INC	$1,020,000	–	23,000	–	0.33%	–
ALB	New	ALBEMARLE CORP	$1,011,000	–	6,000	–	0.33%	–
NRG	New	NRG ENERGY INC	$1,008,000	–	25,000	–	0.33%	–
MNST	New	MONSTER BEVERAGE CORP NEW	$1,005,000	–	11,000	–	0.33%	–
CVS	New	CVS HEALTH CORP	$1,001,000	–	12,000	–	0.32%	–
TDOC	New	TELADOC HEALTH INC	$998,000	–	6,000	–	0.32%	–
KOP	New	KOPPERS HOLDINGS INC	$971,000	–	30,000	–	0.32%	–
PETQ	New	PETIQ INC	$965,000	–	25,000	–	0.31%	–
SYK	New	STRYKER CORPORATION	$961,000	–	3,700	–	0.31%	–
BA	New	BOEING CO	$958,000	–	4,000	–	0.31%	–
SWKS	New	SKYWORKS SOLUTIONS INC	$959,000	–	5,000	–	0.31%	–
EPR	New	EPR PPTYS	$948,000	–	18,000	–	0.31%	–
ILMN	New	ILLUMINA INC	$946,000	–	2,000	–	0.31%	–
ALXN	New	ALEXION PHARMACEUTICALS INC	$919,000	–	5,000	–	0.30%	–
DLTR	New	DOLLAR TREE INC	$896,000	–	9,000	–	0.29%	–
ETN	New	EATON CORP PLC	$889,000	–	6,000	–	0.29%	–
KLIC	New	KULICKE & SOFFA INDS INC	$857,000	–	14,000	–	0.28%	–
MGM	New	MGM RESORTS INTERNATIONAL	$853,000	–	20,000	–	0.28%	–
MU	New	MICRON TECHNOLOGY INC	$850,000	–	10,000	–	0.28%	–
SPB	New	SPECTRUM BRANDS HLDGS INC NE	$850,000	–	10,000	–	0.28%	–
PTC	New	PTC INC	$848,000	–	6,000	–	0.28%	–
AEP	New	AMERICAN ELEC PWR CO INC	$846,000	–	10,000	–	0.27%	–
MET	New	METLIFE INC	$838,000	–	14,000	–	0.27%	–
PPL	New	PPL CORP	$839,000	–	30,000	–	0.27%	–
HWM	New	HOWMET AEROSPACE INC	$827,000	–	24,000	–	0.27%	–
OSIS	New	OSI SYSTEMS INC	$813,000	–	8,000	–	0.26%	–
MDLZ	New	MONDELEZ INTL INCcl a	$812,000	–	13,000	–	0.26%	–
LUV	New	SOUTHWEST AIRLS CO	$796,000	–	15,000	–	0.26%	–
CNC	New	CENTENE CORP DEL	$788,000	–	10,800	–	0.26%	–
PATK	New	PATRICK INDS INC	$788,000	–	10,800	–	0.26%	–
OKE	New	ONEOK INC NEW	$779,000	–	14,000	–	0.25%	–
COF	New	CAPITAL ONE FINL CORP	$773,000	–	5,000	–	0.25%	–
CSL	New	CARLISLE COS INC	$766,000	–	4,000	–	0.25%	–
KBR	New	KBR INC	$763,000	–	20,000	–	0.25%	–
USB	New	US BANCORP DEL	$756,000	–	13,271	–	0.24%	–
LSXMA	New	LIBERTY MEDIA CORP DEL	$745,000	–	16,000	–	0.24%	–
PANW	New	PALO ALTO NETWORKS INC	$742,000	–	2,000	–	0.24%	–
AMGN	New	AMGEN INC	$731,000	–	3,000	–	0.24%	–
TFC	New	TRUIST FINL CORP	$728,000	–	13,123	–	0.24%	–
TJX	New	TJX COS INC NEW	$721,000	–	10,700	–	0.23%	–
NAV	New	NAVISTAR INTL CORP NEW	$712,000	–	16,000	–	0.23%	–
HUM	New	HUMANA INC	$708,000	–	1,600	–	0.23%	–
PBI	New	PITNEY BOWES INC	$702,000	–	80,000	–	0.23%	–
ASTE	New	ASTEC INDS INC	$692,000	–	11,000	–	0.22%	–
GILD	New	GILEAD SCIENCES INC	$682,000	–	9,900	–	0.22%	–
PLD	New	PROLOGIS INC.	$669,000	–	5,600	–	0.22%	–
BKNG	New	BOOKING HOLDINGS INC	$656,000	–	300	–	0.21%	–
CAT	New	CATERPILLAR INC	$653,000	–	3,000	–	0.21%	–
TSN	New	TYSON FOODS INCcl a	$649,000	–	8,800	–	0.21%	–
EQIX	New	EQUINIX INC	$642,000	–	800	–	0.21%	–
BHF	New	BRIGHTHOUSE FINL INC	$638,000	–	14,000	–	0.21%	–
ZION	New	ZIONS BANCORPORATION N A	$634,000	–	12,000	–	0.21%	–
WOW	New	WIDEOPENWEST INC	$621,000	–	30,000	–	0.20%	–
CPK	New	CHESAPEAKE UTILS CORP	$602,000	–	5,000	–	0.20%	–
TMUS	New	T-MOBILE US INC	$594,000	–	4,102	–	0.19%	–
DUK	New	DUKE ENERGY CORP NEW	$592,000	–	6,000	–	0.19%	–
BX	New	BLACKSTONE GROUP INC	$583,000	–	6,000	–	0.19%	–
KMI	New	KINDER MORGAN INC DEL	$583,000	–	32,000	–	0.19%	–
SYF	New	SYNCHRONY FINANCIAL	$582,000	–	12,000	–	0.19%	–
WWE	New	WORLD WRESTLING ENTMT INCcl a	$579,000	–	10,000	–	0.19%	–
MCK	New	MCKESSON CORP	$574,000	–	3,000	–	0.19%	–
ACM	New	AECOM	$570,000	–	9,000	–	0.18%	–
LHX	New	L3HARRIS TECHNOLOGIES INC	$562,000	–	2,600	–	0.18%	–
XPO	New	XPO LOGISTICS INC	$560,000	–	4,000	–	0.18%	–
LTHM	New	LIVENT CORP	$542,000	–	28,000	–	0.18%	–
EXC	New	EXELON CORP	$532,000	–	12,000	–	0.17%	–
ELAN	New	ELANCO ANIMAL HEALTH INC	$520,000	–	15,000	–	0.17%	–
BIIB	New	BIOGEN INC	$519,000	–	1,500	–	0.17%	–
ADI	New	ANALOG DEVICES INC	$516,000	–	3,000	–	0.17%	–
COMM	New	COMMSCOPE HLDG CO INC	$511,000	–	24,000	–	0.17%	–
BBBY	New	BED BATH & BEYOND INC	$499,000	–	15,000	–	0.16%	–
GIII	New	G III APPAREL GROUP LTD	$493,000	–	15,000	–	0.16%	–
KHC	New	KRAFT HEINZ CO	$489,000	–	12,000	–	0.16%	–
NI	New	NISOURCE INC	$490,000	–	20,000	–	0.16%	–
CL	New	COLGATE PALMOLIVE CO	$488,000	–	6,000	–	0.16%	–
DAL	New	DELTA AIR LINES INC DEL	$472,000	–	10,900	–	0.15%	–
DFS	New	DISCOVER FINL SVCS	$473,000	–	4,000	–	0.15%	–
EW	New	EDWARDS LIFESCIENCES CORP	$466,000	–	4,500	–	0.15%	–
DD	New	DUPONT DE NEMOURS INC	$461,000	–	5,949	–	0.15%	–
CFG	New	CITIZENS FINL GROUP INC	$459,000	–	10,000	–	0.15%	–
KNX	New	KNIGHT-SWIFT TRANSN HLDGS INcl a	$455,000	–	10,000	–	0.15%	–
IIVI	New	II-VI INC	$443,000	–	6,100	–	0.14%	–
A	New	AGILENT TECHNOLOGIES INC	$443,000	–	3,000	–	0.14%	–
INTU	New	INTUIT	$441,000	–	900	–	0.14%	–
AA	New	ALCOA CORP	$442,000	–	12,000	–	0.14%	–
SPG	New	SIMON PPTY GROUP INC NEW	$431,000	–	3,300	–	0.14%	–
CME	New	CME GROUP INC	$425,000	–	2,000	–	0.14%	–
SLM	New	SLM CORP	$419,000	–	20,000	–	0.14%	–
CARR	New	CARRIER GLOBAL CORPORATION	$418,000	–	8,600	–	0.14%	–
AVB	New	AVALONBAY CMNTYS INC	$417,000	–	2,000	–	0.14%	–
ECL	New	ECOLAB INC	$412,000	–	2,000	–	0.13%	–
GD	New	GENERAL DYNAMICS CORP	$414,000	–	2,200	–	0.13%	–
ZBH	New	ZIMMER BIOMET HOLDINGS INC	$402,000	–	2,500	–	0.13%	–
HFC	New	HOLLYFRONTIER CORP	$395,000	–	12,000	–	0.13%	–
BHVN	New	BIOHAVEN PHARMACTL HLDG CO L	$388,000	–	4,000	–	0.13%	–
ON	New	ON SEMICONDUCTOR CORP	$383,000	–	10,000	–	0.12%	–
DOW	New	DOW INC	$380,000	–	6,000	–	0.12%	–
SPR	New	SPIRIT AEROSYSTEMS HLDGS INC	$378,000	–	8,000	–	0.12%	–
VTRS	New	VIATRIS INC	$377,000	–	26,363	–	0.12%	–
ADP	New	AUTOMATIC DATA PROCESSING IN	$377,000	–	1,900	–	0.12%	–
KEYS	New	KEYSIGHT TECHNOLOGIES INC	$355,000	–	2,300	–	0.12%	–
OTIS	New	OTIS WORLDWIDE CORP	$352,000	–	4,300	–	0.11%	–
WY	New	WEYERHAEUSER CO MTN BE	$344,000	–	10,000	–	0.11%	–
SATS	New	ECHOSTAR CORPcl a	$340,000	–	14,000	–	0.11%	–
FIS	New	FIDELITY NATL INFORMATION SV	$326,000	–	2,300	–	0.11%	–
FOX	New	FOX CORP	$317,000	–	9,000	–	0.10%	–
MO	New	ALTRIA GROUP INC	$310,000	–	6,500	–	0.10%	–
BSX	New	BOSTON SCIENTIFIC CORP	$299,000	–	7,000	–	0.10%	–
HPE	New	HEWLETT PACKARD ENTERPRISE C	$292,000	–	20,000	–	0.10%	–
ARE	New	ALEXANDRIA REAL ESTATE EQ IN	$291,000	–	1,600	–	0.09%	–
PUMP	New	PROPETRO HLDG CORP	$275,000	–	30,000	–	0.09%	–
ARNC	New	ARCONIC CORPORATION	$267,000	–	7,500	–	0.09%	–
ABC	New	AMERISOURCEBERGEN CORP	$263,000	–	2,300	–	0.08%	–
LGND	New	LIGAND PHARMACEUTICALS INC	$249,000	–	1,900	–	0.08%	–
PXD	New	PIONEER NAT RES CO	$244,000	–	1,500	–	0.08%	–
PDCO	New	PATTERSON COS INC	$243,000	–	8,000	–	0.08%	–
OXY	New	OCCIDENTAL PETE CORP	$235,000	–	7,500	–	0.08%	–
AZO	New	AUTOZONE INC	$224,000	–	150	–	0.07%	–
KEY	New	KEYCORP	$225,000	–	10,900	–	0.07%	–
EXR	New	EXTRA SPACE STORAGE INC	$221,000	–	1,350	–	0.07%	–
ALK	New	ALASKA AIR GROUP INC	$211,000	–	3,500	–	0.07%	–
HII	New	HUNTINGTON INGALLS INDS INC	$211,000	–	1,000	–	0.07%	–
TREX	New	TREX CO INC	$204,000	–	2,000	–	0.07%	–
XENE	New	XENON PHARMACEUTICALS INC	$205,000	–	11,000	–	0.07%	–
MAR	New	MARRIOTT INTL INC NEWcl a	$205,000	–	1,500	–	0.07%	–
SEAS	New	SEAWORLD ENTMT INC	$200,000	–	4,000	–	0.06%	–
NKTR	New	NEKTAR THERAPEUTICS	$172,000	–	10,000	–	0.06%	–
NCMI	New	NATIONAL CINEMEDIA INC	$172,000	–	34,000	–	0.06%	–
SNCR	New	SYNCHRONOSS TECHNOLOGIES INC	$122,000	–	34,000	–	0.04%	–
AMRN	New	AMARIN CORP PLCspons adr new	$112,000	–	25,500	–	0.04%	–

Q4 2020

			Value		Shares		↓ Weighting
BMYRT	Exit	BRISTOL-MYERS SQUIBB COright 99/99/9999	$0	–	-15,000	–	-0.01%	–
IT	Exit	GARTNER INC	$0	–	-100,700	–	-0.04%	–
NCMI	Exit	NATIONAL CINEMEDIA INC	$0	–	-34,000	–	-0.04%	–
SNCR	Exit	SYNCHRONOSS TECHNOLOGIES INC	$0	–	-34,000	–	-0.04%	–
AMRN	Exit	AMARIN CORP PLCspons adr new	$0	–	-25,500	–	-0.04%	–
XENE	Exit	XENON PHARMACEUTICALS INC	$0	–	-11,000	–	-0.05%	–
PUMP	Exit	PROPETRO HLDG CORP	$0	–	-30,000	–	-0.05%	–
KEY	Exit	KEYCORP	$0	–	-10,900	–	-0.05%	–
AA	Exit	ALCOA CORP	$0	–	-12,000	–	-0.06%	–
WOW	Exit	WIDEOPENWEST INC	$0	–	-30,000	–	-0.06%	–
SLM	Exit	SLM CORP	$0	–	-20,000	–	-0.07%	–
NKTR	Exit	NEKTAR THERAPEUTICS	$0	–	-10,000	–	-0.07%	–
HPE	Exit	HEWLETT PACKARD ENTERPRISE C	$0	–	-20,000	–	-0.08%	–
GIII	Exit	G III APPAREL GROUP LTD	$0	–	-15,000	–	-0.08%	–
SPG	Exit	SIMON PPTY GROUP INC NEW	$0	–	-3,300	–	-0.09%	–
COMM	Exit	COMMSCOPE HLDG CO INC	$0	–	-24,000	–	-0.09%	–
ON	Exit	ON SEMICONDUCTOR CORP	$0	–	-10,000	–	-0.09%	–
ABC	Exit	AMERISOURCEBERGEN CORP	$0	–	-2,300	–	-0.09%	–
BBBY	Exit	BED BATH & BEYOND INC	$0	–	-15,000	–	-0.09%	–
KEYS	Exit	KEYSIGHT TECHNOLOGIES INC	$0	–	-2,300	–	-0.10%	–
DFS	Exit	DISCOVER FINL SVCS	$0	–	-4,000	–	-0.10%	–
HFC	Exit	HOLLYFRONTIER CORP	$0	–	-12,000	–	-0.10%	–
IIVI	Exit	II-VI INC	$0	–	-6,100	–	-0.10%	–
LTHM	Exit	LIVENT CORP	$0	–	-28,000	–	-0.10%	–
FOX	Exit	FOX CORP	$0	–	-9,000	–	-0.11%	–
CFG	Exit	CITIZENS FINL GROUP INC	$0	–	-10,000	–	-0.11%	–
ARE	Exit	ALEXANDRIA REAL ESTATE EQ IN	$0	–	-1,600	–	-0.11%	–
BHVN	Exit	BIOHAVEN PHARMACTL HLDG CO L	$0	–	-4,000	–	-0.11%	–
CARR	Exit	CARRIER GLOBAL CORPORATION	$0	–	-8,600	–	-0.11%	–
ADP	Exit	AUTOMATIC DATA PROCESSING IN	$0	–	-1,900	–	-0.11%	–
OTIS	Exit	OTIS WORLDWIDE CORP	$0	–	-4,300	–	-0.11%	–
BSX	Exit	BOSTON SCIENTIFIC CORP	$0	–	-7,000	–	-0.11%	–
MYOK	Exit	MYOKARDIA INC	$0	–	-2,000	–	-0.11%	–
DOW	Exit	DOW INC	$0	–	-6,000	–	-0.12%	–
WY	Exit	WEYERHAEUSER CO MTN BE	$0	–	-10,000	–	-0.12%	–
INTU	Exit	INTUIT	$0	–	-900	–	-0.12%	–
AVB	Exit	AVALONBAY CMNTYS INC	$0	–	-2,000	–	-0.12%	–
A	Exit	AGILENT TECHNOLOGIES INC	$0	–	-3,000	–	-0.13%	–
GD	Exit	GENERAL DYNAMICS CORP	$0	–	-2,200	–	-0.13%	–
BX	Exit	BLACKSTONE GROUP INC	$0	–	-6,000	–	-0.13%	–
SYF	Exit	SYNCHRONY FINANCIAL	$0	–	-12,000	–	-0.13%	–
MYL	Exit	MYLAN NV	$0	–	-21,400	–	-0.13%	–
CME	Exit	CME GROUP INC	$0	–	-2,000	–	-0.14%	–
ZBH	Exit	ZIMMER BIOMET HOLDINGS INC	$0	–	-2,500	–	-0.14%	–
FIS	Exit	FIDELITY NATL INFORMATION SV	$0	–	-2,300	–	-0.14%	–
XPO	Exit	XPO LOGISTICS INC	$0	–	-4,000	–	-0.14%	–
SATS	Exit	ECHOSTAR CORPcl a	$0	–	-14,000	–	-0.15%	–
ADI	Exit	ANALOG DEVICES INC	$0	–	-3,000	–	-0.15%	–
ZION	Exit	ZIONS BANCORPORATION N A	$0	–	-12,000	–	-0.15%	–
KHC	Exit	KRAFT HEINZ CO	$0	–	-12,000	–	-0.15%	–
COF	Exit	CAPITAL ONE FINL CORP	$0	–	-5,000	–	-0.15%	–
EW	Exit	EDWARDS LIFESCIENCES CORP	$0	–	-4,500	–	-0.15%	–
OKE	Exit	ONEOK INC NEW	$0	–	-14,000	–	-0.15%	–
BHF	Exit	BRIGHTHOUSE FINL INC	$0	–	-14,000	–	-0.16%	–
ACM	Exit	AECOM	$0	–	-9,000	–	-0.16%	–
DD	Exit	DUPONT DE NEMOURS INC	$0	–	-7,000	–	-0.16%	–
KMI	Exit	KINDER MORGAN INC DEL	$0	–	-32,000	–	-0.17%	–
ECL	Exit	ECOLAB INC	$0	–	-2,000	–	-0.17%	–
WWE	Exit	WORLD WRESTLING ENTMT INCcl a	$0	–	-10,000	–	-0.17%	–
KNX	Exit	KNIGHT SWIFT TRANSN HLDGS INcl a	$0	–	-10,000	–	-0.17%	–
ELAN	Exit	ELANCO ANIMAL HEALTH INC	$0	–	-15,000	–	-0.18%	–
CPK	Exit	CHESAPEAKE UTILS CORP	$0	–	-5,000	–	-0.18%	–
MTZ	Exit	MASTEC INC	$0	–	-10,000	–	-0.18%	–
PBI	Exit	PITNEY BOWES INC	$0	–	-80,000	–	-0.18%	–
BIIB	Exit	BIOGEN INC	$0	–	-1,500	–	-0.18%	–
EXC	Exit	EXELON CORP	$0	–	-12,000	–	-0.18%	–
DAL	Exit	DELTA AIR LINES INC DEL	$0	–	-14,200	–	-0.18%	–
MGM	Exit	MGM RESORTS INTERNATIONAL	$0	–	-20,000	–	-0.18%	–
NI	Exit	NISOURCE INC	$0	–	-20,000	–	-0.18%	–
MCK	Exit	MCKESSON CORP	$0	–	-3,000	–	-0.19%	–
CAT	Exit	CATERPILLAR INC DEL	$0	–	-3,000	–	-0.19%	–
KBR	Exit	KBR INC	$0	–	-20,000	–	-0.19%	–
KLIC	Exit	KULICKE & SOFFA INDS INC	$0	–	-20,000	–	-0.19%	–
CL	Exit	COLGATE PALMOLIVE CO	$0	–	-6,000	–	-0.19%	–
FCX	Exit	FREEPORT-MCMORAN INCcl b	$0	–	-30,000	–	-0.20%	–
MU	Exit	MICRON TECHNOLOGY INC	$0	–	-10,000	–	-0.20%	–
TMUS	Exit	T-MOBILE US INC	$0	–	-4,102	–	-0.20%	–
NOC	Exit	NORTHROP GRUMMAN CORP	$0	–	-1,500	–	-0.20%	–
USB	Exit	US BANCORP DEL	$0	–	-13,271	–	-0.20%	–
TJX	Exit	TJX COS INC NEW	$0	–	-8,600	–	-0.20%	–
MO	Exit	ALTRIA GROUP INC	$0	–	-12,500	–	-0.20%	–
CSL	Exit	CARLISLE COS INC	$0	–	-4,000	–	-0.20%	–
PANW	Exit	PALO ALTO NETWORKS INC	$0	–	-2,000	–	-0.20%	–
EPR	Exit	EPR PPTYS	$0	–	-18,000	–	-0.21%	–
PTC	Exit	PTC INC	$0	–	-6,000	–	-0.21%	–
TFC	Exit	TRUIST FINL CORP	$0	–	-13,123	–	-0.21%	–
HWM	Exit	HOWMET AEROSPACE INC	$0	–	-30,000	–	-0.21%	–
BKNG	Exit	BOOKING HOLDINGS INC	$0	–	-300	–	-0.22%	–
MET	Exit	METLIFE INC	$0	–	-14,000	–	-0.22%	–
TSN	Exit	TYSON FOODS INCcl a	$0	–	-8,800	–	-0.22%	–
LSXMA	Exit	LIBERTY MEDIA CORP DEL	$0	–	-16,000	–	-0.22%	–
DUK	Exit	DUKE ENERGY CORP NEW	$0	–	-6,000	–	-0.22%	–
IMMU	Exit	IMMUNOMEDICS INC	$0	–	-6,300	–	-0.22%	–
ALB	Exit	ALBEMARLE CORP	$0	–	-6,000	–	-0.22%	–
COHR	Exit	COHERENT INC	$0	–	-4,900	–	-0.23%	–
MTSI	Exit	MACOM TECH SOLUTIONS HLDGS I	$0	–	-16,400	–	-0.23%	–
GE	Exit	GENERAL ELECTRIC CO	$0	–	-90,000	–	-0.24%	–
LUV	Exit	SOUTHWEST AIRLS CO	$0	–	-15,000	–	-0.24%	–
PLD	Exit	PROLOGIS INC.	$0	–	-5,600	–	-0.24%	–
ALXN	Exit	ALEXION PHARMACEUTICALS INC	$0	–	-5,000	–	-0.24%	–
SPB	Exit	SPECTRUM BRANDS HLDGS INC NE	$0	–	-10,000	–	-0.24%	–
COP	Exit	CONOCOPHILLIPS	$0	–	-18,000	–	-0.25%	–
ASTE	Exit	ASTEC INDS INC	$0	–	-11,000	–	-0.25%	–
EQIX	Exit	EQUINIX INC	$0	–	-800	–	-0.26%	–
MS	Exit	MORGAN STANLEY	$0	–	-12,600	–	-0.26%	–
ETN	Exit	EATON CORP PLC	$0	–	-6,000	–	-0.26%	–
ILMN	Exit	ILLUMINA INC	$0	–	-2,000	–	-0.26%	–
OSIS	Exit	OSI SYSTEMS INC	$0	–	-8,000	–	-0.26%	–
GILD	Exit	GILEAD SCIENCES INC	$0	–	-9,900	–	-0.26%	–
KOP	Exit	KOPPERS HOLDINGS INC	$0	–	-30,000	–	-0.26%	–
LHX	Exit	L3HARRIS TECHNOLOGIES INC	$0	–	-3,700	–	-0.26%	–
CNC	Exit	CENTENE CORP DEL	$0	–	-10,800	–	-0.26%	–
TXT	Exit	TEXTRON INC	$0	–	-18,000	–	-0.27%	–
LNG	Exit	CHENIERE ENERGY INC	$0	–	-14,000	–	-0.27%	–
GM	Exit	GENERAL MTRS CO	$0	–	-22,000	–	-0.27%	–
PNC	Exit	PNC FINL SVCS GROUP INC	$0	–	-6,000	–	-0.28%	–
HDS	Exit	HD SUPPLY HLDGS INC	$0	–	-16,000	–	-0.28%	–
BA	Exit	BOEING CO	$0	–	-4,000	–	-0.28%	–
HUM	Exit	HUMANA INC	$0	–	-1,600	–	-0.28%	–
CTVA	Exit	CORTEVA INC	$0	–	-23,000	–	-0.28%	–
DE	Exit	DEERE & CO	$0	–	-3,000	–	-0.28%	–
CLF	Exit	CLEVELAND-CLIFFS INC NEW	$0	–	-104,000	–	-0.28%	–
NAV	Exit	NAVISTAR INTL CORP NEW	$0	–	-16,000	–	-0.29%	–
CVS	Exit	CVS HEALTH CORP	$0	–	-12,000	–	-0.29%	–
MLM	Exit	MARTIN MARIETTA MATLS INC	$0	–	-3,000	–	-0.30%	–
SIVB	Exit	SVB FINANCIAL GROUP	$0	–	-3,000	–	-0.30%	–
SWKS	Exit	SKYWORKS SOLUTIONS INC	$0	–	-5,000	–	-0.30%	–
WDC	Exit	WESTERN DIGITAL CORP.	$0	–	-20,000	–	-0.31%	–
PATK	Exit	PATRICK INDS INC	$0	–	-13,000	–	-0.31%	–
MDLZ	Exit	MONDELEZ INTL INCcl a	$0	–	-13,000	–	-0.31%	–
WFC	Exit	WELLS FARGO CO NEW	$0	–	-32,200	–	-0.32%	–
DOV	Exit	DOVER CORP	$0	–	-7,000	–	-0.32%	–
NRG	Exit	NRG ENERGY INC	$0	–	-25,000	–	-0.32%	–
SYK	Exit	STRYKER CORPORATION	$0	–	-3,700	–	-0.32%	–
UCTT	Exit	ULTRA CLEAN HLDGS INC	$0	–	-36,000	–	-0.32%	–
TGT	Exit	TARGET CORP	$0	–	-5,000	–	-0.33%	–
SYNA	Exit	SYNAPTICS INC	$0	–	-10,000	–	-0.34%	–
HL	Exit	HECLA MNG CO	$0	–	-160,000	–	-0.34%	–
AEP	Exit	AMERICAN ELEC PWR CO INC	$0	–	-10,000	–	-0.34%	–
PPL	Exit	PPL CORP	$0	–	-30,000	–	-0.34%	–
DLTR	Exit	DOLLAR TREE INC	$0	–	-9,000	–	-0.34%	–
PRU	Exit	PRUDENTIAL FINL INC	$0	–	-13,000	–	-0.35%	–
ACN	Exit	ACCENTURE PLC IRELAND	$0	–	-3,700	–	-0.35%	–
LCII	Exit	LCI INDS	$0	–	-8,000	–	-0.36%	–
CVX	Exit	CHEVRON CORP NEW	$0	–	-12,000	–	-0.36%	–
URI	Exit	UNITED RENTALS INC	$0	–	-5,000	–	-0.37%	–
ADBE	Exit	ADOBE SYSTEMS INCORPORATED	$0	–	-1,800	–	-0.37%	–
MNST	Exit	MONSTER BEVERAGE CORP NEW	$0	–	-11,000	–	-0.37%	–
RTX	Exit	RAYTHEON TECHNOLOGIES CORP	$0	–	-15,604	–	-0.38%	–
VIAC	Exit	VIACOMCBS INCcl b	$0	–	-32,887	–	-0.39%	–
ADSK	Exit	AUTODESK INC	$0	–	-4,000	–	-0.39%	–
UNH	Exit	UNITEDHEALTH GROUP INC	$0	–	-3,000	–	-0.39%	–
LH	Exit	LABORATORY CORP AMER HLDGS	$0	–	-5,000	–	-0.39%	–
ATVI	Exit	ACTIVISION BLIZZARD INC	$0	–	-12,000	–	-0.41%	–
IBM	Exit	INTERNATIONAL BUSINESS MACHS	$0	–	-8,000	–	-0.41%	–
GS	Exit	GOLDMAN SACHS GROUP INC	$0	–	-5,000	–	-0.42%	–
CI	Exit	CIGNA CORP NEW	$0	–	-6,000	–	-0.43%	–
PETQ	Exit	PETIQ INC	$0	–	-32,000	–	-0.44%	–
SSSS	Exit	SURO CAPITAL CORP	$0	–	-100,000	–	-0.45%	–
KSU	Exit	KANSAS CITY SOUTHERN	$0	–	-6,000	–	-0.46%	–
C	Exit	CITIGROUP INC	$0	–	-26,100	–	-0.47%	–
PM	Exit	PHILIP MORRIS INTL INC	$0	–	-15,000	–	-0.47%	–
LITE	Exit	LUMENTUM HLDGS INC	$0	–	-15,000	–	-0.47%	–
THO	Exit	THOR INDS INC	$0	–	-12,000	–	-0.48%	–
TMO	Exit	THERMO FISHER SCIENTIFIC INC	$0	–	-2,600	–	-0.48%	–
XOM	Exit	EXXON MOBIL CORP	$0	–	-33,400	–	-0.48%	–
NFLX	Exit	NETFLIX INC	$0	–	-2,300	–	-0.48%	–
QCOM	Exit	QUALCOMM INC	$0	–	-10,000	–	-0.49%	–
ORCL	Exit	ORACLE CORP	$0	–	-20,000	–	-0.50%	–
AMT	Exit	AMERICAN TOWER CORP NEW	$0	–	-5,000	–	-0.51%	–
CAG	Exit	CONAGRA BRANDS INC	$0	–	-34,000	–	-0.51%	–
AMD	Exit	ADVANCED MICRO DEVICES INC	$0	–	-15,000	–	-0.52%	–
LENB	Exit	LENNAR CORPcl b	$0	–	-19,000	–	-0.52%	–
NKE	Exit	NIKE INCcl b	$0	–	-10,000	–	-0.53%	–
AMGN	Exit	AMGEN INC	$0	–	-5,000	–	-0.53%	–
TDOC	Exit	TELADOC HEALTH INC	$0	–	-6,000	–	-0.55%	–
ROK	Exit	ROCKWELL AUTOMATION INC	$0	–	-6,000	–	-0.56%	–
LOW	Exit	LOWES COS INC	$0	–	-8,000	–	-0.56%	–
UPS	Exit	UNITED PARCEL SERVICE INCcl b	$0	–	-8,000	–	-0.56%	–
AVGO	Exit	BROADCOM INC	$0	–	-3,700	–	-0.56%	–
MDT	Exit	MEDTRONIC PLC	$0	–	-13,000	–	-0.57%	–
PFE	Exit	PFIZER INC	$0	–	-40,000	–	-0.62%	–
FDX	Exit	FEDEX CORP	$0	–	-6,000	–	-0.63%	–
ABT	Exit	ABBOTT LABS	$0	–	-13,900	–	-0.63%	–
CSCO	Exit	CISCO SYS INC	$0	–	-40,000	–	-0.66%	–
INTC	Exit	INTEL CORP	$0	–	-31,700	–	-0.69%	–
COST	Exit	COSTCO WHSL CORP NEW	$0	–	-4,750	–	-0.71%	–
HAIN	Exit	HAIN CELESTIAL GROUP INC	$0	–	-51,000	–	-0.73%	–
BAC	Exit	BK OF AMERICA CORP	$0	–	-74,000	–	-0.75%	–
VZ	Exit	VERIZON COMMUNICATIONS INC	$0	–	-30,000	–	-0.75%	–
WMT	Exit	WALMART INC	$0	–	-13,000	–	-0.76%	–
CMCSA	Exit	COMCAST CORP NEWcl a	$0	–	-40,000	–	-0.78%	–
ABBV	Exit	ABBVIE INC	$0	–	-22,062	–	-0.81%	–
PEP	Exit	PEPSICO INC	$0	–	-14,000	–	-0.81%	–
LLY	Exit	LILLY ELI & CO	$0	–	-13,100	–	-0.81%	–
PYPL	Exit	PAYPAL HLDGS INC	$0	–	-10,100	–	-0.83%	–
CCI	Exit	CROWN CASTLE INTL CORP NEW	$0	–	-12,000	–	-0.84%	–
CRM	Exit	SALESFORCE COM INC	$0	–	-8,000	–	-0.84%	–
DIS	Exit	DISNEY WALT CO	$0	–	-17,000	–	-0.88%	–
BMY	Exit	BRISTOL-MYERS SQUIBB CO	$0	–	-37,000	–	-0.94%	–
T	Exit	AT&T INC	$0	–	-82,200	–	-0.98%	–
NEE	Exit	NEXTERA ENERGY INC	$0	–	-9,000	–	-1.05%	–
MA	Exit	MASTERCARD INCORPORATEDcl a	$0	–	-8,000	–	-1.13%	–
PG	Exit	PROCTER AND GAMBLE CO	$0	–	-20,000	–	-1.16%	–
MRK	Exit	MERCK & CO. INC	$0	–	-34,000	–	-1.18%	–
JPM	Exit	JPMORGAN CHASE & CO	$0	–	-29,700	–	-1.20%	–
HD	Exit	HOME DEPOT INC	$0	–	-11,000	–	-1.28%	–
NVDA	Exit	NVIDIA CORPORATION	$0	–	-6,000	–	-1.36%	–
V	Exit	VISA INC	$0	–	-18,000	–	-1.51%	–
BRKB	Exit	BERKSHIRE HATHAWAY INC DELcl b new	$0	–	-17,700	–	-1.58%	–
JNJ	Exit	JOHNSON & JOHNSON	$0	–	-27,400	–	-1.71%	–
GOOG	Exit	ALPHABET INCcap stk cl c	$0	–	-4,500	–	-2.77%	–
FB	Exit	FACEBOOK INCcl a	$0	–	-26,300	–	-2.89%	–
AMZN	Exit	AMAZON COM INC	$0	–	-4,800	–	-6.33%	–
MSFT	Exit	MICROSOFT CORP	$0	–	-74,000	–	-6.52%	–
AAPL	Exit	APPLE INC	$0	–	-164,000	–	-7.96%	–

Q3 2020

			Value		Shares		↓ Weighting
AAPL	Buy	APPLE INC	$18,993,000	+27.0%	164,000	+300.0%	7.96%	+17.0%
MYOK	New	MYOKARDIA INC	$273,000	–	2,000	–	0.11%	–
CARR	New	CARRIER GLOBAL CORPORATION	$263,000	–	8,600	–	0.11%	–
IT	New	GARTNER INC	$90,000	–	100,700	–	0.04%	–
DNRCQ	Exit	DENBURY RES INC	$0	–	-100,000	–	-0.01%	–
LGND	Exit	LIGAND PHARMACEUTICALS INC	$0	–	-1,900	–	-0.10%	–
BFYT	Exit	BENEFYTT TECHNOLOGIES INC	$0	–	-18,000	–	-0.17%	–

Q2 2020

			Value		Shares		↓ Weighting
MSFT	New	MICROSOFT CORP	$15,060,000	–	74,000	–	6.85%	–
AAPL	New	APPLE INC	$14,957,000	–	41,000	–	6.80%	–
AMZN	New	AMAZON COM INC	$13,242,000	–	4,800	–	6.02%	–
GOOG	New	ALPHABET INCcap stk cl c	$6,361,000	–	4,500	–	2.89%	–
FB	New	FACEBOOK INCcl a	$5,972,000	–	26,300	–	2.72%	–
JNJ	New	JOHNSON & JOHNSON	$3,853,000	–	27,400	–	1.75%	–
V	New	VISA INC	$3,477,000	–	18,000	–	1.58%	–
BRKB	New	BERKSHIRE HATHAWAY INC DELcl b new	$3,160,000	–	17,700	–	1.44%	–
JPM	New	JPMORGAN CHASE & CO	$2,794,000	–	29,700	–	1.27%	–
HD	New	HOME DEPOT INC	$2,756,000	–	11,000	–	1.25%	–
MRK	New	MERCK & CO. INC	$2,629,000	–	34,000	–	1.20%	–
T	New	AT&T INC	$2,485,000	–	82,200	–	1.13%	–
PG	New	PROCTER AND GAMBLE CO	$2,391,000	–	20,000	–	1.09%	–
MA	New	MASTERCARD INCORPORATEDcl a	$2,366,000	–	8,000	–	1.08%	–
NVDA	New	NVIDIA CORPORATION	$2,279,000	–	6,000	–	1.04%	–
BMY	New	BRISTOL-MYERS SQUIBB CO	$2,176,000	–	37,000	–	0.99%	–
ABBV	New	ABBVIE INC	$2,166,000	–	22,062	–	0.98%	–
NEE	New	NEXTERA ENERGY INC	$2,162,000	–	9,000	–	0.98%	–
LLY	New	LILLY ELI & CO	$2,151,000	–	13,100	–	0.98%	–
CCI	New	CROWN CASTLE INTL CORP NEW	$2,008,000	–	12,000	–	0.91%	–
INTC	New	INTEL CORP	$1,897,000	–	31,700	–	0.86%	–
DIS	New	DISNEY WALT CO	$1,896,000	–	17,000	–	0.86%	–
CSCO	New	CISCO SYS INC	$1,866,000	–	40,000	–	0.85%	–
PEP	New	PEPSICO INC	$1,852,000	–	14,000	–	0.84%	–
PYPL	New	PAYPAL HLDGS INC	$1,760,000	–	10,100	–	0.80%	–
BAC	New	BK OF AMERICA CORP	$1,758,000	–	74,000	–	0.80%	–
VZ	New	VERIZON COMMUNICATIONS INC	$1,654,000	–	30,000	–	0.75%	–
HAIN	New	HAIN CELESTIAL GROUP INC	$1,607,000	–	51,000	–	0.73%	–
CMCSA	New	COMCAST CORP NEWcl a	$1,559,000	–	40,000	–	0.71%	–
WMT	New	WALMART INC	$1,557,000	–	13,000	–	0.71%	–
CRM	New	SALESFORCE COM INC	$1,499,000	–	8,000	–	0.68%	–
XOM	New	EXXON MOBIL CORP	$1,494,000	–	33,400	–	0.68%	–
COST	New	COSTCO WHSL CORP NEW	$1,440,000	–	4,750	–	0.66%	–
C	New	CITIGROUP INC	$1,334,000	–	26,100	–	0.61%	–
PFE	New	PFIZER INC	$1,308,000	–	40,000	–	0.60%	–
AMT	New	AMERICAN TOWER CORP NEW	$1,293,000	–	5,000	–	0.59%	–
THO	New	THOR INDS INC	$1,278,000	–	12,000	–	0.58%	–
ROK	New	ROCKWELL AUTOMATION INC	$1,278,000	–	6,000	–	0.58%	–
ABT	New	ABBOTT LABS	$1,271,000	–	13,900	–	0.58%	–
LITE	New	LUMENTUM HLDGS INC	$1,221,000	–	15,000	–	0.56%	–
CAG	New	CONAGRA BRANDS INC	$1,196,000	–	34,000	–	0.54%	–
MDT	New	MEDTRONIC PLC	$1,192,000	–	13,000	–	0.54%	–
AMGN	New	AMGEN INC	$1,179,000	–	5,000	–	0.54%	–
AVGO	New	BROADCOM INC	$1,168,000	–	3,700	–	0.53%	–
TDOC	New	TELADOC HEALTH INC	$1,145,000	–	6,000	–	0.52%	–
CI	New	CIGNA CORP NEW	$1,126,000	–	6,000	–	0.51%	–
PETQ	New	PETIQ INC	$1,115,000	–	32,000	–	0.51%	–
ORCL	New	ORACLE CORP	$1,105,000	–	20,000	–	0.50%	–
LOW	New	LOWES COS INC	$1,081,000	–	8,000	–	0.49%	–
CVX	New	CHEVRON CORP NEW	$1,071,000	–	12,000	–	0.49%	–
PM	New	PHILIP MORRIS INTL INC	$1,051,000	–	15,000	–	0.48%	–
NFLX	New	NETFLIX INC	$1,047,000	–	2,300	–	0.48%	–
GS	New	GOLDMAN SACHS GROUP INC	$988,000	–	5,000	–	0.45%	–
NKE	New	NIKE INCcl b	$981,000	–	10,000	–	0.45%	–
IBM	New	INTERNATIONAL BUSINESS MACHS	$966,000	–	8,000	–	0.44%	–
RTX	New	RAYTHEON TECHNOLOGIES CORP	$962,000	–	15,604	–	0.44%	–
ADSK	New	AUTODESK INC	$957,000	–	4,000	–	0.44%	–
TMO	New	THERMO FISHER SCIENTIFIC INC	$942,000	–	2,600	–	0.43%	–
LCII	New	LCI INDS	$920,000	–	8,000	–	0.42%	–
QCOM	New	QUALCOMM INC	$912,000	–	10,000	–	0.42%	–
ATVI	New	ACTIVISION BLIZZARD INC	$911,000	–	12,000	–	0.41%	–
KSU	New	KANSAS CITY SOUTHERN	$896,000	–	6,000	–	0.41%	–
UPS	New	UNITED PARCEL SERVICE INCcl b	$889,000	–	8,000	–	0.40%	–
UNH	New	UNITEDHEALTH GROUP INC	$885,000	–	3,000	–	0.40%	–
WDC	New	WESTERN DIGITAL CORP.	$883,000	–	20,000	–	0.40%	–
LENB	New	LENNAR CORPcl b	$876,000	–	19,000	–	0.40%	–
SSSS	New	SURO CAPITAL CORP	$847,000	–	100,000	–	0.38%	–
FDX	New	FEDEX CORP	$841,000	–	6,000	–	0.38%	–
DLTR	New	DOLLAR TREE INC	$834,000	–	9,000	–	0.38%	–
LH	New	LABORATORY CORP AMER HLDGS	$831,000	–	5,000	–	0.38%	–
WFC	New	WELLS FARGO CO NEW	$824,000	–	32,200	–	0.38%	–
UCTT	New	ULTRA CLEAN HLDGS INC	$815,000	–	36,000	–	0.37%	–
NRG	New	NRG ENERGY INC	$814,000	–	25,000	–	0.37%	–
PATK	New	PATRICK INDS INC	$796,000	–	13,000	–	0.36%	–
AEP	New	AMERICAN ELEC PWR CO INC	$796,000	–	10,000	–	0.36%	–
ACN	New	ACCENTURE PLC IRELAND	$794,000	–	3,700	–	0.36%	–
PRU	New	PRUDENTIAL FINL INC	$792,000	–	13,000	–	0.36%	–
AMD	New	ADVANCED MICRO DEVICES INC	$789,000	–	15,000	–	0.36%	–
ADBE	New	ADOBE INC	$784,000	–	1,800	–	0.36%	–
CVS	New	CVS HEALTH CORP	$780,000	–	12,000	–	0.36%	–
PPL	New	PPL CORP	$775,000	–	30,000	–	0.35%	–
VIAC	New	VIACOMCBS INCcl b	$767,000	–	32,887	–	0.35%	–
MNST	New	MONSTER BEVERAGE CORP NEW	$763,000	–	11,000	–	0.35%	–
GILD	New	GILEAD SCIENCES INC	$762,000	–	9,900	–	0.35%	–
COP	New	CONOCOPHILLIPS	$756,000	–	18,000	–	0.34%	–
URI	New	UNITED RENTALS INC	$745,000	–	5,000	–	0.34%	–
ILMN	New	ILLUMINA INC	$741,000	–	2,000	–	0.34%	–
BA	New	BOEING CO	$733,000	–	4,000	–	0.33%	–
CNC	New	CENTENE CORP DEL	$686,000	–	10,800	–	0.31%	–
DOV	New	DOVER CORP	$676,000	–	7,000	–	0.31%	–
LNG	New	CHENIERE ENERGY INC	$676,000	–	14,000	–	0.31%	–
SYK	New	STRYKER CORPORATION	$667,000	–	3,700	–	0.30%	–
MDLZ	New	MONDELEZ INTL INCcl a	$665,000	–	13,000	–	0.30%	–
SIVB	New	SVB FINANCIAL GROUP	$647,000	–	3,000	–	0.29%	–
COHR	New	COHERENT INC	$642,000	–	4,900	–	0.29%	–
SWKS	New	SKYWORKS SOLUTIONS INC	$639,000	–	5,000	–	0.29%	–
PNC	New	PNC FINL SVCS GROUP INC	$631,000	–	6,000	–	0.29%	–
LHX	New	L3HARRIS TECHNOLOGIES INC	$628,000	–	3,700	–	0.29%	–
HUM	New	HUMANA INC	$620,000	–	1,600	–	0.28%	–
MLM	New	MARTIN MARIETTA MATLS INC	$620,000	–	3,000	–	0.28%	–
CTVA	New	CORTEVA INC	$616,000	–	23,000	–	0.28%	–
GE	New	GENERAL ELECTRIC CO	$615,000	–	90,000	–	0.28%	–
MS	New	MORGAN STANLEY	$609,000	–	12,600	–	0.28%	–
TGT	New	TARGET CORP	$600,000	–	5,000	–	0.27%	–
SYNA	New	SYNAPTICS INC	$601,000	–	10,000	–	0.27%	–
OSIS	New	OSI SYSTEMS INC	$597,000	–	8,000	–	0.27%	–
EPR	New	EPR PPTYS	$596,000	–	18,000	–	0.27%	–
TXT	New	TEXTRON INC	$592,000	–	18,000	–	0.27%	–
CLF	New	CLEVELAND CLIFFS INC	$574,000	–	104,000	–	0.26%	–
KOP	New	KOPPERS HOLDINGS INC	$565,000	–	30,000	–	0.26%	–
EQIX	New	EQUINIX INC	$562,000	–	800	–	0.26%	–
MTSI	New	MACOM TECH SOLUTIONS HLDGS I	$563,000	–	16,400	–	0.26%	–
ALXN	New	ALEXION PHARMACEUTICALS INC	$561,000	–	5,000	–	0.26%	–
GM	New	GENERAL MTRS CO	$557,000	–	22,000	–	0.25%	–
HDS	New	HD SUPPLY HLDGS INC	$554,000	–	16,000	–	0.25%	–
LSXMA	New	LIBERTY MEDIA CORP DEL	$552,000	–	16,000	–	0.25%	–
ETN	New	EATON CORP PLC	$525,000	–	6,000	–	0.24%	–
TSN	New	TYSON FOODS INCcl a	$525,000	–	8,800	–	0.24%	–
HL	New	HECLA MNG CO	$523,000	–	160,000	–	0.24%	–
PLD	New	PROLOGIS INC.	$523,000	–	5,600	–	0.24%	–
MU	New	MICRON TECHNOLOGY INC	$515,000	–	10,000	–	0.23%	–
LUV	New	SOUTHWEST AIRLS CO	$513,000	–	15,000	–	0.23%	–
MET	New	METLIFE INC	$511,000	–	14,000	–	0.23%	–
ASTE	New	ASTEC INDS INC	$509,000	–	11,000	–	0.23%	–
TFC	New	TRUIST FINL CORP	$493,000	–	13,123	–	0.22%	–
MO	New	ALTRIA GROUP INC	$491,000	–	12,500	–	0.22%	–
USB	New	US BANCORP DEL	$489,000	–	13,271	–	0.22%	–
KMI	New	KINDER MORGAN INC DEL	$485,000	–	32,000	–	0.22%	–
DUK	New	DUKE ENERGY CORP NEW	$479,000	–	6,000	–	0.22%	–
CSL	New	CARLISLE COS INC	$479,000	–	4,000	–	0.22%	–
BKNG	New	BOOKING HOLDINGS INC	$478,000	–	300	–	0.22%	–
HWM	New	HOWMET AEROSPACE INC	$476,000	–	30,000	–	0.22%	–
DE	New	DEERE & CO	$471,000	–	3,000	–	0.21%	–
PTC	New	PTC INC	$467,000	–	6,000	–	0.21%	–
ALB	New	ALBEMARLE CORP	$463,000	–	6,000	–	0.21%	–
OKE	New	ONEOK INC NEW	$465,000	–	14,000	–	0.21%	–
NOC	New	NORTHROP GRUMMAN CORP	$461,000	–	1,500	–	0.21%	–
PANW	New	PALO ALTO NETWORKS INC	$459,000	–	2,000	–	0.21%	–
SPB	New	SPECTRUM BRANDS HLDGS INC NE	$459,000	–	10,000	–	0.21%	–
MCK	New	MCKESSON CORP	$460,000	–	3,000	–	0.21%	–
NI	New	NISOURCE INC	$455,000	–	20,000	–	0.21%	–
NAV	New	NAVISTAR INTL CORP NEW	$451,000	–	16,000	–	0.20%	–
KBR	New	KBR INC	$451,000	–	20,000	–	0.20%	–
MTZ	New	MASTEC INC	$449,000	–	10,000	–	0.20%	–
CL	New	COLGATE PALMOLIVE CO	$440,000	–	6,000	–	0.20%	–
TJX	New	TJX COS INC NEW	$435,000	–	8,600	–	0.20%	–
WWE	New	WORLD WRESTLING ENTMT INCcl a	$435,000	–	10,000	–	0.20%	–
EXC	New	EXELON CORP	$435,000	–	12,000	–	0.20%	–
TMUS	New	T-MOBILE US INC	$427,000	–	4,102	–	0.19%	–
CPK	New	CHESAPEAKE UTILS CORP	$420,000	–	5,000	–	0.19%	–
KLIC	New	KULICKE & SOFFA INDS INC	$417,000	–	20,000	–	0.19%	–
KNX	New	KNIGHT SWIFT TRANSN HLDGS INcl a	$417,000	–	10,000	–	0.19%	–
ZION	New	ZIONS BANCORPORATION N A	$408,000	–	12,000	–	0.19%	–
BIIB	New	BIOGEN INC	$401,000	–	1,500	–	0.18%	–
DAL	New	DELTA AIR LINES INC DEL	$398,000	–	14,200	–	0.18%	–
ECL	New	ECOLAB INC	$398,000	–	2,000	–	0.18%	–
SATS	New	ECHOSTAR CORPcl a	$391,000	–	14,000	–	0.18%	–
BHF	New	BRIGHTHOUSE FINL INC	$389,000	–	14,000	–	0.18%	–
KHC	New	KRAFT HEINZ CO	$383,000	–	12,000	–	0.17%	–
CAT	New	CATERPILLAR INC DEL	$380,000	–	3,000	–	0.17%	–
DD	New	DUPONT DE NEMOURS INC	$372,000	–	7,000	–	0.17%	–
ADI	New	ANALOG DEVICES INC	$368,000	–	3,000	–	0.17%	–
BFYT	New	BENEFYTT TECHNOLOGIES INC	$368,000	–	18,000	–	0.17%	–
HFC	New	HOLLYFRONTIER CORP	$350,000	–	12,000	–	0.16%	–
FCX	New	FREEPORT-MCMORAN INCcl b	$347,000	–	30,000	–	0.16%	–
MYL	New	MYLAN NV	$344,000	–	21,400	–	0.16%	–
BX	New	BLACKSTONE GROUP INC	$340,000	–	6,000	–	0.16%	–
ACM	New	AECOM	$338,000	–	9,000	–	0.15%	–
MGM	New	MGM RESORTS INTERNATIONAL	$336,000	–	20,000	–	0.15%	–
GD	New	GENERAL DYNAMICS CORP	$329,000	–	2,200	–	0.15%	–
CME	New	CME GROUP INC	$325,000	–	2,000	–	0.15%	–
ELAN	New	ELANCO ANIMAL HEALTH INC	$322,000	–	15,000	–	0.15%	–
COF	New	CAPITAL ONE FINL CORP	$313,000	–	5,000	–	0.14%	–
XPO	New	XPO LOGISTICS INC	$309,000	–	4,000	–	0.14%	–
EW	New	EDWARDS LIFESCIENCES CORP	$311,000	–	4,500	–	0.14%	–
AVB	New	AVALONBAY CMNTYS INC	$309,000	–	2,000	–	0.14%	–
FIS	New	FIDELITY NATL INFORMATION SV	$308,000	–	2,300	–	0.14%	–
ZBH	New	ZIMMER BIOMET HOLDINGS INC	$298,000	–	2,500	–	0.14%	–
BHVN	New	BIOHAVEN PHARMACTL HLDG CO L	$292,000	–	4,000	–	0.13%	–
IIVI	New	II-VI INC	$288,000	–	6,100	–	0.13%	–
ADP	New	AUTOMATIC DATA PROCESSING IN	$283,000	–	1,900	–	0.13%	–
A	New	AGILENT TECHNOLOGIES INC	$265,000	–	3,000	–	0.12%	–
SYF	New	SYNCHRONY FINANCIAL	$266,000	–	12,000	–	0.12%	–
INTU	New	INTUIT	$267,000	–	900	–	0.12%	–
ARE	New	ALEXANDRIA REAL ESTATE EQ IN	$260,000	–	1,600	–	0.12%	–
CFG	New	CITIZENS FINANCIAL GROUP INC	$252,000	–	10,000	–	0.12%	–
BSX	New	BOSTON SCIENTIFIC CORP	$246,000	–	7,000	–	0.11%	–
DOW	New	DOW INC	$245,000	–	6,000	–	0.11%	–
OTIS	New	OTIS WORLDWIDE CORP	$244,000	–	4,300	–	0.11%	–
FOX	New	FOX CORP	$242,000	–	9,000	–	0.11%	–
KEYS	New	KEYSIGHT TECHNOLOGIES INC	$232,000	–	2,300	–	0.11%	–
NKTR	New	NEKTAR THERAPEUTICS	$232,000	–	10,000	–	0.11%	–
ABC	New	AMERISOURCEBERGEN CORP	$232,000	–	2,300	–	0.11%	–
SPG	New	SIMON PPTY GROUP INC NEW	$226,000	–	3,300	–	0.10%	–
WY	New	WEYERHAEUSER CO MTN BE	$225,000	–	10,000	–	0.10%	–
IMMU	New	IMMUNOMEDICS INC	$223,000	–	6,300	–	0.10%	–
LGND	New	LIGAND PHARMACEUTICALS INC	$213,000	–	1,900	–	0.10%	–
PBI	New	PITNEY BOWES INC	$208,000	–	80,000	–	0.10%	–
COMM	New	COMMSCOPE HLDG CO INC	$200,000	–	24,000	–	0.09%	–
DFS	New	DISCOVER FINL SVCS	$200,000	–	4,000	–	0.09%	–
GIII	New	G III APPAREL GROUP LTD	$199,000	–	15,000	–	0.09%	–
ON	New	ON SEMICONDUCTOR CORP	$198,000	–	10,000	–	0.09%	–
HPE	New	HEWLETT PACKARD ENTERPRISE C	$195,000	–	20,000	–	0.09%	–
AMRN	New	AMARIN CORP PLCspons adr new	$176,000	–	25,500	–	0.08%	–
LTHM	New	LIVENT CORP	$172,000	–	28,000	–	0.08%	–
WOW	New	WIDEOPENWEST INC	$158,000	–	30,000	–	0.07%	–
BBBY	New	BED BATH & BEYOND INC	$159,000	–	15,000	–	0.07%	–
PUMP	New	PROPETRO HLDG CORP	$154,000	–	30,000	–	0.07%	–
SLM	New	SLM CORP	$141,000	–	20,000	–	0.06%	–
XENE	New	XENON PHARMACEUTICALS INC	$138,000	–	11,000	–	0.06%	–
AA	New	ALCOA CORP	$135,000	–	12,000	–	0.06%	–
KEY	New	KEYCORP	$133,000	–	10,900	–	0.06%	–
SNCR	New	SYNCHRONOSS TECHNOLOGIES INC	$120,000	–	34,000	–	0.06%	–
NCMI	New	NATIONAL CINEMEDIA INC	$101,000	–	34,000	–	0.05%	–
BMYRT	New	BRISTOL-MYERS SQUIBB COright 99/99/9999	$54,000	–	15,000	–	0.02%	–
DNRCQ	New	DENBURY RES INC	$28,000	–	100,000	–	0.01%	–

Q4 2019

			Value		Shares		↓ Weighting
XENE	Exit	XENON PHARMACEUTICALS INC	$0	–	-11,000	–	-0.04%	–
DNRCQ	Exit	DENBURY RES INC	$0	–	-100,000	–	-0.05%	–
NBR	Exit	NABORS INDUSTRIES LTD	$0	–	-70,000	–	-0.06%	–
BBBY	Exit	BED BATH & BEYOND INC	$0	–	-15,000	–	-0.07%	–
ESGC	Exit	EROS INTL PLC	$0	–	-90,000	–	-0.08%	–
SLM	Exit	SLM CORP	$0	–	-20,000	–	-0.08%	–
WOW	Exit	WIDEOPENWEST INC	$0	–	-30,000	–	-0.08%	–
SNCR	Exit	SYNCHRONOSS TECHNOLOGIES INC	$0	–	-34,000	–	-0.08%	–
LTHM	Exit	LIVENT CORP	$0	–	-28,000	–	-0.08%	–
ON	Exit	ON SEMICONDUCTOR CORP	$0	–	-10,000	–	-0.09%	–
AABA	Exit	ALTABA INC	$0	–	-10,000	–	-0.09%	–
VNO	Exit	VORNADO RLTY TRsh ben int	$0	–	-3,300	–	-0.10%	–
HII	Exit	HUNTINGTON INGALLS INDS INC	$0	–	-1,000	–	-0.10%	–
IIVI	Exit	II VI INC	$0	–	-6,100	–	-0.10%	–
AVP	Exit	AVON PRODS INC	$0	–	-50,000	–	-0.10%	–
NKTR	Exit	NEKTAR THERAPEUTICS	$0	–	-12,000	–	-0.10%	–
EVC	Exit	ENTRAVISION COMMUNICATIONS Ccl a	$0	–	-70,000	–	-0.10%	–
A	Exit	AGILENT TECHNOLOGIES INC	$0	–	-3,000	–	-0.10%	–
FLR	Exit	FLUOR CORP NEW	$0	–	-12,000	–	-0.10%	–
AA	Exit	ALCOA CORP	$0	–	-12,000	–	-0.11%	–
S	Exit	SPRINT CORPORATION	$0	–	-40,000	–	-0.11%	–
ARE	Exit	ALEXANDRIA REAL ESTATE EQ IN	$0	–	-1,600	–	-0.11%	–
LGFB	Exit	LIONS GATE ENTMNT CORPcl b non vtg	$0	–	-30,000	–	-0.12%	–
WY	Exit	WEYERHAEUSER CO	$0	–	-10,000	–	-0.13%	–
HL	Exit	HECLA MNG CO	$0	–	-160,000	–	-0.13%	–
COMM	Exit	COMMSCOPE HLDG CO INC	$0	–	-24,000	–	-0.13%	–
DOW	Exit	DOW INC	$0	–	-6,000	–	-0.13%	–
XPO	Exit	XPO LOGISTICS INC	$0	–	-4,000	–	-0.13%	–
FCX	Exit	FREEPORT-MCMORAN INCcl b	$0	–	-30,000	–	-0.13%	–
BX	Exit	BLACKSTONE GROUP INC	$0	–	-6,000	–	-0.13%	–
MCK	Exit	MCKESSON CORP	$0	–	-2,200	–	-0.14%	–
HPE	Exit	HEWLETT PACKARD ENTERPRISE C	$0	–	-20,000	–	-0.14%	–
DFS	Exit	DISCOVER FINL SVCS	$0	–	-4,000	–	-0.15%	–
ADI	Exit	ANALOG DEVICES INC	$0	–	-3,000	–	-0.15%	–
KHC	Exit	KRAFT HEINZ CO	$0	–	-12,000	–	-0.15%	–
MTSI	Exit	MACOM TECH SOLUTIONS HLDGS I	$0	–	-16,400	–	-0.16%	–
CFG	Exit	CITIZENS FINL GROUP INC	$0	–	-10,000	–	-0.16%	–
KNX	Exit	KNIGHT SWIFT TRANSN HLDGS INcl a	$0	–	-10,000	–	-0.16%	–
PBI	Exit	PITNEY BOWES INC	$0	–	-80,000	–	-0.17%	–
CAT	Exit	CATERPILLAR INC DEL	$0	–	-3,000	–	-0.17%	–
AMRN	Exit	AMARIN CORP PLCspons adr new	$0	–	-25,500	–	-0.18%	–
GIII	Exit	G-III APPAREL GROUP LTD	$0	–	-15,000	–	-0.18%	–
MSGN	Exit	MSG NETWORK INCcl a	$0	–	-24,000	–	-0.18%	–
LGND	Exit	LIGAND PHARMACEUTICALS INC	$0	–	-3,900	–	-0.18%	–
SWKS	Exit	SKYWORKS SOLUTIONS INC	$0	–	-5,000	–	-0.18%	–
ECL	Exit	ECOLAB INC	$0	–	-2,000	–	-0.18%	–
SYNA	Exit	SYNAPTICS INC	$0	–	-10,000	–	-0.18%	–
ELAN	Exit	ELANCO ANIMAL HEALTH INC	$0	–	-15,000	–	-0.18%	–
TDOC	Exit	TELADOC HEALTH INC	$0	–	-6,000	–	-0.18%	–
SYF	Exit	SYNCHRONY FINL	$0	–	-12,000	–	-0.19%	–
PANW	Exit	PALO ALTO NETWORKS INC	$0	–	-2,000	–	-0.19%	–
PTC	Exit	PTC INC	$0	–	-6,000	–	-0.19%	–
ALB	Exit	ALBEMARLE CORP	$0	–	-6,000	–	-0.19%	–
MYL	Exit	MYLAN N V	$0	–	-21,400	–	-0.19%	–
CME	Exit	CME GROUP INC	$0	–	-2,000	–	-0.19%	–
MU	Exit	MICRON TECHNOLOGY INC	$0	–	-10,000	–	-0.20%	–
AVB	Exit	AVALONBAY CMNTYS INC	$0	–	-2,000	–	-0.20%	–
AMD	Exit	ADVANCED MICRO DEVICES INC	$0	–	-15,000	–	-0.20%	–
CL	Exit	COLGATE PALMOLIVE CO	$0	–	-6,000	–	-0.20%	–
FOX	Exit	FOX CORP	$0	–	-14,000	–	-0.20%	–
HIIQ	Exit	HEALTH INS INNOVATIONS INC	$0	–	-18,000	–	-0.20%	–
NAV	Exit	NAVISTAR INTL CORP NEW	$0	–	-16,000	–	-0.20%	–
COF	Exit	CAPITAL ONE FINL CORP	$0	–	-5,000	–	-0.21%	–
PUMP	Exit	PROPETRO HLDG CORP	$0	–	-50,000	–	-0.21%	–
ALK	Exit	ALASKA AIR GROUP INC	$0	–	-7,000	–	-0.21%	–
EQIX	Exit	EQUINIX INC	$0	–	-800	–	-0.21%	–
BIIB	Exit	BIOGEN INC	$0	–	-2,000	–	-0.21%	–
KLIC	Exit	KULICKE & SOFFA INDS INC	$0	–	-20,000	–	-0.21%	–
PLD	Exit	PROLOGIS INC	$0	–	-5,600	–	-0.22%	–
CPK	Exit	CHESAPEAKE UTILS CORP	$0	–	-5,000	–	-0.22%	–
TJX	Exit	TJX COS INC NEW	$0	–	-8,600	–	-0.22%	–
OXY	Exit	OCCIDENTAL PETE CORP	$0	–	-10,814	–	-0.22%	–
AAL	Exit	AMERICAN AIRLS GROUP INC	$0	–	-18,000	–	-0.22%	–
ALXN	Exit	ALEXION PHARMACEUTICALS INC	$0	–	-5,000	–	-0.22%	–
KBR	Exit	KBR INC	$0	–	-20,000	–	-0.22%	–
DD	Exit	DUPONT DE NEMOURS INC	$0	–	-7,000	–	-0.23%	–
ETN	Exit	EATON CORP PLC	$0	–	-6,000	–	-0.23%	–
DE	Exit	DEERE & CO	$0	–	-3,000	–	-0.23%	–
SPG	Exit	SIMON PPTY GROUP INC NEW	$0	–	-3,300	–	-0.23%	–
SPB	Exit	SPECTRUM BRANDS HLDGS INC NE	$0	–	-10,000	–	-0.24%	–
UCTT	Exit	ULTRA CLEAN HLDGS INC	$0	–	-36,000	–	-0.24%	–
TGT	Exit	TARGET CORP	$0	–	-5,000	–	-0.24%	–
GD	Exit	GENERAL DYNAMICS CORP	$0	–	-3,000	–	-0.25%	–
MGM	Exit	MGM RESORTS INTERNATIONAL	$0	–	-20,000	–	-0.25%	–
SATS	Exit	ECHOSTAR CORPcl a	$0	–	-14,000	–	-0.25%	–
PATK	Exit	PATRICK INDS INC	$0	–	-13,000	–	-0.25%	–
ACHC	Exit	ACADIA HEALTHCARE COMPANY IN	$0	–	-18,000	–	-0.26%	–
BHF	Exit	BRIGHTHOUSE FINL INC	$0	–	-14,000	–	-0.26%	–
DUK	Exit	DUKE ENERGY CORP NEW	$0	–	-6,000	–	-0.26%	–
EXC	Exit	EXELON CORP	$0	–	-12,000	–	-0.26%	–
TMO	Exit	THERMO FISHER SCIENTIFIC INC	$0	–	-2,000	–	-0.26%	–
CSL	Exit	CARLISLE COS INC	$0	–	-4,000	–	-0.26%	–
RTN	Exit	RAYTHEON CO	$0	–	-3,000	–	-0.27%	–
BKNG	Exit	BOOKING HLDGS INC	$0	–	-300	–	-0.27%	–
ADSK	Exit	AUTODESK INC	$0	–	-4,000	–	-0.27%	–
AKS	Exit	AK STL HLDG CORP	$0	–	-260,000	–	-0.27%	–
NI	Exit	NISOURCE INC	$0	–	-20,000	–	-0.27%	–
AAWW	Exit	ATLAS AIR WORLDWIDE HLDGS IN	$0	–	-24,000	–	-0.28%	–
NCMI	Exit	NATIONAL CINEMEDIA INC	$0	–	-74,000	–	-0.28%	–
ILMN	Exit	ILLUMINA INC	$0	–	-2,000	–	-0.28%	–
NFLX	Exit	NETFLIX INC	$0	–	-2,300	–	-0.28%	–
SSSS	Exit	SUTTER ROCK CAP CORP	$0	–	-100,000	–	-0.28%	–
URI	Exit	UNITED RENTALS INC	$0	–	-5,000	–	-0.28%	–
HDS	Exit	HD SUPPLY HLDGS INC	$0	–	-16,000	–	-0.28%	–
GILD	Exit	GILEAD SCIENCES INC	$0	–	-9,900	–	-0.28%	–
ATVI	Exit	ACTIVISION BLIZZARD INC	$0	–	-12,000	–	-0.29%	–
MNST	Exit	MONSTER BEVERAGE CORP NEW	$0	–	-11,000	–	-0.29%	–
HFC	Exit	HOLLYFRONTIER CORP	$0	–	-12,000	–	-0.29%	–
MTZ	Exit	MASTEC INC	$0	–	-10,000	–	-0.30%	–
UNH	Exit	UNITEDHEALTH GROUP INC	$0	–	-3,000	–	-0.30%	–
ASTE	Exit	ASTEC INDS INC	$0	–	-21,000	–	-0.30%	–
SPR	Exit	SPIRIT AEROSYSTEMS HLDGS INC	$0	–	-8,000	–	-0.30%	–
KMI	Exit	KINDER MORGAN INC DEL	$0	–	-32,000	–	-0.30%	–
LSXMA	Exit	LIBERTY MEDIA CORP DELAWARE	$0	–	-16,000	–	-0.30%	–
ACM	Exit	AECOM	$0	–	-18,000	–	-0.31%	–
THO	Exit	THOR INDS INC	$0	–	-12,000	–	-0.31%	–
DOV	Exit	DOVER CORP	$0	–	-7,000	–	-0.32%	–
WWE	Exit	WORLD WRESTLING ENTMT INCcl a	$0	–	-10,000	–	-0.32%	–
KEY	Exit	KEYCORP NEW	$0	–	-40,000	–	-0.32%	–
MDLZ	Exit	MONDELEZ INTL INCcl a	$0	–	-13,000	–	-0.33%	–
VIAB	Exit	VIACOM INC NEWcl b	$0	–	-30,000	–	-0.33%	–
COST	Exit	COSTCO WHSL CORP NEW	$0	–	-2,500	–	-0.33%	–
CNC	Exit	CENTENE CORP DEL	$0	–	-17,000	–	-0.34%	–
LCII	Exit	LCI INDS	$0	–	-8,000	–	-0.34%	–
COHR	Exit	COHERENT INC	$0	–	-4,900	–	-0.34%	–
TSN	Exit	TYSON FOODS INCcl a	$0	–	-8,800	–	-0.34%	–
CVS	Exit	CVS HEALTH CORP	$0	–	-12,000	–	-0.34%	–
QCOM	Exit	QUALCOMM INC	$0	–	-10,000	–	-0.35%	–
MS	Exit	MORGAN STANLEY	$0	–	-18,000	–	-0.35%	–
L100PS	Exit	ARCONIC INC	$0	–	-30,000	–	-0.36%	–
KSU	Exit	KANSAS CITY SOUTHERN	$0	–	-6,000	–	-0.36%	–
LITE	Exit	LUMENTUM HLDGS INC	$0	–	-15,000	–	-0.37%	–
GE	Exit	GENERAL ELECTRIC CO	$0	–	-90,000	–	-0.37%	–
LUV	Exit	SOUTHWEST AIRLS CO	$0	–	-15,000	–	-0.37%	–
OSIS	Exit	OSI SYSTEMS INC	$0	–	-8,000	–	-0.37%	–
MLM	Exit	MARTIN MARIETTA MATLS INC	$0	–	-3,000	–	-0.37%	–
GM	Exit	GENERAL MTRS CO	$0	–	-22,000	–	-0.38%	–
SIVB	Exit	SVB FINL GROUP	$0	–	-4,000	–	-0.38%	–
LH	Exit	LABORATORY CORP AMER HLDGS	$0	–	-5,000	–	-0.38%	–
PNC	Exit	PNC FINL SVCS GROUP INC	$0	–	-6,000	–	-0.38%	–
LENB	Exit	LENNAR CORPcl b	$0	–	-19,000	–	-0.38%	–
PETQ	Exit	PETIQ INC	$0	–	-32,000	–	-0.40%	–
FDX	Exit	FEDEX CORP	$0	–	-6,000	–	-0.40%	–
CCL	Exit	CARNIVAL CORPunit 99/99/9999	$0	–	-20,000	–	-0.40%	–
KOP	Exit	KOPPERS HOLDINGS INC	$0	–	-30,000	–	-0.40%	–
TXT	Exit	TEXTRON INC	$0	–	-18,000	–	-0.40%	–
LOW	Exit	LOWES COS INC	$0	–	-8,000	–	-0.40%	–
LNG	Exit	CHENIERE ENERGY INC	$0	–	-14,000	–	-0.40%	–
ZION	Exit	ZIONS BANCORPORATION N A	$0	–	-20,000	–	-0.40%	–
CI	Exit	CIGNA CORP NEW	$0	–	-6,000	–	-0.42%	–
DAL	Exit	DELTA AIR LINES INC DEL	$0	–	-16,000	–	-0.42%	–
NOC	Exit	NORTHROP GRUMMAN CORP	$0	–	-2,500	–	-0.43%	–
AEP	Exit	AMERICAN ELEC PWR CO INC	$0	–	-10,000	–	-0.43%	–
NKE	Exit	NIKE INCcl b	$0	–	-10,000	–	-0.43%	–
MET	Exit	METLIFE INC	$0	–	-20,000	–	-0.43%	–
PPL	Exit	PPL CORP	$0	–	-30,000	–	-0.43%	–
UPS	Exit	UNITED PARCEL SERVICE INCcl b	$0	–	-8,000	–	-0.44%	–
AMGN	Exit	AMGEN INC	$0	–	-5,000	–	-0.44%	–
MDT	Exit	MEDTRONIC PLC	$0	–	-9,000	–	-0.44%	–
MO	Exit	ALTRIA GROUP INC	$0	–	-24,000	–	-0.45%	–
ROK	Exit	ROCKWELL AUTOMATION INC	$0	–	-6,000	–	-0.45%	–
NRG	Exit	NRG ENERGY INC	$0	–	-25,000	–	-0.45%	–
AVGO	Exit	BROADCOM INC	$0	–	-3,700	–	-0.46%	–
COP	Exit	CONOCOPHILLIPS	$0	–	-18,000	–	-0.47%	–
DLTR	Exit	DOLLAR TREE INC	$0	–	-9,000	–	-0.47%	–
OKE	Exit	ONEOK INC NEW	$0	–	-14,000	–	-0.47%	–
GS	Exit	GOLDMAN SACHS GROUP INC	$0	–	-5,000	–	-0.47%	–
NVDA	Exit	NVIDIA CORP	$0	–	-6,000	–	-0.48%	–
CAG	Exit	CONAGRA BRANDS INC	$0	–	-34,000	–	-0.48%	–
LHX	Exit	L3HARRIS TECHNOLOGIES INC	$0	–	-5,200	–	-0.49%	–
HAIN	Exit	HAIN CELESTIAL GROUP INC	$0	–	-51,000	–	-0.50%	–
ORCL	Exit	ORACLE CORP	$0	–	-20,000	–	-0.50%	–
AMT	Exit	AMERICAN TOWER CORP NEW	$0	–	-5,000	–	-0.50%	–
BMY	Exit	BRISTOL MYERS SQUIBB CO	$0	–	-22,000	–	-0.51%	–
PM	Exit	PHILIP MORRIS INTL INC	$0	–	-15,000	–	-0.52%	–
STI	Exit	SUNTRUST BKS INC	$0	–	-16,852	–	-0.53%	–
IBM	Exit	INTERNATIONAL BUSINESS MACHS	$0	–	-8,000	–	-0.53%	–
PRU	Exit	PRUDENTIAL FINL INC	$0	–	-13,000	–	-0.53%	–
AGN	Exit	ALLERGAN PLC	$0	–	-7,000	–	-0.54%	–
CRM	Exit	SALESFORCE COM INC	$0	–	-8,000	–	-0.54%	–
WDC	Exit	WESTERN DIGITAL CORP	$0	–	-20,000	–	-0.54%	–
CBS	Exit	CBS CORP NEWcl b	$0	–	-30,000	–	-0.55%	–
ABBV	Exit	ABBVIE INC	$0	–	-16,000	–	-0.55%	–
CUB	Exit	CUBIC CORP	$0	–	-18,000	–	-0.58%	–
EPR	Exit	EPR PPTYS	$0	–	-18,000	–	-0.63%	–
USB	Exit	US BANCORP DEL	$0	–	-25,571	–	-0.64%	–
CVX	Exit	CHEVRON CORP NEW	$0	–	-12,000	–	-0.65%	–
PFE	Exit	PFIZER INC	$0	–	-40,000	–	-0.65%	–
LLY	Exit	LILLY ELI & CO	$0	–	-13,100	–	-0.67%	–
CELG	Exit	CELGENE CORP	$0	–	-15,000	–	-0.68%	–
BA	Exit	BOEING CO	$0	–	-4,000	–	-0.69%	–
WMT	Exit	WALMART INC	$0	–	-13,000	–	-0.70%	–
HD	Exit	HOME DEPOT INC	$0	–	-7,000	–	-0.74%	–
INTC	Exit	INTEL CORP	$0	–	-31,700	–	-0.74%	–
UTX	Exit	UNITED TECHNOLOGIES CORP	$0	–	-12,000	–	-0.75%	–
CCI	Exit	CROWN CASTLE INTL CORP NEW	$0	–	-12,000	–	-0.76%	–
MA	Exit	MASTERCARD INCcl a	$0	–	-6,200	–	-0.77%	–
CMCSA	Exit	COMCAST CORP NEWcl a	$0	–	-40,000	–	-0.82%	–
VZ	Exit	VERIZON COMMUNICATIONS INC	$0	–	-30,000	–	-0.82%	–
PEP	Exit	PEPSICO INC	$0	–	-14,000	–	-0.87%	–
CSCO	Exit	CISCO SYS INC	$0	–	-40,000	–	-0.90%	–
WFC	Exit	WELLS FARGO CO NEW	$0	–	-40,000	–	-0.92%	–
NEE	Exit	NEXTERA ENERGY INC	$0	–	-9,000	–	-0.96%	–
C	Exit	CITIGROUP INC	$0	–	-30,800	–	-0.97%	–
DIS	Exit	DISNEY WALT CO	$0	–	-17,000	–	-1.01%	–
XOM	Exit	EXXON MOBIL CORP	$0	–	-33,400	–	-1.07%	–
PG	Exit	PROCTER & GAMBLE CO	$0	–	-20,000	–	-1.13%	–
MRK	Exit	MERCK & CO INC	$0	–	-34,000	–	-1.30%	–
V	Exit	VISA INC	$0	–	-18,000	–	-1.41%	–
JNJ	Exit	JOHNSON & JOHNSON	$0	–	-24,000	–	-1.41%	–
BRKB	Exit	BERKSHIRE HATHAWAY INC DELcl b new	$0	–	-20,000	–	-1.89%	–
T	Exit	AT&T INC	$0	–	-118,700	–	-2.04%	–
BAC	Exit	BANK AMER CORP	$0	–	-158,000	–	-2.10%	–
FB	Exit	FACEBOOK INCcl a	$0	–	-28,000	–	-2.27%	–
JPM	Exit	JPMORGAN CHASE & CO	$0	–	-45,000	–	-2.41%	–
GOOG	Exit	ALPHABET INCcap stk cl c	$0	–	-4,500	–	-2.50%	–
AMZN	Exit	AMAZON COM INC	$0	–	-4,800	–	-3.79%	–
AAPL	Exit	APPLE INC	$0	–	-41,000	–	-4.18%	–
MSFT	Exit	MICROSOFT CORP	$0	–	-74,000	–	-4.68%	–

Q3 2019

			Value		Shares		↓ Weighting
AMZN	Sell	AMAZON COM INC	$8,332,000	-12.0%	4,800	-4.0%	3.79%	-8.8%
GOOG	Sell	ALPHABET INCcap stk cl c	$5,486,000	-20.7%	4,500	-29.7%	2.50%	-17.8%
T	Sell	AT&T INC	$4,492,000	-25.5%	118,700	-34.1%	2.04%	-22.8%
XOM	Sell	EXXON MOBIL CORP	$2,358,000	-31.6%	33,400	-25.8%	1.07%	-29.1%
C	Sell	CITIGROUP INC	$2,128,000	-10.6%	30,800	-9.4%	0.97%	-7.4%
MA	New	MASTERCARD INCcl a	$1,684,000	–	6,200	–	0.77%	–
INTC	Sell	INTEL CORP	$1,634,000	-2.4%	31,700	-9.4%	0.74%	+1.1%
LLY	Buy	LILLY ELI & CO	$1,465,000	+32.2%	13,100	+31.0%	0.67%	+37.0%
PFE	Sell	PFIZER INC	$1,437,000	-58.5%	40,000	-50.0%	0.65%	-57.1%
LHX	New	L3HARRIS TECHNOLOGIES INC	$1,085,000	–	5,200	–	0.49%	–
MDT	New	MEDTRONIC PLC	$978,000	–	9,000	–	0.44%	–
AMGN	Sell	AMGEN INC	$968,000	-12.5%	5,000	-16.7%	0.44%	-9.3%
NOC	Sell	NORTHROP GRUMMAN CORP	$937,000	-3.3%	2,500	-16.7%	0.43%	+0.2%
TSN	Sell	TYSON FOODS INCcl a	$758,000	-14.6%	8,800	-20.0%	0.34%	-11.5%
COHR	Sell	COHERENT INC	$753,000	-21.2%	4,900	-30.0%	0.34%	-18.3%
GILD	Sell	GILEAD SCIENCES INC	$627,000	-28.6%	9,900	-23.8%	0.28%	-26.2%
SSSS	New	SUTTER ROCK CAP CORP	$624,000	–	100,000	–	0.28%	–
TGT	New	TARGET CORP	$535,000	–	5,000	–	0.24%	–
SPG	New	SIMON PPTY GROUP INC NEW	$514,000	–	3,300	–	0.23%	–
ALXN	New	ALEXION PHARMACEUTICALS INC	$490,000	–	5,000	–	0.22%	–
OXY	Sell	OCCIDENTAL PETE CORP	$481,000	-43.7%	10,814	-36.4%	0.22%	-41.8%
TJX	New	TJX COS INC NEW	$479,000	–	8,600	–	0.22%	–
PLD	New	PROLOGIS INC	$477,000	–	5,600	–	0.22%	–
EQIX	New	EQUINIX INC	$461,000	–	800	–	0.21%	–
AVB	New	AVALONBAY CMNTYS INC	$431,000	–	2,000	–	0.20%	–
MYL	Buy	MYLAN N V	$423,000	+38.7%	21,400	+33.8%	0.19%	+44.0%
LGND	Sell	LIGAND PHARMACEUTICALS INC	$388,000	-32.0%	3,900	-22.0%	0.18%	-29.5%
AMRN	New	AMARIN CORP PLCspons adr new	$387,000	–	25,500	–	0.18%	–
MTSI	Sell	MACOM TECH SOLUTIONS HLDGS I	$353,000	-2.8%	16,400	-31.7%	0.16%	+1.3%
MCK	New	MCKESSON CORP	$301,000	–	2,200	–	0.14%	–
BX	New	BLACKSTONE GROUP INC	$293,000	–	6,000	–	0.13%	–
ARE	New	ALEXANDRIA REAL ESTATE EQ IN	$246,000	–	1,600	–	0.11%	–
A	New	AGILENT TECHNOLOGIES INC	$230,000	–	3,000	–	0.10%	–
IIVI	New	II VI INC	$215,000	–	6,100	–	0.10%	–
VNO	New	VORNADO RLTY TRsh ben int	$210,000	–	3,300	–	0.10%	–
XENE	New	XENON PHARMACEUTICALS INC	$99,000	–	11,000	–	0.04%	–
ETM	Exit	ENTERCOM COMMUNICATIONS CORPcl a	$0	–	-10,000	–	-0.02%	–
SCOR	Exit	COMSCORE INC	$0	–	-36,000	–	-0.08%	–
CTVA	Exit	CORTEVA INC	$0	–	-7,000	–	-0.09%	–
OSTK	Exit	OVERSTOCK COM INC DEL	$0	–	-16,000	–	-0.10%	–
FNSR	Exit	FINISAR CORP	$0	–	-11,000	–	-0.11%	–
CHK	Exit	CHESAPEAKE ENERGY CORP	$0	–	-160,000	–	-0.14%	–
RRC	Exit	RANGE RES CORP	$0	–	-50,000	–	-0.15%	–
MEET	Exit	MEET GROUP INC	$0	–	-110,000	–	-0.17%	–
SWN	Exit	SOUTHWESTERN ENERGY CO	$0	–	-140,000	–	-0.19%	–
BX	Exit	BLACKSTONE GROUP L P	$0	–	-10,000	–	-0.20%	–
PXD	Exit	PIONEER NAT RES CO	$0	–	-3,000	–	-0.20%	–
BKR	Exit	BAKER HUGHES A GE COcl a	$0	–	-20,000	–	-0.22%	–
CRAY	Exit	CRAY INC	$0	–	-16,861	–	-0.26%	–
GSVC	Exit	GSV CAP CORP	$0	–	-100,000	–	-0.28%	–
APA	Exit	APACHE CORP	$0	–	-28,000	–	-0.36%	–
DVN	Exit	DEVON ENERGY CORP NEW	$0	–	-30,000	–	-0.38%	–
APC	Exit	ANADARKO PETE CORP	$0	–	-13,000	–	-0.40%	–
LLL	Exit	L3 TECHNOLOGIES INC	$0	–	-4,000	–	-0.43%	–

Q2 2019

			Value		Shares		↓ Weighting
MSFT	New	MICROSOFT CORP	$9,913,000	–	74,000	–	4.36%	–
AMZN	New	AMAZON COM INC	$9,468,000	–	5,000	–	4.16%	–
AAPL	New	APPLE INC	$8,115,000	–	41,000	–	3.56%	–
GOOG	New	ALPHABET INCcap stk cl c	$6,918,000	–	6,400	–	3.04%	–
T	New	AT&T INC	$6,032,000	–	180,000	–	2.65%	–
FB	New	FACEBOOK INCcl a	$5,404,000	–	28,000	–	2.37%	–
JPM	New	JPMORGAN CHASE & CO	$5,031,000	–	45,000	–	2.21%	–
BAC	New	BANK AMER CORP	$4,582,000	–	158,000	–	2.01%	–
BRKB	New	BERKSHIRE HATHAWAY INC DELcl b new	$4,263,000	–	20,000	–	1.87%	–
PFE	New	PFIZER INC	$3,466,000	–	80,000	–	1.52%	–
XOM	New	EXXON MOBIL CORP	$3,448,000	–	45,000	–	1.52%	–
JNJ	New	JOHNSON & JOHNSON	$3,343,000	–	24,000	–	1.47%	–
V	New	VISA INC	$3,124,000	–	18,000	–	1.37%	–
MRK	New	MERCK & CO INC	$2,851,000	–	34,000	–	1.25%	–
C	New	CITIGROUP INC	$2,381,000	–	34,000	–	1.05%	–
DIS	New	DISNEY WALT CO	$2,374,000	–	17,000	–	1.04%	–
PG	New	PROCTER AND GAMBLE CO	$2,193,000	–	20,000	–	0.96%	–
CSCO	New	CISCO SYS INC	$2,189,000	–	40,000	–	0.96%	–
WFC	New	WELLS FARGO CO NEW	$1,893,000	–	40,000	–	0.83%	–
NEE	New	NEXTERA ENERGY INC	$1,844,000	–	9,000	–	0.81%	–
PEP	New	PEPSICO INC	$1,836,000	–	14,000	–	0.81%	–
VZ	New	VERIZON COMMUNICATIONS INC	$1,714,000	–	30,000	–	0.75%	–
CMCSA	New	COMCAST CORP NEWcl a	$1,691,000	–	40,000	–	0.74%	–
INTC	New	INTEL CORP	$1,675,000	–	35,000	–	0.74%	–
CCI	New	CROWN CASTLE INTL CORP NEW	$1,564,000	–	12,000	–	0.69%	–
UTX	New	UNITED TECHNOLOGIES CORP	$1,562,000	–	12,000	–	0.69%	–
CBS	New	CBS CORP NEWcl b	$1,497,000	–	30,000	–	0.66%	–
CVX	New	CHEVRON CORP NEW	$1,493,000	–	12,000	–	0.66%	–
HD	New	HOME DEPOT INC	$1,456,000	–	7,000	–	0.64%	–
BA	New	BOEING CO	$1,456,000	–	4,000	–	0.64%	–
WMT	New	WALMART INC	$1,436,000	–	13,000	–	0.63%	–
CELG	New	CELGENE CORP	$1,387,000	–	15,000	–	0.61%	–
EPR	New	EPR PPTYS	$1,343,000	–	18,000	–	0.59%	–
USB	New	US BANCORP DEL	$1,340,000	–	25,571	–	0.59%	–
PRU	New	PRUDENTIAL FINL INC	$1,313,000	–	13,000	–	0.58%	–
CRM	New	SALESFORCE COM INC	$1,214,000	–	8,000	–	0.53%	–
PM	New	PHILIP MORRIS INTL INC	$1,178,000	–	15,000	–	0.52%	–
AGN	New	ALLERGAN PLC	$1,172,000	–	7,000	–	0.52%	–
ABBV	New	ABBVIE INC	$1,164,000	–	16,000	–	0.51%	–
CUB	New	CUBIC CORP	$1,161,000	–	18,000	–	0.51%	–
ORCL	New	ORACLE CORP	$1,139,000	–	20,000	–	0.50%	–
MO	New	ALTRIA GROUP INC	$1,136,000	–	24,000	–	0.50%	–
HAIN	New	HAIN CELESTIAL GROUP INC	$1,117,000	–	51,000	–	0.49%	–
LLY	New	LILLY ELI & CO	$1,108,000	–	10,000	–	0.49%	–
AMGN	New	AMGEN INC	$1,106,000	–	6,000	–	0.49%	–
IBM	New	INTERNATIONAL BUSINESS MACHS	$1,103,000	–	8,000	–	0.48%	–
COP	New	CONOCOPHILLIPS	$1,098,000	–	18,000	–	0.48%	–
AAWW	New	ATLAS AIR WORLDWIDE HLDGS IN	$1,071,000	–	24,000	–	0.47%	–
AVGO	New	BROADCOM INC	$1,065,000	–	3,700	–	0.47%	–
STI	New	SUNTRUST BKS INC	$1,059,000	–	16,852	–	0.46%	–
PETQ	New	PETIQ INC	$1,055,000	–	32,000	–	0.46%	–
PUMP	New	PROPETRO HLDG CORP	$1,035,000	–	50,000	–	0.46%	–
AMT	New	AMERICAN TOWER CORP NEW	$1,022,000	–	5,000	–	0.45%	–
GS	New	GOLDMAN SACHS GROUP INC	$1,023,000	–	5,000	–	0.45%	–
BMY	New	BRISTOL MYERS SQUIBB CO	$998,000	–	22,000	–	0.44%	–
MET	New	METLIFE INC	$993,000	–	20,000	–	0.44%	–
FDX	New	FEDEX CORP	$985,000	–	6,000	–	0.43%	–
NVDA	New	NVIDIA CORP	$985,000	–	6,000	–	0.43%	–
ROK	New	ROCKWELL AUTOMATION INC	$983,000	–	6,000	–	0.43%	–
LLL	New	L3 TECHNOLOGIES INC	$981,000	–	4,000	–	0.43%	–
NOC	New	NORTHROP GRUMMAN CORP	$969,000	–	3,000	–	0.43%	–
DLTR	New	DOLLAR TREE INC	$967,000	–	9,000	–	0.42%	–
OKE	New	ONEOK INC NEW	$963,000	–	14,000	–	0.42%	–
LNG	New	CHENIERE ENERGY INC	$958,000	–	14,000	–	0.42%	–
COHR	New	COHERENT INC	$955,000	–	7,000	–	0.42%	–
TXT	New	TEXTRON INC	$955,000	–	18,000	–	0.42%	–
WDC	New	WESTERN DIGITAL CORP	$951,000	–	20,000	–	0.42%	–
GE	New	GENERAL ELECTRIC CO	$945,000	–	90,000	–	0.42%	–
CI	New	CIGNA CORP NEW	$945,000	–	6,000	–	0.42%	–
CCL	New	CARNIVAL CORPunit 99/99/9999	$931,000	–	20,000	–	0.41%	–
PPL	New	PPL CORP	$930,000	–	30,000	–	0.41%	–
ZION	New	ZIONS BANCORPORATION N A	$920,000	–	20,000	–	0.40%	–
APC	New	ANADARKO PETE CORP	$917,000	–	13,000	–	0.40%	–
DAL	New	DELTA AIR LINES INC DEL	$908,000	–	16,000	–	0.40%	–
OSIS	New	OSI SYSTEMS INC	$901,000	–	8,000	–	0.40%	–
CAG	New	CONAGRA BRANDS INC	$902,000	–	34,000	–	0.40%	–
VIAB	New	VIACOM INC NEWcl b	$896,000	–	30,000	–	0.39%	–
SIVB	New	SVB FINL GROUP	$898,000	–	4,000	–	0.39%	–
CNC	New	CENTENE CORP DEL	$891,000	–	17,000	–	0.39%	–
TSN	New	TYSON FOODS INCcl a	$888,000	–	11,000	–	0.39%	–
KOP	New	KOPPERS HOLDINGS INC	$881,000	–	30,000	–	0.39%	–
AEP	New	AMERICAN ELEC PWR CO INC	$880,000	–	10,000	–	0.39%	–
GILD	New	GILEAD SCIENCES INC	$878,000	–	13,000	–	0.39%	–
NRG	New	NRG ENERGY INC	$878,000	–	25,000	–	0.39%	–
LH	New	LABORATORY CORP AMER HLDGS	$865,000	–	5,000	–	0.38%	–
DVN	New	DEVON ENERGY CORP NEW	$856,000	–	30,000	–	0.38%	–
OXY	New	OCCIDENTAL PETE CORP	$855,000	–	17,000	–	0.38%	–
GM	New	GENERAL MTRS CO	$848,000	–	22,000	–	0.37%	–
NFLX	New	NETFLIX INC	$845,000	–	2,300	–	0.37%	–
NKE	New	NIKE INCcl b	$840,000	–	10,000	–	0.37%	–
UPS	New	UNITED PARCEL SERVICE INCcl b	$826,000	–	8,000	–	0.36%	–
PNC	New	PNC FINL SVCS GROUP INC	$824,000	–	6,000	–	0.36%	–
APA	New	APACHE CORP	$811,000	–	28,000	–	0.36%	–
LOW	New	LOWES COS INC	$807,000	–	8,000	–	0.36%	–
LITE	New	LUMENTUM HLDGS INC	$801,000	–	15,000	–	0.35%	–
MS	New	MORGAN STANLEY	$789,000	–	18,000	–	0.35%	–
L100PS	New	ARCONIC INC	$775,000	–	30,000	–	0.34%	–
LUV	New	SOUTHWEST AIRLS CO	$762,000	–	15,000	–	0.34%	–
QCOM	New	QUALCOMM INC	$761,000	–	10,000	–	0.33%	–
ILMN	New	ILLUMINA INC	$736,000	–	2,000	–	0.32%	–
UNH	New	UNITEDHEALTH GROUP INC	$732,000	–	3,000	–	0.32%	–
LENB	New	LENNAR CORPcl b	$732,000	–	19,000	–	0.32%	–
KSU	New	KANSAS CITY SOUTHERN	$731,000	–	6,000	–	0.32%	–
WWE	New	WORLD WRESTLING ENTMT INCcl a	$722,000	–	10,000	–	0.32%	–
LCII	New	LCI INDS	$720,000	–	8,000	–	0.32%	–
KEY	New	KEYCORP NEW	$710,000	–	40,000	–	0.31%	–
MDLZ	New	MONDELEZ INTL INCcl a	$701,000	–	13,000	–	0.31%	–
MNST	New	MONSTER BEVERAGE CORP NEW	$702,000	–	11,000	–	0.31%	–
THO	New	THOR INDS INC	$701,000	–	12,000	–	0.31%	–
DOV	New	DOVER CORP	$701,000	–	7,000	–	0.31%	–
AABA	New	ALTABA INC	$694,000	–	10,000	–	0.30%	–
MLM	New	MARTIN MARIETTA MATLS INC	$690,000	–	3,000	–	0.30%	–
ASTE	New	ASTEC INDS INC	$684,000	–	21,000	–	0.30%	–
ACM	New	AECOM	$681,000	–	18,000	–	0.30%	–
KMI	New	KINDER MORGAN INC DEL	$668,000	–	32,000	–	0.29%	–
URI	New	UNITED RENTALS INC	$663,000	–	5,000	–	0.29%	–
COST	New	COSTCO WHSL CORP NEW	$661,000	–	2,500	–	0.29%	–
CVS	New	CVS HEALTH CORP	$654,000	–	12,000	–	0.29%	–
SPR	New	SPIRIT AEROSYSTEMS HLDGS INC	$651,000	–	8,000	–	0.29%	–
ADSK	New	AUTODESK INC	$652,000	–	4,000	–	0.29%	–
HDS	New	HD SUPPLY HLDGS INC	$644,000	–	16,000	–	0.28%	–
PATK	New	PATRICK INDS INC	$639,000	–	13,000	–	0.28%	–
GSVC	New	GSV CAP CORP	$640,000	–	100,000	–	0.28%	–
ACHC	New	ACADIA HEALTHCARE COMPANY IN	$629,000	–	18,000	–	0.28%	–
SATS	New	ECHOSTAR CORPcl a	$620,000	–	14,000	–	0.27%	–
AKS	New	AK STL HLDG CORP	$616,000	–	260,000	–	0.27%	–
LSXMA	New	LIBERTY MEDIA CORP DELAWARE	$605,000	–	16,000	–	0.27%	–
CRAY	New	CRAY INC	$587,000	–	16,861	–	0.26%	–
TMO	New	THERMO FISHER SCIENTIFIC INC	$587,000	–	2,000	–	0.26%	–
AAL	New	AMERICAN AIRLS GROUP INC	$587,000	–	18,000	–	0.26%	–
EXC	New	EXELON CORP	$575,000	–	12,000	–	0.25%	–
NI	New	NISOURCE INC	$576,000	–	20,000	–	0.25%	–
LGND	New	LIGAND PHARMACEUTICALS INC	$571,000	–	5,000	–	0.25%	–
MGM	New	MGM RESORTS INTERNATIONAL	$571,000	–	20,000	–	0.25%	–
ATVI	New	ACTIVISION BLIZZARD INC	$566,000	–	12,000	–	0.25%	–
BKNG	New	BOOKING HLDGS INC	$562,000	–	300	–	0.25%	–
CSL	New	CARLISLE COS INC	$562,000	–	4,000	–	0.25%	–
HFC	New	HOLLYFRONTIER CORP	$555,000	–	12,000	–	0.24%	–
NAV	New	NAVISTAR INTL CORP NEW	$551,000	–	16,000	–	0.24%	–
GD	New	GENERAL DYNAMICS CORP	$545,000	–	3,000	–	0.24%	–
PTC	New	PTC INC	$539,000	–	6,000	–	0.24%	–
SPB	New	SPECTRUM BRANDS HLDGS INC NE	$538,000	–	10,000	–	0.24%	–
DUK	New	DUKE ENERGY CORP NEW	$529,000	–	6,000	–	0.23%	–
DD	New	DUPONT DE NEMOURS INC	$525,000	–	7,000	–	0.23%	–
RTN	New	RAYTHEON CO	$522,000	–	3,000	–	0.23%	–
BHF	New	BRIGHTHOUSE FINL INC	$514,000	–	14,000	–	0.23%	–
MTZ	New	MASTEC INC	$515,000	–	10,000	–	0.23%	–
FOX	New	FOX CORP	$511,000	–	14,000	–	0.22%	–
ELAN	New	ELANCO ANIMAL HEALTH INC	$507,000	–	15,000	–	0.22%	–
UCTT	New	ULTRA CLEAN HLDGS INC	$501,000	–	36,000	–	0.22%	–
ETN	New	EATON CORP PLC	$500,000	–	6,000	–	0.22%	–
KBR	New	KBR INC	$499,000	–	20,000	–	0.22%	–
MSGN	New	MSG NETWORK INCcl a	$498,000	–	24,000	–	0.22%	–
DE	New	DEERE & CO	$497,000	–	3,000	–	0.22%	–
BKR	New	BAKER HUGHES A GE COcl a	$493,000	–	20,000	–	0.22%	–
NCMI	New	NATIONAL CINEMEDIA INC	$485,000	–	74,000	–	0.21%	–
CPK	New	CHESAPEAKE UTILS CORP	$475,000	–	5,000	–	0.21%	–
BIIB	New	BIOGEN INC	$468,000	–	2,000	–	0.21%	–
HIIQ	New	HEALTH INS INNOVATIONS INC	$467,000	–	18,000	–	0.20%	–
PXD	New	PIONEER NAT RES CO	$462,000	–	3,000	–	0.20%	–
AMD	New	ADVANCED MICRO DEVICES INC	$456,000	–	15,000	–	0.20%	–
COF	New	CAPITAL ONE FINL CORP	$454,000	–	5,000	–	0.20%	–
KLIC	New	KULICKE & SOFFA INDS INC	$451,000	–	20,000	–	0.20%	–
ALK	New	ALASKA AIR GROUP INC	$447,000	–	7,000	–	0.20%	–
BX	New	BLACKSTONE GROUP L P	$444,000	–	10,000	–	0.20%	–
GIII	New	G-III APPAREL GROUP LTD	$441,000	–	15,000	–	0.19%	–
SWN	New	SOUTHWESTERN ENERGY CO	$442,000	–	140,000	–	0.19%	–
CL	New	COLGATE PALMOLIVE CO	$430,000	–	6,000	–	0.19%	–
NKTR	New	NEKTAR THERAPEUTICS	$427,000	–	12,000	–	0.19%	–
ALB	New	ALBEMARLE CORP	$422,000	–	6,000	–	0.18%	–
SYF	New	SYNCHRONY FINL	$416,000	–	12,000	–	0.18%	–
CAT	New	CATERPILLAR INC DEL	$409,000	–	3,000	–	0.18%	–
PANW	New	PALO ALTO NETWORKS INC	$408,000	–	2,000	–	0.18%	–
FLR	New	FLUOR CORP NEW	$404,000	–	12,000	–	0.18%	–
TDOC	New	TELADOC HEALTH INC	$398,000	–	6,000	–	0.18%	–
ECL	New	ECOLAB INC	$395,000	–	2,000	–	0.17%	–
CME	New	CME GROUP INC	$388,000	–	2,000	–	0.17%	–
MU	New	MICRON TECHNOLOGY INC	$386,000	–	10,000	–	0.17%	–
SWKS	New	SKYWORKS SOLUTIONS INC	$386,000	–	5,000	–	0.17%	–
MEET	New	MEET GROUP INC	$383,000	–	110,000	–	0.17%	–
COMM	New	COMMSCOPE HLDG CO INC	$378,000	–	24,000	–	0.17%	–
KHC	New	KRAFT HEINZ CO	$372,000	–	12,000	–	0.16%	–
MTSI	New	MACOM TECH SOLUTIONS HLDGS I	$363,000	–	24,000	–	0.16%	–
CFG	New	CITIZENS FINL GROUP INC	$354,000	–	10,000	–	0.16%	–
FCX	New	FREEPORT-MCMORAN INCcl b	$348,000	–	30,000	–	0.15%	–
RRC	New	RANGE RES CORP	$349,000	–	50,000	–	0.15%	–
LGFB	New	LIONS GATE ENTMNT CORPcl b non vtg	$348,000	–	30,000	–	0.15%	–
PBI	New	PITNEY BOWES INC	$342,000	–	80,000	–	0.15%	–
ADI	New	ANALOG DEVICES INC	$339,000	–	3,000	–	0.15%	–
KNX	New	KNIGHT SWIFT TRANSN HLDGS INcl a	$328,000	–	10,000	–	0.14%	–
CHK	New	CHESAPEAKE ENERGY CORP	$312,000	–	160,000	–	0.14%	–
DFS	New	DISCOVER FINL SVCS	$310,000	–	4,000	–	0.14%	–
MYL	New	MYLAN N V	$305,000	–	16,000	–	0.13%	–
HPE	New	HEWLETT PACKARD ENTERPRISE C	$299,000	–	20,000	–	0.13%	–
DOW	New	DOW INC	$296,000	–	6,000	–	0.13%	–
SYNA	New	SYNAPTICS INC	$291,000	–	10,000	–	0.13%	–
HL	New	HECLA MNG CO	$288,000	–	160,000	–	0.13%	–
AA	New	ALCOA CORP	$281,000	–	12,000	–	0.12%	–
SNCR	New	SYNCHRONOSS TECHNOLOGIES INC	$269,000	–	34,000	–	0.12%	–
S	New	SPRINT CORPORATION	$263,000	–	40,000	–	0.12%	–
WY	New	WEYERHAEUSER CO	$263,000	–	10,000	–	0.12%	–
FNSR	New	FINISAR CORP	$252,000	–	11,000	–	0.11%	–
XPO	New	XPO LOGISTICS INC	$231,000	–	4,000	–	0.10%	–
HII	New	HUNTINGTON INGALLS INDS INC	$225,000	–	1,000	–	0.10%	–
OSTK	New	OVERSTOCK COM INC DEL	$218,000	–	16,000	–	0.10%	–
EVC	New	ENTRAVISION COMMUNICATIONS Ccl a	$218,000	–	70,000	–	0.10%	–
WOW	New	WIDEOPENWEST INC	$218,000	–	30,000	–	0.10%	–
CTVA	New	CORTEVA INC	$207,000	–	7,000	–	0.09%	–
ON	New	ON SEMICONDUCTOR CORP	$202,000	–	10,000	–	0.09%	–
NBR	New	NABORS INDUSTRIES LTD	$203,000	–	70,000	–	0.09%	–
SLM	New	SLM CORP	$194,000	–	20,000	–	0.08%	–
AVP	New	AVON PRODS INC	$194,000	–	50,000	–	0.08%	–
LTHM	New	LIVENT CORP	$194,000	–	28,000	–	0.08%	–
SCOR	New	COMSCORE INC	$186,000	–	36,000	–	0.08%	–
BBBY	New	BED BATH & BEYOND INC	$174,000	–	15,000	–	0.08%	–
DNRCQ	New	DENBURY RES INC	$124,000	–	100,000	–	0.05%	–
ESGC	New	EROS INTL PLC	$122,000	–	90,000	–	0.05%	–
ETM	New	ENTERCOM COMMUNICATIONS CORPcl a	$58,000	–	10,000	–	0.02%	–

Q4 2018

			Value		Shares		↓ Weighting
ETM	Exit	ENTERCOM COMMUNICATIONS CORPcl a	$0	–	-10,000	–	-0.03%	–
CRAY	Exit	CRAY INC	$0	–	-10,000	–	-0.09%	–
WOW	Exit	WIDEOPENWEST INC	$0	–	-20,000	–	-0.09%	–
SCG	Exit	SCANA CORP NEW	$0	–	-6,000	–	-0.10%	–
UNH	Exit	UNITEDHEALTH GROUP INC	$0	–	-1,000	–	-0.11%	–
ADI	Exit	ANALOG DEVICES INC	$0	–	-3,000	–	-0.11%	–
MNST	Exit	MONSTER BEVERAGE CORP NEW	$0	–	-5,000	–	-0.12%	–
LB	Exit	L BRANDS INC	$0	–	-10,000	–	-0.12%	–
ECL	Exit	ECOLAB INC	$0	–	-2,000	–	-0.13%	–
KNX	Exit	KNIGHT SWIFT TRANSN HLDGS INcl a	$0	–	-10,000	–	-0.14%	–
SO	Exit	SOUTHERN CO	$0	–	-8,000	–	-0.14%	–
PBI	Exit	PITNEY BOWES INC	$0	–	-50,000	–	-0.15%	–
HL	Exit	HECLA MNG CO	$0	–	-130,000	–	-0.15%	–
ON	Exit	ON SEMICONDUCTOR CORP	$0	–	-20,000	–	-0.15%	–
EVC	Exit	ENTRAVISION COMMUNICATIONS Ccl a	$0	–	-75,000	–	-0.15%	–
PCG	Exit	PG&E CORP	$0	–	-8,000	–	-0.15%	–
FNSR	Exit	FINISAR CORP	$0	–	-20,000	–	-0.16%	–
DVMT	Exit	DELL TECHNOLOGIES INC	$0	–	-4,000	–	-0.16%	–
UA	Exit	UNDER ARMOUR INCcl c	$0	–	-20,000	–	-0.16%	–
ALB	Exit	ALBEMARLE CORP	$0	–	-4,000	–	-0.16%	–
AA	Exit	ALCOA CORP	$0	–	-10,000	–	-0.17%	–
LCII	Exit	LCI INDS	$0	–	-5,000	–	-0.17%	–
NXPI	Exit	NXP SEMICONDUCTORS N V	$0	–	-5,000	–	-0.18%	–
AVP	Exit	AVON PRODS INC	$0	–	-200,000	–	-0.18%	–
MTZ	Exit	MASTEC INC	$0	–	-10,000	–	-0.18%	–
L100PS	Exit	ARCONIC INC	$0	–	-21,000	–	-0.19%	–
SATS	Exit	ECHOSTAR CORPcl a	$0	–	-10,000	–	-0.19%	–
ADSK	Exit	AUTODESK INC	$0	–	-3,000	–	-0.19%	–
COF	Exit	CAPITAL ONE FINL CORP	$0	–	-5,000	–	-0.20%	–
CVGW	Exit	CALAVO GROWERS INC	$0	–	-5,000	–	-0.20%	–
AMD	Exit	ADVANCED MICRO DEVICES INC	$0	–	-16,000	–	-0.20%	–
NBR	Exit	NABORS INDUSTRIES LTD	$0	–	-80,000	–	-0.20%	–
OXY	Exit	OCCIDENTAL PETE CORP DEL	$0	–	-6,000	–	-0.20%	–
GPC	Exit	GENUINE PARTS CO	$0	–	-5,000	–	-0.20%	–
KOP	Exit	KOPPERS HOLDINGS INC	$0	–	-16,000	–	-0.21%	–
NI	Exit	NISOURCE INC	$0	–	-20,000	–	-0.21%	–
TXT	Exit	TEXTRON INC	$0	–	-7,000	–	-0.21%	–
NWL	Exit	NEWELL BRANDS INC	$0	–	-25,000	–	-0.21%	–
CORE	Exit	CORE MARK HOLDING CO INC	$0	–	-15,000	–	-0.21%	–
CSX	Exit	CSX CORP	$0	–	-7,000	–	-0.21%	–
OCLR	Exit	OCLARO INC	$0	–	-60,000	–	-0.22%	–
AAL	Exit	AMERICAN AIRLS GROUP INC	$0	–	-13,000	–	-0.22%	–
SCOR	Exit	COMSCORE INC	$0	–	-30,000	–	-0.23%	–
FCX	Exit	FREEPORT-MCMORAN INCcl b	$0	–	-40,000	–	-0.23%	–
FE	Exit	FIRSTENERGY CORP	$0	–	-15,000	–	-0.23%	–
SLM	Exit	SLM CORP	$0	–	-50,000	–	-0.23%	–
MSGN	Exit	MSG NETWORK INCcl a	$0	–	-22,000	–	-0.24%	–
BHF	Exit	BRIGHTHOUSE FINL INC	$0	–	-13,000	–	-0.24%	–
MTSI	Exit	MACOM TECH SOLUTIONS HLDGS I	$0	–	-28,000	–	-0.24%	–
LBRDA	Exit	LIBERTY BROADBAND CORP	$0	–	-7,000	–	-0.24%	–
DE	Exit	DEERE & CO	$0	–	-4,000	–	-0.25%	–
ETN	Exit	EATON CORP PLC	$0	–	-7,000	–	-0.25%	–
OSIS	Exit	OSI SYSTEMS INC	$0	–	-8,000	–	-0.25%	–
ALK	Exit	ALASKA AIR GROUP INC	$0	–	-9,000	–	-0.26%	–
DOV	Exit	DOVER CORP	$0	–	-7,000	–	-0.26%	–
SYF	Exit	SYNCHRONY FINL	$0	–	-20,000	–	-0.26%	–
CI	Exit	CIGNA CORPORATION	$0	–	-3,000	–	-0.26%	–
UCTT	Exit	ULTRA CLEAN HLDGS INC	$0	–	-50,000	–	-0.26%	–
CRM	Exit	SALESFORCE COM INC	$0	–	-4,000	–	-0.26%	–
DAL	Exit	DELTA AIR LINES INC DEL	$0	–	-11,000	–	-0.26%	–
KMI	Exit	KINDER MORGAN INC DEL	$0	–	-36,000	–	-0.26%	–
DUK	Exit	DUKE ENERGY CORP NEW	$0	–	-8,000	–	-0.26%	–
AIG	Exit	AMERICAN INTL GROUP INC	$0	–	-12,000	–	-0.26%	–
ZTS	Exit	ZOETIS INCcl a	$0	–	-7,000	–	-0.26%	–
LENB	Exit	LENNAR CORPcl b	$0	–	-17,000	–	-0.27%	–
KHC	Exit	KRAFT HEINZ CO	$0	–	-12,000	–	-0.27%	–
TOL	Exit	TOLL BROTHERS INC	$0	–	-20,000	–	-0.27%	–
ESRX	Exit	EXPRESS SCRIPTS HLDG CO	$0	–	-7,000	–	-0.28%	–
ATHN	Exit	ATHENAHEALTH INC	$0	–	-5,000	–	-0.28%	–
VIAB	Exit	VIACOM INC NEWcl b	$0	–	-20,000	–	-0.28%	–
OKE	Exit	ONEOK INC NEW	$0	–	-10,000	–	-0.28%	–
BKR	Exit	BAKER HUGHES A GE COcl a	$0	–	-20,000	–	-0.28%	–
AABA	Exit	ALTABA INC	$0	–	-10,000	–	-0.28%	–
KSU	Exit	KANSAS CITY SOUTHERN	$0	–	-6,000	–	-0.28%	–
CME	Exit	CME GROUP INC	$0	–	-4,000	–	-0.28%	–
RHT	Exit	RED HAT INC	$0	–	-5,000	–	-0.28%	–
IP	Exit	INTL PAPER CO	$0	–	-14,000	–	-0.28%	–
MDLZ	Exit	MONDELEZ INTL INCcl a	$0	–	-16,000	–	-0.28%	–
GSVC	Exit	GSV CAP CORP	$0	–	-100,000	–	-0.28%	–
KMB	Exit	KIMBERLY CLARK CORP	$0	–	-6,134	–	-0.29%	–
NCMI	Exit	NATIONAL CINEMEDIA INC	$0	–	-68,000	–	-0.30%	–
EA	Exit	ELECTRONIC ARTS INC	$0	–	-6,000	–	-0.30%	–
TMO	Exit	THERMO FISHER SCIENTIFIC INC	$0	–	-3,000	–	-0.30%	–
CSL	Exit	CARLISLE COS INC	$0	–	-6,000	–	-0.30%	–
CL	Exit	COLGATE PALMOLIVE CO	$0	–	-11,000	–	-0.30%	–
GM	Exit	GENERAL MTRS CO	$0	–	-22,000	–	-0.31%	–
BA	Exit	BOEING CO	$0	–	-2,000	–	-0.31%	–
BX	Exit	BLACKSTONE GROUP L P	$0	–	-20,000	–	-0.32%	–
SWN	Exit	SOUTHWESTERN ENERGY CO	$0	–	-150,000	–	-0.32%	–
LSXMA	Exit	LIBERTY MEDIA CORP DELAWARE	$0	–	-18,000	–	-0.32%	–
PPL	Exit	PPL CORP	$0	–	-27,000	–	-0.33%	–
KEY	Exit	KEYCORP NEW	$0	–	-40,000	–	-0.33%	–
CHK	Exit	CHESAPEAKE ENERGY CORP	$0	–	-180,000	–	-0.33%	–
NAV	Exit	NAVISTAR INTL CORP NEW	$0	–	-21,000	–	-0.33%	–
WWD	Exit	WOODWARD INC	$0	–	-10,000	–	-0.33%	–
FLR	Exit	FLUOR CORP NEW	$0	–	-14,000	–	-0.34%	–
URI	Exit	UNITED RENTALS INC	$0	–	-5,000	–	-0.34%	–
ESGC	Exit	EROS INTL PLC	$0	–	-68,000	–	-0.34%	–
PUMP	Exit	PROPETRO HLDG CORP	$0	–	-50,000	–	-0.34%	–
MGM	Exit	MGM RESORTS INTERNATIONAL	$0	–	-30,000	–	-0.35%	–
ACHC	Exit	ACADIA HEALTHCARE COMPANY IN	$0	–	-24,000	–	-0.35%	–
LLL	Exit	L3 TECHNOLOGIES INC	$0	–	-4,000	–	-0.35%	–
PATK	Exit	PATRICK INDS INC	$0	–	-15,000	–	-0.37%	–
CELG	Exit	CELGENE CORP	$0	–	-10,000	–	-0.37%	–
WM	Exit	WASTE MGMT INC DEL	$0	–	-10,000	–	-0.37%	–
PF	Exit	PINNACLE FOODS INC DEL	$0	–	-14,000	–	-0.38%	–
ESL	Exit	ESTERLINE TECHNOLOGIES CORP	$0	–	-10,000	–	-0.38%	–
GE	Exit	GENERAL ELECTRIC CO	$0	–	-82,000	–	-0.38%	–
ORCL	Exit	ORACLE CORP	$0	–	-18,000	–	-0.38%	–
SIVB	Exit	SVB FINL GROUP	$0	–	-3,000	–	-0.38%	–
MET	Exit	METLIFE INC	$0	–	-20,000	–	-0.39%	–
NRG	Exit	NRG ENERGY INC	$0	–	-25,000	–	-0.39%	–
RRC	Exit	RANGE RES CORP	$0	–	-56,000	–	-0.39%	–
ACM	Exit	AECOM	$0	–	-30,000	–	-0.40%	–
ITW	Exit	ILLINOIS TOOL WKS INC	$0	–	-7,000	–	-0.41%	–
AEP	Exit	AMERICAN ELEC PWR INC	$0	–	-14,000	–	-0.41%	–
BKNG	Exit	BOOKING HLDGS INC	$0	–	-500	–	-0.41%	–
THO	Exit	THOR INDS INC	$0	–	-12,000	–	-0.42%	–
AET	Exit	AETNA INC NEW	$0	–	-5,000	–	-0.42%	–
AMT	Exit	AMERICAN TOWER CORP NEW	$0	–	-7,000	–	-0.42%	–
GD	Exit	GENERAL DYNAMICS CORP	$0	–	-5,000	–	-0.42%	–
RTN	Exit	RAYTHEON CO	$0	–	-5,000	–	-0.43%	–
KBR	Exit	KBR INC	$0	–	-50,000	–	-0.44%	–
SEAS	Exit	SEAWORLD ENTMT INC	$0	–	-34,000	–	-0.44%	–
AMGN	Exit	AMGEN INC	$0	–	-5,228	–	-0.45%	–
PNC	Exit	PNC FINL SVCS GROUP INC	$0	–	-8,000	–	-0.45%	–
ASTE	Exit	ASTEC INDS INC	$0	–	-22,000	–	-0.46%	–
MS	Exit	MORGAN STANLEY	$0	–	-24,000	–	-0.46%	–
GS	Exit	GOLDMAN SACHS GROUP INC	$0	–	-5,000	–	-0.46%	–
COL	Exit	ROCKWELL COLLINS INC	$0	–	-8,000	–	-0.46%	–
STI	Exit	SUNTRUST BKS INC	$0	–	-16,852	–	-0.46%	–
ROK	Exit	ROCKWELL AUTOMATION INC	$0	–	-6,000	–	-0.46%	–
BIIB	Exit	BIOGEN INC	$0	–	-3,200	–	-0.47%	–
CCL	Exit	CARNIVAL CORPunit 99/99/9999	$0	–	-18,000	–	-0.47%	–
UPS	Exit	UNITED PARCEL SERVICE INCcl b	$0	–	-10,000	–	-0.48%	–
CTRL	Exit	CONTROL4 CORP	$0	–	-34,000	–	-0.48%	–
MCD	Exit	MCDONALDS CORP	$0	–	-7,000	–	-0.48%	–
WDC	Exit	WESTERN DIGITAL CORP	$0	–	-20,000	–	-0.48%	–
LNG	Exit	CHENIERE ENERGY INC	$0	–	-17,000	–	-0.49%	–
DVN	Exit	DEVON ENERGY CORP NEW	$0	–	-30,000	–	-0.50%	–
FDX	Exit	FEDEX CORP	$0	–	-5,000	–	-0.50%	–
CAT	Exit	CATERPILLAR INC DEL	$0	–	-8,000	–	-0.50%	–
GILD	Exit	GILEAD SCIENCES INC	$0	–	-16,000	–	-0.51%	–
LUV	Exit	SOUTHWEST AIRLS CO	$0	–	-20,000	–	-0.52%	–
UTX	Exit	UNITED TECHNOLOGIES CORP	$0	–	-9,000	–	-0.52%	–
PETQ	Exit	PETIQ INC	$0	–	-32,000	–	-0.52%	–
HAIN	Exit	HAIN CELESTIAL GROUP INC	$0	–	-48,000	–	-0.54%	–
PRU	Exit	PRUDENTIAL FINL INC	$0	–	-13,000	–	-0.54%	–
CVX	Exit	CHEVRON CORP NEW	$0	–	-11,000	–	-0.56%	–
USB	Exit	US BANCORP DEL	$0	–	-25,571	–	-0.56%	–
LLY	Exit	LILLY ELI & CO	$0	–	-12,964	–	-0.58%	–
COP	Exit	CONOCOPHILLIPS	$0	–	-18,000	–	-0.58%	–
DWDP	Exit	DOWDUPONT INC	$0	–	-22,000	–	-0.58%	–
ABBV	Exit	ABBVIE INC	$0	–	-15,000	–	-0.59%	–
AKS	Exit	AK STL HLDG CORP	$0	–	-290,000	–	-0.59%	–
APA	Exit	APACHE CORP	$0	–	-30,000	–	-0.59%	–
FOX	Exit	TWENTY FIRST CENTY FOX INCcl b	$0	–	-32,000	–	-0.61%	–
AVGO	Exit	BROADCOM INC	$0	–	-6,000	–	-0.61%	–
WMT	Exit	WALMART INC	$0	–	-16,000	–	-0.62%	–
NEE	Exit	NEXTERA ENERGY INC	$0	–	-9,000	–	-0.62%	–
IBM	Exit	INTERNATIONAL BUSINESS MACHS	$0	–	-10,000	–	-0.62%	–
AAWW	Exit	ATLAS AIR WORLDWIDE HLDGS IN	$0	–	-24,000	–	-0.63%	–
PM	Exit	PHILIP MORRIS INTL INC	$0	–	-19,000	–	-0.64%	–
CMCSA	Exit	COMCAST CORP NEWcl a	$0	–	-44,000	–	-0.64%	–
CCI	Exit	CROWN CASTLE INTL CORP NEW	$0	–	-14,000	–	-0.64%	–
NOC	Exit	NORTHROP GRUMMAN CORP	$0	–	-5,000	–	-0.66%	–
INTC	Exit	INTEL CORP	$0	–	-34,000	–	-0.66%	–
BMY	Exit	BRISTOL MYERS SQUIBB CO	$0	–	-26,000	–	-0.67%	–
DIS	Exit	DISNEY WALT CO	$0	–	-14,000	–	-0.68%	–
MLM	Exit	MARTIN MARIETTA MATLS INC	$0	–	-9,000	–	-0.68%	–
AGN	Exit	ALLERGAN PLC	$0	–	-9,000	–	-0.71%	–
EPR	Exit	EPR PPTYS	$0	–	-26,000	–	-0.74%	–
PEP	Exit	PEPSICO INC	$0	–	-16,000	–	-0.74%	–
MO	Exit	ALTRIA GROUP INC	$0	–	-30,000	–	-0.75%	–
PG	Exit	PROCTER AND GAMBLE CO	$0	–	-22,000	–	-0.76%	–
CBS	Exit	CBS CORP NEWcl b	$0	–	-33,000	–	-0.78%	–
NVDA	Exit	NVIDIA CORP	$0	–	-7,000	–	-0.81%	–
WFC	Exit	WELLS FARGO CO NEW	$0	–	-42,000	–	-0.91%	–
CSCO	Exit	CISCO SYS INC	$0	–	-46,000	–	-0.92%	–
VZ	Exit	VERIZON COMMUNICATIONS INC	$0	–	-42,000	–	-0.93%	–
BRKB	Exit	BERKSHIRE HATHAWAY INC DELcl b new	$0	–	-11,000	–	-0.97%	–
MRK	Exit	MERCK & CO INC	$0	–	-34,000	–	-1.00%	–
C	Exit	CITIGROUP INC	$0	–	-40,000	–	-1.19%	–
HD	Exit	HOME DEPOT INC	$0	–	-14,000	–	-1.20%	–
V	Exit	VISA INC	$0	–	-20,000	–	-1.24%	–
PFE	Exit	PFIZER INC	$0	–	-93,645	–	-1.70%	–
T	Exit	AT&T INC	$0	–	-130,000	–	-1.80%	–
JNJ	Exit	JOHNSON & JOHNSON	$0	–	-31,934	–	-1.82%	–
XOM	Exit	EXXON MOBIL CORP	$0	–	-52,000	–	-1.83%	–
BAC	Exit	BANK AMER CORP	$0	–	-160,000	–	-1.95%	–
JPM	Exit	JPMORGAN CHASE & CO	$0	–	-44,000	–	-2.05%	–
FB	Exit	FACEBOOK INCcl a	$0	–	-35,000	–	-2.38%	–
GOOG	Exit	ALPHABET INCcap stk cl c	$0	–	-6,200	–	-3.06%	–
MSFT	Exit	MICROSOFT CORP	$0	–	-70,000	–	-3.31%	–
AMZN	Exit	AMAZON COM INC	$0	–	-4,800	–	-3.97%	–
AAPL	Exit	APPLE INC	$0	–	-47,000	–	-4.38%	–

Q3 2018

			Value		Shares		↓ Weighting
AMZN	Sell	AMAZON COM INC	$9,614,000	-0.8%	4,800	-15.8%	3.97%	-4.9%
GOOG	Buy	ALPHABET INCcap stk cl c	$7,400,000	+10.5%	6,200	+3.3%	3.06%	+6.0%
FB	Sell	FACEBOOK INCcl a	$5,756,000	-17.7%	35,000	-2.8%	2.38%	-21.1%
T	Buy	AT&T INC	$4,365,000	+25.2%	130,000	+19.7%	1.80%	+20.0%
V	Sell	VISA INC	$3,002,000	-1.4%	20,000	-13.0%	1.24%	-5.6%
C	Sell	CITIGROUP INC	$2,870,000	+1.8%	40,000	-5.1%	1.19%	-2.4%
BRKB	Sell	BERKSHIRE HATHAWAY INC DELcl b new	$2,355,000	+5.1%	11,000	-8.3%	0.97%	+0.8%
VZ	Sell	VERIZON COMMUNICATIONS INC	$2,242,000	-1.0%	42,000	-6.7%	0.93%	-5.1%
NVDA	Buy	NVIDIA CORP	$1,967,000	+38.4%	7,000	+16.7%	0.81%	+32.8%
CBS	Sell	CBS CORP NEWcl b	$1,896,000	-11.2%	33,000	-13.2%	0.78%	-15.0%
MO	Sell	ALTRIA GROUP INC	$1,809,000	-0.4%	30,000	-6.2%	0.75%	-4.6%
PEP	Sell	PEPSICO INC	$1,789,000	-17.8%	16,000	-20.0%	0.74%	-21.2%
EPR	Sell	EPR PPTYS	$1,779,000	+1.7%	26,000	-3.7%	0.74%	-2.5%
MLM	Buy	MARTIN MARIETTA MATLS INC	$1,638,000	-8.3%	9,000	+12.5%	0.68%	-12.1%
DIS	Sell	DISNEY WALT CO	$1,637,000	+4.1%	14,000	-6.7%	0.68%	-0.3%
INTC	Buy	INTEL CORP	$1,608,000	+24.5%	34,000	+30.8%	0.66%	+19.2%
CMCSA	Sell	COMCAST CORP NEWcl a	$1,558,000	+3.2%	44,000	-4.3%	0.64%	-0.9%
PM	Sell	PHILIP MORRIS INTL INC	$1,549,000	-20.1%	19,000	-20.8%	0.64%	-23.4%
IBM	Sell	INTERNATIONAL BUSINESS MACHS	$1,512,000	-1.6%	10,000	-9.1%	0.62%	-5.6%
WMT	Buy	WALMART INC	$1,503,000	+75.4%	16,000	+60.0%	0.62%	+68.3%
FOX	Buy	TWENTY FIRST CENTY FOX INCcl b	$1,466,000	+197.4%	32,000	+220.0%	0.61%	+185.8%
AKS	Sell	AK STL HLDG CORP	$1,421,000	+9.1%	290,000	-3.3%	0.59%	+4.6%
CVX	Buy	CHEVRON CORP NEW	$1,345,000	+6.4%	11,000	+10.0%	0.56%	+2.0%
HAIN	Buy	HAIN CELESTIAL GROUP INC	$1,302,000	-5.0%	48,000	+4.3%	0.54%	-9.0%
PETQ	Sell	PETIQ INC	$1,258,000	+6.4%	32,000	-27.3%	0.52%	+2.2%
WDC	Buy	WESTERN DIGITAL CORP	$1,171,000	+16.4%	20,000	+53.8%	0.48%	+11.5%
CTRL	Sell	CONTROL4 CORP	$1,167,000	+33.4%	34,000	-5.6%	0.48%	+27.9%
CCL	Buy	CARNIVAL CORPunit 99/99/9999	$1,148,000	+17.9%	18,000	+5.9%	0.47%	+12.9%
BIIB	Sell	BIOGEN INC	$1,131,000	-22.1%	3,200	-36.0%	0.47%	-25.3%
ROK	Buy	ROCKWELL AUTOMATION INC	$1,125,000	+35.4%	6,000	+20.0%	0.46%	+29.9%
GS	Buy	GOLDMAN SACHS GROUP INC	$1,121,000	+27.1%	5,000	+25.0%	0.46%	+21.8%
MS	Sell	MORGAN STANLEY	$1,118,000	-23.7%	24,000	-22.3%	0.46%	-26.8%
ASTE	Sell	ASTEC INDS INC	$1,109,000	-22.7%	22,000	-8.3%	0.46%	-26.0%
SEAS	Sell	SEAWORLD ENTMT INC	$1,069,000	-2.0%	34,000	-32.0%	0.44%	-6.0%
KBR	Sell	KBR INC	$1,057,000	-1.7%	50,000	-16.7%	0.44%	-5.6%
AET	Sell	AETNA INC NEW	$1,014,000	-7.9%	5,000	-16.7%	0.42%	-11.8%
THO	Buy	THOR INDS INC	$1,004,000	-6.3%	12,000	+9.1%	0.42%	-10.2%
BKNG	New	BOOKING HLDGS INC	$992,000	–	500	–	0.41%	–
ITW	Sell	ILLINOIS TOOL WKS INC	$988,000	-10.8%	7,000	-12.5%	0.41%	-14.6%
SIVB	Sell	SVB FINL GROUP	$932,000	-19.3%	3,000	-25.0%	0.38%	-22.7%
ESL	Sell	ESTERLINE TECHNOLOGIES CORP	$910,000	+12.1%	10,000	-9.1%	0.38%	+7.4%
PF	Buy	PINNACLE FOODS INC DEL	$907,000	+16.1%	14,000	+16.7%	0.38%	+11.3%
PATK	Sell	PATRICK INDS INC	$888,000	-13.2%	15,000	-16.7%	0.37%	-16.8%
FLR	Sell	FLUOR CORP NEW	$813,000	+4.2%	14,000	-12.5%	0.34%	0.0%
CHK	Sell	CHESAPEAKE ENERGY CORP	$808,000	-18.9%	180,000	-5.3%	0.33%	-22.1%
NAV	New	NAVISTAR INTL CORP NEW	$809,000	–	21,000	–	0.33%	–
PPL	Buy	PPL CORP	$790,000	+6.5%	27,000	+3.8%	0.33%	+1.9%
LSXMA	New	LIBERTY MEDIA CORP DELAWARE	$782,000	–	18,000	–	0.32%	–
BX	Sell	BLACKSTONE GROUP L P	$762,000	-21.0%	20,000	-33.3%	0.32%	-24.3%
GM	Buy	GENERAL MTRS CO	$741,000	+88.1%	22,000	+120.0%	0.31%	+80.0%
CSL	Sell	CARLISLE COS INC	$731,000	-15.6%	6,000	-25.0%	0.30%	-19.0%
EA	New	ELECTRONIC ARTS INC	$723,000	–	6,000	–	0.30%	–
NCMI	Sell	NATIONAL CINEMEDIA INC	$720,000	+7.1%	68,000	-15.0%	0.30%	+2.4%
MDLZ	Buy	MONDELEZ INTL INCcl a	$687,000	+39.6%	16,000	+33.3%	0.28%	+34.0%
AABA	New	ALTABA INC	$681,000	–	10,000	–	0.28%	–
KSU	Sell	KANSAS CITY SOUTHERN	$680,000	-28.7%	6,000	-33.3%	0.28%	-31.6%
VIAB	Sell	VIACOM INC NEWcl b	$675,000	-46.7%	20,000	-52.4%	0.28%	-48.9%
ATHN	New	ATHENAHEALTH INC	$668,000	–	5,000	–	0.28%	–
ESRX	Sell	EXPRESS SCRIPTS HLDG CO	$665,000	-46.2%	7,000	-56.2%	0.28%	-48.3%
TOL	Buy	TOLL BROTHERS INC	$661,000	+19.1%	20,000	+33.3%	0.27%	+14.2%
ZTS	New	ZOETIS INCcl a	$641,000	–	7,000	–	0.26%	–
AIG	Sell	AMERICAN INTL GROUP INC	$639,000	-45.2%	12,000	-45.5%	0.26%	-47.5%
CRM	New	SALESFORCE COM INC	$636,000	–	4,000	–	0.26%	–
SYF	New	SYNCHRONY FINL	$622,000	–	20,000	–	0.26%	–
OSIS	Sell	OSI SYSTEMS INC	$610,000	-12.4%	8,000	-11.1%	0.25%	-16.0%
DE	Sell	DEERE & CO	$601,000	-14.0%	4,000	-20.0%	0.25%	-17.6%
LBRDA	Sell	LIBERTY BROADBAND CORP	$590,000	-35.0%	7,000	-41.7%	0.24%	-37.6%
MTSI	Sell	MACOM TECH SOLUTIONS HLDGS I	$577,000	-16.5%	28,000	-6.7%	0.24%	-20.1%
BHF	Buy	BRIGHTHOUSE FINL INC	$575,000	+19.5%	13,000	+8.3%	0.24%	+15.0%
FE	Sell	FIRSTENERGY CORP	$558,000	-13.6%	15,000	-16.7%	0.23%	-17.3%
FCX	New	FREEPORT-MCMORAN INCcl b	$557,000	–	40,000	–	0.23%	–
SLM	Buy	SLM CORP	$558,000	+21.8%	50,000	+25.0%	0.23%	+16.8%
NWL	New	NEWELL BRANDS INC	$508,000	–	25,000	–	0.21%	–
CORE	Sell	CORE MARK HOLDING CO INC	$509,000	+12.1%	15,000	-25.0%	0.21%	+7.1%
NI	New	NISOURCE INC	$498,000	–	20,000	–	0.21%	–
GPC	Sell	GENUINE PARTS CO	$497,000	-32.3%	5,000	-37.5%	0.20%	-35.1%
AMD	Sell	ADVANCED MICRO DEVICES INC	$494,000	-3.1%	16,000	-52.9%	0.20%	-7.3%
SATS	New	ECHOSTAR CORPcl a	$464,000	–	10,000	–	0.19%	–
MTZ	New	MASTEC INC	$447,000	–	10,000	–	0.18%	–
NXPI	Sell	NXP SEMICONDUCTORS N V	$428,000	-34.8%	5,000	-16.7%	0.18%	-37.5%
AA	New	ALCOA CORP	$404,000	–	10,000	–	0.17%	–
ALB	New	ALBEMARLE CORP	$399,000	–	4,000	–	0.16%	–
DVMT	New	DELL TECHNOLOGIES INC	$388,000	–	4,000	–	0.16%	–
PCG	Sell	PG&E CORP	$368,000	-13.6%	8,000	-20.0%	0.15%	-17.4%
EVC	Sell	ENTRAVISION COMMUNICATIONS Ccl a	$368,000	-13.4%	75,000	-11.8%	0.15%	-16.9%
HL	Buy	HECLA MNG CO	$363,000	-13.2%	130,000	+8.3%	0.15%	-16.7%
PBI	New	PITNEY BOWES INC	$354,000	–	50,000	–	0.15%	–
SO	Sell	SOUTHERN CO	$349,000	-58.2%	8,000	-55.6%	0.14%	-59.9%
KNX	New	KNIGHT SWIFT TRANSN HLDGS INcl a	$345,000	–	10,000	–	0.14%	–
ECL	Sell	ECOLAB INC	$314,000	-55.3%	2,000	-60.0%	0.13%	-57.1%
LB	New	L BRANDS INC	$303,000	–	10,000	–	0.12%	–
ADI	Sell	ANALOG DEVICES INC	$277,000	-67.9%	3,000	-66.7%	0.11%	-69.4%
SCG	Sell	SCANA CORP NEW	$233,000	-49.6%	6,000	-50.0%	0.10%	-51.8%
WOW	Sell	WIDEOPENWEST INC	$224,000	-22.8%	20,000	-33.3%	0.09%	-25.6%
CRAY	New	CRAY INC	$215,000	–	10,000	–	0.09%	–
ETM	New	ENTERCOM COMMUNICATIONS CORPcl a	$79,000	–	10,000	–	0.03%	–
RAD	Exit	RITE AID CORP	$0	–	-70,000	–	-0.05%	–
CMI	Exit	CUMMINS INC	$0	–	-2,000	–	-0.12%	–
MU	Exit	MICRON TECHNOLOGY INC	$0	–	-6,000	–	-0.14%	–
AMAT	Exit	APPLIED MATLS INC	$0	–	-7,000	–	-0.14%	–
CPB	Exit	CAMPBELL SOUP CO	$0	–	-10,000	–	-0.18%	–
BECN	Exit	BEACON ROOFING SUPPLY INC	$0	–	-10,000	–	-0.18%	–
OLED	Exit	UNIVERSAL DISPLAY CORP	$0	–	-5,000	–	-0.18%	–
WBA	Exit	WALGREENS BOOTS ALLIANCE INC	$0	–	-10,000	–	-0.26%	–
STZ	Exit	CONSTELLATION BRANDS INCcl a	$0	–	-3,000	–	-0.28%	–
EOG	Exit	EOG RES INC	$0	–	-6,000	–	-0.32%	–
SNPS	Exit	SYNOPSYS INC	$0	–	-10,000	–	-0.37%	–
ATVI	Exit	ACTIVISION BLIZZARD INC	$0	–	-12,000	–	-0.40%	–
CVS	Exit	CVS HEALTH CORP	$0	–	-20,000	–	-0.56%	–

Q2 2018

			Value		Shares		↓ Weighting
AMZN	New	AMAZON COM INC	$9,689,000	–	5,700	–	4.18%	–
AAPL	New	APPLE INC	$8,700,000	–	47,000	–	3.75%	–
FB	New	FACEBOOK INCcl a	$6,996,000	–	36,000	–	3.02%	–
MSFT	New	MICROSOFT CORP	$6,903,000	–	70,000	–	2.98%	–
GOOG	New	ALPHABET INCcap stk cl c	$6,694,000	–	6,000	–	2.88%	–
JPM	New	JPMORGAN CHASE & CO	$4,585,000	–	44,000	–	1.98%	–
BAC	New	BANK AMER CORP	$4,510,000	–	160,000	–	1.94%	–
XOM	New	EXXON MOBIL CORP	$4,302,000	–	52,000	–	1.85%	–
JNJ	New	JOHNSON & JOHNSON	$3,875,000	–	31,934	–	1.67%	–
T	New	AT&T INC	$3,487,000	–	108,606	–	1.50%	–
PFE	New	PFIZER INC	$3,397,000	–	93,645	–	1.46%	–
V	New	VISA INC	$3,046,000	–	23,000	–	1.31%	–
C	New	CITIGROUP INC	$2,820,000	–	42,143	–	1.22%	–
HD	New	HOME DEPOT INC	$2,731,000	–	14,000	–	1.18%	–
WFC	New	WELLS FARGO CO NEW	$2,328,000	–	42,000	–	1.00%	–
VZ	New	VERIZON COMMUNICATIONS INC	$2,264,000	–	45,000	–	0.98%	–
BRKB	New	BERKSHIRE HATHAWAY INC DELcl b new	$2,240,000	–	12,000	–	0.96%	–
PEP	New	PEPSICO INC	$2,177,000	–	20,000	–	0.94%	–
CBS	New	CBS CORP NEWcl b	$2,136,000	–	38,000	–	0.92%	–
MRK	New	MERCK & CO INC	$2,064,000	–	34,000	–	0.89%	–
CSCO	New	CISCO SYS INC	$1,979,000	–	46,000	–	0.85%	–
PM	New	PHILIP MORRIS INTL INC	$1,938,000	–	24,000	–	0.84%	–
MO	New	ALTRIA GROUP INC	$1,817,000	–	32,000	–	0.78%	–
MLM	New	MARTIN MARIETTA MATLS INC	$1,787,000	–	8,000	–	0.77%	–
EPR	New	EPR PPTYS	$1,749,000	–	27,000	–	0.75%	–
AAWW	New	ATLAS AIR WORLDWIDE HLDGS IN	$1,721,000	–	24,000	–	0.74%	–
PG	New	PROCTER AND GAMBLE CO	$1,717,000	–	22,000	–	0.74%	–
DIS	New	DISNEY WALT CO	$1,572,000	–	15,000	–	0.68%	–
NOC	New	NORTHROP GRUMMAN CORP	$1,539,000	–	5,000	–	0.66%	–
IBM	New	INTERNATIONAL BUSINESS MACHS	$1,537,000	–	11,000	–	0.66%	–
CCI	New	CROWN CASTLE INTL CORP NEW	$1,509,000	–	14,000	–	0.65%	–
CMCSA	New	COMCAST CORP NEWcl a	$1,509,000	–	46,000	–	0.65%	–
NEE	New	NEXTERA ENERGY INC	$1,503,000	–	9,000	–	0.65%	–
AGN	New	ALLERGAN PLC	$1,500,000	–	9,000	–	0.65%	–
MS	New	MORGAN STANLEY	$1,465,000	–	30,903	–	0.63%	–
AVGO	New	BROADCOM INC	$1,456,000	–	6,000	–	0.63%	–
DWDP	New	DOWDUPONT INC	$1,450,000	–	22,000	–	0.62%	–
BIIB	New	BIOGEN INC	$1,451,000	–	5,000	–	0.62%	–
BMY	New	BRISTOL MYERS SQUIBB CO	$1,439,000	–	26,000	–	0.62%	–
ASTE	New	ASTEC INDS INC	$1,435,000	–	24,000	–	0.62%	–
NVDA	New	NVIDIA CORP	$1,421,000	–	6,000	–	0.61%	–
APA	New	APACHE CORP	$1,403,000	–	30,000	–	0.60%	–
ABBV	New	ABBVIE INC	$1,390,000	–	15,000	–	0.60%	–
HAIN	New	HAIN CELESTIAL GROUP INC	$1,371,000	–	46,000	–	0.59%	–
DVN	New	DEVON ENERGY CORP NEW	$1,319,000	–	30,000	–	0.57%	–
AKS	New	AK STL HLDG CORP	$1,302,000	–	300,000	–	0.56%	–
INTC	New	INTEL CORP	$1,292,000	–	26,000	–	0.56%	–
CVS	New	CVS HEALTH CORP	$1,287,000	–	20,000	–	0.56%	–
USB	New	US BANCORP DEL	$1,279,000	–	25,571	–	0.55%	–
VIAB	New	VIACOM INC NEWcl b	$1,267,000	–	42,000	–	0.55%	–
CVX	New	CHEVRON CORP NEW	$1,264,000	–	10,000	–	0.54%	–
COP	New	CONOCOPHILLIPS	$1,253,000	–	18,000	–	0.54%	–
ESRX	New	EXPRESS SCRIPTS HLDG CO	$1,235,000	–	16,000	–	0.53%	–
PRU	New	PRUDENTIAL FINL INC	$1,216,000	–	13,000	–	0.52%	–
PETQ	New	PETIQ INC	$1,182,000	–	44,000	–	0.51%	–
AIG	New	AMERICAN INTL GROUP INC	$1,166,000	–	22,000	–	0.50%	–
SIVB	New	SVB FINL GROUP	$1,155,000	–	4,000	–	0.50%	–
FDX	New	FEDEX CORP	$1,135,000	–	5,000	–	0.49%	–
GILD	New	GILEAD SCIENCES INC	$1,133,000	–	16,000	–	0.49%	–
UTX	New	UNITED TECHNOLOGIES CORP	$1,125,000	–	9,000	–	0.48%	–
GE	New	GENERAL ELECTRIC CO	$1,116,000	–	82,000	–	0.48%	–
STI	New	SUNTRUST BKS INC	$1,113,000	–	16,852	–	0.48%	–
ITW	New	ILLINOIS TOOL WKS INC	$1,108,000	–	8,000	–	0.48%	–
LNG	New	CHENIERE ENERGY INC	$1,108,000	–	17,000	–	0.48%	–
LLY	New	LILLY ELI & CO	$1,106,000	–	12,964	–	0.48%	–
AET	New	AETNA INC NEW	$1,101,000	–	6,000	–	0.48%	–
MCD	New	MCDONALDS CORP	$1,097,000	–	7,000	–	0.47%	–
SEAS	New	SEAWORLD ENTMT INC	$1,091,000	–	50,000	–	0.47%	–
CAT	New	CATERPILLAR INC DEL	$1,085,000	–	8,000	–	0.47%	–
PNC	New	PNC FINL SVCS GROUP INC	$1,081,000	–	8,000	–	0.47%	–
COL	New	ROCKWELL COLLINS INC	$1,077,000	–	8,000	–	0.46%	–
KBR	New	KBR INC	$1,075,000	–	60,000	–	0.46%	–
THO	New	THOR INDS INC	$1,071,000	–	11,000	–	0.46%	–
UPS	New	UNITED PARCEL SERVICE INCcl b	$1,062,000	–	10,000	–	0.46%	–
PATK	New	PATRICK INDS INC	$1,023,000	–	18,000	–	0.44%	–
LUV	New	SOUTHWEST AIRLS CO	$1,018,000	–	20,000	–	0.44%	–
AMT	New	AMERICAN TOWER CORP NEW	$1,009,000	–	7,000	–	0.44%	–
WDC	New	WESTERN DIGITAL CORP	$1,006,000	–	13,000	–	0.43%	–
CHK	New	CHESAPEAKE ENERGY CORP	$996,000	–	190,000	–	0.43%	–
ACM	New	AECOM	$991,000	–	30,000	–	0.43%	–
ACHC	New	ACADIA HEALTHCARE COMPANY IN	$982,000	–	24,000	–	0.42%	–
CCL	New	CARNIVAL CORPunit 99/99/9999	$974,000	–	17,000	–	0.42%	–
AEP	New	AMERICAN ELEC PWR INC	$970,000	–	14,000	–	0.42%	–
AMGN	New	AMGEN INC	$965,000	–	5,228	–	0.42%	–
BX	New	BLACKSTONE GROUP L P	$965,000	–	30,000	–	0.42%	–
RTN	New	RAYTHEON CO	$966,000	–	5,000	–	0.42%	–
KSU	New	KANSAS CITY SOUTHERN	$954,000	–	9,000	–	0.41%	–
RRC	New	RANGE RES CORP	$937,000	–	56,000	–	0.40%	–
GD	New	GENERAL DYNAMICS CORP	$932,000	–	5,000	–	0.40%	–
ATVI	New	ACTIVISION BLIZZARD INC	$916,000	–	12,000	–	0.40%	–
LBRDA	New	LIBERTY BROADBAND CORP	$908,000	–	12,000	–	0.39%	–
ESGC	New	EROS INTL PLC	$884,000	–	68,000	–	0.38%	–
GS	New	GOLDMAN SACHS GROUP INC	$882,000	–	4,000	–	0.38%	–
CTRL	New	CONTROL4 CORP	$875,000	–	36,000	–	0.38%	–
MET	New	METLIFE INC	$872,000	–	20,000	–	0.38%	–
MGM	New	MGM RESORTS INTERNATIONAL	$871,000	–	30,000	–	0.38%	–
CSL	New	CARLISLE COS INC	$866,000	–	8,000	–	0.37%	–
ADI	New	ANALOG DEVICES INC	$863,000	–	9,000	–	0.37%	–
WMT	New	WALMART INC	$857,000	–	10,000	–	0.37%	–
SNPS	New	SYNOPSYS INC	$856,000	–	10,000	–	0.37%	–
SO	New	SOUTHERN CO	$834,000	–	18,000	–	0.36%	–
UCTT	New	ULTRA CLEAN HLDGS INC	$830,000	–	50,000	–	0.36%	–
ROK	New	ROCKWELL AUTOMATION INC	$831,000	–	5,000	–	0.36%	–
WM	New	WASTE MGMT INC DEL	$813,000	–	10,000	–	0.35%	–
ESL	New	ESTERLINE TECHNOLOGIES CORP	$812,000	–	11,000	–	0.35%	–
SWN	New	SOUTHWESTERN ENERGY CO	$795,000	–	150,000	–	0.34%	–
ORCL	New	ORACLE CORP	$793,000	–	18,000	–	0.34%	–
CELG	New	CELGENE CORP	$794,000	–	10,000	–	0.34%	–
PUMP	New	PROPETRO HLDG CORP	$784,000	–	50,000	–	0.34%	–
PF	New	PINNACLE FOODS INC DEL	$781,000	–	12,000	–	0.34%	–
KEY	New	KEYCORP NEW	$782,000	–	40,000	–	0.34%	–
FLR	New	FLUOR CORP NEW	$780,000	–	16,000	–	0.34%	–
NRG	New	NRG ENERGY INC	$768,000	–	25,000	–	0.33%	–
LLL	New	L3 TECHNOLOGIES INC	$769,000	–	4,000	–	0.33%	–
WWD	New	WOODWARD INC	$769,000	–	10,000	–	0.33%	–
KHC	New	KRAFT HEINZ CO	$754,000	–	12,000	–	0.32%	–
EOG	New	EOG RES INC	$747,000	–	6,000	–	0.32%	–
PPL	New	PPL CORP	$742,000	–	26,000	–	0.32%	–
URI	New	UNITED RENTALS INC	$738,000	–	5,000	–	0.32%	–
GPC	New	GENUINE PARTS CO	$734,000	–	8,000	–	0.32%	–
IP	New	INTL PAPER CO	$729,000	–	14,000	–	0.31%	–
LENB	New	LENNAR CORPcl b	$726,000	–	17,000	–	0.31%	–
CL	New	COLGATE PALMOLIVE CO	$713,000	–	11,000	–	0.31%	–
ECL	New	ECOLAB INC	$702,000	–	5,000	–	0.30%	–
OKE	New	ONEOK INC NEW	$698,000	–	10,000	–	0.30%	–
DE	New	DEERE & CO	$699,000	–	5,000	–	0.30%	–
OSIS	New	OSI SYSTEMS INC	$696,000	–	9,000	–	0.30%	–
MTSI	New	MACOM TECH SOLUTIONS HLDGS I	$691,000	–	30,000	–	0.30%	–
GSVC	New	GSV CAP CORP	$686,000	–	100,000	–	0.30%	–
NCMI	New	NATIONAL CINEMEDIA INC	$672,000	–	80,000	–	0.29%	–
RHT	New	RED HAT INC	$672,000	–	5,000	–	0.29%	–
BA	New	BOEING CO	$671,000	–	2,000	–	0.29%	–
BKR	New	BAKER HUGHES A GE COcl a	$661,000	–	20,000	–	0.28%	–
NXPI	New	NXP SEMICONDUCTORS N V	$656,000	–	6,000	–	0.28%	–
CME	New	CME GROUP INC	$656,000	–	4,000	–	0.28%	–
STZ	New	CONSTELLATION BRANDS INCcl a	$657,000	–	3,000	–	0.28%	–
SCOR	New	COMSCORE INC	$654,000	–	30,000	–	0.28%	–
FE	New	FIRSTENERGY CORP	$646,000	–	18,000	–	0.28%	–
KMB	New	KIMBERLY CLARK CORP	$646,000	–	6,134	–	0.28%	–
KMI	New	KINDER MORGAN INC DEL	$636,000	–	36,000	–	0.27%	–
DUK	New	DUKE ENERGY CORP NEW	$633,000	–	8,000	–	0.27%	–
TMO	New	THERMO FISHER SCIENTIFIC INC	$621,000	–	3,000	–	0.27%	–
KOP	New	KOPPERS HOLDINGS INC	$614,000	–	16,000	–	0.26%	–
WBA	New	WALGREENS BOOTS ALLIANCE INC	$600,000	–	10,000	–	0.26%	–
TOL	New	TOLL BROTHERS INC	$555,000	–	15,000	–	0.24%	–
DAL	New	DELTA AIR LINES INC DEL	$545,000	–	11,000	–	0.24%	–
ALK	New	ALASKA AIR GROUP INC	$544,000	–	9,000	–	0.23%	–
OCLR	New	OCLARO INC	$536,000	–	60,000	–	0.23%	–
MSGN	New	MSG NETWORK INCcl a	$527,000	–	22,000	–	0.23%	–
ETN	New	EATON CORP PLC	$523,000	–	7,000	–	0.22%	–
DOV	New	DOVER CORP	$512,000	–	7,000	–	0.22%	–
NBR	New	NABORS INDUSTRIES LTD	$513,000	–	80,000	–	0.22%	–
AMD	New	ADVANCED MICRO DEVICES INC	$510,000	–	34,000	–	0.22%	–
CI	New	CIGNA CORPORATION	$510,000	–	3,000	–	0.22%	–
OXY	New	OCCIDENTAL PETE CORP DEL	$502,000	–	6,000	–	0.22%	–
FOX	New	TWENTY FIRST CENTY FOX INCcl b	$493,000	–	10,000	–	0.21%	–
AAL	New	AMERICAN AIRLS GROUP INC	$493,000	–	13,000	–	0.21%	–
MDLZ	New	MONDELEZ INTL INCcl a	$492,000	–	12,000	–	0.21%	–
CVGW	New	CALAVO GROWERS INC	$481,000	–	5,000	–	0.21%	–
BHF	New	BRIGHTHOUSE FINL INC	$481,000	–	12,000	–	0.21%	–
TXT	New	TEXTRON INC	$461,000	–	7,000	–	0.20%	–
SCG	New	SCANA CORP NEW	$462,000	–	12,000	–	0.20%	–
COF	New	CAPITAL ONE FINL CORP	$460,000	–	5,000	–	0.20%	–
SLM	New	SLM CORP	$458,000	–	40,000	–	0.20%	–
CORE	New	CORE MARK HOLDING CO INC	$454,000	–	20,000	–	0.20%	–
LCII	New	LCI INDS	$451,000	–	5,000	–	0.19%	–
CSX	New	CSX CORP	$446,000	–	7,000	–	0.19%	–
ON	New	ON SEMICONDUCTOR CORP	$445,000	–	20,000	–	0.19%	–
OLED	New	UNIVERSAL DISPLAY CORP	$430,000	–	5,000	–	0.18%	–
BECN	New	BEACON ROOFING SUPPLY INC	$426,000	–	10,000	–	0.18%	–
PCG	New	PG&E CORP	$426,000	–	10,000	–	0.18%	–
EVC	New	ENTRAVISION COMMUNICATIONS Ccl a	$425,000	–	85,000	–	0.18%	–
UA	New	UNDER ARMOUR INCcl c	$422,000	–	20,000	–	0.18%	–
HL	New	HECLA MNG CO	$418,000	–	120,000	–	0.18%	–
CPB	New	CAMPBELL SOUP CO	$405,000	–	10,000	–	0.18%	–
GM	New	GENERAL MTRS CO	$394,000	–	10,000	–	0.17%	–
ADSK	New	AUTODESK INC	$393,000	–	3,000	–	0.17%	–
FNSR	New	FINISAR CORP	$360,000	–	20,000	–	0.16%	–
L100PS	New	ARCONIC INC	$357,000	–	21,000	–	0.15%	–
AVP	New	AVON PRODS INC	$324,000	–	200,000	–	0.14%	–
AMAT	New	APPLIED MATLS INC	$323,000	–	7,000	–	0.14%	–
MU	New	MICRON TECHNOLOGY INC	$315,000	–	6,000	–	0.14%	–
WOW	New	WIDEOPENWEST INC	$290,000	–	30,000	–	0.12%	–
MNST	New	MONSTER BEVERAGE CORP NEW	$287,000	–	5,000	–	0.12%	–
CMI	New	CUMMINS INC	$266,000	–	2,000	–	0.12%	–
UNH	New	UNITEDHEALTH GROUP INC	$245,000	–	1,000	–	0.11%	–
RAD	New	RITE AID CORP	$121,000	–	70,000	–	0.05%	–

Q4 2017

			Value		Shares		↓ Weighting
GD	Exit	GENERAL DYNAMICS CORP	$0	–	-1,000	–	-0.09%	–
MTSI	Exit	MACOM TECH SOLUTIONS HLDGS I	$0	–	-5,000	–	-0.10%	–
MRO	Exit	MARATHON OIL CORP	$0	–	-18,717	–	-0.11%	–
RAD	Exit	RITE AID CORP	$0	–	-140,000	–	-0.12%	–
APC	Exit	ANADARKO PETE CORP	$0	–	-6,000	–	-0.13%	–
CRM	Exit	SALESFORCE COM INC	$0	–	-4,000	–	-0.16%	–
WOW	Exit	WIDEOPENWEST INC	$0	–	-25,000	–	-0.17%	–
GM	Exit	GENERAL MTRS CO	$0	–	-10,000	–	-0.18%	–
GME	Exit	GAMESTOP CORP NEWcl a	$0	–	-20,000	–	-0.18%	–
UAL	Exit	UNITED CONTL HLDGS INC	$0	–	-7,000	–	-0.19%	–
PSX	Exit	PHILLIPS 66	$0	–	-5,000	–	-0.20%	–
S	Exit	SPRINT CORP	$0	–	-60,000	–	-0.20%	–
AVP	Exit	AVON PRODS INC	$0	–	-200,000	–	-0.20%	–
EPR	Exit	EPR PPTYS	$0	–	-7,000	–	-0.21%	–
CMI	Exit	CUMMINS INC	$0	–	-3,000	–	-0.22%	–
CUB	Exit	CUBIC CORP	$0	–	-10,000	–	-0.22%	–
L100PS	Exit	ARCONIC INC	$0	–	-21,000	–	-0.23%	–
AMAT	Exit	APPLIED MATLS INC	$0	–	-10,000	–	-0.23%	–
HA	Exit	HAWAIIAN HOLDINGS INC	$0	–	-14,000	–	-0.23%	–
EQR	Exit	EQUITY RESIDENTIALsh ben int	$0	–	-8,000	–	-0.23%	–
ETN	Exit	EATON CORP PLC	$0	–	-7,000	–	-0.24%	–
X	Exit	UNITED STATES STL CORP NEW	$0	–	-21,000	–	-0.24%	–
EVC	Exit	ENTRAVISION COMMUNICATIONS Ccl a	$0	–	-95,000	–	-0.24%	–
THS	Exit	TREEHOUSE FOODS INC	$0	–	-8,000	–	-0.24%	–
ALB	Exit	ALBEMARLE CORP	$0	–	-4,000	–	-0.24%	–
WRK	Exit	WESTROCK CO	$0	–	-10,000	–	-0.25%	–
TMO	Exit	THERMO FISHER SCIENTIFIC INC	$0	–	-3,000	–	-0.25%	–
SYK	Exit	STRYKER CORP	$0	–	-4,000	–	-0.25%	–
D	Exit	DOMINION ENERGY INC	$0	–	-7,546	–	-0.26%	–
BKR	Exit	BAKER HUGHES A GE COcl a	$0	–	-16,000	–	-0.26%	–
COF	Exit	CAPITAL ONE FINL CORP	$0	–	-7,000	–	-0.26%	–
HL	Exit	HECLA MNG CO	$0	–	-120,000	–	-0.26%	–
UA	Exit	UNDER ARMOUR INCcl c	$0	–	-40,000	–	-0.26%	–
BHF	Exit	BRIGHTHOUSE FINL INC	$0	–	-10,000	–	-0.27%	–
NCMI	Exit	NATIONAL CINEMEDIA INC	$0	–	-90,000	–	-0.28%	–
PCG	Exit	PG&E CORP	$0	–	-9,291	–	-0.28%	–
ESRX	Exit	EXPRESS SCRIPTS HLDG CO	$0	–	-10,000	–	-0.28%	–
NRG	Exit	NRG ENERGY INC	$0	–	-25,000	–	-0.28%	–
DOV	Exit	DOVER CORP	$0	–	-7,000	–	-0.28%	–
ECL	Exit	ECOLAB INC	$0	–	-5,000	–	-0.28%	–
ATVI	Exit	ACTIVISION BLIZZARD INC	$0	–	-10,000	–	-0.28%	–
PPL	Exit	PPL CORP	$0	–	-17,003	–	-0.28%	–
KOP	Exit	KOPPERS HOLDINGS INC	$0	–	-14,000	–	-0.28%	–
GSVC	Exit	GSV CAP CORP	$0	–	-120,000	–	-0.28%	–
SEAS	Exit	SEAWORLD ENTMT INC	$0	–	-50,000	–	-0.29%	–
THC	Exit	TENET HEALTHCARE CORP	$0	–	-40,000	–	-0.29%	–
GT	Exit	GOODYEAR TIRE & RUBR CO	$0	–	-20,000	–	-0.29%	–
LBRDK	Exit	LIBERTY BROADBAND CORP	$0	–	-7,000	–	-0.29%	–
SWN	Exit	SOUTHWESTERN ENERGY CO	$0	–	-110,000	–	-0.30%	–
DUK	Exit	DUKE ENERGY CORP NEW	$0	–	-8,000	–	-0.30%	–
FDX	Exit	FEDEX CORP	$0	–	-3,000	–	-0.30%	–
ALK	Exit	ALASKA AIR GROUP INC	$0	–	-9,000	–	-0.30%	–
APA	Exit	APACHE CORP	$0	–	-15,000	–	-0.30%	–
KMI	Exit	KINDER MORGAN INC DEL	$0	–	-36,000	–	-0.30%	–
ADI	Exit	ANALOG DEVICES INC	$0	–	-8,000	–	-0.30%	–
URI	Exit	UNITED RENTALS INC	$0	–	-5,000	–	-0.30%	–
BBT	Exit	BB&T CORP	$0	–	-14,889	–	-0.31%	–
CORE	Exit	CORE MARK HOLDING CO INC	$0	–	-22,000	–	-0.31%	–
ACHC	Exit	ACADIA HEALTHCARE COMPANY IN	$0	–	-15,000	–	-0.32%	–
KMB	Exit	KIMBERLY CLARK CORP	$0	–	-6,134	–	-0.32%	–
VIAB	Exit	VIACOM INC NEWcl b	$0	–	-26,000	–	-0.32%	–
CVGW	Exit	CALAVO GROWERS INC	$0	–	-10,000	–	-0.32%	–
SIVB	Exit	SVB FINL GROUP	$0	–	-4,000	–	-0.33%	–
OXY	Exit	OCCIDENTAL PETE CORP DEL	$0	–	-11,889	–	-0.34%	–
AMD	Exit	ADVANCED MICRO DEVICES INC	$0	–	-60,000	–	-0.34%	–
RRC	Exit	RANGE RES CORP	$0	–	-40,000	–	-0.34%	–
PNC	Exit	PNC FINL SVCS GROUP INC	$0	–	-6,000	–	-0.36%	–
IP	Exit	INTL PAPER CO	$0	–	-14,617	–	-0.36%	–
FLR	Exit	FLUOR CORP NEW	$0	–	-20,000	–	-0.37%	–
WDC	Exit	WESTERN DIGITAL CORP	$0	–	-10,000	–	-0.38%	–
HDS	Exit	HD SUPPLY HLDGS INC	$0	–	-24,000	–	-0.38%	–
CBS	Exit	CBS CORP NEWcl b	$0	–	-15,000	–	-0.38%	–
CL	Exit	COLGATE PALMOLIVE CO	$0	–	-12,000	–	-0.38%	–
LB	Exit	L BRANDS INC	$0	–	-21,000	–	-0.38%	–
DE	Exit	DEERE & CO	$0	–	-7,000	–	-0.39%	–
OKE	Exit	ONEOK INC NEW	$0	–	-16,000	–	-0.39%	–
LNG	Exit	CHENIERE ENERGY INC	$0	–	-20,000	–	-0.40%	–
FE	Exit	FIRSTENERGY CORP	$0	–	-30,000	–	-0.41%	–
LLL	Exit	L3 TECHNOLOGIES INC	$0	–	-5,000	–	-0.41%	–
GPC	Exit	GENUINE PARTS CO	$0	–	-10,000	–	-0.42%	–
MON	Exit	MONSANTO CO NEW	$0	–	-7,978	–	-0.42%	–
HOG	Exit	HARLEY DAVIDSON INC	$0	–	-20,000	–	-0.42%	–
ORCL	Exit	ORACLE CORP	$0	–	-20,000	–	-0.42%	–
NEE	Exit	NEXTERA ENERGY INC	$0	–	-6,641	–	-0.43%	–
GLW	Exit	CORNING INC	$0	–	-32,464	–	-0.43%	–
MGM	Exit	MGM RESORTS INTERNATIONAL	$0	–	-30,000	–	-0.43%	–
SO	Exit	SOUTHERN CO	$0	–	-20,000	–	-0.43%	–
ESL	Exit	ESTERLINE TECHNOLOGIES CORP	$0	–	-11,000	–	-0.44%	–
MNST	Exit	MONSTER BEVERAGE CORP NEW	$0	–	-18,000	–	-0.44%	–
CCI	Exit	CROWN CASTLE INTL CORP NEW	$0	–	-10,000	–	-0.44%	–
BX	Exit	BLACKSTONE GROUP L P	$0	–	-30,000	–	-0.44%	–
STI	Exit	SUNTRUST BKS INC	$0	–	-16,852	–	-0.44%	–
PATK	Exit	PATRICK INDS INC	$0	–	-12,000	–	-0.44%	–
PTC	Exit	PTC INC	$0	–	-18,000	–	-0.44%	–
ESGC	Exit	EROS INTL PLC	$0	–	-72,000	–	-0.45%	–
MET	Exit	METLIFE INC	$0	–	-20,000	–	-0.46%	–
WM	Exit	WASTE MGMT INC DEL	$0	–	-13,326	–	-0.46%	–
CSX	Exit	CSX CORP	$0	–	-19,487	–	-0.46%	–
IBM	Exit	INTERNATIONAL BUSINESS MACHS	$0	–	-7,314	–	-0.47%	–
DNKN	Exit	DUNKIN BRANDS GROUP INC	$0	–	-20,000	–	-0.47%	–
RCL	Exit	ROYAL CARIBBEAN CRUISES LTD	$0	–	-9,000	–	-0.47%	–
KBR	Exit	KBR INC	$0	–	-60,000	–	-0.47%	–
KLIC	Exit	KULICKE & SOFFA INDS INC	$0	–	-50,000	–	-0.47%	–
PRU	Exit	PRUDENTIAL FINL INC	$0	–	-10,181	–	-0.48%	–
PPG	Exit	PPG INDS INC	$0	–	-10,000	–	-0.48%	–
AMT	Exit	AMERICAN TOWER CORP NEW	$0	–	-8,028	–	-0.48%	–
ACM	Exit	AECOM	$0	–	-30,000	–	-0.48%	–
LLY	Exit	LILLY ELI & CO	$0	–	-12,964	–	-0.49%	–
FNSR	Exit	FINISAR CORP	$0	–	-50,000	–	-0.49%	–
LUV	Exit	SOUTHWEST AIRLS CO	$0	–	-20,000	–	-0.49%	–
NJR	Exit	NEW JERSEY RES	$0	–	-27,132	–	-0.50%	–
HAIN	Exit	HAIN CELESTIAL GROUP INC	$0	–	-28,000	–	-0.51%	–
QCOM	Exit	QUALCOMM INC	$0	–	-22,484	–	-0.51%	–
WMT	Exit	WAL-MART STORES INC	$0	–	-15,000	–	-0.52%	–
EOG	Exit	EOG RES INC	$0	–	-12,480	–	-0.53%	–
AVGO	Exit	BROADCOM LTD	$0	–	-5,000	–	-0.53%	–
AIG	Exit	AMERICAN INTL GROUP INC	$0	–	-20,000	–	-0.54%	–
ASTE	Exit	ASTEC INDS INC	$0	–	-22,000	–	-0.54%	–
CME	Exit	CME GROUP INC	$0	–	-9,165	–	-0.55%	–
AAWW	Exit	ATLAS AIR WORLDWIDE HLDGS IN	$0	–	-19,000	–	-0.55%	–
BIIB	Exit	BIOGEN INC	$0	–	-4,000	–	-0.55%	–
CI	Exit	CIGNA CORPORATION	$0	–	-7,000	–	-0.58%	–
ABBV	Exit	ABBVIE INC	$0	–	-15,000	–	-0.59%	–
COP	Exit	CONOCOPHILLIPS	$0	–	-27,000	–	-0.59%	–
USB	Exit	US BANCORP DEL	$0	–	-25,571	–	-0.60%	–
GILD	Exit	GILEAD SCIENCES INC	$0	–	-17,000	–	-0.60%	–
MDT	Exit	MEDTRONIC PLC	$0	–	-18,000	–	-0.62%	–
DWDP	Exit	DOWDUPONT INC	$0	–	-20,206	–	-0.62%	–
BMY	Exit	BRISTOL MYERS SQUIBB CO	$0	–	-22,000	–	-0.62%	–
UTX	Exit	UNITED TECHNOLOGIES CORP	$0	–	-12,239	–	-0.62%	–
GS	Exit	GOLDMAN SACHS GROUP INC	$0	–	-6,000	–	-0.62%	–
AGN	Exit	ALLERGAN PLC	$0	–	-7,000	–	-0.63%	–
MLM	Exit	MARTIN MARIETTA MATLS INC	$0	–	-7,000	–	-0.63%	–
CELG	Exit	CELGENE CORP	$0	–	-10,000	–	-0.64%	–
ITW	Exit	ILLINOIS TOOL WKS INC	$0	–	-9,874	–	-0.64%	–
RTN	Exit	RAYTHEON CO	$0	–	-7,828	–	-0.64%	–
MS	Exit	MORGAN STANLEY	$0	–	-30,903	–	-0.65%	–
BA	Exit	BOEING CO	$0	–	-6,000	–	-0.67%	–
UPS	Exit	UNITED PARCEL SERVICE INCcl b	$0	–	-12,859	–	-0.68%	–
T	Exit	AT&T INC	$0	–	-42,000	–	-0.72%	–
AMGN	Exit	AMGEN INC	$0	–	-9,000	–	-0.74%	–
MO	Exit	ALTRIA GROUP INC	$0	–	-27,000	–	-0.75%	–
PEP	Exit	PEPSICO INC	$0	–	-16,000	–	-0.78%	–
CMCSA	Exit	COMCAST CORP NEWcl a	$0	–	-50,000	–	-0.84%	–
UNH	Exit	UNITEDHEALTH GROUP INC	$0	–	-10,000	–	-0.86%	–
PM	Exit	PHILIP MORRIS INTL INC	$0	–	-18,000	–	-0.88%	–
MMM	Exit	3M CO	$0	–	-9,619	–	-0.89%	–
NOC	Exit	NORTHROP GRUMMAN CORP	$0	–	-7,061	–	-0.89%	–
AKS	Exit	AK STL HLDG CORP	$0	–	-370,000	–	-0.91%	–
PG	Exit	PROCTER AND GAMBLE CO	$0	–	-25,000	–	-1.00%	–
MRK	Exit	MERCK & CO INC	$0	–	-36,000	–	-1.01%	–
VZ	Exit	VERIZON COMMUNICATIONS INC	$0	–	-47,000	–	-1.02%	–
CSCO	Exit	CISCO SYS INC	$0	–	-74,721	–	-1.10%	–
V	Exit	VISA INC	$0	–	-24,000	–	-1.11%	–
HD	Exit	HOME DEPOT INC	$0	–	-16,000	–	-1.15%	–
TWX	Exit	TIME WARNER INC	$0	–	-27,000	–	-1.22%	–
GE	Exit	GENERAL ELECTRIC CO	$0	–	-120,000	–	-1.28%	–
C	Exit	CITIGROUP INC	$0	–	-41,143	–	-1.32%	–
WFC	Exit	WELLS FARGO CO NEW	$0	–	-55,000	–	-1.33%	–
PFE	Exit	PFIZER INC	$0	–	-93,645	–	-1.47%	–
DIS	Exit	DISNEY WALT CO	$0	–	-34,000	–	-1.47%	–
BRKB	Exit	BERKSHIRE HATHAWAY INC DELcl b new	$0	–	-19,000	–	-1.53%	–
BAC	Exit	BANK AMER CORP	$0	–	-149,573	–	-1.66%	–
JNJ	Exit	JOHNSON & JOHNSON	$0	–	-31,934	–	-1.82%	–
JPM	Exit	JPMORGAN CHASE & CO	$0	–	-49,500	–	-2.08%	–
XOM	Exit	EXXON MOBIL CORP	$0	–	-64,000	–	-2.30%	–
FB	Exit	FACEBOOK INCcl a	$0	–	-38,000	–	-2.85%	–
GOOG	Exit	ALPHABET INCcap stk cl c	$0	–	-7,000	–	-2.95%	–
AMZN	Exit	AMAZON COM INC	$0	–	-7,000	–	-2.96%	–
MSFT	Exit	MICROSOFT CORP	$0	–	-92,000	–	-3.01%	–
AAPL	Exit	APPLE INC	$0	–	-48,000	–	-3.25%	–

Q3 2017

			Value		Shares		↓ Weighting
AAPL	Sell	APPLE INC	$7,398,000	-4.9%	48,000	-11.1%	3.25%	-6.8%
MSFT	Buy	MICROSOFT CORP	$6,853,000	+10.5%	92,000	+2.2%	3.01%	+8.2%
AMZN	Buy	AMAZON COM INC	$6,729,000	+15.9%	7,000	+16.7%	2.96%	+13.5%
FB	Sell	FACEBOOK INCcl a	$6,493,000	+7.5%	38,000	-5.0%	2.85%	+5.4%
XOM	Sell	EXXON MOBIL CORP	$5,247,000	-3.0%	64,000	-4.5%	2.30%	-4.9%
BRKB	Buy	BERKSHIRE HATHAWAY INC DELcl b new	$3,483,000	+14.2%	19,000	+5.6%	1.53%	+11.9%
DIS	Buy	DISNEY WALT CO	$3,351,000	+1.7%	34,000	+9.7%	1.47%	-0.3%
WFC	Sell	WELLS FARGO CO NEW	$3,033,000	-16.8%	55,000	-16.4%	1.33%	-18.4%
GE	Buy	GENERAL ELECTRIC CO	$2,902,000	-2.3%	120,000	+9.1%	1.28%	-4.3%
TWX	Buy	TIME WARNER INC	$2,766,000	+31.2%	27,000	+28.6%	1.22%	+28.6%
HD	Sell	HOME DEPOT INC	$2,617,000	-5.2%	16,000	-11.1%	1.15%	-7.1%
V	Sell	VISA INC	$2,526,000	-10.2%	24,000	-20.0%	1.11%	-12.0%
VZ	Buy	VERIZON COMMUNICATIONS INC	$2,326,000	+13.2%	47,000	+2.2%	1.02%	+11.0%
MRK	Sell	MERCK & CO INC	$2,305,000	-10.1%	36,000	-10.0%	1.01%	-11.8%
PG	Sell	PROCTER AND GAMBLE CO	$2,275,000	-13.0%	25,000	-16.7%	1.00%	-14.8%
AKS	New	AK STL HLDG CORP	$2,068,000	–	370,000	–	0.91%	–
CMCSA	Sell	COMCAST CORP NEWcl a	$1,924,000	-17.6%	50,000	-16.7%	0.84%	-19.3%
PEP	Sell	PEPSICO INC	$1,783,000	-9.2%	16,000	-5.9%	0.78%	-11.0%
MO	Buy	ALTRIA GROUP INC	$1,712,000	-8.1%	27,000	+8.0%	0.75%	-9.9%
T	Sell	AT&T INC	$1,645,000	-0.9%	42,000	-4.5%	0.72%	-2.8%
BA	Buy	BOEING CO	$1,525,000	+92.8%	6,000	+50.0%	0.67%	+88.7%
CELG	Sell	CELGENE CORP	$1,458,000	-6.4%	10,000	-16.7%	0.64%	-8.3%
MLM	Buy	MARTIN MARIETTA MATLS INC	$1,444,000	+62.2%	7,000	+75.0%	0.63%	+58.9%
AGN	Buy	ALLERGAN PLC	$1,435,000	-1.6%	7,000	+16.7%	0.63%	-3.7%
GS	Sell	GOLDMAN SACHS GROUP INC	$1,423,000	-17.3%	6,000	-22.6%	0.62%	-18.9%
BMY	Buy	BRISTOL MYERS SQUIBB CO	$1,402,000	+25.9%	22,000	+10.0%	0.62%	+23.4%
MDT	Buy	MEDTRONIC PLC	$1,400,000	-7.5%	18,000	+5.6%	0.62%	-9.3%
DWDP	New	DOWDUPONT INC	$1,399,000	–	20,206	–	0.62%	–
GILD	Sell	GILEAD SCIENCES INC	$1,377,000	-2.8%	17,000	-15.0%	0.60%	-4.7%
ABBV	Sell	ABBVIE INC	$1,333,000	-7.4%	15,000	-24.4%	0.59%	-9.1%
AAWW	Buy	ATLAS AIR WORLDWIDE HLDGS IN	$1,250,000	+33.1%	19,000	+5.6%	0.55%	+30.4%
ASTE	Buy	ASTEC INDS INC	$1,232,000	+11.0%	22,000	+10.0%	0.54%	+8.6%
AIG	Buy	AMERICAN INTL GROUP INC	$1,228,000	+30.9%	20,000	+33.3%	0.54%	+28.3%
LUV	Buy	SOUTHWEST AIRLS CO	$1,120,000	+0.1%	20,000	+11.1%	0.49%	-2.0%
FNSR	Buy	FINISAR CORP	$1,109,000	+113.3%	50,000	+150.0%	0.49%	+109.0%
ACM	Buy	AECOM	$1,104,000	+70.6%	30,000	+50.0%	0.48%	+67.2%
PPG	New	PPG INDS INC	$1,087,000	–	10,000	–	0.48%	–
KLIC	Buy	KULICKE & SOFFA INDS INC	$1,079,000	+41.8%	50,000	+25.0%	0.47%	+39.0%
RCL	Buy	ROYAL CARIBBEAN CRUISES LTD	$1,067,000	+22.1%	9,000	+12.5%	0.47%	+19.6%
DNKN	New	DUNKIN BRANDS GROUP INC	$1,062,000	–	20,000	–	0.47%	–
MET	Buy	METLIFE INC	$1,039,000	+1.4%	20,000	+7.2%	0.46%	-0.7%
ESGC	Buy	EROS INTL PLC	$1,030,000	+45.1%	72,000	+16.1%	0.45%	+42.1%
PTC	Sell	PTC INC	$1,013,000	-8.1%	18,000	-10.0%	0.44%	-9.9%
CCI	New	CROWN CASTLE INTL CORP NEW	$1,000,000	–	10,000	–	0.44%	–
MNST	Sell	MONSTER BEVERAGE CORP NEW	$995,000	+0.1%	18,000	-10.0%	0.44%	-2.0%
ESL	New	ESTERLINE TECHNOLOGIES CORP	$992,000	–	11,000	–	0.44%	–
SO	New	SOUTHERN CO	$983,000	–	20,000	–	0.43%	–
MGM	New	MGM RESORTS INTERNATIONAL	$978,000	–	30,000	–	0.43%	–
ORCL	New	ORACLE CORP	$967,000	–	20,000	–	0.42%	–
HOG	Buy	HARLEY DAVIDSON INC	$964,000	+48.8%	20,000	+66.7%	0.42%	+45.9%
FE	New	FIRSTENERGY CORP	$925,000	–	30,000	–	0.41%	–
OKE	Sell	ONEOK INC NEW	$887,000	0.0%	16,000	-5.9%	0.39%	-2.0%
LB	New	L BRANDS INC	$874,000	–	21,000	–	0.38%	–
CBS	Buy	CBS CORP NEWcl b	$870,000	+13.7%	15,000	+25.0%	0.38%	+11.4%
HDS	Buy	HD SUPPLY HLDGS INC	$866,000	+41.3%	24,000	+20.0%	0.38%	+38.2%
SIVB	New	SVB FINL GROUP	$748,000	–	4,000	–	0.33%	–
VIAB	Buy	VIACOM INC NEWcl b	$724,000	+115.5%	26,000	+160.0%	0.32%	+110.6%
CORE	New	CORE MARK HOLDING CO INC	$707,000	–	22,000	–	0.31%	–
KMI	Buy	KINDER MORGAN INC DEL	$690,000	+20.0%	36,000	+20.0%	0.30%	+17.4%
LBRDK	New	LIBERTY BROADBAND CORP	$667,000	–	7,000	–	0.29%	–
THC	New	TENET HEALTHCARE CORP	$657,000	–	40,000	–	0.29%	–
ATVI	New	ACTIVISION BLIZZARD INC	$645,000	–	10,000	–	0.28%	–
DOV	Sell	DOVER CORP	$640,000	+3.6%	7,000	-9.1%	0.28%	+1.4%
NRG	New	NRG ENERGY INC	$640,000	–	25,000	–	0.28%	–
ESRX	Sell	EXPRESS SCRIPTS HLDG CO	$633,000	-23.6%	10,000	-23.0%	0.28%	-25.3%
BHF	New	BRIGHTHOUSE FINL INC	$608,000	–	10,000	–	0.27%	–
UA	Buy	UNDER ARMOUR INCcl c	$601,000	+49.1%	40,000	+100.0%	0.26%	+45.9%
COF	New	CAPITAL ONE FINL CORP	$593,000	–	7,000	–	0.26%	–
BKR	New	BAKER HUGHES A GE COcl a	$586,000	–	16,000	–	0.26%	–
SYK	Sell	STRYKER CORP	$568,000	-52.8%	4,000	-53.9%	0.25%	-53.7%
TMO	Sell	THERMO FISHER SCIENTIFIC INC	$568,000	-45.7%	3,000	-50.0%	0.25%	-46.7%
ALB	Sell	ALBEMARLE CORP	$545,000	-57.0%	4,000	-66.7%	0.24%	-57.9%
EVC	Sell	ENTRAVISION COMMUNICATIONS Ccl a	$542,000	-17.9%	95,000	-5.0%	0.24%	-19.6%
THS	New	TREEHOUSE FOODS INC	$542,000	–	8,000	–	0.24%	–
X	Sell	UNITED STATES STL CORP NEW	$539,000	-2.7%	21,000	-16.0%	0.24%	-4.4%
ETN	Sell	EATON CORP PLC	$538,000	-36.6%	7,000	-35.8%	0.24%	-37.9%
EQR	Sell	EQUITY RESIDENTIALsh ben int	$527,000	-12.7%	8,000	-12.9%	0.23%	-14.4%
AMAT	Sell	APPLIED MATLS INC	$521,000	-51.5%	10,000	-61.5%	0.23%	-52.4%
CUB	New	CUBIC CORP	$510,000	–	10,000	–	0.22%	–
PSX	Sell	PHILLIPS 66	$458,000	-60.4%	5,000	-64.3%	0.20%	-61.3%
GME	Sell	GAMESTOP CORP NEWcl a	$413,000	-36.3%	20,000	-33.3%	0.18%	-37.6%
GM	Sell	GENERAL MTRS CO	$404,000	-71.1%	10,000	-75.0%	0.18%	-71.7%
WOW	Buy	WIDEOPENWEST INC	$377,000	+35.6%	25,000	+56.2%	0.17%	+32.8%
CRM	Sell	SALESFORCE COM INC	$374,000	-28.1%	4,000	-33.3%	0.16%	-29.6%
RAD	Buy	RITE AID CORP	$274,000	-22.6%	140,000	+16.7%	0.12%	-24.5%
MTSI	New	MACOM TECH SOLUTIONS HLDGS I	$223,000	–	5,000	–	0.10%	–
GD	New	GENERAL DYNAMICS CORP	$206,000	–	1,000	–	0.09%	–
UNP	Exit	UNION PAC CORP	$0	–	-3,000	–	-0.15%	–
HTZGQ	Exit	HERTZ GLOBAL HLDGS INC	$0	–	-50,000	–	-0.26%	–
M	Exit	MACYS INC	$0	–	-26,693	–	-0.28%	–
PX	Exit	PRAXAIR INC	$0	–	-4,748	–	-0.28%	–
TJX	Exit	TJX COS INC NEW	$0	–	-9,000	–	-0.29%	–
NFLX	Exit	NETFLIX INC	$0	–	-5,000	–	-0.34%	–
FOX	Exit	TWENTY FIRST CENTY FOX INCcl b	$0	–	-30,000	–	-0.38%	–
SYY	Exit	SYSCO CORP	$0	–	-17,029	–	-0.38%	–
MDLZ	Exit	MONDELEZ INTL INCcl a	$0	–	-20,000	–	-0.39%	–
BHI	Exit	BAKER HUGHES INC	$0	–	-16,000	–	-0.39%	–
STT	Exit	STATE STR CORP	$0	–	-10,557	–	-0.42%	–
ABT	Exit	ABBOTT LABS	$0	–	-20,899	–	-0.46%	–
BK	Exit	BANK NEW YORK MELLON CORP	$0	–	-20,000	–	-0.46%	–
ES	Exit	EVERSOURCE ENERGY	$0	–	-18,031	–	-0.49%	–
DOW	Exit	DOW CHEM CO	$0	–	-20,206	–	-0.57%	–
TXN	Exit	TEXAS INSTRS INC	$0	–	-17,000	–	-0.59%	–
PCLN	Exit	PRICELINE GRP INC	$0	–	-731	–	-0.61%	–
HON	Exit	HONEYWELL INTL INC	$0	–	-11,250	–	-0.67%	–
MCD	Exit	MCDONALDS CORP	$0	–	-10,000	–	-0.69%	–

Q2 2017

			Value		Shares		↓ Weighting
AAPL	New	APPLE INC	$7,777,000	–	54,000	–	3.49%	–
GOOG	New	ALPHABET INCcap stk cl c	$6,361,000	–	7,000	–	2.85%	–
MSFT	New	MICROSOFT CORP	$6,204,000	–	90,000	–	2.78%	–
FB	New	FACEBOOK INCcl a	$6,039,000	–	40,000	–	2.71%	–
AMZN	New	AMAZON COM INC	$5,808,000	–	6,000	–	2.60%	–
XOM	New	EXXON MOBIL CORP	$5,409,000	–	67,000	–	2.42%	–
JPM	New	JPMORGAN CHASE & CO	$4,524,000	–	49,500	–	2.03%	–
JNJ	New	JOHNSON & JOHNSON	$4,225,000	–	31,934	–	1.89%	–
WFC	New	WELLS FARGO CO NEW	$3,644,000	–	65,766	–	1.63%	–
BAC	New	BANK AMER CORP	$3,629,000	–	149,573	–	1.63%	–
DIS	New	DISNEY WALT CO	$3,294,000	–	31,000	–	1.48%	–
PFE	New	PFIZER INC	$3,146,000	–	93,645	–	1.41%	–
BRKB	New	BERKSHIRE HATHAWAY INC DELcl b new	$3,049,000	–	18,000	–	1.37%	–
GE	New	GENERAL ELECTRIC CO	$2,971,000	–	110,000	–	1.33%	–
V	New	VISA INC	$2,813,000	–	30,000	–	1.26%	–
HD	New	HOME DEPOT INC	$2,761,000	–	18,000	–	1.24%	–
C	New	CITIGROUP INC	$2,752,000	–	41,143	–	1.23%	–
PG	New	PROCTER AND GAMBLE CO	$2,615,000	–	30,000	–	1.17%	–
MRK	New	MERCK & CO INC	$2,564,000	–	40,000	–	1.15%	–
CSCO	New	CISCO SYS INC	$2,339,000	–	74,721	–	1.05%	–
CMCSA	New	COMCAST CORP NEWcl a	$2,335,000	–	60,000	–	1.05%	–
PM	New	PHILIP MORRIS INTL INC	$2,114,000	–	18,000	–	0.95%	–
TWX	New	TIME WARNER INC	$2,109,000	–	21,000	–	0.94%	–
VZ	New	VERIZON COMMUNICATIONS INC	$2,054,000	–	46,000	–	0.92%	–
MMM	New	3M CO	$2,003,000	–	9,619	–	0.90%	–
PEP	New	PEPSICO INC	$1,963,000	–	17,000	–	0.88%	–
MO	New	ALTRIA GROUP INC	$1,862,000	–	25,000	–	0.84%	–
UNH	New	UNITEDHEALTH GROUP INC	$1,854,000	–	10,000	–	0.83%	–
NOC	New	NORTHROP GRUMMAN CORP	$1,813,000	–	7,061	–	0.81%	–
GS	New	GOLDMAN SACHS GROUP INC	$1,721,000	–	7,755	–	0.77%	–
T	New	AT&T INC	$1,660,000	–	44,000	–	0.74%	–
CELG	New	CELGENE CORP	$1,558,000	–	12,000	–	0.70%	–
AMGN	New	AMGEN INC	$1,550,000	–	9,000	–	0.70%	–
MCD	New	MCDONALDS CORP	$1,532,000	–	10,000	–	0.69%	–
MDT	New	MEDTRONIC PLC	$1,513,000	–	17,047	–	0.68%	–
HON	New	HONEYWELL INTL INC	$1,500,000	–	11,250	–	0.67%	–
UTX	New	UNITED TECHNOLOGIES CORP	$1,495,000	–	12,239	–	0.67%	–
AGN	New	ALLERGAN PLC	$1,459,000	–	6,000	–	0.65%	–
ABBV	New	ABBVIE INC	$1,439,000	–	19,849	–	0.64%	–
UPS	New	UNITED PARCEL SERVICE INCcl b	$1,422,000	–	12,859	–	0.64%	–
GILD	New	GILEAD SCIENCES INC	$1,416,000	–	20,000	–	0.64%	–
ITW	New	ILLINOIS TOOL WKS INC	$1,414,000	–	9,874	–	0.63%	–
GM	New	GENERAL MTRS CO	$1,397,000	–	40,000	–	0.63%	–
MS	New	MORGAN STANLEY	$1,377,000	–	30,903	–	0.62%	–
PCLN	New	PRICELINE GRP INC	$1,367,000	–	731	–	0.61%	–
USB	New	US BANCORP DEL	$1,328,000	–	25,571	–	0.60%	–
TXN	New	TEXAS INSTRS INC	$1,308,000	–	17,000	–	0.59%	–
DOW	New	DOW CHEM CO	$1,274,000	–	20,206	–	0.57%	–
ALB	New	ALBEMARLE CORP	$1,266,000	–	12,000	–	0.57%	–
RTN	New	RAYTHEON CO	$1,264,000	–	7,828	–	0.57%	–
QCOM	New	QUALCOMM INC	$1,242,000	–	22,484	–	0.56%	–
SYK	New	STRYKER CORP	$1,204,000	–	8,677	–	0.54%	–
COP	New	CONOCOPHILLIPS	$1,187,000	–	27,000	–	0.53%	–
CI	New	CIGNA CORPORATION	$1,172,000	–	7,000	–	0.52%	–
AVGO	New	BROADCOM LTD	$1,165,000	–	5,000	–	0.52%	–
PSX	New	PHILLIPS 66	$1,158,000	–	14,000	–	0.52%	–
CME	New	CME GROUP INC	$1,148,000	–	9,165	–	0.52%	–
WMT	New	WAL-MART STORES INC	$1,135,000	–	15,000	–	0.51%	–
EOG	New	EOG RES INC	$1,130,000	–	12,480	–	0.51%	–
IBM	New	INTERNATIONAL BUSINESS MACHS	$1,125,000	–	7,314	–	0.50%	–
LUV	New	SOUTHWEST AIRLS CO	$1,119,000	–	18,000	–	0.50%	–
BMY	New	BRISTOL MYERS SQUIBB CO	$1,114,000	–	20,000	–	0.50%	–
ASTE	New	ASTEC INDS INC	$1,110,000	–	20,000	–	0.50%	–
PTC	New	PTC INC	$1,102,000	–	20,000	–	0.49%	–
PRU	New	PRUDENTIAL FINL INC	$1,101,000	–	10,181	–	0.49%	–
ES	New	EVERSOURCE ENERGY	$1,095,000	–	18,031	–	0.49%	–
HAIN	New	HAIN CELESTIAL GROUP INC	$1,087,000	–	28,000	–	0.49%	–
BIIB	New	BIOGEN INC	$1,085,000	–	4,000	–	0.49%	–
NJR	New	NEW JERSEY RES	$1,077,000	–	27,132	–	0.48%	–
AMAT	New	APPLIED MATLS INC	$1,074,000	–	26,000	–	0.48%	–
LLY	New	LILLY ELI & CO	$1,067,000	–	12,964	–	0.48%	–
CSX	New	CSX CORP	$1,063,000	–	19,487	–	0.48%	–
AMT	New	AMERICAN TOWER CORP NEW	$1,062,000	–	8,028	–	0.48%	–
TMO	New	THERMO FISHER SCIENTIFIC INC	$1,047,000	–	6,000	–	0.47%	–
MET	New	METLIFE INC	$1,025,000	–	18,656	–	0.46%	–
BK	New	BANK NEW YORK MELLON CORP	$1,020,000	–	20,000	–	0.46%	–
ABT	New	ABBOTT LABS	$1,016,000	–	20,899	–	0.46%	–
BX	New	BLACKSTONE GROUP L P	$1,001,000	–	30,000	–	0.45%	–
MNST	New	MONSTER BEVERAGE CORP NEW	$994,000	–	20,000	–	0.45%	–
GLW	New	CORNING INC	$976,000	–	32,464	–	0.44%	–
WM	New	WASTE MGMT INC DEL	$977,000	–	13,326	–	0.44%	–
LNG	New	CHENIERE ENERGY INC	$974,000	–	20,000	–	0.44%	–
STI	New	SUNTRUST BKS INC	$956,000	–	16,852	–	0.43%	–
STT	New	STATE STR CORP	$947,000	–	10,557	–	0.42%	–
MON	New	MONSANTO CO NEW	$944,000	–	7,978	–	0.42%	–
AAWW	New	ATLAS AIR WORLDWIDE HLDGS IN	$939,000	–	18,000	–	0.42%	–
AIG	New	AMERICAN INTL GROUP INC	$938,000	–	15,000	–	0.42%	–
NEE	New	NEXTERA ENERGY INC	$931,000	–	6,641	–	0.42%	–
GPC	New	GENUINE PARTS CO	$928,000	–	10,000	–	0.42%	–
RRC	New	RANGE RES CORP	$927,000	–	40,000	–	0.42%	–
FLR	New	FLUOR CORP NEW	$916,000	–	20,000	–	0.41%	–
KBR	New	KBR INC	$913,000	–	60,000	–	0.41%	–
CL	New	COLGATE PALMOLIVE CO	$890,000	–	12,000	–	0.40%	–
MLM	New	MARTIN MARIETTA MATLS INC	$890,000	–	4,000	–	0.40%	–
OKE	New	ONEOK INC NEW	$887,000	–	17,000	–	0.40%	–
WDC	New	WESTERN DIGITAL CORP	$886,000	–	10,000	–	0.40%	–
RCL	New	ROYAL CARIBBEAN CRUISES LTD	$874,000	–	8,000	–	0.39%	–
PATK	New	PATRICK INDS INC	$874,000	–	12,000	–	0.39%	–
BHI	New	BAKER HUGHES INC	$872,000	–	16,000	–	0.39%	–
DE	New	DEERE & CO	$865,000	–	7,000	–	0.39%	–
MDLZ	New	MONDELEZ INTL INCcl a	$864,000	–	20,000	–	0.39%	–
SYY	New	SYSCO CORP	$857,000	–	17,029	–	0.38%	–
ETN	New	EATON CORP PLC	$848,000	–	10,898	–	0.38%	–
FOX	New	TWENTY FIRST CENTY FOX INCcl b	$836,000	–	30,000	–	0.38%	–
LLL	New	L3 TECHNOLOGIES INC	$835,000	–	5,000	–	0.37%	–
ESRX	New	EXPRESS SCRIPTS HLDG CO	$829,000	–	12,993	–	0.37%	–
IP	New	INTL PAPER CO	$827,000	–	14,617	–	0.37%	–
SEAS	New	SEAWORLD ENTMT INC	$814,000	–	50,000	–	0.36%	–
ALK	New	ALASKA AIR GROUP INC	$808,000	–	9,000	–	0.36%	–
BA	New	BOEING CO	$791,000	–	4,000	–	0.36%	–
KMB	New	KIMBERLY CLARK CORP	$792,000	–	6,134	–	0.36%	–
CBS	New	CBS CORP NEWcl b	$765,000	–	12,000	–	0.34%	–
AVP	New	AVON PRODS INC	$760,000	–	200,000	–	0.34%	–
KLIC	New	KULICKE & SOFFA INDS INC	$761,000	–	40,000	–	0.34%	–
AMD	New	ADVANCED MICRO DEVICES INC	$749,000	–	60,000	–	0.34%	–
PNC	New	PNC FINL SVCS GROUP INC	$749,000	–	6,000	–	0.34%	–
NFLX	New	NETFLIX INC	$747,000	–	5,000	–	0.34%	–
ACHC	New	ACADIA HEALTHCARE COMPANY IN	$741,000	–	15,000	–	0.33%	–
APA	New	APACHE CORP	$719,000	–	15,000	–	0.32%	–
OXY	New	OCCIDENTAL PETE CORP DEL	$712,000	–	11,889	–	0.32%	–
ESGC	New	EROS INTL PLC	$710,000	–	62,000	–	0.32%	–
GT	New	GOODYEAR TIRE & RUBR CO	$699,000	–	20,000	–	0.31%	–
CVGW	New	CALAVO GROWERS INC	$691,000	–	10,000	–	0.31%	–
BBT	New	BB&T CORP	$676,000	–	14,889	–	0.30%	–
SWN	New	SOUTHWESTERN ENERGY CO	$669,000	–	110,000	–	0.30%	–
DUK	New	DUKE ENERGY CORP NEW	$669,000	–	8,000	–	0.30%	–
NCMI	New	NATIONAL CINEMEDIA INC	$668,000	–	90,000	–	0.30%	–
ECL	New	ECOLAB INC	$664,000	–	5,000	–	0.30%	–
EVC	New	ENTRAVISION COMMUNICATIONS Ccl a	$660,000	–	100,000	–	0.30%	–
PPL	New	PPL CORP	$657,000	–	17,003	–	0.30%	–
HA	New	HAWAIIAN HOLDINGS INC	$657,000	–	14,000	–	0.30%	–
FDX	New	FEDEX CORP	$652,000	–	3,000	–	0.29%	–
TJX	New	TJX COS INC NEW	$650,000	–	9,000	–	0.29%	–
GME	New	GAMESTOP CORP NEWcl a	$648,000	–	30,000	–	0.29%	–
ACM	New	AECOM	$647,000	–	20,000	–	0.29%	–
HOG	New	HARLEY DAVIDSON INC	$648,000	–	12,000	–	0.29%	–
PX	New	PRAXAIR INC	$629,000	–	4,748	–	0.28%	–
ADI	New	ANALOG DEVICES INC	$622,000	–	8,000	–	0.28%	–
M	New	MACYS INC	$620,000	–	26,693	–	0.28%	–
PCG	New	PG&E CORP	$617,000	–	9,291	–	0.28%	–
DOV	New	DOVER CORP	$618,000	–	7,700	–	0.28%	–
HDS	New	HD SUPPLY HLDGS INC	$613,000	–	20,000	–	0.28%	–
HL	New	HECLA MNG CO	$612,000	–	120,000	–	0.27%	–
EQR	New	EQUITY RESIDENTIALsh ben int	$604,000	–	9,181	–	0.27%	–
D	New	DOMINION ENERGY INC	$578,000	–	7,546	–	0.26%	–
HTZGQ	New	HERTZ GLOBAL HLDGS INC	$575,000	–	50,000	–	0.26%	–
KMI	New	KINDER MORGAN INC DEL	$575,000	–	30,000	–	0.26%	–
WRK	New	WESTROCK CO	$567,000	–	10,000	–	0.25%	–
URI	New	UNITED RENTALS INC	$564,000	–	5,000	–	0.25%	–
X	New	UNITED STATES STL CORP NEW	$554,000	–	25,000	–	0.25%	–
UAL	New	UNITED CONTL HLDGS INC	$527,000	–	7,000	–	0.24%	–
GSVC	New	GSV CAP CORP	$521,000	–	120,000	–	0.23%	–
CRM	New	SALESFORCE COM INC	$520,000	–	6,000	–	0.23%	–
FNSR	New	FINISAR CORP	$520,000	–	20,000	–	0.23%	–
KOP	New	KOPPERS HOLDINGS INC	$506,000	–	14,000	–	0.23%	–
EPR	New	EPR PPTYS	$503,000	–	7,000	–	0.22%	–
S	New	SPRINT CORP	$493,000	–	60,000	–	0.22%	–
CMI	New	CUMMINS INC	$487,000	–	3,000	–	0.22%	–
L100PS	New	ARCONIC INC	$476,000	–	21,000	–	0.21%	–
UA	New	UNDER ARMOUR INCcl c	$403,000	–	20,000	–	0.18%	–
RAD	New	RITE AID CORP	$354,000	–	120,000	–	0.16%	–
VIAB	New	VIACOM INC NEWcl b	$336,000	–	10,000	–	0.15%	–
UNP	New	UNION PAC CORP	$327,000	–	3,000	–	0.15%	–
WOW	New	WIDEOPENWEST INC	$278,000	–	16,000	–	0.12%	–
APC	New	ANADARKO PETE CORP	$272,000	–	6,000	–	0.12%	–
MRO	New	MARATHON OIL CORP	$222,000	–	18,717	–	0.10%	–

Q4 2016

			Value		Shares		↓ Weighting
AXL	Exit	AMERICAN AXLE & MFG HLDGS IN	$0	–	-13,000	–	-0.11%	–
GSVC	Exit	GSV CAP CORP	$0	–	-61,712	–	-0.14%	–
MRO	Exit	MARATHON OIL CORP	$0	–	-18,717	–	-0.15%	–
FE	Exit	FIRSTENERGY CORP	$0	–	-9,296	–	-0.15%	–
NOV	Exit	NATIONAL OILWELL VARCO INC	$0	–	-8,659	–	-0.16%	–
APC	Exit	ANADARKO PETE CORP	$0	–	-6,000	–	-0.19%	–
CTXS	Exit	CITRIX SYS INC	$0	–	-4,644	–	-0.20%	–
SEAS	Exit	SEAWORLD ENTMT INC	$0	–	-30,000	–	-0.20%	–
FLR	Exit	FLUOR CORP NEW	$0	–	-8,220	–	-0.21%	–
AAWW	Exit	ATLAS AIR WORLDWIDE HLDGS IN	$0	–	-10,000	–	-0.21%	–
M	Exit	MACYS INC	$0	–	-11,693	–	-0.21%	–
ADSK	Exit	AUTODESK INC	$0	–	-6,000	–	-0.22%	–
DVN	Exit	DEVON ENERGY CORP NEW	$0	–	-9,872	–	-0.22%	–
JCI	Exit	JOHNSON CTLS INTL PLC	$0	–	-9,987	–	-0.23%	–
AA	Exit	ALCOA INC	$0	–	-46,409	–	-0.23%	–
RAI	Exit	REYNOLDS AMERICAN INC	$0	–	-10,000	–	-0.23%	–
UAL	Exit	UNITED CONTL HLDGS INC	$0	–	-9,000	–	-0.23%	–
CYNO	Exit	CYNOSURE INCcl a	$0	–	-10,000	–	-0.25%	–
HST	Exit	HOST HOTELS & RESORTS INC	$0	–	-33,114	–	-0.26%	–
VIAB	Exit	VIACOM INC NEWcl b	$0	–	-14,000	–	-0.26%	–
SO	Exit	SOUTHERN CO	$0	–	-10,631	–	-0.27%	–
NSC	Exit	NORFOLK SOUTHERN CORP	$0	–	-5,675	–	-0.27%	–
EPR	Exit	EPR PPTYS	$0	–	-7,000	–	-0.27%	–
D	Exit	DOMINION RES INC VA NEW	$0	–	-7,546	–	-0.28%	–
BBT	Exit	BB&T CORP	$0	–	-14,889	–	-0.28%	–
PEG	Exit	PUBLIC SVC ENTERPRISE GROUP	$0	–	-13,480	–	-0.28%	–
DOV	Exit	DOVER CORP	$0	–	-7,700	–	-0.28%	–
PCG	Exit	PG&E CORP	$0	–	-9,291	–	-0.28%	–
PX	Exit	PRAXAIR INC	$0	–	-4,748	–	-0.28%	–
UNP	Exit	UNION PAC CORP	$0	–	-6,000	–	-0.29%	–
PPL	Exit	PPL CORP	$0	–	-17,003	–	-0.29%	–
EQR	Exit	EQUITY RESIDENTIALsh ben int	$0	–	-9,181	–	-0.29%	–
CSX	Exit	CSX CORP	$0	–	-19,487	–	-0.29%	–
ACM	Exit	AECOM	$0	–	-20,000	–	-0.29%	–
DE	Exit	DEERE & CO	$0	–	-7,000	–	-0.30%	–
ECL	Exit	ECOLAB INC	$0	–	-5,000	–	-0.30%	–
CMI	Exit	CUMMINS INC	$0	–	-4,803	–	-0.30%	–
TGT	Exit	TARGET CORP	$0	–	-9,000	–	-0.30%	–
AGN	Exit	ALLERGAN PLC	$0	–	-2,700	–	-0.31%	–
ADM	Exit	ARCHER DANIELS MIDLAND CO	$0	–	-14,943	–	-0.31%	–
DLTR	Exit	DOLLAR TREE INC	$0	–	-8,086	–	-0.32%	–
DUK	Exit	DUKE ENERGY CORP NEW	$0	–	-8,000	–	-0.32%	–
HAIN	Exit	HAIN CELESTIAL GROUP INC	$0	–	-18,000	–	-0.32%	–
APA	Exit	APACHE CORP	$0	–	-10,000	–	-0.32%	–
GT	Exit	GOODYEAR TIRE & RUBR CO	$0	–	-20,000	–	-0.32%	–
ADI	Exit	ANALOG DEVICES INC	$0	–	-10,000	–	-0.32%	–
CTSH	Exit	COGNIZANT TECHNOLOGY SOLUTIOcl a	$0	–	-13,550	–	-0.32%	–
INTU	Exit	INTUIT	$0	–	-6,000	–	-0.33%	–
PPG	Exit	PPG INDS INC	$0	–	-6,634	–	-0.34%	–
FDX	Exit	FEDEX CORP	$0	–	-4,000	–	-0.34%	–
LUV	Exit	SOUTHWEST AIRLS CO	$0	–	-18,000	–	-0.35%	–
IP	Exit	INTL PAPER CO	$0	–	-14,617	–	-0.35%	–
ETN	Exit	EATON CORP PLC	$0	–	-10,898	–	-0.35%	–
VNO	Exit	VORNADO RLTY TRsh ben int	$0	–	-7,088	–	-0.35%	–
COF	Exit	CAPITAL ONE FINL CORP	$0	–	-9,979	–	-0.35%	–
FOXA	Exit	TWENTY FIRST CENTY FOX INCcl a	$0	–	-30,000	–	-0.36%	–
STT	Exit	STATE STR CORP	$0	–	-10,557	–	-0.36%	–
STI	Exit	SUNTRUST BKS INC	$0	–	-16,852	–	-0.36%	–
EMR	Exit	EMERSON ELEC CO	$0	–	-13,709	–	-0.37%	–
COP	Exit	CONOCOPHILLIPS	$0	–	-17,456	–	-0.38%	–
PNC	Exit	PNC FINL SVCS GROUP INC	$0	–	-8,497	–	-0.38%	–
GLW	Exit	CORNING INC	$0	–	-32,464	–	-0.38%	–
KMB	Exit	KIMBERLY CLARK CORP	$0	–	-6,134	–	-0.38%	–
CRM	Exit	SALESFORCE COM INC	$0	–	-11,000	–	-0.39%	–
BHI	Exit	BAKER HUGHES INC	$0	–	-16,000	–	-0.40%	–
NEE	Exit	NEXTERA ENERGY INC	$0	–	-6,641	–	-0.40%	–
MON	Exit	MONSANTO CO NEW	$0	–	-7,978	–	-0.40%	–
MET	Exit	METLIFE INC	$0	–	-18,656	–	-0.41%	–
ADP	Exit	AUTOMATIC DATA PROCESSING IN	$0	–	-9,399	–	-0.41%	–
PRU	Exit	PRUDENTIAL FINL INC	$0	–	-10,181	–	-0.41%	–
SYY	Exit	SYSCO CORP	$0	–	-17,029	–	-0.41%	–
HUM	Exit	HUMANA INC	$0	–	-4,753	–	-0.42%	–
WM	Exit	WASTE MGMT INC DEL	$0	–	-13,326	–	-0.42%	–
SE	Exit	SPECTRA ENERGY CORP	$0	–	-20,188	–	-0.43%	–
GIS	Exit	GENERAL MLS INC	$0	–	-13,606	–	-0.43%	–
OXY	Exit	OCCIDENTAL PETE CORP DEL	$0	–	-11,889	–	-0.43%	–
TRV	Exit	TRAVELERS COMPANIES INC	$0	–	-7,669	–	-0.43%	–
PLD	Exit	PROLOGIS INC	$0	–	-16,492	–	-0.44%	–
CAT	Exit	CATERPILLAR INC DEL	$0	–	-10,000	–	-0.44%	–
AIG	Exit	AMERICAN INTL GROUP INC	$0	–	-15,000	–	-0.44%	–
NJR	Exit	NEW JERSEY RES	$0	–	-27,132	–	-0.44%	–
SWK	Exit	STANLEY BLACK & DECKER INC	$0	–	-7,292	–	-0.44%	–
BK	Exit	BANK NEW YORK MELLON CORP	$0	–	-22,781	–	-0.45%	–
AMT	Exit	AMERICAN TOWER CORP NEW	$0	–	-8,028	–	-0.45%	–
CI	Exit	CIGNA CORPORATION	$0	–	-7,000	–	-0.45%	–
COST	Exit	COSTCO WHSL CORP NEW	$0	–	-6,000	–	-0.45%	–
ESRX	Exit	EXPRESS SCRIPTS HLDG CO	$0	–	-12,993	–	-0.45%	–
RGA	Exit	REINSURANCE GROUP AMER INC	$0	–	-8,615	–	-0.46%	–
BLK	Exit	BLACKROCK INC	$0	–	-2,584	–	-0.46%	–
MCK	Exit	MCKESSON CORP	$0	–	-5,679	–	-0.47%	–
CL	Exit	COLGATE PALMOLIVE CO	$0	–	-12,798	–	-0.47%	–
GM	Exit	GENERAL MTRS CO	$0	–	-30,000	–	-0.47%	–
CME	Exit	CME GROUP INC	$0	–	-9,165	–	-0.47%	–
AXP	Exit	AMERICAN EXPRESS CO	$0	–	-15,083	–	-0.48%	–
MDLZ	Exit	MONDELEZ INTL INCcl a	$0	–	-22,000	–	-0.48%	–
UA	Exit	UNDER ARMOUR INCcl c	$0	–	-28,000	–	-0.48%	–
ES	Exit	EVERSOURCE ENERGY	$0	–	-18,031	–	-0.48%	–
TJX	Exit	TJX COS INC NEW	$0	–	-13,207	–	-0.49%	–
MS	Exit	MORGAN STANLEY	$0	–	-30,903	–	-0.49%	–
GPC	Exit	GENUINE PARTS CO	$0	–	-10,000	–	-0.50%	–
SYK	Exit	STRYKER CORP	$0	–	-8,677	–	-0.50%	–
MNST	Exit	MONSTER BEVERAGE CORP NEW	$0	–	-7,000	–	-0.51%	–
LLY	Exit	LILLY ELI & CO	$0	–	-12,964	–	-0.51%	–
DOW	Exit	DOW CHEM CO	$0	–	-20,206	–	-0.52%	–
RTN	Exit	RAYTHEON CO	$0	–	-7,828	–	-0.53%	–
PCLN	Exit	PRICELINE GRP INC	$0	–	-731	–	-0.53%	–
USB	Exit	US BANCORP DEL	$0	–	-25,571	–	-0.54%	–
AET	Exit	AETNA INC NEW	$0	–	-9,517	–	-0.54%	–
PTC	Exit	PTC INC	$0	–	-25,000	–	-0.55%	–
PSX	Exit	PHILLIPS 66	$0	–	-14,000	–	-0.56%	–
IBM	Exit	INTERNATIONAL BUSINESS MACHS	$0	–	-7,314	–	-0.57%	–
ITW	Exit	ILLINOIS TOOL WKS INC	$0	–	-9,874	–	-0.58%	–
AMAT	Exit	APPLIED MATLS INC	$0	–	-39,419	–	-0.59%	–
ASTE	Exit	ASTEC INDS INC	$0	–	-20,000	–	-0.59%	–
EOG	Exit	EOG RES INC	$0	–	-12,480	–	-0.60%	–
BIIB	Exit	BIOGEN INC	$0	–	-3,869	–	-0.60%	–
UTX	Exit	UNITED TECHNOLOGIES CORP	$0	–	-12,239	–	-0.61%	–
TWX	Exit	TIME WARNER INC	$0	–	-15,616	–	-0.61%	–
GS	Exit	GOLDMAN SACHS GROUP INC	$0	–	-7,755	–	-0.62%	–
ABBV	Exit	ABBVIE INC	$0	–	-19,849	–	-0.62%	–
SBUX	Exit	STARBUCKS CORP	$0	–	-23,414	–	-0.63%	–
T	Exit	AT&T INC	$0	–	-32,000	–	-0.64%	–
HON	Exit	HONEYWELL INTL INC	$0	–	-11,250	–	-0.65%	–
MCD	Exit	MCDONALDS CORP	$0	–	-11,390	–	-0.65%	–
WBA	Exit	WALGREENS BOOTS ALLIANCE INC	$0	–	-16,373	–	-0.65%	–
BMY	Exit	BRISTOL MYERS SQUIBB CO	$0	–	-25,211	–	-0.67%	–
WMT	Exit	WAL-MART STORES INC	$0	–	-19,278	–	-0.69%	–
TMO	Exit	THERMO FISHER SCIENTIFIC INC	$0	–	-8,813	–	-0.69%	–
UPS	Exit	UNITED PARCEL SERVICE INCcl b	$0	–	-12,859	–	-0.70%	–
NKE	Exit	NIKE INCcl b	$0	–	-27,000	–	-0.70%	–
MDT	Exit	MEDTRONIC PLC	$0	–	-17,047	–	-0.73%	–
TXN	Exit	TEXAS INSTRS INC	$0	–	-21,071	–	-0.73%	–
MA	Exit	MASTERCARD INCORPORATEDcl a	$0	–	-14,780	–	-0.74%	–
NOC	Exit	NORTHROP GRUMMAN CORP	$0	–	-7,061	–	-0.75%	–
QCOM	Exit	QUALCOMM INC	$0	–	-22,484	–	-0.76%	–
LOW	Exit	LOWES COS INC	$0	–	-21,692	–	-0.77%	–
MO	Exit	ALTRIA GROUP INC	$0	–	-25,000	–	-0.78%	–
CELG	Exit	CELGENE CORP	$0	–	-15,288	–	-0.79%	–
CVS	Exit	CVS HEALTH CORP	$0	–	-18,675	–	-0.82%	–
MMM	Exit	3M CO	$0	–	-9,619	–	-0.84%	–
AMGN	Exit	AMGEN INC	$0	–	-10,619	–	-0.88%	–
BA	Exit	BOEING CO	$0	–	-14,000	–	-0.91%	–
STJ	Exit	ST JUDE MED INC	$0	–	-24,000	–	-0.95%	–
C	Exit	CITIGROUP INC	$0	–	-41,143	–	-0.96%	–
GILD	Exit	GILEAD SCIENCES INC	$0	–	-25,000	–	-0.98%	–
VZ	Exit	VERIZON COMMUNICATIONS INC	$0	–	-40,000	–	-1.03%	–
UNH	Exit	UNITEDHEALTH GROUP INC	$0	–	-15,008	–	-1.04%	–
PM	Exit	PHILIP MORRIS INTL INC	$0	–	-21,642	–	-1.04%	–
PEP	Exit	PEPSICO INC	$0	–	-19,397	–	-1.04%	–
KO	Exit	COCA COLA CO	$0	–	-50,000	–	-1.05%	–
CMCSA	Exit	COMCAST CORP NEWcl a	$0	–	-35,000	–	-1.15%	–
V	Exit	VISA INC	$0	–	-28,236	–	-1.15%	–
BAC	Exit	BANK AMER CORP	$0	–	-149,573	–	-1.16%	–
CSCO	Exit	CISCO SYS INC	$0	–	-74,721	–	-1.17%	–
MRK	Exit	MERCK & CO INC	$0	–	-40,090	–	-1.24%	–
DIS	Exit	DISNEY WALT CO	$0	–	-27,000	–	-1.24%	–
BRKB	Exit	BERKSHIRE HATHAWAY INC DELcl b new	$0	–	-18,000	–	-1.28%	–
HD	Exit	HOME DEPOT INC	$0	–	-21,681	–	-1.38%	–
WFC	Exit	WELLS FARGO & CO NEW	$0	–	-65,766	–	-1.44%	–
PFE	Exit	PFIZER INC	$0	–	-93,645	–	-1.57%	–
JPM	Exit	JPMORGAN CHASE & CO	$0	–	-49,500	–	-1.63%	–
AMZN	Exit	AMAZON COM INC	$0	–	-4,000	–	-1.66%	–
GE	Exit	GENERAL ELECTRIC CO	$0	–	-120,000	–	-1.76%	–
JNJ	Exit	JOHNSON & JOHNSON	$0	–	-31,934	–	-1.86%	–
GOOG	Exit	ALPHABET INCcap stk cl c	$0	–	-6,096	–	-2.34%	–
MSFT	Exit	MICROSOFT CORP	$0	–	-88,000	–	-2.50%	–
XOM	Exit	EXXON MOBIL CORP	$0	–	-61,000	–	-2.63%	–
AAPL	Exit	APPLE INC	$0	–	-55,000	–	-3.07%	–

Q3 2016

			Value		Shares		↓ Weighting
AAPL	Sell	APPLE INC	$6,218,000	-9.7%	55,000	-23.6%	3.07%	-10.7%
MSFT	Sell	MICROSOFT CORP	$5,069,000	+10.1%	88,000	-2.2%	2.50%	+8.8%
STJ	New	ST JUDE MED INC	$1,914,000	–	24,000	–	0.95%	–
BA	Buy	BOEING CO	$1,844,000	+18.4%	14,000	+16.7%	0.91%	+16.9%
NKE	Buy	NIKE INCcl b	$1,422,000	-0.5%	27,000	+4.3%	0.70%	-1.7%
MNST	New	MONSTER BEVERAGE CORP NEW	$1,028,000	–	7,000	–	0.51%	–
UA	New	UNDER ARMOUR INCcl c	$972,000	–	28,000	–	0.48%	–
FOXA	New	TWENTY FIRST CENTY FOX INCcl a	$727,000	–	30,000	–	0.36%	–
FDX	Sell	FEDEX CORP	$699,000	-23.3%	4,000	-33.3%	0.34%	-24.3%
HAIN	New	HAIN CELESTIAL GROUP INC	$640,000	–	18,000	–	0.32%	–
ACM	New	AECOM	$595,000	–	20,000	–	0.29%	–
VIAB	New	VIACOM INC NEWcl b	$533,000	–	14,000	–	0.26%	–
JCI	New	JOHNSON CTLS INTL PLC	$465,000	–	9,987	–	0.23%	–
SEAS	Buy	SEAWORLD ENTMT INC	$404,000	+28.3%	30,000	+36.4%	0.20%	+26.6%
DHR	Exit	DANAHER CORP DEL	$0	–	-2,077	–	-0.10%	–
ASH	Exit	ASHLAND INC NEW	$0	–	-1,860	–	-0.11%	–
HOG	Exit	HARLEY DAVIDSON INC	$0	–	-7,868	–	-0.18%	–
UAA	Exit	UNDER ARMOUR INCcl a	$0	–	-10,000	–	-0.20%	–
TYC	Exit	TYCO INTL PLC	$0	–	-10,458	–	-0.22%	–
YUM	Exit	YUM BRANDS INC	$0	–	-8,113	–	-0.34%	–
JCI	Exit	JOHNSON CTLS INC	$0	–	-15,935	–	-0.35%	–
FOX	Exit	TWENTY FIRST CENTY FOX INCcl b	$0	–	-30,000	–	-0.41%	–
EMC	Exit	E M C CORP MASS	$0	–	-31,617	–	-0.43%	–
ABT	Exit	ABBOTT LABS	$0	–	-24,000	–	-0.47%	–
PG	Exit	PROCTER & GAMBLE CO	$0	–	-31,000	–	-1.31%	–

Q2 2016

			Value		Shares		↓ Weighting
AAPL	New	APPLE INC	$6,883,000	–	72,000	–	3.44%	–
XOM	New	EXXON MOBIL CORP	$5,718,000	–	61,000	–	2.86%	–
MSFT	New	MICROSOFT CORP	$4,605,000	–	90,000	–	2.30%	–
GOOG	New	ALPHABET INCcap stk cl c	$4,219,000	–	6,096	–	2.11%	–
JNJ	New	JOHNSON & JOHNSON	$3,874,000	–	31,934	–	1.94%	–
GE	New	GENERAL ELECTRIC CO	$3,778,000	–	120,000	–	1.89%	–
PFE	New	PFIZER INC	$3,297,000	–	93,645	–	1.65%	–
WFC	New	WELLS FARGO & CO NEW	$3,113,000	–	65,766	–	1.56%	–
JPM	New	JPMORGAN CHASE & CO	$3,076,000	–	49,500	–	1.54%	–
AMZN	New	AMAZON COM INC	$2,862,000	–	4,000	–	1.43%	–
HD	New	HOME DEPOT INC	$2,768,000	–	21,681	–	1.38%	–
DIS	New	DISNEY WALT CO	$2,641,000	–	27,000	–	1.32%	–
PG	New	PROCTER & GAMBLE CO	$2,625,000	–	31,000	–	1.31%	–
BRKB	New	BERKSHIRE HATHAWAY INC DELcl b new	$2,606,000	–	18,000	–	1.30%	–
MRK	New	MERCK & CO INC	$2,310,000	–	40,090	–	1.16%	–
CMCSA	New	COMCAST CORP NEWcl a	$2,282,000	–	35,000	–	1.14%	–
KO	New	COCA COLA CO	$2,267,000	–	50,000	–	1.13%	–
VZ	New	VERIZON COMMUNICATIONS INC	$2,234,000	–	40,000	–	1.12%	–
PM	New	PHILIP MORRIS INTL INC	$2,201,000	–	21,642	–	1.10%	–
CSCO	New	CISCO SYS INC	$2,144,000	–	74,721	–	1.07%	–
UNH	New	UNITEDHEALTH GROUP INC	$2,119,000	–	15,008	–	1.06%	–
V	New	VISA INC	$2,094,000	–	28,236	–	1.05%	–
GILD	New	GILEAD SCIENCES INC	$2,086,000	–	25,000	–	1.04%	–
PEP	New	PEPSICO INC	$2,055,000	–	19,397	–	1.03%	–
BAC	New	BANK AMER CORP	$1,985,000	–	149,573	–	0.99%	–
BMY	New	BRISTOL MYERS SQUIBB CO	$1,854,000	–	25,211	–	0.93%	–
CVS	New	CVS HEALTH CORP	$1,788,000	–	18,675	–	0.89%	–
C	New	CITIGROUP INC	$1,744,000	–	41,143	–	0.87%	–
MO	New	ALTRIA GROUP INC	$1,724,000	–	25,000	–	0.86%	–
LOW	New	LOWES COS INC	$1,717,000	–	21,692	–	0.86%	–
MMM	New	3M CO	$1,684,000	–	9,619	–	0.84%	–
AMGN	New	AMGEN INC	$1,616,000	–	10,619	–	0.81%	–
NOC	New	NORTHROP GRUMMAN CORP	$1,570,000	–	7,061	–	0.78%	–
BA	New	BOEING CO	$1,558,000	–	12,000	–	0.78%	–
CELG	New	CELGENE CORP	$1,508,000	–	15,288	–	0.75%	–
MDT	New	MEDTRONIC PLC	$1,479,000	–	17,047	–	0.74%	–
NKE	New	NIKE INCcl b	$1,429,000	–	25,896	–	0.72%	–
WMT	New	WAL-MART STORES INC	$1,408,000	–	19,278	–	0.70%	–
UPS	New	UNITED PARCEL SERVICE INCcl b	$1,385,000	–	12,859	–	0.69%	–
T	New	AT&T INC	$1,383,000	–	32,000	–	0.69%	–
MCD	New	MCDONALDS CORP	$1,371,000	–	11,390	–	0.69%	–
WBA	New	WALGREENS BOOTS ALLIANCE INC	$1,363,000	–	16,373	–	0.68%	–
SBUX	New	STARBUCKS CORP	$1,337,000	–	23,414	–	0.67%	–
TXN	New	TEXAS INSTRS INC	$1,320,000	–	21,071	–	0.66%	–
HON	New	HONEYWELL INTL INC	$1,309,000	–	11,250	–	0.66%	–
TMO	New	THERMO FISHER SCIENTIFIC INC	$1,302,000	–	8,813	–	0.65%	–
MA	New	MASTERCARD INCcl a	$1,302,000	–	14,780	–	0.65%	–
UTX	New	UNITED TECHNOLOGIES CORP	$1,255,000	–	12,239	–	0.63%	–
ABBV	New	ABBVIE INC	$1,229,000	–	19,849	–	0.62%	–
QCOM	New	QUALCOMM INC	$1,204,000	–	22,484	–	0.60%	–
AET	New	AETNA INC NEW	$1,162,000	–	9,517	–	0.58%	–
GS	New	GOLDMAN SACHS GROUP INC	$1,152,000	–	7,755	–	0.58%	–
TWX	New	TIME WARNER INC	$1,148,000	–	15,616	–	0.57%	–
ASTE	New	ASTEC INDS INC	$1,123,000	–	20,000	–	0.56%	–
PSX	New	PHILLIPS 66	$1,111,000	–	14,000	–	0.56%	–
IBM	New	INTERNATIONAL BUSINESS MACHS	$1,110,000	–	7,314	–	0.56%	–
ES	New	EVERSOURCE ENERGY	$1,080,000	–	18,031	–	0.54%	–
RTN	New	RAYTHEON CO	$1,064,000	–	7,828	–	0.53%	–
MCK	New	MCKESSON CORP	$1,060,000	–	5,679	–	0.53%	–
NJR	New	NEW JERSEY RES	$1,046,000	–	27,132	–	0.52%	–
EOG	New	EOG RES INC	$1,041,000	–	12,480	–	0.52%	–
SYK	New	STRYKER CORP	$1,040,000	–	8,677	–	0.52%	–
USB	New	US BANCORP DEL	$1,031,000	–	25,571	–	0.52%	–
ITW	New	ILLINOIS TOOL WKS INC	$1,028,000	–	9,874	–	0.51%	–
LLY	New	LILLY ELI & CO	$1,021,000	–	12,964	–	0.51%	–
TJX	New	TJX COS INC NEW	$1,020,000	–	13,207	–	0.51%	–
GPC	New	GENUINE PARTS CO	$1,013,000	–	10,000	–	0.51%	–
DOW	New	DOW CHEM CO	$1,004,000	–	20,206	–	0.50%	–
MDLZ	New	MONDELEZ INTL INCcl a	$1,001,000	–	22,000	–	0.50%	–
ESRX	New	EXPRESS SCRIPTS HLDG CO	$985,000	–	12,993	–	0.49%	–
GIS	New	GENERAL MLS INC	$970,000	–	13,606	–	0.48%	–
AMAT	New	APPLIED MATLS INC	$945,000	–	39,419	–	0.47%	–
ABT	New	ABBOTT LABS	$943,000	–	24,000	–	0.47%	–
COST	New	COSTCO WHSL CORP NEW	$942,000	–	6,000	–	0.47%	–
PTC	New	PTC INC	$940,000	–	25,000	–	0.47%	–
CL	New	COLGATE PALMOLIVE CO	$937,000	–	12,798	–	0.47%	–
BIIB	New	BIOGEN INC	$936,000	–	3,869	–	0.47%	–
AXP	New	AMERICAN EXPRESS CO	$916,000	–	15,083	–	0.46%	–
TRV	New	TRAVELERS COMPANIES INC	$913,000	–	7,669	–	0.46%	–
PCLN	New	PRICELINE GRP INC	$913,000	–	731	–	0.46%	–
FDX	New	FEDEX CORP	$911,000	–	6,000	–	0.46%	–
AMT	New	AMERICAN TOWER CORP NEW	$912,000	–	8,028	–	0.46%	–
OXY	New	OCCIDENTAL PETE CORP DEL	$898,000	–	11,889	–	0.45%	–
CI	New	CIGNA CORPORATION	$896,000	–	7,000	–	0.45%	–
CME	New	CME GROUP INC	$893,000	–	9,165	–	0.45%	–
BK	New	BANK NEW YORK MELLON CORP	$885,000	–	22,781	–	0.44%	–
BLK	New	BLACKROCK INC	$885,000	–	2,584	–	0.44%	–
WM	New	WASTE MGMT INC DEL	$883,000	–	13,326	–	0.44%	–
CRM	New	SALESFORCE COM INC	$874,000	–	11,000	–	0.44%	–
NEE	New	NEXTERA ENERGY INC	$866,000	–	6,641	–	0.43%	–
ADP	New	AUTOMATIC DATA PROCESSING IN	$863,000	–	9,399	–	0.43%	–
SYY	New	SYSCO CORP	$864,000	–	17,029	–	0.43%	–
EMC	New	E M C CORP MASS	$859,000	–	31,617	–	0.43%	–
HUM	New	HUMANA INC	$855,000	–	4,753	–	0.43%	–
GM	New	GENERAL MTRS CO	$849,000	–	30,000	–	0.42%	–
KMB	New	KIMBERLY CLARK CORP	$843,000	–	6,134	–	0.42%	–
RGA	New	REINSURANCE GROUP AMER INC	$836,000	–	8,615	–	0.42%	–
MON	New	MONSANTO CO NEW	$825,000	–	7,978	–	0.41%	–
FOX	New	TWENTY FIRST CENTY FOX INCcl b	$818,000	–	30,000	–	0.41%	–
SWK	New	STANLEY BLACK & DECKER INC	$811,000	–	7,292	–	0.41%	–
PLD	New	PROLOGIS INC	$809,000	–	16,492	–	0.40%	–
MS	New	MORGAN STANLEY	$803,000	–	30,903	–	0.40%	–
AIG	New	AMERICAN INTL GROUP INC	$793,000	–	15,000	–	0.40%	–
CTSH	New	COGNIZANT TECHNOLOGY SOLUTIOcl a	$776,000	–	13,550	–	0.39%	–
DLTR	New	DOLLAR TREE INC	$762,000	–	8,086	–	0.38%	–
COP	New	CONOCOPHILLIPS	$761,000	–	17,456	–	0.38%	–
CAT	New	CATERPILLAR INC DEL	$758,000	–	10,000	–	0.38%	–
MET	New	METLIFE INC	$743,000	–	18,656	–	0.37%	–
SE	New	SPECTRA ENERGY CORP	$739,000	–	20,188	–	0.37%	–
PRU	New	PRUDENTIAL FINL INC	$726,000	–	10,181	–	0.36%	–
BHI	New	BAKER HUGHES INC	$722,000	–	16,000	–	0.36%	–
EMR	New	EMERSON ELEC CO	$715,000	–	13,709	–	0.36%	–
VNO	New	VORNADO RLTY TRsh ben int	$710,000	–	7,088	–	0.36%	–
JCI	New	JOHNSON CTLS INC	$705,000	–	15,935	–	0.35%	–
LUV	New	SOUTHWEST AIRLS CO	$706,000	–	18,000	–	0.35%	–
PNC	New	PNC FINL SVCS GROUP INC	$692,000	–	8,497	–	0.35%	–
PPG	New	PPG INDS INC	$691,000	–	6,634	–	0.35%	–
STI	New	SUNTRUST BKS INC	$692,000	–	16,852	–	0.35%	–
DUK	New	DUKE ENERGY CORP NEW	$686,000	–	8,000	–	0.34%	–
YUM	New	YUM BRANDS INC	$673,000	–	8,113	–	0.34%	–
INTU	New	INTUIT	$670,000	–	6,000	–	0.34%	–
GLW	New	CORNING INC	$665,000	–	32,464	–	0.33%	–
ETN	New	EATON CORP PLC	$651,000	–	10,898	–	0.33%	–
ADM	New	ARCHER DANIELS MIDLAND CO	$641,000	–	14,943	–	0.32%	–
PPL	New	PPL CORP	$642,000	–	17,003	–	0.32%	–
COF	New	CAPITAL ONE FINL CORP	$634,000	–	9,979	–	0.32%	–
EQR	New	EQUITY RESIDENTIALsh ben int	$632,000	–	9,181	–	0.32%	–
PEG	New	PUBLIC SVC ENTERPRISE GROUP	$628,000	–	13,480	–	0.31%	–
TGT	New	TARGET CORP	$628,000	–	9,000	–	0.31%	–
AGN	New	ALLERGAN PLC	$624,000	–	2,700	–	0.31%	–
IP	New	INTL PAPER CO	$619,000	–	14,617	–	0.31%	–
ECL	New	ECOLAB INC	$593,000	–	5,000	–	0.30%	–
PCG	New	PG&E CORP	$594,000	–	9,291	–	0.30%	–
D	New	DOMINION RES INC VA NEW	$588,000	–	7,546	–	0.29%	–
STT	New	STATE STR CORP	$569,000	–	10,557	–	0.28%	–
SO	New	SOUTHERN CO	$570,000	–	10,631	–	0.28%	–
DE	New	DEERE & CO	$567,000	–	7,000	–	0.28%	–
EPR	New	EPR PPTYS	$565,000	–	7,000	–	0.28%	–
ADI	New	ANALOG DEVICES INC	$566,000	–	10,000	–	0.28%	–
APA	New	APACHE CORP	$557,000	–	10,000	–	0.28%	–
RAI	New	REYNOLDS AMERICAN INC	$539,000	–	10,000	–	0.27%	–
CMI	New	CUMMINS INC	$540,000	–	4,803	–	0.27%	–
HST	New	HOST HOTELS & RESORTS INC	$537,000	–	33,114	–	0.27%	–
PX	New	PRAXAIR INC	$534,000	–	4,748	–	0.27%	–
DOV	New	DOVER CORP	$534,000	–	7,700	–	0.27%	–
BBT	New	BB&T CORP	$530,000	–	14,889	–	0.26%	–
UNP	New	UNION PAC CORP	$524,000	–	6,000	–	0.26%	–
GT	New	GOODYEAR TIRE & RUBR CO	$513,000	–	20,000	–	0.26%	–
CSX	New	CSX CORP	$508,000	–	19,487	–	0.25%	–
CYNO	New	CYNOSURE INCcl a	$486,000	–	10,000	–	0.24%	–
NSC	New	NORFOLK SOUTHERN CORP	$483,000	–	5,675	–	0.24%	–
TYC	New	TYCO INTL PLC	$446,000	–	10,458	–	0.22%	–
AA	New	ALCOA INC	$430,000	–	46,409	–	0.22%	–
AAWW	New	ATLAS AIR WORLDWIDE HLDGS IN	$414,000	–	10,000	–	0.21%	–
FLR	New	FLUOR CORP NEW	$405,000	–	8,220	–	0.20%	–
UAA	New	UNDER ARMOUR INCcl a	$401,000	–	10,000	–	0.20%	–
M	New	MACYS INC	$393,000	–	11,693	–	0.20%	–
CTXS	New	CITRIX SYS INC	$372,000	–	4,644	–	0.19%	–
UAL	New	UNITED CONTL HLDGS INC	$369,000	–	9,000	–	0.18%	–
DVN	New	DEVON ENERGY CORP NEW	$358,000	–	9,872	–	0.18%	–
HOG	New	HARLEY DAVIDSON INC	$356,000	–	7,868	–	0.18%	–
FE	New	FIRSTENERGY CORP	$325,000	–	9,296	–	0.16%	–
ADSK	New	AUTODESK INC	$325,000	–	6,000	–	0.16%	–
APC	New	ANADARKO PETE CORP	$320,000	–	6,000	–	0.16%	–
SEAS	New	SEAWORLD ENTMT INC	$315,000	–	22,000	–	0.16%	–
GSVC	New	GSV CAP CORP	$310,000	–	61,712	–	0.16%	–
NOV	New	NATIONAL OILWELL VARCO INC	$291,000	–	8,659	–	0.15%	–
MRO	New	MARATHON OIL CORP	$281,000	–	18,717	–	0.14%	–
ASH	New	ASHLAND INC NEW	$213,000	–	1,860	–	0.11%	–
DHR	New	DANAHER CORP DEL	$210,000	–	2,077	–	0.10%	–
AXL	New	AMERICAN AXLE & MFG HLDGS IN	$188,000	–	13,000	–	0.09%	–

Q4 2015

			Value		Shares		↓ Weighting
NWSA	Exit	NEWS CORP NEWcl a	$0	–	-10,000	–	-0.07%	–
SWN	Exit	SOUTHWESTERN ENERGY CO	$0	–	-12,784	–	-0.09%	–
GSVC	Exit	GSV CAP CORP	$0	–	-30,000	–	-0.12%	–
AXL	Exit	AMERICAN AXLE & MFG HLDGS IN	$0	–	-13,000	–	-0.14%	–
APA	Exit	APACHE CORP	$0	–	-7,272	–	-0.15%	–
MRO	Exit	MARATHON OIL CORP	$0	–	-18,717	–	-0.15%	–
FE	Exit	FIRSTENERGY CORP	$0	–	-9,296	–	-0.15%	–
RAI	Exit	REYNOLDS AMERICAN INC	$0	–	-6,658	–	-0.16%	–
BXLT	Exit	BAXALTA INC	$0	–	-9,823	–	-0.16%	–
NTAP	Exit	NETAPP INC	$0	–	-10,492	–	-0.16%	–
BAX	Exit	BAXTER INTL INC	$0	–	-9,823	–	-0.17%	–
CTXS	Exit	CITRIX SYS INC	$0	–	-4,644	–	-0.17%	–
NOV	Exit	NATIONAL OILWELL VARCO INC	$0	–	-8,659	–	-0.17%	–
FLR	Exit	FLUOR CORP NEW	$0	–	-8,220	–	-0.18%	–
TYC	Exit	TYCO INTL PLC	$0	–	-10,458	–	-0.19%	–
ISRG	Exit	INTUITIVE SURGICAL INC	$0	–	-782	–	-0.19%	–
DVN	Exit	DEVON ENERGY CORP NEW	$0	–	-9,872	–	-0.19%	–
VIAB	Exit	VIACOM INC NEWcl b	$0	–	-9,000	–	-0.21%	–
HOG	Exit	HARLEY DAVIDSON INC	$0	–	-7,868	–	-0.23%	–
NSC	Exit	NORFOLK SOUTHERN CORP	$0	–	-5,675	–	-0.23%	–
DOV	Exit	DOVER CORP	$0	–	-7,700	–	-0.23%	–
AA	Exit	ALCOA INC	$0	–	-46,409	–	-0.24%	–
SO	Exit	SOUTHERN CO	$0	–	-10,631	–	-0.25%	–
PX	Exit	PRAXAIR INC	$0	–	-4,748	–	-0.26%	–
ADSK	Exit	AUTODESK INC	$0	–	-11,000	–	-0.26%	–
PCG	Exit	PG&E CORP	$0	–	-9,291	–	-0.26%	–
DE	Exit	DEERE & CO	$0	–	-7,000	–	-0.28%	–
CMI	Exit	CUMMINS INC	$0	–	-4,803	–	-0.28%	–
HST	Exit	HOST HOTELS & RESORTS INC	$0	–	-33,114	–	-0.28%	–
CSX	Exit	CSX CORP	$0	–	-19,487	–	-0.28%	–
BBT	Exit	BB&T CORP	$0	–	-14,889	–	-0.28%	–
SE	Exit	SPECTRA ENERGY CORP	$0	–	-20,188	–	-0.28%	–
D	Exit	DOMINION RES INC VA NEW	$0	–	-7,546	–	-0.28%	–
DLTR	Exit	DOLLAR TREE INC	$0	–	-8,086	–	-0.29%	–
IP	Exit	INTL PAPER CO	$0	–	-14,617	–	-0.29%	–
GLW	Exit	CORNING INC	$0	–	-32,464	–	-0.30%	–
ETN	Exit	EATON CORP PLC	$0	–	-10,898	–	-0.30%	–
PPL	Exit	PPL CORP	$0	–	-17,003	–	-0.30%	–
ADI	Exit	ANALOG DEVICES INC	$0	–	-10,000	–	-0.30%	–
APC	Exit	ANADARKO PETE CORP	$0	–	-9,326	–	-0.30%	–
PEG	Exit	PUBLIC SVC ENTERPRISE GROUP	$0	–	-13,480	–	-0.30%	–
WMB	Exit	WILLIAMS COS INC DEL	$0	–	-15,514	–	-0.30%	–
DUK	Exit	DUKE ENERGY CORP NEW	$0	–	-8,000	–	-0.31%	–
AMAT	Exit	APPLIED MATLS INC	$0	–	-39,419	–	-0.31%	–
PPG	Exit	PPG INDS INC	$0	–	-6,634	–	-0.31%	–
M	Exit	MACYS INC	$0	–	-11,693	–	-0.32%	–
EMR	Exit	EMERSON ELEC CO	$0	–	-13,709	–	-0.32%	–
CAT	Exit	CATERPILLAR INC DEL	$0	–	-9,362	–	-0.32%	–
HOT	Exit	STARWOOD HOTELS&RESORTS WRLD	$0	–	-9,303	–	-0.33%	–
ADM	Exit	ARCHER DANIELS MIDLAND CO	$0	–	-14,943	–	-0.33%	–
AGN	Exit	ALLERGAN PLC	$0	–	-2,295	–	-0.33%	–
VNO	Exit	VORNADO RLTY TRsh ben int	$0	–	-7,088	–	-0.34%	–
PLD	Exit	PROLOGIS INC	$0	–	-16,492	–	-0.34%	–
STI	Exit	SUNTRUST BKS INC	$0	–	-16,852	–	-0.34%	–
YUM	Exit	YUM BRANDS INC	$0	–	-8,113	–	-0.34%	–
NEE	Exit	NEXTERA ENERGY INC	$0	–	-6,641	–	-0.34%	–
T	Exit	AT&T INC	$0	–	-20,000	–	-0.35%	–
JCI	Exit	JOHNSON CTLS INC	$0	–	-15,935	–	-0.35%	–
SYY	Exit	SYSCO CORP	$0	–	-17,029	–	-0.35%	–
WM	Exit	WASTE MGMT INC DEL	$0	–	-13,326	–	-0.35%	–
KMB	Exit	KIMBERLY CLARK CORP	$0	–	-6,134	–	-0.36%	–
MON	Exit	MONSANTO CO NEW	$0	–	-7,978	–	-0.36%	–
EQR	Exit	EQUITY RESIDENTIALsh ben int	$0	–	-9,181	–	-0.37%	–
SWK	Exit	STANLEY BLACK & DECKER INC	$0	–	-7,292	–	-0.38%	–
AMT	Exit	AMERICAN TOWER CORP NEW	$0	–	-8,028	–	-0.38%	–
STT	Exit	STATE STR CORP	$0	–	-10,557	–	-0.38%	–
INTU	Exit	INTUIT	$0	–	-8,000	–	-0.38%	–
PCP	Exit	PRECISION CASTPARTS CORP	$0	–	-3,148	–	-0.38%	–
COF	Exit	CAPITAL ONE FINL CORP	$0	–	-9,979	–	-0.38%	–
CB	Exit	CHUBB CORP	$0	–	-6,082	–	-0.40%	–
ADP	Exit	AUTOMATIC DATA PROCESSING IN	$0	–	-9,399	–	-0.40%	–
PNC	Exit	PNC FINL SVCS GROUP INC	$0	–	-8,497	–	-0.40%	–
TRV	Exit	TRAVELERS COMPANIES INC	$0	–	-7,669	–	-0.40%	–
EMC	Exit	E M C CORP MASS	$0	–	-31,617	–	-0.40%	–
CRM	Exit	SALESFORCE COM INC	$0	–	-11,000	–	-0.40%	–
GIS	Exit	GENERAL MLS INC	$0	–	-13,606	–	-0.40%	–
BLK	Exit	BLACKROCK INC	$0	–	-2,584	–	-0.41%	–
PRU	Exit	PRUDENTIAL FINL INC	$0	–	-10,181	–	-0.41%	–
BHI	Exit	BAKER HUGHES INC	$0	–	-15,000	–	-0.41%	–
RGA	Exit	REINSURANCE GROUP AMER INC	$0	–	-8,615	–	-0.41%	–
ECL	Exit	ECOLAB INC	$0	–	-7,106	–	-0.41%	–
OXY	Exit	OCCIDENTAL PETE CORP DEL	$0	–	-11,889	–	-0.42%	–
PTC	Exit	PTC INC	$0	–	-25,000	–	-0.42%	–
ABT	Exit	ABBOTT LABS	$0	–	-19,849	–	-0.42%	–
ITW	Exit	ILLINOIS TOOL WKS INC	$0	–	-9,874	–	-0.43%	–
CL	Exit	COLGATE PALMOLIVE CO	$0	–	-12,798	–	-0.43%	–
FOX	Exit	TWENTY FIRST CENTY FOX INCcl b	$0	–	-30,000	–	-0.43%	–
NJR	Exit	NEW JERSEY RES	$0	–	-27,132	–	-0.43%	–
SYK	Exit	STRYKER CORP	$0	–	-8,677	–	-0.43%	–
ALL	Exit	ALLSTATE CORP	$0	–	-14,214	–	-0.44%	–
GPC	Exit	GENUINE PARTS CO	$0	–	-10,000	–	-0.44%	–
COP	Exit	CONOCOPHILLIPS	$0	–	-17,456	–	-0.44%	–
SPG	Exit	SIMON PPTY GROUP INC NEW	$0	–	-4,600	–	-0.45%	–
CTSH	Exit	COGNIZANT TECHNOLOGY SOLUTIOcl a	$0	–	-13,550	–	-0.45%	–
CME	Exit	CME GROUP INC	$0	–	-9,165	–	-0.45%	–
TGT	Exit	TARGET CORP	$0	–	-10,809	–	-0.45%	–
HUM	Exit	HUMANA INC	$0	–	-4,753	–	-0.45%	–
RTN	Exit	RAYTHEON CO	$0	–	-7,828	–	-0.45%	–
DOW	Exit	DOW CHEM CO	$0	–	-20,206	–	-0.46%	–
FDX	Exit	FEDEX CORP	$0	–	-6,000	–	-0.46%	–
NTCT	Exit	NETSCOUT SYS INC	$0	–	-24,784	–	-0.46%	–
MET	Exit	METLIFE INC	$0	–	-18,656	–	-0.47%	–
BK	Exit	BANK NEW YORK MELLON CORP	$0	–	-22,781	–	-0.47%	–
GM	Exit	GENERAL MTRS CO	$0	–	-30,000	–	-0.48%	–
PCLN	Exit	PRICELINE GRP INC	$0	–	-731	–	-0.48%	–
EOG	Exit	EOG RES INC	$0	–	-12,480	–	-0.48%	–
ES	Exit	EVERSOURCE ENERGY	$0	–	-18,031	–	-0.48%	–
MDLZ	Exit	MONDELEZ INTL INCcl a	$0	–	-22,000	–	-0.49%	–
COST	Exit	COSTCO WHSL CORP NEW	$0	–	-6,373	–	-0.49%	–
TJX	Exit	TJX COS INC NEW	$0	–	-13,207	–	-0.50%	–
CI	Exit	CIGNA CORPORATION	$0	–	-7,000	–	-0.50%	–
MS	Exit	MORGAN STANLEY	$0	–	-30,903	–	-0.52%	–
UNP	Exit	UNION PAC CORP	$0	–	-11,430	–	-0.54%	–
AET	Exit	AETNA INC NEW	$0	–	-9,517	–	-0.55%	–
TXN	Exit	TEXAS INSTRS INC	$0	–	-21,071	–	-0.55%	–
USB	Exit	US BANCORP DEL	$0	–	-25,571	–	-0.56%	–
MCK	Exit	MCKESSON CORP	$0	–	-5,679	–	-0.56%	–
ESRX	Exit	EXPRESS SCRIPTS HLDG CO	$0	–	-12,993	–	-0.56%	–
IBM	Exit	INTERNATIONAL BUSINESS MACHS	$0	–	-7,314	–	-0.56%	–
HON	Exit	HONEYWELL INTL INC	$0	–	-11,250	–	-0.56%	–
TWX	Exit	TIME WARNER INC	$0	–	-15,616	–	-0.57%	–
PSX	Exit	PHILLIPS 66	$0	–	-14,000	–	-0.57%	–
TMO	Exit	THERMO FISHER SCIENTIFIC INC	$0	–	-8,813	–	-0.57%	–
ABBV	Exit	ABBVIE INC	$0	–	-19,849	–	-0.57%	–
LLY	Exit	LILLY ELI & CO	$0	–	-12,964	–	-0.58%	–
UTX	Exit	UNITED TECHNOLOGIES CORP	$0	–	-12,239	–	-0.58%	–
AXP	Exit	AMERICAN EXPRESS CO	$0	–	-15,083	–	-0.59%	–
MCD	Exit	MCDONALDS CORP	$0	–	-11,390	–	-0.60%	–
BIIB	Exit	BIOGEN INC	$0	–	-3,869	–	-0.60%	–
MDT	Exit	MEDTRONIC PLC	$0	–	-17,047	–	-0.60%	–
NOC	Exit	NORTHROP GRUMMAN CORP	$0	–	-7,061	–	-0.62%	–
QCOM	Exit	QUALCOMM INC	$0	–	-22,484	–	-0.64%	–
WMT	Exit	WAL-MART STORES INC	$0	–	-19,278	–	-0.66%	–
TWC	Exit	TIME WARNER CABLE INC	$0	–	-7,000	–	-0.67%	–
UPS	Exit	UNITED PARCEL SERVICE INCcl b	$0	–	-12,859	–	-0.67%	–
SBUX	Exit	STARBUCKS CORP	$0	–	-23,414	–	-0.71%	–
MA	Exit	MASTERCARD INCcl a	$0	–	-14,780	–	-0.71%	–
GS	Exit	GOLDMAN SACHS GROUP INC	$0	–	-7,755	–	-0.72%	–
MO	Exit	ALTRIA GROUP INC	$0	–	-25,000	–	-0.72%	–
WBA	Exit	WALGREENS BOOTS ALLIANCE INC	$0	–	-16,373	–	-0.72%	–
MMM	Exit	3M CO	$0	–	-9,619	–	-0.72%	–
AMGN	Exit	AMGEN INC	$0	–	-10,619	–	-0.78%	–
BMY	Exit	BRISTOL MYERS SQUIBB CO	$0	–	-25,211	–	-0.79%	–
LOW	Exit	LOWES COS INC	$0	–	-21,692	–	-0.79%	–
VZ	Exit	VERIZON COMMUNICATIONS INC	$0	–	-35,827	–	-0.83%	–
BA	Exit	BOEING CO	$0	–	-12,153	–	-0.84%	–
NKE	Exit	NIKE INCcl b	$0	–	-12,948	–	-0.84%	–
CELG	Exit	CELGENE CORP	$0	–	-15,288	–	-0.88%	–
PM	Exit	PHILIP MORRIS INTL INC	$0	–	-21,642	–	-0.91%	–
UNH	Exit	UNITEDHEALTH GROUP INC	$0	–	-15,008	–	-0.92%	–
CVS	Exit	CVS HEALTH CORP	$0	–	-18,675	–	-0.96%	–
PEP	Exit	PEPSICO INC	$0	–	-19,397	–	-0.97%	–
CSCO	Exit	CISCO SYS INC	$0	–	-74,721	–	-1.04%	–
V	Exit	VISA INC	$0	–	-28,236	–	-1.04%	–
MRK	Exit	MERCK & CO INC NEW	$0	–	-40,090	–	-1.05%	–
CMCSA	Exit	COMCAST CORP NEWcl a	$0	–	-35,000	–	-1.06%	–
C	Exit	CITIGROUP INC	$0	–	-41,143	–	-1.08%	–
AMZN	Exit	AMAZON COM INC	$0	–	-4,000	–	-1.09%	–
KO	Exit	COCA COLA CO	$0	–	-53,726	–	-1.14%	–
PG	Exit	PROCTER & GAMBLE CO	$0	–	-31,780	–	-1.21%	–
GILD	Exit	GILEAD SCIENCES INC	$0	–	-23,700	–	-1.23%	–
BAC	Exit	BANK AMER CORP	$0	–	-149,573	–	-1.24%	–
HD	Exit	HOME DEPOT INC	$0	–	-21,681	–	-1.33%	–
BRKB	Exit	BERKSHIRE HATHAWAY INC DELcl b new	$0	–	-20,570	–	-1.42%	–
DIS	Exit	DISNEY WALT CO	$0	–	-27,000	–	-1.46%	–
PFE	Exit	PFIZER INC	$0	–	-93,645	–	-1.56%	–
JNJ	Exit	JOHNSON & JOHNSON	$0	–	-31,934	–	-1.58%	–
JPM	Exit	JPMORGAN CHASE & CO	$0	–	-49,500	–	-1.60%	–
WFC	Exit	WELLS FARGO & CO NEW	$0	–	-65,766	–	-1.79%	–
GE	Exit	GENERAL ELECTRIC CO	$0	–	-136,799	–	-1.83%	–
GOOG	Exit	GOOGLE INCcl c	$0	–	-6,096	–	-1.97%	–
MSFT	Exit	MICROSOFT CORP	$0	–	-91,000	–	-2.14%	–
XOM	Exit	EXXON MOBIL CORP	$0	–	-56,322	–	-2.22%	–
AAPL	Exit	APPLE INC	$0	–	-81,000	–	-4.74%	–

Q3 2015

			Value		Shares		↓ Weighting
CMCSA	New	COMCAST CORP NEWcl a	$1,991,000	–	35,000	–	1.06%	–
CI	New	CIGNA CORPORATION	$945,000	–	7,000	–	0.50%	–
GM	New	GENERAL MTRS CO	$901,000	–	30,000	–	0.48%	–
NTCT	New	NETSCOUT SYS INC	$877,000	–	24,784	–	0.46%	–
ADSK	New	AUTODESK INC	$486,000	–	11,000	–	0.26%	–
BXLT	New	BAXALTA INC	$310,000	–	9,823	–	0.16%	–
RAI	Buy	REYNOLDS AMERICAN INC	$295,000	+18.5%	6,658	+100.0%	0.16%	+31.9%
GSVC	Buy	GSV CAP CORP	$236,000	+14.6%	30,000	+50.0%	0.12%	+26.3%
ASH	Exit	ASHLAND INC NEW	$0	–	-1,860	–	-0.11%	–
WFM	Exit	WHOLE FOODS MKT INC	$0	–	-7,936	–	-0.15%	–
MJN	Exit	MEAD JOHNSON NUTRITION CO	$0	–	-4,958	–	-0.21%	–
KSS	Exit	KOHLS CORP	$0	–	-8,233	–	-0.25%	–
ROST	Exit	ROSS STORES INC	$0	–	-11,804	–	-0.27%	–
F	Exit	FORD MTR CO DEL	$0	–	-63,016	–	-0.45%	–
ANTM	Exit	ANTHEM INC	$0	–	-6,365	–	-0.50%	–
DHR	Exit	DANAHER CORP DEL	$0	–	-12,404	–	-0.51%	–
INTC	Exit	INTEL CORP	$0	–	-61,966	–	-0.90%	–
CMCSK	Exit	COMCAST CORP NEWcl a spl	$0	–	-35,000	–	-1.00%	–
CVX	Exit	CHEVRON CORP NEW	$0	–	-23,492	–	-1.08%	–

Q2 2015

			Value		Shares		↓ Weighting
AAPL	New	APPLE INC	$10,159,000	–	81,000	–	4.86%	–
XOM	New	EXXON MOBIL CORP	$4,686,000	–	56,322	–	2.24%	–
MSFT	New	MICROSOFT CORP	$4,018,000	–	91,000	–	1.92%	–
WFC	New	WELLS FARGO & CO NEW	$3,699,000	–	65,766	–	1.77%	–
GE	New	GENERAL ELECTRIC CO	$3,635,000	–	136,799	–	1.74%	–
JPM	New	JPMORGAN CHASE & CO	$3,354,000	–	49,500	–	1.60%	–
GOOG	New	GOOGLE INCcl c	$3,173,000	–	6,096	–	1.52%	–
PFE	New	PFIZER INC	$3,140,000	–	93,645	–	1.50%	–
JNJ	New	JOHNSON & JOHNSON	$3,112,000	–	31,934	–	1.49%	–
DIS	New	DISNEY WALT CO	$3,082,000	–	27,000	–	1.47%	–
BRKB	New	BERKSHIRE HATHAWAY INC DELcl b new	$2,800,000	–	20,570	–	1.34%	–
GILD	New	GILEAD SCIENCES INC	$2,775,000	–	23,700	–	1.33%	–
BAC	New	BANK AMER CORP	$2,546,000	–	149,573	–	1.22%	–
PG	New	PROCTER & GAMBLE CO	$2,486,000	–	31,780	–	1.19%	–
HD	New	HOME DEPOT INC	$2,409,000	–	21,681	–	1.15%	–
MRK	New	MERCK & CO INC NEW	$2,282,000	–	40,090	–	1.09%	–
C	New	CITIGROUP INC	$2,273,000	–	41,143	–	1.09%	–
CVX	New	CHEVRON CORP NEW	$2,266,000	–	23,492	–	1.08%	–
KO	New	COCA COLA CO	$2,108,000	–	53,726	–	1.01%	–
CMCSK	New	COMCAST CORP NEWcl a spl	$2,098,000	–	35,000	–	1.00%	–
CSCO	New	CISCO SYS INC	$2,052,000	–	74,721	–	0.98%	–
CVS	New	CVS HEALTH CORP	$1,959,000	–	18,675	–	0.94%	–
V	New	VISA INC	$1,896,000	–	28,236	–	0.91%	–
INTC	New	INTEL CORP	$1,885,000	–	61,966	–	0.90%	–
UNH	New	UNITEDHEALTH GROUP INC	$1,831,000	–	15,008	–	0.88%	–
PEP	New	PEPSICO INC	$1,811,000	–	19,397	–	0.87%	–
CELG	New	CELGENE CORP	$1,769,000	–	15,288	–	0.85%	–
PM	New	PHILIP MORRIS INTL INC	$1,735,000	–	21,642	–	0.83%	–
AMZN	New	AMAZON COM INC	$1,736,000	–	4,000	–	0.83%	–
BA	New	BOEING CO	$1,686,000	–	12,153	–	0.81%	–
BMY	New	BRISTOL MYERS SQUIBB CO	$1,678,000	–	25,211	–	0.80%	–
VZ	New	VERIZON COMMUNICATIONS INC	$1,670,000	–	35,827	–	0.80%	–
AMGN	New	AMGEN INC	$1,630,000	–	10,619	–	0.78%	–
GS	New	GOLDMAN SACHS GROUP INC	$1,619,000	–	7,755	–	0.77%	–
BIIB	New	BIOGEN INC	$1,563,000	–	3,869	–	0.75%	–
MMM	New	3M CO	$1,484,000	–	9,619	–	0.71%	–
LOW	New	LOWES COS INC	$1,453,000	–	21,692	–	0.70%	–
QCOM	New	QUALCOMM INC	$1,408,000	–	22,484	–	0.67%	–
NKE	New	NIKE INCcl b	$1,399,000	–	12,948	–	0.67%	–
MA	New	MASTERCARD INCcl a	$1,382,000	–	14,780	–	0.66%	–
WBA	New	WALGREENS BOOTS ALLIANCE INC	$1,383,000	–	16,373	–	0.66%	–
WMT	New	WAL-MART STORES INC	$1,367,000	–	19,278	–	0.65%	–
TWX	New	TIME WARNER INC	$1,365,000	–	15,616	–	0.65%	–
UTX	New	UNITED TECHNOLOGIES CORP	$1,358,000	–	12,239	–	0.65%	–
ABBV	New	ABBVIE INC	$1,334,000	–	19,849	–	0.64%	–
MCK	New	MCKESSON CORP	$1,277,000	–	5,679	–	0.61%	–
MDT	New	MEDTRONIC PLC	$1,263,000	–	17,047	–	0.60%	–
SBUX	New	STARBUCKS CORP	$1,255,000	–	23,414	–	0.60%	–
TWC	New	TIME WARNER CABLE INC	$1,247,000	–	7,000	–	0.60%	–
UPS	New	UNITED PARCEL SERVICE INCcl b	$1,246,000	–	12,859	–	0.60%	–
MO	New	ALTRIA GROUP INC	$1,223,000	–	25,000	–	0.58%	–
AET	New	AETNA INC NEW	$1,213,000	–	9,517	–	0.58%	–
MS	New	MORGAN STANLEY	$1,199,000	–	30,903	–	0.57%	–
IBM	New	INTERNATIONAL BUSINESS MACHS	$1,190,000	–	7,314	–	0.57%	–
AXP	New	AMERICAN EXPRESS CO	$1,172,000	–	15,083	–	0.56%	–
ESRX	New	EXPRESS SCRIPTS HLDG CO	$1,156,000	–	12,993	–	0.55%	–
HON	New	HONEYWELL INTL INC	$1,147,000	–	11,250	–	0.55%	–
TMO	New	THERMO FISHER SCIENTIFIC INC	$1,144,000	–	8,813	–	0.55%	–
PSX	New	PHILLIPS 66	$1,128,000	–	14,000	–	0.54%	–
NOC	New	NORTHROP GRUMMAN CORP	$1,120,000	–	7,061	–	0.54%	–
USB	New	US BANCORP DEL	$1,110,000	–	25,571	–	0.53%	–
EOG	New	EOG RES INC	$1,093,000	–	12,480	–	0.52%	–
UNP	New	UNION PAC CORP	$1,090,000	–	11,430	–	0.52%	–
TXN	New	TEXAS INSTRS INC	$1,085,000	–	21,071	–	0.52%	–
MCD	New	MCDONALDS CORP	$1,083,000	–	11,390	–	0.52%	–
LLY	New	LILLY ELI & CO	$1,082,000	–	12,964	–	0.52%	–
COP	New	CONOCOPHILLIPS	$1,072,000	–	17,456	–	0.51%	–
DHR	New	DANAHER CORP DEL	$1,062,000	–	12,404	–	0.51%	–
ANTM	New	ANTHEM INC	$1,045,000	–	6,365	–	0.50%	–
MET	New	METLIFE INC	$1,045,000	–	18,656	–	0.50%	–
DOW	New	DOW CHEM CO	$1,034,000	–	20,206	–	0.49%	–
PTC	New	PTC INC	$1,026,000	–	25,000	–	0.49%	–
FDX	New	FEDEX CORP	$1,022,000	–	6,000	–	0.49%	–
ABT	New	ABBOTT LABS	$974,000	–	19,849	–	0.47%	–
FOX	New	TWENTY FIRST CENTY FOX INCcl b	$967,000	–	30,000	–	0.46%	–
BK	New	BANK NEW YORK MELLON CORP	$956,000	–	22,781	–	0.46%	–
F	New	FORD MTR CO DEL	$946,000	–	63,016	–	0.45%	–
BHI	New	BAKER HUGHES INC	$926,000	–	15,000	–	0.44%	–
OXY	New	OCCIDENTAL PETE CORP DEL	$925,000	–	11,889	–	0.44%	–
ALL	New	ALLSTATE CORP	$922,000	–	14,214	–	0.44%	–
HUM	New	HUMANA INC	$909,000	–	4,753	–	0.44%	–
MDLZ	New	MONDELEZ INTL INCcl a	$905,000	–	22,000	–	0.43%	–
ITW	New	ILLINOIS TOOL WKS INC	$906,000	–	9,874	–	0.43%	–
GPC	New	GENUINE PARTS CO	$895,000	–	10,000	–	0.43%	–
BLK	New	BLACKROCK INC	$894,000	–	2,584	–	0.43%	–
PRU	New	PRUDENTIAL FINL INC	$891,000	–	10,181	–	0.43%	–
WMB	New	WILLIAMS COS INC DEL	$890,000	–	15,514	–	0.43%	–
TGT	New	TARGET CORP	$882,000	–	10,809	–	0.42%	–
COF	New	CAPITAL ONE FINL CORP	$878,000	–	9,979	–	0.42%	–
TJX	New	TJX COS INC NEW	$874,000	–	13,207	–	0.42%	–
COST	New	COSTCO WHSL CORP NEW	$861,000	–	6,373	–	0.41%	–
CME	New	CME GROUP INC	$853,000	–	9,165	–	0.41%	–
MON	New	MONSANTO CO NEW	$850,000	–	7,978	–	0.41%	–
PCLN	New	PRICELINE GRP INC	$842,000	–	731	–	0.40%	–
CL	New	COLGATE PALMOLIVE CO	$837,000	–	12,798	–	0.40%	–
EMC	New	E M C CORP MASS	$834,000	–	31,617	–	0.40%	–
CTSH	New	COGNIZANT TECHNOLOGY SOLUTIOcl a	$828,000	–	13,550	–	0.40%	–
SYK	New	STRYKER CORP	$829,000	–	8,677	–	0.40%	–
ES	New	EVERSOURCE ENERGY	$819,000	–	18,031	–	0.39%	–
RGA	New	REINSURANCE GROUP AMER INC	$817,000	–	8,615	–	0.39%	–
STT	New	STATE STR CORP	$813,000	–	10,557	–	0.39%	–
PNC	New	PNC FINL SVCS GROUP INC	$813,000	–	8,497	–	0.39%	–
INTU	New	INTUIT	$806,000	–	8,000	–	0.38%	–
ECL	New	ECOLAB INC	$803,000	–	7,106	–	0.38%	–
SPG	New	SIMON PPTY GROUP INC NEW	$796,000	–	4,600	–	0.38%	–
CAT	New	CATERPILLAR INC DEL	$794,000	–	9,362	–	0.38%	–
M	New	MACYS INC	$789,000	–	11,693	–	0.38%	–
JCI	New	JOHNSON CTLS INC	$789,000	–	15,935	–	0.38%	–
SWK	New	STANLEY BLACK & DECKER INC	$767,000	–	7,292	–	0.37%	–
CRM	New	SALESFORCE COM INC	$766,000	–	11,000	–	0.37%	–
PPG	New	PPG INDS INC	$761,000	–	6,634	–	0.36%	–
EMR	New	EMERSON ELEC CO	$760,000	–	13,709	–	0.36%	–
GIS	New	GENERAL MLS INC	$758,000	–	13,606	–	0.36%	–
AMAT	New	APPLIED MATLS INC	$758,000	–	39,419	–	0.36%	–
HOT	New	STARWOOD HOTELS&RESORTS WRLD	$754,000	–	9,303	–	0.36%	–
ADP	New	AUTOMATIC DATA PROCESSING IN	$754,000	–	9,399	–	0.36%	–
RTN	New	RAYTHEON CO	$749,000	–	7,828	–	0.36%	–
AMT	New	AMERICAN TOWER CORP NEW	$749,000	–	8,028	–	0.36%	–
NJR	New	NEW JERSEY RES	$747,000	–	27,132	–	0.36%	–
TRV	New	TRAVELERS COMPANIES INC	$741,000	–	7,669	–	0.35%	–
ETN	New	EATON CORP PLC	$736,000	–	10,898	–	0.35%	–
YUM	New	YUM BRANDS INC	$731,000	–	8,113	–	0.35%	–
APC	New	ANADARKO PETE CORP	$728,000	–	9,326	–	0.35%	–
STI	New	SUNTRUST BKS INC	$725,000	–	16,852	–	0.35%	–
ADM	New	ARCHER DANIELS MIDLAND CO	$721,000	–	14,943	–	0.34%	–
T	New	AT&T INC	$710,000	–	20,000	–	0.34%	–
AGN	New	ALLERGAN PLC	$696,000	–	2,295	–	0.33%	–
IP	New	INTL PAPER CO	$696,000	–	14,617	–	0.33%	–
BAX	New	BAXTER INTL INC	$687,000	–	9,823	–	0.33%	–
DE	New	DEERE & CO	$679,000	–	7,000	–	0.32%	–
VNO	New	VORNADO RLTY TRsh ben int	$673,000	–	7,088	–	0.32%	–
SE	New	SPECTRA ENERGY CORP	$658,000	–	20,188	–	0.32%	–
HST	New	HOST HOTELS & RESORTS INC	$657,000	–	33,114	–	0.31%	–
KMB	New	KIMBERLY CLARK CORP	$650,000	–	6,134	–	0.31%	–
NEE	New	NEXTERA ENERGY INC	$651,000	–	6,641	–	0.31%	–
EQR	New	EQUITY RESIDENTIALsh ben int	$644,000	–	9,181	–	0.31%	–
ADI	New	ANALOG DEVICES INC	$642,000	–	10,000	–	0.31%	–
GLW	New	CORNING INC	$641,000	–	32,464	–	0.31%	–
DLTR	New	DOLLAR TREE INC	$639,000	–	8,086	–	0.31%	–
CSX	New	CSX CORP	$636,000	–	19,487	–	0.30%	–
PCP	New	PRECISION CASTPARTS CORP	$629,000	–	3,148	–	0.30%	–
CMI	New	CUMMINS INC	$630,000	–	4,803	–	0.30%	–
WM	New	WASTE MGMT INC DEL	$618,000	–	13,326	–	0.30%	–
SYY	New	SYSCO CORP	$615,000	–	17,029	–	0.29%	–
PLD	New	PROLOGIS INC	$612,000	–	16,492	–	0.29%	–
BBT	New	BB&T CORP	$600,000	–	14,889	–	0.29%	–
DVN	New	DEVON ENERGY CORP NEW	$587,000	–	9,872	–	0.28%	–
VIAB	New	VIACOM INC NEWcl b	$582,000	–	9,000	–	0.28%	–
CB	New	CHUBB CORP	$579,000	–	6,082	–	0.28%	–
ROST	New	ROSS STORES INC	$574,000	–	11,804	–	0.27%	–
PX	New	PRAXAIR INC	$568,000	–	4,748	–	0.27%	–
DUK	New	DUKE ENERGY CORP NEW	$565,000	–	8,000	–	0.27%	–
DOV	New	DOVER CORP	$540,000	–	7,700	–	0.26%	–
PEG	New	PUBLIC SVC ENTERPRISE GROUP	$529,000	–	13,480	–	0.25%	–
AA	New	ALCOA INC	$517,000	–	46,409	–	0.25%	–
KSS	New	KOHLS CORP	$515,000	–	8,233	–	0.25%	–
D	New	DOMINION RES INC VA NEW	$505,000	–	7,546	–	0.24%	–
PPL	New	PPL CORP	$501,000	–	17,003	–	0.24%	–
MRO	New	MARATHON OIL CORP	$497,000	–	18,717	–	0.24%	–
NSC	New	NORFOLK SOUTHERN CORP	$496,000	–	5,675	–	0.24%	–
PCG	New	PG&E CORP	$456,000	–	9,291	–	0.22%	–
MJN	New	MEAD JOHNSON NUTRITION CO	$447,000	–	4,958	–	0.21%	–
SO	New	SOUTHERN CO	$445,000	–	10,631	–	0.21%	–
HOG	New	HARLEY DAVIDSON INC	$443,000	–	7,868	–	0.21%	–
FLR	New	FLUOR CORP NEW	$436,000	–	8,220	–	0.21%	–
APA	New	APACHE CORP	$419,000	–	7,272	–	0.20%	–
NOV	New	NATIONAL OILWELL VARCO INC	$418,000	–	8,659	–	0.20%	–
TYC	New	TYCO INTL PLC	$402,000	–	10,458	–	0.19%	–
ISRG	New	INTUITIVE SURGICAL INC	$379,000	–	782	–	0.18%	–
NTAP	New	NETAPP INC	$331,000	–	10,492	–	0.16%	–
CTXS	New	CITRIX SYS INC	$326,000	–	4,644	–	0.16%	–
WFM	New	WHOLE FOODS MKT INC	$313,000	–	7,936	–	0.15%	–
FE	New	FIRSTENERGY CORP	$303,000	–	9,296	–	0.14%	–
SWN	New	SOUTHWESTERN ENERGY CO	$291,000	–	12,784	–	0.14%	–
AXL	New	AMERICAN AXLE & MFG HLDGS IN	$272,000	–	13,000	–	0.13%	–
RAI	New	REYNOLDS AMERICAN INC	$249,000	–	3,329	–	0.12%	–
ASH	New	ASHLAND INC NEW	$227,000	–	1,860	–	0.11%	–
GSVC	New	GSV CAP CORP	$206,000	–	20,000	–	0.10%	–
NWSA	New	NEWS CORP NEWcl a	$146,000	–	10,000	–	0.07%	–

Q4 2014

			Value		Shares		↓ Weighting
S	Exit	SPRINT CORP	$0	–	-15,704	–	-0.05%	–
AXL	Exit	AMERICAN AXLE & MFG HLDGS IN	$0	–	-13,000	–	-0.11%	–
AOL	Exit	AOL INC	$0	–	-5,000	–	-0.11%	–
COH	Exit	COACH INC	$0	–	-6,816	–	-0.12%	–
WFM	Exit	WHOLE FOODS MKT INC	$0	–	-7,936	–	-0.15%	–
FE	Exit	FIRSTENERGY CORP	$0	–	-9,296	–	-0.15%	–
CTXS	Exit	CITRIX SYS INC	$0	–	-4,644	–	-0.16%	–
ISRG	Exit	INTUITIVE SURGICAL INC	$0	–	-782	–	-0.18%	–
MAT	Exit	MATTEL INC	$0	–	-12,174	–	-0.18%	–
HAL	Exit	HALLIBURTON CO	$0	–	-5,908	–	-0.19%	–
PCG	Exit	PG&E CORP	$0	–	-9,291	–	-0.20%	–
KRFT	Exit	KRAFT FOODS GROUP INC	$0	–	-7,425	–	-0.20%	–
ROST	Exit	ROSS STORES INC	$0	–	-5,902	–	-0.22%	–
SWN	Exit	SOUTHWESTERN ENERGY CO	$0	–	-12,784	–	-0.22%	–
NTAP	Exit	NETAPP INC	$0	–	-10,492	–	-0.22%	–
DLTR	Exit	DOLLAR TREE INC	$0	–	-8,086	–	-0.22%	–
HOG	Exit	HARLEY DAVIDSON INC	$0	–	-7,868	–	-0.22%	–
SO	Exit	SOUTHERN CO	$0	–	-10,631	–	-0.23%	–
TYC	Exit	TYCO INTERNATIONAL LTD	$0	–	-10,458	–	-0.23%	–
MJN	Exit	MEAD JOHNSON NUTRITION CO	$0	–	-4,958	–	-0.23%	–
ADI	Exit	ANALOG DEVICES INC	$0	–	-10,000	–	-0.24%	–
PEG	Exit	PUBLIC SVC ENTERPRISE GROUP	$0	–	-13,480	–	-0.24%	–
KSS	Exit	KOHLS CORP	$0	–	-8,233	–	-0.24%	–
D	Exit	DOMINION RES INC VA NEW	$0	–	-7,546	–	-0.25%	–
LUMN	Exit	CENTURYLINK INC	$0	–	-12,980	–	-0.26%	–
FLR	Exit	FLUOR CORP NEW	$0	–	-8,220	–	-0.27%	–
BBT	Exit	BB&T CORP	$0	–	-14,889	–	-0.27%	–
CB	Exit	CHUBB CORP	$0	–	-6,082	–	-0.27%	–
PPL	Exit	PPL CORP	$0	–	-17,003	–	-0.27%	–
EQR	Exit	EQUITY RESIDENTIALsh ben int	$0	–	-9,181	–	-0.28%	–
DE	Exit	DEERE & CO	$0	–	-7,000	–	-0.28%	–
YUM	Exit	YUM BRANDS INC	$0	–	-8,113	–	-0.28%	–
DUK	Exit	DUKE ENERGY CORP NEW	$0	–	-8,000	–	-0.29%	–
CTSH	Exit	COGNIZANT TECHNOLOGY SOLUTIOcl a	$0	–	-13,550	–	-0.30%	–
PX	Exit	PRAXAIR INC	$0	–	-4,748	–	-0.30%	–
DOV	Exit	DOVER CORP	$0	–	-7,700	–	-0.30%	–
HUM	Exit	HUMANA INC	$0	–	-4,753	–	-0.30%	–
PLD	Exit	PROLOGIS INC	$0	–	-16,492	–	-0.30%	–
NEE	Exit	NEXTERA ENERGY INC	$0	–	-6,641	–	-0.30%	–
CSX	Exit	CSX CORP	$0	–	-19,487	–	-0.30%	–
GLW	Exit	CORNING INC	$0	–	-32,464	–	-0.31%	–
WM	Exit	WASTE MGMT INC DEL	$0	–	-13,326	–	-0.31%	–
NSC	Exit	NORFOLK SOUTHERN CORP	$0	–	-5,675	–	-0.31%	–
CRM	Exit	SALESFORCE COM INC	$0	–	-11,000	–	-0.31%	–
CMI	Exit	CUMMINS INC	$0	–	-4,803	–	-0.31%	–
STI	Exit	SUNTRUST BKS INC	$0	–	-16,852	–	-0.31%	–
SWK	Exit	STANLEY BLACK & DECKER INC	$0	–	-7,292	–	-0.32%	–
SYY	Exit	SYSCO CORP	$0	–	-17,029	–	-0.32%	–
PPG	Exit	PPG INDS INC	$0	–	-3,317	–	-0.32%	–
NOV	Exit	NATIONAL OILWELL VARCO INC	$0	–	-8,659	–	-0.32%	–
KMB	Exit	KIMBERLY CLARK CORP	$0	–	-6,134	–	-0.32%	–
BHI	Exit	BAKER HUGHES INC	$0	–	-10,161	–	-0.32%	–
DVN	Exit	DEVON ENERGY CORP NEW	$0	–	-9,872	–	-0.33%	–
TGT	Exit	TARGET CORP	$0	–	-10,809	–	-0.33%	–
M	Exit	MACYS INC	$0	–	-11,693	–	-0.33%	–
APA	Exit	APACHE CORP	$0	–	-7,272	–	-0.33%	–
LO	Exit	LORILLARD INC	$0	–	-11,445	–	-0.33%	–
NJR	Exit	NEW JERSEY RES	$0	–	-13,566	–	-0.33%	–
GIS	Exit	GENERAL MLS INC	$0	–	-13,606	–	-0.33%	–
RGA	Exit	REINSURANCE GROUP AMER INC	$0	–	-8,615	–	-0.34%	–
ETN	Exit	EATON CORP PLC	$0	–	-10,898	–	-0.34%	–
VIAB	Exit	VIACOM INC NEWcl b	$0	–	-9,000	–	-0.34%	–
IP	Exit	INTL PAPER CO	$0	–	-14,617	–	-0.34%	–
INTU	Exit	INTUIT	$0	–	-8,000	–	-0.34%	–
SYK	Exit	STRYKER CORP	$0	–	-8,677	–	-0.34%	–
JCI	Exit	JOHNSON CTLS INC	$0	–	-15,935	–	-0.34%	–
MRO	Exit	MARATHON OIL CORP	$0	–	-18,717	–	-0.34%	–
BAX	Exit	BAXTER INTL INC	$0	–	-9,823	–	-0.34%	–
HST	Exit	HOST HOTELS & RESORTS INC	$0	–	-33,114	–	-0.34%	–
T	Exit	AT&T INC	$0	–	-20,000	–	-0.34%	–
VNO	Exit	VORNADO RLTY TRsh ben int	$0	–	-7,088	–	-0.35%	–
TWC	Exit	TIME WARNER CABLE INC	$0	–	-5,000	–	-0.35%	–
TRV	Exit	TRAVELERS COMPANIES INC	$0	–	-7,669	–	-0.35%	–
PNC	Exit	PNC FINL SVCS GROUP INC	$0	–	-8,497	–	-0.35%	–
CME	Exit	CME GROUP INC	$0	–	-9,165	–	-0.36%	–
AA	Exit	ALCOA INC	$0	–	-46,409	–	-0.36%	–
PCP	Exit	PRECISION CASTPARTS CORP	$0	–	-3,148	–	-0.36%	–
AMT	Exit	AMERICAN TOWER CORP NEW	$0	–	-8,028	–	-0.37%	–
MDLZ	Exit	MONDELEZ INTL INCcl a	$0	–	-22,000	–	-0.37%	–
SPG	Exit	SIMON PPTY GROUP INC NEW	$0	–	-4,600	–	-0.37%	–
V107SC	Exit	WELLPOINT INC	$0	–	-6,365	–	-0.37%	–
ADM	Exit	ARCHER DANIELS MIDLAND CO	$0	–	-14,943	–	-0.37%	–
AET	Exit	AETNA INC NEW	$0	–	-9,517	–	-0.38%	–
HOT	Exit	STARWOOD HOTELS&RESORTS WRLD	$0	–	-9,303	–	-0.38%	–
STT	Exit	STATE STR CORP	$0	–	-10,557	–	-0.38%	–
ADP	Exit	AUTOMATIC DATA PROCESSING IN	$0	–	-9,399	–	-0.38%	–
TJX	Exit	TJX COS INC NEW	$0	–	-13,207	–	-0.38%	–
SE	Exit	SPECTRA ENERGY CORP	$0	–	-20,188	–	-0.39%	–
RTN	Exit	RAYTHEON CO	$0	–	-7,828	–	-0.39%	–
COST	Exit	COSTCO WHSL CORP NEW	$0	–	-6,373	–	-0.39%	–
NU	Exit	NORTHEAST UTILS	$0	–	-18,031	–	-0.39%	–
COF	Exit	CAPITAL ONE FINL CORP	$0	–	-9,979	–	-0.40%	–
ECL	Exit	ECOLAB INC	$0	–	-7,106	–	-0.40%	–
ABT	Exit	ABBOTT LABS	$0	–	-19,849	–	-0.40%	–
ITW	Exit	ILLINOIS TOOL WKS INC	$0	–	-9,874	–	-0.41%	–
CL	Exit	COLGATE PALMOLIVE CO	$0	–	-12,798	–	-0.41%	–
LLY	Exit	LILLY ELI & CO	$0	–	-12,964	–	-0.41%	–
BLK	Exit	BLACKROCK INC	$0	–	-2,584	–	-0.41%	–
PCLN	Exit	PRICELINE GRP INC	$0	–	-731	–	-0.41%	–
AMAT	Exit	APPLIED MATLS INC	$0	–	-39,419	–	-0.42%	–
EMR	Exit	EMERSON ELEC CO	$0	–	-13,709	–	-0.42%	–
A309PS	Exit	DIRECTV	$0	–	-9,933	–	-0.42%	–
WMB	Exit	WILLIAMS COS INC DEL	$0	–	-15,514	–	-0.42%	–
ALL	Exit	ALLSTATE CORP	$0	–	-14,214	–	-0.42%	–
GPC	Exit	GENUINE PARTS CO	$0	–	-10,000	–	-0.43%	–
SBUX	Exit	STARBUCKS CORP	$0	–	-11,707	–	-0.43%	–
BK	Exit	BANK NEW YORK MELLON CORP	$0	–	-22,781	–	-0.43%	–
PRU	Exit	PRUDENTIAL FINL INC	$0	–	-10,181	–	-0.44%	–
MON	Exit	MONSANTO CO NEW	$0	–	-7,978	–	-0.44%	–
ESRX	Exit	EXPRESS SCRIPTS HLDG CO	$0	–	-12,993	–	-0.45%	–
EMC	Exit	E M C CORP MASS	$0	–	-31,617	–	-0.45%	–
EBAY	Exit	EBAY INC	$0	–	-16,380	–	-0.45%	–
CAT	Exit	CATERPILLAR INC DEL	$0	–	-9,362	–	-0.45%	–
NOC	Exit	NORTHROP GRUMMAN CORP	$0	–	-7,061	–	-0.45%	–
F	Exit	FORD MTR CO DEL	$0	–	-63,016	–	-0.45%	–
DHR	Exit	DANAHER CORP DEL	$0	–	-12,404	–	-0.46%	–
APC	Exit	ANADARKO PETE CORP	$0	–	-9,326	–	-0.46%	–
YHOO	Exit	YAHOO INC	$0	–	-23,508	–	-0.47%	–
FDX	Exit	FEDEX CORP	$0	–	-6,000	–	-0.47%	–
WAG	Exit	WALGREEN CO	$0	–	-16,373	–	-0.47%	–
FOX	Exit	TWENTY FIRST CENTY FOX INCcl b	$0	–	-30,000	–	-0.49%	–
MET	Exit	METLIFE INC	$0	–	-18,656	–	-0.49%	–
TXN	Exit	TEXAS INSTRS INC	$0	–	-21,071	–	-0.49%	–
DD	Exit	DU PONT E I DE NEMOURS & CO	$0	–	-14,311	–	-0.50%	–
HON	Exit	HONEYWELL INTL INC	$0	–	-11,250	–	-0.51%	–
MDT	Exit	MEDTRONIC INC	$0	–	-17,047	–	-0.52%	–
DOW	Exit	DOW CHEM CO	$0	–	-20,206	–	-0.52%	–
MS	Exit	MORGAN STANLEY	$0	–	-30,903	–	-0.52%	–
USB	Exit	US BANCORP DEL	$0	–	-25,571	–	-0.52%	–
TMO	Exit	THERMO FISHER SCIENTIFIC INC	$0	–	-8,813	–	-0.52%	–
MCD	Exit	MCDONALDS CORP	$0	–	-11,390	–	-0.53%	–
MA	Exit	MASTERCARD INCcl a	$0	–	-14,780	–	-0.53%	–
MCK	Exit	MCKESSON CORP	$0	–	-5,679	–	-0.54%	–
AGN	Exit	ALLERGAN INC	$0	–	-6,234	–	-0.54%	–
PSX	Exit	PHILLIPS 66	$0	–	-14,000	–	-0.56%	–
OXY	Exit	OCCIDENTAL PETE CORP DEL	$0	–	-11,889	–	-0.56%	–
ABBV	Exit	ABBVIE INC	$0	–	-19,849	–	-0.56%	–
LOW	Exit	LOWES COS INC	$0	–	-21,692	–	-0.56%	–
MO	Exit	ALTRIA GROUP INC	$0	–	-25,000	–	-0.56%	–
NKE	Exit	NIKE INCcl b	$0	–	-12,948	–	-0.56%	–
TWX	Exit	TIME WARNER INC	$0	–	-15,616	–	-0.57%	–
EOG	Exit	EOG RES INC	$0	–	-12,480	–	-0.60%	–
UNP	Exit	UNION PAC CORP	$0	–	-11,430	–	-0.60%	–
UPS	Exit	UNITED PARCEL SERVICE INCcl b	$0	–	-12,859	–	-0.62%	–
BIIB	Exit	BIOGEN IDEC INC	$0	–	-3,869	–	-0.62%	–
BMY	Exit	BRISTOL MYERS SQUIBB CO	$0	–	-25,211	–	-0.63%	–
AMZN	Exit	AMAZON COM INC	$0	–	-4,000	–	-0.63%	–
UTX	Exit	UNITED TECHNOLOGIES CORP	$0	–	-12,239	–	-0.63%	–
UNH	Exit	UNITEDHEALTH GROUP INC	$0	–	-15,008	–	-0.63%	–
AXP	Exit	AMERICAN EXPRESS CO	$0	–	-15,083	–	-0.64%	–
COP	Exit	CONOCOPHILLIPS	$0	–	-17,456	–	-0.65%	–
MMM	Exit	3M CO	$0	–	-9,619	–	-0.66%	–
GS	Exit	GOLDMAN SACHS GROUP INC	$0	–	-7,755	–	-0.69%	–
CELG	Exit	CELGENE CORP	$0	–	-15,288	–	-0.71%	–
WMT	Exit	WAL-MART STORES INC	$0	–	-19,278	–	-0.72%	–
CVS	Exit	CVS HEALTH CORP	$0	–	-18,675	–	-0.72%	–
AMGN	Exit	AMGEN INC	$0	–	-10,619	–	-0.73%	–
V	Exit	VISA INC	$0	–	-7,059	–	-0.73%	–
BA	Exit	BOEING CO	$0	–	-12,153	–	-0.75%	–
QCOM	Exit	QUALCOMM INC	$0	–	-22,484	–	-0.82%	–
VZ	Exit	VERIZON COMMUNICATIONS INC	$0	–	-35,827	–	-0.87%	–
PEP	Exit	PEPSICO INC	$0	–	-19,397	–	-0.88%	–
PM	Exit	PHILIP MORRIS INTL INC	$0	–	-21,642	–	-0.88%	–
CMCSK	Exit	COMCAST CORP NEWcl a spl	$0	–	-35,000	–	-0.91%	–
CSCO	Exit	CISCO SYS INC	$0	–	-74,721	–	-0.92%	–
HD	Exit	HOME DEPOT INC	$0	–	-21,681	–	-0.97%	–
DIS	Exit	DISNEY WALT CO	$0	–	-22,981	–	-1.00%	–
C	Exit	CITIGROUP INC	$0	–	-41,143	–	-1.04%	–
INTC	Exit	INTEL CORP	$0	–	-61,966	–	-1.05%	–
KO	Exit	COCA COLA CO	$0	–	-53,726	–	-1.12%	–
MRK	Exit	MERCK & CO INC NEW	$0	–	-40,090	–	-1.16%	–
GILD	Exit	GILEAD SCIENCES INC	$0	–	-23,700	–	-1.23%	–
BAC	Exit	BANK AMER CORP	$0	–	-149,573	–	-1.24%	–
IBM	Exit	INTERNATIONAL BUSINESS MACHS	$0	–	-13,514	–	-1.25%	–
PG	Exit	PROCTER & GAMBLE CO	$0	–	-31,780	–	-1.30%	–
PFE	Exit	PFIZER INC	$0	–	-93,645	–	-1.35%	–
CVX	Exit	CHEVRON CORP NEW	$0	–	-23,492	–	-1.37%	–
BRKB	Exit	BERKSHIRE HATHAWAY INC DELcl b new	$0	–	-20,570	–	-1.38%	–
JPM	Exit	JPMORGAN CHASE & CO	$0	–	-49,500	–	-1.45%	–
JNJ	Exit	JOHNSON & JOHNSON	$0	–	-31,934	–	-1.66%	–
WFC	Exit	WELLS FARGO & CO NEW	$0	–	-65,766	–	-1.66%	–
GE	Exit	GENERAL ELECTRIC CO	$0	–	-136,799	–	-1.71%	–
GOOG	Exit	GOOGLE INCcl c	$0	–	-6,080	–	-1.71%	–
MSFT	Exit	MICROSOFT CORP	$0	–	-91,000	–	-2.06%	–
XOM	Exit	EXXON MOBIL CORP	$0	–	-56,322	–	-2.58%	–
AAPL	Exit	APPLE INC	$0	–	-81,823	–	-4.02%	–

Q3 2014

			Value		Shares		↓ Weighting
AOL	New	AOL INC	$225,000	–	5,000	–	0.11%	–
ASH	Exit	ASHLAND INC NEW	$0	–	-1,860	–	-0.10%	–
CBS	Exit	CBS CORP NEWcl b	$0	–	-13,577	–	-0.41%	–
F113PS	Exit	COVIDIEN PLC	$0	–	-10,458	–	-0.46%	–
ORCL	Exit	ORACLE CORP	$0	–	-51,642	–	-1.01%	–

Q2 2014

			Value		Shares		↓ Weighting
AAPL	New	APPLE INC	$7,604,000	–	81,823	–	3.67%	–
XOM	New	EXXON MOBIL CORP	$5,670,000	–	56,322	–	2.73%	–
MSFT	New	MICROSOFT CORP	$3,795,000	–	91,000	–	1.83%	–
GE	New	GENERAL ELECTRIC CO	$3,595,000	–	136,799	–	1.73%	–
GOOG	New	GOOGLE INCcl c	$3,498,000	–	6,080	–	1.69%	–
WFC	New	WELLS FARGO & CO NEW	$3,457,000	–	65,766	–	1.67%	–
JNJ	New	JOHNSON & JOHNSON	$3,341,000	–	31,934	–	1.61%	–
CVX	New	CHEVRON CORP NEW	$3,067,000	–	23,492	–	1.48%	–
JPM	New	JPMORGAN CHASE & CO	$2,852,000	–	49,500	–	1.38%	–
PFE	New	PFIZER INC	$2,779,000	–	93,645	–	1.34%	–
BRKB	New	BERKSHIRE HATHAWAY INC DELcl b new	$2,603,000	–	20,570	–	1.26%	–
PG	New	PROCTER & GAMBLE CO	$2,498,000	–	31,780	–	1.20%	–
IBM	New	INTERNATIONAL BUSINESS MACHS	$2,450,000	–	13,514	–	1.18%	–
MRK	New	MERCK & CO INC NEW	$2,319,000	–	40,090	–	1.12%	–
BAC	New	BANK OF AMERICA CORPORATION	$2,299,000	–	149,573	–	1.11%	–
KO	New	COCA COLA CO	$2,276,000	–	53,726	–	1.10%	–
ORCL	New	ORACLE CORP	$2,093,000	–	51,642	–	1.01%	–
DIS	New	DISNEY WALT CO	$1,970,000	–	22,981	–	0.95%	–
GILD	New	GILEAD SCIENCES INC	$1,965,000	–	23,700	–	0.95%	–
C	New	CITIGROUP INC	$1,938,000	–	41,143	–	0.93%	–
INTC	New	INTEL CORP	$1,915,000	–	61,966	–	0.92%	–
CMCSK	New	COMCAST CORP NEWcl a spl	$1,867,000	–	35,000	–	0.90%	–
CSCO	New	CISCO SYS INC	$1,857,000	–	74,721	–	0.90%	–
PM	New	PHILIP MORRIS INTL INC	$1,825,000	–	21,642	–	0.88%	–
QCOM	New	QUALCOMM INC	$1,781,000	–	22,484	–	0.86%	–
HD	New	HOME DEPOT INC	$1,755,000	–	21,681	–	0.85%	–
VZ	New	VERIZON COMMUNICATIONS INC	$1,753,000	–	35,827	–	0.84%	–
PEP	New	PEPSICO INC	$1,733,000	–	19,397	–	0.84%	–
BA	New	BOEING CO	$1,546,000	–	12,153	–	0.74%	–
COP	New	CONOCOPHILLIPS	$1,497,000	–	17,456	–	0.72%	–
V	New	VISA INC	$1,487,000	–	7,059	–	0.72%	–
EOG	New	EOG RES INC	$1,458,000	–	12,480	–	0.70%	–
WMT	New	WAL-MART STORES INC	$1,447,000	–	19,278	–	0.70%	–
AXP	New	AMERICAN EXPRESS CO	$1,431,000	–	15,083	–	0.69%	–
UTX	New	UNITED TECHNOLOGIES CORP	$1,413,000	–	12,239	–	0.68%	–
CVS	New	CVS CAREMARK CORPORATION	$1,408,000	–	18,675	–	0.68%	–
MMM	New	3M CO	$1,378,000	–	9,619	–	0.66%	–
UPS	New	UNITED PARCEL SERVICE INCcl b	$1,320,000	–	12,859	–	0.64%	–
CELG	New	CELGENE CORP	$1,313,000	–	15,288	–	0.63%	–
AMZN	New	AMAZON COM INC	$1,299,000	–	4,000	–	0.63%	–
GS	New	GOLDMAN SACHS GROUP INC	$1,298,000	–	7,755	–	0.63%	–
AMGN	New	AMGEN INC	$1,257,000	–	10,619	–	0.61%	–
UNH	New	UNITEDHEALTH GROUP INC	$1,227,000	–	15,008	–	0.59%	–
BMY	New	BRISTOL MYERS SQUIBB CO	$1,223,000	–	25,211	–	0.59%	–
OXY	New	OCCIDENTAL PETE CORP DEL	$1,220,000	–	11,889	–	0.59%	–
BIIB	New	BIOGEN IDEC INC	$1,220,000	–	3,869	–	0.59%	–
WAG	New	WALGREEN CO	$1,214,000	–	16,373	–	0.58%	–
MCD	New	MCDONALDS CORP	$1,147,000	–	11,390	–	0.55%	–
UNP	New	UNION PAC CORP	$1,140,000	–	11,430	–	0.55%	–
PSX	New	PHILLIPS 66	$1,126,000	–	14,000	–	0.54%	–
ABBV	New	ABBVIE INC	$1,120,000	–	19,849	–	0.54%	–
USB	New	US BANCORP DEL	$1,108,000	–	25,571	–	0.53%	–
TWX	New	TIME WARNER INC	$1,097,000	–	15,616	–	0.53%	–
MA	New	MASTERCARD INCcl a	$1,086,000	–	14,780	–	0.52%	–
MDT	New	MEDTRONIC INC	$1,087,000	–	17,047	–	0.52%	–
F	New	FORD MTR CO DEL	$1,086,000	–	63,016	–	0.52%	–
MCK	New	MCKESSON CORP	$1,057,000	–	5,679	–	0.51%	–
AGN	New	ALLERGAN INC	$1,055,000	–	6,234	–	0.51%	–
MO	New	ALTRIA GROUP INC	$1,049,000	–	25,000	–	0.51%	–
HON	New	HONEYWELL INTL INC	$1,046,000	–	11,250	–	0.50%	–
LOW	New	LOWES COS INC	$1,041,000	–	21,692	–	0.50%	–
DOW	New	DOW CHEM CO	$1,040,000	–	20,206	–	0.50%	–
TMO	New	THERMO FISHER SCIENTIFIC INC	$1,040,000	–	8,813	–	0.50%	–
MET	New	METLIFE INC	$1,037,000	–	18,656	–	0.50%	–
FOX	New	TWENTY FIRST CENTY FOX INCcl b	$1,027,000	–	30,000	–	0.50%	–
APC	New	ANADARKO PETE CORP	$1,021,000	–	9,326	–	0.49%	–
CAT	New	CATERPILLAR INC DEL	$1,017,000	–	9,362	–	0.49%	–
TXN	New	TEXAS INSTRS INC	$1,007,000	–	21,071	–	0.48%	–
NKE	New	NIKE INCcl b	$1,004,000	–	12,948	–	0.48%	–
MS	New	MORGAN STANLEY	$999,000	–	30,903	–	0.48%	–
MON	New	MONSANTO CO NEW	$995,000	–	7,978	–	0.48%	–
DHR	New	DANAHER CORP DEL	$977,000	–	12,404	–	0.47%	–
F113PS	New	COVIDIEN PLC	$943,000	–	10,458	–	0.46%	–
DD	New	DU PONT E I DE NEMOURS & CO	$937,000	–	14,311	–	0.45%	–
EMR	New	EMERSON ELEC CO	$910,000	–	13,709	–	0.44%	–
FDX	New	FEDEX CORP	$908,000	–	6,000	–	0.44%	–
SBUX	New	STARBUCKS CORP	$906,000	–	11,707	–	0.44%	–
PRU	New	PRUDENTIAL FINL INC	$904,000	–	10,181	–	0.44%	–
WMB	New	WILLIAMS COS INC DEL	$903,000	–	15,514	–	0.44%	–
ESRX	New	EXPRESS SCRIPTS HLDG CO	$901,000	–	12,993	–	0.43%	–
AMAT	New	APPLIED MATLS INC	$889,000	–	39,419	–	0.43%	–
PCLN	New	PRICELINE GRP INC	$879,000	–	731	–	0.42%	–
GPC	New	GENUINE PARTS CO	$878,000	–	10,000	–	0.42%	–
CL	New	COLGATE PALMOLIVE CO	$873,000	–	12,798	–	0.42%	–
ITW	New	ILLINOIS TOOL WKS INC	$865,000	–	9,874	–	0.42%	–
SE	New	SPECTRA ENERGY CORP	$858,000	–	20,188	–	0.41%	–
BK	New	BANK NEW YORK MELLON CORP	$854,000	–	22,781	–	0.41%	–
NU	New	NORTHEAST UTILS	$852,000	–	18,031	–	0.41%	–
NOC	New	NORTHROP GRUMMAN CORP	$845,000	–	7,061	–	0.41%	–
A309PS	New	DIRECTV	$844,000	–	9,933	–	0.41%	–
CBS	New	CBS CORP NEWcl b	$844,000	–	13,577	–	0.41%	–
ETN	New	EATON CORP PLC	$841,000	–	10,898	–	0.40%	–
ALL	New	ALLSTATE CORP	$835,000	–	14,214	–	0.40%	–
EMC	New	E M C CORP MASS	$833,000	–	31,617	–	0.40%	–
MDLZ	New	MONDELEZ INTL INCcl a	$827,000	–	22,000	–	0.40%	–
YHOO	New	YAHOO INC	$826,000	–	23,508	–	0.40%	–
BLK	New	BLACKROCK INC	$826,000	–	2,584	–	0.40%	–
COF	New	CAPITAL ONE FINL CORP	$824,000	–	9,979	–	0.40%	–
EBAY	New	EBAY INC	$820,000	–	16,380	–	0.40%	–
ABT	New	ABBOTT LABS	$812,000	–	19,849	–	0.39%	–
LLY	New	LILLY ELI & CO	$806,000	–	12,964	–	0.39%	–
JCI	New	JOHNSON CTLS INC	$796,000	–	15,935	–	0.38%	–
PCP	New	PRECISION CASTPARTS CORP	$795,000	–	3,148	–	0.38%	–
ECL	New	ECOLAB INC	$791,000	–	7,106	–	0.38%	–
DVN	New	DEVON ENERGY CORP NEW	$784,000	–	9,872	–	0.38%	–
VIAB	New	VIACOM INC NEWcl b	$781,000	–	9,000	–	0.38%	–
NJR	New	NEW JERSEY RES	$775,000	–	13,566	–	0.37%	–
AET	New	AETNA INC NEW	$772,000	–	9,517	–	0.37%	–
SPG	New	SIMON PPTY GROUP INC NEW	$765,000	–	4,600	–	0.37%	–
PNC	New	PNC FINL SVCS GROUP INC	$757,000	–	8,497	–	0.36%	–
VNO	New	VORNADO RLTY TRsh ben int	$757,000	–	7,088	–	0.36%	–
BHI	New	BAKER HUGHES INC	$756,000	–	10,161	–	0.36%	–
HOT	New	STARWOOD HOTELS&RESORTS WRLD	$752,000	–	9,303	–	0.36%	–
MRO	New	MARATHON OIL CORP	$747,000	–	18,717	–	0.36%	–
ADP	New	AUTOMATIC DATA PROCESSING IN	$745,000	–	9,399	–	0.36%	–
CMI	New	CUMMINS INC	$741,000	–	4,803	–	0.36%	–
IP	New	INTL PAPER CO	$738,000	–	14,617	–	0.36%	–
TWC	New	TIME WARNER CABLE INC	$737,000	–	5,000	–	0.36%	–
COST	New	COSTCO WHSL CORP NEW	$734,000	–	6,373	–	0.35%	–
SYK	New	STRYKER CORP	$732,000	–	8,677	–	0.35%	–
APA	New	APACHE CORP	$732,000	–	7,272	–	0.35%	–
HST	New	HOST HOTELS & RESORTS INC	$729,000	–	33,114	–	0.35%	–
RTN	New	RAYTHEON CO	$722,000	–	7,828	–	0.35%	–
TRV	New	TRAVELERS COMPANIES INC	$721,000	–	7,669	–	0.35%	–
AMT	New	AMERICAN TOWER CORP NEW	$722,000	–	8,028	–	0.35%	–
GIS	New	GENERAL MLS INC	$715,000	–	13,606	–	0.34%	–
NOV	New	NATIONAL OILWELL VARCO INC	$713,000	–	8,659	–	0.34%	–
GLW	New	CORNING INC	$713,000	–	32,464	–	0.34%	–
STT	New	STATE STR CORP	$710,000	–	10,557	–	0.34%	–
BAX	New	BAXTER INTL INC	$710,000	–	9,823	–	0.34%	–
T	New	AT&T INC	$707,000	–	20,000	–	0.34%	–
TJX	New	TJX COS INC NEW	$702,000	–	13,207	–	0.34%	–
LO	New	LORILLARD INC	$698,000	–	11,445	–	0.34%	–
DOV	New	DOVER CORP	$700,000	–	7,700	–	0.34%	–
PPG	New	PPG INDS INC	$697,000	–	3,317	–	0.34%	–
AA	New	ALCOA INC	$691,000	–	46,409	–	0.33%	–
V107SC	New	WELLPOINT INC	$685,000	–	6,365	–	0.33%	–
KMB	New	KIMBERLY CLARK CORP	$682,000	–	6,134	–	0.33%	–
RGA	New	REINSURANCE GROUP AMER INC	$680,000	–	8,615	–	0.33%	–
NEE	New	NEXTERA ENERGY INC	$681,000	–	6,641	–	0.33%	–
PLD	New	PROLOGIS INC	$678,000	–	16,492	–	0.33%	–
M	New	MACYS INC	$678,000	–	11,693	–	0.33%	–
STI	New	SUNTRUST BKS INC	$675,000	–	16,852	–	0.32%	–
CTSH	New	COGNIZANT TECHNOLOGY SOLUTIOcl a	$663,000	–	13,550	–	0.32%	–
ADM	New	ARCHER DANIELS MIDLAND CO	$659,000	–	14,943	–	0.32%	–
YUM	New	YUM BRANDS INC	$659,000	–	8,113	–	0.32%	–
CME	New	CME GROUP INC	$650,000	–	9,165	–	0.31%	–
INTU	New	INTUIT	$644,000	–	8,000	–	0.31%	–
SWK	New	STANLEY BLACK & DECKER INC	$640,000	–	7,292	–	0.31%	–
SYY	New	SYSCO CORP	$638,000	–	17,029	–	0.31%	–
CRM	New	SALESFORCE COM INC	$639,000	–	11,000	–	0.31%	–
DE	New	DEERE & CO	$634,000	–	7,000	–	0.31%	–
FLR	New	FLUOR CORP NEW	$632,000	–	8,220	–	0.30%	–
PX	New	PRAXAIR INC	$631,000	–	4,748	–	0.30%	–
TGT	New	TARGET CORP	$626,000	–	10,809	–	0.30%	–
HUM	New	HUMANA INC	$607,000	–	4,753	–	0.29%	–
PPL	New	PPL CORP	$604,000	–	17,003	–	0.29%	–
CSX	New	CSX CORP	$600,000	–	19,487	–	0.29%	–
WM	New	WASTE MGMT INC DEL	$596,000	–	13,326	–	0.29%	–
DUK	New	DUKE ENERGY CORP NEW	$594,000	–	8,000	–	0.29%	–
BBT	New	BB&T CORP	$587,000	–	14,889	–	0.28%	–
NSC	New	NORFOLK SOUTHERN CORP	$585,000	–	5,675	–	0.28%	–
SWN	New	SOUTHWESTERN ENERGY CO	$582,000	–	12,784	–	0.28%	–
EQR	New	EQUITY RESIDENTIALsh ben int	$578,000	–	9,181	–	0.28%	–
CB	New	CHUBB CORP	$561,000	–	6,082	–	0.27%	–
HOG	New	HARLEY DAVIDSON INC	$550,000	–	7,868	–	0.26%	–
PEG	New	PUBLIC SVC ENTERPRISE GROUP	$550,000	–	13,480	–	0.26%	–
ADI	New	ANALOG DEVICES INC	$541,000	–	10,000	–	0.26%	–
D	New	DOMINION RES INC VA NEW	$540,000	–	7,546	–	0.26%	–
SO	New	SOUTHERN CO	$482,000	–	10,631	–	0.23%	–
TYC	New	TYCO INTERNATIONAL LTD	$477,000	–	10,458	–	0.23%	–
MAT	New	MATTEL INC	$474,000	–	12,174	–	0.23%	–
LUMN	New	CENTURYLINK INC	$470,000	–	12,980	–	0.23%	–
MJN	New	MEAD JOHNSON NUTRITION CO	$462,000	–	4,958	–	0.22%	–
PCG	New	PG&E CORP	$446,000	–	9,291	–	0.22%	–
KRFT	New	KRAFT FOODS GROUP INC	$445,000	–	7,425	–	0.22%	–
DLTR	New	DOLLAR TREE INC	$440,000	–	8,086	–	0.21%	–
KSS	New	KOHLS CORP	$434,000	–	8,233	–	0.21%	–
HAL	New	HALLIBURTON CO	$420,000	–	5,908	–	0.20%	–
ROST	New	ROSS STORES INC	$390,000	–	5,902	–	0.19%	–
NTAP	New	NETAPP INC	$383,000	–	10,492	–	0.18%	–
FE	New	FIRSTENERGY CORP	$323,000	–	9,296	–	0.16%	–
ISRG	New	INTUITIVE SURGICAL INC	$322,000	–	782	–	0.16%	–
WFM	New	WHOLE FOODS MKT INC	$307,000	–	7,936	–	0.15%	–
CTXS	New	CITRIX SYS INC	$290,000	–	4,644	–	0.14%	–
AXL	New	AMERICAN AXLE & MFG HLDGS IN	$246,000	–	13,000	–	0.12%	–
COH	New	COACH INC	$233,000	–	6,816	–	0.11%	–
ASH	New	ASHLAND INC NEW	$202,000	–	1,860	–	0.10%	–
S	New	SPRINT CORP	$134,000	–	15,704	–	0.06%	–

Q4 2013

		Value		Shares		↓ Weighting
Exit	MALLINCKRODT PLC	$0	–	-1,307	–	-0.03%	–
Exit	SPRINT CORP	$0	–	-15,704	–	-0.05%	–
Exit	NEWS CORP NEWcl a	$0	–	-7,726	–	-0.07%	–
Exit	PENTAIR LTD	$0	–	-2,509	–	-0.09%	–
Exit	ASHLAND INC.	$0	–	-1,860	–	-0.09%	–
Exit	AOL INC	$0	–	-5,000	–	-0.09%	–
Exit	THE ADT CORPORATION	$0	–	-5,229	–	-0.12%	–
Exit	AMERICAN AXLE & MANUFACTURING,IN	$0	–	-13,000	–	-0.14%	–
Exit	HALLIBURTON	$0	–	-5,908	–	-0.15%	–
Exit	INTUITIVE SURGICAL INC	$0	–	-782	–	-0.16%	–
Exit	CITRIX SYSTEMS	$0	–	-4,644	–	-0.18%	–
Exit	BROADCOM CORPcl a	$0	–	-12,742	–	-0.18%	–
Exit	FIRSTENERGY	$0	–	-9,296	–	-0.18%	–
Exit	DARDEN RESTAURANTS INC	$0	–	-7,751	–	-0.20%	–
Exit	TYCO INTERNATIONAL LTD	$0	–	-10,458	–	-0.20%	–
Exit	MEAD JOHNSON NUTRITION CO	$0	–	-4,958	–	-0.20%	–
Exit	COACH INC	$0	–	-6,816	–	-0.20%	–
Exit	ALCOA INC.	$0	–	-46,409	–	-0.20%	–
Exit	P G & E CORP	$0	–	-9,291	–	-0.21%	–
Exit	KRAFT FOODS GROUP INC	$0	–	-7,425	–	-0.21%	–
Exit	CENTURYTEL INC.	$0	–	-12,980	–	-0.22%	–
Exit	KOHLS CORP.	$0	–	-8,233	–	-0.23%	–
Exit	ROSS STORES	$0	–	-5,902	–	-0.23%	–
Exit	SOUTHERN CO	$0	–	-10,631	–	-0.24%	–
Exit	NORFOLK SOUTHERN CORP.	$0	–	-5,675	–	-0.24%	–
Exit	PUBLIC SVC ENTERPRISE GROUP INC.	$0	–	-13,480	–	-0.24%	–
Exit	HUMANA INC	$0	–	-4,753	–	-0.24%	–
Exit	NETAPP INC	$0	–	-10,492	–	-0.24%	–
Exit	EXELON CORP.	$0	–	-15,600	–	-0.25%	–
Exit	DOLLAR TREE STO	$0	–	-8,086	–	-0.25%	–
Exit	WHOLE FOOD MKT	$0	–	-7,936	–	-0.25%	–
Exit	SOUTHWSTN ENGY	$0	–	-12,784	–	-0.25%	–
Exit	DOMINION RESOURCES, INC.	$0	–	-7,546	–	-0.26%	–
Exit	ANALOG DEVICES INC	$0	–	-10,000	–	-0.26%	–
Exit	CORNING INC	$0	–	-32,464	–	-0.26%	–
Exit	EQUITY RESIDENTIAL PROPERTY TRUSsh ben int	$0	–	-9,181	–	-0.27%	–
Exit	BAKER HUGHES IN	$0	–	-10,161	–	-0.27%	–
Exit	CSX CORP	$0	–	-19,487	–	-0.27%	–
Exit	BB&T CORP	$0	–	-14,889	–	-0.27%	–
Exit	HARLEY-DAVIDSON, INC.	$0	–	-7,868	–	-0.27%	–
Exit	MACY`S INC	$0	–	-11,693	–	-0.28%	–
Exit	MATTEL INC	$0	–	-12,174	–	-0.28%	–
Exit	LORILLARD INC	$0	–	-11,445	–	-0.28%	–
Exit	PPL CORP	$0	–	-17,003	–	-0.28%	–
Exit	WELLPOINT INC	$0	–	-6,365	–	-0.29%	–
Exit	NEXTERA ENERGY INC	$0	–	-6,641	–	-0.29%	–
Exit	SYSCO CORP.	$0	–	-17,029	–	-0.30%	–
Exit	CHUBB CORP. (THE)	$0	–	-6,082	–	-0.30%	–
Exit	SUNTRUST BANKS	$0	–	-16,852	–	-0.30%	–
Exit	ARCHER DANIELS MIDLAND CO.	$0	–	-14,943	–	-0.30%	–
Exit	WASTE MANAGEMEN	$0	–	-13,326	–	-0.30%	–
Exit	PPG INDUSTRIES, INC.	$0	–	-3,317	–	-0.30%	–
Exit	COGNIZANT TECHcl a	$0	–	-6,775	–	-0.30%	–
Exit	DUKE ENERGY COR	$0	–	-8,372	–	-0.30%	–
Exit	INTUIT INC	$0	–	-8,478	–	-0.30%	–
Exit	ALLERGAN INC	$0	–	-6,234	–	-0.31%	–
Exit	WILLIAMS COS	$0	–	-15,514	–	-0.31%	–
Exit	DEVON ENERGY	$0	–	-9,872	–	-0.31%	–
Exit	PRAXAIR INC	$0	–	-4,748	–	-0.31%	–
Exit	DEERE & CO	$0	–	-7,053	–	-0.31%	–
Exit	REINSURANCE GROUP OF AMERICA,INC	$0	–	-8,615	–	-0.31%	–
Exit	KIMBERLY-CLARK	$0	–	-6,134	–	-0.31%	–
Exit	YUM! BRANDS INC	$0	–	-8,113	–	-0.32%	–
Exit	FLUOR CORP	$0	–	-8,220	–	-0.32%	–
Exit	STRYKER CORP	$0	–	-8,677	–	-0.32%	–
Exit	HOST MARRIOTT C	$0	–	-33,114	–	-0.32%	–
Exit	TIME WARNER CABLE INC	$0	–	-5,265	–	-0.32%	–
Exit	AMERICAN TOWER CORP	$0	–	-8,028	–	-0.32%	–
Exit	DIRECTV	$0	–	-9,933	–	-0.32%	–
Exit	VORNADO REALTYsh ben int	$0	–	-7,088	–	-0.32%	–
Exit	NEW JERSEY RESOURCES CORP.	$0	–	-13,566	–	-0.32%	–
Exit	RAYTHEON CO.	$0	–	-7,828	–	-0.33%	–
Exit	AETNA INC	$0	–	-9,517	–	-0.33%	–
Exit	FREEPORT-MCMORAN COPPER-B	$0	–	-18,412	–	-0.33%	–
Exit	PNC FINANCIAL GROUP	$0	–	-8,497	–	-0.34%	–
Exit	STARWOOD HOTELS & RESORTS	$0	–	-9,303	–	-0.34%	–
Exit	APACHE CORP	$0	–	-7,272	–	-0.34%	–
Exit	PROLOGIS INC	$0	–	-16,492	–	-0.34%	–
Exit	HEWLETT-PACKARD CO	$0	–	-30,242	–	-0.34%	–
Exit	COVIDIEN PLC	$0	–	-10,458	–	-0.35%	–
Exit	CUMMINS ENGINE	$0	–	-4,803	–	-0.35%	–
Exit	SALESFORCE .COM INC	$0	–	-12,364	–	-0.35%	–
Exit	BAXTER INTERNATIONAL INC	$0	–	-9,823	–	-0.35%	–
Exit	TRAVELERS COS INC/THE	$0	–	-7,669	–	-0.35%	–
Exit	GENERAL MILLS, INC.	$0	–	-13,606	–	-0.35%	–
Exit	ELI LILLY & CO.	$0	–	-12,964	–	-0.35%	–
Exit	MARATHON OIL CORP	$0	–	-18,717	–	-0.36%	–
Exit	INTL PAPER	$0	–	-14,617	–	-0.36%	–
Exit	ABBOTT LABORATORIES	$0	–	-19,849	–	-0.36%	–
Exit	STANLEY BLACK & DECKER INC	$0	–	-7,292	–	-0.36%	–
Exit	JOHNSON CONTROLS INC	$0	–	-15,935	–	-0.36%	–
Exit	NORTHROP GRUMMAN CORP.	$0	–	-7,061	–	-0.37%	–
Exit	NATIONAL OILWELL VARCO INC	$0	–	-8,659	–	-0.37%	–
Exit	CME GROUP INC	$0	–	-9,165	–	-0.37%	–
Exit	AUTOMATIC DATA	$0	–	-9,399	–	-0.37%	–
Exit	SIMON PROPERTY	$0	–	-4,600	–	-0.37%	–
Exit	FEDEX CORP	$0	–	-6,000	–	-0.37%	–
Exit	CAPITAL ONE FIN	$0	–	-9,979	–	-0.37%	–
Exit	BANK OF NEW YORK MELLON CORP	$0	–	-22,781	–	-0.37%	–
Exit	APPLD MATERIAL	$0	–	-39,419	–	-0.38%	–
Exit	SPECTRA ENERGY CORP.	$0	–	-20,188	–	-0.38%	–
Exit	DOVER CORP.	$0	–	-7,700	–	-0.38%	–
Exit	TARGET CORP.	$0	–	-10,809	–	-0.38%	–
Exit	STATE STREET CORP	$0	–	-10,557	–	-0.38%	–
Exit	MONDELEZ INTL INCcl a	$0	–	-22,276	–	-0.38%	–
Exit	BLACKROCK INC	$0	–	-2,584	–	-0.38%	–
Exit	ECOLAB INC	$0	–	-7,106	–	-0.38%	–
Exit	PRECISION CASTPARTS	$0	–	-3,148	–	-0.39%	–
Exit	ALLSTATE CORP	$0	–	-14,214	–	-0.39%	–
Exit	MCKESSON CORP	$0	–	-5,679	–	-0.40%	–
Exit	COSTCO WHOLESAL	$0	–	-6,373	–	-0.40%	–
Exit	PRICELINE.COM	$0	–	-731	–	-0.40%	–
Exit	NORTHEAST UTIL	$0	–	-18,031	–	-0.40%	–
Exit	TJX COS.	$0	–	-13,207	–	-0.40%	–
Exit	CBS CORPORATIONcl b	$0	–	-13,577	–	-0.41%	–
Exit	EATON CORP PLC	$0	–	-10,898	–	-0.41%	–
Exit	ILLINOIS TOOL WORKS INC.	$0	–	-9,874	–	-0.41%	–
Exit	COLGATE-PALMOLI	$0	–	-12,798	–	-0.41%	–
Exit	DOW CHEMICAL	$0	–	-20,206	–	-0.42%	–
Exit	CATERPILLAR	$0	–	-9,362	–	-0.42%	–
Exit	YAHOO! INC	$0	–	-23,508	–	-0.42%	–
Exit	PRUDENTIAL FINANCIAL INC	$0	–	-10,181	–	-0.43%	–
Exit	EXPRESS SCRIPTS	$0	–	-12,993	–	-0.44%	–
Exit	EMC CORP/MASS	$0	–	-31,617	–	-0.44%	–
Exit	GENUINE PARTS CO.	$0	–	-10,000	–	-0.44%	–
Exit	VIACOM INC CL Bcl b	$0	–	-9,708	–	-0.44%	–
Exit	THERMO ELECTRON	$0	–	-8,813	–	-0.44%	–
Exit	MONSANTO CO	$0	–	-7,978	–	-0.45%	–
Exit	MORGAN STANLEY	$0	–	-30,903	–	-0.45%	–
Exit	DUPONT	$0	–	-14,311	–	-0.46%	–
Exit	PHILLIPS 66	$0	–	-14,644	–	-0.46%	–
Exit	TEXAS INSTRUMENTS INC.	$0	–	-21,071	–	-0.46%	–
Exit	ALTRIA GROUP INC.	$0	–	-25,000	–	-0.47%	–
Exit	DANAHER CORP.	$0	–	-12,404	–	-0.47%	–
Exit	ANADARKO PETROLEUM CORP	$0	–	-9,326	–	-0.47%	–
Exit	METLIFE, INC.	$0	–	-18,656	–	-0.48%	–
Exit	WALGREEN CO.	$0	–	-16,373	–	-0.48%	–
Exit	EMERSON ELECTRI	$0	–	-13,709	–	-0.48%	–
Exit	UNION PACIFIC CORP	$0	–	-5,715	–	-0.48%	–
Exit	ABBVIE INC	$0	–	-19,849	–	-0.48%	–
Exit	STARBUCKS CORP	$0	–	-11,707	–	-0.49%	–
Exit	MEDTRONIC, INC.	$0	–	-17,047	–	-0.49%	–
Exit	EBAY INC	$0	–	-16,380	–	-0.50%	–
Exit	BIOGEN IDEC INC	$0	–	-3,869	–	-0.51%	–
Exit	HONEYWELL INTERNATIONAL INC	$0	–	-11,250	–	-0.51%	–
Exit	US BANCORP	$0	–	-25,571	–	-0.51%	–
Exit	NIKE INC Bcl b	$0	–	-12,948	–	-0.51%	–
Exit	MASTERCARD INCcl a	$0	–	-1,478	–	-0.54%	–
Exit	TIME WARNER INC	$0	–	-15,616	–	-0.56%	–
Exit	LOWES COMPANIES, INC.	$0	–	-21,692	–	-0.56%	–
Exit	TWENTY-FIRST CENTURY FOX INCcl a	$0	–	-30,904	–	-0.56%	–
Exit	EOG RESOURCES INC	$0	–	-6,240	–	-0.57%	–
Exit	CVS CAREMARK CORP	$0	–	-18,675	–	-0.58%	–
Exit	FORD MOTOR CO	$0	–	-63,016	–	-0.58%	–
Exit	UNITEDHEALTH GROUP INC	$0	–	-15,008	–	-0.58%	–
Exit	MCDONALD'S CORP.	$0	–	-11,390	–	-0.60%	–
Exit	OCCIDENTAL PETROLEUM CORP.	$0	–	-11,889	–	-0.60%	–
Exit	AMER EXPRESS	$0	–	-15,083	–	-0.62%	–
Exit	3M COMPANY	$0	–	-9,619	–	-0.62%	–
Exit	BRISTOL-MYERS SQUIBB CO.	$0	–	-25,211	–	-0.63%	–
Exit	UNITED PARCEL Scl b	$0	–	-12,859	–	-0.64%	–
Exit	CELGENE CORP	$0	–	-7,644	–	-0.64%	–
Exit	AMGEN INC	$0	–	-10,619	–	-0.65%	–
Exit	CONOCOPHILLIPS	$0	–	-17,456	–	-0.66%	–
Exit	GOLDMAN SACHS GROUP INC	$0	–	-7,755	–	-0.67%	–
Exit	UTD TECHNOLGIES	$0	–	-12,239	–	-0.72%	–
Exit	VISA INC-CLASS A SHARES	$0	–	-7,059	–	-0.73%	–
Exit	INTEL CORP	$0	–	-61,966	–	-0.77%	–
Exit	WAL-MART STORES, INC.	$0	–	-19,278	–	-0.78%	–
Exit	BOEING COMPANY (THE)	$0	–	-12,153	–	-0.78%	–
Exit	AMAZON.COM INC	$0	–	-4,622	–	-0.78%	–
Exit	WALT DISNEY CO. (THE)	$0	–	-22,981	–	-0.80%	–
Exit	GILEAD SCIENCES	$0	–	-23,700	–	-0.81%	–
Exit	QUALCOMM	$0	–	-22,484	–	-0.82%	–
Exit	PEPSICO INC	$0	–	-19,397	–	-0.84%	–
Exit	COMCAST "A" COMcl a	$0	–	-34,605	–	-0.85%	–
Exit	HOME DEPOT INC	$0	–	-21,681	–	-0.89%	–
Exit	VERIZON COMMUNI	$0	–	-35,827	–	-0.91%	–
Exit	ORACLE CORP	$0	–	-51,642	–	-0.93%	–
Exit	CISCO SYSTEMS	$0	–	-74,721	–	-0.95%	–
Exit	PHILIP MORRIS INTERNATIONAL,INC.	$0	–	-21,642	–	-1.02%	–
Exit	MERCK & CO. INC.	$0	–	-40,090	–	-1.04%	–
Exit	CITIGROUP INC	$0	–	-41,143	–	-1.08%	–
Exit	COCA-COLA CO. (THE)	$0	–	-53,726	–	-1.11%	–
Exit	BANK OF AMERICA CORP	$0	–	-149,573	–	-1.12%	–
Exit	BERKSHIRE HATHAWAY INC-CL Bcl b new	$0	–	-20,570	–	-1.27%	–
Exit	AT&T INC	$0	–	-70,519	–	-1.30%	–
Exit	PROCTER & GAMBLE CO.	$0	–	-31,780	–	-1.30%	–
Exit	INTL BUSINESS MACHINES CORP.	$0	–	-13,514	–	-1.36%	–
Exit	JP MORGAN CHASE & CO	$0	–	-49,500	–	-1.39%	–
Exit	GOOGLE INCcl a	$0	–	-3,040	–	-1.45%	–
Exit	PFIZER INC	$0	–	-93,645	–	-1.46%	–
Exit	WELLS FARGO & CO	$0	–	-65,766	–	-1.48%	–
Exit	JOHNSON & JOHNSON	$0	–	-31,934	–	-1.50%	–
Exit	CHEVRON CORP.	$0	–	-23,492	–	-1.55%	–
Exit	MICROSOFT CORP	$0	–	-91,563	–	-1.66%	–
Exit	GENERAL ELECTRIC CO.	$0	–	-136,799	–	-1.78%	–
Exit	EXXON MOBIL CORP.	$0	–	-56,322	–	-2.63%	–
Exit	APPLE INC	$0	–	-11,689	–	-3.03%	–

Q3 2013

		Value		Shares		↓ Weighting
New	TWENTY-FIRST CENTURY FOX INCcl a	$1,036,000	–	30,904	–	0.56%	–
Sell	HALLIBURTON	$284,000	-64.8%	5,908	-69.5%	0.15%	-66.2%
New	NEWS CORP NEWcl a	$124,000	–	7,726	–	0.07%	–
New	SPRINT CORP	$98,000	–	15,704	–	0.05%	–
New	MALLINCKRODT PLC	$58,000	–	1,307	–	0.03%	–
Exit	SPRINT NEXTEL CORP.	$0	–	-60,000	–	-0.24%	–
Exit	DELL INC	$0	–	-32,156	–	-0.24%	–
Exit	NEWS CORP - CL Acl a	$0	–	-30,904	–	-0.57%	–

Q2 2013

		Value		Shares		↓ Weighting
New	EXXON MOBIL CORP.	$5,089,000	–	56,322	–	2.87%	–
New	APPLE INC	$4,635,000	–	11,689	–	2.61%	–
New	GENERAL ELECTRIC CO.	$3,172,000	–	136,799	–	1.79%	–
New	MICROSOFT CORP	$3,163,000	–	91,563	–	1.78%	–
New	CHEVRON CORP.	$2,780,000	–	23,492	–	1.57%	–
New	JOHNSON & JOHNSON	$2,742,000	–	31,934	–	1.55%	–
New	WELLS FARGO & CO	$2,714,000	–	65,766	–	1.53%	–
New	GOOGLE INCcl a	$2,676,000	–	3,040	–	1.51%	–
New	PFIZER INC	$2,623,000	–	93,645	–	1.48%	–
New	JP MORGAN CHASE & CO	$2,613,000	–	49,500	–	1.47%	–
New	INTL BUSINESS MACHINES CORP.	$2,583,000	–	13,514	–	1.46%	–
New	AT&T INC	$2,496,000	–	70,519	–	1.41%	–
New	PROCTER & GAMBLE CO.	$2,447,000	–	31,780	–	1.38%	–
New	BERKSHIRE HATHAWAY INC-CL Bcl b new	$2,302,000	–	20,570	–	1.30%	–
New	COCA-COLA CO. (THE)	$2,155,000	–	53,726	–	1.22%	–
New	CITIGROUP INC	$1,974,000	–	41,143	–	1.11%	–
New	BANK OF AMERICA CORP	$1,924,000	–	149,573	–	1.08%	–
New	PHILIP MORRIS INTERNATIONAL,INC.	$1,875,000	–	21,642	–	1.06%	–
New	MERCK & CO. INC.	$1,862,000	–	40,090	–	1.05%	–
New	CISCO SYSTEMS	$1,818,000	–	74,721	–	1.02%	–
New	VERIZON COMMUNI	$1,804,000	–	35,827	–	1.02%	–
New	HOME DEPOT INC	$1,680,000	–	21,681	–	0.95%	–
New	ORACLE CORP	$1,586,000	–	51,642	–	0.89%	–
New	PEPSICO INC	$1,586,000	–	19,397	–	0.89%	–
New	INTEL CORP	$1,501,000	–	61,966	–	0.85%	–
New	WALT DISNEY CO. (THE)	$1,451,000	–	22,981	–	0.82%	–
New	COMCAST "A" COMcl a	$1,445,000	–	34,605	–	0.82%	–
New	WAL-MART STORES, INC.	$1,436,000	–	19,278	–	0.81%	–
New	QUALCOMM	$1,374,000	–	22,484	–	0.78%	–
New	VISA INC-CLASS A SHARES	$1,290,000	–	7,059	–	0.73%	–
New	AMAZON.COM INC	$1,283,000	–	4,622	–	0.72%	–
New	BOEING COMPANY (THE)	$1,245,000	–	12,153	–	0.70%	–
New	GILEAD SCIENCES	$1,215,000	–	23,700	–	0.68%	–
New	GOLDMAN SACHS GROUP INC	$1,173,000	–	7,755	–	0.66%	–
New	UTD TECHNOLGIES	$1,137,000	–	12,239	–	0.64%	–
New	AMER EXPRESS	$1,128,000	–	15,083	–	0.64%	–
New	BRISTOL-MYERS SQUIBB CO.	$1,127,000	–	25,211	–	0.64%	–
New	MCDONALD'S CORP.	$1,128,000	–	11,390	–	0.64%	–
New	UNITED PARCEL Scl b	$1,112,000	–	12,859	–	0.63%	–
New	CVS CAREMARK CORP	$1,068,000	–	18,675	–	0.60%	–
New	OCCIDENTAL PETROLEUM CORP.	$1,061,000	–	11,889	–	0.60%	–
New	CONOCOPHILLIPS	$1,056,000	–	17,456	–	0.60%	–
New	3M COMPANY	$1,052,000	–	9,619	–	0.59%	–
New	AMGEN INC	$1,048,000	–	10,619	–	0.59%	–
New	NEWS CORP - CL Acl a	$1,007,000	–	30,904	–	0.57%	–
New	UNITEDHEALTH GROUP INC	$983,000	–	15,008	–	0.55%	–
New	FORD MOTOR CO	$975,000	–	63,016	–	0.55%	–
New	US BANCORP	$924,000	–	25,571	–	0.52%	–
New	TIME WARNER INC	$903,000	–	15,616	–	0.51%	–
New	CELGENE CORP	$894,000	–	7,644	–	0.50%	–
New	HONEYWELL INTERNATIONAL INC	$893,000	–	11,250	–	0.50%	–
New	LOWES COMPANIES, INC.	$887,000	–	21,692	–	0.50%	–
New	UNION PACIFIC CORP	$882,000	–	5,715	–	0.50%	–
New	MEDTRONIC, INC.	$877,000	–	17,047	–	0.50%	–
New	ALTRIA GROUP INC.	$875,000	–	25,000	–	0.49%	–
New	PHILLIPS 66	$863,000	–	14,644	–	0.49%	–
New	METLIFE, INC.	$854,000	–	18,656	–	0.48%	–
New	MASTERCARD INCcl a	$849,000	–	1,478	–	0.48%	–
New	EBAY INC	$847,000	–	16,380	–	0.48%	–
New	BIOGEN IDEC INC	$833,000	–	3,869	–	0.47%	–
New	NIKE INC Bcl b	$825,000	–	12,948	–	0.46%	–
New	EOG RESOURCES INC	$822,000	–	6,240	–	0.46%	–
New	ABBVIE INC	$821,000	–	19,849	–	0.46%	–
New	HALLIBURTON	$807,000	–	19,348	–	0.46%	–
New	ANADARKO PETROLEUM CORP	$801,000	–	9,326	–	0.45%	–
New	EXPRESS SCRIPTS	$802,000	–	12,993	–	0.45%	–
New	MONSANTO CO	$788,000	–	7,978	–	0.44%	–
New	DANAHER CORP.	$785,000	–	12,404	–	0.44%	–
New	GENUINE PARTS CO.	$781,000	–	10,000	–	0.44%	–
New	CATERPILLAR	$772,000	–	9,362	–	0.44%	–
New	STARBUCKS CORP	$767,000	–	11,707	–	0.43%	–
New	NORTHEAST UTIL	$758,000	–	18,031	–	0.43%	–
New	MORGAN STANLEY	$755,000	–	30,903	–	0.43%	–
New	DUPONT	$751,000	–	14,311	–	0.42%	–
New	HEWLETT-PACKARD CO	$750,000	–	30,242	–	0.42%	–
New	EMERSON ELECTRI	$748,000	–	13,709	–	0.42%	–
New	EMC CORP/MASS	$747,000	–	31,617	–	0.42%	–
New	THERMO ELECTRON	$746,000	–	8,813	–	0.42%	–
New	PRUDENTIAL FINANCIAL INC	$744,000	–	10,181	–	0.42%	–
New	TARGET CORP.	$744,000	–	10,809	–	0.42%	–
New	TEXAS INSTRUMENTS INC.	$734,000	–	21,071	–	0.41%	–
New	COLGATE-PALMOLI	$733,000	–	12,798	–	0.41%	–
New	SIMON PROPERTY	$726,000	–	4,600	–	0.41%	–
New	WALGREEN CO.	$724,000	–	16,373	–	0.41%	–
New	EATON CORP PLC	$717,000	–	10,898	–	0.40%	–
New	PRECISION CASTPARTS	$711,000	–	3,148	–	0.40%	–
New	COSTCO WHOLESAL	$705,000	–	6,373	–	0.40%	–
New	CME GROUP INC	$696,000	–	9,165	–	0.39%	–
New	SPECTRA ENERGY CORP.	$696,000	–	20,188	–	0.39%	–
New	ABBOTT LABORATORIES	$692,000	–	19,849	–	0.39%	–
New	STATE STREET CORP	$688,000	–	10,557	–	0.39%	–
New	ALLSTATE CORP	$684,000	–	14,214	–	0.39%	–
New	ILLINOIS TOOL WORKS INC.	$683,000	–	9,874	–	0.38%	–
New	BAXTER INTERNATIONAL INC	$680,000	–	9,823	–	0.38%	–
New	CBS CORPORATIONcl b	$664,000	–	13,577	–	0.37%	–
New	BLACKROCK INC	$664,000	–	2,584	–	0.37%	–
New	TJX COS.	$661,000	–	13,207	–	0.37%	–
New	GENERAL MILLS, INC.	$660,000	–	13,606	–	0.37%	–
New	VIACOM INC CL Bcl b	$660,000	–	9,708	–	0.37%	–
New	COVIDIEN PLC	$657,000	–	10,458	–	0.37%	–
New	DOW CHEMICAL	$650,000	–	20,206	–	0.37%	–
New	MCKESSON CORP	$650,000	–	5,679	–	0.37%	–
New	INTL PAPER	$648,000	–	14,617	–	0.36%	–
New	AUTOMATIC DATA	$647,000	–	9,399	–	0.36%	–
New	MARATHON OIL CORP	$647,000	–	18,717	–	0.36%	–
New	BANK OF NEW YORK MELLON CORP	$639,000	–	22,781	–	0.36%	–
New	MONDELEZ INTL INCcl a	$636,000	–	22,276	–	0.36%	–
New	ELI LILLY & CO.	$637,000	–	12,964	–	0.36%	–
New	CAPITAL ONE FIN	$627,000	–	9,979	–	0.35%	–
New	PROLOGIS INC	$622,000	–	16,492	–	0.35%	–
New	PNC FINANCIAL GROUP	$620,000	–	8,497	–	0.35%	–
New	TRAVELERS COS INC/THE	$613,000	–	7,669	–	0.35%	–
New	DIRECTV	$612,000	–	9,933	–	0.34%	–
New	APACHE CORP	$610,000	–	7,272	–	0.34%	–
New	PRICELINE.COM	$604,000	–	731	–	0.34%	–
New	ECOLAB INC	$605,000	–	7,106	–	0.34%	–
New	AETNA INC	$605,000	–	9,517	–	0.34%	–
New	DOVER CORP.	$598,000	–	7,700	–	0.34%	–
New	NATIONAL OILWELL VARCO INC	$597,000	–	8,659	–	0.34%	–
New	REINSURANCE GROUP OF AMERICA,INC	$595,000	–	8,615	–	0.34%	–
New	KIMBERLY-CLARK	$596,000	–	6,134	–	0.34%	–
New	TIME WARNER CABLE INC	$592,000	–	5,265	–	0.33%	–
New	FEDEX CORP	$591,000	–	6,000	–	0.33%	–
New	YAHOO! INC	$591,000	–	23,508	–	0.33%	–
New	APPLD MATERIAL	$588,000	–	39,419	–	0.33%	–
New	STARWOOD HOTELS & RESORTS	$588,000	–	9,303	–	0.33%	–
New	AMERICAN TOWER CORP	$587,000	–	8,028	–	0.33%	–
New	VORNADO REALTYsh ben int	$587,000	–	7,088	–	0.33%	–
New	NORTHROP GRUMMAN CORP.	$585,000	–	7,061	–	0.33%	–
New	SYSCO CORP.	$582,000	–	17,029	–	0.33%	–
New	DEERE & CO	$573,000	–	7,053	–	0.32%	–
New	JOHNSON CONTROLS INC	$570,000	–	15,935	–	0.32%	–
New	DUKE ENERGY COR	$565,000	–	8,372	–	0.32%	–
New	STANLEY BLACK & DECKER INC	$564,000	–	7,292	–	0.32%	–
New	NEW JERSEY RESOURCES CORP.	$563,000	–	13,566	–	0.32%	–
New	YUM! BRANDS INC	$563,000	–	8,113	–	0.32%	–
New	STRYKER CORP	$561,000	–	8,677	–	0.32%	–
New	MACY`S INC	$561,000	–	11,693	–	0.32%	–
New	HOST MARRIOTT C	$559,000	–	33,114	–	0.32%	–
New	MATTEL INC	$552,000	–	12,174	–	0.31%	–
New	PRAXAIR INC	$547,000	–	4,748	–	0.31%	–
New	NEXTERA ENERGY INC	$541,000	–	6,641	–	0.30%	–
New	WASTE MANAGEMEN	$537,000	–	13,326	–	0.30%	–
New	EQUITY RESIDENTIAL PROPERTY TRUSsh ben int	$533,000	–	9,181	–	0.30%	–
New	SUNTRUST BANKS	$532,000	–	16,852	–	0.30%	–
New	ALLERGAN INC	$525,000	–	6,234	–	0.30%	–
New	WELLPOINT INC	$521,000	–	6,365	–	0.29%	–
New	CUMMINS ENGINE	$521,000	–	4,803	–	0.29%	–
New	INTUIT INC	$517,000	–	8,478	–	0.29%	–
New	RAYTHEON CO.	$518,000	–	7,828	–	0.29%	–
New	PPL CORP	$515,000	–	17,003	–	0.29%	–
New	CHUBB CORP. (THE)	$515,000	–	6,082	–	0.29%	–
New	DEVON ENERGY	$512,000	–	9,872	–	0.29%	–
New	ARCHER DANIELS MIDLAND CO.	$507,000	–	14,943	–	0.29%	–
New	FREEPORT-MCMORAN COPPER-B	$508,000	–	18,412	–	0.29%	–
New	BB&T CORP	$504,000	–	14,889	–	0.28%	–
New	WILLIAMS COS	$504,000	–	15,514	–	0.28%	–
New	LORILLARD INC	$500,000	–	11,445	–	0.28%	–
New	FLUOR CORP	$488,000	–	8,220	–	0.28%	–
New	PPG INDUSTRIES, INC.	$486,000	–	3,317	–	0.27%	–
New	EXELON CORP.	$482,000	–	15,600	–	0.27%	–
New	SALESFORCE .COM INC	$472,000	–	12,364	–	0.27%	–
New	BAKER HUGHES IN	$469,000	–	10,161	–	0.26%	–
New	SOUTHERN CO	$469,000	–	10,631	–	0.26%	–
New	SOUTHWSTN ENGY	$467,000	–	12,784	–	0.26%	–
New	CORNING INC	$462,000	–	32,464	–	0.26%	–
New	CENTURYTEL INC.	$459,000	–	12,980	–	0.26%	–
New	CSX CORP	$452,000	–	19,487	–	0.26%	–
New	ANALOG DEVICES INC	$451,000	–	10,000	–	0.25%	–
New	PUBLIC SVC ENTERPRISE GROUP INC.	$440,000	–	13,480	–	0.25%	–
New	HARLEY-DAVIDSON, INC.	$431,000	–	7,868	–	0.24%	–
New	BROADCOM CORPcl a	$431,000	–	12,742	–	0.24%	–
New	DOMINION RESOURCES, INC.	$429,000	–	7,546	–	0.24%	–
New	DELL INC	$428,000	–	32,156	–	0.24%	–
New	P G & E CORP	$425,000	–	9,291	–	0.24%	–
New	COGNIZANT TECHcl a	$424,000	–	6,775	–	0.24%	–
New	SPRINT NEXTEL CORP.	$421,000	–	60,000	–	0.24%	–
New	KOHLS CORP.	$416,000	–	8,233	–	0.24%	–
New	KRAFT FOODS GROUP INC	$415,000	–	7,425	–	0.23%	–
New	NORFOLK SOUTHERN CORP.	$412,000	–	5,675	–	0.23%	–
New	DOLLAR TREE STO	$411,000	–	8,086	–	0.23%	–
New	WHOLE FOOD MKT	$409,000	–	7,936	–	0.23%	–
New	HUMANA INC	$401,000	–	4,753	–	0.23%	–
New	INTUITIVE SURGICAL INC	$396,000	–	782	–	0.22%	–
New	NETAPP INC	$396,000	–	10,492	–	0.22%	–
New	MEAD JOHNSON NUTRITION CO	$393,000	–	4,958	–	0.22%	–
New	DARDEN RESTAURANTS INC	$391,000	–	7,751	–	0.22%	–
New	COACH INC	$389,000	–	6,816	–	0.22%	–
New	ROSS STORES	$383,000	–	5,902	–	0.22%	–
New	ALCOA INC.	$363,000	–	46,409	–	0.20%	–
New	FIRSTENERGY	$347,000	–	9,296	–	0.20%	–
New	TYCO INTERNATIONAL LTD	$345,000	–	10,458	–	0.20%	–
New	CITRIX SYSTEMS	$280,000	–	4,644	–	0.16%	–
New	AMERICAN AXLE & MANUFACTURING,IN	$242,000	–	13,000	–	0.14%	–
New	THE ADT CORPORATION	$208,000	–	5,229	–	0.12%	–
New	AOL INC	$182,000	–	5,000	–	0.10%	–
New	ASHLAND INC.	$155,000	–	1,860	–	0.09%	–
New	PENTAIR LTD	$145,000	–	2,509	–	0.08%	–

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