LYRICAL ASSET MANAGEMENT LP Activity Q4 2011-Q3 2023

Q3 2023

			Value		Shares		↓ Weighting
URI	Sell	United Rentals, Inc.uri	$361,498,984	-3.1%	813,143	-3.0%	6.83%	-2.1%
AMP	Sell	Ameriprise Financial, Inc.amp	$307,430,886	-3.1%	932,513	-2.3%	5.81%	-2.1%
FLEX	Sell	Flex Ltd.flex	$266,627,395	-2.5%	9,882,409	-0.1%	5.04%	-1.5%
SU	Sell	Suncor Energy Inc.su	$243,365,172	+14.6%	5,210,130	-4.6%	4.60%	+15.8%
CI	Sell	Cigna Groupci	$240,322,258	+1.7%	840,082	-0.3%	4.54%	+2.7%
AVGO	Sell	Broadcom Inc.avgo	$229,809,858	-14.2%	276,686	-10.4%	4.34%	-13.4%
UBER	Sell	Uber Technologies, Inc.uber	$206,472,289	+0.7%	4,489,504	-5.5%	3.90%	+1.7%
AER	Sell	AerCap Holdings NVaer	$203,799,393	-1.9%	3,251,945	-0.6%	3.85%	-0.9%
GPN	Sell	Global Payments Inc.gpn	$201,919,576	+15.3%	1,749,888	-1.6%	3.82%	+16.4%
HCA	Buy	HCA Healthcare Inchca	$194,175,628	-18.5%	789,396	+0.5%	3.67%	-17.7%
EXPE	Buy	Expedia Group, Inc.expe	$183,699,187	+21.5%	1,782,276	+29.0%	3.47%	+22.8%
EBAY	Buy	eBay Inc.ebay	$169,313,051	+0.3%	3,840,169	+1.6%	3.20%	+1.3%
NRG	Buy	NRG Energy, Inc.nrg	$160,636,335	+3.3%	4,170,206	+0.3%	3.04%	+4.4%
LAD	Buy	Lithia Motors, Inc.lad	$155,624,734	-2.5%	526,952	+0.4%	2.94%	-1.5%
NLOK	Buy	Gen Digital Inc.gen	$153,304,677	-3.2%	8,671,079	+1.6%	2.90%	-2.2%
CNC	Sell	Centene Corporationcnc	$150,387,702	-1.1%	2,183,329	-3.1%	2.84%	-0.0%
WDC	Buy	Western Digital Corporationwdc	$147,043,086	+21.4%	3,222,509	+0.9%	2.78%	+22.7%
WHR	Buy	Whirlpool Corporationwhr	$141,031,974	-7.5%	1,054,839	+3.0%	2.66%	-6.5%
ARW	Sell	Arrow Electronics, Inc.arw	$136,696,454	-16.6%	1,091,476	-4.6%	2.58%	-15.8%
LBTYK	Buy	Liberty Global Plc Class Clbtyk	$134,859,633	+5.2%	7,266,144	+0.7%	2.55%	+6.3%
FFIV	Sell	F5, Inc.ffiv	$133,430,204	+7.9%	828,039	-2.1%	2.52%	+9.0%
CE	Sell	Celanese Corporationce	$128,603,273	+2.8%	1,024,564	-5.1%	2.43%	+3.9%
SNX	Buy	TD SYNNEX Corporationsnx	$127,252,896	+8.2%	1,274,313	+1.8%	2.40%	+9.3%
PRI	Sell	Primerica, Inc.pri	$126,855,379	-3.5%	653,860	-1.6%	2.40%	-2.5%
BERY	Sell	Berry Global Group Incbery	$117,248,315	-8.5%	1,893,851	-4.9%	2.22%	-7.5%
AIZ	Sell	Assurant, Inc.aiz	$110,295,715	+9.0%	768,183	-4.6%	2.08%	+10.1%
LEA	Sell	Lear Corporationlea	$92,211,101	-11.0%	687,117	-4.8%	1.74%	-10.1%
AMG	Sell	Affiliated Managers Group, Inc.amg	$89,276,644	-16.9%	684,952	-4.5%	1.69%	-16.1%
ADNT	Buy	Adient plcadnt	$88,866,665	-0.7%	2,421,435	+3.7%	1.68%	+0.4%
AL	Sell	Air Lease Corporation Class Aal	$84,990,581	-9.9%	2,156,574	-4.3%	1.61%	-9.0%
CNXC	Sell	Concentrix Corporationcnxc	$63,885,562	-5.1%	797,473	-4.3%	1.21%	-4.1%
ADS	Buy	Bread Financial Holdings, Inc.bfh	$51,223,324	+18.9%	1,497,758	+9.1%	0.97%	+20.1%
HBI	Buy	Hanesbrands Inc.hbi	$39,849,702	-1.6%	10,063,056	+12.8%	0.75%	-0.7%
COMM	Sell	CommScope Holding Co., Inc.	$13,071,052	-64.8%	3,890,194	-41.1%	0.25%	-64.5%
IWD	New	iShares Russell 1000 Value ETFiwd	$7,862,302	–	51,787	–	0.15%	–
CNHI	Buy	CNH Industrial NVcnhi	$7,193,305	+47.4%	594,488	+75.4%	0.14%	+49.5%
NXPI	Buy	NXP Semiconductors NVnxpi	$6,309,475	+103.4%	31,560	+108.2%	0.12%	+105.2%
CCK	Buy	Crown Holdings, Inc.cck	$6,122,993	+114.1%	69,202	+110.2%	0.12%	+118.9%
WCC	Buy	WESCO International, Inc.wcc	$4,100,021	+43.9%	28,508	+79.2%	0.08%	+45.3%
	Buy	Ardagh Metal Packaging S.Aambp	$2,510,780	+43.9%	802,166	+72.8%	0.05%	+42.4%
NTDOY	Buy	Nintendo Co., Ltd. Unsponsored ADRntdoy	$2,140,587	-4.5%	206,820	+5.0%	0.04%	-4.8%

Q2 2023

			Value		Shares		↓ Weighting
URI	New	United Rentals, Inc.	$373,243,219	–	838,052	–	6.98%	–
AMP	New	Ameriprise Financial, Inc.	$317,186,892	–	954,922	–	5.93%	–
FLEX	New	Flex Ltd.	$273,513,721	–	9,895,576	–	5.12%	–
AVGO	New	Broadcom Inc.	$267,967,343	–	308,921	–	5.01%	–
HCA	New	HCA Healthcare Inc	$238,301,297	–	785,229	–	4.46%	–
CI	New	Cigna Group	$236,351,905	–	842,309	–	4.42%	–
SU	New	Suncor Energy Inc.	$212,321,014	–	5,463,742	–	3.97%	–
AER	New	AerCap Holdings NV	$207,831,660	–	3,271,909	–	3.89%	–
UBER	New	Uber Technologies, Inc.	$205,032,893	–	4,749,430	–	3.84%	–
GPN	New	Global Payments Inc.	$175,189,643	–	1,778,214	–	3.28%	–
EBAY	New	eBay Inc.	$168,871,310	–	3,778,727	–	3.16%	–
ARW	New	Arrow Electronics, Inc.	$163,952,946	–	1,144,683	–	3.07%	–
LAD	New	Lithia Motors, Inc.	$159,684,208	–	525,087	–	2.99%	–
NLOK	New	Gen Digital Inc.	$158,360,237	–	8,536,940	–	2.96%	–
NRG	New	NRG Energy, Inc.	$155,472,219	–	4,158,123	–	2.91%	–
WHR	New	Whirlpool Corporation	$152,422,708	–	1,024,415	–	2.85%	–
CNC	New	Centene Corporation	$151,987,581	–	2,253,337	–	2.84%	–
EXPE	New	Expedia Group, Inc.	$151,146,023	–	1,381,717	–	2.83%	–
PRI	New	Primerica, Inc.	$131,443,755	–	664,663	–	2.46%	–
LBTYK	New	Liberty Global Plc Class Ccl c	$128,224,446	–	7,215,782	–	2.40%	–
BERY	New	Berry Global Group Inc	$128,114,644	–	1,991,213	–	2.40%	–
CE	New	Celanese Corporation	$125,062,610	–	1,079,988	–	2.34%	–
FFIV	New	F5, Inc.	$123,706,708	–	845,800	–	2.31%	–
WDC	New	Western Digital Corporation	$121,088,832	–	3,192,429	–	2.26%	–
SNX	New	TD SYNNEX Corporation	$117,621,448	–	1,251,292	–	2.20%	–
AMG	New	Affiliated Managers Group, Inc.	$107,462,586	–	716,943	–	2.01%	–
LEA	New	Lear Corporation	$103,642,956	–	721,999	–	1.94%	–
AIZ	New	Assurant, Inc.	$101,212,143	–	805,060	–	1.89%	–
AL	New	Air Lease Corporation Class Acl a	$94,283,279	–	2,252,886	–	1.76%	–
ADNT	New	Adient plc	$89,448,690	–	2,334,256	–	1.67%	–
CNXC	New	Concentrix Corporation	$67,322,083	–	833,710	–	1.26%	–
ADS	New	Bread Financial Holdings, Inc.	$43,097,309	–	1,372,963	–	0.81%	–
HBI	New	Hanesbrands Inc.	$40,514,765	–	8,923,957	–	0.76%	–
COMM	New	CommScope Holding Co., Inc.	$37,159,424	–	6,600,253	–	0.70%	–
CNHI	New	CNH Industrial NV	$4,881,384	–	338,985	–	0.09%	–
NXPI	New	NXP Semiconductors NV	$3,102,744	–	15,159	–	0.06%	–
WCC	New	WESCO International, Inc.	$2,849,203	–	15,912	–	0.05%	–
CCK	New	Crown Holdings, Inc.	$2,859,500	–	32,917	–	0.05%	–
NTDOY	New	Nintendo Co., Ltd. Unsponsored ADRsponsored adr	$2,241,985	–	197,011	–	0.04%	–
	New	Ardagh Metal Packaging S.A	$1,745,321	–	464,181	–	0.03%	–

Q4 2022

			Value		Shares		↓ Weighting
SWN	Exit	Southwestern Energy Company	$0	–	-11,127	–	-0.00%	–
NTDOY	Exit	Nintendo Co., Ltd. Unsponsored ADRsponsored adr	$0	–	-14,064	–	-0.00%	–
WCC	Exit	WESCO International, Inc.	$0	–	-1,692	–	-0.00%	–
IWD	Exit	iShares Russell 1000 Value ETFrus 1000 val etf	$0	–	-1,759	–	-0.01%	–
	Exit	Ardagh Metal Packaging S.A	$0	–	-88,541	–	-0.01%	–
QRTEA	Exit	Qurate Retail, Inc. Class Acl a	$0	–	-11,803,248	–	-0.49%	–
ADS	Exit	Bread Financial Holdings, Inc.	$0	–	-1,541,655	–	-1.00%	–
COMM	Exit	CommScope Holding Co., Inc.	$0	–	-7,380,021	–	-1.41%	–
HBI	Exit	Hanesbrands Inc.	$0	–	-9,864,548	–	-1.42%	–
ADNT	Exit	Adient plc	$0	–	-2,679,478	–	-1.54%	–
SNX	Exit	TD SYNNEX Corporation	$0	–	-919,148	–	-1.54%	–
AL	Exit	Air Lease Corporation Class Acl a	$0	–	-2,578,741	–	-1.65%	–
AMG	Exit	Affiliated Managers Group, Inc.	$0	–	-819,830	–	-1.90%	–
LEA	Exit	Lear Corporation	$0	–	-823,685	–	-2.04%	–
BERY	Exit	Berry Global Group Inc	$0	–	-2,277,623	–	-2.19%	–
UNVR	Exit	Univar Solutions Inc.	$0	–	-4,783,552	–	-2.25%	–
CE	Exit	Celanese Corporation	$0	–	-1,223,786	–	-2.29%	–
WDC	Exit	Western Digital Corporation	$0	–	-3,584,182	–	-2.41%	–
ARW	Exit	Arrow Electronics, Inc.	$0	–	-1,315,780	–	-2.51%	–
LAD	Exit	Lithia Motors, Inc.	$0	–	-600,617	–	-2.66%	–
AIZ	Exit	Assurant, Inc.	$0	–	-919,934	–	-2.76%	–
LBTYK	Exit	Liberty Global Plc Class Ccl c	$0	–	-8,169,583	–	-2.79%	–
NLOK	Exit	Gen Digital Inc.	$0	–	-7,082,899	–	-2.95%	–
UBER	Exit	Uber Technologies, Inc.	$0	–	-5,392,122	–	-2.96%	–
EBAY	Exit	eBay Inc.	$0	–	-4,195,747	–	-3.20%	–
WHR	Exit	Whirlpool Corporation	$0	–	-1,150,473	–	-3.21%	–
LNC	Exit	Lincoln National Corporation	$0	–	-3,556,967	–	-3.23%	–
AER	Exit	AerCap Holdings NV	$0	–	-3,712,301	–	-3.25%	–
NRG	Exit	NRG Energy, Inc.	$0	–	-4,712,109	–	-3.73%	–
FLEX	Exit	Flex Ltd.	$0	–	-11,301,669	–	-3.89%	–
CNC	Exit	Centene Corporation	$0	–	-2,558,142	–	-4.12%	–
HCA	Exit	HCA Healthcare Inc	$0	–	-1,179,134	–	-4.48%	–
GPN	Exit	Global Payments Inc.	$0	–	-2,014,389	–	-4.50%	–
AVGO	Exit	Broadcom Inc.	$0	–	-533,713	–	-4.90%	–
SU	Exit	Suncor Energy Inc.	$0	–	-6,251,993	–	-5.03%	–
CI	Exit	Cigna Corporation	$0	–	-1,001,731	–	-5.75%	–
URI	Exit	United Rentals, Inc.	$0	–	-1,037,895	–	-5.80%	–
AMP	Exit	Ameriprise Financial, Inc.	$0	–	-1,174,991	–	-6.12%	–

Q3 2022

			Value		Shares		↓ Weighting
AMP	Sell	Ameriprise Financial, Inc.	$296,039,000	-8.8%	1,174,991	-14.0%	6.12%	+8.5%
URI	Sell	United Rentals, Inc.	$280,356,000	-1.7%	1,037,895	-11.6%	5.80%	+16.9%
CI	Sell	Cigna Corporation	$277,950,000	-7.7%	1,001,731	-12.3%	5.75%	+9.8%
SU	Sell	Suncor Energy Inc.	$243,203,000	+2.2%	6,251,993	-7.9%	5.03%	+21.6%
AVGO	Sell	Broadcom Inc.	$236,974,000	-18.2%	533,713	-10.5%	4.90%	-2.7%
GPN	Sell	Global Payments Inc.	$217,655,000	-11.4%	2,014,389	-9.3%	4.50%	+5.4%
HCA	Buy	HCA Healthcare Inc	$216,713,000	+29.4%	1,179,134	+18.3%	4.48%	+54.0%
CNC	Sell	Centene Corporation	$199,049,000	-14.0%	2,558,142	-6.4%	4.12%	+2.4%
FLEX	Sell	Flex Ltd.	$188,286,000	+0.6%	11,301,669	-12.6%	3.89%	+19.7%
NRG	Sell	NRG Energy, Inc.	$180,332,000	-11.2%	4,712,109	-11.4%	3.73%	+5.6%
AER	Sell	AerCap Holdings NV	$157,142,000	-10.5%	3,712,301	-13.4%	3.25%	+6.5%
LNC	Sell	Lincoln National Corporation	$156,186,000	-15.9%	3,556,967	-10.4%	3.23%	+0.1%
WHR	Sell	Whirlpool Corporation	$155,095,000	-22.5%	1,150,473	-11.0%	3.21%	-7.8%
EBAY	Sell	eBay Inc.	$154,445,000	-19.6%	4,195,747	-8.9%	3.20%	-4.3%
UBER	Sell	Uber Technologies, Inc.	$142,891,000	+23.0%	5,392,122	-5.0%	2.96%	+46.4%
NLOK	Sell	Gen Digital Inc.	$142,650,000	-13.9%	7,082,899	-6.2%	2.95%	+2.4%
LBTYK	Sell	Liberty Global Plc Class Ccl c	$134,798,000	-32.6%	8,169,583	-9.8%	2.79%	-19.8%
AIZ	Sell	Assurant, Inc.	$133,639,000	-23.1%	919,934	-8.5%	2.76%	-8.5%
LAD	Sell	Lithia Motors, Inc.	$128,862,000	-31.6%	600,617	-12.4%	2.66%	-18.7%
ARW	Sell	Arrow Electronics, Inc.	$121,302,000	-25.4%	1,315,780	-9.2%	2.51%	-11.2%
WDC	Sell	Western Digital Corporation	$116,665,000	-34.1%	3,584,182	-9.3%	2.41%	-21.7%
CE	Sell	Celanese Corporation	$110,557,000	-27.5%	1,223,786	-5.6%	2.29%	-13.7%
UNVR	Sell	Univar Solutions Inc.	$108,778,000	-19.9%	4,783,552	-12.4%	2.25%	-4.7%
BERY	Sell	Berry Global Group Inc	$105,978,000	-21.9%	2,277,623	-8.3%	2.19%	-7.0%
LEA	New	Lear Corporation	$98,587,000	–	823,685	–	2.04%	–
AMG	Sell	Affiliated Managers Group, Inc.	$91,698,000	-13.0%	819,830	-9.3%	1.90%	+3.5%
AL	Sell	Air Lease Corporation Class Acl a	$79,967,000	-17.6%	2,578,741	-11.2%	1.65%	-2.0%
SNX	Sell	TD SYNNEX Corporation	$74,626,000	-18.6%	919,148	-8.7%	1.54%	-3.1%
ADNT	Sell	Adient plc	$74,356,000	-40.0%	2,679,478	-35.9%	1.54%	-28.6%
HBI	Sell	Hanesbrands Inc.	$68,657,000	-41.2%	9,864,548	-13.1%	1.42%	-30.0%
COMM	Sell	CommScope Holding Co., Inc.	$67,970,000	+28.2%	7,380,021	-14.8%	1.41%	+52.5%
ADS	Sell	Bread Financial Holdings, Inc.	$48,485,000	-23.8%	1,541,655	-10.3%	1.00%	-9.4%
QRTEA	Sell	Qurate Retail, Inc. Class Acl a	$23,725,000	-38.0%	11,803,248	-11.5%	0.49%	-26.3%
	Sell	Ardagh Metal Packaging S.A	$429,000	-25.3%	88,541	-5.9%	0.01%	-10.0%
IWD	Sell	iShares Russell 1000 Value ETFrus 1000 val etf	$239,000	-92.2%	1,759	-91.7%	0.01%	-90.6%
WCC	Sell	WESCO International, Inc.	$202,000	-7.8%	1,692	-17.3%	0.00%	0.0%
NTDOY	Buy	Nintendo Co., Ltd. Unsponsored ADRsponsored adr	$143,000	-80.6%	14,064	+2.7%	0.00%	-76.9%
SWN	New	Southwestern Energy Company	$68,000	–	11,127	–	0.00%	–
CCK	Exit	Crown Holdings, Inc.	$0	–	-2,652	–	-0.00%	–
CNXC	Exit	Concentrix Corporation	$0	–	-1,601	–	-0.00%	–
PRI	Exit	Primerica, Inc.	$0	–	-1,903	–	-0.00%	–
NXPI	Exit	NXP Semiconductors NV	$0	–	-1,367	–	-0.00%	–
VMW	Exit	VMware, Inc. Class Acl a	$0	–	-1,948,690	–	-3.86%	–

Q2 2022

			Value		Shares		↓ Weighting
AMP	New	Ameriprise Financial, Inc.	$324,717,000	–	1,366,194	–	5.64%	–
CI	New	Cigna Corporation	$301,127,000	–	1,142,710	–	5.24%	–
AVGO	New	Broadcom Inc.	$289,818,000	–	596,567	–	5.04%	–
URI	New	United Rentals, Inc.	$285,336,000	–	1,174,657	–	4.96%	–
GPN	New	Global Payments Inc.	$245,797,000	–	2,221,590	–	4.27%	–
SU	New	Suncor Energy Inc.	$238,004,000	–	6,786,544	–	4.14%	–
CNC	New	Centene Corporation	$231,332,000	–	2,734,093	–	4.02%	–
VMW	New	VMware, Inc. Class Acl a	$222,112,000	–	1,948,690	–	3.86%	–
NRG	New	NRG Energy, Inc.	$203,116,000	–	5,321,353	–	3.53%	–
WHR	New	Whirlpool Corporation	$200,230,000	–	1,292,888	–	3.48%	–
LBTYK	New	Liberty Global Plc Class Ccl c	$200,071,000	–	9,057,098	–	3.48%	–
EBAY	New	eBay Inc.	$192,016,000	–	4,608,017	–	3.34%	–
LAD	New	Lithia Motors, Inc.	$188,437,000	–	685,699	–	3.28%	–
FLEX	New	Flex Ltd.	$187,130,000	–	12,932,278	–	3.25%	–
LNC	New	Lincoln National Corporation	$185,611,000	–	3,968,585	–	3.23%	–
WDC	New	Western Digital Corporation	$177,154,000	–	3,951,678	–	3.08%	–
AER	New	AerCap Holdings NV	$175,521,000	–	4,287,280	–	3.05%	–
AIZ	New	Assurant, Inc.	$173,822,000	–	1,005,626	–	3.02%	–
HCA	New	HCA Healthcare Inc	$167,463,000	–	996,447	–	2.91%	–
NLOK	New	NortonLifeLock Inc.	$165,775,000	–	7,548,955	–	2.88%	–
ARW	New	Arrow Electronics, Inc.	$162,503,000	–	1,449,755	–	2.82%	–
CE	New	Celanese Corporation	$152,431,000	–	1,296,071	–	2.65%	–
UNVR	New	Univar Solutions Inc.	$135,826,000	–	5,461,424	–	2.36%	–
BERY	New	Berry Global Group Inc	$135,661,000	–	2,482,812	–	2.36%	–
ADNT	New	Adient plc	$123,865,000	–	4,180,398	–	2.15%	–
HBI	New	Hanesbrands Inc.	$116,781,000	–	11,348,962	–	2.03%	–
UBER	New	Uber Technologies, Inc.	$116,136,000	–	5,676,240	–	2.02%	–
AMG	New	Affiliated Managers Group, Inc.	$105,448,000	–	904,360	–	1.83%	–
AL	New	Air Lease Corporation Class Acl a	$97,047,000	–	2,903,004	–	1.69%	–
SNX	New	TD SYNNEX Corporation	$91,717,000	–	1,006,772	–	1.59%	–
ADS	New	Bread Financial Holdings, Inc.	$63,664,000	–	1,717,872	–	1.11%	–
COMM	New	CommScope Holding Co., Inc.	$53,037,000	–	8,666,221	–	0.92%	–
QRTEA	New	Qurate Retail, Inc. Class Acl a	$38,283,000	–	13,338,888	–	0.67%	–
IWD	New	iShares Russell 1000 Value ETFrus 1000 val etf	$3,072,000	–	21,191	–	0.05%	–
NTDOY	New	Nintendo Co., Ltd. Unsponsored ADRsponsored adr	$737,000	–	13,694	–	0.01%	–
	New	Ardagh Metal Packaging S.A	$574,000	–	94,092	–	0.01%	–
WCC	New	WESCO International, Inc.	$219,000	–	2,045	–	0.00%	–
CCK	New	Crown Holdings, Inc.	$244,000	–	2,652	–	0.00%	–
CNXC	New	Concentrix Corporation	$217,000	–	1,601	–	0.00%	–
PRI	New	Primerica, Inc.	$228,000	–	1,903	–	0.00%	–
NXPI	New	NXP Semiconductors NV	$202,000	–	1,367	–	0.00%	–

Q4 2021

			Value		Shares		↓ Weighting
OI	Exit	O-I Glass Inc	$0	–	-5,579,182	–	-1.02%	–
SNX	Exit	TD SYNNEX Corporation	$0	–	-982,755	–	-1.31%	–
COMM	Exit	CommScope Holding Co., Inc.	$0	–	-8,374,399	–	-1.46%	–
AL	Exit	Air Lease Corporation Class Acl a	$0	–	-3,031,050	–	-1.53%	–
QRTEA	Exit	Qurate Retail, Inc. Class Acl a	$0	–	-12,576,579	–	-1.64%	–
UNVR	Exit	Univar Solutions Inc.	$0	–	-5,920,270	–	-1.81%	–
AMG	Exit	Affiliated Managers Group, Inc.	$0	–	-952,497	–	-1.85%	–
SU	Exit	Suncor Energy Inc.	$0	–	-7,381,386	–	-1.96%	–
	Exit	GXO Logistics Inc	$0	–	-1,974,065	–	-1.99%	–
BERY	Exit	Berry Global Group Inc	$0	–	-2,631,281	–	-2.06%	–
AIZ	Exit	Assurant, Inc.	$0	–	-1,079,985	–	-2.19%	–
ADS	Exit	Alliance Data Systems Corporation	$0	–	-1,689,288	–	-2.19%	–
CNXC	Exit	Concentrix Corporation	$0	–	-983,509	–	-2.23%	–
ARW	Exit	Arrow Electronics, Inc.	$0	–	-1,567,694	–	-2.26%	–
CNC	Exit	Centene Corporation	$0	–	-2,955,420	–	-2.36%	–
ADNT	Exit	Adient plc	$0	–	-4,722,561	–	-2.51%	–
NLOK	Exit	NortonLifeLock Inc.	$0	–	-8,086,171	–	-2.62%	–
HBI	Exit	Hanesbrands Inc.	$0	–	-12,446,760	–	-2.74%	–
WDC	Exit	Western Digital Corporation	$0	–	-4,236,653	–	-3.07%	–
NRG	Exit	NRG Energy, Inc.	$0	–	-5,922,268	–	-3.10%	–
LAD	Exit	Lithia Motors, Inc.	$0	–	-762,691	–	-3.10%	–
CI	Exit	Cigna Corporation	$0	–	-1,265,335	–	-3.25%	–
FLEX	Exit	Flex Ltd.	$0	–	-14,512,155	–	-3.29%	–
HCA	Exit	HCA Healthcare Inc	$0	–	-1,090,564	–	-3.40%	–
AER	Exit	AerCap Holdings NV	$0	–	-4,628,756	–	-3.43%	–
LBTYK	Exit	Liberty Global Plc Class Ccl c	$0	–	-10,001,607	–	-3.78%	–
WHR	Exit	Whirlpool Corporation	$0	–	-1,451,157	–	-3.80%	–
LNC	Exit	Lincoln National Corporation	$0	–	-4,432,496	–	-3.91%	–
CCK	Exit	Crown Holdings, Inc.	$0	–	-3,104,303	–	-4.01%	–
AVGO	Exit	Broadcom Inc.	$0	–	-712,083	–	-4.43%	–
EBAY	Exit	eBay Inc.	$0	–	-5,018,190	–	-4.48%	–
AMP	Exit	Ameriprise Financial, Inc.	$0	–	-1,623,871	–	-5.50%	–
DELL	Exit	Dell Technologies Inc Class Ccl c	$0	–	-4,326,062	–	-5.77%	–
URI	Exit	United Rentals, Inc.	$0	–	-1,317,762	–	-5.93%	–

Q3 2021

			Value		Shares		↓ Weighting
URI	Sell	United Rentals, Inc.	$462,442,000	-1.4%	1,317,762	-10.4%	5.93%	+4.4%
DELL	Sell	Dell Technologies Inc Class Ccl c	$450,083,000	-2.3%	4,326,062	-6.4%	5.77%	+3.4%
AMP	Sell	Ameriprise Financial, Inc.	$428,897,000	-1.8%	1,623,871	-7.4%	5.50%	+4.0%
EBAY	Sell	eBay Inc.	$349,617,000	-3.8%	5,018,190	-3.0%	4.48%	+1.9%
AVGO	Sell	Broadcom Inc.	$345,310,000	-1.0%	712,083	-2.6%	4.43%	+4.9%
CCK	Sell	Crown Holdings, Inc.	$312,852,000	-4.8%	3,104,303	-3.5%	4.01%	+0.8%
LNC	Sell	Lincoln National Corporation	$304,734,000	+6.0%	4,432,496	-3.1%	3.91%	+12.3%
WHR	Sell	Whirlpool Corporation	$295,833,000	-9.3%	1,451,157	-3.0%	3.80%	-4.0%
LBTYK	Sell	Liberty Global Plc Class Ccl c	$294,647,000	+6.4%	10,001,607	-2.4%	3.78%	+12.6%
AER	Sell	AerCap Holdings NV	$267,588,000	+9.1%	4,628,756	-3.3%	3.43%	+15.6%
HCA	Sell	HCA Healthcare Inc	$264,702,000	-28.0%	1,090,564	-38.7%	3.40%	-23.7%
FLEX	Sell	Flex Ltd.	$256,575,000	-4.0%	14,512,155	-2.9%	3.29%	+1.7%
CI	Buy	Cigna Corporation	$253,269,000	+18.9%	1,265,335	+40.8%	3.25%	+25.9%
NRG	Buy	NRG Energy, Inc.	$241,806,000	+55.7%	5,922,268	+53.7%	3.10%	+64.8%
LAD	Buy	Lithia Motors, Inc.	$241,804,000	+41.3%	762,691	+53.2%	3.10%	+49.6%
WDC	Sell	Western Digital Corporation	$239,117,000	-22.3%	4,236,653	-2.0%	3.07%	-17.7%
HBI	Sell	Hanesbrands Inc.	$213,586,000	-11.0%	12,446,760	-3.2%	2.74%	-5.8%
NLOK	New	NortonLifeLock Inc.	$204,580,000	–	8,086,171	–	2.62%	–
ADNT	Sell	Adient plc	$195,750,000	-10.3%	4,722,561	-2.2%	2.51%	-5.0%
CNC	Sell	Centene Corporation	$184,152,000	-18.1%	2,955,420	-4.2%	2.36%	-13.3%
ARW	Sell	Arrow Electronics, Inc.	$176,036,000	-6.8%	1,567,694	-5.5%	2.26%	-1.3%
CNXC	Sell	Concentrix Corporation	$174,081,000	+4.1%	983,509	-5.5%	2.23%	+10.2%
ADS	Sell	Alliance Data Systems Corporation	$170,432,000	-5.3%	1,689,288	-2.2%	2.19%	+0.3%
AIZ	Sell	Assurant, Inc.	$170,368,000	-4.3%	1,079,985	-5.3%	2.19%	+1.3%
BERY	Sell	Berry Global Group Inc	$160,192,000	-11.7%	2,631,281	-5.4%	2.06%	-6.5%
	New	GXO Logistics Inc	$154,846,000	–	1,974,065	–	1.99%	–
SU	Sell	Suncor Energy Inc.	$153,090,000	-36.4%	7,381,386	-26.5%	1.96%	-32.6%
AMG	Sell	Affiliated Managers Group, Inc.	$143,913,000	-7.6%	952,497	-5.7%	1.85%	-2.1%
UNVR	Sell	Univar Solutions Inc.	$141,021,000	-8.6%	5,920,270	-6.4%	1.81%	-3.2%
QRTEA	Sell	Qurate Retail, Inc. Class Acl a	$128,155,000	-23.4%	12,576,579	-1.6%	1.64%	-18.9%
AL	Sell	Air Lease Corporation Class Acl a	$119,242,000	-11.4%	3,031,050	-6.0%	1.53%	-6.1%
COMM	Sell	CommScope Holding Co., Inc.	$113,808,000	-37.3%	8,374,399	-1.7%	1.46%	-33.6%
SNX	Sell	TD SYNNEX Corporation	$102,305,000	-19.1%	982,755	-5.4%	1.31%	-14.3%
OI	Sell	O-I Glass Inc	$79,615,000	-18.2%	5,579,182	-6.4%	1.02%	-13.4%
XPO	Exit	XPO Logistics, Inc.	$0	–	-2,804,839	–	-4.75%	–

Q2 2021

			Value		Shares		↓ Weighting
URI	New	United Rentals, Inc.	$469,203,000	–	1,470,811	–	5.68%	–
DELL	New	Dell Technologies Inc Class Ccl c	$460,903,000	–	4,624,292	–	5.58%	–
AMP	New	Ameriprise Financial, Inc.	$436,580,000	–	1,754,179	–	5.29%	–
XPO	New	XPO Logistics, Inc.	$392,369,000	–	2,804,839	–	4.75%	–
HCA	New	HCA Healthcare Inc	$367,548,000	–	1,777,828	–	4.45%	–
EBAY	New	eBay Inc.	$363,367,000	–	5,175,429	–	4.40%	–
AVGO	New	Broadcom Inc.	$348,633,000	–	731,131	–	4.22%	–
CCK	New	Crown Holdings, Inc.	$328,792,000	–	3,216,831	–	3.98%	–
WHR	New	Whirlpool Corporation	$326,224,000	–	1,496,304	–	3.95%	–
WDC	New	Western Digital Corporation	$307,830,000	–	4,325,278	–	3.73%	–
LNC	New	Lincoln National Corporation	$287,461,000	–	4,574,496	–	3.48%	–
LBTYK	New	Liberty Global Plc Class Ccl c	$277,027,000	–	10,245,073	–	3.36%	–
FLEX	New	Flex Ltd.	$267,213,000	–	14,953,136	–	3.24%	–
AER	New	AerCap Holdings NV	$245,245,000	–	4,789,003	–	2.97%	–
SU	New	Suncor Energy Inc.	$240,735,000	–	10,043,171	–	2.92%	–
HBI	New	Hanesbrands Inc.	$240,111,000	–	12,860,785	–	2.91%	–
CNC	New	Centene Corporation	$224,936,000	–	3,084,268	–	2.72%	–
ADNT	New	Adient plc	$218,184,000	–	4,827,088	–	2.64%	–
CI	New	Cigna Corporation	$213,050,000	–	898,681	–	2.58%	–
ARW	New	Arrow Electronics, Inc.	$188,813,000	–	1,658,728	–	2.29%	–
BERY	New	Berry Global Group Inc	$181,434,000	–	2,781,875	–	2.20%	–
COMM	New	CommScope Holding Co., Inc.	$181,470,000	–	8,515,705	–	2.20%	–
ADS	New	Alliance Data Systems Corporation	$179,943,000	–	1,727,067	–	2.18%	–
AIZ	New	Assurant, Inc.	$178,081,000	–	1,140,231	–	2.16%	–
LAD	New	Lithia Motors, Inc. Class Acl a	$171,105,000	–	497,920	–	2.07%	–
CNXC	New	Concentrix Corporation	$167,280,000	–	1,040,298	–	2.03%	–
QRTEA	New	Qurate Retail, Inc. Class Acl a	$167,258,000	–	12,777,554	–	2.03%	–
AMG	New	Affiliated Managers Group, Inc.	$155,703,000	–	1,009,680	–	1.89%	–
NRG	New	NRG Energy, Inc.	$155,318,000	–	3,854,033	–	1.88%	–
UNVR	New	Univar Solutions Inc.	$154,268,000	–	6,327,636	–	1.87%	–
AL	New	Air Lease Corporation Class Acl a	$134,559,000	–	3,223,750	–	1.63%	–
SNX	New	SYNNEX Corporation	$126,497,000	–	1,038,907	–	1.53%	–
OI	New	O-I Glass Inc	$97,292,000	–	5,957,870	–	1.18%	–

Q4 2020

			Value		Shares		↓ Weighting
OI	Exit	O-I Glass Inc	$0	–	-5,974,774	–	-1.15%	–
AMG	Exit	Affiliated Managers Group, Inc.	$0	–	-999,524	–	-1.24%	–
ADS	Exit	Alliance Data Systems Corporation	$0	–	-1,783,377	–	-1.36%	–
GRA	Exit	W R Grace & Co	$0	–	-1,882,234	–	-1.38%	–
COMM	Exit	CommScope Holding Co., Inc.	$0	–	-8,720,039	–	-1.43%	–
ADNT	Exit	Adient plc	$0	–	-5,312,276	–	-1.67%	–
QRTEA	Exit	Qurate Retail, Inc. Class Acl a	$0	–	-12,845,611	–	-1.68%	–
EOG	Exit	EOG Resources, Inc.	$0	–	-2,739,021	–	-1.79%	–
AL	Exit	Air Lease Corporation Class Acl a	$0	–	-3,388,502	–	-1.81%	–
SU	Exit	Suncor Energy Inc.	$0	–	-8,817,433	–	-1.96%	–
NRG	Exit	NRG Energy, Inc.	$0	–	-3,601,666	–	-2.01%	–
UNVR	Exit	Univar Solutions, Inc.	$0	–	-6,823,887	–	-2.09%	–
LBTYK	Exit	Liberty Global Plc Class Ccl c	$0	–	-6,190,465	–	-2.31%	–
AER	Exit	AerCap Holdings NV	$0	–	-5,142,803	–	-2.35%	–
ARW	Exit	Arrow Electronics, Inc.	$0	–	-1,690,514	–	-2.42%	–
BERY	Exit	Berry Global Group Inc	$0	–	-2,793,148	–	-2.45%	–
AIZ	Exit	Assurant, Inc.	$0	–	-1,131,040	–	-2.49%	–
LNC	Exit	Lincoln National Corporation	$0	–	-4,701,623	–	-2.68%	–
SNX	Exit	SYNNEX Corporation	$0	–	-1,067,487	–	-2.72%	–
WDC	Exit	Western Digital Corporation	$0	–	-4,210,587	–	-2.80%	–
CNC	Exit	Centene Corporation	$0	–	-2,815,099	–	-2.98%	–
PWR	Exit	Quanta Services, Inc.	$0	–	-3,358,196	–	-3.22%	–
FLEX	Exit	Flex Ltd.	$0	–	-16,374,754	–	-3.31%	–
HBI	Exit	Hanesbrands Inc.	$0	–	-13,967,620	–	-4.00%	–
HCA	Exit	HCA Healthcare Inc	$0	–	-2,089,352	–	-4.73%	–
CCK	Exit	Crown Holdings, Inc.	$0	–	-3,405,471	–	-4.76%	–
XPO	Exit	XPO Logistics, Inc.title of class	$0	–	-3,103,831	–	-4.77%	–
AVGO	Exit	Broadcom Inc.	$0	–	-747,701	–	-4.95%	–
AMP	Exit	Ameriprise Financial, Inc.	$0	–	-1,861,040	–	-5.21%	–
CE	Exit	Celanese Corporation	$0	–	-2,678,148	–	-5.23%	–
WHR	Exit	Whirlpool Corporation	$0	–	-1,565,647	–	-5.23%	–
URI	Exit	United Rentals, Inc.	$0	–	-1,808,457	–	-5.73%	–
DELL	Exit	Dell Technologies Inc Class Ccl c	$0	–	-4,942,626	–	-6.08%	–

Q3 2020

			Value		Shares		↓ Weighting
DELL	Sell	Dell Technologies Inc Class Ccl c	$334,566,000	+20.0%	4,942,626	-2.6%	6.08%	+10.6%
URI	Sell	United Rentals, Inc.	$315,576,000	+14.1%	1,808,457	-2.6%	5.73%	+5.2%
WHR	Sell	Whirlpool Corporation	$287,907,000	+38.6%	1,565,647	-2.4%	5.23%	+27.8%
CE	Sell	Celanese Corporation	$287,767,000	+21.4%	2,678,148	-2.5%	5.23%	+11.9%
AMP	Sell	Ameriprise Financial, Inc.	$286,805,000	+0.3%	1,861,040	-2.4%	5.21%	-7.6%
AVGO	Sell	Broadcom Inc.	$272,403,000	+12.9%	747,701	-2.2%	4.95%	+4.1%
XPO	Sell	XPO Logistics, Inc.title of class	$262,770,000	+7.0%	3,103,831	-2.3%	4.77%	-1.3%
CCK	Sell	Crown Holdings, Inc.	$261,745,000	+15.8%	3,405,471	-1.8%	4.76%	+6.8%
HCA	Sell	HCA Healthcare Inc	$260,500,000	+25.3%	2,089,352	-2.4%	4.73%	+15.6%
HBI	Sell	Hanesbrands Inc.	$219,990,000	+37.6%	13,967,620	-1.4%	4.00%	+26.8%
FLEX	Sell	Flex Ltd.	$182,415,000	+7.3%	16,374,754	-1.2%	3.31%	-1.0%
PWR	Sell	Quanta Services, Inc.	$177,514,000	+28.6%	3,358,196	-4.5%	3.22%	+18.6%
CNC	New	Centene Corporation	$164,205,000	–	2,815,099	–	2.98%	–
WDC	Sell	Western Digital Corporation	$153,897,000	-18.4%	4,210,587	-1.4%	2.80%	-24.8%
SNX	Sell	SYNNEX Corporation	$149,512,000	+11.7%	1,067,487	-4.5%	2.72%	+3.0%
LNC	Sell	Lincoln National Corporation	$147,302,000	-16.4%	4,701,623	-1.8%	2.68%	-22.9%
AIZ	Sell	Assurant, Inc.	$137,206,000	+12.1%	1,131,040	-4.6%	2.49%	+3.4%
BERY	Sell	Berry Global Group Inc	$134,965,000	+4.0%	2,793,148	-4.6%	2.45%	-4.1%
ARW	Sell	Arrow Electronics, Inc.	$132,976,000	+9.4%	1,690,514	-4.5%	2.42%	+0.9%
AER	Sell	AerCap Holdings NV	$129,547,000	-19.1%	5,142,803	-1.1%	2.35%	-25.4%
LBTYK	Sell	Liberty Global Plc Class Ccl c	$127,121,000	-9.0%	6,190,465	-4.7%	2.31%	-16.1%
UNVR	Sell	Univar Solutions, Inc.	$115,187,000	-4.0%	6,823,887	-4.1%	2.09%	-11.5%
NRG	Sell	NRG Energy, Inc.	$110,715,000	-9.8%	3,601,666	-4.5%	2.01%	-16.8%
SU	Sell	Suncor Energy Inc.	$107,837,000	-28.2%	8,817,433	-1.1%	1.96%	-33.8%
AL	Sell	Air Lease Corporation Class Acl a	$99,690,000	-4.0%	3,388,502	-4.4%	1.81%	-11.5%
EOG	Sell	EOG Resources, Inc.	$98,440,000	-29.3%	2,739,021	-0.3%	1.79%	-34.8%
QRTEA	Sell	Qurate Retail, Inc. Class Acl a	$92,231,000	-24.7%	12,845,611	-0.3%	1.68%	-30.5%
ADNT	Buy	Adient plc	$92,062,000	+7.7%	5,312,276	+2.0%	1.67%	-0.7%
COMM	Buy	CommScope Holding Co., Inc.	$78,480,000	+10.4%	8,720,039	+2.1%	1.43%	+1.7%
GRA	Sell	W R Grace & Co	$75,835,000	-23.8%	1,882,234	-3.9%	1.38%	-29.7%
ADS	Buy	Alliance Data Systems Corporation	$74,866,000	-5.6%	1,783,377	+1.5%	1.36%	-12.9%
AMG	Sell	Affiliated Managers Group, Inc.	$68,347,000	-12.3%	999,524	-4.4%	1.24%	-19.1%
OI	Sell	O-I Glass Inc	$63,273,000	+13.5%	5,974,774	-3.7%	1.15%	+4.7%

Q2 2020

			Value		Shares		↓ Weighting
AMP	New	Ameriprise Financial, Inc.	$286,067,000	–	1,906,603	–	5.64%	–
DELL	New	Dell Technologies Inc Class Ccl c	$278,830,000	–	5,075,173	–	5.50%	–
URI	New	United Rentals, Inc.	$276,634,000	–	1,856,107	–	5.45%	–
XPO	New	XPO Logistics, Inc.	$245,536,000	–	3,178,459	–	4.84%	–
AVGO	New	Broadcom Inc.	$241,196,000	–	764,222	–	4.75%	–
CE	New	Celanese Corporation	$237,085,000	–	2,745,952	–	4.67%	–
CCK	New	Crown Holdings, Inc.	$225,948,000	–	3,469,182	–	4.45%	–
HCA	New	HCA Healthcare Inc	$207,867,000	–	2,141,637	–	4.10%	–
WHR	New	Whirlpool Corporation	$207,683,000	–	1,603,357	–	4.09%	–
WDC	New	Western Digital Corporation	$188,568,000	–	4,271,085	–	3.72%	–
LNC	New	Lincoln National Corporation	$176,160,000	–	4,788,268	–	3.47%	–
FLEX	New	Flex Ltd.	$169,948,000	–	16,580,325	–	3.35%	–
AER	New	AerCap Holdings NV	$160,136,000	–	5,199,232	–	3.16%	–
HBI	New	Hanesbrands Inc.	$159,893,000	–	14,162,347	–	3.15%	–
SU	New	Suncor Energy Inc.	$150,245,000	–	8,911,313	–	2.96%	–
LBTYK	New	Liberty Global Plc Class Ccl c	$139,687,000	–	6,494,048	–	2.75%	–
EOG	New	EOG Resources, Inc.	$139,151,000	–	2,746,764	–	2.74%	–
PWR	New	Quanta Services, Inc.	$138,006,000	–	3,517,867	–	2.72%	–
SNX	New	SYNNEX Corporation	$133,898,000	–	1,117,959	–	2.64%	–
BERY	New	Berry Global Group Inc	$129,767,000	–	2,927,945	–	2.56%	–
NRG	New	NRG Energy, Inc.	$122,766,000	–	3,770,441	–	2.42%	–
QRTEA	New	Qurate Retail, Inc. Class Acl a	$122,430,000	–	12,887,361	–	2.41%	–
AIZ	New	Assurant, Inc.	$122,414,000	–	1,185,153	–	2.41%	–
ARW	New	Arrow Electronics, Inc.	$121,540,000	–	1,769,393	–	2.40%	–
UNVR	New	Univar Solutions, Inc.	$119,981,000	–	7,116,338	–	2.36%	–
AL	New	Air Lease Corporation Class Acl a	$103,796,000	–	3,543,721	–	2.05%	–
GRA	New	W R Grace & Co	$99,512,000	–	1,958,521	–	1.96%	–
ADNT	New	Adient plc	$85,484,000	–	5,206,069	–	1.68%	–
ADS	New	Alliance Data Systems Corporation	$79,271,000	–	1,756,896	–	1.56%	–
AMG	New	Affiliated Managers Group, Inc.	$77,947,000	–	1,045,433	–	1.54%	–
COMM	New	CommScope Holding Co., Inc.	$71,117,000	–	8,537,423	–	1.40%	–
OI	New	O-I Glass Inc	$55,726,000	–	6,205,525	–	1.10%	–

Q4 2019

			Value		Shares		↓ Weighting
TEN	Exit	Tenneco Inc. Class Acl a	$0	–	-2,463,362	–	-0.46%	–
OI	Exit	Owens-Illinois, Inc.	$0	–	-5,272,533	–	-0.82%	–
HTZGQ	Exit	Hertz Global Holdings, Inc.	$0	–	-3,973,827	–	-0.83%	–
COMM	Exit	CommScope Holding Co., Inc.	$0	–	-7,696,556	–	-1.36%	–
CAR	Exit	Avis Budget Group, Inc.	$0	–	-3,217,222	–	-1.37%	–
AMG	Exit	Affiliated Managers Group, Inc.	$0	–	-1,113,320	–	-1.40%	–
NOV	Exit	National Oilwell Varco, Inc.	$0	–	-5,026,595	–	-1.60%	–
ADNT	Exit	Adient plc	$0	–	-4,725,948	–	-1.63%	–
QRTEA	Exit	Qurate Retail, Inc. Class Acl a	$0	–	-11,848,023	–	-1.84%	–
GT	Exit	Goodyear Tire & Rubber Company	$0	–	-8,845,637	–	-1.92%	–
ARW	Exit	Arrow Electronics, Inc.	$0	–	-1,968,826	–	-2.21%	–
TECD	Exit	Tech Data Corporation	$0	–	-1,419,870	–	-2.23%	–
ACM	Exit	AECOM	$0	–	-3,979,573	–	-2.25%	–
PWR	Exit	Quanta Services, Inc.	$0	–	-3,999,556	–	-2.28%	–
AL	Exit	Air Lease Corporation Class A	$0	–	-3,673,109	–	-2.31%	–
FLEX	Exit	Flex Ltd.	$0	–	-16,944,707	–	-2.67%	–
ADS	Exit	Alliance Data Systems Corporation	$0	–	-1,505,102	–	-2.90%	–
XPO	Exit	XPO Logistics, Inc.	$0	–	-2,744,423	–	-2.96%	–
AIZ	Exit	Assurant, Inc.	$0	–	-1,659,899	–	-3.14%	–
HBI	Exit	Hanesbrands Inc.	$0	–	-13,939,044	–	-3.21%	–
EOG	Exit	EOG Resources, Inc.	$0	–	-3,017,895	–	-3.37%	–
WDC	Exit	Western Digital Corporation	$0	–	-4,277,469	–	-3.84%	–
URI	Exit	United Rentals, Inc.	$0	–	-2,078,636	–	-3.90%	–
WHR	Exit	Whirlpool Corporation	$0	–	-1,663,967	–	-3.97%	–
SU	Exit	Suncor Energy Inc.	$0	–	-8,754,911	–	-4.16%	–
LNC	Exit	Lincoln National Corporation	$0	–	-4,795,618	–	-4.35%	–
AER	Exit	AerCap Holdings NV	$0	–	-5,444,701	–	-4.49%	–
CCK	Exit	Crown Holdings, Inc.	$0	–	-4,743,614	–	-4.72%	–
AMP	Exit	Ameriprise Financial, Inc.	$0	–	-2,229,479	–	-4.94%	–
MCHP	Exit	Microchip Technology Incorporated	$0	–	-3,934,172	–	-5.50%	–
HCA	Exit	HCA Healthcare Inc	$0	–	-3,075,129	–	-5.57%	–
CE	Exit	Celanese Corporation	$0	–	-3,155,498	–	-5.81%	–
AVGO	Exit	Broadcom Inc.	$0	–	-1,440,790	–	-5.99%	–

Q3 2019

			Value		Shares		↓ Weighting
AVGO	Sell	Broadcom Inc.	$397,759,000	-11.9%	1,440,790	-8.1%	5.99%	-4.1%
CE	Sell	Celanese Corporation	$385,886,000	+4.0%	3,155,498	-8.3%	5.81%	+13.2%
HCA	Sell	HCA Healthcare Inc	$370,307,000	-18.2%	3,075,129	-8.2%	5.57%	-11.0%
MCHP	Sell	Microchip Technology Incorporated	$365,524,000	-1.4%	3,934,172	-8.0%	5.50%	+7.2%
AMP	Sell	Ameriprise Financial, Inc.	$327,956,000	-5.9%	2,229,479	-7.2%	4.94%	+2.4%
CCK	Sell	Crown Holdings, Inc.	$313,363,000	+0.7%	4,743,614	-6.9%	4.72%	+9.5%
AER	Sell	AerCap Holdings NV	$298,097,000	-2.1%	5,444,701	-7.0%	4.49%	+6.5%
LNC	Sell	Lincoln National Corporation	$289,272,000	-13.0%	4,795,618	-7.1%	4.35%	-5.4%
SU	Sell	Suncor Energy Inc.	$276,480,000	-5.5%	8,754,911	-6.8%	4.16%	+2.8%
WHR	Sell	Whirlpool Corporation	$263,506,000	+4.5%	1,663,967	-6.1%	3.97%	+13.6%
URI	Sell	United Rentals, Inc.	$259,081,000	-12.0%	2,078,636	-6.4%	3.90%	-4.3%
WDC	Sell	Western Digital Corporation	$255,108,000	+18.0%	4,277,469	-6.0%	3.84%	+28.3%
EOG	Sell	EOG Resources, Inc.	$223,988,000	-25.6%	3,017,895	-6.6%	3.37%	-19.1%
HBI	Sell	Hanesbrands Inc.	$213,546,000	-16.2%	13,939,044	-5.8%	3.21%	-8.8%
AIZ	Sell	Assurant, Inc.	$208,848,000	+6.0%	1,659,899	-10.4%	3.14%	+15.3%
XPO	Sell	XPO Logistics, Inc.	$196,418,000	+11.0%	2,744,423	-10.3%	2.96%	+20.8%
ADS	Sell	Alliance Data Systems Corporation	$192,849,000	-13.6%	1,505,102	-5.6%	2.90%	-6.0%
FLEX	Sell	Flex Ltd.	$177,326,000	+4.4%	16,944,707	-4.6%	2.67%	+13.5%
AL	Sell	Air Lease Corporation Class A	$153,609,000	-8.9%	3,673,109	-9.9%	2.31%	-0.9%
PWR	Sell	Quanta Services, Inc.	$151,183,000	-10.7%	3,999,556	-9.8%	2.28%	-2.9%
ACM	Sell	AECOM	$149,473,000	-10.5%	3,979,573	-9.8%	2.25%	-2.7%
TECD	Sell	Tech Data Corporation	$148,007,000	-10.2%	1,419,870	-9.9%	2.23%	-2.3%
ARW	Sell	Arrow Electronics, Inc.	$146,835,000	-5.7%	1,968,826	-9.9%	2.21%	+2.6%
GT	Sell	Goodyear Tire & Rubber Company	$127,421,000	-8.1%	8,845,637	-2.4%	1.92%	-0.1%
QRTEA	Sell	Qurate Retail, Inc. Class Acl a	$122,212,000	-19.9%	11,848,023	-3.7%	1.84%	-12.8%
ADNT	Sell	Adient plc	$108,508,000	-6.1%	4,725,948	-0.8%	1.63%	+2.1%
NOV	Sell	National Oilwell Varco, Inc.	$106,564,000	-13.4%	5,026,595	-9.2%	1.60%	-5.8%
AMG	Sell	Affiliated Managers Group, Inc.	$92,795,000	-18.0%	1,113,320	-9.3%	1.40%	-10.7%
CAR	Sell	Avis Budget Group, Inc.	$90,919,000	-27.0%	3,217,222	-9.2%	1.37%	-20.5%
COMM	Sell	CommScope Holding Co., Inc.	$90,511,000	-26.1%	7,696,556	-1.2%	1.36%	-19.6%
HTZGQ	Buy	Hertz Global Holdings, Inc.	$54,998,000	-9.5%	3,973,827	+4.4%	0.83%	-1.5%
OI	Sell	Owens-Illinois, Inc.	$54,149,000	-45.2%	5,272,533	-7.9%	0.82%	-40.4%
TEN	Sell	Tenneco Inc. Class Acl a	$30,841,000	+7.4%	2,463,362	-4.8%	0.46%	+16.9%
IWD	Exit	iShares Russell 1000 Value ETFrus 1000 val etf	$0	–	-4,000	–	-0.01%	–
HTZRT	Exit	Hertz Global Holdings, Inc.right 07/12/2019	$0	–	-840,801	–	-0.02%	–

Q2 2019

			Value		Shares		↓ Weighting
HCA	New	HCA Healthcare Inc	$452,948,000	–	3,350,947	–	6.27%	–
AVGO	New	Broadcom Inc.	$451,295,000	–	1,567,758	–	6.24%	–
MCHP	New	Microchip Technology Incorporated	$370,890,000	–	4,277,858	–	5.13%	–
CE	New	Celanese Corporation	$370,882,000	–	3,440,466	–	5.13%	–
AMP	New	Ameriprise Financial, Inc.	$348,609,000	–	2,401,547	–	4.82%	–
LNC	New	Lincoln National Corporation	$332,643,000	–	5,161,254	–	4.60%	–
CCK	New	Crown Holdings, Inc.	$311,280,000	–	5,094,602	–	4.31%	–
AER	New	AerCap Holdings NV	$304,519,000	–	5,855,002	–	4.21%	–
EOG	New	EOG Resources, Inc.	$301,096,000	–	3,232,028	–	4.17%	–
URI	New	United Rentals, Inc.	$294,571,000	–	2,220,998	–	4.08%	–
SU	New	Suncor Energy Inc.	$292,650,000	–	9,391,855	–	4.05%	–
HBI	New	Hanesbrands Inc.	$254,872,000	–	14,800,906	–	3.53%	–
WHR	New	Whirlpool Corporation	$252,228,000	–	1,771,764	–	3.49%	–
ADS	New	Alliance Data Systems Corporation	$223,311,000	–	1,593,599	–	3.09%	–
WDC	New	Western Digital Corporation	$216,282,000	–	4,548,508	–	2.99%	–
AIZ	New	Assurant, Inc.	$197,075,000	–	1,852,560	–	2.73%	–
XPO	New	XPO Logistics, Inc.	$176,926,000	–	3,060,474	–	2.45%	–
FLEX	New	Flex Ltd.	$169,906,000	–	17,753,976	–	2.35%	–
PWR	New	Quanta Services, Inc.	$169,365,000	–	4,434,796	–	2.34%	–
AL	New	Air Lease Corporation Class A	$168,541,000	–	4,076,958	–	2.33%	–
ACM	New	AECOM	$167,078,000	–	4,414,210	–	2.31%	–
TECD	New	Tech Data Corporation	$164,863,000	–	1,576,131	–	2.28%	–
ARW	New	Arrow Electronics, Inc.	$155,753,000	–	2,185,400	–	2.16%	–
QRTEA	New	Qurate Retail, Inc. Class Acl a	$152,486,000	–	12,307,177	–	2.11%	–
GT	New	Goodyear Tire & Rubber Company	$138,719,000	–	9,066,605	–	1.92%	–
CAR	New	Avis Budget Group, Inc.	$124,518,000	–	3,541,479	–	1.72%	–
NOV	New	National Oilwell Varco, Inc.	$123,038,000	–	5,534,761	–	1.70%	–
COMM	New	CommScope Holding Co., Inc.	$122,484,000	–	7,786,680	–	1.70%	–
ADNT	New	Adient plc	$115,610,000	–	4,763,487	–	1.60%	–
AMG	New	Affiliated Managers Group, Inc.	$113,155,000	–	1,228,073	–	1.56%	–
OI	New	Owens-Illinois, Inc.	$98,860,000	–	5,724,366	–	1.37%	–
HTZGQ	New	Hertz Global Holdings, Inc.	$60,775,000	–	3,807,928	–	0.84%	–
TEN	New	Tenneco Inc. Class Acl a	$28,710,000	–	2,588,786	–	0.40%	–
HTZRT	New	Hertz Global Holdings, Inc.right 07/12/2019	$1,640,000	–	840,801	–	0.02%	–
IWD	New	iShares Russell 1000 Value ETFrus 1000 val etf	$509,000	–	4,000	–	0.01%	–

Q4 2018

			Value		Shares		↓ Weighting
RSP	Exit	Invesco S&P 500 Equal Weight ETFs&p500 eql wgt	$0	–	-26,900	–	-0.02%	–
IWD	Exit	iShares Russell 1000 Value ETFrus 1000 val etf	$0	–	-70,550	–	-0.06%	–
HTZGQ	Exit	Hertz Global Holdings, Inc.	$0	–	-7,465,091	–	-0.73%	–
GLW	Exit	Corning Inc	$0	–	-12,224,502	–	-1.04%	–
TEN	Exit	Tenneco Inc. Class A	$0	–	-4,980,624	–	-1.24%	–
OI	Exit	Owens-Illinois, Inc.	$0	–	-11,859,072	–	-1.33%	–
CAR	Exit	Avis Budget Group, Inc.	$0	–	-7,343,013	–	-1.44%	–
TECD	Exit	Tech Data Corporation	$0	–	-3,318,913	–	-1.53%	–
ADNT	Exit	Adient plc	$0	–	-7,363,515	–	-1.67%	–
NCR	Exit	NCR Corporation	$0	–	-9,424,726	–	-1.69%	–
ARRS	Exit	ARRIS International Plc	$0	–	-11,002,452	–	-1.82%	–
ACM	Exit	AECOM	$0	–	-9,214,057	–	-1.85%	–
AMG	Exit	Affiliated Managers Group, Inc.	$0	–	-2,475,344	–	-2.02%	–
FLEX	Exit	Flex Ltd.	$0	–	-31,417,422	–	-2.14%	–
CCK	Exit	Crown Holdings, Inc.	$0	–	-7,528,406	–	-2.21%	–
GT	Exit	Goodyear Tire & Rubber Company	$0	–	-16,292,229	–	-2.35%	–
WHR	Exit	Whirlpool Corporation	$0	–	-3,230,565	–	-2.40%	–
COMM	Exit	CommScope Holding Co., Inc.	$0	–	-13,765,827	–	-2.45%	–
WDC	Exit	Western Digital Corporation	$0	–	-7,948,982	–	-2.62%	–
AIZ	Exit	Assurant, Inc.	$0	–	-3,940,678	–	-2.63%	–
NOV	Exit	National Oilwell Varco, Inc.	$0	–	-10,926,134	–	-2.84%	–
WU	Exit	Western Union Company	$0	–	-26,334,892	–	-3.17%	–
JCI	Exit	Johnson Controls International plc	$0	–	-14,718,693	–	-3.20%	–
WLTW	Exit	Willis Towers Watson Public Limited Company	$0	–	-3,497,902	–	-3.23%	–
QRTEA	Exit	Qurate Retail, Inc. Class A	$0	–	-22,882,819	–	-3.28%	–
AER	Exit	AerCap Holdings NV	$0	–	-11,433,773	–	-4.00%	–
LNC	Exit	Lincoln National Corporation	$0	–	-10,112,652	–	-4.20%	–
SU	Exit	Suncor Energy Inc.	$0	–	-18,133,574	–	-4.24%	–
AMP	Exit	Ameriprise Financial, Inc.	$0	–	-4,840,742	–	-4.32%	–
CE	Exit	Celanese Corporation Class Acl a	$0	–	-6,911,421	–	-4.74%	–
EOG	Exit	EOG Resources, Inc.	$0	–	-6,279,401	–	-4.75%	–
AFL	Exit	Aflac Incorporated	$0	–	-16,344,496	–	-4.78%	–
AVGO	Exit	Broadcom Inc.	$0	–	-4,078,230	–	-6.23%	–
ANTM	Exit	Anthem, Inc.	$0	–	-3,717,888	–	-6.63%	–
HCA	Exit	HCA Healthcare Inc	$0	–	-8,079,407	–	-7.15%	–

Q3 2018

			Value		Shares		↓ Weighting
HCA	Buy	HCA Healthcare Inc	$1,101,641,000	+168.6%	8,079,407	+102.1%	7.15%	+39.7%
ANTM	Buy	Anthem, Inc.	$1,021,687,000	+133.3%	3,717,888	+102.1%	6.63%	+21.3%
AVGO	Buy	Broadcom Inc.	$959,346,000	+94.3%	4,078,230	+100.4%	6.23%	+1.0%
AFL	Buy	Aflac Incorporated	$736,849,000	+116.3%	16,344,496	+106.4%	4.78%	+12.5%
EOG	Buy	EOG Resources, Inc.	$731,302,000	+94.2%	6,279,401	+107.5%	4.75%	+1.0%
CE	Buy	Celanese Corporation Class Acl a	$729,203,000	+96.1%	6,911,421	+106.4%	4.74%	+2.0%
AMP	Buy	Ameriprise Financial, Inc.	$665,396,000	+107.0%	4,840,742	+110.6%	4.32%	+7.6%
SU	Buy	Suncor Energy Inc.	$652,808,000	+84.2%	18,133,574	+108.1%	4.24%	-4.2%
LNC	Buy	Lincoln National Corporation	$646,541,000	+115.4%	10,112,652	+109.8%	4.20%	+12.0%
AER	Buy	AerCap Holdings NV	$615,275,000	+106.7%	11,433,773	+108.0%	4.00%	+7.5%
QRTEA	Buy	Qurate Retail, Inc. Class A	$505,149,000	+123.5%	22,882,819	+114.8%	3.28%	+16.2%
WLTW	Buy	Willis Towers Watson Public Limited Company	$496,842,000	+88.5%	3,497,902	+101.2%	3.23%	-2.0%
JCI	Buy	Johnson Controls International plc	$492,966,000	+116.8%	14,718,693	+116.5%	3.20%	+12.8%
WU	Buy	Western Union Company	$488,547,000	+93.9%	26,334,892	+112.5%	3.17%	+0.9%
NOV	Buy	National Oilwell Varco, Inc.	$436,650,000	+87.0%	10,926,134	+103.0%	2.84%	-2.8%
AIZ	Buy	Assurant, Inc.	$404,546,000	+94.3%	3,940,678	+95.8%	2.63%	+1.0%
WDC	Buy	Western Digital Corporation	$403,855,000	+41.2%	7,948,982	+115.2%	2.62%	-26.6%
COMM	Buy	CommScope Holding Co., Inc.	$377,825,000	+101.4%	13,765,827	+114.3%	2.45%	+4.7%
WHR	Buy	Whirlpool Corporation	$369,234,000	+68.1%	3,230,565	+115.0%	2.40%	-12.6%
GT	Buy	Goodyear Tire & Rubber Company	$362,312,000	+105.2%	16,292,229	+114.9%	2.35%	+6.8%
CCK	Buy	Crown Holdings, Inc.	$340,498,000	+97.9%	7,528,406	+95.8%	2.21%	+2.9%
FLEX	Buy	Flex Ltd.	$330,360,000	+59.7%	31,417,422	+114.3%	2.14%	-17.0%
AMG	Buy	Affiliated Managers Group, Inc.	$310,694,000	+66.0%	2,475,344	+96.6%	2.02%	-13.7%
ACM	Buy	AECOM	$284,993,000	+85.7%	9,214,057	+98.3%	1.85%	-3.4%
ARRS	Buy	ARRIS International Plc	$279,987,000	+104.0%	11,002,452	+96.0%	1.82%	+6.1%
NCR	Buy	NCR Corporation	$260,638,000	+80.6%	9,424,726	+95.7%	1.69%	-6.1%
ADNT	Buy	Adient plc	$257,359,000	+52.7%	7,363,515	+114.9%	1.67%	-20.6%
TECD	Buy	Tech Data Corporation	$236,081,000	+67.5%	3,318,913	+93.3%	1.53%	-12.9%
CAR	Buy	Avis Budget Group, Inc.	$221,620,000	+82.9%	7,343,013	+96.9%	1.44%	-4.9%
OI	Buy	Owens-Illinois, Inc.	$204,842,000	+104.0%	11,859,072	+98.5%	1.33%	+6.1%
TEN	Buy	Tenneco Inc. Class A	$191,384,000	+71.0%	4,980,624	+95.6%	1.24%	-11.1%
GLW	Buy	Corning Inc	$160,385,000	-50.5%	12,224,502	+3.8%	1.04%	-74.3%
HTZGQ	Buy	Hertz Global Holdings, Inc.	$112,464,000	+100.5%	7,465,091	+104.2%	0.73%	+4.3%
IWD	New	iShares Russell 1000 Value ETFrus 1000 val etf	$8,472,000	–	70,550	–	0.06%	–
RSP	New	Invesco S&P 500 Equal Weight ETFs&p500 eql wgt	$2,665,000	–	26,900	–	0.02%	–

Q2 2018

			Value		Shares		↓ Weighting
AVGO	New	Broadcom Inc.	$493,845,000	–	2,035,298	–	6.17%	–
ANTM	New	Anthem, Inc.	$437,984,000	–	1,840,036	–	5.47%	–
HCA	New	HCA Healthcare Inc	$410,208,000	–	3,998,131	–	5.12%	–
EOG	New	EOG Resources, Inc.	$376,594,000	–	3,026,555	–	4.70%	–
CE	New	Celanese Corporation Class Acl a	$371,876,000	–	3,348,425	–	4.64%	–
SU	New	Suncor Energy Inc.	$354,400,000	–	8,711,889	–	4.42%	–
AFL	New	Aflac Incorporated	$340,724,000	–	7,920,140	–	4.25%	–
GLW	New	Corning Inc	$323,891,000	–	11,773,563	–	4.04%	–
AMP	New	Ameriprise Financial, Inc.	$321,502,000	–	2,298,416	–	4.01%	–
LNC	New	Lincoln National Corporation	$300,104,000	–	4,820,942	–	3.75%	–
AER	New	AerCap Holdings NV	$297,652,000	–	5,496,801	–	3.72%	–
WDC	New	Western Digital Corporation	$285,972,000	–	3,694,254	–	3.57%	–
WLTW	New	Willis Towers Watson Public Limited Company	$263,563,000	–	1,738,544	–	3.29%	–
WU	New	Western Union Company	$251,923,000	–	12,391,701	–	3.14%	–
NOV	New	National Oilwell Varco, Inc.	$233,554,000	–	5,381,419	–	2.92%	–
JCI	New	Johnson Controls International plc	$227,364,000	–	6,797,135	–	2.84%	–
QRTEA	New	Qurate Retail, Inc. Class Acl a	$226,065,000	–	10,653,384	–	2.82%	–
WHR	New	Whirlpool Corporation	$219,697,000	–	1,502,406	–	2.74%	–
AIZ	New	Assurant, Inc.	$208,245,000	–	2,012,221	–	2.60%	–
FLEX	New	Flex Ltd.	$206,896,000	–	14,663,045	–	2.58%	–
COMM	New	CommScope Holding Co., Inc.	$187,590,000	–	6,423,219	–	2.34%	–
AMG	New	Affiliated Managers Group, Inc.	$187,186,000	–	1,259,073	–	2.34%	–
GT	New	Goodyear Tire & Rubber Company	$176,546,000	–	7,580,344	–	2.20%	–
CCK	New	Crown Holdings, Inc.	$172,062,000	–	3,844,098	–	2.15%	–
ADNT	New	Adient plc	$168,535,000	–	3,426,199	–	2.10%	–
ACM	New	AECOM	$153,483,000	–	4,646,788	–	1.92%	–
NCR	New	NCR Corporation	$144,352,000	–	4,814,939	–	1.80%	–
TECD	New	Tech Data Corporation	$140,966,000	–	1,716,580	–	1.76%	–
ARRS	New	ARRIS International Plc	$137,224,000	–	5,613,578	–	1.71%	–
CAR	New	Avis Budget Group, Inc.	$121,190,000	–	3,728,922	–	1.51%	–
TEN	New	Tenneco Inc.	$111,947,000	–	2,546,567	–	1.40%	–
OI	New	Owens-Illinois, Inc.	$100,433,000	–	5,974,589	–	1.25%	–
HTZGQ	New	Hertz Global Holdings, Inc.	$56,078,000	–	3,655,701	–	0.70%	–

Q4 2017

			Value		Shares		↓ Weighting
HTZGQ	Exit	Hertz Global Holdings, Inc.	$0	–	-3,054,499	–	-0.89%	–
CAR	Exit	Avis Budget Group, Inc.	$0	–	-3,417,663	–	-1.70%	–
OI	Exit	Owens-Illinois, Inc.	$0	–	-5,323,802	–	-1.75%	–
TEN	Exit	Tenneco Inc.	$0	–	-2,330,470	–	-1.84%	–
ARRS	Exit	ARRIS International Plc	$0	–	-4,967,691	–	-1.85%	–
COMM	Exit	CommScope Holding Co., Inc.	$0	–	-4,591,342	–	-1.99%	–
ACM	Exit	AECOM	$0	–	-4,161,568	–	-2.00%	–
NOV	Exit	National Oilwell Varco, Inc.	$0	–	-4,425,921	–	-2.06%	–
NCR	Exit	NCR Corporation	$0	–	-4,389,629	–	-2.15%	–
MSCC	Exit	Microsemi Corporation	$0	–	-3,235,906	–	-2.17%	–
AIZ	Exit	Assurant, Inc.	$0	–	-1,857,894	–	-2.32%	–
WU	Exit	Western Union Company	$0	–	-10,972,586	–	-2.75%	–
AMG	Exit	Affiliated Managers Group Inc.	$0	–	-1,127,536	–	-2.79%	–
FLEX	Exit	Flex Ltd.	$0	–	-13,049,828	–	-2.82%	–
QRTEA	Exit	Liberty Interactive Corporation QVC Group Class Acl a	$0	–	-9,237,945	–	-2.84%	–
JCI	Exit	Johnson Controls International plc	$0	–	-5,560,312	–	-2.92%	–
GT	Exit	Goodyear Tire & Rubber Company	$0	–	-6,768,092	–	-2.94%	–
WLTW	Exit	Willis Towers Watson Public Limited Company	$0	–	-1,496,694	–	-3.01%	–
WHR	Exit	Whirlpool Corporation	$0	–	-1,291,103	–	-3.11%	–
EOG	Exit	EOG Resources, Inc.	$0	–	-2,643,185	–	-3.34%	–
AER	Exit	AerCap Holdings NV	$0	–	-5,042,435	–	-3.36%	–
SU	Exit	Suncor Energy Inc.	$0	–	-7,534,467	–	-3.44%	–
ETN	Exit	Eaton Corp. Plc	$0	–	-3,469,344	–	-3.48%	–
WDC	Exit	Western Digital Corporation	$0	–	-3,204,289	–	-3.61%	–
AFL	Exit	Aflac Incorporated	$0	–	-3,498,131	–	-3.72%	–
TEL	Exit	TE Connectivity Ltd.	$0	–	-3,582,022	–	-3.88%	–
AMP	Exit	Ameriprise Financial, Inc.	$0	–	-2,061,703	–	-4.00%	–
GLW	Exit	Corning Inc	$0	–	-10,459,836	–	-4.08%	–
CE	Exit	Celanese Corporation Class Acl a	$0	–	-3,025,476	–	-4.12%	–
LNC	Exit	Lincoln National Corporation	$0	–	-4,307,876	–	-4.13%	–
ANTM	Exit	Anthem, Inc.	$0	–	-1,691,688	–	-4.19%	–
AET	Exit	Aetna Inc.	$0	–	-2,221,008	–	-4.61%	–
AVGO	Exit	Broadcom Limited	$0	–	-1,932,855	–	-6.12%	–

Q3 2017

			Value		Shares		↓ Weighting
AVGO	Buy	Broadcom Limited	$468,795,000	+4.9%	1,932,855	+0.8%	6.12%	-2.7%
AET	Buy	Aetna Inc.	$353,162,000	+7.3%	2,221,008	+2.5%	4.61%	-0.5%
ANTM	Buy	Anthem, Inc.	$321,218,000	+4.0%	1,691,688	+3.0%	4.19%	-3.7%
LNC	Buy	Lincoln National Corporation	$316,543,000	+12.3%	4,307,876	+3.3%	4.13%	+4.1%
CE	Buy	Celanese Corporation Class Acl a	$315,466,000	+13.1%	3,025,476	+3.0%	4.12%	+4.8%
GLW	Buy	Corning Inc	$312,958,000	+2.9%	10,459,836	+3.3%	4.08%	-4.7%
AMP	Buy	Ameriprise Financial, Inc.	$306,184,000	+20.9%	2,061,703	+3.6%	4.00%	+12.0%
TEL	Buy	TE Connectivity Ltd.	$297,523,000	+9.5%	3,582,022	+3.7%	3.88%	+1.5%
AFL	Buy	Aflac Incorporated	$284,713,000	+9.0%	3,498,131	+4.0%	3.72%	+1.0%
WDC	Buy	Western Digital Corporation	$276,851,000	+1.3%	3,204,289	+3.9%	3.61%	-6.1%
ETN	Buy	Eaton Corp. Plc	$266,411,000	+3.1%	3,469,344	+4.4%	3.48%	-4.5%
SU	Buy	Suncor Energy Inc.	$263,932,000	+26.2%	7,534,467	+5.2%	3.44%	+16.9%
AER	Buy	AerCap Holdings NV	$257,719,000	+14.2%	5,042,435	+3.7%	3.36%	+5.8%
EOG	Buy	EOG Resources, Inc.	$255,702,000	+12.3%	2,643,185	+5.1%	3.34%	+4.1%
WHR	Buy	Whirlpool Corporation	$238,131,000	+1.5%	1,291,103	+5.4%	3.11%	-6.0%
WLTW	Buy	Willis Towers Watson Public Limited Company	$230,835,000	+8.4%	1,496,694	+2.2%	3.01%	+0.4%
GT	Buy	Goodyear Tire & Rubber Company	$225,039,000	-0.6%	6,768,092	+4.6%	2.94%	-7.8%
JCI	Buy	Johnson Controls International plc	$224,025,000	-1.8%	5,560,312	+5.7%	2.92%	-9.0%
QRTEA	Buy	Liberty Interactive Corporation QVC Group Class Acl a	$217,738,000	+1.5%	9,237,945	+5.6%	2.84%	-6.0%
FLEX	Buy	Flex Ltd.	$216,236,000	+6.6%	13,049,828	+4.9%	2.82%	-1.2%
AMG	Buy	Affiliated Managers Group Inc.	$214,040,000	+16.5%	1,127,536	+1.8%	2.79%	+8.0%
WU	Buy	Western Union Company	$210,674,000	+6.0%	10,972,586	+5.2%	2.75%	-1.8%
AIZ	Buy	Assurant, Inc.	$177,466,000	-6.7%	1,857,894	+1.3%	2.32%	-13.5%
MSCC	Buy	Microsemi Corporation	$166,584,000	+12.2%	3,235,906	+2.0%	2.17%	+3.9%
NCR	Buy	NCR Corporation	$164,699,000	-6.4%	4,389,629	+1.9%	2.15%	-13.3%
NOV	Buy	National Oilwell Varco, Inc.	$158,138,000	+13.4%	4,425,921	+4.5%	2.06%	+5.0%
ACM	Buy	AECOM	$153,187,000	+16.9%	4,161,568	+2.7%	2.00%	+8.3%
COMM	Buy	CommScope Holding Co., Inc.	$152,478,000	-10.6%	4,591,342	+2.4%	1.99%	-17.2%
ARRS	Buy	ARRIS International Plc	$141,530,000	+4.4%	4,967,691	+2.7%	1.85%	-3.2%
TEN	Buy	Tenneco Inc.	$141,390,000	+7.5%	2,330,470	+2.5%	1.84%	-0.4%
OI	Buy	Owens-Illinois, Inc.	$133,947,000	+8.7%	5,323,802	+3.3%	1.75%	+0.7%
CAR	Buy	Avis Budget Group, Inc.	$130,076,000	+44.4%	3,417,663	+3.4%	1.70%	+33.8%
HTZGQ	Buy	Hertz Global Holdings, Inc.	$68,299,000	+116.8%	3,054,499	+11.5%	0.89%	+100.7%

Q2 2017

			Value		Shares		↓ Weighting
AVGO	New	Broadcom Limited	$446,757,000	–	1,917,001	–	6.29%	–
AET	New	Aetna Inc.	$328,986,000	–	2,166,804	–	4.63%	–
ANTM	New	Anthem, Inc.	$309,010,000	–	1,642,532	–	4.35%	–
GLW	New	Corning Inc	$304,242,000	–	10,124,539	–	4.28%	–
LNC	New	Lincoln National Corporation	$281,791,000	–	4,169,737	–	3.97%	–
CE	New	Celanese Corporation Class A	$278,980,000	–	2,938,484	–	3.93%	–
WDC	New	Western Digital Corporation	$273,269,000	–	3,084,304	–	3.85%	–
TEL	New	TE Connectivity Ltd.	$271,687,000	–	3,453,061	–	3.83%	–
AFL	New	Aflac Incorporated	$261,237,000	–	3,362,992	–	3.68%	–
ETN	New	Eaton Corp. Plc	$258,521,000	–	3,321,616	–	3.64%	–
AMP	New	Ameriprise Financial, Inc.	$253,321,000	–	1,990,107	–	3.57%	–
WHR	New	Whirlpool Corporation	$234,647,000	–	1,224,541	–	3.30%	–
JCI	New	Johnson Controls International plc	$228,191,000	–	5,262,697	–	3.21%	–
EOG	New	EOG Resources, Inc.	$227,673,000	–	2,515,164	–	3.21%	–
GT	New	Goodyear Tire & Rubber Company	$226,291,000	–	6,472,867	–	3.19%	–
AER	New	AerCap Holdings NV	$225,715,000	–	4,861,408	–	3.18%	–
QRTEA	New	Liberty Interactive Corporation QVC Group Class Acl a	$214,596,000	–	8,744,742	–	3.02%	–
WLTW	New	Willis Towers Watson Public Limited Company	$213,015,000	–	1,464,422	–	3.00%	–
SU	New	Suncor Energy Inc.	$209,133,000	–	7,162,072	–	2.95%	–
FLEX	New	Flex Ltd.	$202,837,000	–	12,436,336	–	2.86%	–
WU	New	Western Union Company	$198,759,000	–	10,433,532	–	2.80%	–
AIZ	New	Assurant, Inc.	$190,161,000	–	1,833,937	–	2.68%	–
AMG	New	Affiliated Managers Group Inc.	$183,782,000	–	1,108,054	–	2.59%	–
NCR	New	NCR Corporation	$176,013,000	–	4,309,816	–	2.48%	–
COMM	New	CommScope Holding Co., Inc.cl a	$170,538,000	–	4,484,298	–	2.40%	–
MSCC	New	Microsemi Corporation	$148,511,000	–	3,173,309	–	2.09%	–
NOV	New	National Oilwell Varco, Inc.	$139,488,000	–	4,234,618	–	1.96%	–
ARRS	New	ARRIS International Plc	$135,511,000	–	4,836,233	–	1.91%	–
TEN	New	Tenneco Inc.	$131,517,000	–	2,274,201	–	1.85%	–
ACM	New	AECOM	$131,023,000	–	4,052,672	–	1.84%	–
OI	New	Owens-Illinois, Inc.	$123,274,000	–	5,153,582	–	1.74%	–
CAR	New	Avis Budget Group, Inc.	$90,108,000	–	3,304,287	–	1.27%	–
HTZGQ	New	Hertz Global Holdings, Inc.	$31,499,000	–	2,739,009	–	0.44%	–

Q4 2016

			Value		Shares		↓ Weighting
HTZGQ	Exit	Hertz Global Holdings, Inc.	$0	–	-1,760,472	–	-1.39%	–
OI	Exit	Owens-Illinois, Inc.	$0	–	-4,445,132	–	-1.60%	–
MRC	Exit	MRC Global Inc.	$0	–	-5,045,192	–	-1.62%	–
CAR	Exit	Avis Budget Group, Inc.	$0	–	-2,859,633	–	-1.92%	–
ACM	Exit	AECOM Technology Corporation	$0	–	-3,618,701	–	-2.11%	–
TEN	Exit	Tenneco Inc.	$0	–	-2,086,915	–	-2.38%	–
MSCC	Exit	MicroSemi Corp	$0	–	-2,899,775	–	-2.39%	–
ARRS	Exit	ARRIS International Plc	$0	–	-4,311,872	–	-2.39%	–
QRTEA	Exit	Liberty Interactive Corporation Class Acl a	$0	–	-6,220,249	–	-2.44%	–
NOV	Exit	National Oilwell Varco, Inc.	$0	–	-3,441,586	–	-2.48%	–
NCR	Exit	NCR Corporation	$0	–	-4,069,117	–	-2.57%	–
WDC	Exit	Western Digital Corporation	$0	–	-2,411,768	–	-2.76%	–
WHR	Exit	Whirlpool Corp	$0	–	-912,338	–	-2.90%	–
AER	Exit	AerCap Holdings NV	$0	–	-3,902,098	–	-2.94%	–
SU	Exit	Suncor Energy Inc.	$0	–	-5,411,441	–	-2.95%	–
AMP	Exit	Ameriprise Financial, Inc.	$0	–	-1,563,446	–	-3.06%	–
AIZ	Exit	Assurant, Inc.	$0	–	-1,718,043	–	-3.11%	–
LNC	Exit	Lincoln National Corporation	$0	–	-3,398,846	–	-3.13%	–
CE	Exit	Celanese Corporation Class Acl a	$0	–	-2,409,756	–	-3.14%	–
JCI	Exit	Johnson Controls, Inc.	$0	–	-3,582,726	–	-3.27%	–
GT	Exit	Goodyear Tire & Rubber Company	$0	–	-5,195,231	–	-3.29%	–
WU	Exit	Western Union Company	$0	–	-8,114,469	–	-3.31%	–
WLTW	Exit	Willis Towers Watson Public Limited Company	$0	–	-1,272,489	–	-3.31%	–
ANTM	Exit	Anthem, Inc.	$0	–	-1,351,581	–	-3.32%	–
ETN	Exit	Eaton Corp. Plc	$0	–	-2,602,856	–	-3.35%	–
TEL	Exit	TE Connectivity Ltd.	$0	–	-2,773,394	–	-3.50%	–
AFL	Exit	Aflac Incorporated	$0	–	-2,648,027	–	-3.73%	–
SYMC	Exit	Symantec Corporation	$0	–	-7,617,560	–	-3.75%	–
EOG	Exit	EOG Resources, Inc.	$0	–	-1,978,891	–	-3.75%	–
CMCSA	Exit	Comcast Corporation Class Acl a	$0	–	-2,983,984	–	-3.88%	–
GLW	Exit	Corning Incorporated	$0	–	-8,466,317	–	-3.92%	–
AET	Exit	Aetna Inc.	$0	–	-1,818,542	–	-4.12%	–
AVGO	Exit	Broadcom Limited	$0	–	-1,839,917	–	-6.22%	–

Q3 2016

			Value		Shares		↓ Weighting
AVGO	New	Broadcom Limited	$317,422,000	–	1,839,917	–	6.22%	–
AET	Sell	Aetna Inc.	$209,951,000	-9.3%	1,818,542	-4.0%	4.12%	-14.8%
GLW	Sell	Corning Incorporated	$200,228,000	+11.7%	8,466,317	-3.3%	3.92%	+4.9%
CMCSA	Sell	Comcast Corporation Class Acl a	$197,957,000	-2.1%	2,983,984	-3.8%	3.88%	-8.0%
EOG	Sell	EOG Resources, Inc.	$191,379,000	+11.7%	1,978,891	-3.7%	3.75%	+4.9%
SYMC	Sell	Symantec Corporation	$191,201,000	+19.0%	7,617,560	-2.6%	3.75%	+11.8%
AFL	Sell	Aflac Incorporated	$190,314,000	-3.7%	2,648,027	-3.3%	3.73%	-9.6%
TEL	Sell	TE Connectivity Ltd.	$178,551,000	+9.7%	2,773,394	-2.7%	3.50%	+3.1%
ETN	Sell	Eaton Corp. Plc	$171,034,000	+6.9%	2,602,856	-2.8%	3.35%	+0.4%
ANTM	Sell	Anthem, Inc.	$169,367,000	-8.0%	1,351,581	-3.6%	3.32%	-13.6%
WLTW	Sell	Willis Towers Watson Public Limited Company	$168,948,000	+4.7%	1,272,489	-1.9%	3.31%	-1.6%
WU	Sell	Western Union Company	$168,943,000	+5.5%	8,114,469	-2.8%	3.31%	-0.9%
GT	Sell	Goodyear Tire & Rubber Company	$167,806,000	+23.0%	5,195,231	-2.3%	3.29%	+15.5%
JCI	Sell	Johnson Controls, Inc.	$166,704,000	-2.3%	3,582,726	-7.0%	3.27%	-8.2%
CE	Sell	Celanese Corporation Class Acl a	$160,393,000	-0.6%	2,409,756	-2.2%	3.14%	-6.6%
LNC	Sell	Lincoln National Corporation	$159,678,000	+18.1%	3,398,846	-2.5%	3.13%	+11.0%
AIZ	Sell	Assurant, Inc.	$158,489,000	+4.2%	1,718,043	-2.5%	3.11%	-2.1%
AMP	Sell	Ameriprise Financial, Inc.	$155,985,000	+9.0%	1,563,446	-1.8%	3.06%	+2.4%
SU	Sell	Suncor Energy Inc.	$150,330,000	-1.6%	5,411,441	-1.8%	2.95%	-7.6%
AER	Sell	AerCap Holdings NV	$150,192,000	+12.5%	3,902,098	-1.8%	2.94%	+5.7%
WHR	New	Whirlpool Corp	$147,945,000	–	912,338	–	2.90%	–
WDC	Sell	Western Digital Corporation	$141,016,000	+22.5%	2,411,768	-1.0%	2.76%	+15.1%
NCR	Sell	NCR Corporation	$130,985,000	+13.6%	4,069,117	-2.0%	2.57%	+6.7%
NOV	Sell	National Oilwell Varco, Inc.	$126,444,000	+6.9%	3,441,586	-2.1%	2.48%	+0.4%
QRTEA	Sell	Liberty Interactive Corporation Class Acl a	$124,467,000	-22.5%	6,220,249	-1.8%	2.44%	-27.2%
ARRS	Sell	ARRIS International Plc	$122,155,000	+33.9%	4,311,872	-0.9%	2.39%	+25.7%
MSCC	Sell	MicroSemi Corp	$121,733,000	+27.1%	2,899,775	-1.0%	2.39%	+19.4%
TEN	Sell	Tenneco Inc.	$121,605,000	+22.9%	2,086,915	-1.7%	2.38%	+15.4%
ACM	Sell	AECOM Technology Corporation	$107,584,000	-7.8%	3,618,701	-1.5%	2.11%	-13.4%
CAR	Sell	Avis Budget Group, Inc.	$97,828,000	+5.2%	2,859,633	-0.9%	1.92%	-1.2%
MRC	Sell	MRC Global Inc.	$82,893,000	+10.0%	5,045,192	-4.9%	1.62%	+3.4%
OI	Buy	Owens-Illinois, Inc.	$81,746,000	+2.3%	4,445,132	+0.2%	1.60%	-3.9%
HTZGQ	New	Hertz Global Holdings, Inc.	$70,701,000	–	1,760,472	–	1.39%	–
HTZ	Exit	Hertz Global Holdings, Inc.	$0	–	-7,275,359	–	-1.68%	–
AFSI	Exit	AmTrust Financial Services Inc.	$0	–	-3,847,126	–	-1.97%	–
AVGO	Exit	Avago Technologies Limited	$0	–	-1,941,480	–	-6.30%	–

Q2 2016

			Value		Shares		↓ Weighting
AVGO	New	Avago Technologies Limited	$301,706,000	–	1,941,480	–	6.30%	–
AET	New	Aetna Inc.	$231,461,000	–	1,895,201	–	4.83%	–
CMCSA	New	Comcast Corporation Class Acl a	$202,216,000	–	3,101,946	–	4.22%	–
AFL	New	Aflac Incorporated	$197,698,000	–	2,739,722	–	4.12%	–
ANTM	New	Anthem, Inc.	$184,079,000	–	1,401,543	–	3.84%	–
GLW	New	Corning Incorporated	$179,281,000	–	8,753,956	–	3.74%	–
EOG	New	EOG Resources, Inc.	$171,376,000	–	2,054,371	–	3.58%	–
JCI	New	Johnson Controls, Inc.	$170,553,000	–	3,853,427	–	3.56%	–
TEL	New	TE Connectivity Ltd.	$162,766,000	–	2,850,047	–	3.40%	–
CE	New	Celanese Corporation Class Acl a	$161,345,000	–	2,465,165	–	3.37%	–
WLTW	New	Willis Towers Watson Public Limited Company	$161,321,000	–	1,297,729	–	3.37%	–
QRTEA	New	Liberty Interactive Corporation Class Acl a	$160,683,000	–	6,333,565	–	3.35%	–
SYMC	New	Symantec Corporation	$160,656,000	–	7,821,595	–	3.35%	–
WU	New	Western Union Company	$160,098,000	–	8,347,110	–	3.34%	–
ETN	New	Eaton Corp. Plc	$159,939,000	–	2,677,695	–	3.34%	–
SU	New	Suncor Energy Inc.	$152,817,000	–	5,510,893	–	3.19%	–
AIZ	New	Assurant, Inc.	$152,057,000	–	1,761,751	–	3.17%	–
AMP	New	Ameriprise Financial, Inc.	$143,099,000	–	1,592,648	–	2.99%	–
GT	New	Goodyear Tire & Rubber Company	$136,433,000	–	5,316,960	–	2.85%	–
LNC	New	Lincoln National Corporation	$135,172,000	–	3,486,519	–	2.82%	–
AER	New	AerCap Holdings NV	$133,521,000	–	3,975,023	–	2.79%	–
NOV	New	National Oilwell Varco, Inc.	$118,254,000	–	3,514,242	–	2.47%	–
ACM	New	AECOM Technology Corporation	$116,744,000	–	3,674,671	–	2.44%	–
NCR	New	NCR Corporation	$115,279,000	–	4,151,215	–	2.40%	–
WDC	New	Western Digital Corporation	$115,105,000	–	2,435,567	–	2.40%	–
TEN	New	Tenneco Inc.	$98,947,000	–	2,122,864	–	2.06%	–
MSCC	New	MicroSemi Corp	$95,750,000	–	2,929,927	–	2.00%	–
AFSI	New	AmTrust Financial Services Inc.	$94,255,000	–	3,847,126	–	1.97%	–
CAR	New	Avis Budget Group, Inc.	$93,006,000	–	2,885,709	–	1.94%	–
ARRS	New	ARRIS International Plc	$91,240,000	–	4,353,046	–	1.90%	–
HTZ	New	Hertz Global Holdings, Inc.	$80,538,000	–	7,275,359	–	1.68%	–
OI	New	Owens-Illinois, Inc.	$79,917,000	–	4,437,367	–	1.67%	–
MRC	New	MRC Global Inc.	$75,357,000	–	5,303,099	–	1.57%	–

Q4 2015

			Value		Shares		↓ Weighting
MRC	Exit	MRC Global Inc.	$0	–	-4,762,646	–	-1.35%	–
NOV	Exit	National Oilwell Varco, Inc.	$0	–	-2,090,985	–	-1.87%	–
LXK	Exit	Lexmark International, Inc. Class Acl a	$0	–	-2,460,759	–	-1.90%	–
OI	Exit	Owens-Illinois, Inc.	$0	–	-3,712,198	–	-1.90%	–
ACM	Exit	AECOM Technology Corporation	$0	–	-3,200,674	–	-2.24%	–
NCR	Exit	NCR Corporation	$0	–	-3,677,060	–	-2.33%	–
WDC	Exit	Western Digital Corporation	$0	–	-1,572,556	–	-2.50%	–
ETN	Exit	Eaton Corp. Plc	$0	–	-1,913,954	–	-2.55%	–
HTZ	Exit	Hertz Global Holdings, Inc.	$0	–	-5,512,879	–	-2.56%	–
TEN	Exit	Tenneco Inc.	$0	–	-1,936,996	–	-2.61%	–
SU	Exit	Suncor Energy Inc.	$0	–	-3,861,094	–	-2.73%	–
WSH	Exit	Willis Group Holdings Plc	$0	–	-2,576,304	–	-2.74%	–
SYMC	Exit	Symantec Corporation	$0	–	-5,740,881	–	-2.82%	–
GLW	Exit	Corning Incorporated	$0	–	-6,583,621	–	-2.91%	–
JCI	Exit	Johnson Controls, Inc.	$0	–	-2,767,561	–	-2.98%	–
EOG	Exit	EOG Resources, Inc.	$0	–	-1,460,972	–	-2.98%	–
CAR	Exit	Avis Budget Group, Inc.	$0	–	-2,515,102	–	-2.99%	–
WU	Exit	Western Union Company	$0	–	-6,824,356	–	-3.13%	–
QRTEA	Exit	Liberty Interactive Corporation Class Acl a	$0	–	-4,810,301	–	-3.13%	–
AIZ	Exit	Assurant, Inc.	$0	–	-1,625,654	–	-3.15%	–
AMP	Exit	Ameriprise Financial, Inc.	$0	–	-1,163,544	–	-3.20%	–
AFL	Exit	Aflac Incorporated	$0	–	-2,113,310	–	-3.21%	–
AER	Exit	AerCap Holdings NV	$0	–	-3,440,968	–	-3.40%	–
TEL	Exit	TE Connectivity Ltd.	$0	–	-2,218,449	–	-3.40%	–
CE	Exit	Celanese Corporation Class Acl a	$0	–	-2,052,053	–	-3.47%	–
GT	Exit	Goodyear Tire & Rubber Company	$0	–	-4,580,653	–	-3.58%	–
AFSI	Exit	AmTrust Financial Services Inc.	$0	–	-2,215,232	–	-3.60%	–
CMCSA	Exit	Comcast Corporation Class Acl a	$0	–	-2,467,453	–	-3.68%	–
NDAQ	Exit	NASDAQ OMX Group, Inc.	$0	–	-2,712,984	–	-3.74%	–
ANTM	Exit	Anthem, Inc.	$0	–	-1,136,538	–	-3.76%	–
RTN	Exit	Raytheon Company	$0	–	-1,400,755	–	-3.91%	–
AET	Exit	Aetna Inc.	$0	–	-1,598,701	–	-4.37%	–
AVGO	Exit	Avago Technologies Limited	$0	–	-1,812,910	–	-5.31%	–

Q3 2015

			Value		Shares		↓ Weighting
AVGO	Buy	Avago Technologies Limited	$223,224,000	-2.5%	1,812,910	+5.2%	5.31%	-11.1%
AET	Buy	Aetna Inc.	$183,499,000	-3.0%	1,598,701	+7.7%	4.37%	-11.6%
RTN	Buy	Raytheon Company	$164,449,000	+37.1%	1,400,755	+11.8%	3.91%	+25.0%
ANTM	Buy	Anthem, Inc.	$158,149,000	-8.0%	1,136,538	+8.6%	3.76%	-16.1%
NDAQ	Buy	NASDAQ OMX Group, Inc.	$157,055,000	+31.8%	2,712,984	+11.2%	3.74%	+20.2%
CMCSA	Buy	Comcast Corporation Class Acl a	$154,512,000	+16.7%	2,467,453	+12.1%	3.68%	+6.4%
AFSI	Buy	AmTrust Financial Services Inc.	$151,123,000	+14.0%	2,215,232	+9.5%	3.60%	+3.9%
GT	Buy	Goodyear Tire & Rubber Company	$150,429,000	+21.2%	4,580,653	+11.2%	3.58%	+10.4%
CE	Buy	Celanese Corporation Class Acl a	$145,798,000	+11.9%	2,052,053	+13.2%	3.47%	+2.0%
TEL	Buy	TE Connectivity Ltd.	$142,957,000	+13.8%	2,218,449	+13.5%	3.40%	+3.7%
AER	Buy	AerCap Holdings NV	$142,800,000	-0.4%	3,440,968	+9.9%	3.40%	-9.2%
AFL	Buy	Aflac Incorporated	$134,724,000	+17.3%	2,113,310	+14.4%	3.21%	+6.9%
AMP	Buy	Ameriprise Financial, Inc.	$134,226,000	+4.4%	1,163,544	+13.1%	3.20%	-4.8%
AIZ	Buy	Assurant, Inc.	$132,540,000	+36.2%	1,625,654	+11.9%	3.15%	+24.1%
QRTEA	Buy	Liberty Interactive Corporation Class Acl a	$131,658,000	+11.7%	4,810,301	+13.3%	3.13%	+1.9%
WU	Buy	Western Union Company	$131,369,000	+6.9%	6,824,356	+12.8%	3.13%	-2.6%
CAR	Buy	Avis Budget Group, Inc.	$125,604,000	+28.8%	2,515,102	+13.7%	2.99%	+17.4%
EOG	Buy	EOG Resources, Inc.	$125,424,000	+15.0%	1,460,972	+17.3%	2.98%	+4.8%
JCI	Buy	Johnson Controls, Inc.	$125,038,000	+5.4%	2,767,561	+15.6%	2.98%	-3.9%
GLW	Buy	Corning Incorporated	$122,455,000	+9.5%	6,583,621	+16.2%	2.91%	-0.2%
SYMC	Buy	Symantec Corporation	$118,262,000	+2.0%	5,740,881	+15.1%	2.82%	-7.0%
WSH	Buy	Willis Group Holdings Plc	$114,929,000	+8.5%	2,576,304	+14.1%	2.74%	-1.1%
SU	Buy	Suncor Energy Inc.	$114,790,000	+28.8%	3,861,094	+19.2%	2.73%	+17.4%
TEN	Buy	Tenneco Inc.	$109,615,000	+14.2%	1,936,996	+15.9%	2.61%	+4.1%
HTZ	Buy	Hertz Global Holdings, Inc.	$107,501,000	+27.7%	5,512,879	+18.6%	2.56%	+16.4%
ETN	Buy	Eaton Corp. Plc	$107,009,000	-2.9%	1,913,954	+17.2%	2.55%	-11.5%
WDC	Buy	Western Digital Corporation	$105,078,000	-2.5%	1,572,556	+14.5%	2.50%	-11.1%
NCR	Buy	NCR Corporation	$97,810,000	+3.0%	3,677,060	+16.5%	2.33%	-6.1%
ACM	Buy	AECOM Technology Corporation	$94,324,000	+4.5%	3,200,674	+17.3%	2.24%	-4.8%
OI	Buy	Owens-Illinois, Inc.	$79,998,000	+13.6%	3,712,198	+20.9%	1.90%	+3.5%
LXK	Buy	Lexmark International, Inc. Class Acl a	$79,950,000	-12.2%	2,460,759	+19.4%	1.90%	-20.0%
NOV	Buy	National Oilwell Varco, Inc.	$78,705,000	-2.5%	2,090,985	+25.1%	1.87%	-11.1%
MRC	Buy	MRC Global Inc.	$56,675,000	-0.6%	4,762,646	+29.0%	1.35%	-9.3%

Q2 2015

			Value		Shares		↓ Weighting
AVGO	New	Avago Technologies Limited	$228,986,000	–	1,722,608	–	5.98%	–
AET	New	Aetna Inc.	$189,257,000	–	1,484,832	–	4.94%	–
ANTM	New	Anthem, Inc.	$171,852,000	–	1,046,984	–	4.49%	–
AER	New	AerCap Holdings NV	$143,433,000	–	3,132,418	–	3.74%	–
AFSI	New	AmTrust Financial Services Inc.	$132,585,000	–	2,023,892	–	3.46%	–
CMCSA	New	Comcast Corporation Class Acl a	$132,357,000	–	2,200,817	–	3.46%	–
CE	New	Celanese Corporation Class Acl a	$130,303,000	–	1,812,787	–	3.40%	–
AMP	New	Ameriprise Financial, Inc.	$128,564,000	–	1,029,089	–	3.36%	–
TEL	New	TE Connectivity Ltd.	$125,636,000	–	1,953,904	–	3.28%	–
GT	New	Goodyear Tire & Rubber Company	$124,150,000	–	4,117,731	–	3.24%	–
WU	New	Western Union Company	$122,943,000	–	6,047,388	–	3.21%	–
RTN	New	Raytheon Company	$119,932,000	–	1,253,465	–	3.13%	–
NDAQ	New	NASDAQ OMX Group, Inc.	$119,118,000	–	2,440,444	–	3.11%	–
JCI	New	Johnson Controls, Inc.	$118,601,000	–	2,394,532	–	3.10%	–
QRTEA	New	Liberty Interactive Corporation Class A	$117,816,000	–	4,245,607	–	3.08%	–
SYMC	New	Symantec Corporation	$115,938,000	–	4,986,592	–	3.03%	–
AFL	New	Aflac Incorporated	$114,858,000	–	1,846,596	–	3.00%	–
GLW	New	Corning Incorporated	$111,788,000	–	5,665,889	–	2.92%	–
ETN	New	Eaton Corp. Plc	$110,219,000	–	1,633,118	–	2.88%	–
EOG	New	EOG Resources, Inc.	$109,064,000	–	1,245,737	–	2.85%	–
WDC	New	Western Digital Corporation	$107,732,000	–	1,373,776	–	2.81%	–
WSH	New	Willis Group Holdings Plc	$105,893,000	–	2,257,850	–	2.76%	–
CAR	New	Avis Budget Group, Inc.	$97,494,000	–	2,211,744	–	2.55%	–
AIZ	New	Assurant, Inc.	$97,307,000	–	1,452,336	–	2.54%	–
TEN	New	Tenneco Inc.	$96,022,000	–	1,671,684	–	2.51%	–
NCR	New	NCR Corporation	$94,970,000	–	3,155,160	–	2.48%	–
LXK	New	Lexmark International, Inc. Class Acl a	$91,092,000	–	2,060,904	–	2.38%	–
ACM	New	AECOM Technology Corporation	$90,289,000	–	2,729,407	–	2.36%	–
SU	New	Suncor Energy Inc.	$89,148,000	–	3,239,398	–	2.33%	–
HTZ	New	Hertz Global Holdings, Inc.	$84,215,000	–	4,647,601	–	2.20%	–
NOV	New	National Oilwell Varco, Inc.	$80,703,000	–	1,671,565	–	2.11%	–
OI	New	Owens-Illinois, Inc.	$70,414,000	–	3,069,493	–	1.84%	–
MRC	New	MRC Global Inc.cl a	$56,990,000	–	3,691,066	–	1.49%	–

Q4 2014

			Value		Shares		↓ Weighting
MRC	Exit	MRC Global Inc.	$0	–	-2,011,797	–	-1.83%	–
OI	Exit	Owens-Illinois, Inc.	$0	–	-1,862,525	–	-1.89%	–
AFSI	Exit	AmTrust Financial Services Inc.	$0	–	-1,456,004	–	-2.26%	–
ACM	Exit	AECOM Technology Corporation	$0	–	-1,753,348	–	-2.31%	–
LXK	Exit	Lexmark International, Inc. Class Acl a	$0	–	-1,408,355	–	-2.33%	–
WSH	Exit	Willis Group Holdings Plc	$0	–	-1,472,446	–	-2.38%	–
AIZ	Exit	Assurant, Inc.	$0	–	-997,814	–	-2.50%	–
GT	Exit	Goodyear Tire & Rubber Company	$0	–	-2,842,487	–	-2.50%	–
WU	Exit	Western Union Company	$0	–	-4,075,173	–	-2.55%	–
ETN	Exit	Eaton Corp. Plc	$0	–	-1,044,840	–	-2.58%	–
JCI	Exit	Johnson Controls, Inc.	$0	–	-1,568,117	–	-2.69%	–
AFL	Exit	Aflac Incorporated	$0	–	-1,192,202	–	-2.71%	–
NCR	Exit	NCR Corporation	$0	–	-2,083,802	–	-2.72%	–
SU	Exit	Suncor Energy Inc.	$0	–	-1,958,651	–	-2.76%	–
CE	Exit	Celanese Corporation Class Acl a	$0	–	-1,220,067	–	-2.78%	–
NDAQ	Exit	NASDAQ OMX Group, Inc.	$0	–	-1,721,704	–	-2.85%	–
GLW	Exit	Corning Incorporated	$0	–	-3,826,670	–	-2.89%	–
TEL	Exit	TE Connectivity Ltd.	$0	–	-1,347,862	–	-2.91%	–
JAH	Exit	Jarden Corporation	$0	–	-1,249,033	–	-2.93%	–
HTZ	Exit	Hertz Global Holdings, Inc.	$0	–	-2,965,039	–	-2.94%	–
NOV	Exit	National Oilwell Varco, Inc.	$0	–	-1,001,017	–	-2.97%	–
SYMC	Exit	Symantec Corporation	$0	–	-3,394,781	–	-3.11%	–
QRTEA	Exit	Liberty Interactive Corporation Class Acl a	$0	–	-2,824,805	–	-3.14%	–
EOG	Exit	EOG Resources, Inc.	$0	–	-819,254	–	-3.16%	–
CMCSA	Exit	Comcast Corporation Class A	$0	–	-1,509,649	–	-3.17%	–
AET	Exit	Aetna Inc.	$0	–	-1,075,160	–	-3.40%	–
CVS	Exit	CVS Health Corpcl a	$0	–	-1,096,007	–	-3.40%	–
AMP	Exit	Ameriprise Financial, Inc.	$0	–	-726,466	–	-3.50%	–
RTN	Exit	Raytheon Company	$0	–	-883,621	–	-3.50%	–
V107SC	Exit	WellPoint, Inc.	$0	–	-771,233	–	-3.60%	–
CAR	Exit	Avis Budget Group, Inc.	$0	–	-1,683,483	–	-3.60%	–
WDC	Exit	Western Digital Corporation	$0	–	-983,906	–	-3.73%	–
AER	Exit	AerCap Holdings NV	$0	–	-2,355,630	–	-3.76%	–
AVGO	Exit	Avago Technologies Limited	$0	–	-1,371,964	–	-4.66%	–

Q3 2014

			Value		Shares		↓ Weighting
AVGO	Buy	Avago Technologies Limited	$119,361,000	+36.7%	1,371,964	+13.3%	4.66%	+22.2%
AER	Buy	AerCap Holdings NV	$96,345,000	-1.0%	2,355,630	+10.9%	3.76%	-11.5%
WDC	Buy	Western Digital Corporation	$95,754,000	+20.3%	983,906	+14.1%	3.73%	+7.5%
CAR	Buy	Avis Budget Group, Inc.	$92,406,000	+0.1%	1,683,483	+8.8%	3.60%	-10.5%
V107SC	Buy	WellPoint, Inc.	$92,255,000	+30.8%	771,233	+17.6%	3.60%	+16.9%
RTN	Buy	Raytheon Company	$89,794,000	+31.8%	883,621	+19.6%	3.50%	+17.8%
AMP	Buy	Ameriprise Financial, Inc.	$89,631,000	+20.4%	726,466	+17.1%	3.50%	+7.6%
CVS	Buy	CVS Health Corpcl a	$87,231,000	+25.1%	1,096,007	+18.5%	3.40%	+11.8%
AET	Buy	Aetna Inc.	$87,088,000	+18.0%	1,075,160	+18.1%	3.40%	+5.5%
CMCSA	Buy	Comcast Corporation Class A	$81,189,000	+19.6%	1,509,649	+19.4%	3.17%	+6.9%
EOG	Buy	EOG Resources, Inc.	$81,123,000	-0.2%	819,254	+17.8%	3.16%	-10.7%
QRTEA	Buy	Liberty Interactive Corporation Class Acl a	$80,563,000	+17.5%	2,824,805	+20.9%	3.14%	+5.0%
SYMC	Buy	Symantec Corporation	$79,811,000	+23.8%	3,394,781	+20.6%	3.11%	+10.6%
NOV	Buy	National Oilwell Varco, Inc.	$76,177,000	+10.2%	1,001,017	+19.3%	2.97%	-1.5%
HTZ	Buy	Hertz Global Holdings, Inc.	$75,282,000	+7.7%	2,965,039	+18.9%	2.94%	-3.7%
JAH	Buy	Jarden Corporation	$75,079,000	+18.0%	1,249,033	+16.5%	2.93%	+5.4%
TEL	Buy	TE Connectivity Ltd.	$74,523,000	+6.2%	1,347,862	+18.8%	2.91%	-5.1%
GLW	Buy	Corning Incorporated	$74,008,000	+7.0%	3,826,670	+21.4%	2.89%	-4.4%
NDAQ	Buy	NASDAQ OMX Group, Inc.	$73,035,000	+28.3%	1,721,704	+16.8%	2.85%	+14.7%
CE	Buy	Celanese Corporation Class Acl a	$71,398,000	+8.2%	1,220,067	+18.9%	2.78%	-3.3%
SU	Buy	Suncor Energy Inc.	$70,805,000	+3.2%	1,958,651	+21.6%	2.76%	-7.8%
NCR	New	NCR Corporation	$69,620,000	–	2,083,802	–	2.72%	–
AFL	Buy	Aflac Incorporated	$69,446,000	+15.8%	1,192,202	+23.7%	2.71%	+3.5%
JCI	Buy	Johnson Controls, Inc.	$68,997,000	+7.4%	1,568,117	+21.9%	2.69%	-4.0%
ETN	Buy	Eaton Corp. Plc	$66,212,000	+0.7%	1,044,840	+22.6%	2.58%	-10.0%
WU	Buy	Western Union Company	$65,366,000	+11.5%	4,075,173	+20.6%	2.55%	-0.3%
GT	Buy	Goodyear Tire & Rubber Company	$64,198,000	-5.8%	2,842,487	+15.9%	2.50%	-15.8%
AIZ	Buy	Assurant, Inc.	$64,159,000	+13.2%	997,814	+15.4%	2.50%	+1.1%
WSH	Buy	Willis Group Holdings Plc	$60,959,000	+14.5%	1,472,446	+19.7%	2.38%	+2.3%
LXK	Buy	Lexmark International, Inc. Class Acl a	$59,855,000	-4.0%	1,408,355	+8.7%	2.33%	-14.2%
ACM	Buy	AECOM Technology Corporation	$59,175,000	+19.7%	1,753,348	+14.2%	2.31%	+7.1%
AFSI	Buy	AmTrust Financial Services Inc.	$57,978,000	+9.2%	1,456,004	+14.6%	2.26%	-2.4%
OI	Buy	Owens-Illinois, Inc.	$48,519,000	-10.3%	1,862,525	+19.3%	1.89%	-19.8%
MRC	Buy	MRC Global Inc.	$46,915,000	-4.2%	2,011,797	+16.2%	1.83%	-14.3%
TRW	Exit	TRW Automotive Holdings Corp.	$0	–	-765,170	–	-2.99%	–

Q2 2014

			Value		Shares		↓ Weighting
AER	New	AerCap Holdings NV	$97,325,000	–	2,125,000	–	4.25%	–
CAR	New	Avis Budget Group, Inc.	$92,343,000	–	1,547,039	–	4.03%	–
AVGO	New	Avago Technologies Limited	$87,307,000	–	1,211,419	–	3.81%	–
EOG	New	EOG Resources, Inc.	$81,246,000	–	695,242	–	3.54%	–
WDC	New	Western Digital Corporation	$79,573,000	–	862,113	–	3.47%	–
AMP	New	Ameriprise Financial, Inc.	$74,445,000	–	620,373	–	3.25%	–
AET	New	Aetna Inc.	$73,814,000	–	910,380	–	3.22%	–
V107SC	New	WellPoint, Inc.	$70,557,000	–	655,671	–	3.08%	–
TEL	New	TE Connectivity Ltd.	$70,154,000	–	1,134,448	–	3.06%	–
HTZ	New	Hertz Global Holdings, Inc.	$69,913,000	–	2,494,235	–	3.05%	–
CVS	New	CVS Caremark Corporation	$69,735,000	–	925,233	–	3.04%	–
GLW	New	Corning Incorporated	$69,172,000	–	3,151,326	–	3.02%	–
NOV	New	National Oilwell Varco, Inc.	$69,098,000	–	839,082	–	3.02%	–
SU	New	Suncor Energy Inc.	$68,641,000	–	1,610,156	–	3.00%	–
QRTEA	New	Liberty Interactive Corporation Class Acl a	$68,592,000	–	2,336,228	–	2.99%	–
TRW	New	TRW Automotive Holdings Corp.	$68,498,000	–	765,170	–	2.99%	–
GT	New	Goodyear Tire & Rubber Company	$68,159,000	–	2,453,511	–	2.97%	–
RTN	New	Raytheon Company	$68,129,000	–	738,525	–	2.97%	–
CMCSA	New	Comcast Corporation Class Acl a	$67,887,000	–	1,264,669	–	2.96%	–
CE	New	Celanese Corporation Class Acl a	$65,969,000	–	1,026,282	–	2.88%	–
ETN	New	Eaton Corp. Plc	$65,784,000	–	852,348	–	2.87%	–
SYMC	New	Symantec Corporation	$64,471,000	–	2,815,334	–	2.81%	–
JCI	New	Johnson Controls, Inc.	$64,249,000	–	1,286,778	–	2.80%	–
JAH	New	Jarden Corporation	$63,649,000	–	1,072,434	–	2.78%	–
LXK	New	Lexmark International, Inc. Class Acl a	$62,381,000	–	1,295,293	–	2.72%	–
AFL	New	Aflac Incorporated	$59,983,000	–	963,589	–	2.62%	–
WU	New	Western Union Company	$58,609,000	–	3,379,998	–	2.56%	–
NDAQ	New	NASDAQ OMX Group, Inc.	$56,946,000	–	1,474,516	–	2.48%	–
AIZ	New	Assurant, Inc.	$56,701,000	–	864,998	–	2.47%	–
OI	New	Owens-Illinois, Inc.	$54,087,000	–	1,561,391	–	2.36%	–
WSH	New	Willis Group Holdings Plc	$53,242,000	–	1,229,615	–	2.32%	–
AFSI	New	AmTrust Financial Services Inc.	$53,106,000	–	1,270,168	–	2.32%	–
ACM	New	AECOM Technology Corporation	$49,430,000	–	1,535,091	–	2.16%	–
MRC	New	MRC Global Inc.	$48,965,000	–	1,730,812	–	2.14%	–

Q4 2013

			Value		Shares		↓ Weighting
GLW	Exit	CORNING INC	$0	–	-1,250,480	–	-2.14%	–
LXK	Exit	LEXMARK INTERNATIONAL INCcl a	$0	–	-645,992	–	-2.50%	–
OI	Exit	OWENS-ILLINOIS, INC.	$0	–	-714,785	–	-2.52%	–
WSH	Exit	WILLIS GROUP HOLDINGS PLC	$0	–	-506,812	–	-2.58%	–
JCI	Exit	JOHNSON CONTROLS INC	$0	–	-530,562	–	-2.59%	–
ACM	Exit	AECOM TECHNOLOGY CORP	$0	–	-710,690	–	-2.61%	–
SU	Exit	SUNCOR ENERGY, INC.	$0	–	-623,228	–	-2.62%	–
NDAQ	Exit	NASDAQ OMX GROUP, INC.	$0	–	-703,242	–	-2.65%	–
A309PS	Exit	DIRECTVcl a	$0	–	-388,655	–	-2.73%	–
MRC	Exit	MRC GLOBAL INC	$0	–	-878,080	–	-2.77%	–
AFL	Exit	AFLAC INC	$0	–	-380,534	–	-2.77%	–
CVS	Exit	CVS CAREMARK CORP	$0	–	-417,349	–	-2.78%	–
CE	Exit	CELANESE CORP. SERIES A	$0	–	-448,929	–	-2.78%	–
V107SC	Exit	WELLPOINT, INC.	$0	–	-283,431	–	-2.78%	–
NOV	Exit	NATIONAL OILWELL VARCO INC	$0	–	-313,729	–	-2.88%	–
ETN	Exit	EATON CORP PLC	$0	–	-359,897	–	-2.91%	–
QRTEA	Exit	LIBERTY INTERACTIVE CORPcl a	$0	–	-1,062,603	–	-2.93%	–
AIZ	Exit	ASSURANT INC	$0	–	-462,103	–	-2.94%	–
CMCSA	Exit	COMCAST CORP - CLASS Acl a	$0	–	-555,240	–	-2.94%	–
TRW	Exit	TRW AUTOMOTIVE HLDS CORP	$0	–	-355,831	–	-2.98%	–
WU	Exit	WESTERN UNION COMPANY	$0	–	-1,399,394	–	-3.07%	–
TEL	Exit	TE CONNECTIVITY LTD.	$0	–	-505,225	–	-3.07%	–
AER	Exit	AERCAP HOLDINGS NV	$0	–	-1,347,233	–	-3.08%	–
AVGO	Exit	AVAGO TECHNOLOGIES LTD	$0	–	-617,069	–	-3.12%	–
TMO	Exit	THERMO FISHER SCIENTIFIC	$0	–	-288,712	–	-3.13%	–
RTN	Exit	RAYTHEON COMPANY	$0	–	-346,715	–	-3.14%	–
AET	Exit	AETNA INC	$0	–	-419,550	–	-3.16%	–
JAH	Exit	JARDEN CORP.	$0	–	-558,932	–	-3.18%	–
AMP	Exit	AMERIPRISE FINANCIAL INC	$0	–	-300,526	–	-3.22%	–
CAR	Exit	AVIS BUDGET GROUP	$0	–	-955,405	–	-3.24%	–
EOG	Exit	EOG RESOURCES INC	$0	–	-164,894	–	-3.28%	–
WDC	Exit	WESTERN DIGITAL CORP	$0	–	-451,019	–	-3.36%	–
GT	Exit	GOODYEAR TIRE & RUBBER CO	$0	–	-1,318,330	–	-3.48%	–
FNP	Exit	FIFTH & PACIFIC CO.	$0	–	-1,368,936	–	-4.04%	–

Q3 2013

			Value		Shares		↓ Weighting
FNP	Buy	FIFTH & PACIFIC CO.	$34,401,000	+32.7%	1,368,936	+18.0%	4.04%	-4.1%
GT	Buy	GOODYEAR TIRE & RUBBER CO	$29,598,000	+84.3%	1,318,330	+25.5%	3.48%	+33.3%
WDC	Buy	WESTERN DIGITAL CORP	$28,595,000	+24.0%	451,019	+21.4%	3.36%	-10.4%
EOG	Buy	EOG RESOURCES INC	$27,913,000	+61.0%	164,894	+25.2%	3.28%	+16.4%
CAR	Buy	AVIS BUDGET GROUP	$27,544,000	+22.5%	955,405	+22.2%	3.24%	-11.4%
AMP	Buy	AMERIPRISE FINANCIAL INC	$27,372,000	+39.9%	300,526	+24.2%	3.22%	+1.2%
JAH	Buy	JARDEN CORP.	$27,052,000	+38.5%	558,932	+25.2%	3.18%	+0.1%
AET	Buy	AETNA INC	$26,860,000	+24.9%	419,550	+24.0%	3.16%	-9.7%
RTN	Buy	RAYTHEON COMPANY	$26,721,000	+45.7%	346,715	+25.0%	3.14%	+5.4%
TMO	Buy	THERMO FISHER SCIENTIFIC	$26,605,000	+36.0%	288,712	+24.9%	3.13%	-1.7%
AVGO	Buy	AVAGO TECHNOLOGIES LTD	$26,583,000	+48.0%	617,069	+28.4%	3.12%	+7.0%
AER	Buy	AERCAP HOLDINGS NV	$26,217,000	+41.3%	1,347,233	+26.7%	3.08%	+2.1%
TEL	Buy	TE CONNECTIVITY LTD.	$26,161,000	+43.0%	505,225	+25.8%	3.07%	+3.4%
WU	Buy	WESTERN UNION COMPANY	$26,113,000	+37.6%	1,399,394	+26.1%	3.07%	-0.5%
TRW	Buy	TRW AUTOMOTIVE HLDS CORP	$25,374,000	+35.7%	355,831	+26.4%	2.98%	-1.9%
CMCSA	Buy	COMCAST CORP - CLASS Acl a	$25,050,000	+37.9%	555,240	+28.0%	2.94%	-0.3%
AIZ	Buy	ASSURANT INC	$25,000,000	+34.2%	462,103	+26.3%	2.94%	-2.9%
QRTEA	Buy	LIBERTY INTERACTIVE CORPcl a	$24,939,000	+29.1%	1,062,603	+26.5%	2.93%	-6.7%
ETN	Buy	EATON CORP PLC	$24,775,000	+33.5%	359,897	+27.6%	2.91%	-3.5%
NOV	Buy	NATIONAL OILWELL VARCO INC	$24,505,000	+46.4%	313,729	+29.2%	2.88%	+5.9%
V107SC	Buy	WELLPOINT, INC.	$23,698,000	+30.6%	283,431	+27.9%	2.78%	-5.6%
CE	Buy	CELANESE CORP. SERIES A	$23,699,000	+54.5%	448,929	+31.1%	2.78%	+11.7%
CVS	Buy	CVS CAREMARK CORP	$23,685,000	+26.1%	417,349	+27.0%	2.78%	-8.8%
AFL	Buy	AFLAC INC	$23,589,000	+38.5%	380,534	+29.8%	2.77%	+0.1%
MRC	Buy	MRC GLOBAL INC	$23,533,000	+25.5%	878,080	+29.3%	2.77%	-9.3%
A309PS	Buy	DIRECTVcl a	$23,234,000	+25.0%	388,655	+28.8%	2.73%	-9.7%
NDAQ	Buy	NASDAQ OMX GROUP, INC.	$22,581,000	+27.8%	703,242	+30.6%	2.65%	-7.6%
SU	Buy	SUNCOR ENERGY, INC.	$22,299,000	+62.5%	623,228	+34.0%	2.62%	+17.5%
ACM	Buy	AECOM TECHNOLOGY CORP	$22,223,000	+29.3%	710,690	+31.5%	2.61%	-6.5%
JCI	Buy	JOHNSON CONTROLS INC	$22,018,000	+53.4%	530,562	+32.3%	2.59%	+10.9%
WSH	Buy	WILLIS GROUP HOLDINGS PLC	$21,960,000	+40.6%	506,812	+32.4%	2.58%	+1.7%
OI	Buy	OWENS-ILLINOIS, INC.	$21,458,000	+43.7%	714,785	+33.0%	2.52%	+3.9%
LXK	Buy	LEXMARK INTERNATIONAL INCcl a	$21,318,000	+40.2%	645,992	+29.9%	2.50%	+1.3%
GLW	Buy	CORNING INC	$18,245,000	+44.5%	1,250,480	+41.0%	2.14%	+4.5%

Q2 2013

			Value		Shares		↓ Weighting
FNP	New	FIFTH & PACIFIC CO.	$25,926,000	–	1,160,502	–	4.21%	–
WDC	New	WESTERN DIGITAL CORP	$23,061,000	–	371,407	–	3.75%	–
CAR	New	AVIS BUDGET GROUP	$22,478,000	–	781,841	–	3.65%	–
AET	New	AETNA INC	$21,501,000	–	338,380	–	3.50%	–
TMO	New	THERMO FISHER SCIENTIFIC	$19,567,000	–	231,202	–	3.18%	–
AMP	New	AMERIPRISE FINANCIAL INC	$19,563,000	–	241,875	–	3.18%	–
JAH	New	JARDEN CORP.	$19,538,000	–	446,573	–	3.18%	–
QRTEA	New	LIBERTY INTERACTIVE CORPcl a	$19,323,000	–	839,766	–	3.14%	–
WU	New	WESTERN UNION COMPANY	$18,981,000	–	1,109,348	–	3.08%	–
CVS	New	CVS CAREMARK CORP	$18,785,000	–	328,529	–	3.05%	–
MRC	New	MRC GLOBAL INC	$18,753,000	–	678,947	–	3.05%	–
TRW	New	TRW AUTOMOTIVE HLDS CORP	$18,701,000	–	281,475	–	3.04%	–
AIZ	New	ASSURANT INC	$18,622,000	–	365,782	–	3.03%	–
A309PS	New	DIRECTVcl a	$18,591,000	–	301,711	–	3.02%	–
ETN	New	EATON CORP PLC	$18,565,000	–	282,102	–	3.02%	–
AER	New	AERCAP HOLDINGS NV	$18,558,000	–	1,062,914	–	3.02%	–
RTN	New	RAYTHEON COMPANY	$18,336,000	–	277,307	–	2.98%	–
TEL	New	TE CONNECTIVITY LTD.	$18,290,000	–	401,626	–	2.97%	–
CMCSA	New	COMCAST CORP - CLASS Acl a	$18,166,000	–	433,758	–	2.95%	–
V107SC	New	WELLPOINT, INC.	$18,140,000	–	221,654	–	2.95%	–
AVGO	New	AVAGO TECHNOLOGIES LTD	$17,959,000	–	480,449	–	2.92%	–
NDAQ	New	NASDAQ OMX GROUP, INC.	$17,663,000	–	538,665	–	2.87%	–
EOG	New	EOG RESOURCES INC	$17,341,000	–	131,689	–	2.82%	–
ACM	New	AECOM TECHNOLOGY CORP	$17,181,000	–	540,439	–	2.79%	–
AFL	New	AFLAC INC	$17,037,000	–	293,129	–	2.77%	–
NOV	New	NATIONAL OILWELL VARCO INC	$16,733,000	–	242,857	–	2.72%	–
GT	New	GOODYEAR TIRE & RUBBER CO	$16,057,000	–	1,050,155	–	2.61%	–
WSH	New	WILLIS GROUP HOLDINGS PLC	$15,615,000	–	382,902	–	2.54%	–
CE	New	CELANESE CORP. SERIES A	$15,343,000	–	342,472	–	2.49%	–
LXK	New	LEXMARK INTERNATIONAL INCcl a	$15,206,000	–	497,406	–	2.47%	–
OI	New	OWENS-ILLINOIS, INC.	$14,937,000	–	537,493	–	2.43%	–
JCI	New	JOHNSON CONTROLS INC	$14,352,000	–	400,995	–	2.33%	–
SU	New	SUNCOR ENERGY, INC.	$13,719,000	–	465,223	–	2.23%	–
GLW	New	CORNING INC	$12,624,000	–	887,132	–	2.05%	–

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