Neuberger Berman Canada ULC Activity Q4 2012-Q3 2017

Q3 2017

			Value		Shares		↓ Weighting
LYB	Buy	LYONDELLBASELL INDUSTRIES N	$14,516,000	+33.5%	146,555	+13.7%	2.68%	+31.9%
PFE	Buy	PFIZER INC	$14,490,000	+11.8%	405,872	+5.2%	2.67%	+10.5%
F	Buy	FORD MTR CO DEL	$13,829,000	+18.2%	1,155,344	+10.5%	2.55%	+16.8%
ABBV	Buy	ABBVIE INC	$13,495,000	+29.9%	151,868	+6.0%	2.49%	+28.4%
GM	Buy	GENERAL MTRS CO	$13,298,000	+17.7%	329,325	+1.8%	2.45%	+16.3%
ETN	Buy	EATON CORP PLC	$13,176,000	+16.0%	171,590	+17.6%	2.43%	+14.6%
T	Buy	AT&T INC	$13,137,000	+12.6%	335,380	+8.4%	2.42%	+11.2%
MO	Buy	ALTRIA GROUP INC	$13,134,000	-1.0%	207,097	+16.3%	2.42%	-2.1%
PM	Buy	PHILIP MORRIS INTL INC	$12,408,000	+1.6%	111,770	+7.5%	2.29%	+0.4%
IBM	Buy	INTERNATIONAL BUSINESS MACHS	$12,077,000	+768.8%	83,244	+821.4%	2.23%	+759.8%
LVS	Buy	LAS VEGAS SANDS CORP	$11,789,000	+10.2%	183,747	+9.8%	2.17%	+8.9%
VZ	Buy	VERIZON COMMUNICATIONS INC	$11,632,000	+15.2%	235,030	+4.0%	2.14%	+13.9%
PPL	Buy	PPL CORP	$11,528,000	+21.6%	303,756	+23.8%	2.13%	+20.1%
PBI	Buy	PITNEY BOWES INC	$11,327,000	+29.1%	808,496	+39.1%	2.09%	+27.5%
CPT	Buy	CAMDEN PPTY TRsh ben int	$10,649,000	+7.1%	116,441	+0.1%	1.96%	+5.8%
MAA	Buy	MID AMER APT CMNTYS INC	$10,460,000	+4.9%	97,863	+3.5%	1.93%	+3.7%
LPT	Buy	LIBERTY PPTY TRsh ben int	$10,400,000	+9.1%	253,279	+8.1%	1.92%	+7.8%
DUK	Buy	DUKE ENERGY CORP NEW	$10,200,000	+9.1%	121,540	+8.7%	1.88%	+7.8%
AEP	Buy	AMERICAN ELEC PWR INC	$10,119,000	+4.5%	144,062	+3.4%	1.87%	+3.3%
VLO	Buy	VALERO ENERGY CORP NEW	$4,019,000	+22.8%	52,241	+7.7%	0.74%	+21.3%
JNJ	Sell	JOHNSON & JOHNSON	$3,999,000	-9.9%	30,761	-8.4%	0.74%	-11.0%
MPC	Buy	MARATHON PETE CORP	$3,801,000	+7.3%	67,782	+0.1%	0.70%	+6.1%
CSCO	Sell	CISCO SYS INC	$3,320,000	-2.7%	98,717	-9.5%	0.61%	-3.9%
JPM	Sell	JPMORGAN CHASE & CO	$3,208,000	-11.5%	33,586	-15.3%	0.59%	-12.4%
BAC	Sell	BANK AMER CORP	$3,027,000	-25.0%	119,468	-28.2%	0.56%	-26.0%
HPQ	Sell	HP INC	$2,987,000	+12.6%	149,643	-1.4%	0.55%	+11.3%
XOM	Buy	EXXON MOBIL CORP	$2,954,000	+6.0%	36,031	+4.4%	0.54%	+4.8%
PSX	Buy	PHILLIPS 66	$2,946,000	+46.0%	32,159	+31.8%	0.54%	+44.0%
RF	Buy	REGIONS FINL CORP NEW	$2,908,000	+4.8%	190,971	+0.7%	0.54%	+3.5%
XRX	Buy	XEROX CORP	$2,869,000	+49.9%	86,181	+29.4%	0.53%	+48.2%
MRK	Sell	MERCK & CO INC	$2,787,000	-28.2%	43,530	-28.1%	0.51%	-29.0%
GLW	Sell	CORNING INC	$2,686,000	-6.5%	89,768	-6.1%	0.50%	-7.6%
DWDP	New	DOWDUPONT INC	$2,673,000	–	38,613	–	0.49%	–
WMT	Buy	WAL-MART STORES INC	$2,557,000	+37.3%	32,729	+33.1%	0.47%	+35.6%
BBY	Sell	BEST BUY INC	$2,545,000	-14.0%	44,685	-13.4%	0.47%	-15.0%
GRMN	Sell	GARMIN LTD	$2,502,000	-8.6%	46,368	-13.5%	0.46%	-9.8%
RE	Sell	EVEREST RE GROUP LTD	$2,393,000	-13.4%	10,479	-3.5%	0.44%	-14.5%
PNC	Sell	PNC FINL SVCS GROUP INC	$2,384,000	+1.8%	17,687	-5.7%	0.44%	+0.7%
GS	Buy	GOLDMAN SACHS GROUP INC	$2,310,000	+74.5%	9,737	+63.2%	0.43%	+72.5%
AAPL	Sell	APPLE INC	$2,225,000	-14.8%	14,437	-20.4%	0.41%	-16.0%
GOOGL	Buy	ALPHABET INCcap stk cl a	$2,108,000	+66.9%	2,165	+59.3%	0.39%	+64.8%
COF	Buy	CAPITAL ONE FINL CORP	$2,100,000	+123.4%	24,803	+118.0%	0.39%	+121.1%
SAFM	Sell	SANDERSON FARMS INC	$2,096,000	+16.5%	12,977	-16.6%	0.39%	+15.2%
WCG	Sell	WELLCARE HEALTH PLANS INC	$2,089,000	-8.7%	12,166	-4.6%	0.38%	-9.8%
FITB	Buy	FIFTH THIRD BANCORP	$2,042,000	+16.7%	72,963	+8.2%	0.38%	+15.3%
KLAC	Sell	KLA-TENCOR CORP	$2,025,000	+8.1%	19,106	-6.6%	0.37%	+6.6%
STLD	Sell	STEEL DYNAMICS INC	$2,007,000	-13.5%	58,219	-10.1%	0.37%	-14.5%
CA	Sell	CA INC	$1,971,000	-10.1%	59,044	-7.1%	0.36%	-11.0%
CVX	Buy	CHEVRON CORP NEW	$1,968,000	+61.6%	16,746	+43.5%	0.36%	+59.9%
EMR	Sell	EMERSON ELEC CO	$1,958,000	+4.1%	31,160	-1.3%	0.36%	+2.8%
CPA	Sell	COPA HOLDINGS SAcl a	$1,959,000	-6.4%	15,730	-12.1%	0.36%	-7.7%
UMPQ	Sell	UMPQUA HLDGS CORP	$1,934,000	+3.4%	99,149	-2.7%	0.36%	+2.3%
IP	Sell	INTL PAPER CO	$1,890,000	-14.1%	33,266	-14.4%	0.35%	-15.1%
UPS	Sell	UNITED PARCEL SERVICE INCcl b	$1,866,000	+8.0%	15,542	-0.5%	0.34%	+6.8%
PBCT	Sell	PEOPLES UNITED FINANCIAL INC	$1,856,000	+0.1%	102,330	-2.6%	0.34%	-1.2%
NYCB	Buy	NEW YORK CMNTY BANCORP INC	$1,851,000	+0.4%	143,601	+2.3%	0.34%	-0.9%
WFC	Buy	WELLS FARGO CO NEW	$1,839,000	+143.9%	33,341	+145.0%	0.34%	+140.4%
RGA	Buy	REINSURANCE GROUP AMER INC	$1,828,000	+56.9%	13,102	+44.4%	0.34%	+55.3%
BMY	Buy	BRISTOL MYERS SQUIBB CO	$1,824,000	+14.4%	28,620	+0.0%	0.34%	+13.1%
C	Sell	CITIGROUP INC	$1,787,000	+3.5%	24,570	-4.8%	0.33%	+2.5%
ALL	Buy	ALLSTATE CORP	$1,755,000	+63.1%	19,097	+56.9%	0.32%	+61.2%
WU	Sell	WESTERN UN CO	$1,739,000	-2.4%	90,590	-3.1%	0.32%	-3.3%
EPR	Buy	EPR PPTYS	$1,688,000	+17.7%	24,210	+21.3%	0.31%	+16.0%
KMB	Sell	KIMBERLY CLARK CORP	$1,681,000	-9.1%	14,286	-0.3%	0.31%	-10.1%
ED	Sell	CONSOLIDATED EDISON INC	$1,658,000	-6.7%	20,552	-6.6%	0.31%	-7.8%
LHO	Buy	LASALLE HOTEL PPTYS	$1,660,000	+3.9%	57,214	+6.7%	0.31%	+2.7%
BG	Sell	BUNGE LIMITED	$1,635,000	-31.3%	23,533	-26.2%	0.30%	-32.0%
TGT	Sell	TARGET CORP	$1,611,000	+0.8%	27,295	-10.7%	0.30%	-0.3%
BMS	Buy	BEMIS INC	$1,613,000	+3.1%	35,407	+4.6%	0.30%	+1.7%
CI	Buy	CIGNA CORPORATION	$1,600,000	+22.7%	8,559	+9.8%	0.30%	+21.4%
PRU	Sell	PRUDENTIAL FINL INC	$1,588,000	-5.4%	14,936	-3.8%	0.29%	-6.4%
ADM	Sell	ARCHER DANIELS MIDLAND CO	$1,569,000	-4.7%	36,907	-7.2%	0.29%	-5.9%
TUP	Buy	TUPPERWARE BRANDS CORP	$1,567,000	+11.3%	25,340	+26.4%	0.29%	+9.9%
CNP	Sell	CENTERPOINT ENERGY INC	$1,557,000	-6.4%	53,301	-12.3%	0.29%	-7.4%
PCLN	Buy	PRICELINE GRP INC	$1,538,000	+76.0%	840	+79.9%	0.28%	+74.2%
NUS	Buy	NU SKIN ENTERPRISES INCcl a	$1,527,000	-2.1%	24,842	+0.1%	0.28%	-3.1%
NLSN	Buy	NIELSEN HLDGS PLC	$1,520,000	+10.2%	36,661	+2.8%	0.28%	+8.9%
MON	Buy	MONSANTO CO NEW	$1,499,000	+16.6%	12,514	+15.2%	0.28%	+15.0%
MS	Buy	MORGAN STANLEY	$1,490,000	+10.4%	30,929	+2.1%	0.28%	+9.1%
ORI	Buy	OLD REP INTL CORP	$1,492,000	+2.3%	75,789	+1.4%	0.28%	+1.1%
UNM	Buy	UNUM GROUP	$1,489,000	+13.4%	29,113	+3.4%	0.28%	+12.2%
TTWO	Sell	TAKE-TWO INTERACTIVE SOFTWAR	$1,492,000	+27.1%	14,599	-8.7%	0.28%	+25.6%
FB	Buy	FACEBOOK INCcl a	$1,472,000	+73.2%	8,613	+53.0%	0.27%	+70.4%
MSFT	Buy	MICROSOFT CORP	$1,470,000	+32.0%	19,730	+22.1%	0.27%	+30.3%
FOXA	New	TWENTY FIRST CENTY FOX INCcl a	$1,458,000	–	55,286	–	0.27%	–
HPT	Buy	HOSPITALITY PPTYS TR	$1,446,000	+11.8%	50,771	+14.5%	0.27%	+10.8%
CCL	Buy	CARNIVAL CORPunit 99/99/9999	$1,447,000	+86.7%	22,407	+89.5%	0.27%	+84.1%
BBT	Sell	BB&T CORP	$1,430,000	-0.4%	30,455	-3.7%	0.26%	-1.5%
ISRG	Buy	INTUITIVE SURGICAL INC	$1,414,000	+60.0%	4,056	+329.2%	0.26%	+58.2%
SRC	Buy	SPIRIT RLTY CAP INC NEW	$1,409,000	+22.2%	164,450	+5.7%	0.26%	+20.9%
M	Sell	MACYS INC	$1,403,000	-89.0%	64,290	-88.3%	0.26%	-89.2%
SON	Sell	SONOCO PRODS CO	$1,394,000	-7.0%	27,629	-5.2%	0.26%	-8.2%
UNH	Sell	UNITEDHEALTH GROUP INC	$1,382,000	-12.3%	7,057	-16.9%	0.26%	-13.3%
SNH	Sell	SENIOR HSG PPTYS TRsh ben int	$1,375,000	-31.7%	70,326	-28.6%	0.25%	-32.4%
UFS	Sell	DOMTAR CORP	$1,368,000	-3.5%	31,531	-14.5%	0.25%	-4.9%
AMZN	Buy	AMAZON COM INC	$1,365,000	+6.1%	1,420	+6.8%	0.25%	+5.0%
CMI	Sell	CUMMINS INC	$1,362,000	-8.1%	8,105	-11.3%	0.25%	-9.4%
DFS	Buy	DISCOVER FINL SVCS	$1,345,000	+6.7%	20,860	+2.9%	0.25%	+5.5%
AGN	Buy	ALLERGAN PLC	$1,339,000	+101.7%	6,535	+139.1%	0.25%	+99.2%
TXN	Sell	TEXAS INSTRS INC	$1,338,000	+0.8%	14,928	-13.5%	0.25%	-0.4%
MCD	Sell	MCDONALDS CORP	$1,334,000	-40.7%	8,512	-42.1%	0.25%	-41.4%
AXP	Buy	AMERICAN EXPRESS CO	$1,329,000	+43.4%	14,687	+33.5%	0.24%	+41.6%
ANTM	Sell	ANTHEM INC	$1,330,000	-3.8%	7,005	-4.7%	0.24%	-5.0%
CBT	Sell	CABOT CORP	$1,322,000	-19.0%	23,698	-22.4%	0.24%	-20.0%
R	Buy	RYDER SYS INC	$1,309,000	+116.0%	15,478	+83.8%	0.24%	+113.3%
GPS	Sell	GAP INC DEL	$1,281,000	-33.1%	43,385	-50.2%	0.24%	-33.9%
AMAT	Buy	APPLIED MATLS INC	$1,265,000	+30.3%	24,278	+3.3%	0.23%	+28.7%
CIM	Sell	CHIMERA INVT CORP	$1,265,000	-11.5%	66,850	-12.8%	0.23%	-12.7%
AVX	Sell	AVX CORP NEW	$1,247,000	-9.3%	68,422	-18.7%	0.23%	-10.5%
KEY	Buy	KEYCORP NEW	$1,239,000	+0.7%	65,848	+0.3%	0.23%	-0.4%
NUE	Sell	NUCOR CORP	$1,242,000	-55.7%	22,163	-54.3%	0.23%	-56.2%
USB	Buy	US BANCORP DEL	$1,241,000	+34.2%	23,162	+30.0%	0.23%	+32.4%
ALE	Sell	ALLETE INC	$1,214,000	-3.2%	15,702	-10.2%	0.22%	-4.3%
RLJ	Buy	RLJ LODGING TR	$1,211,000	+24.0%	55,032	+11.9%	0.22%	+22.5%
MTN	Sell	VAIL RESORTS INC	$1,205,000	+0.6%	5,284	-10.5%	0.22%	-0.9%
OUT	Buy	OUTFRONT MEDIA INC	$1,194,000	+19.3%	47,425	+9.5%	0.22%	+17.6%
AGNC	Sell	AGNC INVT CORP	$1,175,000	-11.3%	54,197	-12.8%	0.22%	-12.1%
STT	Buy	STATE STR CORP	$1,167,000	+25.5%	12,215	+17.8%	0.22%	+23.6%
AEE	Buy	AMEREN CORP	$1,162,000	+14.7%	20,095	+8.4%	0.21%	+13.2%
MYL	New	MYLAN N V	$1,155,000	–	36,826	–	0.21%	–
BAX	Sell	BAXTER INTL INC	$1,155,000	-17.4%	18,400	-20.3%	0.21%	-18.4%
MAN	Sell	MANPOWERGROUP INC	$1,146,000	-4.4%	9,728	-9.4%	0.21%	-5.8%
AIT	Buy	APPLIED INDL TECHNOLOGIES IN	$1,137,000	+27.3%	17,275	+14.2%	0.21%	+25.7%
NTAP	Buy	NETAPP INC	$1,137,000	+64.3%	25,983	+50.3%	0.21%	+62.8%
DGX	Sell	QUEST DIAGNOSTICS INC	$1,131,000	-26.5%	12,079	-12.8%	0.21%	-27.2%
HBAN	Buy	HUNTINGTON BANCSHARES INC	$1,131,000	+7.0%	81,040	+3.7%	0.21%	+6.1%
BA	Buy	BOEING CO	$1,132,000	+83.8%	4,452	+42.9%	0.21%	+81.7%
TRV	Sell	TRAVELERS COMPANIES INC	$1,132,000	-9.0%	9,236	-6.1%	0.21%	-9.9%
OKE	Sell	ONEOK INC NEW	$1,120,000	-49.6%	20,208	-52.5%	0.21%	-50.1%
NLY	Buy	ANNALY CAP MGMT INC	$1,124,000	+36.9%	92,222	+35.3%	0.21%	+35.3%
VMW	Sell	VMWARE INC	$1,120,000	+12.0%	10,256	-10.3%	0.21%	+10.7%
ESRT	Buy	EMPIRE ST RLTY TR INCcl a	$1,122,000	+12.4%	54,628	+13.7%	0.21%	+11.3%
RTN	Sell	RAYTHEON CO	$1,110,000	+4.4%	5,947	-9.7%	0.20%	+3.5%
GLPI	Buy	GAMING & LEISURE PPTYS INC	$1,111,000	+54.1%	30,109	+57.4%	0.20%	+51.9%
GWW	Buy	GRAINGER W W INC	$1,090,000	+229.3%	6,062	+230.2%	0.20%	+224.2%
ITRI	Sell	ITRON INC	$1,082,000	+2.5%	13,975	-10.3%	0.20%	+1.5%
ZION	Buy	ZIONS BANCORPORATION	$1,061,000	+12.0%	22,497	+4.3%	0.20%	+10.7%
SCG	Sell	SCANA CORP NEW	$1,058,000	-29.0%	21,819	-1.9%	0.20%	-29.9%
GLD	Buy	SPDR GOLD TRUST	$1,051,000	+71.5%	8,642	+66.4%	0.19%	+70.2%
V	Buy	VISA INC	$1,049,000	+23.3%	9,964	+9.8%	0.19%	+21.4%
CPRT	Sell	COPART INC	$1,045,000	-3.0%	30,391	-10.3%	0.19%	-4.0%
PDM	Buy	PIEDMONT OFFICE REALTY TR IN	$1,036,000	+7.6%	51,408	+12.5%	0.19%	+6.1%
CFG	Buy	CITIZENS FINL GROUP INC	$1,036,000	+10.7%	27,347	+4.3%	0.19%	+9.1%
STI	Buy	SUNTRUST BKS INC	$1,037,000	+10.0%	17,346	+4.4%	0.19%	+8.5%
AEIS	Sell	ADVANCED ENERGY INDS	$1,034,000	+11.5%	12,807	-10.6%	0.19%	+10.4%
CNA	Sell	CNA FINL CORP	$1,032,000	-5.8%	20,536	-8.7%	0.19%	-7.3%
PSB	Sell	PS BUSINESS PKS INC CALIF	$1,030,000	-8.7%	7,719	-9.4%	0.19%	-10.0%
OFC	Sell	CORPORATE OFFICE PPTYS TRsh ben int	$1,026,000	-15.5%	31,260	-9.8%	0.19%	-16.7%
GIS	Sell	GENERAL MLS INC	$1,017,000	-30.3%	19,657	-25.4%	0.19%	-30.9%
WM	Sell	WASTE MGMT INC DEL	$1,021,000	+4.0%	13,045	-2.5%	0.19%	+2.7%
ITW	Sell	ILLINOIS TOOL WKS INC	$1,021,000	-7.5%	6,902	-10.4%	0.19%	-8.7%
LPX	Sell	LOUISIANA PAC CORP	$1,011,000	+7.7%	37,337	-4.1%	0.19%	+6.3%
RSG	Sell	REPUBLIC SVCS INC	$1,001,000	-6.0%	15,151	-9.3%	0.18%	-7.0%
CABO	Sell	CABLE ONE INC	$1,002,000	-8.9%	1,387	-10.3%	0.18%	-9.8%
CDW	Sell	CDW CORP	$969,000	-5.0%	14,678	-10.1%	0.18%	-5.8%
OMI	Sell	OWENS & MINOR INC NEW	$959,000	-16.6%	32,845	-8.0%	0.18%	-17.7%
BERY	Buy	BERRY GLOBAL GROUP INC	$960,000	+69.6%	16,943	+70.6%	0.18%	+67.0%
ESNT	Sell	ESSENT GROUP LTD	$958,000	-2.1%	23,648	-10.3%	0.18%	-3.3%
SNPS	Sell	SYNOPSYS INC	$943,000	-0.1%	11,716	-9.5%	0.17%	-1.1%
HRS	Buy	HARRIS CORP DEL	$942,000	+106.6%	7,155	+71.3%	0.17%	+104.7%
CXP	Buy	COLUMBIA PPTY TR INC	$933,000	+11.1%	42,873	+14.2%	0.17%	+9.6%
LPNT	Buy	LIFEPOINT HEALTH INC	$926,000	+1.5%	15,995	+17.8%	0.17%	+0.6%
HFC	New	HOLLYFRONTIER CORP	$912,000	–	25,348	–	0.17%	–
VVC	Buy	VECTREN CORP	$911,000	+299.6%	13,854	+255.0%	0.17%	+290.7%
INTC	Sell	INTEL CORP	$904,000	+0.9%	23,728	-10.6%	0.17%	0.0%
WBA	Buy	WALGREENS BOOTS ALLIANCE INC	$906,000	+5.7%	11,732	+7.2%	0.17%	+4.4%
WMB	Sell	WILLIAMS COS INC DEL	$906,000	-11.3%	30,205	-10.4%	0.17%	-12.6%
MTB	Buy	M & T BK CORP	$907,000	+170.7%	5,632	+171.9%	0.17%	+165.1%
PKG	Sell	PACKAGING CORP AMER	$898,000	-7.5%	7,827	-10.2%	0.17%	-8.3%
DTE	Sell	DTE ENERGY CO	$889,000	-3.7%	8,279	-5.1%	0.16%	-4.7%
BABA	Sell	ALIBABA GROUP HLDG LTDsponsored ads	$888,000	-9.7%	5,139	-26.4%	0.16%	-10.4%
ADBE	Buy	ADOBE SYS INC	$882,000	+26.5%	5,912	+20.0%	0.16%	+25.4%
ORLY	Buy	O REILLY AUTOMOTIVE INC NEW	$883,000	+23.2%	4,099	+25.0%	0.16%	+21.6%
CVS	Sell	CVS HEALTH CORP	$877,000	-34.7%	10,790	-35.3%	0.16%	-35.5%
IDXX	Sell	IDEXX LABS INC	$872,000	-13.6%	5,611	-10.2%	0.16%	-14.4%
MA	Sell	MASTERCARD INCORPORATEDcl a	$871,000	+0.2%	6,167	-13.8%	0.16%	-0.6%
X	New	UNITED STATES STL CORP NEW	$869,000	–	33,859	–	0.16%	–
LNG	Buy	CHENIERE ENERGY INC	$870,000	+4.2%	19,312	+12.7%	0.16%	+2.6%
RNR	Sell	RENAISSANCERE HOLDINGS LTD	$865,000	-11.9%	6,399	-9.3%	0.16%	-12.6%
TWX	Sell	TIME WARNER INC	$864,000	-12.9%	8,431	-14.6%	0.16%	-14.1%
PEP	Buy	PEPSICO INC	$838,000	+99.0%	7,520	+106.5%	0.16%	+96.2%
SHPG	Buy	SHIRE PLCsponsored adr	$842,000	+10.6%	5,499	+19.4%	0.16%	+9.2%
DRI	Sell	DARDEN RESTAURANTS INC	$839,000	-14.6%	10,651	-2.0%	0.16%	-15.3%
CVI	Sell	CVR ENERGY INC	$834,000	+14.6%	32,200	-3.7%	0.15%	+13.2%
PF	Sell	PINNACLE FOODS INC DEL	$833,000	-13.6%	14,576	-10.2%	0.15%	-14.4%
UHS	Buy	UNIVERSAL HLTH SVCS INCcl b	$833,000	-2.6%	7,506	+7.1%	0.15%	-3.8%
TRGP	Sell	TARGA RES CORP	$828,000	-17.0%	17,502	-20.7%	0.15%	-17.7%
GATX	Sell	GATX CORP	$828,000	-10.7%	13,447	-6.8%	0.15%	-11.6%
HCA	New	HCA HEALTHCARE INC	$823,000	–	10,341	–	0.15%	–
STZ	Sell	CONSTELLATION BRANDS INCcl a	$816,000	-10.2%	4,093	-12.8%	0.15%	-11.8%
USG	Sell	U S G CORP	$809,000	-0.9%	24,777	-11.8%	0.15%	-2.0%
CPB	New	CAMPBELL SOUP CO	$808,000	–	17,257	–	0.15%	–
MHK	Sell	MOHAWK INDS INC	$803,000	-8.8%	3,246	-10.9%	0.15%	-9.8%
MUR	New	MURPHY OIL CORP	$802,000	–	30,179	–	0.15%	–
HA	Buy	HAWAIIAN HOLDINGS INC	$803,000	-1.4%	21,372	+23.3%	0.15%	-2.6%
RS	Sell	RELIANCE STEEL & ALUMINUM CO	$797,000	-18.3%	10,460	-21.9%	0.15%	-19.2%
PDCO	New	PATTERSON COMPANIES INC	$797,000	–	20,612	–	0.15%	–
AVGO	New	BROADCOM LTD	$783,000	–	3,227	–	0.14%	–
MASI	Sell	MASIMO CORP	$782,000	-9.4%	9,037	-4.6%	0.14%	-10.6%
MDR	New	MCDERMOTT INTL INC	$781,000	–	107,390	–	0.14%	–
AFL	Buy	AFLAC INC	$764,000	+7.2%	9,381	+2.2%	0.14%	+6.0%
DPZ	Sell	DOMINOS PIZZA INC	$763,000	-33.7%	3,844	-29.3%	0.14%	-34.4%
CPS	Sell	COOPER STD HLDGS INC	$762,000	+10.6%	6,574	-3.8%	0.14%	+9.3%
AES	Sell	AES CORP	$761,000	-22.4%	69,076	-21.7%	0.14%	-23.5%
UNFI	Sell	UNITED NAT FOODS INC	$746,000	-12.9%	17,936	-23.1%	0.14%	-13.8%
TMHC	Buy	TAYLOR MORRISON HOME CORPcl a	$747,000	+7.2%	33,869	+16.7%	0.14%	+6.2%
CHTR	Sell	CHARTER COMMUNICATIONS INC Ncl a	$741,000	-16.6%	2,039	-22.6%	0.14%	-17.5%
DFODQ	Buy	DEAN FOODS CO NEW	$740,000	+13.3%	67,995	+77.1%	0.14%	+11.5%
GXP	Sell	GREAT PLAINS ENERGY INC	$735,000	-11.1%	24,253	-14.2%	0.14%	-11.7%
SYY	Sell	SYSCO CORP	$740,000	-25.5%	13,724	-30.4%	0.14%	-26.5%
TECD	Buy	TECH DATA CORP	$730,000	+7.7%	8,219	+22.4%	0.14%	+6.3%
GT	Sell	GOODYEAR TIRE & RUBR CO	$728,000	-7.3%	21,896	-2.5%	0.13%	-8.8%
AVT	Buy	AVNET INC	$723,000	+5.9%	18,386	+4.7%	0.13%	+4.7%
LNC	Buy	LINCOLN NATL CORP IND	$709,000	+14.4%	9,650	+5.3%	0.13%	+12.9%
HUN	Sell	HUNTSMAN CORP	$704,000	+0.3%	25,687	-5.4%	0.13%	-0.8%
JD	Sell	JD COM INCspon adr cl a	$707,000	-14.3%	18,495	-12.0%	0.13%	-15.6%
THG	Buy	HANOVER INS GROUP INC	$700,000	+13.8%	7,224	+4.1%	0.13%	+12.2%
LUMN	Sell	CENTURYLINK INC	$691,000	-37.7%	36,573	-21.3%	0.13%	-38.6%
HIG	Buy	HARTFORD FINL SVCS GROUP INC	$669,000	+9.9%	12,061	+4.0%	0.12%	+7.9%
OC	Sell	OWENS CORNING NEW	$646,000	-57.0%	8,349	-62.8%	0.12%	-57.7%
PFG	Buy	PRINCIPAL FINL GROUP INC	$645,000	+5.6%	10,019	+5.1%	0.12%	+4.4%
SUI	New	SUN CMNTYS INC	$618,000	–	7,212	–	0.11%	–
LRCX	Buy	LAM RESEARCH CORP	$606,000	+33.5%	3,273	+1.9%	0.11%	+31.8%
VSH	Buy	VISHAY INTERTECHNOLOGY INC	$604,000	+42.8%	32,114	+26.1%	0.11%	+40.5%
MFA	Sell	MFA FINL INC	$589,000	-12.7%	67,195	-16.5%	0.11%	-13.5%
MTG	New	MGIC INVT CORP WIS	$586,000	–	46,795	–	0.11%	–
MMM	New	3M CO	$573,000	–	2,729	–	0.11%	–
AGR	Sell	AVANGRID INC	$572,000	-10.6%	12,062	-16.8%	0.10%	-11.8%
SIR	Sell	SELECT INCOME REIT	$568,000	-24.3%	24,233	-22.3%	0.10%	-25.0%
KRG	Buy	KITE RLTY GROUP TR	$563,000	+13.5%	27,815	+6.1%	0.10%	+11.8%
HE	Sell	HAWAIIAN ELEC INDUSTRIES	$554,000	-10.8%	16,611	-13.4%	0.10%	-12.1%
NOC	Buy	NORTHROP GRUMMAN CORP	$548,000	+77.9%	1,904	+58.7%	0.10%	+77.2%
APLE	Sell	APPLE HOSPITALITY REIT INC	$539,000	-3.2%	28,492	-4.2%	0.10%	-4.8%
KSS	Sell	KOHLS CORP	$528,000	-8.5%	11,567	-22.5%	0.10%	-10.2%
JBLU	Buy	JETBLUE AIRWAYS CORP	$528,000	+86.6%	28,519	+130.0%	0.10%	+83.0%
WPG	Buy	WASHINGTON PRIME GROUP NEW	$523,000	+8.3%	62,777	+8.9%	0.10%	+6.7%
TLT	New	ISHARES TR20 yr tr bd etf	$499,000	–	4,000	–	0.09%	–
VAR	New	VARIAN MED SYS INC	$488,000	–	4,880	–	0.09%	–
SBRA	Buy	SABRA HEALTH CARE REIT INC	$485,000	-1.4%	22,125	+8.5%	0.09%	-3.3%
CE	Buy	CELANESE CORP DEL	$483,000	+88.7%	4,636	+72.1%	0.09%	+85.4%
CBLAQ	Buy	CBL & ASSOC PPTYS INC	$479,000	+4.4%	57,088	+4.9%	0.09%	+2.3%
AVY	New	AVERY DENNISON CORP	$470,000	–	4,778	–	0.09%	–
PG	New	PROCTER AND GAMBLE CO	$473,000	–	5,195	–	0.09%	–
COR	New	CORESITE RLTY CORP	$444,000	–	3,967	–	0.08%	–
CL	Sell	COLGATE PALMOLIVE CO	$430,000	-3.4%	5,900	-1.7%	0.08%	-4.8%
PBF	Sell	PBF ENERGY INCcl a	$427,000	-42.2%	15,458	-53.5%	0.08%	-42.8%
NRZ	Sell	NEW RESIDENTIAL INVT CORP	$425,000	-7.6%	25,397	-14.2%	0.08%	-9.3%
UNP	Buy	UNION PAC CORP	$406,000	+28.5%	3,505	+20.9%	0.08%	+27.1%
LXP	Sell	LEXINGTON REALTY TRUST	$402,000	-8.2%	39,364	-11.0%	0.07%	-9.8%
LYV	New	LIVE NATION ENTERTAINMENT IN	$392,000	–	8,991	–	0.07%	–
WRK	Sell	WESTROCK CO	$391,000	-16.8%	6,900	-16.9%	0.07%	-18.2%
FSP	Buy	FRANKLIN STREET PPTYS CORP	$377,000	+3.3%	35,454	+7.6%	0.07%	+2.9%
MU	New	MICRON TECHNOLOGY INC	$382,000	–	9,710	–	0.07%	–
PAYX	Sell	PAYCHEX INC	$373,000	-8.4%	6,225	-13.0%	0.07%	-9.2%
ATR	New	APTARGROUP INC	$371,000	–	4,299	–	0.07%	–
HSY	Sell	HERSHEY CO	$371,000	-1.3%	3,400	-2.9%	0.07%	-2.9%
PYPL	Sell	PAYPAL HLDGS INC	$365,000	+17.4%	5,700	-1.7%	0.07%	+15.5%
STWD	Sell	STARWOOD PPTY TR INC	$339,000	-33.8%	15,595	-31.8%	0.06%	-34.4%
GD	Buy	GENERAL DYNAMICS CORP	$342,000	+29.1%	1,663	+24.1%	0.06%	+28.6%
EQR	Sell	EQUITY RESIDENTIALsh ben int	$323,000	-1.8%	4,900	-2.0%	0.06%	-1.6%
ALGN	Sell	ALIGN TECHNOLOGY INC	$313,000	-5.2%	1,681	-23.6%	0.06%	-6.5%
CBRL	Sell	CRACKER BARREL OLD CTRY STOR	$314,000	-13.3%	2,068	-4.4%	0.06%	-14.7%
WSO	Sell	WATSCO INC	$314,000	-19.7%	1,950	-23.0%	0.06%	-20.5%
FDX	Buy	FEDEX CORP	$303,000	+7.1%	1,344	+3.4%	0.06%	+5.7%
MXIM	Sell	MAXIM INTEGRATED PRODS INC	$296,000	-15.7%	6,204	-20.7%	0.06%	-16.7%
FLO	Buy	FLOWERS FOODS INC	$294,000	+36.7%	15,628	+26.0%	0.05%	+35.0%
AZPN	Sell	ASPEN TECHNOLOGY INC	$290,000	+2.1%	4,616	-10.2%	0.05%	0.0%
HPE	Sell	HEWLETT PACKARD ENTERPRISE C	$281,000	-13.5%	19,100	-2.6%	0.05%	-14.8%
CNC	Sell	CENTENE CORP DEL	$281,000	-7.6%	2,900	-23.7%	0.05%	-8.8%
HWC	Sell	HANCOCK HLDG CO	$277,000	-66.2%	5,719	-65.8%	0.05%	-66.7%
MGLN	New	MAGELLAN HEALTH INC	$276,000	–	3,200	–	0.05%	–
KRO	New	KRONOS WORLDWIDE INC	$276,000	–	12,100	–	0.05%	–
HST	Buy	HOST HOTELS & RESORTS INC	$270,000	+31.1%	14,600	+29.2%	0.05%	+31.6%
VLY	Sell	VALLEY NATL BANCORP	$271,000	-38.5%	22,503	-39.8%	0.05%	-39.0%
XHR	New	XENIA HOTELS & RESORTS INC	$269,000	–	12,800	–	0.05%	–
FOX	Sell	TWENTY FIRST CENTY FOX INCcl b	$269,000	-17.5%	10,424	-10.8%	0.05%	-18.0%
PHM	Sell	PULTE GROUP INC	$265,000	-28.0%	9,700	-35.3%	0.05%	-29.0%
VR	Sell	VALIDUS HOLDINGS LTD	$265,000	-73.6%	5,391	-72.0%	0.05%	-73.8%
TRMK	Sell	TRUSTMARK CORP	$265,000	-56.0%	7,995	-57.3%	0.05%	-56.2%
PK	New	PARK HOTELS RESORTS INC	$267,000	–	9,700	–	0.05%	–
WDC	New	WESTERN DIGITAL CORP	$264,000	–	3,052	–	0.05%	–
SHO	Buy	SUNSTONE HOTEL INVS INC NEW	$268,000	+27.0%	16,700	+27.5%	0.05%	+25.6%
LEA	Sell	LEAR CORP	$260,000	-16.9%	1,500	-31.8%	0.05%	-17.2%
BWXT	New	BWX TECHNOLOGIES INC	$255,000	–	4,560	–	0.05%	–
CAH	Sell	CARDINAL HEALTH INC	$248,000	-76.3%	3,711	-72.4%	0.05%	-76.4%
PCAR	Sell	PACCAR INC	$239,000	-44.3%	3,307	-49.1%	0.04%	-45.0%
PLD	Sell	PROLOGIS INC	$236,000	-2.9%	3,716	-10.2%	0.04%	-2.2%
TTC	Sell	TORO CO	$241,000	-17.5%	3,887	-7.9%	0.04%	-18.5%
AMT	New	AMERICAN TOWER CORP NEW	$236,000	–	1,725	–	0.04%	–
CAG	Sell	CONAGRA BRANDS INC	$232,000	-80.7%	6,880	-79.5%	0.04%	-80.8%
EIX	Buy	EDISON INTL	$235,000	+1.7%	3,046	+3.3%	0.04%	0.0%
ANDV	New	ANDEAVOR	$231,000	–	2,235	–	0.04%	–
BIO	Sell	BIO RAD LABS INCcl a	$232,000	-16.2%	1,045	-14.8%	0.04%	-17.3%
VAC	New	MARRIOTT VACATIONS WRLDWDE C	$230,000	–	1,844	–	0.04%	–
RP	New	REALPAGE INC	$228,000	–	5,708	–	0.04%	–
TIF	New	TIFFANY & CO NEW	$226,000	–	2,461	–	0.04%	–
AFG	Sell	AMERICAN FINL GROUP INC OHIO	$227,000	-7.0%	2,199	-10.3%	0.04%	-8.7%
IAC	New	IAC INTERACTIVECORP	$224,000	–	1,903	–	0.04%	–
HD	New	HOME DEPOT INC	$221,000	–	1,352	–	0.04%	–
NSC	New	NORFOLK SOUTHERN CORP	$225,000	–	1,700	–	0.04%	–
LLY	New	LILLY ELI & CO	$221,000	–	2,579	–	0.04%	–
IDA	New	IDACORP INC	$221,000	–	2,516	–	0.04%	–
LMT	New	LOCKHEED MARTIN CORP	$218,000	–	704	–	0.04%	–
EXC	Sell	EXELON CORP	$215,000	+0.9%	5,700	-3.3%	0.04%	0.0%
SANM	Sell	SANMINA CORPORATION	$219,000	-83.4%	5,900	-83.0%	0.04%	-83.8%
SLGN	New	SILGAN HOLDINGS INC	$218,000	–	7,407	–	0.04%	–
DRE	Sell	DUKE REALTY CORP	$215,000	-7.3%	7,454	-10.1%	0.04%	-7.0%
ALK	Sell	ALASKA AIR GROUP INC	$214,000	-17.7%	2,800	-3.4%	0.04%	-20.4%
CHDN	New	CHURCHILL DOWNS INC	$210,000	–	1,019	–	0.04%	–
SPR	Sell	SPIRIT AEROSYSTEMS HLDGS INC	$210,000	-79.1%	2,700	-84.4%	0.04%	-79.3%
D	Sell	DOMINION ENERGY INC	$212,000	-49.6%	2,750	-50.0%	0.04%	-50.6%
PNM	New	PNM RES INC	$210,000	–	5,214	–	0.04%	–
POR	New	PORTLAND GEN ELEC CO	$204,000	–	4,465	–	0.04%	–
JELD	New	JELD-WEN HLDG INC	$208,000	–	5,849	–	0.04%	–
PCG	New	PG&E CORP	$203,000	–	2,979	–	0.04%	–
USFD	Sell	US FOODS HLDG CORP	$202,000	-12.2%	7,577	-10.2%	0.04%	-14.0%
RGC	Sell	REGAL ENTMT GROUPcl a	$198,000	-40.0%	12,394	-23.1%	0.04%	-40.3%
JBL	Sell	JABIL INC	$203,000	-29.8%	7,100	-28.3%	0.04%	-31.5%
ESS	New	ESSEX PPTY TR INC	$200,000	–	789	–	0.04%	–
ODP	Sell	OFFICE DEPOT INC	$56,000	-63.4%	12,300	-54.8%	0.01%	-65.5%
BBY	New	BEST BUY INCput	$0	–	0	–	0.00%	–
GPS	New	GAP INC DELput	$0	–	0	–	0.00%	–
FB	New	FACEBOOK INCput	$0	–	0	–	0.00%	–
ABBV	New	ABBVIE INCput	$0	–	0	–	0.00%	–
MYL	New	MYLAN N Vput	$0	–	0	–	0.00%	–
M	Exit	MACYS INCput	$0	–	-150	–	0.00%	–
AGN	New	ALLERGAN PLCput	$0	–	0	–	0.00%	–
AMZN	Exit	AMAZON COM INCput	$0	–	-8	–	-0.00%	–
HPQ	Exit	HP INCput	$0	–	-200	–	-0.00%	–
AAPL	Exit	APPLE INCput	$0	–	-50	–	-0.00%	–
NUE	Exit	NUCOR CORPput	$0	–	-150	–	-0.00%	–
CLNS	Exit	COLONY NORTHSTAR INC	$0	–	-10,600	–	-0.03%	–
AMKR	Exit	AMKOR TECHNOLOGY INC	$0	–	-16,100	–	-0.03%	–
CNO	Exit	CNO FINL GROUP INC	$0	–	-10,400	–	-0.04%	–
GNTX	Exit	GENTEX CORP	$0	–	-11,577	–	-0.04%	–
LSXMK	Exit	LIBERTY MEDIA CORP DELAWARE	$0	–	-5,390	–	-0.04%	–
ADP	Exit	AUTOMATIC DATA PROCESSING IN	$0	–	-2,275	–	-0.04%	–
NGVT	Exit	INGEVITY CORP	$0	–	-4,078	–	-0.04%	–
UTX	Exit	UNITED TECHNOLOGIES CORP	$0	–	-1,913	–	-0.04%	–
AXS	Exit	AXIS CAPITAL HOLDINGS LTD	$0	–	-3,705	–	-0.04%	–
WOR	Exit	WORTHINGTON INDS INC	$0	–	-5,000	–	-0.05%	–
DHR	Exit	DANAHER CORP DEL	$0	–	-3,156	–	-0.05%	–
UAL	Exit	UNITED CONTL HLDGS INC	$0	–	-3,600	–	-0.05%	–
CR	Exit	CRANE CO	$0	–	-3,409	–	-0.05%	–
INGR	Exit	INGREDION INC	$0	–	-2,390	–	-0.05%	–
LVLT	Exit	LEVEL 3 COMMUNICATIONS INC	$0	–	-4,900	–	-0.05%	–
BIG	Exit	BIG LOTS INC	$0	–	-6,200	–	-0.06%	–
ARW	Exit	ARROW ELECTRS INC	$0	–	-3,900	–	-0.06%	–
WSTC	Exit	WEST CORP	$0	–	-19,331	–	-0.08%	–
HLS	Exit	HEALTHSOUTH CORP	$0	–	-10,455	–	-0.09%	–
WST	Exit	WEST PHARMACEUTICAL SVSC INC	$0	–	-6,414	–	-0.11%	–
TEVA	Exit	TEVA PHARMACEUTICAL INDS LTDsponsored adr	$0	–	-19,000	–	-0.12%	–
HRG	Exit	HRG GROUP INC	$0	–	-36,968	–	-0.12%	–
AHL	Exit	ASPEN INSURANCE HOLDINGS LTD	$0	–	-13,564	–	-0.13%	–
RDC	Exit	ROWAN COMPANIES PLC	$0	–	-66,351	–	-0.13%	–
ESV	Exit	ENSCO PLC	$0	–	-132,413	–	-0.13%	–
MET	Exit	METLIFE INC	$0	–	-12,400	–	-0.13%	–
UGI	Exit	UGI CORP NEW	$0	–	-14,313	–	-0.13%	–
CMC	Exit	COMMERCIAL METALS CO	$0	–	-36,030	–	-0.13%	–
QCOM	Exit	QUALCOMM INC	$0	–	-12,702	–	-0.13%	–
WAFD	Exit	WASHINGTON FED INC	$0	–	-22,756	–	-0.14%	–
SAIC	Exit	SCIENCE APPLICATNS INTL CP N	$0	–	-11,242	–	-0.15%	–
IART	Exit	INTEGRA LIFESCIENCES HLDGS C	$0	–	-15,472	–	-0.16%	–
DRH	Exit	DIAMONDROCK HOSPITALITY CO	$0	–	-76,716	–	-0.16%	–
THO	Exit	THOR INDS INC	$0	–	-8,552	–	-0.17%	–
LBTYK	Exit	LIBERTY GLOBAL PLC	$0	–	-28,827	–	-0.17%	–
AET	Exit	AETNA INC NEW	$0	–	-6,003	–	-0.17%	–
BURL	Exit	BURLINGTON STORES INC	$0	–	-10,232	–	-0.18%	–
IDCC	Exit	INTERDIGITAL INC	$0	–	-12,435	–	-0.18%	–
HII	Exit	HUNTINGTON INGALLS INDS INC	$0	–	-5,203	–	-0.18%	–
MDU	Exit	MDU RES GROUP INC	$0	–	-37,250	–	-0.18%	–
POOL	Exit	POOL CORPORATION	$0	–	-8,949	–	-0.20%	–
LAMR	Exit	LAMAR ADVERTISING CO NEWcl a	$0	–	-14,642	–	-0.20%	–
LB	Exit	L BRANDS INC	$0	–	-20,087	–	-0.20%	–
TSO	Exit	TESORO CORP	$0	–	-14,430	–	-0.25%	–
TSE	Exit	TRINSEO S A	$0	–	-19,721	–	-0.25%	–
SO	Exit	SOUTHERN CO	$0	–	-31,226	–	-0.28%	–
FDP	Exit	FRESH DEL MONTE PRODUCE INCord	$0	–	-42,951	–	-0.41%	–
DOW	Exit	DOW CHEM CO	$0	–	-44,172	–	-0.52%	–
RAI	Exit	REYNOLDS AMERICAN INC	$0	–	-142,491	–	-1.73%	–

Q2 2017

			Value		Shares		↓ Weighting
MO	New	ALTRIA GROUP INC	$13,263,000	–	178,096	–	2.48%	–
PFE	New	PFIZER INC	$12,964,000	–	385,937	–	2.42%	–
M	New	MACYS INC	$12,794,000	–	550,502	–	2.39%	–
PM	New	PHILIP MORRIS INTL INC	$12,215,000	–	103,998	–	2.28%	–
F	New	FORD MTR CO DEL	$11,698,000	–	1,045,401	–	2.18%	–
T	New	AT&T INC	$11,670,000	–	309,308	–	2.18%	–
ETN	New	EATON CORP PLC	$11,358,000	–	145,932	–	2.12%	–
GM	New	GENERAL MTRS CO	$11,296,000	–	323,377	–	2.11%	–
LYB	New	LYONDELLBASELL INDUSTRIES N	$10,877,000	–	128,888	–	2.03%	–
LVS	New	LAS VEGAS SANDS CORP	$10,695,000	–	167,400	–	2.00%	–
ABBV	New	ABBVIE INC	$10,385,000	–	143,225	–	1.94%	–
VZ	New	VERIZON COMMUNICATIONS INC	$10,094,000	–	226,029	–	1.88%	–
MAA	New	MID AMER APT CMNTYS INC	$9,968,000	–	94,587	–	1.86%	–
CPT	New	CAMDEN PPTY TRsh ben int	$9,946,000	–	116,310	–	1.86%	–
AEP	New	AMERICAN ELEC PWR INC	$9,682,000	–	139,376	–	1.81%	–
LPT	New	LIBERTY PPTY TRsh ben int	$9,536,000	–	234,244	–	1.78%	–
PPL	New	PPL CORP	$9,482,000	–	245,277	–	1.77%	–
DUK	New	DUKE ENERGY CORP NEW	$9,349,000	–	111,842	–	1.74%	–
RAI	New	REYNOLDS AMERICAN INC	$9,268,000	–	142,491	–	1.73%	–
PBI	New	PITNEY BOWES INC	$8,777,000	–	581,284	–	1.64%	–
JNJ	New	JOHNSON & JOHNSON	$4,440,000	–	33,566	–	0.83%	–
BAC	New	BANK AMER CORP	$4,038,000	–	166,459	–	0.75%	–
MRK	New	MERCK & CO INC	$3,881,000	–	60,559	–	0.72%	–
JPM	New	JPMORGAN CHASE & CO	$3,623,000	–	39,635	–	0.68%	–
MPC	New	MARATHON PETE CORP	$3,542,000	–	67,693	–	0.66%	–
CSCO	New	CISCO SYS INC	$3,413,000	–	109,054	–	0.64%	–
VLO	New	VALERO ENERGY CORP NEW	$3,274,000	–	48,527	–	0.61%	–
BBY	New	BEST BUY INC	$2,960,000	–	51,627	–	0.55%	–
GLW	New	CORNING INC	$2,872,000	–	95,577	–	0.54%	–
NUE	New	NUCOR CORP	$2,805,000	–	48,475	–	0.52%	–
DOW	New	DOW CHEM CO	$2,786,000	–	44,172	–	0.52%	–
XOM	New	EXXON MOBIL CORP	$2,786,000	–	34,510	–	0.52%	–
RF	New	REGIONS FINL CORP NEW	$2,776,000	–	189,626	–	0.52%	–
RE	New	EVEREST RE GROUP LTD	$2,764,000	–	10,857	–	0.52%	–
GRMN	New	GARMIN LTD	$2,736,000	–	53,619	–	0.51%	–
HPQ	New	HP INC	$2,652,000	–	151,719	–	0.50%	–
AAPL	New	APPLE INC	$2,613,000	–	18,141	–	0.49%	–
BG	New	BUNGE LIMITED	$2,380,000	–	31,900	–	0.44%	–
PNC	New	PNC FINL SVCS GROUP INC	$2,342,000	–	18,752	–	0.44%	–
STLD	New	STEEL DYNAMICS INC	$2,319,000	–	64,752	–	0.43%	–
WCG	New	WELLCARE HEALTH PLANS INC	$2,289,000	–	12,749	–	0.43%	–
MCD	New	MCDONALDS CORP	$2,250,000	–	14,692	–	0.42%	–
OKE	New	ONEOK INC NEW	$2,221,000	–	42,577	–	0.42%	–
IP	New	INTL PAPER CO	$2,201,000	–	38,875	–	0.41%	–
CA	New	CA INC	$2,192,000	–	63,583	–	0.41%	–
FDP	New	FRESH DEL MONTE PRODUCE INCord	$2,187,000	–	42,951	–	0.41%	–
CPA	New	COPA HOLDINGS SAcl a	$2,093,000	–	17,889	–	0.39%	–
PSX	New	PHILLIPS 66	$2,018,000	–	24,405	–	0.38%	–
SNH	New	SENIOR HSG PPTYS TRsh ben int	$2,014,000	–	98,538	–	0.38%	–
XRX	New	XEROX CORP	$1,914,000	–	66,615	–	0.36%	–
GPS	New	GAP INC DEL	$1,914,000	–	87,048	–	0.36%	–
EMR	New	EMERSON ELEC CO	$1,881,000	–	31,555	–	0.35%	–
KLAC	New	KLA-TENCOR CORP	$1,873,000	–	20,467	–	0.35%	–
UMPQ	New	UMPQUA HLDGS CORP	$1,871,000	–	101,885	–	0.35%	–
WMT	New	WAL-MART STORES INC	$1,862,000	–	24,597	–	0.35%	–
PBCT	New	PEOPLES UNITED FINANCIAL INC	$1,855,000	–	105,060	–	0.35%	–
KMB	New	KIMBERLY CLARK CORP	$1,850,000	–	14,329	–	0.34%	–
NYCB	New	NEW YORK CMNTY BANCORP INC	$1,844,000	–	140,434	–	0.34%	–
SAFM	New	SANDERSON FARMS INC	$1,799,000	–	15,559	–	0.34%	–
ED	New	CONSOLIDATED EDISON INC	$1,778,000	–	22,000	–	0.33%	–
WU	New	WESTERN UN CO	$1,781,000	–	93,509	–	0.33%	–
FITB	New	FIFTH THIRD BANCORP	$1,750,000	–	67,407	–	0.33%	–
C	New	CITIGROUP INC	$1,726,000	–	25,807	–	0.32%	–
UPS	New	UNITED PARCEL SERVICE INCcl b	$1,727,000	–	15,618	–	0.32%	–
PRU	New	PRUDENTIAL FINL INC	$1,678,000	–	15,521	–	0.31%	–
CNP	New	CENTERPOINT ENERGY INC	$1,663,000	–	60,748	–	0.31%	–
ADM	New	ARCHER DANIELS MIDLAND CO	$1,646,000	–	39,788	–	0.31%	–
CBT	New	CABOT CORP	$1,632,000	–	30,552	–	0.30%	–
TGT	New	TARGET CORP	$1,598,000	–	30,569	–	0.30%	–
LHO	New	LASALLE HOTEL PPTYS	$1,598,000	–	53,636	–	0.30%	–
BMY	New	BRISTOL MYERS SQUIBB CO	$1,594,000	–	28,614	–	0.30%	–
UNH	New	UNITEDHEALTH GROUP INC	$1,575,000	–	8,496	–	0.29%	–
BMS	New	BEMIS INC	$1,565,000	–	33,848	–	0.29%	–
NUS	New	NU SKIN ENTERPRISES INCcl a	$1,559,000	–	24,812	–	0.29%	–
DGX	New	QUEST DIAGNOSTICS INC	$1,539,000	–	13,845	–	0.29%	–
OC	New	OWENS CORNING NEW	$1,504,000	–	22,473	–	0.28%	–
SON	New	SONOCO PRODS CO	$1,499,000	–	29,148	–	0.28%	–
SO	New	SOUTHERN CO	$1,495,000	–	31,226	–	0.28%	–
SCG	New	SCANA CORP NEW	$1,491,000	–	22,251	–	0.28%	–
CMI	New	CUMMINS INC	$1,482,000	–	9,138	–	0.28%	–
ORI	New	OLD REP INTL CORP	$1,459,000	–	74,713	–	0.27%	–
GIS	New	GENERAL MLS INC	$1,460,000	–	26,356	–	0.27%	–
BBT	New	BB&T CORP	$1,436,000	–	31,625	–	0.27%	–
EPR	New	EPR PPTYS	$1,434,000	–	19,954	–	0.27%	–
CIM	New	CHIMERA INVT CORP	$1,429,000	–	76,686	–	0.27%	–
UFS	New	DOMTAR CORP	$1,418,000	–	36,897	–	0.26%	–
TUP	New	TUPPERWARE BRANDS CORP	$1,408,000	–	20,055	–	0.26%	–
BAX	New	BAXTER INTL INC	$1,398,000	–	23,094	–	0.26%	–
IBM	New	INTERNATIONAL BUSINESS MACHS	$1,390,000	–	9,035	–	0.26%	–
ANTM	New	ANTHEM INC	$1,383,000	–	7,350	–	0.26%	–
AVX	New	AVX CORP NEW	$1,375,000	–	84,165	–	0.26%	–
NLSN	New	NIELSEN HLDGS PLC	$1,379,000	–	35,669	–	0.26%	–
TSE	New	TRINSEO S A	$1,355,000	–	19,721	–	0.25%	–
MS	New	MORGAN STANLEY	$1,350,000	–	30,304	–	0.25%	–
TSO	New	TESORO CORP	$1,351,000	–	14,430	–	0.25%	–
CVS	New	CVS HEALTH CORP	$1,343,000	–	16,689	–	0.25%	–
TXN	New	TEXAS INSTRS INC	$1,328,000	–	17,256	–	0.25%	–
SANM	New	SANMINA CORPORATION	$1,323,000	–	34,731	–	0.25%	–
GS	New	GOLDMAN SACHS GROUP INC	$1,324,000	–	5,966	–	0.25%	–
AGNC	New	AGNC INVT CORP	$1,324,000	–	62,185	–	0.25%	–
UNM	New	UNUM GROUP	$1,313,000	–	28,148	–	0.24%	–
CI	New	CIGNA CORPORATION	$1,304,000	–	7,793	–	0.24%	–
HPT	New	HOSPITALITY PPTYS TR	$1,293,000	–	44,352	–	0.24%	–
MON	New	MONSANTO CO NEW	$1,286,000	–	10,862	–	0.24%	–
AMZN	New	AMAZON COM INC	$1,287,000	–	1,330	–	0.24%	–
GOOGL	New	ALPHABET INCcap stk cl a	$1,263,000	–	1,359	–	0.24%	–
DFS	New	DISCOVER FINL SVCS	$1,261,000	–	20,269	–	0.24%	–
ALE	New	ALLETE INC	$1,254,000	–	17,491	–	0.23%	–
TRV	New	TRAVELERS COMPANIES INC	$1,244,000	–	9,834	–	0.23%	–
KEY	New	KEYCORP NEW	$1,230,000	–	65,640	–	0.23%	–
CVX	New	CHEVRON CORP NEW	$1,218,000	–	11,670	–	0.23%	–
OFC	New	CORPORATE OFFICE PPTYS TRsh ben int	$1,214,000	–	34,670	–	0.23%	–
MTN	New	VAIL RESORTS INC	$1,198,000	–	5,905	–	0.22%	–
MAN	New	MANPOWERGROUP INC	$1,199,000	–	10,736	–	0.22%	–
CAG	New	CONAGRA BRANDS INC	$1,199,000	–	33,523	–	0.22%	–
TTWO	New	TAKE-TWO INTERACTIVE SOFTWAR	$1,174,000	–	15,994	–	0.22%	–
RGA	New	REINSURANCE GROUP AMER INC	$1,165,000	–	9,071	–	0.22%	–
OMI	New	OWENS & MINOR INC NEW	$1,150,000	–	35,719	–	0.22%	–
SRC	New	SPIRIT RLTY CAP INC NEW	$1,153,000	–	155,554	–	0.22%	–
DPZ	New	DOMINOS PIZZA INC	$1,150,000	–	5,437	–	0.22%	–
PSB	New	PS BUSINESS PKS INC CALIF	$1,128,000	–	8,524	–	0.21%	–
MSFT	New	MICROSOFT CORP	$1,114,000	–	16,161	–	0.21%	–
LUMN	New	CENTURYLINK INC	$1,110,000	–	46,462	–	0.21%	–
ITW	New	ILLINOIS TOOL WKS INC	$1,104,000	–	7,704	–	0.21%	–
CNA	New	CNA FINL CORP	$1,096,000	–	22,492	–	0.20%	–
CABO	New	CABLE ONE INC	$1,100,000	–	1,547	–	0.20%	–
LB	New	L BRANDS INC	$1,082,000	–	20,087	–	0.20%	–
CPRT	New	COPART INC	$1,077,000	–	33,883	–	0.20%	–
ALL	New	ALLSTATE CORP	$1,076,000	–	12,170	–	0.20%	–
LAMR	New	LAMAR ADVERTISING CO NEWcl a	$1,077,000	–	14,642	–	0.20%	–
RSG	New	REPUBLIC SVCS INC	$1,065,000	–	16,713	–	0.20%	–
RTN	New	RAYTHEON CO	$1,063,000	–	6,583	–	0.20%	–
ITRI	New	ITRON INC	$1,056,000	–	15,584	–	0.20%	–
HBAN	New	HUNTINGTON BANCSHARES INC	$1,057,000	–	78,173	–	0.20%	–
POOL	New	POOL CORPORATION	$1,052,000	–	8,949	–	0.20%	–
CAH	New	CARDINAL HEALTH INC	$1,046,000	–	13,424	–	0.20%	–
WMB	New	WILLIAMS COS INC DEL	$1,021,000	–	33,711	–	0.19%	–
CDW	New	CDW CORP	$1,020,000	–	16,319	–	0.19%	–
AEE	New	AMEREN CORP	$1,013,000	–	18,530	–	0.19%	–
IDXX	New	IDEXX LABS INC	$1,009,000	–	6,248	–	0.19%	–
SPR	New	SPIRIT AEROSYSTEMS HLDGS INC	$1,005,000	–	17,340	–	0.19%	–
VR	New	VALIDUS HOLDINGS LTD	$1,002,000	–	19,287	–	0.19%	–
OUT	New	OUTFRONT MEDIA INC	$1,001,000	–	43,315	–	0.19%	–
VMW	New	VMWARE INC	$1,000,000	–	11,433	–	0.19%	–
ESRT	New	EMPIRE ST RLTY TR INCcl a	$998,000	–	48,041	–	0.19%	–
TRGP	New	TARGA RES CORP	$997,000	–	22,060	–	0.19%	–
TWX	New	TIME WARNER INC	$992,000	–	9,875	–	0.18%	–
SYY	New	SYSCO CORP	$993,000	–	19,726	–	0.18%	–
BABA	New	ALIBABA GROUP HLDG LTDsponsored ads	$983,000	–	6,980	–	0.18%	–
ESNT	New	ESSENT GROUP LTD	$979,000	–	26,365	–	0.18%	–
WM	New	WASTE MGMT INC DEL	$982,000	–	13,384	–	0.18%	–
AES	New	AES CORP	$981,000	–	88,265	–	0.18%	–
RNR	New	RENAISSANCERE HOLDINGS LTD	$982,000	–	7,059	–	0.18%	–
DRI	New	DARDEN RESTAURANTS INC	$983,000	–	10,867	–	0.18%	–
MDU	New	MDU RES GROUP INC	$976,000	–	37,250	–	0.18%	–
RS	New	RELIANCE STEEL & ALUMINUM CO	$975,000	–	13,389	–	0.18%	–
RLJ	New	RLJ LODGING TR	$977,000	–	49,165	–	0.18%	–
AMAT	New	APPLIED MATLS INC	$971,000	–	23,509	–	0.18%	–
PKG	New	PACKAGING CORP AMER	$971,000	–	8,714	–	0.18%	–
HII	New	HUNTINGTON INGALLS INDS INC	$969,000	–	5,203	–	0.18%	–
PDM	New	PIEDMONT OFFICE REALTY TR IN	$963,000	–	45,695	–	0.18%	–
PF	New	PINNACLE FOODS INC DEL	$964,000	–	16,231	–	0.18%	–
IDCC	New	INTERDIGITAL INC	$961,000	–	12,435	–	0.18%	–
ZION	New	ZIONS BANCORPORATION	$947,000	–	21,577	–	0.18%	–
SNPS	New	SYNOPSYS INC	$944,000	–	12,941	–	0.18%	–
BURL	New	BURLINGTON STORES INC	$941,000	–	10,232	–	0.18%	–
STI	New	SUNTRUST BKS INC	$943,000	–	16,621	–	0.18%	–
COF	New	CAPITAL ONE FINL CORP	$940,000	–	11,378	–	0.18%	–
CFG	New	CITIZENS FINL GROUP INC	$936,000	–	26,228	–	0.18%	–
LPX	New	LOUISIANA PAC CORP	$939,000	–	38,938	–	0.18%	–
STT	New	STATE STR CORP	$930,000	–	10,369	–	0.17%	–
GATX	New	GATX CORP	$927,000	–	14,422	–	0.17%	–
AEIS	New	ADVANCED ENERGY INDS	$927,000	–	14,327	–	0.17%	–
USB	New	US BANCORP DEL	$925,000	–	17,817	–	0.17%	–
AXP	New	AMERICAN EXPRESS CO	$927,000	–	11,004	–	0.17%	–
DTE	New	DTE ENERGY CO	$923,000	–	8,722	–	0.17%	–
LPNT	New	LIFEPOINT HEALTH INC	$912,000	–	13,576	–	0.17%	–
STZ	New	CONSTELLATION BRANDS INCcl a	$909,000	–	4,693	–	0.17%	–
AET	New	AETNA INC NEW	$911,000	–	6,003	–	0.17%	–
LBTYK	New	LIBERTY GLOBAL PLC	$899,000	–	28,827	–	0.17%	–
THO	New	THOR INDS INC	$894,000	–	8,552	–	0.17%	–
AIT	New	APPLIED INDL TECHNOLOGIES IN	$893,000	–	15,121	–	0.17%	–
INTC	New	INTEL CORP	$896,000	–	26,552	–	0.17%	–
CHTR	New	CHARTER COMMUNICATIONS INC Ncl a	$888,000	–	2,635	–	0.17%	–
ISRG	New	INTUITIVE SURGICAL INC	$884,000	–	945	–	0.16%	–
MHK	New	MOHAWK INDS INC	$880,000	–	3,642	–	0.16%	–
PCLN	New	PRICELINE GRP INC	$874,000	–	467	–	0.16%	–
MA	New	MASTERCARD INCORPORATEDcl a	$869,000	–	7,153	–	0.16%	–
MASI	New	MASIMO CORP	$863,000	–	9,470	–	0.16%	–
UHS	New	UNIVERSAL HLTH SVCS INCcl b	$855,000	–	7,007	–	0.16%	–
WBA	New	WALGREENS BOOTS ALLIANCE INC	$857,000	–	10,943	–	0.16%	–
UNFI	New	UNITED NAT FOODS INC	$856,000	–	23,323	–	0.16%	–
V	New	VISA INC	$851,000	–	9,071	–	0.16%	–
FB	New	FACEBOOK INCcl a	$850,000	–	5,628	–	0.16%	–
IART	New	INTEGRA LIFESCIENCES HLDGS C	$843,000	–	15,472	–	0.16%	–
DRH	New	DIAMONDROCK HOSPITALITY CO	$840,000	–	76,716	–	0.16%	–
CXP	New	COLUMBIA PPTY TR INC	$840,000	–	37,542	–	0.16%	–
LNG	New	CHENIERE ENERGY INC	$835,000	–	17,139	–	0.16%	–
JD	New	JD COM INCspon adr cl a	$825,000	–	21,027	–	0.15%	–
GXP	New	GREAT PLAINS ENERGY INC	$827,000	–	28,260	–	0.15%	–
NLY	New	ANNALY CAP MGMT INC	$821,000	–	68,139	–	0.15%	–
HWC	New	HANCOCK HLDG CO	$820,000	–	16,725	–	0.15%	–
USG	New	U S G CORP	$816,000	–	28,104	–	0.15%	–
HA	New	HAWAIIAN HOLDINGS INC	$814,000	–	17,332	–	0.15%	–
GT	New	GOODYEAR TIRE & RUBR CO	$785,000	–	22,460	–	0.15%	–
SAIC	New	SCIENCE APPLICATNS INTL CP N	$780,000	–	11,242	–	0.15%	–
CCL	New	CARNIVAL CORPunit 99/99/9999	$775,000	–	11,823	–	0.14%	–
SHPG	New	SHIRE PLCsponsored adr	$761,000	–	4,606	–	0.14%	–
WFC	New	WELLS FARGO CO NEW	$754,000	–	13,609	–	0.14%	–
WAFD	New	WASHINGTON FED INC	$755,000	–	22,756	–	0.14%	–
SIR	New	SELECT INCOME REIT	$750,000	–	31,201	–	0.14%	–
PBF	New	PBF ENERGY INCcl a	$739,000	–	33,213	–	0.14%	–
CVI	New	CVR ENERGY INC	$728,000	–	33,434	–	0.14%	–
GLPI	New	GAMING & LEISURE PPTYS INC	$721,000	–	19,128	–	0.14%	–
ORLY	New	O REILLY AUTOMOTIVE INC NEW	$717,000	–	3,279	–	0.13%	–
AFL	New	AFLAC INC	$713,000	–	9,183	–	0.13%	–
CMC	New	COMMERCIAL METALS CO	$700,000	–	36,030	–	0.13%	–
QCOM	New	QUALCOMM INC	$701,000	–	12,702	–	0.13%	–
HUN	New	HUNTSMAN CORP	$702,000	–	27,157	–	0.13%	–
ADBE	New	ADOBE SYS INC	$697,000	–	4,925	–	0.13%	–
TMHC	New	TAYLOR MORRISON HOME CORPcl a	$697,000	–	29,016	–	0.13%	–
UGI	New	UGI CORP NEW	$693,000	–	14,313	–	0.13%	–
CPS	New	COOPER STD HLDGS INC	$689,000	–	6,833	–	0.13%	–
NTAP	New	NETAPP INC	$692,000	–	17,290	–	0.13%	–
TECD	New	TECH DATA CORP	$678,000	–	6,714	–	0.13%	–
RDC	New	ROWAN COMPANIES PLC	$679,000	–	66,351	–	0.13%	–
MET	New	METLIFE INC	$681,000	–	12,400	–	0.13%	–
ESV	New	ENSCO PLC	$683,000	–	132,413	–	0.13%	–
AVT	New	AVNET INC	$683,000	–	17,558	–	0.13%	–
MFA	New	MFA FINL INC	$675,000	–	80,483	–	0.13%	–
AHL	New	ASPEN INSURANCE HOLDINGS LTD	$676,000	–	13,564	–	0.13%	–
AGN	New	ALLERGAN PLC	$664,000	–	2,733	–	0.12%	–
DFODQ	New	DEAN FOODS CO NEW	$653,000	–	38,387	–	0.12%	–
HRG	New	HRG GROUP INC	$655,000	–	36,968	–	0.12%	–
AGR	New	AVANGRID INC	$640,000	–	14,491	–	0.12%	–
TEVA	New	TEVA PHARMACEUTICAL INDS LTDsponsored adr	$631,000	–	19,000	–	0.12%	–
LNC	New	LINCOLN NATL CORP IND	$620,000	–	9,167	–	0.12%	–
HE	New	HAWAIIAN ELEC INDUSTRIES	$621,000	–	19,183	–	0.12%	–
THG	New	HANOVER INS GROUP INC	$615,000	–	6,937	–	0.12%	–
BA	New	BOEING CO	$616,000	–	3,116	–	0.12%	–
PFG	New	PRINCIPAL FINL GROUP INC	$611,000	–	9,530	–	0.11%	–
GLD	New	SPDR GOLD TRUST	$613,000	–	5,195	–	0.11%	–
HIG	New	HARTFORD FINL SVCS GROUP INC	$609,000	–	11,593	–	0.11%	–
R	New	RYDER SYS INC	$606,000	–	8,419	–	0.11%	–
WST	New	WEST PHARMACEUTICAL SVSC INC	$606,000	–	6,414	–	0.11%	–
TRMK	New	TRUSTMARK CORP	$602,000	–	18,715	–	0.11%	–
KSS	New	KOHLS CORP	$577,000	–	14,926	–	0.11%	–
BERY	New	BERRY GLOBAL GROUP INC	$566,000	–	9,931	–	0.11%	–
APLE	New	APPLE HOSPITALITY REIT INC	$557,000	–	29,745	–	0.10%	–
STWD	New	STARWOOD PPTY TR INC	$512,000	–	22,850	–	0.10%	–
HLS	New	HEALTHSOUTH CORP	$506,000	–	10,455	–	0.09%	–
KRG	New	KITE RLTY GROUP TR	$496,000	–	26,221	–	0.09%	–
SBRA	New	SABRA HEALTH CARE REIT INC	$492,000	–	20,400	–	0.09%	–
WPG	New	WASHINGTON PRIME GROUP NEW	$483,000	–	57,669	–	0.09%	–
WRK	New	WESTROCK CO	$470,000	–	8,300	–	0.09%	–
NRZ	New	NEW RESIDENTIAL INVT CORP	$460,000	–	29,594	–	0.09%	–
CBLAQ	New	CBL & ASSOC PPTYS INC	$459,000	–	54,441	–	0.09%	–
LRCX	New	LAM RESEARCH CORP	$454,000	–	3,211	–	0.08%	–
HRS	New	HARRIS CORP DEL	$456,000	–	4,177	–	0.08%	–
WSTC	New	WEST CORP	$451,000	–	19,331	–	0.08%	–
CL	New	COLGATE PALMOLIVE CO	$445,000	–	6,000	–	0.08%	–
LXP	New	LEXINGTON REALTY TRUST	$438,000	–	44,232	–	0.08%	–
BRKB	New	BERKSHIRE HATHAWAY INC DELcl b new	$440,000	–	2,600	–	0.08%	–
VLY	New	VALLEY NATL BANCORP	$441,000	–	37,368	–	0.08%	–
AMGN	New	AMGEN INC	$431,000	–	2,500	–	0.08%	–
PCAR	New	PACCAR INC	$429,000	–	6,500	–	0.08%	–
PEP	New	PEPSICO INC	$421,000	–	3,642	–	0.08%	–
D	New	DOMINION ENERGY INC	$421,000	–	5,500	–	0.08%	–
VSH	New	VISHAY INTERTECHNOLOGY INC	$423,000	–	25,463	–	0.08%	–
PAYX	New	PAYCHEX INC	$407,000	–	7,156	–	0.08%	–
WSO	New	WATSCO INC	$391,000	–	2,533	–	0.07%	–
HSY	New	HERSHEY CO	$376,000	–	3,500	–	0.07%	–
PHM	New	PULTE GROUP INC	$368,000	–	15,000	–	0.07%	–
CBRL	New	CRACKER BARREL OLD CTRY STOR	$362,000	–	2,164	–	0.07%	–
FSP	New	FRANKLIN STREET PPTYS CORP	$365,000	–	32,965	–	0.07%	–
MXIM	New	MAXIM INTEGRATED PRODS INC	$351,000	–	7,828	–	0.07%	–
MTB	New	M & T BK CORP	$335,000	–	2,071	–	0.06%	–
ALGN	New	ALIGN TECHNOLOGY INC	$330,000	–	2,200	–	0.06%	–
GWW	New	GRAINGER W W INC	$331,000	–	1,836	–	0.06%	–
RGC	New	REGAL ENTMT GROUPcl a	$330,000	–	16,126	–	0.06%	–
EQR	New	EQUITY RESIDENTIALsh ben int	$329,000	–	5,000	–	0.06%	–
FOX	New	TWENTY FIRST CENTY FOX INCcl b	$326,000	–	11,691	–	0.06%	–
HPE	New	HEWLETT PACKARD ENTERPRISE C	$325,000	–	19,600	–	0.06%	–
UNP	New	UNION PAC CORP	$316,000	–	2,900	–	0.06%	–
LEA	New	LEAR CORP	$313,000	–	2,200	–	0.06%	–
PYPL	New	PAYPAL HLDGS INC	$311,000	–	5,800	–	0.06%	–
ARW	New	ARROW ELECTRS INC	$306,000	–	3,900	–	0.06%	–
CNC	New	CENTENE CORP DEL	$304,000	–	3,800	–	0.06%	–
NOC	New	NORTHROP GRUMMAN CORP	$308,000	–	1,200	–	0.06%	–
BIG	New	BIG LOTS INC	$299,000	–	6,200	–	0.06%	–
LVLT	New	LEVEL 3 COMMUNICATIONS INC	$291,000	–	4,900	–	0.05%	–
TTC	New	TORO CO	$292,000	–	4,221	–	0.05%	–
JBL	New	JABIL INC	$289,000	–	9,900	–	0.05%	–
FDX	New	FEDEX CORP	$283,000	–	1,300	–	0.05%	–
AZPN	New	ASPEN TECHNOLOGY INC	$284,000	–	5,138	–	0.05%	–
INGR	New	INGREDION INC	$285,000	–	2,390	–	0.05%	–
JBLU	New	JETBLUE AIRWAYS CORP	$283,000	–	12,398	–	0.05%	–
BIO	New	BIO RAD LABS INCcl a	$277,000	–	1,226	–	0.05%	–
CR	New	CRANE CO	$271,000	–	3,409	–	0.05%	–
UAL	New	UNITED CONTL HLDGS INC	$271,000	–	3,600	–	0.05%	–
DHR	New	DANAHER CORP DEL	$266,000	–	3,156	–	0.05%	–
ALK	New	ALASKA AIR GROUP INC	$260,000	–	2,900	–	0.05%	–
GD	New	GENERAL DYNAMICS CORP	$265,000	–	1,340	–	0.05%	–
CE	New	CELANESE CORP DEL	$256,000	–	2,694	–	0.05%	–
WOR	New	WORTHINGTON INDS INC	$251,000	–	5,000	–	0.05%	–
AFG	New	AMERICAN FINL GROUP INC OHIO	$244,000	–	2,452	–	0.05%	–
PLD	New	PROLOGIS INC	$243,000	–	4,137	–	0.04%	–
AXS	New	AXIS CAPITAL HOLDINGS LTD	$240,000	–	3,705	–	0.04%	–
UTX	New	UNITED TECHNOLOGIES CORP	$234,000	–	1,913	–	0.04%	–
NGVT	New	INGEVITY CORP	$234,000	–	4,078	–	0.04%	–
USFD	New	US FOODS HLDG CORP	$230,000	–	8,436	–	0.04%	–
VVC	New	VECTREN CORP	$228,000	–	3,903	–	0.04%	–
EIX	New	EDISON INTL	$231,000	–	2,948	–	0.04%	–
ADP	New	AUTOMATIC DATA PROCESSING IN	$233,000	–	2,275	–	0.04%	–
DRE	New	DUKE REALTY CORP	$232,000	–	8,293	–	0.04%	–
LSXMK	New	LIBERTY MEDIA CORP DELAWARE	$225,000	–	5,390	–	0.04%	–
GNTX	New	GENTEX CORP	$220,000	–	11,577	–	0.04%	–
FLO	New	FLOWERS FOODS INC	$215,000	–	12,400	–	0.04%	–
EXC	New	EXELON CORP	$213,000	–	5,895	–	0.04%	–
CNO	New	CNO FINL GROUP INC	$217,000	–	10,400	–	0.04%	–
SHO	New	SUNSTONE HOTEL INVS INC NEW	$211,000	–	13,100	–	0.04%	–
HST	New	HOST HOTELS & RESORTS INC	$206,000	–	11,300	–	0.04%	–
AMKR	New	AMKOR TECHNOLOGY INC	$157,000	–	16,100	–	0.03%	–
ODP	New	OFFICE DEPOT INC	$153,000	–	27,200	–	0.03%	–
CLNS	New	COLONY NORTHSTAR INC	$149,000	–	10,600	–	0.03%	–
AMZN	New	AMAZON COM INCput	$3,000	–	8	–	0.00%	–
HPQ	New	HP INCput	$3,000	–	200	–	0.00%	–
AAPL	New	APPLE INCput	$3,000	–	50	–	0.00%	–
NUE	New	NUCOR CORPput	$3,000	–	150	–	0.00%	–
M	New	MACYS INCput	$2,000	–	150	–	0.00%	–

Q4 2016

			Value		Shares		↓ Weighting
GOOGL	Exit	ALPHABET INCput	$0	–	-5	–	0.00%	–
AGN	Exit	ALLERGAN PLCput	$0	–	-20	–	0.00%	–
ANTM	Exit	ANTHEM INCput	$0	–	-15	–	0.00%	–
CAT	Exit	CATERPILLAR INC DELput	$0	–	-40	–	0.00%	–
MSFT	Exit	MICROSOFT CORPput	$0	–	-80	–	0.00%	–
MS	Exit	MORGAN STANLEYput	$0	–	-30	–	0.00%	–
BBY	Exit	BEST BUY INCput	$0	–	-110	–	0.00%	–
F	Exit	FORD MTR CO DELput	$0	–	-120	–	0.00%	–
LVS	Exit	LAS VEGAS SANDS CORPput	$0	–	-150	–	0.00%	–
TSO	Exit	TESORO CORPput	$0	–	-50	–	0.00%	–
AAPL	Exit	APPLE INCput	$0	–	-100	–	0.00%	–
GT	Exit	GOODYEAR TIRE & RUBR COput	$0	–	-50	–	0.00%	–
MA	Exit	MASTERCARD INCORPORATEDput	$0	–	-100	–	0.00%	–
WFM	Exit	WHOLE FOODS MKT INCput	$0	–	-250	–	-0.00%	–
AMZN	Exit	AMAZON COM INCput	$0	–	-6	–	-0.00%	–
BG	Exit	BUNGE LIMITEDput	$0	–	-70	–	-0.00%	–
JBL	Exit	JABIL CIRCUIT INCput	$0	–	-150	–	-0.00%	–
AAL	Exit	AMERICAN AIRLS GROUP INCput	$0	–	-100	–	-0.00%	–
UAL	Exit	UNITED CONTL HLDGS INCput	$0	–	-80	–	-0.00%	–
TEVA	Exit	TEVA PHARMACEUTICAL INDS LTDput	$0	–	-250	–	-0.00%	–
GPS	Exit	GAP INC DELput	$0	–	-350	–	-0.00%	–
ODP	Exit	OFFICE DEPOT INC	$0	–	-46,700	–	-0.05%	–
GCI	Exit	GANNETT CO INC	$0	–	-14,500	–	-0.05%	–
CNO	Exit	CNO FINL GROUP INC	$0	–	-12,800	–	-0.06%	–
AAL	Exit	AMERICAN AIRLS GROUP INC	$0	–	-5,400	–	-0.06%	–
UAL	Exit	UNITED CONTL HLDGS INC	$0	–	-3,800	–	-0.06%	–
AHL	Exit	ASPEN INSURANCE HOLDINGS LTD	$0	–	-4,400	–	-0.06%	–
XRX	Exit	XEROX CORP	$0	–	-20,400	–	-0.06%	–
JNPR	Exit	JUNIPER NETWORKS INC	$0	–	-8,600	–	-0.06%	–
ADM	Exit	ARCHER DANIELS MIDLAND CO	$0	–	-5,153	–	-0.07%	–
SNX	Exit	SYNNEX CORP	$0	–	-2,000	–	-0.07%	–
IRET	Exit	INVESTORS REAL ESTATE TRsh ben int	$0	–	-39,291	–	-0.07%	–
FSP	Exit	FRANKLIN STREET PPTYS CORP	$0	–	-31,816	–	-0.12%	–
GLD	Exit	SPDR GOLD TRUST	$0	–	-3,565	–	-0.14%	–
PFG	Exit	PRINCIPAL FINL GROUP INC	$0	–	-10,440	–	-0.16%	–
CXW	Exit	CORRECTIONS CORP AMER NEW	$0	–	-39,341	–	-0.17%	–
GEO	Exit	GEO GROUP INC NEW	$0	–	-23,680	–	-0.17%	–
CALM	Exit	CAL MAINE FOODS INC	$0	–	-15,600	–	-0.18%	–
TECD	Exit	TECH DATA CORP	$0	–	-7,440	–	-0.19%	–
BG	Exit	BUNGE LIMITED	$0	–	-10,736	–	-0.19%	–
SYY	Exit	SYSCO CORP	$0	–	-13,166	–	-0.20%	–
DGX	Exit	QUEST DIAGNOSTICS INC	$0	–	-7,684	–	-0.20%	–
WFM	Exit	WHOLE FOODS MKT INC	$0	–	-22,961	–	-0.20%	–
BAX	Exit	BAXTER INTL INC	$0	–	-13,664	–	-0.20%	–
GPS	Exit	GAP INC DEL	$0	–	-29,178	–	-0.20%	–
MCK	Exit	MCKESSON CORP	$0	–	-3,920	–	-0.20%	–
AFL	Exit	AFLAC INC	$0	–	-9,095	–	-0.20%	–
BBY	Exit	BEST BUY INC	$0	–	-17,117	–	-0.20%	–
AVT	Exit	AVNET INC	$0	–	-15,880	–	-0.20%	–
NTAP	Exit	NETAPP INC	$0	–	-18,315	–	-0.20%	–
GT	Exit	GOODYEAR TIRE & RUBR CO	$0	–	-20,336	–	-0.20%	–
CMC	Exit	COMMERCIAL METALS CO	$0	–	-40,463	–	-0.20%	–
PPC	Exit	PILGRIMS PRIDE CORP NEW	$0	–	-31,050	–	-0.20%	–
TEN	Exit	TENNECO INC	$0	–	-11,239	–	-0.20%	–
RE	Exit	EVEREST RE GROUP LTD	$0	–	-3,453	–	-0.20%	–
SPLS	Exit	STAPLES INC	$0	–	-77,033	–	-0.20%	–
CBT	Exit	CABOT CORP	$0	–	-12,584	–	-0.20%	–
LDOS	Exit	LEIDOS HLDGS INC	$0	–	-15,233	–	-0.20%	–
AFG	Exit	AMERICAN FINL GROUP INC OHIO	$0	–	-8,875	–	-0.20%	–
THG	Exit	HANOVER INS GROUP INC	$0	–	-8,900	–	-0.20%	–
WCG	Exit	WELLCARE HEALTH PLANS INC	$0	–	-5,702	–	-0.20%	–
HA	Exit	HAWAIIAN HOLDINGS INC	$0	–	-13,755	–	-0.20%	–
OC	Exit	OWENS CORNING NEW	$0	–	-12,598	–	-0.20%	–
FLR	Exit	FLUOR CORP NEW	$0	–	-13,128	–	-0.20%	–
ALL	Exit	ALLSTATE CORP	$0	–	-9,728	–	-0.20%	–
TKR	Exit	TIMKEN CO	$0	–	-19,674	–	-0.21%	–
CAH	Exit	CARDINAL HEALTH INC	$0	–	-8,992	–	-0.21%	–
HFC	Exit	HOLLYFRONTIER CORP	$0	–	-28,713	–	-0.21%	–
CUZ	Exit	COUSINS PPTYS INC	$0	–	-67,656	–	-0.21%	–
STLD	Exit	STEEL DYNAMICS INC	$0	–	-28,343	–	-0.22%	–
KRG	Exit	KITE RLTY GROUP TR	$0	–	-25,873	–	-0.22%	–
WNR	Exit	WESTERN REFNG INC	$0	–	-27,107	–	-0.22%	–
IBM	Exit	INTERNATIONAL BUSINESS MACHS	$0	–	-4,518	–	-0.22%	–
HUN	Exit	HUNTSMAN CORP	$0	–	-44,423	–	-0.22%	–
WPG	Exit	WASHINGTON PRIME GROUP NEW	$0	–	-59,106	–	-0.22%	–
UFS	Exit	DOMTAR CORP	$0	–	-19,965	–	-0.22%	–
MOS	Exit	MOSAIC CO NEW	$0	–	-30,491	–	-0.23%	–
LXP	Exit	LEXINGTON REALTY TRUST	$0	–	-73,202	–	-0.23%	–
NEBLQ	Exit	NOBLE CORP PLC	$0	–	-118,904	–	-0.23%	–
M	Exit	MACYS INC	$0	–	-20,344	–	-0.23%	–
CBLAQ	Exit	CBL & ASSOC PPTYS INC	$0	–	-64,827	–	-0.24%	–
INGR	Exit	INGREDION INC	$0	–	-5,963	–	-0.24%	–
ANTM	Exit	ANTHEM INC	$0	–	-6,328	–	-0.24%	–
TSN	Exit	TYSON FOODS INCcl a	$0	–	-10,681	–	-0.24%	–
AET	Exit	AETNA INC NEW	$0	–	-6,933	–	-0.24%	–
LUMN	Exit	CENTURYLINK INC	$0	–	-29,255	–	-0.24%	–
MPC	Exit	MARATHON PETE CORP	$0	–	-19,925	–	-0.24%	–
VLO	Exit	VALERO ENERGY CORP NEW	$0	–	-15,248	–	-0.24%	–
LPNT	Exit	LIFEPOINT HEALTH INC	$0	–	-13,704	–	-0.25%	–
WMT	Exit	WAL-MART STORES INC	$0	–	-11,317	–	-0.25%	–
TSO	Exit	TESORO CORP	$0	–	-10,354	–	-0.25%	–
FDP	Exit	FRESH DEL MONTE PRODUCE INCord	$0	–	-13,754	–	-0.25%	–
DAN	Exit	DANA INCORPORATED	$0	–	-54,019	–	-0.26%	–
LHO	Exit	LASALLE HOTEL PPTYS	$0	–	-35,253	–	-0.26%	–
TRN	Exit	TRINITY INDS INC	$0	–	-34,951	–	-0.26%	–
JBL	Exit	JABIL CIRCUIT INC	$0	–	-39,152	–	-0.26%	–
R	Exit	RYDER SYS INC	$0	–	-13,001	–	-0.26%	–
PSX	Exit	PHILLIPS 66	$0	–	-10,630	–	-0.26%	–
DAL	Exit	DELTA AIR LINES INC DEL	$0	–	-22,222	–	-0.26%	–
MAN	Exit	MANPOWERGROUP INC	$0	–	-12,089	–	-0.26%	–
LUV	Exit	SOUTHWEST AIRLS CO	$0	–	-22,823	–	-0.27%	–
GRMN	Exit	GARMIN LTD	$0	–	-19,198	–	-0.28%	–
WFC	Exit	WELLS FARGO & CO NEW	$0	–	-21,308	–	-0.29%	–
ESRT	Exit	EMPIRE ST RLTY TR INCcl a	$0	–	-45,193	–	-0.29%	–
LB	Exit	L BRANDS INC	$0	–	-13,486	–	-0.29%	–
STT	Exit	STATE STR CORP	$0	–	-13,935	–	-0.29%	–
LMT	Exit	LOCKHEED MARTIN CORP	$0	–	-4,100	–	-0.30%	–
DFS	Exit	DISCOVER FINL SVCS	$0	–	-17,395	–	-0.30%	–
BBT	Exit	BB&T CORP	$0	–	-26,108	–	-0.30%	–
MS	Exit	MORGAN STANLEY	$0	–	-30,868	–	-0.30%	–
USB	Exit	US BANCORP DEL	$0	–	-23,029	–	-0.30%	–
STI	Exit	SUNTRUST BKS INC	$0	–	-22,631	–	-0.30%	–
KEY	Exit	KEYCORP NEW	$0	–	-81,272	–	-0.30%	–
PNC	Exit	PNC FINL SVCS GROUP INC	$0	–	-10,966	–	-0.30%	–
PDM	Exit	PIEDMONT OFFICE REALTY TR IN	$0	–	-46,081	–	-0.30%	–
HBAN	Exit	HUNTINGTON BANCSHARES INC	$0	–	-102,024	–	-0.30%	–
KO	Exit	COCA COLA CO	$0	–	-23,811	–	-0.31%	–
PFE	Exit	PFIZER INC	$0	–	-29,860	–	-0.31%	–
CFG	Exit	CITIZENS FINL GROUP INC	$0	–	-40,913	–	-0.31%	–
ED	Exit	CONSOLIDATED EDISON INC	$0	–	-13,600	–	-0.31%	–
CA	Exit	CA INC	$0	–	-30,866	–	-0.31%	–
ZION	Exit	ZIONS BANCORPORATION	$0	–	-33,170	–	-0.31%	–
SO	Exit	SOUTHERN CO	$0	–	-20,095	–	-0.31%	–
PCAR	Exit	PACCAR INC	$0	–	-17,595	–	-0.31%	–
T	Exit	AT&T INC	$0	–	-25,410	–	-0.31%	–
WU	Exit	WESTERN UN CO	$0	–	-49,713	–	-0.31%	–
MCD	Exit	MCDONALDS CORP	$0	–	-9,014	–	-0.32%	–
SCG	Exit	SCANA CORP NEW	$0	–	-14,386	–	-0.32%	–
TUP	Exit	TUPPERWARE BRANDS CORP	$0	–	-16,043	–	-0.32%	–
EMR	Exit	EMERSON ELEC CO	$0	–	-19,349	–	-0.32%	–
PBCT	Exit	PEOPLES UNITED FINANCIAL INC	$0	–	-67,498	–	-0.32%	–
SON	Exit	SONOCO PRODS CO	$0	–	-20,256	–	-0.32%	–
CSCO	Exit	CISCO SYS INC	$0	–	-34,419	–	-0.33%	–
HP	Exit	HELMERICH & PAYNE INC	$0	–	-16,257	–	-0.33%	–
LAMR	Exit	LAMAR ADVERTISING CO NEWcl a	$0	–	-16,977	–	-0.34%	–
CAT	Exit	CATERPILLAR INC DEL	$0	–	-12,572	–	-0.34%	–
XOM	Exit	EXXON MOBIL CORP	$0	–	-12,937	–	-0.34%	–
GS	Exit	GOLDMAN SACHS GROUP INC	$0	–	-7,155	–	-0.35%	–
NUS	Exit	NU SKIN ENTERPRISES INCcl a	$0	–	-17,924	–	-0.35%	–
TEVA	Exit	TEVA PHARMACEUTICAL INDS LTDadr	$0	–	-25,703	–	-0.36%	–
COF	Exit	CAPITAL ONE FINL CORP	$0	–	-16,844	–	-0.37%	–
AES	Exit	AES CORP	$0	–	-94,376	–	-0.37%	–
CF	Exit	CF INDS HLDGS INC	$0	–	-49,989	–	-0.37%	–
AGN	Exit	ALLERGAN PLC	$0	–	-5,459	–	-0.38%	–
NAVI	Exit	NAVIENT CORP	$0	–	-86,983	–	-0.38%	–
UNM	Exit	UNUM GROUP	$0	–	-37,216	–	-0.40%	–
MHK	Exit	MOHAWK INDS INC	$0	–	-6,566	–	-0.40%	–
LNG	Exit	CHENIERE ENERGY INC	$0	–	-31,347	–	-0.41%	–
AER	Exit	AERCAP HOLDINGS NV	$0	–	-35,846	–	-0.42%	–
AIG	Exit	AMERICAN INTL GROUP INC	$0	–	-23,309	–	-0.42%	–
MSFT	Exit	MICROSOFT CORP	$0	–	-24,067	–	-0.42%	–
GOOGL	Exit	ALPHABET INCcap stk cl a	$0	–	-1,726	–	-0.42%	–
WBA	Exit	WALGREENS BOOTS ALLIANCE INC	$0	–	-17,291	–	-0.42%	–
CHTR	Exit	CHARTER COMMUNICATIONS INC Ncl a	$0	–	-5,175	–	-0.42%	–
TDG	Exit	TRANSDIGM GROUP INC	$0	–	-4,873	–	-0.43%	–
FB	Exit	FACEBOOK INCcl a	$0	–	-11,212	–	-0.44%	–
JD	Exit	JD COM INCspon adr cl a	$0	–	-55,264	–	-0.44%	–
PCLN	Exit	PRICELINE GRP INC	$0	–	-982	–	-0.44%	–
LBTYK	Exit	LIBERTY GLOBAL PLC	$0	–	-43,906	–	-0.44%	–
MA	Exit	MASTERCARD INCORPORATEDcl a	$0	–	-14,460	–	-0.45%	–
PYPL	Exit	PAYPAL HLDGS INC	$0	–	-36,045	–	-0.45%	–
ADBE	Exit	ADOBE SYS INC	$0	–	-13,743	–	-0.45%	–
AMZN	Exit	AMAZON COM INC	$0	–	-1,809	–	-0.46%	–
FITB	Exit	FIFTH THIRD BANCORP	$0	–	-74,647	–	-0.46%	–
MET	Exit	METLIFE INC	$0	–	-34,379	–	-0.46%	–
LNC	Exit	LINCOLN NATL CORP IND	$0	–	-32,631	–	-0.46%	–
AAPL	Exit	APPLE INC	$0	–	-13,634	–	-0.47%	–
PRU	Exit	PRUDENTIAL FINL INC	$0	–	-18,898	–	-0.47%	–
JPM	Exit	JPMORGAN CHASE & CO	$0	–	-24,687	–	-0.50%	–
PBF	Exit	PBF ENERGY INCcl a	$0	–	-73,882	–	-0.51%	–
JNJ	Exit	JOHNSON & JOHNSON	$0	–	-14,201	–	-0.51%	–
RF	Exit	REGIONS FINL CORP NEW	$0	–	-170,068	–	-0.51%	–
MON	Exit	MONSANTO CO NEW	$0	–	-16,504	–	-0.51%	–
OII	Exit	OCEANEERING INTL INC	$0	–	-61,475	–	-0.51%	–
SNH	Exit	SENIOR HSG PPTYS TRsh ben int	$0	–	-75,420	–	-0.52%	–
C	Exit	CITIGROUP INC	$0	–	-37,357	–	-0.54%	–
BAC	Exit	BANK AMER CORP	$0	–	-118,694	–	-0.56%	–
CXP	Exit	COLUMBIA PPTY TR INC	$0	–	-83,490	–	-0.57%	–
OFC	Exit	CORPORATE OFFICE PPTYS TRsh ben int	$0	–	-66,484	–	-0.57%	–
HPQ	Exit	HP INC	$0	–	-130,335	–	-0.61%	–
AXP	Exit	AMERICAN EXPRESS CO	$0	–	-36,685	–	-0.71%	–
DOW	Exit	DOW CHEM CO	$0	–	-58,622	–	-0.92%	–
PBI	Exit	PITNEY BOWES INC	$0	–	-416,622	–	-2.29%	–
RAI	Exit	REYNOLDS AMERICAN INC	$0	–	-162,732	–	-2.33%	–
CPT	Exit	CAMDEN PPTY TRsh ben int	$0	–	-91,694	–	-2.33%	–
HCP	Exit	HCP INC	$0	–	-203,529	–	-2.34%	–
ETN	Exit	EATON CORP PLC	$0	–	-119,039	–	-2.37%	–
LPT	Exit	LIBERTY PPTY TRsh ben int	$0	–	-195,704	–	-2.39%	–
MAA	Exit	MID-AMER APT CMNTYS INC	$0	–	-85,180	–	-2.43%	–
ETR	Exit	ENTERGY CORP NEW	$0	–	-104,482	–	-2.43%	–
DUK	Exit	DUKE ENERGY CORP NEW	$0	–	-100,486	–	-2.44%	–
AEP	Exit	AMERICAN ELEC PWR INC	$0	–	-125,529	–	-2.44%	–
PPL	Exit	PPL CORP	$0	–	-233,848	–	-2.45%	–
MO	Exit	ALTRIA GROUP INC	$0	–	-138,290	–	-2.65%	–
PM	Exit	PHILIP MORRIS INTL INC	$0	–	-90,078	–	-2.66%	–
LVS	Exit	LAS VEGAS SANDS CORP	$0	–	-156,542	–	-2.73%	–
F	Exit	FORD MTR CO DEL	$0	–	-790,749	–	-2.89%	–
IP	Exit	INTL PAPER CO	$0	–	-200,055	–	-2.91%	–
VZ	Exit	VERIZON COMMUNICATIONS INC	$0	–	-185,505	–	-2.92%	–
LYB	Exit	LYONDELLBASELL INDUSTRIES N	$0	–	-124,181	–	-3.04%	–
ABBV	Exit	ABBVIE INC	$0	–	-161,893	–	-3.10%	–
GM	Exit	GENERAL MTRS CO	$0	–	-324,546	–	-3.13%	–

Q3 2016

			Value		Shares		↓ Weighting
GM	Buy	GENERAL MTRS CO	$10,311,000	+18.2%	324,546	+5.3%	3.13%	+11.4%
ABBV	Buy	ABBVIE INC	$10,211,000	+26.1%	161,893	+23.8%	3.10%	+18.8%
LYB	Buy	LYONDELLBASELL INDUSTRIES N	$10,016,000	+517.1%	124,181	+469.3%	3.04%	+481.8%
VZ	Buy	VERIZON COMMUNICATIONS INC	$9,643,000	+8.0%	185,505	+16.1%	2.92%	+1.8%
IP	Sell	INTL PAPER CO	$9,599,000	+5.6%	200,055	-6.7%	2.91%	-0.5%
F	Buy	FORD MTR CO DEL	$9,544,000	+14.1%	790,749	+18.8%	2.89%	+7.5%
LVS	Buy	LAS VEGAS SANDS CORP	$9,007,000	+33.0%	156,542	+0.5%	2.73%	+25.4%
PM	Buy	PHILIP MORRIS INTL INC	$8,757,000	+7.3%	90,078	+12.3%	2.66%	+1.1%
MO	Buy	ALTRIA GROUP INC	$8,744,000	+1.9%	138,290	+11.2%	2.65%	-3.9%
PPL	Buy	PPL CORP	$8,084,000	+14.9%	233,848	+25.5%	2.45%	+8.3%
AEP	Buy	AMERICAN ELEC PWR INC	$8,060,000	+0.6%	125,529	+9.8%	2.44%	-5.2%
DUK	Buy	DUKE ENERGY CORP NEW	$8,043,000	+1.8%	100,486	+9.1%	2.44%	-4.1%
ETR	Buy	ENTERGY CORP NEW	$8,017,000	+0.4%	104,482	+6.5%	2.43%	-5.3%
MAA	Buy	MID-AMER APT CMNTYS INC	$8,006,000	+7.7%	85,180	+21.9%	2.43%	+1.5%
LPT	Buy	LIBERTY PPTY TRsh ben int	$7,897,000	+3.0%	195,704	+1.4%	2.39%	-3.0%
ETN	Buy	EATON CORP PLC	$7,822,000	+11.5%	119,039	+1.4%	2.37%	+5.1%
HCP	Sell	HCP INC	$7,724,000	+0.2%	203,529	-6.5%	2.34%	-5.5%
CPT	Buy	CAMDEN PPTY TRsh ben int	$7,678,000	+4.1%	91,694	+9.9%	2.33%	-1.9%
RAI	New	REYNOLDS AMERICAN INC	$7,673,000	–	162,732	–	2.33%	–
PBI	New	PITNEY BOWES INC	$7,566,000	–	416,622	–	2.29%	–
DOW	Buy	DOW CHEM CO	$3,038,000	+34.0%	58,622	+28.6%	0.92%	+26.3%
AXP	Buy	AMERICAN EXPRESS CO	$2,349,000	+150.2%	36,685	+137.5%	0.71%	+135.8%
HPQ	Sell	HP INC	$2,024,000	+14.2%	130,335	-7.7%	0.61%	+7.7%
OFC	Buy	CORPORATE OFFICE PPTYS TRsh ben int	$1,885,000	+21.1%	66,484	+26.3%	0.57%	+14.0%
CXP	Buy	COLUMBIA PPTY TR INC	$1,869,000	+27.8%	83,490	+22.1%	0.57%	+20.4%
BAC	Sell	BANK AMER CORP	$1,858,000	+10.9%	118,694	-6.0%	0.56%	+4.5%
C	Sell	CITIGROUP INC	$1,764,000	+4.1%	37,357	-6.6%	0.54%	-1.8%
SNH	Buy	SENIOR HSG PPTYS TRsh ben int	$1,713,000	+56.0%	75,420	+43.1%	0.52%	+47.0%
OII	Buy	OCEANEERING INTL INC	$1,691,000	+8.3%	61,475	+17.5%	0.51%	+2.2%
MON	Buy	MONSANTO CO NEW	$1,687,000	+433.9%	16,504	+440.9%	0.51%	+401.0%
RF	Sell	REGIONS FINL CORP NEW	$1,679,000	+6.0%	170,068	-8.6%	0.51%	-0.2%
JNJ	Buy	JOHNSON & JOHNSON	$1,678,000	+87.3%	14,201	+92.3%	0.51%	+76.7%
PBF	Buy	PBF ENERGY INCcl a	$1,673,000	+120.1%	73,882	+131.3%	0.51%	+107.8%
JPM	Sell	JPMORGAN CHASE & CO	$1,644,000	-2.9%	24,687	-9.4%	0.50%	-8.6%
PRU	Sell	PRUDENTIAL FINL INC	$1,543,000	+7.8%	18,898	-5.8%	0.47%	+1.7%
AAPL	Sell	APPLE INC	$1,541,000	-3.5%	13,634	-18.4%	0.47%	-9.1%
LNC	Sell	LINCOLN NATL CORP IND	$1,533,000	+14.1%	32,631	-5.8%	0.46%	+7.6%
FITB	Sell	FIFTH THIRD BANCORP	$1,527,000	-7.4%	74,647	-20.4%	0.46%	-12.6%
MET	Sell	METLIFE INC	$1,527,000	+11.1%	34,379	-0.4%	0.46%	+4.8%
AMZN	Sell	AMAZON COM INC	$1,515,000	-1.2%	1,809	-15.6%	0.46%	-6.9%
ADBE	Sell	ADOBE SYS INC	$1,492,000	+0.7%	13,743	-11.1%	0.45%	-5.0%
PYPL	Sell	PAYPAL HLDGS INC	$1,477,000	+5.5%	36,045	-6.0%	0.45%	-0.4%
MA	Sell	MASTERCARD INCORPORATEDcl a	$1,472,000	+7.0%	14,460	-7.5%	0.45%	+0.7%
LBTYK	Buy	LIBERTY GLOBAL PLC	$1,451,000	+19.4%	43,906	+3.6%	0.44%	+12.5%
PCLN	Sell	PRICELINE GRP INC	$1,445,000	-1.9%	982	-16.8%	0.44%	-7.6%
JD	Sell	JD COM INCspon adr cl a	$1,442,000	+7.3%	55,264	-12.7%	0.44%	+1.2%
FB	Sell	FACEBOOK INCcl a	$1,438,000	-0.9%	11,212	-11.7%	0.44%	-6.6%
TDG	Sell	TRANSDIGM GROUP INC	$1,409,000	-11.3%	4,873	-19.1%	0.43%	-16.4%
CHTR	Sell	CHARTER COMMUNICATIONS INC Ncl a	$1,397,000	-2.6%	5,175	-17.5%	0.42%	-8.0%
WBA	Sell	WALGREENS BOOTS ALLIANCE INC	$1,394,000	-14.3%	17,291	-11.4%	0.42%	-19.1%
GOOGL	Sell	ALPHABET INCcap stk cl a	$1,388,000	-4.7%	1,726	-16.6%	0.42%	-10.0%
MSFT	Sell	MICROSOFT CORP	$1,386,000	-7.9%	24,067	-18.2%	0.42%	-13.2%
AIG	Sell	AMERICAN INTL GROUP INC	$1,383,000	-1.4%	23,309	-12.1%	0.42%	-7.1%
AER	Sell	AERCAP HOLDINGS NV	$1,380,000	+3.9%	35,846	-9.3%	0.42%	-2.1%
LNG	Sell	CHENIERE ENERGY INC	$1,367,000	-16.8%	31,347	-28.4%	0.41%	-21.7%
MHK	Sell	MOHAWK INDS INC	$1,315,000	-10.8%	6,566	-15.5%	0.40%	-15.8%
UNM	Sell	UNUM GROUP	$1,314,000	+2.9%	37,216	-7.4%	0.40%	-3.2%
NAVI	Buy	NAVIENT CORP	$1,259,000	+37.0%	86,983	+13.1%	0.38%	+29.1%
AGN	Sell	ALLERGAN PLC	$1,257,000	-16.5%	5,459	-16.3%	0.38%	-21.3%
CF	New	CF INDS HLDGS INC	$1,217,000	–	49,989	–	0.37%	–
AES	Buy	AES CORP	$1,213,000	+3.3%	94,376	+0.3%	0.37%	-2.6%
COF	Buy	CAPITAL ONE FINL CORP	$1,210,000	+19.0%	16,844	+5.2%	0.37%	+12.2%
TEVA	Sell	TEVA PHARMACEUTICAL INDS LTDadr	$1,183,000	-18.5%	25,703	-11.0%	0.36%	-23.1%
NUS	Sell	NU SKIN ENTERPRISES INCcl a	$1,161,000	+17.6%	17,924	-16.1%	0.35%	+10.7%
GS	Buy	GOLDMAN SACHS GROUP INC	$1,154,000	+20.6%	7,155	+11.1%	0.35%	+13.6%
XOM	Buy	EXXON MOBIL CORP	$1,129,000	+29.9%	12,937	+39.5%	0.34%	+22.1%
CAT	Buy	CATERPILLAR INC DEL	$1,116,000	+23.7%	12,572	+5.6%	0.34%	+16.6%
LAMR	New	LAMAR ADVERTISING CO NEWcl a	$1,109,000	–	16,977	–	0.34%	–
HP	Buy	HELMERICH & PAYNE INC	$1,094,000	+15.2%	16,257	+14.9%	0.33%	+8.5%
CSCO	Buy	CISCO SYS INC	$1,092,000	+27.9%	34,419	+15.7%	0.33%	+20.4%
SON	Buy	SONOCO PRODS CO	$1,070,000	+20.0%	20,256	+12.7%	0.32%	+12.9%
PBCT	Buy	PEOPLES UNITED FINANCIAL INC	$1,068,000	+35.0%	67,498	+25.1%	0.32%	+27.6%
EMR	Buy	EMERSON ELEC CO	$1,055,000	+23.1%	19,349	+17.8%	0.32%	+15.9%
TUP	Buy	TUPPERWARE BRANDS CORP	$1,049,000	+21.8%	16,043	+4.8%	0.32%	+14.8%
SCG	Buy	SCANA CORP NEW	$1,041,000	+13.0%	14,386	+18.2%	0.32%	+6.8%
MCD	Buy	MCDONALDS CORP	$1,040,000	+27.3%	9,014	+32.8%	0.32%	+19.8%
WU	Buy	WESTERN UN CO	$1,035,000	+24.7%	49,713	+14.9%	0.31%	+17.6%
T	Buy	AT&T INC	$1,032,000	+10.4%	25,410	+17.4%	0.31%	+4.0%
SO	Buy	SOUTHERN CO	$1,031,000	+12.3%	20,095	+17.3%	0.31%	+6.1%
PCAR	Buy	PACCAR INC	$1,034,000	+27.8%	17,595	+12.9%	0.31%	+20.4%
ZION	Sell	ZIONS BANCORPORATION	$1,029,000	+16.4%	33,170	-5.7%	0.31%	+9.9%
ED	Buy	CONSOLIDATED EDISON INC	$1,024,000	+10.3%	13,600	+17.9%	0.31%	+3.7%
CA	Buy	CA INC	$1,021,000	+17.0%	30,866	+16.1%	0.31%	+10.3%
CFG	Sell	CITIZENS FINL GROUP INC	$1,011,000	+14.4%	40,913	-7.5%	0.31%	+8.1%
PFE	Buy	PFIZER INC	$1,011,000	+16.5%	29,860	+21.1%	0.31%	+10.0%
KO	Buy	COCA COLA CO	$1,008,000	+30.6%	23,811	+39.8%	0.31%	+23.4%
HBAN	Buy	HUNTINGTON BANCSHARES INC	$1,006,000	+13.0%	102,024	+2.5%	0.30%	+6.6%
PDM	Buy	PIEDMONT OFFICE REALTY TR IN	$1,003,000	+44.9%	46,081	+43.5%	0.30%	+36.3%
PNC	Sell	PNC FINL SVCS GROUP INC	$988,000	+8.6%	10,966	-1.9%	0.30%	+2.4%
STI	Sell	SUNTRUST BKS INC	$991,000	+4.2%	22,631	-2.3%	0.30%	-2.0%
KEY	Buy	KEYCORP NEW	$989,000	+10.5%	81,272	+0.4%	0.30%	+4.2%
MS	Sell	MORGAN STANLEY	$990,000	-9.1%	30,868	-26.3%	0.30%	-14.3%
USB	Buy	US BANCORP DEL	$988,000	+6.9%	23,029	+0.5%	0.30%	+1.0%
BBT	Sell	BB&T CORP	$985,000	+3.8%	26,108	-2.1%	0.30%	-2.0%
DFS	Sell	DISCOVER FINL SVCS	$984,000	+3.7%	17,395	-1.8%	0.30%	-2.3%
LMT	Buy	LOCKHEED MARTIN CORP	$983,000	+14.3%	4,100	+18.4%	0.30%	+7.6%
STT	New	STATE STR CORP	$970,000	–	13,935	–	0.29%	–
LB	Buy	L BRANDS INC	$954,000	+8.4%	13,486	+2.9%	0.29%	+2.1%
ESRT	Buy	EMPIRE ST RLTY TR INCcl a	$947,000	+34.1%	45,193	+21.5%	0.29%	+26.4%
WFC	Buy	WELLS FARGO & CO NEW	$944,000	-0.7%	21,308	+6.1%	0.29%	-6.5%
GRMN	Sell	GARMIN LTD	$924,000	+5.6%	19,198	-7.0%	0.28%	-0.4%
LUV	New	SOUTHWEST AIRLS CO	$888,000	–	22,823	–	0.27%	–
DAL	Buy	DELTA AIR LINES INC DEL	$875,000	+8.7%	22,222	+0.6%	0.26%	+2.3%
MAN	Buy	MANPOWERGROUP INC	$874,000	+14.2%	12,089	+1.7%	0.26%	+7.7%
R	Sell	RYDER SYS INC	$857,000	+1.9%	13,001	-5.5%	0.26%	-4.1%
PSX	New	PHILLIPS 66	$856,000	–	10,630	–	0.26%	–
JBL	Sell	JABIL CIRCUIT INC	$854,000	-5.0%	39,152	-19.6%	0.26%	-10.4%
TRN	Sell	TRINITY INDS INC	$845,000	-9.2%	34,951	-30.3%	0.26%	-14.7%
DAN	Sell	DANA INCORPORATED	$842,000	+9.1%	54,019	-26.1%	0.26%	+2.8%
LHO	Buy	LASALLE HOTEL PPTYS	$841,000	+20.7%	35,253	+19.3%	0.26%	+13.8%
FDP	Sell	FRESH DEL MONTE PRODUCE INCord	$824,000	-3.5%	13,754	-12.3%	0.25%	-9.1%
TSO	Sell	TESORO CORP	$824,000	-5.8%	10,354	-11.4%	0.25%	-11.0%
WMT	Sell	WAL-MART STORES INC	$816,000	-16.7%	11,317	-15.7%	0.25%	-21.6%
LPNT	Sell	LIFEPOINT HEALTH INC	$812,000	-12.4%	13,704	-3.4%	0.25%	-17.4%
MPC	Sell	MARATHON PETE CORP	$809,000	-16.3%	19,925	-21.8%	0.24%	-21.2%
VLO	Sell	VALERO ENERGY CORP NEW	$808,000	-7.6%	15,248	-11.0%	0.24%	-12.8%
LUMN	Sell	CENTURYLINK INC	$802,000	-17.9%	29,255	-13.2%	0.24%	-22.6%
AET	Sell	AETNA INC NEW	$800,000	-17.4%	6,933	-12.6%	0.24%	-22.1%
TSN	Sell	TYSON FOODS INCcl a	$798,000	-25.0%	10,681	-32.9%	0.24%	-29.2%
ANTM	Sell	ANTHEM INC	$793,000	-18.8%	6,328	-14.9%	0.24%	-23.6%
INGR	Sell	INGREDION INC	$793,000	-14.1%	5,963	-16.4%	0.24%	-19.2%
CBLAQ	Buy	CBL & ASSOC PPTYS INC	$787,000	+77.3%	64,827	+36.0%	0.24%	+67.1%
M	Sell	MACYS INC	$754,000	-13.3%	20,344	-21.4%	0.23%	-18.2%
NEBLQ	New	NOBLE CORP PLC	$754,000	–	118,904	–	0.23%	–
LXP	Buy	LEXINGTON REALTY TRUST	$754,000	+43.6%	73,202	+40.9%	0.23%	+35.5%
MOS	Sell	MOSAIC CO NEW	$746,000	-14.1%	30,491	-8.0%	0.23%	-19.0%
UFS	Sell	DOMTAR CORP	$741,000	-14.0%	19,965	-18.9%	0.22%	-18.8%
WPG	New	WASHINGTON PRIME GROUP NEW	$732,000	–	59,106	–	0.22%	–
HUN	Sell	HUNTSMAN CORP	$723,000	-11.8%	44,423	-27.1%	0.22%	-17.0%
IBM	Sell	INTERNATIONAL BUSINESS MACHS	$718,000	-4.6%	4,518	-8.9%	0.22%	-9.9%
WNR	Sell	WESTERN REFNG INC	$717,000	-9.8%	27,107	-29.7%	0.22%	-15.2%
KRG	Buy	KITE RLTY GROUP TR	$717,000	+37.9%	25,873	+39.5%	0.22%	+29.9%
STLD	Sell	STEEL DYNAMICS INC	$708,000	-4.3%	28,343	-6.1%	0.22%	-9.7%
CUZ	Buy	COUSINS PPTYS INC	$706,000	+48.0%	67,656	+47.4%	0.21%	+39.9%
HFC	Sell	HOLLYFRONTIER CORP	$703,000	-53.3%	28,713	-54.6%	0.21%	-56.0%
CAH	Sell	CARDINAL HEALTH INC	$699,000	-27.6%	8,992	-27.3%	0.21%	-31.6%
TKR	New	TIMKEN CO	$691,000	–	19,674	–	0.21%	–
OC	New	OWENS CORNING NEW	$673,000	–	12,598	–	0.20%	–
FLR	Sell	FLUOR CORP NEW	$674,000	-6.5%	13,128	-10.3%	0.20%	-12.1%
ALL	Buy	ALLSTATE CORP	$673,000	+3.2%	9,728	+4.3%	0.20%	-2.9%
THG	Buy	HANOVER INS GROUP INC	$671,000	+6.2%	8,900	+19.3%	0.20%	0.0%
WCG	Sell	WELLCARE HEALTH PLANS INC	$668,000	-12.0%	5,702	-19.4%	0.20%	-16.8%
HA	New	HAWAIIAN HOLDINGS INC	$668,000	–	13,755	–	0.20%	–
AFG	Buy	AMERICAN FINL GROUP INC OHIO	$666,000	+3.7%	8,875	+2.1%	0.20%	-2.4%
LDOS	New	LEIDOS HLDGS INC	$659,000	–	15,233	–	0.20%	–
SPLS	Sell	STAPLES INC	$659,000	-25.4%	77,033	-24.8%	0.20%	-29.6%
CBT	Sell	CABOT CORP	$660,000	-10.9%	12,584	-22.5%	0.20%	-16.0%
RE	Sell	EVEREST RE GROUP LTD	$656,000	+0.2%	3,453	-3.7%	0.20%	-5.7%
NTAP	Sell	NETAPP INC	$656,000	-24.3%	18,315	-48.1%	0.20%	-28.7%
PPC	New	PILGRIMS PRIDE CORP NEW	$656,000	–	31,050	–	0.20%	–
GT	Sell	GOODYEAR TIRE & RUBR CO	$657,000	-53.9%	20,336	-63.3%	0.20%	-56.6%
TEN	Sell	TENNECO INC	$655,000	-6.0%	11,239	-24.9%	0.20%	-11.2%
CMC	Sell	COMMERCIAL METALS CO	$655,000	-15.4%	40,463	-11.7%	0.20%	-20.1%
MCK	Sell	MCKESSON CORP	$654,000	-33.7%	3,920	-25.8%	0.20%	-37.5%
AVT	Sell	AVNET INC	$652,000	-27.3%	15,880	-28.3%	0.20%	-31.5%
AFL	Sell	AFLAC INC	$654,000	-0.5%	9,095	-0.1%	0.20%	-6.2%
BBY	Sell	BEST BUY INC	$654,000	-24.7%	17,117	-39.7%	0.20%	-29.0%
WFM	Sell	WHOLE FOODS MKT INC	$651,000	-18.9%	22,961	-8.5%	0.20%	-23.6%
GPS	Sell	GAP INC DEL	$649,000	-26.3%	29,178	-29.7%	0.20%	-30.4%
DGX	Sell	QUEST DIAGNOSTICS INC	$650,000	-16.3%	7,684	-19.5%	0.20%	-21.2%
BAX	New	BAXTER INTL INC	$650,000	–	13,664	–	0.20%	–
SYY	New	SYSCO CORP	$645,000	–	13,166	–	0.20%	–
BG	Sell	BUNGE LIMITED	$636,000	-26.9%	10,736	-27.0%	0.19%	-31.1%
TECD	New	TECH DATA CORP	$630,000	–	7,440	–	0.19%	–
CALM	New	CAL MAINE FOODS INC	$601,000	–	15,600	–	0.18%	–
GEO	Buy	GEO GROUP INC NEW	$563,000	+1.1%	23,680	+45.4%	0.17%	-4.5%
CXW	Sell	CORRECTIONS CORP AMER NEW	$546,000	-93.5%	39,341	-83.7%	0.17%	-93.9%
PFG	Sell	PRINCIPAL FINL GROUP INC	$538,000	-28.9%	10,440	-43.3%	0.16%	-33.2%
FSP	Buy	FRANKLIN STREET PPTYS CORP	$401,000	+46.4%	31,816	+42.2%	0.12%	+38.6%
IRET	Buy	INVESTORS REAL ESTATE TRsh ben int	$234,000	+36.8%	39,291	+48.7%	0.07%	+29.1%
SNX	New	SYNNEX CORP	$228,000	–	2,000	–	0.07%	–
ADM	Buy	ARCHER DANIELS MIDLAND CO	$217,000	-0.5%	5,153	+1.3%	0.07%	-5.7%
JNPR	New	JUNIPER NETWORKS INC	$207,000	–	8,600	–	0.06%	–
XRX	New	XEROX CORP	$207,000	–	20,400	–	0.06%	–
AHL	New	ASPEN INSURANCE HOLDINGS LTD	$205,000	–	4,400	–	0.06%	–
UAL	Sell	UNITED CONTL HLDGS INC	$199,000	-85.8%	3,800	-88.9%	0.06%	-86.7%
AAL	Sell	AMERICAN AIRLS GROUP INC	$198,000	-86.0%	5,400	-89.2%	0.06%	-86.8%
CNO	New	CNO FINL GROUP INC	$195,000	–	12,800	–	0.06%	–
ODP	New	OFFICE DEPOT INC	$167,000	–	46,700	–	0.05%	–
GCI	New	GANNETT CO INC	$169,000	–	14,500	–	0.05%	–
GPS	Buy	GAP INC DELput	$6,000	+500.0%	350	+218.2%	0.00%	–
TEVA	New	TEVA PHARMACEUTICAL INDS LTDput	$7,000	–	250	–	0.00%	–
WFM	Buy	WHOLE FOODS MKT INCput	$4,000	–	250	+400.0%	0.00%	–
AMZN	New	AMAZON COM INCput	$2,000	–	6	–	0.00%	–
JBL	New	JABIL CIRCUIT INCput	$2,000	–	150	–	0.00%	–
AAL	New	AMERICAN AIRLS GROUP INCput	$3,000	–	100	–	0.00%	–
BG	New	BUNGE LIMITEDput	$2,000	–	70	–	0.00%	–
AGN	New	ALLERGAN PLCput	$1,000	–	20	–	0.00%	–
F	New	FORD MTR CO DELput	$1,000	–	120	–	0.00%	–
MS	New	MORGAN STANLEYput	$0	–	30	–	0.00%	–
GT	New	GOODYEAR TIRE & RUBR COput	$0	–	50	–	0.00%	–
LVS	New	LAS VEGAS SANDS CORPput	$1,000	–	150	–	0.00%	–
MA	New	MASTERCARD INCORPORATEDput	$0	–	100	–	0.00%	–
GOOGL	New	ALPHABET INCput	$0	–	5	–	0.00%	–
MSFT	Buy	MICROSOFT CORPput	$1,000	–	80	+60.0%	0.00%	–
GM	Exit	GENERAL MTRS COput	$0	–	-50	–	0.00%	–
BBY	Buy	BEST BUY INCput	$1,000	0.0%	110	+83.3%	0.00%	–
CAT	New	CATERPILLAR INC DELput	$1,000	–	40	–	0.00%	–
TSO	New	TESORO CORPput	$0	–	50	–	0.00%	–
AAPL	Buy	APPLE INCput	$0	–	100	+100.0%	0.00%	–
ANTM	New	ANTHEM INCput	$1,000	–	15	–	0.00%	–
DRH	Exit	DIAMONDROCK HOSPITALITY CO	$0	–	-16,200	–	-0.05%	–
FLO	Exit	FLOWERS FOODS INC	$0	–	-10,600	–	-0.06%	–
FE	Exit	FIRSTENERGY CORP	$0	–	-5,800	–	-0.06%	–
BRX	Exit	BRIXMOR PPTY GROUP INC	$0	–	-7,800	–	-0.07%	–
INT	Exit	WORLD FUEL SVCS CORP	$0	–	-4,300	–	-0.07%	–
ABC	Exit	AMERISOURCEBERGEN CORP	$0	–	-2,600	–	-0.07%	–
GEF	Exit	GREIF INCcl a	$0	–	-5,500	–	-0.07%	–
CNP	Exit	CENTERPOINT ENERGY INC	$0	–	-8,500	–	-0.07%	–
IRM	Exit	IRON MTN INC NEW	$0	–	-5,200	–	-0.07%	–
EIX	Exit	EDISON INTL	$0	–	-2,700	–	-0.07%	–
RS	Exit	RELIANCE STEEL & ALUMINUM CO	$0	–	-2,800	–	-0.07%	–
HPT	Exit	HOSPITALITY PPTYS TR	$0	–	-7,700	–	-0.07%	–
VRX	Exit	VALEANT PHARMACEUTICALS INTL	$0	–	-17,379	–	-0.11%	–
WPG	Exit	WP GLIMCHER IN	$0	–	-39,371	–	-0.14%	–
URI	Exit	UNITED RENTALS INC	$0	–	-10,842	–	-0.23%	–
OKE	Exit	ONEOK INC NEW	$0	–	-16,386	–	-0.25%	–
MU	Exit	MICRON TECHNOLOGY INC	$0	–	-57,663	–	-0.26%	–
PACW	Exit	PACWEST BANCORP DEL	$0	–	-20,886	–	-0.27%	–
BRCD	Exit	BROCADE COMMUNICATIONS SYS I	$0	–	-90,980	–	-0.27%	–
ESV	Exit	ENSCO PLC	$0	–	-87,171	–	-0.27%	–
OI	Exit	OWENS ILL INC	$0	–	-47,036	–	-0.27%	–
DAR	Exit	DARLING INGREDIENTS INC	$0	–	-57,081	–	-0.27%	–
SVU	Exit	SUPERVALU INC	$0	–	-188,909	–	-0.29%	–
ESRX	Exit	EXPRESS SCRIPTS HLDG CO	$0	–	-11,919	–	-0.29%	–
NTRS	Exit	NORTHERN TR CORP	$0	–	-13,584	–	-0.29%	–
HCA	Exit	HCA HOLDINGS INC	$0	–	-12,106	–	-0.30%	–
UNFI	Exit	UNITED NAT FOODS INC	$0	–	-21,372	–	-0.32%	–
EMC	Exit	E M C CORP MASS	$0	–	-53,889	–	-0.47%	–
KHC	Exit	KRAFT HEINZ CO	$0	–	-17,534	–	-0.50%	–
WDC	Exit	WESTERN DIGITAL CORP	$0	–	-38,772	–	-0.59%	–
RRD	Exit	DONNELLEY R R & SONS CO	$0	–	-499,187	–	-2.72%	–

Q2 2016

			Value		Shares		↓ Weighting
IP	New	INTL PAPER CO	$9,089,000	–	214,455	–	2.92%	–
VZ	New	VERIZON COMMUNICATIONS INC	$8,926,000	–	159,845	–	2.87%	–
GM	New	GENERAL MTRS CO	$8,721,000	–	308,164	–	2.81%	–
MO	New	ALTRIA GROUP INC	$8,579,000	–	124,400	–	2.76%	–
CXW	New	CORRECTIONS CORP AMER NEW	$8,447,000	–	241,210	–	2.72%	–
RRD	New	DONNELLEY R R & SONS CO	$8,446,000	–	499,187	–	2.72%	–
F	New	FORD MTR CO DEL	$8,365,000	–	665,457	–	2.69%	–
PM	New	PHILIP MORRIS INTL INC	$8,161,000	–	80,229	–	2.62%	–
ABBV	New	ABBVIE INC	$8,097,000	–	130,785	–	2.60%	–
AEP	New	AMERICAN ELEC PWR INC	$8,010,000	–	114,278	–	2.58%	–
ETR	New	ENTERGY CORP NEW	$7,984,000	–	98,147	–	2.57%	–
DUK	New	DUKE ENERGY CORP NEW	$7,904,000	–	92,129	–	2.54%	–
HCP	New	HCP INC	$7,705,000	–	217,780	–	2.48%	–
LPT	New	LIBERTY PPTY TRsh ben int	$7,668,000	–	193,052	–	2.47%	–
MAA	New	MID-AMER APT CMNTYS INC	$7,432,000	–	69,851	–	2.39%	–
CPT	New	CAMDEN PPTY TRsh ben int	$7,374,000	–	83,399	–	2.37%	–
PPL	New	PPL CORP	$7,036,000	–	186,371	–	2.26%	–
ETN	New	EATON CORP PLC	$7,013,000	–	117,408	–	2.26%	–
LVS	New	LAS VEGAS SANDS CORP	$6,771,000	–	155,692	–	2.18%	–
DOW	New	DOW CHEM CO	$2,267,000	–	45,601	–	0.73%	–
WDC	New	WESTERN DIGITAL CORP	$1,832,000	–	38,772	–	0.59%	–
HPQ	New	HP INC	$1,772,000	–	141,215	–	0.57%	–
JPM	New	JPMORGAN CHASE & CO	$1,693,000	–	27,243	–	0.54%	–
C	New	CITIGROUP INC	$1,695,000	–	39,988	–	0.54%	–
BAC	New	BANK AMER CORP	$1,675,000	–	126,240	–	0.54%	–
FITB	New	FIFTH THIRD BANCORP	$1,649,000	–	93,764	–	0.53%	–
LNG	New	CHENIERE ENERGY INC	$1,644,000	–	43,792	–	0.53%	–
WBA	New	WALGREENS BOOTS ALLIANCE INC	$1,626,000	–	19,526	–	0.52%	–
LYB	New	LYONDELLBASELL INDUSTRIES N	$1,623,000	–	21,814	–	0.52%	–
AAPL	New	APPLE INC	$1,597,000	–	16,701	–	0.51%	–
TDG	New	TRANSDIGM GROUP INC	$1,589,000	–	6,025	–	0.51%	–
RF	New	REGIONS FINL CORP NEW	$1,584,000	–	186,120	–	0.51%	–
OII	New	OCEANEERING INTL INC	$1,562,000	–	52,322	–	0.50%	–
OFC	New	CORPORATE OFFICE PPTYS TRsh ben int	$1,556,000	–	52,627	–	0.50%	–
KHC	New	KRAFT HEINZ CO	$1,551,000	–	17,534	–	0.50%	–
AMZN	New	AMAZON COM INC	$1,534,000	–	2,143	–	0.49%	–
AGN	New	ALLERGAN PLC	$1,506,000	–	6,519	–	0.48%	–
MSFT	New	MICROSOFT CORP	$1,505,000	–	29,416	–	0.48%	–
HFC	New	HOLLYFRONTIER CORP	$1,504,000	–	63,271	–	0.48%	–
ADBE	New	ADOBE SYS INC	$1,481,000	–	15,457	–	0.48%	–
PCLN	New	PRICELINE GRP INC	$1,473,000	–	1,180	–	0.47%	–
MHK	New	MOHAWK INDS INC	$1,474,000	–	7,768	–	0.47%	–
CXP	New	COLUMBIA PPTY TR INC	$1,463,000	–	68,377	–	0.47%	–
EMC	New	E M C CORP MASS	$1,464,000	–	53,889	–	0.47%	–
GOOGL	New	ALPHABET INCcap stk cl a	$1,456,000	–	2,070	–	0.47%	–
FB	New	FACEBOOK INCcl a	$1,451,000	–	12,701	–	0.47%	–
TEVA	New	TEVA PHARMACEUTICAL INDS LTDadr	$1,451,000	–	28,884	–	0.47%	–
CHTR	New	CHARTER COMMUNICATIONS INC Ncl a	$1,434,000	–	6,272	–	0.46%	–
PRU	New	PRUDENTIAL FINL INC	$1,431,000	–	20,060	–	0.46%	–
GT	New	GOODYEAR TIRE & RUBR CO	$1,424,000	–	55,477	–	0.46%	–
AAL	New	AMERICAN AIRLS GROUP INC	$1,412,000	–	49,874	–	0.45%	–
AIG	New	AMERICAN INTL GROUP INC	$1,402,000	–	26,504	–	0.45%	–
UAL	New	UNITED CONTL HLDGS INC	$1,400,000	–	34,125	–	0.45%	–
PYPL	New	PAYPAL HLDGS INC	$1,400,000	–	38,340	–	0.45%	–
MA	New	MASTERCARD INCcl a	$1,376,000	–	15,628	–	0.44%	–
MET	New	METLIFE INC	$1,375,000	–	34,534	–	0.44%	–
LNC	New	LINCOLN NATL CORP IND	$1,343,000	–	34,646	–	0.43%	–
JD	New	JD COM INCspon adr cl a	$1,344,000	–	63,318	–	0.43%	–
AER	New	AERCAP HOLDINGS NV	$1,328,000	–	39,538	–	0.43%	–
UNM	New	UNUM GROUP	$1,277,000	–	40,181	–	0.41%	–
LBTYK	New	LIBERTY GLOBAL PLC	$1,215,000	–	42,393	–	0.39%	–
AES	New	AES CORP	$1,174,000	–	94,103	–	0.38%	–
SNH	New	SENIOR HSG PPTYS TRsh ben int	$1,098,000	–	52,710	–	0.35%	–
MS	New	MORGAN STANLEY	$1,089,000	–	41,909	–	0.35%	–
TSN	New	TYSON FOODS INCcl a	$1,064,000	–	15,928	–	0.34%	–
COF	New	CAPITAL ONE FINL CORP	$1,017,000	–	16,007	–	0.33%	–
UNFI	New	UNITED NAT FOODS INC	$1,000,000	–	21,372	–	0.32%	–
NUS	New	NU SKIN ENTERPRISES INCcl a	$987,000	–	21,361	–	0.32%	–
MCK	New	MCKESSON CORP	$986,000	–	5,281	–	0.32%	–
WMT	New	WAL-MART STORES INC	$980,000	–	13,422	–	0.32%	–
ANTM	New	ANTHEM INC	$977,000	–	7,435	–	0.31%	–
LUMN	New	CENTURYLINK INC	$977,000	–	33,694	–	0.31%	–
AET	New	AETNA INC NEW	$969,000	–	7,935	–	0.31%	–
MPC	New	MARATHON PETE CORP	$967,000	–	25,481	–	0.31%	–
CAH	New	CARDINAL HEALTH INC	$965,000	–	12,376	–	0.31%	–
GS	New	GOLDMAN SACHS GROUP INC	$957,000	–	6,443	–	0.31%	–
HP	New	HELMERICH & PAYNE INC	$950,000	–	14,152	–	0.31%	–
WFC	New	WELLS FARGO & CO NEW	$951,000	–	20,092	–	0.31%	–
STI	New	SUNTRUST BKS INC	$951,000	–	23,155	–	0.31%	–
BBT	New	BB&T CORP	$949,000	–	26,661	–	0.30%	–
DFS	New	DISCOVER FINL SVCS	$949,000	–	17,717	–	0.30%	–
AXP	New	AMERICAN EXPRESS CO	$939,000	–	15,448	–	0.30%	–
T	New	AT&T INC	$935,000	–	21,645	–	0.30%	–
HCA	New	HCA HOLDINGS INC	$932,000	–	12,106	–	0.30%	–
TRN	New	TRINITY INDS INC	$931,000	–	50,112	–	0.30%	–
ED	New	CONSOLIDATED EDISON INC	$928,000	–	11,538	–	0.30%	–
LPNT	New	LIFEPOINT HEALTH INC	$927,000	–	14,188	–	0.30%	–
INGR	New	INGREDION INC	$923,000	–	7,133	–	0.30%	–
USB	New	US BANCORP DEL	$924,000	–	22,914	–	0.30%	–
SCG	New	SCANA CORP NEW	$921,000	–	12,172	–	0.30%	–
NAVI	New	NAVIENT CORP	$919,000	–	76,920	–	0.30%	–
SO	New	SOUTHERN CO	$918,000	–	17,126	–	0.30%	–
PNC	New	PNC FINL SVCS GROUP INC	$910,000	–	11,177	–	0.29%	–
NTRS	New	NORTHERN TR CORP	$900,000	–	13,584	–	0.29%	–
ESRX	New	EXPRESS SCRIPTS HLDG CO	$903,000	–	11,919	–	0.29%	–
CAT	New	CATERPILLAR INC DEL	$902,000	–	11,900	–	0.29%	–
JBL	New	JABIL CIRCUIT INC	$899,000	–	48,677	–	0.29%	–
AVT	New	AVNET INC	$897,000	–	22,140	–	0.29%	–
JNJ	New	JOHNSON & JOHNSON	$896,000	–	7,386	–	0.29%	–
KEY	New	KEYCORP NEW	$895,000	–	80,954	–	0.29%	–
SON	New	SONOCO PRODS CO	$892,000	–	17,966	–	0.29%	–
SVU	New	SUPERVALU INC	$892,000	–	188,909	–	0.29%	–
HBAN	New	HUNTINGTON BANCSHARES INC	$890,000	–	99,564	–	0.29%	–
SPLS	New	STAPLES INC	$883,000	–	102,471	–	0.28%	–
ZION	New	ZIONS BANCORPORATION	$884,000	–	35,184	–	0.28%	–
CFG	New	CITIZENS FINL GROUP INC	$884,000	–	44,233	–	0.28%	–
GPS	New	GAP INC DEL	$881,000	–	41,503	–	0.28%	–
LB	New	L BRANDS INC	$880,000	–	13,104	–	0.28%	–
VLO	New	VALERO ENERGY CORP NEW	$874,000	–	17,138	–	0.28%	–
CA	New	CA INC	$873,000	–	26,594	–	0.28%	–
TSO	New	TESORO CORP	$875,000	–	11,680	–	0.28%	–
GRMN	New	GARMIN LTD	$875,000	–	20,638	–	0.28%	–
XOM	New	EXXON MOBIL CORP	$869,000	–	9,274	–	0.28%	–
BG	New	BUNGE LIMITED	$870,000	–	14,705	–	0.28%	–
M	New	MACYS INC	$870,000	–	25,898	–	0.28%	–
NTAP	New	NETAPP INC	$867,000	–	35,258	–	0.28%	–
MOS	New	MOSAIC CO NEW	$868,000	–	33,136	–	0.28%	–
BBY	New	BEST BUY INC	$868,000	–	28,366	–	0.28%	–
PFE	New	PFIZER INC	$868,000	–	24,666	–	0.28%	–
LMT	New	LOCKHEED MARTIN CORP	$860,000	–	3,464	–	0.28%	–
TUP	New	TUPPERWARE BRANDS CORP	$861,000	–	15,304	–	0.28%	–
UFS	New	DOMTAR CORP	$862,000	–	24,612	–	0.28%	–
EMR	New	EMERSON ELEC CO	$857,000	–	16,425	–	0.28%	–
FDP	New	FRESH DEL MONTE PRODUCE INCord	$854,000	–	15,681	–	0.28%	–
CSCO	New	CISCO SYS INC	$854,000	–	29,752	–	0.28%	–
DAR	New	DARLING INGREDIENTS INC	$851,000	–	57,081	–	0.27%	–
OI	New	OWENS ILL INC	$847,000	–	47,036	–	0.27%	–
ESV	New	ENSCO PLC	$846,000	–	87,171	–	0.27%	–
R	New	RYDER SYS INC	$841,000	–	13,759	–	0.27%	–
BRCD	New	BROCADE COMMUNICATIONS SYS I	$835,000	–	90,980	–	0.27%	–
PACW	New	PACWEST BANCORP DEL	$831,000	–	20,886	–	0.27%	–
WU	New	WESTERN UN CO	$830,000	–	43,272	–	0.27%	–
HUN	New	HUNTSMAN CORP	$820,000	–	60,941	–	0.26%	–
MCD	New	MCDONALDS CORP	$817,000	–	6,788	–	0.26%	–
PCAR	New	PACCAR INC	$809,000	–	15,590	–	0.26%	–
DAL	New	DELTA AIR LINES INC DEL	$805,000	–	22,087	–	0.26%	–
WFM	New	WHOLE FOODS MKT INC	$803,000	–	25,088	–	0.26%	–
WNR	New	WESTERN REFNG INC	$795,000	–	38,539	–	0.26%	–
MU	New	MICRON TECHNOLOGY INC	$793,000	–	57,663	–	0.26%	–
PBCT	New	PEOPLES UNITED FINANCIAL INC	$791,000	–	53,974	–	0.25%	–
DGX	New	QUEST DIAGNOSTICS INC	$777,000	–	9,545	–	0.25%	–
OKE	New	ONEOK INC NEW	$778,000	–	16,386	–	0.25%	–
CMC	New	COMMERCIAL METALS CO	$774,000	–	45,823	–	0.25%	–
DAN	New	DANA HLDG CORP	$772,000	–	73,086	–	0.25%	–
KO	New	COCA COLA CO	$772,000	–	17,031	–	0.25%	–
MAN	New	MANPOWERGROUP INC	$765,000	–	11,884	–	0.25%	–
PBF	New	PBF ENERGY INCcl a	$760,000	–	31,941	–	0.24%	–
WCG	New	WELLCARE HEALTH PLANS INC	$759,000	–	7,071	–	0.24%	–
PFG	New	PRINCIPAL FINL GROUP INC	$757,000	–	18,412	–	0.24%	–
IBM	New	INTERNATIONAL BUSINESS MACHS	$753,000	–	4,959	–	0.24%	–
CBT	New	CABOT CORP	$741,000	–	16,232	–	0.24%	–
STLD	New	STEEL DYNAMICS INC	$740,000	–	30,194	–	0.24%	–
URI	New	UNITED RENTALS INC	$727,000	–	10,842	–	0.23%	–
FLR	New	FLUOR CORP NEW	$721,000	–	14,633	–	0.23%	–
ESRT	New	EMPIRE ST RLTY TR INCcl a	$706,000	–	37,203	–	0.23%	–
TEN	New	TENNECO INC	$697,000	–	14,960	–	0.22%	–
LHO	New	LASALLE HOTEL PPTYS	$697,000	–	29,545	–	0.22%	–
PDM	New	PIEDMONT OFFICE REALTY TR IN	$692,000	–	32,105	–	0.22%	–
AFL	New	AFLAC INC	$657,000	–	9,106	–	0.21%	–
RE	New	EVEREST RE GROUP LTD	$655,000	–	3,586	–	0.21%	–
ALL	New	ALLSTATE CORP	$652,000	–	9,327	–	0.21%	–
AFG	New	AMERICAN FINL GROUP INC OHIO	$642,000	–	8,689	–	0.21%	–
THG	New	HANOVER INS GROUP INC	$632,000	–	7,463	–	0.20%	–
GEO	New	GEO GROUP INC NEW	$557,000	–	16,290	–	0.18%	–
LXP	New	LEXINGTON REALTY TRUST	$525,000	–	51,955	–	0.17%	–
KRG	New	KITE RLTY GROUP TR	$520,000	–	18,549	–	0.17%	–
CUZ	New	COUSINS PPTYS INC	$477,000	–	45,899	–	0.15%	–
GLD	New	SPDR GOLD TRUST	$451,000	–	3,565	–	0.14%	–
CBLAQ	New	CBL & ASSOC PPTYS INC	$444,000	–	47,655	–	0.14%	–
WPG	New	WP GLIMCHER IN	$441,000	–	39,371	–	0.14%	–
VRX	New	VALEANT PHARMACEUTICALS INTL	$350,000	–	17,379	–	0.11%	–
MON	New	MONSANTO CO NEW	$316,000	–	3,051	–	0.10%	–
FSP	New	FRANKLIN STREET PPTYS CORP	$274,000	–	22,368	–	0.09%	–
HPT	New	HOSPITALITY PPTYS TR	$222,000	–	7,700	–	0.07%	–
ADM	New	ARCHER DANIELS MIDLAND CO	$218,000	–	5,086	–	0.07%	–
RS	New	RELIANCE STEEL & ALUMINUM CO	$215,000	–	2,800	–	0.07%	–
EIX	New	EDISON INTL	$210,000	–	2,700	–	0.07%	–
IRM	New	IRON MTN INC NEW	$207,000	–	5,200	–	0.07%	–
INT	New	WORLD FUEL SVCS CORP	$204,000	–	4,300	–	0.07%	–
ABC	New	AMERISOURCEBERGEN CORP	$206,000	–	2,600	–	0.07%	–
CNP	New	CENTERPOINT ENERGY INC	$204,000	–	8,500	–	0.07%	–
GEF	New	GREIF INCcl a	$205,000	–	5,500	–	0.07%	–
BRX	New	BRIXMOR PPTY GROUP INC	$206,000	–	7,800	–	0.07%	–
FE	New	FIRSTENERGY CORP	$202,000	–	5,800	–	0.06%	–
FLO	New	FLOWERS FOODS INC	$199,000	–	10,600	–	0.06%	–
IRET	New	INVESTORS REAL ESTATE TRsh ben int	$171,000	–	26,421	–	0.06%	–
DRH	New	DIAMONDROCK HOSPITALITY CO	$146,000	–	16,200	–	0.05%	–
UAL	New	UNITED CONTL HLDGS INCput	$2,000	–	80	–	0.00%	–
MSFT	New	MICROSOFT CORPput	$0	–	50	–	0.00%	–
WFM	New	WHOLE FOODS MKT INCput	$0	–	50	–	0.00%	–
GM	New	GENERAL MTRS COput	$1,000	–	50	–	0.00%	–
BBY	New	BEST BUY INCput	$1,000	–	60	–	0.00%	–
AAPL	New	APPLE INCput	$0	–	50	–	0.00%	–
GPS	New	GAP INC DELput	$1,000	–	110	–	0.00%	–

Q4 2015

			Value		Shares		↓ Weighting
OLP	Exit	ONE LIBERTY PROPERTIES INC REIT 0.0reit	$0	–	-1,738	–	-0.02%	–
IPI	Exit	INTREPID POTASH INCequity	$0	–	-10,768	–	-0.03%	–
AVD	Exit	AMERICAN VANGUARD CORPequity	$0	–	-7,691	–	-0.04%	–
SMG	Exit	SCOTTS MIRACLE-GRO CO-CL Aequity	$0	–	-1,644	–	-0.04%	–
IRET	Exit	INVESTORS REAL ESTATE TRUST REIT 0.0reit	$0	–	-14,397	–	-0.05%	–
CF	Exit	CF INDUSTRIES HOLDINGS INCequity	$0	–	-2,653	–	-0.05%	–
FSP	Exit	FRANKLIN STREET PROPERTIES C REIT 0.0reit	$0	–	-11,639	–	-0.06%	–
PEI	Exit	PENN REAL ESTATE INVEST TST REIT 0.0reit	$0	–	-8,240	–	-0.07%	–
CLI	Exit	MACK-CALI REALTY CORP REIT 0.0reit	$0	–	-10,522	–	-0.09%	–
LXP	Exit	LEXINGTON REALTY TRUST REIT 0.0reit	$0	–	-27,675	–	-0.10%	–
WPG	Exit	WP GLIMCHER INC REIT 0.0reit	$0	–	-21,921	–	-0.11%	–
GEO	Exit	GEO GROUP INC/THEequity	$0	–	-9,264	–	-0.12%	–
SLV	Exit	ISHARES SILVER TRUST EQUITY HEDGEFUND 0.0equity hedgefund	$0	–	-20,825	–	-0.13%	–
MUR	Exit	MURPHY OIL CORPequity	$0	–	-12,072	–	-0.13%	–
HP	Exit	HELMERICH & PAYNEequity	$0	–	-6,372	–	-0.13%	–
HST	Exit	HOST HOTELS & RESORTS INC REIT 0.0reit	$0	–	-19,094	–	-0.13%	–
NUE	Exit	NUCOR CORPequity	$0	–	-8,007	–	-0.13%	–
PCAR	Exit	PACCAR INCequity	$0	–	-5,809	–	-0.13%	–
MRK	Exit	MERCK & CO. INC.equity	$0	–	-6,362	–	-0.14%	–
EMR	Exit	EMERSON ELECTRIC COequity	$0	–	-7,190	–	-0.14%	–
SON	Exit	SONOCO PRODUCTS COequity	$0	–	-8,543	–	-0.14%	–
NUS	Exit	NU SKIN ENTERPRISES INC - Aequity	$0	–	-7,857	–	-0.14%	–
PFE	Exit	PFIZER INCequity	$0	–	-10,356	–	-0.14%	–
CNP	Exit	CENTERPOINT ENERGY INCequity	$0	–	-18,116	–	-0.14%	–
HE	Exit	HAWAIIAN ELECTRIC INDSequity	$0	–	-11,352	–	-0.14%	–
MIC	Exit	MACQUARIE INFRASTRUCTURE CORequity	$0	–	-4,438	–	-0.14%	–
PDM	Exit	PIEDMONT OFFICE REALTY TRU-A REIT 0.0reit	$0	–	-18,481	–	-0.14%	–
TUP	Exit	TUPPERWARE BRANDS CORPequity	$0	–	-6,732	–	-0.15%	–
JNJ	Exit	JOHNSON & JOHNSONequity	$0	–	-3,577	–	-0.15%	–
WU	Exit	WESTERN UNION COequity	$0	–	-18,277	–	-0.15%	–
RYN	Exit	RAYONIER INC REIT 0.0reit	$0	–	-15,372	–	-0.15%	–
LMT	Exit	LOCKHEED MARTIN CORPequity	$0	–	-1,644	–	-0.15%	–
KO	Exit	COCA-COLA CO/THEequity	$0	–	-8,571	–	-0.15%	–
CSCO	Exit	CISCO SYSTEMS INCequity	$0	–	-13,188	–	-0.15%	–
CA	Exit	CA INCequity	$0	–	-12,686	–	-0.15%	–
PBCT	Exit	PEOPLE'S UNITED FINANCIALequity	$0	–	-22,082	–	-0.15%	–
CLX	Exit	CLOROX COMPANYequity	$0	–	-3,019	–	-0.15%	–
ED	Exit	CONSOLIDATED EDISON INCequity	$0	–	-5,217	–	-0.15%	–
XOM	Exit	EXXON MOBIL CORPequity	$0	–	-4,726	–	-0.15%	–
WRI	Exit	WEINGARTEN REALTY INVESTORS REIT 0.0reit	$0	–	-10,568	–	-0.15%	–
GE	Exit	GENERAL ELECTRIC COequity	$0	–	-13,996	–	-0.16%	–
SCG	Exit	SCANA CORPequity	$0	–	-6,283	–	-0.16%	–
MCD	Exit	MCDONALD'S CORPequity	$0	–	-3,589	–	-0.16%	–
CXP	Exit	COLUMBIA PROPERTY TRUST INC REIT 0.0reit	$0	–	-15,353	–	-0.16%	–
CVX	Exit	CHEVRON CORPequity	$0	–	-4,636	–	-0.16%	–
COP	Exit	CONOCOPHILLIPSequity	$0	–	-7,702	–	-0.16%	–
LB	Exit	L Brands Incequity	$0	–	-4,165	–	-0.16%	–
HPT	Exit	HOSPITALITY PROPERTIES TRUST REIT 0.0reit	$0	–	-18,111	–	-0.20%	–
HME	Exit	HOME PROPERTIES INC REIT 0.0reit	$0	–	-6,927	–	-0.23%	–
CBLAQ	Exit	CBL & ASSOCIATES PROPERTIES REIT 0.0reit	$0	–	-42,734	–	-0.26%	–
GLD	Exit	SPDR GOLD TRUST EQUITY HEDGEFUND 0.0equity hedgefund	$0	–	-5,676	–	-0.27%	–
SUNEQ	Exit	SUNEDISON INCequity	$0	–	-99,671	–	-0.31%	–
HUN	Exit	HUNTSMAN CORPequity	$0	–	-84,899	–	-0.36%	–
VRX	Exit	VALEANT PHARMACEUTICALS INTEequity	$0	–	-5,837	–	-0.46%	–
SPNV	Exit	SUPERIOR ENERGY SERVICES INCequity	$0	–	-85,244	–	-0.47%	–
GPS	Exit	GAP INC/THEequity	$0	–	-38,416	–	-0.48%	–
WCG	Exit	WELLCARE HEALTH PLANS INCequity	$0	–	-12,823	–	-0.48%	–
HNT	Exit	HEALTH NET INCequity	$0	–	-18,411	–	-0.49%	–
BRSWQ	Exit	BRISTOW GROUP INCequity	$0	–	-42,371	–	-0.49%	–
LPNT	Exit	LIFEPOINT HEALTH INCequity	$0	–	-15,723	–	-0.49%	–
DGX	Exit	QUEST DIAGNOSTICSequity	$0	–	-18,185	–	-0.49%	–
AET	Exit	AETNA INCequity	$0	–	-10,225	–	-0.49%	–
UAL	Exit	UNITED CONTINENTAL HOLDINGSequity	$0	–	-21,142	–	-0.49%	–
SVU	Exit	SUPERVALU INCequity	$0	–	-156,122	–	-0.49%	–
CAH	Exit	CARDINAL HEALTH INCequity	$0	–	-14,631	–	-0.49%	–
ANTM	Exit	ANTHEM INCequity	$0	–	-8,095	–	-0.50%	–
EXH	Exit	EXTERRAN HOLDINGS INCequity	$0	–	-63,002	–	-0.50%	–
TGI	Exit	TRIUMPH GROUP INCequity	$0	–	-27,109	–	-0.50%	–
UNH	Exit	UNITEDHEALTH GROUP INCequity	$0	–	-9,838	–	-0.50%	–
ESV	Exit	ENSCO PLC-CL Aequity	$0	–	-81,336	–	-0.50%	–
UFS	Exit	DOMTAR CORPequity	$0	–	-32,006	–	-0.50%	–
AAL	Exit	AMERICAN AIRLINES GROUP INCequity	$0	–	-29,596	–	-0.50%	–
GATX	Exit	GATX CORPequity	$0	–	-26,035	–	-0.50%	–
AER	Exit	AERCAP HOLDINGS NVequity	$0	–	-30,133	–	-0.50%	–
FCX	Exit	FREEPORT-MCMORAN COPPERequity	$0	–	-119,271	–	-0.51%	–
IP	Exit	INTERNATIONAL PAPER COequity	$0	–	-30,597	–	-0.51%	–
FDP	Exit	FRESH DEL MONTE PRODUCE INCequity	$0	–	-29,254	–	-0.51%	–
CMI	Exit	CUMMINS INCequity	$0	–	-10,715	–	-0.51%	–
CBT	Exit	CABOT CORPequity	$0	–	-36,941	–	-0.51%	–
DE	Exit	DEERE & COequity	$0	–	-15,728	–	-0.51%	–
STLD	Exit	STEEL DYNAMICS INCequity	$0	–	-67,732	–	-0.51%	–
CBS	Exit	CBS CORP-CLASS B NON VOTINGequity	$0	–	-29,296	–	-0.51%	–
MPC	Exit	MARATHON PETROLEUM CORPequity	$0	–	-25,247	–	-0.51%	–
UMPQ	Exit	UMPQUA HOLDINGS CORPequity	$0	–	-72,070	–	-0.52%	–
KORS	Exit	MICHAEL KORS HOLDINGS LTDequity	$0	–	-27,891	–	-0.52%	–
RDC	Exit	ROWAN COMPANIES PLCequity	$0	–	-73,005	–	-0.52%	–
CCE	Exit	COCA-COLA ENTERPRISESequity	$0	–	-24,506	–	-0.52%	–
IBM	Exit	INTL BUSINESS MACHINES CORPequity	$0	–	-8,207	–	-0.52%	–
HII	Exit	HUNTINGTON INGALLS INDUSTRIEequity	$0	–	-11,126	–	-0.52%	–
J	Exit	JACOBS ENGINEERING GROUP INCequity	$0	–	-31,885	–	-0.52%	–
BAC	Exit	BANK OF AMERICA CORPequity	$0	–	-76,611	–	-0.52%	–
PRU	Exit	PRUDENTIAL FINANCIAL INCequity	$0	–	-15,667	–	-0.52%	–
LUMN	Exit	CENTURYLINK INCequity	$0	–	-47,614	–	-0.52%	–
NTAP	Exit	NETAPP INCequity	$0	–	-40,389	–	-0.52%	–
GT	Exit	GOODYEAR TIRE & RUBBER COequity	$0	–	-40,824	–	-0.52%	–
SNX	Exit	SYNNEX CORPequity	$0	–	-14,106	–	-0.53%	–
VLO	Exit	VALERO ENERGY CORPequity	$0	–	-19,927	–	-0.53%	–
WNR	Exit	WESTERN REFINING INCequity	$0	–	-27,157	–	-0.53%	–
LNC	Exit	LINCOLN NATIONAL CORPequity	$0	–	-25,239	–	-0.53%	–
THO	Exit	THOR INDUSTRIES INCequity	$0	–	-23,205	–	-0.53%	–
JPM	Exit	JPMORGAN CHASE & COequity	$0	–	-19,774	–	-0.53%	–
WFM	Exit	WHOLE FOODS MARKET INCequity	$0	–	-38,073	–	-0.53%	–
BBY	Exit	BEST BUY CO INCequity	$0	–	-32,550	–	-0.53%	–
MET	Exit	METLIFE INCequity	$0	–	-25,641	–	-0.53%	–
WMT	Exit	WAL-MART STORES INCequity	$0	–	-18,667	–	-0.53%	–
IM	Exit	INGRAM MICRO INC-CL Aequity	$0	–	-44,538	–	-0.53%	–
UNM	Exit	UNUM GROUPequity	$0	–	-37,906	–	-0.53%	–
CFR	Exit	CULLEN/FROST BANKERS INCequity	$0	–	-19,148	–	-0.53%	–
DAR	Exit	DARLING INTERNATIONAL INCequity	$0	–	-108,488	–	-0.54%	–
PBF	Exit	PBF ENERGY INCequity	$0	–	-43,394	–	-0.54%	–
LBTYK	Exit	LIBERTY GLOBAL PLC-SERIES Cequity	$0	–	-29,970	–	-0.54%	–
AGN	Exit	ALLERGAN PLCequity	$0	–	-4,542	–	-0.54%	–
LEA	Exit	LEAR CORPequity	$0	–	-11,354	–	-0.54%	–
HCA	Exit	HCA HOLDINGS INCequity	$0	–	-16,008	–	-0.54%	–
BG	Exit	BUNGE LTDequity	$0	–	-16,900	–	-0.54%	–
AA	Exit	ALCOA INCequity	$0	–	-129,785	–	-0.55%	–
TEN	Exit	TENNECO INCequity	$0	–	-28,165	–	-0.55%	–
MOS	Exit	MOSAIC CO/THEequity	$0	–	-40,598	–	-0.55%	–
EBAY	Exit	EBAY INCequity	$0	–	-51,854	–	-0.56%	–
TEX	Exit	TEREX CORPequity	$0	–	-70,797	–	-0.56%	–
TDG	Exit	TRANSDIGM GROUP INCequity	$0	–	-5,976	–	-0.56%	–
SNDK	Exit	SANDISK CORPequity	$0	–	-23,354	–	-0.56%	–
AIG	Exit	AMERICAN INTERNATIONAL GROUPequity	$0	–	-22,768	–	-0.57%	–
HTZ	Exit	HERTZ GLOBAL HOLDINGS INCequity	$0	–	-77,321	–	-0.57%	–
WBA	Exit	WALGREEN COequity	$0	–	-15,755	–	-0.57%	–
INGR	Exit	INGREDION INCORPORATEDequity	$0	–	-15,044	–	-0.58%	–
MDLZ	Exit	MONDELEZ INTERNATIONAL INCequity	$0	–	-31,538	–	-0.58%	–
MA	Exit	MASTERCARD INC-CLASS Aequity	$0	–	-14,885	–	-0.59%	–
GOOGL	Exit	ALPHABET INC-CL Aequity	$0	–	-2,105	–	-0.59%	–
MSFT	Exit	MICROSOFT CORPequity	$0	–	-30,775	–	-0.60%	–
CHTR	Exit	CHARTER COMMUNICATION-Aequity	$0	–	-7,757	–	-0.60%	–
AAPL	Exit	APPLE INCequity	$0	–	-12,453	–	-0.60%	–
JBL	Exit	JABIL CIRCUIT INCequity	$0	–	-61,494	–	-0.60%	–
PCLN	Exit	PRICELINE.COM INCequity	$0	–	-1,118	–	-0.61%	–
ADM	Exit	ARCHER-DANIELS-MIDLAND COequity	$0	–	-33,670	–	-0.61%	–
BAX	Exit	BAXTER INTERNATIONAL INCequity	$0	–	-42,566	–	-0.61%	–
MON	Exit	MONSANTO COequity	$0	–	-17,734	–	-0.66%	–
MSI	Exit	MOTOROLA SOLUTIONS INCequity	$0	–	-22,289	–	-0.67%	–
LYB	Exit	LYONDELLBASELL INDU-CL Aequity	$0	–	-18,395	–	-0.67%	–
GLW	Exit	CORNING INCequity	$0	–	-91,890	–	-0.69%	–
DOW	Exit	DOW CHEMICALequity	$0	–	-40,447	–	-0.75%	–
C	Exit	CITIGROUP INCequity	$0	–	-49,474	–	-1.08%	–
MU	Exit	MICRON TECHNOLOGY INCequity	$0	–	-163,812	–	-1.08%	–
LVS	Exit	LAS VEGAS SANDS CORPequity	$0	–	-127,102	–	-2.12%	–
HCP	Exit	HCP INC REIT 0.0reit	$0	–	-161,752	–	-2.64%	–
VZ	Exit	VERIZON COMMUNICATIONS INCequity	$0	–	-138,618	–	-2.65%	–
LPT	Exit	LIBERTY PROPERTY TRUST REIT 0.0reit	$0	–	-192,142	–	-2.66%	–
CPT	Exit	CAMDEN PROPERTY TRUST REIT 0.0reit	$0	–	-81,953	–	-2.66%	–
ETR	Exit	ENTERGY CORPequity	$0	–	-93,311	–	-2.66%	–
DUK	Exit	DUKE ENERGY CORPequity	$0	–	-86,041	–	-2.72%	–
PM	Exit	PHILIP MORRIS INTERNATIONALequity	$0	–	-78,248	–	-2.72%	–
AEP	Exit	AMERICAN ELECTRIC POWERequity	$0	–	-112,917	–	-2.82%	–
CXW	Exit	CORRECTIONS CORP OF AMERICAequity	$0	–	-222,551	–	-2.88%	–
MO	Exit	ALTRIA GROUP INCequity	$0	–	-124,641	–	-2.97%	–
PPL	Exit	PPL CORPORATIONequity	$0	–	-207,083	–	-2.99%	–
MAA	Exit	MID-AMERICA APARTMENT COMM REIT 0.0reit	$0	–	-87,337	–	-3.14%	–
F	Exit	FORD MOTOR COequity	$0	–	-563,377	–	-3.35%	–
GM	Exit	GENERAL MOTORS COequity	$0	–	-295,995	–	-3.90%	–

Q3 2015

			Value		Shares		↓ Weighting
GM	Buy	GENERAL MOTORS COequity	$8,886,000	+586.2%	295,995	+661.7%	3.90%	+1016.9%
F	Buy	FORD MOTOR COequity	$7,645,000	-8.6%	563,377	+1.1%	3.35%	+48.6%
MAA	Sell	MID-AMERICA APARTMENT COMM REIT 0.0reit	$7,150,000	+10.0%	87,337	-2.2%	3.14%	+78.8%
PPL	Sell	PPL CORPORATIONequity	$6,811,000	+2.3%	207,083	-8.3%	2.99%	+66.4%
MO	Sell	ALTRIA GROUP INCequity	$6,780,000	-1.9%	124,641	-11.8%	2.97%	+59.5%
CXW	Buy	CORRECTIONS CORP OF AMERICAequity	$6,574,000	-6.6%	222,551	+4.6%	2.88%	+51.9%
AEP	Sell	AMERICAN ELECTRIC POWERequity	$6,420,000	-1.5%	112,917	-8.2%	2.82%	+60.2%
PM	Sell	PHILIP MORRIS INTERNATIONALequity	$6,207,000	-4.4%	78,248	-3.3%	2.72%	+55.5%
DUK	Sell	DUKE ENERGY CORPequity	$6,190,000	-2.4%	86,041	-4.2%	2.72%	+58.7%
ETR	Buy	ENTERGY CORPequity	$6,075,000	-4.4%	93,311	+3.5%	2.66%	+55.4%
CPT	Sell	CAMDEN PROPERTY TRUST REIT 0.0reit	$6,056,000	-10.2%	81,953	-9.8%	2.66%	+46.0%
LPT	Sell	LIBERTY PROPERTY TRUST REIT 0.0reit	$6,054,000	-2.4%	192,142	-0.2%	2.66%	+58.8%
VZ	Buy	VERIZON COMMUNICATIONS INCequity	$6,031,000	-6.1%	138,618	+0.6%	2.65%	+52.8%
HCP	Sell	HCP INC REIT 0.0reit	$6,025,000	-5.0%	161,752	-7.0%	2.64%	+54.5%
LVS	Sell	LAS VEGAS SANDS CORPequity	$4,826,000	-32.4%	127,102	-6.4%	2.12%	+10.0%
C	Buy	CITIGROUP INCequity	$2,454,000	+81.0%	49,474	+101.5%	1.08%	+194.0%
MU	Buy	MICRON TECHNOLOGY INCequity	$2,454,000	-5.7%	163,812	+18.7%	1.08%	+53.3%
DOW	Buy	DOW CHEMICALequity	$1,715,000	+288.9%	40,447	+368.8%	0.75%	+531.9%
GLW	New	CORNING INCequity	$1,573,000	–	91,890	–	0.69%	–
LYB	Sell	LYONDELLBASELL INDU-CL Aequity	$1,533,000	-28.4%	18,395	-11.0%	0.67%	+16.5%
MSI	Sell	MOTOROLA SOLUTIONS INCequity	$1,524,000	+17.8%	22,289	-1.2%	0.67%	+91.7%
MON	Buy	MONSANTO COequity	$1,513,000	-6.1%	17,734	+17.2%	0.66%	+52.6%
BAX	New	BAXTER INTERNATIONAL INCequity	$1,398,000	–	42,566	–	0.61%	–
ADM	Sell	ARCHER-DANIELS-MIDLAND COequity	$1,396,000	-28.1%	33,670	-16.4%	0.61%	+16.8%
PCLN	Buy	PRICELINE.COM INCequity	$1,383,000	+7.7%	1,118	+0.3%	0.61%	+75.4%
JBL	New	JABIL CIRCUIT INCequity	$1,376,000	–	61,494	–	0.60%	–
AAPL	Buy	APPLE INCequity	$1,374,000	+5.8%	12,453	+20.2%	0.60%	+72.3%
CHTR	Buy	CHARTER COMMUNICATION-Aequity	$1,364,000	+4.6%	7,757	+1.9%	0.60%	+69.9%
MSFT	Buy	MICROSOFT CORPequity	$1,362,000	+9.0%	30,775	+8.7%	0.60%	+77.2%
GOOGL	New	ALPHABET INC-CL Aequity	$1,344,000	–	2,105	–	0.59%	–
MA	New	MASTERCARD INC-CLASS Aequity	$1,341,000	–	14,885	–	0.59%	–
MDLZ	Sell	MONDELEZ INTERNATIONAL INCequity	$1,320,000	-3.2%	31,538	-4.8%	0.58%	+57.3%
INGR	Sell	INGREDION INCORPORATEDequity	$1,313,000	-26.3%	15,044	-32.6%	0.58%	+19.8%
WBA	Sell	WALGREEN COequity	$1,309,000	-2.2%	15,755	-0.7%	0.57%	+59.0%
AIG	Buy	AMERICAN INTERNATIONAL GROUPequity	$1,294,000	-7.0%	22,768	+1.1%	0.57%	+51.1%
HTZ	Buy	HERTZ GLOBAL HOLDINGS INCequity	$1,294,000	+8.7%	77,321	+17.7%	0.57%	+76.9%
TEX	Sell	TEREX CORPequity	$1,270,000	-24.1%	70,797	-1.6%	0.56%	+23.5%
TDG	Buy	TRANSDIGM GROUP INCequity	$1,269,000	-4.3%	5,976	+1.2%	0.56%	+55.6%
SNDK	Sell	SANDISK CORPequity	$1,269,000	-21.0%	23,354	-15.3%	0.56%	+28.6%
EBAY	Buy	EBAY INCequity	$1,267,000	-7.7%	51,854	+127.6%	0.56%	+50.3%
MOS	Sell	MOSAIC CO/THEequity	$1,263,000	-34.5%	40,598	-1.4%	0.55%	+6.5%
TEN	New	TENNECO INCequity	$1,261,000	–	28,165	–	0.55%	–
AA	Sell	ALCOA INCequity	$1,254,000	-23.3%	129,785	-11.5%	0.55%	+24.7%
BG	Sell	BUNGE LTDequity	$1,239,000	-26.3%	16,900	-11.8%	0.54%	+19.8%
HCA	Sell	HCA HOLDINGS INCequity	$1,238,000	-16.9%	16,008	-2.4%	0.54%	+35.1%
AGN	Buy	ALLERGAN PLCequity	$1,235,000	-10.1%	4,542	+0.3%	0.54%	+46.1%
LEA	New	LEAR CORPequity	$1,235,000	–	11,354	–	0.54%	–
LBTYK	New	LIBERTY GLOBAL PLC-SERIES Cequity	$1,229,000	–	29,970	–	0.54%	–
PBF	New	PBF ENERGY INCequity	$1,225,000	–	43,394	–	0.54%	–
DAR	Sell	DARLING INTERNATIONAL INCequity	$1,219,000	-32.0%	108,488	-11.3%	0.54%	+10.8%
CFR	New	CULLEN/FROST BANKERS INCequity	$1,217,000	–	19,148	–	0.53%	–
UNM	New	UNUM GROUPequity	$1,216,000	–	37,906	–	0.53%	–
IM	New	INGRAM MICRO INC-CL Aequity	$1,213,000	–	44,538	–	0.53%	–
WMT	Sell	WAL-MART STORES INCequity	$1,210,000	-28.2%	18,667	-21.4%	0.53%	+16.7%
MET	New	METLIFE INCequity	$1,209,000	–	25,641	–	0.53%	–
BBY	Sell	BEST BUY CO INCequity	$1,208,000	-26.6%	32,550	-35.5%	0.53%	+19.4%
JPM	New	JPMORGAN CHASE & COequity	$1,206,000	–	19,774	–	0.53%	–
WFM	New	WHOLE FOODS MARKET INCequity	$1,205,000	–	38,073	–	0.53%	–
THO	Sell	THOR INDUSTRIES INCequity	$1,202,000	-27.7%	23,205	-21.5%	0.53%	+17.4%
WNR	New	WESTERN REFINING INCequity	$1,198,000	–	27,157	–	0.53%	–
LNC	New	LINCOLN NATIONAL CORPequity	$1,198,000	–	25,239	–	0.53%	–
SNX	New	SYNNEX CORPequity	$1,200,000	–	14,106	–	0.53%	–
VLO	Sell	VALERO ENERGY CORPequity	$1,198,000	-32.0%	19,927	-29.2%	0.53%	+10.7%
GT	Sell	GOODYEAR TIRE & RUBBER COequity	$1,197,000	-27.2%	40,824	-25.2%	0.52%	+18.2%
NTAP	New	NETAPP INCequity	$1,196,000	–	40,389	–	0.52%	–
LUMN	Sell	CENTURYLINK INCequity	$1,196,000	-28.6%	47,614	-16.5%	0.52%	+16.2%
BAC	New	BANK OF AMERICA CORPequity	$1,194,000	–	76,611	–	0.52%	–
PRU	New	PRUDENTIAL FINANCIAL INCequity	$1,194,000	–	15,667	–	0.52%	–
HII	Sell	HUNTINGTON INGALLS INDUSTRIEequity	$1,192,000	-29.0%	11,126	-25.5%	0.52%	+15.5%
J	Sell	JACOBS ENGINEERING GROUP INCequity	$1,193,000	-27.6%	31,885	-21.4%	0.52%	+17.5%
IBM	Sell	INTL BUSINESS MACHINES CORPequity	$1,190,000	-29.3%	8,207	-20.7%	0.52%	+15.0%
CCE	Sell	COCA-COLA ENTERPRISESequity	$1,185,000	-28.5%	24,506	-35.8%	0.52%	+16.3%
RDC	Sell	ROWAN COMPANIES PLCequity	$1,179,000	-30.3%	73,005	-8.9%	0.52%	+13.1%
KORS	Sell	MICHAEL KORS HOLDINGS LTDequity	$1,178,000	-27.2%	27,891	-27.4%	0.52%	+18.3%
UMPQ	New	UMPQUA HOLDINGS CORPequity	$1,175,000	–	72,070	–	0.52%	–
MPC	Sell	MARATHON PETROLEUM CORPequity	$1,170,000	-32.1%	25,247	-23.4%	0.51%	+10.3%
CBS	Buy	CBS CORP-CLASS B NON VOTINGequity	$1,169,000	-4.7%	29,296	+32.5%	0.51%	+55.0%
DE	Sell	DEERE & COequity	$1,164,000	-32.5%	15,728	-11.5%	0.51%	+9.9%
CBT	Sell	CABOT CORPequity	$1,166,000	-25.7%	36,941	-12.3%	0.51%	+20.5%
STLD	Sell	STEEL DYNAMICS INCequity	$1,164,000	-27.6%	67,732	-12.8%	0.51%	+17.7%
CMI	Sell	CUMMINS INCequity	$1,163,000	-30.9%	10,715	-16.5%	0.51%	+12.3%
FCX	Buy	FREEPORT-MCMORAN COPPERequity	$1,156,000	-27.8%	119,271	+38.8%	0.51%	+17.4%
IP	Sell	INTERNATIONAL PAPER COequity	$1,156,000	-31.2%	30,597	-13.4%	0.51%	+11.7%
FDP	Sell	FRESH DEL MONTE PRODUCE INCequity	$1,156,000	-31.1%	29,254	-32.6%	0.51%	+12.2%
AER	Buy	AERCAP HOLDINGS NVequity	$1,152,000	-10.4%	30,133	+7.3%	0.50%	+45.5%
GATX	Sell	GATX CORPequity	$1,149,000	-30.8%	26,035	-16.7%	0.50%	+12.5%
AAL	Sell	AMERICAN AIRLINES GROUP INCequity	$1,149,000	-30.4%	29,596	-28.4%	0.50%	+13.3%
ESV	New	ENSCO PLC-CL Aequity	$1,145,000	–	81,336	–	0.50%	–
UFS	Sell	DOMTAR CORPequity	$1,144,000	-29.4%	32,006	-18.2%	0.50%	+14.9%
UNH	Sell	UNITEDHEALTH GROUP INCequity	$1,141,000	-32.7%	9,838	-29.2%	0.50%	+9.4%
TGI	Buy	TRIUMPH GROUP INCequity	$1,141,000	-32.8%	27,109	+5.3%	0.50%	+9.4%
ANTM	Sell	ANTHEM INCequity	$1,133,000	-33.7%	8,095	-22.2%	0.50%	+7.8%
EXH	New	EXTERRAN HOLDINGS INCequity	$1,134,000	–	63,002	–	0.50%	–
CAH	Sell	CARDINAL HEALTH INCequity	$1,124,000	-32.5%	14,631	-26.5%	0.49%	+9.8%
SVU	Sell	SUPERVALU INCequity	$1,121,000	-31.6%	156,122	-22.9%	0.49%	+11.3%
UAL	Sell	UNITED CONTINENTAL HOLDINGSequity	$1,122,000	-32.7%	21,142	-32.8%	0.49%	+9.3%
AET	Sell	AETNA INCequity	$1,119,000	-33.4%	10,225	-22.4%	0.49%	+8.4%
DGX	Sell	QUEST DIAGNOSTICSequity	$1,118,000	-34.5%	18,185	-22.8%	0.49%	+6.3%
LPNT	Sell	LIFEPOINT HEALTH INCequity	$1,115,000	-37.4%	15,723	-23.2%	0.49%	+1.9%
BRSWQ	New	BRISTOW GROUP INCequity	$1,108,000	–	42,371	–	0.49%	–
HNT	Sell	HEALTH NET INCequity	$1,109,000	-35.6%	18,411	-31.5%	0.49%	+4.5%
WCG	Sell	WELLCARE HEALTH PLANS INCequity	$1,105,000	-33.5%	12,823	-34.6%	0.48%	+8.3%
GPS	Sell	GAP INC/THEequity	$1,095,000	-34.9%	38,416	-12.8%	0.48%	+5.7%
SPNV	Buy	SUPERIOR ENERGY SERVICES INCequity	$1,077,000	-37.6%	85,244	+4.0%	0.47%	+1.5%
VRX	Sell	VALEANT PHARMACEUTICALS INTEequity	$1,041,000	-20.5%	5,837	-1.0%	0.46%	+29.5%
HUN	Buy	HUNTSMAN CORPequity	$823,000	-49.5%	84,899	+14.9%	0.36%	-18.0%
SUNEQ	Buy	SUNEDISON INCequity	$716,000	-48.0%	99,671	+116.5%	0.31%	-15.6%
GLD	Sell	SPDR GOLD TRUST EQUITY HEDGEFUND 0.0equity hedgefund	$607,000	-8.4%	5,676	-3.7%	0.27%	+48.6%
CBLAQ	Sell	CBL & ASSOCIATES PROPERTIES REIT 0.0reit	$588,000	-27.0%	42,734	-14.1%	0.26%	+18.9%
HME	Sell	HOME PROPERTIES INC REIT 0.0reit	$518,000	-9.6%	6,927	-11.7%	0.23%	+46.5%
HPT	Sell	HOSPITALITY PROPERTIES TRUST REIT 0.0reit	$463,000	-27.4%	18,111	-18.2%	0.20%	+18.0%
LB	Sell	L Brands Incequity	$375,000	-13.4%	4,165	-17.6%	0.16%	+41.0%
COP	New	CONOCOPHILLIPSequity	$369,000	–	7,702	–	0.16%	–
CVX	Buy	CHEVRON CORPequity	$366,000	-10.1%	4,636	+9.9%	0.16%	+46.4%
CXP	Sell	COLUMBIA PROPERTY TRUST INC REIT 0.0reit	$356,000	-11.7%	15,353	-6.5%	0.16%	+43.1%
MCD	Sell	MCDONALD'S CORPequity	$354,000	-16.3%	3,589	-19.3%	0.16%	+36.0%
GE	Sell	GENERAL ELECTRIC COequity	$353,000	-16.9%	13,996	-12.5%	0.16%	+34.8%
SCG	Sell	SCANA CORPequity	$353,000	-16.2%	6,283	-24.4%	0.16%	+36.0%
XOM	Sell	EXXON MOBIL CORPequity	$351,000	-17.4%	4,726	-7.6%	0.15%	+33.9%
WRI	Sell	WEINGARTEN REALTY INVESTORS REIT 0.0reit	$350,000	-17.1%	10,568	-18.1%	0.15%	+35.1%
ED	Sell	CONSOLIDATED EDISON INCequity	$349,000	-16.7%	5,217	-27.9%	0.15%	+35.4%
CLX	Sell	CLOROX COMPANYequity	$349,000	-16.7%	3,019	-25.1%	0.15%	+35.4%
CSCO	Sell	CISCO SYSTEMS INCequity	$346,000	-16.6%	13,188	-12.8%	0.15%	+35.7%
CA	Sell	CA INCequity	$346,000	-16.4%	12,686	-10.2%	0.15%	+35.7%
PBCT	New	PEOPLE'S UNITED FINANCIALequity	$347,000	–	22,082	–	0.15%	–
KO	New	COCA-COLA CO/THEequity	$344,000	–	8,571	–	0.15%	–
LMT	Sell	LOCKHEED MARTIN CORPequity	$341,000	-95.2%	1,644	-95.7%	0.15%	-92.1%
RYN	Sell	RAYONIER INC REIT 0.0reit	$339,000	-29.4%	15,372	-18.2%	0.15%	+14.6%
WU	Sell	WESTERN UNION COequity	$336,000	-15.8%	18,277	-6.8%	0.15%	+36.1%
JNJ	Sell	JOHNSON & JOHNSONequity	$334,000	-84.1%	3,577	-83.4%	0.15%	-74.1%
TUP	Buy	TUPPERWARE BRANDS CORPequity	$333,000	-21.1%	6,732	+3.0%	0.15%	+28.1%
MIC	New	MACQUARIE INFRASTRUCTURE CORequity	$331,000	–	4,438	–	0.14%	–
PDM	New	PIEDMONT OFFICE REALTY TRU-A REIT 0.0reit	$331,000	–	18,481	–	0.14%	–
CNP	Sell	CENTERPOINT ENERGY INCequity	$327,000	-20.0%	18,116	-15.8%	0.14%	+30.0%
PFE	Sell	PFIZER INCequity	$325,000	-24.4%	10,356	-19.3%	0.14%	+23.3%
HE	Sell	HAWAIIAN ELECTRIC INDSequity	$326,000	-23.5%	11,352	-20.8%	0.14%	+24.3%
NUS	New	NU SKIN ENTERPRISES INC - Aequity	$324,000	–	7,857	–	0.14%	–
SON	Sell	SONOCO PRODUCTS COequity	$322,000	-21.5%	8,543	-10.8%	0.14%	+27.0%
EMR	Buy	EMERSON ELECTRIC COequity	$318,000	-19.9%	7,190	+0.4%	0.14%	+29.9%
MRK	Sell	MERCK & CO. INC.equity	$314,000	-25.9%	6,362	-14.6%	0.14%	+21.1%
PCAR	Sell	PACCAR INCequity	$303,000	-29.4%	5,809	-13.7%	0.13%	+14.7%
HP	Buy	HELMERICH & PAYNEequity	$301,000	-27.3%	6,372	+8.4%	0.13%	+17.9%
NUE	Sell	NUCOR CORPequity	$301,000	-25.7%	8,007	-13.0%	0.13%	+21.1%
HST	New	HOST HOTELS & RESORTS INC REIT 0.0reit	$302,000	–	19,094	–	0.13%	–
MUR	Sell	MURPHY OIL CORPequity	$292,000	-86.2%	12,072	-76.2%	0.13%	-77.5%
SLV	Sell	ISHARES SILVER TRUST EQUITY HEDGEFUND 0.0equity hedgefund	$289,000	-11.1%	20,825	-3.7%	0.13%	+44.3%
GEO	Sell	GEO GROUP INC/THEequity	$276,000	-29.0%	9,264	-18.5%	0.12%	+15.2%
WPG	Sell	WP GLIMCHER INC REIT 0.0reit	$256,000	-31.6%	21,921	-20.7%	0.11%	+10.9%
LXP	Sell	LEXINGTON REALTY TRUST REIT 0.0reit	$224,000	-24.1%	27,675	-20.3%	0.10%	+22.5%
CLI	Sell	MACK-CALI REALTY CORP REIT 0.0reit	$199,000	-19.1%	10,522	-21.2%	0.09%	+31.8%
PEI	Sell	PENN REAL ESTATE INVEST TST REIT 0.0reit	$163,000	-23.8%	8,240	-17.8%	0.07%	+24.1%
FSP	New	FRANKLIN STREET PROPERTIES C REIT 0.0reit	$125,000	–	11,639	–	0.06%	–
CF	New	CF INDUSTRIES HOLDINGS INCequity	$119,000	–	2,653	–	0.05%	–
IRET	New	INVESTORS REAL ESTATE TRUST REIT 0.0reit	$111,000	–	14,397	–	0.05%	–
SMG	New	SCOTTS MIRACLE-GRO CO-CL Aequity	$100,000	–	1,644	–	0.04%	–
AVD	New	AMERICAN VANGUARD CORPequity	$89,000	–	7,691	–	0.04%	–
IPI	New	INTREPID POTASH INCequity	$60,000	–	10,768	–	0.03%	–
OLP	New	ONE LIBERTY PROPERTIES INC REIT 0.0reit	$37,000	–	1,738	–	0.02%	–
ARR	Exit	ARMOUR RESIDENTIAL REIT INC	$0	–	-38,599	–	-0.03%	–
HBM	Exit	HUDBAY MINERALS INC	$0	–	-13,040	–	-0.03%	–
TRQ	Exit	TURQUOISE HILL RES LTD	$0	–	-34,717	–	-0.04%	–
TECK	Exit	TECK RESOURCES LTDcl b	$0	–	-17,762	–	-0.05%	–
SIR	Exit	SELECT INCOME REIT	$0	–	-13,129	–	-0.07%	–
BDN	Exit	BRANDYWINE RLTY TRsh ben int new	$0	–	-25,891	–	-0.09%	–
GRPU	Exit	GRANITE REAL ESTATE INVT TRunit 99/99/9999	$0	–	-10,215	–	-0.10%	–
TDW	Exit	TIDEWATER INC	$0	–	-16,103	–	-0.10%	–
COH	Exit	COACH INC	$0	–	-11,813	–	-0.11%	–
AVX	Exit	AVX CORP NEW	$0	–	-30,434	–	-0.11%	–
SYY	Exit	SYSCO CORP	$0	–	-11,743	–	-0.11%	–
PG	Exit	PROCTER & GAMBLE CO	$0	–	-5,531	–	-0.12%	–
GIS	Exit	GENERAL MLS INC	$0	–	-7,831	–	-0.12%	–
MCY	Exit	MERCURY GENL CORP NEW	$0	–	-8,033	–	-0.12%	–
DBD	Exit	DIEBOLD INC	$0	–	-13,040	–	-0.12%	–
BABA	Exit	ALIBABA GROUP HLDG LTDsponsored ads	$0	–	-14,853	–	-0.33%	–
GOOGL	Exit	GOOGLE INCcl a	$0	–	-2,437	–	-0.36%	–
DG	Exit	DOLLAR GEN CORP NEW	$0	–	-18,510	–	-0.39%	–
AXL	Exit	AMERICAN AXLE & MFG HLDGS IN	$0	–	-77,116	–	-0.44%	–
CVG	Exit	CONVERGYS CORP	$0	–	-64,686	–	-0.44%	–
M	Exit	MACYS INC	$0	–	-24,505	–	-0.45%	–
NCR	Exit	NCR CORP NEW	$0	–	-55,158	–	-0.45%	–
OI	Exit	OWENS ILL INC	$0	–	-72,402	–	-0.45%	–
CNW	Exit	CON-WAY INC	$0	–	-43,375	–	-0.45%	–
CTB	Exit	COOPER TIRE & RUBR CO	$0	–	-49,335	–	-0.45%	–
SM	Exit	SM ENERGY CO	$0	–	-36,227	–	-0.45%	–
SANM	Exit	SANMINA CORPORATION	$0	–	-82,886	–	-0.45%	–
TER	Exit	TERADYNE INC	$0	–	-86,925	–	-0.45%	–
NOV	Exit	NATIONAL OILWELL VARCO INC	$0	–	-34,670	–	-0.45%	–
GCO	Exit	GENESCO INC	$0	–	-25,367	–	-0.45%	–
DNRCQ	Exit	DENBURY RES INC	$0	–	-264,241	–	-0.45%	–
OII	Exit	OCEANEERING INTL INC	$0	–	-36,177	–	-0.46%	–
PTEN	Exit	PATTERSON UTI ENERGY INC	$0	–	-89,773	–	-0.46%	–
PDCO	Exit	PATTERSON COMPANIES INC	$0	–	-34,813	–	-0.46%	–
SATS	Exit	ECHOSTAR CORPcl a	$0	–	-34,819	–	-0.46%	–
K	Exit	KELLOGG CO	$0	–	-27,173	–	-0.46%	–
CPB	Exit	CAMPBELL SOUP CO	$0	–	-35,806	–	-0.46%	–
PLCM	Exit	POLYCOM INC	$0	–	-149,966	–	-0.46%	–
RAI	Exit	REYNOLDS AMERICAN INC	$0	–	-85,309	–	-1.72%	–
BMO	Exit	BANK MONTREAL QUE	$0	–	-108,934	–	-1.74%	–
TD	Exit	TORONTO DOMINION BK ONT	$0	–	-151,891	–	-1.74%	–
TRI	Exit	THOMSON REUTERS CORP	$0	–	-171,093	–	-1.76%	–
ENB	Exit	ENBRIDGE INC	$0	–	-139,770	–	-1.76%	–
CM	Exit	CDN IMPERIAL BK COMM TORONTO	$0	–	-89,545	–	-1.76%	–
SU	Exit	SUNCOR ENERGY INC NEW	$0	–	-239,949	–	-1.78%	–
BCE	Exit	BCE INC	$0	–	-156,473	–	-1.79%	–
SJR	Exit	SHAW COMMUNICATIONS INCcl b conv	$0	–	-306,705	–	-1.80%	–
PBA	Exit	PEMBINA PIPELINE CORP	$0	–	-208,499	–	-1.82%	–
POT	Exit	POTASH CORP SASK INC	$0	–	-218,591	–	-1.83%	–
BNS	Exit	BANK N S HALIFAX	$0	–	-131,735	–	-1.83%	–
TU	Exit	TELUS CORP	$0	–	-199,734	–	-1.86%	–
AGU	Exit	AGRIUM INC	$0	–	-66,094	–	-1.89%	–
DRI	Exit	DARDEN RESTAURANTS INC	$0	–	-106,051	–	-2.03%	–

Q2 2015

			Value		Shares		↓ Weighting
F	New	FORD MTR CO DEL	$8,367,000	–	557,410	–	2.26%	–
DRI	New	DARDEN RESTAURANTS INC	$7,538,000	–	106,051	–	2.03%	–
LVS	New	LAS VEGAS SANDS CORP	$7,136,000	–	135,735	–	1.92%	–
LMT	New	LOCKHEED MARTIN CORP	$7,066,000	–	38,010	–	1.91%	–
CXW	New	CORRECTIONS CORP AMER NEW	$7,038,000	–	212,761	–	1.90%	–
AGU	New	AGRIUM INC	$6,999,000	–	66,094	–	1.89%	–
MO	New	ALTRIA GROUP INC	$6,910,000	–	141,286	–	1.86%	–
TU	New	TELUS CORP	$6,876,000	–	199,734	–	1.86%	–
BNS	New	BANK N S HALIFAX	$6,798,000	–	131,735	–	1.83%	–
POT	New	POTASH CORP SASK INC	$6,767,000	–	218,591	–	1.83%	–
CPT	New	CAMDEN PPTY TRsh ben int	$6,747,000	–	90,837	–	1.82%	–
PBA	New	PEMBINA PIPELINE CORP	$6,737,000	–	208,499	–	1.82%	–
SJR	New	SHAW COMMUNICATIONS INCcl b conv	$6,677,000	–	306,705	–	1.80%	–
PPL	New	PPL CORP	$6,658,000	–	225,939	–	1.80%	–
BCE	New	BCE INC	$6,648,000	–	156,473	–	1.79%	–
SU	New	SUNCOR ENERGY INC NEW	$6,607,000	–	239,949	–	1.78%	–
CM	New	CDN IMPERIAL BK COMM TORONTO	$6,538,000	–	89,545	–	1.76%	–
ENB	New	ENBRIDGE INC	$6,534,000	–	139,770	–	1.76%	–
AEP	New	AMERICAN ELEC PWR INC	$6,515,000	–	122,995	–	1.76%	–
TRI	New	THOMSON REUTERS CORP	$6,513,000	–	171,093	–	1.76%	–
MAA	New	MID-AMER APT CMNTYS INC	$6,501,000	–	89,286	–	1.75%	–
PM	New	PHILIP MORRIS INTL INC	$6,490,000	–	80,950	–	1.75%	–
TD	New	TORONTO DOMINION BK ONT	$6,460,000	–	151,891	–	1.74%	–
BMO	New	BANK MONTREAL QUE	$6,453,000	–	108,934	–	1.74%	–
VZ	New	VERIZON COMMUNICATIONS INC	$6,420,000	–	137,732	–	1.73%	–
RAI	New	REYNOLDS AMERICAN INC	$6,369,000	–	85,309	–	1.72%	–
ETR	New	ENTERGY CORP NEW	$6,356,000	–	90,155	–	1.72%	–
HCP	New	HCP INC	$6,343,000	–	173,931	–	1.71%	–
DUK	New	DUKE ENERGY CORP NEW	$6,343,000	–	89,822	–	1.71%	–
LPT	New	LIBERTY PPTY TRsh ben int	$6,200,000	–	192,442	–	1.67%	–
MU	New	MICRON TECHNOLOGY INC	$2,601,000	–	138,057	–	0.70%	–
LYB	New	LYONDELLBASELL INDUSTRIES N	$2,140,000	–	20,670	–	0.58%	–
MUR	New	MURPHY OIL CORP	$2,110,000	–	50,763	–	0.57%	–
JNJ	New	JOHNSON & JOHNSON	$2,102,000	–	21,566	–	0.57%	–
ADM	New	ARCHER DANIELS MIDLAND CO	$1,942,000	–	40,264	–	0.52%	–
MOS	New	MOSAIC CO NEW	$1,929,000	–	41,178	–	0.52%	–
DAR	New	DARLING INGREDIENTS INC	$1,792,000	–	122,243	–	0.48%	–
INGR	New	INGREDION INC	$1,781,000	–	22,317	–	0.48%	–
LPNT	New	LIFEPOINT HEALTH INC	$1,780,000	–	20,466	–	0.48%	–
VLO	New	VALERO ENERGY CORP NEW	$1,761,000	–	28,138	–	0.48%	–
SPNV	New	SUPERIOR ENERGY SVCS INC	$1,725,000	–	81,978	–	0.46%	–
MPC	New	MARATHON PETE CORP	$1,724,000	–	32,966	–	0.46%	–
HNT	New	HEALTH NET INC	$1,723,000	–	26,876	–	0.46%	–
DE	New	DEERE & CO	$1,725,000	–	17,777	–	0.46%	–
PLCM	New	POLYCOM INC	$1,716,000	–	149,966	–	0.46%	–
DGX	New	QUEST DIAGNOSTICS INC	$1,708,000	–	23,549	–	0.46%	–
ANTM	New	ANTHEM INC	$1,708,000	–	10,405	–	0.46%	–
CPB	New	CAMPBELL SOUP CO	$1,706,000	–	35,806	–	0.46%	–
K	New	KELLOGG CO	$1,704,000	–	27,173	–	0.46%	–
TGI	New	TRIUMPH GROUP INC NEW	$1,698,000	–	25,737	–	0.46%	–
UNH	New	UNITEDHEALTH GROUP INC	$1,696,000	–	13,901	–	0.46%	–
RDC	New	ROWAN COMPANIES PLC	$1,692,000	–	80,168	–	0.46%	–
PDCO	New	PATTERSON COMPANIES INC	$1,694,000	–	34,813	–	0.46%	–
SATS	New	ECHOSTAR CORPcl a	$1,695,000	–	34,819	–	0.46%	–
PTEN	New	PATTERSON UTI ENERGY INC	$1,689,000	–	89,773	–	0.46%	–
OII	New	OCEANEERING INTL INC	$1,685,000	–	36,177	–	0.46%	–
WMT	New	WAL-MART STORES INC	$1,685,000	–	23,753	–	0.46%	–
IP	New	INTL PAPER CO	$1,681,000	–	35,331	–	0.45%	–
BG	New	BUNGE LIMITED	$1,682,000	–	19,155	–	0.45%	–
CMI	New	CUMMINS INC	$1,683,000	–	12,829	–	0.45%	–
DNRCQ	New	DENBURY RES INC	$1,681,000	–	264,241	–	0.45%	–
GPS	New	GAP INC DEL	$1,682,000	–	44,069	–	0.45%	–
IBM	New	INTERNATIONAL BUSINESS MACHS	$1,684,000	–	10,354	–	0.45%	–
HII	New	HUNTINGTON INGALLS INDS INC	$1,680,000	–	14,925	–	0.45%	–
AET	New	AETNA INC NEW	$1,679,000	–	13,174	–	0.45%	–
TER	New	TERADYNE INC	$1,677,000	–	86,925	–	0.45%	–
FDP	New	FRESH DEL MONTE PRODUCE INCord	$1,677,000	–	43,382	–	0.45%	–
LUMN	New	CENTURYLINK INC	$1,676,000	–	57,048	–	0.45%	–
GCO	New	GENESCO INC	$1,675,000	–	25,367	–	0.45%	–
NOV	New	NATIONAL OILWELL VARCO INC	$1,674,000	–	34,670	–	0.45%	–
SM	New	SM ENERGY CO	$1,671,000	–	36,227	–	0.45%	–
SANM	New	SANMINA CORPORATION	$1,671,000	–	82,886	–	0.45%	–
TEX	New	TEREX CORP NEW	$1,673,000	–	71,939	–	0.45%	–
CTB	New	COOPER TIRE & RUBR CO	$1,669,000	–	49,335	–	0.45%	–
UAL	New	UNITED CONTL HLDGS INC	$1,667,000	–	31,441	–	0.45%	–
CAH	New	CARDINAL HEALTH INC	$1,666,000	–	19,915	–	0.45%	–
CNW	New	CON-WAY INC	$1,664,000	–	43,375	–	0.45%	–
THO	New	THOR INDS INC	$1,663,000	–	29,553	–	0.45%	–
GATX	New	GATX CORP	$1,661,000	–	31,248	–	0.45%	–
NCR	New	NCR CORP NEW	$1,660,000	–	55,158	–	0.45%	–
OI	New	OWENS ILL INC	$1,661,000	–	72,402	–	0.45%	–
WCG	New	WELLCARE HEALTH PLANS INC	$1,662,000	–	19,594	–	0.45%	–
CCE	New	COCA COLA ENTERPRISES INC NE	$1,657,000	–	38,145	–	0.45%	–
M	New	MACYS INC	$1,653,000	–	24,505	–	0.45%	–
AAL	New	AMERICAN AIRLS GROUP INC	$1,651,000	–	41,347	–	0.44%	–
J	New	JACOBS ENGR GROUP INC DEL	$1,648,000	–	40,582	–	0.44%	–
CVG	New	CONVERGYS CORP	$1,649,000	–	64,686	–	0.44%	–
BBY	New	BEST BUY INC	$1,645,000	–	50,442	–	0.44%	–
GT	New	GOODYEAR TIRE & RUBR CO	$1,645,000	–	54,570	–	0.44%	–
SVU	New	SUPERVALU INC	$1,639,000	–	202,566	–	0.44%	–
AA	New	ALCOA INC	$1,635,000	–	146,648	–	0.44%	–
HUN	New	HUNTSMAN CORP	$1,631,000	–	73,908	–	0.44%	–
KORS	New	MICHAEL KORS HLDGS LTD	$1,618,000	–	38,430	–	0.44%	–
UFS	New	DOMTAR CORP	$1,620,000	–	39,133	–	0.44%	–
MON	New	MONSANTO CO NEW	$1,612,000	–	15,126	–	0.44%	–
AXL	New	AMERICAN AXLE & MFG HLDGS IN	$1,612,000	–	77,116	–	0.44%	–
STLD	New	STEEL DYNAMICS INC	$1,608,000	–	77,638	–	0.43%	–
SNDK	New	SANDISK CORP	$1,606,000	–	27,583	–	0.43%	–
FCX	New	FREEPORT-MCMORAN INCcl b	$1,600,000	–	85,926	–	0.43%	–
CBT	New	CABOT CORP	$1,570,000	–	42,113	–	0.42%	–
HCA	New	HCA HOLDINGS INC	$1,489,000	–	16,410	–	0.40%	–
DG	New	DOLLAR GEN CORP NEW	$1,439,000	–	18,510	–	0.39%	–
AIG	New	AMERICAN INTL GROUP INC	$1,392,000	–	22,521	–	0.38%	–
SUNEQ	New	SUNEDISON INC	$1,377,000	–	46,036	–	0.37%	–
AGN	New	ALLERGAN PLC	$1,374,000	–	4,528	–	0.37%	–
EBAY	New	EBAY INC	$1,373,000	–	22,785	–	0.37%	–
MDLZ	New	MONDELEZ INTL INCcl a	$1,363,000	–	33,135	–	0.37%	–
C	New	CITIGROUP INC	$1,356,000	–	24,553	–	0.37%	–
WBA	New	WALGREENS BOOTS ALLIANCE INC	$1,339,000	–	15,860	–	0.36%	–
TDG	New	TRANSDIGM GROUP INC	$1,326,000	–	5,904	–	0.36%	–
GOOGL	New	GOOGLE INCcl a	$1,316,000	–	2,437	–	0.36%	–
VRX	New	VALEANT PHARMACEUTICALS INTL	$1,310,000	–	5,896	–	0.35%	–
CHTR	New	CHARTER COMMUNICATIONS INC Dcl a new	$1,304,000	–	7,613	–	0.35%	–
AAPL	New	APPLE INC	$1,299,000	–	10,358	–	0.35%	–
GM	New	GENERAL MTRS CO	$1,295,000	–	38,859	–	0.35%	–
MSI	New	MOTOROLA SOLUTIONS INC	$1,294,000	–	22,563	–	0.35%	–
AER	New	AERCAP HOLDINGS NV	$1,286,000	–	28,092	–	0.35%	–
PCLN	New	PRICELINE GRP INC	$1,284,000	–	1,115	–	0.35%	–
MSFT	New	MICROSOFT CORP	$1,249,000	–	28,299	–	0.34%	–
CBS	New	CBS CORP NEWcl b	$1,227,000	–	22,107	–	0.33%	–
BABA	New	ALIBABA GROUP HLDG LTDsponsored ads	$1,222,000	–	14,853	–	0.33%	–
HTZ	New	HERTZ GLOBAL HOLDINGS INC	$1,190,000	–	65,671	–	0.32%	–
CBLAQ	New	CBL & ASSOC PPTYS INC	$806,000	–	49,777	–	0.22%	–
GLD	New	SPDR GOLD TRUST	$663,000	–	5,897	–	0.18%	–
HPT	New	HOSPITALITY PPTYS TR	$638,000	–	22,154	–	0.17%	–
HME	New	HOME PROPERTIES INC	$573,000	–	7,841	–	0.16%	–
RYN	New	RAYONIER INC	$480,000	–	18,785	–	0.13%	–
DBD	New	DIEBOLD INC	$456,000	–	13,040	–	0.12%	–
MCY	New	MERCURY GENL CORP NEW	$447,000	–	8,033	–	0.12%	–
DOW	New	DOW CHEM CO	$441,000	–	8,628	–	0.12%	–
GIS	New	GENERAL MLS INC	$436,000	–	7,831	–	0.12%	–
PG	New	PROCTER & GAMBLE CO	$433,000	–	5,531	–	0.12%	–
LB	New	L BRANDS INC	$433,000	–	5,053	–	0.12%	–
PCAR	New	PACCAR INC	$429,000	–	6,729	–	0.12%	–
PFE	New	PFIZER INC	$430,000	–	12,838	–	0.12%	–
HE	New	HAWAIIAN ELEC INDUSTRIES	$426,000	–	14,330	–	0.12%	–
GE	New	GENERAL ELECTRIC CO	$425,000	–	15,988	–	0.12%	–
XOM	New	EXXON MOBIL CORP	$425,000	–	5,113	–	0.12%	–
WRI	New	WEINGARTEN RLTY INVSsh ben int	$422,000	–	12,898	–	0.11%	–
SCG	New	SCANA CORP NEW	$421,000	–	8,315	–	0.11%	–
MCD	New	MCDONALDS CORP	$423,000	–	4,447	–	0.11%	–
MRK	New	MERCK & CO INC NEW	$424,000	–	7,452	–	0.11%	–
SYY	New	SYSCO CORP	$424,000	–	11,743	–	0.11%	–
TUP	New	TUPPERWARE BRANDS CORP	$422,000	–	6,539	–	0.11%	–
ED	New	CONSOLIDATED EDISON INC	$419,000	–	7,236	–	0.11%	–
CLX	New	CLOROX CO DEL	$419,000	–	4,030	–	0.11%	–
CSCO	New	CISCO SYS INC	$415,000	–	15,121	–	0.11%	–
HP	New	HELMERICH & PAYNE INC	$414,000	–	5,880	–	0.11%	–
CA	New	CA INC	$414,000	–	14,131	–	0.11%	–
SON	New	SONOCO PRODS CO	$410,000	–	9,577	–	0.11%	–
AVX	New	AVX CORP NEW	$410,000	–	30,434	–	0.11%	–
CVX	New	CHEVRON CORP NEW	$407,000	–	4,218	–	0.11%	–
CNP	New	CENTERPOINT ENERGY INC	$409,000	–	21,508	–	0.11%	–
COH	New	COACH INC	$409,000	–	11,813	–	0.11%	–
NUE	New	NUCOR CORP	$405,000	–	9,199	–	0.11%	–
CXP	New	COLUMBIA PPTY TR INC	$403,000	–	16,423	–	0.11%	–
WU	New	WESTERN UN CO	$399,000	–	19,616	–	0.11%	–
EMR	New	EMERSON ELEC CO	$397,000	–	7,163	–	0.11%	–
GEO	New	GEO GROUP INC NEW	$389,000	–	11,373	–	0.10%	–
WPG	New	WP GLIMCHER IN	$374,000	–	27,643	–	0.10%	–
TDW	New	TIDEWATER INC	$366,000	–	16,103	–	0.10%	–
GRPU	New	GRANITE REAL ESTATE INVT TRunit 99/99/9999	$351,000	–	10,215	–	0.10%	–
BDN	New	BRANDYWINE RLTY TRsh ben int new	$344,000	–	25,891	–	0.09%	–
SLV	New	ISHARES SILVER TRUSTishares	$325,000	–	21,629	–	0.09%	–
LXP	New	LEXINGTON REALTY TRUST	$295,000	–	34,739	–	0.08%	–
SIR	New	SELECT INCOME REIT	$271,000	–	13,129	–	0.07%	–
CLI	New	MACK CALI RLTY CORP	$246,000	–	13,348	–	0.07%	–
PEI	New	PENNSYLVANIA RL ESTATE INVTsh ben int	$214,000	–	10,026	–	0.06%	–
TECK	New	TECK RESOURCES LTDcl b	$176,000	–	17,762	–	0.05%	–
TRQ	New	TURQUOISE HILL RES LTD	$132,000	–	34,717	–	0.04%	–
HBM	New	HUDBAY MINERALS INC	$109,000	–	13,040	–	0.03%	–
ARR	New	ARMOUR RESIDENTIAL REIT INC	$108,000	–	38,599	–	0.03%	–

Q4 2014

			Value		Shares		↓ Weighting
SPY	Exit	SPDR S&P 500 ETF TRtr unit	$0	–	-200	–	-0.01%	–
NGD	Exit	NEW GOLD INC CDA	$0	–	-10,576	–	-0.01%	–
EGO	Exit	ELDORADO GOLD CORP NEW	$0	–	-10,919	–	-0.01%	–
TLM	Exit	TALISMAN ENERGY INC	$0	–	-10,372	–	-0.02%	–
GNW	Exit	GENWORTH FINL INC	$0	–	-12,600	–	-0.03%	–
GRPU	Exit	GRANITE REAL ESTATE INVT TRunit 99/99/9999	$0	–	-6,139	–	-0.04%	–
HBM	Exit	HUDBAY MINERALS INC	$0	–	-25,094	–	-0.04%	–
SM	Exit	SM ENERGY CO	$0	–	-3,100	–	-0.04%	–
CHK	Exit	CHESAPEAKE ENERGY CORP	$0	–	-10,900	–	-0.04%	–
MOS	Exit	MOSAIC CO NEW	$0	–	-5,696	–	-0.04%	–
IMO	Exit	IMPERIAL OIL LTD	$0	–	-4,970	–	-0.04%	–
KBR	Exit	KBR INC	$0	–	-14,800	–	-0.04%	–
CNQ	Exit	CANADIAN NAT RES LTD	$0	–	-6,332	–	-0.04%	–
STWD	Exit	STARWOOD PPTY TR INC	$0	–	-13,100	–	-0.04%	–
GEO	Exit	GEO GROUP INC NEW	$0	–	-7,563	–	-0.04%	–
CF	Exit	CF INDS HLDGS INC	$0	–	-1,064	–	-0.05%	–
TECD	Exit	TECH DATA CORP	$0	–	-5,100	–	-0.05%	–
DYN	Exit	DYNEGY INC NEW DEL	$0	–	-10,400	–	-0.05%	–
SEM	Exit	SELECT MED HLDGS CORP	$0	–	-25,700	–	-0.05%	–
OFC	Exit	CORPORATE OFFICE PPTYS TRsh ben int	$0	–	-11,900	–	-0.05%	–
FOSL	Exit	FOSSIL GROUP INC	$0	–	-3,300	–	-0.05%	–
WEC	Exit	WISCONSIN ENERGY CORP	$0	–	-7,100	–	-0.05%	–
MAA	Exit	MID-AMER APT CMNTYS INC	$0	–	-4,800	–	-0.05%	–
MTZ	Exit	MASTEC INC	$0	–	-10,300	–	-0.05%	–
AVP	Exit	AVON PRODS INC	$0	–	-24,700	–	-0.05%	–
DAL	Exit	DELTA AIR LINES INC DEL	$0	–	-8,700	–	-0.05%	–
OSK	Exit	OSHKOSH CORP	$0	–	-7,300	–	-0.05%	–
SLV	Exit	ISHARES SILVER TRUSTishares	$0	–	-19,392	–	-0.05%	–
RTN	Exit	RAYTHEON CO	$0	–	-3,200	–	-0.05%	–
SAIC	Exit	SCIENCE APPLICATNS INTL CP N	$0	–	-7,400	–	-0.05%	–
DDS	Exit	DILLARDS INCcl a	$0	–	-3,000	–	-0.05%	–
DDR	Exit	DDR CORP	$0	–	-19,500	–	-0.05%	–
BOXC	Exit	BROOKFIELD CDA OFFICE PPTYStr unit	$0	–	-12,284	–	-0.05%	–
TE	Exit	TECO ENERGY INC	$0	–	-19,400	–	-0.05%	–
KR	Exit	KROGER CO	$0	–	-6,500	–	-0.05%	–
PDCO	Exit	PATTERSON COMPANIES INC	$0	–	-8,400	–	-0.05%	–
PF	Exit	PINNACLE FOODS INC DEL	$0	–	-10,700	–	-0.06%	–
CXW	Exit	CORRECTIONS CORP AMER NEW	$0	–	-10,782	–	-0.06%	–
TECK	Exit	TECK RESOURCES LTDcl b	$0	–	-18,858	–	-0.06%	–
F	Exit	FORD MTR CO DEL	$0	–	-30,700	–	-0.07%	–
AXLL	Exit	AXIALL CORP	$0	–	-12,700	–	-0.07%	–
FR	Exit	FIRST INDUSTRIAL REALTY TRUS	$0	–	-26,800	–	-0.07%	–
CLNY	Exit	COLONY FINL INC	$0	–	-20,700	–	-0.07%	–
GXP	Exit	GREAT PLAINS ENERGY INC	$0	–	-19,100	–	-0.07%	–
HME	Exit	HOME PROPERTIES INC	$0	–	-7,941	–	-0.07%	–
AVA	Exit	AVISTA CORP	$0	–	-15,100	–	-0.07%	–
HOG	Exit	HARLEY DAVIDSON INC	$0	–	-8,000	–	-0.07%	–
LG	Exit	LACLEDE GROUP INC	$0	–	-10,000	–	-0.07%	–
ON	Exit	ON SEMICONDUCTOR CORP	$0	–	-53,200	–	-0.07%	–
BRX	Exit	BRIXMOR PPTY GROUP INC	$0	–	-21,400	–	-0.07%	–
AGO	Exit	ASSURED GUARANTY LTD	$0	–	-21,400	–	-0.07%	–
SEAS	Exit	SEAWORLD ENTMT INC	$0	–	-24,800	–	-0.08%	–
BHI	Exit	BAKER HUGHES INC	$0	–	-7,400	–	-0.08%	–
CVD	Exit	COVANCE INC	$0	–	-6,100	–	-0.08%	–
RYN	Exit	RAYONIER INC	$0	–	-15,347	–	-0.08%	–
ABG	Exit	ASBURY AUTOMOTIVE GROUP INC	$0	–	-7,500	–	-0.08%	–
ED	Exit	CONSOLIDATED EDISON INC	$0	–	-8,500	–	-0.08%	–
PHM	Exit	PULTE GROUP INC	$0	–	-27,200	–	-0.08%	–
SLGN	Exit	SILGAN HOLDINGS INC	$0	–	-10,300	–	-0.08%	–
JLL	Exit	JONES LANG LASALLE INC	$0	–	-3,900	–	-0.08%	–
SHOO	Exit	MADDEN STEVEN LTD	$0	–	-15,200	–	-0.08%	–
CA	Exit	CA INC	$0	–	-17,900	–	-0.08%	–
NRF	Exit	NORTHSTAR RLTY FIN CORP	$0	–	-28,300	–	-0.08%	–
MET	Exit	METLIFE INC	$0	–	-9,300	–	-0.08%	–
XRAY	Exit	DENTSPLY INTL INC NEW	$0	–	-11,100	–	-0.08%	–
THOR	Exit	THORATEC CORP	$0	–	-19,600	–	-0.08%	–
CALM	Exit	CAL MAINE FOODS INC	$0	–	-6,100	–	-0.08%	–
FXI	Exit	ISHARES TRchina lg-cap etf	$0	–	-14,500	–	-0.09%	–
LHO	Exit	LASALLE HOTEL PPTYS	$0	–	-17,700	–	-0.10%	–
HST	Exit	HOST HOTELS & RESORTS INC	$0	–	-28,590	–	-0.10%	–
AAT	Exit	AMERICAN ASSETS TR INC	$0	–	-18,700	–	-0.10%	–
WY	Exit	WEYERHAEUSER CO	$0	–	-19,300	–	-0.10%	–
SHO	Exit	SUNSTONE HOTEL INVS INC NEW	$0	–	-44,300	–	-0.10%	–
KS	Exit	KAPSTONE PAPER & PACKAGING C	$0	–	-22,200	–	-0.10%	–
UIL	Exit	UIL HLDG CORP	$0	–	-17,800	–	-0.10%	–
FE	Exit	FIRSTENERGY CORP	$0	–	-18,900	–	-0.10%	–
HI	Exit	HILLENBRAND INC	$0	–	-20,400	–	-0.10%	–
WGL	Exit	WGL HLDGS INC	$0	–	-15,100	–	-0.10%	–
TUP	Exit	TUPPERWARE BRANDS CORP	$0	–	-9,200	–	-0.10%	–
GAS	Exit	AGL RES INC	$0	–	-12,410	–	-0.10%	–
HUN	Exit	HUNTSMAN CORP	$0	–	-24,700	–	-0.10%	–
SVU	Exit	SUPERVALU INC	$0	–	-72,000	–	-0.10%	–
LDOS	Exit	LEIDOS HLDGS INC	$0	–	-18,700	–	-0.10%	–
IDA	Exit	IDACORP INC	$0	–	-11,900	–	-0.10%	–
VVC	Exit	VECTREN CORP	$0	–	-16,100	–	-0.10%	–
NJR	Exit	NEW JERSEY RES	$0	–	-12,800	–	-0.10%	–
TTEK	Exit	TETRA TECH INC NEW	$0	–	-25,800	–	-0.10%	–
MENT	Exit	MENTOR GRAPHICS CORP	$0	–	-31,400	–	-0.10%	–
UNF	Exit	UNIFIRST CORP MASS	$0	–	-6,700	–	-0.10%	–
SO	Exit	SOUTHERN CO	$0	–	-14,900	–	-0.10%	–
PEG	Exit	PUBLIC SVC ENTERPRISE GROUP	$0	–	-17,500	–	-0.10%	–
NRG	Exit	NRG ENERGY INC	$0	–	-21,500	–	-0.10%	–
MMS	Exit	MAXIMUS INC	$0	–	-16,200	–	-0.10%	–
CE	Exit	CELANESE CORP DEL	$0	–	-11,100	–	-0.10%	–
KMPR	Exit	KEMPER CORP DEL	$0	–	-19,200	–	-0.10%	–
ESRX	Exit	EXPRESS SCRIPTS HLDG CO	$0	–	-9,300	–	-0.10%	–
LH	Exit	LABORATORY CORP AMER HLDGS	$0	–	-6,500	–	-0.10%	–
RGA	Exit	REINSURANCE GROUP AMER INC	$0	–	-8,200	–	-0.10%	–
SON	Exit	SONOCO PRODS CO	$0	–	-16,820	–	-0.10%	–
UNM	Exit	UNUM GROUP	$0	–	-19,200	–	-0.10%	–
SJM	Exit	SMUCKER J M CO	$0	–	-6,700	–	-0.10%	–
ASH	Exit	ASHLAND INC NEW	$0	–	-6,400	–	-0.10%	–
XRX	Exit	XEROX CORP	$0	–	-50,100	–	-0.10%	–
MRH	Exit	MONTPELIER RE HOLDINGS LTD	$0	–	-21,400	–	-0.10%	–
QCOM	Exit	QUALCOMM INC	$0	–	-9,000	–	-0.10%	–
BCR	Exit	BARD C R INC	$0	–	-4,700	–	-0.10%	–
MD	Exit	MEDNAX INC	$0	–	-12,300	–	-0.10%	–
AXS	Exit	AXIS CAPITAL HOLDINGS LTD	$0	–	-14,200	–	-0.10%	–
BDX	Exit	BECTON DICKINSON & CO	$0	–	-6,000	–	-0.11%	–
LXP	Exit	LEXINGTON REALTY TRUST	$0	–	-70,878	–	-0.11%	–
KMB	Exit	KIMBERLY CLARK CORP	$0	–	-6,400	–	-0.11%	–
TSN	Exit	TYSON FOODS INCcl a	$0	–	-17,800	–	-0.11%	–
GLD	Exit	SPDR GOLD TRUST	$0	–	-6,094	–	-0.11%	–
CBLAQ	Exit	CBL & ASSOC PPTYS INC	$0	–	-41,229	–	-0.12%	–
EQC	Exit	EQUITY COMWLTH	$0	–	-29,184	–	-0.12%	–
HTZ	Exit	HERTZ GLOBAL HOLDINGS INC	$0	–	-29,600	–	-0.12%	–
CHTR	Exit	CHARTER COMMUNICATIONS INC Dcl a new	$0	–	-5,040	–	-0.12%	–
WAG	Exit	WALGREEN CO	$0	–	-12,999	–	-0.12%	–
GM	Exit	GENERAL MTRS CO	$0	–	-24,756	–	-0.12%	–
PCLN	Exit	PRICELINE GRP INC	$0	–	-683	–	-0.12%	–
HRB	Exit	BLOCK H & R INC	$0	–	-25,800	–	-0.12%	–
CBS	Exit	CBS CORP NEWcl b	$0	–	-14,900	–	-0.12%	–
TDG	Exit	TRANSDIGM GROUP INC	$0	–	-4,407	–	-0.13%	–
ARW	Exit	ARROW ELECTRS INC	$0	–	-14,900	–	-0.13%	–
GOOGL	Exit	GOOGLE INCcl a	$0	–	-1,424	–	-0.13%	–
HPT	Exit	HOSPITALITY PPTYS TR	$0	–	-31,629	–	-0.13%	–
FOXA	Exit	TWENTY FIRST CENTY FOX INCcl a	$0	–	-25,057	–	-0.13%	–
LBTYK	Exit	LIBERTY GLOBAL PLC	$0	–	-21,034	–	-0.14%	–
AIG	Exit	AMERICAN INTL GROUP INC	$0	–	-16,106	–	-0.14%	–
DG	Exit	DOLLAR GEN CORP NEW	$0	–	-14,280	–	-0.14%	–
VRX	Exit	VALEANT PHARMACEUTICALS INTL	$0	–	-6,793	–	-0.14%	–
CCI	Exit	CROWN CASTLE INTL CORP	$0	–	-11,105	–	-0.14%	–
C	Exit	CITIGROUP INC	$0	–	-17,314	–	-0.14%	–
THG	Exit	HANOVER INS GROUP INC	$0	–	-14,700	–	-0.14%	–
MSFT	Exit	MICROSOFT CORP	$0	–	-20,090	–	-0.14%	–
EBAY	Exit	EBAY INC	$0	–	-16,591	–	-0.15%	–
FNFG	Exit	FIRST NIAGARA FINL GP INC	$0	–	-115,000	–	-0.15%	–
B108PS	Exit	ACTAVIS PLC	$0	–	-4,000	–	-0.15%	–
MON	Exit	MONSANTO CO NEW	$0	–	-8,821	–	-0.16%	–
BIDU	Exit	BAIDU INCspon adr rep a	$0	–	-4,596	–	-0.16%	–
MU	Exit	MICRON TECHNOLOGY INC	$0	–	-29,412	–	-0.16%	–
HCA	Exit	HCA HOLDINGS INC	$0	–	-14,865	–	-0.16%	–
AIZ	Exit	ASSURANT INC	$0	–	-16,390	–	-0.16%	–
AAPL	Exit	APPLE INC	$0	–	-10,810	–	-0.17%	–
AFG	Exit	AMERICAN FINL GROUP INC OHIO	$0	–	-20,300	–	-0.18%	–
MSI	Exit	MOTOROLA SOLUTIONS INC	$0	–	-19,161	–	-0.19%	–
NVR	Exit	NVR INC	$0	–	-1,100	–	-0.19%	–
ORI	Exit	OLD REP INTL CORP	$0	–	-94,300	–	-0.21%	–
IP	Exit	INTL PAPER CO	$0	–	-28,100	–	-0.21%	–
PRE	Exit	PARTNERRE LTD	$0	–	-12,530	–	-0.22%	–
RNR	Exit	RENAISSANCERE HOLDINGS LTD	$0	–	-13,820	–	-0.22%	–
ALL	Exit	ALLSTATE CORP	$0	–	-22,700	–	-0.22%	–
RE	Exit	EVEREST RE GROUP LTD	$0	–	-8,600	–	-0.22%	–
TRV	Exit	TRAVELERS COMPANIES INC	$0	–	-14,900	–	-0.22%	–
AHL	Exit	ASPEN INSURANCE HOLDINGS LTD	$0	–	-32,900	–	-0.22%	–
MDLZ	Exit	MONDELEZ INTL INCcl a	$0	–	-43,170	–	-0.23%	–
CCE	Exit	COCA COLA ENTERPRISES INC NE	$0	–	-33,700	–	-0.23%	–
PBF	Exit	PBF ENERGY INCcl a	$0	–	-69,900	–	-0.26%	–
GES	Exit	GUESS INC	$0	–	-79,306	–	-0.27%	–
OXY	Exit	OCCIDENTAL PETE CORP DEL	$0	–	-18,355	–	-0.28%	–
OIS	Exit	OIL STS INTL INC	$0	–	-28,840	–	-0.28%	–
XLS	Exit	EXELIS INC	$0	–	-110,200	–	-0.28%	–
MPC	Exit	MARATHON PETE CORP	$0	–	-21,900	–	-0.29%	–
TSO	Exit	TESORO CORP	$0	–	-30,800	–	-0.29%	–
EME	Exit	EMCOR GROUP INC	$0	–	-52,334	–	-0.33%	–
OI	Exit	OWENS ILL INC	$0	–	-83,953	–	-0.34%	–
CVG	Exit	CONVERGYS CORP	$0	–	-123,287	–	-0.34%	–
RDC	Exit	ROWAN COMPANIES PLC	$0	–	-88,883	–	-0.35%	–
COP	Exit	CONOCOPHILLIPS	$0	–	-31,053	–	-0.37%	–
CBT	Exit	CABOT CORP	$0	–	-47,115	–	-0.37%	–
MGLN	Exit	MAGELLAN HEALTH INC	$0	–	-44,826	–	-0.38%	–
CMC	Exit	COMMERCIAL METALS CO	$0	–	-145,529	–	-0.39%	–
CAT	Exit	CATERPILLAR INC DEL	$0	–	-25,340	–	-0.39%	–
K	Exit	KELLOGG CO	$0	–	-42,064	–	-0.40%	–
GLW	Exit	CORNING INC	$0	–	-137,534	–	-0.42%	–
DAN	Exit	DANA HLDG CORP	$0	–	-138,995	–	-0.42%	–
CPA	Exit	COPA HOLDINGS SAcl a	$0	–	-25,060	–	-0.42%	–
VLO	Exit	VALERO ENERGY CORP NEW	$0	–	-59,576	–	-0.43%	–
FCX	Exit	FREEPORT-MCMORAN INCcl b	$0	–	-87,026	–	-0.44%	–
AXE	Exit	ANIXTER INTL INC	$0	–	-34,920	–	-0.46%	–
NUS	Exit	NU SKIN ENTERPRISES INCcl a	$0	–	-66,528	–	-0.47%	–
NOV	Exit	NATIONAL OILWELL VARCO INC	$0	–	-39,615	–	-0.47%	–
MUR	Exit	MURPHY OIL CORP	$0	–	-52,933	–	-0.47%	–
DOX	Exit	AMDOCS LTD	$0	–	-65,787	–	-0.47%	–
MRO	Exit	MARATHON OIL CORP	$0	–	-80,964	–	-0.48%	–
MAN	Exit	MANPOWERGROUP INC	$0	–	-43,796	–	-0.48%	–
CVX	Exit	CHEVRON CORP NEW	$0	–	-25,899	–	-0.48%	–
SPXC	Exit	SPX CORP	$0	–	-32,896	–	-0.48%	–
CCK	Exit	CROWN HOLDINGS INC	$0	–	-69,643	–	-0.48%	–
IBM	Exit	INTERNATIONAL BUSINESS MACHS	$0	–	-16,426	–	-0.49%	–
FLR	Exit	FLUOR CORP NEW	$0	–	-46,806	–	-0.49%	–
GPS	Exit	GAP INC DEL	$0	–	-75,072	–	-0.49%	–
BBY	Exit	BEST BUY INC	$0	–	-94,327	–	-0.50%	–
CSCO	Exit	CISCO SYS INC	$0	–	-126,603	–	-0.50%	–
XOM	Exit	EXXON MOBIL CORP	$0	–	-34,234	–	-0.50%	–
TXT	Exit	TEXTRON INC	$0	–	-89,621	–	-0.50%	–
JNPR	Exit	JUNIPER NETWORKS INC	$0	–	-146,389	–	-0.51%	–
DE	Exit	DEERE & CO	$0	–	-39,766	–	-0.51%	–
UFS	Exit	DOMTAR CORP	$0	–	-93,003	–	-0.51%	–
MAT	Exit	MATTEL INC	$0	–	-107,192	–	-0.51%	–
9207PS	Exit	ROCK-TENN COcl a	$0	–	-69,485	–	-0.52%	–
WHR	Exit	WHIRLPOOL CORP	$0	–	-22,755	–	-0.52%	–
PKG	Exit	PACKAGING CORP AMER	$0	–	-52,327	–	-0.52%	–
RS	Exit	RELIANCE STEEL & ALUMINUM CO	$0	–	-49,137	–	-0.52%	–
M	Exit	MACYS INC	$0	–	-58,179	–	-0.53%	–
DKS	Exit	DICKS SPORTING GOODS INC	$0	–	-77,322	–	-0.53%	–
EMN	Exit	EASTMAN CHEM CO	$0	–	-41,955	–	-0.53%	–
CI	Exit	CIGNA CORPORATION	$0	–	-37,497	–	-0.53%	–
MRVL	Exit	MARVELL TECHNOLOGY GROUP LTDord	$0	–	-252,989	–	-0.53%	–
DSW	Exit	DSW INCcl a	$0	–	-113,718	–	-0.54%	–
AET	Exit	AETNA INC NEW	$0	–	-42,354	–	-0.54%	–
PPC	Exit	PILGRIMS PRIDE CORP NEW	$0	–	-112,332	–	-0.54%	–
GNCIQ	Exit	GNC HLDGS INC	$0	–	-88,458	–	-0.54%	–
CSC	Exit	COMPUTER SCIENCES CORP	$0	–	-56,204	–	-0.54%	–
PM	Exit	PHILIP MORRIS INTL INC	$0	–	-41,323	–	-0.54%	–
HII	Exit	HUNTINGTON INGALLS INDS INC	$0	–	-33,164	–	-0.54%	–
HNT	Exit	HEALTH NET INC	$0	–	-75,116	–	-0.54%	–
BG	Exit	BUNGE LIMITED	$0	–	-41,223	–	-0.54%	–
HUM	Exit	HUMANA INC	$0	–	-26,730	–	-0.54%	–
UNH	Exit	UNITEDHEALTH GROUP INC	$0	–	-40,340	–	-0.54%	–
CAH	Exit	CARDINAL HEALTH INC	$0	–	-46,731	–	-0.55%	–
V107SC	Exit	WELLPOINT INC	$0	–	-29,364	–	-0.55%	–
WMT	Exit	WAL-MART STORES INC	$0	–	-46,026	–	-0.55%	–
CAG	Exit	CONAGRA FOODS INC	$0	–	-106,843	–	-0.55%	–
DPS	Exit	DR PEPPER SNAPPLE GROUP INC	$0	–	-55,504	–	-0.56%	–
HCP	Exit	HCP INC	$0	–	-90,283	–	-0.56%	–
CPT	Exit	CAMDEN PPTY TRsh ben int	$0	–	-52,438	–	-0.56%	–
CNC	Exit	CENTENE CORP DEL	$0	–	-44,234	–	-0.57%	–
BLMN	Exit	BLOOMIN BRANDS INC	$0	–	-201,558	–	-0.58%	–
PPL	Exit	PPL CORP	$0	–	-113,162	–	-0.58%	–
KRFT	Exit	KRAFT FOODS GROUP INC	$0	–	-65,968	–	-0.58%	–
TCO	Exit	TAUBMAN CTRS INC	$0	–	-51,528	–	-0.59%	–
LO	Exit	LORILLARD INC	$0	–	-64,383	–	-0.60%	–
MCD	Exit	MCDONALDS CORP	$0	–	-41,076	–	-0.61%	–
CVE	Exit	CENOVUS ENERGY INC	$0	–	-129,126	–	-0.61%	–
VZ	Exit	VERIZON COMMUNICATIONS INC	$0	–	-77,797	–	-0.61%	–
ADM	Exit	ARCHER DANIELS MIDLAND CO	$0	–	-76,607	–	-0.61%	–
RCI	Exit	ROGERS COMMUNICATIONS INCcl b	$0	–	-93,505	–	-0.61%	–
DUK	Exit	DUKE ENERGY CORP NEW	$0	–	-52,626	–	-0.62%	–
BNS	Exit	BANK N S HALIFAX	$0	–	-58,360	–	-0.63%	–
CM	Exit	CDN IMPERIAL BK COMM TORONTO	$0	–	-40,497	–	-0.64%	–
TD	Exit	TORONTO DOMINION BK ONT	$0	–	-73,731	–	-0.64%	–
PBA	Exit	PEMBINA PIPELINE CORP	$0	–	-86,947	–	-0.64%	–
MO	Exit	ALTRIA GROUP INC	$0	–	-90,156	–	-0.65%	–
ENB	Exit	ENBRIDGE INC	$0	–	-77,321	–	-0.65%	–
SU	Exit	SUNCOR ENERGY INC NEW	$0	–	-102,528	–	-0.65%	–
RY	Exit	ROYAL BK CDA MONTREAL QUE	$0	–	-52,181	–	-0.65%	–
BMO	Exit	BANK MONTREAL QUE	$0	–	-50,918	–	-0.66%	–
SJR	Exit	SHAW COMMUNICATIONS INCcl b conv	$0	–	-154,772	–	-0.66%	–
AGU	Exit	AGRIUM INC	$0	–	-43,600	–	-0.68%	–
LYB	Exit	LYONDELLBASELL INDUSTRIES N	$0	–	-40,554	–	-0.69%	–
P105PS	Exit	INTEGRYS ENERGY GROUP INC	$0	–	-68,260	–	-0.69%	–
AEP	Exit	AMERICAN ELEC PWR INC	$0	–	-85,170	–	-0.70%	–
POT	Exit	POTASH CORP SASK INC	$0	–	-118,026	–	-0.72%	–
ETR	Exit	ENTERGY CORP NEW	$0	–	-59,287	–	-0.72%	–
RAI	Exit	REYNOLDS AMERICAN INC	$0	–	-78,351	–	-0.72%	–
LMT	Exit	LOCKHEED MARTIN CORP	$0	–	-33,037	–	-0.94%	–
EWZ	Exit	ISHAREScall	$0	–	-150,000	–	-1.02%	–
INGR	Exit	INGREDION INC	$0	–	-96,375	–	-1.14%	–
PFE	Exit	PFIZER INC	$0	–	-247,954	–	-1.15%	–
T	Exit	AT&T INC	$0	–	-210,934	–	-1.16%	–
SPY	Exit	SPDR S&P 500 ETF TRcall	$0	–	-50,000	–	-1.54%	–
IWM	Exit	ISHARES TRcall	$0	–	-100,000	–	-1.71%	–
IWM	Exit	ISHARES TRput	$0	–	-100,000	–	-1.71%	–
GLD	Exit	SPDR GOLD TRUSTput	$0	–	-540,000	–	-9.81%	–
SPY	Exit	SPDR S&P 500 ETF TRput	$0	–	-430,000	–	-13.24%	–

Q3 2014

			Value		Shares		↓ Weighting
SPY	Buy	SPDR S&P 500 ETF TRput	$84,719,000	+8.2%	430,000	+7.5%	13.24%	-34.4%
GLD	Buy	SPDR GOLD TRUSTput	$62,755,000	+11.4%	540,000	+22.7%	9.81%	-32.5%
IWM	New	ISHARES TRcall	$10,936,000	–	100,000	–	1.71%	–
IWM	Sell	ISHARES TRput	$10,935,000	-29.2%	100,000	-23.1%	1.71%	-57.1%
SPY	New	SPDR S&P 500 ETF TRcall	$9,851,000	–	50,000	–	1.54%	–
T	Buy	AT&T INC	$7,433,000	+315.5%	210,934	+317.0%	1.16%	+151.8%
PFE	Buy	PFIZER INC	$7,333,000	+310.4%	247,954	+311.9%	1.15%	+148.6%
INGR	Buy	INGREDION INC	$7,303,000	+318.8%	96,375	+314.7%	1.14%	+153.6%
EWZ	New	ISHAREScall	$6,519,000	–	150,000	–	1.02%	–
LMT	Buy	LOCKHEED MARTIN CORP	$6,040,000	+774.1%	33,037	+668.3%	0.94%	+430.3%
RAI	New	REYNOLDS AMERICAN INC	$4,623,000	–	78,351	–	0.72%	–
ETR	Buy	ENTERGY CORP NEW	$4,584,000	+549.3%	59,287	+589.4%	0.72%	+293.4%
POT	New	POTASH CORP SASK INC	$4,577,000	–	118,026	–	0.72%	–
AEP	Buy	AMERICAN ELEC PWR INC	$4,446,000	+537.9%	85,170	+581.4%	0.70%	+286.1%
P105PS	New	INTEGRYS ENERGY GROUP INC	$4,425,000	–	68,260	–	0.69%	–
LYB	Buy	LYONDELLBASELL INDUSTRIES N	$4,407,000	+537.8%	40,554	+472.8%	0.69%	+287.1%
AGU	New	AGRIUM INC	$4,342,000	–	43,600	–	0.68%	–
SJR	New	SHAW COMMUNICATIONS INCcl b conv	$4,249,000	–	154,772	–	0.66%	–
BMO	New	BANK MONTREAL QUE	$4,197,000	–	50,918	–	0.66%	–
RY	New	ROYAL BK CDA MONTREAL QUE	$4,178,000	–	52,181	–	0.65%	–
ENB	New	ENBRIDGE INC	$4,146,000	–	77,321	–	0.65%	–
SU	New	SUNCOR ENERGY INC NEW	$4,149,000	–	102,528	–	0.65%	–
MO	Buy	ALTRIA GROUP INC	$4,142,000	+232.4%	90,156	+203.6%	0.65%	+101.6%
PBA	New	PEMBINA PIPELINE CORP	$4,103,000	–	86,947	–	0.64%	–
TD	New	TORONTO DOMINION BK ONT	$4,075,000	–	73,731	–	0.64%	–
CM	New	CDN IMPERIAL BK COMM TORONTO	$4,074,000	–	40,497	–	0.64%	–
BNS	New	BANK N S HALIFAX	$4,042,000	–	58,360	–	0.63%	–
DUK	New	DUKE ENERGY CORP NEW	$3,934,000	–	52,626	–	0.62%	–
RCI	New	ROGERS COMMUNICATIONS INCcl b	$3,920,000	–	93,505	–	0.61%	–
ADM	Buy	ARCHER DANIELS MIDLAND CO	$3,914,000	+167.3%	76,607	+130.9%	0.61%	+61.9%
MCD	New	MCDONALDS CORP	$3,894,000	–	41,076	–	0.61%	–
CVE	New	CENOVUS ENERGY INC	$3,890,000	–	129,126	–	0.61%	–
VZ	New	VERIZON COMMUNICATIONS INC	$3,889,000	–	77,797	–	0.61%	–
LO	New	LORILLARD INC	$3,857,000	–	64,383	–	0.60%	–
TCO	New	TAUBMAN CTRS INC	$3,762,000	–	51,528	–	0.59%	–
PPL	New	PPL CORP	$3,716,000	–	113,162	–	0.58%	–
KRFT	New	KRAFT FOODS GROUP INC	$3,721,000	–	65,968	–	0.58%	–
BLMN	New	BLOOMIN BRANDS INC	$3,697,000	–	201,558	–	0.58%	–
CNC	Buy	CENTENE CORP DEL	$3,659,000	+103.3%	44,234	+85.9%	0.57%	+23.3%
CPT	New	CAMDEN PPTY TRsh ben int	$3,593,000	–	52,438	–	0.56%	–
HCP	New	HCP INC	$3,585,000	–	90,283	–	0.56%	–
DPS	Buy	DR PEPPER SNAPPLE GROUP INC	$3,570,000	+100.8%	55,504	+82.8%	0.56%	+21.6%
CAG	Buy	CONAGRA FOODS INC	$3,531,000	+155.3%	106,843	+129.3%	0.55%	+54.6%
WMT	Buy	WAL-MART STORES INC	$3,520,000	+100.3%	46,026	+96.7%	0.55%	+21.4%
V107SC	Buy	WELLPOINT INC	$3,513,000	+98.9%	29,364	+78.9%	0.55%	+20.4%
CAH	Buy	CARDINAL HEALTH INC	$3,501,000	+268.9%	46,731	+237.7%	0.55%	+123.3%
HUM	Buy	HUMANA INC	$3,482,000	+92.0%	26,730	+88.2%	0.54%	+16.2%
UNH	Buy	UNITEDHEALTH GROUP INC	$3,479,000	+90.8%	40,340	+80.9%	0.54%	+15.7%
BG	Buy	BUNGE LIMITED	$3,473,000	+404.8%	41,223	+353.0%	0.54%	+206.8%
HNT	Buy	HEALTH NET INC	$3,464,000	+89.1%	75,116	+70.3%	0.54%	+14.4%
HII	New	HUNTINGTON INGALLS INDS INC	$3,457,000	–	33,164	–	0.54%	–
PM	Buy	PHILIP MORRIS INTL INC	$3,447,000	+423.9%	41,323	+429.8%	0.54%	+217.1%
CSC	Buy	COMPUTER SCIENCES CORP	$3,436,000	+92.8%	56,204	+99.3%	0.54%	+16.7%
GNCIQ	Buy	GNC HLDGS INC	$3,427,000	+160.4%	88,458	+129.2%	0.54%	+58.1%
AET	Buy	AETNA INC NEW	$3,430,000	+89.7%	42,354	+89.9%	0.54%	+15.0%
PPC	Buy	PILGRIMS PRIDE CORP NEW	$3,433,000	+78.6%	112,332	+59.9%	0.54%	+8.1%
DSW	Buy	DSW INCcl a	$3,424,000	+161.8%	113,718	+143.0%	0.54%	+58.8%
MRVL	New	MARVELL TECHNOLOGY GROUP LTDord	$3,410,000	–	252,989	–	0.53%	–
CI	Buy	CIGNA CORPORATION	$3,402,000	+87.7%	37,497	+90.3%	0.53%	+13.9%
DKS	Buy	DICKS SPORTING GOODS INC	$3,393,000	+126.4%	77,322	+140.1%	0.53%	+37.0%
EMN	Buy	EASTMAN CHEM CO	$3,393,000	+391.7%	41,955	+431.1%	0.53%	+197.8%
M	Buy	MACYS INC	$3,385,000	+620.2%	58,179	+618.3%	0.53%	+337.2%
RS	Buy	RELIANCE STEEL & ALUMINUM CO	$3,361,000	+85.2%	49,137	+99.5%	0.52%	+12.2%
PKG	New	PACKAGING CORP AMER	$3,339,000	–	52,327	–	0.52%	–
WHR	Buy	WHIRLPOOL CORP	$3,315,000	+140.6%	22,755	+129.8%	0.52%	+45.9%
9207PS	Buy	ROCK-TENN COcl a	$3,306,000	+82.0%	69,485	+304.0%	0.52%	+10.5%
MAT	New	MATTEL INC	$3,286,000	–	107,192	–	0.51%	–
UFS	Buy	DOMTAR CORP	$3,266,000	+333.2%	93,003	+428.4%	0.51%	+162.9%
DE	Buy	DEERE & CO	$3,260,000	+83.7%	39,766	+102.9%	0.51%	+11.1%
JNPR	New	JUNIPER NETWORKS INC	$3,243,000	–	146,389	–	0.51%	–
TXT	Buy	TEXTRON INC	$3,226,000	+378.6%	89,621	+409.2%	0.50%	+189.7%
XOM	Buy	EXXON MOBIL CORP	$3,219,000	+82.7%	34,234	+95.6%	0.50%	+10.8%
CSCO	Buy	CISCO SYS INC	$3,186,000	+77.1%	126,603	+74.9%	0.50%	+7.3%
BBY	New	BEST BUY INC	$3,168,000	–	94,327	–	0.50%	–
GPS	Buy	GAP INC DEL	$3,130,000	+245.5%	75,072	+244.4%	0.49%	+109.0%
FLR	Buy	FLUOR CORP NEW	$3,126,000	+76.0%	46,806	+102.6%	0.49%	+6.6%
IBM	Buy	INTERNATIONAL BUSINESS MACHS	$3,118,000	+81.1%	16,426	+72.9%	0.49%	+9.7%
CCK	Buy	CROWN HOLDINGS INC	$3,101,000	+72.5%	69,643	+92.7%	0.48%	+4.5%
SPXC	New	SPX CORP	$3,090,000	–	32,896	–	0.48%	–
CVX	New	CHEVRON CORP NEW	$3,089,000	–	25,899	–	0.48%	–
MAN	Buy	MANPOWERGROUP INC	$3,070,000	+69.9%	43,796	+105.6%	0.48%	+3.0%
MRO	Buy	MARATHON OIL CORP	$3,043,000	+64.3%	80,964	+74.5%	0.48%	-0.4%
DOX	Buy	AMDOCS LTD	$3,018,000	+497.6%	65,787	+503.6%	0.47%	+263.1%
MUR	Buy	MURPHY OIL CORP	$3,012,000	+63.0%	52,933	+90.4%	0.47%	-1.3%
NOV	Buy	NATIONAL OILWELL VARCO INC	$3,015,000	+60.5%	39,615	+73.8%	0.47%	-2.7%
NUS	Buy	NU SKIN ENTERPRISES INCcl a	$2,996,000	+349.8%	66,528	+639.2%	0.47%	+172.1%
AXE	Buy	ANIXTER INTL INC	$2,963,000	+323.3%	34,920	+398.9%	0.46%	+155.8%
FCX	New	FREEPORT-MCMORAN INCcl b	$2,841,000	–	87,026	–	0.44%	–
VLO	Buy	VALERO ENERGY CORP NEW	$2,757,000	+91.1%	59,576	+106.9%	0.43%	+15.9%
CPA	Buy	COPA HOLDINGS SAcl a	$2,689,000	+293.1%	25,060	+422.1%	0.42%	+138.6%
GLW	Buy	CORNING INC	$2,660,000	+643.0%	137,534	+743.8%	0.42%	+352.2%
DAN	Buy	DANA HLDG CORP	$2,664,000	+69.7%	138,995	+116.2%	0.42%	+2.7%
K	Buy	KELLOGG CO	$2,592,000	+286.9%	42,064	+312.4%	0.40%	+134.1%
CAT	Buy	CATERPILLAR INC DEL	$2,510,000	+39.1%	25,340	+52.7%	0.39%	-15.7%
CMC	Buy	COMMERCIAL METALS CO	$2,485,000	+183.7%	145,529	+187.6%	0.39%	+71.7%
MGLN	Buy	MAGELLAN HEALTH INC	$2,454,000	+103.7%	44,826	+131.5%	0.38%	+23.2%
CBT	Buy	CABOT CORP	$2,392,000	+61.7%	47,115	+84.8%	0.37%	-1.8%
COP	Buy	CONOCOPHILLIPS	$2,377,000	+49.9%	31,053	+67.9%	0.37%	-9.3%
RDC	Buy	ROWAN COMPANIES PLC	$2,250,000	+48.3%	88,883	+87.1%	0.35%	-10.0%
CVG	New	CONVERGYS CORP	$2,197,000	–	123,287	–	0.34%	–
OI	New	OWENS ILL INC	$2,187,000	–	83,953	–	0.34%	–
EME	Buy	EMCOR GROUP INC	$2,092,000	+155.4%	52,334	+184.4%	0.33%	+55.0%
TSO	New	TESORO CORP	$1,878,000	–	30,800	–	0.29%	–
MPC	Buy	MARATHON PETE CORP	$1,854,000	+302.2%	21,900	+271.2%	0.29%	+143.7%
XLS	Buy	EXELIS INC	$1,823,000	+3.8%	110,200	+6.5%	0.28%	-37.1%
OIS	Buy	OIL STS INTL INC	$1,785,000	+89.5%	28,840	+96.2%	0.28%	+14.8%
OXY	Buy	OCCIDENTAL PETE CORP DEL	$1,765,000	-1.7%	18,355	+4.9%	0.28%	-40.4%
GES	Buy	GUESS INC	$1,741,000	+17.9%	79,306	+45.0%	0.27%	-28.6%
PBF	Buy	PBF ENERGY INCcl a	$1,677,000	+153.7%	69,900	+181.9%	0.26%	+54.1%
CCE	Buy	COCA COLA ENTERPRISES INC NE	$1,495,000	+306.2%	33,700	+337.7%	0.23%	+146.3%
MDLZ	Buy	MONDELEZ INTL INCcl a	$1,480,000	+270.9%	43,170	+307.3%	0.23%	+124.3%
AHL	Buy	ASPEN INSURANCE HOLDINGS LTD	$1,407,000	-2.7%	32,900	+3.4%	0.22%	-41.0%
TRV	Sell	TRAVELERS COMPANIES INC	$1,400,000	-5.8%	14,900	-5.7%	0.22%	-42.8%
ALL	Sell	ALLSTATE CORP	$1,393,000	-4.3%	22,700	-8.5%	0.22%	-42.0%
RE	Sell	EVEREST RE GROUP LTD	$1,393,000	-5.7%	8,600	-6.5%	0.22%	-42.8%
RNR	Buy	RENAISSANCERE HOLDINGS LTD	$1,382,000	+104.1%	13,820	+118.3%	0.22%	+23.4%
PRE	Sell	PARTNERRE LTD	$1,377,000	-8.1%	12,530	-8.7%	0.22%	-44.4%
IP	Sell	INTL PAPER CO	$1,341,000	-28.2%	28,100	-24.1%	0.21%	-56.4%
ORI	Buy	OLD REP INTL CORP	$1,346,000	+45.0%	94,300	+68.1%	0.21%	-12.1%
NVR	Buy	NVR INC	$1,243,000	+260.3%	1,100	+266.7%	0.19%	+118.0%
MSI	Buy	MOTOROLA SOLUTIONS INC	$1,212,000	+205.3%	19,161	+221.0%	0.19%	+85.3%
AFG	Buy	AMERICAN FINL GROUP INC OHIO	$1,175,000	+71.5%	20,300	+76.5%	0.18%	+4.0%
AAPL	Buy	APPLE INC	$1,089,000	+165.6%	10,810	+145.1%	0.17%	+60.4%
AIZ	Sell	ASSURANT INC	$1,054,000	-25.2%	16,390	-23.7%	0.16%	-54.5%
HCA	Buy	HCA HOLDINGS INC	$1,048,000	+141.5%	14,865	+93.1%	0.16%	+46.4%
MU	Buy	MICRON TECHNOLOGY INC	$1,008,000	+106.6%	29,412	+98.7%	0.16%	+25.4%
BIDU	Buy	BAIDU INCspon adr rep a	$1,003,000	+123.9%	4,596	+91.5%	0.16%	+35.3%
MON	Buy	MONSANTO CO NEW	$992,000	+134.0%	8,821	+159.4%	0.16%	+42.2%
B108PS	New	ACTAVIS PLC	$965,000	–	4,000	–	0.15%	–
FNFG	Sell	FIRST NIAGARA FINL GP INC	$958,000	-35.1%	115,000	-31.9%	0.15%	-60.5%
EBAY	Buy	EBAY INC	$939,000	+143.9%	16,591	+115.5%	0.15%	+48.5%
MSFT	Buy	MICROSOFT CORP	$931,000	+125.4%	20,090	+102.9%	0.14%	+35.5%
THG	Sell	HANOVER INS GROUP INC	$903,000	-5.3%	14,700	-2.6%	0.14%	-42.7%
CCI	Buy	CROWN CASTLE INTL CORP	$895,000	+131.9%	11,105	+113.6%	0.14%	+40.0%
C	Buy	CITIGROUP INC	$897,000	+124.2%	17,314	+103.7%	0.14%	+35.9%
VRX	Buy	VALEANT PHARMACEUTICALS INTL	$891,000	+127.9%	6,793	+119.1%	0.14%	+37.6%
AIG	Buy	AMERICAN INTL GROUP INC	$870,000	+112.7%	16,106	+115.0%	0.14%	+29.5%
DG	Buy	DOLLAR GEN CORP NEW	$873,000	+108.4%	14,280	+95.6%	0.14%	+25.9%
LBTYK	Buy	LIBERTY GLOBAL PLC	$863,000	+119.6%	21,034	+126.2%	0.14%	+33.7%
FOXA	Buy	TWENTY FIRST CENTY FOX INCcl a	$859,000	+110.5%	25,057	+116.0%	0.13%	+27.6%
HPT	Buy	HOSPITALITY PPTYS TR	$849,000	+19.4%	31,629	+35.2%	0.13%	-27.3%
GOOGL	Buy	GOOGLE INCcl a	$838,000	+104.9%	1,424	+103.4%	0.13%	+24.8%
ARW	Sell	ARROW ELECTRS INC	$825,000	-54.5%	14,900	-50.3%	0.13%	-72.4%
TDG	Buy	TRANSDIGM GROUP INC	$813,000	+120.9%	4,407	+100.3%	0.13%	+33.7%
CBS	New	CBS CORP NEWcl b	$797,000	–	14,900	–	0.12%	–
HRB	New	BLOCK H & R INC	$800,000	–	25,800	–	0.12%	–
PCLN	Buy	PRICELINE GRP INC	$792,000	+119.4%	683	+127.7%	0.12%	+33.3%
GM	Sell	GENERAL MTRS CO	$790,000	-63.7%	24,756	-58.7%	0.12%	-78.1%
WAG	Buy	WALGREEN CO	$770,000	+79.1%	12,999	+124.1%	0.12%	+8.1%
CHTR	Buy	CHARTER COMMUNICATIONS INC Dcl a new	$763,000	+66.2%	5,040	+73.8%	0.12%	+0.8%
HTZ	New	HERTZ GLOBAL HOLDINGS INC	$751,000	–	29,600	–	0.12%	–
EQC	New	EQUITY COMWLTH	$750,000	–	29,184	–	0.12%	–
CBLAQ	Buy	CBL & ASSOC PPTYS INC	$738,000	+5.3%	41,229	+11.7%	0.12%	-36.5%
GLD	New	SPDR GOLD TRUST	$708,000	–	6,094	–	0.11%	–
TSN	Sell	TYSON FOODS INCcl a	$700,000	-42.6%	17,800	-45.2%	0.11%	-65.4%
KMB	New	KIMBERLY CLARK CORP	$688,000	–	6,400	–	0.11%	–
LXP	Buy	LEXINGTON REALTY TRUST	$694,000	+3.7%	70,878	+16.6%	0.11%	-37.6%
BDX	New	BECTON DICKINSON & CO	$682,000	–	6,000	–	0.11%	–
AXS	Sell	AXIS CAPITAL HOLDINGS LTD	$672,000	+0.4%	14,200	-6.0%	0.10%	-39.3%
MD	New	MEDNAX INC	$674,000	–	12,300	–	0.10%	–
BCR	Buy	BARD C R INC	$671,000	+30.3%	4,700	+30.6%	0.10%	-21.1%
QCOM	Buy	QUALCOMM INC	$673,000	+70.8%	9,000	+80.7%	0.10%	+2.9%
MRH	New	MONTPELIER RE HOLDINGS LTD	$666,000	–	21,400	–	0.10%	–
XRX	Sell	XEROX CORP	$663,000	-62.8%	50,100	-65.0%	0.10%	-77.3%
ASH	Sell	ASHLAND INC NEW	$666,000	-63.3%	6,400	-61.7%	0.10%	-77.8%
SJM	Buy	SMUCKER J M CO	$664,000	-2.6%	6,700	+4.7%	0.10%	-40.9%
UNM	New	UNUM GROUP	$660,000	–	19,200	–	0.10%	–
SON	Sell	SONOCO PRODS CO	$661,000	-52.9%	16,820	-47.3%	0.10%	-71.5%
ESRX	Sell	EXPRESS SCRIPTS HLDG CO	$657,000	-5.2%	9,300	-7.0%	0.10%	-42.5%
RGA	New	REINSURANCE GROUP AMER INC	$658,000	–	8,200	–	0.10%	–
LH	Sell	LABORATORY CORP AMER HLDGS	$662,000	-4.9%	6,500	-4.4%	0.10%	-42.8%
MMS	New	MAXIMUS INC	$650,000	–	16,200	–	0.10%	–
KMPR	New	KEMPER CORP DEL	$655,000	–	19,200	–	0.10%	–
NRG	New	NRG ENERGY INC	$655,000	–	21,500	–	0.10%	–
CE	Buy	CELANESE CORP DEL	$650,000	+87.3%	11,100	+105.6%	0.10%	+13.3%
SO	Sell	SOUTHERN CO	$650,000	-6.3%	14,900	-2.6%	0.10%	-43.0%
PEG	Buy	PUBLIC SVC ENTERPRISE GROUP	$652,000	-7.8%	17,500	+1.0%	0.10%	-44.0%
MENT	New	MENTOR GRAPHICS CORP	$644,000	–	31,400	–	0.10%	–
NJR	Buy	NEW JERSEY RES	$646,000	-5.8%	12,800	+6.7%	0.10%	-42.9%
UNF	Sell	UNIFIRST CORP MASS	$647,000	-41.9%	6,700	-36.2%	0.10%	-64.8%
TTEK	New	TETRA TECH INC NEW	$644,000	–	25,800	–	0.10%	–
VVC	Sell	VECTREN CORP	$642,000	-9.1%	16,100	-3.0%	0.10%	-45.1%
SVU	New	SUPERVALU INC	$643,000	–	72,000	–	0.10%	–
IDA	Buy	IDACORP INC	$638,000	+22.7%	11,900	+32.2%	0.10%	-25.4%
HUN	New	HUNTSMAN CORP	$642,000	–	24,700	–	0.10%	–
GAS	Sell	AGL RES INC	$637,000	-8.1%	12,410	-1.4%	0.10%	-44.1%
LDOS	Sell	LEIDOS HLDGS INC	$642,000	-64.1%	18,700	-59.9%	0.10%	-78.3%
HI	New	HILLENBRAND INC	$631,000	–	20,400	–	0.10%	–
FE	Sell	FIRSTENERGY CORP	$634,000	-6.9%	18,900	-3.6%	0.10%	-43.8%
WGL	New	WGL HLDGS INC	$636,000	–	15,100	–	0.10%	–
TUP	New	TUPPERWARE BRANDS CORP	$636,000	–	9,200	–	0.10%	–
UIL	Sell	UIL HLDG CORP	$630,000	-10.1%	17,800	-1.7%	0.10%	-45.9%
KS	New	KAPSTONE PAPER & PACKAGING C	$621,000	–	22,200	–	0.10%	–
SHO	Sell	SUNSTONE HOTEL INVS INC NEW	$612,000	-11.8%	44,300	-4.7%	0.10%	-46.4%
AAT	New	AMERICAN ASSETS TR INC	$617,000	–	18,700	–	0.10%	–
WY	Buy	WEYERHAEUSER CO	$615,000	+10.0%	19,300	+14.2%	0.10%	-33.3%
LHO	Sell	LASALLE HOTEL PPTYS	$606,000	-13.3%	17,700	-10.6%	0.10%	-47.2%
HST	Sell	HOST HOTELS & RESORTS INC	$610,000	-10.8%	28,590	-8.0%	0.10%	-46.0%
FXI	Sell	ISHARES TRchina lg-cap etf	$555,000	-67.3%	14,500	-68.3%	0.09%	-80.1%
CALM	New	CAL MAINE FOODS INC	$545,000	–	6,100	–	0.08%	–
THOR	New	THORATEC CORP	$524,000	–	19,600	–	0.08%	–
XRAY	New	DENTSPLY INTL INC NEW	$506,000	–	11,100	–	0.08%	–
CA	New	CA INC	$500,000	–	17,900	–	0.08%	–
MET	New	METLIFE INC	$499,000	–	9,300	–	0.08%	–
NRF	New	NORTHSTAR RLTY FIN CORP	$500,000	–	28,300	–	0.08%	–
JLL	Sell	JONES LANG LASALLE INC	$492,000	-9.4%	3,900	-9.3%	0.08%	-45.0%
SHOO	New	MADDEN STEVEN LTD	$490,000	–	15,200	–	0.08%	–
SLGN	Sell	SILGAN HOLDINGS INC	$484,000	-32.5%	10,300	-27.0%	0.08%	-58.9%
ED	Sell	CONSOLIDATED EDISON INC	$482,000	-30.4%	8,500	-29.2%	0.08%	-58.1%
PHM	Sell	PULTE GROUP INC	$480,000	-27.2%	27,200	-16.8%	0.08%	-55.9%
SEAS	New	SEAWORLD ENTMT INC	$477,000	–	24,800	–	0.08%	–
CVD	New	COVANCE INC	$480,000	–	6,100	–	0.08%	–
BHI	Sell	BAKER HUGHES INC	$482,000	-31.8%	7,400	-22.1%	0.08%	-58.8%
ABG	New	ASBURY AUTOMOTIVE GROUP INC	$483,000	–	7,500	–	0.08%	–
RYN	New	RAYONIER INC	$478,000	–	15,347	–	0.08%	–
BRX	New	BRIXMOR PPTY GROUP INC	$476,000	–	21,400	–	0.07%	–
AGO	New	ASSURED GUARANTY LTD	$475,000	–	21,400	–	0.07%	–
ON	New	ON SEMICONDUCTOR CORP	$476,000	–	53,200	–	0.07%	–
HOG	New	HARLEY DAVIDSON INC	$465,000	–	8,000	–	0.07%	–
LG	New	LACLEDE GROUP INC	$464,000	–	10,000	–	0.07%	–
HME	Sell	HOME PROPERTIES INC	$462,000	-34.9%	7,941	-28.5%	0.07%	-60.7%
CLNY	New	COLONY FINL INC	$463,000	–	20,700	–	0.07%	–
GXP	Sell	GREAT PLAINS ENERGY INC	$462,000	-33.6%	19,100	-26.3%	0.07%	-60.0%
AVA	Sell	AVISTA CORP	$461,000	-34.8%	15,100	-28.4%	0.07%	-60.4%
F	Sell	FORD MTR CO DEL	$454,000	-74.7%	30,700	-70.5%	0.07%	-84.6%
AXLL	Sell	AXIALL CORP	$455,000	-74.7%	12,700	-66.6%	0.07%	-84.7%
FR	Sell	FIRST INDUSTRIAL REALTY TRUS	$453,000	-35.0%	26,800	-27.6%	0.07%	-60.6%
TECK	New	TECK RESOURCES LTDcl b	$400,000	–	18,858	–	0.06%	–
CXW	Sell	CORRECTIONS CORP AMER NEW	$370,000	-45.8%	10,782	-48.2%	0.06%	-67.0%
PF	New	PINNACLE FOODS INC DEL	$349,000	–	10,700	–	0.06%	–
PDCO	New	PATTERSON COMPANIES INC	$348,000	–	8,400	–	0.05%	–
TE	Sell	TECO ENERGY INC	$337,000	-52.0%	19,400	-48.9%	0.05%	-70.7%
KR	Sell	KROGER CO	$338,000	-51.9%	6,500	-54.2%	0.05%	-70.7%
BOXC	New	BROOKFIELD CDA OFFICE PPTYStr unit	$334,000	–	12,284	–	0.05%	–
SAIC	Sell	SCIENCE APPLICATNS INTL CP N	$328,000	-37.0%	7,400	-37.3%	0.05%	-61.9%
DDR	Sell	DDR CORP	$327,000	-52.8%	19,500	-50.4%	0.05%	-71.5%
RTN	Sell	RAYTHEON CO	$325,000	-34.7%	3,200	-40.7%	0.05%	-60.2%
OSK	Sell	OSHKOSH CORP	$322,000	-54.0%	7,300	-42.1%	0.05%	-72.4%
SLV	New	ISHARES SILVER TRUSTishares	$317,000	–	19,392	–	0.05%	–
DAL	New	DELTA AIR LINES INC DEL	$314,000	–	8,700	–	0.05%	–
MAA	New	MID-AMER APT CMNTYS INC	$315,000	–	4,800	–	0.05%	–
AVP	Sell	AVON PRODS INC	$311,000	-79.7%	24,700	-76.5%	0.05%	-87.6%
MTZ	New	MASTEC INC	$315,000	–	10,300	–	0.05%	–
WEC	New	WISCONSIN ENERGY CORP	$305,000	–	7,100	–	0.05%	–
FOSL	New	FOSSIL GROUP INC	$310,000	–	3,300	–	0.05%	–
SEM	New	SELECT MED HLDGS CORP	$309,000	–	25,700	–	0.05%	–
OFC	Sell	CORPORATE OFFICE PPTYS TRsh ben int	$306,000	-55.1%	11,900	-51.4%	0.05%	-72.7%
TECD	Sell	TECH DATA CORP	$300,000	-83.6%	5,100	-82.6%	0.05%	-90.1%
DYN	New	DYNEGY INC NEW DEL	$301,000	–	10,400	–	0.05%	–
CF	New	CF INDS HLDGS INC	$297,000	–	1,064	–	0.05%	–
STWD	New	STARWOOD PPTY TR INC	$288,000	–	13,100	–	0.04%	–
GEO	New	GEO GROUP INC NEW	$289,000	–	7,563	–	0.04%	–
KBR	Sell	KBR INC	$278,000	-81.2%	14,800	-76.1%	0.04%	-88.7%
CNQ	New	CANADIAN NAT RES LTD	$275,000	–	6,332	–	0.04%	–
IMO	New	IMPERIAL OIL LTD	$263,000	–	4,970	–	0.04%	–
MOS	New	MOSAIC CO NEW	$253,000	–	5,696	–	0.04%	–
CHK	New	CHESAPEAKE ENERGY CORP	$250,000	–	10,900	–	0.04%	–
SM	Sell	SM ENERGY CO	$242,000	-67.3%	3,100	-64.8%	0.04%	-80.1%
HBM	New	HUDBAY MINERALS INC	$241,000	–	25,094	–	0.04%	–
GRPU	New	GRANITE REAL ESTATE INVT TRunit 99/99/9999	$236,000	–	6,139	–	0.04%	–
GNW	New	GENWORTH FINL INC	$165,000	–	12,600	–	0.03%	–
TLM	New	TALISMAN ENERGY INC	$100,000	–	10,372	–	0.02%	–
EGO	New	ELDORADO GOLD CORP NEW	$83,000	–	10,919	–	0.01%	–
NGD	New	NEW GOLD INC CDA	$60,000	–	10,576	–	0.01%	–
G	Exit	GENPACT LIMITED	$0	–	-10,300	–	-0.05%	–
SCS	Exit	STEELCASE INCcl a	$0	–	-21,100	–	-0.08%	–
BA	Exit	BOEING CO	$0	–	-2,600	–	-0.08%	–
ROST	Exit	ROSS STORES INC	$0	–	-5,100	–	-0.09%	–
LUMN	Exit	CENTURYLINK INC	$0	–	-9,400	–	-0.09%	–
JWN	Exit	NORDSTROM INC	$0	–	-5,000	–	-0.09%	–
CTRX	Exit	CATAMARAN CORP	$0	–	-7,700	–	-0.09%	–
URBN	Exit	URBAN OUTFITTERS INC	$0	–	-10,100	–	-0.09%	–
CASY	Exit	CASEYS GEN STORES INC	$0	–	-4,900	–	-0.09%	–
SMG	Exit	SCOTTS MIRACLE GRO COcl a	$0	–	-6,100	–	-0.09%	–
VAR	Exit	VARIAN MED SYS INC	$0	–	-4,200	–	-0.09%	–
SDRL	Exit	SEADRILL LIMITED	$0	–	-8,700	–	-0.09%	–
LOW	Exit	LOWES COS INC	$0	–	-7,400	–	-0.09%	–
APA	Exit	APACHE CORP	$0	–	-3,700	–	-0.10%	–
COF	Exit	CAPITAL ONE FINL CORP	$0	–	-5,200	–	-0.11%	–
FDX	Exit	FEDEX CORP	$0	–	-2,900	–	-0.11%	–
HFC	Exit	HOLLYFRONTIER CORP	$0	–	-10,700	–	-0.12%	–
PNM	Exit	PNM RES INC	$0	–	-17,500	–	-0.13%	–
SWX	Exit	SOUTHWEST GAS CORP	$0	–	-9,800	–	-0.13%	–
ARRS	Exit	ARRIS GROUP INC NEW	$0	–	-15,800	–	-0.13%	–
WR	Exit	WESTAR ENERGY INC	$0	–	-13,700	–	-0.14%	–
SIR	Exit	SELECT INCOME REIT	$0	–	-17,800	–	-0.14%	–
HRC	Exit	HILL ROM HLDGS INC	$0	–	-12,700	–	-0.14%	–
WOR	Exit	WORTHINGTON INDS INC	$0	–	-12,400	–	-0.14%	–
DNRCQ	Exit	DENBURY RES INC	$0	–	-29,500	–	-0.14%	–
HY	Exit	HYSTER YALE MATLS HANDLING Icl a	$0	–	-7,100	–	-0.16%	–
CST	Exit	CST BRANDS INC	$0	–	-18,600	–	-0.17%	–
SBH	Exit	SALLY BEAUTY HLDGS INC	$0	–	-26,100	–	-0.17%	–
AAN	Exit	AARONS INC	$0	–	-18,500	–	-0.17%	–
PSX	Exit	PHILLIPS 66	$0	–	-8,300	–	-0.17%	–
EXC	Exit	EXELON CORP	$0	–	-18,470	–	-0.17%	–
CVS	Exit	CVS CAREMARK CORPORATION	$0	–	-9,000	–	-0.18%	–
FITB	Exit	FIFTH THIRD BANCORP	$0	–	-31,800	–	-0.18%	–
BMS	Exit	BEMIS INC	$0	–	-16,800	–	-0.18%	–
XL	Exit	XL GROUP PLC	$0	–	-20,800	–	-0.18%	–
HPQ	Exit	HEWLETT PACKARD CO	$0	–	-20,300	–	-0.18%	–
PSB	Exit	PS BUSINESS PKS INC CALIF	$0	–	-8,200	–	-0.18%	–
HLS	Exit	HEALTHSOUTH CORP	$0	–	-19,100	–	-0.18%	–
BMR	Exit	BIOMED REALTY TRUST INC	$0	–	-31,400	–	-0.18%	–
RPAI	Exit	RETAIL PPTYS AMER INCcl a	$0	–	-45,000	–	-0.18%	–
CMS	Exit	CMS ENERGY CORP	$0	–	-22,200	–	-0.18%	–
JNJ	Exit	JOHNSON & JOHNSON	$0	–	-6,600	–	-0.18%	–
PNW	Exit	PINNACLE WEST CAP CORP	$0	–	-12,000	–	-0.18%	–
WRB	Exit	BERKLEY W R CORP	$0	–	-15,000	–	-0.18%	–
SCG	Exit	SCANA CORP NEW	$0	–	-12,900	–	-0.18%	–
PMT	Exit	PENNYMAC MTG INVT TR	$0	–	-31,700	–	-0.18%	–
EMC	Exit	E M C CORP MASS	$0	–	-26,300	–	-0.18%	–
ALB	Exit	ALBEMARLE CORP	$0	–	-9,700	–	-0.18%	–
ATW	Exit	ATWOOD OCEANICS INC	$0	–	-13,300	–	-0.18%	–
MDT	Exit	MEDTRONIC INC	$0	–	-10,930	–	-0.18%	–
DST	Exit	DST SYS INC DEL	$0	–	-7,600	–	-0.18%	–
AVT	Exit	AVNET INC	$0	–	-15,800	–	-0.18%	–
AGCO	Exit	AGCO CORP	$0	–	-12,500	–	-0.18%	–
BDN	Exit	BRANDYWINE RLTY TRsh ben int new	$0	–	-45,200	–	-0.18%	–
R108	Exit	ENERGIZER HLDGS INC	$0	–	-5,800	–	-0.18%	–
DVA	Exit	DAVITA HEALTHCARE PARTNERS I	$0	–	-9,800	–	-0.18%	–
AIT	Exit	APPLIED INDL TECHNOLOGIES IN	$0	–	-14,000	–	-0.18%	–
BLL	Exit	BALL CORP	$0	–	-11,400	–	-0.18%	–
NRF	Exit	NORTHSTAR RLTY FIN CORP	$0	–	-41,100	–	-0.18%	–
IM	Exit	INGRAM MICRO INCcl a	$0	–	-24,500	–	-0.18%	–
RRD	Exit	DONNELLEY R R & SONS CO	$0	–	-43,000	–	-0.19%	–
MBI	Exit	MBIA INC	$0	–	-75,700	–	-0.22%	–
SUSQ	Exit	SUSQUEHANNA BANCSHARES INC P	$0	–	-91,900	–	-0.25%	–
TPC	Exit	TUTOR PERINI CORP	$0	–	-34,400	–	-0.28%	–
INT	Exit	WORLD FUEL SVCS CORP	$0	–	-23,800	–	-0.30%	–
VOYA	Exit	VOYA FINL INC	$0	–	-33,300	–	-0.31%	–
PIR	Exit	PIER 1 IMPORTS INC	$0	–	-84,900	–	-0.34%	–
WCG	Exit	WELLCARE HEALTH PLANS INC	$0	–	-19,800	–	-0.38%	–
CVI	Exit	CVR ENERGY INC	$0	–	-30,700	–	-0.38%	–
BBBY	Exit	BED BATH & BEYOND INC	$0	–	-25,800	–	-0.38%	–
JBL	Exit	JABIL CIRCUIT INC	$0	–	-73,670	–	-0.40%	–
FLO	Exit	FLOWERS FOODS INC	$0	–	-77,600	–	-0.42%	–
6107SC	Exit	URS CORP NEW	$0	–	-35,900	–	-0.42%	–
DOW	Exit	DOW CHEM CO	$0	–	-33,920	–	-0.45%	–
SYY	Exit	SYSCO CORP	$0	–	-47,800	–	-0.46%	–
NTAP	Exit	NETAPP INC	$0	–	-49,800	–	-0.47%	–
EWZ	Exit	ISHARESmsci brz cap etf	$0	–	-47,000	–	-0.58%	–
EWY	Exit	ISHARESmsci sth kor etf	$0	–	-34,900	–	-0.58%	–
EWW	Exit	ISHARESmsci mex cap etf	$0	–	-33,600	–	-0.59%	–
RSX	Exit	MARKET VECTORS ETF TRrussia etf	$0	–	-106,000	–	-0.72%	–
EWT	Exit	ISHARESmsci taiwan etf	$0	–	-181,200	–	-0.74%	–
EEM	Exit	ISHARESput	$0	–	-150,000	–	-1.67%	–

Q2 2014

			Value		Shares		↓ Weighting
SPY	New	SPDR S&P 500 ETF TRput	$78,288,000	–	400,000	–	20.19%	–
GLD	New	SPDR GOLD TRUSTput	$56,338,000	–	440,000	–	14.53%	–
IWM	New	ISHARESput	$15,445,000	–	130,000	–	3.98%	–
EEM	New	ISHARESput	$6,485,000	–	150,000	–	1.67%	–
EWT	New	ISHARESmsci taiwan etf	$2,863,000	–	181,200	–	0.74%	–
RSX	New	MARKET VECTORS ETF TRrussia etf	$2,791,000	–	106,000	–	0.72%	–
EWW	New	ISHARESmsci mex cap etf	$2,278,000	–	33,600	–	0.59%	–
EWY	New	ISHARESmsci sth kor etf	$2,269,000	–	34,900	–	0.58%	–
EWZ	New	ISHARESmsci brz cap etf	$2,246,000	–	47,000	–	0.58%	–
GM	New	GENERAL MTRS CO	$2,176,000	–	59,940	–	0.56%	–
PPC	New	PILGRIMS PRIDE CORP NEW	$1,922,000	–	70,240	–	0.50%	–
NOV	New	NATIONAL OILWELL VARCO INC	$1,878,000	–	22,800	–	0.48%	–
IP	New	INTL PAPER CO	$1,867,000	–	37,000	–	0.48%	–
MRO	New	MARATHON OIL CORP	$1,852,000	–	46,400	–	0.48%	–
MUR	New	MURPHY OIL CORP	$1,848,000	–	27,800	–	0.48%	–
TECD	New	TECH DATA CORP	$1,832,000	–	29,300	–	0.47%	–
HNT	New	HEALTH NET INC	$1,832,000	–	44,100	–	0.47%	–
UNH	New	UNITEDHEALTH GROUP INC	$1,823,000	–	22,300	–	0.47%	–
NTAP	New	NETAPP INC	$1,819,000	–	49,800	–	0.47%	–
ASH	New	ASHLAND INC NEW	$1,816,000	–	16,700	–	0.47%	–
9207PS	New	ROCK-TENN COcl a	$1,816,000	–	17,200	–	0.47%	–
RS	New	RELIANCE STEEL & ALUMINUM CO	$1,815,000	–	24,630	–	0.47%	–
HUM	New	HUMANA INC	$1,814,000	–	14,200	–	0.47%	–
CI	New	CIGNA CORPORATION	$1,812,000	–	19,700	–	0.47%	–
ARW	New	ARROW ELECTRS INC	$1,812,000	–	30,000	–	0.47%	–
AET	New	AETNA INC NEW	$1,808,000	–	22,300	–	0.47%	–
MAN	New	MANPOWERGROUP INC	$1,807,000	–	21,300	–	0.47%	–
CAT	New	CATERPILLAR INC DEL	$1,804,000	–	16,600	–	0.46%	–
CSCO	New	CISCO SYS INC	$1,799,000	–	72,400	–	0.46%	–
CNC	New	CENTENE CORP DEL	$1,800,000	–	23,800	–	0.46%	–
CCK	New	CROWN HOLDINGS INC	$1,798,000	–	36,140	–	0.46%	–
OXY	New	OCCIDENTAL PETE CORP DEL	$1,796,000	–	17,500	–	0.46%	–
AXLL	New	AXIALL CORP	$1,796,000	–	38,000	–	0.46%	–
F	New	FORD MTR CO DEL	$1,791,000	–	103,900	–	0.46%	–
SYY	New	SYSCO CORP	$1,790,000	–	47,800	–	0.46%	–
LDOS	New	LEIDOS HLDGS INC	$1,787,000	–	46,600	–	0.46%	–
PFE	New	PFIZER INC	$1,787,000	–	60,200	–	0.46%	–
T	New	AT&T INC	$1,789,000	–	50,580	–	0.46%	–
CSC	New	COMPUTER SCIENCES CORP	$1,782,000	–	28,200	–	0.46%	–
XRX	New	XEROX CORP	$1,781,000	–	143,200	–	0.46%	–
DPS	New	DR PEPPER SNAPPLE GROUP INC	$1,778,000	–	30,360	–	0.46%	–
DE	New	DEERE & CO	$1,775,000	–	19,600	–	0.46%	–
FLR	New	FLUOR CORP NEW	$1,776,000	–	23,100	–	0.46%	–
V107SC	New	WELLPOINT INC	$1,766,000	–	16,410	–	0.46%	–
XOM	New	EXXON MOBIL CORP	$1,762,000	–	17,500	–	0.45%	–
XLS	New	EXELIS INC	$1,757,000	–	103,500	–	0.45%	–
WMT	New	WAL-MART STORES INC	$1,757,000	–	23,400	–	0.45%	–
INGR	New	INGREDION INC	$1,744,000	–	23,240	–	0.45%	–
DOW	New	DOW CHEM CO	$1,746,000	–	33,920	–	0.45%	–
IBM	New	INTERNATIONAL BUSINESS MACHS	$1,722,000	–	9,500	–	0.44%	–
FXI	New	ISHARESchina lg-cap etf	$1,696,000	–	45,800	–	0.44%	–
6107SC	New	URS CORP NEW	$1,646,000	–	35,900	–	0.42%	–
FLO	New	FLOWERS FOODS INC	$1,636,000	–	77,600	–	0.42%	–
COP	New	CONOCOPHILLIPS	$1,586,000	–	18,500	–	0.41%	–
DAN	New	DANA HLDG CORP	$1,570,000	–	64,300	–	0.40%	–
JBL	New	JABIL CIRCUIT INC	$1,540,000	–	73,670	–	0.40%	–
AVP	New	AVON PRODS INC	$1,533,000	–	104,900	–	0.40%	–
RDC	New	ROWAN COMPANIES PLC	$1,517,000	–	47,500	–	0.39%	–
DKS	New	DICKS SPORTING GOODS INC	$1,499,000	–	32,200	–	0.39%	–
PRE	New	PARTNERRE LTD	$1,499,000	–	13,730	–	0.39%	–
TRV	New	TRAVELERS COMPANIES INC	$1,486,000	–	15,800	–	0.38%	–
BBBY	New	BED BATH & BEYOND INC	$1,480,000	–	25,800	–	0.38%	–
WCG	New	WELLCARE HEALTH PLANS INC	$1,478,000	–	19,800	–	0.38%	–
CBT	New	CABOT CORP	$1,479,000	–	25,500	–	0.38%	–
CVI	New	CVR ENERGY INC	$1,479,000	–	30,700	–	0.38%	–
KBR	New	KBR INC	$1,476,000	–	61,900	–	0.38%	–
RE	New	EVEREST RE GROUP LTD	$1,477,000	–	9,200	–	0.38%	–
GES	New	GUESS INC	$1,477,000	–	54,700	–	0.38%	–
FNFG	New	FIRST NIAGARA FINL GP INC	$1,475,000	–	168,800	–	0.38%	–
ADM	New	ARCHER DANIELS MIDLAND CO	$1,464,000	–	33,180	–	0.38%	–
ALL	New	ALLSTATE CORP	$1,456,000	–	24,800	–	0.38%	–
AHL	New	ASPEN INSURANCE HOLDINGS LTD	$1,446,000	–	31,830	–	0.37%	–
VLO	New	VALERO ENERGY CORP NEW	$1,443,000	–	28,800	–	0.37%	–
AIZ	New	ASSURANT INC	$1,409,000	–	21,490	–	0.36%	–
SON	New	SONOCO PRODS CO	$1,403,000	–	31,930	–	0.36%	–
CAG	New	CONAGRA FOODS INC	$1,383,000	–	46,600	–	0.36%	–
WHR	New	WHIRLPOOL CORP	$1,378,000	–	9,900	–	0.36%	–
GNCIQ	New	GNC HLDGS INC	$1,316,000	–	38,600	–	0.34%	–
PIR	New	PIER 1 IMPORTS INC	$1,308,000	–	84,900	–	0.34%	–
DSW	New	DSW INCcl a	$1,308,000	–	46,800	–	0.34%	–
MO	New	ALTRIA GROUP INC	$1,246,000	–	29,700	–	0.32%	–
TSN	New	TYSON FOODS INCcl a	$1,220,000	–	32,500	–	0.32%	–
VOYA	New	VOYA FINL INC	$1,210,000	–	33,300	–	0.31%	–
MGLN	New	MAGELLAN HEALTH INC	$1,205,000	–	19,360	–	0.31%	–
INT	New	WORLD FUEL SVCS CORP	$1,172,000	–	23,800	–	0.30%	–
UNF	New	UNIFIRST CORP MASS	$1,113,000	–	10,500	–	0.29%	–
TPC	New	TUTOR PERINI CORP	$1,092,000	–	34,400	–	0.28%	–
SUSQ	New	SUSQUEHANNA BANCSHARES INC P	$970,000	–	91,900	–	0.25%	–
THG	New	HANOVER INS GROUP INC	$954,000	–	15,100	–	0.25%	–
CAH	New	CARDINAL HEALTH INC	$949,000	–	13,840	–	0.24%	–
OIS	New	OIL STS INTL INC	$942,000	–	14,700	–	0.24%	–
ORI	New	OLD REP INTL CORP	$928,000	–	56,100	–	0.24%	–
GPS	New	GAP INC DEL	$906,000	–	21,800	–	0.23%	–
CMC	New	COMMERCIAL METALS CO	$876,000	–	50,600	–	0.23%	–
MBI	New	MBIA INC	$836,000	–	75,700	–	0.22%	–
EME	New	EMCOR GROUP INC	$819,000	–	18,400	–	0.21%	–
UFS	New	DOMTAR CORP	$754,000	–	17,600	–	0.19%	–
SM	New	SM ENERGY CO	$740,000	–	8,800	–	0.19%	–
RRD	New	DONNELLEY R R & SONS CO	$729,000	–	43,000	–	0.19%	–
SLGN	New	SILGAN HOLDINGS INC	$717,000	–	14,100	–	0.18%	–
IM	New	INGRAM MICRO INCcl a	$716,000	–	24,500	–	0.18%	–
BLL	New	BALL CORP	$715,000	–	11,400	–	0.18%	–
NRF	New	NORTHSTAR RLTY FIN CORP	$714,000	–	41,100	–	0.18%	–
HPT	New	HOSPITALITY PPTYS TR	$711,000	–	23,400	–	0.18%	–
HME	New	HOME PROPERTIES INC	$710,000	–	11,100	–	0.18%	–
AIT	New	APPLIED INDL TECHNOLOGIES IN	$710,000	–	14,000	–	0.18%	–
DVA	New	DAVITA HEALTHCARE PARTNERS I	$709,000	–	9,800	–	0.18%	–
R108	New	ENERGIZER HLDGS INC	$708,000	–	5,800	–	0.18%	–
VVC	New	VECTREN CORP	$706,000	–	16,600	–	0.18%	–
PEG	New	PUBLIC SVC ENTERPRISE GROUP	$707,000	–	17,330	–	0.18%	–
ETR	New	ENTERGY CORP NEW	$706,000	–	8,600	–	0.18%	–
BDN	New	BRANDYWINE RLTY TRsh ben int new	$705,000	–	45,200	–	0.18%	–
AVA	New	AVISTA CORP	$707,000	–	21,100	–	0.18%	–
BHI	New	BAKER HUGHES INC	$707,000	–	9,500	–	0.18%	–
UIL	New	UIL HLDG CORP	$701,000	–	18,100	–	0.18%	–
OSK	New	OSHKOSH CORP	$700,000	–	12,600	–	0.18%	–
AVT	New	AVNET INC	$700,000	–	15,800	–	0.18%	–
CBLAQ	New	CBL & ASSOC PPTYS INC	$701,000	–	36,900	–	0.18%	–
AGCO	New	AGCO CORP	$703,000	–	12,500	–	0.18%	–
TE	New	TECO ENERGY INC	$702,000	–	38,000	–	0.18%	–
KR	New	KROGER CO	$702,000	–	14,200	–	0.18%	–
DST	New	DST SYS INC DEL	$700,000	–	7,600	–	0.18%	–
AXE	New	ANIXTER INTL INC	$700,000	–	7,000	–	0.18%	–
LHO	New	LASALLE HOTEL PPTYS	$699,000	–	19,800	–	0.18%	–
FR	New	FIRST INDUSTRIAL REALTY TRUS	$697,000	–	37,000	–	0.18%	–
GXP	New	GREAT PLAINS ENERGY INC	$696,000	–	25,900	–	0.18%	–
ATW	New	ATWOOD OCEANICS INC	$698,000	–	13,300	–	0.18%	–
LH	New	LABORATORY CORP AMER HLDGS	$696,000	–	6,800	–	0.18%	–
AEP	New	AMERICAN ELEC PWR INC	$697,000	–	12,500	–	0.18%	–
MDT	New	MEDTRONIC INC	$697,000	–	10,930	–	0.18%	–
GAS	New	AGL RES INC	$693,000	–	12,590	–	0.18%	–
EMC	New	E M C CORP MASS	$693,000	–	26,300	–	0.18%	–
SCG	New	SCANA CORP NEW	$694,000	–	12,900	–	0.18%	–
ALB	New	ALBEMARLE CORP	$694,000	–	9,700	–	0.18%	–
SO	New	SOUTHERN CO	$694,000	–	15,300	–	0.18%	–
SHO	New	SUNSTONE HOTEL INVS INC NEW	$694,000	–	46,500	–	0.18%	–
ED	New	CONSOLIDATED EDISON INC	$693,000	–	12,000	–	0.18%	–
PNW	New	PINNACLE WEST CAP CORP	$694,000	–	12,000	–	0.18%	–
DDR	New	DDR CORP	$693,000	–	39,300	–	0.18%	–
ESRX	New	EXPRESS SCRIPTS HLDG CO	$693,000	–	10,000	–	0.18%	–
PMT	New	PENNYMAC MTG INVT TR	$695,000	–	31,700	–	0.18%	–
WRB	New	BERKLEY W R CORP	$695,000	–	15,000	–	0.18%	–
EMN	New	EASTMAN CHEM CO	$690,000	–	7,900	–	0.18%	–
CMS	New	CMS ENERGY CORP	$692,000	–	22,200	–	0.18%	–
JNJ	New	JOHNSON & JOHNSON	$690,000	–	6,600	–	0.18%	–
LYB	New	LYONDELLBASELL INDUSTRIES N	$691,000	–	7,080	–	0.18%	–
LMT	New	LOCKHEED MARTIN CORP	$691,000	–	4,300	–	0.18%	–
RPAI	New	RETAIL PPTYS AMER INCcl a	$692,000	–	45,000	–	0.18%	–
HLS	New	HEALTHSOUTH CORP	$685,000	–	19,100	–	0.18%	–
BMR	New	BIOMED REALTY TRUST INC	$685,000	–	31,400	–	0.18%	–
BG	New	BUNGE LIMITED	$688,000	–	9,100	–	0.18%	–
PSB	New	PS BUSINESS PKS INC CALIF	$685,000	–	8,200	–	0.18%	–
NJR	New	NEW JERSEY RES	$686,000	–	12,000	–	0.18%	–
AFG	New	AMERICAN FINL GROUP INC OHIO	$685,000	–	11,500	–	0.18%	–
CPA	New	COPA HOLDINGS SAcl a	$684,000	–	4,800	–	0.18%	–
BMS	New	BEMIS INC	$683,000	–	16,800	–	0.18%	–
OFC	New	CORPORATE OFFICE PPTYS TRsh ben int	$681,000	–	24,500	–	0.18%	–
CXW	New	CORRECTIONS CORP AMER NEW	$683,000	–	20,800	–	0.18%	–
FE	New	FIRSTENERGY CORP	$681,000	–	19,600	–	0.18%	–
HPQ	New	HEWLETT PACKARD CO	$684,000	–	20,300	–	0.18%	–
HST	New	HOST HOTELS & RESORTS INC	$684,000	–	31,090	–	0.18%	–
SJM	New	SMUCKER J M CO	$682,000	–	6,400	–	0.18%	–
XL	New	XL GROUP PLC	$681,000	–	20,800	–	0.18%	–
RNR	New	RENAISSANCERE HOLDINGS LTD	$677,000	–	6,330	–	0.18%	–
FITB	New	FIFTH THIRD BANCORP	$679,000	–	31,800	–	0.18%	–
CVS	New	CVS CAREMARK CORPORATION	$678,000	–	9,000	–	0.18%	–
EXC	New	EXELON CORP	$674,000	–	18,470	–	0.17%	–
TXT	New	TEXTRON INC	$674,000	–	17,600	–	0.17%	–
K	New	KELLOGG CO	$670,000	–	10,200	–	0.17%	–
AXS	New	AXIS CAPITAL HOLDINGS LTD	$669,000	–	15,100	–	0.17%	–
LXP	New	LEXINGTON REALTY TRUST	$669,000	–	60,800	–	0.17%	–
PSX	New	PHILLIPS 66	$668,000	–	8,300	–	0.17%	–
NUS	New	NU SKIN ENTERPRISES INCcl a	$666,000	–	9,000	–	0.17%	–
PBF	New	PBF ENERGY INCcl a	$661,000	–	24,800	–	0.17%	–
AAN	New	AARONS INC	$659,000	–	18,500	–	0.17%	–
PHM	New	PULTE GROUP INC	$659,000	–	32,700	–	0.17%	–
PM	New	PHILIP MORRIS INTL INC	$658,000	–	7,800	–	0.17%	–
SBH	New	SALLY BEAUTY HLDGS INC	$655,000	–	26,100	–	0.17%	–
CST	New	CST BRANDS INC	$642,000	–	18,600	–	0.17%	–
HY	New	HYSTER YALE MATLS HANDLING Icl a	$629,000	–	7,100	–	0.16%	–
WY	New	WEYERHAEUSER CO	$559,000	–	16,900	–	0.14%	–
DNRCQ	New	DENBURY RES INC	$545,000	–	29,500	–	0.14%	–
JLL	New	JONES LANG LASALLE INC	$543,000	–	4,300	–	0.14%	–
WOR	New	WORTHINGTON INDS INC	$534,000	–	12,400	–	0.14%	–
SIR	New	SELECT INCOME REIT	$528,000	–	17,800	–	0.14%	–
HRC	New	HILL ROM HLDGS INC	$527,000	–	12,700	–	0.14%	–
WR	New	WESTAR ENERGY INC	$523,000	–	13,700	–	0.14%	–
IDA	New	IDACORP INC	$520,000	–	9,000	–	0.13%	–
SAIC	New	SCIENCE APPLICATNS INTL CP N	$521,000	–	11,800	–	0.13%	–
ARRS	New	ARRIS GROUP INC NEW	$514,000	–	15,800	–	0.13%	–
SWX	New	SOUTHWEST GAS CORP	$517,000	–	9,800	–	0.13%	–
BCR	New	BARD C R INC	$515,000	–	3,600	–	0.13%	–
PNM	New	PNM RES INC	$513,000	–	17,500	–	0.13%	–
DOX	New	AMDOCS LTD	$505,000	–	10,900	–	0.13%	–
RTN	New	RAYTHEON CO	$498,000	–	5,400	–	0.13%	–
MU	New	MICRON TECHNOLOGY INC	$488,000	–	14,800	–	0.13%	–
M	New	MACYS INC	$470,000	–	8,100	–	0.12%	–
HFC	New	HOLLYFRONTIER CORP	$467,000	–	10,700	–	0.12%	–
MPC	New	MARATHON PETE CORP	$461,000	–	5,900	–	0.12%	–
CHTR	New	CHARTER COMMUNICATIONS INC Dcl a new	$459,000	–	2,900	–	0.12%	–
BIDU	New	BAIDU INCspon adr rep a	$448,000	–	2,400	–	0.12%	–
FDX	New	FEDEX CORP	$439,000	–	2,900	–	0.11%	–
HCA	New	HCA HOLDINGS INC	$434,000	–	7,700	–	0.11%	–
COF	New	CAPITAL ONE FINL CORP	$430,000	–	5,200	–	0.11%	–
WAG	New	WALGREEN CO	$430,000	–	5,800	–	0.11%	–
MON	New	MONSANTO CO NEW	$424,000	–	3,400	–	0.11%	–
DG	New	DOLLAR GEN CORP NEW	$419,000	–	7,300	–	0.11%	–
MSFT	New	MICROSOFT CORP	$413,000	–	9,900	–	0.11%	–
AAPL	New	APPLE INC	$410,000	–	4,410	–	0.11%	–
AIG	New	AMERICAN INTL GROUP INC	$409,000	–	7,490	–	0.10%	–
GOOGL	New	GOOGLE INCcl a	$409,000	–	700	–	0.10%	–
FOXA	New	TWENTY FIRST CENTY FOX INCcl a	$408,000	–	11,600	–	0.10%	–
MDLZ	New	MONDELEZ INTL INCcl a	$399,000	–	10,600	–	0.10%	–
C	New	CITIGROUP INC	$400,000	–	8,500	–	0.10%	–
MSI	New	MOTOROLA SOLUTIONS INC	$397,000	–	5,970	–	0.10%	–
QCOM	New	QUALCOMM INC	$394,000	–	4,980	–	0.10%	–
LBTYK	New	LIBERTY GLOBAL PLC	$393,000	–	9,300	–	0.10%	–
VRX	New	VALEANT PHARMACEUTICALS INTL	$391,000	–	3,100	–	0.10%	–
CCI	New	CROWN CASTLE INTL CORP	$386,000	–	5,200	–	0.10%	–
EBAY	New	EBAY INC	$385,000	–	7,700	–	0.10%	–
APA	New	APACHE CORP	$372,000	–	3,700	–	0.10%	–
CCE	New	COCA COLA ENTERPRISES INC NE	$368,000	–	7,700	–	0.10%	–
TDG	New	TRANSDIGM GROUP INC	$368,000	–	2,200	–	0.10%	–
PCLN	New	PRICELINE GRP INC	$361,000	–	300	–	0.09%	–
GLW	New	CORNING INC	$358,000	–	16,300	–	0.09%	–
LOW	New	LOWES COS INC	$355,000	–	7,400	–	0.09%	–
DDS	New	DILLARDS INCcl a	$350,000	–	3,000	–	0.09%	–
VAR	New	VARIAN MED SYS INC	$349,000	–	4,200	–	0.09%	–
CE	New	CELANESE CORP DEL	$347,000	–	5,400	–	0.09%	–
SDRL	New	SEADRILL LIMITED	$348,000	–	8,700	–	0.09%	–
SMG	New	SCOTTS MIRACLE GRO COcl a	$347,000	–	6,100	–	0.09%	–
CASY	New	CASEYS GEN STORES INC	$344,000	–	4,900	–	0.09%	–
NVR	New	NVR INC	$345,000	–	300	–	0.09%	–
LUMN	New	CENTURYLINK INC	$340,000	–	9,400	–	0.09%	–
URBN	New	URBAN OUTFITTERS INC	$342,000	–	10,100	–	0.09%	–
JWN	New	NORDSTROM INC	$340,000	–	5,000	–	0.09%	–
CTRX	New	CATAMARAN CORP	$340,000	–	7,700	–	0.09%	–
ROST	New	ROSS STORES INC	$337,000	–	5,100	–	0.09%	–
BA	New	BOEING CO	$331,000	–	2,600	–	0.08%	–
SCS	New	STEELCASE INCcl a	$319,000	–	21,100	–	0.08%	–
G	New	GENPACT LIMITED	$181,000	–	10,300	–	0.05%	–
SPY	New	SPDR S&P 500 ETF TRtr unit	$39,000	–	200	–	0.01%	–

Q4 2013

			Value		Shares		↓ Weighting
SPY	Exit	SPDR S&P 500 ETF TRtr unit	$0	–	-200	–	-0.01%	–
LXP	Exit	LEXINGTON REALTY TRUST	$0	–	-10,600	–	-0.04%	–
SRC	Exit	SPIRIT RLTY CAP INC NEW	$0	–	-16,850	–	-0.05%	–
NCT	Exit	NEWCASTLE INVT CORP	$0	–	-27,800	–	-0.05%	–
DRH	Exit	DIAMONDROCK HOSPITALITY CO	$0	–	-17,540	–	-0.06%	–
CTCM	Exit	CTC MEDIA INC	$0	–	-18,000	–	-0.06%	–
TE	Exit	TECO ENERGY INC	$0	–	-11,920	–	-0.06%	–
PNM	Exit	PNM RES INC	$0	–	-8,850	–	-0.06%	–
CMI	Exit	CUMMINS INC	$0	–	-1,520	–	-0.06%	–
UNS	Exit	UNS ENERGY CORP	$0	–	-4,350	–	-0.06%	–
MLI	Exit	MUELLER INDS INC	$0	–	-3,700	–	-0.06%	–
A	Exit	AGILENT TECHNOLOGIES INC	$0	–	-4,100	–	-0.06%	–
VC	Exit	VISTEON CORP	$0	–	-2,800	–	-0.06%	–
BAH	Exit	BOOZ ALLEN HAMILTON HLDG CORcl a	$0	–	-11,410	–	-0.06%	–
K	Exit	KELLOGG CO	$0	–	-3,750	–	-0.06%	–
SCS	Exit	STEELCASE INCcl a	$0	–	-13,500	–	-0.07%	–
RAD	Exit	RITE AID CORP	$0	–	-48,900	–	-0.07%	–
FE	Exit	FIRSTENERGY CORP	$0	–	-7,220	–	-0.08%	–
ACE	Exit	ACE LTD	$0	–	-2,950	–	-0.08%	–
HWC	Exit	HANCOCK HLDG CO	$0	–	-9,250	–	-0.09%	–
HP	Exit	HELMERICH & PAYNE INC	$0	–	-4,400	–	-0.09%	–
PEG	Exit	PUBLIC SVC ENTERPRISE GROUP	$0	–	-9,260	–	-0.09%	–
TSO	Exit	TESORO CORP	$0	–	-6,950	–	-0.09%	–
COH	Exit	COACH INC	$0	–	-5,700	–	-0.09%	–
IBM	Exit	INTERNATIONAL BUSINESS MACHS	$0	–	-1,700	–	-0.09%	–
HCA	Exit	HCA HOLDINGS INC	$0	–	-7,550	–	-0.10%	–
CSL	Exit	CARLISLE COS INC	$0	–	-4,600	–	-0.10%	–
F102PS	Exit	BABCOCK & WILCOX CO NEW	$0	–	-9,670	–	-0.10%	–
NE	Exit	NOBLE CORPORATION BAARnamen -akt	$0	–	-8,800	–	-0.10%	–
PEP	Exit	PEPSICO INC	$0	–	-4,200	–	-0.10%	–
GIS	Exit	GENERAL MLS INC	$0	–	-6,990	–	-0.10%	–
CLX	Exit	CLOROX CO DEL	$0	–	-4,150	–	-0.10%	–
EMN	Exit	EASTMAN CHEM CO	$0	–	-4,350	–	-0.10%	–
NVDA	Exit	NVIDIA CORP	$0	–	-21,780	–	-0.10%	–
SWM	Exit	SCHWEITZER-MAUDUIT INTL INC	$0	–	-5,650	–	-0.10%	–
DPS	Exit	DR PEPPER SNAPPLE GROUP INC	$0	–	-7,710	–	-0.10%	–
AFL	Exit	AFLAC INC	$0	–	-5,610	–	-0.10%	–
ORI	Exit	OLD REP INTL CORP	$0	–	-23,600	–	-0.11%	–
EXC	Exit	EXELON CORP	$0	–	-12,380	–	-0.11%	–
LG	Exit	LACLEDE GROUP INC	$0	–	-8,450	–	-0.11%	–
GAS	Exit	AGL RES INC	$0	–	-8,390	–	-0.11%	–
COLM	Exit	COLUMBIA SPORTSWEAR CO	$0	–	-6,600	–	-0.12%	–
JCPNQ	Exit	PENNEY J C INC	$0	–	-45,970	–	-0.12%	–
TSN	Exit	TYSON FOODS INCcl a	$0	–	-14,490	–	-0.12%	–
SWKS	Exit	SKYWORKS SOLUTIONS INC	$0	–	-16,700	–	-0.12%	–
UHS	Exit	UNIVERSAL HLTH SVCS INCcl b	$0	–	-5,740	–	-0.13%	–
WFC	Exit	WELLS FARGO & CO NEW	$0	–	-10,660	–	-0.13%	–
ENS	Exit	ENERSYS	$0	–	-7,330	–	-0.13%	–
CF	Exit	CF INDS HLDGS INC	$0	–	-2,250	–	-0.14%	–
KMB	Exit	KIMBERLY CLARK CORP	$0	–	-5,090	–	-0.14%	–
9207PS	Exit	ROCK-TENN COcl a	$0	–	-4,900	–	-0.15%	–
KR	Exit	KROGER CO	$0	–	-12,220	–	-0.15%	–
PTEN	Exit	PATTERSON UTI ENERGY INC	$0	–	-23,640	–	-0.15%	–
CHS	Exit	CHICOS FAS INC	$0	–	-31,300	–	-0.15%	–
CSCO	Exit	CISCO SYS INC	$0	–	-22,550	–	-0.16%	–
B	Exit	BARNES GROUP INC	$0	–	-15,250	–	-0.16%	–
LPNT	Exit	LIFEPOINT HOSPITALS INC	$0	–	-11,500	–	-0.16%	–
WDC	Exit	WESTERN DIGITAL CORP	$0	–	-8,450	–	-0.16%	–
BA	Exit	BOEING CO	$0	–	-4,600	–	-0.16%	–
CYH	Exit	COMMUNITY HEALTH SYS INC NEW	$0	–	-13,100	–	-0.16%	–
AVY	Exit	AVERY DENNISON CORP	$0	–	-12,700	–	-0.16%	–
ASNA	Exit	ASCENA RETAIL GROUP INC	$0	–	-29,500	–	-0.17%	–
TEN	Exit	TENNECO INC	$0	–	-12,000	–	-0.18%	–
PL	Exit	PROTECTIVE LIFE CORP	$0	–	-14,430	–	-0.18%	–
PRU	Exit	PRUDENTIAL FINL INC	$0	–	-7,920	–	-0.18%	–
DELL	Exit	DELL INC	$0	–	-47,330	–	-0.19%	–
WMT	Exit	WAL-MART STORES INC	$0	–	-8,980	–	-0.20%	–
CVI	Exit	CVR ENERGY INC	$0	–	-17,600	–	-0.20%	–
EWZ	Exit	ISHARESmsci brz cap etf	$0	–	-14,350	–	-0.20%	–
STX	Exit	SEAGATE TECHNOLOGY PLC	$0	–	-15,900	–	-0.20%	–
RIG	Exit	TRANSOCEAN LTD	$0	–	-15,750	–	-0.21%	–
PHM	Exit	PULTE GROUP INC	$0	–	-42,650	–	-0.21%	–
JWN	Exit	NORDSTROM INC	$0	–	-12,500	–	-0.21%	–
CE	Exit	CELANESE CORP DEL	$0	–	-13,400	–	-0.21%	–
ABBV	Exit	ABBVIE INC	$0	–	-15,900	–	-0.21%	–
MDT	Exit	MEDTRONIC INC	$0	–	-13,430	–	-0.21%	–
F113PS	Exit	COVIDIEN PLC	$0	–	-11,700	–	-0.21%	–
TRV	Exit	TRAVELERS COMPANIES INC	$0	–	-8,450	–	-0.21%	–
INT	Exit	WORLD FUEL SVCS CORP	$0	–	-19,400	–	-0.21%	–
PFE	Exit	PFIZER INC	$0	–	-25,200	–	-0.21%	–
AFG	Exit	AMERICAN FINL GROUP INC OHIO	$0	–	-13,470	–	-0.22%	–
LBTYA	Exit	LIBERTY GLOBAL PLC	$0	–	-9,200	–	-0.22%	–
ANF	Exit	ABERCROMBIE & FITCH COcl a	$0	–	-21,150	–	-0.22%	–
T	Exit	AT&T INC	$0	–	-22,390	–	-0.22%	–
V107SC	Exit	WELLPOINT INC	$0	–	-9,580	–	-0.24%	–
CVX	Exit	CHEVRON CORP NEW	$0	–	-6,610	–	-0.24%	–
CMC	Exit	COMMERCIAL METALS CO	$0	–	-47,390	–	-0.24%	–
APA	Exit	APACHE CORP	$0	–	-9,450	–	-0.24%	–
XOM	Exit	EXXON MOBIL CORP	$0	–	-9,390	–	-0.24%	–
KSS	Exit	KOHLS CORP	$0	–	-15,700	–	-0.24%	–
BHI	Exit	BAKER HUGHES INC	$0	–	-16,590	–	-0.24%	–
ATK	Exit	ALLIANT TECHSYSTEMS INC	$0	–	-8,450	–	-0.24%	–
MRC	Exit	MRC GLOBAL INC	$0	–	-31,250	–	-0.25%	–
IP	Exit	INTL PAPER CO	$0	–	-18,650	–	-0.25%	–
J	Exit	JACOBS ENGR GROUP INC DEL	$0	–	-14,550	–	-0.25%	–
DOX	Exit	AMDOCS LTDord	$0	–	-23,400	–	-0.25%	–
DAN	Exit	DANA HLDG CORP	$0	–	-37,780	–	-0.26%	–
CCK	Exit	CROWN HOLDINGS INC	$0	–	-20,530	–	-0.26%	–
OSK	Exit	OSHKOSH CORP	$0	–	-17,730	–	-0.26%	–
ORCL	Exit	ORACLE CORP	$0	–	-26,250	–	-0.26%	–
EXXIQ	Exit	ENERGY XXI (BERMUDA) LTD	$0	–	-28,900	–	-0.26%	–
WU	Exit	WESTERN UN CO	$0	–	-47,070	–	-0.26%	–
STLD	Exit	STEEL DYNAMICS INC	$0	–	-54,520	–	-0.27%	–
JPM	Exit	JPMORGAN CHASE & CO	$0	–	-17,650	–	-0.27%	–
ASH	Exit	ASHLAND INC NEW	$0	–	-9,950	–	-0.27%	–
DK	Exit	DELEK US HLDGS INC	$0	–	-44,570	–	-0.28%	–
IPXL	Exit	IMPAX LABORATORIES INC	$0	–	-48,000	–	-0.29%	–
HPQ	Exit	HEWLETT PACKARD CO	$0	–	-48,450	–	-0.30%	–
GES	Exit	GUESS INC	$0	–	-34,200	–	-0.30%	–
AXS	Exit	AXIS CAPITAL HOLDINGS LTD	$0	–	-24,190	–	-0.31%	–
AAPL	Exit	APPLE INC	$0	–	-2,230	–	-0.31%	–
QCOM	Exit	QUALCOMM INC	$0	–	-16,180	–	-0.32%	–
ESRX	Exit	EXPRESS SCRIPTS HLDG CO	$0	–	-17,850	–	-0.33%	–
GPS	Exit	GAP INC DEL	$0	–	-27,420	–	-0.33%	–
AET	Exit	AETNA INC NEW	$0	–	-17,300	–	-0.33%	–
AIG	Exit	AMERICAN INTL GROUP INC	$0	–	-22,790	–	-0.33%	–
DG	Exit	DOLLAR GEN CORP NEW	$0	–	-19,700	–	-0.33%	–
PCLN	Exit	PRICELINE COM INC	$0	–	-1,110	–	-0.33%	–
HES	Exit	HESS CORP	$0	–	-14,500	–	-0.33%	–
MUR	Exit	MURPHY OIL CORP	$0	–	-18,630	–	-0.33%	–
BP	Exit	BP PLCsponsored adr	$0	–	-26,900	–	-0.33%	–
MDLZ	Exit	MONDELEZ INTL INCcl a	$0	–	-36,000	–	-0.33%	–
TMO	Exit	THERMO FISHER SCIENTIFIC INC	$0	–	-12,300	–	-0.34%	–
MSI	Exit	MOTOROLA SOLUTIONS INC	$0	–	-19,370	–	-0.34%	–
VRX	Exit	VALEANT PHARMACEUTICALS INTL	$0	–	-11,100	–	-0.34%	–
FOXA	Exit	TWENTY FIRST CENTY FOX INCcl a	$0	–	-34,780	–	-0.34%	–
MW	Exit	MENS WEARHOUSE INC	$0	–	-34,200	–	-0.34%	–
SDOCQ	Exit	SANDRIDGE ENERGY INC	$0	–	-202,000	–	-0.35%	–
RBC	Exit	REGAL BELOIT CORP	$0	–	-17,540	–	-0.35%	–
MO	Exit	ALTRIA GROUP INC	$0	–	-35,730	–	-0.36%	–
GCO	Exit	GENESCO INC	$0	–	-18,850	–	-0.36%	–
UNM	Exit	UNUM GROUP	$0	–	-40,950	–	-0.37%	–
GTE	Exit	GRAN TIERRA ENERGY INC	$0	–	-177,300	–	-0.37%	–
XL	Exit	XL GROUP PLC	$0	–	-41,170	–	-0.38%	–
SAFM	Exit	SANDERSON FARMS INC	$0	–	-19,740	–	-0.38%	–
R108	Exit	ENERGIZER HLDGS INC	$0	–	-14,550	–	-0.39%	–
FNF	Exit	FIDELITY NATIONAL FINANCIALcl a	$0	–	-49,950	–	-0.39%	–
AEO	Exit	AMERICAN EAGLE OUTFITTERS NE	$0	–	-95,360	–	-0.39%	–
AIZ	Exit	ASSURANT INC	$0	–	-24,840	–	-0.40%	–
PPC	Exit	PILGRIMS PRIDE CORP NEW	$0	–	-81,150	–	-0.40%	–
AHL	Exit	ASPEN INSURANCE HOLDINGS LTD	$0	–	-37,680	–	-0.40%	–
FAF	Exit	FIRST AMERN FINL CORP	$0	–	-56,420	–	-0.41%	–
RGA	Exit	REINSURANCE GROUP AMER INC	$0	–	-20,540	–	-0.41%	–
PRE	Exit	PARTNERRE LTD	$0	–	-15,080	–	-0.41%	–
SYY	Exit	SYSCO CORP	$0	–	-43,500	–	-0.41%	–
RNR	Exit	RENAISSANCERE HOLDINGS LTD	$0	–	-15,300	–	-0.41%	–
TGT	Exit	TARGET CORP	$0	–	-21,810	–	-0.41%	–
MSFT	Exit	MICROSOFT CORP	$0	–	-42,100	–	-0.41%	–
MPC	Exit	MARATHON PETE CORP	$0	–	-22,030	–	-0.42%	–
ADM	Exit	ARCHER DANIELS MIDLAND CO	$0	–	-39,070	–	-0.42%	–
FL	Exit	FOOT LOCKER INC	$0	–	-42,550	–	-0.43%	–
USTR	Exit	UNITED STATIONERS INC	$0	–	-33,700	–	-0.43%	–
NBR	Exit	NABORS INDUSTRIES LTD	$0	–	-91,380	–	-0.43%	–
STE	Exit	STERIS CORP	$0	–	-34,160	–	-0.43%	–
TAP	Exit	MOLSON COORS BREWING COcl b	$0	–	-30,200	–	-0.45%	–
OLN	Exit	OLIN CORP	$0	–	-65,860	–	-0.45%	–
CR	Exit	CRANE CO	$0	–	-24,790	–	-0.45%	–
M	Exit	MACYS INC	$0	–	-35,800	–	-0.46%	–
HLS	Exit	HEALTHSOUTH CORP	$0	–	-44,860	–	-0.46%	–
ABT	Exit	ABBOTT LABS	$0	–	-46,910	–	-0.46%	–
RTN	Exit	RAYTHEON CO	$0	–	-20,570	–	-0.47%	–
VLO	Exit	VALERO ENERGY CORP NEW	$0	–	-46,550	–	-0.47%	–
INGR	Exit	INGREDION INC	$0	–	-24,210	–	-0.47%	–
GM	Exit	GENERAL MTRS CO	$0	–	-44,740	–	-0.48%	–
BG	Exit	BUNGE LIMITED	$0	–	-21,350	–	-0.48%	–
HFC	Exit	HOLLYFRONTIER CORP	$0	–	-38,700	–	-0.48%	–
BIG	Exit	BIG LOTS INC	$0	–	-44,000	–	-0.48%	–
SLGN	Exit	SILGAN HOLDINGS INC	$0	–	-34,730	–	-0.48%	–
HRC	Exit	HILL ROM HLDGS INC	$0	–	-45,640	–	-0.48%	–
WOR	Exit	WORTHINGTON INDS INC	$0	–	-48,000	–	-0.49%	–
WCG	Exit	WELLCARE HEALTH PLANS INC	$0	–	-23,780	–	-0.49%	–
LO	Exit	LORILLARD INC	$0	–	-37,780	–	-0.50%	–
JBL	Exit	JABIL CIRCUIT INC	$0	–	-79,050	–	-0.51%	–
LUMN	Exit	CENTURYLINK INC	$0	–	-56,210	–	-0.52%	–
SPNV	Exit	SUPERIOR ENERGY SVCS INC	$0	–	-70,540	–	-0.52%	–
DDS	Exit	DILLARDS INCcl a	$0	–	-22,620	–	-0.52%	–
VMI	Exit	VALMONT INDS INC	$0	–	-12,800	–	-0.52%	–
BRCM	Exit	BROADCOM CORPcl a	$0	–	-69,450	–	-0.53%	–
MGLN	Exit	MAGELLAN HEALTH SVCS INC	$0	–	-30,130	–	-0.53%	–
DGX	Exit	QUEST DIAGNOSTICS INC	$0	–	-29,450	–	-0.54%	–
SANM	Exit	SANMINA CORPORATION	$0	–	-104,550	–	-0.54%	–
ESV	Exit	ENSCO PLC	$0	–	-34,150	–	-0.54%	–
DE	Exit	DEERE & CO	$0	–	-22,600	–	-0.54%	–
CAT	Exit	CATERPILLAR INC DEL	$0	–	-22,550	–	-0.56%	–
CFN	Exit	CAREFUSION CORP	$0	–	-51,440	–	-0.56%	–
PSX	Exit	PHILLIPS 66	$0	–	-32,810	–	-0.56%	–
CAH	Exit	CARDINAL HEALTH INC	$0	–	-36,610	–	-0.56%	–
MCK	Exit	MCKESSON CORP	$0	–	-14,950	–	-0.57%	–
FLEX	Exit	FLEXTRONICS INTL LTDord	$0	–	-211,610	–	-0.57%	–
LEA	Exit	LEAR CORP	$0	–	-26,910	–	-0.57%	–
LUV	Exit	SOUTHWEST AIRLS CO	$0	–	-132,500	–	-0.57%	–
RS	Exit	RELIANCE STEEL & ALUMINUM CO	$0	–	-26,390	–	-0.57%	–
XRX	Exit	XEROX CORP	$0	–	-189,540	–	-0.58%	–
DOW	Exit	DOW CHEM CO	$0	–	-50,820	–	-0.58%	–
XLS	Exit	EXELIS INC	$0	–	-124,470	–	-0.58%	–
OIS	Exit	OIL STS INTL INC	$0	–	-18,980	–	-0.58%	–
LPX	Exit	LOUISIANA PAC CORP	$0	–	-111,840	–	-0.58%	–
6107SC	Exit	URS CORP NEW	$0	–	-36,630	–	-0.58%	–
AGCO	Exit	AGCO CORP	$0	–	-32,620	–	-0.58%	–
ARW	Exit	ARROW ELECTRS INC	$0	–	-41,000	–	-0.59%	–
SON	Exit	SONOCO PRODS CO	$0	–	-51,390	–	-0.59%	–
IM	Exit	INGRAM MICRO INCcl a	$0	–	-87,350	–	-0.59%	–
LYB	Exit	LYONDELLBASELL INDUSTRIES N	$0	–	-27,610	–	-0.60%	–
AVT	Exit	AVNET INC	$0	–	-48,450	–	-0.60%	–
UFS	Exit	DOMTAR CORP	$0	–	-25,780	–	-0.60%	–
GLD	Exit	SPDR GOLD TRUSTcall	$0	–	-20,000	–	-0.76%	–
EWY	Exit	ISHARESmsci sth kor etf	$0	–	-44,835	–	-0.81%	–
FXI	Exit	ISHARESchina lg-cap etf	$0	–	-74,350	–	-0.81%	–
RSX	Exit	MARKET VECTORS ETF TRrussia etf	$0	–	-98,100	–	-0.82%	–
EWT	Exit	ISHARESmsci taiwan etf	$0	–	-199,700	–	-0.82%	–
EEM	Exit	ISHARESput	$0	–	-80,000	–	-0.96%	–
IWM	Exit	ISHARESput	$0	–	-50,000	–	-1.57%	–
SPY	Exit	SPDR S&P 500 ETF TRcall	$0	–	-50,000	–	-2.48%	–
SPY	Exit	SPDR S&P 500 ETF TRput	$0	–	-300,000	–	-14.88%	–
GLD	Exit	SPDR GOLD TRUSTput	$0	–	-400,000	–	-15.14%	–

Q3 2013

			Value		Shares		↓ Weighting
GLD	New	SPDR GOLD TRUSTput	$51,272,000	–	400,000	–	15.14%	–
SPY	Sell	SPDR S&P 500 ETF TRput	$50,403,000	-51.7%	300,000	-53.8%	14.88%	-25.6%
SPY	Sell	SPDR S&P 500 ETF TRcall	$8,401,000	-12.7%	50,000	-16.7%	2.48%	+34.3%
EEM	New	ISHARESput	$3,260,000	–	80,000	–	0.96%	–
EWT	New	ISHARESmsci taiwan etf	$2,780,000	–	199,700	–	0.82%	–
RSX	New	MARKET VECTORS ETF TRrussia etf	$2,764,000	–	98,100	–	0.82%	–
FXI	New	ISHARESchina lg-cap etf	$2,757,000	–	74,350	–	0.81%	–
EWY	New	ISHARESmsci sth kor etf	$2,757,000	–	44,835	–	0.81%	–
GLD	Sell	SPDR GOLD TRUSTcall	$2,564,000	-96.5%	20,000	-96.7%	0.76%	-94.6%
UFS	Sell	DOMTAR CORP	$2,047,000	+5.0%	25,780	-12.1%	0.60%	+61.5%
AVT	Sell	AVNET INC	$2,021,000	-17.2%	48,450	-33.3%	0.60%	+27.6%
LYB	Sell	LYONDELLBASELL INDUSTRIES N	$2,022,000	-16.5%	27,610	-24.4%	0.60%	+28.7%
IM	New	INGRAM MICRO INCcl a	$2,013,000	–	87,350	–	0.59%	–
SON	Sell	SONOCO PRODS CO	$2,001,000	+0.2%	51,390	-11.0%	0.59%	+54.3%
ARW	New	ARROW ELECTRS INC	$1,990,000	–	41,000	–	0.59%	–
AGCO	Sell	AGCO CORP	$1,971,000	-13.2%	32,620	-27.9%	0.58%	+33.5%
6107SC	Buy	URS CORP NEW	$1,969,000	+123.0%	36,630	+96.0%	0.58%	+243.8%
LPX	Sell	LOUISIANA PAC CORP	$1,967,000	-18.5%	111,840	-31.5%	0.58%	+25.5%
OIS	Buy	OIL STS INTL INC	$1,964,000	+25.3%	18,980	+12.1%	0.58%	+92.7%
XLS	Sell	EXELIS INC	$1,955,000	-27.6%	124,470	-36.5%	0.58%	+11.4%
XRX	Sell	XEROX CORP	$1,950,000	-20.8%	189,540	-30.2%	0.58%	+22.0%
DOW	Buy	DOW CHEM CO	$1,951,000	+362.3%	50,820	+287.3%	0.58%	+611.1%
RS	Sell	RELIANCE STEEL & ALUMINUM CO	$1,934,000	-30.3%	26,390	-37.6%	0.57%	+7.3%
LUV	New	SOUTHWEST AIRLS CO	$1,929,000	–	132,500	–	0.57%	–
LEA	Buy	LEAR CORP	$1,926,000	+55.6%	26,910	+31.5%	0.57%	+140.1%
FLEX	Sell	FLEXTRONICS INTL LTDord	$1,924,000	-32.5%	211,610	-42.6%	0.57%	+3.8%
MCK	New	MCKESSON CORP	$1,918,000	–	14,950	–	0.57%	–
CAH	Sell	CARDINAL HEALTH INC	$1,909,000	-22.3%	36,610	-29.7%	0.56%	+19.7%
PSX	Sell	PHILLIPS 66	$1,897,000	-6.9%	32,810	-5.1%	0.56%	+43.2%
CFN	Buy	CAREFUSION CORP	$1,898,000	+59.2%	51,440	+59.0%	0.56%	+144.5%
CAT	New	CATERPILLAR INC DEL	$1,881,000	–	22,550	–	0.56%	–
DE	New	DEERE & CO	$1,839,000	–	22,600	–	0.54%	–
ESV	Buy	ENSCO PLC	$1,836,000	-6.6%	34,150	+0.9%	0.54%	+43.8%
SANM	New	SANMINA CORPORATION	$1,829,000	–	104,550	–	0.54%	–
DGX	Buy	QUEST DIAGNOSTICS INC	$1,820,000	+136.7%	29,450	+132.3%	0.54%	+265.3%
MGLN	Sell	MAGELLAN HEALTH SVCS INC	$1,807,000	-27.8%	30,130	-32.5%	0.53%	+11.2%
BRCM	New	BROADCOM CORPcl a	$1,807,000	–	69,450	–	0.53%	–
VMI	New	VALMONT INDS INC	$1,778,000	–	12,800	–	0.52%	–
DDS	Buy	DILLARDS INCcl a	$1,771,000	+19.4%	22,620	+25.0%	0.52%	+84.2%
LUMN	Buy	CENTURYLINK INC	$1,764,000	+41.6%	56,210	+59.5%	0.52%	+118.0%
SPNV	Sell	SUPERIOR ENERGY SVCS INC	$1,766,000	-17.2%	70,540	-14.2%	0.52%	+27.4%
JBL	Sell	JABIL CIRCUIT INC	$1,714,000	-32.4%	79,050	-36.4%	0.51%	+4.1%
LO	Sell	LORILLARD INC	$1,692,000	-29.9%	37,780	-31.7%	0.50%	+8.0%
WCG	New	WELLCARE HEALTH PLANS INC	$1,658,000	–	23,780	–	0.49%	–
WOR	Buy	WORTHINGTON INDS INC	$1,653,000	+79.9%	48,000	+65.6%	0.49%	+177.3%
HRC	Sell	HILL ROM HLDGS INC	$1,635,000	-4.7%	45,640	-10.4%	0.48%	+46.8%
SLGN	Buy	SILGAN HOLDINGS INC	$1,632,000	+36.8%	34,730	+36.7%	0.48%	+110.5%
BIG	New	BIG LOTS INC	$1,632,000	–	44,000	–	0.48%	–
HFC	Sell	HOLLYFRONTIER CORP	$1,630,000	-12.5%	38,700	-11.1%	0.48%	+34.7%
BG	New	BUNGE LIMITED	$1,621,000	–	21,350	–	0.48%	–
GM	Sell	GENERAL MTRS CO	$1,609,000	-18.7%	44,740	-24.7%	0.48%	+25.0%
INGR	Sell	INGREDION INC	$1,602,000	-28.6%	24,210	-29.2%	0.47%	+10.0%
VLO	Sell	VALERO ENERGY CORP NEW	$1,590,000	-11.5%	46,550	-9.9%	0.47%	+35.9%
RTN	Buy	RAYTHEON CO	$1,585,000	+79.9%	20,570	+54.4%	0.47%	+176.9%
ABT	Sell	ABBOTT LABS	$1,557,000	-43.3%	46,910	-40.4%	0.46%	-12.7%
M	Buy	MACYS INC	$1,549,000	+76.2%	35,800	+95.4%	0.46%	+170.4%
HLS	Sell	HEALTHSOUTH CORP	$1,547,000	-50.4%	44,860	-58.6%	0.46%	-23.6%
CR	Buy	CRANE CO	$1,529,000	+66.7%	24,790	+62.0%	0.45%	+156.2%
OLN	Sell	OLIN CORP	$1,519,000	-30.4%	65,860	-27.9%	0.45%	+6.9%
TAP	Buy	MOLSON COORS BREWING COcl b	$1,514,000	+594.5%	30,200	+563.7%	0.45%	+964.3%
STE	Sell	STERIS CORP	$1,468,000	-9.4%	34,160	-9.6%	0.43%	+39.2%
NBR	Buy	NABORS INDUSTRIES LTD	$1,468,000	+132.3%	91,380	+121.3%	0.43%	+257.9%
USTR	New	UNITED STATIONERS INC	$1,464,000	–	33,700	–	0.43%	–
FL	Sell	FOOT LOCKER INC	$1,444,000	-19.5%	42,550	-16.6%	0.43%	+23.8%
ADM	Sell	ARCHER DANIELS MIDLAND CO	$1,439,000	-29.2%	39,070	-34.8%	0.42%	+9.0%
MPC	Sell	MARATHON PETE CORP	$1,417,000	-28.3%	22,030	-20.8%	0.42%	+10.3%
MSFT	Buy	MICROSOFT CORP	$1,401,000	+26.0%	42,100	+30.7%	0.41%	+94.4%
TGT	Sell	TARGET CORP	$1,395,000	-54.5%	21,810	-51.0%	0.41%	-29.9%
SYY	New	SYSCO CORP	$1,385,000	–	43,500	–	0.41%	–
RNR	Buy	RENAISSANCERE HOLDINGS LTD	$1,385,000	+23.1%	15,300	+18.1%	0.41%	+89.4%
PRE	Buy	PARTNERRE LTD	$1,380,000	+51.3%	15,080	+49.8%	0.41%	+132.6%
FAF	New	FIRST AMERN FINL CORP	$1,374,000	–	56,420	–	0.41%	–
RGA	Buy	REINSURANCE GROUP AMER INC	$1,376,000	+47.2%	20,540	+51.8%	0.41%	+126.8%
AHL	Sell	ASPEN INSURANCE HOLDINGS LTD	$1,367,000	-12.5%	37,680	-10.6%	0.40%	+34.7%
PPC	Sell	PILGRIMS PRIDE CORP NEW	$1,362,000	-65.7%	81,150	-69.5%	0.40%	-47.2%
AIZ	Buy	ASSURANT INC	$1,344,000	+48.0%	24,840	+39.3%	0.40%	+128.2%
AEO	Sell	AMERICAN EAGLE OUTFITTERS NE	$1,334,000	-51.4%	95,360	-36.6%	0.39%	-25.1%
FNF	Buy	FIDELITY NATIONAL FINANCIALcl a	$1,329,000	+111.0%	49,950	+88.7%	0.39%	+224.0%
R108	Sell	ENERGIZER HLDGS INC	$1,326,000	-46.4%	14,550	-40.9%	0.39%	-17.5%
SAFM	Sell	SANDERSON FARMS INC	$1,288,000	-60.7%	19,740	-60.0%	0.38%	-39.6%
XL	Sell	XL GROUP PLC	$1,269,000	-1.3%	41,170	-2.9%	0.38%	+51.8%
GTE	New	GRAN TIERRA ENERGY INC	$1,257,000	–	177,300	–	0.37%	–
UNM	Buy	UNUM GROUP	$1,247,000	+35.8%	40,950	+31.0%	0.37%	+109.1%
GCO	Buy	GENESCO INC	$1,236,000	+42.9%	18,850	+46.0%	0.36%	+119.9%
MO	Sell	ALTRIA GROUP INC	$1,227,000	-15.3%	35,730	-13.7%	0.36%	+30.2%
RBC	Sell	REGAL BELOIT CORP	$1,191,000	-50.3%	17,540	-52.5%	0.35%	-23.3%
SDOCQ	New	SANDRIDGE ENERGY INC	$1,184,000	–	202,000	–	0.35%	–
MW	Sell	MENS WEARHOUSE INC	$1,165,000	-54.6%	34,200	-49.5%	0.34%	-30.1%
FOXA	New	TWENTY FIRST CENTY FOX INCcl a	$1,165,000	–	34,780	–	0.34%	–
VRX	New	VALEANT PHARMACEUTICALS INTL	$1,158,000	–	11,100	–	0.34%	–
TMO	New	THERMO FISHER SCIENTIFIC INC	$1,133,000	–	12,300	–	0.34%	–
MDLZ	New	MONDELEZ INTL INCcl a	$1,131,000	–	36,000	–	0.33%	–
BP	New	BP PLCsponsored adr	$1,131,000	–	26,900	–	0.33%	–
MUR	Buy	MURPHY OIL CORP	$1,124,000	+161.4%	18,630	+163.9%	0.33%	+304.9%
HES	Sell	HESS CORP	$1,121,000	+2.2%	14,500	-12.1%	0.33%	+57.6%
PCLN	Sell	PRICELINE COM INC	$1,122,000	-3.8%	1,110	-21.3%	0.33%	+47.8%
DG	Sell	DOLLAR GEN CORP NEW	$1,112,000	+6.5%	19,700	-4.8%	0.33%	+64.0%
AIG	Sell	AMERICAN INTL GROUP INC	$1,108,000	-1.2%	22,790	-9.2%	0.33%	+52.1%
AET	Buy	AETNA INC NEW	$1,108,000	+19.1%	17,300	+18.1%	0.33%	+83.7%
GPS	Sell	GAP INC DEL	$1,104,000	-40.3%	27,420	-38.1%	0.33%	-7.9%
ESRX	New	EXPRESS SCRIPTS HLDG CO	$1,103,000	–	17,850	–	0.33%	–
QCOM	Sell	QUALCOMM INC	$1,089,000	+0.8%	16,180	-8.5%	0.32%	+55.6%
AAPL	Sell	APPLE INC	$1,063,000	-64.9%	2,230	-70.8%	0.31%	-45.9%
AXS	Buy	AXIS CAPITAL HOLDINGS LTD	$1,048,000	+52.1%	24,190	+60.7%	0.31%	+134.1%
GES	New	GUESS INC	$1,021,000	–	34,200	–	0.30%	–
HPQ	Sell	HEWLETT PACKARD CO	$1,017,000	-16.8%	48,450	-1.7%	0.30%	+27.7%
IPXL	New	IMPAX LABORATORIES INC	$983,000	–	48,000	–	0.29%	–
DK	Sell	DELEK US HLDGS INC	$940,000	-53.1%	44,570	-36.0%	0.28%	-27.6%
ASH	New	ASHLAND INC NEW	$920,000	–	9,950	–	0.27%	–
STLD	Sell	STEEL DYNAMICS INC	$912,000	-58.6%	54,520	-63.1%	0.27%	-36.3%
JPM	Buy	JPMORGAN CHASE & CO	$912,000	+103.1%	17,650	+107.6%	0.27%	+212.8%
WU	Sell	WESTERN UN CO	$878,000	-5.1%	47,070	-12.9%	0.26%	+46.3%
EXXIQ	Sell	ENERGY XXI (BERMUDA) LTD	$873,000	-59.0%	28,900	-69.9%	0.26%	-36.9%
ORCL	New	ORACLE CORP	$871,000	–	26,250	–	0.26%	–
OSK	Sell	OSHKOSH CORP	$868,000	-40.8%	17,730	-54.1%	0.26%	-8.9%
CCK	Buy	CROWN HOLDINGS INC	$868,000	+35.6%	20,530	+31.9%	0.26%	+108.1%
DAN	Sell	DANA HLDG CORP	$863,000	-72.9%	37,780	-77.2%	0.26%	-58.3%
DOX	New	AMDOCS LTDord	$857,000	–	23,400	–	0.25%	–
J	New	JACOBS ENGR GROUP INC DEL	$847,000	–	14,550	–	0.25%	–
IP	New	INTL PAPER CO	$836,000	–	18,650	–	0.25%	–
MRC	Sell	MRC GLOBAL INC	$838,000	-13.9%	31,250	-11.3%	0.25%	+32.1%
ATK	New	ALLIANT TECHSYSTEMS INC	$824,000	–	8,450	–	0.24%	–
BHI	Buy	BAKER HUGHES INC	$815,000	+21.3%	16,590	+13.9%	0.24%	+86.8%
KSS	New	KOHLS CORP	$812,000	–	15,700	–	0.24%	–
XOM	Sell	EXXON MOBIL CORP	$808,000	-8.6%	9,390	-4.0%	0.24%	+40.6%
APA	New	APACHE CORP	$805,000	–	9,450	–	0.24%	–
CVX	Sell	CHEVRON CORP NEW	$803,000	-7.1%	6,610	-9.5%	0.24%	+42.8%
CMC	Sell	COMMERCIAL METALS CO	$803,000	-59.6%	47,390	-64.8%	0.24%	-37.8%
V107SC	Sell	WELLPOINT INC	$801,000	-69.0%	9,580	-69.7%	0.24%	-52.4%
T	Buy	AT&T INC	$757,000	+242.5%	22,390	+258.2%	0.22%	+433.3%
ANF	Sell	ABERCROMBIE & FITCH COcl a	$748,000	-71.2%	21,150	-63.2%	0.22%	-55.7%
LBTYA	New	LIBERTY GLOBAL PLC	$730,000	–	9,200	–	0.22%	–
AFG	Sell	AMERICAN FINL GROUP INC OHIO	$728,000	-19.4%	13,470	-27.0%	0.22%	+24.3%
INT	Sell	WORLD FUEL SVCS CORP	$724,000	-63.4%	19,400	-60.8%	0.21%	-43.7%
PFE	New	PFIZER INC	$724,000	–	25,200	–	0.21%	–
MDT	Sell	MEDTRONIC INC	$715,000	-18.8%	13,430	-21.5%	0.21%	+24.9%
TRV	Buy	TRAVELERS COMPANIES INC	$716,000	+13.5%	8,450	+7.0%	0.21%	+74.4%
F113PS	New	COVIDIEN PLC	$713,000	–	11,700	–	0.21%	–
ABBV	New	ABBVIE INC	$711,000	–	15,900	–	0.21%	–
CE	New	CELANESE CORP DEL	$707,000	–	13,400	–	0.21%	–
PHM	Sell	PULTE GROUP INC	$704,000	-19.8%	42,650	-7.8%	0.21%	+23.8%
JWN	New	NORDSTROM INC	$703,000	–	12,500	–	0.21%	–
RIG	Sell	TRANSOCEAN LTD	$701,000	-32.7%	15,750	-27.5%	0.21%	+3.5%
STX	Sell	SEAGATE TECHNOLOGY PLC	$696,000	-80.3%	15,900	-79.8%	0.20%	-69.7%
EWZ	New	ISHARESmsci brz cap etf	$688,000	–	14,350	–	0.20%	–
CVI	Sell	CVR ENERGY INC	$678,000	-61.3%	17,600	-52.4%	0.20%	-40.5%
WMT	Sell	WAL-MART STORES INC	$664,000	-19.3%	8,980	-18.7%	0.20%	+24.1%
DELL	Buy	DELL INC	$651,000	+191.9%	47,330	+182.2%	0.19%	+346.5%
PRU	Sell	PRUDENTIAL FINL INC	$618,000	-32.6%	7,920	-36.9%	0.18%	+3.4%
PL	Sell	PROTECTIVE LIFE CORP	$614,000	-31.2%	14,430	-37.9%	0.18%	+5.8%
TEN	Buy	TENNECO INC	$606,000	+33.2%	12,000	+19.4%	0.18%	+105.7%
ASNA	Buy	ASCENA RETAIL GROUP INC	$588,000	+198.5%	29,500	+161.1%	0.17%	+357.9%
AVY	Sell	AVERY DENNISON CORP	$553,000	-15.4%	12,700	-16.9%	0.16%	+30.4%
CYH	New	COMMUNITY HEALTH SYS INC NEW	$544,000	–	13,100	–	0.16%	–
BA	New	BOEING CO	$541,000	–	4,600	–	0.16%	–
WDC	Sell	WESTERN DIGITAL CORP	$536,000	-82.4%	8,450	-82.8%	0.16%	-73.0%
LPNT	Buy	LIFEPOINT HOSPITALS INC	$536,000	+151.6%	11,500	+163.2%	0.16%	+285.4%
B	New	BARNES GROUP INC	$533,000	–	15,250	–	0.16%	–
CSCO	New	CISCO SYS INC	$528,000	–	22,550	–	0.16%	–
CHS	New	CHICOS FAS INC	$521,000	–	31,300	–	0.15%	–
PTEN	Buy	PATTERSON UTI ENERGY INC	$505,000	+144.0%	23,640	+121.3%	0.15%	+272.5%
KR	Sell	KROGER CO	$493,000	+3.4%	12,220	-11.6%	0.15%	+60.4%
9207PS	New	ROCK-TENN COcl a	$496,000	–	4,900	–	0.15%	–
KMB	Sell	KIMBERLY CLARK CORP	$480,000	-27.2%	5,090	-24.9%	0.14%	+12.7%
CF	Sell	CF INDS HLDGS INC	$474,000	-81.1%	2,250	-84.6%	0.14%	-71.0%
ENS	Buy	ENERSYS	$444,000	+100.0%	7,330	+62.2%	0.13%	+204.7%
WFC	Sell	WELLS FARGO & CO NEW	$440,000	-72.1%	10,660	-72.1%	0.13%	-57.1%
UHS	Sell	UNIVERSAL HLTH SVCS INCcl b	$430,000	-50.1%	5,740	-55.4%	0.13%	-23.0%
SWKS	New	SKYWORKS SOLUTIONS INC	$415,000	–	16,700	–	0.12%	–
TSN	Buy	TYSON FOODS INCcl a	$410,000	+57.1%	14,490	+42.5%	0.12%	+142.0%
JCPNQ	New	PENNEY J C INC	$405,000	–	45,970	–	0.12%	–
COLM	New	COLUMBIA SPORTSWEAR CO	$398,000	–	6,600	–	0.12%	–
GAS	Sell	AGL RES INC	$386,000	-40.9%	8,390	-44.9%	0.11%	-8.8%
LG	New	LACLEDE GROUP INC	$380,000	–	8,450	–	0.11%	–
EXC	New	EXELON CORP	$367,000	–	12,380	–	0.11%	–
ORI	New	OLD REP INTL CORP	$363,000	–	23,600	–	0.11%	–
AFL	Sell	AFLAC INC	$348,000	-62.1%	5,610	-64.5%	0.10%	-41.5%
DPS	Sell	DR PEPPER SNAPPLE GROUP INC	$346,000	-9.4%	7,710	-7.2%	0.10%	+39.7%
SWM	Sell	SCHWEITZER-MAUDUIT INTL INC	$342,000	-61.2%	5,650	-68.0%	0.10%	-40.2%
NVDA	Sell	NVIDIA CORP	$339,000	-55.3%	21,780	-59.6%	0.10%	-31.0%
CLX	New	CLOROX CO DEL	$339,000	–	4,150	–	0.10%	–
EMN	New	EASTMAN CHEM CO	$339,000	–	4,350	–	0.10%	–
GIS	Sell	GENERAL MLS INC	$335,000	-76.2%	6,990	-75.9%	0.10%	-63.3%
PEP	Buy	PEPSICO INC	$334,000	+45.2%	4,200	+49.5%	0.10%	+125.0%
NE	New	NOBLE CORPORATION BAARnamen -akt	$332,000	–	8,800	–	0.10%	–
F102PS	Sell	BABCOCK & WILCOX CO NEW	$326,000	-86.2%	9,670	-87.7%	0.10%	-78.8%
HCA	Sell	HCA HOLDINGS INC	$323,000	-90.3%	7,550	-91.8%	0.10%	-85.2%
CSL	Sell	CARLISLE COS INC	$323,000	-87.8%	4,600	-89.2%	0.10%	-81.3%
IBM	New	INTERNATIONAL BUSINESS MACHS	$315,000	–	1,700	–	0.09%	–
COH	Sell	COACH INC	$311,000	-64.5%	5,700	-62.8%	0.09%	-45.2%
TSO	Sell	TESORO CORP	$306,000	-87.9%	6,950	-85.6%	0.09%	-81.4%
PEG	New	PUBLIC SVC ENTERPRISE GROUP	$305,000	–	9,260	–	0.09%	–
HP	Sell	HELMERICH & PAYNE INC	$303,000	-72.4%	4,400	-75.0%	0.09%	-57.8%
HWC	Sell	HANCOCK HLDG CO	$290,000	-69.3%	9,250	-70.6%	0.09%	-52.5%
ACE	New	ACE LTD	$276,000	–	2,950	–	0.08%	–
FE	New	FIRSTENERGY CORP	$263,000	–	7,220	–	0.08%	–
RAD	Sell	RITE AID CORP	$233,000	-84.5%	48,900	-90.7%	0.07%	-76.0%
SCS	Sell	STEELCASE INCcl a	$224,000	-86.0%	13,500	-87.7%	0.07%	-78.5%
K	New	KELLOGG CO	$220,000	–	3,750	–	0.06%	–
BAH	Sell	BOOZ ALLEN HAMILTON HLDG CORcl a	$220,000	-90.2%	11,410	-91.2%	0.06%	-84.9%
VC	Sell	VISTEON CORP	$212,000	-52.8%	2,800	-60.7%	0.06%	-26.7%
A	Sell	AGILENT TECHNOLOGIES INC	$210,000	-85.0%	4,100	-87.5%	0.06%	-76.9%
MLI	New	MUELLER INDS INC	$206,000	–	3,700	–	0.06%	–
UNS	New	UNS ENERGY CORP	$203,000	–	4,350	–	0.06%	–
CMI	New	CUMMINS INC	$202,000	–	1,520	–	0.06%	–
PNM	New	PNM RES INC	$200,000	–	8,850	–	0.06%	–
TE	New	TECO ENERGY INC	$197,000	–	11,920	–	0.06%	–
CTCM	New	CTC MEDIA INC	$189,000	–	18,000	–	0.06%	–
DRH	Sell	DIAMONDROCK HOSPITALITY CO	$187,000	-51.3%	17,540	-57.4%	0.06%	-25.7%
NCT	Sell	NEWCASTLE INVT CORP	$156,000	-73.1%	27,800	-75.0%	0.05%	-58.6%
SRC	New	SPIRIT RLTY CAP INC NEW	$155,000	–	16,850	–	0.05%	–
LXP	Sell	LEXINGTON REALTY TRUST	$119,000	-43.6%	10,600	-41.3%	0.04%	-12.5%
AES	Exit	AES CORP	$0	–	-12,090	–	-0.03%	–
RFP	Exit	RESOLUTE FST PRODS INC	$0	–	-11,620	–	-0.03%	–
PACD	Exit	PACIFIC DRILLING SA LUXEMBOU	$0	–	-16,740	–	-0.03%	–
CLNY	Exit	COLONY FINL INC	$0	–	-10,170	–	-0.04%	–
CRS	Exit	CARPENTER TECHNOLOGY CORP	$0	–	-4,650	–	-0.04%	–
CDE	Exit	COEUR MNG INC	$0	–	-15,990	–	-0.04%	–
CBLAQ	Exit	CBL & ASSOC PPTYS INC	$0	–	-9,920	–	-0.04%	–
PAG	Exit	PENSKE AUTOMOTIVE GRP INC	$0	–	-6,980	–	-0.04%	–
PEI	Exit	PENNSYLVANIA RL ESTATE INVTsh ben int	$0	–	-11,430	–	-0.04%	–
SAI	Exit	SAIC INC	$0	–	-15,230	–	-0.04%	–
HST	Exit	HOST HOTELS & RESORTS INC	$0	–	-12,680	–	-0.04%	–
SHO	Exit	SUNSTONE HOTEL INVS INC NEW	$0	–	-18,290	–	-0.04%	–
AIV	Exit	APARTMENT INVT & MGMT COcl a	$0	–	-7,330	–	-0.04%	–
RAI	Exit	REYNOLDS AMERICAN INC	$0	–	-4,540	–	-0.04%	–
PDCO	Exit	PATTERSON COMPANIES INC	$0	–	-5,850	–	-0.04%	–
CRL	Exit	CHARLES RIV LABS INTL INC	$0	–	-5,360	–	-0.04%	–
JWA	Exit	WILEY JOHN & SONS INCcl a	$0	–	-5,490	–	-0.04%	–
ALL	Exit	ALLSTATE CORP	$0	–	-4,750	–	-0.04%	–
WCRX	Exit	WARNER CHILCOTT PLC IRELAND	$0	–	-11,590	–	-0.04%	–
HME	Exit	HOME PROPERTIES INC	$0	–	-3,740	–	-0.05%	–
AGN	Exit	ALLERGAN INC	$0	–	-3,220	–	-0.05%	–
CHMT	Exit	CHEMTURA CORP	$0	–	-14,050	–	-0.06%	–
UNTCQ	Exit	UNIT CORP	$0	–	-7,160	–	-0.06%	–
PNW	Exit	PINNACLE WEST CAP CORP	$0	–	-5,550	–	-0.06%	–
P105PS	Exit	INTEGRYS ENERGY GROUP INC	$0	–	-5,310	–	-0.06%	–
ACHC	Exit	ACADIA HEALTHCARE COMPANY IN	$0	–	-9,450	–	-0.06%	–
FOSL	Exit	FOSSIL GROUP INC	$0	–	-3,050	–	-0.06%	–
CERN	Exit	CERNER CORP	$0	–	-3,280	–	-0.06%	–
OASPQ	Exit	OASIS PETE INC NEW	$0	–	-8,080	–	-0.06%	–
MJN	Exit	MEAD JOHNSON NUTRITION CO	$0	–	-3,980	–	-0.06%	–
AL	Exit	AIR LEASE CORPcl a	$0	–	-11,420	–	-0.06%	–
WWD	Exit	WOODWARD INC	$0	–	-7,930	–	-0.06%	–
CAM	Exit	CAMERON INTERNATIONAL CORP	$0	–	-5,190	–	-0.06%	–
WOOF	Exit	VCA ANTECH INC	$0	–	-12,180	–	-0.06%	–
NXPI	Exit	NXP SEMICONDUCTORS N V	$0	–	-10,430	–	-0.06%	–
GRA	Exit	GRACE W R & CO DEL NEW	$0	–	-3,840	–	-0.06%	–
WEX	Exit	WEX INC	$0	–	-4,180	–	-0.06%	–
SHOO	Exit	MADDEN STEVEN LTD	$0	–	-6,630	–	-0.06%	–
RP	Exit	REALPAGE INC	$0	–	-17,910	–	-0.06%	–
CRI	Exit	CARTER INC	$0	–	-4,420	–	-0.06%	–
UNFI	Exit	UNITED NAT FOODS INC	$0	–	-6,070	–	-0.06%	–
UNH	Exit	UNITEDHEALTH GROUP INC	$0	–	-5,010	–	-0.06%	–
SLXP	Exit	SALIX PHARMACEUTICALS INC	$0	–	-5,030	–	-0.06%	–
HUBG	Exit	HUB GROUP INCcl a	$0	–	-9,180	–	-0.06%	–
MNST	Exit	MONSTER BEVERAGE CORP	$0	–	-5,540	–	-0.06%	–
ORIG	Exit	OCEAN RIG UDW INC	$0	–	-18,500	–	-0.07%	–
HUN	Exit	HUNTSMAN CORP	$0	–	-23,850	–	-0.08%	–
MOS	Exit	MOSAIC CO NEW	$0	–	-7,520	–	-0.08%	–
LHO	Exit	LASALLE HOTEL PPTYS	$0	–	-16,680	–	-0.08%	–
AA	Exit	ALCOA INC	$0	–	-53,420	–	-0.08%	–
POR	Exit	PORTLAND GEN ELEC CO	$0	–	-14,740	–	-0.09%	–
MET	Exit	METLIFE INC	$0	–	-10,100	–	-0.09%	–
BBBY	Exit	BED BATH & BEYOND INC	$0	–	-6,530	–	-0.09%	–
PRI	Exit	PRIMERICA INC	$0	–	-12,620	–	-0.09%	–
RES	Exit	RPC INC	$0	–	-34,610	–	-0.09%	–
FDP	Exit	FRESH DEL MONTE PRODUCE INCord	$0	–	-17,640	–	-0.09%	–
GXP	Exit	GREAT PLAINS ENERGY INC	$0	–	-22,420	–	-0.10%	–
WGL	Exit	WGL HLDGS INC	$0	–	-11,880	–	-0.10%	–
NRZ	Exit	NEW RESIDENTIAL INVT CORP	$0	–	-76,210	–	-0.10%	–
PCG	Exit	PG&E CORP	$0	–	-11,370	–	-0.10%	–
RPAI	Exit	RETAIL PPTYS AMER INCcl a	$0	–	-37,750	–	-0.10%	–
ABG	Exit	ASBURY AUTOMOTIVE GROUP INC	$0	–	-13,360	–	-0.10%	–
RLJ	Exit	RLJ LODGING TR	$0	–	-25,820	–	-0.11%	–
VAL	Exit	VALSPAR CORP	$0	–	-9,380	–	-0.12%	–
FBHS	Exit	FORTUNE BRANDS HOME & SEC IN	$0	–	-15,780	–	-0.12%	–
AOS	Exit	SMITH A O	$0	–	-16,750	–	-0.12%	–
MTD	Exit	METTLER TOLEDO INTERNATIONAL	$0	–	-3,050	–	-0.12%	–
SEIC	Exit	SEI INVESTMENTS CO	$0	–	-21,930	–	-0.12%	–
SIX	Exit	SIX FLAGS ENTMT CORP NEW	$0	–	-17,660	–	-0.12%	–
HOT	Exit	STARWOOD HOTELS&RESORTS WRLD	$0	–	-9,780	–	-0.12%	–
RHI	Exit	ROBERT HALF INTL INC	$0	–	-19,040	–	-0.12%	–
MTN	Exit	VAIL RESORTS INC	$0	–	-10,280	–	-0.12%	–
VCLK	Exit	VALUECLICK INC	$0	–	-25,670	–	-0.12%	–
HSNI	Exit	HSN INC	$0	–	-11,830	–	-0.12%	–
LB	Exit	L BRANDS INC	$0	–	-12,940	–	-0.12%	–
DPZ	Exit	DOMINOS PIZZA INC	$0	–	-11,070	–	-0.12%	–
EVR	Exit	EVERCORE PARTNERS INCclass a	$0	–	-16,310	–	-0.12%	–
BLL	Exit	BALL CORP	$0	–	-15,470	–	-0.12%	–
CB	Exit	CHUBB CORP	$0	–	-7,620	–	-0.12%	–
PETM	Exit	PETSMART INC	$0	–	-9,720	–	-0.12%	–
ATVI	Exit	ACTIVISION BLIZZARD INC	$0	–	-45,680	–	-0.12%	–
BSX	Exit	BOSTON SCIENTIFIC CORP	$0	–	-70,310	–	-0.12%	–
WRB	Exit	BERKLEY W R CORP	$0	–	-16,080	–	-0.13%	–
MKL	Exit	MARKEL CORP	$0	–	-1,250	–	-0.13%	–
PKG	Exit	PACKAGING CORP AMER	$0	–	-13,420	–	-0.13%	–
MANH	Exit	MANHATTAN ASSOCS INC	$0	–	-8,570	–	-0.13%	–
JKHY	Exit	HENRY JACK & ASSOC INC	$0	–	-14,090	–	-0.13%	–
SBUX	Exit	STARBUCKS CORP	$0	–	-10,180	–	-0.13%	–
POOL	Exit	POOL CORPORATION	$0	–	-12,730	–	-0.13%	–
LPLA	Exit	LPL FINL HLDGS INC	$0	–	-17,880	–	-0.13%	–
FDX	Exit	FEDEX CORP	$0	–	-6,830	–	-0.13%	–
AOL	Exit	AOL INC	$0	–	-18,540	–	-0.13%	–
NDAQ	Exit	NASDAQ OMX GROUP INC	$0	–	-20,710	–	-0.13%	–
TGI	Exit	TRIUMPH GROUP INC NEW	$0	–	-8,560	–	-0.13%	–
JACK	Exit	JACK IN THE BOX INC	$0	–	-17,600	–	-0.13%	–
JOY	Exit	JOY GLOBAL INC	$0	–	-14,620	–	-0.14%	–
ATI	Exit	ALLEGHENY TECHNOLOGIES INC	$0	–	-27,820	–	-0.14%	–
FLIR	Exit	FLIR SYS INC	$0	–	-27,590	–	-0.14%	–
SIRO	Exit	SIRONA DENTAL SYSTEMS INC	$0	–	-12,250	–	-0.16%	–
3101SC	Exit	COMMONWEALTH REIT	$0	–	-35,060	–	-0.16%	–
EEFT	Exit	EURONET WORLDWIDE INC	$0	–	-26,400	–	-0.16%	–
SYK	Exit	STRYKER CORP	$0	–	-13,320	–	-0.16%	–
ZBH	Exit	ZIMMER HLDGS INC	$0	–	-11,450	–	-0.16%	–
LSI	Exit	LSI CORPORATION	$0	–	-121,400	–	-0.17%	–
COP	Exit	CONOCOPHILLIPS	$0	–	-14,510	–	-0.17%	–
INTC	Exit	INTEL CORP	$0	–	-36,530	–	-0.17%	–
MRH	Exit	MONTPELIER RE HOLDINGS LTD	$0	–	-35,780	–	-0.17%	–
ABC	Exit	AMERISOURCEBERGEN CORP	$0	–	-16,490	–	-0.18%	–
AZPN	Exit	ASPEN TECHNOLOGY INC	$0	–	-32,530	–	-0.18%	–
SJM	Exit	SMUCKER J M CO	$0	–	-9,160	–	-0.18%	–
LGF	Exit	LIONS GATE ENTMNT CORP	$0	–	-34,330	–	-0.18%	–
SYA	Exit	SYMETRA FINL CORP	$0	–	-60,120	–	-0.18%	–
EW	Exit	EDWARDS LIFESCIENCES CORP	$0	–	-14,430	–	-0.19%	–
ANN	Exit	ANN INC	$0	–	-30,580	–	-0.20%	–
C	Exit	CITIGROUP INC	$0	–	-21,700	–	-0.20%	–
PG	Exit	PROCTER & GAMBLE CO	$0	–	-14,080	–	-0.21%	–
AGU	Exit	AGRIUM INC	$0	–	-12,450	–	-0.21%	–
NWSA	Exit	NEWS CORPcl a	$0	–	-34,280	–	-0.21%	–
GOOGL	Exit	GOOGLE INCcl a	$0	–	-1,280	–	-0.22%	–
CLGX	Exit	CORELOGIC INC	$0	–	-48,610	–	-0.22%	–
SPR	Exit	SPIRIT AEROSYSTEMS HLDGS INC	$0	–	-56,550	–	-0.23%	–
NUS	Exit	NU SKIN ENTERPRISES INCcl a	$0	–	-21,760	–	-0.26%	–
BRCD	Exit	BROCADE COMMUNICATIONS SYS I	$0	–	-280,600	–	-0.31%	–
CTB	Exit	COOPER TIRE & RUBR CO	$0	–	-48,920	–	-0.31%	–
SLM	Exit	SLM CORP	$0	–	-71,710	–	-0.31%	–
HRS	Exit	HARRIS CORP DEL	$0	–	-33,720	–	-0.32%	–
LLL	Exit	L-3 COMMUNICATIONS HLDGS INC	$0	–	-19,570	–	-0.32%	–
GT	Exit	GOODYEAR TIRE & RUBR CO	$0	–	-111,410	–	-0.33%	–
MYL	Exit	MYLAN INC	$0	–	-56,820	–	-0.34%	–
HBI	Exit	HANESBRANDS INC	$0	–	-37,290	–	-0.37%	–
IWM	Exit	ISHARES TRcall	$0	–	-20,000	–	-0.37%	–
TRN	Exit	TRINITY INDS INC	$0	–	-53,520	–	-0.39%	–
ACM	Exit	AECOM TECHNOLOGY CORP DELAWA	$0	–	-65,100	–	-0.40%	–
HSH	Exit	HILLSHIRE BRANDS CO	$0	–	-68,450	–	-0.43%	–
WW	Exit	WEIGHT WATCHERS INTL INC NEW	$0	–	-49,640	–	-0.44%	–
DAR	Exit	DARLING INTL INC	$0	–	-123,200	–	-0.44%	–
AXE	Exit	ANIXTER INTL INC	$0	–	-30,530	–	-0.44%	–
CCE	Exit	COCA COLA ENTERPRISES INC NE	$0	–	-68,900	–	-0.46%	–
NOC	Exit	NORTHROP GRUMMAN CORP	$0	–	-29,830	–	-0.47%	–
CROX	Exit	CROCS INC	$0	–	-151,050	–	-0.48%	–
STJ	Exit	ST JUDE MED INC	$0	–	-55,470	–	-0.48%	–
GEF	Exit	GREIF INCcl a	$0	–	-49,480	–	-0.50%	–
TKR	Exit	TIMKEN CO	$0	–	-48,830	–	-0.53%	–
DXJ	Exit	WISDOMTREE TRUSTcall	$0	–	-120,000	–	-1.05%	–
EEM	Exit	ISHARES TRcall	$0	–	-250,000	–	-1.85%	–

Q2 2013

			Value		Shares		↓ Weighting
SPY	New	SPDR S&P 500 ETF TRput	$104,273,000	–	650,000	–	20.00%	–
GLD	New	SPDR GOLD TRUSTcall	$72,657,000	–	610,000	–	13.93%	–
EEM	New	ISHARES TRcall	$9,625,000	–	250,000	–	1.85%	–
SPY	New	SPDR S&P 500 ETF TRcall	$9,625,000	–	60,000	–	1.85%	–
DXJ	New	WISDOMTREE TRUSTcall	$5,473,000	–	120,000	–	1.05%	–
IWM	New	ISHARES TRput	$4,850,000	–	50,000	–	0.93%	–
PPC	New	PILGRIMS PRIDE CORP NEW	$3,973,000	–	265,920	–	0.76%	–
STX	New	SEAGATE TECHNOLOGY PLC	$3,531,000	–	78,760	–	0.68%	–
HCA	New	HCA HOLDINGS INC	$3,340,000	–	92,620	–	0.64%	–
SAFM	New	SANDERSON FARMS INC	$3,280,000	–	49,390	–	0.63%	–
DAN	New	DANA HLDG CORP	$3,186,000	–	165,410	–	0.61%	–
HLS	New	HEALTHSOUTH CORP	$3,118,000	–	108,250	–	0.60%	–
TGT	New	TARGET CORP	$3,067,000	–	44,540	–	0.59%	–
WDC	New	WESTERN DIGITAL CORP	$3,054,000	–	49,190	–	0.59%	–
AAPL	New	APPLE INC	$3,026,000	–	7,630	–	0.58%	–
FLEX	New	FLEXTRONICS INTL LTDord	$2,851,000	–	368,340	–	0.55%	–
RS	New	RELIANCE STEEL & ALUMINUM CO	$2,773,000	–	42,290	–	0.53%	–
ABT	New	ABBOTT LABS	$2,747,000	–	78,770	–	0.53%	–
TKR	New	TIMKEN CO	$2,748,000	–	48,830	–	0.53%	–
AEO	New	AMERICAN EAGLE OUTFITTERS NE	$2,744,000	–	150,300	–	0.53%	–
XLS	New	EXELIS INC	$2,702,000	–	195,950	–	0.52%	–
CSL	New	CARLISLE COS INC	$2,651,000	–	42,550	–	0.51%	–
GEF	New	GREIF INCcl a	$2,606,000	–	49,480	–	0.50%	–
ANF	New	ABERCROMBIE & FITCH COcl a	$2,601,000	–	57,490	–	0.50%	–
V107SC	New	WELLPOINT INC	$2,588,000	–	31,620	–	0.50%	–
MW	New	MENS WEARHOUSE INC	$2,564,000	–	67,730	–	0.49%	–
JBL	New	JABIL CIRCUIT INC	$2,534,000	–	124,340	–	0.49%	–
STJ	New	ST JUDE MED INC	$2,531,000	–	55,470	–	0.48%	–
TSO	New	TESORO CORP	$2,522,000	–	48,200	–	0.48%	–
CF	New	CF INDS HLDGS INC	$2,512,000	–	14,650	–	0.48%	–
MGLN	New	MAGELLAN HEALTH SVCS INC	$2,503,000	–	44,640	–	0.48%	–
CROX	New	CROCS INC	$2,492,000	–	151,050	–	0.48%	–
R108	New	ENERGIZER HLDGS INC	$2,474,000	–	24,610	–	0.47%	–
NOC	New	NORTHROP GRUMMAN CORP	$2,470,000	–	29,830	–	0.47%	–
XRX	New	XEROX CORP	$2,462,000	–	271,490	–	0.47%	–
CAH	New	CARDINAL HEALTH INC	$2,458,000	–	52,070	–	0.47%	–
AVT	New	AVNET INC	$2,442,000	–	72,680	–	0.47%	–
CCE	New	COCA COLA ENTERPRISES INC NE	$2,423,000	–	68,900	–	0.46%	–
LYB	New	LYONDELLBASELL INDUSTRIES N	$2,421,000	–	36,540	–	0.46%	–
LPX	New	LOUISIANA PAC CORP	$2,414,000	–	163,190	–	0.46%	–
LO	New	LORILLARD INC	$2,415,000	–	55,290	–	0.46%	–
RBC	New	REGAL BELOIT CORP	$2,396,000	–	36,960	–	0.46%	–
F102PS	New	BABCOCK & WILCOX CO NEW	$2,358,000	–	78,530	–	0.45%	–
AXE	New	ANIXTER INTL INC	$2,314,000	–	30,530	–	0.44%	–
DAR	New	DARLING INTL INC	$2,299,000	–	123,200	–	0.44%	–
WW	New	WEIGHT WATCHERS INTL INC NEW	$2,283,000	–	49,640	–	0.44%	–
AGCO	New	AGCO CORP	$2,271,000	–	45,240	–	0.44%	–
HSH	New	HILLSHIRE BRANDS CO	$2,264,000	–	68,450	–	0.43%	–
BAH	New	BOOZ ALLEN HAMILTON HLDG CORcl a	$2,249,000	–	129,400	–	0.43%	–
INGR	New	INGREDION INC	$2,244,000	–	34,190	–	0.43%	–
STLD	New	STEEL DYNAMICS INC	$2,203,000	–	147,740	–	0.42%	–
OLN	New	OLIN CORP	$2,184,000	–	91,290	–	0.42%	–
SPNV	New	SUPERIOR ENERGY SVCS INC	$2,132,000	–	82,200	–	0.41%	–
EXXIQ	New	ENERGY XXI (BERMUDA) LTD	$2,131,000	–	96,110	–	0.41%	–
ACM	New	AECOM TECHNOLOGY CORP DELAWA	$2,070,000	–	65,100	–	0.40%	–
TRN	New	TRINITY INDS INC	$2,057,000	–	53,520	–	0.39%	–
PSX	New	PHILLIPS 66	$2,038,000	–	34,590	–	0.39%	–
ADM	New	ARCHER DANIELS MIDLAND CO	$2,032,000	–	59,910	–	0.39%	–
DK	New	DELEK US HLDGS INC	$2,003,000	–	69,590	–	0.38%	–
SON	New	SONOCO PRODS CO	$1,997,000	–	57,760	–	0.38%	–
CMC	New	COMMERCIAL METALS CO	$1,986,000	–	134,440	–	0.38%	–
INT	New	WORLD FUEL SVCS CORP	$1,980,000	–	49,520	–	0.38%	–
GM	New	GENERAL MTRS CO	$1,980,000	–	59,430	–	0.38%	–
MPC	New	MARATHON PETE CORP	$1,976,000	–	27,810	–	0.38%	–
ESV	New	ENSCO PLC	$1,966,000	–	33,830	–	0.38%	–
UFS	New	DOMTAR CORP	$1,950,000	–	29,320	–	0.37%	–
IWM	New	ISHARES TRcall	$1,940,000	–	20,000	–	0.37%	–
HBI	New	HANESBRANDS INC	$1,917,000	–	37,290	–	0.37%	–
HFC	New	HOLLYFRONTIER CORP	$1,862,000	–	43,520	–	0.36%	–
GPS	New	GAP INC DEL	$1,848,000	–	44,290	–	0.35%	–
VLO	New	VALERO ENERGY CORP NEW	$1,797,000	–	51,690	–	0.34%	–
FL	New	FOOT LOCKER INC	$1,793,000	–	51,040	–	0.34%	–
MYL	New	MYLAN INC	$1,763,000	–	56,820	–	0.34%	–
CVI	New	CVR ENERGY INC	$1,754,000	–	37,000	–	0.34%	–
HRC	New	HILL ROM HLDGS INC	$1,716,000	–	50,960	–	0.33%	–
GT	New	GOODYEAR TIRE & RUBR CO	$1,704,000	–	111,410	–	0.33%	–
LLL	New	L-3 COMMUNICATIONS HLDGS INC	$1,678,000	–	19,570	–	0.32%	–
HRS	New	HARRIS CORP DEL	$1,661,000	–	33,720	–	0.32%	–
SLM	New	SLM CORP	$1,639,000	–	71,710	–	0.31%	–
STE	New	STERIS CORP	$1,620,000	–	37,770	–	0.31%	–
CTB	New	COOPER TIRE & RUBR CO	$1,623,000	–	48,920	–	0.31%	–
BRCD	New	BROCADE COMMUNICATIONS SYS I	$1,616,000	–	280,600	–	0.31%	–
SCS	New	STEELCASE INCcl a	$1,603,000	–	109,960	–	0.31%	–
WFC	New	WELLS FARGO & CO NEW	$1,579,000	–	38,270	–	0.30%	–
OIS	New	OIL STS INTL INC	$1,568,000	–	16,930	–	0.30%	–
AHL	New	ASPEN INSURANCE HOLDINGS LTD	$1,563,000	–	42,140	–	0.30%	–
RAD	New	RITE AID CORP	$1,501,000	–	524,880	–	0.29%	–
DDS	New	DILLARDS INCcl a	$1,483,000	–	18,090	–	0.28%	–
OSK	New	OSHKOSH CORP	$1,466,000	–	38,610	–	0.28%	–
MO	New	ALTRIA GROUP INC	$1,449,000	–	41,420	–	0.28%	–
GIS	New	GENERAL MLS INC	$1,410,000	–	29,060	–	0.27%	–
A	New	AGILENT TECHNOLOGIES INC	$1,397,000	–	32,670	–	0.27%	–
NUS	New	NU SKIN ENTERPRISES INCcl a	$1,330,000	–	21,760	–	0.26%	–
XL	New	XL GROUP PLC	$1,286,000	–	42,400	–	0.25%	–
LUMN	New	CENTURYLINK INC	$1,246,000	–	35,240	–	0.24%	–
LEA	New	LEAR CORP	$1,238,000	–	20,470	–	0.24%	–
HPQ	New	HEWLETT PACKARD CO	$1,223,000	–	49,300	–	0.24%	–
SPR	New	SPIRIT AEROSYSTEMS HLDGS INC	$1,215,000	–	56,550	–	0.23%	–
CFN	New	CAREFUSION CORP	$1,192,000	–	32,350	–	0.23%	–
SLGN	New	SILGAN HOLDINGS INC	$1,193,000	–	25,410	–	0.23%	–
PCLN	New	PRICELINE COM INC	$1,166,000	–	1,410	–	0.22%	–
CLGX	New	CORELOGIC INC	$1,126,000	–	48,610	–	0.22%	–
RNR	New	RENAISSANCERE HOLDINGS LTD	$1,125,000	–	12,960	–	0.22%	–
GOOGL	New	GOOGLE INCcl a	$1,127,000	–	1,280	–	0.22%	–
AIG	New	AMERICAN INTL GROUP INC	$1,122,000	–	25,090	–	0.22%	–
MSI	New	MOTOROLA SOLUTIONS INC	$1,118,000	–	19,370	–	0.21%	–
NWSA	New	NEWS CORPcl a	$1,117,000	–	34,280	–	0.21%	–
MSFT	New	MICROSOFT CORP	$1,112,000	–	32,200	–	0.21%	–
HP	New	HELMERICH & PAYNE INC	$1,099,000	–	17,600	–	0.21%	–
HES	New	HESS CORP	$1,097,000	–	16,500	–	0.21%	–
PG	New	PROCTER & GAMBLE CO	$1,084,000	–	14,080	–	0.21%	–
AGU	New	AGRIUM INC	$1,083,000	–	12,450	–	0.21%	–
QCOM	New	QUALCOMM INC	$1,080,000	–	17,680	–	0.21%	–
RIG	New	TRANSOCEAN LTD	$1,041,000	–	21,710	–	0.20%	–
C	New	CITIGROUP INC	$1,041,000	–	21,700	–	0.20%	–
DG	New	DOLLAR GEN CORP NEW	$1,044,000	–	20,700	–	0.20%	–
ANN	New	ANN INC	$1,015,000	–	30,580	–	0.20%	–
MRC	New	MRC GLOBAL INC	$973,000	–	35,230	–	0.19%	–
EW	New	EDWARDS LIFESCIENCES CORP	$970,000	–	14,430	–	0.19%	–
SYA	New	SYMETRA FINL CORP	$961,000	–	60,120	–	0.18%	–
LGF	New	LIONS GATE ENTMNT CORP	$943,000	–	34,330	–	0.18%	–
SJM	New	SMUCKER J M CO	$945,000	–	9,160	–	0.18%	–
HWC	New	HANCOCK HLDG CO	$946,000	–	31,470	–	0.18%	–
AZPN	New	ASPEN TECHNOLOGY INC	$937,000	–	32,530	–	0.18%	–
RGA	New	REINSURANCE GROUP AMER INC	$935,000	–	13,530	–	0.18%	–
AET	New	AETNA INC NEW	$930,000	–	14,644	–	0.18%	–
ABC	New	AMERISOURCEBERGEN CORP	$921,000	–	16,490	–	0.18%	–
WU	New	WESTERN UN CO	$925,000	–	54,040	–	0.18%	–
AFL	New	AFLAC INC	$918,000	–	15,800	–	0.18%	–
CR	New	CRANE CO	$917,000	–	15,300	–	0.18%	–
PRU	New	PRUDENTIAL FINL INC	$917,000	–	12,560	–	0.18%	–
UNM	New	UNUM GROUP	$918,000	–	31,270	–	0.18%	–
WOR	New	WORTHINGTON INDS INC	$919,000	–	28,980	–	0.18%	–
PRE	New	PARTNERRE LTD	$912,000	–	10,070	–	0.18%	–
AIZ	New	ASSURANT INC	$908,000	–	17,830	–	0.17%	–
AFG	New	AMERICAN FINL GROUP INC OHIO	$903,000	–	18,460	–	0.17%	–
MRH	New	MONTPELIER RE HOLDINGS LTD	$895,000	–	35,780	–	0.17%	–
PL	New	PROTECTIVE LIFE CORP	$893,000	–	23,250	–	0.17%	–
INTC	New	INTEL CORP	$885,000	–	36,530	–	0.17%	–
XOM	New	EXXON MOBIL CORP	$884,000	–	9,780	–	0.17%	–
M	New	MACYS INC	$879,000	–	18,320	–	0.17%	–
MDT	New	MEDTRONIC INC	$881,000	–	17,110	–	0.17%	–
6107SC	New	URS CORP NEW	$883,000	–	18,690	–	0.17%	–
RTN	New	RAYTHEON CO	$881,000	–	13,320	–	0.17%	–
SWM	New	SCHWEITZER-MAUDUIT INTL INC	$882,000	–	17,680	–	0.17%	–
COP	New	CONOCOPHILLIPS	$878,000	–	14,510	–	0.17%	–
PHM	New	PULTE GROUP INC	$878,000	–	46,270	–	0.17%	–
COH	New	COACH INC	$875,000	–	15,330	–	0.17%	–
CVX	New	CHEVRON CORP NEW	$864,000	–	7,300	–	0.17%	–
LSI	New	LSI CORPORATION	$867,000	–	121,400	–	0.17%	–
GCO	New	GENESCO INC	$865,000	–	12,910	–	0.17%	–
SYK	New	STRYKER CORP	$862,000	–	13,320	–	0.16%	–
UHS	New	UNIVERSAL HLTH SVCS INCcl b	$862,000	–	12,880	–	0.16%	–
ZBH	New	ZIMMER HLDGS INC	$858,000	–	11,450	–	0.16%	–
EEFT	New	EURONET WORLDWIDE INC	$841,000	–	26,400	–	0.16%	–
WMT	New	WAL-MART STORES INC	$823,000	–	11,050	–	0.16%	–
3101SC	New	COMMONWEALTH REIT	$811,000	–	35,060	–	0.16%	–
SIRO	New	SIRONA DENTAL SYSTEMS INC	$807,000	–	12,250	–	0.16%	–
DGX	New	QUEST DIAGNOSTICS INC	$769,000	–	12,680	–	0.15%	–
NVDA	New	NVIDIA CORP	$758,000	–	53,970	–	0.14%	–
FLIR	New	FLIR SYS INC	$744,000	–	27,590	–	0.14%	–
ATI	New	ALLEGHENY TECHNOLOGIES INC	$732,000	–	27,820	–	0.14%	–
JOY	New	JOY GLOBAL INC	$710,000	–	14,620	–	0.14%	–
JACK	New	JACK IN THE BOX INC	$692,000	–	17,600	–	0.13%	–
AXS	New	AXIS CAPITAL HOLDINGS LTD	$689,000	–	15,050	–	0.13%	–
NDAQ	New	NASDAQ OMX GROUP INC	$679,000	–	20,710	–	0.13%	–
TGI	New	TRIUMPH GROUP INC NEW	$678,000	–	8,560	–	0.13%	–
AOL	New	AOL INC	$676,000	–	18,540	–	0.13%	–
LPLA	New	LPL FINL HLDGS INC	$675,000	–	17,880	–	0.13%	–
BHI	New	BAKER HUGHES INC	$672,000	–	14,570	–	0.13%	–
FDX	New	FEDEX CORP	$673,000	–	6,830	–	0.13%	–
POOL	New	POOL CORPORATION	$667,000	–	12,730	–	0.13%	–
SBUX	New	STARBUCKS CORP	$667,000	–	10,180	–	0.13%	–
JKHY	New	HENRY JACK & ASSOC INC	$664,000	–	14,090	–	0.13%	–
MANH	New	MANHATTAN ASSOCS INC	$661,000	–	8,570	–	0.13%	–
MKL	New	MARKEL CORP	$659,000	–	1,250	–	0.13%	–
WRB	New	BERKLEY W R CORP	$657,000	–	16,080	–	0.13%	–
PKG	New	PACKAGING CORP AMER	$657,000	–	13,420	–	0.13%	–
KMB	New	KIMBERLY CLARK CORP	$659,000	–	6,780	–	0.13%	–
AVY	New	AVERY DENNISON CORP	$654,000	–	15,290	–	0.12%	–
GAS	New	AGL RES INC	$653,000	–	15,240	–	0.12%	–
ATVI	New	ACTIVISION BLIZZARD INC	$651,000	–	45,680	–	0.12%	–
BSX	New	BOSTON SCIENTIFIC CORP	$652,000	–	70,310	–	0.12%	–
PETM	New	PETSMART INC	$651,000	–	9,720	–	0.12%	–
CB	New	CHUBB CORP	$645,000	–	7,620	–	0.12%	–
EVR	New	EVERCORE PARTNERS INCclass a	$641,000	–	16,310	–	0.12%	–
BLL	New	BALL CORP	$643,000	–	15,470	–	0.12%	–
CCK	New	CROWN HOLDINGS INC	$640,000	–	15,570	–	0.12%	–
DPZ	New	DOMINOS PIZZA INC	$644,000	–	11,070	–	0.12%	–
VCLK	New	VALUECLICK INC	$634,000	–	25,670	–	0.12%	–
HSNI	New	HSN INC	$636,000	–	11,830	–	0.12%	–
LB	New	L BRANDS INC	$637,000	–	12,940	–	0.12%	–
FNF	New	FIDELITY NATIONAL FINANCIALcl a	$630,000	–	26,470	–	0.12%	–
MTN	New	VAIL RESORTS INC	$632,000	–	10,280	–	0.12%	–
TRV	New	TRAVELERS COMPANIES INC	$631,000	–	7,900	–	0.12%	–
NBR	New	NABORS INDUSTRIES LTD	$632,000	–	41,300	–	0.12%	–
RHI	New	ROBERT HALF INTL INC	$633,000	–	19,040	–	0.12%	–
HOT	New	STARWOOD HOTELS&RESORTS WRLD	$618,000	–	9,780	–	0.12%	–
SEIC	New	SEI INVESTMENTS CO	$623,000	–	21,930	–	0.12%	–
SIX	New	SIX FLAGS ENTMT CORP NEW	$621,000	–	17,660	–	0.12%	–
MTD	New	METTLER TOLEDO INTERNATIONAL	$614,000	–	3,050	–	0.12%	–
FBHS	New	FORTUNE BRANDS HOME & SEC IN	$611,000	–	15,780	–	0.12%	–
AOS	New	SMITH A O	$608,000	–	16,750	–	0.12%	–
VAL	New	VALSPAR CORP	$607,000	–	9,380	–	0.12%	–
NCT	New	NEWCASTLE INVT CORP	$581,000	–	111,010	–	0.11%	–
RLJ	New	RLJ LODGING TR	$581,000	–	25,820	–	0.11%	–
RPAI	New	RETAIL PPTYS AMER INCcl a	$539,000	–	37,750	–	0.10%	–
ABG	New	ASBURY AUTOMOTIVE GROUP INC	$536,000	–	13,360	–	0.10%	–
PCG	New	PG&E CORP	$520,000	–	11,370	–	0.10%	–
NRZ	New	NEW RESIDENTIAL INVT CORP	$514,000	–	76,210	–	0.10%	–
WGL	New	WGL HLDGS INC	$513,000	–	11,880	–	0.10%	–
GXP	New	GREAT PLAINS ENERGY INC	$505,000	–	22,420	–	0.10%	–
FDP	New	FRESH DEL MONTE PRODUCE INCord	$492,000	–	17,640	–	0.09%	–
RES	New	RPC INC	$478,000	–	34,610	–	0.09%	–
KR	New	KROGER CO	$477,000	–	13,820	–	0.09%	–
PRI	New	PRIMERICA INC	$472,000	–	12,620	–	0.09%	–
MET	New	METLIFE INC	$462,000	–	10,100	–	0.09%	–
BBBY	New	BED BATH & BEYOND INC	$463,000	–	6,530	–	0.09%	–
TEN	New	TENNECO INC	$455,000	–	10,050	–	0.09%	–
POR	New	PORTLAND GEN ELEC CO	$451,000	–	14,740	–	0.09%	–
VC	New	VISTEON CORP	$449,000	–	7,120	–	0.09%	–
JPM	New	JPMORGAN CHASE & CO	$449,000	–	8,500	–	0.09%	–
MUR	New	MURPHY OIL CORP	$430,000	–	7,060	–	0.08%	–
DOW	New	DOW CHEM CO	$422,000	–	13,120	–	0.08%	–
AA	New	ALCOA INC	$418,000	–	53,420	–	0.08%	–
LHO	New	LASALLE HOTEL PPTYS	$412,000	–	16,680	–	0.08%	–
MOS	New	MOSAIC CO NEW	$405,000	–	7,520	–	0.08%	–
HUN	New	HUNTSMAN CORP	$395,000	–	23,850	–	0.08%	–
DRH	New	DIAMONDROCK HOSPITALITY CO	$384,000	–	41,150	–	0.07%	–
DPS	New	DR PEPPER SNAPPLE GROUP INC	$382,000	–	8,310	–	0.07%	–
ORIG	New	OCEAN RIG UDW INC	$347,000	–	18,500	–	0.07%	–
MNST	New	MONSTER BEVERAGE CORP	$337,000	–	5,540	–	0.06%	–
SLXP	New	SALIX PHARMACEUTICALS INC	$333,000	–	5,030	–	0.06%	–
HUBG	New	HUB GROUP INCcl a	$334,000	–	9,180	–	0.06%	–
UNH	New	UNITEDHEALTH GROUP INC	$328,000	–	5,010	–	0.06%	–
CRI	New	CARTER INC	$327,000	–	4,420	–	0.06%	–
UNFI	New	UNITED NAT FOODS INC	$328,000	–	6,070	–	0.06%	–
RP	New	REALPAGE INC	$328,000	–	17,910	–	0.06%	–
WEX	New	WEX INC	$321,000	–	4,180	–	0.06%	–
GRA	New	GRACE W R & CO DEL NEW	$323,000	–	3,840	–	0.06%	–
SHOO	New	MADDEN STEVEN LTD	$321,000	–	6,630	–	0.06%	–
NXPI	New	NXP SEMICONDUCTORS N V	$324,000	–	10,430	–	0.06%	–
WOOF	New	VCA ANTECH INC	$318,000	–	12,180	–	0.06%	–
CAM	New	CAMERON INTERNATIONAL CORP	$317,000	–	5,190	–	0.06%	–
WWD	New	WOODWARD INC	$317,000	–	7,930	–	0.06%	–
OASPQ	New	OASIS PETE INC NEW	$314,000	–	8,080	–	0.06%	–
ACHC	New	ACADIA HEALTHCARE COMPANY IN	$313,000	–	9,450	–	0.06%	–
AL	New	AIR LEASE CORPcl a	$315,000	–	11,420	–	0.06%	–
MJN	New	MEAD JOHNSON NUTRITION CO	$315,000	–	3,980	–	0.06%	–
FOSL	New	FOSSIL GROUP INC	$315,000	–	3,050	–	0.06%	–
P105PS	New	INTEGRYS ENERGY GROUP INC	$311,000	–	5,310	–	0.06%	–
CERN	New	CERNER CORP	$315,000	–	3,280	–	0.06%	–
PNW	New	PINNACLE WEST CAP CORP	$308,000	–	5,550	–	0.06%	–
UNTCQ	New	UNIT CORP	$305,000	–	7,160	–	0.06%	–
CHMT	New	CHEMTURA CORP	$285,000	–	14,050	–	0.06%	–
AGN	New	ALLERGAN INC	$271,000	–	3,220	–	0.05%	–
TSN	New	TYSON FOODS INCcl a	$261,000	–	10,170	–	0.05%	–
HME	New	HOME PROPERTIES INC	$244,000	–	3,740	–	0.05%	–
WCRX	New	WARNER CHILCOTT PLC IRELAND	$231,000	–	11,590	–	0.04%	–
PEP	New	PEPSICO INC	$230,000	–	2,810	–	0.04%	–
ALL	New	ALLSTATE CORP	$229,000	–	4,750	–	0.04%	–
ENS	New	ENERSYS	$222,000	–	4,520	–	0.04%	–
DELL	New	DELL INC	$223,000	–	16,770	–	0.04%	–
JWA	New	WILEY JOHN & SONS INCcl a	$220,000	–	5,490	–	0.04%	–
AIV	New	APARTMENT INVT & MGMT COcl a	$220,000	–	7,330	–	0.04%	–
PDCO	New	PATTERSON COMPANIES INC	$220,000	–	5,850	–	0.04%	–
RAI	New	REYNOLDS AMERICAN INC	$220,000	–	4,540	–	0.04%	–
TAP	New	MOLSON COORS BREWING COcl b	$218,000	–	4,550	–	0.04%	–
CRL	New	CHARLES RIV LABS INTL INC	$220,000	–	5,360	–	0.04%	–
T	New	AT&T INC	$221,000	–	6,250	–	0.04%	–
SHO	New	SUNSTONE HOTEL INVS INC NEW	$221,000	–	18,290	–	0.04%	–
CBLAQ	New	CBL & ASSOC PPTYS INC	$212,000	–	9,920	–	0.04%	–
HST	New	HOST HOTELS & RESORTS INC	$214,000	–	12,680	–	0.04%	–
SAI	New	SAIC INC	$212,000	–	15,230	–	0.04%	–
PEI	New	PENNSYLVANIA RL ESTATE INVTsh ben int	$216,000	–	11,430	–	0.04%	–
PAG	New	PENSKE AUTOMOTIVE GRP INC	$213,000	–	6,980	–	0.04%	–
LPNT	New	LIFEPOINT HOSPITALS INC	$213,000	–	4,370	–	0.04%	–
CDE	New	COEUR MNG INC	$213,000	–	15,990	–	0.04%	–
PTEN	New	PATTERSON UTI ENERGY INC	$207,000	–	10,680	–	0.04%	–
CRS	New	CARPENTER TECHNOLOGY CORP	$210,000	–	4,650	–	0.04%	–
LXP	New	LEXINGTON REALTY TRUST	$211,000	–	18,060	–	0.04%	–
CLNY	New	COLONY FINL INC	$202,000	–	10,170	–	0.04%	–
ASNA	New	ASCENA RETAIL GROUP INC	$197,000	–	11,300	–	0.04%	–
PACD	New	PACIFIC DRILLING SA LUXEMBOU	$164,000	–	16,740	–	0.03%	–
RFP	New	RESOLUTE FST PRODS INC	$153,000	–	11,620	–	0.03%	–
AES	New	AES CORP	$145,000	–	12,090	–	0.03%	–
SPY	New	SPDR S&P 500 ETF TRtr unit	$32,000	–	200	–	0.01%	–

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