Q2 2014
| Value | Shares | ↓ Weighting | ||||||
|---|---|---|---|---|---|---|---|---|
| DHR | New | DANAHER CORP DEL | $25,754,000 | – | 327,112 | – | 5.88% | – |
| WFC | New | WELLS FARGO & CO NEW | $23,868,000 | – | 454,110 | – | 5.45% | – |
| USB | New | US BANCORP DEL | $22,168,000 | – | 511,719 | – | 5.06% | – |
| VAR | New | VARIAN MED SYS INC | $21,562,000 | – | 259,346 | – | 4.93% | – |
| AET | New | AETNA INC NEW | $17,288,000 | – | 213,224 | – | 3.95% | – |
| JNJ | New | JOHNSON & JOHNSON | $17,144,000 | – | 163,874 | – | 3.92% | – |
| UNH | New | UNITEDHEALTH GROUP INC | $14,579,000 | – | 178,339 | – | 3.33% | – |
| UPS | New | UNITED PARCEL SERVICE INCcl b | $14,178,000 | – | 138,103 | – | 3.24% | – |
| HOG | New | HARLEY DAVIDSON INC | $14,142,000 | – | 202,468 | – | 3.23% | – |
| BHI | New | BAKER HUGHES INC | $13,091,000 | – | 175,835 | – | 2.99% | – |
| YUM | New | YUM BRANDS INC | $12,092,000 | – | 148,912 | – | 2.76% | – |
| AAPL | New | APPLE INC | $10,728,000 | – | 115,443 | – | 2.45% | – |
| EMR | New | EMERSON ELEC CO | $10,541,000 | – | 158,847 | – | 2.41% | – |
| NEBLQ | New | NOBLE CORP PLC | $10,091,000 | – | 300,688 | – | 2.31% | – |
| LOW | New | LOWES COS INC | $10,064,000 | – | 209,711 | – | 2.30% | – |
| SLB | New | SCHLUMBERGER LTD | $9,845,000 | – | 83,471 | – | 2.25% | – |
| MMC | New | MARSH & MCLENNAN COS INC | $9,496,000 | – | 183,259 | – | 2.17% | – |
| ORCL | New | ORACLE CORP | $9,496,000 | – | 234,291 | – | 2.17% | – |
| HAR | New | HARMAN INTL INDS INC | $9,368,000 | – | 87,204 | – | 2.14% | – |
| GWW | New | GRAINGER W W INC | $9,359,000 | – | 36,809 | – | 2.14% | – |
| DVN | New | DEVON ENERGY CORP NEW | $9,345,000 | – | 117,695 | – | 2.14% | – |
| JCI | New | JOHNSON CTLS INC | $9,313,000 | – | 186,517 | – | 2.13% | – |
| VALE | New | VALE S Aadr | $8,948,000 | – | 676,368 | – | 2.04% | – |
| SIRO | New | SIRONA DENTAL SYSTEMS INC | $8,798,000 | – | 106,693 | – | 2.01% | – |
| GOOG | New | GOOGLE INCcl c | $8,727,000 | – | 14,999 | – | 1.99% | – |
| JPM | New | JPMORGAN CHASE & CO | $8,389,000 | – | 145,599 | – | 1.92% | – |
| PG | New | PROCTER & GAMBLE CO | $7,638,000 | – | 97,192 | – | 1.74% | – |
| EBAY | New | EBAY INC | $7,415,000 | – | 148,129 | – | 1.69% | – |
| GM | New | GENERAL MTRS CO | $6,824,000 | – | 187,979 | – | 1.56% | – |
| FMX | New | FOMENTO ECONOMICO MEXICANO Sspon adr units | $6,648,000 | – | 70,990 | – | 1.52% | – |
| EL | New | LAUDER ESTEE COS INCcl a | $6,587,000 | – | 88,701 | – | 1.50% | – |
| CTXS | New | CITRIX SYS INC | $5,988,000 | – | 95,724 | – | 1.37% | – |
| APA | New | APACHE CORP | $5,988,000 | – | 59,513 | – | 1.37% | – |
| QCOM | New | QUALCOMM INC | $5,777,000 | – | 72,947 | – | 1.32% | – |
| URBN | New | URBAN OUTFITTERS INC | $5,654,000 | – | 166,989 | – | 1.29% | – |
| ANSS | New | ANSYS INC | $5,070,000 | – | 66,867 | – | 1.16% | – |
| ROP | New | ROPER INDS INC NEW | $4,142,000 | – | 28,370 | – | 0.95% | – |
| CMCSA | New | COMCAST CORP NEWcl a | $4,049,000 | – | 75,433 | – | 0.92% | – |
| IBN | New | ICICI BK LTDadr | $3,718,000 | – | 74,500 | – | 0.85% | – |
| ACN | New | ACCENTURE PLC IRELAND | $3,359,000 | – | 41,549 | – | 0.77% | – |
| BK | New | BANK NEW YORK MELLON CORP | $3,185,000 | – | 84,974 | – | 0.73% | – |
| SBUX | New | STARBUCKS CORP | $2,947,000 | – | 38,091 | – | 0.67% | – |
| C | New | CITIGROUP INC | $2,746,000 | – | 58,306 | – | 0.63% | – |
| RHI | New | ROBERT HALF INTL INC | $2,697,000 | – | 56,498 | – | 0.62% | – |
| FXI | New | ISHARESchina lg-cap etf | $2,571,000 | – | 69,400 | – | 0.59% | – |
| COH | New | COACH INC | $2,259,000 | – | 66,076 | – | 0.52% | – |
| EWT | New | ISHARESmsci taiwan etf | $2,117,000 | – | 134,000 | – | 0.48% | – |
| A | New | AGILENT TECHNOLOGIES INC | $1,469,000 | – | 25,568 | – | 0.34% | – |
| AIG | New | AMERICAN INTL GROUP INC | $449,000 | – | 8,232 | – | 0.10% | – |
Q4 2013
| Value | Shares | ↓ Weighting | ||||||
|---|---|---|---|---|---|---|---|---|
| FXI | Exit | ISHARESchina lg-cap etf | $0 | – | -24,400 | – | -0.27% | – |
| EWT | Exit | ISHARESmsci taiwan etf | $0 | – | -67,000 | – | -0.28% | – |
| AIG | Exit | AMERICAN INTL GROUP INC | $0 | – | -21,262 | – | -0.30% | – |
| IBN | Exit | ICICI BK LTDadr | $0 | – | -47,700 | – | -0.43% | – |
| CSCO | Exit | CISCO SYS INC | $0 | – | -90,900 | – | -0.63% | – |
| DHI | Exit | D R HORTON INC | $0 | – | -117,415 | – | -0.67% | – |
| ACN | Exit | ACCENTURE PLC IRELAND | $0 | – | -33,291 | – | -0.72% | – |
| CMCSA | Exit | COMCAST CORP NEWcl a | $0 | – | -55,820 | – | -0.74% | – |
| EL | Exit | LAUDER ESTEE COS INCcl a | $0 | – | -51,081 | – | -1.05% | – |
| GWW | Exit | GRAINGER W W INC | $0 | – | -14,581 | – | -1.12% | – |
| APA | Exit | APACHE CORP | $0 | – | -47,096 | – | -1.18% | – |
| A | Exit | AGILENT TECHNOLOGIES INC | $0 | – | -78,607 | – | -1.19% | – |
| URBN | Exit | URBAN OUTFITTERS INC | $0 | – | -111,896 | – | -1.21% | – |
| BHI | Exit | BAKER HUGHES INC | $0 | – | -102,412 | – | -1.48% | – |
| FMX | Exit | FOMENTO ECONOMICO MEXICANO Sspon adr units | $0 | – | -53,495 | – | -1.53% | – |
| HAR | Exit | HARMAN INTL INDS INC | $0 | – | -86,547 | – | -1.69% | – |
| JPM | Exit | JPMORGAN CHASE & CO | $0 | – | -112,898 | – | -1.72% | – |
| SIRO | Exit | SIRONA DENTAL SYSTEMS INC | $0 | – | -88,157 | – | -1.74% | – |
| EBAY | Exit | EBAY INC | $0 | – | -110,079 | – | -1.81% | – |
| PG | Exit | PROCTER & GAMBLE CO | $0 | – | -83,915 | – | -1.87% | – |
| JCI | Exit | JOHNSON CTLS INC | $0 | – | -156,386 | – | -1.91% | – |
| QCOM | Exit | QUALCOMM INC | $0 | – | -98,196 | – | -1.95% | – |
| DVN | Exit | DEVON ENERGY CORP NEW | $0 | – | -117,411 | – | -2.00% | – |
| MMC | Exit | MARSH & MCLENNAN COS INC | $0 | – | -156,334 | – | -2.01% | – |
| SBUX | Exit | STARBUCKS CORP | $0 | – | -92,770 | – | -2.11% | – |
| RHI | Exit | ROBERT HALF INTL INC | $0 | – | -184,263 | – | -2.12% | – |
| YUM | Exit | YUM BRANDS INC | $0 | – | -107,382 | – | -2.26% | – |
| LOW | Exit | LOWES COS INC | $0 | – | -173,327 | – | -2.43% | – |
| VALE | Exit | VALE S Aadr | $0 | – | -545,380 | – | -2.51% | – |
| GOOGL | Exit | GOOGLE INCcl a | $0 | – | -9,881 | – | -2.55% | – |
| NE | Exit | NOBLE CORPORATION BAARnamen -akt | $0 | – | -232,378 | – | -2.59% | – |
| AAPL | Exit | APPLE INC | $0 | – | -20,871 | – | -2.93% | – |
| COH | Exit | COACH INC | $0 | – | -185,334 | – | -2.98% | – |
| XLE | Exit | SELECT SECTOR SPDR TRput | $0 | – | -128,800 | – | -3.15% | – |
| UNH | Exit | UNITEDHEALTH GROUP INC | $0 | – | -149,489 | – | -3.16% | – |
| EMR | Exit | EMERSON ELEC CO | $0 | – | -170,395 | – | -3.25% | – |
| ORCL | Exit | ORACLE CORP | $0 | – | -334,880 | – | -3.28% | – |
| UPS | Exit | UNITED PARCEL SERVICE INCcl b | $0 | – | -121,615 | – | -3.28% | – |
| AET | Exit | AETNA INC NEW | $0 | – | -175,904 | – | -3.32% | – |
| SLB | Exit | SCHLUMBERGER LTD | $0 | – | -127,900 | – | -3.33% | – |
| HOG | Exit | HARLEY DAVIDSON INC | $0 | – | -180,996 | – | -3.43% | – |
| JNJ | Exit | JOHNSON & JOHNSON | $0 | – | -137,616 | – | -3.52% | – |
| USB | Exit | US BANCORP DEL | $0 | – | -394,474 | – | -4.26% | – |
| WFC | Exit | WELLS FARGO & CO NEW | $0 | – | -353,186 | – | -4.30% | – |
| VAR | Exit | VARIAN MED SYS INC | $0 | – | -204,422 | – | -4.50% | – |
| DHR | Exit | DANAHER CORP DEL | $0 | – | -255,259 | – | -5.22% | – |
Q3 2013
| Value | Shares | ↓ Weighting | ||||||
|---|---|---|---|---|---|---|---|---|
| DHR | Buy | DANAHER CORP DEL | $17,695,000 | +9.9% | 255,259 | +0.4% | 5.22% | +7.9% |
| VAR | Sell | VARIAN MED SYS INC | $15,276,000 | +8.1% | 204,422 | -2.4% | 4.50% | +6.1% |
| WFC | Sell | WELLS FARGO & CO NEW | $14,594,000 | -2.4% | 353,186 | -2.5% | 4.30% | -4.2% |
| USB | Sell | US BANCORP DEL | $14,430,000 | -1.1% | 394,474 | -2.2% | 4.26% | -2.9% |
| JNJ | Sell | JOHNSON & JOHNSON | $11,930,000 | -10.3% | 137,616 | -11.2% | 3.52% | -12.0% |
| HOG | Sell | HARLEY DAVIDSON INC | $11,627,000 | +15.1% | 180,996 | -1.8% | 3.43% | +13.0% |
| SLB | Sell | SCHLUMBERGER LTD | $11,301,000 | +22.1% | 127,900 | -1.0% | 3.33% | +19.8% |
| AET | Sell | AETNA INC NEW | $11,261,000 | -11.3% | 175,904 | -12.0% | 3.32% | -13.0% |
| UPS | Sell | UNITED PARCEL SERVICE INCcl b | $11,112,000 | +2.8% | 121,615 | -2.7% | 3.28% | +0.9% |
| ORCL | Sell | ORACLE CORP | $11,108,000 | +5.6% | 334,880 | -2.2% | 3.28% | +3.6% |
| EMR | Sell | EMERSON ELEC CO | $11,025,000 | +15.8% | 170,395 | -2.4% | 3.25% | +13.6% |
| UNH | Sell | UNITEDHEALTH GROUP INC | $10,705,000 | -8.4% | 149,489 | -16.2% | 3.16% | -10.1% |
| XLE | New | SELECT SECTOR SPDR TRput | $10,679,000 | – | 128,800 | – | 3.15% | – |
| COH | Sell | COACH INC | $10,106,000 | -6.8% | 185,334 | -2.4% | 2.98% | -8.5% |
| AAPL | Sell | APPLE INC | $9,950,000 | +17.2% | 20,871 | -2.6% | 2.93% | +15.0% |
| NE | Sell | NOBLE CORPORATION BAARnamen -akt | $8,777,000 | -1.5% | 232,378 | -2.0% | 2.59% | -3.4% |
| GOOGL | Sell | GOOGLE INCcl a | $8,655,000 | -2.9% | 9,881 | -2.4% | 2.55% | -4.7% |
| VALE | Buy | VALE S Aadr | $8,513,000 | +26.6% | 545,380 | +6.7% | 2.51% | +24.3% |
| LOW | Sell | LOWES COS INC | $8,252,000 | +13.5% | 173,327 | -2.5% | 2.43% | +11.4% |
| YUM | Sell | YUM BRANDS INC | $7,666,000 | +0.5% | 107,382 | -2.4% | 2.26% | -1.4% |
| RHI | Sell | ROBERT HALF INTL INC | $7,192,000 | +14.8% | 184,263 | -2.3% | 2.12% | +12.6% |
| SBUX | Sell | STARBUCKS CORP | $7,141,000 | -14.4% | 92,770 | -27.2% | 2.11% | -16.0% |
| MMC | Buy | MARSH & MCLENNAN COS INC | $6,808,000 | +9.1% | 156,334 | +0.0% | 2.01% | +7.2% |
| DVN | Sell | DEVON ENERGY CORP NEW | $6,782,000 | +8.5% | 117,411 | -2.6% | 2.00% | +6.4% |
| QCOM | Buy | QUALCOMM INC | $6,611,000 | +10.8% | 98,196 | +0.5% | 1.95% | +8.8% |
| JCI | Sell | JOHNSON CTLS INC | $6,490,000 | +13.2% | 156,386 | -2.4% | 1.91% | +11.1% |
| PG | Sell | PROCTER & GAMBLE CO | $6,343,000 | -31.6% | 83,915 | -30.4% | 1.87% | -33.0% |
| EBAY | Sell | EBAY INC | $6,142,000 | +5.3% | 110,079 | -2.4% | 1.81% | +3.3% |
| SIRO | Sell | SIRONA DENTAL SYSTEMS INC | $5,900,000 | -1.0% | 88,157 | -2.5% | 1.74% | -2.8% |
| JPM | Sell | JPMORGAN CHASE & CO | $5,836,000 | -5.6% | 112,898 | -3.6% | 1.72% | -7.4% |
| HAR | Buy | HARMAN INTL INDS INC | $5,732,000 | +84.7% | 86,547 | +51.1% | 1.69% | +81.3% |
| FMX | Sell | FOMENTO ECONOMICO MEXICANO Sspon adr units | $5,194,000 | -9.0% | 53,495 | -3.3% | 1.53% | -10.7% |
| BHI | Sell | BAKER HUGHES INC | $5,028,000 | +3.9% | 102,412 | -2.4% | 1.48% | +2.0% |
| URBN | Sell | URBAN OUTFITTERS INC | $4,114,000 | -14.0% | 111,896 | -5.9% | 1.21% | -15.6% |
| A | Sell | AGILENT TECHNOLOGIES INC | $4,029,000 | -21.4% | 78,607 | -34.4% | 1.19% | -22.9% |
| APA | Sell | APACHE CORP | $4,010,000 | +0.4% | 47,096 | -1.2% | 1.18% | -1.5% |
| GWW | Sell | GRAINGER W W INC | $3,816,000 | +1.1% | 14,581 | -2.6% | 1.12% | -0.8% |
| EL | Sell | LAUDER ESTEE COS INCcl a | $3,571,000 | +3.8% | 51,081 | -2.4% | 1.05% | +1.8% |
| CMCSA | New | COMCAST CORP NEWcl a | $2,520,000 | – | 55,820 | – | 0.74% | – |
| ACN | Buy | ACCENTURE PLC IRELAND | $2,452,000 | +81.6% | 33,291 | +77.5% | 0.72% | +78.1% |
| DHI | New | D R HORTON INC | $2,281,000 | – | 117,415 | – | 0.67% | – |
| CSCO | Sell | CISCO SYS INC | $2,130,000 | -6.0% | 90,900 | -2.4% | 0.63% | -7.8% |
| FXI | Sell | ISHARESchina lg-cap etf | $904,000 | -12.1% | 24,400 | -22.8% | 0.27% | -13.6% |
| IBN | Exit | ICICI BK LTDput | $0 | – | -23,900 | – | -0.28% | – |
| ACN | Exit | ACCENTURE PLC IRELANDput | $0 | – | -52,100 | – | -1.13% | – |
| ADP | Exit | AUTOMATIC DATA PROCESSING IN | $0 | – | -62,556 | – | -1.30% | – |
| ORCL | Exit | ORACLE CORPput | $0 | – | -268,100 | – | -2.47% | – |
Q2 2013
| Value | Shares | ↓ Weighting | ||||||
|---|---|---|---|---|---|---|---|---|
| DHR | New | DANAHER CORP DEL | $16,095,000 | – | 254,258 | – | 4.84% | – |
| WFC | New | WELLS FARGO & CO NEW | $14,951,000 | – | 362,265 | – | 4.49% | – |
| USB | New | US BANCORP DEL | $14,586,000 | – | 403,472 | – | 4.38% | – |
| VAR | New | VARIAN MED SYS INC | $14,134,000 | – | 209,547 | – | 4.25% | – |
| JNJ | New | JOHNSON & JOHNSON | $13,301,000 | – | 154,916 | – | 4.00% | – |
| AET | New | AETNA INC NEW | $12,701,000 | – | 199,889 | – | 3.82% | – |
| UNH | New | UNITEDHEALTH GROUP INC | $11,683,000 | – | 178,425 | – | 3.51% | – |
| COH | New | COACH INC | $10,839,000 | – | 189,860 | – | 3.26% | – |
| UPS | New | UNITED PARCEL SERVICE INCcl b | $10,809,000 | – | 124,993 | – | 3.25% | – |
| ORCL | New | ORACLE CORP | $10,520,000 | – | 342,566 | – | 3.16% | – |
| HOG | New | HARLEY DAVIDSON INC | $10,101,000 | – | 184,249 | – | 3.04% | – |
| EMR | New | EMERSON ELEC CO | $9,524,000 | – | 174,620 | – | 2.86% | – |
| PG | New | PROCTER & GAMBLE CO | $9,280,000 | – | 120,531 | – | 2.79% | – |
| SLB | New | SCHLUMBERGER LTD | $9,259,000 | – | 129,212 | – | 2.78% | – |
| NE | New | NOBLE CORPORATION BAARnamen -akt | $8,912,000 | – | 237,147 | – | 2.68% | – |
| GOOGL | New | GOOGLE INCcl a | $8,912,000 | – | 10,123 | – | 2.68% | – |
| AAPL | New | APPLE INC | $8,493,000 | – | 21,419 | – | 2.55% | – |
| SBUX | New | STARBUCKS CORP | $8,343,000 | – | 127,362 | – | 2.51% | – |
| ORCL | New | ORACLE CORPput | $8,233,000 | – | 268,100 | – | 2.47% | – |
| YUM | New | YUM BRANDS INC | $7,626,000 | – | 109,987 | – | 2.29% | – |
| LOW | New | LOWES COS INC | $7,272,000 | – | 177,798 | – | 2.18% | – |
| VALE | New | VALE S Aadr | $6,723,000 | – | 511,250 | – | 2.02% | – |
| RHI | New | ROBERT HALF INTL INC | $6,266,000 | – | 188,572 | – | 1.88% | – |
| DVN | New | DEVON ENERGY CORP NEW | $6,252,000 | – | 120,518 | – | 1.88% | – |
| MMC | New | MARSH & MCLENNAN COS INC | $6,238,000 | – | 156,267 | – | 1.87% | – |
| JPM | New | JPMORGAN CHASE & CO | $6,185,000 | – | 117,164 | – | 1.86% | – |
| QCOM | New | QUALCOMM INC | $5,967,000 | – | 97,676 | – | 1.79% | – |
| SIRO | New | SIRONA DENTAL SYSTEMS INC | $5,958,000 | – | 90,433 | – | 1.79% | – |
| EBAY | New | EBAY INC | $5,833,000 | – | 112,785 | – | 1.75% | – |
| JCI | New | JOHNSON CTLS INC | $5,733,000 | – | 160,190 | – | 1.72% | – |
| FMX | New | FOMENTO ECONOMICO MEXICANO Sspon adr units | $5,708,000 | – | 55,312 | – | 1.72% | – |
| A | New | AGILENT TECHNOLOGIES INC | $5,127,000 | – | 119,907 | – | 1.54% | – |
| BHI | New | BAKER HUGHES INC | $4,840,000 | – | 104,922 | – | 1.45% | – |
| URBN | New | URBAN OUTFITTERS INC | $4,785,000 | – | 118,972 | – | 1.44% | – |
| ADP | New | AUTOMATIC DATA PROCESSING IN | $4,308,000 | – | 62,556 | – | 1.30% | – |
| APA | New | APACHE CORP | $3,996,000 | – | 47,672 | – | 1.20% | – |
| GWW | New | GRAINGER W W INC | $3,774,000 | – | 14,964 | – | 1.13% | – |
| ACN | New | ACCENTURE PLC IRELANDput | $3,749,000 | – | 52,100 | – | 1.13% | – |
| EL | New | LAUDER ESTEE COS INCcl a | $3,441,000 | – | 52,326 | – | 1.03% | – |
| HAR | New | HARMAN INTL INDS INC | $3,103,000 | – | 57,260 | – | 0.93% | – |
| CSCO | New | CISCO SYS INC | $2,267,000 | – | 93,121 | – | 0.68% | – |
| IBN | New | ICICI BK LTDadr | $1,825,000 | – | 47,700 | – | 0.55% | – |
| ACN | New | ACCENTURE PLC IRELAND | $1,350,000 | – | 18,756 | – | 0.41% | – |
| FXI | New | ISHARES TRftse china25 idx | $1,028,000 | – | 31,600 | – | 0.31% | – |
| AIG | New | AMERICAN INTL GROUP INC | $950,000 | – | 21,262 | – | 0.28% | – |
| IBN | New | ICICI BK LTDput | $914,000 | – | 23,900 | – | 0.28% | – |
| EWT | New | ISHARES INCmsci taiwan | $891,000 | – | 67,000 | – | 0.27% | – |
Q4 2012
| Value | Shares | ↓ Weighting | ||||||
|---|---|---|---|---|---|---|---|---|
| FXI | Exit | ISHARES TRftse china25 idx | $0 | – | -9,000 | – | -0.06% | – |
| SOHU | Exit | SOHU COM INCput | $0 | – | -12,000 | – | -0.10% | – |
| IBN | Exit | ICICI BK LTDput | $0 | – | -19,400 | – | -0.15% | – |
| AIG | Exit | AMERICAN INTL GROUP INC | $0 | – | -45,200 | – | -0.29% | – |
| IBN | Exit | ICICI BK LTDadr | $0 | – | -38,700 | – | -0.31% | – |
| APA | Exit | APACHE CORPput | $0 | – | -29,500 | – | -0.50% | – |
| MSCI | Exit | MSCI INC | $0 | – | -84,385 | – | -0.60% | – |
| SOHU | Exit | SOHU COM INC | $0 | – | -77,968 | – | -0.65% | – |
| PLL | Exit | PALL CORP | $0 | – | -56,800 | – | -0.71% | – |
| CSCO | Exit | CISCO SYS INC | $0 | – | -193,544 | – | -0.73% | – |
| GWW | Exit | GRAINGER W W INC | $0 | – | -20,238 | – | -0.83% | – |
| BHI | Exit | BAKER HUGHES INC | $0 | – | -100,638 | – | -0.90% | – |
| URBN | Exit | URBAN OUTFITTERS INC | $0 | – | -129,633 | – | -0.96% | – |
| V | Exit | VISA INC | $0 | – | -46,935 | – | -1.24% | – |
| ACN | Exit | ACCENTURE PLC IRELAND | $0 | – | -106,401 | – | -1.47% | – |
| QCOM | Exit | QUALCOMM INC | $0 | – | -121,550 | – | -1.50% | – |
| MMC | Exit | MARSH & MCLENNAN COS INC | $0 | – | -225,000 | – | -1.51% | – |
| JCI | Exit | JOHNSON CTLS INC | $0 | – | -301,322 | – | -1.63% | – |
| FMX | Exit | FOMENTO ECONOMICO MEXICANO Sspon adr units | $0 | – | -90,466 | – | -1.64% | – |
| PWR | Exit | QUANTA SVCS INC | $0 | – | -360,261 | – | -1.76% | – |
| APA | Exit | APACHE CORP | $0 | – | -105,438 | – | -1.80% | – |
| HOG | Exit | HARLEY DAVIDSON INC | $0 | – | -218,721 | – | -1.83% | – |
| YUM | Exit | YUM BRANDS INC | $0 | – | -141,982 | – | -1.86% | – |
| SIRO | Exit | SIRONA DENTAL SYSTEMS INC | $0 | – | -165,737 | – | -1.86% | – |
| RHI | Exit | ROBERT HALF INTL INC | $0 | – | -364,365 | – | -1.92% | – |
| EBAY | Exit | EBAY INC | $0 | – | -201,130 | – | -1.92% | – |
| JPM | Exit | JPMORGAN CHASE & COcall | $0 | – | -246,100 | – | -1.97% | – |
| LOW | Exit | LOWES COS INC | $0 | – | -333,929 | – | -1.99% | – |
| A | Exit | AGILENT TECHNOLOGIES INC | $0 | – | -266,737 | – | -2.03% | – |
| PG | Exit | PROCTER & GAMBLE CO | $0 | – | -158,444 | – | -2.17% | – |
| ADP | Exit | AUTOMATIC DATA PROCESSING IN | $0 | – | -188,763 | – | -2.19% | – |
| SBUX | Exit | STARBUCKS CORP | $0 | – | -222,018 | – | -2.22% | – |
| JNJ | Exit | JOHNSON & JOHNSON | $0 | – | -167,683 | – | -2.28% | – |
| EMR | Exit | EMERSON ELEC CO | $0 | – | -253,051 | – | -2.41% | – |
| AET | Exit | AETNA INC NEW | $0 | – | -310,220 | – | -2.43% | – |
| DVN | Exit | DEVON ENERGY CORP NEW | $0 | – | -208,705 | – | -2.49% | – |
| GOOGL | Exit | GOOGLE INCcl a | $0 | – | -17,098 | – | -2.55% | – |
| AAPL | Exit | APPLE INCput | $0 | – | -19,500 | – | -2.57% | – |
| SLB | Exit | SCHLUMBERGER LTD | $0 | – | -187,133 | – | -2.67% | – |
| VALE | Exit | VALE S Aadr | $0 | – | -761,984 | – | -2.69% | – |
| NE | Exit | NOBLE CORPORATION BAARnamen -akt | $0 | – | -394,490 | – | -2.79% | – |
| MSFT | Exit | MICROSOFT CORP | $0 | – | -488,097 | – | -2.87% | – |
| UNH | Exit | UNITEDHEALTH GROUP INC | $0 | – | -265,013 | – | -2.90% | – |
| ORCL | Exit | ORACLE CORP | $0 | – | -478,661 | – | -2.97% | – |
| UPS | Exit | UNITED PARCEL SERVICE INCcl b | $0 | – | -211,975 | – | -3.00% | – |
| COH | Exit | COACH INC | $0 | – | -298,072 | – | -3.30% | – |
| USB | Exit | US BANCORP DEL | $0 | – | -508,629 | – | -3.45% | – |
| VAR | Exit | VARIAN MED SYS INC | $0 | – | -319,786 | – | -3.81% | – |
| DHR | Exit | DANAHER CORP DEL | $0 | – | -379,814 | – | -4.14% | – |
| WFC | Exit | WELLS FARGO & CO NEW | $0 | – | -623,753 | – | -4.25% | – |
| AAPL | Exit | APPLE INC | $0 | – | -38,831 | – | -5.12% | – |
Q3 2012
| Value | Shares | ↓ Weighting | ||||||
|---|---|---|---|---|---|---|---|---|
| AAPL | Sell | APPLE INC | $25,904,000 | -2.1% | 38,831 | -14.3% | 5.12% | -11.3% |
| WFC | Buy | WELLS FARGO & CO NEW | $21,538,000 | +10.7% | 623,753 | +7.2% | 4.25% | +0.3% |
| DHR | Buy | DANAHER CORP DEL | $20,947,000 | +22.7% | 379,814 | +15.8% | 4.14% | +11.1% |
| VAR | Buy | VARIAN MED SYS INC | $19,289,000 | +3.2% | 319,786 | +4.0% | 3.81% | -6.5% |
| USB | Buy | US BANCORP DEL | $17,446,000 | +17.4% | 508,629 | +10.1% | 3.45% | +6.4% |
| COH | Buy | COACH INC | $16,698,000 | +77.2% | 298,072 | +85.0% | 3.30% | +60.6% |
| UPS | Buy | UNITED PARCEL SERVICE INCcl b | $15,171,000 | +17.5% | 211,975 | +29.3% | 3.00% | +6.4% |
| ORCL | Buy | ORACLE CORP | $15,059,000 | +17.9% | 478,661 | +11.3% | 2.97% | +6.8% |
| UNH | Buy | UNITEDHEALTH GROUP INC | $14,684,000 | +16.6% | 265,013 | +23.1% | 2.90% | +5.6% |
| MSFT | Buy | MICROSOFT CORP | $14,526,000 | +6.1% | 488,097 | +9.1% | 2.87% | -3.9% |
| NE | Buy | NOBLE CORPORATION BAARnamen -akt | $14,115,000 | +11.9% | 394,490 | +1.7% | 2.79% | +1.3% |
| VALE | Buy | VALE S Aadr | $13,640,000 | +35.3% | 761,984 | +50.0% | 2.69% | +22.6% |
| SLB | Buy | SCHLUMBERGER LTD | $13,535,000 | +28.6% | 187,133 | +15.4% | 2.67% | +16.5% |
| AAPL | Buy | APPLE INCput | $13,009,000 | +42.8% | 19,500 | +25.0% | 2.57% | +29.4% |
| GOOGL | Sell | GOOGLE INCcl a | $12,900,000 | +29.0% | 17,098 | -0.8% | 2.55% | +16.9% |
| DVN | Buy | DEVON ENERGY CORP NEW | $12,627,000 | +21.4% | 208,705 | +16.4% | 2.49% | +10.0% |
| AET | Buy | AETNA INC NEW | $12,285,000 | +19.6% | 310,220 | +17.1% | 2.43% | +8.3% |
| EMR | Buy | EMERSON ELEC CO | $12,215,000 | +36.9% | 253,051 | +32.1% | 2.41% | +24.0% |
| JNJ | Sell | JOHNSON & JOHNSON | $11,555,000 | +0.7% | 167,683 | -1.2% | 2.28% | -8.8% |
| SBUX | New | STARBUCKS CORP | $11,259,000 | – | 222,018 | – | 2.22% | – |
| ADP | Buy | AUTOMATIC DATA PROCESSING IN | $11,073,000 | +7.9% | 188,763 | +2.4% | 2.19% | -2.2% |
| PG | Sell | PROCTER & GAMBLE CO | $10,990,000 | -19.4% | 158,444 | -28.9% | 2.17% | -27.0% |
| A | Buy | AGILENT TECHNOLOGIES INC | $10,256,000 | +47.4% | 266,737 | +50.5% | 2.03% | +33.6% |
| LOW | Buy | LOWES COS INC | $10,098,000 | +44.6% | 333,929 | +36.0% | 1.99% | +30.9% |
| JPM | New | JPMORGAN CHASE & COcall | $9,962,000 | – | 246,100 | – | 1.97% | – |
| EBAY | Sell | EBAY INC | $9,729,000 | +11.2% | 201,130 | -3.4% | 1.92% | +0.7% |
| RHI | Buy | ROBERT HALF INTL INC | $9,703,000 | +9.6% | 364,365 | +17.5% | 1.92% | -0.8% |
| SIRO | Buy | SIRONA DENTAL SYSTEMS INC | $9,440,000 | +93.8% | 165,737 | +53.2% | 1.86% | +75.5% |
| YUM | Buy | YUM BRANDS INC | $9,419,000 | +92.5% | 141,982 | +87.0% | 1.86% | +74.3% |
| HOG | Buy | HARLEY DAVIDSON INC | $9,267,000 | +52.6% | 218,721 | +64.8% | 1.83% | +38.2% |
| APA | Buy | APACHE CORP | $9,117,000 | +87.6% | 105,438 | +90.7% | 1.80% | +70.1% |
| FMX | Sell | FOMENTO ECONOMICO MEXICANO Sspon adr units | $8,321,000 | -26.4% | 90,466 | -28.5% | 1.64% | -33.3% |
| JCI | Buy | JOHNSON CTLS INC | $8,256,000 | +34.5% | 301,322 | +36.0% | 1.63% | +21.8% |
| MMC | New | MARSH & MCLENNAN COS INC | $7,634,000 | – | 225,000 | – | 1.51% | – |
| QCOM | Buy | QUALCOMM INC | $7,593,000 | +30.5% | 121,550 | +16.3% | 1.50% | +18.2% |
| ACN | Sell | ACCENTURE PLC IRELAND | $7,451,000 | +16.0% | 106,401 | -0.5% | 1.47% | +5.1% |
| URBN | Sell | URBAN OUTFITTERS INC | $4,869,000 | +35.1% | 129,633 | -0.8% | 0.96% | +22.4% |
| BHI | Sell | BAKER HUGHES INC | $4,552,000 | -23.5% | 100,638 | -30.5% | 0.90% | -30.7% |
| GWW | Buy | GRAINGER W W INC | $4,217,000 | +346.2% | 20,238 | +309.6% | 0.83% | +304.4% |
| CSCO | Sell | CISCO SYS INC | $3,696,000 | -5.0% | 193,544 | -14.5% | 0.73% | -13.9% |
| PLL | New | PALL CORP | $3,606,000 | – | 56,800 | – | 0.71% | – |
| SOHU | Sell | SOHU COM INC | $3,282,000 | -25.3% | 77,968 | -20.8% | 0.65% | -32.4% |
| MSCI | Sell | MSCI INC | $3,020,000 | -38.5% | 84,385 | -41.5% | 0.60% | -44.3% |
| IBN | Sell | ICICI BK LTDadr | $1,553,000 | -77.4% | 38,700 | -81.8% | 0.31% | -79.5% |
| AIG | New | AMERICAN INTL GROUP INC | $1,482,000 | – | 45,200 | – | 0.29% | – |
| IBN | New | ICICI BK LTDput | $779,000 | – | 19,400 | – | 0.15% | – |
| FXI | New | ISHARES TRftse china25 idx | $311,000 | – | 9,000 | – | 0.06% | – |
| TSM | Exit | TAIWAN SEMICONDUCTOR MFG LTDsponsored adr | $0 | – | -38,450 | – | -0.12% | – |
| TTM | Exit | TATA MTRS LTDput | $0 | – | -41,900 | – | -0.20% | – |
| FXI | Exit | ISHARES TRcall | $0 | – | -32,000 | – | -0.24% | – |
| PBRA | Exit | PETROLEO BRASILEIRO SA PETROsp adr non vtg | $0 | – | -61,209 | – | -0.24% | – |
| JLL | Exit | JONES LANG LASALLE INC | $0 | – | -40,700 | – | -0.62% | – |
| COH | Exit | COACH INCcall | $0 | – | -56,400 | – | -0.72% | – |
| QQQ | Exit | POWERSHARES QQQ TRUSTput | $0 | – | -54,000 | – | -0.76% | – |
| XLI | Exit | SELECT SECTOR SPDR TRput | $0 | – | -108,000 | – | -0.84% | – |
| ACI | Exit | ARCH COAL INC | $0 | – | -652,428 | – | -0.98% | – |
| NE | Exit | NOBLE CORPORATION BAARput | $0 | – | -165,100 | – | -1.17% | – |
| GNTX | Exit | GENTEX CORP | $0 | – | -268,837 | – | -1.22% | – |
| TTM | Exit | TATA MTRS LTDsponsored adr | $0 | – | -295,559 | – | -1.42% | – |
| JPM | Exit | JPMORGAN CHASE & CO | $0 | – | -193,936 | – | -1.51% | – |
| VALE | Exit | VALE S Aput | $0 | – | -368,300 | – | -1.59% | – |
Q2 2012
| Value | Shares | ↓ Weighting | ||||||
|---|---|---|---|---|---|---|---|---|
| AAPL | New | APPLE INC | $26,462,000 | – | 45,311 | – | 5.77% | – |
| WFC | New | WELLS FARGO & CO NEW | $19,458,000 | – | 581,879 | – | 4.24% | – |
| VAR | New | VARIAN MED SYS INC | $18,684,000 | – | 307,458 | – | 4.07% | – |
| DHR | New | DANAHER CORP DEL | $17,076,000 | – | 327,878 | – | 3.72% | – |
| USB | New | US BANCORP DEL | $14,861,000 | – | 462,102 | – | 3.24% | – |
| MSFT | New | MICROSOFT CORP | $13,688,000 | – | 447,457 | – | 2.98% | – |
| PG | New | PROCTER & GAMBLE CO | $13,643,000 | – | 222,736 | – | 2.98% | – |
| UPS | New | UNITED PARCEL SERVICE INCcl b | $12,911,000 | – | 163,925 | – | 2.82% | – |
| ORCL | New | ORACLE CORP | $12,770,000 | – | 429,960 | – | 2.78% | – |
| NE | New | NOBLE CORPORATION BAARnamen -akt | $12,615,000 | – | 387,800 | – | 2.75% | – |
| UNH | New | UNITEDHEALTH GROUP INC | $12,593,000 | – | 215,269 | – | 2.75% | – |
| JNJ | New | JOHNSON & JOHNSON | $11,469,000 | – | 169,756 | – | 2.50% | – |
| FMX | New | FOMENTO ECONOMICO MEXICANO Sspon adr units | $11,299,000 | – | 126,597 | – | 2.46% | – |
| SLB | New | SCHLUMBERGER LTD | $10,521,000 | – | 162,092 | – | 2.29% | – |
| DVN | New | DEVON ENERGY CORP NEW | $10,399,000 | – | 179,327 | – | 2.27% | – |
| AET | New | AETNA INC NEW | $10,275,000 | – | 265,021 | – | 2.24% | – |
| ADP | New | AUTOMATIC DATA PROCESSING IN | $10,259,000 | – | 184,318 | – | 2.24% | – |
| VALE | New | VALE S Aadr | $10,083,000 | – | 507,938 | – | 2.20% | – |
| GOOGL | New | GOOGLE INCcl a | $9,997,000 | – | 17,234 | – | 2.18% | – |
| COH | New | COACH INC | $9,421,000 | – | 161,090 | – | 2.05% | – |
| AAPL | New | APPLE INCput | $9,110,000 | – | 15,600 | – | 1.99% | – |
| EMR | New | EMERSON ELEC CO | $8,920,000 | – | 191,492 | – | 1.94% | – |
| RHI | New | ROBERT HALF INTL INC | $8,856,000 | – | 309,990 | – | 1.93% | – |
| EBAY | New | EBAY INC | $8,751,000 | – | 208,305 | – | 1.91% | – |
| PWR | New | QUANTA SVCS INC | $8,671,000 | – | 360,261 | – | 1.89% | – |
| VALE | New | VALE S Aput | $7,311,000 | – | 368,300 | – | 1.59% | – |
| LOW | New | LOWES COS INC | $6,983,000 | – | 245,537 | – | 1.52% | – |
| A | New | AGILENT TECHNOLOGIES INC | $6,956,000 | – | 177,258 | – | 1.52% | – |
| JPM | New | JPMORGAN CHASE & CO | $6,929,000 | – | 193,936 | – | 1.51% | – |
| IBN | New | ICICI BK LTDadr | $6,876,000 | – | 212,154 | – | 1.50% | – |
| TTM | New | TATA MTRS LTDsponsored adr | $6,490,000 | – | 295,559 | – | 1.42% | – |
| ACN | New | ACCENTURE PLC IRELAND | $6,425,000 | – | 106,928 | – | 1.40% | – |
| JCI | New | JOHNSON CTLS INC | $6,139,000 | – | 221,528 | – | 1.34% | – |
| HOG | New | HARLEY DAVIDSON INC | $6,071,000 | – | 132,748 | – | 1.32% | – |
| BHI | New | BAKER HUGHES INC | $5,953,000 | – | 144,830 | – | 1.30% | – |
| QCOM | New | QUALCOMM INC | $5,819,000 | – | 104,500 | – | 1.27% | – |
| V | New | VISA INC | $5,803,000 | – | 46,935 | – | 1.26% | – |
| GNTX | New | GENTEX CORP | $5,611,000 | – | 268,837 | – | 1.22% | – |
| NE | New | NOBLE CORPORATION BAARput | $5,371,000 | – | 165,100 | – | 1.17% | – |
| MSCI | New | MSCI INC | $4,909,000 | – | 144,295 | – | 1.07% | – |
| YUM | New | YUM BRANDS INC | $4,892,000 | – | 75,941 | – | 1.07% | – |
| SIRO | New | SIRONA DENTAL SYSTEMS INC | $4,870,000 | – | 108,188 | – | 1.06% | – |
| APA | New | APACHE CORP | $4,859,000 | – | 55,289 | – | 1.06% | – |
| ACI | New | ARCH COAL INC | $4,495,000 | – | 652,428 | – | 0.98% | – |
| SOHU | New | SOHU COM INC | $4,396,000 | – | 98,468 | – | 0.96% | – |
| CSCO | New | CISCO SYS INC | $3,889,000 | – | 226,482 | – | 0.85% | – |
| XLI | New | SELECT SECTOR SPDR TRput | $3,852,000 | – | 108,000 | – | 0.84% | – |
| URBN | New | URBAN OUTFITTERS INC | $3,604,000 | – | 130,641 | – | 0.79% | – |
| QQQ | New | POWERSHARES QQQ TRUSTput | $3,465,000 | – | 54,000 | – | 0.76% | – |
| COH | New | COACH INCcall | $3,298,000 | – | 56,400 | – | 0.72% | – |
| JLL | New | JONES LANG LASALLE INC | $2,864,000 | – | 40,700 | – | 0.62% | – |
| APA | New | APACHE CORPput | $2,593,000 | – | 29,500 | – | 0.56% | – |
| PBRA | New | PETROLEO BRASILEIRO SA PETROsp adr non vtg | $1,110,000 | – | 61,209 | – | 0.24% | – |
| FXI | New | ISHARES TRcall | $1,077,000 | – | 32,000 | – | 0.24% | – |
| GWW | New | GRAINGER W W INC | $945,000 | – | 4,941 | – | 0.21% | – |
| TTM | New | TATA MTRS LTDput | $920,000 | – | 41,900 | – | 0.20% | – |
| SOHU | New | SOHU COM INCput | $536,000 | – | 12,000 | – | 0.12% | – |
| TSM | New | TAIWAN SEMICONDUCTOR MFG LTDsponsored adr | $537,000 | – | 38,450 | – | 0.12% | – |
Q4 2011
| Value | Shares | ↓ Weighting | ||||||
|---|---|---|---|---|---|---|---|---|
| TTM | Exit | TATA MTRS LTDcall | $0 | – | -22,900 | – | -0.15% | – |
| BK | Exit | BANK OF NEW YORK MELLON CORPcall | $0 | – | -27,900 | – | -0.22% | – |
| HPQ | Exit | HEWLETT PACKARD COcall | $0 | – | -29,400 | – | -0.28% | – |
| TXN | Exit | TEXAS INSTRS INC | $0 | – | -25,000 | – | -0.29% | – |
| PKI | Exit | PERKINELMER INC | $0 | – | -36,630 | – | -0.30% | – |
| SVN | Exit | 7 DAYS GROUP HLDGS LTDadr | $0 | – | -56,620 | – | -0.31% | – |
| TSM | Exit | TAIWAN SEMICONDUCTOR MFG LTDsponsored adr | $0 | – | -67,050 | – | -0.33% | – |
| WFC | Exit | WELLS FARGO & CO NEWcall | $0 | – | -34,200 | – | -0.36% | – |
| BHI | Exit | BAKER HUGHES INCput | $0 | – | -21,000 | – | -0.42% | – |
| JCI | Exit | JOHNSON CTLS INC | $0 | – | -48,110 | – | -0.55% | – |
| NE | Exit | NOBLE CORPORATION BAARput | $0 | – | -48,400 | – | -0.61% | – |
| V | Exit | VISA INC | $0 | – | -18,700 | – | -0.69% | – |
| INTC | Exit | INTEL CORP | $0 | – | -76,600 | – | -0.70% | – |
| FXI | Exit | ISHARES TRcall | $0 | – | -54,500 | – | -0.72% | – |
| SLB | Exit | SCHLUMBERGER LTD | $0 | – | -29,021 | – | -0.75% | – |
| ADP | Exit | AUTOMATIC DATA PROCESSING IN | $0 | – | -38,570 | – | -0.78% | – |
| URBN | Exit | URBAN OUTFITTERS INC | $0 | – | -93,600 | – | -0.90% | – |
| GWW | Exit | GRAINGER W W INC | $0 | – | -14,615 | – | -0.94% | – |
| GOOGL | Exit | GOOGLE INCcl a | $0 | – | -4,362 | – | -0.97% | – |
| SIRO | Exit | SIRONA DENTAL SYSTEMS INC | $0 | – | -53,240 | – | -0.97% | – |
| HPQ | Exit | HEWLETT PACKARD CO | $0 | – | -101,290 | – | -0.98% | – |
| GNTX | Exit | GENTEX CORP | $0 | – | -97,890 | – | -1.01% | – |
| APA | Exit | APACHE CORP | $0 | – | -29,500 | – | -1.02% | – |
| APA | Exit | APACHE CORPput | $0 | – | -29,500 | – | -1.02% | – |
| CSCO | Exit | CISCO SYS INC | $0 | – | -160,677 | – | -1.07% | – |
| LH | Exit | LABORATORY CORP AMER HLDGS | $0 | – | -31,870 | – | -1.08% | – |
| RHI | Exit | ROBERT HALF INTL INC | $0 | – | -124,946 | – | -1.14% | – |
| XLE | Exit | SELECT SECTOR SPDR TRput | $0 | – | -45,400 | – | -1.14% | – |
| EBAY | Exit | EBAY INC | $0 | – | -94,360 | – | -1.20% | – |
| LOW | Exit | LOWES COS INC | $0 | – | -147,815 | – | -1.23% | – |
| DHI | Exit | D R HORTON INC | $0 | – | -320,764 | – | -1.25% | – |
| HOG | Exit | HARLEY DAVIDSON INC | $0 | – | -85,943 | – | -1.27% | – |
| QQQ | Exit | POWERSHARES QQQ TRUSTput | $0 | – | -56,700 | – | -1.28% | – |
| ACN | Exit | ACCENTURE PLC IRELAND | $0 | – | -59,020 | – | -1.34% | – |
| PWR | Exit | QUANTA SVCS INC | $0 | – | -169,781 | – | -1.37% | – |
| VALE | Exit | VALE S Aput | $0 | – | -140,000 | – | -1.37% | – |
| ACI | Exit | ARCH COAL INC | $0 | – | -219,802 | – | -1.38% | – |
| XLI | Exit | SELECT SECTOR SPDR TRput | $0 | – | -113,600 | – | -1.43% | – |
| IBN | Exit | ICICI BK LTDput | $0 | – | -98,400 | – | -1.47% | – |
| ORCL | Exit | ORACLE CORP | $0 | – | -126,735 | – | -1.57% | – |
| PBRA | Exit | PETROLEO BRASILEIRO SA PETROsp adr non vtg | $0 | – | -176,707 | – | -1.58% | – |
| YUM | Exit | YUM BRANDS INC | $0 | – | -84,013 | – | -1.79% | – |
| BK | Exit | BANK OF NEW YORK MELLON CORP | $0 | – | -223,159 | – | -1.79% | – |
| TTM | Exit | TATA MTRS LTDsponsored adr | $0 | – | -276,600 | – | -1.83% | – |
| EMR | Exit | EMERSON ELEC CO | $0 | – | -111,209 | – | -1.98% | – |
| FMX | Exit | FOMENTO ECONOMICO MEXICANO Sspon adr units | $0 | – | -72,558 | – | -2.02% | – |
| AAPL | Exit | APPLE INCput | $0 | – | -13,100 | – | -2.15% | – |
| AET | Exit | AETNA INC NEW | $0 | – | -139,143 | – | -2.18% | – |
| DVN | Exit | DEVON ENERGY CORP NEW | $0 | – | -93,629 | – | -2.24% | – |
| UNH | Exit | UNITEDHEALTH GROUP INC | $0 | – | -119,747 | – | -2.38% | – |
| UPS | Exit | UNITED PARCEL SERVICE INCcl b | $0 | – | -88,184 | – | -2.40% | – |
| IBN | Exit | ICICI BK LTDadr | $0 | – | -163,430 | – | -2.44% | – |
| WFC | Exit | WELLS FARGO & CO NEW | $0 | – | -235,922 | – | -2.45% | – |
| BHI | Exit | BAKER HUGHES INC | $0 | – | -123,631 | – | -2.46% | – |
| NE | Exit | NOBLE CORPORATION BAARcall | $0 | – | -216,000 | – | -2.73% | – |
| JNJ | Exit | JOHNSON & JOHNSON | $0 | – | -103,380 | – | -2.84% | – |
| VAR | Exit | VARIAN MED SYS INC | $0 | – | -129,900 | – | -2.92% | – |
| NE | Exit | NOBLE CORPORATION BAARnamen -akt | $0 | – | -238,210 | – | -3.01% | – |
| PG | Exit | PROCTER & GAMBLE CO | $0 | – | -114,322 | – | -3.11% | – |
| DHR | Exit | DANAHER CORP DEL | $0 | – | -192,592 | – | -3.48% | – |
| USB | Exit | US BANCORP DEL | $0 | – | -358,243 | – | -3.63% | – |
| VALE | Exit | VALE S Aadr | $0 | – | -373,815 | – | -3.67% | – |
| COH | Exit | COACH INC | $0 | – | -189,353 | – | -4.22% | – |
| AAPL | Exit | APPLE INC | $0 | – | -29,512 | – | -4.84% | – |
Q3 2011
| Value | Shares | ↓ Weighting | ||||||
|---|---|---|---|---|---|---|---|---|
| AAPL | Sell | APPLE INC | $11,254,000 | +8.4% | 29,512 | -4.6% | 4.84% | +21.5% |
| COH | Sell | COACH INC | $9,814,000 | -21.1% | 189,353 | -2.7% | 4.22% | -11.6% |
| VALE | Buy | VALE S Aadr | $8,523,000 | -28.2% | 373,815 | +0.6% | 3.67% | -19.5% |
| DHR | Buy | DANAHER CORP DEL | $8,077,000 | -13.7% | 192,592 | +9.1% | 3.48% | -3.2% |
| NE | Sell | NOBLE CORPORATION BAARnamen -akt | $6,991,000 | -27.2% | 238,210 | -2.3% | 3.01% | -18.4% |
| VAR | Buy | VARIAN MED SYS INC | $6,776,000 | -17.3% | 129,900 | +11.1% | 2.92% | -7.2% |
| NE | Buy | NOBLE CORPORATION BAARcall | $6,340,000 | -23.1% | 216,000 | +3.3% | 2.73% | -13.7% |
| IBN | Buy | ICICI BK LTDadr | $5,674,000 | -22.7% | 163,430 | +9.8% | 2.44% | -13.3% |
| UPS | Buy | UNITED PARCEL SERVICE INCcl b | $5,569,000 | -11.2% | 88,184 | +2.6% | 2.40% | -0.4% |
| UNH | Sell | UNITEDHEALTH GROUP INC | $5,523,000 | -10.7% | 119,747 | -0.1% | 2.38% | +0.2% |
| DVN | Sell | DEVON ENERGY CORP NEW | $5,191,000 | -29.8% | 93,629 | -0.2% | 2.24% | -21.3% |
| AAPL | New | APPLE INCput | $4,995,000 | – | 13,100 | – | 2.15% | – |
| YUM | Buy | YUM BRANDS INC | $4,149,000 | +12.2% | 84,013 | +25.5% | 1.79% | +25.8% |
| BK | Buy | BANK OF NEW YORK MELLON CORP | $4,149,000 | -20.7% | 223,159 | +9.3% | 1.79% | -11.1% |
| ORCL | Buy | ORACLE CORP | $3,642,000 | +277.8% | 126,735 | +332.5% | 1.57% | +323.8% |
| IBN | New | ICICI BK LTDput | $3,416,000 | – | 98,400 | – | 1.47% | – |
| XLI | New | SELECT SECTOR SPDR TRput | $3,319,000 | – | 113,600 | – | 1.43% | – |
| ACI | Sell | ARCH COAL INC | $3,205,000 | -57.2% | 219,802 | -21.8% | 1.38% | -52.0% |
| VALE | New | VALE S Aput | $3,192,000 | – | 140,000 | – | 1.37% | – |
| ACN | Sell | ACCENTURE PLC IRELAND | $3,109,000 | -26.9% | 59,020 | -16.2% | 1.34% | -18.0% |
| QQQ | New | POWERSHARES QQQ TRUSTput | $2,976,000 | – | 56,700 | – | 1.28% | – |
| DHI | Buy | D R HORTON INC | $2,900,000 | +5.5% | 320,764 | +34.4% | 1.25% | +18.3% |
| LOW | Buy | LOWES COS INC | $2,859,000 | +70.7% | 147,815 | +105.8% | 1.23% | +91.4% |
| EBAY | New | EBAY INC | $2,783,000 | – | 94,360 | – | 1.20% | – |
| XLE | New | SELECT SECTOR SPDR TRput | $2,656,000 | – | 45,400 | – | 1.14% | – |
| RHI | Buy | ROBERT HALF INTL INC | $2,651,000 | -8.5% | 124,946 | +16.6% | 1.14% | +2.6% |
| LH | Buy | LABORATORY CORP AMER HLDGS | $2,519,000 | +17.7% | 31,870 | +44.1% | 1.08% | +32.0% |
| APA | Sell | APACHE CORP | $2,367,000 | -39.3% | 29,500 | -6.6% | 1.02% | -31.9% |
| APA | Buy | APACHE CORPput | $2,367,000 | -27.3% | 29,500 | +11.7% | 1.02% | -18.5% |
| GNTX | New | GENTEX CORP | $2,354,000 | – | 97,890 | – | 1.01% | – |
| HPQ | Buy | HEWLETT PACKARD CO | $2,274,000 | +35.2% | 101,290 | +119.3% | 0.98% | +51.5% |
| SIRO | New | SIRONA DENTAL SYSTEMS INC | $2,258,000 | – | 53,240 | – | 0.97% | – |
| GWW | Buy | GRAINGER W W INC | $2,186,000 | +154.8% | 14,615 | +161.9% | 0.94% | +186.0% |
| ADP | New | AUTOMATIC DATA PROCESSING IN | $1,819,000 | – | 38,570 | – | 0.78% | – |
| SLB | Sell | SCHLUMBERGER LTD | $1,733,000 | -65.9% | 29,021 | -50.7% | 0.75% | -61.8% |
| FXI | New | ISHARES TRcall | $1,680,000 | – | 54,500 | – | 0.72% | – |
| V | New | VISA INC | $1,603,000 | – | 18,700 | – | 0.69% | – |
| NE | New | NOBLE CORPORATION BAARput | $1,421,000 | – | 48,400 | – | 0.61% | – |
| JCI | New | JOHNSON CTLS INC | $1,269,000 | – | 48,110 | – | 0.55% | – |
| BHI | Sell | BAKER HUGHES INCput | $969,000 | -84.2% | 21,000 | -75.2% | 0.42% | -82.3% |
| WFC | Sell | WELLS FARGO & CO NEWcall | $825,000 | -54.4% | 34,200 | -47.0% | 0.36% | -48.9% |
| SVN | Buy | 7 DAYS GROUP HLDGS LTDadr | $717,000 | +56.6% | 56,620 | +138.9% | 0.31% | +75.6% |
| PKI | New | PERKINELMER INC | $704,000 | – | 36,630 | – | 0.30% | – |
| HPQ | New | HEWLETT PACKARD COcall | $660,000 | – | 29,400 | – | 0.28% | – |
| BK | New | BANK OF NEW YORK MELLON CORPcall | $519,000 | – | 27,900 | – | 0.22% | – |
| MMM | Exit | 3M CO | $0 | – | -8,724 | – | -0.32% | – |
| MA | Exit | MASTERCARD INCcl a | $0 | – | -3,520 | – | -0.41% | – |
| DVN | Exit | DEVON ENERGY CORP NEWput | $0 | – | -17,800 | – | -0.54% | – |
| SLB | Exit | SCHLUMBERGER LTDput | $0 | – | -29,800 | – | -0.99% | – |
| DOX | Exit | AMDOCS LTDord | $0 | – | -113,937 | – | -1.33% | – |
| KCI | Exit | KINETIC CONCEPTS INC | $0 | – | -69,812 | – | -1.54% | – |
| NFLX | Exit | NETFLIX INCput | $0 | – | -15,600 | – | -1.57% | – |
| COH | Exit | COACH INCput | $0 | – | -86,700 | – | -2.13% | – |
Q2 2011
| Value | Shares | ↓ Weighting | ||||||
|---|---|---|---|---|---|---|---|---|
| COH | New | COACH INC | $12,446,000 | – | 194,633 | – | 4.78% | – |
| VALE | New | VALE S Aadr | $11,868,000 | – | 371,415 | – | 4.56% | – |
| AAPL | New | APPLE INC | $10,386,000 | – | 30,937 | – | 3.99% | – |
| NE | New | NOBLE CORPORATION BAARnamen -akt | $9,609,000 | – | 243,810 | – | 3.69% | – |
| DHR | New | DANAHER CORP DEL | $9,360,000 | – | 176,592 | – | 3.59% | – |
| USB | New | US BANCORP DEL | $9,140,000 | – | 358,243 | – | 3.51% | – |
| BHI | New | BAKER HUGHES INC | $8,971,000 | – | 123,631 | – | 3.44% | – |
| NE | New | NOBLE CORPORATION BAARcall | $8,241,000 | – | 209,100 | – | 3.16% | – |
| VAR | New | VARIAN MED SYS INC | $8,189,000 | – | 116,945 | – | 3.14% | – |
| ACI | New | ARCH COAL INC | $7,492,000 | – | 281,002 | – | 2.88% | – |
| DVN | New | DEVON ENERGY CORP NEW | $7,395,000 | – | 93,829 | – | 2.84% | – |
| IBN | New | ICICI BK LTDadr | $7,341,000 | – | 148,900 | – | 2.82% | – |
| PG | New | PROCTER & GAMBLE CO | $7,268,000 | – | 114,322 | – | 2.79% | – |
| JNJ | New | JOHNSON & JOHNSON | $6,878,000 | – | 103,380 | – | 2.64% | – |
| WFC | New | WELLS FARGO & CO NEW | $6,621,000 | – | 235,922 | – | 2.54% | – |
| UPS | New | UNITED PARCEL SERVICE INCcl b | $6,269,000 | – | 85,954 | – | 2.41% | – |
| EMR | New | EMERSON ELEC CO | $6,257,000 | – | 111,209 | – | 2.40% | – |
| TTM | New | TATA MTRS LTDsponsored adr | $6,226,000 | – | 276,600 | – | 2.39% | – |
| UNH | New | UNITEDHEALTH GROUP INC | $6,183,000 | – | 119,822 | – | 2.37% | – |
| BHI | New | BAKER HUGHES INCput | $6,139,000 | – | 84,600 | – | 2.36% | – |
| AET | New | AETNA INC NEW | $6,136,000 | – | 139,143 | – | 2.36% | – |
| COH | New | COACH INCput | $5,543,000 | – | 86,700 | – | 2.13% | – |
| PBRA | New | PETROLEO BRASILEIRO SA PETROsp adr non vtg | $5,422,000 | – | 176,707 | – | 2.08% | – |
| BK | New | BANK OF NEW YORK MELLON CORP | $5,231,000 | – | 204,159 | – | 2.01% | – |
| SLB | New | SCHLUMBERGER LTD | $5,082,000 | – | 58,821 | – | 1.95% | – |
| FMX | New | FOMENTO ECONOMICO MEXICANO Sspon adr units | $4,826,000 | – | 72,558 | – | 1.85% | – |
| ACN | New | ACCENTURE PLC IRELAND | $4,255,000 | – | 70,420 | – | 1.63% | – |
| NFLX | New | NETFLIX INCput | $4,098,000 | – | 15,600 | – | 1.57% | – |
| KCI | New | KINETIC CONCEPTS INC | $4,024,000 | – | 69,812 | – | 1.54% | – |
| APA | New | APACHE CORP | $3,899,000 | – | 31,600 | – | 1.50% | – |
| YUM | New | YUM BRANDS INC | $3,699,000 | – | 66,953 | – | 1.42% | – |
| HOG | New | HARLEY DAVIDSON INC | $3,522,000 | – | 85,943 | – | 1.35% | – |
| DOX | New | AMDOCS LTDord | $3,463,000 | – | 113,937 | – | 1.33% | – |
| PWR | New | QUANTA SVCS INC | $3,430,000 | – | 169,781 | – | 1.32% | – |
| APA | New | APACHE CORPput | $3,257,000 | – | 26,400 | – | 1.25% | – |
| RHI | New | ROBERT HALF INTL INC | $2,897,000 | – | 107,170 | – | 1.11% | – |
| DHI | New | D R HORTON INC | $2,750,000 | – | 238,694 | – | 1.06% | – |
| URBN | New | URBAN OUTFITTERS INC | $2,635,000 | – | 93,600 | – | 1.01% | – |
| SLB | New | SCHLUMBERGER LTDput | $2,575,000 | – | 29,800 | – | 0.99% | – |
| CSCO | New | CISCO SYS INC | $2,508,000 | – | 160,677 | – | 0.96% | – |
| GOOGL | New | GOOGLE INCcl a | $2,209,000 | – | 4,362 | – | 0.85% | – |
| LH | New | LABORATORY CORP AMER HLDGS | $2,140,000 | – | 22,110 | – | 0.82% | – |
| WFC | New | WELLS FARGO & CO NEWcall | $1,810,000 | – | 64,500 | – | 0.70% | – |
| INTC | New | INTEL CORP | $1,697,000 | – | 76,600 | – | 0.65% | – |
| HPQ | New | HEWLETT PACKARD CO | $1,682,000 | – | 46,190 | – | 0.65% | – |
| LOW | New | LOWES COS INC | $1,675,000 | – | 71,825 | – | 0.64% | – |
| DVN | New | DEVON ENERGY CORP NEWput | $1,403,000 | – | 17,800 | – | 0.54% | – |
| MA | New | MASTERCARD INCcl a | $1,061,000 | – | 3,520 | – | 0.41% | – |
| ORCL | New | ORACLE CORP | $964,000 | – | 29,300 | – | 0.37% | – |
| GWW | New | GRAINGER W W INC | $858,000 | – | 5,580 | – | 0.33% | – |
| TSM | New | TAIWAN SEMICONDUCTOR MFG LTDsponsored adr | $846,000 | – | 67,050 | – | 0.32% | – |
| MMM | New | 3M CO | $828,000 | – | 8,724 | – | 0.32% | – |
| TXN | New | TEXAS INSTRS INC | $821,000 | – | 25,000 | – | 0.32% | – |
| TTM | New | TATA MTRS LTDcall | $515,000 | – | 22,900 | – | 0.20% | – |
| SVN | New | 7 DAYS GROUP HLDGS LTDadr | $458,000 | – | 23,700 | – | 0.18% | – |