Q4 2016
| Value | Shares | ↓ Weighting | ||||||
|---|---|---|---|---|---|---|---|---|
| AAPL | Sell | Apple Inc | $294,317,000 | -9.7% | 2,541,158 | -11.9% | 4.36% | -2.9% |
| ABT | Sell | Abbott Laboratories | $287,498,000 | -17.0% | 7,484,983 | -8.6% | 4.26% | -10.7% |
| HON | Sell | Honeywell International Inc | $275,015,000 | -2.4% | 2,373,894 | -1.8% | 4.08% | +5.0% |
| RDSA | Sell | Royal Dutch Shell PLC - Sponso | $273,903,000 | -6.9% | 5,036,837 | -14.2% | 4.06% | +0.2% |
| WFC | Sell | Wells Fargo & Co | $263,177,000 | +149.1% | 4,775,500 | -12.1% | 3.90% | +167.9% |
| GOOG | Buy | Alphabet Inc - Cl C | $262,452,000 | -0.7% | 340,044 | +0.0% | 3.89% | +6.8% |
| ICE | Buy | Intercontinental Exchange Inc | $247,426,000 | +0.7% | 4,385,442 | +380.6% | 3.67% | +8.3% |
| ORCL | Sell | Oracle Corp | $243,164,000 | -26.1% | 6,324,146 | -24.5% | 3.60% | -20.5% |
| UTX | Buy | United Technologies Corp | $232,874,000 | +33.3% | 2,124,373 | +23.5% | 3.45% | +43.3% |
| INTC | Sell | Intel Corp | $230,033,000 | -14.1% | 6,342,235 | -10.6% | 3.41% | -7.6% |
| AXP | Sell | American Express Co | $227,939,000 | -1.3% | 3,076,935 | -14.7% | 3.38% | +6.1% |
| WHR | Sell | Whirlpool Corporation | $220,882,000 | +165.7% | 1,215,170 | -2.3% | 3.27% | +185.9% |
| C | Sell | Citigroup Inc | $211,021,000 | -19.4% | 3,550,741 | -35.9% | 3.13% | -13.3% |
| LH | Buy | Laboratory Corp of America Hol | $201,378,000 | -1.9% | 1,568,604 | +5.1% | 2.98% | +5.5% |
| OMC | Buy | Omnicom Group Inc | $200,013,000 | +139.1% | 2,350,056 | +138.8% | 2.96% | +157.1% |
| TTE | New | Total SA - Sponsored ADR | $195,149,000 | – | 3,828,698 | – | 2.89% | – |
| AGN | Sell | Allergan PLC | $193,191,000 | -30.4% | 919,915 | -23.7% | 2.86% | -25.2% |
| TAP | Buy | Molson Coors Brewing Co - B | $191,391,000 | +335.7% | 1,966,809 | +391.7% | 2.84% | +368.8% |
| CMCSA | Sell | Comcast Corp - Cl A | $189,017,000 | -27.8% | 2,737,395 | -30.6% | 2.80% | -22.4% |
| FOXA | Sell | Twenty-First Century Fox Inc - | $179,883,000 | -5.6% | 6,415,224 | -18.4% | 2.67% | +1.6% |
| PPG | Buy | PPG Industries Inc | $176,855,000 | +146.2% | 1,866,348 | +168.6% | 2.62% | +164.7% |
| DISH | Sell | Dish Network Corp - Cl A | $175,857,000 | -17.4% | 3,035,687 | -21.9% | 2.61% | -11.2% |
| MTB | Sell | M & T Bank Corp | $171,922,000 | -23.2% | 1,099,031 | -43.0% | 2.55% | -17.4% |
| LOW | New | Lowe's Companies Inc | $157,700,000 | – | 2,217,387 | – | 2.34% | – |
| CHTR | Buy | Charter Communications Inc - C | $157,105,000 | +303.8% | 545,655 | +278.6% | 2.33% | +334.3% |
| V | New | Visa Inc - Cl A | $150,046,000 | – | 1,923,180 | – | 2.22% | – |
| MCK | Sell | McKesson Corp | $143,496,000 | -49.5% | 1,021,685 | -40.0% | 2.13% | -45.7% |
| CTSH | Buy | Cognizant Tech Solutions - A | $112,345,000 | +59.3% | 2,005,078 | +35.6% | 1.66% | +71.3% |
| ST | Sell | Sensata Technologies Holding N | $108,402,000 | -6.0% | 2,783,101 | -6.4% | 1.61% | +1.1% |
| AMG | New | Affiliated Managers Group Inc | $73,253,000 | – | 504,146 | – | 1.09% | – |
| AMT | Sell | American Tower Corp | $65,235,000 | -51.6% | 617,290 | -48.1% | 0.97% | -48.0% |
| VOD | Sell | Vodafone Group PLC - Sponsored | $64,852,000 | -48.3% | 2,654,573 | -38.4% | 0.96% | -44.5% |
| MDT | Sell | Medtronic PLC | $55,836,000 | -64.3% | 783,880 | -56.7% | 0.83% | -61.6% |
| NXPI | Sell | NXP Semiconductors NV | $48,501,000 | -38.9% | 494,858 | -36.4% | 0.72% | -34.3% |
| DISCK | Sell | Discovery Communication Inc | $48,246,000 | -27.8% | 1,801,588 | -29.1% | 0.72% | -22.4% |
| TV | Sell | Grupo Televisa SAB - Sponsored | $47,391,000 | -67.5% | 2,268,579 | -60.0% | 0.70% | -65.0% |
| LSXMK | Sell | Liberty Sirius Group - Cl C | $46,803,000 | -6.3% | 1,379,807 | -7.8% | 0.69% | +0.7% |
| CVS | Sell | CVS Health Corp | $38,826,000 | -82.1% | 492,045 | -79.8% | 0.58% | -80.8% |
| JCI | Sell | Johnson Controls International | $38,397,000 | -79.7% | 932,223 | -77.0% | 0.57% | -78.1% |
| NWL | Sell | Newell Brands Inc | $36,936,000 | -64.4% | 827,250 | -58.1% | 0.55% | -61.8% |
| BIDU | Sell | Baidu Inc - Sponsored ADR | $29,993,000 | -28.5% | 182,430 | -20.9% | 0.44% | -23.2% |
| GILD | Buy | Gilead Sciences Inc | $25,672,000 | +1.2% | 358,506 | +11.8% | 0.38% | +8.6% |
| SCHW | New | Charles Schwab Corp | $22,756,000 | – | 576,548 | – | 0.34% | – |
| IBN | Sell | ICICI Bank Ltd - Sponsored ADR | $22,218,000 | -33.1% | 2,966,370 | -33.2% | 0.33% | -28.0% |
| MSFT | Buy | Microsoft Corp | $17,566,000 | +8.6% | 282,690 | +0.6% | 0.26% | +16.6% |
| PFE | Sell | Pfizer Inc | $17,012,000 | -14.9% | 523,770 | -11.3% | 0.25% | -8.7% |
| TEVA | Sell | Teva Pharmaceutical Industries | $15,264,000 | -66.6% | 421,073 | -37.4% | 0.23% | -64.1% |
| LIVN | Sell | LivaNova PLC | $15,189,000 | -39.7% | 337,750 | -19.3% | 0.22% | -35.2% |
| CCI | Buy | Crown Castle International Cor | $14,525,000 | -0.4% | 167,400 | +8.1% | 0.22% | +7.0% |
| RYAAY | New | Ryanair Holdings PLC - Sponsor | $12,627,000 | – | 151,660 | – | 0.19% | – |
| FOX | Sell | Twenty-First Century Fox Inc - | $7,695,000 | -9.6% | 282,400 | -17.9% | 0.11% | -2.6% |
| IWD | New | ISHARES T Rssl1000 V | $4,000 | – | 32 | – | 0.00% | – |
| LVS | Sell | Las Vegas Sands Corp | $1,000 | -100.0% | 19 | -100.0% | 0.00% | -100.0% |
| DAL | Sell | Delta Airlines Inc | $2,000 | -100.0% | 33 | -100.0% | 0.00% | -100.0% |
| PNR | Exit | Pentair PLC | $0 | – | -8 | – | 0.00% | – |
| GE | Exit | General Electric Co | $0 | – | -341,999 | – | -0.14% | – |
| GS | Exit | Goldman Sachs Group Inc | $0 | – | -322,017 | – | -0.72% | – |
| Exit | Samsung Electronics Co Ltd - G | $0 | – | -108,016 | – | -1.08% | – | |
| ALLY | Exit | Ally Financial Inc | $0 | – | -8,439,571 | – | -2.26% | – |
Q3 2016
| Value | Shares | ↓ Weighting | ||||||
|---|---|---|---|---|---|---|---|---|
| ABT | Sell | Abbott Laboratories | $346,280,000 | +5.8% | 8,188,226 | -1.7% | 4.77% | +19.1% |
| ORCL | Sell | Oracle Corp | $329,006,000 | -6.1% | 8,375,928 | -2.1% | 4.53% | +5.8% |
| AAPL | Sell | Apple Inc | $326,069,000 | -9.7% | 2,884,287 | -23.6% | 4.49% | +1.7% |
| RDSA | Sell | Royal Dutch Shell PLC - Sponso | $294,049,000 | -16.4% | 5,872,748 | -7.8% | 4.05% | -5.9% |
| MCK | Sell | McKesson Corp | $283,907,000 | -24.9% | 1,702,597 | -15.9% | 3.91% | -15.4% |
| HON | Buy | Honeywell International Inc | $281,750,000 | +43.0% | 2,416,584 | +42.7% | 3.88% | +61.0% |
| AGN | Sell | Allergan PLC | $277,621,000 | -21.8% | 1,205,424 | -21.6% | 3.83% | -12.0% |
| INTC | Sell | Intel Corp | $267,684,000 | -9.6% | 7,090,945 | -21.5% | 3.69% | +1.7% |
| GOOG | New | Alphabet Inc - Cl C | $264,310,000 | – | 340,041 | – | 3.64% | – |
| C | Sell | Citigroup Inc | $261,817,000 | -4.5% | 5,543,458 | -14.3% | 3.61% | +7.5% |
| CMCSA | Sell | Comcast Corp - Cl A | $261,828,000 | -18.3% | 3,946,753 | -19.7% | 3.61% | -8.0% |
| ICE | Sell | Intercontinental Exchange Inc | $245,772,000 | -11.7% | 912,429 | -16.1% | 3.39% | -0.6% |
| AXP | Sell | American Express Co | $230,957,000 | -12.4% | 3,606,446 | -16.9% | 3.18% | -1.4% |
| MTB | Buy | M & T Bank Corp | $223,725,000 | +28.8% | 1,927,008 | +31.1% | 3.08% | +44.9% |
| CVS | New | CVS Health Corp | $217,228,000 | – | 2,441,048 | – | 2.99% | – |
| DISH | Sell | Dish Network Corp - Cl A | $213,008,000 | -3.2% | 3,888,425 | -7.4% | 2.94% | +8.9% |
| LH | New | Laboratory Corp of America Hol | $205,264,000 | – | 1,493,050 | – | 2.83% | – |
| FOXA | Sell | Twenty-First Century Fox Inc - | $190,501,000 | -19.2% | 7,865,414 | -9.7% | 2.62% | -9.0% |
| JCI | New | Johnson Controls International | $188,818,000 | – | 4,058,000 | – | 2.60% | – |
| UTX | New | United Technologies Corp | $174,741,000 | – | 1,719,892 | – | 2.41% | – |
| ALLY | Sell | Ally Financial Inc | $164,319,000 | -31.8% | 8,439,571 | -40.2% | 2.26% | -23.3% |
| MDT | Sell | Medtronic PLC | $156,296,000 | -20.3% | 1,808,982 | -19.9% | 2.15% | -10.2% |
| TV | Sell | Grupo Televisa SAB - Sponsored | $145,751,000 | -23.3% | 5,673,440 | -22.2% | 2.01% | -13.6% |
| AMT | Sell | American Tower Corp | $134,904,000 | -32.4% | 1,190,366 | -32.2% | 1.86% | -23.9% |
| VOD | Sell | Vodafone Group PLC - Sponsored | $125,516,000 | -31.2% | 4,305,883 | -27.1% | 1.73% | -22.5% |
| ST | Buy | Sensata Technologies Holding N | $115,289,000 | +167.6% | 2,972,910 | +140.7% | 1.59% | +201.5% |
| WFC | Sell | Wells Fargo & Co | $105,665,000 | -59.8% | 5,433,836 | -2.1% | 1.46% | -54.7% |
| NWL | Sell | Newell Brands Inc | $103,882,000 | -19.0% | 1,972,701 | -25.3% | 1.43% | -8.9% |
| DAL | Sell | Delta Air Lines Inc | $101,697,000 | -24.7% | 2,583,758 | -30.3% | 1.40% | -15.2% |
| OMC | Sell | Omnicom Group Inc | $83,660,000 | +2.8% | 984,234 | -1.4% | 1.15% | +15.8% |
| WHR | Sell | Whirlpool Corporation | $83,126,000 | -64.2% | 1,243,643 | -10.7% | 1.14% | -59.7% |
| NXPI | Sell | NXP Semiconductors NV | $79,365,000 | +15.2% | 778,014 | -11.5% | 1.09% | +29.8% |
| New | Samsung Electronics Co Ltd - G | $78,042,000 | – | 108,016 | – | 1.08% | – | |
| PPG | Buy | PPG Industries Inc | $71,831,000 | +42.7% | 694,965 | +43.8% | 0.99% | +60.7% |
| CTSH | Buy | Cognizant Tech Solutions - A | $70,546,000 | +23.8% | 1,478,642 | +48.5% | 0.97% | +39.3% |
| DISCK | Buy | Discovery Communication Inc | $66,843,000 | +14.2% | 2,540,603 | +3.6% | 0.92% | +28.6% |
| GS | Sell | Goldman Sachs Group Inc | $51,932,000 | -68.3% | 322,017 | -70.8% | 0.72% | -64.3% |
| LSXMK | Buy | Liberty Sirius Group - Cl C | $49,975,000 | +18.3% | 1,495,799 | +9.3% | 0.69% | +33.3% |
| LVS | Sell | Las Vegas Sands Corp | $49,784,000 | +2.9% | 865,204 | -22.2% | 0.69% | +15.9% |
| TEVA | Sell | Teva Pharmaceutical Industries | $45,645,000 | -81.2% | 672,383 | -86.1% | 0.63% | -78.8% |
| TAP | New | Molson Coors Brewing Co - B | $43,923,000 | – | 400,030 | – | 0.60% | – |
| BIDU | New | Baidu Inc - Sponsored ADR | $41,974,000 | – | 230,540 | – | 0.58% | – |
| CHTR | Sell | Charter Communications Inc - C | $38,910,000 | -2.9% | 144,129 | -17.8% | 0.54% | +9.2% |
| IBN | Sell | ICICI Bank Ltd - Sponsored ADR | $33,196,000 | -1.2% | 4,443,990 | -5.0% | 0.46% | +11.2% |
| GILD | New | Gilead Sciences Inc | $25,376,000 | – | 320,739 | – | 0.35% | – |
| LIVN | Buy | LivaNova PLC | $25,170,000 | +150.5% | 418,730 | +109.4% | 0.35% | +182.1% |
| MSFT | Buy | Microsoft Corp | $16,180,000 | +31.0% | 280,900 | +16.4% | 0.22% | +47.7% |
| CCI | Buy | Crown Castle International Cor | $14,583,000 | -2.4% | 154,790 | +5.1% | 0.20% | +9.8% |
| GE | Sell | General Electric Co | $10,130,000 | -85.8% | 341,999 | -84.9% | 0.14% | -84.0% |
| FOX | Sell | Twenty-First Century Fox Inc - | $8,509,000 | -26.3% | 343,920 | -18.8% | 0.12% | -17.0% |
| PNR | Sell | Pentair PLC | $1,000 | -100.0% | 8 | -100.0% | 0.00% | -100.0% |
| PNC | Exit | PNC Financial Services Group | $0 | – | -692,886 | – | -0.69% | – |
| BA | Exit | Boeing Co | $0 | – | -622,702 | – | -0.99% | – |
| MNKKQ | Exit | Mallinckrodt PLC | $0 | – | -2,776,033 | – | -2.06% | – |
| NTRS | Exit | Northern Trust Corp | $0 | – | -2,642,453 | – | -2.14% | – |
| JCI | Exit | Johnson Controls Inc | $0 | – | -6,930,803 | – | -3.76% | – |
Q2 2016
| Value | Shares | ↓ Weighting | ||||||
|---|---|---|---|---|---|---|---|---|
| MCK | New | McKesson Corp | $377,894,000 | – | 2,024,616 | – | 4.63% | – |
| AAPL | New | Apple Inc | $361,050,000 | – | 3,776,673 | – | 4.42% | – |
| AGN | New | Allergan PLC | $355,241,000 | – | 1,537,238 | – | 4.35% | – |
| RDSA | New | Royal Dutch Shell PLC - Sponsored | $351,576,000 | – | 6,366,821 | – | 4.30% | – |
| ORCL | New | Oracle Corp | $350,199,000 | – | 8,556,057 | – | 4.29% | – |
| ABT | New | Abbott Laboratories | $327,395,000 | – | 8,328,548 | – | 4.01% | – |
| CMCSA | New | Comcast Corp - Cl A | $320,294,000 | – | 4,913,235 | – | 3.92% | – |
| JCI | New | Johnson Controls Inc | $306,758,000 | – | 6,930,803 | – | 3.76% | – |
| INTC | New | Intel Corp | $296,231,000 | – | 9,031,437 | – | 3.63% | – |
| ICE | New | Intercontinental Exchange Inc | $278,475,000 | – | 1,087,964 | – | 3.41% | – |
| C | New | Citigroup Inc | $274,270,000 | – | 6,470,170 | – | 3.36% | – |
| AXP | New | American Express Co | $263,775,000 | – | 4,341,253 | – | 3.23% | – |
| WFC | New | Wells Fargo & Co | $262,615,000 | – | 5,548,590 | – | 3.22% | – |
| TEVA | New | Teva Pharmaceutical Industries | $242,237,000 | – | 4,822,559 | – | 2.96% | – |
| ALLY | New | Ally Financial Inc | $241,024,000 | – | 14,119,764 | – | 2.95% | – |
| FOXA | New | Twenty-First Century Fox Inc - | $235,703,000 | – | 8,713,629 | – | 2.88% | – |
| WHR | New | Whirlpool Corporation | $232,160,000 | – | 1,393,183 | – | 2.84% | – |
| DISH | New | Dish Network Corp - Cl A | $220,064,000 | – | 4,199,699 | – | 2.69% | – |
| AMT | New | American Tower Corp | $199,501,000 | – | 1,756,016 | – | 2.44% | – |
| HON | New | Honeywell International Inc | $196,984,000 | – | 1,693,469 | – | 2.41% | – |
| MDT | New | Medtronic PLC | $196,011,000 | – | 2,258,975 | – | 2.40% | – |
| TV | New | Grupo Televisa SAB - Sponsored | $189,954,000 | – | 7,294,717 | – | 2.32% | – |
| VOD | New | Vodafone Group PLC - Sponsored | $182,427,000 | – | 5,905,704 | – | 2.23% | – |
| NTRS | New | Northern Trust Corp | $175,089,000 | – | 2,642,453 | – | 2.14% | – |
| MTB | New | M & T Bank Corp | $173,762,000 | – | 1,469,698 | – | 2.13% | – |
| MNKKQ | New | Mallinckrodt PLC | $168,728,000 | – | 2,776,033 | – | 2.06% | – |
| GS | New | Goldman Sachs Group Inc | $163,957,000 | – | 1,103,492 | – | 2.01% | – |
| PNR | New | Pentair PLC | $149,759,000 | – | 2,569,203 | – | 1.83% | – |
| DAL | New | Delta Air Lines Inc | $135,012,000 | – | 3,706,059 | – | 1.65% | – |
| NWL | New | Newell Brands Inc | $128,274,000 | – | 2,640,999 | – | 1.57% | – |
| OMC | New | Omnicom Group Inc | $81,370,000 | – | 998,533 | – | 1.00% | – |
| BA | New | Boeing Co | $80,870,000 | – | 622,702 | – | 0.99% | – |
| GE | New | General Electric Co | $71,512,000 | – | 2,271,670 | – | 0.88% | – |
| NXPI | New | NXP Semiconductors NV | $68,874,000 | – | 879,177 | – | 0.84% | – |
| DISCK | New | Discovery Communication Inc | $58,506,000 | – | 2,453,070 | – | 0.72% | – |
| CTSH | New | Cognizant Tech Solutions - A | $56,999,000 | – | 995,777 | – | 0.70% | – |
| PNC | New | PNC Financial Services Group | $56,394,000 | – | 692,886 | – | 0.69% | – |
| PPG | New | PPG Industries Inc | $50,344,000 | – | 483,373 | – | 0.62% | – |
| LVS | New | Las Vegas Sands Corp | $48,371,000 | – | 1,112,237 | – | 0.59% | – |
| ST | New | Sensata Technologies Holding N | $43,090,000 | – | 1,235,048 | – | 0.53% | – |
| LSXMK | New | Liberty Sirius Group - Cl C | $42,259,000 | – | 1,368,942 | – | 0.52% | – |
| CHTR | New | Charter Communications Inc - C | $40,072,000 | – | 175,264 | – | 0.49% | – |
| IBN | New | ICICI Bank Ltd - Sponsored ADR | $33,599,000 | – | 4,679,500 | – | 0.41% | – |
| PFE | New | Pfizer Inc | $20,787,000 | – | 590,360 | – | 0.25% | – |
| CCI | New | Crown Castle International Corp | $14,935,000 | – | 147,240 | – | 0.18% | – |
| MSFT | New | Microsoft Corp | $12,349,000 | – | 241,330 | – | 0.15% | – |
| FOX | New | Twenty-First Century Fox Inc - | $11,548,000 | – | 423,780 | – | 0.14% | – |
| BCE | New | BCE Inc | $10,905,000 | – | 230,510 | – | 0.13% | – |
| LIVN | New | LivaNova PLC | $10,046,000 | – | 200,000 | – | 0.12% | – |
Q4 2015
| Value | Shares | ↓ Weighting | ||||||
|---|---|---|---|---|---|---|---|---|
| VZ | Exit | Verizon Communications Inc | $0 | – | -279,000 | – | -0.10% | – |
| TEVA | Exit | Teva Pharmaceutical Industries | $0 | – | -736,640 | – | -0.35% | – |
| BCE | Exit | BCE Inc | $0 | – | -1,234,820 | – | -0.42% | – |
| TIME | Exit | Time Inc | $0 | – | -2,725,361 | – | -0.43% | – |
| DAL | Exit | Delta Air Lines Inc | $0 | – | -1,560,437 | – | -0.58% | – |
| DISCK | Exit | Discovery Communication Inc | $0 | – | -3,001,716 | – | -0.61% | – |
| AMT | Exit | American Tower Corp | $0 | – | -924,176 | – | -0.68% | – |
| INTC | Exit | Intel Corp | $0 | – | -2,845,207 | – | -0.72% | – |
| TSN | Exit | Tyson Foods Inc Cl A | $0 | – | -1,998,179 | – | -0.72% | – |
| Exit | Samsung Electronics Co Ltd - G | $0 | – | -182,586 | – | -0.72% | – | |
| PNC | Exit | PNC Financial Services Group | $0 | – | -1,177,847 | – | -0.88% | – |
| TV | Exit | Grupo Televisa SAB - Sponsored | $0 | – | -4,878,043 | – | -1.06% | – |
| VIAB | Exit | Viacom Inc - Cl B | $0 | – | -3,126,030 | – | -1.13% | – |
| GOOG | Exit | Google Inc - Cl C | $0 | – | -229,954 | – | -1.17% | – |
| CCI | Exit | Crown Castle International Cor | $0 | – | -2,115,791 | – | -1.39% | – |
| LMCK | Exit | Liberty Media Corp - Cl C | $0 | – | -5,133,111 | – | -1.48% | – |
| MOS | Exit | The Mosaic Co | $0 | – | -6,542,153 | – | -1.70% | – |
| VOD | Exit | Vodafone Group PLC - Sponsored | $0 | – | -7,488,763 | – | -1.98% | – |
| LVS | Exit | Las Vegas Sands Corp | $0 | – | -6,488,051 | – | -2.06% | – |
| ALLY | Exit | Ally Financial Inc | $0 | – | -12,115,787 | – | -2.06% | – |
| HON | Exit | Honeywell International Inc | $0 | – | -2,756,168 | – | -2.18% | – |
| TXN | Exit | Texas Instruments Inc | $0 | – | -5,322,411 | – | -2.20% | – |
| GS | Exit | Goldman Sachs Group Inc | $0 | – | -1,748,659 | – | -2.54% | – |
| PNR | Exit | Pentair PLC | $0 | – | -6,176,986 | – | -2.63% | – |
| C | Exit | Citigroup Inc | $0 | – | -6,661,813 | – | -2.76% | – |
| ICE | Exit | Intercontinental Exchange Inc | $0 | – | -1,412,907 | – | -2.77% | – |
| JCI | Exit | Johnson Controls Inc | $0 | – | -8,152,026 | – | -2.82% | – |
| ESRX | Exit | Express Scripts Holding Co | $0 | – | -4,227,924 | – | -2.86% | – |
| AAPL | Exit | Apple Inc | $0 | – | -3,128,754 | – | -2.88% | – |
| NVS | Exit | Novartis AG - Sponsored ADR | $0 | – | -3,838,075 | – | -2.94% | – |
| BA | Exit | Boeing Co | $0 | – | -2,710,950 | – | -2.96% | – |
| NTRS | Exit | Northern Trust Corp | $0 | – | -5,256,188 | – | -2.99% | – |
| AXP | Exit | American Express Co | $0 | – | -4,857,375 | – | -3.01% | – |
| ORCL | Exit | Oracle Corp | $0 | – | -10,159,405 | – | -3.06% | – |
| EMC | Exit | EMC Corp | $0 | – | -15,820,889 | – | -3.19% | – |
| OMC | Exit | Omnicom Group Inc | $0 | – | -5,946,228 | – | -3.27% | – |
| MON | Exit | Monsanto Co | $0 | – | -4,705,644 | – | -3.35% | – |
| AMP | Exit | Ameriprise Financial Inc. | $0 | – | -3,724,638 | – | -3.39% | – |
| CMCSA | Exit | Comcast Corp - Cl A | $0 | – | -7,180,832 | – | -3.41% | – |
| WHR | Exit | Whirlpool Corporation | $0 | – | -2,856,722 | – | -3.51% | – |
| OXY | Exit | Occidental Petroleum Corp | $0 | – | -6,578,285 | – | -3.63% | – |
| GE | Exit | General Electric Co | $0 | – | -18,696,352 | – | -3.94% | – |
| MDT | Exit | Medtronic PLC | $0 | – | -7,079,318 | – | -3.96% | – |
| CVX | Exit | Chevron Corp | $0 | – | -7,106,700 | – | -4.68% | – |
| AGN | Exit | Allergan PLC | $0 | – | -2,127,532 | – | -4.83% | – |
Q3 2015
| Value | Shares | ↓ Weighting | ||||||
|---|---|---|---|---|---|---|---|---|
| AGN | Buy | Allergan PLC | $578,284,000 | +4.9% | 2,127,532 | +17.1% | 4.83% | +25.2% |
| CVX | New | Chevron Corp | $560,577,000 | – | 7,106,700 | – | 4.68% | – |
| MDT | Sell | Medtronic PLC | $473,889,000 | -25.6% | 7,079,318 | -17.7% | 3.96% | -11.3% |
| GE | Sell | General Electric Co | $471,522,000 | -23.1% | 18,696,352 | -19.0% | 3.94% | -8.2% |
| OXY | Sell | Occidental Petroleum Corp | $435,154,000 | -27.0% | 6,578,285 | -14.2% | 3.63% | -12.9% |
| WHR | Buy | Whirlpool Corporation | $420,681,000 | -8.9% | 2,856,722 | +7.1% | 3.51% | +8.7% |
| CMCSA | Sell | Comcast Corp - Cl A | $408,445,000 | -24.7% | 7,180,832 | -20.4% | 3.41% | -10.2% |
| AMP | Sell | Ameriprise Financial Inc. | $406,470,000 | -19.6% | 3,724,638 | -7.9% | 3.39% | -4.0% |
| MON | Sell | Monsanto Co | $401,580,000 | -22.5% | 4,705,644 | -3.3% | 3.35% | -7.6% |
| OMC | Buy | Omnicom Group Inc | $391,856,000 | +95.8% | 5,946,228 | +106.5% | 3.27% | +133.6% |
| EMC | Buy | EMC Corp | $382,232,000 | +6.5% | 15,820,889 | +16.3% | 3.19% | +27.1% |
| ORCL | Buy | Oracle Corp | $366,958,000 | -2.8% | 10,159,405 | +8.4% | 3.06% | +16.0% |
| AXP | Buy | American Express Co | $360,078,000 | +227.7% | 4,857,375 | +243.6% | 3.01% | +290.9% |
| NTRS | Sell | Northern Trust Corp | $358,262,000 | -16.5% | 5,256,188 | -6.3% | 2.99% | -0.4% |
| BA | Sell | Boeing Co | $354,999,000 | -26.0% | 2,710,950 | -21.6% | 2.96% | -11.7% |
| NVS | Buy | Novartis AG - Sponsored ADR | $352,796,000 | +131.2% | 3,838,075 | +147.4% | 2.94% | +176.0% |
| AAPL | New | Apple Inc | $345,102,000 | – | 3,128,754 | – | 2.88% | – |
| ESRX | Sell | Express Scripts Holding Co | $342,293,000 | -23.2% | 4,227,924 | -15.6% | 2.86% | -8.3% |
| JCI | Sell | Johnson Controls Inc | $337,168,000 | -18.2% | 8,152,026 | -2.0% | 2.82% | -2.3% |
| ICE | Buy | Intercontinental Exchange Inc | $332,019,000 | +183.8% | 1,412,907 | +170.1% | 2.77% | +238.9% |
| C | Sell | Citigroup Inc | $330,493,000 | -36.4% | 6,661,813 | -29.2% | 2.76% | -24.1% |
| PNR | Sell | Pentair PLC | $315,273,000 | -26.7% | 6,176,986 | -1.3% | 2.63% | -12.5% |
| GS | Sell | Goldman Sachs Group Inc | $303,848,000 | -31.5% | 1,748,659 | -17.7% | 2.54% | -18.3% |
| TXN | Buy | Texas Instruments Inc | $263,566,000 | +12.8% | 5,322,411 | +17.3% | 2.20% | +34.6% |
| HON | Sell | Honeywell International Inc | $260,981,000 | -41.2% | 2,756,168 | -36.7% | 2.18% | -29.8% |
| ALLY | New | Ally Financial Inc | $246,919,000 | – | 12,115,787 | – | 2.06% | – |
| LVS | Buy | Las Vegas Sands Corp | $246,352,000 | -25.5% | 6,488,051 | +3.2% | 2.06% | -11.0% |
| VOD | Buy | Vodafone Group PLC - Sponsored | $237,694,000 | -2.2% | 7,488,763 | +12.3% | 1.98% | +16.7% |
| MOS | Buy | The Mosaic Co | $203,526,000 | -26.1% | 6,542,153 | +11.4% | 1.70% | -11.8% |
| LMCK | Sell | Liberty Media Corp - Cl C | $176,887,000 | -12.0% | 5,133,111 | -8.4% | 1.48% | +5.0% |
| CCI | Sell | Crown Castle International Cor | $166,872,000 | -7.9% | 2,115,791 | -6.3% | 1.39% | +9.9% |
| GOOG | Sell | Google Inc - Cl C | $139,908,000 | -70.9% | 229,954 | -75.1% | 1.17% | -65.2% |
| VIAB | Sell | Viacom Inc - Cl B | $134,888,000 | -74.1% | 3,126,030 | -61.2% | 1.13% | -69.1% |
| TV | Buy | Grupo Televisa SAB - Sponsored | $126,927,000 | +1.1% | 4,878,043 | +50.8% | 1.06% | +20.6% |
| PNC | Buy | PNC Financial Services Group | $105,064,000 | +2.0% | 1,177,847 | +9.3% | 0.88% | +21.6% |
| New | Samsung Electronics Co Ltd - G | $86,272,000 | – | 182,586 | – | 0.72% | – | |
| TSN | Sell | Tyson Foods Inc Cl A | $86,122,000 | -9.7% | 1,998,179 | -10.7% | 0.72% | +7.6% |
| INTC | New | Intel Corp | $85,754,000 | – | 2,845,207 | – | 0.72% | – |
| AMT | Buy | American Tower Corp | $81,309,000 | +11.4% | 924,176 | +18.1% | 0.68% | +32.9% |
| DISCK | Buy | Discovery Communication Inc | $72,911,000 | -2.7% | 3,001,716 | +24.4% | 0.61% | +16.2% |
| DAL | New | Delta Air Lines Inc | $70,017,000 | – | 1,560,437 | – | 0.58% | – |
| TIME | Sell | Time Inc | $51,918,000 | -22.5% | 2,725,361 | -6.4% | 0.43% | -7.7% |
| BCE | Buy | BCE Inc | $50,578,000 | +3.2% | 1,234,820 | +7.1% | 0.42% | +23.0% |
| TEVA | New | Teva Pharmaceutical Industries | $41,591,000 | – | 736,640 | – | 0.35% | – |
| VZ | New | Verizon Communications Inc | $12,139,000 | – | 279,000 | – | 0.10% | – |
| CAM | Exit | Cameron International Corp | $0 | – | -1,006,418 | – | -0.37% | – |
| MHK | Exit | Mohawk Industries Inc | $0 | – | -322,588 | – | -0.43% | – |
| BIIB | Exit | Biogen Inc | $0 | – | -636,517 | – | -1.80% | – |
| PFE | Exit | Pfizer Inc | $0 | – | -8,498,434 | – | -1.99% | – |
| VRX | Exit | Valeant Pharmaceuticals Intl I | $0 | – | -1,506,795 | – | -2.34% | – |
| QCOM | Exit | Qualcomm Inc | $0 | – | -6,407,355 | – | -2.81% | – |
| BAC | Exit | Bank of America Corp | $0 | – | -29,533,559 | – | -3.52% | – |
Q2 2015
| Value | Shares | ↓ Weighting | ||||||
|---|---|---|---|---|---|---|---|---|
| MDT | New | Medtronic PLC | $637,375,000 | – | 8,601,547 | – | 4.46% | – |
| GE | New | General Electric Co | $613,051,000 | – | 23,073,060 | – | 4.29% | – |
| OXY | New | Occidental Petroleum Corp | $595,975,000 | – | 7,663,296 | – | 4.17% | – |
| AGN | New | Allergan PLC | $551,391,000 | – | 1,817,014 | – | 3.86% | – |
| CMCSA | New | Comcast Corp - Cl A | $542,575,000 | – | 9,021,880 | – | 3.80% | – |
| VIAB | New | Viacom Inc - Cl B | $520,333,000 | – | 8,049,704 | – | 3.64% | – |
| C | New | Citigroup Inc | $519,468,000 | – | 9,403,850 | – | 3.63% | – |
| MON | New | Monsanto Co | $518,471,000 | – | 4,864,160 | – | 3.63% | – |
| AMP | New | Ameriprise Financial Inc. | $505,444,000 | – | 4,045,809 | – | 3.54% | – |
| BAC | New | Bank of America Corp | $502,662,000 | – | 29,533,559 | – | 3.52% | – |
| GOOG | New | Google Inc - Cl C | $480,148,000 | – | 922,456 | – | 3.36% | – |
| BA | New | Boeing Co | $479,636,000 | – | 3,457,581 | – | 3.36% | – |
| WHR | New | Whirlpool Corporation | $461,715,000 | – | 2,668,099 | – | 3.23% | – |
| ESRX | New | Express Scripts Holding Co | $445,740,000 | – | 5,011,694 | – | 3.12% | – |
| HON | New | Honeywell International Inc | $443,985,000 | – | 4,354,074 | – | 3.11% | – |
| GS | New | Goldman Sachs Group Inc | $443,851,000 | – | 2,125,826 | – | 3.10% | – |
| PNR | New | Pentair PLC | $430,104,000 | – | 6,256,055 | – | 3.01% | – |
| NTRS | New | Northern Trust Corp | $429,106,000 | – | 5,612,165 | – | 3.00% | – |
| JCI | New | Johnson Controls Inc | $412,034,000 | – | 8,318,884 | – | 2.88% | – |
| QCOM | New | Qualcomm Inc | $401,293,000 | – | 6,407,355 | – | 2.81% | – |
| ORCL | New | Oracle Corp | $377,660,000 | – | 9,371,244 | – | 2.64% | – |
| EMC | New | EMC Corp | $359,007,000 | – | 13,603,874 | – | 2.51% | – |
| VRX | New | Valeant Pharmaceuticals Intl I | $334,735,000 | – | 1,506,795 | – | 2.34% | – |
| LVS | New | Las Vegas Sands Corp | $330,538,000 | – | 6,287,581 | – | 2.31% | – |
| PFE | New | Pfizer Inc | $284,953,000 | – | 8,498,434 | – | 1.99% | – |
| MOS | New | The Mosaic Co | $275,254,000 | – | 5,875,208 | – | 1.93% | – |
| BIIB | New | Biogen Inc | $257,114,000 | – | 636,517 | – | 1.80% | – |
| VOD | New | Vodafone Group PLC - Sponsored | $243,035,000 | – | 6,667,636 | – | 1.70% | – |
| TXN | New | Texas Instruments Inc | $233,661,000 | – | 4,536,235 | – | 1.64% | – |
| LMCK | New | Liberty Media Corp - Cl C | $201,116,000 | – | 5,602,110 | – | 1.41% | – |
| OMC | New | Omnicom Group Inc | $200,120,000 | – | 2,879,826 | – | 1.40% | – |
| CCI | New | Crown Castle International Cor | $181,247,000 | – | 2,257,120 | – | 1.27% | – |
| NVS | New | Novartis AG - Sponsored ADR | $152,582,000 | – | 1,551,584 | – | 1.07% | – |
| TV | New | Grupo Televisa SAB - Sponsored | $125,593,000 | – | 3,235,290 | – | 0.88% | – |
| ICE | New | Intercontinental Exchange Inc | $116,983,000 | – | 523,158 | – | 0.82% | – |
| AXP | New | American Express Co | $109,878,000 | – | 1,413,768 | – | 0.77% | – |
| PNC | New | PNC Financial Services Group | $103,045,000 | – | 1,077,318 | – | 0.72% | – |
| TSN | New | Tyson Foods Inc Cl A | $95,423,000 | – | 2,238,390 | – | 0.67% | – |
| DISCK | New | Discovery Communication Inc | $74,969,000 | – | 2,412,118 | – | 0.52% | – |
| AMT | New | American Tower Corp | $72,999,000 | – | 782,503 | – | 0.51% | – |
| TIME | New | Time Inc | $66,995,000 | – | 2,911,562 | – | 0.47% | – |
| MHK | New | Mohawk Industries Inc | $61,573,000 | – | 322,588 | – | 0.43% | – |
| CAM | New | Cameron International Corp | $52,707,000 | – | 1,006,418 | – | 0.37% | – |
| BCE | New | BCE Inc | $49,000,000 | – | 1,152,950 | – | 0.34% | – |
Q4 2014
| Value | Shares | ↓ Weighting | ||||||
|---|---|---|---|---|---|---|---|---|
| KO | Exit | Coca Cola Co | $0 | – | -1 | – | 0.00% | – |
| LMCA | Exit | Liberty Media Corp - Cl A | $0 | – | -638,316 | – | -0.18% | – |
| OI | Exit | Owens-Illinois Inc | $0 | – | -1,622,936 | – | -0.25% | – |
| BCE | Exit | BCE Inc | $0 | – | -1,220,650 | – | -0.30% | – |
| BRCM | Exit | Broadcom Corp - Cl A | $0 | – | -1,482,599 | – | -0.35% | – |
| NVS | Exit | Novartis AG - Sponsored ADR | $0 | – | -815,699 | – | -0.45% | – |
| ESRX | Exit | Express Scripts Holding Co | $0 | – | -1,177,458 | – | -0.48% | – |
| TIME | Exit | Time Inc | $0 | – | -3,663,623 | – | -0.50% | – |
| AMT | Exit | American Tower Corp | $0 | – | -971,231 | – | -0.53% | – |
| OMC | Exit | Omnicom Group Inc | $0 | – | -1,740,973 | – | -0.70% | – |
| Exit | Vodafone Group PLC - Sponsored | $0 | – | -3,811,453 | – | -0.73% | – | |
| VOD | Exit | Vodafone Group PLC - Sponsored | $0 | – | -4,468,024 | – | -0.86% | – |
| COF | Exit | Capital One Financial Corp | $0 | – | -2,167,045 | – | -1.03% | – |
| ACE | Exit | ACE Ltd | $0 | – | -1,703,797 | – | -1.04% | – |
| F113PS | Exit | Covidien PLC | $0 | – | -2,095,894 | – | -1.06% | – |
| OXY | Exit | Occidental Petroleum Corp | $0 | – | -2,354,573 | – | -1.32% | – |
| HON | Exit | Honeywell International Inc | $0 | – | -2,444,913 | – | -1.33% | – |
| MOS | Exit | The Mosaic Co | $0 | – | -5,422,297 | – | -1.40% | – |
| ASML | Exit | ASML Holding NV - NY Reg Shs | $0 | – | -2,454,590 | – | -1.42% | – |
| CAM | Exit | Cameron International Corp | $0 | – | -4,239,936 | – | -1.64% | – |
| LMCK | Exit | Liberty Media Corp - Cl C | $0 | – | -6,119,428 | – | -1.68% | – |
| ECA | Exit | Encana Corp | $0 | – | -13,761,713 | – | -1.70% | – |
| NTAP | Exit | NetApp Inc | $0 | – | -8,247,555 | – | -2.07% | – |
| CVS | Exit | CVS Health Corp | $0 | – | -4,681,963 | – | -2.18% | – |
| NTRS | Exit | Northern Trust Corp | $0 | – | -5,512,681 | – | -2.19% | – |
| HAL | Exit | Halliburton Co | $0 | – | -5,859,368 | – | -2.21% | – |
| MDT | Exit | Medtronic Inc | $0 | – | -6,165,200 | – | -2.23% | – |
| F | Exit | Ford Motor Co | $0 | – | -27,067,743 | – | -2.34% | – |
| TWX | Exit | Time Warner Inc | $0 | – | -5,339,487 | – | -2.34% | – |
| AMP | Exit | Ameriprise Financial Inc. | $0 | – | -3,624,011 | – | -2.61% | – |
| ORCL | Exit | Oracle Corp | $0 | – | -11,887,420 | – | -2.66% | – |
| UNH | Exit | UnitedHealth Group Inc | $0 | – | -5,376,354 | – | -2.71% | – |
| TXN | Exit | Texas Instruments Inc | $0 | – | -10,209,751 | – | -2.84% | – |
| JCI | Exit | Johnson Controls Inc | $0 | – | -11,485,402 | – | -2.95% | – |
| BMY | Exit | Bristol-Myers Squibb Co | $0 | – | -10,509,511 | – | -3.14% | – |
| GS | Exit | Goldman Sachs Group Inc | $0 | – | -2,962,116 | – | -3.17% | – |
| EXC | Exit | Exelon Corp | $0 | – | -16,203,163 | – | -3.22% | – |
| VRX | Exit | Valeant Pharmaceuticals Intl I | $0 | – | -4,319,734 | – | -3.31% | – |
| VIAB | Exit | Viacom Inc - Cl B | $0 | – | -7,741,015 | – | -3.48% | – |
| MON | Exit | Monsanto Co | $0 | – | -5,349,640 | – | -3.51% | – |
| PNC | Exit | PNC Financial Services Group | $0 | – | -7,236,116 | – | -3.61% | – |
| BAC | Exit | Bank of America Corp | $0 | – | -39,145,855 | – | -3.90% | – |
| C | Exit | Citigroup Inc | $0 | – | -13,225,891 | – | -4.00% | – |
| CMCSA | Exit | Comcast Corp - Cl A | $0 | – | -13,456,247 | – | -4.22% | – |
| BA | Exit | Boeing Co | $0 | – | -5,792,736 | – | -4.31% | – |
| PFE | Exit | Pfizer Inc | $0 | – | -32,540,991 | – | -5.62% | – |
| GE | Exit | General Electric Co | $0 | – | -41,707,408 | – | -6.24% | – |
Q3 2014
| Value | Shares | ↓ Weighting | ||||||
|---|---|---|---|---|---|---|---|---|
| GE | Sell | General Electric Co | $1,068,543,000 | -14.4% | 41,707,408 | -12.2% | 6.24% | +5.3% |
| PFE | Sell | Pfizer Inc | $962,237,000 | -16.5% | 32,540,991 | -16.1% | 5.62% | +2.8% |
| BA | Sell | Boeing Co | $737,878,000 | -0.6% | 5,792,736 | -0.7% | 4.31% | +22.3% |
| CMCSA | Buy | Comcast Corp - Cl A | $723,676,000 | +7.9% | 13,456,247 | +7.7% | 4.22% | +32.8% |
| C | Sell | Citigroup Inc | $685,364,000 | -3.0% | 13,225,891 | -11.9% | 4.00% | +19.3% |
| BAC | Sell | Bank of America Corp | $667,436,000 | -4.6% | 39,145,855 | -14.0% | 3.90% | +17.4% |
| PNC | Sell | PNC Financial Services Group | $619,266,000 | -12.9% | 7,236,116 | -9.3% | 3.61% | +7.2% |
| MON | Sell | Monsanto Co | $601,887,000 | -16.9% | 5,349,640 | -7.9% | 3.51% | +2.3% |
| VIAB | Buy | Viacom Inc - Cl B | $595,593,000 | -10.9% | 7,741,015 | +0.5% | 3.48% | +9.7% |
| VRX | Buy | Valeant Pharmaceuticals Intl I | $566,748,000 | +26.9% | 4,319,734 | +22.0% | 3.31% | +56.2% |
| EXC | Sell | Exelon Corp | $552,365,000 | -16.1% | 16,203,163 | -10.2% | 3.22% | +3.3% |
| GS | Sell | Goldman Sachs Group Inc | $543,755,000 | -19.2% | 2,962,116 | -26.3% | 3.17% | -0.6% |
| BMY | Sell | Bristol-Myers Squibb Co | $537,876,000 | -12.2% | 10,509,511 | -16.8% | 3.14% | +8.0% |
| JCI | Sell | Johnson Controls Inc | $505,356,000 | -18.0% | 11,485,402 | -6.9% | 2.95% | +0.9% |
| TXN | Sell | Texas Instruments Inc | $486,902,000 | -29.2% | 10,209,751 | -29.1% | 2.84% | -12.9% |
| UNH | Sell | UnitedHealth Group Inc | $463,710,000 | -12.5% | 5,376,354 | -17.0% | 2.71% | +7.8% |
| ORCL | Sell | Oracle Corp | $455,050,000 | -22.4% | 11,887,420 | -17.9% | 2.66% | -4.5% |
| AMP | Buy | Ameriprise Financial Inc. | $447,129,000 | +263.5% | 3,624,011 | +253.6% | 2.61% | +347.7% |
| TWX | Sell | Time Warner Inc | $401,582,000 | -50.2% | 5,339,487 | -53.5% | 2.34% | -38.7% |
| F | Sell | Ford Motor Co | $400,331,000 | -44.3% | 27,067,743 | -35.1% | 2.34% | -31.4% |
| MDT | New | Medtronic Inc | $381,934,000 | – | 6,165,200 | – | 2.23% | – |
| HAL | Sell | Halliburton Co | $377,987,000 | -44.3% | 5,859,368 | -38.7% | 2.21% | -31.4% |
| NTRS | Buy | Northern Trust Corp | $375,026,000 | +314.2% | 5,512,681 | +290.9% | 2.19% | +410.3% |
| CVS | Sell | CVS Health Corp | $372,637,000 | -28.5% | 4,681,963 | -32.3% | 2.18% | -12.1% |
| NTAP | Sell | NetApp Inc | $354,314,000 | +12.1% | 8,247,555 | -4.7% | 2.07% | +38.0% |
| ECA | Buy | Encana Corp | $291,884,000 | -10.1% | 13,761,713 | +0.5% | 1.70% | +10.6% |
| LMCK | New | Liberty Media Corp - Cl C | $287,552,000 | – | 6,119,428 | – | 1.68% | – |
| CAM | Sell | Cameron International Corp | $281,446,000 | -9.5% | 4,239,936 | -7.7% | 1.64% | +11.3% |
| ASML | New | ASML Holding NV - NY Reg Shs | $242,563,000 | – | 2,454,590 | – | 1.42% | – |
| MOS | Sell | The Mosaic Co | $240,803,000 | -14.3% | 5,422,297 | -4.6% | 1.40% | +5.4% |
| HON | Buy | Honeywell International Inc | $227,670,000 | +11.2% | 2,444,913 | +11.0% | 1.33% | +36.9% |
| OXY | New | Occidental Petroleum Corp | $226,391,000 | – | 2,354,573 | – | 1.32% | – |
| F113PS | Buy | Covidien PLC | $181,316,000 | +6.0% | 2,095,894 | +10.5% | 1.06% | +30.5% |
| ACE | Sell | ACE Ltd | $178,676,000 | -72.2% | 1,703,797 | -72.5% | 1.04% | -65.7% |
| COF | Sell | Capital One Financial Corp | $176,873,000 | -72.0% | 2,167,045 | -71.7% | 1.03% | -65.6% |
| VOD | Sell | Vodafone Group PLC - Sponsored | $146,953,000 | -42.9% | 4,468,024 | -41.8% | 0.86% | -29.7% |
| New | Vodafone Group PLC - Sponsored | $125,359,000 | – | 3,811,453 | – | 0.73% | – | |
| OMC | New | Omnicom Group Inc | $119,883,000 | – | 1,740,973 | – | 0.70% | – |
| AMT | Sell | American Tower Corp | $90,936,000 | +1.4% | 971,231 | -2.5% | 0.53% | +24.9% |
| TIME | Buy | Time Inc | $85,838,000 | +3.4% | 3,663,623 | +6.9% | 0.50% | +27.2% |
| ESRX | Sell | Express Scripts Holding Co | $83,163,000 | -15.8% | 1,177,458 | -17.3% | 0.48% | +3.6% |
| NVS | Sell | Novartis AG - Sponsored ADR | $76,781,000 | -0.2% | 815,699 | -4.0% | 0.45% | +22.7% |
| BRCM | New | Broadcom Corp - Cl A | $59,926,000 | – | 1,482,599 | – | 0.35% | – |
| BCE | Sell | BCE Inc | $52,195,000 | -83.8% | 1,220,650 | -82.9% | 0.30% | -80.1% |
| OI | Buy | Owens-Illinois Inc | $42,277,000 | -23.0% | 1,622,936 | +2.5% | 0.25% | -5.0% |
| LMCA | New | Liberty Media Corp - Cl A | $30,115,000 | – | 638,316 | – | 0.18% | – |
| BAX | Exit | Baxter International | $0 | – | -93 | – | 0.00% | – |
| KO | Sell | Coca Cola Co | $0 | -100.0% | 1 | -100.0% | 0.00% | -100.0% |
| MRO | Exit | Marathon Oil Corp | $0 | – | -940,693 | – | -0.18% | – |
| SWN | Exit | Southwestern Energy Co | $0 | – | -7,524,166 | – | -1.62% | – |
| CSCO | Exit | Cisco Systems Inc | $0 | – | -21,792,690 | – | -2.57% | – |
| XOM | Exit | Exxon Mobil Corp | $0 | – | -11,070,578 | – | -5.29% | – |
Q2 2014
| Value | Shares | ↓ Weighting | ||||||
|---|---|---|---|---|---|---|---|---|
| GE | New | General Electric Co | $1,248,438,000 | – | 47,505,288 | – | 5.92% | – |
| PFE | New | Pfizer Inc | $1,151,693,000 | – | 38,803,636 | – | 5.46% | – |
| XOM | New | Exxon Mobil Corp | $1,114,585,000 | – | 11,070,578 | – | 5.29% | – |
| TWX | New | Time Warner Inc | $806,289,000 | – | 11,477,418 | – | 3.82% | – |
| BA | New | Boeing Co | $742,539,000 | – | 5,836,192 | – | 3.52% | – |
| MON | New | Monsanto Co | $724,308,000 | – | 5,806,552 | – | 3.44% | – |
| F | New | Ford Motor Co | $718,606,000 | – | 41,682,455 | – | 3.41% | – |
| PNC | New | PNC Financial Services Group | $710,615,000 | – | 7,979,960 | – | 3.37% | – |
| C | New | Citigroup Inc | $706,747,000 | – | 15,005,228 | – | 3.35% | – |
| BAC | New | Bank of America Corp | $699,564,000 | – | 45,514,927 | – | 3.32% | – |
| TXN | New | Texas Instruments Inc | $687,902,000 | – | 14,394,253 | – | 3.26% | – |
| HAL | New | Halliburton Co | $678,453,000 | – | 9,554,321 | – | 3.22% | – |
| GS | New | Goldman Sachs Group Inc | $673,006,000 | – | 4,019,388 | – | 3.19% | – |
| CMCSA | New | Comcast Corp - CL A | $670,661,000 | – | 12,493,673 | – | 3.18% | – |
| VIAB | New | Viacom Inc Class B | $668,212,000 | – | 7,704,514 | – | 3.17% | – |
| EXC | New | Exelon Corp | $658,090,000 | – | 18,039,784 | – | 3.12% | – |
| ACE | New | ACE Ltd | $641,606,000 | – | 6,187,153 | – | 3.04% | – |
| COF | New | Capital One Financial Corp | $631,854,000 | – | 7,649,565 | – | 3.00% | – |
| JCI | New | Johnson Controls Inc | $616,256,000 | – | 12,342,390 | – | 2.92% | – |
| BMY | New | Bristol-Myers Squibb Co | $612,783,000 | – | 12,632,095 | – | 2.91% | – |
| ORCL | New | Oracle Corp | $586,727,000 | – | 14,476,376 | – | 2.78% | – |
| CSCO | New | Cisco Systems Inc | $541,549,000 | – | 21,792,690 | – | 2.57% | – |
| UNH | New | UnitedHealth Group Inc | $529,666,000 | – | 6,479,088 | – | 2.51% | – |
| CVS | New | CVS Caremark Corp | $521,490,000 | – | 6,919,060 | – | 2.47% | – |
| VRX | New | Valeant Pharmaceuticals Intl I | $446,693,000 | – | 3,541,812 | – | 2.12% | – |
| SWN | New | Southwestern Energy Co | $342,276,000 | – | 7,524,166 | – | 1.62% | – |
| ECA | New | Encana Corp | $324,736,000 | – | 13,696,182 | – | 1.54% | – |
| BCE | New | BCE Inc | $323,096,000 | – | 7,122,913 | – | 1.53% | – |
| NTAP | New | NetApp Inc | $316,161,000 | – | 8,657,216 | – | 1.50% | – |
| CAM | New | Cameron International Corp | $311,147,000 | – | 4,595,287 | – | 1.48% | – |
| MOS | New | The Mosaic Co | $281,138,000 | – | 5,685,287 | – | 1.33% | – |
| VOD | New | Vodafone Group PLC - Sponsored | $257,447,000 | – | 7,680,331 | – | 1.22% | – |
| HON | New | Honeywell International Inc | $204,789,000 | – | 2,203,210 | – | 0.97% | – |
| F113PS | New | Covidien PLC | $171,030,000 | – | 1,896,546 | – | 0.81% | – |
| AMP | New | Ameriprise Financial Inc. | $123,002,000 | – | 1,025,014 | – | 0.58% | – |
| KO | New | Coca Cola Co | $111,972,000 | – | 2,643,366 | – | 0.53% | – |
| ESRX | New | Express Scripts Holding Co | $98,762,000 | – | 1,424,526 | – | 0.47% | – |
| NTRS | New | Northern Trust Corp | $90,553,000 | – | 1,410,269 | – | 0.43% | – |
| AMT | New | American Tower Corp | $89,643,000 | – | 996,251 | – | 0.42% | – |
| TIME | New | Time Inc | $83,038,000 | – | 3,428,501 | – | 0.39% | – |
| NVS | New | Novartis AG - Sponsored ADR | $76,943,000 | – | 849,912 | – | 0.36% | – |
| OI | New | Owens-Illinois Inc | $54,873,000 | – | 1,584,086 | – | 0.26% | – |
| MRO | New | Marathon Oil Corp | $37,552,000 | – | 940,693 | – | 0.18% | – |
| BAX | New | Baxter International | $7,000 | – | 93 | – | 0.00% | – |
Q4 2013
| Value | Shares | ↓ Weighting | ||||||
|---|---|---|---|---|---|---|---|---|
| OI | Exit | Owens-Illinois Inc | $0 | – | -1,565,955 | – | -0.24% | – |
| EBAY | Exit | Ebay Inc | $0 | – | -1,405,581 | – | -0.40% | – |
| TEVA | Exit | Teva Pharmaceutical Industries | $0 | – | -2,245,550 | – | -0.44% | – |
| SWK | Exit | Stanley Black & Decker Inc | $0 | – | -1,193,073 | – | -0.55% | – |
| ADBE | Exit | Adobe Systems Inc | $0 | – | -2,231,353 | – | -0.59% | – |
| DG | Exit | Dollar General Corp | $0 | – | -2,058,336 | – | -0.60% | – |
| NVS | Exit | Novartis AG - Sponsored ADR | $0 | – | -1,649,805 | – | -0.65% | – |
| UNH | Exit | UnitedHealth Group Inc | $0 | – | -2,834,505 | – | -1.04% | – |
| ACE | Exit | ACE Ltd | $0 | – | -2,279,640 | – | -1.09% | – |
| MOS | Exit | The Mosaic Co | $0 | – | -5,121,230 | – | -1.13% | – |
| KO | Exit | Coca Cola Co | $0 | – | -5,866,006 | – | -1.14% | – |
| JNJ | Exit | Johnson & Johnson | $0 | – | -2,698,989 | – | -1.20% | – |
| BCE | Exit | BCE Inc | $0 | – | -6,466,691 | – | -1.42% | – |
| ECA | Exit | Encana Corp | $0 | – | -17,453,965 | – | -1.55% | – |
| SWN | Exit | Southwestern Energy Co | $0 | – | -8,938,369 | – | -1.67% | – |
| SYMC | Exit | Symantec Corp | $0 | – | -15,113,648 | – | -1.92% | – |
| F113PS | Exit | Covidien PLC | $0 | – | -6,528,158 | – | -2.04% | – |
| BBT | Exit | BB&T Corp | $0 | – | -12,606,978 | – | -2.18% | – |
| HAL | Exit | Halliburton Co | $0 | – | -9,117,222 | – | -2.25% | – |
| MCK | Exit | McKesson Corp | $0 | – | -3,558,792 | – | -2.34% | – |
| F | Exit | Ford Motor Co | $0 | – | -27,579,510 | – | -2.38% | – |
| CVS | Exit | CVS Caremark Corp | $0 | – | -8,316,040 | – | -2.42% | – |
| BA | Exit | Boeing Co | $0 | – | -4,144,328 | – | -2.50% | – |
| JPM | Exit | JPMorgan Chase & Co | $0 | – | -9,563,826 | – | -2.53% | – |
| CSCO | Exit | Cisco Systems Inc | $0 | – | -21,197,404 | – | -2.54% | – |
| MRO | Exit | Marathon Oil Corp | $0 | – | -14,275,113 | – | -2.55% | – |
| HON | Exit | Honeywell International Inc | $0 | – | -6,344,118 | – | -2.70% | – |
| MON | Exit | Monsanto Co | $0 | – | -5,131,933 | – | -2.74% | – |
| EXC | Exit | Exelon Corp | $0 | – | -18,149,269 | – | -2.76% | – |
| PNC | Exit | PNC Financial Services Group | $0 | – | -7,627,749 | – | -2.83% | – |
| C | Exit | Citigroup Inc | $0 | – | -11,928,540 | – | -2.96% | – |
| JCI | Exit | Johnson Controls Inc | $0 | – | -14,695,936 | – | -3.12% | – |
| BAX | Exit | Baxter International Inc | $0 | – | -9,890,828 | – | -3.33% | – |
| MCD | Exit | McDonald's Corp | $0 | – | -6,848,117 | – | -3.38% | – |
| COF | Exit | Capital One Financial Corp | $0 | – | -10,276,485 | – | -3.62% | – |
| TXN | Exit | Texas Instruments Inc | $0 | – | -18,552,778 | – | -3.83% | – |
| VIAB | Exit | Viacom Inc Class B | $0 | – | -9,375,649 | – | -4.02% | – |
| XOM | Exit | Exxon Mobil Corp | $0 | – | -9,549,290 | – | -4.21% | – |
| TWX | Exit | Time Warner Inc | $0 | – | -12,924,563 | – | -4.36% | – |
| VOD | Exit | Vodafone Group PLC - Sponsored | $0 | – | -29,482,945 | – | -5.32% | – |
| GE | Exit | General Electric Co | $0 | – | -45,794,957 | – | -5.61% | – |
| PFE | Exit | Pfizer Inc | $0 | – | -39,898,222 | – | -5.87% | – |
Q3 2013
| Value | Shares | ↓ Weighting | ||||||
|---|---|---|---|---|---|---|---|---|
| PFE | Sell | Pfizer Inc | $1,145,488,000 | -2.2% | 39,898,222 | -4.6% | 5.87% | -2.9% |
| GE | Sell | General Electric Co | $1,094,041,000 | +1.7% | 45,794,957 | -1.3% | 5.61% | +1.0% |
| VOD | Sell | Vodafone Group PLC - Sponsored | $1,037,210,000 | +17.8% | 29,482,945 | -3.7% | 5.32% | +17.0% |
| TWX | Sell | Time Warner Inc | $850,565,000 | +8.7% | 12,924,563 | -4.5% | 4.36% | +7.9% |
| XOM | Sell | Exxon Mobil Corp | $821,620,000 | -9.1% | 9,549,290 | -4.6% | 4.21% | -9.8% |
| VIAB | Sell | Viacom Inc Class B | $783,616,000 | +9.3% | 9,375,649 | -11.0% | 4.02% | +8.5% |
| TXN | Sell | Texas Instruments Inc | $747,126,000 | +10.2% | 18,552,778 | -4.6% | 3.83% | +9.4% |
| COF | Sell | Capital One Financial Corp | $706,406,000 | +4.5% | 10,276,485 | -4.5% | 3.62% | +3.8% |
| MCD | Buy | McDonald's Corp | $658,857,000 | +0.9% | 6,848,117 | +3.8% | 3.38% | +0.2% |
| BAX | Sell | Baxter International Inc | $649,728,000 | -9.4% | 9,890,828 | -4.4% | 3.33% | -10.0% |
| JCI | Sell | Johnson Controls Inc | $609,881,000 | +10.5% | 14,695,936 | -4.7% | 3.12% | +9.7% |
| C | Buy | Citigroup Inc | $578,653,000 | +6.0% | 11,928,540 | +4.8% | 2.96% | +5.2% |
| PNC | Sell | PNC Financial Services Group | $552,630,000 | -4.9% | 7,627,749 | -4.3% | 2.83% | -5.6% |
| EXC | Buy | Exelon Corp | $537,944,000 | +3.0% | 18,149,269 | +7.3% | 2.76% | +2.3% |
| MON | Buy | Monsanto Co | $535,620,000 | +10.1% | 5,131,933 | +4.2% | 2.74% | +9.4% |
| HON | Sell | Honeywell International Inc | $526,815,000 | -11.3% | 6,344,118 | -15.2% | 2.70% | -11.9% |
| MRO | Buy | Marathon Oil Corp | $497,915,000 | +6.0% | 14,275,113 | +5.0% | 2.55% | +5.2% |
| CSCO | Buy | Cisco Systems Inc | $496,446,000 | -2.1% | 21,197,404 | +1.6% | 2.54% | -2.8% |
| JPM | Sell | JPMorgan Chase & Co | $494,353,000 | -6.5% | 9,563,826 | -4.5% | 2.53% | -7.1% |
| BA | New | Boeing Co | $486,958,000 | – | 4,144,328 | – | 2.50% | – |
| CVS | Buy | CVS Caremark Corp | $471,935,000 | +1.2% | 8,316,040 | +1.9% | 2.42% | +0.4% |
| F | Sell | Ford Motor Co | $465,266,000 | -3.5% | 27,579,510 | -11.5% | 2.38% | -4.1% |
| MCK | Sell | McKesson Corp | $456,592,000 | +7.0% | 3,558,792 | -4.5% | 2.34% | +6.2% |
| HAL | Sell | Halliburton Co | $438,994,000 | +9.8% | 9,117,222 | -4.8% | 2.25% | +9.0% |
| BBT | Buy | BB&T Corp | $425,484,000 | +15.5% | 12,606,978 | +15.9% | 2.18% | +14.7% |
| F113PS | Sell | Covidien PLC | $397,825,000 | -19.6% | 6,528,158 | -17.1% | 2.04% | -20.1% |
| SYMC | Sell | Symantec Corp | $374,062,000 | +9.8% | 15,113,648 | -0.3% | 1.92% | +9.0% |
| SWN | Sell | Southwestern Energy Co | $325,178,000 | -5.3% | 8,938,369 | -4.9% | 1.67% | -6.0% |
| ECA | Sell | Encana Corp | $302,476,000 | -2.0% | 17,453,965 | -4.2% | 1.55% | -2.6% |
| BCE | Sell | BCE Inc | $276,127,000 | +3.4% | 6,466,691 | -0.6% | 1.42% | +2.7% |
| JNJ | Sell | Johnson & Johnson | $233,974,000 | -73.8% | 2,698,989 | -74.0% | 1.20% | -74.0% |
| KO | Buy | Coca Cola Co | $222,205,000 | +1.5% | 5,866,006 | +7.5% | 1.14% | +0.8% |
| MOS | Buy | The Mosaic Co | $220,314,000 | -8.5% | 5,121,230 | +14.4% | 1.13% | -9.2% |
| ACE | Sell | ACE Ltd | $213,282,000 | +1.6% | 2,279,640 | -2.8% | 1.09% | +0.8% |
| UNH | Sell | UnitedHealth Group Inc | $202,978,000 | +5.3% | 2,834,505 | -3.7% | 1.04% | +4.5% |
| NVS | Sell | Novartis AG - Sponsored ADR | $126,556,000 | +4.9% | 1,649,805 | -3.3% | 0.65% | +4.2% |
| DG | Sell | Dollar General Corp | $116,213,000 | +6.6% | 2,058,336 | -4.8% | 0.60% | +5.7% |
| ADBE | Sell | Adobe Systems Inc | $115,896,000 | +9.1% | 2,231,353 | -4.3% | 0.59% | +8.4% |
| SWK | Sell | Stanley Black & Decker Inc | $108,056,000 | +11.6% | 1,193,073 | -4.7% | 0.55% | +10.8% |
| TEVA | Buy | Teva Pharmaceutical Industries | $84,837,000 | +75.6% | 2,245,550 | +82.2% | 0.44% | +74.7% |
| EBAY | New | Ebay Inc | $78,417,000 | – | 1,405,581 | – | 0.40% | – |
| OI | Sell | Owens-Illinois Inc | $47,009,000 | -37.2% | 1,565,955 | -41.9% | 0.24% | -37.6% |
| IBN | Exit | ICICI Bank Limited | $0 | – | -317,050 | – | -0.06% | – |
| CMI | Exit | Cummins Inc | $0 | – | -242,877 | – | -0.14% | – |
| MET | Exit | MetLife Inc | $0 | – | -1,908,643 | – | -0.45% | – |
Q2 2013
| Value | Shares | ↓ Weighting | ||||||
|---|---|---|---|---|---|---|---|---|
| PFE | New | Pfizer Inc | $1,171,478,000 | – | 41,823,595 | – | 6.05% | – |
| GE | New | General Electric Co | $1,075,429,000 | – | 46,374,696 | – | 5.55% | – |
| XOM | New | Exxon Mobil Corp | $904,338,000 | – | 10,009,276 | – | 4.67% | – |
| JNJ | New | Johnson & Johnson | $892,953,000 | – | 10,400,099 | – | 4.61% | – |
| VOD | New | Vodafone Group PLC - Sponsored | $880,252,000 | – | 30,628,063 | – | 4.54% | – |
| TWX | New | Time Warner Inc | $782,460,000 | – | 13,532,684 | – | 4.04% | – |
| VIAB | New | Viacom Inc Class B | $717,223,000 | – | 10,539,698 | – | 3.70% | – |
| BAX | New | Baxter International Inc | $716,824,000 | – | 10,348,254 | – | 3.70% | – |
| TXN | New | Texas Instruments Inc | $678,218,000 | – | 19,450,061 | – | 3.50% | – |
| COF | New | Capital One Financial Corp | $676,137,000 | – | 10,764,788 | – | 3.49% | – |
| MCD | New | McDonald's Corp | $652,961,000 | – | 6,595,572 | – | 3.37% | – |
| HON | New | Honeywell International Inc | $593,879,000 | – | 7,485,247 | – | 3.06% | – |
| PNC | New | PNC Financial Services Group | $581,365,000 | – | 7,972,642 | – | 3.00% | – |
| JCI | New | Johnson Controls Inc | $551,801,000 | – | 15,417,743 | – | 2.85% | – |
| C | New | Citigroup Inc | $546,127,000 | – | 11,384,757 | – | 2.82% | – |
| JPM | New | JPMorgan Chase & Co | $528,604,000 | – | 10,013,335 | – | 2.73% | – |
| EXC | New | Exelon Corp | $522,260,000 | – | 16,912,565 | – | 2.70% | – |
| CSCO | New | Cisco Systems Inc | $506,989,000 | – | 20,854,907 | – | 2.62% | – |
| F113PS | New | Covidien PLC | $494,650,000 | – | 7,871,579 | – | 2.55% | – |
| MON | New | Monsanto Co | $486,377,000 | – | 4,922,848 | – | 2.51% | – |
| F | New | Ford Motor Co | $481,899,000 | – | 31,150,561 | – | 2.49% | – |
| MRO | New | Marathon Oil Corp | $469,923,000 | – | 13,589,447 | – | 2.42% | – |
| CVS | New | CVS Caremark Corp | $466,560,000 | – | 8,159,487 | – | 2.41% | – |
| MCK | New | McKesson Corp | $426,811,000 | – | 3,727,613 | – | 2.20% | – |
| HAL | New | Halliburton Co | $399,716,000 | – | 9,580,917 | – | 2.06% | – |
| BBT | New | BB&T Corp | $368,443,000 | – | 10,874,896 | – | 1.90% | – |
| SWN | New | Southwestern Energy Co | $343,371,000 | – | 9,399,703 | – | 1.77% | – |
| SYMC | New | Symantec Corp | $340,615,000 | – | 15,158,593 | – | 1.76% | – |
| ECA | New | Encana Corp | $308,498,000 | – | 18,211,172 | – | 1.59% | – |
| BCE | New | BCE Inc | $266,947,000 | – | 6,507,720 | – | 1.38% | – |
| MOS | New | The Mosaic Co | $240,809,000 | – | 4,475,173 | – | 1.24% | – |
| KO | New | Coca Cola Co | $218,964,000 | – | 5,459,094 | – | 1.13% | – |
| ACE | New | ACE Ltd | $209,958,000 | – | 2,346,416 | – | 1.08% | – |
| UNH | New | UnitedHealth Group Inc | $192,711,000 | – | 2,943,061 | – | 1.00% | – |
| NVS | New | Novartis AG - Sponsored ADR | $120,589,000 | – | 1,705,415 | – | 0.62% | – |
| DG | New | Dollar General Corp | $109,051,000 | – | 2,162,433 | – | 0.56% | – |
| ADBE | New | Adobe Systems Inc | $106,243,000 | – | 2,331,935 | – | 0.55% | – |
| SWK | New | Stanley Black & Decker Inc | $96,806,000 | – | 1,252,338 | – | 0.50% | – |
| MET | New | MetLife Inc | $87,340,000 | – | 1,908,643 | – | 0.45% | – |
| OI | New | Owens-Illinois Inc | $74,872,000 | – | 2,694,203 | – | 0.39% | – |
| TEVA | New | Teva Pharmaceutical Industries | $48,302,000 | – | 1,232,200 | – | 0.25% | – |
| CMI | New | Cummins Inc | $26,342,000 | – | 242,877 | – | 0.14% | – |
| IBN | New | ICICI Bank Limited | $12,127,000 | – | 317,050 | – | 0.06% | – |