AFFINITY INVESTMENT ADVISORS, LLC Activity Q4 2010-Q3 2023

Q3 2023

			Value		Shares		↓ Weighting
MSFT	Buy	MICROSOFT CORP	$4,905,808	+24.4%	15,537	+34.2%	3.17%	+38.7%
AAPL	Sell	APPLE INC	$3,850,684	-17.4%	22,491	-6.5%	2.48%	-8.0%
JPM	Sell	JPMORGAN CHASE & CO	$3,693,659	-1.7%	25,470	-1.5%	2.38%	+9.6%
XOM	Sell	EXXON MOBIL CORP	$2,664,598	+9.4%	22,662	-0.2%	1.72%	+22.0%
FB	Sell	META PLATFORMS INCcl a	$2,516,660	+3.8%	8,383	-0.7%	1.62%	+15.8%
UNH	Sell	UNITEDHEALTH GROUP INC	$2,341,963	+1.5%	4,645	-3.3%	1.51%	+13.1%
MRK	Sell	MERCK & CO INC	$2,338,612	-17.2%	22,716	-7.2%	1.51%	-7.8%
IBM	Sell	INTERNATIONAL BUSINESS MACHS	$2,317,475	-4.0%	16,518	-8.5%	1.50%	+7.0%
CSCO	Sell	CISCO SYS INC	$2,263,726	-5.0%	42,108	-8.6%	1.46%	+5.9%
BAC	Buy	BANK AMERICA CORP	$2,260,465	-4.4%	82,559	+0.2%	1.46%	+6.6%
VLO	Sell	VALERO ENERGY CORP	$2,250,922	+13.3%	15,884	-6.2%	1.45%	+26.3%
URI	Sell	UNITED RENTALS INC	$2,150,830	-5.5%	4,838	-5.3%	1.39%	+5.3%
KR	Sell	KROGER CO	$1,980,814	-9.2%	44,264	-4.6%	1.28%	+1.2%
CVS	Sell	CVS HEALTH CORP	$1,976,674	-3.4%	28,311	-4.3%	1.28%	+7.8%
AVGO	Sell	BROADCOM INC	$1,965,152	-19.1%	2,366	-15.5%	1.27%	-9.8%
AMP	Sell	AMERIPRISE FINL INC	$1,938,518	-7.2%	5,880	-6.5%	1.25%	+3.4%
JBL	Sell	JABIL INC	$1,937,230	-1.3%	15,267	-16.0%	1.25%	+10.0%
ABBV	Sell	ABBVIE INC	$1,795,279	+7.6%	12,044	-2.8%	1.16%	+20.0%
DAL	Sell	DELTA AIR LINES INC DEL	$1,789,986	-25.3%	48,378	-4.1%	1.16%	-16.8%
MO	Buy	ALTRIA GROUP INC	$1,690,746	-6.4%	40,208	+0.9%	1.09%	+4.3%
PM	Sell	PHILIP MORRIS INTL INC	$1,685,049	-11.1%	18,201	-6.3%	1.09%	-1.0%
MET	Sell	METLIFE INC	$1,681,144	+10.1%	26,723	-1.0%	1.08%	+22.7%
CMCSA	Sell	COMCAST CORP NEWcl a	$1,658,272	-4.2%	37,399	-10.2%	1.07%	+6.8%
GOOGL	Sell	ALPHABET INCcap stk cl a	$1,650,930	-0.2%	12,616	-8.7%	1.06%	+11.2%
PHM	Sell	PULTE GROUP INC	$1,642,059	-14.7%	22,175	-10.5%	1.06%	-4.8%
CAT	Sell	CATERPILLAR INC	$1,636,635	+7.0%	5,995	-3.6%	1.06%	+19.2%
BBY	Sell	BEST BUY INC	$1,573,565	-16.5%	22,651	-1.6%	1.02%	-7.0%
SPG	Sell	SIMON PPTY GROUP INC NEW	$1,451,383	-15.7%	13,435	-9.9%	0.94%	-6.0%
GILD	Sell	GILEAD SCIENCES INC	$1,408,048	-7.9%	18,789	-5.3%	0.91%	+2.7%
DE	Sell	DEERE & CO	$1,395,551	-10.7%	3,698	-4.1%	0.90%	-0.3%
T	Sell	AT&T INC	$1,386,556	-21.4%	92,314	-16.5%	0.90%	-12.3%
PCAR	Sell	PACCAR INC	$1,380,810	-6.9%	16,241	-8.4%	0.89%	+3.7%
DRI	Sell	DARDEN RESTAURANTS INC	$1,379,495	-18.9%	9,632	-5.4%	0.89%	-9.6%
PBF	Sell	PBF ENERGY INCcl a	$1,312,877	+26.5%	24,526	-3.3%	0.85%	+40.9%
MPC	Sell	MARATHON PETE CORP	$1,267,473	+19.4%	8,375	-8.0%	0.82%	+33.0%
GS	Sell	GOLDMAN SACHS GROUP INC	$1,233,449	+0.2%	3,812	-0.1%	0.80%	+11.6%
HST	Buy	HOST HOTELS & RESORTS INC	$1,214,651	+34.5%	75,585	+40.8%	0.78%	+49.9%
DFS	Sell	DISCOVER FINL SVCS	$1,212,647	-31.2%	13,998	-7.3%	0.78%	-23.3%
BMY	Sell	BRISTOL-MYERS SQUIBB CO	$1,184,306	-11.8%	20,405	-2.8%	0.76%	-1.7%
PPL	Sell	PPL CORP	$1,156,231	-14.9%	49,076	-4.4%	0.75%	-5.1%
WFRD	New	WEATHERFORD INTL PLC	$1,121,899	–	12,420	–	0.72%	–
QCOM	Sell	QUALCOMM INC	$1,121,706	-19.1%	10,100	-13.3%	0.72%	-9.8%
AGG	Sell	ISHARES TRcore us aggbd et	$1,118,136	-5.6%	11,890	-1.7%	0.72%	+5.2%
UNM	Sell	UNUM GROUP	$1,088,821	+3.1%	22,135	-0.1%	0.70%	+14.9%
VZ	Sell	VERIZON COMMUNICATIONS INC	$1,081,424	-18.2%	33,367	-6.1%	0.70%	-8.8%
TPR	Sell	TAPESTRY INC	$1,041,929	-37.5%	36,241	-7.0%	0.67%	-30.4%
ORCL	Sell	ORACLE CORP	$1,022,658	-24.0%	9,655	-14.6%	0.66%	-15.3%
DOX	Sell	AMDOCS LTD	$1,020,470	-36.8%	12,078	-26.1%	0.66%	-29.5%
SKT	Sell	TANGER FACTORY OUTLET CTRS I	$1,015,441	+2.3%	44,931	-0.1%	0.66%	+14.1%
BLDR	Sell	BUILDERS FIRSTSOURCE INC	$1,008,245	-31.2%	8,099	-24.9%	0.65%	-23.3%
ALB	Buy	ALBEMARLE CORP	$995,754	-22.9%	5,856	+1.1%	0.64%	-14.0%
WFC	Sell	WELLS FARGO CO NEW	$963,479	-6.4%	23,580	-2.2%	0.62%	+4.4%
FCNCA	New	FIRST CTZNS BANCSHARES INC Ncl a	$961,930	–	697	–	0.62%	–
VMW	Sell	VMWARE INC	$920,967	-13.6%	5,532	-25.4%	0.59%	-3.7%
BDC	Sell	BELDEN INC	$886,812	-4.5%	9,185	-5.4%	0.57%	+6.3%
	New	DUOLINGO INC	$846,766	–	5,105	–	0.55%	–
MLI	Sell	MUELLER INDS INC	$846,602	-16.7%	11,264	-3.3%	0.55%	-7.1%
AMGN	Sell	AMGEN INC	$843,100	+16.6%	3,137	-3.7%	0.54%	+29.8%
SMCI	New	SUPER MICRO COMPUTER INC	$841,581	–	3,069	–	0.54%	–
JNJ	Buy	JOHNSON & JOHNSON	$820,647	-5.3%	5,269	+0.6%	0.53%	+5.6%
ENS	New	ENERSYS	$811,985	–	8,577	–	0.52%	–
HCC	Sell	WARRIOR MET COAL INC	$804,765	+28.4%	15,755	-2.1%	0.52%	+43.0%
EXC	Sell	EXELON CORP	$796,046	-8.8%	21,065	-1.7%	0.51%	+1.8%
TEX	Sell	TEREX CORP NEW	$782,537	-19.1%	13,581	-16.0%	0.50%	-9.8%
ABM	Sell	ABM INDS INC	$756,269	-8.6%	18,902	-2.5%	0.49%	+1.9%
CMC	Sell	COMMERCIAL METALS CO	$739,124	-18.0%	14,959	-12.6%	0.48%	-8.6%
OTTR	Sell	OTTER TAIL CORP	$739,613	-15.6%	9,742	-12.2%	0.48%	-5.9%
LOW	Sell	LOWES COS INC	$738,248	-12.0%	3,552	-4.5%	0.48%	-2.1%
LRCX	Sell	LAM RESEARCH CORP	$727,053	-6.8%	1,160	-4.4%	0.47%	+4.0%
BLMN	Sell	BLOOMIN BRANDS INC	$704,922	-9.8%	28,667	-1.4%	0.46%	+0.4%
WK	Sell	WORKIVA INC	$702,894	-0.9%	6,936	-0.6%	0.45%	+10.5%
PLAB	Sell	PHOTRONICS INC	$695,588	-29.3%	34,418	-9.8%	0.45%	-21.2%
OFG	New	OFG BANCORP	$695,081	–	23,278	–	0.45%	–
CNO	Sell	CNO FINL GROUP INC	$689,594	-0.5%	29,060	-0.8%	0.44%	+11.0%
ENSG	Sell	ENSIGN GROUP INC	$686,195	-7.7%	7,384	-5.1%	0.44%	+3.0%
ON	Sell	ON SEMICONDUCTOR CORP	$685,506	-24.3%	7,375	-23.0%	0.44%	-15.6%
FLEX	Sell	FLEX LTDord	$680,436	-25.3%	25,220	-23.5%	0.44%	-16.9%
CUBI	New	CUSTOMERS BANCORP INC	$677,494	–	19,666	–	0.44%	–
MCK	Sell	MCKESSON CORP	$663,581	-10.6%	1,526	-12.2%	0.43%	-0.5%
WBA	Sell	WALGREENS BOOTS ALLIANCE INC	$661,862	-23.4%	29,760	-1.8%	0.43%	-14.6%
APAM	Buy	ARTISAN PARTNERS ASSET MGMTcl a	$657,357	-4.4%	17,567	+0.5%	0.42%	+6.5%
KHC	Sell	KRAFT HEINZ CO	$648,445	-10.7%	19,276	-5.8%	0.42%	-0.7%
	Sell	CONSTELLATION ENERGY CORP	$641,936	+12.2%	5,885	-5.8%	0.41%	+25.1%
THC	Sell	TENET HEALTHCARE CORP	$636,959	-23.2%	9,667	-5.1%	0.41%	-14.4%
MS	Sell	MORGAN STANLEY	$627,389	-7.3%	7,682	-3.0%	0.40%	+3.3%
FFBC	Sell	FIRST FINL BANCORP OH	$625,612	-5.5%	31,919	-1.5%	0.40%	+5.5%
ABG	Sell	ASBURY AUTOMOTIVE GROUP INC	$624,640	-15.6%	2,715	-11.8%	0.40%	-5.8%
HPE	Sell	HEWLETT PACKARD ENTERPRISE C	$612,101	-20.4%	35,239	-23.0%	0.40%	-11.2%
HALO	Sell	HALOZYME THERAPEUTICS INC	$599,969	+2.8%	15,706	-3.0%	0.39%	+14.5%
PLUS	New	EPLUS INC	$589,529	–	9,281	–	0.38%	–
NTB	Buy	BANK OF NT BUTTERFIELD&SON L	$583,222	-0.7%	21,537	+0.3%	0.38%	+10.6%
SNEX	Buy	STONEX GROUP INC	$578,225	+17.2%	5,966	+0.5%	0.37%	+30.4%
CPRX	Sell	CATALYST PHARMACEUTICALS INC	$569,771	-14.2%	48,740	-1.4%	0.37%	-4.4%
CAH	Sell	CARDINAL HEALTH INC	$559,208	-20.0%	6,441	-12.9%	0.36%	-10.9%
VCYT	Sell	VERACYTE INC	$555,838	-13.3%	24,892	-1.2%	0.36%	-3.2%
IRDM	Sell	IRIDIUM COMMUNICATIONS INC	$555,433	-28.8%	12,210	-2.7%	0.36%	-20.6%
BKE	Sell	BUCKLE INC	$550,100	-15.5%	16,475	-12.5%	0.36%	-5.8%
GM	Sell	GENERAL MTRS CO	$539,950	-20.6%	16,377	-7.1%	0.35%	-11.7%
AMN	Sell	AMN HEALTHCARE SVCS INC	$535,953	-23.0%	6,292	-1.3%	0.35%	-14.1%
WOR	New	WORTHINGTON INDS INC	$532,703	–	8,617	–	0.34%	–
GNK	Sell	GENCO SHIPPING & TRADING LTD	$531,998	-0.9%	38,027	-0.7%	0.34%	+10.3%
BRKB	Sell	BERKSHIRE HATHAWAY INC DELcl b new	$530,004	-22.4%	1,513	-24.5%	0.34%	-13.4%
OMC	Sell	OMNICOM GROUP INC	$529,776	-39.9%	7,113	-23.3%	0.34%	-33.1%
INSP	Sell	INSPIRE MED SYS INC	$523,088	-42.0%	2,636	-5.0%	0.34%	-35.2%
MDC	Sell	M D C HLDGS INC	$523,951	-12.1%	12,708	-0.2%	0.34%	-2.0%
SNPS	Sell	SYNOPSYS INC	$514,964	-18.9%	1,122	-23.0%	0.33%	-9.8%
IPG	Sell	INTERPUBLIC GROUP COS INC	$511,065	-43.1%	17,832	-23.4%	0.33%	-36.5%
CI	Sell	THE CIGNA GROUP	$510,349	-10.7%	1,784	-12.4%	0.33%	-0.6%
PPG	Buy	PPG INDS INC	$504,922	+34.6%	3,890	+53.8%	0.33%	+50.2%
BG	Sell	BUNGE LIMITED	$490,156	+14.0%	4,528	-0.6%	0.32%	+26.9%
LNTH	Buy	LANTHEUS HLDGS INC	$483,164	-13.3%	6,954	+4.7%	0.31%	-3.4%
DELL	Sell	DELL TECHNOLOGIES INCcl c	$455,153	-48.6%	6,606	-59.6%	0.29%	-42.7%
SBRA	Sell	SABRA HEALTH CARE REIT INC	$451,740	+18.0%	32,406	-0.4%	0.29%	+31.5%
CDNS	Sell	CADENCE DESIGN SYSTEM INC	$448,919	-24.0%	1,916	-23.9%	0.29%	-15.2%
PFS	Sell	PROVIDENT FINL SVCS INC	$449,526	-18.0%	29,400	-12.4%	0.29%	-8.8%
ABC	Sell	CENCORA INC	$447,225	-18.0%	2,485	-12.3%	0.29%	-8.5%
	New	BATH & BODY WORKS INC	$423,784	–	12,538	–	0.27%	–
NLOK	Sell	GEN DIGITAL INC	$410,158	-27.0%	23,199	-23.4%	0.26%	-18.5%
RBC	Sell	REGAL REXNORD CORPORATION	$407,065	-12.7%	2,849	-5.9%	0.26%	-2.6%
EBAY	Sell	EBAY INC.	$406,466	-24.7%	9,219	-23.7%	0.26%	-16.0%
AZO	Sell	AUTOZONE INC	$401,318	-22.2%	158	-23.7%	0.26%	-13.4%
HZO	Sell	MARINEMAX INC	$380,810	-24.9%	11,603	-21.8%	0.25%	-16.3%
CE	Sell	CELANESE CORP DEL	$377,690	-29.2%	3,009	-34.7%	0.24%	-21.0%
DKS	Sell	DICKS SPORTING GOODS INC	$374,492	-18.0%	3,449	-0.2%	0.24%	-8.3%
PSX	Sell	PHILLIPS 66	$374,147	-2.2%	3,114	-22.3%	0.24%	+9.0%
ADM	Sell	ARCHER DANIELS MIDLAND CO	$364,128	-15.1%	4,828	-14.9%	0.24%	-5.2%
HIG	Sell	HARTFORD FINL SVCS GROUP INC	$350,437	-12.2%	4,942	-10.9%	0.23%	-2.2%
ADI	Sell	ANALOG DEVICES INC	$342,126	-28.7%	1,954	-20.7%	0.22%	-20.5%
EPR	New	EPR PPTYS	$342,207	–	8,238	–	0.22%	–
F	New	FORD MTR CO DEL	$317,691	–	25,579	–	0.20%	–
ULTA	Sell	ULTA BEAUTY INC	$302,783	-34.5%	758	-22.8%	0.20%	-27.2%
AMAT	Sell	APPLIED MATLS INC	$292,822	-39.8%	2,115	-37.1%	0.19%	-33.0%
RTX	Sell	RTX CORPORATION	$292,270	-38.2%	4,061	-15.9%	0.19%	-31.0%
MED	Sell	MEDIFAST INC	$292,140	-18.9%	3,903	-0.2%	0.19%	-9.6%
PH	Sell	PARKER-HANNIFIN CORP	$291,361	-0.5%	748	-0.4%	0.19%	+10.6%
BK	Sell	BANK NEW YORK MELLON CORP	$284,348	-26.8%	6,667	-23.6%	0.18%	-18.2%
ANTM	Sell	ELEVANCE HEALTH INC	$283,023	-2.6%	650	-0.6%	0.18%	+8.9%
CARR	Sell	CARRIER GLOBAL CORPORATION	$275,669	-14.9%	4,994	-23.4%	0.18%	-5.3%
ACI	Sell	ALBERTSONS COS INC	$265,902	-20.1%	11,688	-23.4%	0.17%	-10.9%
HPQ	Sell	HP INC	$264,941	-16.7%	10,309	-0.5%	0.17%	-7.1%
OMI	Buy	OWENS & MINOR INC NEW	$260,822	-14.9%	16,140	+0.3%	0.17%	-5.1%
TEVA	Sell	TEVA PHARMACEUTICAL INDS LTDsponsored ads	$246,646	+3.9%	24,181	-23.3%	0.16%	+16.1%
VST	Sell	VISTRA CORP	$244,371	-3.1%	7,365	-23.3%	0.16%	+8.2%
LEN	Sell	LENNAR CORPcl a	$232,428	-31.2%	2,071	-23.2%	0.15%	-23.5%
SNA	Sell	SNAP ON INC	$224,198	-32.1%	879	-23.2%	0.14%	-24.1%
GWW	Sell	GRAINGER W W INC	$218,621	-33.2%	316	-23.9%	0.14%	-25.4%
NRG	Sell	NRG ENERGY INC	$218,909	+2.7%	5,683	-0.3%	0.14%	+14.6%
V	Sell	VISA INC	$207,009	-8.0%	900	-5.1%	0.13%	+3.1%
BKNG	Sell	BOOKING HOLDINGS INC	$206,625	-5.5%	67	-17.3%	0.13%	+4.7%
HCA	Sell	HCA HEALTHCARE INC	$204,901	-36.4%	833	-21.6%	0.13%	-29.4%
FHN	Sell	FIRST HORIZON CORPORATION	$178,656	-25.2%	16,212	-23.5%	0.12%	-16.7%
RF	Sell	REGIONS FINANCIAL CORP NEW	$172,206	-81.1%	10,012	-80.4%	0.11%	-78.9%
AAL	Sell	AMERICAN AIRLS GROUP INC	$141,346	-45.2%	11,034	-23.3%	0.09%	-38.9%
LYB	Exit	LYONDELLBASELL INDUSTRIES N	$0	–	-2,245	–	-0.12%	–
SJM	Exit	SMUCKER J M CO	$0	–	-1,450	–	-0.12%	–
EMN	Exit	EASTMAN CHEM CO	$0	–	-2,548	–	-0.12%	–
JCI	Exit	JOHNSON CTLS INTL PLC	$0	–	-3,190	–	-0.13%	–
ETR	Exit	ENTERGY CORP NEW	$0	–	-2,240	–	-0.13%	–
FLT	Exit	FLEETCOR TECHNOLOGIES INC	$0	–	-878	–	-0.13%	–
DGX	Exit	QUEST DIAGNOSTICS INC	$0	–	-1,575	–	-0.13%	–
HSIC	Exit	HENRY SCHEIN INC	$0	–	-2,746	–	-0.13%	–
UAL	Exit	UNITED AIRLS HLDGS INC	$0	–	-4,770	–	-0.15%	–
RPRX	Exit	ROYALTY PHARMA PLC	$0	–	-8,514	–	-0.15%	–
ZBH	Exit	ZIMMER BIOMET HOLDINGS INC	$0	–	-1,941	–	-0.16%	–
OKTA	Exit	OKTA INCcl a	$0	–	-5,400	–	-0.22%	–
HOPE	Exit	HOPE BANCORP INC	$0	–	-51,471	–	-0.25%	–
AMT	Exit	AMERICAN TOWER CORP NEW	$0	–	-2,879	–	-0.32%	–
ASB	Exit	ASSOCIATED BANC CORP	$0	–	-35,479	–	-0.33%	–
SEAS	Exit	SEAWORLD ENTMT INC	$0	–	-10,910	–	-0.35%	–
UCTT	Exit	ULTRA CLEAN HLDGS INC	$0	–	-15,988	–	-0.36%	–
FUL	Exit	FULLER H B CO	$0	–	-9,074	–	-0.38%	–
COHU	Exit	COHU INC	$0	–	-16,140	–	-0.39%	–
RES	Exit	RPC INC	$0	–	-107,824	–	-0.45%	–
TRTN	Exit	TRITON INTL LTDcl a	$0	–	-9,595	–	-0.46%	–
WIRE	Exit	ENCORE WIRE CORP	$0	–	-4,790	–	-0.52%	–

Q2 2023

			Value		Shares		↓ Weighting
AAPL	New	APPLE INC	$4,663,427	–	24,042	–	2.70%	–
MSFT	New	MICROSOFT CORP	$3,942,432	–	11,577	–	2.28%	–
JPM	New	JPMORGAN CHASE & CO	$3,759,188	–	25,847	–	2.18%	–
MRK	New	MERCK & CO INC	$2,825,670	–	24,488	–	1.64%	–
XOM	New	EXXON MOBIL CORP	$2,434,790	–	22,702	–	1.41%	–
AVGO	New	BROADCOM INC	$2,427,937	–	2,799	–	1.41%	–
FB	New	META PLATFORMS INCcl a	$2,423,833	–	8,446	–	1.40%	–
IBM	New	INTERNATIONAL BUSINESS MACHS	$2,415,137	–	18,049	–	1.40%	–
DAL	New	DELTA AIR LINES INC DEL	$2,397,252	–	50,426	–	1.39%	–
CSCO	New	CISCO SYS INC	$2,382,937	–	46,056	–	1.38%	–
BAC	New	BANK AMERICA CORP	$2,363,970	–	82,397	–	1.37%	–
UNH	New	UNITEDHEALTH GROUP INC	$2,308,033	–	4,802	–	1.34%	–
URI	New	UNITED RENTALS INC	$2,276,286	–	5,111	–	1.32%	–
KR	New	KROGER CO	$2,180,800	–	46,400	–	1.26%	–
AMP	New	AMERIPRISE FINL INC	$2,089,951	–	6,292	–	1.21%	–
CVS	New	CVS HEALTH CORP	$2,045,833	–	29,594	–	1.18%	–
VLO	New	VALERO ENERGY CORP	$1,986,593	–	16,936	–	1.15%	–
JBL	New	JABIL INC	$1,962,167	–	18,180	–	1.14%	–
PHM	New	PULTE GROUP INC	$1,924,134	–	24,770	–	1.11%	–
PM	New	PHILIP MORRIS INTL INC	$1,896,269	–	19,425	–	1.10%	–
BBY	New	BEST BUY INC	$1,885,506	–	23,008	–	1.09%	–
MO	New	ALTRIA GROUP INC	$1,806,066	–	39,869	–	1.05%	–
DFS	New	DISCOVER FINL SVCS	$1,763,617	–	15,093	–	1.02%	–
T	New	AT&T INC	$1,763,257	–	110,549	–	1.02%	–
CMCSA	New	COMCAST CORP NEWcl a	$1,731,264	–	41,667	–	1.00%	–
SPG	New	SIMON PPTY GROUP INC NEW	$1,722,384	–	14,915	–	1.00%	–
DRI	New	DARDEN RESTAURANTS INC	$1,700,373	–	10,177	–	0.98%	–
ABBV	New	ABBVIE INC	$1,669,035	–	12,388	–	0.97%	–
TPR	New	TAPESTRY INC	$1,667,488	–	38,960	–	0.96%	–
GOOGL	New	ALPHABET INCcap stk cl a	$1,653,895	–	13,817	–	0.96%	–
DOX	New	AMDOCS LTD	$1,615,308	–	16,341	–	0.94%	–
DE	New	DEERE & CO	$1,562,007	–	3,855	–	0.90%	–
CAT	New	CATERPILLAR INC	$1,530,185	–	6,219	–	0.89%	–
GILD	New	GILEAD SCIENCES INC	$1,528,992	–	19,839	–	0.88%	–
MET	New	METLIFE INC	$1,526,367	–	27,001	–	0.88%	–
PCAR	New	PACCAR INC	$1,483,533	–	17,735	–	0.86%	–
BLDR	New	BUILDERS FIRSTSOURCE INC	$1,465,944	–	10,779	–	0.85%	–
QCOM	New	QUALCOMM INC	$1,386,697	–	11,649	–	0.80%	–
PPL	New	PPL CORP	$1,358,403	–	51,338	–	0.79%	–
ORCL	New	ORACLE CORP	$1,345,955	–	11,302	–	0.78%	–
BMY	New	BRISTOL-MYERS SQUIBB CO	$1,342,183	–	20,988	–	0.78%	–
VZ	New	VERIZON COMMUNICATIONS INC	$1,322,067	–	35,549	–	0.76%	–
ALB	New	ALBEMARLE CORP	$1,291,691	–	5,790	–	0.75%	–
GS	New	GOLDMAN SACHS GROUP INC	$1,230,813	–	3,816	–	0.71%	–
AGG	New	ISHARES TRcore us aggbd et	$1,184,216	–	12,090	–	0.69%	–
VMW	New	VMWARE INC	$1,065,892	–	7,418	–	0.62%	–
MPC	New	MARATHON PETE CORP	$1,061,410	–	9,103	–	0.62%	–
UNM	New	UNUM GROUP	$1,056,460	–	22,148	–	0.61%	–
PBF	New	PBF ENERGY INCcl a	$1,037,829	–	25,350	–	0.60%	–
WFC	New	WELLS FARGO CO NEW	$1,029,057	–	24,111	–	0.60%	–
MLI	New	MUELLER INDS INC	$1,016,288	–	11,644	–	0.59%	–
SKT	New	TANGER FACTORY OUTLET CTRS I	$992,223	–	44,958	–	0.57%	–
PLAB	New	PHOTRONICS INC	$984,095	–	38,158	–	0.57%	–
TEX	New	TEREX CORP NEW	$966,853	–	16,160	–	0.56%	–
BDC	New	BELDEN INC	$928,953	–	9,712	–	0.54%	–
FLEX	New	FLEX LTDord	$911,457	–	32,976	–	0.53%	–
RF	New	REGIONS FINANCIAL CORP NEW	$910,228	–	51,079	–	0.53%	–
ON	New	ON SEMICONDUCTOR CORP	$905,414	–	9,573	–	0.52%	–
HST	New	HOST HOTELS & RESORTS INC	$903,232	–	53,668	–	0.52%	–
CMC	New	COMMERCIAL METALS CO	$901,065	–	17,111	–	0.52%	–
INSP	New	INSPIRE MED SYS INC	$901,201	–	2,776	–	0.52%	–
IPG	New	INTERPUBLIC GROUP COS INC	$897,911	–	23,274	–	0.52%	–
WIRE	New	ENCORE WIRE CORP	$890,605	–	4,790	–	0.52%	–
DELL	New	DELL TECHNOLOGIES INCcl c	$885,510	–	16,365	–	0.51%	–
OMC	New	OMNICOM GROUP INC	$881,945	–	9,269	–	0.51%	–
OTTR	New	OTTER TAIL CORP	$875,903	–	11,093	–	0.51%	–
EXC	New	EXELON CORP	$873,099	–	21,431	–	0.50%	–
JNJ	New	JOHNSON & JOHNSON	$866,994	–	5,238	–	0.50%	–
WBA	New	WALGREENS BOOTS ALLIANCE INC	$863,589	–	30,312	–	0.50%	–
LOW	New	LOWES COS INC	$839,378	–	3,719	–	0.49%	–
AEP	New	AMERICAN ELEC PWR CO INC	$839,390	–	9,969	–	0.49%	–
THC	New	TENET HEALTHCARE CORP	$828,937	–	10,186	–	0.48%	–
ABM	New	ABM INDS INC	$827,069	–	19,392	–	0.48%	–
OXM	New	OXFORD INDS INC	$815,902	–	8,290	–	0.47%	–
NUE	New	NUCOR CORP	$807,110	–	4,922	–	0.47%	–
TRTN	New	TRITON INTL LTDcl a	$798,880	–	9,595	–	0.46%	–
BLMN	New	BLOOMIN BRANDS INC	$781,773	–	29,073	–	0.45%	–
LRCX	New	LAM RESEARCH CORP	$779,789	–	1,213	–	0.45%	–
IRDM	New	IRIDIUM COMMUNICATIONS INC	$779,606	–	12,550	–	0.45%	–
TNK	New	TEEKAY TANKERS LTDcl a	$774,540	–	20,260	–	0.45%	–
RES	New	RPC INC	$770,942	–	107,824	–	0.45%	–
HPE	New	HEWLETT PACKARD ENTERPRISE C	$768,650	–	45,753	–	0.44%	–
MCK	New	MCKESSON CORP	$742,665	–	1,738	–	0.43%	–
ENSG	New	ENSIGN GROUP INC	$743,061	–	7,784	–	0.43%	–
ABG	New	ASBURY AUTOMOTIVE GROUP INC	$739,772	–	3,077	–	0.43%	–
KHC	New	KRAFT HEINZ CO	$726,401	–	20,462	–	0.42%	–
AMGN	New	AMGEN INC	$723,119	–	3,257	–	0.42%	–
WK	New	WORKIVA INC	$709,180	–	6,976	–	0.41%	–
CAH	New	CARDINAL HEALTH INC	$699,061	–	7,392	–	0.40%	–
AMN	New	AMN HEALTHCARE SVCS INC	$695,858	–	6,377	–	0.40%	–
CNO	New	CNO FINL GROUP INC	$693,294	–	29,290	–	0.40%	–
APAM	New	ARTISAN PARTNERS ASSET MGMTcl a	$687,257	–	17,483	–	0.40%	–
BRKB	New	BERKSHIRE HATHAWAY INC DELcl b new	$683,023	–	2,003	–	0.40%	–
GM	New	GENERAL MTRS CO	$679,928	–	17,633	–	0.39%	–
MS	New	MORGAN STANLEY	$676,539	–	7,922	–	0.39%	–
COHU	New	COHU INC	$670,778	–	16,140	–	0.39%	–
CPRX	New	CATALYST PHARMACEUTICALS INC	$664,339	–	49,430	–	0.38%	–
FFBC	New	FIRST FINL BANCORP OH	$662,031	–	32,389	–	0.38%	–
SANM	New	SANMINA CORPORATION	$658,148	–	10,920	–	0.38%	–
BKE	New	BUCKLE INC	$651,345	–	18,825	–	0.38%	–
FUL	New	FULLER H B CO	$648,882	–	9,074	–	0.38%	–
ED	New	CONSOLIDATED EDISON INC	$645,456	–	7,140	–	0.37%	–
VCYT	New	VERACYTE INC	$641,386	–	25,182	–	0.37%	–
SNPS	New	SYNOPSYS INC	$634,828	–	1,458	–	0.37%	–
HCC	New	WARRIOR MET COAL INC	$626,900	–	16,095	–	0.36%	–
UCTT	New	ULTRA CLEAN HLDGS INC	$614,898	–	15,988	–	0.36%	–
SEAS	New	SEAWORLD ENTMT INC	$611,069	–	10,910	–	0.35%	–
CATY	New	CATHAY GEN BANCORP	$607,522	–	18,873	–	0.35%	–
MDC	New	M D C HLDGS INC	$595,756	–	12,738	–	0.34%	–
CDNS	New	CADENCE DESIGN SYSTEM INC	$590,521	–	2,518	–	0.34%	–
NTB	New	BANK OF NT BUTTERFIELD&SON L	$587,556	–	21,475	–	0.34%	–
KFY	New	KORN FERRY	$584,919	–	11,807	–	0.34%	–
HALO	New	HALOZYME THERAPEUTICS INC	$583,829	–	16,186	–	0.34%	–
FHI	New	FEDERATED HERMES INCcl b	$577,006	–	16,095	–	0.33%	–
ASB	New	ASSOCIATED BANC CORP	$575,824	–	35,479	–	0.33%	–
CI	New	THE CIGNA GROUP	$571,302	–	2,036	–	0.33%	–
MBUU	New	MALIBU BOATS INC	$571,583	–	9,744	–	0.33%	–
	New	CONSTELLATION ENERGY CORP	$572,096	–	6,249	–	0.33%	–
NLOK	New	GEN DIGITAL INC	$561,638	–	30,277	–	0.32%	–
AMT	New	AMERICAN TOWER CORP NEW	$558,353	–	2,879	–	0.32%	–
LNTH	New	LANTHEUS HLDGS INC	$557,564	–	6,644	–	0.32%	–
PFS	New	PROVIDENT FINL SVCS INC	$548,436	–	33,564	–	0.32%	–
MRC	New	MRC GLOBAL INC	$549,973	–	54,615	–	0.32%	–
ABC	New	AMERISOURCEBERGEN CORP	$545,539	–	2,835	–	0.32%	–
IRWD	New	IRONWOOD PHARMACEUTICALS INC	$539,799	–	50,733	–	0.31%	–
EBAY	New	EBAY INC.	$539,632	–	12,075	–	0.31%	–
GNK	New	GENCO SHIPPING & TRADING LTD	$537,026	–	38,277	–	0.31%	–
CE	New	CELANESE CORP DEL	$533,722	–	4,609	–	0.31%	–
CBRE	New	CBRE GROUP INCcl a	$524,292	–	6,496	–	0.30%	–
AOSL	New	ALPHA & OMEGA SEMICONDUCTOR	$523,127	–	15,949	–	0.30%	–
MEI	New	METHODE ELECTRS INC	$517,817	–	15,448	–	0.30%	–
AZO	New	AUTOZONE INC	$516,126	–	207	–	0.30%	–
HZO	New	MARINEMAX INC	$507,037	–	14,843	–	0.29%	–
SWX	New	SOUTHWEST GAS HLDGS INC	$496,597	–	7,802	–	0.29%	–
SNEX	New	STONEX GROUP INC	$493,163	–	5,936	–	0.29%	–
AMAT	New	APPLIED MATLS INC	$486,377	–	3,365	–	0.28%	–
ADI	New	ANALOG DEVICES INC	$480,012	–	2,464	–	0.28%	–
RTX	New	RAYTHEON TECHNOLOGIES CORP	$472,853	–	4,827	–	0.27%	–
RBC	New	REGAL REXNORD CORPORATION	$466,163	–	3,029	–	0.27%	–
ULTA	New	ULTA BEAUTY INC	$462,129	–	982	–	0.27%	–
DKS	New	DICKS SPORTING GOODS INC	$456,716	–	3,455	–	0.26%	–
HOPE	New	HOPE BANCORP INC	$433,386	–	51,471	–	0.25%	–
BG	New	BUNGE LIMITED	$429,953	–	4,557	–	0.25%	–
ADM	New	ARCHER DANIELS MIDLAND CO	$428,879	–	5,676	–	0.25%	–
VAC	New	MARRIOTT VACATIONS WORLDWIDE	$425,470	–	3,467	–	0.25%	–
VSTO	New	VISTA OUTDOOR INC	$411,066	–	14,856	–	0.24%	–
GD	New	GENERAL DYNAMICS CORP	$408,570	–	1,899	–	0.24%	–
HIG	New	HARTFORD FINL SVCS GROUP INC	$399,279	–	5,544	–	0.23%	–
PCRX	New	PACIRA BIOSCIENCES INC	$390,482	–	9,745	–	0.23%	–
BK	New	BANK NEW YORK MELLON CORP	$388,437	–	8,725	–	0.22%	–
SBRA	New	SABRA HEALTH CARE REIT INC	$382,984	–	32,539	–	0.22%	–
PSX	New	PHILLIPS 66	$382,474	–	4,010	–	0.22%	–
PPG	New	PPG INDS INC	$375,199	–	2,530	–	0.22%	–
OKTA	New	OKTA INCcl a	$374,490	–	5,400	–	0.22%	–
MED	New	MEDIFAST INC	$360,253	–	3,909	–	0.21%	–
CNXC	New	CONCENTRIX CORP	$357,884	–	4,432	–	0.21%	–
PDM	New	PIEDMONT OFFICE REALTY TR IN	$354,129	–	48,711	–	0.20%	–
USB	New	US BANCORP DEL	$343,550	–	10,398	–	0.20%	–
NMRK	New	NEWMARK GROUP INCcl a	$341,123	–	54,843	–	0.20%	–
LEN	New	LENNAR CORPcl a	$337,710	–	2,695	–	0.20%	–
ACI	New	ALBERTSONS COS INC	$332,930	–	15,258	–	0.19%	–
SNA	New	SNAP ON INC	$329,978	–	1,145	–	0.19%	–
GWW	New	GRAINGER W W INC	$327,265	–	415	–	0.19%	–
CARR	New	CARRIER GLOBAL CORPORATION	$324,109	–	6,520	–	0.19%	–
HCA	New	HCA HEALTHCARE INC	$322,296	–	1,062	–	0.19%	–
HPQ	New	HP INC	$318,156	–	10,360	–	0.18%	–
HLT	New	HILTON WORLDWIDE HLDGS INC	$308,275	–	2,118	–	0.18%	–
OMI	New	OWENS & MINOR INC NEW	$306,335	–	16,089	–	0.18%	–
CVX	New	CHEVRON CORP NEW	$295,503	–	1,878	–	0.17%	–
PH	New	PARKER-HANNIFIN CORP	$292,920	–	751	–	0.17%	–
ANTM	New	ELEVANCE HEALTH INC	$290,566	–	654	–	0.17%	–
ZBH	New	ZIMMER BIOMET HOLDINGS INC	$282,610	–	1,941	–	0.16%	–
GTN	New	GRAY TELEVISION INC	$281,284	–	35,696	–	0.16%	–
RPRX	New	ROYALTY PHARMA PLC	$261,720	–	8,514	–	0.15%	–
UAL	New	UNITED AIRLS HLDGS INC	$261,730	–	4,770	–	0.15%	–
AAL	New	AMERICAN AIRLS GROUP INC	$257,977	–	14,380	–	0.15%	–
VST	New	VISTRA CORP	$252,131	–	9,605	–	0.15%	–
FHN	New	FIRST HORIZON CORPORATION	$238,879	–	21,196	–	0.14%	–
TEVA	New	TEVA PHARMACEUTICAL INDS LTDsponsored ads	$237,323	–	31,517	–	0.14%	–
V	New	VISA INC	$225,131	–	948	–	0.13%	–
HSIC	New	HENRY SCHEIN INC	$222,701	–	2,746	–	0.13%	–
FLT	New	FLEETCOR TECHNOLOGIES INC	$220,448	–	878	–	0.13%	–
DGX	New	QUEST DIAGNOSTICS INC	$221,382	–	1,575	–	0.13%	–
BKNG	New	BOOKING HOLDINGS INC	$218,727	–	81	–	0.13%	–
ETR	New	ENTERGY CORP NEW	$218,109	–	2,240	–	0.13%	–
JCI	New	JOHNSON CTLS INTL PLC	$217,367	–	3,190	–	0.13%	–
SJM	New	SMUCKER J M CO	$214,122	–	1,450	–	0.12%	–
EMN	New	EASTMAN CHEM CO	$213,319	–	2,548	–	0.12%	–
NRG	New	NRG ENERGY INC	$213,086	–	5,699	–	0.12%	–
LYB	New	LYONDELLBASELL INDUSTRIES N	$206,158	–	2,245	–	0.12%	–

Q4 2022

			Value		Shares		↓ Weighting
CMI	Exit	CUMMINS INC	$0	–	-990	–	-0.10%	–
TTC	Exit	TORO CO	$0	–	-2,342	–	-0.10%	–
VST	Exit	VISTRA CORP	$0	–	-9,855	–	-0.11%	–
C	Exit	CITIGROUP INC	$0	–	-4,987	–	-0.11%	–
PH	Exit	PARKER-HANNIFIN CORP	$0	–	-870	–	-0.11%	–
AMP	Exit	AMERIPRISE FINL INC	$0	–	-850	–	-0.11%	–
MAR	Exit	MARRIOTT INTL INC NEWcl a	$0	–	-1,521	–	-0.11%	–
RTX	Exit	RAYTHEON TECHNOLOGIES CORP	$0	–	-2,679	–	-0.11%	–
DISH	Exit	DISH NETWORK CORPORATIONcl a	$0	–	-16,039	–	-0.12%	–
GWW	Exit	GRAINGER W W INC	$0	–	-453	–	-0.12%	–
MOH	Exit	MOLINA HEALTHCARE INC	$0	–	-671	–	-0.12%	–
AXP	Exit	AMERICAN EXPRESS CO	$0	–	-1,746	–	-0.12%	–
SJM	Exit	SMUCKER J M CO	$0	–	-1,770	–	-0.13%	–
ALLY	Exit	ALLY FINL INC	$0	–	-8,743	–	-0.13%	–
ED	Exit	CONSOLIDATED EDISON INC	$0	–	-2,950	–	-0.13%	–
XEL	Exit	XCEL ENERGY INC	$0	–	-4,000	–	-0.13%	–
SSNC	Exit	SS&C TECHNOLOGIES HLDGS INC	$0	–	-6,049	–	-0.15%	–
CTSH	Exit	COGNIZANT TECHNOLOGY SOLUTIONScl a	$0	–	-5,204	–	-0.16%	–
ZION	Exit	ZIONS BANCORPORATION N A	$0	–	-5,899	–	-0.16%	–
APA	Exit	APA CORPORATION	$0	–	-9,058	–	-0.16%	–
DFS	Exit	DISCOVER FINL SVCS	$0	–	-3,478	–	-0.16%	–
STX	Exit	SEAGATE TECHNOLOGY HLDNGS PL	$0	–	-6,044	–	-0.17%	–
CI	Exit	CIGNA CORP NEW	$0	–	-1,170	–	-0.17%	–
VCYT	Exit	VERACYTE INC	$0	–	-20,175	–	-0.17%	–
LEN	Exit	LENNAR CORPcl a	$0	–	-4,526	–	-0.18%	–
ANTM	Exit	ELEVANCE HEALTH INC	$0	–	-771	–	-0.18%	–
USB	Exit	US BANCORP DEL	$0	–	-8,798	–	-0.18%	–
MU	Exit	MICRON TECHNOLOGY INC	$0	–	-7,134	–	-0.18%	–
GDDY	Exit	GODADDY INCcl a	$0	–	-5,197	–	-0.19%	–
AVNT	Exit	AVIENT CORPORATION	$0	–	-12,315	–	-0.19%	–
HPE	Exit	HEWLETT PACKARD ENTERPRISE COM	$0	–	-31,973	–	-0.20%	–
BVS	Exit	BIOVENTUS INC	$0	–	-56,570	–	-0.21%	–
IPG	Exit	INTERPUBLIC GROUP COS INC	$0	–	-15,579	–	-0.21%	–
ALL	Exit	ALLSTATE CORP	$0	–	-3,204	–	-0.21%	–
ABC	Exit	AMERISOURCEBERGEN CORP	$0	–	-2,961	–	-0.21%	–
GD	Exit	GENERAL DYNAMICS CORP	$0	–	-1,899	–	-0.21%	–
AAP	Exit	ADVANCE AUTO PARTS INC	$0	–	-2,581	–	-0.21%	–
DVN	Exit	DEVON ENERGY CORP NEW	$0	–	-6,721	–	-0.21%	–
EA	Exit	ELECTRONIC ARTS INC	$0	–	-3,536	–	-0.21%	–
FOXA	Exit	FOX CORP	$0	–	-13,370	–	-0.21%	–
MDC	Exit	M D C HLDGS INC	$0	–	-14,948	–	-0.21%	–
SNX	Exit	TD SYNNEX CORPORATION	$0	–	-5,188	–	-0.22%	–
LAD	Exit	LITHIA MTRS INC	$0	–	-1,959	–	-0.22%	–
SPG	Exit	SIMON PPTY GROUP INC NEW	$0	–	-4,768	–	-0.22%	–
OMC	Exit	OMNICOM GROUP INC	$0	–	-6,765	–	-0.22%	–
HZNP	Exit	HORIZON THERAPEUTICS PLC	$0	–	-7,178	–	-0.23%	–
ACN	Exit	ACCENTURE PLC IRELAND	$0	–	-1,735	–	-0.23%	–
NRG	Exit	NRG ENERGY INC	$0	–	-11,787	–	-0.23%	–
MDB	Exit	MONGODB INCcl a	$0	–	-2,301	–	-0.24%	–
VSTO	Exit	VISTA OUTDOOR INC	$0	–	-19,227	–	-0.24%	–
CDNS	Exit	CADENCE DESIGN SYSTEM INC	$0	–	-2,908	–	-0.25%	–
MPC	Exit	MARATHON PETE CORP	$0	–	-4,880	–	-0.25%	–
OMI	Exit	OWENS & MINOR INC NEW	$0	–	-20,116	–	-0.25%	–
F	Exit	FORD MTR CO DEL	$0	–	-43,539	–	-0.25%	–
MED	Exit	MEDIFAST INC	$0	–	-4,512	–	-0.25%	–
UCTT	Exit	ULTRA CLEAN HLDGS INC	$0	–	-18,981	–	-0.25%	–
BRKB	Exit	BERKSHIRE HATHAWAY INC DELcl b new	$0	–	-1,911	–	-0.26%	–
HZO	Exit	MARINEMAX INC	$0	–	-17,429	–	-0.27%	–
COHU	Exit	COHU INC	$0	–	-20,120	–	-0.27%	–
NMRK	Exit	NEWMARK GROUP INCcl a	$0	–	-64,966	–	-0.27%	–
MBUU	Exit	MALIBU BOATS INC	$0	–	-11,286	–	-0.28%	–
SWX	Exit	SOUTHWEST GAS HLDGS INC	$0	–	-7,829	–	-0.28%	–
GTN	Exit	GRAY TELEVISION INC	$0	–	-39,971	–	-0.30%	–
PDM	Exit	PIEDMONT OFFICE REALTY TR IN	$0	–	-54,248	–	-0.30%	–
SBRA	Exit	SABRA HEALTH CARE REIT INC	$0	–	-44,344	–	-0.30%	–
SEAS	Exit	SEAWORLD ENTMT INC	$0	–	-12,922	–	-0.30%	–
HPQ	Exit	HP INC	$0	–	-23,935	–	-0.31%	–
BKE	Exit	BUCKLE INC	$0	–	-18,825	–	-0.31%	–
ABG	Exit	ASBURY AUTOMOTIVE GROUP INC	$0	–	-3,938	–	-0.31%	–
HD	Exit	HOME DEPOT INC	$0	–	-2,169	–	-0.31%	–
AOSL	Exit	ALPHA & OMEGA SEMICONDUCTOR	$0	–	-19,606	–	-0.31%	–
CUBI	Exit	CUSTOMERS BANCORP INC	$0	–	-20,630	–	-0.32%	–
ON	Exit	ON SEMICONDUCTOR CORP	$0	–	-9,778	–	-0.32%	–
NOC	Exit	NORTHROP GRUMMAN CORP	$0	–	-1,313	–	-0.32%	–
PCRX	Exit	PACIRA BIOSCIENCES INC	$0	–	-11,611	–	-0.32%	–
AZO	Exit	AUTOZONE INC	$0	–	-293	–	-0.33%	–
IRWD	Exit	IRONWOOD PHARMACEUTICALS INC	$0	–	-61,416	–	-0.33%	–
FUL	Exit	FULLER H B CO	$0	–	-10,639	–	-0.33%	–
BLMN	Exit	BLOOMIN BRANDS INC	$0	–	-34,932	–	-0.33%	–
JBL	Exit	JABIL INC	$0	–	-11,140	–	-0.33%	–
WK	Exit	WORKIVA INC	$0	–	-8,262	–	-0.33%	–
RHI	Exit	ROBERT HALF INTL INC	$0	–	-8,497	–	-0.34%	–
KLIC	Exit	KULICKE & SOFFA INDS INC	$0	–	-16,924	–	-0.34%	–
WIRE	Exit	ENCORE WIRE CORP	$0	–	-5,664	–	-0.34%	–
KFY	Exit	KORN FERRY	$0	–	-13,989	–	-0.34%	–
IRDM	Exit	IRIDIUM COMMUNICATIONS INC	$0	–	-14,860	–	-0.34%	–
BCC	Exit	BOISE CASCADE CO DEL	$0	–	-11,424	–	-0.35%	–
CE	Exit	CELANESE CORP DEL	$0	–	-7,535	–	-0.35%	–
OTTR	Exit	OTTER TAIL CORP	$0	–	-11,138	–	-0.36%	–
LRCX	Exit	LAM RESEARCH CORP	$0	–	-1,880	–	-0.36%	–
STC	Exit	STEWART INFORMATION SVCS COR	$0	–	-15,848	–	-0.36%	–
SKT	Exit	TANGER FACTORY OUTLET CTRS	$0	–	-51,323	–	-0.36%	–
PLAB	Exit	PHOTRONICS INC	$0	–	-48,328	–	-0.37%	–
INSP	Exit	INSPIRE MED SYS INC	$0	–	-4,010	–	-0.37%	–
MEI	Exit	METHODE ELECTRS INC	$0	–	-19,919	–	-0.38%	–
CNX	Exit	CNX RES CORP	$0	–	-48,080	–	-0.39%	–
DOV	Exit	DOVER CORP	$0	–	-6,540	–	-0.40%	–
PFS	Exit	PROVIDENT FINL SVCS INC	$0	–	-39,551	–	-0.40%	–
THC	Exit	TENET HEALTHCARE CORP	$0	–	-14,999	–	-0.40%	–
HOPE	Exit	HOPE BANCORP INC	$0	–	-61,613	–	-0.40%	–
BDC	Exit	BELDEN INC	$0	–	-13,156	–	-0.41%	–
DKS	Exit	DICKS SPORTING GOODS INC	$0	–	-7,615	–	-0.41%	–
AMN	Exit	AMN HEALTHCARE SVCS INC	$0	–	-7,554	–	-0.42%	–
	Exit	CONSTELLATION ENERGY CORP	$0	–	-9,810	–	-0.42%	–
NTB	Exit	BANK OF NT BUTTERFIELD & SON	$0	–	-25,276	–	-0.43%	–
OKTA	Exit	OKTA INCcl a	$0	–	-14,523	–	-0.43%	–
ASB	Exit	ASSOCIATED BANC CORP	$0	–	-41,639	–	-0.43%	–
FAF	Exit	FIRST AMERN FINL CORP	$0	–	-18,281	–	-0.44%	–
TSLA	Exit	TESLA INC	$0	–	-3,181	–	-0.44%	–
ENSG	Exit	ENSIGN GROUP INC	$0	–	-10,625	–	-0.44%	–
CMC	Exit	COMMERCIAL METALS CO	$0	–	-24,141	–	-0.44%	–
COWN	Exit	COWEN INCcl a new	$0	–	-22,402	–	-0.45%	–
HALO	Exit	HALOZYME THERAPEUTICS INC	$0	–	-21,901	–	-0.45%	–
ABM	Exit	ABM INDS INC	$0	–	-22,815	–	-0.45%	–
AAWW	Exit	ATLAS AIR WORLDWIDE HLDGS IN	$0	–	-9,172	–	-0.46%	–
OXM	Exit	OXFORD INDS INC	$0	–	-9,781	–	-0.46%	–
FFBC	Exit	FIRST FINL BANCORP OH	$0	–	-41,799	–	-0.46%	–
CATY	Exit	CATHAY GEN BANCORP	$0	–	-23,181	–	-0.46%	–
TRTN	Exit	TRITON INTL LTDcl a	$0	–	-16,453	–	-0.47%	–
HWC	Exit	HANCOCK WHITNEY CORPORATION	$0	–	-19,867	–	-0.47%	–
CMA	Exit	COMERICA INC	$0	–	-12,969	–	-0.48%	–
LOW	Exit	LOWES COS INC	$0	–	-4,934	–	-0.48%	–
BG	Exit	BUNGE LIMITED	$0	–	-11,234	–	-0.48%	–
KHC	Exit	KRAFT HEINZ CO	$0	–	-27,945	–	-0.48%	–
RBC	Exit	REGAL REXNORD CORPORATION	$0	–	-6,695	–	-0.49%	–
LYB	Exit	LYONDELLBASELL INDUSTRIES NV	$0	–	-12,885	–	-0.50%	–
MCK	Exit	MCKESSON CORP	$0	–	-2,910	–	-0.51%	–
MGY	Exit	MAGNOLIA OIL & GAS CORPcl a	$0	–	-50,270	–	-0.52%	–
MS	Exit	MORGAN STANLEY	$0	–	-12,653	–	-0.52%	–
MLI	Exit	MUELLER INDS INC	$0	–	-16,855	–	-0.52%	–
DELL	Exit	DELL TECHNOLOGIES INCcl c	$0	–	-30,155	–	-0.54%	–
NUE	Exit	NUCOR CORP	$0	–	-9,655	–	-0.54%	–
AMGN	Exit	AMGEN INC	$0	–	-4,666	–	-0.55%	–
CNXC	Exit	CONCENTRIX CORP	$0	–	-9,531	–	-0.55%	–
SM	Exit	SM ENERGY CO	$0	–	-28,659	–	-0.56%	–
MAS	Exit	MASCO CORP	$0	–	-23,106	–	-0.56%	–
BLDR	Exit	BUILDERS FIRSTSOURCE INC	$0	–	-18,747	–	-0.57%	–
KR	Exit	KROGER CO	$0	–	-25,309	–	-0.58%	–
HLT	Exit	HILTON WORLDWIDE HLDGS INC	$0	–	-9,291	–	-0.58%	–
AGG	Exit	ISHARES TRcore us aggbd et	$0	–	-12,090	–	-0.60%	–
CPRX	Exit	CATALYST PHARMACEUTICALS INC	$0	–	-90,864	–	-0.60%	–
CF	Exit	CF INDS HLDGS INC	$0	–	-12,250	–	-0.61%	–
CAT	Exit	CATERPILLAR INC	$0	–	-7,591	–	-0.65%	–
WY	Exit	WEYERHAEUSER CO MTN BE	$0	–	-45,501	–	-0.68%	–
ORCL	Exit	ORACLE CORP	$0	–	-22,014	–	-0.70%	–
RF	Exit	REGIONS FINANCIAL CORP NEW	$0	–	-68,432	–	-0.71%	–
AEP	Exit	AMERICAN ELEC PWR CO INC	$0	–	-15,975	–	-0.72%	–
PHM	Exit	PULTE GROUP INC	$0	–	-39,299	–	-0.76%	–
PM	Exit	PHILIP MORRIS INTL INC	$0	–	-17,805	–	-0.77%	–
BBY	Exit	BEST BUY INC	$0	–	-25,231	–	-0.83%	–
EXC	Exit	EXELON CORP	$0	–	-43,694	–	-0.85%	–
PPL	Exit	PPL CORP	$0	–	-65,815	–	-0.87%	–
TPR	Exit	TAPESTRY INC	$0	–	-61,599	–	-0.91%	–
GS	Exit	GOLDMAN SACHS GROUP INC	$0	–	-6,046	–	-0.92%	–
QCOM	Exit	QUALCOMM INC	$0	–	-15,796	–	-0.93%	–
DRI	Exit	DARDEN RESTAURANTS INC	$0	–	-14,235	–	-0.93%	–
MO	Exit	ALTRIA GROUP INC	$0	–	-45,080	–	-0.94%	–
T	Exit	AT&T INC	$0	–	-121,846	–	-0.97%	–
DAL	Exit	DELTA AIR LINES INC DEL	$0	–	-66,800	–	-0.97%	–
TSN	Exit	TYSON FOODS INCcl a	$0	–	-29,922	–	-1.02%	–
GILD	Exit	GILEAD SCIENCES INC	$0	–	-32,263	–	-1.03%	–
COF	Exit	CAPITAL ONE FINL CORP	$0	–	-22,521	–	-1.08%	–
JPM	Exit	JPMORGAN CHASE & CO	$0	–	-20,375	–	-1.10%	–
COP	Exit	CONOCOPHILLIPS	$0	–	-21,004	–	-1.12%	–
DE	Exit	DEERE & CO	$0	–	-6,462	–	-1.12%	–
AVGO	Exit	BROADCOM INC	$0	–	-4,945	–	-1.14%	–
GOOGL	Exit	ALPHABET INCcap stk cl a	$0	–	-23,310	–	-1.16%	–
MET	Exit	METLIFE INC	$0	–	-36,818	–	-1.16%	–
PFE	Exit	PFIZER INC	$0	–	-51,824	–	-1.18%	–
TGT	Exit	TARGET CORP	$0	–	-15,377	–	-1.18%	–
CBRE	Exit	CBRE GROUP INCcl a	$0	–	-35,361	–	-1.24%	–
CMCSA	Exit	COMCAST CORP NEWcl a	$0	–	-83,541	–	-1.27%	–
URI	Exit	UNITED RENTALS INC	$0	–	-9,616	–	-1.35%	–
VZ	Exit	VERIZON COMMUNICATIONS INC	$0	–	-68,548	–	-1.35%	–
VLO	Exit	VALERO ENERGY CORP	$0	–	-24,782	–	-1.37%	–
IBM	Exit	INTERNATIONAL BUSINESS MACHS	$0	–	-24,426	–	-1.51%	–
WFC	Exit	WELLS FARGO CO NEW	$0	–	-74,306	–	-1.55%	–
BMY	Exit	BRISTOL-MYERS SQUIBB CO	$0	–	-42,516	–	-1.57%	–
ABBV	Exit	ABBVIE INC	$0	–	-22,719	–	-1.58%	–
BAC	Exit	BANK OF AMERICA CORP	$0	–	-106,537	–	-1.67%	–
CVS	Exit	CVS HEALTH CORP	$0	–	-37,192	–	-1.84%	–
CVX	Exit	CHEVRON CORP NEW	$0	–	-26,682	–	-1.99%	–
MRK	Exit	MERCK & CO INC	$0	–	-45,333	–	-2.03%	–
MSFT	Exit	MICROSOFT CORP	$0	–	-18,058	–	-2.18%	–
UNH	Exit	UNITEDHEALTH GROUP INC	$0	–	-9,231	–	-2.42%	–
AAPL	Exit	APPLE INC	$0	–	-46,086	–	-3.30%	–

Q3 2022

			Value		Shares		↓ Weighting
AAPL	Sell	APPLE INC	$6,369,000	-3.5%	46,086	-4.5%	3.30%	+2.6%
UNH	Sell	UNITEDHEALTH GROUP INC	$4,662,000	-17.6%	9,231	-16.2%	2.42%	-12.3%
MSFT	Sell	MICROSOFT CORP	$4,206,000	-30.5%	18,058	-23.4%	2.18%	-26.1%
MRK	Sell	MERCK & CO INC	$3,904,000	-8.1%	45,333	-2.7%	2.03%	-2.3%
CVX	Sell	CHEVRON CORP NEW	$3,833,000	-2.0%	26,682	-1.3%	1.99%	+4.2%
CVS	Sell	CVS HEALTH CORP	$3,547,000	+2.2%	37,192	-0.7%	1.84%	+8.7%
BAC	Sell	BANK OF AMERICA CORP	$3,217,000	-4.2%	106,537	-1.2%	1.67%	+2.0%
ABBV	Sell	ABBVIE INC	$3,049,000	-14.4%	22,719	-2.3%	1.58%	-9.0%
BMY	Sell	BRISTOL-MYERS SQUIBB CO	$3,022,000	-8.9%	42,516	-1.3%	1.57%	-3.1%
WFC	Sell	WELLS FARGO CO NEW	$2,989,000	+2.2%	74,306	-0.5%	1.55%	+8.6%
IBM	Buy	INTERNATIONAL BUSINESS MACHS	$2,902,000	+39.3%	24,426	+65.5%	1.51%	+48.1%
VLO	Sell	VALERO ENERGY CORP	$2,648,000	+0.5%	24,782	-0.1%	1.37%	+6.8%
VZ	Buy	VERIZON COMMUNICATIONS INC	$2,603,000	-21.5%	68,548	+4.8%	1.35%	-16.6%
URI	Sell	UNITED RENTALS INC	$2,597,000	+10.9%	9,616	-0.2%	1.35%	+18.0%
CMCSA	Buy	COMCAST CORP NEWcl a	$2,450,000	+17.7%	83,541	+57.5%	1.27%	+25.2%
CBRE	Sell	CBRE GROUP INCcl a	$2,387,000	-10.5%	35,361	-2.4%	1.24%	-4.8%
TGT	Buy	TARGET CORP	$2,282,000	+6.7%	15,377	+1.6%	1.18%	+13.5%
PFE	Sell	PFIZER INC	$2,268,000	-23.9%	51,824	-8.9%	1.18%	-19.1%
MET	Sell	METLIFE INC	$2,238,000	-3.3%	36,818	-0.1%	1.16%	+2.8%
GOOGL	Buy	ALPHABET INCcap stk cl a	$2,230,000	-12.8%	23,310	+1885.5%	1.16%	-7.3%
AVGO	Sell	BROADCOM INC	$2,196,000	-8.9%	4,945	-0.3%	1.14%	-3.1%
DE	Sell	DEERE & CO	$2,158,000	+10.7%	6,462	-0.8%	1.12%	+17.8%
COP	Sell	CONOCOPHILLIPS	$2,150,000	+12.2%	21,004	-1.6%	1.12%	+19.4%
JPM	Sell	JPMORGAN CHASE & CO	$2,129,000	-7.8%	20,375	-0.6%	1.10%	-1.9%
COF	Sell	CAPITAL ONE FINL CORP	$2,076,000	-12.1%	22,521	-0.7%	1.08%	-6.5%
GILD	Sell	GILEAD SCIENCES INC	$1,990,000	-1.0%	32,263	-0.8%	1.03%	+5.3%
TSN	Sell	TYSON FOODS INCcl a	$1,973,000	-23.6%	29,922	-0.3%	1.02%	-18.7%
DAL	Buy	DELTA AIR LINES INC DEL	$1,874,000	+6.4%	66,800	+9.9%	0.97%	+13.3%
T	Buy	AT&T INC	$1,869,000	-21.7%	121,846	+7.0%	0.97%	-16.7%
MO	Sell	ALTRIA GROUP INC	$1,820,000	-3.4%	45,080	-0.1%	0.94%	+2.7%
DRI	Buy	DARDEN RESTAURANTS INC	$1,798,000	+20.8%	14,235	+8.2%	0.93%	+28.5%
QCOM	Sell	QUALCOMM INC	$1,785,000	-21.1%	15,796	-10.8%	0.93%	-16.1%
GS	Buy	GOLDMAN SACHS GROUP INC	$1,772,000	-1.2%	6,046	+0.1%	0.92%	+5.1%
TPR	Sell	TAPESTRY INC	$1,751,000	-7.7%	61,599	-0.9%	0.91%	-1.8%
PPL	Sell	PPL CORP	$1,668,000	-6.7%	65,815	-0.1%	0.87%	-0.7%
EXC	Sell	EXELON CORP	$1,637,000	-17.4%	43,694	-0.1%	0.85%	-12.2%
BBY	Buy	BEST BUY INC	$1,598,000	+0.8%	25,231	+3.8%	0.83%	+7.2%
PHM	Sell	PULTE GROUP INC	$1,474,000	-5.5%	39,299	-0.1%	0.76%	+0.5%
AEP	Sell	AMERICAN ELEC PWR CO INC	$1,381,000	-12.7%	15,975	-3.1%	0.72%	-7.1%
RF	New	REGIONS FINANCIAL CORP NEW	$1,373,000	–	68,432	–	0.71%	–
ORCL	Buy	ORACLE CORP	$1,344,000	+201.3%	22,014	+244.8%	0.70%	+220.2%
CF	Sell	CF INDS HLDGS INC	$1,179,000	-7.4%	12,250	-17.5%	0.61%	-1.4%
KR	Sell	KROGER CO	$1,107,000	-8.1%	25,309	-0.5%	0.58%	-2.0%
BLDR	Sell	BUILDERS FIRSTSOURCE INC	$1,105,000	+9.6%	18,747	-0.1%	0.57%	+16.5%
MAS	Sell	MASCO CORP	$1,079,000	-7.9%	23,106	-0.2%	0.56%	-2.1%
SM	Sell	SM ENERGY CO	$1,078,000	-1.5%	28,659	-10.5%	0.56%	+4.7%
AMGN	Sell	AMGEN INC	$1,052,000	-7.8%	4,666	-0.5%	0.55%	-2.0%
NUE	New	NUCOR CORP	$1,033,000	–	9,655	–	0.54%	–
DELL	Buy	DELL TECHNOLOGIES INCcl c	$1,030,000	+106.8%	30,155	+179.9%	0.54%	+120.2%
MS	Sell	MORGAN STANLEY	$1,000,000	-61.9%	12,653	-63.3%	0.52%	-59.5%
MGY	Sell	MAGNOLIA OIL & GAS CORPcl a	$996,000	-5.7%	50,270	-0.1%	0.52%	+0.4%
MCK	Sell	MCKESSON CORP	$989,000	+4.0%	2,910	-0.2%	0.51%	+10.6%
LYB	Buy	LYONDELLBASELL INDUSTRIES NV	$970,000	-13.3%	12,885	+0.7%	0.50%	-7.9%
KHC	Sell	KRAFT HEINZ CO	$932,000	-12.8%	27,945	-0.3%	0.48%	-7.3%
BG	Sell	BUNGE LIMITED	$928,000	-9.0%	11,234	-0.1%	0.48%	-3.2%
LOW	Sell	LOWES COS INC	$927,000	+7.2%	4,934	-0.4%	0.48%	+14.0%
CMA	Buy	COMERICA INC	$922,000	-2.0%	12,969	+1.1%	0.48%	+4.4%
HWC	Sell	HANCOCK WHITNEY CORPORATION	$910,000	-3.8%	19,867	-6.9%	0.47%	+2.2%
FFBC	Sell	FIRST FINL BANCORP OH	$881,000	+1.8%	41,799	-6.3%	0.46%	+8.3%
AAWW	Sell	ATLAS AIR WORLDWIDE HLDGS IN	$877,000	+17.6%	9,172	-24.1%	0.46%	+25.0%
COWN	Sell	COWEN INCcl a new	$866,000	+26.2%	22,402	-22.6%	0.45%	+34.0%
FAF	Sell	FIRST AMERN FINL CORP	$843,000	-13.2%	18,281	-0.3%	0.44%	-7.6%
TSLA	Buy	TESLA INC	$844,000	+18.0%	3,181	+199.5%	0.44%	+25.5%
ASB	New	ASSOCIATED BANC CORP	$836,000	–	41,639	–	0.43%	–
OKTA	Buy	OKTA INCcl a	$826,000	-17.0%	14,523	+32.0%	0.43%	-11.5%
NTB	New	BANK OF NT BUTTERFIELD & SON	$820,000	–	25,276	–	0.43%	–
	Sell	CONSTELLATION ENERGY CORP	$816,000	+3.3%	9,810	-28.9%	0.42%	+10.1%
AMN	New	AMN HEALTHCARE SVCS INC	$800,000	–	7,554	–	0.42%	–
DKS	Sell	DICKS SPORTING GOODS INC	$797,000	+38.1%	7,615	-0.5%	0.41%	+46.8%
BDC	Sell	BELDEN INC	$790,000	-1.6%	13,156	-12.7%	0.41%	+4.6%
HOPE	Sell	HOPE BANCORP INC	$779,000	-12.4%	61,613	-4.1%	0.40%	-6.9%
PFS	Buy	PROVIDENT FINL SVCS INC	$771,000	-12.1%	39,551	+0.4%	0.40%	-6.5%
MEI	Sell	METHODE ELECTRS INC	$740,000	0.0%	19,919	-0.3%	0.38%	+6.4%
PLAB	Buy	PHOTRONICS INC	$707,000	-24.7%	48,328	+0.3%	0.37%	-19.9%
LRCX	Sell	LAM RESEARCH CORP	$688,000	-14.4%	1,880	-0.3%	0.36%	-8.9%
CE	Sell	CELANESE CORP DEL	$681,000	-23.6%	7,535	-0.6%	0.35%	-18.9%
IRDM	New	IRIDIUM COMMUNICATIONS INC	$659,000	–	14,860	–	0.34%	–
WIRE	New	ENCORE WIRE CORP	$654,000	–	5,664	–	0.34%	–
RHI	Sell	ROBERT HALF INTL INC	$650,000	-64.4%	8,497	-65.1%	0.34%	-62.1%
JBL	Sell	JABIL INC	$643,000	+11.8%	11,140	-0.7%	0.33%	+18.9%
NOC	Sell	NORTHROP GRUMMAN CORP	$618,000	-2.4%	1,313	-0.8%	0.32%	+3.9%
CUBI	Buy	CUSTOMERS BANCORP INC	$608,000	-13.0%	20,630	+0.1%	0.32%	-7.3%
ABG	Sell	ASBURY AUTOMOTIVE GROUP INC	$595,000	-35.2%	3,938	-27.4%	0.31%	-31.0%
HPQ	Sell	HP INC	$596,000	-29.6%	23,935	-7.3%	0.31%	-25.2%
SEAS	Buy	SEAWORLD ENTMT INC	$588,000	+5.6%	12,922	+2.5%	0.30%	+12.1%
PDM	Buy	PIEDMONT OFFICE REALTY TR IN	$573,000	-19.3%	54,248	+0.2%	0.30%	-14.2%
F	Sell	FORD MTR CO DEL	$488,000	+0.2%	43,539	-0.4%	0.25%	+6.3%
MDB	Buy	MONGODB INCcl a	$457,000	-22.7%	2,301	+1.1%	0.24%	-17.7%
LAD	Sell	LITHIA MTRS INC	$420,000	-25.0%	1,959	-3.9%	0.22%	-20.1%
EA	Sell	ELECTRONIC ARTS INC	$409,000	-8.3%	3,536	-3.5%	0.21%	-2.8%
AAP	Sell	ADVANCE AUTO PARTS INC	$404,000	-15.5%	2,581	-6.6%	0.21%	-9.9%
DVN	Sell	DEVON ENERGY CORP NEW	$404,000	+7.4%	6,721	-1.4%	0.21%	+14.8%
GD	Sell	GENERAL DYNAMICS CORP	$403,000	-4.5%	1,899	-0.5%	0.21%	+1.5%
AVNT	Sell	AVIENT CORPORATION	$373,000	-25.1%	12,315	-0.9%	0.19%	-20.2%
GDDY	Sell	GODADDY INCcl a	$368,000	-0.8%	5,197	-2.6%	0.19%	+5.5%
MU	Sell	MICRON TECHNOLOGY INC	$357,000	-16.0%	7,134	-7.2%	0.18%	-10.6%
LEN	Sell	LENNAR CORPcl a	$337,000	-0.3%	4,526	-5.4%	0.18%	+6.1%
ALLY	Sell	ALLY FINL INC	$243,000	-17.6%	8,743	-0.7%	0.13%	-12.5%
GWW	New	GRAINGER W W INC	$222,000	–	453	–	0.12%	–
MOH	New	MOLINA HEALTHCARE INC	$221,000	–	671	–	0.12%	–
AMP	Sell	AMERIPRISE FINL INC	$214,000	0.0%	850	-5.6%	0.11%	+6.7%
C	Buy	CITIGROUP INC	$208,000	-8.0%	4,987	+1.5%	0.11%	-1.8%
TTC	New	TORO CO	$203,000	–	2,342	–	0.10%	–
CMI	New	CUMMINS INC	$201,000	–	990	–	0.10%	–
LH	Exit	LABORATORY CORP AMER HLDGS	$0	–	-868	–	-0.10%	–
DGX	Exit	QUEST DIAGNOSTICS INC	$0	–	-1,575	–	-0.10%	–
EMR	Exit	EMERSON ELEC CO	$0	–	-2,659	–	-0.10%	–
DTE	Exit	DTE ENERGY CO	$0	–	-1,720	–	-0.11%	–
FDX	Exit	FEDEX CORP	$0	–	-1,030	–	-0.11%	–
BAX	Exit	BAXTER INTL INC	$0	–	-3,670	–	-0.12%	–
CYH	Exit	COMMUNITY HEALTH SYS INC NEW	$0	–	-65,334	–	-0.12%	–
CARS	Exit	CARS COM INC	$0	–	-52,739	–	-0.24%	–
TPC	Exit	TUTOR PERINI CORP	$0	–	-56,552	–	-0.24%	–
MTOR	Exit	MERITOR INC	$0	–	-15,389	–	-0.27%	–
PIPR	Exit	PIPER SANDLER COMPANIES	$0	–	-6,250	–	-0.35%	–
GOOG	Exit	ALPHABET INCcap stk cl c	$0	–	-344	–	-0.37%	–
FCX	Exit	FREEPORT-MCMORAN INCcl b	$0	–	-42,276	–	-0.60%	–

Q2 2022

			Value		Shares		↓ Weighting
AAPL	New	APPLE INC	$6,600,000	–	48,277	–	3.22%	–
MSFT	New	MICROSOFT CORP	$6,056,000	–	23,579	–	2.96%	–
UNH	New	UNITEDHEALTH GROUP INC	$5,657,000	–	11,014	–	2.76%	–
MRK	New	MERCK & CO INC	$4,248,000	–	46,597	–	2.07%	–
CVX	New	CHEVRON CORP NEW	$3,913,000	–	27,025	–	1.91%	–
ABBV	New	ABBVIE INC	$3,562,000	–	23,255	–	1.74%	–
CVS	New	CVS HEALTH CORP	$3,472,000	–	37,471	–	1.69%	–
BAC	New	BK OF AMERICA CORP	$3,357,000	–	107,852	–	1.64%	–
VZ	New	VERIZON COMMUNICATIONS INC	$3,318,000	–	65,388	–	1.62%	–
BMY	New	BRISTOL-MYERS SQUIBB CO	$3,316,000	–	43,070	–	1.62%	–
PFE	New	PFIZER INC	$2,981,000	–	56,856	–	1.45%	–
WFC	New	WELLS FARGO CO NEW	$2,926,000	–	74,706	–	1.43%	–
CBRE	New	CBRE GROUP INCcl a	$2,668,000	–	36,246	–	1.30%	–
VLO	New	VALERO ENERGY CORP	$2,636,000	–	24,801	–	1.29%	–
MS	New	MORGAN STANLEY	$2,625,000	–	34,516	–	1.28%	–
TSN	New	TYSON FOODS INCcl a	$2,583,000	–	30,011	–	1.26%	–
GOOGL	New	ALPHABET INCcap stk cl a	$2,558,000	–	1,174	–	1.25%	–
AVGO	New	BROADCOM INC	$2,410,000	–	4,960	–	1.18%	–
T	New	AT&T INC	$2,386,000	–	113,847	–	1.16%	–
COF	New	CAPITAL ONE FINL CORP	$2,362,000	–	22,672	–	1.15%	–
URI	New	UNITED RENTALS INC	$2,341,000	–	9,639	–	1.14%	–
MET	New	METLIFE INC	$2,315,000	–	36,873	–	1.13%	–
JPM	New	JPMORGAN CHASE & CO	$2,308,000	–	20,496	–	1.13%	–
QCOM	New	QUALCOMM INC	$2,263,000	–	17,715	–	1.10%	–
TGT	New	TARGET CORP	$2,138,000	–	15,140	–	1.04%	–
IBM	New	INTERNATIONAL BUSINESS MACHS	$2,084,000	–	14,763	–	1.02%	–
CMCSA	New	COMCAST CORP NEWcl a	$2,082,000	–	53,051	–	1.02%	–
GILD	New	GILEAD SCIENCES INC	$2,011,000	–	32,533	–	0.98%	–
EXC	New	EXELON CORP	$1,983,000	–	43,756	–	0.97%	–
DE	New	DEERE & CO	$1,950,000	–	6,511	–	0.95%	–
COP	New	CONOCOPHILLIPS	$1,917,000	–	21,344	–	0.94%	–
TPR	New	TAPESTRY INC	$1,897,000	–	62,148	–	0.93%	–
MO	New	ALTRIA GROUP INC	$1,885,000	–	45,126	–	0.92%	–
RHI	New	ROBERT HALF INTL INC	$1,824,000	–	24,360	–	0.89%	–
GS	New	GOLDMAN SACHS GROUP INC	$1,794,000	–	6,041	–	0.88%	–
PPL	New	PPL CORP	$1,788,000	–	65,906	–	0.87%	–
DAL	New	DELTA AIR LINES INC DEL	$1,761,000	–	60,781	–	0.86%	–
PM	New	PHILIP MORRIS INTL INC	$1,758,000	–	17,805	–	0.86%	–
BBY	New	BEST BUY INC	$1,585,000	–	24,310	–	0.77%	–
AEP	New	AMERICAN ELEC PWR CO INC	$1,582,000	–	16,485	–	0.77%	–
PHM	New	PULTE GROUP INC	$1,560,000	–	39,354	–	0.76%	–
WY	New	WEYERHAEUSER CO MTN BE	$1,507,000	–	45,501	–	0.74%	–
DRI	New	DARDEN RESTAURANTS INC	$1,488,000	–	13,153	–	0.73%	–
CAT	New	CATERPILLAR INC	$1,357,000	–	7,591	–	0.66%	–
CNXC	New	CONCENTRIX CORP	$1,293,000	–	9,531	–	0.63%	–
CF	New	CF INDS HLDGS INC	$1,273,000	–	14,850	–	0.62%	–
FCX	New	FREEPORT-MCMORAN INCcl b	$1,237,000	–	42,276	–	0.60%	–
AGG	New	ISHARES TRcore us aggbd et	$1,229,000	–	12,090	–	0.60%	–
KR	New	KROGER CO	$1,204,000	–	25,438	–	0.59%	–
MAS	New	MASCO CORP	$1,172,000	–	23,162	–	0.57%	–
AMGN	New	AMGEN INC	$1,141,000	–	4,688	–	0.56%	–
LYB	New	LYONDELLBASELL INDUSTRIES NV	$1,119,000	–	12,792	–	0.55%	–
SM	New	SM ENERGY CO	$1,094,000	–	32,009	–	0.53%	–
KHC	New	KRAFT HEINZ CO	$1,069,000	–	28,032	–	0.52%	–
MGY	New	MAGNOLIA OIL & GAS CORPcl a	$1,056,000	–	50,330	–	0.52%	–
HLT	New	HILTON WORLDWIDE HLDGS INC	$1,035,000	–	9,291	–	0.50%	–
BG	New	BUNGE LIMITED	$1,020,000	–	11,247	–	0.50%	–
BLDR	New	BUILDERS FIRSTSOURCE INC	$1,008,000	–	18,767	–	0.49%	–
OKTA	New	OKTA INCcl a	$995,000	–	11,003	–	0.48%	–
ABM	New	ABM INDS INC	$991,000	–	22,815	–	0.48%	–
FAF	New	FIRST AMERN FINL CORP	$971,000	–	18,340	–	0.47%	–
HALO	New	HALOZYME THERAPEUTICS INC	$964,000	–	21,901	–	0.47%	–
MCK	New	MCKESSON CORP	$951,000	–	2,915	–	0.46%	–
HWC	New	HANCOCK WHITNEY CORPORATION	$946,000	–	21,347	–	0.46%	–
CMA	New	COMERICA INC	$941,000	–	12,828	–	0.46%	–
PLAB	New	PHOTRONICS INC	$939,000	–	48,202	–	0.46%	–
ABG	New	ASBURY AUTOMOTIVE GROUP INC	$918,000	–	5,423	–	0.45%	–
CATY	New	CATHAY GEN BANCORP	$908,000	–	23,181	–	0.44%	–
MLI	New	MUELLER INDS INC	$898,000	–	16,855	–	0.44%	–
CE	New	CELANESE CORP DEL	$891,000	–	7,577	–	0.44%	–
HOPE	New	HOPE BANCORP INC	$889,000	–	64,260	–	0.43%	–
PFS	New	PROVIDENT FINL SVCS INC	$877,000	–	39,377	–	0.43%	–
OXM	New	OXFORD INDS INC	$868,000	–	9,781	–	0.42%	–
TRTN	New	TRITON INTL LTDcl a	$866,000	–	16,453	–	0.42%	–
FFBC	New	FIRST FINL BANCORP OH	$865,000	–	44,595	–	0.42%	–
LOW	New	LOWES COS INC	$865,000	–	4,955	–	0.42%	–
HPQ	New	HP INC	$846,000	–	25,815	–	0.41%	–
MED	New	MEDIFAST INC	$814,000	–	4,512	–	0.40%	–
KFY	New	KORN FERRY	$812,000	–	13,989	–	0.40%	–
BDC	New	BELDEN INC	$803,000	–	15,066	–	0.39%	–
LRCX	New	LAM RESEARCH CORP	$804,000	–	1,886	–	0.39%	–
CMC	New	COMMERCIAL METALS CO	$799,000	–	24,141	–	0.39%	–
DOV	New	DOVER CORP	$793,000	–	6,540	–	0.39%	–
CNX	New	CNX RES CORP	$791,000	–	48,080	–	0.39%	–
	New	CONSTELLATION ENERGY CORP	$790,000	–	13,800	–	0.38%	–
STC	New	STEWART INFORMATION SVCS COR	$788,000	–	15,848	–	0.38%	–
THC	New	TENET HEALTHCARE CORP	$788,000	–	14,999	–	0.38%	–
ENSG	New	ENSIGN GROUP INC	$781,000	–	10,625	–	0.38%	–
RBC	New	REGAL REXNORD CORPORATION	$760,000	–	6,695	–	0.37%	–
GOOG	New	ALPHABET INCcap stk cl c	$752,000	–	344	–	0.37%	–
OTTR	New	OTTER TAIL CORP	$748,000	–	11,138	–	0.36%	–
AAWW	New	ATLAS AIR WORLDWIDE HLDGS IN	$746,000	–	12,091	–	0.36%	–
MEI	New	METHODE ELECTRS INC	$740,000	–	19,988	–	0.36%	–
INSP	New	INSPIRE MED SYS INC	$733,000	–	4,010	–	0.36%	–
SKT	New	TANGER FACTORY OUTLET CTRS I	$730,000	–	51,323	–	0.36%	–
KLIC	New	KULICKE & SOFFA INDS INC	$725,000	–	16,924	–	0.35%	–
TSLA	New	TESLA INC	$715,000	–	1,062	–	0.35%	–
PIPR	New	PIPER SANDLER COMPANIES	$709,000	–	6,250	–	0.35%	–
PDM	New	PIEDMONT OFFICE REALTY TR IN	$710,000	–	54,121	–	0.35%	–
IRWD	New	IRONWOOD PHARMACEUTICALS INC	$708,000	–	61,416	–	0.34%	–
CUBI	New	CUSTOMERS BANCORP INC	$699,000	–	20,610	–	0.34%	–
COWN	New	COWEN INCcl a new	$686,000	–	28,960	–	0.34%	–
SWX	New	SOUTHWEST GAS HLDGS INC	$682,000	–	7,829	–	0.33%	–
BCC	New	BOISE CASCADE CO DEL	$680,000	–	11,424	–	0.33%	–
PCRX	New	PACIRA BIOSCIENCES INC	$677,000	–	11,611	–	0.33%	–
GTN	New	GRAY TELEVISION INC	$675,000	–	39,971	–	0.33%	–
AOSL	New	ALPHA & OMEGA SEMICONDUCTOR	$654,000	–	19,606	–	0.32%	–
FUL	New	FULLER H B CO	$641,000	–	10,639	–	0.31%	–
CPRX	New	CATALYST PHARMACEUTICALS INC	$637,000	–	90,864	–	0.31%	–
OMI	New	OWENS & MINOR INC NEW	$633,000	–	20,116	–	0.31%	–
NOC	New	NORTHROP GRUMMAN CORP	$633,000	–	1,323	–	0.31%	–
AZO	New	AUTOZONE INC	$630,000	–	293	–	0.31%	–
HZO	New	MARINEMAX INC	$630,000	–	17,429	–	0.31%	–
NMRK	New	NEWMARK GROUP INCcl a	$628,000	–	64,966	–	0.31%	–
SBRA	New	SABRA HEALTH CARE REIT INC	$619,000	–	44,344	–	0.30%	–
MBUU	New	MALIBU BOATS INC	$595,000	–	11,286	–	0.29%	–
HD	New	HOME DEPOT INC	$595,000	–	2,169	–	0.29%	–
MDB	New	MONGODB INCcl a	$591,000	–	2,277	–	0.29%	–
BLMN	New	BLOOMIN BRANDS INC	$581,000	–	34,932	–	0.28%	–
DKS	New	DICKS SPORTING GOODS INC	$577,000	–	7,656	–	0.28%	–
JBL	New	JABIL INC	$575,000	–	11,220	–	0.28%	–
HZNP	New	HORIZON THERAPEUTICS PLC	$573,000	–	7,178	–	0.28%	–
UCTT	New	ULTRA CLEAN HLDGS INC	$565,000	–	18,981	–	0.28%	–
LAD	New	LITHIA MTRS INC	$560,000	–	2,039	–	0.27%	–
MTOR	New	MERITOR INC	$559,000	–	15,389	–	0.27%	–
COHU	New	COHU INC	$558,000	–	20,120	–	0.27%	–
SEAS	New	SEAWORLD ENTMT INC	$557,000	–	12,602	–	0.27%	–
WK	New	WORKIVA INC	$545,000	–	8,262	–	0.27%	–
VSTO	New	VISTA OUTDOOR INC	$536,000	–	19,227	–	0.26%	–
BRKB	New	BERKSHIRE HATHAWAY INC DELcl b new	$522,000	–	1,911	–	0.26%	–
BKE	New	BUCKLE INC	$521,000	–	18,825	–	0.25%	–
AVNT	New	AVIENT CORPORATION	$498,000	–	12,425	–	0.24%	–
DELL	New	DELL TECHNOLOGIES INCcl c	$498,000	–	10,773	–	0.24%	–
CARS	New	CARS COM INC	$497,000	–	52,739	–	0.24%	–
TPC	New	TUTOR PERINI CORP	$497,000	–	56,552	–	0.24%	–
ON	New	ON SEMICONDUCTOR CORP	$492,000	–	9,778	–	0.24%	–
F	New	FORD MTR CO DEL	$487,000	–	43,729	–	0.24%	–
MDC	New	M D C HLDGS INC	$483,000	–	14,948	–	0.24%	–
ACN	New	ACCENTURE PLC IRELAND	$482,000	–	1,735	–	0.24%	–
AAP	New	ADVANCE AUTO PARTS INC	$478,000	–	2,764	–	0.23%	–
SNX	New	TD SYNNEX CORPORATION	$473,000	–	5,188	–	0.23%	–
SPG	New	SIMON PPTY GROUP INC NEW	$453,000	–	4,768	–	0.22%	–
NRG	New	NRG ENERGY INC	$450,000	–	11,787	–	0.22%	–
EA	New	ELECTRONIC ARTS INC	$446,000	–	3,666	–	0.22%	–
ORCL	New	ORACLE CORP	$446,000	–	6,385	–	0.22%	–
CDNS	New	CADENCE DESIGN SYSTEM INC	$436,000	–	2,908	–	0.21%	–
STX	New	SEAGATE TECHNOLOGY HLDNGS PLC	$432,000	–	6,044	–	0.21%	–
OMC	New	OMNICOM GROUP INC	$430,000	–	6,765	–	0.21%	–
FOXA	New	FOX CORP	$430,000	–	13,370	–	0.21%	–
IPG	New	INTERPUBLIC GROUP COS INC	$429,000	–	15,579	–	0.21%	–
HPE	New	HEWLETT PACKARD ENTERPRISE COM	$424,000	–	31,973	–	0.21%	–
MU	New	MICRON TECHNOLOGY INC	$425,000	–	7,688	–	0.21%	–
GD	New	GENERAL DYNAMICS CORP	$422,000	–	1,909	–	0.21%	–
ABC	New	AMERISOURCEBERGEN CORP	$419,000	–	2,961	–	0.20%	–
ALL	New	ALLSTATE CORP	$406,000	–	3,204	–	0.20%	–
USB	New	US BANCORP DEL	$405,000	–	8,798	–	0.20%	–
MPC	New	MARATHON PETE CORP	$401,000	–	4,880	–	0.20%	–
VCYT	New	VERACYTE INC	$401,000	–	20,175	–	0.20%	–
BVS	New	BIOVENTUS INC	$386,000	–	56,570	–	0.19%	–
DVN	New	DEVON ENERGY CORP NEW	$376,000	–	6,816	–	0.18%	–
ANTM	New	ELEVANCE HEALTH INC	$372,000	–	771	–	0.18%	–
GDDY	New	GODADDY INCcl a	$371,000	–	5,334	–	0.18%	–
SSNC	New	SS&C TECHNOLOGIES HLDGS INC	$351,000	–	6,049	–	0.17%	–
CTSH	New	COGNIZANT TECHNOLOGY SOLUTIONScl a	$351,000	–	5,204	–	0.17%	–
LEN	New	LENNAR CORPcl a	$338,000	–	4,783	–	0.16%	–
DFS	New	DISCOVER FINL SVCS	$329,000	–	3,478	–	0.16%	–
APA	New	APA CORPORATION	$316,000	–	9,058	–	0.15%	–
CI	New	CIGNA CORP NEW	$308,000	–	1,170	–	0.15%	–
ZION	New	ZIONS BANCORPORATION N A	$300,000	–	5,899	–	0.15%	–
ALLY	New	ALLY FINL INC	$295,000	–	8,808	–	0.14%	–
DISH	New	DISH NETWORK CORPORATIONcl a	$288,000	–	16,039	–	0.14%	–
XEL	New	XCEL ENERGY INC	$283,000	–	4,000	–	0.14%	–
ED	New	CONSOLIDATED EDISON INC	$281,000	–	2,950	–	0.14%	–
RTX	New	RAYTHEON TECHNOLOGIES CORP	$257,000	–	2,679	–	0.12%	–
CYH	New	COMMUNITY HEALTH SYS INC NEW	$245,000	–	65,334	–	0.12%	–
AXP	New	AMERICAN EXPRESS CO	$242,000	–	1,746	–	0.12%	–
BAX	New	BAXTER INTL INC	$236,000	–	3,670	–	0.12%	–
FDX	New	FEDEX CORP	$234,000	–	1,030	–	0.11%	–
SJM	New	SMUCKER J M CO	$227,000	–	1,770	–	0.11%	–
C	New	CITIGROUP INC	$226,000	–	4,911	–	0.11%	–
VST	New	VISTRA CORP	$225,000	–	9,855	–	0.11%	–
DTE	New	DTE ENERGY CO	$218,000	–	1,720	–	0.11%	–
PH	New	PARKER-HANNIFIN CORP	$214,000	–	870	–	0.10%	–
AMP	New	AMERIPRISE FINL INC	$214,000	–	900	–	0.10%	–
EMR	New	EMERSON ELEC CO	$211,000	–	2,659	–	0.10%	–
DGX	New	QUEST DIAGNOSTICS INC	$209,000	–	1,575	–	0.10%	–
MAR	New	MARRIOTT INTL INC NEWcl a	$207,000	–	1,521	–	0.10%	–
LH	New	LABORATORY CORP AMER HLDGS	$203,000	–	868	–	0.10%	–

Q4 2021

			Value		Shares		↓ Weighting
LH	Exit	LABORATORY CORP AMER HLDGS	$0	–	-715	–	-0.09%	–
CMG	Exit	CHIPOTLE MEXICAN GRILL INC	$0	–	-112	–	-0.09%	–
IVZ	Exit	INVESCO LTD	$0	–	-9,055	–	-0.10%	–
HCA	Exit	HCA HEALTHCARE INC	$0	–	-946	–	-0.10%	–
AMP	Exit	AMERIPRISE FINL INC	$0	–	-884	–	-0.10%	–
DVN	Exit	DEVON ENERGY CORP NEW	$0	–	-6,536	–	-0.10%	–
RTX	Exit	RAYTHEON TECHNOLOGIES CORP	$0	–	-2,779	–	-0.11%	–
PH	Exit	PARKER-HANNIFIN CORP	$0	–	-870	–	-0.11%	–
CFG	Exit	CITIZENS FINL GROUP INC	$0	–	-5,249	–	-0.11%	–
RF	Exit	REGIONS FINANCIAL CORP NEW	$0	–	-11,646	–	-0.11%	–
XEL	Exit	XCEL ENERGY INC	$0	–	-4,000	–	-0.11%	–
ALLY	Exit	ALLY FINL INC	$0	–	-5,311	–	-0.12%	–
SYF	Exit	SYNCHRONY FINANCIAL	$0	–	-5,621	–	-0.12%	–
CTSH	Exit	COGNIZANT TECHNOLOGY SOLUTIOcl a	$0	–	-3,729	–	-0.12%	–
CI	Exit	CIGNA CORP NEW	$0	–	-1,420	–	-0.13%	–
AKAM	Exit	AKAMAI TECHNOLOGIES INC	$0	–	-2,752	–	-0.13%	–
BAX	Exit	BAXTER INTL INC	$0	–	-3,670	–	-0.13%	–
CDW	Exit	CDW CORP	$0	–	-1,661	–	-0.14%	–
DXC	Exit	DXC TECHNOLOGY CO	$0	–	-9,071	–	-0.14%	–
SJM	Exit	SMUCKER J M CO	$0	–	-2,655	–	-0.14%	–
NRG	Exit	NRG ENERGY INC	$0	–	-8,156	–	-0.15%	–
NLOK	Exit	NORTONLIFELOCK INC	$0	–	-13,366	–	-0.15%	–
C	Exit	CITIGROUP INC	$0	–	-4,911	–	-0.16%	–
QRVO	Exit	QORVO INC	$0	–	-2,156	–	-0.16%	–
	Exit	BATH & BODY WORKS INC	$0	–	-5,802	–	-0.16%	–
MMM	Exit	3M CO	$0	–	-2,091	–	-0.16%	–
ORCL	Exit	ORACLE CORP	$0	–	-4,493	–	-0.18%	–
ARW	Exit	ARROW ELECTRS INC	$0	–	-3,617	–	-0.18%	–
ACN	Exit	ACCENTURE PLC IRELAND	$0	–	-1,266	–	-0.18%	–
ALL	Exit	ALLSTATE CORP	$0	–	-3,204	–	-0.18%	–
STX	Exit	SEAGATE TECHNOLOGY HLDNGS PL	$0	–	-5,000	–	-0.18%	–
JCI	Exit	JOHNSON CTLS INTL PLC	$0	–	-6,111	–	-0.19%	–
DELL	Exit	DELL TECHNOLOGIES INCcl c	$0	–	-4,334	–	-0.20%	–
AZO	Exit	AUTOZONE INC	$0	–	-274	–	-0.21%	–
F	Exit	FORD MTR CO DEL	$0	–	-35,989	–	-0.23%	–
ANTM	Exit	ANTHEM INC	$0	–	-1,421	–	-0.24%	–
SWX	Exit	SOUTHWEST GAS HLDGS INC	$0	–	-8,076	–	-0.24%	–
SBRA	Exit	SABRA HEALTH CARE REIT INC	$0	–	-38,551	–	-0.25%	–
SPG	Exit	SIMON PPTY GROUP INC NEW	$0	–	-4,353	–	-0.25%	–
AVNT	Exit	AVIENT CORPORATION	$0	–	-12,358	–	-0.26%	–
COHU	Exit	COHU INC	$0	–	-18,621	–	-0.27%	–
CNX	Exit	CNX RES CORP	$0	–	-47,810	–	-0.27%	–
NTGR	Exit	NETGEAR INC	$0	–	-19,076	–	-0.27%	–
EBAY	Exit	EBAY INC.	$0	–	-9,085	–	-0.28%	–
MCK	Exit	MCKESSON CORP	$0	–	-3,231	–	-0.29%	–
COP	Exit	CONOCOPHILLIPS	$0	–	-9,744	–	-0.30%	–
HPQ	Exit	HP INC	$0	–	-24,095	–	-0.30%	–
OTTR	Exit	OTTER TAIL CORP	$0	–	-11,768	–	-0.30%	–
CARS	Exit	CARS COM INC	$0	–	-52,483	–	-0.30%	–
MDC	Exit	M D C HLDGS INC	$0	–	-14,881	–	-0.31%	–
OMC	Exit	OMNICOM GROUP INC	$0	–	-9,617	–	-0.31%	–
MED	Exit	MEDIFAST INC	$0	–	-3,749	–	-0.32%	–
HAL	Exit	HALLIBURTON CO	$0	–	-33,520	–	-0.32%	–
TPC	Exit	TUTOR PERINI CORP	$0	–	-56,203	–	-0.33%	–
LXP	Exit	LEXINGTON REALTY TRUST	$0	–	-57,356	–	-0.33%	–
SKT	Exit	TANGER FACTORY OUTLET CTRS I	$0	–	-44,846	–	-0.33%	–
BHE	Exit	BENCHMARK ELECTRS INC	$0	–	-27,887	–	-0.33%	–
AOSL	Exit	ALPHA & OMEGA SEMICONDUCTOR	$0	–	-24,063	–	-0.34%	–
ALLO	Exit	ALLOGENE THERAPEUTICS INC	$0	–	-29,512	–	-0.34%	–
YELP	Exit	YELP INCcl a	$0	–	-20,514	–	-0.34%	–
PDM	Exit	PIEDMONT OFFICE REALTY TR IN	$0	–	-44,191	–	-0.34%	–
TRUP	Exit	TRUPANION INC	$0	–	-9,989	–	-0.35%	–
JBL	Exit	JABIL INC	$0	–	-13,315	–	-0.35%	–
OMI	Exit	OWENS & MINOR INC NEW	$0	–	-24,949	–	-0.35%	–
CNXC	Exit	CONCENTRIX CORP	$0	–	-4,430	–	-0.35%	–
MBUU	Exit	MALIBU BOATS INC	$0	–	-11,243	–	-0.35%	–
MTOR	Exit	MERITOR INC	$0	–	-37,166	–	-0.36%	–
RH	Exit	RH	$0	–	-1,197	–	-0.36%	–
UCTT	Exit	ULTRA CLEAN HLDGS INC	$0	–	-18,888	–	-0.36%	–
BVS	Exit	BIOVENTUS INC	$0	–	-58,570	–	-0.37%	–
EVTC	Exit	EVERTEC INC	$0	–	-18,210	–	-0.37%	–
BLMN	Exit	BLOOMIN BRANDS INC	$0	–	-33,700	–	-0.38%	–
HZO	Exit	MARINEMAX INC	$0	–	-17,360	–	-0.38%	–
BLDR	Exit	BUILDERS FIRSTSOURCE INC	$0	–	-16,629	–	-0.39%	–
DISH	Exit	DISH NETWORK CORPORATIONcl a	$0	–	-19,810	–	-0.39%	–
JACK	Exit	JACK IN THE BOX INC	$0	–	-8,835	–	-0.39%	–
IRWD	Exit	IRONWOOD PHARMACEUTICALS INC	$0	–	-66,008	–	-0.39%	–
TSLA	Exit	TESLA INC	$0	–	-1,122	–	-0.39%	–
SAFM	Exit	SANDERSON FARMS INC	$0	–	-4,624	–	-0.39%	–
EVBG	Exit	EVERBRIDGE INC	$0	–	-5,758	–	-0.39%	–
PCRX	Exit	PACIRA BIOSCIENCES INC	$0	–	-15,559	–	-0.39%	–
VREX	Exit	VAREX IMAGING CORP	$0	–	-30,980	–	-0.39%	–
MEI	Exit	METHODE ELECTRS INC	$0	–	-20,823	–	-0.39%	–
MGY	Exit	MAGNOLIA OIL & GAS CORPcl a	$0	–	-49,240	–	-0.39%	–
RBC	Exit	REGAL BELOIT CORP	$0	–	-5,852	–	-0.40%	–
CMC	Exit	COMMERCIAL METALS CO	$0	–	-29,133	–	-0.40%	–
LDOS	Exit	LEIDOS HOLDINGS INC	$0	–	-9,292	–	-0.40%	–
APAM	Exit	ARTISAN PARTNERS ASSET MGMTcl a	$0	–	-18,291	–	-0.40%	–
HMST	Exit	HOMESTREET INC	$0	–	-21,723	–	-0.40%	–
PIPR	Exit	PIPER SANDLER COMPANIES	$0	–	-6,480	–	-0.40%	–
ENSG	Exit	ENSIGN GROUP INC	$0	–	-12,182	–	-0.41%	–
VSTO	Exit	VISTA OUTDOOR INC	$0	–	-22,709	–	-0.41%	–
DKS	Exit	DICKS SPORTING GOODS INC	$0	–	-7,637	–	-0.41%	–
FUL	Exit	FULLER H B CO	$0	–	-14,330	–	-0.42%	–
VCYT	Exit	VERACYTE INC	$0	–	-20,127	–	-0.42%	–
CATY	Exit	CATHAY GEN BANCORP	$0	–	-22,982	–	-0.43%	–
HALO	Exit	HALOZYME THERAPEUTICS INC	$0	–	-23,996	–	-0.44%	–
BCC	Exit	BOISE CASCADE CO DEL	$0	–	-18,146	–	-0.44%	–
EME	Exit	EMCOR GROUP INC	$0	–	-8,504	–	-0.44%	–
TRTN	Exit	TRITON INTL LTDcl a	$0	–	-18,884	–	-0.44%	–
COWN	Exit	COWEN INCcl a new	$0	–	-28,848	–	-0.44%	–
AAWW	Exit	ATLAS AIR WORLDWIDE HLDGS IN	$0	–	-12,260	–	-0.45%	–
HWC	Exit	HANCOCK WHITNEY CORPORATION	$0	–	-21,258	–	-0.45%	–
SM	Exit	SM ENERGY CO	$0	–	-37,939	–	-0.45%	–
KHC	Exit	KRAFT HEINZ CO	$0	–	-29,554	–	-0.49%	–
AMGN	Exit	AMGEN INC	$0	–	-5,130	–	-0.49%	–
LOW	Exit	LOWES COS INC	$0	–	-5,390	–	-0.49%	–
ASGN	Exit	ASGN INC	$0	–	-10,020	–	-0.51%	–
ABG	Exit	ASBURY AUTOMOTIVE GROUP INC	$0	–	-5,775	–	-0.51%	–
HZNP	Exit	HORIZON THERAPEUTICS PUB L	$0	–	-10,418	–	-0.51%	–
LRCX	Exit	LAM RESEARCH CORP	$0	–	-2,005	–	-0.51%	–
FAF	Exit	FIRST AMERN FINL CORP	$0	–	-17,450	–	-0.52%	–
INSP	Exit	INSPIRE MED SYS INC	$0	–	-5,055	–	-0.53%	–
THC	Exit	TENET HEALTHCARE CORP	$0	–	-17,898	–	-0.53%	–
CUBI	Exit	CUSTOMERS BANCORP INC	$0	–	-27,778	–	-0.54%	–
COOP	Exit	MR COOPER GROUP INC	$0	–	-29,153	–	-0.54%	–
AEP	Exit	AMERICAN ELEC PWR CO INC	$0	–	-16,455	–	-0.60%	–
MAS	Exit	MASCO CORP	$0	–	-24,211	–	-0.60%	–
CE	Exit	CELANESE CORP DEL	$0	–	-9,060	–	-0.61%	–
FCX	Exit	FREEPORT-MCMORAN INCcl b	$0	–	-42,796	–	-0.62%	–
TPR	Exit	TAPESTRY INC	$0	–	-39,421	–	-0.65%	–
AGG	Exit	ISHARES TRcore us aggbd etf	$0	–	-12,700	–	-0.65%	–
WK	Exit	WORKIVA INC	$0	–	-10,531	–	-0.67%	–
CMI	Exit	CUMMINS INC	$0	–	-6,720	–	-0.68%	–
PHM	Exit	PULTE GROUP INC	$0	–	-33,256	–	-0.68%	–
IBM	Exit	INTERNATIONAL BUSINESS MACHS	$0	–	-11,116	–	-0.69%	–
WY	Exit	WEYERHAEUSER CO MTN BE	$0	–	-43,524	–	-0.69%	–
USB	Exit	US BANCORP DEL	$0	–	-26,918	–	-0.72%	–
MCD	Exit	MCDONALDS CORP	$0	–	-6,636	–	-0.72%	–
PPL	Exit	PPL CORP	$0	–	-61,647	–	-0.77%	–
PM	Exit	PHILIP MORRIS INTL INC	$0	–	-19,039	–	-0.81%	–
GILD	Exit	GILEAD SCIENCES INC	$0	–	-25,991	–	-0.81%	–
VLO	Exit	VALERO ENERGY CORP	$0	–	-26,461	–	-0.84%	–
DRI	Exit	DARDEN RESTAURANTS INC	$0	–	-12,800	–	-0.87%	–
NOC	Exit	NORTHROP GRUMMAN CORP	$0	–	-5,557	–	-0.90%	–
MO	Exit	ALTRIA GROUP INC	$0	–	-44,658	–	-0.91%	–
TSN	Exit	TYSON FOODS INCcl a	$0	–	-27,329	–	-0.97%	–
GS	Exit	GOLDMAN SACHS GROUP INC	$0	–	-5,794	–	-0.98%	–
OKTA	Exit	OKTA INCcl a	$0	–	-9,267	–	-0.99%	–
LYB	Exit	LYONDELLBASELL INDUSTRIES N	$0	–	-23,449	–	-0.99%	–
MET	Exit	METLIFE INC	$0	–	-36,197	–	-1.00%	–
DE	Exit	DEERE & CO	$0	–	-6,844	–	-1.03%	–
AVGO	Exit	BROADCOM INC	$0	–	-4,783	–	-1.04%	–
BBY	Exit	BEST BUY INC	$0	–	-22,146	–	-1.05%	–
RHI	Exit	ROBERT HALF INTL INC	$0	–	-23,694	–	-1.07%	–
QCOM	Exit	QUALCOMM INC	$0	–	-18,477	–	-1.07%	–
EXC	Exit	EXELON CORP	$0	–	-49,688	–	-1.08%	–
PFE	Exit	PFIZER INC	$0	–	-56,273	–	-1.08%	–
FDX	Exit	FEDEX CORP	$0	–	-11,327	–	-1.11%	–
HD	Exit	HOME DEPOT INC	$0	–	-8,266	–	-1.22%	–
COF	Exit	CAPITAL ONE FINL CORP	$0	–	-17,403	–	-1.26%	–
BMY	Exit	BRISTOL-MYERS SQUIBB CO	$0	–	-47,908	–	-1.27%	–
MRK	Exit	MERCK & CO INC	$0	–	-37,907	–	-1.28%	–
ABBV	Exit	ABBVIE INC	$0	–	-26,855	–	-1.30%	–
CVX	Exit	CHEVRON CORP NEW	$0	–	-28,965	–	-1.32%	–
CMCSA	Exit	COMCAST CORP NEWcl a	$0	–	-53,785	–	-1.35%	–
T	Exit	AT&T INC	$0	–	-113,798	–	-1.38%	–
TGT	Exit	TARGET CORP	$0	–	-14,242	–	-1.46%	–
WFC	Exit	WELLS FARGO CO NEW	$0	–	-70,569	–	-1.47%	–
GOOGL	Exit	ALPHABET INCcap stk cl a	$0	–	-1,243	–	-1.49%	–
CBRE	Exit	CBRE GROUP INCcl a	$0	–	-35,611	–	-1.56%	–
URI	Exit	UNITED RENTALS INC	$0	–	-10,013	–	-1.58%	–
MS	Exit	MORGAN STANLEY	$0	–	-36,163	–	-1.58%	–
CVS	Exit	CVS HEALTH CORP	$0	–	-41,984	–	-1.60%	–
VZ	Exit	VERIZON COMMUNICATIONS INC	$0	–	-67,301	–	-1.63%	–
UNH	Exit	UNITEDHEALTH GROUP INC	$0	–	-11,461	–	-2.01%	–
BAC	Exit	BK OF AMERICA CORP	$0	–	-107,135	–	-2.04%	–
JPM	Exit	JPMORGAN CHASE & CO	$0	–	-35,109	–	-2.58%	–
MSFT	Exit	MICROSOFT CORP	$0	–	-25,989	–	-3.29%	–
AAPL	Exit	APPLE INC	$0	–	-53,793	–	-3.41%	–

Q3 2021

			Value		Shares		↓ Weighting
AAPL	Sell	APPLE INC	$7,612,000	+0.9%	53,793	-2.4%	3.41%	+0.2%
MSFT	Sell	MICROSOFT CORP	$7,327,000	+1.0%	25,989	-2.9%	3.29%	+0.4%
JPM	Buy	JPMORGAN CHASE & CO	$5,747,000	+10.5%	35,109	+5.0%	2.58%	+9.8%
BAC	Sell	BK OF AMERICA CORP	$4,548,000	+2.6%	107,135	-0.3%	2.04%	+2.0%
UNH	Buy	UNITEDHEALTH GROUP INC	$4,478,000	+7.3%	11,461	+10.0%	2.01%	+6.6%
VZ	Buy	VERIZON COMMUNICATIONS INC	$3,635,000	-2.3%	67,301	+1.4%	1.63%	-2.9%
CVS	Buy	CVS HEALTH CORP	$3,563,000	+3.1%	41,984	+1.4%	1.60%	+2.4%
MS	Sell	MORGAN STANLEY	$3,519,000	+4.4%	36,163	-1.7%	1.58%	+3.7%
URI	Sell	UNITED RENTALS INC	$3,514,000	+5.1%	10,013	-4.4%	1.58%	+4.4%
CBRE	Sell	CBRE GROUP INCcl a	$3,467,000	+12.5%	35,611	-0.9%	1.56%	+11.8%
GOOGL	Sell	ALPHABET INCcap stk cl a	$3,323,000	+8.8%	1,243	-0.6%	1.49%	+8.0%
WFC	Sell	WELLS FARGO CO NEW	$3,275,000	+2.4%	70,569	-0.0%	1.47%	+1.8%
TGT	Sell	TARGET CORP	$3,258,000	-6.1%	14,242	-0.8%	1.46%	-6.7%
T	Buy	AT&T INC	$3,074,000	-2.3%	113,798	+4.1%	1.38%	-2.9%
CMCSA	Sell	COMCAST CORP NEWcl a	$3,008,000	-2.4%	53,785	-0.5%	1.35%	-3.0%
CVX	Sell	CHEVRON CORP NEW	$2,939,000	-3.3%	28,965	-0.2%	1.32%	-3.9%
ABBV	Buy	ABBVIE INC	$2,897,000	-4.1%	26,855	+0.1%	1.30%	-4.7%
MRK	Buy	MERCK & CO INC	$2,847,000	+11.0%	37,907	+15.0%	1.28%	+10.4%
BMY	Sell	BRISTOL-MYERS SQUIBB CO	$2,835,000	-12.1%	47,908	-0.7%	1.27%	-12.6%
COF	Sell	CAPITAL ONE FINL CORP	$2,819,000	-10.6%	17,403	-14.6%	1.26%	-11.2%
HD	Sell	HOME DEPOT INC	$2,713,000	-2.0%	8,266	-4.8%	1.22%	-2.6%
FDX	Sell	FEDEX CORP	$2,484,000	-27.0%	11,327	-0.7%	1.11%	-27.4%
PFE	Buy	PFIZER INC	$2,420,000	+12.6%	56,273	+2.5%	1.08%	+11.9%
EXC	Sell	EXELON CORP	$2,402,000	+8.8%	49,688	-0.3%	1.08%	+8.0%
QCOM	Buy	QUALCOMM INC	$2,383,000	+1.2%	18,477	+12.2%	1.07%	+0.7%
RHI	New	ROBERT HALF INTL INC	$2,377,000	–	23,694	–	1.07%	–
BBY	Sell	BEST BUY INC	$2,341,000	-8.2%	22,146	-0.1%	1.05%	-8.8%
AVGO	Buy	BROADCOM INC	$2,319,000	+2.0%	4,783	+0.4%	1.04%	+1.4%
DE	Sell	DEERE & CO	$2,293,000	-18.7%	6,844	-14.4%	1.03%	-19.3%
MET	Buy	METLIFE INC	$2,234,000	+4.2%	36,197	+1.0%	1.00%	+3.5%
LYB	Buy	LYONDELLBASELL INDUSTRIES N	$2,201,000	-7.9%	23,449	+1.0%	0.99%	-8.4%
OKTA	Buy	OKTA INCcl a	$2,199,000	-2.9%	9,267	+0.1%	0.99%	-3.5%
GS	Sell	GOLDMAN SACHS GROUP INC	$2,190,000	-9.8%	5,794	-9.4%	0.98%	-10.3%
TSN	Buy	TYSON FOODS INCcl a	$2,157,000	+7.7%	27,329	+0.6%	0.97%	+7.0%
MO	Buy	ALTRIA GROUP INC	$2,033,000	-3.8%	44,658	+0.7%	0.91%	-4.4%
NOC	Sell	NORTHROP GRUMMAN CORP	$2,001,000	-1.0%	5,557	-0.1%	0.90%	-1.6%
DRI	Sell	DARDEN RESTAURANTS INC	$1,939,000	-6.1%	12,800	-9.6%	0.87%	-6.7%
VLO	Sell	VALERO ENERGY CORP	$1,867,000	-9.6%	26,461	-0.0%	0.84%	-10.2%
GILD	Sell	GILEAD SCIENCES INC	$1,815,000	-7.3%	25,991	-8.6%	0.81%	-7.8%
PM	Buy	PHILIP MORRIS INTL INC	$1,805,000	-2.6%	19,039	+1.8%	0.81%	-3.1%
PPL	Sell	PPL CORP	$1,719,000	-8.1%	61,647	-7.8%	0.77%	-8.6%
MCD	Buy	MCDONALDS CORP	$1,600,000	+11.1%	6,636	+6.4%	0.72%	+10.5%
WY	Buy	WEYERHAEUSER CO MTN BE	$1,548,000	+4.6%	43,524	+1.2%	0.69%	+3.9%
IBM	Buy	INTERNATIONAL BUSINESS MACHS	$1,544,000	-0.2%	11,116	+5.3%	0.69%	-0.9%
PHM	Sell	PULTE GROUP INC	$1,527,000	-31.9%	33,256	-19.0%	0.68%	-32.3%
WK	Sell	WORKIVA INC	$1,484,000	+26.5%	10,531	-0.1%	0.67%	+25.9%
TPR	Buy	TAPESTRY INC	$1,459,000	-14.7%	39,421	+0.2%	0.65%	-15.3%
FCX	Sell	FREEPORT-MCMORAN INCcl b	$1,392,000	-14.5%	42,796	-2.5%	0.62%	-15.1%
CE	Sell	CELANESE CORP DEL	$1,365,000	-8.6%	9,060	-8.0%	0.61%	-9.2%
MAS	Sell	MASCO CORP	$1,345,000	-6.3%	24,211	-0.6%	0.60%	-6.9%
COOP	Sell	MR COOPER GROUP INC	$1,200,000	+16.2%	29,153	-6.7%	0.54%	+15.5%
CUBI	Sell	CUSTOMERS BANCORP INC	$1,195,000	+7.3%	27,778	-2.8%	0.54%	+6.6%
THC	Sell	TENET HEALTHCARE CORP	$1,189,000	-3.6%	17,898	-2.8%	0.53%	-4.3%
INSP	Sell	INSPIRE MED SYS INC	$1,177,000	+17.8%	5,055	-2.2%	0.53%	+17.1%
FAF	Sell	FIRST AMERN FINL CORP	$1,170,000	+7.4%	17,450	-0.1%	0.52%	+6.9%
LRCX	Buy	LAM RESEARCH CORP	$1,141,000	-12.3%	2,005	+0.2%	0.51%	-12.8%
HZNP	Sell	HORIZON THERAPEUTICS PUB L	$1,141,000	+3.4%	10,418	-11.6%	0.51%	+2.8%
ASGN	Sell	ASGN INC	$1,134,000	+15.8%	10,020	-0.8%	0.51%	+15.2%
LOW	Buy	LOWES COS INC	$1,093,000	+20.0%	5,390	+14.8%	0.49%	+19.2%
AMGN	Sell	AMGEN INC	$1,091,000	-13.3%	5,130	-0.7%	0.49%	-13.9%
KHC	Sell	KRAFT HEINZ CO	$1,088,000	-9.9%	29,554	-0.2%	0.49%	-10.5%
SM	New	SM ENERGY CO	$1,001,000	–	37,939	–	0.45%	–
COWN	Sell	COWEN INCcl a new	$990,000	-17.4%	28,848	-1.2%	0.44%	-17.9%
TRTN	Sell	TRITON INTL LTDcl a	$983,000	-3.0%	18,884	-2.4%	0.44%	-3.5%
EME	Sell	EMCOR GROUP INC	$981,000	-8.1%	8,504	-1.8%	0.44%	-8.7%
HALO	New	HALOZYME THERAPEUTICS INC	$976,000	–	23,996	–	0.44%	–
CATY	New	CATHAY GEN BANCORP	$951,000	–	22,982	–	0.43%	–
VCYT	Sell	VERACYTE INC	$935,000	+16.0%	20,127	-0.1%	0.42%	+15.1%
VSTO	Sell	VISTA OUTDOOR INC	$915,000	-32.1%	22,709	-22.0%	0.41%	-32.6%
DKS	New	DICKS SPORTING GOODS INC	$915,000	–	7,637	–	0.41%	–
ENSG	Sell	ENSIGN GROUP INC	$912,000	-13.7%	12,182	-0.1%	0.41%	-14.3%
PIPR	New	PIPER SANDLER COMPANIES	$897,000	–	6,480	–	0.40%	–
HMST	Sell	HOMESTREET INC	$894,000	+0.2%	21,723	-0.7%	0.40%	-0.5%
CMC	Sell	COMMERCIAL METALS CO	$887,000	-22.7%	29,133	-22.0%	0.40%	-23.2%
RBC	New	REGAL BELOIT CORP	$880,000	–	5,852	–	0.40%	–
TSLA	Sell	TESLA INC	$870,000	+8.6%	1,122	-4.8%	0.39%	+7.7%
SAFM	Sell	SANDERSON FARMS INC	$870,000	-27.1%	4,624	-27.2%	0.39%	-27.6%
IRWD	Buy	IRONWOOD PHARMACEUTICALS INC	$862,000	+1.5%	66,008	+0.0%	0.39%	+1.0%
BLDR	Sell	BUILDERS FIRSTSOURCE INC	$860,000	-13.8%	16,629	-29.0%	0.39%	-14.2%
DISH	Buy	DISH NETWORK CORPORATIONcl a	$861,000	+33.9%	19,810	+28.7%	0.39%	+33.1%
BLMN	New	BLOOMIN BRANDS INC	$843,000	–	33,700	–	0.38%	–
BVS	Buy	BIOVENTUS INC	$829,000	+4.8%	58,570	+30.3%	0.37%	+4.2%
RH	Sell	RH	$798,000	-34.2%	1,197	-33.0%	0.36%	-34.6%
MTOR	Sell	MERITOR INC	$792,000	-10.0%	37,166	-1.1%	0.36%	-10.6%
MBUU	Sell	MALIBU BOATS INC	$787,000	-5.3%	11,243	-0.8%	0.35%	-5.9%
CNXC	Buy	CONCENTRIX CORP	$784,000	+10.6%	4,430	+0.5%	0.35%	+10.0%
OMI	Buy	OWENS & MINOR INC NEW	$781,000	-25.8%	24,949	+0.4%	0.35%	-26.3%
JBL	Sell	JABIL INC	$777,000	+0.1%	13,315	-0.3%	0.35%	-0.6%
PDM	Buy	PIEDMONT OFFICE REALTY TR IN	$770,000	-5.5%	44,191	+0.2%	0.34%	-6.2%
YELP	New	YELP INCcl a	$764,000	–	20,514	–	0.34%	–
ALLO	Sell	ALLOGENE THERAPEUTICS INC	$758,000	-2.3%	29,512	-0.8%	0.34%	-2.9%
AOSL	Buy	ALPHA & OMEGA SEMICONDUCTOR	$755,000	+3.3%	24,063	+0.1%	0.34%	+2.7%
BHE	Buy	BENCHMARK ELECTRS INC	$745,000	-6.1%	27,887	+0.1%	0.33%	-6.7%
OMC	Buy	OMNICOM GROUP INC	$697,000	+16.6%	9,617	+28.7%	0.31%	+15.9%
CARS	New	CARS COM INC	$664,000	–	52,483	–	0.30%	–
HPQ	Buy	HP INC	$659,000	+115.4%	24,095	+138.0%	0.30%	+114.5%
MCK	Buy	MCKESSON CORP	$644,000	+9.7%	3,231	+5.2%	0.29%	+9.1%
EBAY	Sell	EBAY INC.	$633,000	-69.3%	9,085	-69.1%	0.28%	-69.5%
SPG	Buy	SIMON PPTY GROUP INC NEW	$566,000	+1.1%	4,353	+1.5%	0.25%	+0.4%
ANTM	New	ANTHEM INC	$530,000	–	1,421	–	0.24%	–
F	New	FORD MTR CO DEL	$510,000	–	35,989	–	0.23%	–
AZO	Buy	AUTOZONE INC	$465,000	+48.6%	274	+30.5%	0.21%	+48.2%
DELL	Buy	DELL TECHNOLOGIES INCcl c	$451,000	+34.6%	4,334	+28.8%	0.20%	+33.8%
JCI	Sell	JOHNSON CTLS INTL PLC	$416,000	-13.2%	6,111	-12.5%	0.19%	-13.4%
STX	Buy	SEAGATE TECHNOLOGY HLDNGS PL	$413,000	+20.8%	5,000	+28.6%	0.18%	+20.1%
ARW	Buy	ARROW ELECTRS INC	$406,000	+25.3%	3,617	+27.0%	0.18%	+24.7%
ACN	Buy	ACCENTURE PLC IRELAND	$405,000	+39.2%	1,266	+28.4%	0.18%	+38.9%
ORCL	Buy	ORACLE CORP	$391,000	+43.8%	4,493	+28.6%	0.18%	+42.3%
MMM	Buy	3M CO	$367,000	+10.2%	2,091	+24.9%	0.16%	+10.0%
	New	BATH & BODY WORKS INC	$366,000	–	5,802	–	0.16%	–
QRVO	Buy	QORVO INC	$360,000	+9.4%	2,156	+28.0%	0.16%	+8.8%
C	Sell	CITIGROUP INC	$345,000	-1.7%	4,911	-1.1%	0.16%	-1.9%
NLOK	Buy	NORTONLIFELOCK INC	$338,000	+18.6%	13,366	+27.8%	0.15%	+17.8%
NRG	Buy	NRG ENERGY INC	$333,000	+8.5%	8,156	+7.1%	0.15%	+7.2%
SJM	Buy	SMUCKER J M CO	$319,000	-1.5%	2,655	+6.1%	0.14%	-2.1%
DXC	Buy	DXC TECHNOLOGY CO	$305,000	+11.3%	9,071	+28.7%	0.14%	+10.5%
CDW	Buy	CDW CORP	$302,000	+33.6%	1,661	+28.5%	0.14%	+32.4%
BAX	New	BAXTER INTL INC	$295,000	–	3,670	–	0.13%	–
AKAM	Sell	AKAMAI TECHNOLOGIES INC	$288,000	-86.7%	2,752	-85.2%	0.13%	-86.8%
CI	Buy	CIGNA CORP NEW	$284,000	+16.4%	1,420	+37.9%	0.13%	+15.5%
CTSH	Buy	COGNIZANT TECHNOLOGY SOLUTIOcl a	$277,000	+37.8%	3,729	+28.7%	0.12%	+36.3%
SYF	Buy	SYNCHRONY FINANCIAL	$275,000	+29.7%	5,621	+28.8%	0.12%	+28.1%
ALLY	Buy	ALLY FINL INC	$271,000	+30.3%	5,311	+27.0%	0.12%	+29.8%
RF	New	REGIONS FINANCIAL CORP NEW	$248,000	–	11,646	–	0.11%	–
CFG	New	CITIZENS FINL GROUP INC	$247,000	–	5,249	–	0.11%	–
DVN	New	DEVON ENERGY CORP NEW	$232,000	–	6,536	–	0.10%	–
AMP	Sell	AMERIPRISE FINL INC	$233,000	-13.7%	884	-18.5%	0.10%	-14.8%
HCA	New	HCA HEALTHCARE INC	$230,000	–	946	–	0.10%	–
IVZ	New	INVESCO LTD	$218,000	–	9,055	–	0.10%	–
CMG	New	CHIPOTLE MEXICAN GRILL INC	$204,000	–	112	–	0.09%	–
LH	New	LABORATORY CORP AMER HLDGS	$201,000	–	715	–	0.09%	–
TNL	Exit	TRAVEL LEISURE CO	$0	–	-3,697	–	-0.10%	–
DTE	Exit	DTE ENERGY	$0	–	-1,687	–	-0.10%	–
LB	Exit	L BRANDS INC	$0	–	-4,522	–	-0.15%	–
EVER	Exit	EVERQUOTE INC.	$0	–	-12,378	–	-0.18%	–
SYKE	Exit	SYKE ENTERPRISES INC	$0	–	-12,012	–	-0.29%	–
MBIN	Exit	MERCHANTS BANCORP	$0	–	-19,127	–	-0.34%	–
NARI	Exit	INARI MEDICAL INC	$0	–	-9,530	–	-0.40%	–
EAT	Exit	BRINKER INTL INC	$0	–	-15,409	–	-0.43%	–
AX	Exit	AXOS FINANCIAL INC	$0	–	-22,016	–	-0.46%	–

Q2 2021

			Value		Shares		↓ Weighting
AAPL	New	APPLE INC	$7,547,000	–	55,101	–	3.41%	–
MSFT	New	MICROSOFT CORP	$7,251,000	–	26,766	–	3.27%	–
JPM	New	JPMORGAN CHASE & CO	$5,199,000	–	33,425	–	2.35%	–
BAC	New	BANK OF AMERICA CORP	$4,431,000	–	107,481	–	2.00%	–
UNH	New	UNITEDHEALTH GROUP INC	$4,173,000	–	10,422	–	1.88%	–
VZ	New	VERIZON COMMUNICATIONS INC	$3,719,000	–	66,371	–	1.68%	–
TGT	New	TARGET CORP COM	$3,470,000	–	14,354	–	1.57%	–
CVS	New	CVS HEALTH CORP	$3,456,000	–	41,424	–	1.56%	–
FDX	New	FEDERAL EXPRESS CORP	$3,402,000	–	11,404	–	1.54%	–
MS	New	MORGAN STANLEY	$3,372,000	–	36,775	–	1.52%	–
URI	New	UNITED RENTALS INC	$3,343,000	–	10,478	–	1.51%	–
BMY	New	BRISTOL MYERS	$3,225,000	–	48,257	–	1.46%	–
WFC	New	WELLS FARGO & CO	$3,197,000	–	70,587	–	1.44%	–
COF	New	CAPITAL ONE FINL CORP	$3,154,000	–	20,390	–	1.42%	–
T	New	ATT INC	$3,147,000	–	109,355	–	1.42%	–
CMCSA	New	COMCAST CLASS Acl a	$3,083,000	–	54,077	–	1.39%	–
CBRE	New	CBRE GROUP INC CL Acl a	$3,081,000	–	35,941	–	1.39%	–
GOOGL	New	ALPHABET INC CLASS Acap stk cl a	$3,055,000	–	1,251	–	1.38%	–
CVX	New	CHEVRON CORP	$3,039,000	–	29,015	–	1.37%	–
ABBV	New	ABBVIE INC	$3,021,000	–	26,819	–	1.36%	–
DE	New	DEERE & CO	$2,822,000	–	8,000	–	1.27%	–
HD	New	HOME DEPOT INC	$2,768,000	–	8,681	–	1.25%	–
MRK	New	MERCK & CO INC	$2,564,000	–	32,973	–	1.16%	–
BBY	New	BEST BUY CO INC	$2,550,000	–	22,179	–	1.15%	–
GS	New	GOLDMAN SACHS GROUP INC COM	$2,427,000	–	6,394	–	1.10%	–
LYB	New	LYONDELLBASELL INDUSTRIES NV	$2,389,000	–	23,222	–	1.08%	–
QCOM	New	QUALCOMM INC	$2,354,000	–	16,471	–	1.06%	–
AVGO	New	BROADCOM INC	$2,273,000	–	4,766	–	1.03%	–
OKTA	New	OKTA INC CLASS Acl a	$2,265,000	–	9,259	–	1.02%	–
PHM	New	PULTE CORP	$2,242,000	–	41,081	–	1.01%	–
EXC	New	EXELON CORP	$2,208,000	–	49,824	–	1.00%	–
AKAM	New	AKAMAI TECHNOLOGIES INC	$2,171,000	–	18,623	–	0.98%	–
PFE	New	PFIZER INC	$2,150,000	–	54,905	–	0.97%	–
MET	New	METLIFE INC	$2,144,000	–	35,824	–	0.97%	–
MO	New	ALTRIA GROUP INC	$2,114,000	–	44,334	–	0.95%	–
DRI	New	DARDEN RESTAURANTS INC	$2,066,000	–	14,154	–	0.93%	–
VLO	New	VALERO ENERGY CORP	$2,066,000	–	26,466	–	0.93%	–
EBAY	New	EBAY INC COM	$2,065,000	–	29,415	–	0.93%	–
NOC	New	NORTHROP GRUMMAN CORP	$2,021,000	–	5,562	–	0.91%	–
TSN	New	TYSON FOODScl a	$2,003,000	–	27,155	–	0.90%	–
GILD	New	GILEAD SCIENCES INC	$1,957,000	–	28,423	–	0.88%	–
PPL	New	PPL CORP	$1,871,000	–	66,880	–	0.84%	–
PM	New	PHILIP MORRIS INTL INC	$1,853,000	–	18,695	–	0.84%	–
TPR	New	TAPESTRY INC	$1,710,000	–	39,334	–	0.77%	–
CMI	New	CUMMINS INC	$1,638,000	–	6,720	–	0.74%	–
FCX	New	FREEPORT MCMORAN COPPER GOLDcl b	$1,629,000	–	43,906	–	0.74%	–
IBM	New	INTL BUSINESS MACHINES CORP	$1,547,000	–	10,554	–	0.70%	–
USB	New	US BANCORP (NEW)	$1,534,000	–	26,918	–	0.69%	–
CE	New	CELANESE CORP	$1,494,000	–	9,852	–	0.67%	–
WY	New	WEYERHAUSER CO.	$1,480,000	–	42,988	–	0.67%	–
AGG	New	ISHARES BARCLAYS AGGREGATE BONcore us aggbd et	$1,465,000	–	12,700	–	0.66%	–
MCD	New	MCDONALDS CORP	$1,440,000	–	6,234	–	0.65%	–
MAS	New	MASCO CORP	$1,435,000	–	24,356	–	0.65%	–
AEP	New	AMERICAN ELECTRIC POWER INC.	$1,392,000	–	16,455	–	0.63%	–
VSTO	New	VISTA OUTDOOR INC	$1,348,000	–	29,122	–	0.61%	–
LRCX	New	LAM RESEARCH CORPORATION	$1,301,000	–	2,000	–	0.59%	–
AMGN	New	AMGEN INC	$1,259,000	–	5,165	–	0.57%	–
THC	New	TENET HEALTHCARE	$1,234,000	–	18,418	–	0.56%	–
RH	New	RH	$1,213,000	–	1,786	–	0.55%	–
KHC	New	KRAFT HEINZ	$1,208,000	–	29,627	–	0.54%	–
COWN	New	COWEN INCcl a new	$1,198,000	–	29,192	–	0.54%	–
SAFM	New	SANDERSON ANDERSON FARMS INC	$1,194,000	–	6,354	–	0.54%	–
WK	New	WORKIVA INC	$1,173,000	–	10,539	–	0.53%	–
TRUP	New	TRUPANION INC	$1,150,000	–	9,989	–	0.52%	–
CMC	New	COMMERCIAL METALS CO	$1,147,000	–	37,352	–	0.52%	–
CUBI	New	CUSTOMERS BANCORP	$1,114,000	–	28,568	–	0.50%	–
HZNP	New	HORIZON THERAPEUTICS PLC	$1,103,000	–	11,779	–	0.50%	–
FAF	New	FIRST AMERICAN FINANCIAL	$1,089,000	–	17,465	–	0.49%	–
EME	New	EMCOR GROUP INC	$1,067,000	–	8,664	–	0.48%	–
MED	New	MEDIFAST INC	$1,061,000	–	3,749	–	0.48%	–
BCC	New	BOISE CASCADE CO	$1,059,000	–	18,146	–	0.48%	–
ENSG	New	ENSIGN GROUP INC	$1,057,000	–	12,192	–	0.48%	–
OMI	New	OWENS & MINOR INC	$1,052,000	–	24,854	–	0.48%	–
COOP	New	MR. COOPER GROUP INC	$1,033,000	–	31,233	–	0.47%	–
MEI	New	METHODE ELECTRS INC COM	$1,025,000	–	20,823	–	0.46%	–
AX	New	AXOS FINANCIAL INC	$1,021,000	–	22,016	–	0.46%	–
UCTT	New	ULTRA CLEAN HOLDINGS INC	$1,015,000	–	18,888	–	0.46%	–
TRTN	New	TRITON INTERNATIONAL LTDcl a	$1,013,000	–	19,354	–	0.46%	–
INSP	New	INSPIRE MED SYS INC COM	$999,000	–	5,168	–	0.45%	–
BLDR	New	BUILDERS FIRSTSOURCE INC	$998,000	–	23,406	–	0.45%	–
ABG	New	ASBURY AUTOMOTIVE GROUP INC	$990,000	–	5,775	–	0.45%	–
JACK	New	JACK IN THE BOX INC	$985,000	–	8,835	–	0.44%	–
ASGN	New	ASGN INCORPORATED	$979,000	–	10,098	–	0.44%	–
EAT	New	BRINKER INTL INC	$953,000	–	15,409	–	0.43%	–
PCRX	New	PACIRA BIOSCIENCES INC	$944,000	–	15,559	–	0.43%	–
HWC	New	HANCOCK WHITNEY CORP	$945,000	–	21,258	–	0.43%	–
LDOS	New	LEIDOS HLDGS INC COM	$939,000	–	9,292	–	0.42%	–
APAM	New	ARTISAN PARTNERS ASSET MANAGEMcl a	$930,000	–	18,291	–	0.42%	–
FUL	New	H.B. FULLER COMPANY	$912,000	–	14,330	–	0.41%	–
LOW	New	LOWE'S COMPANIES	$911,000	–	4,697	–	0.41%	–
HMST	New	HOMESTREET INC	$892,000	–	21,887	–	0.40%	–
NARI	New	INARI MEDICAL INC	$889,000	–	9,530	–	0.40%	–
MTOR	New	MERITOR INC	$880,000	–	37,566	–	0.40%	–
IRWD	New	IRONWOOD PHARMACEUTICALS INC	$849,000	–	65,977	–	0.38%	–
HZO	New	MARINEMAX INC	$846,000	–	17,360	–	0.38%	–
SKT	New	TANGER FACTORY OUTLET CENTERS,	$845,000	–	44,846	–	0.38%	–
AAWW	New	ATLAS AIR WORLDWIDE HOLDINGS I	$835,000	–	12,260	–	0.38%	–
VREX	New	VAREX IMAGING CORP	$831,000	–	30,980	–	0.38%	–
MBUU	New	MALIBU BOATS, INC	$831,000	–	11,338	–	0.38%	–
PDM	New	PIEDMONT OFFICE REALTY TRUST I	$815,000	–	44,119	–	0.37%	–
VCYT	New	VERACYTE INC	$806,000	–	20,156	–	0.36%	–
TSLA	New	TESLA INC	$801,000	–	1,178	–	0.36%	–
EVTC	New	EVERTEC	$795,000	–	18,210	–	0.36%	–
BHE	New	BENCHMARK ELECTRONICS	$793,000	–	27,872	–	0.36%	–
BVS	New	BIOVENTUS INC	$791,000	–	44,940	–	0.36%	–
EVBG	New	EVERBRIDGE INC	$784,000	–	5,758	–	0.35%	–
TPC	New	TUTOR PERINI CORP	$778,000	–	56,203	–	0.35%	–
HAL	New	HALLIBURTON CO	$775,000	–	33,520	–	0.35%	–
ALLO	New	ALLOGENE THERAPEUTICS INC	$776,000	–	29,757	–	0.35%	–
JBL	New	JABIL CIRCUIT INC	$776,000	–	13,350	–	0.35%	–
MGY	New	MAGNOLIA OIL & GAS CORPcl a	$770,000	–	49,240	–	0.35%	–
MDC	New	MDC HOLDINGS INC	$753,000	–	14,881	–	0.34%	–
MBIN	New	MERCHANTS BANCORP	$751,000	–	19,127	–	0.34%	–
AOSL	New	ALPHA AND OMEGA SEMICONDUCTOR	$731,000	–	24,046	–	0.33%	–
NTGR	New	NETGEAR INC	$731,000	–	19,076	–	0.33%	–
CNXC	New	CONCENTRIX CORP	$709,000	–	4,410	–	0.32%	–
SBRA	New	SABRA HEALTH CARE REIT INC	$702,000	–	38,551	–	0.32%	–
COHU	New	COHU INC	$685,000	–	18,621	–	0.31%	–
LXP	New	LEXINGTON CP PPTYS TT COM	$685,000	–	57,356	–	0.31%	–
CNX	New	CNX RESOURCES CORP	$653,000	–	47,810	–	0.30%	–
SYKE	New	SYKE ENTERPRISES INC	$645,000	–	12,012	–	0.29%	–
DISH	New	DISH NETWORK CORP-Acl a	$643,000	–	15,394	–	0.29%	–
AVNT	New	AVIENT CORP	$608,000	–	12,358	–	0.27%	–
OMC	New	OMNICOM GROUP COM	$598,000	–	7,473	–	0.27%	–
COP	New	CONOCOPHILLIPS	$593,000	–	9,744	–	0.27%	–
MCK	New	MCKESSON CORP	$587,000	–	3,071	–	0.26%	–
OTTR	New	OTTER TAIL CORP	$574,000	–	11,768	–	0.26%	–
SPG	New	SIMON PROPERTY GROUP	$560,000	–	4,290	–	0.25%	–
SWX	New	SOUTHWEST GAS CORP COM	$535,000	–	8,076	–	0.24%	–
JCI	New	JOHNSON CONTROLS PLC	$479,000	–	6,983	–	0.22%	–
ALL	New	ALLSTATE CORP	$418,000	–	3,204	–	0.19%	–
EVER	New	EVERQUOTE INC.	$405,000	–	12,378	–	0.18%	–
C	New	CITIGROUP INC	$351,000	–	4,967	–	0.16%	–
STX	New	SEAGATE TECHNOLOGY PLC	$342,000	–	3,888	–	0.15%	–
DELL	New	DELL TECHNOLOGIES INCcl c	$335,000	–	3,366	–	0.15%	–
MMM	New	3M CO COM	$333,000	–	1,674	–	0.15%	–
QRVO	New	QORVO INC	$329,000	–	1,684	–	0.15%	–
LB	New	L BRANDS INC	$326,000	–	4,522	–	0.15%	–
ARW	New	ARROW ELECTRONICS INC	$324,000	–	2,849	–	0.15%	–
SJM	New	JM SMUCKER	$324,000	–	2,503	–	0.15%	–
AZO	New	AUTOZONE INC.	$313,000	–	210	–	0.14%	–
NRG	New	NRG ENERGY INC	$307,000	–	7,612	–	0.14%	–
HPQ	New	HP INC	$306,000	–	10,126	–	0.14%	–
ACN	New	ACCENTURE LTD	$291,000	–	986	–	0.13%	–
NLOK	New	NORTONLIFELOCK INC.	$285,000	–	10,462	–	0.13%	–
DXC	New	DXC TECHNOLOGY CO	$274,000	–	7,047	–	0.12%	–
ORCL	New	ORACLE CORP	$272,000	–	3,493	–	0.12%	–
AMP	New	AMERIPRISE FINANCIAL INC	$270,000	–	1,084	–	0.12%	–
PH	New	PARKER-HANNIFIN	$267,000	–	870	–	0.12%	–
XEL	New	XCEL ENERGY INC COM	$264,000	–	4,000	–	0.12%	–
CI	New	CIGNA CORP COM	$244,000	–	1,030	–	0.11%	–
RTX	New	RAYTHEON TECHNOLOGIES CORPORAT	$237,000	–	2,779	–	0.11%	–
CDW	New	CDW CORP	$226,000	–	1,293	–	0.10%	–
TNL	New	TRAVEL LEISURE CO	$220,000	–	3,697	–	0.10%	–
DTE	New	DTE ENERGY	$219,000	–	1,687	–	0.10%	–
SYF	New	SYNCHRONY FINANCIAL	$212,000	–	4,365	–	0.10%	–
ALLY	New	ALLY FINANCIAL INC	$208,000	–	4,183	–	0.09%	–
CTSH	New	COGNIZANT TECH SOLUTIONScl a	$201,000	–	2,897	–	0.09%	–

Q4 2020

			Value		Shares		↓ Weighting
BMYRT	Exit	BMY CVR	$0	–	-13,215	–	-0.01%	–
ICE	Exit	INTERCONTINENTAL EXCHANGE	$0	–	-2,048	–	-0.09%	–
BAH	Exit	BOOZ ALLEN HAMILTON HLDG CO	$0	–	-2,515	–	-0.09%	–
JCI	Exit	JOHNSON CONTROLS PLC	$0	–	-5,150	–	-0.09%	–
CMI	Exit	CUMMINS INC	$0	–	-990	–	-0.09%	–
PH	Exit	PARKER-HANNIFIN	$0	–	-1,050	–	-0.09%	–
STX	Exit	SEAGATE TECHNOLOGY PLC	$0	–	-4,418	–	-0.10%	–
EBIX	Exit	EBIX INC	$0	–	-10,847	–	-0.10%	–
SJM	Exit	JM SMUCKER	$0	–	-2,027	–	-0.10%	–
PCAR	Exit	PACCAR INC	$0	–	-2,820	–	-0.10%	–
COST	Exit	COSTCO	$0	–	-681	–	-0.11%	–
MU	Exit	MICRON TECHNOLOGY	$0	–	-5,249	–	-0.11%	–
ALLY	Exit	ALLY FINANCIAL INC	$0	–	-10,132	–	-0.11%	–
NRG	Exit	NRG ENERGY INC	$0	–	-8,392	–	-0.11%	–
ORCL	Exit	ORACLE CORP	$0	–	-4,368	–	-0.12%	–
LUMN	Exit	LUMEN TECHNOLOGIES INC	$0	–	-27,204	–	-0.12%	–
XEL	Exit	XCEL ENERGY INC COM	$0	–	-4,000	–	-0.12%	–
LYB	Exit	LYONDELLBASELL INDUSTRIES NV	$0	–	-4,004	–	-0.12%	–
HPQ	Exit	HP INC	$0	–	-15,151	–	-0.13%	–
INT	Exit	WORLD FUEL SERVICES CORP	$0	–	-14,242	–	-0.13%	–
JNJ	Exit	JOHNSON JOHNSON	$0	–	-2,295	–	-0.15%	–
KMB	Exit	KIMBERLY-CLARK CORP	$0	–	-2,422	–	-0.16%	–
SSB	Exit	SOUTH ST CORP COM	$0	–	-7,683	–	-0.16%	–
GLUU	Exit	GLU MOBILE INC	$0	–	-48,101	–	-0.16%	–
GNRC	Exit	GENERAC HOLDINGS INC	$0	–	-1,920	–	-0.16%	–
AMP	Exit	AMERIPRISE FINANCIAL INC	$0	–	-2,470	–	-0.17%	–
FISV	Exit	FISERV INC	$0	–	-3,878	–	-0.18%	–
HAL	Exit	HALLIBURTON CO	$0	–	-33,744	–	-0.18%	–
SPWH	Exit	SPORTSMAN'S WAREHOUSE HOLDINGS	$0	–	-28,411	–	-0.18%	–
PDM	Exit	PIEDMONT OFFICE REALTY TRUST I	$0	–	-30,514	–	-0.18%	–
WHD	Exit	CACTUS INC	$0	–	-22,183	–	-0.19%	–
FHI	Exit	FEDERATED HERMES INC	$0	–	-20,841	–	-0.20%	–
INVA	Exit	INNOVIVA, INC	$0	–	-45,011	–	-0.21%	–
EVER	Exit	EVERQUOTE INC.	$0	–	-12,348	–	-0.21%	–
OTTR	Exit	OTTER TAIL CORP	$0	–	-13,425	–	-0.21%	–
AEL	Exit	AMERICAN EQUITY INVESTMENT LIF	$0	–	-22,882	–	-0.22%	–
AGM	Exit	FEDERAL AGRICULTURAL MORTGAGE	$0	–	-7,950	–	-0.22%	–
MCK	Exit	MCKESSON CORP	$0	–	-3,395	–	-0.22%	–
AYX	Exit	ALTERYX INC	$0	–	-4,451	–	-0.22%	–
SBRA	Exit	SABRA HEALTH CARE REIT INC	$0	–	-37,202	–	-0.22%	–
AAWW	Exit	ATLAS AIR WORLDWIDE HOLDINGS I	$0	–	-8,788	–	-0.24%	–
BHE	Exit	BENCHMARK ELECTRONICS	$0	–	-26,834	–	-0.24%	–
ABG	Exit	ASBURY AUTOMOTIVE GROUP INC	$0	–	-5,922	–	-0.25%	–
JBL	Exit	JABIL CIRCUIT INC	$0	–	-16,997	–	-0.26%	–
UCTT	Exit	ULTRA CLEAN HOLDINGS INC	$0	–	-27,207	–	-0.26%	–
SWX	Exit	SOUTHWEST GAS CORP COM	$0	–	-9,276	–	-0.26%	–
UTMD	Exit	UTAH MED PRODS INC COM	$0	–	-7,331	–	-0.26%	–
EME	Exit	EMCOR GROUP INC	$0	–	-8,697	–	-0.26%	–
MTOR	Exit	MERITOR INC	$0	–	-28,461	–	-0.26%	–
LXP	Exit	LEXINGTON CP PPTYS TT COM	$0	–	-57,216	–	-0.26%	–
TPC	Exit	TUTOR PERINI CORP	$0	–	-56,203	–	-0.28%	–
COWN	Exit	COWEN INC	$0	–	-38,679	–	-0.28%	–
SNX	Exit	SYNNEX CORPORATION	$0	–	-4,573	–	-0.28%	–
FIZZ	Exit	NATIONAL BEVERAGE CORP	$0	–	-9,528	–	-0.28%	–
SVC	Exit	SERVICE PROPERTIES TRUST	$0	–	-81,924	–	-0.29%	–
VAC	Exit	MARRIOTT VACATIONS WRL	$0	–	-7,241	–	-0.29%	–
RDFN	Exit	REDFIN CORP	$0	–	-13,414	–	-0.29%	–
DY	Exit	DYCOM INDUSTRIES	$0	–	-12,676	–	-0.29%	–
RHI	Exit	ROBERT HALF INTL	$0	–	-12,797	–	-0.30%	–
BGS	Exit	B&G FOODS INC	$0	–	-24,898	–	-0.30%	–
COOP	Exit	MR. COOPER GROUP INC	$0	–	-31,217	–	-0.31%	–
PRSP	Exit	PERSPECTA INC COM	$0	–	-35,818	–	-0.31%	–
JACK	Exit	JACK IN THE BOX INC	$0	–	-8,826	–	-0.31%	–
THC	Exit	TENET HEALTHCARE	$0	–	-28,928	–	-0.31%	–
APAM	Exit	ARTISAN PARTNERS ASSET MANAGEM	$0	–	-18,224	–	-0.31%	–
WK	Exit	WORKIVA INC	$0	–	-12,813	–	-0.31%	–
FIX	Exit	COMFORT SYSTEMS USA	$0	–	-13,968	–	-0.32%	–
LOW	Exit	LOWE'S COMPANIES	$0	–	-4,332	–	-0.32%	–
MBUU	Exit	MALIBU BOATS, INC	$0	–	-14,587	–	-0.32%	–
EVBG	Exit	EVERBRIDGE INC	$0	–	-5,782	–	-0.32%	–
BCC	Exit	BOISE CASCADE CO	$0	–	-18,900	–	-0.33%	–
LLNW	Exit	LIMELIGHT NETWORKS INC	$0	–	-132,377	–	-0.33%	–
ALLO	Exit	ALLOGENE THERAPEUTICS INC	$0	–	-20,242	–	-0.34%	–
ASGN	Exit	ASGN INCORPORATED	$0	–	-12,289	–	-0.34%	–
CMC	Exit	COMMERCIAL METALS CO	$0	–	-40,596	–	-0.36%	–
NOMD	Exit	NOMAD FOODS LIMITED	$0	–	-32,190	–	-0.36%	–
LRCX	Exit	LAM RESEARCH CORPORATION	$0	–	-2,493	–	-0.36%	–
ENSG	Exit	ENSIGN GROUP INC	$0	–	-14,952	–	-0.37%	–
MDC	Exit	MDC HOLDINGS INC	$0	–	-18,453	–	-0.38%	–
COP	Exit	CONOCOPHILLIPS	$0	–	-26,604	–	-0.38%	–
COUP	Exit	COUPA SOFTWARE INC	$0	–	-3,259	–	-0.39%	–
PGR	Exit	PROGRESSIVE CORP	$0	–	-9,964	–	-0.41%	–
VCYT	Exit	VERACYTE INC	$0	–	-29,052	–	-0.41%	–
PCRX	Exit	PACIRA BIOSCIENCES INC	$0	–	-16,919	–	-0.45%	–
PFSI	Exit	PENNYMAC FINANCIAL SERVICES IN	$0	–	-18,767	–	-0.48%	–
RH	Exit	RH	$0	–	-2,914	–	-0.49%	–
AMT	Exit	AMERICAN TOWER CORP	$0	–	-4,640	–	-0.49%	–
TNDM	Exit	TANDEM DIABETES CARE INC	$0	–	-10,078	–	-0.50%	–
INSP	Exit	INSPIRE MED SYS INC COM	$0	–	-9,608	–	-0.54%	–
KHC	Exit	KRAFT HEINZ	$0	–	-41,514	–	-0.55%	–
HZNP	Exit	HORIZON THERAPEUTICS PLC	$0	–	-16,804	–	-0.57%	–
MAS	Exit	MASCO CORP	$0	–	-23,719	–	-0.57%	–
TRUP	Exit	TRUPANION INC	$0	–	-17,430	–	-0.60%	–
MCD	Exit	MCDONALDS CORP	$0	–	-6,328	–	-0.61%	–
VLO	Exit	VALERO ENERGY CORP	$0	–	-32,124	–	-0.61%	–
FAF	Exit	FIRST AMERICAN FINANCIAL	$0	–	-30,001	–	-0.67%	–
AVGO	Exit	BROADCOM INC	$0	–	-4,907	–	-0.78%	–
EBAY	Exit	EBAY INC COM	$0	–	-35,736	–	-0.82%	–
DPZ	Exit	DOMINO'S PIZZA, INC	$0	–	-4,551	–	-0.85%	–
GS	Exit	GOLDMAN SACHS GROUP INC COM	$0	–	-11,125	–	-0.98%	–
GOOGL	Exit	ALPHABET INC CLASS A	$0	–	-1,561	–	-1.00%	–
AEP	Exit	AMERICAN ELECTRIC POWER INC.	$0	–	-28,185	–	-1.01%	–
NOC	Exit	NORTHROP GRUMMAN CORP	$0	–	-7,359	–	-1.02%	–
AGG	Exit	ISHARES BARCLAYS AGGREGATE BON	$0	–	-19,875	–	-1.03%	–
PM	Exit	PHILIP MORRIS INTL INC	$0	–	-32,836	–	-1.08%	–
TSN	Exit	TYSON FOODS	$0	–	-42,532	–	-1.11%	–
LHX	Exit	L3HARRIS TECHNOLOGIES INC	$0	–	-15,154	–	-1.13%	–
GILD	Exit	GILEAD SCIENCES INC	$0	–	-41,840	–	-1.16%	–
MO	Exit	ALTRIA GROUP INC	$0	–	-69,890	–	-1.18%	–
LMT	Exit	LOCKHEED MARTIN CORP	$0	–	-7,085	–	-1.19%	–
CPB	Exit	CAMPBELL SOUP CO	$0	–	-56,339	–	-1.20%	–
TGT	Exit	TARGET CORP COM	$0	–	-17,645	–	-1.22%	–
CBRE	Exit	CBRE GROUP INC CL A	$0	–	-59,560	–	-1.23%	–
PHM	Exit	PULTE CORP	$0	–	-62,182	–	-1.26%	–
EXC	Exit	EXELON CORP	$0	–	-80,931	–	-1.27%	–
C	Exit	CITIGROUP INC	$0	–	-67,210	–	-1.27%	–
CE	Exit	CELANESE CORP	$0	–	-27,536	–	-1.30%	–
ALL	Exit	ALLSTATE CORP	$0	–	-31,639	–	-1.31%	–
FMC	Exit	F M C CORP COM NEW	$0	–	-28,351	–	-1.32%	–
MS	Exit	MORGAN STANLEY	$0	–	-63,739	–	-1.35%	–
PPL	Exit	PPL CORP	$0	–	-113,369	–	-1.35%	–
CVX	Exit	CHEVRON CORP	$0	–	-43,647	–	-1.38%	–
BLK	Exit	BLACKROCK INC	$0	–	-5,670	–	-1.40%	–
AKAM	Exit	AKAMAI TECHNOLOGIES INC	$0	–	-29,052	–	-1.41%	–
URI	Exit	UNITED RENTALS INC	$0	–	-19,618	–	-1.50%	–
MRK	Exit	MERCK & CO INC	$0	–	-44,348	–	-1.62%	–
ABBV	Exit	ABBVIE INC	$0	–	-42,179	–	-1.62%	–
IBM	Exit	INTL BUSINESS MACHINES CORP	$0	–	-31,234	–	-1.67%	–
CVS	Exit	CVS HEALTH CORP	$0	–	-67,882	–	-1.74%	–
CMCSA	Exit	COMCAST CLASS A	$0	–	-85,912	–	-1.74%	–
BBY	Exit	BEST BUY CO INC	$0	–	-38,356	–	-1.87%	–
BMY	Exit	BRISTOL MYERS	$0	–	-71,578	–	-1.89%	–
HD	Exit	HOME DEPOT INC	$0	–	-15,630	–	-1.90%	–
AMGN	Exit	AMGEN INC	$0	–	-17,199	–	-1.92%	–
BAC	Exit	BANK OF AMERICA CORP	$0	–	-188,270	–	-1.99%	–
INTC	Exit	INTEL CORP	$0	–	-92,290	–	-2.10%	–
FDX	Exit	FEDERAL EXPRESS CORP	$0	–	-19,180	–	-2.12%	–
T	Exit	ATT INC	$0	–	-175,793	–	-2.20%	–
JPM	Exit	JPMORGAN CHASE & CO	$0	–	-56,001	–	-2.37%	–
UNH	Exit	UNITEDHEALTH GROUP INC	$0	–	-18,083	–	-2.47%	–
VZ	Exit	VERIZON COMMUNICATIONS INC	$0	–	-101,975	–	-2.66%	–
MSFT	Exit	MICROSOFT CORP	$0	–	-37,871	–	-3.50%	–
AAPL	Exit	APPLE INC	$0	–	-82,362	–	-4.19%	–

Q3 2020

			Value		Shares		↓ Weighting
AAPL	Buy	APPLE INC	$9,538,000	+14.0%	82,362	+259.0%	4.19%	+5.3%
MSFT	Sell	MICROSOFT CORP	$7,965,000	-9.4%	37,871	-12.4%	3.50%	-16.3%
VZ	Buy	VERIZON COMMUNICATIONS INC	$6,067,000	+26.3%	101,975	+17.0%	2.66%	+16.7%
UNH	Sell	UNITEDHEALTH GROUP INC	$5,638,000	+5.4%	18,083	-0.3%	2.47%	-2.6%
JPM	Buy	JPMORGAN CHASE & CO	$5,391,000	+7.9%	56,001	+5.4%	2.37%	-0.3%
T	Buy	ATT INC	$5,012,000	+6.3%	175,793	+12.7%	2.20%	-1.8%
FDX	Buy	FEDERAL EXPRESS CORP	$4,824,000	+81.6%	19,180	+1.2%	2.12%	+67.7%
INTC	Buy	INTEL CORP	$4,779,000	-0.5%	92,290	+15.0%	2.10%	-8.1%
BAC	Buy	BANK OF AMERICA CORP	$4,535,000	+2.9%	188,270	+1.4%	1.99%	-5.0%
AMGN	Sell	AMGEN INC	$4,371,000	+0.2%	17,199	-7.0%	1.92%	-7.5%
HD	Buy	HOME DEPOT INC	$4,341,000	+12.8%	15,630	+1.7%	1.90%	+4.2%
BMY	Buy	BRISTOL MYERS	$4,315,000	+8.2%	71,578	+5.5%	1.89%	-0.1%
BBY	Sell	BEST BUY CO INC	$4,269,000	+18.4%	38,356	-7.1%	1.87%	+9.4%
CMCSA	Buy	COMCAST CLASS A	$3,974,000	+33.3%	85,912	+12.3%	1.74%	+23.2%
CVS	Buy	CVS HEALTH CORP	$3,964,000	-2.5%	67,882	+8.4%	1.74%	-9.9%
IBM	Buy	INTL BUSINESS MACHINES CORP	$3,800,000	+16.5%	31,234	+15.6%	1.67%	+7.6%
ABBV	Buy	ABBVIE INC	$3,694,000	-3.3%	42,179	+8.4%	1.62%	-10.7%
MRK	Buy	MERCK & CO INC	$3,679,000	+11.8%	44,348	+4.2%	1.62%	+3.3%
URI	Sell	UNITED RENTALS INC	$3,423,000	+9.6%	19,618	-6.4%	1.50%	+1.2%
AKAM	Buy	AKAMAI TECHNOLOGIES INC	$3,211,000	+110.8%	29,052	+104.3%	1.41%	+94.6%
BLK	New	BLACKROCK INC	$3,195,000	–	5,670	–	1.40%	–
CVX	Buy	CHEVRON CORP	$3,143,000	-12.9%	43,647	+7.9%	1.38%	-19.6%
PPL	Buy	PPL CORP	$3,085,000	+13.7%	113,369	+8.0%	1.35%	+5.0%
MS	Buy	MORGAN STANLEY	$3,082,000	+4.5%	63,739	+4.4%	1.35%	-3.4%
FMC	Buy	F M C CORP COM NEW	$3,003,000	+27.5%	28,351	+19.9%	1.32%	+17.8%
ALL	Buy	ALLSTATE CORP	$2,978,000	+3.5%	31,639	+6.7%	1.31%	-4.3%
CE	Buy	CELANESE CORP	$2,959,000	+44.1%	27,536	+15.8%	1.30%	+33.2%
C	Buy	CITIGROUP INC	$2,897,000	-6.2%	67,210	+11.2%	1.27%	-13.4%
EXC	Buy	EXELON CORP	$2,894,000	+7.7%	80,931	+9.3%	1.27%	-0.5%
PHM	Buy	PULTE CORP	$2,878,000	+39.6%	62,182	+2.6%	1.26%	+29.0%
CBRE	Sell	CBRE GROUP INC CL A	$2,798,000	-0.9%	59,560	-4.6%	1.23%	-8.4%
TGT	Sell	TARGET CORP COM	$2,778,000	+14.0%	17,645	-13.1%	1.22%	+5.4%
CPB	New	CAMPBELL SOUP CO	$2,725,000	–	56,339	–	1.20%	–
LMT	Buy	LOCKHEED MARTIN CORP	$2,716,000	+15.0%	7,085	+9.4%	1.19%	+6.2%
MO	Buy	ALTRIA GROUP INC	$2,701,000	-0.9%	69,890	+0.7%	1.18%	-8.5%
GILD	Buy	GILEAD SCIENCES INC	$2,644,000	+104.5%	41,840	+149.0%	1.16%	+88.9%
LHX	Buy	L3HARRIS TECHNOLOGIES INC	$2,574,000	+15.0%	15,154	+14.8%	1.13%	+6.2%
TSN	Buy	TYSON FOODS	$2,530,000	+9.8%	42,532	+10.2%	1.11%	+1.4%
PM	Buy	PHILIP MORRIS INTL INC	$2,462,000	+12.1%	32,836	+4.7%	1.08%	+3.5%
AGG	Sell	ISHARES BARCLAYS AGGREGATE BON	$2,346,000	-14.7%	19,875	-14.6%	1.03%	-21.2%
NOC	Buy	NORTHROP GRUMMAN CORP	$2,322,000	+17.5%	7,359	+14.4%	1.02%	+8.5%
AEP	Buy	AMERICAN ELECTRIC POWER INC.	$2,304,000	+27.6%	28,185	+24.4%	1.01%	+17.8%
GOOGL	Sell	ALPHABET INC CLASS A	$2,288,000	-11.1%	1,561	-14.0%	1.00%	-17.9%
GS	Buy	GOLDMAN SACHS GROUP INC COM	$2,236,000	+20.8%	11,125	+18.8%	0.98%	+11.6%
DPZ	Buy	DOMINO'S PIZZA, INC	$1,935,000	+35.0%	4,551	+17.3%	0.85%	+24.7%
EBAY	Sell	EBAY INC COM	$1,862,000	-8.5%	35,736	-7.9%	0.82%	-15.4%
AVGO	Sell	BROADCOM INC	$1,788,000	+1.6%	4,907	-12.0%	0.78%	-6.1%
FAF	New	FIRST AMERICAN FINANCIAL	$1,527,000	–	30,001	–	0.67%	–
VLO	Sell	VALERO ENERGY CORP	$1,392,000	-28.9%	32,124	-3.5%	0.61%	-34.4%
MCD	New	MCDONALDS CORP	$1,389,000	–	6,328	–	0.61%	–
TRUP	Sell	TRUPANION INC	$1,375,000	+54.3%	17,430	-16.5%	0.60%	+42.6%
MAS	New	MASCO CORP	$1,308,000	–	23,719	–	0.57%	–
HZNP	Sell	HORIZON THERAPEUTICS PLC	$1,305,000	-1.9%	16,804	-29.8%	0.57%	-9.3%
KHC	Sell	KRAFT HEINZ	$1,243,000	-10.8%	41,514	-5.0%	0.55%	-17.5%
INSP	Sell	INSPIRE MED SYS INC COM	$1,240,000	+30.1%	9,608	-12.2%	0.54%	+20.1%
TNDM	Sell	TANDEM DIABETES CARE INC	$1,144,000	-12.8%	10,078	-24.0%	0.50%	-19.4%
AMT	Buy	AMERICAN TOWER CORP	$1,122,000	+26.9%	4,640	+35.7%	0.49%	+17.1%
RH	Sell	RH	$1,115,000	+53.4%	2,914	-0.3%	0.49%	+41.7%
PCRX	Sell	PACIRA BIOSCIENCES INC	$1,017,000	+12.1%	16,919	-2.1%	0.45%	+3.5%
VCYT	Sell	VERACYTE INC	$944,000	+7.4%	29,052	-14.4%	0.41%	-1.0%
COUP	Sell	COUPA SOFTWARE INC	$894,000	-20.7%	3,259	-19.9%	0.39%	-26.7%
COP	Buy	CONOCOPHILLIPS	$874,000	+7.8%	26,604	+37.9%	0.38%	-0.3%
LRCX	Sell	LAM RESEARCH CORPORATION	$827,000	-9.6%	2,493	-11.9%	0.36%	-16.6%
CMC	New	COMMERCIAL METALS CO	$811,000	–	40,596	–	0.36%	–
ASGN	Sell	ASGN INCORPORATED	$781,000	-7.5%	12,289	-2.9%	0.34%	-14.5%
ALLO	New	ALLOGENE THERAPEUTICS INC	$763,000	–	20,242	–	0.34%	–
LLNW	Sell	LIMELIGHT NETWORKS INC	$762,000	-24.3%	132,377	-3.3%	0.33%	-30.1%
EVBG	Sell	EVERBRIDGE INC	$727,000	-9.5%	5,782	-0.4%	0.32%	-16.3%
MBUU	Sell	MALIBU BOATS, INC	$723,000	-4.6%	14,587	-0.1%	0.32%	-11.9%
LOW	New	LOWE'S COMPANIES	$719,000	–	4,332	–	0.32%	–
FIX	Sell	COMFORT SYSTEMS USA	$719,000	+25.9%	13,968	-0.3%	0.32%	+16.6%
WK	Buy	WORKIVA INC	$714,000	+4.5%	12,813	+0.3%	0.31%	-3.4%
APAM	New	ARTISAN PARTNERS ASSET MANAGEM	$711,000	–	18,224	–	0.31%	–
PRSP	Buy	PERSPECTA INC COM	$697,000	-16.1%	35,818	+0.1%	0.31%	-22.5%
COOP	New	MR. COOPER GROUP INC	$697,000	–	31,217	–	0.31%	–
RHI	Sell	ROBERT HALF INTL	$677,000	-54.5%	12,797	-54.5%	0.30%	-57.9%
RDFN	New	REDFIN CORP	$670,000	–	13,414	–	0.29%	–
SVC	Sell	SERVICE PROPERTIES TRUST	$651,000	+11.3%	81,924	-0.8%	0.29%	+2.9%
FIZZ	New	NATIONAL BEVERAGE CORP	$648,000	–	9,528	–	0.28%	–
COWN	Buy	COWEN INC	$629,000	+0.8%	38,679	+0.4%	0.28%	-6.8%
TPC	New	TUTOR PERINI CORP	$626,000	–	56,203	–	0.28%	–
LXP	New	LEXINGTON CP PPTYS TT COM	$598,000	–	57,216	–	0.26%	–
JBL	Sell	JABIL CIRCUIT INC	$582,000	-4.0%	16,997	-10.0%	0.26%	-11.5%
BHE	Buy	BENCHMARK ELECTRONICS	$541,000	+42.4%	26,834	+52.6%	0.24%	+30.9%
AAWW	New	ATLAS AIR WORLDWIDE HOLDINGS I	$535,000	–	8,788	–	0.24%	–
AYX	Sell	ALTERYX INC	$505,000	-45.3%	4,451	-20.8%	0.22%	-49.3%
MCK	Buy	MCKESSON CORP	$506,000	+3.7%	3,395	+6.8%	0.22%	-4.3%
EVER	Buy	EVERQUOTE INC.	$477,000	-13.3%	12,348	+30.5%	0.21%	-19.9%
INVA	Buy	INNOVIVA, INC	$470,000	-25.3%	45,011	+0.1%	0.21%	-31.1%
WHD	New	CACTUS INC	$426,000	–	22,183	–	0.19%	–
SPWH	New	SPORTSMAN'S WAREHOUSE HOLDINGS	$407,000	–	28,411	–	0.18%	–
HAL	New	HALLIBURTON CO	$407,000	–	33,744	–	0.18%	–
FISV	Sell	FISERV INC	$400,000	-19.0%	3,878	-23.3%	0.18%	-25.1%
AMP	Buy	AMERIPRISE FINANCIAL INC	$381,000	+26.6%	2,470	+23.2%	0.17%	+16.8%
GNRC	Sell	GENERAC HOLDINGS INC	$372,000	-56.4%	1,920	-72.5%	0.16%	-59.8%
SSB	Sell	SOUTH ST CORP COM	$370,000	+1.1%	7,683	-0.0%	0.16%	-6.9%
GLUU	New	GLU MOBILE INC	$369,000	–	48,101	–	0.16%	–
KMB	Buy	KIMBERLY-CLARK CORP	$358,000	+14.4%	2,422	+9.5%	0.16%	+5.4%
INT	Sell	WORLD FUEL SERVICES CORP	$302,000	-18.2%	14,242	-0.6%	0.13%	-24.0%
HPQ	Buy	HP INC	$288,000	+56.5%	15,151	+43.3%	0.13%	+44.8%
LYB	Buy	LYONDELLBASELL INDUSTRIES NV	$282,000	+15.1%	4,004	+7.4%	0.12%	+6.9%
LUMN	Buy	LUMEN TECHNOLOGIES INC	$274,000	+45.7%	27,204	+45.4%	0.12%	+34.8%
ORCL	New	ORACLE CORP	$261,000	–	4,368	–	0.12%	–
NRG	Buy	NRG ENERGY INC	$258,000	+4.9%	8,392	+11.3%	0.11%	-3.4%
ALLY	New	ALLY FINANCIAL INC	$254,000	–	10,132	–	0.11%	–
MU	New	MICRON TECHNOLOGY	$246,000	–	5,249	–	0.11%	–
COST	New	COSTCO	$242,000	–	681	–	0.11%	–
SJM	Buy	JM SMUCKER	$234,000	+10.4%	2,027	+1.0%	0.10%	+2.0%
STX	New	SEAGATE TECHNOLOGY PLC	$218,000	–	4,418	–	0.10%	–
PH	New	PARKER-HANNIFIN	$212,000	–	1,050	–	0.09%	–
CMI	New	CUMMINS INC	$209,000	–	990	–	0.09%	–
JCI	Sell	JOHNSON CONTROLS PLC	$210,000	+3.4%	5,150	-13.4%	0.09%	-4.2%
BAH	New	BOOZ ALLEN HAMILTON HLDG CO	$209,000	–	2,515	–	0.09%	–
ICE	Sell	INTERCONTINENTAL EXCHANGE	$205,000	-92.2%	2,048	-92.9%	0.09%	-92.8%
BMYRT	Sell	BMY CVR	$30,000	-37.5%	13,215	-0.8%	0.01%	-43.5%
MDP	Exit	MEREDITH CORPORATION	$0	–	-10,694	–	-0.07%	–
TGI	Exit	TRIUMPH GROUP	$0	–	-22,299	–	-0.10%	–
BAX	Exit	BAXTER INTL INC	$0	–	-2,370	–	-0.10%	–
BDX	Exit	BECTON DICKINSON & CO	$0	–	-930	–	-0.11%	–
ANTM	Exit	ANTHEM INC	$0	–	-899	–	-0.11%	–
RCL	Exit	ROYAL CARIBBEAN CRUISES LTD	$0	–	-5,047	–	-0.12%	–
RTX	Exit	RAYTHEON TECHNOLOGIES CORPORAT	$0	–	-4,329	–	-0.13%	–
GIII	Exit	G-III APPAREL GROUP LT COM	$0	–	-20,534	–	-0.13%	–
BOOT	Exit	BOOT BARN HOLDINGS INC	$0	–	-13,460	–	-0.14%	–
RHP	Exit	RYMAN HOSPITALITY PPTY COM	$0	–	-9,153	–	-0.15%	–
DRQ	Exit	DRIL-QUIP INC	$0	–	-10,825	–	-0.15%	–
SKYW	Exit	SKYWEST INC	$0	–	-10,964	–	-0.17%	–
MC	Exit	MOELIS & COMPANY	$0	–	-14,794	–	-0.22%	–
HCC	Exit	WARRIOR MET COAL INC	$0	–	-32,152	–	-0.24%	–
PPBI	Exit	PACIFIC PREMIER BANCOR COM	$0	–	-23,515	–	-0.24%	–
KW	Exit	KENNEDY WILSON HOLDINGS	$0	–	-34,695	–	-0.25%	–
ESNT	Exit	ESSENT GROUP LTD	$0	–	-15,083	–	-0.26%	–
SYBT	Exit	STOCK YARDS BANCORP INC	$0	–	-16,062	–	-0.31%	–
WYND	Exit	WYNDHAM DESTINATIONS INC	$0	–	-24,275	–	-0.32%	–
MDT	Exit	MEDTRONIC PLC	$0	–	-12,230	–	-0.53%	–
LNC	Exit	LINCOLN NATIONAL CORP	$0	–	-32,973	–	-0.58%	–
HIG	Exit	HARTFORD FINL SVCS	$0	–	-38,722	–	-0.71%	–
PVH	Exit	PVH CORP	$0	–	-32,301	–	-0.74%	–
MPC	Exit	MARATHON PETROLEUM CORP	$0	–	-50,765	–	-0.90%	–
IVV	Exit	ISHARES S&P 500 INDX	$0	–	-8,450	–	-1.24%	–

Q2 2020

			Value		Shares		↓ Weighting
MSFT	New	MICROSOFT CORP	$8,796,000	–	43,220	–	4.18%	–
AAPL	New	APPLE INC	$8,370,000	–	22,945	–	3.98%	–
UNH	New	UNITEDHEALTH GROUP INC	$5,349,000	–	18,134	–	2.54%	–
JPM	New	JPMORGAN CHASE & CO	$4,996,000	–	53,111	–	2.37%	–
VZ	New	VERIZON COMMUNICATIONS INC	$4,803,000	–	87,126	–	2.28%	–
INTC	New	INTEL CORP	$4,801,000	–	80,237	–	2.28%	–
T	New	ATT INC	$4,714,000	–	155,931	–	2.24%	–
BAC	New	BANK OF AMERICA CORP	$4,409,000	–	185,630	–	2.10%	–
AMGN	New	AMGEN INC	$4,363,000	–	18,498	–	2.07%	–
CVS	New	CVS HEALTH CORP	$4,067,000	–	62,601	–	1.93%	–
BMY	New	BRISTOL MYERS	$3,989,000	–	67,839	–	1.90%	–
HD	New	HOME DEPOT INC	$3,848,000	–	15,362	–	1.83%	–
ABBV	New	ABBVIE INC	$3,821,000	–	38,919	–	1.82%	–
CVX	New	CHEVRON CORP	$3,610,000	–	40,457	–	1.72%	–
BBY	New	BEST BUY CO INC	$3,605,000	–	41,303	–	1.71%	–
MRK	New	MERCK & CO INC	$3,292,000	–	42,575	–	1.56%	–
IBM	New	INTL BUSINESS MACHINES CORP	$3,263,000	–	27,017	–	1.55%	–
URI	New	UNITED RENTALS INC	$3,123,000	–	20,956	–	1.48%	–
C	New	CITIGROUP INC	$3,089,000	–	60,450	–	1.47%	–
CMCSA	New	COMCAST CLASS A	$2,981,000	–	76,487	–	1.42%	–
MS	New	MORGAN STANLEY	$2,949,000	–	61,056	–	1.40%	–
ALL	New	ALLSTATE CORP	$2,876,000	–	29,656	–	1.37%	–
CBRE	New	CBRE GROUP INC CL A	$2,822,000	–	62,407	–	1.34%	–
AGG	New	ISHARES BARCLAYS AGGREGATE BON	$2,751,000	–	23,275	–	1.31%	–
MO	New	ALTRIA GROUP INC	$2,725,000	–	69,430	–	1.30%	–
PPL	New	PPL CORP	$2,713,000	–	105,004	–	1.29%	–
EXC	New	EXELON CORP	$2,688,000	–	74,070	–	1.28%	–
FDX	New	FEDERAL EXPRESS CORP	$2,657,000	–	18,950	–	1.26%	–
ICE	New	INTERCONTINENTAL EXCHANGE	$2,641,000	–	28,835	–	1.26%	–
IVV	New	ISHARES S&P 500 INDX	$2,617,000	–	8,450	–	1.24%	–
GOOGL	New	ALPHABET INC CLASS A	$2,575,000	–	1,816	–	1.22%	–
TGT	New	TARGET CORP COM	$2,436,000	–	20,313	–	1.16%	–
LMT	New	LOCKHEED MARTIN CORP	$2,362,000	–	6,474	–	1.12%	–
FMC	New	F M C CORP COM NEW	$2,356,000	–	23,648	–	1.12%	–
TSN	New	TYSON FOODS	$2,304,000	–	38,594	–	1.10%	–
LHX	New	L3HARRIS TECHNOLOGIES INC	$2,239,000	–	13,195	–	1.06%	–
PM	New	PHILIP MORRIS INTL INC	$2,196,000	–	31,351	–	1.04%	–
PHM	New	PULTE CORP	$2,061,000	–	60,578	–	0.98%	–
CE	New	CELANESE CORP	$2,053,000	–	23,773	–	0.98%	–
EBAY	New	EBAY INC COM	$2,034,000	–	38,784	–	0.97%	–
NOC	New	NORTHROP GRUMMAN CORP	$1,977,000	–	6,432	–	0.94%	–
VLO	New	VALERO ENERGY CORP	$1,959,000	–	33,301	–	0.93%	–
MPC	New	MARATHON PETROLEUM CORP	$1,898,000	–	50,765	–	0.90%	–
GS	New	GOLDMAN SACHS GROUP INC COM	$1,851,000	–	9,365	–	0.88%	–
AEP	New	AMERICAN ELECTRIC POWER INC.	$1,805,000	–	22,665	–	0.86%	–
AVGO	New	BROADCOM INC	$1,760,000	–	5,576	–	0.84%	–
PVH	New	PVH CORP	$1,552,000	–	32,301	–	0.74%	–
AKAM	New	AKAMAI TECHNOLOGIES INC	$1,523,000	–	14,222	–	0.72%	–
HIG	New	HARTFORD FINL SVCS	$1,493,000	–	38,722	–	0.71%	–
RHI	New	ROBERT HALF INTL	$1,487,000	–	28,145	–	0.71%	–
DPZ	New	DOMINO'S PIZZA, INC	$1,433,000	–	3,880	–	0.68%	–
KHC	New	KRAFT HEINZ	$1,394,000	–	43,713	–	0.66%	–
HZNP	New	HORIZON THERAPEUTICS PLC	$1,330,000	–	23,925	–	0.63%	–
TNDM	New	TANDEM DIABETES CARE INC	$1,312,000	–	13,264	–	0.62%	–
GILD	New	GILEAD SCIENCES INC	$1,293,000	–	16,800	–	0.61%	–
LNC	New	LINCOLN NATIONAL CORP	$1,213,000	–	32,973	–	0.58%	–
COUP	New	COUPA SOFTWARE INC	$1,127,000	–	4,067	–	0.54%	–
MDT	New	MEDTRONIC PLC	$1,121,000	–	12,230	–	0.53%	–
LLNW	New	LIMELIGHT NETWORKS INC	$1,007,000	–	136,857	–	0.48%	–
INSP	New	INSPIRE MED SYS INC COM	$953,000	–	10,948	–	0.45%	–
AYX	New	ALTERYX INC	$923,000	–	5,621	–	0.44%	–
LRCX	New	LAM RESEARCH CORPORATION	$915,000	–	2,829	–	0.44%	–
PCRX	New	PACIRA BIOSCIENCES INC	$907,000	–	17,289	–	0.43%	–
TRUP	New	TRUPANION INC	$891,000	–	20,879	–	0.42%	–
AMT	New	AMERICAN TOWER CORP	$884,000	–	3,420	–	0.42%	–
VCYT	New	VERACYTE INC	$879,000	–	33,923	–	0.42%	–
GNRC	New	GENERAC HOLDINGS INC	$853,000	–	6,993	–	0.40%	–
ASGN	New	ASGN INCORPORATED	$844,000	–	12,659	–	0.40%	–
PRSP	New	PERSPECTA INC COM	$831,000	–	35,771	–	0.40%	–
COP	New	CONOCOPHILLIPS	$811,000	–	19,299	–	0.38%	–
EVBG	New	EVERBRIDGE INC	$803,000	–	5,804	–	0.38%	–
PGR	New	PROGRESSIVE CORP	$798,000	–	9,964	–	0.38%	–
PFSI	New	PENNYMAC FINANCIAL SERVICES IN	$784,000	–	18,767	–	0.37%	–
MBUU	New	MALIBU BOATS, INC	$758,000	–	14,596	–	0.36%	–
RH	New	RH	$727,000	–	2,922	–	0.34%	–
BCC	New	BOISE CASCADE CO	$711,000	–	18,900	–	0.34%	–
NOMD	New	NOMAD FOODS LIMITED	$690,000	–	32,190	–	0.33%	–
WYND	New	WYNDHAM DESTINATIONS INC	$684,000	–	24,275	–	0.32%	–
WK	New	WORKIVA INC	$683,000	–	12,773	–	0.32%	–
MDC	New	MDC HOLDINGS INC	$659,000	–	18,453	–	0.31%	–
JACK	New	JACK IN THE BOX INC	$654,000	–	8,826	–	0.31%	–
UTMD	New	UTAH MED PRODS INC COM	$650,000	–	7,331	–	0.31%	–
SYBT	New	STOCK YARDS BANCORP INC	$646,000	–	16,062	–	0.31%	–
SWX	New	SOUTHWEST GAS CORP COM	$641,000	–	9,276	–	0.30%	–
INVA	New	INNOVIVA, INC	$629,000	–	44,986	–	0.30%	–
ENSG	New	ENSIGN GROUP INC	$626,000	–	14,952	–	0.30%	–
COWN	New	COWEN INC	$624,000	–	38,509	–	0.30%	–
UCTT	New	ULTRA CLEAN HOLDINGS INC	$616,000	–	27,207	–	0.29%	–
BGS	New	B&G FOODS INC	$607,000	–	24,898	–	0.29%	–
JBL	New	JABIL CIRCUIT INC	$606,000	–	18,892	–	0.29%	–
VAC	New	MARRIOTT VACATIONS WRL	$595,000	–	7,241	–	0.28%	–
SVC	New	SERVICE PROPERTIES TRUST	$585,000	–	82,568	–	0.28%	–
EME	New	EMCOR GROUP INC	$575,000	–	8,697	–	0.27%	–
FIX	New	COMFORT SYSTEMS USA	$571,000	–	14,016	–	0.27%	–
AEL	New	AMERICAN EQUITY INVESTMENT LIF	$565,000	–	22,882	–	0.27%	–
MTOR	New	MERITOR INC	$564,000	–	28,461	–	0.27%	–
EVER	New	EVERQUOTE INC.	$550,000	–	9,460	–	0.26%	–
ESNT	New	ESSENT GROUP LTD	$547,000	–	15,083	–	0.26%	–
SNX	New	SYNNEX CORPORATION	$548,000	–	4,573	–	0.26%	–
SBRA	New	SABRA HEALTH CARE REIT INC	$537,000	–	37,202	–	0.26%	–
KW	New	KENNEDY WILSON HOLDINGS	$528,000	–	34,695	–	0.25%	–
THC	New	TENET HEALTHCARE	$524,000	–	28,928	–	0.25%	–
OTTR	New	OTTER TAIL CORP	$521,000	–	13,425	–	0.25%	–
DY	New	DYCOM INDUSTRIES	$518,000	–	12,676	–	0.25%	–
PPBI	New	PACIFIC PREMIER BANCOR COM	$510,000	–	23,515	–	0.24%	–
AGM	New	FEDERAL AGRICULTURAL MORTGAGE	$509,000	–	7,950	–	0.24%	–
PDM	New	PIEDMONT OFFICE REALTY TRUST I	$507,000	–	30,514	–	0.24%	–
FHI	New	FEDERATED HERMES INC	$494,000	–	20,841	–	0.24%	–
FISV	New	FISERV INC	$494,000	–	5,058	–	0.24%	–
HCC	New	WARRIOR MET COAL INC	$495,000	–	32,152	–	0.24%	–
MCK	New	MCKESSON CORP	$488,000	–	3,180	–	0.23%	–
MC	New	MOELIS & COMPANY	$461,000	–	14,794	–	0.22%	–
ABG	New	ASBURY AUTOMOTIVE GROUP INC	$458,000	–	5,922	–	0.22%	–
BHE	New	BENCHMARK ELECTRONICS	$380,000	–	17,587	–	0.18%	–
INT	New	WORLD FUEL SERVICES CORP	$369,000	–	14,335	–	0.18%	–
SSB	New	SOUTH ST CORP COM	$366,000	–	7,684	–	0.17%	–
SKYW	New	SKYWEST INC	$358,000	–	10,964	–	0.17%	–
JNJ	New	JOHNSON JOHNSON	$323,000	–	2,295	–	0.15%	–
DRQ	New	DRIL-QUIP INC	$322,000	–	10,825	–	0.15%	–
RHP	New	RYMAN HOSPITALITY PPTY COM	$317,000	–	9,153	–	0.15%	–
KMB	New	KIMBERLY-CLARK CORP	$313,000	–	2,212	–	0.15%	–
AMP	New	AMERIPRISE FINANCIAL INC	$301,000	–	2,005	–	0.14%	–
BOOT	New	BOOT BARN HOLDINGS INC	$290,000	–	13,460	–	0.14%	–
GIII	New	G-III APPAREL GROUP LT COM	$273,000	–	20,534	–	0.13%	–
RTX	New	RAYTHEON TECHNOLOGIES CORPORAT	$267,000	–	4,329	–	0.13%	–
RCL	New	ROYAL CARIBBEAN CRUISES LTD	$254,000	–	5,047	–	0.12%	–
XEL	New	XCEL ENERGY INC COM	$250,000	–	4,000	–	0.12%	–
NRG	New	NRG ENERGY INC	$246,000	–	7,542	–	0.12%	–
LYB	New	LYONDELLBASELL INDUSTRIES NV	$245,000	–	3,729	–	0.12%	–
EBIX	New	EBIX INC	$243,000	–	10,847	–	0.12%	–
ANTM	New	ANTHEM INC	$236,000	–	899	–	0.11%	–
BDX	New	BECTON DICKINSON & CO	$223,000	–	930	–	0.11%	–
SJM	New	JM SMUCKER	$212,000	–	2,007	–	0.10%	–
PCAR	New	PACCAR INC	$211,000	–	2,820	–	0.10%	–
BAX	New	BAXTER INTL INC	$204,000	–	2,370	–	0.10%	–
JCI	New	JOHNSON CONTROLS PLC	$203,000	–	5,950	–	0.10%	–
TGI	New	TRIUMPH GROUP	$201,000	–	22,299	–	0.10%	–
LUMN	New	CENTURYLINK INC	$188,000	–	18,704	–	0.09%	–
HPQ	New	HP INC	$184,000	–	10,571	–	0.09%	–
MDP	New	MEREDITH CORPORATION	$156,000	–	10,694	–	0.07%	–
BMYRT	New	BMY CVR	$48,000	–	13,326	–	0.02%	–

Q4 2019

			Value		Shares		↓ Weighting
DTE	Exit	DTE ENERGY	$0	–	-1,597	–	-0.07%	–
JCI	Exit	JOHNSON CONTROLS PLC	$0	–	-5,140	–	-0.07%	–
BAX	Exit	BAXTER INTL INC	$0	–	-2,665	–	-0.07%	–
NRG	Exit	NRG ENERGY INC	$0	–	-5,924	–	-0.07%	–
BDX	Exit	BECTON DICKINSON & CO	$0	–	-930	–	-0.07%	–
HCC	Exit	WARRIOR MET COAL INC	$0	–	-12,142	–	-0.07%	–
EBIX	Exit	EBIX INC	$0	–	-5,587	–	-0.07%	–
CLF	Exit	CLEVELAND CLIFFS INC	$0	–	-35,313	–	-0.08%	–
XEL	Exit	XCEL ENERGY INC COM	$0	–	-4,000	–	-0.08%	–
KIM	Exit	KIMCO REALTY CORP	$0	–	-12,559	–	-0.08%	–
GIII	Exit	G-III APPAREL GROUP LT COM	$0	–	-11,214	–	-0.09%	–
MBUU	Exit	MALIBU BOATS, INC	$0	–	-9,584	–	-0.09%	–
MDP	Exit	MEREDITH CORPORATION	$0	–	-8,115	–	-0.09%	–
SGH	Exit	SMART GLOBAL HOLDINGS INC	$0	–	-11,793	–	-0.09%	–
BCOR	Exit	BLUCORA, INC	$0	–	-14,262	–	-0.10%	–
JNJ	Exit	JOHNSON JOHNSON	$0	–	-2,495	–	-0.10%	–
IAC	Exit	IAC INTERACTIVECORP COM	$0	–	-1,475	–	-0.10%	–
MED	Exit	MEDIFAST INC	$0	–	-3,159	–	-0.10%	–
EVBG	Exit	EVERBRIDGE INC	$0	–	-5,343	–	-0.10%	–
LYB	Exit	LYONDELLBASELL INDUSTRIES	$0	–	-3,714	–	-0.10%	–
SBGI	Exit	SINCLAIR BROADCAST GROUP I	$0	–	-7,881	–	-0.11%	–
NTB	Exit	BANK OF NT BUTTERFIELD AND	$0	–	-11,639	–	-0.11%	–
MTG	Exit	MGIC INVESTMENT CORP	$0	–	-28,124	–	-0.11%	–
BOOT	Exit	BOOT BARN HOLDINGS INC	$0	–	-10,314	–	-0.11%	–
INVA	Exit	INNOVIVA, INC	$0	–	-34,536	–	-0.11%	–
RTN	Exit	RAYTHEON CO	$0	–	-1,895	–	-0.12%	–
KEM	Exit	KEMET CORP	$0	–	-20,736	–	-0.12%	–
WK	Exit	WORKIVA INC	$0	–	-8,553	–	-0.12%	–
WNC	Exit	WABASH NATIONAL CORP	$0	–	-26,031	–	-0.12%	–
MTOR	Exit	MERITOR INC	$0	–	-20,641	–	-0.12%	–
AEL	Exit	AMERICAN EQUITY INVESTMENT	$0	–	-16,082	–	-0.12%	–
SNX	Exit	SYNNEX CORPORATION	$0	–	-3,448	–	-0.12%	–
RHP	Exit	RYMAN HOSPITALITY PPTY COM	$0	–	-4,998	–	-0.13%	–
COWN	Exit	COWEN INC	$0	–	-26,614	–	-0.13%	–
THC	Exit	TENET HEALTHCARE	$0	–	-18,561	–	-0.13%	–
PDM	Exit	PIEDMONT OFFICE REALTY TRU	$0	–	-19,776	–	-0.13%	–
CSFL	Exit	CENTERSTATE BANK CORP	$0	–	-17,335	–	-0.13%	–
PFBC	Exit	PREFERRED BANK	$0	–	-8,039	–	-0.13%	–
FIX	Exit	COMFORT SYSTEMS USA	$0	–	-9,869	–	-0.14%	–
PCRX	Exit	PACIRA BIOSCIENCES INC	$0	–	-11,719	–	-0.14%	–
DIN	Exit	DINE BRANDS GLOBAL	$0	–	-6,029	–	-0.14%	–
IBKC	Exit	IBERIABANK CORP	$0	–	-6,060	–	-0.14%	–
DRQ	Exit	DRIL-QUIP INC	$0	–	-9,134	–	-0.14%	–
AYR	Exit	AIRCASTLE LTD	$0	–	-20,449	–	-0.14%	–
AGM	Exit	FEDERAL AGRICULTURAL MORTG	$0	–	-5,650	–	-0.14%	–
INSP	Exit	INSPIRE MED SYS INC COM	$0	–	-7,608	–	-0.15%	–
MCK	Exit	MCKESSON CORP	$0	–	-3,408	–	-0.15%	–
KFRC	Exit	KFORCE INC	$0	–	-12,289	–	-0.15%	–
SKYW	Exit	SKYWEST INC	$0	–	-8,214	–	-0.15%	–
ENSG	Exit	ENSIGN GROUP INC	$0	–	-10,042	–	-0.15%	–
OTTR	Exit	OTTER TAIL CORP	$0	–	-9,125	–	-0.15%	–
RH	Exit	RH	$0	–	-2,882	–	-0.15%	–
INT	Exit	WORLD FUEL SERVICES CORP	$0	–	-12,335	–	-0.16%	–
AAN	Exit	AARONS INC	$0	–	-7,703	–	-0.16%	–
OFG	Exit	ORIENTAL FINANCIAL GROUP I	$0	–	-23,761	–	-0.16%	–
ESNT	Exit	ESSENT GROUP LTD	$0	–	-10,863	–	-0.16%	–
EME	Exit	EMCOR GROUP INC	$0	–	-6,074	–	-0.16%	–
ANTM	Exit	ANTHEM INC	$0	–	-2,185	–	-0.16%	–
TNDM	Exit	TANDEM DIABETES CARE INC	$0	–	-8,944	–	-0.17%	–
KW	Exit	KENNEDY WILSON HOLDINGS	$0	–	-24,175	–	-0.17%	–
ABG	Exit	ASBURY AUTOMOTIVE GROUP IN	$0	–	-5,160	–	-0.17%	–
UTMD	Exit	UTAH MED PRODS INC COM	$0	–	-5,561	–	-0.17%	–
ASGN	Exit	ASGN INCORPORATED	$0	–	-8,844	–	-0.17%	–
VAC	Exit	MARRIOTT VACATIONS WRL	$0	–	-5,431	–	-0.18%	–
SWX	Exit	SOUTHWEST GAS CORP COM	$0	–	-6,226	–	-0.18%	–
MDC	Exit	MDC HOLDINGS INC	$0	–	-13,243	–	-0.18%	–
COUP	Exit	COUPA SOFTWARE INC	$0	–	-4,565	–	-0.18%	–
SBRA	Exit	SABRA HEALTH CARE REIT INC	$0	–	-25,702	–	-0.18%	–
HZNP	Exit	HORIZON THERAPEUTICS PLC	$0	–	-21,754	–	-0.19%	–
AYX	Exit	ALTERYX INC	$0	–	-5,515	–	-0.19%	–
VCYT	Exit	VERACYTE INC	$0	–	-26,090	–	-0.20%	–
GNRC	Exit	GENERAC HOLDINGS INC	$0	–	-8,126	–	-0.20%	–
JLL	Exit	JONES LANG LASALLE INC	$0	–	-6,162	–	-0.27%	–
COP	Exit	CONOCOPHILLIPS	$0	–	-19,584	–	-0.35%	–
PRSP	Exit	PERSPECTA INC COM	$0	–	-47,682	–	-0.39%	–
WYND	Exit	WYNDHAM DESTINATIONS INC	$0	–	-35,745	–	-0.52%	–
ABBV	Exit	ABBVIE INC	$0	–	-23,021	–	-0.55%	–
JBL	Exit	JABIL CIRCUIT INC	$0	–	-50,803	–	-0.57%	–
SVC	Exit	SERVICE PROPERTIES TRUST	$0	–	-71,488	–	-0.58%	–
DXC	Exit	DXC TECHNOLOGY CO	$0	–	-63,900	–	-0.59%	–
KSS	Exit	KOHLS CORP	$0	–	-40,585	–	-0.63%	–
RL	Exit	RALPH LAUREN CORP	$0	–	-21,660	–	-0.65%	–
PRU	Exit	PRUDENTIAL FINANCIAL INC	$0	–	-26,374	–	-0.74%	–
AEP	Exit	AMERICAN ELECTRIC POWER IN	$0	–	-25,455	–	-0.75%	–
PM	Exit	PHILIP MORRIS INTL INC	$0	–	-32,281	–	-0.77%	–
HIG	Exit	HARTFORD FINL SVCS	$0	–	-41,894	–	-0.80%	–
AXP	Exit	AMERICAN EXPRESS	$0	–	-21,730	–	-0.81%	–
AGG	Exit	ISHARES BARCLAYS AGGREGATEetf	$0	–	-23,275	–	-0.83%	–
RHI	Exit	ROBERT HALF INTL	$0	–	-48,952	–	-0.86%	–
LNC	Exit	LINCOLN NATIONAL CORP	$0	–	-45,765	–	-0.87%	–
CELG	Exit	CELGENE CORP	$0	–	-29,328	–	-0.91%	–
FISV	Exit	FISERV INC	$0	–	-30,544	–	-0.99%	–
AVGO	Exit	BROADCOM INC	$0	–	-11,958	–	-1.04%	–
RCL	Exit	ROYAL CARIBBEAN CRUISES LT	$0	–	-33,604	–	-1.14%	–
PVH	Exit	PVH CORP	$0	–	-44,227	–	-1.22%	–
PHM	Exit	PULTE CORP	$0	–	-108,588	–	-1.24%	–
PPL	Exit	PPL CORP	$0	–	-130,974	–	-1.29%	–
MO	Exit	ALTRIA GROUP INC	$0	–	-102,012	–	-1.31%	–
GOOGL	Exit	ALPHABET INC CLASS A	$0	–	-3,479	–	-1.33%	–
AMGN	Exit	AMGEN INC	$0	–	-22,483	–	-1.36%	–
CE	Exit	CELANESE CORP	$0	–	-36,517	–	-1.40%	–
CF	Exit	CF INDUSTRIES HOLDINGS INC	$0	–	-90,904	–	-1.40%	–
AGN	Exit	ALLERGAN INC	$0	–	-26,716	–	-1.41%	–
MS	Exit	MORGAN STANLEY	$0	–	-105,807	–	-1.42%	–
VLO	Exit	VALERO ENERGY CORP	$0	–	-54,711	–	-1.46%	–
TSN	Exit	TYSON FOODS	$0	–	-54,689	–	-1.48%	–
BMY	Exit	BRISTOL MYERS	$0	–	-92,903	–	-1.48%	–
URI	Exit	UNITED RENTALS INC	$0	–	-38,046	–	-1.49%	–
LMT	Exit	LOCKHEED MARTIN CORP	$0	–	-12,322	–	-1.51%	–
ALL	Exit	ALLSTATE CORP	$0	–	-44,284	–	-1.51%	–
COF	Exit	CAPITAL ONE FINL CORP	$0	–	-53,388	–	-1.52%	–
MPC	Exit	MARATHON PETROLEUM CORP	$0	–	-80,708	–	-1.54%	–
EXC	Exit	EXELON CORP	$0	–	-101,733	–	-1.54%	–
PCAR	Exit	PACCAR INC	$0	–	-71,240	–	-1.56%	–
CBRE	Exit	CBRE GROUP INC CL A	$0	–	-96,397	–	-1.60%	–
CSCO	Exit	CISCO SYSTEMS INC	$0	–	-104,614	–	-1.62%	–
MRK	Exit	MERCK & CO INC	$0	–	-62,483	–	-1.65%	–
BBY	Exit	BEST BUY CO INC	$0	–	-76,397	–	-1.65%	–
DAL	Exit	DELTA AIRLINES INC	$0	–	-96,609	–	-1.75%	–
TGT	Exit	TARGET CORP COM	$0	–	-55,129	–	-1.85%	–
BA	Exit	BOEING CO	$0	–	-15,638	–	-1.87%	–
VZ	Exit	VERIZON COMMUNICATIONS INC	$0	–	-99,898	–	-1.89%	–
CVS	Exit	CVS HEALTH CORP	$0	–	-97,902	–	-1.94%	–
CMCSA	Exit	COMCAST CLASS A	$0	–	-140,268	–	-1.98%	–
INTC	Exit	INTEL CORP	$0	–	-125,452	–	-2.03%	–
UNH	Exit	UNITEDHEALTH GROUP INC	$0	–	-30,558	–	-2.08%	–
C	Exit	CITIGROUP INC	$0	–	-96,984	–	-2.10%	–
CVX	Exit	CHEVRON CORP	$0	–	-62,982	–	-2.34%	–
HD	Exit	HOME DEPOT INC	$0	–	-34,189	–	-2.49%	–
T	Exit	ATT INC	$0	–	-218,409	–	-2.59%	–
BAC	Exit	BANK OF AMERICA CORP	$0	–	-290,697	–	-2.66%	–
JPM	Exit	JPMORGAN CHASE & CO	$0	–	-96,454	–	-3.56%	–
MSFT	Exit	MICROSOFT CORP	$0	–	-82,924	–	-3.62%	–
AAPL	Exit	APPLE INC	$0	–	-74,022	–	-5.20%	–

Q3 2019

			Value		Shares		↓ Weighting
AAPL	Sell	APPLE INC	$16,579,000	+7.1%	74,022	-5.3%	5.20%	+17.2%
MSFT	Sell	MICROSOFT CORP	$11,529,000	-6.7%	82,924	-10.1%	3.62%	+2.1%
JPM	Sell	JPMORGAN CHASE & CO	$11,352,000	-7.8%	96,454	-12.4%	3.56%	+0.9%
BAC	Sell	BANK OF AMERICA CORP	$8,480,000	-13.1%	290,697	-13.6%	2.66%	-4.9%
T	Sell	ATT INC	$8,265,000	-2.6%	218,409	-13.7%	2.59%	+6.6%
HD	Sell	HOME DEPOT INC	$7,933,000	+1.8%	34,189	-8.7%	2.49%	+11.4%
CVX	Sell	CHEVRON CORP	$7,470,000	-15.2%	62,982	-11.0%	2.34%	-7.2%
C	Sell	CITIGROUP INC	$6,700,000	-11.0%	96,984	-9.8%	2.10%	-2.6%
UNH	Sell	UNITEDHEALTH GROUP INC	$6,641,000	-18.2%	30,558	-8.1%	2.08%	-10.5%
INTC	Sell	INTEL CORP	$6,465,000	-5.0%	125,452	-11.7%	2.03%	+4.0%
CMCSA	Buy	COMCAST CLASS A	$6,323,000	+14.5%	140,268	+7.4%	1.98%	+25.3%
CVS	Sell	CVS HEALTH CORP	$6,175,000	+2.5%	97,902	-11.4%	1.94%	+12.2%
VZ	Sell	VERIZON COMMUNICATIONS INC	$6,030,000	-11.6%	99,898	-16.3%	1.89%	-3.3%
BA	Sell	BOEING CO	$5,950,000	-6.3%	15,638	-10.3%	1.87%	+2.5%
TGT	Sell	TARGET CORP COM	$5,894,000	+20.8%	55,129	-2.1%	1.85%	+32.2%
DAL	Sell	DELTA AIRLINES INC	$5,565,000	-4.2%	96,609	-5.6%	1.75%	+4.8%
BBY	Sell	BEST BUY CO INC	$5,271,000	-9.4%	76,397	-8.5%	1.65%	-0.9%
MRK	New	MERCK & CO INC	$5,260,000	–	62,483	–	1.65%	–
CSCO	Sell	CISCO SYSTEMS INC	$5,169,000	-33.8%	104,614	-26.6%	1.62%	-27.5%
CBRE	Sell	CBRE GROUP INC CL A	$5,110,000	-9.1%	96,397	-12.0%	1.60%	-0.5%
PCAR	Buy	PACCAR INC	$4,988,000	-1.7%	71,240	+0.6%	1.56%	+7.5%
EXC	Sell	EXELON CORP	$4,915,000	-11.8%	101,733	-12.5%	1.54%	-3.6%
MPC	Sell	MARATHON PETROLEUM CORP	$4,903,000	-3.7%	80,708	-11.4%	1.54%	+5.4%
COF	Sell	CAPITAL ONE FINL CORP	$4,857,000	-9.5%	53,388	-9.7%	1.52%	-0.9%
ALL	Buy	ALLSTATE CORP	$4,813,000	+1263.5%	44,284	+1176.6%	1.51%	+1395.0%
LMT	New	LOCKHEED MARTIN CORP	$4,806,000	–	12,322	–	1.51%	–
URI	Buy	UNITED RENTALS INC	$4,742,000	-0.1%	38,046	+6.3%	1.49%	+9.3%
BMY	Sell	BRISTOL MYERS	$4,711,000	+7.9%	92,903	-3.5%	1.48%	+18.1%
TSN	Buy	TYSON FOODS	$4,711,000	+55.4%	54,689	+45.7%	1.48%	+70.1%
VLO	Sell	VALERO ENERGY CORP	$4,664,000	-11.0%	54,711	-10.6%	1.46%	-2.6%
MS	Sell	MORGAN STANLEY	$4,515,000	-10.9%	105,807	-8.6%	1.42%	-2.5%
AGN	Sell	ALLERGAN INC	$4,496,000	-21.0%	26,716	-21.4%	1.41%	-13.5%
CF	New	CF INDUSTRIES HOLDINGS INC	$4,472,000	–	90,904	–	1.40%	–
CE	Sell	CELANESE CORP	$4,466,000	+0.8%	36,517	-11.1%	1.40%	+10.3%
AMGN	Sell	AMGEN INC	$4,351,000	-11.8%	22,483	-16.0%	1.36%	-3.5%
GOOGL	Sell	ALPHABET INC CLASS A	$4,248,000	+5.5%	3,479	-6.4%	1.33%	+15.4%
MO	Sell	ALTRIA GROUP INC	$4,172,000	-16.9%	102,012	-3.8%	1.31%	-9.2%
PPL	Sell	PPL CORP	$4,124,000	-7.9%	130,974	-9.3%	1.29%	+0.7%
PHM	Buy	PULTE CORP	$3,969,000	+46.0%	108,588	+26.3%	1.24%	+59.8%
PVH	Sell	PVH CORP	$3,902,000	-14.6%	44,227	-8.4%	1.22%	-6.6%
RCL	Sell	ROYAL CARIBBEAN CRUISES LT	$3,640,000	-25.3%	33,604	-16.4%	1.14%	-18.3%
AVGO	Sell	BROADCOM INC	$3,301,000	-39.4%	11,958	-36.8%	1.04%	-33.7%
FISV	New	FISERV INC	$3,164,000	–	30,544	–	0.99%	–
CELG	Sell	CELGENE CORP	$2,912,000	-11.0%	29,328	-17.1%	0.91%	-2.6%
LNC	Sell	LINCOLN NATIONAL CORP	$2,761,000	-12.6%	45,765	-6.6%	0.87%	-4.4%
RHI	Sell	ROBERT HALF INTL	$2,725,000	-3.9%	48,952	-1.6%	0.86%	+5.0%
AXP	Sell	AMERICAN EXPRESS	$2,570,000	-18.8%	21,730	-15.2%	0.81%	-11.1%
HIG	Sell	HARTFORD FINL SVCS	$2,539,000	-11.6%	41,894	-18.7%	0.80%	-3.3%
PM	New	PHILIP MORRIS INTL INC	$2,451,000	–	32,281	–	0.77%	–
AEP	Sell	AMERICAN ELECTRIC POWER IN	$2,385,000	+3.1%	25,455	-3.2%	0.75%	+12.7%
PRU	Sell	PRUDENTIAL FINANCIAL INC	$2,372,000	-53.3%	26,374	-47.6%	0.74%	-49.0%
RL	Sell	RALPH LAUREN CORP	$2,068,000	-21.9%	21,660	-7.1%	0.65%	-14.6%
KSS	Sell	KOHLS CORP	$2,015,000	-2.8%	40,585	-6.9%	0.63%	+6.4%
DXC	Sell	DXC TECHNOLOGY CO	$1,885,000	-51.2%	63,900	-8.7%	0.59%	-46.5%
SVC	New	SERVICE PROPERTIES TRUST	$1,844,000	–	71,488	–	0.58%	–
JBL	Sell	JABIL CIRCUIT INC	$1,817,000	+4.8%	50,803	-7.4%	0.57%	+14.7%
ABBV	Buy	ABBVIE INC	$1,743,000	+27.3%	23,021	+22.3%	0.55%	+39.2%
WYND	Buy	WYNDHAM DESTINATIONS INC	$1,645,000	+7.2%	35,745	+2.3%	0.52%	+17.3%
PRSP	Sell	PERSPECTA INC COM	$1,245,000	+7.2%	47,682	-3.8%	0.39%	+17.4%
COP	Sell	CONOCOPHILLIPS	$1,116,000	-29.2%	19,584	-24.2%	0.35%	-22.6%
JLL	Buy	JONES LANG LASALLE INC	$857,000	+19.9%	6,162	+21.2%	0.27%	+31.2%
GNRC	Buy	GENERAC HOLDINGS INC	$637,000	+13.3%	8,126	+0.3%	0.20%	+24.2%
VCYT	Sell	VERACYTE INC	$626,000	-30.0%	26,090	-16.8%	0.20%	-23.4%
AYX	Sell	ALTERYX INC	$592,000	-22.4%	5,515	-21.1%	0.19%	-15.1%
HZNP	Sell	HORIZON THERAPEUTICS PLC	$592,000	+1.0%	21,754	-10.7%	0.19%	+10.7%
SBRA	Buy	SABRA HEALTH CARE REIT INC	$590,000	+22.4%	25,702	+5.0%	0.18%	+34.1%
COUP	Sell	COUPA SOFTWARE INC	$591,000	-4.2%	4,565	-6.4%	0.18%	+4.5%
SWX	Buy	SOUTHWEST GAS CORP COM	$567,000	+2.0%	6,226	+0.4%	0.18%	+11.9%
VAC	Buy	MARRIOTT VACATIONS WRL	$563,000	+7.9%	5,431	+0.3%	0.18%	+18.0%
ASGN	Buy	ASGN INCORPORATED	$556,000	+3.9%	8,844	+0.2%	0.17%	+13.7%
TNDM	New	TANDEM DIABETES CARE INC	$528,000	–	8,944	–	0.17%	–
ABG	Buy	ASBURY AUTOMOTIVE GROUP IN	$528,000	+21.7%	5,160	+0.3%	0.17%	+33.9%
KW	Buy	KENNEDY WILSON HOLDINGS	$530,000	+7.1%	24,175	+0.4%	0.17%	+16.9%
ANTM	Sell	ANTHEM INC	$525,000	-31.9%	2,185	-20.0%	0.16%	-25.3%
OFG	Buy	ORIENTAL FINANCIAL GROUP I	$520,000	-7.6%	23,761	+0.4%	0.16%	+1.2%
ESNT	Buy	ESSENT GROUP LTD	$518,000	+2.0%	10,863	+0.4%	0.16%	+11.6%
INT	New	WORLD FUEL SERVICES CORP	$493,000	–	12,335	–	0.16%	–
AAN	Buy	AARONS INC	$495,000	+4.9%	7,703	+0.3%	0.16%	+14.8%
OTTR	Buy	OTTER TAIL CORP	$490,000	+2.3%	9,125	+0.7%	0.15%	+12.4%
ENSG	Sell	ENSIGN GROUP INC	$476,000	-26.5%	10,042	-11.8%	0.15%	-19.9%
SKYW	Buy	SKYWEST INC	$471,000	-5.2%	8,214	+0.2%	0.15%	+3.5%
KFRC	Buy	KFORCE INC	$465,000	+8.1%	12,289	+0.3%	0.15%	+18.7%
INSP	New	INSPIRE MED SYS INC COM	$464,000	–	7,608	–	0.15%	–
MCK	Buy	MCKESSON CORP	$466,000	+4.3%	3,408	+2.5%	0.15%	+14.1%
AGM	Buy	FEDERAL AGRICULTURAL MORTG	$461,000	+12.7%	5,650	+0.5%	0.14%	+23.9%
IBKC	Buy	IBERIABANK CORP	$458,000	+0.2%	6,060	+0.5%	0.14%	+9.9%
DRQ	New	DRIL-QUIP INC	$458,000	–	9,134	–	0.14%	–
AYR	Buy	AIRCASTLE LTD	$459,000	+5.5%	20,449	+0.0%	0.14%	+15.2%
DIN	Buy	DINE BRANDS GLOBAL	$457,000	-20.5%	6,029	+0.2%	0.14%	-13.3%
FIX	Buy	COMFORT SYSTEMS USA	$437,000	-13.1%	9,869	+0.1%	0.14%	-4.9%
PDM	Buy	PIEDMONT OFFICE REALTY TRU	$413,000	+5.6%	19,776	+0.9%	0.13%	+16.1%
COWN	Buy	COWEN INC	$410,000	-9.9%	26,614	+0.5%	0.13%	-0.8%
THC	Buy	TENET HEALTHCARE	$411,000	+13.9%	18,561	+6.1%	0.13%	+24.0%
RHP	Buy	RYMAN HOSPITALITY PPTY COM	$409,000	+1.2%	4,998	+0.4%	0.13%	+10.3%
AEL	Buy	AMERICAN EQUITY INVESTMENT	$389,000	-2.0%	16,082	+9.9%	0.12%	+7.0%
SNX	Buy	SYNNEX CORPORATION	$389,000	+21.2%	3,448	+5.7%	0.12%	+32.6%
MTOR	Buy	MERITOR INC	$382,000	-23.1%	20,641	+0.6%	0.12%	-16.1%
WNC	Buy	WABASH NATIONAL CORP	$378,000	-10.4%	26,031	+0.4%	0.12%	-1.7%
KEM	Buy	KEMET CORP	$377,000	-2.8%	20,736	+0.5%	0.12%	+6.3%
RTN	Sell	RAYTHEON CO	$372,000	-38.7%	1,895	-45.7%	0.12%	-32.8%
INVA	Buy	INNOVIVA, INC	$364,000	-27.3%	34,536	+0.3%	0.11%	-20.8%
BOOT	Sell	BOOT BARN HOLDINGS INC	$360,000	-10.4%	10,314	-8.5%	0.11%	-1.7%
MTG	Buy	MGIC INVESTMENT CORP	$354,000	-3.8%	28,124	+0.5%	0.11%	+4.7%
NTB	Buy	BANK OF NT BUTTERFIELD AND	$345,000	-12.2%	11,639	+0.5%	0.11%	-4.4%
EVBG	Buy	EVERBRIDGE INC	$330,000	-30.7%	5,343	+0.3%	0.10%	-24.1%
LYB	New	LYONDELLBASELL INDUSTRIES	$332,000	–	3,714	–	0.10%	–
MED	Buy	MEDIFAST INC	$327,000	-8.7%	3,159	+13.3%	0.10%	0.0%
JNJ	Sell	JOHNSON JOHNSON	$323,000	-9.3%	2,495	-2.4%	0.10%	-1.0%
BCOR	Buy	BLUCORA, INC	$309,000	-28.3%	14,262	+0.5%	0.10%	-21.8%
SGH	Sell	SMART GLOBAL HOLDINGS INC	$300,000	+9.1%	11,793	-1.5%	0.09%	+19.0%
MDP	Buy	MEREDITH CORPORATION	$297,000	-33.4%	8,115	+0.3%	0.09%	-27.3%
MBUU	Buy	MALIBU BOATS, INC	$294,000	-20.8%	9,584	+0.4%	0.09%	-13.2%
GIII	Buy	G-III APPAREL GROUP LT COM	$289,000	-12.2%	11,214	+0.4%	0.09%	-3.2%
KIM	Buy	KIMCO REALTY CORP	$262,000	+14.9%	12,559	+1.8%	0.08%	+26.2%
CLF	Buy	CLEVELAND CLIFFS INC	$255,000	-32.0%	35,313	+0.4%	0.08%	-25.9%
NRG	Buy	NRG ENERGY INC	$235,000	+15.2%	5,924	+1.9%	0.07%	+25.4%
BAX	Sell	BAXTER INTL INC	$233,000	-22.1%	2,665	-27.1%	0.07%	-15.1%
JCI	New	JOHNSON CONTROLS PLC	$226,000	–	5,140	–	0.07%	–
DTE	New	DTE ENERGY	$212,000	–	1,597	–	0.07%	–
RYAM	Exit	RAYONIER ADVANCED MATLS INC	$0	–	-28,943	–	-0.05%	–
CSX	Exit	CSX CORP	$0	–	-2,873	–	-0.06%	–
CRZO	Exit	CARRIZO OIL & GAS INC	$0	–	-22,747	–	-0.06%	–
FE	Exit	FIRSTENERGY CORP	$0	–	-5,389	–	-0.07%	–
VSH	Exit	VISHAY INTERTECHNOLOGY INC	$0	–	-17,154	–	-0.08%	–
REGI	Exit	RENEWABLE ENERGY GROUP INC	$0	–	-20,235	–	-0.09%	–
UTX	Exit	UNITED TECHNOLOGIES CORP	$0	–	-2,592	–	-0.10%	–
PUMP	Exit	PROPETRO HLDG CORP	$0	–	-16,641	–	-0.10%	–
GHDX	Exit	GENOMIC HEALTH INC	$0	–	-7,322	–	-0.12%	–
CTVA	Exit	CORTEVA INC	$0	–	-31,733	–	-0.27%	–
LEN	Exit	LENNAR CORP	$0	–	-26,829	–	-0.37%	–
CMI	Exit	CUMMINS INC	$0	–	-8,495	–	-0.42%	–
DOW	Exit	DOW INC	$0	–	-30,884	–	-0.44%	–
HPT	Exit	HOSPITALITY PPTYS TR	$0	–	-78,141	–	-0.56%	–
DD	Exit	DUPONT DE NEMOURS INC	$0	–	-31,732	–	-0.68%	–
FDC	Exit	FIRST DATA CORP NEW	$0	–	-102,619	–	-0.80%	–
PNC	Exit	PNC FINL SVCS GROUP INC	$0	–	-25,239	–	-0.99%	–
CAT	Exit	CATERPILLAR INC DEL	$0	–	-29,095	–	-1.14%	–
SJM	Exit	SMUCKER J M CO	$0	–	-39,120	–	-1.29%	–
PFE	Exit	PFIZER INC	$0	–	-198,063	–	-2.46%	–

Q2 2019

			Value		Shares		↓ Weighting
AAPL	New	APPLE INC	$15,476,000	–	78,194	–	4.44%	–
MSFT	New	MICROSOFT CORP	$12,352,000	–	92,209	–	3.54%	–
JPM	New	JPMORGAN CHASE & CO	$12,311,000	–	110,120	–	3.53%	–
BAC	New	BANK AMER CORP	$9,754,000	–	336,332	–	2.80%	–
CVX	New	CHEVRON CORP NEW	$8,810,000	–	70,800	–	2.53%	–
PFE	New	PFIZER INC	$8,580,000	–	198,063	–	2.46%	–
T	New	AT&T INC	$8,483,000	–	253,148	–	2.43%	–
UNH	New	UNITEDHEALTH GROUP INC	$8,116,000	–	33,260	–	2.33%	–
CSCO	New	CISCO SYS INC	$7,805,000	–	142,606	–	2.24%	–
HD	New	HOME DEPOT INC	$7,791,000	–	37,464	–	2.23%	–
C	New	CITIGROUP INC	$7,530,000	–	107,531	–	2.16%	–
VZ	New	VERIZON COMMUNICATIONS INC	$6,822,000	–	119,416	–	1.96%	–
INTC	New	INTEL CORP	$6,803,000	–	142,108	–	1.95%	–
BA	New	BOEING CO	$6,348,000	–	17,439	–	1.82%	–
CVS	New	CVS HEALTH CORP	$6,024,000	–	110,559	–	1.73%	–
BBY	New	BEST BUY INC	$5,821,000	–	83,473	–	1.67%	–
DAL	New	DELTA AIR LINES INC DEL	$5,809,000	–	102,357	–	1.67%	–
AGN	New	ALLERGAN PLC	$5,691,000	–	33,989	–	1.63%	–
CBRE	New	CBRE GROUP INC	$5,622,000	–	109,590	–	1.61%	–
EXC	New	EXELON CORP	$5,575,000	–	116,296	–	1.60%	–
CMCSA	New	COMCAST CORP NEW	$5,522,000	–	130,609	–	1.58%	–
AVGO	New	BROADCOM INC	$5,445,000	–	18,916	–	1.56%	–
COF	New	CAPITAL ONE FINL CORP	$5,364,000	–	59,110	–	1.54%	–
VLO	New	VALERO ENERGY CORP NEW	$5,242,000	–	61,227	–	1.50%	–
MPC	New	MARATHON PETE CORP	$5,090,000	–	91,088	–	1.46%	–
PRU	New	PRUDENTIAL FINL INC	$5,083,000	–	50,323	–	1.46%	–
PCAR	New	PACCAR INC	$5,076,000	–	70,833	–	1.46%	–
MS	New	MORGAN STANLEY	$5,069,000	–	115,703	–	1.45%	–
MO	New	ALTRIA GROUP INC	$5,023,000	–	106,076	–	1.44%	–
AMGN	New	AMGEN INC	$4,932,000	–	26,762	–	1.41%	–
TGT	New	TARGET CORP	$4,878,000	–	56,322	–	1.40%	–
RCL	New	ROYAL CARIBBEAN CRUISES LTD	$4,872,000	–	40,197	–	1.40%	–
URI	New	UNITED RENTALS INC	$4,748,000	–	35,798	–	1.36%	–
PVH	New	PVH CORP	$4,568,000	–	48,264	–	1.31%	–
SJM	New	SMUCKER J M CO	$4,506,000	–	39,120	–	1.29%	–
PPL	New	PPL CORP	$4,480,000	–	144,464	–	1.28%	–
CE	New	CELANESE CORP DEL	$4,429,000	–	41,085	–	1.27%	–
BMY	New	BRISTOL MYERS SQUIBB CO	$4,365,000	–	96,247	–	1.25%	–
GOOGL	New	ALPHABET INC	$4,026,000	–	3,718	–	1.16%	–
CAT	New	CATERPILLAR INC DEL	$3,965,000	–	29,095	–	1.14%	–
DXC	New	DXC TECHNOLOGY CO	$3,859,000	–	69,973	–	1.11%	–
PNC	New	PNC FINL SVCS GROUP INC	$3,465,000	–	25,239	–	0.99%	–
CELG	New	CELGENE CORP	$3,271,000	–	35,388	–	0.94%	–
AXP	New	AMERICAN EXPRESS CO	$3,164,000	–	25,635	–	0.91%	–
LNC	New	LINCOLN NATL CORP IND	$3,160,000	–	49,025	–	0.91%	–
TSN	New	TYSON FOODS INC	$3,031,000	–	37,539	–	0.87%	–
HIG	New	HARTFORD FINL SVCS GROUP INC	$2,873,000	–	51,557	–	0.82%	–
RHI	New	ROBERT HALF INTL INC	$2,837,000	–	49,758	–	0.81%	–
FDC	New	FIRST DATA CORP NEW	$2,778,000	–	102,619	–	0.80%	–
PHM	New	PULTE GROUP INC	$2,718,000	–	85,944	–	0.78%	–
RL	New	RALPH LAUREN CORP	$2,649,000	–	23,324	–	0.76%	–
AGG	New	ISHARES TRetf	$2,592,000	–	23,275	–	0.74%	–
DD	New	DUPONT DE NEMOURS INC	$2,382,000	–	31,732	–	0.68%	–
AEP	New	AMERICAN ELEC PWR CO INC	$2,314,000	–	26,289	–	0.66%	–
KSS	New	KOHLS CORP	$2,072,000	–	43,580	–	0.59%	–
HPT	New	HOSPITALITY PPTYS TR	$1,954,000	–	78,141	–	0.56%	–
JBL	New	JABIL INC	$1,733,000	–	54,845	–	0.50%	–
COP	New	CONOCOPHILLIPS	$1,576,000	–	25,831	–	0.45%	–
WYND	New	WYNDHAM DESTINATIONS INC	$1,535,000	–	34,956	–	0.44%	–
DOW	New	DOW INC	$1,523,000	–	30,884	–	0.44%	–
CMI	New	CUMMINS INC	$1,456,000	–	8,495	–	0.42%	–
ABBV	New	ABBVIE INC	$1,369,000	–	18,819	–	0.39%	–
LEN	New	LENNAR CORP	$1,300,000	–	26,829	–	0.37%	–
PRSP	New	PERSPECTA INC	$1,161,000	–	49,577	–	0.33%	–
CTVA	New	CORTEVA INC	$938,000	–	31,733	–	0.27%	–
VCYT	New	VERACYTE INC	$894,000	–	31,348	–	0.26%	–
ANTM	New	ANTHEM INC	$771,000	–	2,732	–	0.22%	–
AYX	New	ALTERYX INC	$763,000	–	6,992	–	0.22%	–
JLL	New	JONES LANG LASALLE INC	$715,000	–	5,084	–	0.20%	–
ENSG	New	ENSIGN GROUP INC	$648,000	–	11,383	–	0.19%	–
COUP	New	COUPA SOFTWARE INC	$617,000	–	4,876	–	0.18%	–
RTN	New	RAYTHEON CO	$607,000	–	3,492	–	0.17%	–
HZNP	New	HORIZON THERAPEUTICS PUB LTD	$586,000	–	24,359	–	0.17%	–
DIN	New	DINE BRANDS GLOBAL INC	$575,000	–	6,018	–	0.16%	–
GNRC	New	GENERAC HLDGS INC	$562,000	–	8,104	–	0.16%	–
OFG	New	OFG BANCORP	$563,000	–	23,676	–	0.16%	–
SWX	New	SOUTHWEST GAS HOLDINGS INC	$556,000	–	6,202	–	0.16%	–
ASGN	New	ASGN INC	$535,000	–	8,823	–	0.15%	–
EME	New	EMCOR GROUP INC	$535,000	–	6,074	–	0.15%	–
UTMD	New	UTAH MED PRODS INC	$532,000	–	5,561	–	0.15%	–
VAC	New	MARRIOTT VACTINS WORLDWID CO	$522,000	–	5,417	–	0.15%	–
PCRX	New	PACIRA BIOSCIENCES	$510,000	–	11,719	–	0.15%	–
ESNT	New	ESSENT GROUP LTD	$508,000	–	10,820	–	0.15%	–
FIX	New	COMFORT SYS USA INC	$503,000	–	9,857	–	0.14%	–
INVA	New	INNOVIVA INC	$501,000	–	34,417	–	0.14%	–
MTOR	New	MERITOR INC	$497,000	–	20,508	–	0.14%	–
WK	New	WORKIVA INC	$497,000	–	8,553	–	0.14%	–
SKYW	New	SKYWEST INC	$497,000	–	8,200	–	0.14%	–
KW	New	KENNEDY-WILSON HLDGS INC	$495,000	–	24,086	–	0.14%	–
SBRA	New	SABRA HEALTH CARE REIT INC	$482,000	–	24,467	–	0.14%	–
EVBG	New	EVERBRIDGE INC	$476,000	–	5,326	–	0.14%	–
OTTR	New	OTTER TAIL CORP	$479,000	–	9,065	–	0.14%	–
AAN	New	AARONS INC	$472,000	–	7,681	–	0.14%	–
IBKC	New	IBERIABANK CORP	$457,000	–	6,029	–	0.13%	–
COWN	New	COWEN INC	$455,000	–	26,491	–	0.13%	–
MDP	New	MEREDITH CORP	$446,000	–	8,094	–	0.13%	–
MCK	New	MCKESSON CORP	$447,000	–	3,324	–	0.13%	–
AYR	New	AIRCASTLE LTD	$435,000	–	20,448	–	0.12%	–
ABG	New	ASBURY AUTOMOTIVE GROUP INC	$434,000	–	5,144	–	0.12%	–
MDC	New	M D C HLDGS INC	$434,000	–	13,243	–	0.12%	–
BCOR	New	BLUCORA INC	$431,000	–	14,195	–	0.12%	–
KFRC	New	KFORCE INC	$430,000	–	12,249	–	0.12%	–
GHDX	New	GENOMIC HEALTH INC	$426,000	–	7,322	–	0.12%	–
WNC	New	WABASH NATL CORP	$422,000	–	25,925	–	0.12%	–
SBGI	New	SINCLAIR BROADCAST GROUP INC	$423,000	–	7,881	–	0.12%	–
AGM	New	FEDERAL AGRIC MTG CORP	$409,000	–	5,623	–	0.12%	–
RHP	New	RYMAN HOSPITALITY PPTYS INC	$404,000	–	4,976	–	0.12%	–
BOOT	New	BOOT BARN HLDGS INC	$402,000	–	11,267	–	0.12%	–
CSFL	New	CENTERSTATE BK CORP	$399,000	–	17,335	–	0.11%	–
AEL	New	AMERICAN EQTY INVT LIFE HLD	$397,000	–	14,635	–	0.11%	–
NTB	New	BANK OF NT BUTTERFIELD&SON L	$393,000	–	11,579	–	0.11%	–
PDM	New	PIEDMONT OFFICE REALTY TR IN	$391,000	–	19,609	–	0.11%	–
KEM	New	KEMET CORP	$388,000	–	20,639	–	0.11%	–
PFBC	New	PREFERRED BK LOS ANGELES CA	$380,000	–	8,039	–	0.11%	–
CLF	New	CLEVELAND CLIFFS INC	$375,000	–	35,156	–	0.11%	–
MBUU	New	MALIBU BOATS INC	$371,000	–	9,542	–	0.11%	–
MTG	New	MGIC INVT CORP WIS	$368,000	–	27,985	–	0.11%	–
THC	New	TENET HEALTHCARE CORP	$361,000	–	17,489	–	0.10%	–
MED	New	MEDIFAST INC	$358,000	–	2,788	–	0.10%	–
JNJ	New	JOHNSON & JOHNSON	$356,000	–	2,557	–	0.10%	–
ALL	New	ALLSTATE CORP	$353,000	–	3,469	–	0.10%	–
PUMP	New	PROPETRO HLDG CORP	$344,000	–	16,641	–	0.10%	–
UTX	New	UNITED TECHNOLOGIES CORP	$337,000	–	2,592	–	0.10%	–
RH	New	RH	$333,000	–	2,882	–	0.10%	–
GIII	New	G-III APPAREL GROUP LTD	$329,000	–	11,169	–	0.09%	–
SNX	New	SYNNEX CORP	$321,000	–	3,263	–	0.09%	–
IAC	New	IAC INTERACTIVECORP COM	$321,000	–	1,475	–	0.09%	–
REGI	New	RENEWABLE ENERGY GROUP INC	$321,000	–	20,235	–	0.09%	–
HCC	New	WARRIOR MET COAL INC	$317,000	–	12,142	–	0.09%	–
BAX	New	BAXTER INTL INC	$299,000	–	3,655	–	0.09%	–
EBIX	New	EBIX INC	$281,000	–	5,587	–	0.08%	–
VSH	New	VISHAY INTERTECHNOLOGY INC	$283,000	–	17,154	–	0.08%	–
SGH	New	SMART GLOBAL HLDGS INC	$275,000	–	11,972	–	0.08%	–
XEL	New	XCEL ENERGY INC	$238,000	–	4,000	–	0.07%	–
BDX	New	BECTON DICKINSON & CO	$234,000	–	930	–	0.07%	–
FE	New	FIRSTENERGY CORP	$231,000	–	5,389	–	0.07%	–
KIM	New	KIMCO RLTY CORP	$228,000	–	12,339	–	0.06%	–
CRZO	New	CARRIZO OIL & GAS INC	$228,000	–	22,747	–	0.06%	–
CSX	New	CSX CORP	$222,000	–	2,873	–	0.06%	–
NRG	New	NRG ENERGY INC	$204,000	–	5,815	–	0.06%	–
RYAM	New	RAYONIER ADVANCED MATLS INC	$188,000	–	28,943	–	0.05%	–

Q4 2018

			Value		Shares		↓ Weighting
FE	Exit	FIRSTENERGY CORP COM	$0	–	-5,427	–	-0.03%	–
LYB	Exit	LYONDELLBASELL	$0	–	-2,087	–	-0.03%	–
MKSI	Exit	MKS INSTRUMENT INC	$0	–	-2,796	–	-0.03%	–
CSX	Exit	CSX CORP	$0	–	-3,213	–	-0.03%	–
BDX	Exit	BECTON DICKINSON & CO	$0	–	-930	–	-0.03%	–
AMAT	Exit	APPLIED MATERIALS	$0	–	-6,430	–	-0.03%	–
STT	Exit	STATE STREET CORP	$0	–	-3,080	–	-0.03%	–
BAX	Exit	BAXTER INTL INC	$0	–	-3,655	–	-0.04%	–
VVC	Exit	VECTREN CORP	$0	–	-4,070	–	-0.04%	–
IAC	Exit	IAC INTERACTIVECORP COM	$0	–	-1,475	–	-0.04%	–
MBUU	Exit	MALIBU BOATS, INC	$0	–	-6,234	–	-0.04%	–
NRG	Exit	NRG ENERGY INC	$0	–	-9,263	–	-0.05%	–
SGH	Exit	SMART GLOBAL HOLDINGS INC	$0	–	-12,274	–	-0.05%	–
CPS	Exit	COOPER-STANDARD HOLDINGS INC	$0	–	-2,947	–	-0.05%	–
MCK	Exit	MCKESSON CORP	$0	–	-2,670	–	-0.05%	–
JNJ	Exit	JOHNSON JOHNSON	$0	–	-2,557	–	-0.05%	–
EBIX	Exit	EBIX INC	$0	–	-4,601	–	-0.05%	–
WK	Exit	WORKIVA INC	$0	–	-9,446	–	-0.05%	–
MMM	Exit	3M CO COM	$0	–	-1,835	–	-0.05%	–
SNX	Exit	SYNNEX CORPORATION	$0	–	-4,699	–	-0.05%	–
RYAM	Exit	RAYONIER ADVANCED MATERIALS IN	$0	–	-22,551	–	-0.06%	–
MEI	Exit	METHODE ELECTRS INC COM	$0	–	-11,829	–	-0.06%	–
SCHN	Exit	SCHNITZER STEEL INDUSTRIES INC	$0	–	-16,113	–	-0.06%	–
TPRE	Exit	THIRD POINT REINSURANCE LTD	$0	–	-33,222	–	-0.06%	–
TPH	Exit	TRI POINTE GROUP	$0	–	-34,782	–	-0.06%	–
KEM	Exit	KEMET CORP	$0	–	-23,547	–	-0.06%	–
AGM	Exit	FEDERAL AGRICULTURAL MORTGAGE	$0	–	-6,098	–	-0.06%	–
VSH	Exit	VISHAY INTERTECHNOLOGY COM	$0	–	-21,734	–	-0.06%	–
BSIG	Exit	BRIGHTSPHERE INVESTMNT GROUP P	$0	–	-35,789	–	-0.06%	–
VCYT	Exit	VERACYTE INC	$0	–	-46,663	–	-0.06%	–
BLDR	Exit	BUILDERS FIRSTSOURCE INC	$0	–	-30,729	–	-0.06%	–
PFBC	Exit	PREFERRED BANK	$0	–	-7,743	–	-0.06%	–
WASH	Exit	WASHINGTON TR BANCORP COM	$0	–	-8,265	–	-0.06%	–
STAR	Exit	ISTAR INC COM	$0	–	-40,897	–	-0.06%	–
OFG	Exit	ORIENTAL FINANCIAL GROUP INC	$0	–	-28,712	–	-0.06%	–
ABG	Exit	ASBURY AUTOMOTIVE GROUP INC	$0	–	-6,776	–	-0.06%	–
WNC	Exit	WABASH NATIONAL CORP	$0	–	-25,480	–	-0.06%	–
MTOR	Exit	MERITOR INC	$0	–	-23,958	–	-0.06%	–
KBH	Exit	KB HOME	$0	–	-19,361	–	-0.06%	–
TLRDQ	Exit	TAILORED BRANDS INC	$0	–	-18,293	–	-0.06%	–
HF	Exit	HFF INC	$0	–	-11,074	–	-0.06%	–
CSFL	Exit	CENTERSTATE BANK CORP	$0	–	-16,765	–	-0.06%	–
PUMP	Exit	PROPETRO HOLDING CORP	$0	–	-28,526	–	-0.06%	–
COWN	Exit	COWEN INC	$0	–	-29,495	–	-0.06%	–
MDP	Exit	MEREDITH CORPORATION	$0	–	-9,573	–	-0.06%	–
FOE	Exit	FERRO CORP COM	$0	–	-20,859	–	-0.06%	–
GIII	Exit	G-III APPAREL GROUP LT COM	$0	–	-10,132	–	-0.06%	–
PLCE	Exit	CHILDREN'S PLACE INC	$0	–	-3,874	–	-0.06%	–
SWX	Exit	SOUTHWEST GAS CORP COM	$0	–	-6,509	–	-0.07%	–
AYR	Exit	AIRCASTLE LTD	$0	–	-23,430	–	-0.07%	–
CRZO	Exit	CARRIZO OIL & GAS INC	$0	–	-21,053	–	-0.07%	–
DLX	Exit	DELUXE CORP	$0	–	-9,368	–	-0.07%	–
AEL	Exit	AMERICAN EQUITY INVESTMENT LIF	$0	–	-15,122	–	-0.07%	–
SKYW	Exit	SKYWEST INC	$0	–	-9,203	–	-0.07%	–
MGLN	Exit	MAGELLAN HEALTH INC	$0	–	-7,570	–	-0.07%	–
MNKKQ	Exit	MALLINCKRODT PLC	$0	–	-18,601	–	-0.07%	–
AYX	Exit	ALTERYX INC	$0	–	-9,633	–	-0.07%	–
SBRA	Exit	SABRA HEALTH CARE REIT INC	$0	–	-23,838	–	-0.07%	–
EME	Exit	EMCOR GROUP INC	$0	–	-7,344	–	-0.07%	–
ESNT	Exit	ESSENT GROUP LTD	$0	–	-12,610	–	-0.07%	–
AAN	Exit	AARONS INC	$0	–	-10,531	–	-0.08%	–
NTB	Exit	BANK OF NT BUTTERFIELD AND SON	$0	–	-11,043	–	-0.08%	–
VAC	Exit	MARRIOTT VACATIONS WRL	$0	–	-5,251	–	-0.08%	–
INVA	Exit	INNOVIVA, INC	$0	–	-38,737	–	-0.08%	–
BCOR	Exit	BLUCORA, INC	$0	–	-14,991	–	-0.08%	–
FIX	Exit	COMFORT SYSTEMS USA	$0	–	-10,827	–	-0.08%	–
REGI	Exit	RENEWABLE ENERGY GROUP, INC	$0	–	-21,407	–	-0.08%	–
COUP	Exit	COUPA SOFTWARE INC	$0	–	-7,726	–	-0.08%	–
HZNP	Exit	HORIZON PHARMA	$0	–	-31,708	–	-0.08%	–
ENSG	Exit	ENSIGN GROUP INC	$0	–	-16,756	–	-0.08%	–
ENDP	Exit	ENDO INTERNATIONAL PLC	$0	–	-37,738	–	-0.08%	–
ASGN	Exit	ASGN INCORPORATED	$0	–	-8,317	–	-0.09%	–
TVPT	Exit	TRAVELPORT WORLDWIDE LIMITED	$0	–	-38,937	–	-0.09%	–
LOXO	Exit	LOXO ONCOLOGY INC	$0	–	-3,902	–	-0.09%	–
RTN	Exit	RAYTHEON CO	$0	–	-3,492	–	-0.10%	–
ANTM	Exit	ANTHEM INC	$0	–	-2,749	–	-0.10%	–
	Exit	JANUS GLOBAL UNCONSTRAINED BON	$0	–	-165,809	–	-0.19%	–
PRSP	Exit	PERSPECTA INC COM	$0	–	-57,185	–	-0.19%	–
ABBV	Exit	ABBVIE INC	$0	–	-18,133	–	-0.23%	–
AGG	Exit	ISHARES BARCLAYS AGGREGATE BON	$0	–	-23,275	–	-0.32%	–
LRCX	Exit	LAM RESEARCH CORPORATION	$0	–	-20,892	–	-0.42%	–
ALL	Exit	ALLSTATE CORP	$0	–	-35,540	–	-0.46%	–
RHI	Exit	ROBERT HALF INTL	$0	–	-51,565	–	-0.48%	–
GPS	Exit	GAP STORES	$0	–	-130,824	–	-0.50%	–
MU	Exit	MICRON TECHNOLOGY	$0	–	-84,036	–	-0.50%	–
FDC	Exit	FIRST DATA CORP	$0	–	-173,340	–	-0.56%	–
SYY	Exit	SYSCO CORP	$0	–	-58,390	–	-0.56%	–
WH	Exit	WYNDHAM HOTELS & RESORTS COM	$0	–	-87,315	–	-0.64%	–
KSS	Exit	KOHLS CORP	$0	–	-67,559	–	-0.66%	–
WYND	Exit	WYNDHAM DESTINATIONS INC	$0	–	-116,131	–	-0.66%	–
PHM	Exit	PULTE CORP	$0	–	-214,653	–	-0.70%	–
CMI	Exit	CUMMINS INC	$0	–	-40,377	–	-0.78%	–
WDC	Exit	WESTERN DIGITAL CORP	$0	–	-104,417	–	-0.81%	–
CAT	Exit	CATERPILLAR INC	$0	–	-41,221	–	-0.83%	–
TSN	Exit	TYSON FOODS	$0	–	-106,117	–	-0.83%	–
AEP	Exit	AMERICAN ELECTRIC POWER INC.	$0	–	-101,755	–	-0.95%	–
LEA	Exit	LEAR CORP	$0	–	-50,123	–	-0.96%	–
VZ	Exit	VERIZON COMMUNICATIONS INC	$0	–	-138,845	–	-0.98%	–
HIG	Exit	HARTFORD FINL SVCS	$0	–	-150,697	–	-0.99%	–
TGT	Exit	TARGET CORP COM	$0	–	-85,468	–	-0.99%	–
LEN	Exit	LENNAR CORP	$0	–	-183,501	–	-1.13%	–
AXP	Exit	AMERICAN EXPRESS	$0	–	-81,100	–	-1.14%	–
COP	Exit	CONOCOPHILLIPS	$0	–	-117,211	–	-1.20%	–
PRU	Exit	PRUDENTIAL FINANCIAL INC	$0	–	-92,082	–	-1.23%	–
SJM	Exit	JM SMUCKER	$0	–	-92,219	–	-1.25%	–
AVGO	Exit	BROADCOM INC	$0	–	-39,338	–	-1.28%	–
CE	Exit	CELANESE CORPORATION	$0	–	-85,936	–	-1.29%	–
PNC	Exit	PNC FINANCIAL SERVICES GROUP	$0	–	-75,875	–	-1.36%	–
CBRE	Exit	CBRE GROUP INC CL A	$0	–	-236,369	–	-1.37%	–
CELG	Exit	CELGENE CORP	$0	–	-118,722	–	-1.40%	–
PPL	Exit	PPL CORP	$0	–	-363,219	–	-1.40%	–
RJF	Exit	RAYMOND JAMES FINANCIAL INC	$0	–	-118,790	–	-1.44%	–
LNC	Exit	LINCOLN NATIONAL CORP	$0	–	-162,195	–	-1.45%	–
T	Exit	ATT INC COM	$0	–	-328,267	–	-1.45%	–
MO	Exit	ALTRIA GROUP INC	$0	–	-185,570	–	-1.48%	–
DXC	Exit	DXC TECHNOLOGY CO	$0	–	-120,710	–	-1.49%	–
DE	Exit	DEERE & CO	$0	–	-75,347	–	-1.49%	–
MPC	Exit	MARATHON PETROLEUM CORP	$0	–	-142,699	–	-1.50%	–
PVH	Exit	PVH CORP	$0	–	-86,311	–	-1.64%	–
URI	Exit	UNITED RENTALS INC COM	$0	–	-77,109	–	-1.66%	–
MS	Exit	MORGAN STANLEY	$0	–	-272,418	–	-1.67%	–
BBY	Exit	BEST BUY CO INC	$0	–	-160,330	–	-1.68%	–
EXC	Exit	EXELON CORP	$0	–	-292,968	–	-1.69%	–
MSFT	Exit	MICROSOFT CORP	$0	–	-112,110	–	-1.69%	–
VLO	Exit	VALERO ENERGY CORP COM	$0	–	-113,632	–	-1.70%	–
DAL	Exit	DELTA AIRLINES	$0	–	-231,975	–	-1.77%	–
BMY	Exit	BRISTOL MYERS	$0	–	-217,134	–	-1.78%	–
BA	Exit	BOEING CO	$0	–	-36,466	–	-1.79%	–
AMGN	Exit	AMGEN INC	$0	–	-65,790	–	-1.80%	–
RCL	Exit	ROYAL CARIBBEAN CRUISES LTD SH	$0	–	-105,626	–	-1.81%	–
AGN	Exit	ALLERGAN INC	$0	–	-74,454	–	-1.87%	–
AET	Exit	AETNA INC	$0	–	-71,849	–	-1.92%	–
DWDP	Exit	DOWDUPONT INC	$0	–	-228,795	–	-1.94%	–
INTC	Exit	INTEL CORP	$0	–	-319,897	–	-1.99%	–
UNH	Exit	UNITEDHEALTH GROUP INC	$0	–	-57,847	–	-2.03%	–
HD	Exit	HOME DEPOT INC	$0	–	-75,218	–	-2.05%	–
CVX	Exit	CHEVRON CORP	$0	–	-141,314	–	-2.28%	–
CSCO	Exit	CISCO SYS INC COM	$0	–	-393,740	–	-2.52%	–
C	Exit	CITIGROUP INC	$0	–	-278,175	–	-2.63%	–
XOM	Exit	EXXON MOBIL CORP	$0	–	-248,048	–	-2.78%	–
PFE	Exit	PFIZER INC	$0	–	-508,410	–	-2.95%	–
AAPL	Exit	APPLE INC	$0	–	-102,633	–	-3.05%	–
BAC	Exit	BANK OF AMERICA CORP	$0	–	-794,521	–	-3.08%	–
JPM	Exit	JPMORGAN CHASE & CO	$0	–	-269,157	–	-4.00%	–

Q3 2018

			Value		Shares		↓ Weighting
JPM	Buy	JPMORGAN CHASE & CO	$30,372,000	+29.4%	269,157	+19.5%	4.00%	+20.7%
BAC	Buy	BANK OF AMERICA CORP	$23,407,000	+18.0%	794,521	+12.9%	3.08%	+10.0%
AAPL	Buy	APPLE INC	$23,168,000	+44.6%	102,633	+18.6%	3.05%	+34.8%
PFE	Buy	PFIZER INC	$22,406,000	+33.5%	508,410	+9.9%	2.95%	+24.5%
XOM	Buy	EXXON MOBIL CORP	$21,089,000	+25.9%	248,048	+22.5%	2.78%	+17.4%
C	Buy	CITIGROUP INC	$19,956,000	+26.2%	278,175	+17.7%	2.63%	+17.7%
CSCO	Buy	CISCO SYS INC COM	$19,155,000	+30.6%	393,740	+15.5%	2.52%	+21.8%
CVX	Buy	CHEVRON CORP	$17,280,000	+13.9%	141,314	+17.8%	2.28%	+6.3%
HD	Buy	HOME DEPOT INC	$15,581,000	+26.3%	75,218	+18.9%	2.05%	+17.8%
UNH	Buy	UNITEDHEALTH GROUP INC	$15,390,000	+26.1%	57,847	+16.3%	2.03%	+17.6%
INTC	Buy	INTEL CORP	$15,128,000	+2.5%	319,897	+7.8%	1.99%	-4.3%
DWDP	Buy	DOWDUPONT INC	$14,714,000	+59.8%	228,795	+63.8%	1.94%	+49.0%
AET	Buy	AETNA INC	$14,575,000	+24.3%	71,849	+12.4%	1.92%	+15.9%
AGN	Buy	ALLERGAN INC	$14,182,000	+34.1%	74,454	+17.4%	1.87%	+25.1%
RCL	Buy	ROYAL CARIBBEAN CRUISES LTD SH	$13,725,000	+47.7%	105,626	+17.7%	1.81%	+37.8%
AMGN	Sell	AMGEN INC	$13,638,000	+4.4%	65,790	-7.0%	1.80%	-2.7%
BA	Buy	BOEING CO	$13,562,000	+16.8%	36,466	+5.4%	1.79%	+9.0%
BMY	New	BRISTOL MYERS	$13,480,000	–	217,134	–	1.78%	–
DAL	Buy	DELTA AIRLINES	$13,415,000	+45.5%	231,975	+24.7%	1.77%	+35.8%
VLO	Sell	VALERO ENERGY CORP COM	$12,926,000	-0.8%	113,632	-3.3%	1.70%	-7.5%
MSFT	Buy	MICROSOFT CORP	$12,822,000	+1964.7%	112,110	+1679.5%	1.69%	+1820.5%
EXC	Buy	EXELON CORP	$12,791,000	+64.3%	292,968	+60.3%	1.69%	+53.3%
BBY	Sell	BEST BUY CO INC	$12,724,000	+5.5%	160,330	-0.8%	1.68%	-1.6%
MS	Buy	MORGAN STANLEY	$12,687,000	+16.3%	272,418	+18.3%	1.67%	+8.4%
URI	Sell	UNITED RENTALS INC COM	$12,615,000	+7.9%	77,109	-2.6%	1.66%	+0.6%
PVH	Sell	PVH CORP	$12,463,000	-4.5%	86,311	-0.9%	1.64%	-10.9%
MPC	Sell	MARATHON PETROLEUM CORP	$11,412,000	+3.9%	142,699	-8.8%	1.50%	-3.1%
DE	Buy	DEERE & CO	$11,327,000	+29.4%	75,347	+20.3%	1.49%	+20.7%
DXC	Sell	DXC TECHNOLOGY CO	$11,289,000	+11.3%	120,710	-4.1%	1.49%	+3.8%
MO	Buy	ALTRIA GROUP INC	$11,192,000	+35.2%	185,570	+27.3%	1.48%	+26.2%
T	Buy	ATT INC COM	$11,023,000	+26.8%	328,267	+21.3%	1.45%	+18.3%
LNC	Sell	LINCOLN NATIONAL CORP	$10,974,000	+7.1%	162,195	-1.4%	1.45%	-0.1%
RJF	Sell	RAYMOND JAMES FINANCIAL INC	$10,935,000	-8.6%	118,790	-11.2%	1.44%	-14.7%
PPL	Buy	PPL CORP	$10,628,000	+468.6%	363,219	+454.7%	1.40%	+430.7%
CELG	Buy	CELGENE CORP	$10,624,000	+43.3%	118,722	+27.2%	1.40%	+33.7%
CBRE	Buy	CBRE GROUP INC CL A	$10,424,000	+9.1%	236,369	+18.1%	1.37%	+1.8%
PNC	Buy	PNC FINANCIAL SERVICES GROUP	$10,333,000	+15.7%	75,875	+14.7%	1.36%	+7.9%
CE	Sell	CELANESE CORPORATION	$9,797,000	-4.9%	85,936	-7.3%	1.29%	-11.3%
AVGO	Buy	BROADCOM INC	$9,706,000	+23.8%	39,338	+21.7%	1.28%	+15.4%
SJM	Buy	JM SMUCKER	$9,463,000	+16.6%	92,219	+22.1%	1.25%	+8.7%
PRU	Buy	PRUDENTIAL FINANCIAL INC	$9,330,000	+37.5%	92,082	+26.9%	1.23%	+28.3%
COP	Buy	CONOCOPHILLIPS	$9,072,000	+30.1%	117,211	+17.1%	1.20%	+21.4%
AXP	Sell	AMERICAN EXPRESS	$8,636,000	-4.8%	81,100	-12.4%	1.14%	-11.2%
LEN	Sell	LENNAR CORP	$8,568,000	-13.4%	183,501	-2.6%	1.13%	-19.2%
TGT	New	TARGET CORP COM	$7,539,000	–	85,468	–	0.99%	–
HIG	Buy	HARTFORD FINL SVCS	$7,529,000	+14.4%	150,697	+17.1%	0.99%	+6.7%
VZ	Buy	VERIZON COMMUNICATIONS INC	$7,413,000	+58.2%	138,845	+49.1%	0.98%	+47.6%
LEA	Sell	LEAR CORP	$7,268,000	-23.8%	50,123	-2.4%	0.96%	-28.9%
AEP	Buy	AMERICAN ELECTRIC POWER INC.	$7,212,000	+22.5%	101,755	+19.7%	0.95%	+14.2%
TSN	Sell	TYSON FOODS	$6,317,000	-16.8%	106,117	-3.7%	0.83%	-22.4%
CAT	Buy	CATERPILLAR INC	$6,286,000	+77.6%	41,221	+58.0%	0.83%	+65.6%
WDC	Sell	WESTERN DIGITAL CORP	$6,113,000	-24.5%	104,417	-0.2%	0.81%	-29.5%
CMI	Sell	CUMMINS INC	$5,898,000	+2.5%	40,377	-6.7%	0.78%	-4.4%
KSS	Sell	KOHLS CORP	$5,037,000	-28.9%	67,559	-30.5%	0.66%	-33.7%
WYND	Buy	WYNDHAM DESTINATIONS INC	$5,035,000	+18.5%	116,131	+21.0%	0.66%	+10.7%
WH	Sell	WYNDHAM HOTELS & RESORTS COM	$4,852,000	-14.0%	87,315	-8.9%	0.64%	-19.8%
SYY	Buy	SYSCO CORP	$4,277,000	+16.8%	58,390	+8.9%	0.56%	+9.1%
FDC	Buy	FIRST DATA CORP	$4,242,000	+95.6%	173,340	+67.3%	0.56%	+82.7%
MU	Buy	MICRON TECHNOLOGY	$3,801,000	+6.3%	84,036	+23.2%	0.50%	-0.8%
GPS	Buy	GAP STORES	$3,774,000	+10.4%	130,824	+23.9%	0.50%	+2.9%
RHI	New	ROBERT HALF INTL	$3,629,000	–	51,565	–	0.48%	–
LRCX	Sell	LAM RESEARCH CORPORATION	$3,169,000	-41.2%	20,892	-33.0%	0.42%	-45.1%
ABBV	Buy	ABBVIE INC	$1,715,000	+121.3%	18,133	+116.9%	0.23%	+105.5%
PRSP	Sell	PERSPECTA INC COM	$1,471,000	+13.9%	57,185	-9.1%	0.19%	+6.0%
ANTM	Buy	ANTHEM INC	$753,000	+18.2%	2,749	+2.8%	0.10%	+10.0%
RTN	Buy	RAYTHEON CO	$722,000	+8.2%	3,492	+1.2%	0.10%	+1.1%
LOXO	New	LOXO ONCOLOGY INC	$667,000	–	3,902	–	0.09%	–
TVPT	Buy	TRAVELPORT WORLDWIDE LIMITED	$657,000	+11.7%	38,937	+22.8%	0.09%	+4.8%
ASGN	Buy	ASGN INCORPORATED	$656,000	+28.9%	8,317	+27.8%	0.09%	+19.4%
ENSG	Sell	ENSIGN GROUP INC	$635,000	-3.1%	16,756	-8.3%	0.08%	-9.7%
ENDP	New	ENDO INTERNATIONAL PLC	$635,000	–	37,738	–	0.08%	–
HZNP	New	HORIZON PHARMA	$621,000	–	31,708	–	0.08%	–
REGI	Sell	RENEWABLE ENERGY GROUP, INC	$617,000	+25.2%	21,407	-22.5%	0.08%	+15.7%
FIX	Buy	COMFORT SYSTEMS USA	$611,000	+40.1%	10,827	+13.7%	0.08%	+30.6%
COUP	Buy	COUPA SOFTWARE INC	$611,000	+31.4%	7,726	+3.5%	0.08%	+22.7%
BCOR	Buy	BLUCORA, INC	$603,000	+19.6%	14,991	+10.1%	0.08%	+11.3%
INVA	Buy	INNOVIVA, INC	$590,000	+33.2%	38,737	+20.7%	0.08%	+23.8%
VAC	New	MARRIOTT VACATIONS WRL	$587,000	–	5,251	–	0.08%	–
AAN	Buy	AARONS INC	$574,000	+59.0%	10,531	+26.6%	0.08%	+49.0%
NTB	Buy	BANK OF NT BUTTERFIELD AND SON	$573,000	+34.2%	11,043	+18.1%	0.08%	+26.7%
ESNT	Buy	ESSENT GROUP LTD	$558,000	+72.2%	12,610	+39.5%	0.07%	+60.9%
EME	Buy	EMCOR GROUP INC	$552,000	+36.3%	7,344	+38.3%	0.07%	+28.1%
AYX	Sell	ALTERYX INC	$551,000	+44.6%	9,633	-3.6%	0.07%	+35.2%
SBRA	Buy	SABRA HEALTH CARE REIT INC	$551,000	+25.5%	23,838	+17.9%	0.07%	+17.7%
MGLN	Buy	MAGELLAN HEALTH INC	$545,000	+25.3%	7,570	+67.0%	0.07%	+18.0%
MNKKQ	New	MALLINCKRODT PLC	$545,000	–	18,601	–	0.07%	–
AEL	Buy	AMERICAN EQUITY INVESTMENT LIF	$535,000	+17.6%	15,122	+19.6%	0.07%	+10.9%
SKYW	Buy	SKYWEST INC	$542,000	+26.0%	9,203	+11.0%	0.07%	+16.4%
CRZO	Buy	CARRIZO OIL & GAS INC	$531,000	+21.8%	21,053	+34.6%	0.07%	+12.9%
DLX	Buy	DELUXE CORP	$533,000	+50.6%	9,368	+75.4%	0.07%	+40.0%
AYR	Buy	AIRCASTLE LTD	$513,000	+36.8%	23,430	+28.2%	0.07%	+28.3%
SWX	Buy	SOUTHWEST GAS CORP COM	$514,000	+14.0%	6,509	+10.1%	0.07%	+6.2%
PLCE	New	CHILDREN'S PLACE INC	$495,000	–	3,874	–	0.06%	–
GIII	New	G-III APPAREL GROUP LT COM	$488,000	–	10,132	–	0.06%	–
MDP	New	MEREDITH CORPORATION	$489,000	–	9,573	–	0.06%	–
FOE	Buy	FERRO CORP COM	$484,000	+40.7%	20,859	+26.3%	0.06%	+30.6%
COWN	New	COWEN INC	$481,000	–	29,495	–	0.06%	–
CSFL	Buy	CENTERSTATE BANK CORP	$470,000	+19.3%	16,765	+26.8%	0.06%	+10.7%
PUMP	Buy	PROPETRO HOLDING CORP	$470,000	+24.7%	28,526	+18.8%	0.06%	+17.0%
HF	Buy	HFF INC	$470,000	+72.8%	11,074	+39.8%	0.06%	+63.2%
MTOR	Buy	MERITOR INC	$464,000	+20.8%	23,958	+28.3%	0.06%	+13.0%
KBH	Buy	KB HOME	$463,000	+38.2%	19,361	+57.6%	0.06%	+29.8%
OFG	New	ORIENTAL FINANCIAL GROUP INC	$464,000	–	28,712	–	0.06%	–
TLRDQ	Buy	TAILORED BRANDS INC	$461,000	+45.0%	18,293	+46.9%	0.06%	+35.6%
ABG	New	ASBURY AUTOMOTIVE GROUP INC	$466,000	–	6,776	–	0.06%	–
WNC	Buy	WABASH NATIONAL CORP	$465,000	+28.8%	25,480	+31.6%	0.06%	+19.6%
STAR	Buy	ISTAR INC COM	$457,000	+41.5%	40,897	+36.5%	0.06%	+30.4%
WASH	Buy	WASHINGTON TR BANCORP COM	$457,000	+24.9%	8,265	+31.1%	0.06%	+15.4%
PFBC	Buy	PREFERRED BANK	$453,000	+31.7%	7,743	+38.4%	0.06%	+22.4%
BSIG	Buy	BRIGHTSPHERE INVESTMNT GROUP P	$444,000	+16.5%	35,789	+34.0%	0.06%	+9.3%
VCYT	New	VERACYTE INC	$446,000	–	46,663	–	0.06%	–
BLDR	Buy	BUILDERS FIRSTSOURCE INC	$451,000	+17.8%	30,729	+46.6%	0.06%	+9.3%
VSH	Buy	VISHAY INTERTECHNOLOGY COM	$442,000	+15.1%	21,734	+31.3%	0.06%	+7.4%
AGM	Buy	FEDERAL AGRICULTURAL MORTGAGE	$440,000	+8.1%	6,098	+34.2%	0.06%	0.0%
KEM	Buy	KEMET CORP	$437,000	-8.6%	23,547	+18.9%	0.06%	-14.7%
SCHN	Buy	SCHNITZER STEEL INDUSTRIES INC	$436,000	+17.8%	16,113	+46.7%	0.06%	+9.6%
TPRE	Buy	THIRD POINT REINSURANCE LTD	$432,000	+45.9%	33,222	+40.2%	0.06%	+35.7%
TPH	Buy	TRI POINTE GROUP	$431,000	+26.4%	34,782	+66.7%	0.06%	+18.8%
MEI	Buy	METHODE ELECTRS INC COM	$428,000	+24.8%	11,829	+39.2%	0.06%	+16.7%
RYAM	New	RAYONIER ADVANCED MATERIALS IN	$416,000	–	22,551	–	0.06%	–
SNX	Buy	SYNNEX CORPORATION	$398,000	+34.5%	4,699	+53.4%	0.05%	+23.8%
WK	New	WORKIVA INC	$373,000	–	9,446	–	0.05%	–
EBIX	Buy	EBIX INC	$364,000	+56.2%	4,601	+50.8%	0.05%	+45.5%
MCK	Sell	MCKESSON CORP	$354,000	-95.7%	2,670	-95.6%	0.05%	-95.9%
JNJ	Buy	JOHNSON JOHNSON	$353,000	+16.5%	2,557	+2.5%	0.05%	+9.3%
SGH	Buy	SMART GLOBAL HOLDINGS INC	$353,000	+43.5%	12,274	+59.1%	0.05%	+34.3%
CPS	Buy	COOPER-STANDARD HOLDINGS INC	$354,000	+73.5%	2,947	+88.9%	0.05%	+62.1%
NRG	Sell	NRG ENERGY INC	$346,000	-87.1%	9,263	-89.4%	0.05%	-87.9%
MBUU	Buy	MALIBU BOATS, INC	$341,000	+48.9%	6,234	+14.2%	0.04%	+40.6%
STT	Buy	STATE STREET CORP	$258,000	-3.0%	3,080	+7.8%	0.03%	-10.5%
AMAT	Sell	APPLIED MATERIALS	$249,000	-91.6%	6,430	-90.0%	0.03%	-92.1%
CSX	New	CSX CORP	$238,000	–	3,213	–	0.03%	–
MKSI	Sell	MKS INSTRUMENT INC	$224,000	-39.9%	2,796	-28.3%	0.03%	-43.4%
LYB	New	LYONDELLBASELL	$214,000	–	2,087	–	0.03%	–
FE	New	FIRSTENERGY CORP COM	$202,000	–	5,427	–	0.03%	–
STZ	Exit	CONSTELLATION BRANDS INC CL A	$0	–	-921	–	-0.03%	–
CWH	Exit	CAMPING WORLD HOLDINGS INC	$0	–	-9,644	–	-0.03%	–
SBGI	Exit	SINCLAIR BROADCAST GROUP INC	$0	–	-7,889	–	-0.04%	–
LAD	Exit	LITHIA MOTORS INC	$0	–	-2,766	–	-0.04%	–
WLDR	Exit	AFFINITY WORLD LEADERS EQUITY	$0	–	-11,997	–	-0.04%	–
LNTH	Exit	LANTHEUS HOLDINGS INC	$0	–	-19,640	–	-0.04%	–
IWM	Exit	ISHARES RUSSELL 2000 INDEX FUN	$0	–	-1,765	–	-0.04%	–
VIRT	Exit	VIRTU FINANCIAL INC	$0	–	-11,738	–	-0.04%	–
PIRS	Exit	PIERIS PHARMACEUTICALS INC	$0	–	-60,715	–	-0.04%	–
KRO	Exit	KRONOS WORLDWIDE INC	$0	–	-13,732	–	-0.04%	–
UNFI	Exit	UNITED NAT FOODS INC COM	$0	–	-8,319	–	-0.05%	–
JBSS	Exit	JOHN B SANFILIPPO & SONS	$0	–	-4,810	–	-0.05%	–
STL	Exit	STERLING BANCORP	$0	–	-15,343	–	-0.05%	–
CARO	Exit	CAROLINA FINANCIAL CORP	$0	–	-9,070	–	-0.06%	–
BLUE	Exit	BLUEBIRD BIO INC	$0	–	-2,583	–	-0.06%	–
LCI	Exit	LANNETT COMPANY INC	$0	–	-29,501	–	-0.06%	–
NTNX	Exit	NUTANIX INC	$0	–	-8,968	–	-0.06%	–
LUMN	Exit	CENTURYLINK INC	$0	–	-26,310	–	-0.07%	–
ILG	Exit	ILG INC COM	$0	–	-16,267	–	-0.08%	–
EXAS	Exit	EXACT SCIENCES CORPORATION	$0	–	-9,530	–	-0.08%	–
EHC	Exit	ENCOMPASS HEALTH CORPORATION	$0	–	-9,012	–	-0.09%	–
TUP	Exit	TUPPERWARE BRANDS CORP	$0	–	-27,619	–	-0.16%	–
THO	Exit	THOR INDUSTRIES	$0	–	-12,855	–	-0.18%	–
UNM	Exit	UNUM CORP	$0	–	-35,645	–	-0.19%	–
PAG	Exit	PENSKE AUTOMOTIVE GROUP, INC.	$0	–	-33,518	–	-0.22%	–
ANDV	Exit	ANDEAVOR	$0	–	-12,040	–	-0.22%	–
HES	Exit	HESS CORP	$0	–	-25,435	–	-0.24%	–
HPT	Exit	HOSPITALITY PROPERTIES TRUST	$0	–	-59,690	–	-0.24%	–
OHI	Exit	OMEGA HEALTHCARE INVESTORS	$0	–	-56,748	–	-0.25%	–
HUN	Exit	HUNTSMAN CORP	$0	–	-61,695	–	-0.25%	–
ARW	Exit	ARROW ELECTRONICS INC	$0	–	-24,009	–	-0.26%	–
PKI	Exit	PERKIN ELMER	$0	–	-25,262	–	-0.26%	–
DTE	Exit	DTE ENERGY	$0	–	-17,939	–	-0.26%	–
ZBRA	Exit	ZEBRA TECHNOLOGIES CORP.	$0	–	-13,027	–	-0.26%	–
ETR	Exit	ENTERGY CORP	$0	–	-23,702	–	-0.27%	–
SPR	Exit	SPIRIT AEROSYSTEMS HLD COM CL	$0	–	-22,932	–	-0.28%	–
TKR	Exit	TIMKEN	$0	–	-45,686	–	-0.28%	–
TEX	Exit	TEREX CORP NEW COM	$0	–	-47,364	–	-0.28%	–
FITB	Exit	FIFTH THIRD BANCORP	$0	–	-70,564	–	-0.29%	–
GLPI	Exit	GAMING AND LEISURE PROPERTIES	$0	–	-57,441	–	-0.29%	–
CRL	Exit	CHARLES RIVER LABS INTL INC	$0	–	-18,250	–	-0.29%	–
AMP	Exit	AMERIPRISE FINANCIAL INC	$0	–	-14,767	–	-0.29%	–
RF	Exit	REGIONS FINANCIAL CORPORATION	$0	–	-121,010	–	-0.30%	–
UAL	Exit	UNITED CONTINENTAL HOLDINGS	$0	–	-31,280	–	-0.31%	–
LH	Exit	LABORATORY CORP AMER HLDGS	$0	–	-12,279	–	-0.31%	–
STLD	Exit	STEEL DYNAMICS	$0	–	-48,138	–	-0.31%	–
CMA	Exit	COMERICA INC	$0	–	-25,844	–	-0.33%	–
TTWO	Exit	TAKE-TWO INTERACTIVE SOFTWARE	$0	–	-20,464	–	-0.34%	–
CNC	Exit	CENTENE CORPORATION	$0	–	-20,214	–	-0.35%	–
ALGN	Exit	ALIGN TECHNOLOGY INC	$0	–	-7,652	–	-0.37%	–
JLL	Exit	JONES LANG LASALLE INC	$0	–	-15,928	–	-0.37%	–
NTAP	Exit	NETAPP INC COM	$0	–	-33,974	–	-0.38%	–
HFC	Exit	HOLLYFRONTIER CORPORATION	$0	–	-39,884	–	-0.39%	–
MCD	Exit	MCDONALDS CORP	$0	–	-26,979	–	-0.60%	–
MAN	Exit	MANPOWERGROUP INC	$0	–	-52,210	–	-0.64%	–
PCG	Exit	PG&E CORP	$0	–	-145,617	–	-0.88%	–
FB	Exit	FACEBOOK INC	$0	–	-32,225	–	-0.88%	–

Q2 2018

			Value		Shares		↓ Weighting
JPM	New	JPMORGAN CHASE & CO	$23,469,000	–	225,229	–	3.32%	–
BAC	New	BANK OF AMERICA CORP	$19,842,000	–	703,852	–	2.80%	–
PFE	New	PFIZER INC	$16,781,000	–	462,547	–	2.37%	–
XOM	New	EXXON MOBIL CORP	$16,754,000	–	202,513	–	2.37%	–
AAPL	New	APPLE INC	$16,021,000	–	86,550	–	2.26%	–
C	New	CITIGROUP INC	$15,818,000	–	236,366	–	2.24%	–
CVX	New	CHEVRON CORP	$15,168,000	–	119,974	–	2.14%	–
INTC	New	INTEL CORP	$14,753,000	–	296,782	–	2.08%	–
CSCO	New	CISCO SYS INC COM	$14,664,000	–	340,791	–	2.07%	–
AMGN	New	AMGEN INC	$13,063,000	–	70,765	–	1.85%	–
PVH	New	PVH CORP	$13,046,000	–	87,136	–	1.84%	–
VLO	New	VALERO ENERGY CORP COM	$13,027,000	–	117,537	–	1.84%	–
HD	New	HOME DEPOT INC	$12,338,000	–	63,238	–	1.74%	–
UNH	New	UNITEDHEALTH GROUP INC	$12,205,000	–	49,747	–	1.72%	–
BBY	New	BEST BUY CO INC	$12,059,000	–	161,694	–	1.70%	–
RJF	New	RAYMOND JAMES FINANCIAL INC	$11,959,000	–	133,840	–	1.69%	–
AET	New	AETNA INC	$11,725,000	–	63,897	–	1.66%	–
URI	New	UNITED RENTALS INC COM	$11,689,000	–	79,184	–	1.65%	–
BA	New	BOEING CO	$11,609,000	–	34,602	–	1.64%	–
MPC	New	MARATHON PETROLEUM CORP	$10,982,000	–	156,526	–	1.55%	–
MS	New	MORGAN STANLEY	$10,913,000	–	230,232	–	1.54%	–
AGN	New	ALLERGAN INC	$10,577,000	–	63,442	–	1.49%	–
CE	New	CELANESE CORPORATION	$10,297,000	–	92,716	–	1.46%	–
LNC	New	LINCOLN NATIONAL CORP	$10,243,000	–	164,550	–	1.45%	–
DXC	New	DXC TECHNOLOGY CO	$10,147,000	–	125,882	–	1.43%	–
LEN	New	LENNAR CORP	$9,893,000	–	188,439	–	1.40%	–
CBRE	New	CBRE GROUP INC CL A	$9,557,000	–	200,179	–	1.35%	–
LEA	New	LEAR CORP	$9,540,000	–	51,341	–	1.35%	–
RCL	New	ROYAL CARIBBEAN CRUISES LTD SH	$9,295,000	–	89,716	–	1.31%	–
DAL	New	DELTA AIRLINES	$9,217,000	–	186,043	–	1.30%	–
DWDP	New	DOWDUPONT INC	$9,209,000	–	139,694	–	1.30%	–
AXP	New	AMERICAN EXPRESS	$9,075,000	–	92,604	–	1.28%	–
PNC	New	PNC FINANCIAL SERVICES GROUP	$8,934,000	–	66,127	–	1.26%	–
DE	New	DEERE & CO	$8,754,000	–	62,615	–	1.24%	–
T	New	ATT INC COM	$8,692,000	–	270,700	–	1.23%	–
MO	New	ALTRIA GROUP INC	$8,276,000	–	145,737	–	1.17%	–
MCK	New	MCKESSON CORP	$8,144,000	–	61,050	–	1.15%	–
SJM	New	JM SMUCKER	$8,118,000	–	75,529	–	1.15%	–
WDC	New	WESTERN DIGITAL CORP	$8,096,000	–	104,582	–	1.14%	–
AVGO	New	BROADCOM, INC.	$7,843,000	–	32,323	–	1.11%	–
EXC	New	EXELON CORP	$7,785,000	–	182,753	–	1.10%	–
TSN	New	TYSON FOODS	$7,590,000	–	110,244	–	1.07%	–
CELG	New	CELGENE CORP	$7,413,000	–	93,337	–	1.05%	–
KSS	New	KOHLS CORP	$7,086,000	–	97,207	–	1.00%	–
COP	New	CONOCOPHILLIPS	$6,971,000	–	100,131	–	0.98%	–
PRU	New	PRUDENTIAL FINANCIAL INC	$6,785,000	–	72,561	–	0.96%	–
HIG	New	HARTFORD FINL SVCS	$6,580,000	–	128,696	–	0.93%	–
FB	New	FACEBOOK INC	$6,262,000	–	32,225	–	0.88%	–
PCG	New	PG&E CORP	$6,197,000	–	145,617	–	0.88%	–
PHM	New	PULTE CORP	$6,171,000	–	214,653	–	0.87%	–
AEP	New	AMERICAN ELECTRIC POWER INC.	$5,887,000	–	85,011	–	0.83%	–
CMI	New	CUMMINS INC	$5,754,000	–	43,261	–	0.81%	–
WH	New	WYNDHAM HOTELS & RESORTS COM	$5,640,000	–	95,868	–	0.80%	–
LRCX	New	LAM RESEARCH CORPORATION	$5,390,000	–	31,184	–	0.76%	–
VZ	New	VERIZON COMMUNICATIONS INC	$4,686,000	–	93,134	–	0.66%	–
MAN	New	MANPOWERGROUP INC	$4,493,000	–	52,210	–	0.64%	–
WYND	New	WYNDHAM DESTINATIONS INC	$4,249,000	–	95,969	–	0.60%	–
MCD	New	MCDONALDS CORP	$4,227,000	–	26,979	–	0.60%	–
SYY	New	SYSCO CORP	$3,661,000	–	53,607	–	0.52%	–
MU	New	MICRON TECHNOLOGY	$3,576,000	–	68,198	–	0.50%	–
CAT	New	CATERPILLAR INC	$3,539,000	–	26,089	–	0.50%	–
GPS	New	GAP STORES	$3,420,000	–	105,577	–	0.48%	–
ALL	New	ALLSTATE CORP	$3,244,000	–	35,540	–	0.46%	–
AMAT	New	APPLIED MATERIALS	$2,974,000	–	64,384	–	0.42%	–
HFC	New	HOLLYFRONTIER CORPORATION	$2,729,000	–	39,884	–	0.39%	–
NRG	New	NRG ENERGY INC	$2,681,000	–	87,343	–	0.38%	–
NTAP	New	NETAPP INC COM	$2,668,000	–	33,974	–	0.38%	–
JLL	New	JONES LANG LASALLE INC	$2,644,000	–	15,928	–	0.37%	–
ALGN	New	ALIGN TECHNOLOGY INC	$2,618,000	–	7,652	–	0.37%	–
CNC	New	CENTENE CORPORATION	$2,491,000	–	20,214	–	0.35%	–
AGG	New	ISHARES BARCLAYS AGGREGATE BON	$2,475,000	–	23,275	–	0.35%	–
TTWO	New	TAKE-TWO INTERACTIVE SOFTWARE	$2,422,000	–	20,464	–	0.34%	–
CMA	New	COMERICA INC	$2,350,000	–	25,844	–	0.33%	–
STLD	New	STEEL DYNAMICS	$2,212,000	–	48,138	–	0.31%	–
LH	New	LABORATORY CORP AMER HLDGS	$2,204,000	–	12,279	–	0.31%	–
UAL	New	UNITED CONTINENTAL HOLDINGS	$2,181,000	–	31,280	–	0.31%	–
FDC	New	FIRST DATA CORP	$2,169,000	–	103,637	–	0.31%	–
RF	New	REGIONS FINANCIAL CORPORATION	$2,152,000	–	121,010	–	0.30%	–
AMP	New	AMERIPRISE FINANCIAL INC	$2,066,000	–	14,767	–	0.29%	–
CRL	New	CHARLES RIVER LABS INTL INC	$2,049,000	–	18,250	–	0.29%	–
GLPI	New	GAMING AND LEISURE PROPERTIES	$2,056,000	–	57,441	–	0.29%	–
FITB	New	FIFTH THIRD BANCORP	$2,025,000	–	70,564	–	0.29%	–
TEX	New	TEREX CORP NEW COM	$1,998,000	–	47,364	–	0.28%	–
TKR	New	TIMKEN	$1,990,000	–	45,686	–	0.28%	–
SPR	New	SPIRIT AEROSYSTEMS HLD COM CL	$1,970,000	–	22,932	–	0.28%	–
ETR	New	ENTERGY CORP	$1,915,000	–	23,702	–	0.27%	–
PPL	New	PPL CORP	$1,869,000	–	65,478	–	0.26%	–
ZBRA	New	ZEBRA TECHNOLOGIES CORP.	$1,866,000	–	13,027	–	0.26%	–
DTE	New	DTE ENERGY	$1,859,000	–	17,939	–	0.26%	–
PKI	New	PERKIN ELMER	$1,850,000	–	25,262	–	0.26%	–
ARW	New	ARROW ELECTRONICS INC	$1,807,000	–	24,009	–	0.26%	–
HUN	New	HUNTSMAN CORP	$1,801,000	–	61,695	–	0.25%	–
OHI	New	OMEGA HEALTHCARE INVESTORS	$1,759,000	–	56,748	–	0.25%	–
HPT	New	HOSPITALITY PROPERTIES TRUST	$1,708,000	–	59,690	–	0.24%	–
HES	New	HESS CORP	$1,701,000	–	25,435	–	0.24%	–
ANDV	New	ANDEAVOR	$1,579,000	–	12,040	–	0.22%	–
PAG	New	PENSKE AUTOMOTIVE GROUP, INC.	$1,570,000	–	33,518	–	0.22%	–
	New	JANUS GLOBAL UNCONSTRAINED BON	$1,472,000	–	165,809	–	0.21%	–
UNM	New	UNUM CORP	$1,319,000	–	35,645	–	0.19%	–
PRSP	New	PERSPECTA INC COM	$1,292,000	–	62,884	–	0.18%	–
THO	New	THOR INDUSTRIES	$1,252,000	–	12,855	–	0.18%	–
TUP	New	TUPPERWARE BRANDS CORP	$1,139,000	–	27,619	–	0.16%	–
ABBV	New	ABBVIE INC	$775,000	–	8,360	–	0.11%	–
RTN	New	RAYTHEON CO	$667,000	–	3,452	–	0.09%	–
ENSG	New	ENSIGN GROUP INC	$655,000	–	18,278	–	0.09%	–
ANTM	New	ANTHEM INC	$637,000	–	2,675	–	0.09%	–
MSFT	New	MICROSOFT CORP	$621,000	–	6,300	–	0.09%	–
EHC	New	ENCOMPASS HEALTH CORPORATION	$610,000	–	9,012	–	0.09%	–
TVPT	New	TRAVELPORT WORLDWIDE LIMITED	$588,000	–	31,699	–	0.08%	–
EXAS	New	EXACT SCIENCES CORPORATION	$570,000	–	9,530	–	0.08%	–
ILG	New	ILG INC COM	$537,000	–	16,267	–	0.08%	–
ASGN	New	ASGN INCORPORATED	$509,000	–	6,510	–	0.07%	–
BCOR	New	BLUCORA, INC	$504,000	–	13,617	–	0.07%	–
REGI	New	RENEWABLE ENERGY GROUP, INC	$493,000	–	27,624	–	0.07%	–
LUMN	New	CENTURYLINK INC	$490,000	–	26,310	–	0.07%	–
KEM	New	KEMET CORP	$478,000	–	19,810	–	0.07%	–
COUP	New	COUPA SOFTWARE INC	$465,000	–	7,464	–	0.07%	–
NTNX	New	NUTANIX INC	$462,000	–	8,968	–	0.06%	–
AEL	New	AMERICAN EQUITY INVESTMENT LIF	$455,000	–	12,647	–	0.06%	–
SWX	New	SOUTHWEST GAS CORP COM	$451,000	–	5,910	–	0.06%	–
INVA	New	INNOVIVA, INC	$443,000	–	32,086	–	0.06%	–
SBRA	New	SABRA HEALTH CARE REIT INC	$439,000	–	20,225	–	0.06%	–
FIX	New	COMFORT SYSTEMS USA	$436,000	–	9,523	–	0.06%	–
CRZO	New	CARRIZO OIL & GAS INC	$436,000	–	15,643	–	0.06%	–
MGLN	New	MAGELLAN HEALTH INC	$435,000	–	4,534	–	0.06%	–
SKYW	New	SKYWEST INC	$430,000	–	8,294	–	0.06%	–
NTB	New	BANK OF NT BUTTERFIELD AND SON	$427,000	–	9,348	–	0.06%	–
AGM	New	FEDERAL AGRICULTURAL MORTGAGE	$407,000	–	4,543	–	0.06%	–
EME	New	EMCOR GROUP INC	$405,000	–	5,310	–	0.06%	–
BLUE	New	BLUEBIRD BIO INC	$405,000	–	2,583	–	0.06%	–
LCI	New	LANNETT COMPANY INC	$401,000	–	29,501	–	0.06%	–
CSFL	New	CENTERSTATE BANK CORP	$394,000	–	13,226	–	0.06%	–
CARO	New	CAROLINA FINANCIAL CORP	$389,000	–	9,070	–	0.06%	–
AYX	New	ALTERYX INC	$381,000	–	9,993	–	0.05%	–
VSH	New	VISHAY INTERTECHNOLOGY COM	$384,000	–	16,557	–	0.05%	–
MTOR	New	MERITOR INC	$384,000	–	18,677	–	0.05%	–
BLDR	New	BUILDERS FIRSTSOURCE INC	$383,000	–	20,955	–	0.05%	–
BSIG	New	BRIGHTSPHERE INVESTMNT GROUP P	$381,000	–	26,699	–	0.05%	–
PUMP	New	PROPETRO HOLDING CORP	$377,000	–	24,018	–	0.05%	–
AYR	New	AIRCASTLE LTD	$375,000	–	18,274	–	0.05%	–
MKSI	New	MKS INSTRUMENT INC	$373,000	–	3,898	–	0.05%	–
SCHN	New	SCHNITZER STEEL INDUSTRIES INC	$370,000	–	10,987	–	0.05%	–
WASH	New	WASHINGTON TR BANCORP COM	$366,000	–	6,303	–	0.05%	–
AAN	New	AARONS INC	$361,000	–	8,318	–	0.05%	–
JBSS	New	JOHN B SANFILIPPO & SONS	$358,000	–	4,810	–	0.05%	–
STL	New	STERLING BANCORP	$361,000	–	15,343	–	0.05%	–
MMM	New	3M CO COM	$361,000	–	1,835	–	0.05%	–
WNC	New	WABASH NATIONAL CORP	$361,000	–	19,367	–	0.05%	–
DLX	New	DELUXE CORP	$354,000	–	5,341	–	0.05%	–
UNFI	New	UNITED NAT FOODS INC COM	$355,000	–	8,319	–	0.05%	–
FOE	New	FERRO CORP COM	$344,000	–	16,520	–	0.05%	–
PFBC	New	PREFERRED BANK	$344,000	–	5,595	–	0.05%	–
MEI	New	METHODE ELECTRS INC COM	$343,000	–	8,499	–	0.05%	–
TPH	New	TRI POINTE GROUP	$341,000	–	20,861	–	0.05%	–
KBH	New	KB HOME	$335,000	–	12,286	–	0.05%	–
STAR	New	ISTAR INC COM	$323,000	–	29,965	–	0.05%	–
ESNT	New	ESSENT GROUP LTD	$324,000	–	9,039	–	0.05%	–
TLRDQ	New	TAILORED BRANDS INC	$318,000	–	12,450	–	0.04%	–
VIRT	New	VIRTU FINANCIAL INC	$312,000	–	11,738	–	0.04%	–
PIRS	New	PIERIS PHARMACEUTICALS INC	$308,000	–	60,715	–	0.04%	–
KRO	New	KRONOS WORLDWIDE INC	$309,000	–	13,732	–	0.04%	–
JNJ	New	JOHNSON JOHNSON	$303,000	–	2,495	–	0.04%	–
SNX	New	SYNNEX CORPORATION	$296,000	–	3,064	–	0.04%	–
TPRE	New	THIRD POINT REINSURANCE LTD	$296,000	–	23,702	–	0.04%	–
IWM	New	ISHARES RUSSELL 2000 INDEX FUN	$289,000	–	1,765	–	0.04%	–
VVC	New	VECTREN CORP	$291,000	–	4,070	–	0.04%	–
WLDR	New	AFFINITY WORLD LEADERS EQUITY	$282,000	–	11,997	–	0.04%	–
LNTH	New	LANTHEUS HOLDINGS INC	$286,000	–	19,640	–	0.04%	–
BAX	New	BAXTER INTL INC	$270,000	–	3,655	–	0.04%	–
STT	New	STATE STREET CORP	$266,000	–	2,858	–	0.04%	–
HF	New	HFF INC	$272,000	–	7,921	–	0.04%	–
LAD	New	LITHIA MOTORS INC	$262,000	–	2,766	–	0.04%	–
SBGI	New	SINCLAIR BROADCAST GROUP INC	$254,000	–	7,889	–	0.04%	–
SGH	New	SMART GLOBAL HOLDINGS INC	$246,000	–	7,716	–	0.04%	–
CWH	New	CAMPING WORLD HOLDINGS INC	$241,000	–	9,644	–	0.03%	–
EBIX	New	EBIX INC	$233,000	–	3,052	–	0.03%	–
IAC	New	IAC INTERACTIVECORP COM	$225,000	–	1,475	–	0.03%	–
BDX	New	BECTON DICKINSON & CO	$223,000	–	930	–	0.03%	–
MBUU	New	MALIBU BOATS, INC	$229,000	–	5,460	–	0.03%	–
CPS	New	COOPER-STANDARD HOLDINGS INC	$204,000	–	1,560	–	0.03%	–
STZ	New	CONSTELLATION BRANDS INC CL A	$202,000	–	921	–	0.03%	–

Q4 2017

			Value		Shares		↓ Weighting
MXL	Exit	MAXLINEAR INC	$0	–	-8,446	–	-0.02%	–
CRZO	Exit	CARRIZO OIL & GAS INC	$0	–	-12,321	–	-0.02%	–
TTWO	Exit	TAKE-TWO INTERACTIVE SOFTWARE	$0	–	-2,052	–	-0.02%	–
FIX	Exit	COMFORT SYSTEMS USA	$0	–	-6,142	–	-0.02%	–
USB	Exit	US BANCORP (NEW)	$0	–	-4,100	–	-0.03%	–
SSD	Exit	SIMPSON MANUFACTURING CO	$0	–	-4,580	–	-0.03%	–
SANM	Exit	SANMINA CORP	$0	–	-6,119	–	-0.03%	–
HTLF	Exit	HEARTLAND FINANCIAL USA INC	$0	–	-4,633	–	-0.03%	–
STT	Exit	STATE STREET CORP	$0	–	-2,446	–	-0.03%	–
GE	Exit	GENERAL ELEC CO	$0	–	-10,104	–	-0.03%	–
PFBC	Exit	PREFERRED BANK	$0	–	-4,016	–	-0.03%	–
WASH	Exit	WASHINGTON TR BANCORP COM	$0	–	-4,285	–	-0.03%	–
LAD	Exit	LITHIA MOTORS INC	$0	–	-2,028	–	-0.03%	–
CRUS	Exit	CIRRUS LOGIC INC	$0	–	-4,551	–	-0.03%	–
PLCE	Exit	CHILDREN'S PLACE INC	$0	–	-2,036	–	-0.03%	–
GOOGL	Exit	ALPHABET INC CLASS A	$0	–	-248	–	-0.03%	–
STAR	Exit	ISTAR INC COM	$0	–	-20,583	–	-0.03%	–
CARO	Exit	CAROLINA FINANCIAL CORP	$0	–	-7,074	–	-0.03%	–
MPW	Exit	MEDICAL PROPERTIES TRUST	$0	–	-19,266	–	-0.03%	–
BWA	Exit	BORG WARNER INC	$0	–	-5,070	–	-0.03%	–
AGM	Exit	FEDERAL AGRICULTURAL MORTGAGE	$0	–	-3,580	–	-0.03%	–
EE	Exit	EL PASO ELECTRIC CO	$0	–	-4,613	–	-0.03%	–
FBK	Exit	FB FINANCIAL CORP	$0	–	-6,835	–	-0.03%	–
SCHN	Exit	SCHNITZER STEEL INDUSTRIES INC	$0	–	-9,097	–	-0.03%	–
TPRE	Exit	THIRD POINT REINSURANCE LTD	$0	–	-16,358	–	-0.03%	–
AYR	Exit	AIRCASTLE LTD	$0	–	-12,160	–	-0.03%	–
AXE	Exit	ANIXTER INTERNATIONAL INC	$0	–	-3,101	–	-0.03%	–
VVC	Exit	VECTREN CORP	$0	–	-4,070	–	-0.03%	–
MEI	Exit	METHODE ELECTRS INC COM	$0	–	-6,462	–	-0.03%	–
STL	Exit	STERLING BANCORP	$0	–	-11,122	–	-0.03%	–
	Exit	OM ASSET MANAGEMENT PLC	$0	–	-18,411	–	-0.03%	–
EME	Exit	EMCOR GROUP INC	$0	–	-4,025	–	-0.03%	–
CWH	Exit	CAMPING WORLD HOLDINGS INC	$0	–	-6,751	–	-0.03%	–
OLN	Exit	OLIN CORP	$0	–	-8,341	–	-0.03%	–
SCMP	Exit	SUCAMPO PHARMACEUTICALS, INC	$0	–	-23,829	–	-0.03%	–
TPH	Exit	TRI POINTE GROUP	$0	–	-20,629	–	-0.03%	–
TWX	Exit	TIME WARNER INC	$0	–	-2,800	–	-0.03%	–
DLX	Exit	DELUXE CORP	$0	–	-3,847	–	-0.03%	–
SNC	Exit	STATE NATIONAL COMPANIES, INC	$0	–	-13,402	–	-0.03%	–
WMT	Exit	WALMART STORES INC	$0	–	-3,623	–	-0.03%	–
BCOR	Exit	BLUCORA, INC	$0	–	-11,571	–	-0.03%	–
AAN	Exit	AARONS INC	$0	–	-6,667	–	-0.03%	–
ESNT	Exit	ESSENT GROUP LTD	$0	–	-7,412	–	-0.04%	–
SKYW	Exit	SKYWEST INC	$0	–	-6,979	–	-0.04%	–
MRK	Exit	MERCK & CO INC	$0	–	-4,800	–	-0.04%	–
SNHY	Exit	SUN HYDRAULICS CORP	$0	–	-5,779	–	-0.04%	–
KBH	Exit	KB HOME	$0	–	-12,891	–	-0.04%	–
SAFM	Exit	SANDERSON ANDERSON FARMS INC	$0	–	-1,915	–	-0.04%	–
ENSG	Exit	ENSIGN GROUP INC	$0	–	-13,628	–	-0.04%	–
TVPT	Exit	TRAVELPORT WORLDWIDE LIMITED	$0	–	-20,581	–	-0.04%	–
WNC	Exit	WABASH NATIONAL CORP	$0	–	-14,136	–	-0.04%	–
LNTH	Exit	LANTHEUS HOLDINGS INC	$0	–	-17,999	–	-0.04%	–
INVA	Exit	INNOVIVA, INC	$0	–	-22,359	–	-0.04%	–
ILG	Exit	ILG INC COM	$0	–	-12,352	–	-0.04%	–
JNJ	Exit	JOHNSON JOHNSON	$0	–	-2,495	–	-0.04%	–
HLS	Exit	HEALTHSOUTH CORPORATION	$0	–	-7,152	–	-0.04%	–
ASGN	Exit	ON ASSIGNMENT INC	$0	–	-6,144	–	-0.04%	–
AES	Exit	AES CORP	$0	–	-31,256	–	-0.04%	–
MKSI	Exit	MKS INSTRUMENT INC	$0	–	-3,864	–	-0.04%	–
FOE	Exit	FERRO CORP COM	$0	–	-16,474	–	-0.04%	–
MMM	Exit	3M CO COM	$0	–	-1,835	–	-0.04%	–
BLUE	Exit	BLUEBIRD BIO INC	$0	–	-2,981	–	-0.05%	–
CSX	Exit	CSX CORP	$0	–	-8,000	–	-0.05%	–
MSFT	Exit	MICROSOFT CORP	$0	–	-6,300	–	-0.05%	–
EXAS	Exit	EXACT SCIENCES CORPORATION	$0	–	-9,986	–	-0.06%	–
ANTM	Exit	ANTHEM INC	$0	–	-2,570	–	-0.06%	–
LUMN	Exit	CENTURYLINK INC	$0	–	-26,310	–	-0.06%	–
ABBV	Exit	ABBVIE INC	$0	–	-9,048	–	-0.09%	–
RTN	Exit	RAYTHEON CO	$0	–	-4,754	–	-0.10%	–
PTEN	Exit	PATTERSON-UTI ENERGY INC	$0	–	-69,722	–	-0.17%	–
PAG	Exit	PENSKE AUTOMOTIVE GROUP, INC.	$0	–	-33,570	–	-0.18%	–
	Exit	JANUS GLOBAL UNCONSTRAINED BON	$0	–	-165,809	–	-0.19%	–
RES	Exit	RPC INC COM	$0	–	-65,418	–	-0.19%	–
STLD	Exit	STEEL DYNAMICS	$0	–	-47,854	–	-0.19%	–
THO	Exit	THOR INDUSTRIES	$0	–	-13,243	–	-0.19%	–
MFA	Exit	MFA FINANCIAL INC	$0	–	-190,120	–	-0.19%	–
JNPR	Exit	JUNIPER NETWORKS INC	$0	–	-61,670	–	-0.20%	–
KSS	Exit	KOHLS CORP	$0	–	-37,884	–	-0.20%	–
HPT	Exit	HOSPITALITY PROPERTIES TRUST	$0	–	-60,680	–	-0.20%	–
HFC	Exit	HOLLYFRONTIER CORPORATION	$0	–	-48,540	–	-0.20%	–
ALK	Exit	ALASKA AIR GROUP	$0	–	-23,618	–	-0.21%	–
PFG	Exit	PRINCIPAL FINL GROUP	$0	–	-28,080	–	-0.21%	–
ETR	Exit	ENTERGY CORP	$0	–	-23,900	–	-0.21%	–
LH	Exit	LABORATORY CORP AMER HLDGS	$0	–	-12,140	–	-0.21%	–
OHI	Exit	OMEGA HEALTHCARE INVESTORS	$0	–	-57,510	–	-0.21%	–
PVH	Exit	PHILLIPS VAN HEUSEN CORP	$0	–	-14,675	–	-0.21%	–
FDC	Exit	FIRST DATA CORP	$0	–	-103,060	–	-0.22%	–
UNM	Exit	UNUM CORP	$0	–	-36,570	–	-0.22%	–
ZION	Exit	ZIONS BANC CORP	$0	–	-39,720	–	-0.22%	–
NTAP	Exit	NETAPP INC COM	$0	–	-43,220	–	-0.22%	–
BERY	Exit	BERRY PLASTICS GROUP INC	$0	–	-33,910	–	-0.22%	–
DTE	Exit	DTE ENERGY	$0	–	-17,970	–	-0.22%	–
FITB	Exit	FIFTH THIRD BANCORP	$0	–	-70,390	–	-0.23%	–
CRL	Exit	CHARLES RIVER LABS INTL INC	$0	–	-18,210	–	-0.23%	–
JLL	Exit	JONES LANG LASALLE INC	$0	–	-16,115	–	-0.23%	–
MTD	Exit	METTLER TOLEDO INTL INC	$0	–	-3,325	–	-0.24%	–
GLPI	Exit	GAMING AND LEISURE PROPERTIES	$0	–	-57,850	–	-0.25%	–
RCL	Exit	ROYAL CARIBBEAN CRUISES LTD SH	$0	–	-18,410	–	-0.25%	–
ALGN	Exit	ALIGN TECHNOLOGY INC	$0	–	-11,739	–	-0.25%	–
ANDV	Exit	ANDEAVOR	$0	–	-21,340	–	-0.26%	–
TUP	Exit	TUPPERWARE BRANDS CORP	$0	–	-35,671	–	-0.26%	–
TKR	Exit	TIMKEN	$0	–	-46,440	–	-0.26%	–
CMI	Exit	CUMMINS INC	$0	–	-13,635	–	-0.27%	–
CNC	Exit	CENTENE CORPORATION	$0	–	-24,513	–	-0.28%	–
AGG	Exit	ISHARES BARCLAYS AGGREGATE BON	$0	–	-23,275	–	-0.30%	–
DKS	Exit	DICK'S SPORTING GOODS INC	$0	–	-103,655	–	-0.32%	–
LRCX	Exit	LAM RESEARCH CORPORATION	$0	–	-15,534	–	-0.33%	–
SYMC	Exit	SYMANTEC CORP COM	$0	–	-106,170	–	-0.40%	–
RJF	Exit	RAYMOND JAMES FINANCIAL INC	$0	–	-45,101	–	-0.44%	–
SYY	Exit	SYSCO CORP	$0	–	-74,874	–	-0.47%	–
ALL	Exit	ALLSTATE CORP	$0	–	-50,800	–	-0.54%	–
GPS	Exit	GAP STORES	$0	–	-159,329	–	-0.54%	–
HAL	Exit	HALLIBURTON CO	$0	–	-103,308	–	-0.55%	–
PPL	Exit	PPL CORP	$0	–	-146,385	–	-0.64%	–
SWKS	Exit	SKYWORKS SOLUTIONS INC	$0	–	-55,475	–	-0.66%	–
VZ	Exit	VERIZON COMMUNICATIONS INC	$0	–	-132,460	–	-0.76%	–
MCD	Exit	MCDONALDS CORP	$0	–	-42,479	–	-0.77%	–
AMAT	Exit	APPLIED MATERIALS	$0	–	-142,204	–	-0.86%	–
AEP	Exit	AMERICAN ELECTRIC POWER INC.	$0	–	-107,928	–	-0.88%	–
JCI	Exit	JOHNSON CONTROLS PLC	$0	–	-194,408	–	-0.91%	–
MAN	Exit	MANPOWERGROUP INC	$0	–	-68,276	–	-0.93%	–
MAS	Exit	MASCO CORP	$0	–	-212,682	–	-0.96%	–
FB	Exit	FACEBOOK INC	$0	–	-49,096	–	-0.97%	–
PHM	Exit	PULTE CORP	$0	–	-307,312	–	-0.97%	–
HIG	Exit	HARTFORD FINL SVCS	$0	–	-155,139	–	-1.00%	–
EXC	Exit	EXELON CORP	$0	–	-234,785	–	-1.02%	–
PRU	Exit	PRUDENTIAL FINANCIAL INC	$0	–	-88,815	–	-1.10%	–
DIS	Exit	WALT DISNEY CO	$0	–	-98,687	–	-1.13%	–
AVGO	Exit	BROADCOM LIMITED	$0	–	-43,453	–	-1.22%	–
AXP	Exit	AMERICAN EXPRESS	$0	–	-117,100	–	-1.23%	–
WDC	Exit	WESTERN DIGITAL CORP	$0	–	-126,357	–	-1.26%	–
MPC	Exit	MARATHON PETROLEUM CORP	$0	–	-199,352	–	-1.30%	–
PNC	Exit	PNC FINANCIAL SERVICES GROUP	$0	–	-83,015	–	-1.30%	–
CBRE	Exit	CB RICHARD ELLIS GROUP INC	$0	–	-296,909	–	-1.30%	–
MCK	Exit	MCKESSON CORP	$0	–	-73,817	–	-1.31%	–
KEY	Exit	KEYCORP	$0	–	-608,061	–	-1.33%	–
DE	Exit	DEERE & CO	$0	–	-91,610	–	-1.33%	–
LEA	Exit	LEAR CORP	$0	–	-67,321	–	-1.35%	–
MO	Exit	ALTRIA GROUP INC	$0	–	-184,847	–	-1.36%	–
BG	Exit	BUNGE LTD	$0	–	-171,421	–	-1.38%	–
AGN	Exit	ALLERGAN INC	$0	–	-59,309	–	-1.41%	–
STZ	Exit	CONSTELLATION BRANDS INC CL A	$0	–	-61,475	–	-1.42%	–
CE	Exit	CELANESE CORPORATION	$0	–	-119,425	–	-1.44%	–
VLO	Exit	VALERO ENERGY CORP COM	$0	–	-161,880	–	-1.44%	–
PCG	Exit	PG&E CORP	$0	–	-186,365	–	-1.47%	–
DAL	Exit	DELTA AIRLINES	$0	–	-264,355	–	-1.48%	–
DWDP	Exit	DOWDUPONT INC	$0	–	-186,187	–	-1.49%	–
CELG	Exit	CELGENE CORP	$0	–	-88,580	–	-1.50%	–
WYND	Exit	WYNDHAM WORLDWIDE CORP	$0	–	-122,839	–	-1.50%	–
T	Exit	ATT INC COM	$0	–	-331,073	–	-1.50%	–
INGR	Exit	INGREDION INC COM	$0	–	-108,423	–	-1.52%	–
LEN	Exit	LENNAR CORP	$0	–	-249,151	–	-1.52%	–
UNH	Exit	UNITEDHEALTH GROUP INC	$0	–	-67,441	–	-1.53%	–
LNC	Exit	LINCOLN NATIONAL CORP	$0	–	-181,891	–	-1.55%	–
HD	Exit	HOME DEPOT INC	$0	–	-85,964	–	-1.63%	–
BBY	Exit	BEST BUY CO INC	$0	–	-248,841	–	-1.64%	–
AET	Exit	AETNA INC	$0	–	-89,366	–	-1.65%	–
DXC	Exit	DXC TECHNOLOGY CO	$0	–	-169,779	–	-1.69%	–
INTC	Exit	INTEL CORP	$0	–	-393,507	–	-1.74%	–
CSCO	Exit	CISCO SYS INC COM	$0	–	-455,618	–	-1.78%	–
STI	Exit	SUNTRUST BANKS INC	$0	–	-264,391	–	-1.83%	–
URI	Exit	UNITED RENTALS INC COM	$0	–	-114,777	–	-1.85%	–
AMGN	Exit	AMGEN INC	$0	–	-86,669	–	-1.87%	–
BA	Exit	BOEING CO	$0	–	-69,864	–	-2.06%	–
CVX	Exit	CHEVRON CORP	$0	–	-157,514	–	-2.14%	–
PFE	Exit	PFIZER INC	$0	–	-528,518	–	-2.19%	–
XOM	Exit	EXXON MOBIL CORP	$0	–	-262,883	–	-2.50%	–
AAPL	Exit	APPLE INC	$0	–	-141,638	–	-2.53%	–
C	Exit	CITIGROUP INC COM	$0	–	-303,949	–	-2.56%	–
BAC	Exit	BANK OF AMERICA CORP	$0	–	-975,186	–	-2.86%	–
JPM	Exit	JPMORGAN CHASE & CO	$0	–	-306,156	–	-3.39%	–

Q3 2017

			Value		Shares		↓ Weighting
JPM	Sell	JPMORGAN CHASE & CO	$29,241,000	-0.6%	306,156	-4.8%	3.39%	-3.4%
BAC	Sell	BANK OF AMERICA CORP	$24,711,000	-0.1%	975,186	-4.4%	2.86%	-3.0%
C	New	CITIGROUP INC COM	$22,109,000	–	303,949	–	2.56%	–
AAPL	Sell	APPLE INC	$21,829,000	+5.8%	141,638	-1.1%	2.53%	+2.8%
XOM	Sell	EXXON MOBIL CORP	$21,551,000	-12.0%	262,883	-13.3%	2.50%	-14.5%
PFE	Sell	PFIZER INC	$18,868,000	+5.8%	528,518	-0.5%	2.19%	+2.8%
CVX	Sell	CHEVRON CORP	$18,508,000	+12.5%	157,514	-0.1%	2.14%	+9.3%
BA	Sell	BOEING CO	$17,760,000	+17.9%	69,864	-8.3%	2.06%	+14.6%
AMGN	Buy	AMGEN INC	$16,159,000	+46.1%	86,669	+35.0%	1.87%	+41.9%
URI	Buy	UNITED RENTALS INC COM	$15,924,000	+126.8%	114,777	+84.2%	1.85%	+120.3%
STI	Sell	SUNTRUST BANKS INC	$15,803,000	-4.8%	264,391	-9.6%	1.83%	-7.5%
CSCO	Sell	CISCO SYS INC COM	$15,322,000	+6.9%	455,618	-0.5%	1.78%	+3.8%
INTC	Sell	INTEL CORP	$14,985,000	+12.7%	393,507	-0.2%	1.74%	+9.5%
DXC	Buy	DXC TECHNOLOGY CO	$14,581,000	+31.0%	169,779	+17.0%	1.69%	+27.3%
AET	Sell	AETNA INC	$14,210,000	+3.8%	89,366	-0.9%	1.65%	+0.8%
BBY	Buy	BEST BUY CO INC	$14,174,000	+519.5%	248,841	+523.4%	1.64%	+501.8%
HD	Sell	HOME DEPOT INC	$14,060,000	+5.8%	85,964	-0.8%	1.63%	+2.8%
LNC	Sell	LINCOLN NATIONAL CORP	$13,365,000	+1.7%	181,891	-6.5%	1.55%	-1.2%
UNH	Buy	UNITEDHEALTH GROUP INC	$13,208,000	+10.2%	67,441	+4.3%	1.53%	+7.1%
LEN	Sell	LENNAR CORP	$13,155,000	-4.1%	249,151	-3.2%	1.52%	-6.8%
INGR	Buy	INGREDION INC COM	$13,080,000	+5.2%	108,423	+3.9%	1.52%	+2.2%
T	Sell	ATT INC COM	$12,968,000	+3.5%	331,073	-0.3%	1.50%	+0.5%
WYND	Buy	WYNDHAM WORLDWIDE CORP	$12,948,000	+9.8%	122,839	+4.6%	1.50%	+6.7%
CELG	Buy	CELGENE CORP	$12,917,000	+22.8%	88,580	+9.4%	1.50%	+19.3%
DWDP	New	DOWDUPONT INC	$12,890,000	–	186,187	–	1.49%	–
DAL	Sell	DELTA AIRLINES	$12,747,000	-18.1%	264,355	-8.8%	1.48%	-20.5%
PCG	Sell	PG&E CORP	$12,690,000	+2.4%	186,365	-0.2%	1.47%	-0.5%
VLO	Sell	VALERO ENERGY CORP COM	$12,453,000	+13.4%	161,880	-0.5%	1.44%	+10.2%
CE	Sell	CELANESE CORPORATION	$12,452,000	+5.4%	119,425	-4.0%	1.44%	+2.3%
STZ	Sell	CONSTELLATION BRANDS INC CL A	$12,261,000	-4.0%	61,475	-6.7%	1.42%	-6.7%
AGN	Buy	ALLERGAN INC	$12,155,000	+6.4%	59,309	+26.2%	1.41%	+3.4%
BG	Buy	BUNGE LTD	$11,907,000	-3.4%	171,421	+3.7%	1.38%	-6.2%
MO	Buy	ALTRIA GROUP INC	$11,723,000	-7.9%	184,847	+8.2%	1.36%	-10.5%
LEA	Buy	LEAR CORP	$11,652,000	+578.2%	67,321	+456.6%	1.35%	+559.0%
DE	Sell	DEERE & CO	$11,505,000	+1.5%	91,610	-0.1%	1.33%	-1.3%
KEY	Sell	KEYCORP	$11,444,000	-3.4%	608,061	-3.9%	1.33%	-6.2%
MCK	Buy	MCKESSON CORP	$11,339,000	+10.0%	73,817	+17.8%	1.31%	+6.8%
CBRE	Sell	CB RICHARD ELLIS GROUP INC	$11,247,000	+3.3%	296,909	-0.7%	1.30%	+0.4%
PNC	Sell	PNC FINANCIAL SERVICES GROUP	$11,188,000	+0.4%	83,015	-7.0%	1.30%	-2.5%
MPC	Sell	MARATHON PETROLEUM CORP	$11,180,000	+6.1%	199,352	-1.0%	1.30%	+3.0%
WDC	Sell	WESTERN DIGITAL CORP	$10,917,000	-5.8%	126,357	-3.4%	1.26%	-8.5%
AXP	Sell	AMERICAN EXPRESS	$10,593,000	-2.6%	117,100	-9.3%	1.23%	-5.4%
AVGO	Sell	BROADCOM LIMITED	$10,539,000	+2.8%	43,453	-1.2%	1.22%	-0.1%
DIS	Buy	WALT DISNEY CO	$9,728,000	-4.8%	98,687	+2.6%	1.13%	-7.5%
PRU	Sell	PRUDENTIAL FINANCIAL INC	$9,443,000	-8.6%	88,815	-7.0%	1.10%	-11.1%
EXC	Sell	EXELON CORP	$8,844,000	+4.1%	234,785	-0.3%	1.02%	+1.2%
HIG	Sell	HARTFORD FINL SVCS	$8,599,000	-35.3%	155,139	-38.6%	1.00%	-37.1%
PHM	Sell	PULTE CORP	$8,399,000	+11.0%	307,312	-0.4%	0.97%	+7.9%
FB	Sell	FACEBOOK INC	$8,389,000	+11.3%	49,096	-1.6%	0.97%	+8.1%
MAS	Sell	MASCO CORP	$8,297,000	-2.2%	212,682	-4.2%	0.96%	-4.9%
MAN	Sell	MANPOWERGROUP INC	$8,044,000	-0.6%	68,276	-5.8%	0.93%	-3.5%
JCI	Buy	JOHNSON CONTROLS PLC	$7,833,000	-7.0%	194,408	+0.1%	0.91%	-9.7%
AEP	Sell	AMERICAN ELECTRIC POWER INC.	$7,581,000	+1.0%	107,928	-0.1%	0.88%	-1.9%
AMAT	Sell	APPLIED MATERIALS	$7,407,000	+21.6%	142,204	-3.6%	0.86%	+18.2%
MCD	Sell	MCDONALDS CORP	$6,656,000	+0.3%	42,479	-1.9%	0.77%	-2.4%
VZ	Sell	VERIZON COMMUNICATIONS INC	$6,555,000	+9.4%	132,460	-1.2%	0.76%	+6.3%
SWKS	Sell	SKYWORKS SOLUTIONS INC	$5,653,000	-0.9%	55,475	-6.7%	0.66%	-3.8%
PPL	Sell	PPL CORP	$5,555,000	-8.2%	146,385	-6.4%	0.64%	-10.8%
HAL	Sell	HALLIBURTON CO	$4,755,000	+7.4%	103,308	-0.3%	0.55%	+4.4%
GPS	Sell	GAP STORES	$4,705,000	+33.3%	159,329	-0.8%	0.54%	+29.5%
SYY	Sell	SYSCO CORP	$4,039,000	+6.2%	74,874	-0.9%	0.47%	+3.1%
RJF	New	RAYMOND JAMES FINANCIAL INC	$3,803,000	–	45,101	–	0.44%	–
SYMC	Sell	SYMANTEC CORP COM	$3,483,000	-49.1%	106,170	-56.1%	0.40%	-50.5%
LRCX	Sell	LAM RESEARCH CORPORATION	$2,874,000	+11.4%	15,534	-14.8%	0.33%	+8.1%
DKS	Sell	DICK'S SPORTING GOODS INC	$2,800,000	-34.7%	103,655	-3.8%	0.32%	-36.5%
CNC	Sell	CENTENE CORPORATION	$2,372,000	+3.8%	24,513	-14.3%	0.28%	+0.7%
CMI	Sell	CUMMINS INC	$2,291,000	-11.1%	13,635	-14.2%	0.27%	-13.6%
TKR	Sell	TIMKEN	$2,255,000	-10.0%	46,440	-14.3%	0.26%	-12.7%
TUP	Sell	TUPPERWARE BRANDS CORP	$2,205,000	-20.0%	35,671	-9.1%	0.26%	-22.2%
ANDV	New	ANDEAVOR	$2,201,000	–	21,340	–	0.26%	–
ALGN	New	ALIGN TECHNOLOGY INC	$2,187,000	–	11,739	–	0.25%	–
RCL	Sell	ROYAL CARIBBEAN CRUISES LTD SH	$2,182,000	-16.8%	18,410	-23.3%	0.25%	-19.2%
GLPI	Sell	GAMING AND LEISURE PROPERTIES	$2,134,000	-15.7%	57,850	-13.9%	0.25%	-18.2%
MTD	Sell	METTLER TOLEDO INTL INC	$2,082,000	-8.8%	3,325	-14.3%	0.24%	-11.7%
JLL	Sell	JONES LANG LASALLE INC	$1,990,000	-15.2%	16,115	-14.1%	0.23%	-17.5%
CRL	Sell	CHARLES RIVER LABS INTL INC	$1,967,000	-7.9%	18,210	-13.8%	0.23%	-10.6%
FITB	Sell	FIFTH THIRD BANCORP	$1,970,000	-6.7%	70,390	-13.4%	0.23%	-9.5%
DTE	Sell	DTE ENERGY	$1,929,000	-15.0%	17,970	-16.3%	0.22%	-17.3%
BERY	Sell	BERRY PLASTICS GROUP INC	$1,921,000	-14.2%	33,910	-13.7%	0.22%	-16.5%
NTAP	Sell	NETAPP INC COM	$1,891,000	-6.3%	43,220	-14.3%	0.22%	-9.1%
UNM	Sell	UNUM CORP	$1,870,000	-7.5%	36,570	-15.7%	0.22%	-10.0%
ZION	Sell	ZIONS BANC CORP	$1,874,000	-9.4%	39,720	-15.7%	0.22%	-12.1%
FDC	Sell	FIRST DATA CORP	$1,859,000	-24.4%	103,060	-23.7%	0.22%	-26.6%
PVH	Sell	PHILLIPS VAN HEUSEN CORP	$1,850,000	-6.5%	14,675	-15.1%	0.21%	-9.3%
OHI	Sell	OMEGA HEALTHCARE INVESTORS	$1,835,000	-16.9%	57,510	-14.0%	0.21%	-19.0%
LH	Sell	LABORATORY CORP AMER HLDGS	$1,833,000	-15.9%	12,140	-14.1%	0.21%	-18.5%
ETR	Sell	ENTERGY CORP	$1,825,000	-14.3%	23,900	-13.9%	0.21%	-16.5%
PFG	Sell	PRINCIPAL FINL GROUP	$1,807,000	-14.4%	28,080	-14.8%	0.21%	-17.1%
ALK	Sell	ALASKA AIR GROUP	$1,801,000	-26.5%	23,618	-13.5%	0.21%	-28.4%
HFC	Sell	HOLLYFRONTIER CORPORATION	$1,746,000	+12.1%	48,540	-14.4%	0.20%	+8.6%
HPT	Sell	HOSPITALITY PROPERTIES TRUST	$1,729,000	-16.7%	60,680	-14.8%	0.20%	-19.4%
KSS	New	KOHLS CORP	$1,729,000	–	37,884	–	0.20%	–
JNPR	Sell	JUNIPER NETWORKS INC	$1,716,000	-15.0%	61,670	-14.9%	0.20%	-17.4%
THO	Sell	THOR INDUSTRIES	$1,667,000	+7.1%	13,243	-11.1%	0.19%	+3.8%
MFA	Sell	MFA FINANCIAL INC	$1,665,000	-8.5%	190,120	-12.4%	0.19%	-11.1%
STLD	Sell	STEEL DYNAMICS	$1,650,000	-17.7%	47,854	-14.5%	0.19%	-20.1%
RES	New	RPC INC COM	$1,622,000	–	65,418	–	0.19%	–
PAG	Sell	PENSKE AUTOMOTIVE GROUP, INC.	$1,597,000	-4.1%	33,570	-11.5%	0.18%	-7.0%
PTEN	New	PATTERSON-UTI ENERGY INC	$1,460,000	–	69,722	–	0.17%	–
RTN	Sell	RAYTHEON CO	$887,000	-2.0%	4,754	-15.2%	0.10%	-4.6%
ABBV	Sell	ABBVIE INC	$804,000	+22.2%	9,048	-0.2%	0.09%	+17.7%
LUMN	Sell	CENTURYLINK INC	$497,000	-32.1%	26,310	-14.2%	0.06%	-33.3%
EXAS	Sell	EXACT SCIENCES CORPORATION	$471,000	+18.9%	9,986	-10.9%	0.06%	+17.0%
MSFT	Buy	MICROSOFT CORP	$469,000	+11.7%	6,300	+3.3%	0.05%	+8.0%
BLUE	Buy	BLUEBIRD BIO INC	$409,000	+66.3%	2,981	+27.4%	0.05%	+62.1%
HLS	Buy	HEALTHSOUTH CORPORATION	$331,000	+8.2%	7,152	+13.1%	0.04%	+2.7%
JNJ	Buy	JOHNSON JOHNSON	$324,000	+6.6%	2,495	+8.7%	0.04%	+5.6%
LNTH	New	LANTHEUS HOLDINGS INC	$320,000	–	17,999	–	0.04%	–
WNC	Buy	WABASH NATIONAL CORP	$323,000	+7.3%	14,136	+3.4%	0.04%	+2.8%
INVA	Buy	INNOVIVA, INC	$316,000	+31.1%	22,359	+18.8%	0.04%	+27.6%
KBH	New	KB HOME	$311,000	–	12,891	–	0.04%	–
ENSG	Buy	ENSIGN GROUP INC	$308,000	+18.9%	13,628	+14.3%	0.04%	+16.1%
ESNT	Sell	ESSENT GROUP LTD	$300,000	+8.3%	7,412	-0.6%	0.04%	+6.1%
WMT	Buy	WALMART STORES INC	$283,000	+12.7%	3,623	+9.4%	0.03%	+10.0%
OLN	Sell	OLIN CORP	$286,000	-4.3%	8,341	-15.7%	0.03%	-8.3%
SNC	Sell	STATE NATIONAL COMPANIES, INC	$281,000	-14.1%	13,402	-24.6%	0.03%	-15.4%
SCMP	Buy	SUCAMPO PHARMACEUTICALS, INC	$281,000	+20.6%	23,829	+7.3%	0.03%	+17.9%
STL	New	STERLING BANCORP	$274,000	–	11,122	–	0.03%	–
EME	New	EMCOR GROUP INC	$279,000	–	4,025	–	0.03%	–
AXE	New	ANIXTER INTERNATIONAL INC	$264,000	–	3,101	–	0.03%	–
AYR	Buy	AIRCASTLE LTD	$271,000	+12.9%	12,160	+10.4%	0.03%	+6.9%
EE	Sell	EL PASO ELECTRIC CO	$255,000	+6.2%	4,613	-0.7%	0.03%	+3.4%
FBK	New	FB FINANCIAL CORP	$258,000	–	6,835	–	0.03%	–
TPRE	New	THIRD POINT REINSURANCE LTD	$255,000	–	16,358	–	0.03%	–
AGM	New	FEDERAL AGRICULTURAL MORTGAGE	$260,000	–	3,580	–	0.03%	–
CARO	New	CAROLINA FINANCIAL CORP	$254,000	–	7,074	–	0.03%	–
GE	Sell	GENERAL ELEC CO	$244,000	-97.8%	10,104	-97.5%	0.03%	-97.9%
LAD	New	LITHIA MOTORS INC	$244,000	–	2,028	–	0.03%	–
GOOGL	Sell	ALPHABET INC CLASS A	$241,000	-33.4%	248	-36.2%	0.03%	-34.9%
SANM	Sell	SANMINA CORP	$227,000	-3.8%	6,119	-1.2%	0.03%	-7.1%
FIX	Buy	COMFORT SYSTEMS USA	$219,000	+4.8%	6,142	+9.2%	0.02%	0.0%
CRZO	New	CARRIZO OIL & GAS INC	$211,000	–	12,321	–	0.02%	–
TTWO	New	TAKE-TWO INTERACTIVE SOFTWARE	$210,000	–	2,052	–	0.02%	–
CNOB	Exit	CONNECTONE BANCORP INC COM	$0	–	-9,084	–	-0.02%	–
FNSR	Exit	FINISAR CORPORATION	$0	–	-8,374	–	-0.03%	–
LUV	Exit	SOUTHWEST AIRLINES	$0	–	-3,665	–	-0.03%	–
LOPE	Exit	GRAND CANYON ED INC COM	$0	–	-2,840	–	-0.03%	–
ENVA	Exit	ENOVA INTERNATIONAL, INC	$0	–	-15,279	–	-0.03%	–
OZRK	Exit	BANK OF THE OZARKS INC	$0	–	-5,003	–	-0.03%	–
NRZ	Exit	NEW RESIDENTIAL INVESTMENT COR	$0	–	-17,003	–	-0.03%	–
GWB	Exit	GREAT WESTERN BANCORP	$0	–	-6,688	–	-0.03%	–
LPI	Exit	LAREDO PETROLEUM, INC	$0	–	-108,603	–	-0.14%	–
HES	Exit	HESS CORP	$0	–	-38,103	–	-0.20%	–
BR	Exit	BROADRIDGE FINANCIAL SOLUTIONS	$0	–	-28,250	–	-0.26%	–
TSO	Exit	TESORO CORP	$0	–	-24,060	–	-0.27%	–
ZBH	Exit	ZIMMER BIOMET HOLDINGS INC	$0	–	-18,040	–	-0.28%	–
FL	Exit	FOOTLOCKER INC	$0	–	-169,085	–	-0.99%	–
GM	Exit	GENERAL MOTORS	$0	–	-239,745	–	-1.00%	–
DOW	Exit	DOW CHEMICAL CO	$0	–	-187,820	–	-1.41%	–
GS	Exit	GOLDMAN SACHS GROUP INC COM	$0	–	-67,013	–	-1.77%	–

Q2 2017

			Value		Shares		↓ Weighting
JPM	New	JPMORGAN CHASE & CO	$29,404,000	–	321,702	–	3.51%	–
BAC	New	BANK OF AMERICA CORP	$24,747,000	–	1,020,065	–	2.95%	–
XOM	New	EXXON MOBIL CORP	$24,486,000	–	303,312	–	2.92%	–
AAPL	New	APPLE INC	$20,623,000	–	143,193	–	2.46%	–
PFE	New	PFIZER INC	$17,834,000	–	530,944	–	2.13%	–
STI	New	SUNTRUST BANKS INC	$16,595,000	–	292,574	–	1.98%	–
CVX	New	CHEVRON CORP	$16,452,000	–	157,692	–	1.96%	–
DAL	New	DELTA AIRLINES	$15,572,000	–	289,773	–	1.86%	–
BA	New	BOEING CO	$15,060,000	–	76,155	–	1.80%	–
GS	New	GOLDMAN SACHS GROUP INC COM	$14,870,000	–	67,013	–	1.77%	–
CSCO	New	CISCO SYS INC COM	$14,339,000	–	458,111	–	1.71%	–
LEN	New	LENNAR CORP	$13,722,000	–	257,346	–	1.64%	–
AET	New	AETNA INC	$13,693,000	–	90,185	–	1.63%	–
INTC	New	INTEL CORP	$13,301,000	–	394,229	–	1.59%	–
HD	New	HOME DEPOT INC	$13,294,000	–	86,664	–	1.59%	–
HIG	New	HARTFORD FINL SVCS	$13,290,000	–	252,812	–	1.59%	–
LNC	New	LINCOLN NATIONAL CORP	$13,142,000	–	194,473	–	1.57%	–
STZ	New	CONSTELLATION BRANDS INC CL A	$12,768,000	–	65,906	–	1.52%	–
MO	New	ALTRIA GROUP INC	$12,722,000	–	170,837	–	1.52%	–
T	New	ATT INC COM	$12,530,000	–	332,090	–	1.50%	–
INGR	New	INGREDION INC COM	$12,437,000	–	104,328	–	1.48%	–
PCG	New	PG&E CORP	$12,395,000	–	186,761	–	1.48%	–
BG	New	BUNGE LTD	$12,329,000	–	165,268	–	1.47%	–
UNH	New	UNITEDHEALTH GROUP INC	$11,985,000	–	64,635	–	1.43%	–
KEY	New	KEYCORP	$11,852,000	–	632,431	–	1.41%	–
DOW	New	DOW CHEMICAL CO	$11,846,000	–	187,820	–	1.41%	–
CE	New	CELANESE CORPORATION	$11,813,000	–	124,422	–	1.41%	–
WYND	New	WYNDHAM WORLDWIDE CORP	$11,795,000	–	117,466	–	1.41%	–
WDC	New	WESTERN DIGITAL CORP	$11,585,000	–	130,758	–	1.38%	–
AGN	New	ALLERGAN INC	$11,420,000	–	46,979	–	1.36%	–
DE	New	DEERE & CO	$11,335,000	–	91,713	–	1.35%	–
PNC	New	PNC FINANCIAL SERVICES GROUP	$11,144,000	–	89,247	–	1.33%	–
DXC	New	DXC TECHNOLOGY CO	$11,130,000	–	145,069	–	1.33%	–
AMGN	New	AMGEN INC	$11,059,000	–	64,210	–	1.32%	–
VLO	New	VALERO ENERGY CORP COM	$10,980,000	–	162,759	–	1.31%	–
GE	New	GENERAL ELEC CO	$10,923,000	–	404,395	–	1.30%	–
CBRE	New	CB RICHARD ELLIS GROUP INC	$10,889,000	–	299,152	–	1.30%	–
AXP	New	AMERICAN EXPRESS	$10,879,000	–	129,143	–	1.30%	–
MPC	New	MARATHON PETROLEUM CORP	$10,539,000	–	201,393	–	1.26%	–
CELG	New	CELGENE CORP	$10,516,000	–	80,971	–	1.26%	–
PRU	New	PRUDENTIAL FINANCIAL INC	$10,329,000	–	95,516	–	1.23%	–
MCK	New	MCKESSON CORP	$10,309,000	–	62,653	–	1.23%	–
AVGO	New	BROADCOM LIMITED	$10,251,000	–	43,987	–	1.22%	–
DIS	New	WALT DISNEY CO	$10,218,000	–	96,172	–	1.22%	–
EXC	New	EXELON CORP	$8,492,000	–	235,422	–	1.01%	–
MAS	New	MASCO CORP	$8,481,000	–	221,962	–	1.01%	–
JCI	New	JOHNSON CONTROLS PLC	$8,419,000	–	194,170	–	1.00%	–
GM	New	GENERAL MOTORS	$8,374,000	–	239,745	–	1.00%	–
FL	New	FOOTLOCKER INC	$8,333,000	–	169,085	–	0.99%	–
MAN	New	MANPOWERGROUP INC	$8,095,000	–	72,504	–	0.97%	–
PHM	New	PULTE CORP	$7,568,000	–	308,522	–	0.90%	–
FB	New	FACEBOOK INC	$7,536,000	–	49,912	–	0.90%	–
AEP	New	AMERICAN ELECTRIC POWER INC.	$7,509,000	–	108,088	–	0.90%	–
URI	New	UNITED RENTALS INC COM	$7,021,000	–	62,297	–	0.84%	–
SYMC	New	SYMANTEC CORP COM	$6,839,000	–	242,095	–	0.82%	–
MCD	New	MCDONALDS CORP	$6,633,000	–	43,308	–	0.79%	–
AMAT	New	APPLIED MATERIALS	$6,093,000	–	147,483	–	0.73%	–
PPL	New	PPL CORP	$6,049,000	–	156,455	–	0.72%	–
VZ	New	VERIZON COMMUNICATIONS INC	$5,990,000	–	134,114	–	0.72%	–
SWKS	New	SKYWORKS SOLUTIONS INC	$5,704,000	–	59,448	–	0.68%	–
ALL	New	ALLSTATE CORP	$4,493,000	–	50,800	–	0.54%	–
HAL	New	HALLIBURTON CO	$4,427,000	–	103,658	–	0.53%	–
DKS	New	DICK'S SPORTING GOODS INC	$4,290,000	–	107,716	–	0.51%	–
SYY	New	SYSCO CORP	$3,803,000	–	75,568	–	0.45%	–
GPS	New	GAP STORES	$3,530,000	–	160,540	–	0.42%	–
TUP	New	TUPPERWARE BRANDS CORP	$2,757,000	–	39,251	–	0.33%	–
RCL	New	ROYAL CARIBBEAN CRUISES LTD SH	$2,623,000	–	24,010	–	0.31%	–
CMI	New	CUMMINS INC	$2,578,000	–	15,890	–	0.31%	–
LRCX	New	LAM RESEARCH CORPORATION	$2,580,000	–	18,239	–	0.31%	–
AGG	New	ISHARES BARCLAYS AGGREGATE BON	$2,549,000	–	23,275	–	0.30%	–
GLPI	New	GAMING AND LEISURE PROPERTIES	$2,531,000	–	67,180	–	0.30%	–
TKR	New	TIMKEN	$2,505,000	–	54,170	–	0.30%	–
FDC	New	FIRST DATA CORP	$2,458,000	–	135,050	–	0.29%	–
ALK	New	ALASKA AIR GROUP	$2,450,000	–	27,298	–	0.29%	–
JLL	New	JONES LANG LASALLE INC	$2,346,000	–	18,765	–	0.28%	–
ZBH	New	ZIMMER BIOMET HOLDINGS INC	$2,316,000	–	18,040	–	0.28%	–
BBY	New	BEST BUY CO INC	$2,288,000	–	39,916	–	0.27%	–
MTD	New	METTLER TOLEDO INTL INC	$2,284,000	–	3,880	–	0.27%	–
CNC	New	CENTENE CORPORATION	$2,285,000	–	28,609	–	0.27%	–
DTE	New	DTE ENERGY	$2,270,000	–	21,460	–	0.27%	–
TSO	New	TESORO CORP	$2,252,000	–	24,060	–	0.27%	–
BERY	New	BERRY PLASTICS GROUP INC	$2,240,000	–	39,290	–	0.27%	–
OHI	New	OMEGA HEALTHCARE INVESTORS	$2,207,000	–	66,840	–	0.26%	–
LH	New	LABORATORY CORP AMER HLDGS	$2,180,000	–	14,140	–	0.26%	–
BR	New	BROADRIDGE FINANCIAL SOLUTIONS	$2,135,000	–	28,250	–	0.26%	–
CRL	New	CHARLES RIVER LABS INTL INC	$2,136,000	–	21,120	–	0.26%	–
ETR	New	ENTERGY CORP	$2,130,000	–	27,750	–	0.25%	–
PFG	New	PRINCIPAL FINL GROUP	$2,111,000	–	32,950	–	0.25%	–
FITB	New	FIFTH THIRD BANCORP	$2,111,000	–	81,310	–	0.25%	–
HPT	New	HOSPITALITY PROPERTIES TRUST	$2,075,000	–	71,180	–	0.25%	–
ZION	New	ZIONS BANC CORP	$2,069,000	–	47,110	–	0.25%	–
NTAP	New	NETAPP INC COM	$2,019,000	–	50,420	–	0.24%	–
JNPR	New	JUNIPER NETWORKS INC	$2,020,000	–	72,450	–	0.24%	–
UNM	New	UNUM CORP	$2,022,000	–	43,370	–	0.24%	–
STLD	New	STEEL DYNAMICS	$2,004,000	–	55,974	–	0.24%	–
PVH	New	PHILLIPS VAN HEUSEN CORP	$1,979,000	–	17,280	–	0.24%	–
MFA	New	MFA FINANCIAL INC	$1,820,000	–	216,970	–	0.22%	–
LEA	New	LEAR CORP	$1,718,000	–	12,095	–	0.20%	–
HES	New	HESS CORP	$1,672,000	–	38,103	–	0.20%	–
PAG	New	PENSKE AUTOMOTIVE GROUP, INC.	$1,666,000	–	37,950	–	0.20%	–
	New	JANUS GLOBAL UNCONSTRAINED BON	$1,598,000	–	165,809	–	0.19%	–
HFC	New	HOLLYFRONTIER CORPORATION	$1,557,000	–	56,680	–	0.19%	–
THO	New	THOR INDUSTRIES	$1,557,000	–	14,893	–	0.19%	–
LPI	New	LAREDO PETROLEUM, INC	$1,143,000	–	108,603	–	0.14%	–
RTN	New	RAYTHEON CO	$905,000	–	5,604	–	0.11%	–
LUMN	New	CENTURYLINK INC	$732,000	–	30,660	–	0.09%	–
ABBV	New	ABBVIE INC	$658,000	–	9,068	–	0.08%	–
ANTM	New	ANTHEM INC	$483,000	–	2,570	–	0.06%	–
CSX	New	CSX CORP	$436,000	–	8,000	–	0.05%	–
MSFT	New	MICROSOFT CORP	$420,000	–	6,100	–	0.05%	–
EXAS	New	EXACT SCIENCES CORPORATION	$396,000	–	11,209	–	0.05%	–
MMM	New	3M CO COM	$382,000	–	1,835	–	0.05%	–
GOOGL	New	ALPHABET INC CLASS A	$362,000	–	389	–	0.04%	–
ILG	New	ILG INC COM	$340,000	–	12,352	–	0.04%	–
AES	New	AES CORP	$347,000	–	31,256	–	0.04%	–
ASGN	New	ON ASSIGNMENT INC	$333,000	–	6,144	–	0.04%	–
SNC	New	STATE NATIONAL COMPANIES, INC	$327,000	–	17,773	–	0.04%	–
HLS	New	HEALTHSOUTH CORPORATION	$306,000	–	6,325	–	0.04%	–
MRK	New	MERCK & CO INC	$308,000	–	4,800	–	0.04%	–
JNJ	New	JOHNSON JOHNSON	$304,000	–	2,295	–	0.04%	–
OLN	New	OLIN CORP	$299,000	–	9,891	–	0.04%	–
WNC	New	WABASH NATIONAL CORP	$301,000	–	13,676	–	0.04%	–
FOE	New	FERRO CORP COM	$301,000	–	16,474	–	0.04%	–
TWX	New	TIME WARNER INC	$281,000	–	2,800	–	0.03%	–
CRUS	New	CIRRUS LOGIC INC	$285,000	–	4,551	–	0.03%	–
TVPT	New	TRAVELPORT WORLDWIDE LIMITED	$283,000	–	20,581	–	0.03%	–
GWB	New	GREAT WESTERN BANCORP	$273,000	–	6,688	–	0.03%	–
	New	OM ASSET MANAGEMENT PLC	$274,000	–	18,411	–	0.03%	–
ESNT	New	ESSENT GROUP LTD	$277,000	–	7,454	–	0.03%	–
DLX	New	DELUXE CORP	$266,000	–	3,847	–	0.03%	–
TPH	New	TRI POINTE GROUP	$272,000	–	20,629	–	0.03%	–
MEI	New	METHODE ELECTRS INC COM	$266,000	–	6,462	–	0.03%	–
NRZ	New	NEW RESIDENTIAL INVESTMENT COR	$265,000	–	17,003	–	0.03%	–
AAN	New	AARONS INC	$259,000	–	6,667	–	0.03%	–
MKSI	New	MKS INSTRUMENT INC	$260,000	–	3,864	–	0.03%	–
ENSG	New	ENSIGN GROUP INC	$259,000	–	11,918	–	0.03%	–
WMT	New	WALMART STORES INC	$251,000	–	3,311	–	0.03%	–
MPW	New	MEDICAL PROPERTIES TRUST	$248,000	–	19,266	–	0.03%	–
STAR	New	ISTAR INC COM	$248,000	–	20,583	–	0.03%	–
BCOR	New	BLUCORA, INC	$245,000	–	11,571	–	0.03%	–
EE	New	EL PASO ELECTRIC CO	$240,000	–	4,644	–	0.03%	–
AYR	New	AIRCASTLE LTD	$240,000	–	11,015	–	0.03%	–
BLUE	New	BLUEBIRD BIO INC	$246,000	–	2,339	–	0.03%	–
INVA	New	INNOVIVA, INC	$241,000	–	18,826	–	0.03%	–
SKYW	New	SKYWEST INC	$245,000	–	6,979	–	0.03%	–
SNHY	New	SUN HYDRAULICS CORP	$247,000	–	5,779	–	0.03%	–
SANM	New	SANMINA CORP	$236,000	–	6,196	–	0.03%	–
OZRK	New	BANK OF THE OZARKS INC	$234,000	–	5,003	–	0.03%	–
VVC	New	VECTREN CORP	$238,000	–	4,070	–	0.03%	–
SCMP	New	SUCAMPO PHARMACEUTICALS, INC	$233,000	–	22,199	–	0.03%	–
MXL	New	MAXLINEAR INC	$236,000	–	8,446	–	0.03%	–
LUV	New	SOUTHWEST AIRLINES	$228,000	–	3,665	–	0.03%	–
ENVA	New	ENOVA INTERNATIONAL, INC	$227,000	–	15,279	–	0.03%	–
LOPE	New	GRAND CANYON ED INC COM	$223,000	–	2,840	–	0.03%	–
SCHN	New	SCHNITZER STEEL INDUSTRIES INC	$229,000	–	9,097	–	0.03%	–
BWA	New	BORG WARNER INC	$215,000	–	5,070	–	0.03%	–
FNSR	New	FINISAR CORPORATION	$218,000	–	8,374	–	0.03%	–
PFBC	New	PREFERRED BANK	$215,000	–	4,016	–	0.03%	–
STT	New	STATE STREET CORP	$219,000	–	2,446	–	0.03%	–
HTLF	New	HEARTLAND FINANCIAL USA INC	$218,000	–	4,633	–	0.03%	–
WASH	New	WASHINGTON TR BANCORP COM	$221,000	–	4,285	–	0.03%	–
SAFM	New	SANDERSON ANDERSON FARMS INC	$221,000	–	1,915	–	0.03%	–
CWH	New	CAMPING WORLD HOLDINGS INC	$208,000	–	6,751	–	0.02%	–
PLCE	New	CHILDREN'S PLACE INC	$208,000	–	2,036	–	0.02%	–
FIX	New	COMFORT SYSTEMS USA	$209,000	–	5,622	–	0.02%	–
USB	New	US BANCORP (NEW)	$213,000	–	4,100	–	0.02%	–
SSD	New	SIMPSON MANUFACTURING CO	$200,000	–	4,580	–	0.02%	–
CNOB	New	CONNECTONE BANCORP INC COM	$205,000	–	9,084	–	0.02%	–

Q4 2016

			Value		Shares		↓ Weighting
LIND	Exit	LINDBLAD EXPEDITIONS HOLDINGS	$0	–	-10,082	–	-0.01%	–
BRCD	Exit	BROCADE COMMUNICATION	$0	–	-17,699	–	-0.01%	–
VVC	Exit	VECTREN CORP	$0	–	-4,070	–	-0.02%	–
FIX	Exit	COMFORT SYSTEMS USA	$0	–	-7,196	–	-0.02%	–
PCLN	Exit	THE PRICELINE GROUP INC	$0	–	-150	–	-0.02%	–
LOW	Exit	LOWES COMPANIES	$0	–	-3,122	–	-0.02%	–
PRXL	Exit	PAREXEL INTERNATIONAL CORPORAT	$0	–	-3,402	–	-0.02%	–
CUBI	Exit	CUSTOMERS BANCORP	$0	–	-9,518	–	-0.02%	–
HLS	Exit	HEALTHSOUTH CORPORATION	$0	–	-5,866	–	-0.02%	–
ANH	Exit	ANWORTH MORTGAGE	$0	–	-48,569	–	-0.02%	–
CVS	Exit	CVS HEALTH CORP	$0	–	-2,775	–	-0.02%	–
GWB	Exit	GREAT WESTERN BANCORP	$0	–	-7,502	–	-0.02%	–
DLX	Exit	DELUXE CORP	$0	–	-3,720	–	-0.02%	–
SSD	Exit	SIMPSON MANUFACTURING CO	$0	–	-5,970	–	-0.02%	–
SKYW	Exit	SKYWEST INC	$0	–	-9,966	–	-0.02%	–
TVPT	Exit	TRAVELPORT WORLDWIDE LIMITED	$0	–	-17,381	–	-0.02%	–
GME	Exit	GAMESTOP CORP	$0	–	-9,558	–	-0.02%	–
PLOW	Exit	DOUGLAS DYNAMICS INC COM	$0	–	-8,638	–	-0.02%	–
AEO	Exit	AMERICAN EAGLE OUTFITTERS INC.	$0	–	-15,113	–	-0.02%	–
MKSI	Exit	MKS INSTRUMENT INC	$0	–	-5,328	–	-0.02%	–
EGRX	Exit	EAGLE PHARMACEUTICALS	$0	–	-3,917	–	-0.02%	–
SBGI	Exit	SINCLAIR BROADCAST GROUP INC	$0	–	-9,934	–	-0.02%	–
SIGI	Exit	SELECTIVE INSURANCE GROUP	$0	–	-7,134	–	-0.02%	–
WAL	Exit	WESTERN ALLIANCE BANCORP	$0	–	-7,494	–	-0.02%	–
WNC	Exit	WABASH NATIONAL CORP	$0	–	-19,655	–	-0.02%	–
CRUS	Exit	CIRRUS LOGIC INC	$0	–	-5,295	–	-0.02%	–
NP	Exit	NEENAH PAPER	$0	–	-3,756	–	-0.02%	–
TTWO	Exit	TAKE-TWO INTERACTIVE SOFTWARE	$0	–	-6,737	–	-0.03%	–
ANTM	Exit	ANTHEM INC	$0	–	-2,570	–	-0.03%	–
EBIX	Exit	EBIX INC	$0	–	-5,535	–	-0.03%	–
EPR	Exit	ENTERTAINMENT PROPERTIES TRUST	$0	–	-4,288	–	-0.03%	–
TLN	Exit	TALEN ENERGY CORPORATION	$0	–	-28,810	–	-0.03%	–
LENB	Exit	LENNAR CORP B SHARES	$0	–	-13,186	–	-0.04%	–
AES	Exit	AES CORP	$0	–	-40,496	–	-0.04%	–
GOOGL	Exit	ALPHABET INC CLASS A	$0	–	-778	–	-0.05%	–
SNI	Exit	SCRIPPS NETWORKS INTERACTIVE	$0	–	-14,550	–	-0.08%	–
ESRX	Exit	EXPRESS SCRIPTS INC.	$0	–	-14,392	–	-0.09%	–
CAH	Exit	CARDINAL HEALTH INC	$0	–	-14,720	–	-0.10%	–
CSRA	Exit	CSRA INC	$0	–	-45,350	–	-0.10%	–
LMT	Exit	LOCKHEED MARTIN CORP	$0	–	-5,280	–	-0.11%	–
WMT	Exit	WALMART STORES INC	$0	–	-21,500	–	-0.13%	–
	Exit	JANUS GLOBAL UNCONSTRAINED BON	$0	–	-165,809	–	-0.14%	–
CMCSA	Exit	COMCAST CLASS A	$0	–	-26,026	–	-0.15%	–
DTE	Exit	DTE ENERGY	$0	–	-24,410	–	-0.19%	–
HFC	Exit	HOLLYFRONTIER CORPORATION	$0	–	-99,812	–	-0.21%	–
PBF	Exit	PBF ENERGY	$0	–	-112,339	–	-0.22%	–
AGG	Exit	ISHARES BARCLAYS AGGREGATE BON	$0	–	-23,275	–	-0.22%	–
UNH	Exit	UNITEDHEALTH GROUP INC	$0	–	-18,890	–	-0.22%	–
GT	Exit	GOODYEAR TIRE	$0	–	-96,104	–	-0.26%	–
ICE	Exit	INTERCONTINENTAL EXCHANGE	$0	–	-12,560	–	-0.29%	–
MFA	Exit	MFA FINANCIAL INC	$0	–	-473,890	–	-0.30%	–
HES	Exit	HESS CORP	$0	–	-66,503	–	-0.30%	–
JLL	Exit	JONES LANG LASALLE INC	$0	–	-32,885	–	-0.32%	–
AFSI	Exit	AMTRUST FINANCIAL SERVICES INC	$0	–	-140,880	–	-0.32%	–
MAN	Exit	MANPOWERGROUP INC	$0	–	-53,092	–	-0.33%	–
TUP	Exit	TUPPERWARE BRANDS CORP	$0	–	-60,340	–	-0.34%	–
JBLU	Exit	JETBLUE AIRWAYS	$0	–	-230,969	–	-0.34%	–
AL	Exit	AIR LEASE CORP	$0	–	-139,835	–	-0.34%	–
UNM	Exit	UNUM CORP	$0	–	-113,256	–	-0.34%	–
TSO	Exit	TESORO CORP	$0	–	-50,443	–	-0.34%	–
BERY	Exit	BERRY PLASTICS GROUP INC	$0	–	-91,410	–	-0.34%	–
LEA	Exit	LEAR CORP	$0	–	-33,253	–	-0.34%	–
ZION	Exit	ZIONS BANC CORP	$0	–	-130,500	–	-0.34%	–
DKS	Exit	DICK'S SPORTING GOODS INC	$0	–	-71,330	–	-0.34%	–
JNPR	Exit	JUNIPER NETWORKS INC	$0	–	-169,273	–	-0.35%	–
STLD	Exit	STEEL DYNAMICS	$0	–	-165,407	–	-0.35%	–
RCL	Exit	ROYAL CARIBBEAN CRUISES LTD SH	$0	–	-56,533	–	-0.36%	–
PFG	Exit	PRINCIPAL FINL GROUP	$0	–	-82,620	–	-0.36%	–
S	Exit	SPRINT CORPORATION	$0	–	-648,179	–	-0.36%	–
CRL	Exit	CHARLES RIVER LABS INTL INC	$0	–	-52,185	–	-0.37%	–
NTAP	Exit	NETAPP INC COM	$0	–	-121,980	–	-0.37%	–
HDS	Exit	HD SUPPLY HOLDINGS INC	$0	–	-137,652	–	-0.37%	–
RRD	Exit	RR DONNELLEY & SONS CO	$0	–	-287,878	–	-0.38%	–
EFX	Exit	EQUIFAX	$0	–	-34,225	–	-0.39%	–
M	Exit	MACY'S INC	$0	–	-124,896	–	-0.39%	–
CNC	Exit	CENTENE CORPORATION	$0	–	-69,621	–	-0.40%	–
LH	Exit	LABORATORY CORP AMER HLDGS	$0	–	-34,420	–	-0.40%	–
URI	Exit	UNITED RENTALS INC COM	$0	–	-60,550	–	-0.40%	–
ZBH	Exit	ZIMMER BIOMET HOLDINGS INC	$0	–	-36,905	–	-0.41%	–
ORLY	Exit	OREILLY AUTOMOTIVE	$0	–	-17,802	–	-0.42%	–
FL	Exit	FOOTLOCKER INC	$0	–	-73,962	–	-0.43%	–
FITB	Exit	FIFTH THIRD BANCORP	$0	–	-245,934	–	-0.43%	–
ETR	Exit	ENTERGY CORP	$0	–	-66,039	–	-0.43%	–
HPT	Exit	HOSPITALITY PROPERTIES TRUST	$0	–	-171,728	–	-0.43%	–
LRCX	Exit	LAM RESEARCH CORPORATION	$0	–	-54,144	–	-0.44%	–
GLPI	Exit	GAMING AND LEISURE PROPERTIES	$0	–	-154,494	–	-0.44%	–
OHI	Exit	OMEGA HEALTHCARE INVESTORS	$0	–	-145,925	–	-0.44%	–
BR	Exit	BROADRIDGE FINANCIAL SOLUTIONS	$0	–	-84,351	–	-0.49%	–
INGR	Exit	INGREDION INC COM	$0	–	-46,866	–	-0.53%	–
ROST	Exit	ROSS STORES INC	$0	–	-100,077	–	-0.55%	–
FB	Exit	FACEBOOK INC	$0	–	-51,940	–	-0.57%	–
MCD	Exit	MCDONALDS CORP	$0	–	-61,591	–	-0.60%	–
RTN	Exit	RAYTHEON CO	$0	–	-53,340	–	-0.62%	–
SWKS	Exit	SKYWORKS SOLUTIONS INC	$0	–	-102,776	–	-0.66%	–
PPL	Exit	PPL CORP	$0	–	-243,807	–	-0.72%	–
AMAT	Exit	APPLIED MATERIALS	$0	–	-290,918	–	-0.74%	–
JCI	Exit	JOHNSON CONTROLS PLC	$0	–	-202,628	–	-0.80%	–
STZ	Exit	CONSTELLATION BRANDS INC CL A	$0	–	-56,868	–	-0.80%	–
HAL	Exit	HALLIBURTON CO	$0	–	-231,540	–	-0.88%	–
KEY	Exit	KEYCORP	$0	–	-856,403	–	-0.89%	–
PRU	Exit	PRUDENTIAL FINANCIAL INC	$0	–	-129,928	–	-0.90%	–
PHM	Exit	PULTE CORP	$0	–	-544,892	–	-0.93%	–
MYL	Exit	MYLAN NV	$0	–	-291,765	–	-0.94%	–
AEP	Exit	AMERICAN ELECTRIC POWER INC.	$0	–	-175,554	–	-0.96%	–
ADBE	Exit	ADOBE SYSTEMS	$0	–	-106,647	–	-0.98%	–
CBRE	Exit	CB RICHARD ELLIS GROUP INC	$0	–	-433,004	–	-1.03%	–
VZ	Exit	VERIZON COMMUNICATIONS INC	$0	–	-240,239	–	-1.06%	–
DIS	Exit	WALT DISNEY CO	$0	–	-134,703	–	-1.06%	–
WYND	Exit	WYNDHAM WORLDWIDE CORP	$0	–	-186,508	–	-1.07%	–
GM	Exit	GENERAL MOTORS	$0	–	-396,554	–	-1.07%	–
VLO	Exit	VALERO ENERGY CORP COM	$0	–	-239,790	–	-1.08%	–
AGN	Exit	ALLERGAN INC	$0	–	-56,762	–	-1.11%	–
AVGO	Exit	BROADCOM LIMITED	$0	–	-76,888	–	-1.13%	–
AXP	Exit	AMERICAN EXPRESS	$0	–	-208,558	–	-1.14%	–
EXC	Exit	EXELON CORP	$0	–	-402,867	–	-1.14%	–
GILD	Exit	GILEAD SCIENCES INC	$0	–	-174,716	–	-1.18%	–
HBI	Exit	HANESBRANDS	$0	–	-555,587	–	-1.19%	–
CE	Exit	CELANESE CORPORATION	$0	–	-215,754	–	-1.22%	–
CTXS	Exit	CITRIX SYSTEMS INC	$0	–	-169,908	–	-1.23%	–
TGT	Exit	TARGET CORP COM	$0	–	-210,871	–	-1.23%	–
PSX	Exit	PHILLIPS 66	$0	–	-180,436	–	-1.24%	–
MAS	Exit	MASCO CORP	$0	–	-424,487	–	-1.24%	–
LNC	Exit	LINCOLN NATIONAL CORP	$0	–	-311,659	–	-1.24%	–
AET	Exit	AETNA INC	$0	–	-129,086	–	-1.27%	–
DOW	Exit	DOW CHEMICAL CO	$0	–	-290,204	–	-1.28%	–
AMGN	Exit	AMGEN INC	$0	–	-90,953	–	-1.29%	–
IBM	Exit	INTL BUSINESS MACHINES	$0	–	-99,214	–	-1.34%	–
HON	Exit	HONEYWELL INTL	$0	–	-136,453	–	-1.35%	–
BA	Exit	BOEING CO	$0	–	-121,808	–	-1.36%	–
DFS	Exit	DISCOVER FINANCIAL SVCS	$0	–	-286,901	–	-1.38%	–
PCG	Exit	PG&E CORP	$0	–	-265,471	–	-1.38%	–
TRV	Exit	TRAVELERS COS INC	$0	–	-145,299	–	-1.42%	–
HD	Exit	HOME DEPOT INC	$0	–	-130,050	–	-1.42%	–
DAL	Exit	DELTA AIRLINES	$0	–	-435,688	–	-1.46%	–
MO	Exit	ALTRIA GROUP INC	$0	–	-275,905	–	-1.48%	–
AFL	Exit	AFLAC INC	$0	–	-245,549	–	-1.50%	–
KHC	Exit	KRAFT HEINZ	$0	–	-202,030	–	-1.54%	–
LEN	Exit	LENNAR CORP	$0	–	-447,432	–	-1.61%	–
BSX	Exit	BOSTON SCIENTIFIC CORP	$0	–	-801,264	–	-1.62%	–
T	Exit	AT+T INC COM	$0	–	-472,371	–	-1.63%	–
GE	Exit	GENERAL ELEC CO	$0	–	-668,874	–	-1.68%	–
INTC	Exit	INTEL CORP	$0	–	-568,366	–	-1.82%	–
TSN	Exit	TYSON FOODS	$0	–	-294,177	–	-1.87%	–
CSCO	Exit	CISCO SYS INC COM	$0	–	-706,780	–	-1.90%	–
STI	Exit	SUNTRUST BANKS INC	$0	–	-515,078	–	-1.92%	–
AAPL	Exit	APPLE INC	$0	–	-208,549	–	-2.00%	–
CVX	Exit	CHEVRON CORP	$0	–	-231,243	–	-2.02%	–
PFE	Exit	PFIZER INC	$0	–	-796,574	–	-2.29%	–
WFC	Exit	WELLS FARGO & CO	$0	–	-630,350	–	-2.37%	–
JPM	Exit	JPMORGAN CHASE & CO	$0	–	-524,935	–	-2.97%	–
XOM	Exit	EXXON MOBIL CORP	$0	–	-468,529	–	-3.48%	–

Q3 2016

			Value		Shares		↓ Weighting
XOM	Sell	EXXON MOBIL CORP	$40,893,000	-20.1%	468,529	-14.2%	3.48%	-8.1%
JPM	Sell	JPMORGAN CHASE & CO	$34,955,000	-6.2%	524,935	-12.4%	2.97%	+8.0%
WFC	Sell	WELLS FARGO & CO	$27,912,000	-17.7%	630,350	-12.1%	2.37%	-5.4%
PFE	Sell	PFIZER INC	$26,980,000	-14.4%	796,574	-11.0%	2.29%	-1.5%
CVX	Sell	CHEVRON CORP	$23,800,000	-11.3%	231,243	-9.7%	2.02%	+2.0%
AAPL	New	APPLE INC	$23,576,000	–	208,549	–	2.00%	–
STI	Sell	SUNTRUST BANKS INC	$22,560,000	-11.1%	515,078	-16.6%	1.92%	+2.3%
CSCO	Sell	CISCO SYS INC COM	$22,419,000	-8.5%	706,780	-17.2%	1.90%	+5.2%
TSN	Buy	TYSON FOODS	$21,966,000	+69.5%	294,177	+51.6%	1.87%	+94.9%
INTC	Sell	INTEL CORP	$21,456,000	-7.3%	568,366	-19.5%	1.82%	+6.7%
GE	Buy	GENERAL ELEC CO	$19,812,000	+970.9%	668,874	+1038.0%	1.68%	+1129.2%
T	Sell	AT+T INC COM	$19,183,000	-19.8%	472,371	-14.6%	1.63%	-7.8%
BSX	Sell	BOSTON SCIENTIFIC CORP	$19,070,000	-25.8%	801,264	-27.2%	1.62%	-14.7%
LEN	Sell	LENNAR CORP	$18,944,000	-14.7%	447,432	-7.1%	1.61%	-1.9%
KHC	New	KRAFT HEINZ	$18,084,000	–	202,030	–	1.54%	–
AFL	New	AFLAC INC	$17,648,000	–	245,549	–	1.50%	–
MO	Sell	ALTRIA GROUP INC	$17,445,000	-29.6%	275,905	-23.2%	1.48%	-19.1%
DAL	Buy	DELTA AIRLINES	$17,149,000	+58.3%	435,688	+46.5%	1.46%	+81.9%
HD	Buy	HOME DEPOT INC	$16,735,000	+66.5%	130,050	+65.2%	1.42%	+91.4%
TRV	Sell	TRAVELERS COS INC	$16,644,000	-19.0%	145,299	-15.9%	1.42%	-6.8%
PCG	Sell	PG&E CORP	$16,239,000	-13.5%	265,471	-9.6%	1.38%	-0.5%
DFS	Sell	DISCOVER FINANCIAL SVCS	$16,224,000	-6.5%	286,901	-11.4%	1.38%	+7.6%
BA	New	BOEING CO	$16,047,000	–	121,808	–	1.36%	–
HON	Sell	HONEYWELL INTL	$15,909,000	-12.7%	136,453	-12.9%	1.35%	+0.4%
IBM	Buy	INTL BUSINESS MACHINES	$15,760,000	+102.5%	99,214	+93.5%	1.34%	+132.9%
AMGN	New	AMGEN INC	$15,172,000	–	90,953	–	1.29%	–
DOW	Sell	DOW CHEMICAL CO	$15,041,000	-6.6%	290,204	-10.4%	1.28%	+7.4%
AET	Sell	AETNA INC	$14,903,000	-27.3%	129,086	-23.1%	1.27%	-16.4%
LNC	Sell	LINCOLN NATIONAL CORP	$14,642,000	-24.7%	311,659	-37.9%	1.24%	-13.5%
MAS	Sell	MASCO CORP	$14,564,000	-19.9%	424,487	-27.8%	1.24%	-7.8%
PSX	Sell	PHILLIPS 66	$14,534,000	-10.1%	180,436	-11.5%	1.24%	+3.3%
TGT	Sell	TARGET CORP COM	$14,483,000	-13.4%	210,871	-12.0%	1.23%	-0.4%
CTXS	Sell	CITRIX SYSTEMS INC	$14,480,000	-11.6%	169,908	-16.9%	1.23%	+1.7%
CE	Sell	CELANESE CORPORATION	$14,361,000	-12.4%	215,754	-13.9%	1.22%	+0.8%
HBI	Sell	HANESBRANDS	$14,029,000	-5.3%	555,587	-5.8%	1.19%	+8.9%
GILD	Sell	GILEAD SCIENCES INC	$13,824,000	-14.3%	174,716	-9.7%	1.18%	-1.5%
EXC	New	EXELON CORP	$13,411,000	–	402,867	–	1.14%	–
AXP	New	AMERICAN EXPRESS	$13,356,000	–	208,558	–	1.14%	–
AVGO	Sell	BROADCOM LIMITED	$13,265,000	-20.4%	76,888	-28.3%	1.13%	-8.5%
AGN	Sell	ALLERGAN INC	$13,073,000	-15.4%	56,762	-15.1%	1.11%	-2.7%
VLO	Sell	VALERO ENERGY CORP COM	$12,709,000	-7.5%	239,790	-11.0%	1.08%	+6.4%
GM	Sell	GENERAL MOTORS	$12,599,000	-0.6%	396,554	-11.5%	1.07%	+14.3%
WYND	Sell	WYNDHAM WORLDWIDE CORP	$12,558,000	-20.4%	186,508	-15.8%	1.07%	-8.5%
DIS	Sell	WALT DISNEY CO	$12,509,000	-19.9%	134,703	-15.7%	1.06%	-8.0%
VZ	Sell	VERIZON COMMUNICATIONS INC	$12,488,000	-18.5%	240,239	-12.4%	1.06%	-6.3%
CBRE	Sell	CB RICHARD ELLIS GROUP INC	$12,115,000	-0.6%	433,004	-5.9%	1.03%	+14.3%
ADBE	Sell	ADOBE SYSTEMS	$11,575,000	+0.2%	106,647	-11.5%	0.98%	+15.4%
AEP	New	AMERICAN ELECTRIC POWER INC.	$11,272,000	–	175,554	–	0.96%	–
MYL	Sell	MYLAN NV	$11,122,000	-21.0%	291,765	-10.4%	0.94%	-9.1%
PHM	Sell	PULTE CORP	$10,920,000	-7.8%	544,892	-10.3%	0.93%	+6.1%
PRU	Sell	PRUDENTIAL FINANCIAL INC	$10,609,000	-4.6%	129,928	-16.6%	0.90%	+9.9%
KEY	Sell	KEYCORP	$10,422,000	-35.0%	856,403	-40.9%	0.89%	-25.2%
HAL	Sell	HALLIBURTON CO	$10,392,000	-17.3%	231,540	-16.6%	0.88%	-5.0%
STZ	Sell	CONSTELLATION BRANDS INC CL A	$9,468,000	-34.7%	56,868	-35.1%	0.80%	-24.8%
JCI	New	JOHNSON CONTROLS PLC	$9,428,000	–	202,628	–	0.80%	–
AMAT	New	APPLIED MATERIALS	$8,771,000	–	290,918	–	0.74%	–
PPL	Sell	PPL CORP	$8,428,000	-65.1%	243,807	-61.9%	0.72%	-59.9%
SWKS	Sell	SKYWORKS SOLUTIONS INC	$7,825,000	-5.2%	102,776	-21.2%	0.66%	+9.0%
RTN	Sell	RAYTHEON CO	$7,261,000	-5.2%	53,340	-5.3%	0.62%	+9.0%
MCD	Sell	MCDONALDS CORP	$7,105,000	-11.7%	61,591	-7.9%	0.60%	+1.5%
FB	Sell	FACEBOOK INC	$6,662,000	+7.6%	51,940	-4.1%	0.57%	+23.9%
ROST	Sell	ROSS STORES INC	$6,435,000	-16.0%	100,077	-25.9%	0.55%	-3.4%
INGR	Sell	INGREDION INC COM	$6,236,000	-17.3%	46,866	-19.5%	0.53%	-4.8%
BR	Sell	BROADRIDGE FINANCIAL SOLUTIONS	$5,718,000	-24.4%	84,351	-27.3%	0.49%	-13.1%
OHI	Sell	OMEGA HEALTHCARE INVESTORS	$5,173,000	-22.4%	145,925	-25.7%	0.44%	-10.8%
GLPI	Sell	GAMING AND LEISURE PROPERTIES	$5,168,000	-29.2%	154,494	-27.0%	0.44%	-18.6%
LRCX	Sell	LAM RESEARCH CORPORATION	$5,128,000	-17.4%	54,144	-26.7%	0.44%	-5.0%
HPT	Sell	HOSPITALITY PROPERTIES TRUST	$5,104,000	-25.7%	171,728	-28.0%	0.43%	-14.6%
ETR	Sell	ENTERGY CORP	$5,067,000	-32.0%	66,039	-27.9%	0.43%	-21.6%
FITB	Sell	FIFTH THIRD BANCORP	$5,032,000	-13.0%	245,934	-25.2%	0.43%	+0.2%
FL	Sell	FOOTLOCKER INC	$5,009,000	-9.6%	73,962	-26.8%	0.43%	+3.9%
ORLY	Sell	OREILLY AUTOMOTIVE	$4,987,000	-25.7%	17,802	-28.1%	0.42%	-14.5%
ZBH	Sell	ZIMMER BIOMET HOLDINGS INC	$4,798,000	-21.7%	36,905	-27.5%	0.41%	-9.9%
URI	New	UNITED RENTALS INC COM	$4,753,000	–	60,550	–	0.40%	–
LH	New	LABORATORY CORP AMER HLDGS	$4,732,000	–	34,420	–	0.40%	–
CNC	Sell	CENTENE CORPORATION	$4,662,000	-31.8%	69,621	-27.3%	0.40%	-21.6%
M	New	MACY'S INC	$4,627,000	–	124,896	–	0.39%	–
EFX	Sell	EQUIFAX	$4,606,000	-26.9%	34,225	-30.2%	0.39%	-15.9%
RRD	Buy	RR DONNELLEY & SONS CO	$4,525,000	+1160.4%	287,878	+1257.4%	0.38%	+1325.9%
HDS	Sell	HD SUPPLY HOLDINGS INC	$4,402,000	-34.0%	137,652	-28.1%	0.37%	-24.1%
NTAP	New	NETAPP INC COM	$4,369,000	–	121,980	–	0.37%	–
CRL	Sell	CHARLES RIVER LABS INTL INC	$4,349,000	-26.4%	52,185	-27.2%	0.37%	-15.3%
S	Sell	SPRINT CORPORATION	$4,297,000	+3.5%	648,179	-29.3%	0.36%	+18.9%
PFG	New	PRINCIPAL FINL GROUP	$4,256,000	–	82,620	–	0.36%	–
RCL	Sell	ROYAL CARIBBEAN CRUISES LTD SH	$4,237,000	-19.6%	56,533	-27.9%	0.36%	-7.5%
STLD	Sell	STEEL DYNAMICS	$4,134,000	-23.8%	165,407	-25.3%	0.35%	-12.5%
JNPR	Sell	JUNIPER NETWORKS INC	$4,073,000	-22.5%	169,273	-27.6%	0.35%	-10.8%
DKS	New	DICK'S SPORTING GOODS INC	$4,046,000	–	71,330	–	0.34%	–
ZION	New	ZIONS BANC CORP	$4,048,000	–	130,500	–	0.34%	–
LEA	Sell	LEAR CORP	$4,031,000	-12.5%	33,253	-26.5%	0.34%	+0.9%
BERY	New	BERRY PLASTICS GROUP INC	$4,008,000	–	91,410	–	0.34%	–
TSO	Sell	TESORO CORP	$4,013,000	-21.6%	50,443	-26.2%	0.34%	-9.8%
AL	Sell	AIR LEASE CORP	$3,996,000	-22.1%	139,835	-27.0%	0.34%	-10.3%
UNM	Sell	UNUM CORP	$3,999,000	-20.5%	113,256	-28.5%	0.34%	-8.6%
JBLU	Sell	JETBLUE AIRWAYS	$3,982,000	-28.6%	230,969	-31.5%	0.34%	-18.0%
TUP	New	TUPPERWARE BRANDS CORP	$3,944,000	–	60,340	–	0.34%	–
MAN	Sell	MANPOWERGROUP INC	$3,836,000	-76.7%	53,092	-79.3%	0.33%	-73.2%
AFSI	New	AMTRUST FINANCIAL SERVICES INC	$3,780,000	–	140,880	–	0.32%	–
JLL	Sell	JONES LANG LASALLE INC	$3,742,000	-18.2%	32,885	-30.0%	0.32%	-5.9%
HES	New	HESS CORP	$3,566,000	–	66,503	–	0.30%	–
MFA	New	MFA FINANCIAL INC	$3,545,000	–	473,890	–	0.30%	–
ICE	Sell	INTERCONTINENTAL EXCHANGE	$3,383,000	-68.6%	12,560	-70.1%	0.29%	-63.8%
GT	Sell	GOODYEAR TIRE	$3,104,000	-7.6%	96,104	-26.6%	0.26%	+6.5%
UNH	Buy	UNITEDHEALTH GROUP INC	$2,645,000	+8.4%	18,890	+9.3%	0.22%	+25.0%
PBF	Sell	PBF ENERGY	$2,543,000	-32.2%	112,339	-28.8%	0.22%	-22.0%
HFC	Sell	HOLLYFRONTIER CORPORATION	$2,445,000	-25.0%	99,812	-27.2%	0.21%	-13.7%
DTE	Sell	DTE ENERGY	$2,286,000	-21.2%	24,410	-16.6%	0.19%	-9.3%
CMCSA	Sell	COMCAST CLASS A	$1,727,000	+1.6%	26,026	-0.2%	0.15%	+16.7%
WMT	Buy	WALMART STORES INC	$1,551,000	+32.8%	21,500	+34.4%	0.13%	+53.5%
LMT	Sell	LOCKHEED MARTIN CORP	$1,266,000	-91.7%	5,280	-91.4%	0.11%	-90.4%
CSRA	Sell	CSRA INC	$1,220,000	-3.9%	45,350	-16.3%	0.10%	+10.6%
SNI	New	SCRIPPS NETWORKS INTERACTIVE	$924,000	–	14,550	–	0.08%	–
GOOGL	Buy	ALPHABET INC CLASS A	$626,000	+171.0%	778	+136.5%	0.05%	+211.8%
LENB	Sell	LENNAR CORP B SHARES	$443,000	-66.5%	13,186	-62.8%	0.04%	-61.2%
TLN	Sell	TALEN ENERGY CORPORATION	$399,000	-23.7%	28,810	-25.4%	0.03%	-12.8%
EPR	Sell	ENTERTAINMENT PROPERTIES TRUST	$338,000	-17.2%	4,288	-15.2%	0.03%	-3.3%
ANTM	New	ANTHEM INC	$322,000	–	2,570	–	0.03%	–
EBIX	Sell	EBIX INC	$315,000	-4.8%	5,535	-20.0%	0.03%	+12.5%
TTWO	Sell	TAKE-TWO INTERACTIVE SOFTWARE	$304,000	+4.5%	6,737	-12.1%	0.03%	+18.2%
NP	Sell	NEENAH PAPER	$297,000	-17.3%	3,756	-24.2%	0.02%	-7.4%
SIGI	Sell	SELECTIVE INSURANCE GROUP	$284,000	-9.0%	7,134	-12.6%	0.02%	+4.3%
CRUS	New	CIRRUS LOGIC INC	$281,000	–	5,295	–	0.02%	–
WAL	Sell	WESTERN ALLIANCE BANCORP	$281,000	+1.8%	7,494	-11.3%	0.02%	+20.0%
SBGI	Sell	SINCLAIR BROADCAST GROUP INC	$287,000	-5.3%	9,934	-2.3%	0.02%	+9.1%
WNC	Sell	WABASH NATIONAL CORP	$280,000	-0.4%	19,655	-11.2%	0.02%	+14.3%
MKSI	New	MKS INSTRUMENT INC	$265,000	–	5,328	–	0.02%	–
PLOW	Sell	DOUGLAS DYNAMICS INC COM	$276,000	+4.2%	8,638	-16.1%	0.02%	+15.0%
AEO	Sell	AMERICAN EAGLE OUTFITTERS INC.	$270,000	0.0%	15,113	-10.9%	0.02%	+15.0%
EGRX	New	EAGLE PHARMACEUTICALS	$274,000	–	3,917	–	0.02%	–
GME	Sell	GAMESTOP CORP	$264,000	-5.4%	9,558	-9.0%	0.02%	+4.8%
SSD	Sell	SIMPSON MANUFACTURING CO	$262,000	-4.7%	5,970	-13.1%	0.02%	+10.0%
SKYW	New	SKYWEST INC	$263,000	–	9,966	–	0.02%	–
TVPT	New	TRAVELPORT WORLDWIDE LIMITED	$261,000	–	17,381	–	0.02%	–
CVS	Buy	CVS HEALTH CORP	$247,000	-6.4%	2,775	+0.7%	0.02%	+5.0%
GWB	New	GREAT WESTERN BANCORP	$250,000	–	7,502	–	0.02%	–
DLX	Sell	DELUXE CORP	$249,000	-13.2%	3,720	-13.9%	0.02%	0.0%
PRXL	Sell	PAREXEL INTERNATIONAL CORPORAT	$236,000	+9.3%	3,402	-0.8%	0.02%	+25.0%
HLS	New	HEALTHSOUTH CORPORATION	$238,000	–	5,866	–	0.02%	–
ANH	New	ANWORTH MORTGAGE	$239,000	–	48,569	–	0.02%	–
CUBI	Sell	CUSTOMERS BANCORP	$239,000	-10.8%	9,518	-10.7%	0.02%	0.0%
PCLN	New	THE PRICELINE GROUP INC	$221,000	–	150	–	0.02%	–
LOW	New	LOWES COMPANIES	$225,000	–	3,122	–	0.02%	–
VVC	Sell	VECTREN CORP	$204,000	-55.7%	4,070	-53.4%	0.02%	-50.0%
BRCD	Sell	BROCADE COMMUNICATION	$163,000	-16.4%	17,699	-16.8%	0.01%	0.0%
LIND	New	LINDBLAD EXPEDITIONS HOLDINGS	$91,000	–	10,082	–	0.01%	–
	Exit	ASHFORD HOSPITALITY TRUST	$0	–	-12,158	–	-0.01%	–
CMO	Exit	CAPSTEAD MORTGAGE CP NEWREIT	$0	–	-16,462	–	-0.01%	–
WEB	Exit	WEB.COM GROUP	$0	–	-10,637	–	-0.01%	–
SYY	Exit	SYSCO CORP	$0	–	-4,109	–	-0.02%	–
EXR	Exit	EXTRA SPACE STORAGE INC	$0	–	-2,233	–	-0.02%	–
IWM	Exit	ISHARES RUSSELL 2000 INDEX FUN	$0	–	-1,809	–	-0.02%	–
PG	Exit	PROCTOR & GAMBLE	$0	–	-2,400	–	-0.02%	–
CSL	Exit	CARLISLE COS INC COM	$0	–	-2,033	–	-0.02%	–
C	Exit	CITIGROUP INC COM	$0	–	-4,990	–	-0.02%	–
	Exit	ANWORTH MORTGAGE	$0	–	-48,569	–	-0.02%	–
PTLA	Exit	PORTOLA PHARMACEUTICALS INC	$0	–	-9,575	–	-0.02%	–
KIM	Exit	KIMCO REALTY CORP	$0	–	-7,379	–	-0.02%	–
ENSG	Exit	ENSIGN GROUP INC	$0	–	-11,401	–	-0.02%	–
MS	Exit	MORGAN STANLEY	$0	–	-9,830	–	-0.02%	–
RDSA	Exit	ROYAL DUTCH SHELL PLC ADR CL A	$0	–	-4,860	–	-0.02%	–
SNA	Exit	SNAP-ON INC	$0	–	-1,930	–	-0.02%	–
BMY	Exit	BRISTOL MYERS	$0	–	-4,492	–	-0.02%	–
HIG	Exit	HARTFORD FINL SVCS	$0	–	-7,940	–	-0.03%	–
MSFT	Exit	MICROSOFT CORP	$0	–	-7,921	–	-0.03%	–
MRK	Exit	MERCK & CO INC	$0	–	-7,000	–	-0.03%	–
	Exit	ANTHEM INC	$0	–	-3,740	–	-0.04%	–
COF	Exit	CAPITAL ONE FINL CORP	$0	–	-7,610	–	-0.04%	–
PM	Exit	PHILIP MORRIS INTL INC	$0	–	-5,538	–	-0.04%	–
TSS	Exit	TOTAL SYSTEM SERVICES	$0	–	-19,050	–	-0.08%	–
	Exit	BANK OF AMERICA CORP	$0	–	-77,411	–	-0.08%	–
LYB	Exit	LYONDELLBASELL	$0	–	-14,761	–	-0.08%	–
	Exit	AGL RESOURCES INC	$0	–	-39,220	–	-0.19%	–
EA	Exit	ELECTRONIC ARTS	$0	–	-42,027	–	-0.24%	–
	Exit	AMTRUST FINANCIAL SERVICES INC	$0	–	-196,929	–	-0.36%	–
IM	Exit	INGRAM MICRO INC.	$0	–	-140,466	–	-0.36%	–
EMN	Exit	EASTMAN CHEMICAL CO	$0	–	-80,662	–	-0.40%	–
SKX	Exit	SKECHERS USA INC	$0	–	-193,275	–	-0.42%	–
	Exit	APPLIED MATERIALS	$0	–	-263,450	–	-0.47%	–
JAZZ	Exit	JAZZ PHARMACEUTICALS	$0	–	-44,903	–	-0.47%	–
LII	Exit	LENNOX INTERNATIONAL INC	$0	–	-46,638	–	-0.49%	–
KR	Exit	KROGER CO	$0	–	-352,560	–	-0.96%	–
	Exit	AMERICAN ELECTRIC POWER INC.	$0	–	-208,472	–	-1.08%	–
	Exit	AMERICAN EXPRESS	$0	–	-243,209	–	-1.09%	–
	Exit	AMGEN INC	$0	–	-118,134	–	-1.33%	–
	Exit	BOEING CO	$0	–	-139,187	–	-1.34%	–
JCI	Exit	JOHNSON CONTROLS INC	$0	–	-420,223	–	-1.37%	–
	Exit	AFLAC INC	$0	–	-268,449	–	-1.43%	–
	Exit	APPLE INC	$0	–	-216,588	–	-1.53%	–
CPB	Exit	CAMPBELL SOUP CO	$0	–	-344,343	–	-1.69%	–

Q2 2016

			Value		Shares		↓ Weighting
XOM	New	EXXON MOBIL CORP	$51,193,000	–	546,115	–	3.78%	–
JPM	New	JPMORGAN CHASE & CO	$37,247,000	–	599,404	–	2.75%	–
WFC	New	WELLS FARGO & CO	$33,927,000	–	716,817	–	2.51%	–
PFE	New	PFIZER INC	$31,522,000	–	895,262	–	2.33%	–
CVX	New	CHEVRON CORP	$26,835,000	–	255,987	–	1.98%	–
BSX	New	BOSTON SCIENTIFIC CORP	$25,709,000	–	1,100,073	–	1.90%	–
STI	New	SUNTRUST BANKS INC	$25,364,000	–	617,426	–	1.87%	–
MO	New	ALTRIA GROUP INC	$24,785,000	–	359,407	–	1.83%	–
CSCO	New	CISCO SYS INC COM	$24,501,000	–	853,978	–	1.81%	–
PPL	New	PPL CORP	$24,169,000	–	640,251	–	1.79%	–
T	New	AT+T INC COM	$23,912,000	–	553,393	–	1.77%	–
INTC	New	INTEL CORP	$23,144,000	–	705,619	–	1.71%	–
CPB	New	CAMPBELL SOUP CO	$22,909,000	–	344,343	–	1.69%	–
LEN	New	LENNAR CORP	$22,208,000	–	481,727	–	1.64%	–
	New	APPLE INC	$20,706,000	–	216,588	–	1.53%	–
TRV	New	TRAVELERS COS INC	$20,556,000	–	172,684	–	1.52%	–
AET	New	AETNA INC	$20,501,000	–	167,861	–	1.52%	–
LNC	New	LINCOLN NATIONAL CORP	$19,457,000	–	501,869	–	1.44%	–
	New	AFLAC INC	$19,371,000	–	268,449	–	1.43%	–
PCG	New	PG&E CORP	$18,763,000	–	293,540	–	1.39%	–
JCI	New	JOHNSON CONTROLS INC	$18,599,000	–	420,223	–	1.37%	–
HON	New	HONEYWELL INTL	$18,230,000	–	156,719	–	1.35%	–
MAS	New	MASCO CORP	$18,180,000	–	587,573	–	1.34%	–
	New	BOEING CO	$18,076,000	–	139,187	–	1.34%	–
	New	AMGEN INC	$17,974,000	–	118,134	–	1.33%	–
DFS	New	DISCOVER FINANCIAL SVCS	$17,351,000	–	323,764	–	1.28%	–
TGT	New	TARGET CORP COM	$16,727,000	–	239,571	–	1.24%	–
AVGO	New	BROADCOM LIMITED	$16,671,000	–	107,276	–	1.23%	–
MAN	New	MANPOWERGROUP INC	$16,467,000	–	255,933	–	1.22%	–
CE	New	CELANESE CORPORATION	$16,393,000	–	250,463	–	1.21%	–
CTXS	New	CITRIX SYSTEMS INC	$16,374,000	–	204,444	–	1.21%	–
PSX	New	PHILLIPS 66	$16,167,000	–	203,774	–	1.20%	–
GILD	New	GILEAD SCIENCES INC	$16,138,000	–	193,455	–	1.19%	–
DOW	New	DOW CHEMICAL CO	$16,097,000	–	323,814	–	1.19%	–
KEY	New	KEYCORP	$16,025,000	–	1,450,227	–	1.18%	–
WYND	New	WYNDHAM WORLDWIDE CORP	$15,785,000	–	221,601	–	1.17%	–
DIS	New	WALT DISNEY CO	$15,626,000	–	159,744	–	1.16%	–
AGN	New	ALLERGAN INC	$15,450,000	–	66,858	–	1.14%	–
VZ	New	VERIZON COMMUNICATIONS INC	$15,322,000	–	274,393	–	1.13%	–
LMT	New	LOCKHEED MARTIN CORP	$15,278,000	–	61,564	–	1.13%	–
HBI	New	HANESBRANDS	$14,814,000	–	589,494	–	1.10%	–
	New	AMERICAN EXPRESS	$14,777,000	–	243,209	–	1.09%	–
	New	AMERICAN ELECTRIC POWER INC.	$14,612,000	–	208,472	–	1.08%	–
STZ	New	CONSTELLATION BRANDS INC CL A	$14,489,000	–	87,601	–	1.07%	–
MYL	New	MYLAN NV	$14,077,000	–	325,550	–	1.04%	–
VLO	New	VALERO ENERGY CORP COM	$13,734,000	–	269,299	–	1.02%	–
KR	New	KROGER CO	$12,971,000	–	352,560	–	0.96%	–
TSN	New	TYSON FOODS	$12,959,000	–	194,025	–	0.96%	–
GM	New	GENERAL MOTORS	$12,678,000	–	448,003	–	0.94%	–
HAL	New	HALLIBURTON CO	$12,568,000	–	277,493	–	0.93%	–
CBRE	New	CB RICHARD ELLIS GROUP INC	$12,191,000	–	460,385	–	0.90%	–
PHM	New	PULTE CORP	$11,838,000	–	607,399	–	0.88%	–
ADBE	New	ADOBE SYSTEMS	$11,549,000	–	120,570	–	0.85%	–
PRU	New	PRUDENTIAL FINANCIAL INC	$11,115,000	–	155,803	–	0.82%	–
DAL	New	DELTA AIRLINES	$10,834,000	–	297,390	–	0.80%	–
ICE	New	INTERCONTINENTAL EXCHANGE	$10,760,000	–	42,037	–	0.80%	–
HD	New	HOME DEPOT INC	$10,054,000	–	78,741	–	0.74%	–
SWKS	New	SKYWORKS SOLUTIONS INC	$8,250,000	–	130,367	–	0.61%	–
MCD	New	MCDONALDS CORP	$8,050,000	–	66,891	–	0.60%	–
IBM	New	INTL BUSINESS MACHINES	$7,783,000	–	51,279	–	0.58%	–
RTN	New	RAYTHEON CO	$7,658,000	–	56,330	–	0.57%	–
ROST	New	ROSS STORES INC	$7,660,000	–	135,119	–	0.57%	–
BR	New	BROADRIDGE FINANCIAL SOLUTIONS	$7,563,000	–	116,002	–	0.56%	–
INGR	New	INGREDION INC COM	$7,538,000	–	58,246	–	0.56%	–
ETR	New	ENTERGY CORP	$7,447,000	–	91,538	–	0.55%	–
GLPI	New	GAMING AND LEISURE PROPERTIES	$7,296,000	–	211,598	–	0.54%	–
HPT	New	HOSPITALITY PROPERTIES TRUST	$6,870,000	–	238,556	–	0.51%	–
CNC	New	CENTENE CORPORATION	$6,837,000	–	95,796	–	0.50%	–
ORLY	New	OREILLY AUTOMOTIVE	$6,714,000	–	24,764	–	0.50%	–
OHI	New	OMEGA HEALTHCARE INVESTORS	$6,668,000	–	196,406	–	0.49%	–
HDS	New	HD SUPPLY HOLDINGS INC	$6,666,000	–	191,434	–	0.49%	–
LII	New	LENNOX INTERNATIONAL INC	$6,651,000	–	46,638	–	0.49%	–
JAZZ	New	JAZZ PHARMACEUTICALS	$6,345,000	–	44,903	–	0.47%	–
	New	APPLIED MATERIALS	$6,315,000	–	263,450	–	0.47%	–
EFX	New	EQUIFAX	$6,298,000	–	49,050	–	0.46%	–
LRCX	New	LAM RESEARCH CORPORATION	$6,206,000	–	73,834	–	0.46%	–
FB	New	FACEBOOK INC	$6,190,000	–	54,163	–	0.46%	–
ZBH	New	ZIMMER BIOMET HOLDINGS INC	$6,128,000	–	50,905	–	0.45%	–
CRL	New	CHARLES RIVER LABS INTL INC	$5,909,000	–	71,678	–	0.44%	–
FITB	New	FIFTH THIRD BANCORP	$5,782,000	–	328,690	–	0.43%	–
SKX	New	SKECHERS USA INC	$5,744,000	–	193,275	–	0.42%	–
JBLU	New	JETBLUE AIRWAYS	$5,580,000	–	336,942	–	0.41%	–
FL	New	FOOTLOCKER INC	$5,543,000	–	101,043	–	0.41%	–
EMN	New	EASTMAN CHEMICAL CO	$5,477,000	–	80,662	–	0.40%	–
STLD	New	STEEL DYNAMICS	$5,426,000	–	221,464	–	0.40%	–
RCL	New	ROYAL CARIBBEAN CRUISES LTD SH	$5,268,000	–	78,456	–	0.39%	–
JNPR	New	JUNIPER NETWORKS INC	$5,257,000	–	233,736	–	0.39%	–
AL	New	AIR LEASE CORP	$5,128,000	–	191,500	–	0.38%	–
TSO	New	TESORO CORP	$5,117,000	–	68,305	–	0.38%	–
UNM	New	UNUM CORP	$5,032,000	–	158,292	–	0.37%	–
IM	New	INGRAM MICRO INC.	$4,885,000	–	140,466	–	0.36%	–
	New	AMTRUST FINANCIAL SERVICES INC	$4,825,000	–	196,929	–	0.36%	–
LEA	New	LEAR CORP	$4,605,000	–	45,256	–	0.34%	–
JLL	New	JONES LANG LASALLE INC	$4,576,000	–	46,954	–	0.34%	–
S	New	SPRINT CORPORATION	$4,153,000	–	916,858	–	0.31%	–
PBF	New	PBF ENERGY	$3,753,000	–	157,839	–	0.28%	–
GT	New	GOODYEAR TIRE	$3,360,000	–	130,933	–	0.25%	–
HFC	New	HOLLYFRONTIER CORPORATION	$3,261,000	–	137,174	–	0.24%	–
EA	New	ELECTRONIC ARTS	$3,184,000	–	42,027	–	0.24%	–
DTE	New	DTE ENERGY	$2,901,000	–	29,270	–	0.21%	–
AGG	New	ISHARES BARCLAYS AGGREGATE BON	$2,621,000	–	23,275	–	0.19%	–
	New	AGL RESOURCES INC	$2,587,000	–	39,220	–	0.19%	–
UNH	New	UNITEDHEALTH GROUP INC	$2,441,000	–	17,290	–	0.18%	–
GE	New	GENERAL ELEC CO	$1,850,000	–	58,777	–	0.14%	–
CMCSA	New	COMCAST CLASS A	$1,700,000	–	26,076	–	0.13%	–
	New	JANUS GLOBAL UNCONSTRAINED BON	$1,608,000	–	165,809	–	0.12%	–
LENB	New	LENNAR CORP B SHARES	$1,322,000	–	35,486	–	0.10%	–
CSRA	New	CSRA INC	$1,270,000	–	54,200	–	0.09%	–
WMT	New	WALMART STORES INC	$1,168,000	–	16,000	–	0.09%	–
CAH	New	CARDINAL HEALTH INC	$1,148,000	–	14,720	–	0.08%	–
LYB	New	LYONDELLBASELL	$1,099,000	–	14,761	–	0.08%	–
ESRX	New	EXPRESS SCRIPTS INC.	$1,091,000	–	14,392	–	0.08%	–
	New	BANK OF AMERICA CORP	$1,027,000	–	77,411	–	0.08%	–
TSS	New	TOTAL SYSTEM SERVICES	$1,012,000	–	19,050	–	0.08%	–
PM	New	PHILIP MORRIS INTL INC	$563,000	–	5,538	–	0.04%	–
TLN	New	TALEN ENERGY CORPORATION	$523,000	–	38,605	–	0.04%	–
AES	New	AES CORP	$505,000	–	40,496	–	0.04%	–
COF	New	CAPITAL ONE FINL CORP	$483,000	–	7,610	–	0.04%	–
	New	ANTHEM INC	$491,000	–	3,740	–	0.04%	–
VVC	New	VECTREN CORP	$460,000	–	8,730	–	0.03%	–
EPR	New	ENTERTAINMENT PROPERTIES TRUST	$408,000	–	5,058	–	0.03%	–
MSFT	New	MICROSOFT CORP	$405,000	–	7,921	–	0.03%	–
MRK	New	MERCK & CO INC	$403,000	–	7,000	–	0.03%	–
NP	New	NEENAH PAPER	$359,000	–	4,956	–	0.03%	–
RRD	New	RR DONNELLEY & SONS CO	$359,000	–	21,208	–	0.03%	–
HIG	New	HARTFORD FINL SVCS	$352,000	–	7,940	–	0.03%	–
BMY	New	BRISTOL MYERS	$330,000	–	4,492	–	0.02%	–
EBIX	New	EBIX INC	$331,000	–	6,919	–	0.02%	–
SIGI	New	SELECTIVE INSURANCE GROUP	$312,000	–	8,164	–	0.02%	–
SNA	New	SNAP-ON INC	$305,000	–	1,930	–	0.02%	–
SBGI	New	SINCLAIR BROADCAST GROUP INC	$303,000	–	10,164	–	0.02%	–
TTWO	New	TAKE-TWO INTERACTIVE SOFTWARE	$291,000	–	7,667	–	0.02%	–
WNC	New	WABASH NATIONAL CORP	$281,000	–	22,145	–	0.02%	–
DLX	New	DELUXE CORP	$287,000	–	4,320	–	0.02%	–
GME	New	GAMESTOP CORP	$279,000	–	10,498	–	0.02%	–
AEO	New	AMERICAN EAGLE OUTFITTERS INC.	$270,000	–	16,963	–	0.02%	–
WAL	New	WESTERN ALLIANCE BANCORP	$276,000	–	8,444	–	0.02%	–
CUBI	New	CUSTOMERS BANCORP	$268,000	–	10,653	–	0.02%	–
SSD	New	SIMPSON MANUFACTURING CO	$275,000	–	6,870	–	0.02%	–
RDSA	New	ROYAL DUTCH SHELL PLC ADR CL A	$268,000	–	4,860	–	0.02%	–
CVS	New	CVS HEALTH CORP	$264,000	–	2,755	–	0.02%	–
PLOW	New	DOUGLAS DYNAMICS INC COM	$265,000	–	10,298	–	0.02%	–
MS	New	MORGAN STANLEY	$255,000	–	9,830	–	0.02%	–
ENSG	New	ENSIGN GROUP INC	$240,000	–	11,401	–	0.02%	–
	New	ANWORTH MORTGAGE	$228,000	–	48,569	–	0.02%	–
PTLA	New	PORTOLA PHARMACEUTICALS INC	$226,000	–	9,575	–	0.02%	–
GOOGL	New	ALPHABET INC CLASS A	$231,000	–	329	–	0.02%	–
FIX	New	COMFORT SYSTEMS USA	$234,000	–	7,196	–	0.02%	–
KIM	New	KIMCO REALTY CORP	$232,000	–	7,379	–	0.02%	–
C	New	CITIGROUP INC COM	$212,000	–	4,990	–	0.02%	–
CSL	New	CARLISLE COS INC COM	$215,000	–	2,033	–	0.02%	–
PRXL	New	PAREXEL INTERNATIONAL CORPORAT	$216,000	–	3,428	–	0.02%	–
EXR	New	EXTRA SPACE STORAGE INC	$207,000	–	2,233	–	0.02%	–
IWM	New	ISHARES RUSSELL 2000 INDEX FUN	$208,000	–	1,809	–	0.02%	–
PG	New	PROCTOR & GAMBLE	$203,000	–	2,400	–	0.02%	–
SYY	New	SYSCO CORP	$208,000	–	4,109	–	0.02%	–
BRCD	New	BROCADE COMMUNICATION	$195,000	–	21,279	–	0.01%	–
WEB	New	WEB.COM GROUP	$193,000	–	10,637	–	0.01%	–
CMO	New	CAPSTEAD MORTGAGE CP NEWREIT	$160,000	–	16,462	–	0.01%	–
	New	ASHFORD HOSPITALITY TRUST	$65,000	–	12,158	–	0.01%	–

Q4 2015

			Value		Shares		↓ Weighting
WU	Exit	WESTERN UNION COMPANY	$0	–	-10,109	–	-0.02%	–
RDSA	Exit	ROYAL DUTCH SHELL PLC ADR CL A	$0	–	-4,860	–	-0.02%	–
UNP	Exit	UNION PACIFIC CORP	$0	–	-2,779	–	-0.02%	–
C	Exit	CITIGROUP INC COM	$0	–	-4,990	–	-0.02%	–
ASH	Exit	ASHLAND INC (NEW)	$0	–	-2,650	–	-0.02%	–
CVS	Exit	CVS HEALTH CORP	$0	–	-3,135	–	-0.03%	–
MCK	Exit	MCKESSON CORP	$0	–	-1,814	–	-0.03%	–
AFL	Exit	AFLAC INC	$0	–	-6,373	–	-0.03%	–
VVC	Exit	VECTREN CORP	$0	–	-9,430	–	-0.04%	–
TLN	Exit	TALEN ENERGY CORPORATION	$0	–	-46,627	–	-0.04%	–
BLK	Exit	BLACKROCK INC	$0	–	-1,660	–	-0.04%	–
UNH	Exit	UNITEDHEALTH GROUP INC	$0	–	-4,321	–	-0.05%	–
COF	Exit	CAPITAL ONE FINL CORP	$0	–	-7,610	–	-0.05%	–
PM	Exit	PHILIP MORRIS INTL INC	$0	–	-7,125	–	-0.05%	–
MRK	Exit	MERCK & CO INC	$0	–	-12,160	–	-0.06%	–
ANTM	Exit	ANTHEM INC	$0	–	-4,400	–	-0.06%	–
GE	Exit	GENERAL ELEC CO	$0	–	-34,547	–	-0.08%	–
MET	Exit	METLIFE INC	$0	–	-20,640	–	-0.09%	–
CAH	Exit	CARDINAL HEALTH INC	$0	–	-13,000	–	-0.09%	–
AIG	Exit	AMERICAN INTL GROUP INC	$0	–	-18,125	–	-0.09%	–
LYB	Exit	LYONDELLBASELL	$0	–	-14,265	–	-0.11%	–
CTSH	Exit	COGNIZANT TECH SOLUTIONS	$0	–	-19,048	–	-0.11%	–
IBM	Exit	INTL BUSINESS MACHINES	$0	–	-8,400	–	-0.11%	–
CAG	Exit	CONAGRA FOODS	$0	–	-32,005	–	-0.12%	–
LENB	Exit	LENNAR CORP B SHARES	$0	–	-35,486	–	-0.13%	–
CMCSA	Exit	COMCAST CLASS A	$0	–	-27,256	–	-0.14%	–
	Exit	JANUS GLOBAL UNCONSTRAINED BON	$0	–	-165,800	–	-0.14%	–
PFE	Exit	PFIZER INC	$0	–	-50,580	–	-0.14%	–
TGNA	Exit	TEGNA INC	$0	–	-82,000	–	-0.17%	–
MRO	Exit	MARATHON OIL CORP COM	$0	–	-119,060	–	-0.17%	–
CAM	Exit	CAMERON INTNL CORP	$0	–	-30,150	–	-0.17%	–
S	Exit	SPRINT CORPORATION	$0	–	-503,030	–	-0.18%	–
CYH	Exit	COMMUNITY HEALTH SYSTEMS INC	$0	–	-53,670	–	-0.21%	–
DTE	Exit	DTE ENERGY	$0	–	-29,270	–	-0.21%	–
MNKKQ	Exit	MALLINCKRODT PLC	$0	–	-36,930	–	-0.22%	–
ISIS	Exit	ISIS PHARMACEUTICALS, INC.	$0	–	-61,907	–	-0.23%	–
AGG	Exit	ISHARES BARCLAYS AGGREGATE BON	$0	–	-23,275	–	-0.23%	–
GLPI	Exit	GAMING AND LEISURE PROPERTIES	$0	–	-89,260	–	-0.24%	–
ZBRA	Exit	ZEBRA TECHNOLOGIES CORP.	$0	–	-35,140	–	-0.24%	–
JAZZ	Exit	JAZZ PHARMACEUTICALS	$0	–	-20,990	–	-0.25%	–
LEG	Exit	LEGGETT & PLATT INC	$0	–	-68,300	–	-0.26%	–
TRN	Exit	TRINITY INDUSTRIES INC	$0	–	-124,390	–	-0.26%	–
HFC	Exit	HOLLYFRONTIER CORPORATION	$0	–	-58,340	–	-0.26%	–
JLL	Exit	JONES LANG LASALLE INC	$0	–	-20,025	–	-0.26%	–
EMN	Exit	EASTMAN CHEMICAL CO	$0	–	-44,456	–	-0.26%	–
HNT	Exit	HEALTH NET INC	$0	–	-48,220	–	-0.26%	–
AL	Exit	AIR LEASE CORP	$0	–	-97,430	–	-0.28%	–
SPB	Exit	SPECTRUM BRANDS HOLDINGS	$0	–	-33,570	–	-0.28%	–
DFS	Exit	DISCOVER FINANCIAL SVCS	$0	–	-59,999	–	-0.28%	–
ETR	Exit	ENTERGY CORP	$0	–	-48,340	–	-0.29%	–
M	Exit	MACY'S INC	$0	–	-61,660	–	-0.29%	–
OHI	Exit	OMEGA HEALTHCARE INVESTORS	$0	–	-91,940	–	-0.30%	–
WRK	Exit	WESTROCK COMPANY	$0	–	-63,255	–	-0.30%	–
HPT	Exit	HOSPITALITY PROPERTIES TRUST	$0	–	-129,020	–	-0.30%	–
CSC	Exit	COMPUTER SCIENCES	$0	–	-54,200	–	-0.30%	–
BRCM	Exit	BROADCOM CORP	$0	–	-64,834	–	-0.30%	–
UNM	Exit	UNUM CORP	$0	–	-104,300	–	-0.30%	–
BRCD	Exit	BROCADE COMMUNICATION	$0	–	-326,460	–	-0.31%	–
LEA	Exit	LEAR CORP	$0	–	-31,475	–	-0.31%	–
EA	Exit	ELECTRONIC ARTS	$0	–	-51,507	–	-0.32%	–
ADI	Exit	ANALOG DEVICES	$0	–	-62,002	–	-0.32%	–
AMP	Exit	AMERIPRISE FINANCIAL INC	$0	–	-32,480	–	-0.32%	–
LRCX	Exit	LAM RESEARCH CORPORATION	$0	–	-54,939	–	-0.33%	–
RCL	Exit	ROYAL CARIBBEAN CRUISES LTD SH	$0	–	-41,260	–	-0.34%	–
SWKS	Exit	SKYWORKS SOLUTIONS INC	$0	–	-44,056	–	-0.34%	–
BR	Exit	BROADRIDGE FINANCIAL SOLUTIONS	$0	–	-68,060	–	-0.34%	–
WDC	Exit	WESTERN DIGITAL CORP	$0	–	-48,660	–	-0.35%	–
JBL	Exit	JABIL CIRCUIT INC	$0	–	-180,210	–	-0.37%	–
IM	Exit	INGRAM MICRO INC.	$0	–	-149,450	–	-0.37%	–
FL	Exit	FOOTLOCKER INC	$0	–	-57,090	–	-0.38%	–
GAS	Exit	AGL RESOURCES INC	$0	–	-67,620	–	-0.38%	–
SNA	Exit	SNAP-ON INC	$0	–	-27,415	–	-0.38%	–
ICE	Exit	INTERCONTINENTAL EXCHANGE	$0	–	-18,690	–	-0.40%	–
RRD	Exit	RR DONNELLEY & SONS CO	$0	–	-305,716	–	-0.41%	–
KR	Exit	KROGER CO	$0	–	-137,887	–	-0.45%	–
ROST	Exit	ROSS STORES INC	$0	–	-104,912	–	-0.46%	–
JBLU	Exit	JETBLUE AIRWAYS	$0	–	-197,010	–	-0.46%	–
TSO	Exit	TESORO CORP	$0	–	-59,966	–	-0.53%	–
PKG	Exit	PACKAGING CORP OF AMERICA	$0	–	-115,915	–	-0.64%	–
RTN	Exit	RAYTHEON CO	$0	–	-66,975	–	-0.67%	–
HRB	Exit	BLOCK H+R INC	$0	–	-206,889	–	-0.68%	–
GILD	Exit	GILEAD SCIENCES INC	$0	–	-78,488	–	-0.70%	–
SEIC	Exit	SEI INVESTMENTS CO	$0	–	-169,434	–	-0.74%	–
MAN	Exit	MANPOWERGROUP INC	$0	–	-102,853	–	-0.77%	–
TSN	Exit	TYSON FOODS	$0	–	-195,883	–	-0.77%	–
HD	Exit	HOME DEPOT INC	$0	–	-79,331	–	-0.84%	–
AVGO	Exit	AVAGO TECHNOLOGIES	$0	–	-74,776	–	-0.85%	–
CBRE	Exit	CB RICHARD ELLIS GROUP INC	$0	–	-301,279	–	-0.88%	–
PHM	Exit	PULTE CORP	$0	–	-534,257	–	-0.92%	–
HAL	Exit	HALLIBURTON CO	$0	–	-289,983	–	-0.93%	–
AEP	Exit	AMERICAN ELECTRIC POWER INC.	$0	–	-183,007	–	-0.95%	–
JCI	Exit	JOHNSON CONTROLS INC	$0	–	-265,117	–	-1.00%	–
CF	Exit	CF INDUSTRIES HOLDINGS INC	$0	–	-264,862	–	-1.08%	–
MYL	Exit	MYLAN NV	$0	–	-296,822	–	-1.09%	–
WYND	Exit	WYNDHAM WORLDWIDE CORP	$0	–	-171,370	–	-1.12%	–
PRU	Exit	PRUDENTIAL FINANCIAL INC	$0	–	-164,536	–	-1.14%	–
ABBV	Exit	ABBVIE INC	$0	–	-231,963	–	-1.15%	–
MS	Exit	MORGAN STANLEY	$0	–	-403,907	–	-1.16%	–
VZ	Exit	VERIZON COMMUNICATIONS INC	$0	–	-297,028	–	-1.18%	–
PCG	Exit	PG&E CORP	$0	–	-250,834	–	-1.21%	–
HPQ	Exit	HEWLETT PACKARD CO	$0	–	-517,478	–	-1.21%	–
JAH	Exit	JARDEN CORPORATION	$0	–	-288,963	–	-1.29%	–
KEY	Exit	KEYCORP	$0	–	-1,090,510	–	-1.29%	–
VFC	Exit	VF CORP	$0	–	-213,312	–	-1.33%	–
WHR	Exit	WHIRLPOOL CORP	$0	–	-98,950	–	-1.33%	–
CELG	Exit	CELGENE CORP	$0	–	-134,966	–	-1.33%	–
VLO	Exit	VALERO ENERGY CORP COM	$0	–	-248,090	–	-1.36%	–
AMGN	Exit	AMGEN INC	$0	–	-109,988	–	-1.39%	–
DAL	Exit	DELTA AIRLINES DEL	$0	–	-346,250	–	-1.42%	–
PSX	Exit	PHILLIPS 66	$0	–	-202,798	–	-1.42%	–
PPL	Exit	PPL CORP	$0	–	-482,481	–	-1.45%	–
LMT	Exit	LOCKHEED MARTIN CORP	$0	–	-77,076	–	-1.46%	–
DIS	Exit	DISNEY WALT CO DISNEY COM	$0	–	-158,485	–	-1.48%	–
IP	Exit	INTERNATIONAL PAPER CO	$0	–	-429,754	–	-1.48%	–
LEN	Exit	LENNAR CORP	$0	–	-352,462	–	-1.55%	–
BA	Exit	BOEING CO	$0	–	-129,917	–	-1.55%	–
AGN	Exit	ALLERGAN INC	$0	–	-64,261	–	-1.59%	–
TRV	Exit	TRAVELERS COS INC	$0	–	-176,667	–	-1.60%	–
LNC	Exit	LINCOLN NATIONAL CORP	$0	–	-374,218	–	-1.62%	–
CI	Exit	CIGNA CORP COM	$0	–	-132,052	–	-1.62%	–
MO	Exit	ALTRIA GROUP INC	$0	–	-334,969	–	-1.66%	–
AET	Exit	AETNA INC	$0	–	-166,608	–	-1.66%	–
CVX	Exit	CHEVRON CORP	$0	–	-234,766	–	-1.69%	–
PCAR	Exit	PACCAR INC	$0	–	-356,954	–	-1.70%	–
T	Exit	AT+T INC COM	$0	–	-573,493	–	-1.70%	–
EAT	Exit	BRINKER INTL INC	$0	–	-359,102	–	-1.72%	–
TGT	Exit	TARGET CORP COM	$0	–	-252,441	–	-1.81%	–
BAC	Exit	BANK OF AMERICA CORP	$0	–	-1,364,115	–	-1.94%	–
GS	Exit	GOLDMAN SACHS GROUP INC COM	$0	–	-122,727	–	-1.94%	–
INTC	Exit	INTEL CORP	$0	–	-717,330	–	-1.97%	–
HIG	Exit	HARTFORD FINL SVCS	$0	–	-476,279	–	-1.99%	–
AAPL	Exit	APPLE INC	$0	–	-205,224	–	-2.06%	–
CSCO	Exit	CISCO SYS INC COM	$0	–	-881,128	–	-2.11%	–
JPM	Exit	JPMORGAN CHASE & CO	$0	–	-548,825	–	-3.05%	–
WFC	Exit	WELLS FARGO & CO	$0	–	-659,337	–	-3.09%	–
XOM	Exit	EXXON MOBIL CORP	$0	–	-530,040	–	-3.59%	–

Q3 2015

			Value		Shares		↓ Weighting
XOM	Buy	EXXON MOBIL CORP	$39,408,000	+2653.9%	530,040	+2982.0%	3.59%	+3050.9%
WFC	Sell	WELLS FARGO & CO	$33,857,000	-10.8%	659,337	-2.3%	3.09%	+1.8%
JPM	Sell	JPMORGAN CHASE & CO	$33,462,000	-12.2%	548,825	-2.5%	3.05%	+0.2%
CSCO	Buy	CISCO SYS INC COM	$23,130,000	-0.4%	881,128	+4.2%	2.11%	+13.6%
AAPL	Buy	APPLE INC	$22,636,000	-1.8%	205,224	+11.6%	2.06%	+12.0%
HIG	Sell	HARTFORD FINL SVCS	$21,804,000	-6.7%	476,279	-15.3%	1.99%	+6.5%
INTC	Sell	INTEL CORP	$21,620,000	-2.7%	717,330	-1.8%	1.97%	+11.1%
GS	Buy	GOLDMAN SACHS GROUP INC COM	$21,325,000	-14.8%	122,727	+2.4%	1.94%	-2.7%
BAC	New	BANK OF AMERICA CORP	$21,253,000	–	1,364,115	–	1.94%	–
TGT	Buy	TARGET CORP COM	$19,857,000	+0.6%	252,441	+4.4%	1.81%	+14.8%
EAT	Buy	BRINKER INTL INC	$18,914,000	+18.2%	359,102	+29.4%	1.72%	+35.0%
T	Sell	AT+T INC COM	$18,684,000	-32.4%	573,493	-26.3%	1.70%	-22.9%
PCAR	Buy	PACCAR INC	$18,622,000	+8213.4%	356,954	+10066.7%	1.70%	+9327.8%
CVX	Sell	CHEVRON CORP	$18,518,000	-22.5%	234,766	-5.2%	1.69%	-11.5%
AET	Sell	AETNA INC	$18,229,000	-26.2%	166,608	-14.0%	1.66%	-15.8%
MO	Buy	ALTRIA GROUP INC	$18,222,000	+17.3%	334,969	+5.5%	1.66%	+34.0%
CI	Sell	CIGNA CORP COM	$17,830,000	-45.7%	132,052	-34.9%	1.62%	-38.1%
LNC	Sell	LINCOLN NATIONAL CORP	$17,760,000	-27.2%	374,218	-9.2%	1.62%	-16.9%
TRV	Sell	TRAVELERS COS INC	$17,584,000	+1.7%	176,667	-1.3%	1.60%	+16.1%
AGN	Sell	ALLERGAN INC	$17,467,000	-11.3%	64,261	-0.9%	1.59%	+1.3%
BA	Buy	BOEING CO	$17,013,000	+31.3%	129,917	+39.1%	1.55%	+49.9%
LEN	Buy	LENNAR CORP	$16,964,000	-4.7%	352,462	+1.1%	1.55%	+8.8%
IP	Sell	INTERNATIONAL PAPER CO	$16,240,000	-22.6%	429,754	-2.5%	1.48%	-11.6%
DIS	Buy	DISNEY WALT CO DISNEY COM	$16,197,000	-9.7%	158,485	+0.8%	1.48%	+3.1%
LMT	Buy	LOCKHEED MARTIN CORP	$15,979,000	+5121.9%	77,076	+4576.9%	1.46%	+5966.7%
PPL	Sell	PPL CORP	$15,869,000	+1.1%	482,481	-9.5%	1.45%	+15.3%
PSX	Buy	PHILLIPS 66	$15,583,000	+2.3%	202,798	+7.2%	1.42%	+16.7%
DAL	Buy	DELTA AIRLINES DEL	$15,536,000	+10.3%	346,250	+1.0%	1.42%	+26.0%
AMGN	Sell	AMGEN INC	$15,214,000	-13.9%	109,988	-4.4%	1.39%	-1.7%
VLO	Buy	VALERO ENERGY CORP COM	$14,910,000	-3.0%	248,090	+1.0%	1.36%	+10.7%
CELG	Sell	CELGENE CORP	$14,599,000	-20.3%	134,966	-14.8%	1.33%	-9.0%
WHR	Sell	WHIRLPOOL CORP	$14,571,000	-16.0%	98,950	-1.3%	1.33%	-4.1%
VFC	Buy	VF CORP	$14,550,000	+4.0%	213,312	+6.3%	1.33%	+18.7%
KEY	Sell	KEYCORP	$14,188,000	-14.7%	1,090,510	-1.6%	1.29%	-2.7%
JAH	New	JARDEN CORPORATION	$14,125,000	–	288,963	–	1.29%	–
HPQ	Buy	HEWLETT PACKARD CO	$13,253,000	-11.5%	517,478	+3.7%	1.21%	+1.0%
PCG	Sell	PG&E CORP	$13,244,000	+6.7%	250,834	-0.8%	1.21%	+21.8%
VZ	Sell	VERIZON COMMUNICATIONS INC	$12,924,000	-10.4%	297,028	-4.1%	1.18%	+2.3%
MS	New	MORGAN STANLEY	$12,723,000	–	403,907	–	1.16%	–
ABBV	Buy	ABBVIE INC	$12,621,000	-10.2%	231,963	+10.9%	1.15%	+2.4%
PRU	Buy	PRUDENTIAL FINANCIAL INC	$12,539,000	-8.2%	164,536	+5.4%	1.14%	+4.8%
WYND	Sell	WYNDHAM WORLDWIDE CORP	$12,322,000	-25.8%	171,370	-15.4%	1.12%	-15.3%
MYL	Sell	MYLAN NV	$11,950,000	-52.2%	296,822	-19.3%	1.09%	-45.4%
CF	Sell	CF INDUSTRIES HOLDINGS INC	$11,892,000	-36.2%	264,862	-8.6%	1.08%	-27.2%
JCI	Buy	JOHNSON CONTROLS INC	$10,965,000	-16.4%	265,117	+0.1%	1.00%	-4.6%
AEP	Sell	AMERICAN ELECTRIC POWER INC.	$10,406,000	+5.0%	183,007	-2.2%	0.95%	+19.8%
HAL	Buy	HALLIBURTON CO	$10,251,000	-9.6%	289,983	+10.2%	0.93%	+3.2%
PHM	Sell	PULTE CORP	$10,081,000	-16.3%	534,257	-10.6%	0.92%	-4.5%
CBRE	Buy	CB RICHARD ELLIS GROUP INC	$9,641,000	+104.6%	301,279	+136.6%	0.88%	+133.8%
AVGO	Buy	AVAGO TECHNOLOGIES	$9,348,000	+34.8%	74,776	+43.3%	0.85%	+53.8%
HD	Buy	HOME DEPOT INC	$9,162,000	+29.8%	79,331	+24.9%	0.84%	+48.0%
TSN	Sell	TYSON FOODS	$8,443,000	-14.4%	195,883	-15.3%	0.77%	-2.3%
MAN	Sell	MANPOWERGROUP INC	$8,423,000	-20.1%	102,853	-12.8%	0.77%	-8.7%
SEIC	Sell	SEI INVESTMENTS CO	$8,172,000	-52.8%	169,434	-52.1%	0.74%	-46.2%
GILD	Buy	GILEAD SCIENCES INC	$7,707,000	+1.3%	78,488	+20.8%	0.70%	+15.7%
HRB	Sell	BLOCK H+R INC	$7,489,000	-22.2%	206,889	-36.3%	0.68%	-11.1%
RTN	Buy	RAYTHEON CO	$7,318,000	+95.7%	66,975	+71.4%	0.67%	+123.1%
PKG	Sell	PACKAGING CORP OF AMERICA	$6,973,000	-14.7%	115,915	-11.4%	0.64%	-2.6%
TSO	Sell	TESORO CORP	$5,831,000	-22.2%	59,966	-32.5%	0.53%	-11.2%
JBLU	New	JETBLUE AIRWAYS	$5,077,000	–	197,010	–	0.46%	–
ROST	New	ROSS STORES INC	$5,085,000	–	104,912	–	0.46%	–
KR	Sell	KROGER CO	$4,974,000	-58.8%	137,887	-17.3%	0.45%	-53.1%
RRD	Buy	RR DONNELLEY & SONS CO	$4,451,000	-13.6%	305,716	+3.4%	0.41%	-1.5%
ICE	Sell	INTERCONTINENTAL EXCHANGE	$4,392,000	-23.2%	18,690	-26.9%	0.40%	-12.5%
SNA	Sell	SNAP-ON INC	$4,138,000	-27.1%	27,415	-23.0%	0.38%	-16.8%
GAS	Sell	AGL RESOURCES INC	$4,128,000	-9.1%	67,620	-30.6%	0.38%	+3.6%
FL	Sell	FOOTLOCKER INC	$4,109,000	-40.4%	57,090	-44.5%	0.38%	-31.9%
IM	Sell	INGRAM MICRO INC.	$4,071,000	-22.6%	149,450	-28.9%	0.37%	-11.7%
JBL	Sell	JABIL CIRCUIT INC	$4,031,000	-25.4%	180,210	-29.0%	0.37%	-15.0%
WDC	Sell	WESTERN DIGITAL CORP	$3,866,000	-75.8%	48,660	-76.1%	0.35%	-72.4%
BR	New	BROADRIDGE FINANCIAL SOLUTIONS	$3,767,000	–	68,060	–	0.34%	–
SWKS	New	SKYWORKS SOLUTIONS INC	$3,710,000	–	44,056	–	0.34%	–
RCL	Sell	ROYAL CARIBBEAN CRUISES LTD SH	$3,676,000	-19.0%	41,260	-28.5%	0.34%	-7.7%
LRCX	Sell	LAM RESEARCH CORPORATION	$3,589,000	-40.8%	54,939	-26.2%	0.33%	-32.4%
AMP	Sell	AMERIPRISE FINANCIAL INC	$3,545,000	-35.9%	32,480	-26.6%	0.32%	-26.9%
ADI	Buy	ANALOG DEVICES	$3,498,000	+1573.7%	62,002	+1799.6%	0.32%	+1776.5%
EA	Buy	ELECTRONIC ARTS	$3,490,000	+1451.1%	51,507	+1423.4%	0.32%	+1666.7%
LEA	Sell	LEAR CORP	$3,424,000	-40.6%	31,475	-38.7%	0.31%	-32.2%
BRCD	Sell	BROCADE COMMUNICATION	$3,389,000	-37.6%	326,460	-28.6%	0.31%	-28.8%
UNM	Sell	UNUM CORP	$3,346,000	-37.9%	104,300	-30.8%	0.30%	-29.1%
BRCM	Buy	BROADCOM CORP	$3,334,000	+3.1%	64,834	+3.2%	0.30%	+17.8%
CSC	Sell	COMPUTER SCIENCES	$3,327,000	-33.2%	54,200	-28.5%	0.30%	-23.9%
HPT	New	HOSPITALITY PROPERTIES TRUST	$3,300,000	–	129,020	–	0.30%	–
WRK	New	WESTROCK COMPANY	$3,254,000	–	63,255	–	0.30%	–
OHI	Sell	OMEGA HEALTHCARE INVESTORS	$3,232,000	-25.6%	91,940	-27.4%	0.30%	-15.0%
M	Sell	MACY'S INC	$3,164,000	-55.0%	61,660	-40.8%	0.29%	-48.7%
ETR	Sell	ENTERGY CORP	$3,147,000	-34.2%	48,340	-28.8%	0.29%	-24.9%
DFS	Sell	DISCOVER FINANCIAL SVCS	$3,119,000	-82.2%	59,999	-80.3%	0.28%	-79.8%
SPB	New	SPECTRUM BRANDS HOLDINGS	$3,072,000	–	33,570	–	0.28%	–
AL	Sell	AIR LEASE CORP	$3,013,000	-34.0%	97,430	-27.6%	0.28%	-24.7%
HNT	Sell	HEALTH NET INC	$2,904,000	-48.5%	48,220	-45.2%	0.26%	-41.1%
JLL	Sell	JONES LANG LASALLE INC	$2,879,000	-42.2%	20,025	-31.3%	0.26%	-34.2%
EMN	New	EASTMAN CHEMICAL CO	$2,877,000	–	44,456	–	0.26%	–
HFC	New	HOLLYFRONTIER CORPORATION	$2,849,000	–	58,340	–	0.26%	–
LEG	Sell	LEGGETT & PLATT INC	$2,817,000	-43.4%	68,300	-33.2%	0.26%	-35.3%
TRN	Sell	TRINITY INDUSTRIES INC	$2,820,000	-36.7%	124,390	-26.2%	0.26%	-27.8%
JAZZ	Sell	JAZZ PHARMACEUTICALS	$2,788,000	-46.9%	20,990	-29.6%	0.25%	-39.4%
ZBRA	Sell	ZEBRA TECHNOLOGIES CORP.	$2,690,000	-53.0%	35,140	-31.8%	0.24%	-46.4%
GLPI	Sell	GAMING AND LEISURE PROPERTIES	$2,651,000	-44.9%	89,260	-32.0%	0.24%	-37.0%
ISIS	New	ISIS PHARMACEUTICALS, INC.	$2,502,000	–	61,907	–	0.23%	–
MNKKQ	Sell	MALLINCKRODT PLC	$2,361,000	-54.6%	36,930	-16.3%	0.22%	-48.2%
DTE	Sell	DTE ENERGY	$2,352,000	-51.7%	29,270	-55.1%	0.21%	-45.0%
CYH	New	COMMUNITY HEALTH SYSTEMS INC	$2,295,000	–	53,670	–	0.21%	–
S	New	SPRINT CORPORATION	$1,932,000	–	503,030	–	0.18%	–
CAM	New	CAMERON INTNL CORP	$1,849,000	–	30,150	–	0.17%	–
TGNA	Sell	TEGNA INC	$1,836,000	-52.2%	82,000	-31.5%	0.17%	-45.6%
MRO	New	MARATHON OIL CORP COM	$1,834,000	–	119,060	–	0.17%	–
PFE	Buy	PFIZER INC	$1,589,000	+515.9%	50,580	+558.6%	0.14%	+590.5%
CMCSA	Buy	COMCAST CLASS A	$1,550,000	+285.6%	27,256	+307.7%	0.14%	+340.6%
LENB	Buy	LENNAR CORP B SHARES	$1,405,000	+46.0%	35,486	+59.1%	0.13%	+66.2%
CAG	Buy	CONAGRA FOODS	$1,297,000	+375.1%	32,005	+411.7%	0.12%	+436.4%
IBM	New	INTL BUSINESS MACHINES	$1,218,000	–	8,400	–	0.11%	–
CTSH	New	COGNIZANT TECH SOLUTIONS	$1,193,000	–	19,048	–	0.11%	–
LYB	Buy	LYONDELLBASELL	$1,189,000	+295.0%	14,265	+391.0%	0.11%	+350.0%
AIG	New	AMERICAN INTL GROUP INC	$1,030,000	–	18,125	–	0.09%	–
CAH	New	CARDINAL HEALTH INC	$999,000	–	13,000	–	0.09%	–
GE	Sell	GENERAL ELEC CO	$871,000	-96.6%	34,547	-96.4%	0.08%	-96.2%
TLN	Sell	TALEN ENERGY CORPORATION	$471,000	-49.5%	46,627	-14.2%	0.04%	-42.7%
VVC	Buy	VECTREN CORP	$396,000	+13.5%	9,430	+3.9%	0.04%	+28.6%
CVS	Buy	CVS HEALTH CORP	$302,000	+14.0%	3,135	+24.0%	0.03%	+33.3%
ASH	Sell	ASHLAND INC (NEW)	$267,000	-97.1%	2,650	-96.5%	0.02%	-96.7%
UNP	Sell	UNION PACIFIC CORP	$246,000	-10.2%	2,779	-3.1%	0.02%	0.0%
WU	New	WESTERN UNION COMPANY	$186,000	–	10,109	–	0.02%	–
BAH	Exit	BOOZ ALLEN HAMILTON HLDG CO	$0	–	-9,010	–	-0.02%	–
CMI	Exit	CUMMINS INC	$0	–	-1,741	–	-0.02%	–
DOW	Exit	DOW CHEMICAL CO	$0	–	-4,500	–	-0.02%	–
PCLN	Exit	THE PRICELINE GROUP INC	$0	–	-263	–	-0.02%	–
GCI	Exit	GANNETT CO INC	$0	–	-59,880	–	-0.07%	–
UPLMQ	Exit	ULTRA PETROLEUM CORP	$0	–	-171,150	–	-0.17%	–
NBR	Exit	NABORS INDS LTD	$0	–	-197,520	–	-0.23%	–
TKR	Exit	TIMKEN	$0	–	-82,940	–	-0.24%	–
SPXC	Exit	SPX CORP	$0	–	-42,430	–	-0.24%	–
HAR	Exit	HARMAN INTERNATIONAL INDUSTRIE	$0	–	-26,790	–	-0.25%	–
KORS	Exit	MICHAEL KORS HOLDINGS	$0	–	-82,390	–	-0.28%	–
ORCL	Exit	ORACLE CORP	$0	–	-105,405	–	-0.34%	–
9207PS	Exit	ROCK-TENN CO CL A	$0	–	-83,945	–	-0.40%	–
LUV	Exit	SOUTHWEST AIRLINES	$0	–	-180,807	–	-0.48%	–
HCA	Exit	HCA HOLDINGS INC	$0	–	-72,500	–	-0.52%	–
PH	Exit	PARKER-HANNIFIN	$0	–	-87,876	–	-0.82%	–
AA	Exit	ALCOA INC	$0	–	-1,086,850	–	-0.97%	–
HP	Exit	HELMERICH & PAYNE INC	$0	–	-179,896	–	-1.01%	–
ALL	Exit	ALLSTATE CORP	$0	–	-204,575	–	-1.06%	–
ADM	Exit	ARCHER DANIELS MIDLAND CO COM	$0	–	-356,170	–	-1.37%	–

Q2 2015

			Value		Shares		↓ Weighting
JPM	New	JPMORGAN CHASE & CO	$38,130,000	–	562,715	–	3.04%	–
WFC	New	WELLS FARGO & CO	$37,968,000	–	675,114	–	3.03%	–
CI	New	CIGNA CORP COM	$32,857,000	–	202,818	–	2.62%	–
T	New	AT+T INC COM	$27,651,000	–	778,458	–	2.21%	–
GE	New	GENERAL ELEC CO	$25,773,000	–	970,010	–	2.06%	–
GS	New	GOLDMAN SACHS GROUP INC COM	$25,024,000	–	119,853	–	2.00%	–
MYL	New	MYLAN NV	$24,974,000	–	368,028	–	1.99%	–
AET	New	AETNA INC	$24,700,000	–	193,785	–	1.97%	–
LNC	New	LINCOLN NATIONAL CORP	$24,399,000	–	412,005	–	1.95%	–
CVX	New	CHEVRON CORP	$23,896,000	–	247,706	–	1.91%	–
HIG	New	HARTFORD FINL SVCS	$23,371,000	–	562,205	–	1.87%	–
CSCO	New	CISCO SYS INC COM	$23,228,000	–	845,881	–	1.86%	–
AAPL	New	APPLE INC	$23,062,000	–	183,871	–	1.84%	–
INTC	New	INTEL CORP	$22,220,000	–	730,558	–	1.77%	–
IP	New	INTERNATIONAL PAPER CO	$20,973,000	–	440,700	–	1.68%	–
TGT	New	TARGET CORP COM	$19,735,000	–	241,766	–	1.58%	–
AGN	New	ALLERGAN INC	$19,684,000	–	64,865	–	1.57%	–
CF	New	CF INDUSTRIES HOLDINGS INC	$18,629,000	–	289,810	–	1.49%	–
CELG	New	CELGENE CORP	$18,326,000	–	158,346	–	1.46%	–
DIS	New	DISNEY WALT CO DISNEY COM	$17,939,000	–	157,164	–	1.43%	–
LEN	New	LENNAR CORP	$17,798,000	–	348,708	–	1.42%	–
AMGN	New	AMGEN INC	$17,670,000	–	115,097	–	1.41%	–
DFS	New	DISCOVER FINANCIAL SVCS	$17,567,000	–	304,869	–	1.40%	–
WHR	New	WHIRLPOOL CORP	$17,347,000	–	100,241	–	1.38%	–
SEIC	New	SEI INVESTMENTS CO	$17,329,000	–	353,428	–	1.38%	–
TRV	New	TRAVELERS COS INC	$17,295,000	–	178,926	–	1.38%	–
ADM	New	ARCHER DANIELS MIDLAND CO COM	$17,175,000	–	356,170	–	1.37%	–
KEY	New	KEYCORP	$16,639,000	–	1,107,799	–	1.33%	–
WYND	New	WYNDHAM WORLDWIDE CORP	$16,602,000	–	202,682	–	1.33%	–
EAT	New	BRINKER INTL INC	$15,998,000	–	277,495	–	1.28%	–
WDC	New	WESTERN DIGITAL CORP	$15,980,000	–	203,769	–	1.28%	–
PPL	New	PPL CORP	$15,703,000	–	532,835	–	1.25%	–
MO	New	ALTRIA GROUP INC	$15,530,000	–	317,522	–	1.24%	–
VLO	New	VALERO ENERGY CORP COM	$15,378,000	–	245,661	–	1.23%	–
PSX	New	PHILLIPS 66	$15,235,000	–	189,115	–	1.22%	–
HPQ	New	HEWLETT PACKARD CO	$14,977,000	–	499,059	–	1.20%	–
VZ	New	VERIZON COMMUNICATIONS INC	$14,430,000	–	309,581	–	1.15%	–
DAL	New	DELTA AIRLINES DEL	$14,082,000	–	342,783	–	1.12%	–
ABBV	New	ABBVIE INC	$14,059,000	–	209,238	–	1.12%	–
VFC	New	VF CORP	$13,994,000	–	200,660	–	1.12%	–
PRU	New	PRUDENTIAL FINANCIAL INC	$13,664,000	–	156,122	–	1.09%	–
ALL	New	ALLSTATE CORP	$13,271,000	–	204,575	–	1.06%	–
JCI	New	JOHNSON CONTROLS INC	$13,116,000	–	264,808	–	1.05%	–
BA	New	BOEING CO	$12,957,000	–	93,403	–	1.04%	–
HP	New	HELMERICH & PAYNE INC	$12,668,000	–	179,896	–	1.01%	–
PCG	New	PG&E CORP	$12,414,000	–	252,835	–	0.99%	–
AA	New	ALCOA INC	$12,118,000	–	1,086,850	–	0.97%	–
KR	New	KROGER CO	$12,083,000	–	166,633	–	0.96%	–
PHM	New	PULTE CORP	$12,048,000	–	597,905	–	0.96%	–
HAL	New	HALLIBURTON CO	$11,337,000	–	263,218	–	0.90%	–
MAN	New	MANPOWERGROUP INC	$10,537,000	–	117,894	–	0.84%	–
PH	New	PARKER-HANNIFIN	$10,223,000	–	87,876	–	0.82%	–
AEP	New	AMERICAN ELECTRIC POWER INC.	$9,908,000	–	187,053	–	0.79%	–
TSN	New	TYSON FOODS	$9,863,000	–	231,368	–	0.79%	–
HRB	New	BLOCK H+R INC	$9,624,000	–	324,589	–	0.77%	–
ASH	New	ASHLAND INC (NEW)	$9,150,000	–	75,065	–	0.73%	–
PKG	New	PACKAGING CORP OF AMERICA	$8,175,000	–	130,819	–	0.65%	–
GILD	New	GILEAD SCIENCES INC	$7,607,000	–	64,973	–	0.61%	–
TSO	New	TESORO CORP	$7,494,000	–	88,778	–	0.60%	–
HD	New	HOME DEPOT INC	$7,057,000	–	63,500	–	0.56%	–
M	New	MACY'S INC	$7,028,000	–	104,165	–	0.56%	–
AVGO	New	AVAGO TECHNOLOGIES	$6,935,000	–	52,168	–	0.55%	–
FL	New	FOOTLOCKER INC	$6,895,000	–	102,900	–	0.55%	–
HCA	New	HCA HOLDINGS INC	$6,577,000	–	72,500	–	0.52%	–
LRCX	New	LAM RESEARCH CORPORATION	$6,058,000	–	74,470	–	0.48%	–
LUV	New	SOUTHWEST AIRLINES	$5,983,000	–	180,807	–	0.48%	–
LEA	New	LEAR CORP	$5,764,000	–	51,345	–	0.46%	–
ICE	New	INTERCONTINENTAL EXCHANGE	$5,720,000	–	25,580	–	0.46%	–
ZBRA	New	ZEBRA TECHNOLOGIES CORP.	$5,721,000	–	51,520	–	0.46%	–
SNA	New	SNAP-ON INC	$5,673,000	–	35,625	–	0.45%	–
HNT	New	HEALTH NET INC	$5,641,000	–	87,980	–	0.45%	–
AMP	New	AMERIPRISE FINANCIAL INC	$5,532,000	–	44,280	–	0.44%	–
BRCD	New	BROCADE COMMUNICATION	$5,431,000	–	457,130	–	0.43%	–
JBL	New	JABIL CIRCUIT INC	$5,404,000	–	253,810	–	0.43%	–
UNM	New	UNUM CORP	$5,387,000	–	150,690	–	0.43%	–
IM	New	INGRAM MICRO INC.	$5,263,000	–	210,270	–	0.42%	–
JAZZ	New	JAZZ PHARMACEUTICALS	$5,247,000	–	29,800	–	0.42%	–
MNKKQ	New	MALLINCKRODT PLC	$5,195,000	–	44,130	–	0.42%	–
RRD	New	RR DONNELLEY & SONS CO	$5,154,000	–	295,674	–	0.41%	–
9207PS	New	ROCK-TENN CO CL A	$5,053,000	–	83,945	–	0.40%	–
JLL	New	JONES LANG LASALLE INC	$4,984,000	–	29,145	–	0.40%	–
CSC	New	COMPUTER SCIENCES	$4,979,000	–	75,850	–	0.40%	–
LEG	New	LEGGETT & PLATT INC	$4,975,000	–	102,190	–	0.40%	–
DTE	New	DTE ENERGY	$4,870,000	–	65,250	–	0.39%	–
GLPI	New	GAMING AND LEISURE PROPERTIES	$4,815,000	–	131,350	–	0.38%	–
ETR	New	ENTERGY CORP	$4,786,000	–	67,880	–	0.38%	–
CBRE	New	CB RICHARD ELLIS GROUP INC	$4,712,000	–	127,355	–	0.38%	–
AL	New	AIR LEASE CORP	$4,565,000	–	134,660	–	0.36%	–
RCL	New	ROYAL CARIBBEAN CRUISES LTD SH	$4,541,000	–	57,710	–	0.36%	–
GAS	New	AGL RESOURCES INC	$4,540,000	–	97,500	–	0.36%	–
TRN	New	TRINITY INDUSTRIES INC	$4,456,000	–	168,610	–	0.36%	–
OHI	New	OMEGA HEALTHCARE INVESTORS	$4,345,000	–	126,570	–	0.35%	–
ORCL	New	ORACLE CORP	$4,248,000	–	105,405	–	0.34%	–
TGNA	New	TEGNA INC	$3,841,000	–	119,760	–	0.31%	–
RTN	New	RAYTHEON CO	$3,740,000	–	39,085	–	0.30%	–
KORS	New	MICHAEL KORS HOLDINGS	$3,468,000	–	82,390	–	0.28%	–
BRCM	New	BROADCOM CORP	$3,235,000	–	62,830	–	0.26%	–
HAR	New	HARMAN INTERNATIONAL INDUSTRIE	$3,186,000	–	26,790	–	0.25%	–
SPXC	New	SPX CORP	$3,072,000	–	42,430	–	0.24%	–
TKR	New	TIMKEN	$3,033,000	–	82,940	–	0.24%	–
NBR	New	NABORS INDS LTD	$2,850,000	–	197,520	–	0.23%	–
AGG	New	ISHARES BARCLAYS AGGREGATE BON	$2,532,000	–	23,275	–	0.20%	–
UPLMQ	New	ULTRA PETROLEUM CORP	$2,143,000	–	171,150	–	0.17%	–
	New	JANUS GLOBAL UNCONSTRAINED BON	$1,608,000	–	165,800	–	0.13%	–
XOM	New	EXXON MOBIL CORP	$1,431,000	–	17,198	–	0.11%	–
MET	New	METLIFE INC	$1,156,000	–	20,640	–	0.09%	–
LENB	New	LENNAR CORP B SHARES	$962,000	–	22,300	–	0.08%	–
TLN	New	TALEN ENERGY CORPORATION	$933,000	–	54,368	–	0.08%	–
GCI	New	GANNETT CO INC	$838,000	–	59,880	–	0.07%	–
ANTM	New	ANTHEM INC	$722,000	–	4,400	–	0.06%	–
MRK	New	MERCK & CO INC	$692,000	–	12,160	–	0.06%	–
COF	New	CAPITAL ONE FINL CORP	$669,000	–	7,610	–	0.05%	–
PM	New	PHILIP MORRIS INTL INC	$571,000	–	7,125	–	0.05%	–
BLK	New	BLACKROCK INC	$574,000	–	1,660	–	0.05%	–
UNH	New	UNITEDHEALTH GROUP INC	$527,000	–	4,321	–	0.04%	–
MCK	New	MCKESSON CORP	$408,000	–	1,814	–	0.03%	–
CMCSA	New	COMCAST CLASS A	$402,000	–	6,686	–	0.03%	–
AFL	New	AFLAC INC	$396,000	–	6,373	–	0.03%	–
VVC	New	VECTREN CORP	$349,000	–	9,080	–	0.03%	–
PCLN	New	THE PRICELINE GROUP INC	$303,000	–	263	–	0.02%	–
LMT	New	LOCKHEED MARTIN CORP.	$306,000	–	1,648	–	0.02%	–
LYB	New	LYONDELLBASELL	$301,000	–	2,905	–	0.02%	–
C	New	CITIGROUP INC COM	$276,000	–	4,990	–	0.02%	–
CAG	New	CONAGRA FOODS	$273,000	–	6,255	–	0.02%	–
UNP	New	UNION PACIFIC CORP	$274,000	–	2,869	–	0.02%	–
RDSA	New	ROYAL DUTCH SHELL PLC ADR CL A	$277,000	–	4,860	–	0.02%	–
CVS	New	CVS HEALTH CORP	$265,000	–	2,529	–	0.02%	–
PFE	New	PFIZER INC	$258,000	–	7,680	–	0.02%	–
PCAR	New	PACCAR INC	$224,000	–	3,511	–	0.02%	–
EA	New	ELECTRONIC ARTS	$225,000	–	3,381	–	0.02%	–
DOW	New	DOW CHEMICAL CO	$230,000	–	4,500	–	0.02%	–
CMI	New	CUMMINS INC	$228,000	–	1,741	–	0.02%	–
BAH	New	BOOZ ALLEN HAMILTON HLDG CO	$227,000	–	9,010	–	0.02%	–
ADI	New	ANALOG DEVICES	$209,000	–	3,264	–	0.02%	–

Q4 2014

			Value		Shares		↓ Weighting
PG	Exit	PROCTOR & GAMBLE	$0	–	-2,400	–	-0.02%	–
FITB	Exit	FIFTH THIRD BANCORP	$0	–	-11,313	–	-0.02%	–
DOW	Exit	DOW CHEMICAL CO	$0	–	-4,500	–	-0.02%	–
XOM	Exit	EXXON MOBIL CORP	$0	–	-2,982	–	-0.03%	–
CSCO	Exit	CISCO SYS INC COM	$0	–	-11,270	–	-0.03%	–
VVC	Exit	VECTREN CORP	$0	–	-8,730	–	-0.04%	–
MCK	Exit	MCKESSON CORP	$0	–	-1,814	–	-0.04%	–
RDSA	Exit	ROYAL DUTCH SHELL PLC ADR CL A	$0	–	-4,860	–	-0.04%	–
MRK	Exit	MERCK & CO INC	$0	–	-7,000	–	-0.04%	–
PFE	Exit	PFIZER INC	$0	–	-14,320	–	-0.04%	–
UNH	Exit	UNITEDHEALTH GROUP INC	$0	–	-5,122	–	-0.04%	–
BLK	Exit	BLACKROCK INC	$0	–	-1,660	–	-0.06%	–
COF	Exit	CAPITAL ONE FINL CORP	$0	–	-7,610	–	-0.06%	–
V107SC	Exit	WELLPOINT INC	$0	–	-5,580	–	-0.07%	–
INTC	Exit	INTEL CORP	$0	–	-26,140	–	-0.09%	–
MET	Exit	METLIFE INC	$0	–	-20,640	–	-0.11%	–
CNA	Exit	CNA FINL CORP	$0	–	-29,670	–	-0.11%	–
UPLMQ	Exit	ULTRA PETROLEUM CORP	$0	–	-102,340	–	-0.24%	–
NBR	Exit	NABORS INDS LTD	$0	–	-110,760	–	-0.26%	–
TSO	Exit	TESORO CORP	$0	–	-42,930	–	-0.27%	–
LEA	Exit	LEAR CORP	$0	–	-31,180	–	-0.27%	–
CR	Exit	CRANE CO	$0	–	-45,410	–	-0.29%	–
GT	Exit	GOODYEAR TIRE	$0	–	-128,150	–	-0.29%	–
SPXC	Exit	SPX CORP	$0	–	-31,160	–	-0.30%	–
GCI	Exit	GANNETT INC	$0	–	-98,620	–	-0.30%	–
OI	Exit	OWENS ILL INC COM NEW	$0	–	-120,290	–	-0.32%	–
GAS	Exit	AGL RESOURCES INC	$0	–	-64,200	–	-0.33%	–
RCL	Exit	ROYAL CARIBBEAN CRUISES LTD SH	$0	–	-49,480	–	-0.34%	–
SNA	Exit	SNAP-ON INC	$0	–	-27,760	–	-0.34%	–
AIZ	Exit	ASSURANT INC	$0	–	-55,840	–	-0.36%	–
UNM	Exit	UNUM CORP	$0	–	-106,210	–	-0.37%	–
DTE	Exit	DTE ENERGY	$0	–	-47,940	–	-0.37%	–
ETR	Exit	ENTERGY CORP	$0	–	-47,690	–	-0.37%	–
MUR	Exit	MURPHY OIL CP HLDG	$0	–	-65,050	–	-0.38%	–
ARW	Exit	ARROW ELECTRONICS INC	$0	–	-66,870	–	-0.38%	–
X	Exit	UNITED STS STL CORP NEW COM	$0	–	-94,410	–	-0.38%	–
JLL	Exit	JONES LANG LASALLE INC	$0	–	-29,460	–	-0.38%	–
IM	Exit	INGRAM MICRO INC.	$0	–	-145,940	–	-0.38%	–
AL	Exit	AIR LEASE CORP	$0	–	-121,510	–	-0.40%	–
JAZZ	Exit	JAZZ PHARMACEUTICALS	$0	–	-24,630	–	-0.40%	–
ORCL	Exit	ORACLE CORP	$0	–	-103,430	–	-0.40%	–
MRVL	Exit	MARVELL TECHNOLOGY GRP LTD	$0	–	-294,620	–	-0.40%	–
MNKKQ	Exit	MALLINCKRODT PLC	$0	–	-44,990	–	-0.41%	–
GPS	Exit	GAP STORES	$0	–	-98,440	–	-0.42%	–
FL	Exit	FOOTLOCKER INC	$0	–	-74,200	–	-0.42%	–
HCA	Exit	HCA HOLDINGS INC	$0	–	-60,580	–	-0.43%	–
BRCD	Exit	BROCADE COMMUNICATION	$0	–	-399,160	–	-0.44%	–
AKAM	Exit	AKAMAI TECHNOLOGIES INC	$0	–	-74,490	–	-0.45%	–
RTN	Exit	RAYTHEON CO	$0	–	-43,977	–	-0.45%	–
KR	Exit	KROGER CO	$0	–	-88,162	–	-0.46%	–
TSN	Exit	TYSON FOODS	$0	–	-116,890	–	-0.47%	–
RRD	Exit	RR DONNELLEY & SONS CO	$0	–	-295,733	–	-0.49%	–
LUV	Exit	SOUTHWEST AIRLINES	$0	–	-146,220	–	-0.50%	–
TRN	Exit	TRINITY INDUSTRIES INC	$0	–	-109,220	–	-0.52%	–
HD	Exit	HOME DEPOT INC	$0	–	-71,863	–	-0.67%	–
SNDK	Exit	SANDISK CORP	$0	–	-79,202	–	-0.79%	–
MAN	Exit	MANPOWERGROUP INC	$0	–	-116,799	–	-0.83%	–
GILD	Exit	GILEAD SCIENCES INC	$0	–	-77,298	–	-0.83%	–
AEP	Exit	AMERICAN ELECTRIC POWER INC.	$0	–	-158,065	–	-0.84%	–
TAP	Exit	MOLSON COORS BREWING CO	$0	–	-111,324	–	-0.84%	–
ABBV	Exit	ABBVIE INC	$0	–	-147,590	–	-0.86%	–
HRB	Exit	BLOCK H+R INC	$0	–	-278,575	–	-0.88%	–
BHI	Exit	BAKER HUGHES INC	$0	–	-136,192	–	-0.90%	–
FCX	Exit	FREEPORT MCMORAN COPPER + GOLD	$0	–	-281,802	–	-0.93%	–
PKG	Exit	PACKAGING CORP OF AMERICA	$0	–	-145,799	–	-0.94%	–
ALL	Exit	ALLSTATE CORP	$0	–	-156,670	–	-0.98%	–
PRU	Exit	PRUDENTIAL FINANCIAL INC	$0	–	-111,223	–	-0.99%	–
AWK	Exit	AMERICAN WATER WORKS CO	$0	–	-208,885	–	-1.02%	–
BA	Exit	BOEING CO	$0	–	-80,299	–	-1.04%	–
JCI	Exit	JOHNSON CONTROLS INC	$0	–	-238,355	–	-1.06%	–
QCOM	Exit	QUALCOMM INC	$0	–	-141,211	–	-1.07%	–
CAT	Exit	CATERPILLAR INC	$0	–	-110,060	–	-1.10%	–
VLO	Exit	VALERO ENERGY CORP COM	$0	–	-238,455	–	-1.12%	–
EAT	Exit	BRINKER INTL INC	$0	–	-221,459	–	-1.14%	–
KEY	Exit	KEYCORP	$0	–	-890,419	–	-1.20%	–
VZ	Exit	VERIZON COMMUNICATIONS INC	$0	–	-244,694	–	-1.24%	–
PHM	Exit	PULTE CORP	$0	–	-693,898	–	-1.24%	–
LEN	Exit	LENNAR CORP	$0	–	-318,134	–	-1.25%	–
DAL	Exit	DELTA AIRLINES DEL	$0	–	-352,275	–	-1.29%	–
VFC	Exit	VF CORP	$0	–	-198,279	–	-1.33%	–
MO	Exit	ALTRIA GROUP INC	$0	–	-292,306	–	-1.36%	–
HAL	Exit	HALLIBURTON CO	$0	–	-210,827	–	-1.38%	–
DIS	Exit	DISNEY WALT CO DISNEY COM	$0	–	-154,061	–	-1.39%	–
SEIC	Exit	SEI INVESTMENTS CO	$0	–	-383,742	–	-1.41%	–
HP	Exit	HELMERICH & PAYNE INC	$0	–	-143,651	–	-1.43%	–
PPL	Exit	PPL CORP	$0	–	-429,266	–	-1.43%	–
DFS	Exit	DISCOVER FINANCIAL SVCS	$0	–	-225,360	–	-1.47%	–
CF	Exit	CF INDUSTRIES HOLDINGS INC	$0	–	-52,400	–	-1.48%	–
TRV	Exit	TRAVELERS COS INC	$0	–	-159,563	–	-1.52%	–
AMGN	Exit	AMGEN INC	$0	–	-106,993	–	-1.52%	–
HPQ	Exit	HEWLETT PACKARD CO	$0	–	-426,405	–	-1.53%	–
CELG	Exit	CELGENE CORP	$0	–	-160,570	–	-1.54%	–
B108PS	Exit	ACTAVIS PLC	$0	–	-63,512	–	-1.55%	–
ADM	Exit	ARCHER DANIELS MIDLAND CO COM	$0	–	-304,268	–	-1.58%	–
TRW	Exit	TRW AUTOMOTIVE CORP	$0	–	-155,542	–	-1.60%	–
MSFT	Exit	MICROSOFT CORP	$0	–	-340,128	–	-1.60%	–
AET	Exit	AETNA INC	$0	–	-197,312	–	-1.62%	–
WDC	Exit	WESTERN DIGITAL CORP	$0	–	-169,332	–	-1.67%	–
COP	Exit	CONOCOPHILLIPS	$0	–	-216,327	–	-1.68%	–
MYL	Exit	MYLAN LABORATORIES	$0	–	-365,227	–	-1.68%	–
M	Exit	MACY'S INC	$0	–	-293,041	–	-1.73%	–
WYND	Exit	WYNDHAM WORLDWIDE CORP	$0	–	-213,128	–	-1.76%	–
HIG	Exit	HARTFORD FINL SVCS	$0	–	-470,166	–	-1.78%	–
IP	Exit	INTERNATIONAL PAPER CO	$0	–	-383,910	–	-1.86%	–
CI	Exit	CIGNA CORP COM	$0	–	-205,266	–	-1.89%	–
GS	Exit	GOLDMAN SACHS GROUP INC COM	$0	–	-103,037	–	-1.92%	–
LNC	Exit	LINCOLN NATIONAL CORP	$0	–	-355,777	–	-1.93%	–
T	Exit	AT+T INC COM	$0	–	-601,198	–	-2.15%	–
CVX	Exit	CHEVRON CORP	$0	–	-198,791	–	-2.41%	–
GE	Exit	GENERAL ELEC CO	$0	–	-943,518	–	-2.45%	–
AAPL	Exit	APPLE INC	$0	–	-250,568	–	-2.56%	–
JPM	Exit	JPMORGAN CHASE & CO	$0	–	-474,793	–	-2.90%	–
WFC	Exit	WELLS FARGO & CO	$0	–	-564,802	–	-2.97%	–

Q3 2014

			Value		Shares		↓ Weighting
WFC	Sell	WELLS FARGO & CO	$29,296,000	-10.5%	564,802	-9.3%	2.97%	-20.0%
JPM	Sell	JPMORGAN CHASE & CO	$28,602,000	-1.2%	474,793	-5.5%	2.90%	-11.6%
AAPL	Sell	APPLE INC	$25,245,000	-6.2%	250,568	-13.4%	2.56%	-16.0%
GE	Sell	GENERAL ELEC CO	$24,173,000	-13.3%	943,518	-11.1%	2.45%	-22.5%
CVX	Sell	CHEVRON CORP	$23,720,000	-18.9%	198,791	-11.2%	2.41%	-27.4%
T	Sell	AT+T INC COM	$21,186,000	-7.8%	601,198	-7.5%	2.15%	-17.5%
LNC	Buy	LINCOLN NATIONAL CORP	$19,063,000	+14.8%	355,777	+10.2%	1.93%	+2.7%
GS	New	GOLDMAN SACHS GROUP INC COM	$18,915,000	–	103,037	–	1.92%	–
CI	Buy	CIGNA CORP COM	$18,616,000	+7.1%	205,266	+8.6%	1.89%	-4.2%
IP	Buy	INTERNATIONAL PAPER CO	$18,328,000	+15.7%	383,910	+22.3%	1.86%	+3.5%
HIG	Buy	HARTFORD FINL SVCS	$17,514,000	+21.4%	470,166	+16.7%	1.78%	+8.6%
WYND	Buy	WYNDHAM WORLDWIDE CORP	$17,319,000	+13.4%	213,128	+5.7%	1.76%	+1.4%
M	Buy	MACY'S INC	$17,049,000	+50.4%	293,041	+50.0%	1.73%	+34.6%
MYL	Buy	MYLAN LABORATORIES	$16,614,000	-5.1%	365,227	+7.6%	1.68%	-15.1%
COP	Sell	CONOCOPHILLIPS	$16,553,000	-19.9%	216,327	-10.2%	1.68%	-28.3%
WDC	Buy	WESTERN DIGITAL CORP	$16,479,000	+27.9%	169,332	+21.3%	1.67%	+14.4%
AET	Sell	AETNA INC	$15,982,000	-10.8%	197,312	-10.7%	1.62%	-20.2%
MSFT	Sell	MICROSOFT CORP	$15,768,000	+2.2%	340,128	-8.0%	1.60%	-8.5%
TRW	New	TRW AUTOMOTIVE CORP	$15,749,000	–	155,542	–	1.60%	–
ADM	Sell	ARCHER DANIELS MIDLAND CO COM	$15,548,000	+2.9%	304,268	-11.2%	1.58%	-7.9%
B108PS	Sell	ACTAVIS PLC	$15,324,000	-6.8%	63,512	-13.8%	1.55%	-16.6%
CELG	Sell	CELGENE CORP	$15,219,000	-17.7%	160,570	-25.5%	1.54%	-26.4%
HPQ	Sell	HEWLETT PACKARD CO	$15,125,000	-7.8%	426,405	-12.4%	1.53%	-17.5%
AMGN	Sell	AMGEN INC	$15,028,000	-11.7%	106,993	-25.6%	1.52%	-21.0%
TRV	Sell	TRAVELERS COS INC	$14,989,000	-1.8%	159,563	-1.7%	1.52%	-12.2%
CF	Buy	CF INDUSTRIES HOLDINGS INC	$14,631,000	+53.5%	52,400	+32.3%	1.48%	+37.4%
DFS	Buy	DISCOVER FINANCIAL SVCS	$14,511,000	+17.1%	225,360	+12.8%	1.47%	+4.8%
PPL	Buy	PPL CORP	$14,097,000	+13.2%	429,266	+22.5%	1.43%	+1.3%
HP	Buy	HELMERICH & PAYNE INC	$14,059,000	-10.7%	143,651	+6.0%	1.43%	-20.1%
SEIC	New	SEI INVESTMENTS CO	$13,876,000	–	383,742	–	1.41%	–
DIS	New	DISNEY WALT CO DISNEY COM	$13,716,000	–	154,061	–	1.39%	–
HAL	Sell	HALLIBURTON CO	$13,600,000	-20.2%	210,827	-12.1%	1.38%	-28.6%
MO	Sell	ALTRIA GROUP INC	$13,429,000	-0.9%	292,306	-9.5%	1.36%	-11.3%
VFC	Sell	VF CORP	$13,092,000	-8.5%	198,279	-12.7%	1.33%	-18.1%
DAL	Sell	DELTA AIRLINES DEL	$12,735,000	-16.1%	352,275	-10.1%	1.29%	-24.9%
LEN	Buy	LENNAR CORP	$12,353,000	+16.5%	318,134	+25.9%	1.25%	+4.2%
PHM	Buy	PULTE CORP	$12,254,000	+24.2%	693,898	+41.7%	1.24%	+11.1%
VZ	Sell	VERIZON COMMUNICATIONS INC	$12,232,000	-5.3%	244,694	-7.3%	1.24%	-15.2%
KEY	Sell	KEYCORP	$11,869,000	-16.8%	890,419	-10.6%	1.20%	-25.6%
EAT	Buy	BRINKER INTL INC	$11,248,000	+13.2%	221,459	+8.4%	1.14%	+1.3%
VLO	Sell	VALERO ENERGY CORP COM	$11,033,000	-20.6%	238,455	-14.0%	1.12%	-29.0%
CAT	Sell	CATERPILLAR INC	$10,899,000	-9.1%	110,060	-0.2%	1.10%	-18.7%
QCOM	Sell	QUALCOMM INC	$10,558,000	-8.9%	141,211	-3.5%	1.07%	-18.4%
JCI	Sell	JOHNSON CONTROLS INC	$10,488,000	-21.5%	238,355	-10.9%	1.06%	-29.7%
BA	Sell	BOEING CO	$10,228,000	-4.4%	80,299	-4.5%	1.04%	-14.5%
AWK	Sell	AMERICAN WATER WORKS CO	$10,075,000	-13.5%	208,885	-11.3%	1.02%	-22.6%
PRU	Sell	PRUDENTIAL FINANCIAL INC	$9,781,000	-13.8%	111,223	-13.0%	0.99%	-22.9%
ALL	Sell	ALLSTATE CORP	$9,615,000	-11.8%	156,670	-15.7%	0.98%	-21.1%
PKG	Buy	PACKAGING CORP OF AMERICA	$9,305,000	+60.4%	145,799	+79.7%	0.94%	+43.7%
FCX	Sell	FREEPORT MCMORAN COPPER + GOLD	$9,201,000	-16.3%	281,802	-6.5%	0.93%	-25.2%
BHI	Buy	BAKER HUGHES INC	$8,861,000	+1604.0%	136,192	+1851.2%	0.90%	+1423.7%
HRB	Sell	BLOCK H+R INC	$8,639,000	-15.7%	278,575	-8.9%	0.88%	-24.6%
ABBV	New	ABBVIE INC	$8,525,000	–	147,590	–	0.86%	–
TAP	New	MOLSON COORS BREWING CO	$8,287,000	–	111,324	–	0.84%	–
AEP	Sell	AMERICAN ELECTRIC POWER INC.	$8,253,000	-20.3%	158,065	-14.9%	0.84%	-28.7%
GILD	Sell	GILEAD SCIENCES INC	$8,228,000	+17.8%	77,298	-8.2%	0.83%	+5.3%
MAN	New	MANPOWERGROUP INC	$8,188,000	–	116,799	–	0.83%	–
SNDK	Buy	SANDISK CORP	$7,758,000	+120.0%	79,202	+134.5%	0.79%	+96.8%
HD	Sell	HOME DEPOT INC	$6,593,000	+12.6%	71,863	-0.6%	0.67%	+0.9%
TRN	Buy	TRINITY INDUSTRIES INC	$5,103,000	+58.8%	109,220	+48.6%	0.52%	+42.3%
LUV	New	SOUTHWEST AIRLINES	$4,938,000	–	146,220	–	0.50%	–
RRD	Sell	RR DONNELLEY & SONS CO	$4,868,000	-4.4%	295,733	-1.5%	0.49%	-14.4%
TSN	New	TYSON FOODS	$4,602,000	–	116,890	–	0.47%	–
KR	Sell	KROGER CO	$4,584,000	-0.9%	88,162	-5.8%	0.46%	-11.3%
RTN	Buy	RAYTHEON CO	$4,469,000	+11.3%	43,977	+1.0%	0.45%	-0.4%
AKAM	New	AKAMAI TECHNOLOGIES INC	$4,455,000	–	74,490	–	0.45%	–
BRCD	New	BROCADE COMMUNICATION	$4,339,000	–	399,160	–	0.44%	–
HCA	New	HCA HOLDINGS INC	$4,272,000	–	60,580	–	0.43%	–
FL	New	FOOTLOCKER INC	$4,129,000	–	74,200	–	0.42%	–
GPS	New	GAP STORES	$4,104,000	–	98,440	–	0.42%	–
MNKKQ	New	MALLINCKRODT PLC	$4,056,000	–	44,990	–	0.41%	–
MRVL	New	MARVELL TECHNOLOGY GRP LTD	$3,971,000	–	294,620	–	0.40%	–
ORCL	Buy	ORACLE CORP	$3,959,000	-3.8%	103,430	+1.9%	0.40%	-13.7%
JAZZ	New	JAZZ PHARMACEUTICALS	$3,955,000	–	24,630	–	0.40%	–
AL	New	AIR LEASE CORP	$3,949,000	–	121,510	–	0.40%	–
IM	New	INGRAM MICRO INC.	$3,767,000	–	145,940	–	0.38%	–
JLL	New	JONES LANG LASALLE INC	$3,722,000	–	29,460	–	0.38%	–
MUR	Sell	MURPHY OIL CP HLDG	$3,702,000	-66.8%	65,050	-61.2%	0.38%	-70.3%
ARW	New	ARROW ELECTRONICS INC	$3,701,000	–	66,870	–	0.38%	–
X	New	UNITED STS STL CORP NEW COM	$3,698,000	–	94,410	–	0.38%	–
ETR	New	ENTERGY CORP	$3,688,000	–	47,690	–	0.37%	–
DTE	New	DTE ENERGY	$3,647,000	–	47,940	–	0.37%	–
UNM	New	UNUM CORP	$3,651,000	–	106,210	–	0.37%	–
AIZ	New	ASSURANT INC	$3,591,000	–	55,840	–	0.36%	–
SNA	Buy	SNAP-ON INC	$3,361,000	+947.0%	27,760	+924.4%	0.34%	+847.2%
RCL	New	ROYAL CARIBBEAN CRUISES LTD SH	$3,330,000	–	49,480	–	0.34%	–
GAS	New	AGL RESOURCES INC	$3,296,000	–	64,200	–	0.33%	–
OI	New	OWENS ILL INC COM NEW	$3,134,000	–	120,290	–	0.32%	–
GCI	New	GANNETT INC	$2,926,000	–	98,620	–	0.30%	–
SPXC	New	SPX CORP	$2,927,000	–	31,160	–	0.30%	–
GT	New	GOODYEAR TIRE	$2,894,000	–	128,150	–	0.29%	–
CR	New	CRANE CO	$2,870,000	–	45,410	–	0.29%	–
LEA	New	LEAR CORP	$2,694,000	–	31,180	–	0.27%	–
TSO	New	TESORO CORP	$2,618,000	–	42,930	–	0.27%	–
NBR	New	NABORS INDS LTD	$2,521,000	–	110,760	–	0.26%	–
UPLMQ	New	ULTRA PETROLEUM CORP	$2,380,000	–	102,340	–	0.24%	–
CNA	New	CNA FINL CORP	$1,128,000	–	29,670	–	0.11%	–
MET	Sell	METLIFE INC	$1,109,000	-14.8%	20,640	-11.9%	0.11%	-24.3%
INTC	New	INTEL CORP	$910,000	–	26,140	–	0.09%	–
V107SC	Sell	WELLPOINT INC	$667,000	+8.1%	5,580	-2.6%	0.07%	-2.9%
COF	New	CAPITAL ONE FINL CORP	$621,000	–	7,610	–	0.06%	–
UNH	Sell	UNITEDHEALTH GROUP INC	$442,000	+4.0%	5,122	-1.4%	0.04%	-6.2%
PFE	New	PFIZER INC	$423,000	–	14,320	–	0.04%	–
MCK	New	MCKESSON CORP	$353,000	–	1,814	–	0.04%	–
CSCO	New	CISCO SYS INC COM	$284,000	–	11,270	–	0.03%	–
FITB	Sell	FIFTH THIRD BANCORP	$226,000	-20.1%	11,313	-14.6%	0.02%	-28.1%
PG	New	PROCTOR & GAMBLE	$201,000	–	2,400	–	0.02%	–
MDU	Exit	MDU RESOURCES GROUP	$0	–	-10,250	–	-0.04%	–
CST	Exit	CST BRANDS INC	$0	–	-10,558	–	-0.04%	–
BAH	Exit	BOOZ ALLEN HAMILTON HLDG	$0	–	-20,360	–	-0.05%	–
CMCSA	Exit	COMCAST CLASS A	$0	–	-8,588	–	-0.05%	–
MUSA	Exit	MURPHY USA INC	$0	–	-21,647	–	-0.12%	–
JNJ	Exit	JOHNSON + JOHNSON	$0	–	-11,028	–	-0.13%	–
TUP	Exit	TUPPERWARE BRANDS CORP	$0	–	-40,692	–	-0.39%	–
MRO	Exit	MARATHON OIL CORP COM	$0	–	-223,924	–	-1.01%	–
V	Exit	VISA INC	$0	–	-57,010	–	-1.36%	–
CBS	Exit	CBS INC	$0	–	-253,034	–	-1.78%	–
WHR	Exit	WHIRLPOOL CORP	$0	–	-115,074	–	-1.82%	–
BAC	Exit	BANK OF AMERICA CORP	$0	–	-1,604,351	–	-2.80%	–

Q2 2014

			Value		Shares		↓ Weighting
WFC	New	WELLS FARGO & CO	$32,747,000	–	623,044	–	3.71%	–
CVX	New	CHEVRON CORP	$29,230,000	–	223,902	–	3.31%	–
JPM	New	JPMORGAN CHASE & CO	$28,961,000	–	502,622	–	3.28%	–
GE	New	GENERAL ELEC CO	$27,882,000	–	1,060,960	–	3.16%	–
AAPL	New	APPLE INC	$26,901,000	–	289,480	–	3.05%	–
BAC	New	BANK OF AMERICA CORP	$24,659,000	–	1,604,351	–	2.80%	–
T	New	AT+T INC COM	$22,970,000	–	649,593	–	2.60%	–
COP	New	CONOCOPHILLIPS	$20,661,000	–	240,997	–	2.34%	–
CELG	New	CELGENE CORP	$18,502,000	–	215,444	–	2.10%	–
AET	New	AETNA INC	$17,918,000	–	220,997	–	2.03%	–
MYL	New	MYLAN LABORATORIES	$17,508,000	–	339,556	–	1.98%	–
CI	New	CIGNA CORP COM	$17,383,000	–	189,003	–	1.97%	–
HAL	New	HALLIBURTON CO	$17,035,000	–	239,896	–	1.93%	–
AMGN	New	AMGEN INC	$17,012,000	–	143,716	–	1.93%	–
LNC	New	LINCOLN NATIONAL CORP	$16,610,000	–	322,902	–	1.88%	–
B108PS	New	ACTAVIS PLC	$16,437,000	–	73,690	–	1.86%	–
HPQ	New	HEWLETT PACKARD CO	$16,403,000	–	487,024	–	1.86%	–
WHR	New	WHIRLPOOL CORP	$16,021,000	–	115,074	–	1.82%	–
IP	New	INTERNATIONAL PAPER CO	$15,844,000	–	313,928	–	1.80%	–
HP	New	HELMERICH & PAYNE INC	$15,741,000	–	135,574	–	1.78%	–
CBS	New	CBS INC	$15,724,000	–	253,034	–	1.78%	–
MSFT	New	MICROSOFT CORP	$15,424,000	–	369,875	–	1.75%	–
TRV	New	TRAVELERS COS INC	$15,269,000	–	162,312	–	1.73%	–
WYND	New	WYNDHAM WORLDWIDE CORP	$15,266,000	–	201,605	–	1.73%	–
DAL	New	DELTA AIRLINES DEL	$15,176,000	–	391,946	–	1.72%	–
ADM	New	ARCHER DANIELS MIDLAND C	$15,114,000	–	342,646	–	1.71%	–
HIG	New	HARTFORD FINL SVCS	$14,428,000	–	402,892	–	1.64%	–
VFC	New	VF CORP	$14,302,000	–	227,016	–	1.62%	–
KEY	New	KEYCORP	$14,272,000	–	995,982	–	1.62%	–
VLO	New	VALERO ENERGY CORP COM	$13,899,000	–	277,420	–	1.58%	–
MO	New	ALTRIA GROUP INC	$13,550,000	–	323,082	–	1.54%	–
JCI	New	JOHNSON CONTROLS INC	$13,353,000	–	267,438	–	1.51%	–
VZ	New	VERIZON COMMUNICATIONS I	$12,919,000	–	264,038	–	1.46%	–
WDC	New	WESTERN DIGITAL CORP	$12,888,000	–	139,637	–	1.46%	–
PPL	New	PPL CORP	$12,454,000	–	350,520	–	1.41%	–
DFS	New	DISCOVER FINANCIAL SVCS	$12,387,000	–	199,847	–	1.40%	–
V	New	VISA INC	$12,013,000	–	57,010	–	1.36%	–
CAT	New	CATERPILLAR INC	$11,989,000	–	110,327	–	1.36%	–
AWK	New	AMERICAN WATER WORKS CO	$11,644,000	–	235,467	–	1.32%	–
QCOM	New	QUALCOMM INC	$11,586,000	–	146,290	–	1.31%	–
PRU	New	PRUDENTIAL FINANCIAL INC	$11,352,000	–	127,882	–	1.29%	–
M	New	MACY'S INC	$11,335,000	–	195,363	–	1.28%	–
MUR	New	MURPHY OIL CP HLDG	$11,138,000	–	167,546	–	1.26%	–
FCX	New	FREEPORT MCMORAN COPPER	$10,997,000	–	301,298	–	1.25%	–
ALL	New	ALLSTATE CORP	$10,907,000	–	185,741	–	1.24%	–
BA	New	BOEING CO	$10,700,000	–	84,103	–	1.21%	–
LEN	New	LENNAR CORP	$10,604,000	–	252,593	–	1.20%	–
AEP	New	AMERICAN ELECTRIC POWER	$10,361,000	–	185,784	–	1.17%	–
HRB	New	BLOCK H+R INC	$10,249,000	–	305,757	–	1.16%	–
EAT	New	BRINKER INTL INC	$9,936,000	–	204,226	–	1.13%	–
PHM	New	PULTE CORP	$9,870,000	–	489,559	–	1.12%	–
CF	New	CF INDUSTRIES HOLDINGS I	$9,529,000	–	39,616	–	1.08%	–
MRO	New	MARATHON OIL CORP COM	$8,939,000	–	223,924	–	1.01%	–
GILD	New	GILEAD SCIENCES INC	$6,984,000	–	84,231	–	0.79%	–
HD	New	HOME DEPOT INC	$5,853,000	–	72,300	–	0.66%	–
PKG	New	PACKAGING CORP OF AMERIC	$5,800,000	–	81,130	–	0.66%	–
RRD	New	RR DONNELLEY & SONS CO	$5,092,000	–	300,236	–	0.58%	–
KR	New	KROGER CO	$4,626,000	–	93,582	–	0.52%	–
ORCL	New	ORACLE CORP	$4,114,000	–	101,517	–	0.47%	–
RTN	New	RAYTHEON CO	$4,017,000	–	43,548	–	0.46%	–
SNDK	New	SANDISK CORP	$3,527,000	–	33,771	–	0.40%	–
TUP	New	TUPPERWARE BRANDS CORP	$3,406,000	–	40,692	–	0.39%	–
TRN	New	TRINITY INDUSTRIES INC	$3,214,000	–	73,520	–	0.36%	–
MET	New	METLIFE INC	$1,302,000	–	23,440	–	0.15%	–
JNJ	New	JOHNSON + JOHNSON	$1,154,000	–	11,028	–	0.13%	–
MUSA	New	MURPHY USA INC	$1,058,000	–	21,647	–	0.12%	–
V107SC	New	WELLPOINT INC	$617,000	–	5,730	–	0.07%	–
BLK	New	BLACKROCK INC	$531,000	–	1,660	–	0.06%	–
BHI	New	BAKER HUGHES INC	$520,000	–	6,980	–	0.06%	–
CMCSA	New	COMCAST CLASS A	$461,000	–	8,588	–	0.05%	–
BAH	New	BOOZ ALLEN HAMILTON HLDG	$432,000	–	20,360	–	0.05%	–
UNH	New	UNITEDHEALTH GROUP INC	$425,000	–	5,195	–	0.05%	–
MRK	New	MERCK & CO INC	$405,000	–	7,000	–	0.05%	–
RDSA	New	ROYAL DUTCH SHELL PLC AD	$400,000	–	4,860	–	0.04%	–
VVC	New	VECTREN CORP	$371,000	–	8,730	–	0.04%	–
CST	New	CST BRANDS INC	$364,000	–	10,558	–	0.04%	–
MDU	New	MDU RESOURCES GROUP	$360,000	–	10,250	–	0.04%	–
SNA	New	SNAP-ON INC	$321,000	–	2,710	–	0.04%	–
XOM	New	EXXON MOBIL CORP	$300,000	–	2,982	–	0.03%	–
FITB	New	FIFTH THIRD BANCORP	$283,000	–	13,251	–	0.03%	–
DOW	New	DOW CHEMICAL CO	$232,000	–	4,500	–	0.03%	–

Q4 2013

			Value		Shares		↓ Weighting
CPB	Exit	CAMPBELL SOUP CO	$0	–	-5,160	–	-0.03%	–
CAG	Exit	CONAGRA FOODS	$0	–	-7,711	–	-0.03%	–
XOM	Exit	EXXON MOBIL CORP	$0	–	-2,968	–	-0.03%	–
MDU	Exit	MDU RESOURCES GROUP	$0	–	-10,250	–	-0.04%	–
GPC	Exit	GENUINE PARTS CO	$0	–	-3,510	–	-0.04%	–
RDSA	Exit	ROYAL DUTCH SHELL PLC ADR CL A	$0	–	-4,860	–	-0.04%	–
C	Exit	CITIGROUP INC COM	$0	–	-6,855	–	-0.04%	–
MRK	Exit	MERCK & CO INC	$0	–	-7,000	–	-0.04%	–
DOFSQ	Exit	DIAMOND OFFSHORE DRILLING	$0	–	-5,310	–	-0.04%	–
	Exit	BAKER HUGHES INC	$0	–	-7,450	–	-0.05%	–
CMCSA	Exit	COMCAST CLASS A	$0	–	-9,372	–	-0.06%	–
SNA	Exit	SNAP-ON INC	$0	–	-4,670	–	-0.06%	–
HD	Exit	HOME DEPOT INC	$0	–	-6,223	–	-0.06%	–
V107SC	Exit	WELLPOINT INC	$0	–	-5,730	–	-0.06%	–
PG	Exit	PROCTOR & GAMBLE	$0	–	-7,715	–	-0.08%	–
CST	Exit	CST BRANDS INC	$0	–	-20,100	–	-0.08%	–
T	Exit	AT+T INC COM	$0	–	-20,493	–	-0.09%	–
PFE	Exit	PFIZER INC	$0	–	-30,727	–	-0.11%	–
MET	Exit	METLIFE INC	$0	–	-22,140	–	-0.14%	–
MUSA	Exit	MURPHY USA INC	$0	–	-40,153	–	-0.21%	–
RTN	Exit	RAYTHEON CO	$0	–	-42,969	–	-0.43%	–
ORCL	Exit	ORACLE CORP	$0	–	-100,510	–	-0.43%	–
TUP	Exit	TUPPERWARE BRANDS CORP	$0	–	-38,848	–	-0.44%	–
GPS	Exit	GAP STORES	$0	–	-96,152	–	-0.50%	–
DNB	Exit	DUN & BRADSTREET CORP	$0	–	-40,023	–	-0.54%	–
KR	Exit	KROGER CO	$0	–	-111,323	–	-0.58%	–
IBM	Exit	INTL BUSINESS MACHINES	$0	–	-24,259	–	-0.58%	–
9207PS	Exit	ROCK-TENN CO CL A	$0	–	-45,737	–	-0.60%	–
GILD	Exit	GILEAD SCIENCES INC	$0	–	-74,656	–	-0.61%	–
ETR	Exit	ENTERGY CORP	$0	–	-116,456	–	-0.95%	–
PHM	Exit	PULTE CORP	$0	–	-470,597	–	-1.01%	–
MRO	Exit	MARATHON OIL CORP COM	$0	–	-228,733	–	-1.03%	–
	Exit	BLOCK H+R INC	$0	–	-309,082	–	-1.07%	–
	Exit	AMERICAN ELECTRIC POWER INC.	$0	–	-194,906	–	-1.10%	–
CF	Exit	CF INDUSTRIES HOLDINGS INC	$0	–	-41,215	–	-1.13%	–
LEN	Exit	LENNAR CORP	$0	–	-258,428	–	-1.18%	–
LUMN	Exit	CENTURYLINK INC	$0	–	-296,275	–	-1.20%	–
EAT	Exit	BRINKER INTL INC	$0	–	-231,452	–	-1.22%	–
M	Exit	MACY'S INC	$0	–	-221,456	–	-1.24%	–
HON	Exit	HONEYWELL INTL	$0	–	-118,265	–	-1.27%	–
	Exit	ALLSTATE CORP	$0	–	-196,014	–	-1.28%	–
QCOM	Exit	QUALCOMM INC	$0	–	-149,647	–	-1.30%	–
PRU	Exit	PRUDENTIAL FINANCIAL INC	$0	–	-129,663	–	-1.31%	–
MUR	Exit	MURPHY OIL CP HLDG	$0	–	-171,789	–	-1.34%	–
VLO	Exit	VALERO ENERGY CORP COM	$0	–	-307,819	–	-1.36%	–
WDC	Exit	WESTERN DIGITAL CORP	$0	–	-166,151	–	-1.36%	–
	Exit	AGCO CORP	$0	–	-177,859	–	-1.39%	–
	Exit	AMERICAN WATER WORKS CO	$0	–	-265,066	–	-1.42%	–
DFS	Exit	DISCOVER FINANCIAL SVCS	$0	–	-219,874	–	-1.44%	–
	Exit	BOEING CO	$0	–	-95,345	–	-1.45%	–
HP	Exit	HELMERICH & PAYNE INC	$0	–	-162,475	–	-1.45%	–
PPL	Exit	PPL CORP	$0	–	-369,978	–	-1.46%	–
V	Exit	VISA INC.	$0	–	-59,000	–	-1.46%	–
MO	Exit	ALTRIA GROUP INC	$0	–	-334,131	–	-1.49%	–
DOW	Exit	DOW CHEMICAL CO	$0	–	-302,984	–	-1.51%	–
JCI	Exit	JOHNSON CONTROLS INC	$0	–	-286,108	–	-1.54%	–
WYND	Exit	WYNDHAM WORLDWIDE CORP	$0	–	-198,092	–	-1.56%	–
VFC	Exit	VF CORP	$0	–	-61,538	–	-1.59%	–
VZ	Exit	VERIZON COMMUNICATIONS INC	$0	–	-270,137	–	-1.63%	–
	Exit	ARCHER DANIELS MIDLAND CO COM	$0	–	-353,632	–	-1.69%	–
HAL	Exit	HALLIBURTON CO	$0	–	-272,229	–	-1.70%	–
HIG	Exit	HARTFORD FINL SVCS	$0	–	-424,735	–	-1.71%	–
DAL	Exit	DELTA AIRLINES DEL	$0	–	-561,947	–	-1.72%	–
FITB	Exit	FIFTH THIRD BANCORP	$0	–	-739,311	–	-1.73%	–
MYL	Exit	MYLAN LABORATORIES	$0	–	-362,187	–	-1.79%	–
TRV	Exit	TRAVELERS COS INC	$0	–	-165,723	–	-1.82%	–
IP	Exit	INTERNATIONAL PAPER CO	$0	–	-323,202	–	-1.88%	–
AET	Exit	AETNA INC	$0	–	-226,618	–	-1.88%	–
CBS	Exit	CBS INC	$0	–	-269,720	–	-1.93%	–
	Exit	AMGEN INC	$0	–	-133,601	–	-1.94%	–
B108PS	Exit	ACTAVIS PLC	$0	–	-103,986	–	-1.94%	–
CELG	Exit	CELGENE CORP	$0	–	-97,639	–	-1.95%	–
LNC	Exit	LINCOLN NATIONAL CORP	$0	–	-362,263	–	-1.97%	–
WHR	Exit	WHIRLPOOL CORP	$0	–	-115,066	–	-2.18%	–
CSCO	Exit	CISCO SYS INC COM	$0	–	-747,398	–	-2.27%	–
COP	Exit	CONOCOPHILLIPS	$0	–	-253,599	–	-2.28%	–
UNH	Exit	UNITEDHEALTH GROUP INC	$0	–	-260,329	–	-2.42%	–
	Exit	APPLE INC	$0	–	-39,919	–	-2.47%	–
	Exit	BANK OF AMERICA CORP	$0	–	-1,688,453	–	-3.02%	–
GE	Exit	GENERAL ELEC CO	$0	–	-1,070,734	–	-3.32%	–
WFC	Exit	WELLS FARGO & CO	$0	–	-641,251	–	-3.43%	–
JPM	Exit	JPMORGAN CHASE & CO	$0	–	-526,001	–	-3.52%	–
CVX	Exit	CHEVRON CORP	$0	–	-231,713	–	-3.65%	–

Q3 2013

			Value		Shares		↓ Weighting
CVX	Buy	CHEVRON CORP	$28,153,000	+11.9%	231,713	+8.9%	3.65%	+66.6%
JPM	Sell	JPMORGAN CHASE & CO	$27,189,000	-28.9%	526,001	-27.4%	3.52%	+5.8%
WFC	Sell	WELLS FARGO & CO	$26,496,000	-31.2%	641,251	-31.3%	3.43%	+2.5%
GE	Sell	GENERAL ELEC CO	$25,580,000	-22.9%	1,070,734	-25.2%	3.32%	+14.8%
	New	BANK OF AMERICA CORP	$23,301,000	–	1,688,453	–	3.02%	–
	New	APPLE INC	$19,031,000	–	39,919	–	2.47%	–
UNH	Sell	UNITEDHEALTH GROUP INC	$18,642,000	-23.8%	260,329	-30.3%	2.42%	+13.5%
COP	Buy	CONOCOPHILLIPS	$17,628,000	+23.0%	253,599	+7.1%	2.28%	+83.2%
CSCO	Sell	CISCO SYS INC COM	$17,512,000	-30.7%	747,398	-28.0%	2.27%	+3.2%
WHR	Sell	WHIRLPOOL CORP	$16,850,000	-11.0%	115,066	-30.5%	2.18%	+32.7%
LNC	Buy	LINCOLN NATIONAL CORP	$15,211,000	+20.3%	362,263	+4.5%	1.97%	+79.2%
CELG	Sell	CELGENE CORP	$15,050,000	-22.2%	97,639	-40.9%	1.95%	+15.9%
B108PS	New	ACTAVIS PLC	$14,974,000	–	103,986	–	1.94%	–
	New	AMGEN INC	$14,953,000	–	133,601	–	1.94%	–
CBS	Sell	CBS INC	$14,878,000	-32.3%	269,720	-40.0%	1.93%	+0.8%
AET	Buy	AETNA INC	$14,508,000	+29.4%	226,618	+28.5%	1.88%	+92.8%
IP	Sell	INTERNATIONAL PAPER CO	$14,479,000	-37.0%	323,202	-37.6%	1.88%	-6.1%
TRV	Sell	TRAVELERS COS INC	$14,048,000	-26.9%	165,723	-31.1%	1.82%	+8.9%
MYL	Buy	MYLAN LABORATORIES	$13,825,000	+33.2%	362,187	+8.3%	1.79%	+98.4%
FITB	Sell	FIFTH THIRD BANCORP	$13,345,000	-39.8%	739,311	-39.8%	1.73%	-10.4%
DAL	Sell	DELTA AIRLINES DEL	$13,256,000	-28.1%	561,947	-43.0%	1.72%	+7.0%
HIG	Sell	HARTFORD FINL SVCS	$13,218,000	-35.8%	424,735	-36.3%	1.71%	-4.4%
HAL	Buy	HALLIBURTON CO	$13,108,000	+15.7%	272,229	+0.2%	1.70%	+72.3%
	New	ARCHER DANIELS MIDLAND CO COM	$13,028,000	–	353,632	–	1.69%	–
VZ	Sell	VERIZON COMMUNICATIONS INC	$12,609,000	-48.0%	270,137	-43.9%	1.63%	-22.6%
VFC	Sell	VF CORP	$12,249,000	-37.9%	61,538	-39.8%	1.59%	-7.6%
WYND	Sell	WYNDHAM WORLDWIDE CORP	$12,078,000	-30.9%	198,092	-35.2%	1.56%	+2.8%
JCI	Sell	JOHNSON CONTROLS INC	$11,873,000	+9.8%	286,108	-5.3%	1.54%	+63.5%
DOW	Sell	DOW CHEMICAL CO	$11,635,000	-27.4%	302,984	-39.2%	1.51%	+8.2%
MO	Sell	ALTRIA GROUP INC	$11,477,000	-42.2%	334,131	-41.1%	1.49%	-13.9%
V	Sell	VISA INC.	$11,275,000	-51.9%	59,000	-54.0%	1.46%	-28.3%
PPL	Sell	PPL CORP	$11,240,000	-35.3%	369,978	-35.6%	1.46%	-3.6%
HP	Buy	HELMERICH & PAYNE INC	$11,203,000	+17.7%	162,475	+6.6%	1.45%	+75.4%
	New	BOEING CO	$11,203,000	–	95,345	–	1.45%	–
DFS	Buy	DISCOVER FINANCIAL SVCS	$11,112,000	+16.8%	219,874	+10.1%	1.44%	+73.9%
	New	AMERICAN WATER WORKS CO	$10,942,000	–	265,066	–	1.42%	–
	New	AGCO CORP	$10,746,000	–	177,859	–	1.39%	–
WDC	Sell	WESTERN DIGITAL CORP	$10,534,000	-39.9%	166,151	-41.2%	1.36%	-10.5%
VLO	Buy	VALERO ENERGY CORP COM	$10,512,000	+7.5%	307,819	+9.4%	1.36%	+60.0%
MUR	Buy	MURPHY OIL CP HLDG	$10,362,000	+7.1%	171,789	+8.1%	1.34%	+59.5%
PRU	New	PRUDENTIAL FINANCIAL INC	$10,111,000	–	129,663	–	1.31%	–
QCOM	Sell	QUALCOMM INC	$10,074,000	-30.6%	149,647	-37.1%	1.30%	+3.2%
	New	ALLSTATE CORP	$9,909,000	–	196,014	–	1.28%	–
HON	Sell	HONEYWELL INTL	$9,821,000	-34.7%	118,265	-37.6%	1.27%	-2.7%
M	Sell	MACY'S INC	$9,582,000	-22.9%	221,456	-14.4%	1.24%	+14.9%
EAT	Sell	BRINKER INTL INC	$9,381,000	-50.0%	231,452	-51.4%	1.22%	-25.5%
LUMN	Sell	CENTURYLINK INC	$9,297,000	-40.6%	296,275	-33.1%	1.20%	-11.5%
LEN	Sell	LENNAR CORP	$9,148,000	-28.1%	258,428	-26.8%	1.18%	+7.0%
CF	Sell	CF INDUSTRIES HOLDINGS INC	$8,689,000	-25.6%	41,215	-39.4%	1.13%	+10.8%
	New	AMERICAN ELECTRIC POWER INC.	$8,449,000	–	194,906	–	1.10%	–
	New	BLOCK H+R INC	$8,240,000	–	309,082	–	1.07%	–
MRO	Buy	MARATHON OIL CORP COM	$7,978,000	+15.6%	228,733	+14.6%	1.03%	+72.3%
PHM	Buy	PULTE CORP	$7,765,000	+4.1%	470,597	+19.7%	1.01%	+55.0%
ETR	Buy	ENTERGY CORP	$7,359,000	+0.4%	116,456	+10.7%	0.95%	+49.5%
GILD	New	GILEAD SCIENCES INC	$4,694,000	–	74,656	–	0.61%	–
9207PS	Buy	ROCK-TENN CO CL A	$4,632,000	+108.3%	45,737	+105.4%	0.60%	+209.3%
IBM	Sell	INTL BUSINESS MACHINES	$4,492,000	-67.8%	24,259	-66.8%	0.58%	-52.1%
KR	Sell	KROGER CO	$4,491,000	-63.9%	111,323	-69.1%	0.58%	-46.2%
DNB	Sell	DUN & BRADSTREET CORP	$4,156,000	-69.9%	40,023	-71.7%	0.54%	-55.1%
GPS	Sell	GAP STORES	$3,873,000	-69.6%	96,152	-68.5%	0.50%	-54.7%
TUP	Sell	TUPPERWARE BRANDS CORP	$3,355,000	+9.9%	38,848	-1.1%	0.44%	+63.5%
ORCL	Sell	ORACLE CORP	$3,334,000	-67.4%	100,510	-69.8%	0.43%	-51.5%
RTN	Sell	RAYTHEON CO	$3,312,000	-57.3%	42,969	-63.4%	0.43%	-36.4%
MUSA	New	MURPHY USA INC	$1,622,000	–	40,153	–	0.21%	–
MET	Buy	METLIFE INC	$1,039,000	+127.4%	22,140	+121.6%	0.14%	+237.5%
PFE	Sell	PFIZER INC	$883,000	-97.5%	30,727	-97.6%	0.11%	-96.3%
T	Sell	AT+T INC COM	$693,000	-11.5%	20,493	-7.4%	0.09%	+32.4%
CST	Sell	CST BRANDS INC	$599,000	-15.3%	20,100	-12.4%	0.08%	+25.8%
PG	Sell	PROCTOR & GAMBLE	$583,000	-27.4%	7,715	-26.0%	0.08%	+8.6%
V107SC	Buy	WELLPOINT INC	$479,000	+5.5%	5,730	+3.2%	0.06%	+55.0%
HD	Buy	HOME DEPOT INC	$472,000	-0.2%	6,223	+1.8%	0.06%	+48.8%
SNA	Buy	SNAP-ON INC	$465,000	+89.8%	4,670	+70.4%	0.06%	+185.7%
CMCSA	Buy	COMCAST CLASS A	$423,000	+110.4%	9,372	+94.4%	0.06%	+223.5%
	New	BAKER HUGHES INC	$366,000	–	7,450	–	0.05%	–
C	Buy	CITIGROUP INC COM	$333,000	+11.7%	6,855	+10.3%	0.04%	+65.4%
XOM	Sell	EXXON MOBIL CORP	$255,000	-10.2%	2,968	-5.7%	0.03%	+32.0%
CAG	Sell	CONAGRA FOODS	$234,000	-98.7%	7,711	-98.5%	0.03%	-98.0%
STI	Exit	SUNTRUST BANKS INC	$0	–	-7,250	–	-0.02%	–
KMB	Exit	KIMBERLY-CLARK CORP	$0	–	-2,645	–	-0.02%	–
OGE	Exit	OGE ENERGY CORP	$0	–	-4,280	–	-0.02%	–
EMN	Exit	EASTMAN CHEMICAL CO	$0	–	-4,502	–	-0.03%	–
AMKR	Exit	AMKOR TECHNOLOGY	$0	–	-102,400	–	-0.04%	–
BHI	Exit	BAKER HUGHES INC	$0	–	-9,770	–	-0.04%	–
UNTD	Exit	UNITED ONLINE	$0	–	-76,479	–	-0.05%	–
CHE	Exit	CHEMED CORP	$0	–	-8,040	–	-0.05%	–
BBOX	Exit	BLACK BOX CORPORATION	$0	–	-24,615	–	-0.05%	–
NC	Exit	NACCO INDS INC	$0	–	-12,622	–	-0.06%	–
PGI	Exit	PREMIERE GLOBAL SERVICES INC	$0	–	-60,830	–	-0.06%	–
DX	Exit	DYNEX CAPITAL INC	$0	–	-73,844	–	-0.07%	–
	Exit	HYSTER-YALE MATLS HANDLING INC	$0	–	-12,666	–	-0.07%	–
HY	Exit	HYSTER-YALE MATERIALS HANDLING	$0	–	-12,666	–	-0.07%	–
DLX	Exit	DELUXE CORP	$0	–	-23,702	–	-0.07%	–
ANH	Exit	ANWORTH MORTGAGE	$0	–	-166,104	–	-0.08%	–
DE	Exit	DEERE & CO	$0	–	-12,950	–	-0.09%	–
OVTI	Exit	OMNIVISION TECHNOLOGIES INC	$0	–	-60,765	–	-0.10%	–
AM	Exit	AMERICAN GREETINGS CORP	$0	–	-67,018	–	-0.11%	–
PDLI	Exit	PDL BIOPHARMA INC	$0	–	-172,135	–	-0.12%	–
NEU	Exit	NEWMARKET CORP	$0	–	-5,150	–	-0.12%	–
AIRM	Exit	AIR METHODS CORP	$0	–	-41,648	–	-0.12%	–
RBCAA	Exit	REPUBLIC BANCORP INC	$0	–	-64,900	–	-0.12%	–
MSCC	Exit	MICROSEMI CORP	$0	–	-70,200	–	-0.14%	–
NSIT	Exit	INSIGHT ENTERPRISES INC	$0	–	-117,300	–	-0.18%	–
PII	Exit	POLARIS INDUSTRIES, INC.	$0	–	-23,200	–	-0.19%	–
DCOM	Exit	DIME COMMUNITY BANCSHARES	$0	–	-152,500	–	-0.20%	–
SBSI	Exit	SOUTHSIDE BANCSHARES INC	$0	–	-101,236	–	-0.21%	–
SANM	Exit	SANMINA CORP	$0	–	-170,600	–	-0.21%	–
FFG	Exit	FBL FINANCIAL GROUP INC. CL. A	$0	–	-77,919	–	-0.30%	–
CACC	Exit	CREDIT ACCEP CORP MICH	$0	–	-32,384	–	-0.30%	–
ALK	Exit	ALASKA AIR GROUP	$0	–	-76,290	–	-0.34%	–
ACAS	Exit	AMERICAN CAPITAL, LTD.	$0	–	-366,140	–	-0.40%	–
AGCO	Exit	AGCO CORP	$0	–	-100,090	–	-0.44%	–
TWC	Exit	TIME WARNER CABLE INC	$0	–	-59,046	–	-0.58%	–
TAP	Exit	MOLSON COORS BREWING CO	$0	–	-140,800	–	-0.59%	–
AEP	Exit	AMERICAN ELECTRIC POWER INC.	$0	–	-170,712	–	-0.66%	–
ALL	Exit	ALLSTATE CORP	$0	–	-170,095	–	-0.71%	–
NOC	Exit	NORTHROP GRUMMAN CORP	$0	–	-112,600	–	-0.81%	–
AXP	Exit	AMERICAN EXPRESS	$0	–	-129,621	–	-0.84%	–
HRB	Exit	BLOCK H+R INC	$0	–	-438,089	–	-1.06%	–
CAT	Exit	CATERPILLAR INC	$0	–	-158,598	–	-1.14%	–
AWK	Exit	AMERICAN WATER WORKS CO	$0	–	-434,877	–	-1.56%	–
MSFT	Exit	MICROSOFT CORP	$0	–	-518,997	–	-1.56%	–
AMGN	Exit	AMGEN INC	$0	–	-207,702	–	-1.78%	–
PM	Exit	PHILIP MORRIS INTL INC	$0	–	-247,176	–	-1.86%	–
ACT	Exit	ACTAVIS INC	$0	–	-171,330	–	-1.88%	–
AAPL	Exit	APPLE INC	$0	–	-60,123	–	-2.07%	–
BAC	Exit	BANK OF AMERICA CORP	$0	–	-2,292,095	–	-2.56%	–

Q2 2013

			Value		Shares		↓ Weighting
WFC	New	WELLS FARGO & CO	$38,507,000	–	933,055	–	3.35%	–
JPM	New	JPMORGAN CHASE & CO	$38,261,000	–	724,774	–	3.33%	–
PFE	New	PFIZER INC	$35,330,000	–	1,261,340	–	3.07%	–
GE	New	GENERAL ELEC CO	$33,185,000	–	1,431,023	–	2.89%	–
BAC	New	BANK OF AMERICA CORP	$29,476,000	–	2,292,095	–	2.56%	–
CSCO	New	CISCO SYS INC COM	$25,275,000	–	1,038,607	–	2.20%	–
CVX	New	CHEVRON CORP	$25,170,000	–	212,690	–	2.19%	–
UNH	New	UNITEDHEALTH GROUP INC	$24,454,000	–	373,447	–	2.13%	–
VZ	New	VERIZON COMMUNICATIONS INC	$24,260,000	–	481,924	–	2.11%	–
AAPL	New	APPLE INC	$23,840,000	–	60,123	–	2.07%	–
V	New	VISA INC.	$23,433,000	–	128,223	–	2.04%	–
IP	New	INTERNATIONAL PAPER CO	$22,968,000	–	518,332	–	2.00%	–
FITB	New	FIFTH THIRD BANCORP	$22,179,000	–	1,228,742	–	1.93%	–
CBS	New	CBS INC	$21,981,000	–	449,797	–	1.91%	–
ACT	New	ACTAVIS INC	$21,625,000	–	171,330	–	1.88%	–
PM	New	PHILIP MORRIS INTL INC	$21,410,000	–	247,176	–	1.86%	–
HIG	New	HARTFORD FINL SVCS	$20,601,000	–	666,289	–	1.79%	–
AMGN	New	AMGEN INC	$20,492,000	–	207,702	–	1.78%	–
MO	New	ALTRIA GROUP INC	$19,852,000	–	567,341	–	1.73%	–
VFC	New	VF CORP	$19,740,000	–	102,245	–	1.72%	–
CELG	New	CELGENE CORP	$19,334,000	–	165,275	–	1.68%	–
TRV	New	TRAVELERS COS INC	$19,212,000	–	240,392	–	1.67%	–
WHR	New	WHIRLPOOL CORP	$18,923,000	–	165,474	–	1.65%	–
EAT	New	BRINKER INTL INC	$18,769,000	–	476,010	–	1.63%	–
DAL	New	DELTA AIRLINES DEL	$18,445,000	–	985,816	–	1.60%	–
AWK	New	AMERICAN WATER WORKS CO	$17,930,000	–	434,877	–	1.56%	–
MSFT	New	MICROSOFT CORP	$17,928,000	–	518,997	–	1.56%	–
CAG	New	CONAGRA FOODS	$17,523,000	–	501,646	–	1.52%	–
WDC	New	WESTERN DIGITAL CORP	$17,530,000	–	282,338	–	1.52%	–
WYND	New	WYNDHAM WORLDWIDE CORP	$17,487,000	–	305,558	–	1.52%	–
PPL	New	PPL CORP	$17,374,000	–	574,156	–	1.51%	–
DOW	New	DOW CHEMICAL CO	$16,024,000	–	498,103	–	1.39%	–
LUMN	New	CENTURYLINK INC	$15,658,000	–	442,944	–	1.36%	–
HON	New	HONEYWELL INTL	$15,037,000	–	189,522	–	1.31%	–
QCOM	New	QUALCOMM INC	$14,524,000	–	237,740	–	1.26%	–
COP	New	CONOCOPHILLIPS	$14,330,000	–	236,862	–	1.25%	–
IBM	New	INTL BUSINESS MACHINES	$13,962,000	–	73,057	–	1.22%	–
DNB	New	DUN & BRADSTREET CORP	$13,791,000	–	141,513	–	1.20%	–
CAT	New	CATERPILLAR INC	$13,083,000	–	158,598	–	1.14%	–
GPS	New	GAP STORES	$12,744,000	–	305,400	–	1.11%	–
LEN	New	LENNAR CORP	$12,721,000	–	352,980	–	1.11%	–
LNC	New	LINCOLN NATIONAL CORP	$12,642,000	–	346,631	–	1.10%	–
KR	New	KROGER CO	$12,431,000	–	359,910	–	1.08%	–
M	New	MACY'S INC	$12,425,000	–	258,849	–	1.08%	–
HRB	New	BLOCK H+R INC	$12,157,000	–	438,089	–	1.06%	–
CF	New	CF INDUSTRIES HOLDINGS INC	$11,672,000	–	68,055	–	1.02%	–
HAL	New	HALLIBURTON CO	$11,333,000	–	271,654	–	0.99%	–
AET	New	AETNA INC	$11,209,000	–	176,408	–	0.98%	–
JCI	New	JOHNSON CONTROLS INC	$10,815,000	–	302,157	–	0.94%	–
MYL	New	MYLAN LABORATORIES	$10,379,000	–	334,462	–	0.90%	–
ORCL	New	ORACLE CORP	$10,235,000	–	333,280	–	0.89%	–
VLO	New	VALERO ENERGY CORP COM	$9,783,000	–	281,373	–	0.85%	–
AXP	New	AMERICAN EXPRESS	$9,690,000	–	129,621	–	0.84%	–
MUR	New	MURPHY OIL CP HLDG	$9,673,000	–	158,862	–	0.84%	–
DFS	New	DISCOVER FINANCIAL SVCS	$9,517,000	–	199,767	–	0.83%	–
HP	New	HELMERICH & PAYNE INC	$9,520,000	–	152,441	–	0.83%	–
NOC	New	NORTHROP GRUMMAN CORP	$9,323,000	–	112,600	–	0.81%	–
ALL	New	ALLSTATE CORP	$8,185,000	–	170,095	–	0.71%	–
RTN	New	RAYTHEON CO	$7,753,000	–	117,266	–	0.68%	–
AEP	New	AMERICAN ELECTRIC POWER INC.	$7,644,000	–	170,712	–	0.66%	–
PHM	New	PULTE CORP	$7,457,000	–	393,076	–	0.65%	–
ETR	New	ENTERGY CORP	$7,329,000	–	105,179	–	0.64%	–
MRO	New	MARATHON OIL CORP COM	$6,899,000	–	199,508	–	0.60%	–
TAP	New	MOLSON COORS BREWING CO	$6,739,000	–	140,800	–	0.59%	–
TWC	New	TIME WARNER CABLE INC	$6,641,000	–	59,046	–	0.58%	–
AGCO	New	AGCO CORP	$5,024,000	–	100,090	–	0.44%	–
ACAS	New	AMERICAN CAPITAL, LTD.	$4,639,000	–	366,140	–	0.40%	–
ALK	New	ALASKA AIR GROUP	$3,967,000	–	76,290	–	0.34%	–
CACC	New	CREDIT ACCEP CORP MICH	$3,402,000	–	32,384	–	0.30%	–
FFG	New	FBL FINANCIAL GROUP INC. CL. A	$3,390,000	–	77,919	–	0.30%	–
TUP	New	TUPPERWARE BRANDS CORP	$3,053,000	–	39,292	–	0.27%	–
SANM	New	SANMINA CORP	$2,448,000	–	170,600	–	0.21%	–
SBSI	New	SOUTHSIDE BANCSHARES INC	$2,418,000	–	101,236	–	0.21%	–
DCOM	New	DIME COMMUNITY BANCSHARES	$2,336,000	–	152,500	–	0.20%	–
9207PS	New	ROCK-TENN CO CL A	$2,224,000	–	22,263	–	0.19%	–
PII	New	POLARIS INDUSTRIES, INC.	$2,204,000	–	23,200	–	0.19%	–
NSIT	New	INSIGHT ENTERPRISES INC	$2,081,000	–	117,300	–	0.18%	–
MSCC	New	MICROSEMI CORP	$1,597,000	–	70,200	–	0.14%	–
RBCAA	New	REPUBLIC BANCORP INC	$1,423,000	–	64,900	–	0.12%	–
AIRM	New	AIR METHODS CORP	$1,410,000	–	41,648	–	0.12%	–
NEU	New	NEWMARKET CORP	$1,353,000	–	5,150	–	0.12%	–
PDLI	New	PDL BIOPHARMA INC	$1,329,000	–	172,135	–	0.12%	–
AM	New	AMERICAN GREETINGS CORP	$1,221,000	–	67,018	–	0.11%	–
OVTI	New	OMNIVISION TECHNOLOGIES INC	$1,133,000	–	60,765	–	0.10%	–
DE	New	DEERE & CO	$1,052,000	–	12,950	–	0.09%	–
ANH	New	ANWORTH MORTGAGE	$930,000	–	166,104	–	0.08%	–
DLX	New	DELUXE CORP	$822,000	–	23,702	–	0.07%	–
PG	New	PROCTOR & GAMBLE	$803,000	–	10,425	–	0.07%	–
	New	HYSTER-YALE MATLS HANDLING INC	$795,000	–	12,666	–	0.07%	–
HY	New	HYSTER-YALE MATERIALS HANDLING	$795,000	–	12,666	–	0.07%	–
T	New	AT+T INC COM	$783,000	–	22,123	–	0.07%	–
DX	New	DYNEX CAPITAL INC	$753,000	–	73,844	–	0.07%	–
PGI	New	PREMIERE GLOBAL SERVICES INC	$734,000	–	60,830	–	0.06%	–
NC	New	NACCO INDS INC	$723,000	–	12,622	–	0.06%	–
CST	New	CST BRANDS INC	$707,000	–	22,934	–	0.06%	–
BBOX	New	BLACK BOX CORPORATION	$623,000	–	24,615	–	0.05%	–
CHE	New	CHEMED CORP	$582,000	–	8,040	–	0.05%	–
UNTD	New	UNITED ONLINE	$580,000	–	76,479	–	0.05%	–
HD	New	HOME DEPOT, INC	$473,000	–	6,110	–	0.04%	–
V107SC	New	WELLPOINT INC	$454,000	–	5,550	–	0.04%	–
MET	New	METLIFE INC	$457,000	–	9,990	–	0.04%	–
BHI	New	BAKER HUGHES INC	$451,000	–	9,770	–	0.04%	–
AMKR	New	AMKOR TECHNOLOGY	$431,000	–	102,400	–	0.04%	–
DOFSQ	New	DIAMOND OFFSHORE DRILLING	$365,000	–	5,310	–	0.03%	–
MRK	New	MERCK & CO INC	$325,000	–	7,000	–	0.03%	–
EMN	New	EASTMAN CHEMICAL CO	$315,000	–	4,502	–	0.03%	–
RDSA	New	ROYAL DUTCH SHELL PLC ADR CL A	$310,000	–	4,860	–	0.03%	–
C	New	CITIGROUP INC COM	$298,000	–	6,215	–	0.03%	–
OGE	New	OGE ENERGY CORP	$292,000	–	4,280	–	0.02%	–
XOM	New	EXXON MOBIL CORP	$284,000	–	3,148	–	0.02%	–
GPC	New	GENUINE PARTS CO	$274,000	–	3,510	–	0.02%	–
MDU	New	MDU RESOURCES GROUP	$266,000	–	10,250	–	0.02%	–
KMB	New	KIMBERLY-CLARK CORP	$257,000	–	2,645	–	0.02%	–
SNA	New	SNAP-ON INC	$245,000	–	2,740	–	0.02%	–
CPB	New	CAMPBELL SOUP CO	$231,000	–	5,160	–	0.02%	–
STI	New	SUNTRUST BANKS INC	$229,000	–	7,250	–	0.02%	–
CMCSA	New	COMCAST CLASS A	$201,000	–	4,820	–	0.02%	–

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