Q3 2017
| Value | Shares | ↓ Weighting | ||||||
|---|---|---|---|---|---|---|---|---|
| 00 | $0 | – | 0 | – | 0.00% | – |
Q2 2017
| Value | Shares | ↓ Weighting | ||||||
|---|---|---|---|---|---|---|---|---|
| New | 00 | $0 | – | 0 | – | 0.00% | – |
Q4 2016
| Value | Shares | ↓ Weighting | ||||||
|---|---|---|---|---|---|---|---|---|
| Exit | 00 | $0 | – | 0 | – | 0.00% | – |
Q3 2016
| Value | Shares | ↓ Weighting | ||||||
|---|---|---|---|---|---|---|---|---|
| New | 00 | $0 | – | 0 | – | 0.00% | – | |
| NFX | Exit | NEWFIELD EXPL CO | $0 | – | -78,000 | – | -0.58% | – |
| GWW | Exit | GRAINGER W W INC | $0 | – | -16,800 | – | -0.63% | – |
| DVN | Exit | DEVON ENERGY CORP NEW | $0 | – | -102,000 | – | -0.67% | – |
| OMC | Exit | OMNICOM GROUP INC | $0 | – | -52,000 | – | -0.73% | – |
| TDF | Exit | TEMPLETON DRAGON FD INC | $0 | – | -241,000 | – | -0.74% | – |
| HP | Exit | HELMERICH & PAYNE INC | $0 | – | -83,000 | – | -0.88% | – |
| CPPL | Exit | COLUMBIA PIPELINE PARTNERS L | $0 | – | -345,000 | – | -0.88% | – |
| HOG | Exit | HARLEY DAVIDSON INC | $0 | – | -98,000 | – | -0.88% | – |
| DHR | Exit | DANAHER CORP DEL | $0 | – | -67,000 | – | -0.93% | – |
| TTE | Exit | TOTAL S Asponsored adr | $0 | – | -116,000 | – | -0.95% | – |
| PPC | Exit | PILGRIMS PRIDE CORP NEW | $0 | – | -244,000 | – | -0.97% | – |
| SLB | Exit | SCHLUMBERGER LTD | $0 | – | -72,000 | – | -0.99% | – |
| LUV | Exit | SOUTHWEST AIRLS CO | $0 | – | -171,000 | – | -1.08% | – |
| CRM | Exit | SALESFORCE COM INC | $0 | – | -79,000 | – | -1.10% | – |
| KO | Exit | COCA COLA CO | $0 | – | -150,000 | – | -1.12% | – |
| POT | Exit | POTASH CORP SASK INC | $0 | – | -422,000 | – | -1.12% | – |
| BABA | Exit | ALIBABA GROUP HLDG LTDsponsored ads | $0 | – | -81,000 | – | -1.14% | – |
| HCA | Exit | HCA HOLDINGS INC | $0 | – | -87,000 | – | -1.14% | – |
| FB | Exit | FACEBOOK INCcl a | $0 | – | -55,000 | – | -1.16% | – |
| RY | Exit | ROYAL BK CDA MONTREAL QUE | $0 | – | -112,000 | – | -1.16% | – |
| GDX | Exit | VANECK VECTORS ETF TRgold miners etf | $0 | – | -224,000 | – | -1.17% | – |
| MHK | Exit | MOHAWK INDS INC | $0 | – | -33,000 | – | -1.18% | – |
| MO | Exit | ALTRIA GROUP INC | $0 | – | -102,000 | – | -1.18% | – |
| GOOG | Exit | ALPHABET INCcap stk cl c | $0 | – | -9,000 | – | -1.18% | – |
| CVX | Exit | CHEVRON CORP NEW | $0 | – | -68,000 | – | -1.19% | – |
| AA | Exit | ALCOA INC | $0 | – | -657,000 | – | -1.19% | – |
| FIVE | Exit | FIVE BELOW INC | $0 | – | -138,000 | – | -1.20% | – |
| DOW | Exit | DOW CHEM CO | $0 | – | -132,000 | – | -1.21% | – |
| DUK | Exit | DUKE ENERGY CORP NEW | $0 | – | -83,000 | – | -1.21% | – |
| AES | Exit | AES CORP | $0 | – | -575,000 | – | -1.21% | – |
| BNS | Exit | BANK N S HALIFAX | $0 | – | -140,000 | – | -1.21% | – |
| GE | Exit | GENERAL ELECTRIC CO | $0 | – | -229,000 | – | -1.22% | – |
| T | Exit | AT&T INC | $0 | – | -165,000 | – | -1.22% | – |
| SO | Exit | SOUTHERN CO | $0 | – | -134,000 | – | -1.22% | – |
| MA | Exit | MASTERCARD INCcl a | $0 | – | -76,000 | – | -1.24% | – |
| PG | Exit | PROCTER & GAMBLE CO | $0 | – | -85,000 | – | -1.24% | – |
| GSK | Exit | GLAXOSMITHKLINE PLCsponsored adr | $0 | – | -162,000 | – | -1.25% | – |
| GILD | Exit | GILEAD SCIENCES INC | $0 | – | -92,000 | – | -1.25% | – |
| HST | Exit | HOST HOTELS & RESORTS INC | $0 | – | -413,000 | – | -1.25% | – |
| PFE | Exit | PFIZER INC | $0 | – | -199,000 | – | -1.25% | – |
| CMI | Exit | CUMMINS INC | $0 | – | -60,000 | – | -1.26% | – |
| BDX | Exit | BECTON DICKINSON & CO | $0 | – | -42,000 | – | -1.26% | – |
| IP | Exit | INTL PAPER CO | $0 | – | -163,000 | – | -1.27% | – |
| LUMN | Exit | CENTURYLINK INC | $0 | – | -241,000 | – | -1.29% | – |
| FLR | Exit | FLUOR CORP NEW | $0 | – | -142,000 | – | -1.30% | – |
| CLX | Exit | CLOROX CO DEL | $0 | – | -60,000 | – | -1.34% | – |
| UNH | Exit | UNITEDHEALTH GROUP INC | $0 | – | -56,000 | – | -1.37% | – |
| HD | Exit | HOME DEPOT INC | $0 | – | -58,000 | – | -1.37% | – |
| TWX | Exit | TIME WARNER INC | $0 | – | -105,000 | – | -1.37% | – |
| GD | Exit | GENERAL DYNAMICS CORP | $0 | – | -56,000 | – | -1.40% | – |
| CSX | Exit | CSX CORP | $0 | – | -307,000 | – | -1.48% | – |
| MSFT | Exit | MICROSOFT CORP | $0 | – | -155,000 | – | -1.50% | – |
| JNJ | Exit | JOHNSON & JOHNSON | $0 | – | -71,000 | – | -1.52% | – |
| PAYX | Exit | PAYCHEX INC | $0 | – | -150,000 | – | -1.52% | – |
| ABT | Exit | ABBOTT LABS | $0 | – | -199,000 | – | -1.52% | – |
| BLK | Exit | BLACKROCK INC | $0 | – | -24,800 | – | -1.55% | – |
| AAPL | Exit | APPLE INC | $0 | – | -88,000 | – | -1.56% | – |
| PEP | Exit | PEPSICO INC | $0 | – | -85,000 | – | -1.58% | – |
| WMT | Exit | WAL-MART STORES INC | $0 | – | -129,000 | – | -1.61% | – |
| MCD | Exit | MCDONALDS CORP | $0 | – | -82,000 | – | -1.65% | – |
| UPS | Exit | UNITED PARCEL SERVICE INCcl b | $0 | – | -90,000 | – | -1.66% | – |
| ADM | Exit | ARCHER DANIELS MIDLAND CO | $0 | – | -220,000 | – | -1.69% | – |
| JPM | Exit | JPMORGAN CHASE & CO | $0 | – | -161,000 | – | -1.76% | – |
| WFC | Exit | WELLS FARGO & CO NEW | $0 | – | -218,000 | – | -1.78% | – |
| ADI | Exit | ANALOG DEVICES INC | $0 | – | -171,000 | – | -1.86% | – |
| VIAB | Exit | VIACOM INC NEWcl b | $0 | – | -241,000 | – | -1.87% | – |
| BA | Exit | BOEING CO | $0 | – | -82,000 | – | -1.87% | – |
| TGT | Exit | TARGET CORP | $0 | – | -146,000 | – | -1.88% | – |
| EMR | Exit | EMERSON ELEC CO | $0 | – | -197,000 | – | -1.88% | – |
| ETN | Exit | EATON CORP PLC | $0 | – | -177,000 | – | -1.92% | – |
| CSCO | Exit | CISCO SYS INC | $0 | – | -370,000 | – | -1.93% | – |
| QCOM | Exit | QUALCOMM INC | $0 | – | -183,000 | – | -1.95% | – |
| PRU | Exit | PRUDENTIAL FINL INC | $0 | – | -156,000 | – | -2.00% | – |
| VZ | Exit | VERIZON COMMUNICATIONS INC | $0 | – | -213,000 | – | -2.01% | – |
| WRK | Exit | WESTROCK CO | $0 | – | -284,000 | – | -2.08% | – |
Q2 2016
| Value | Shares | ↓ Weighting | ||||||
|---|---|---|---|---|---|---|---|---|
| WRK | New | WESTROCK CO | $12,186,000 | – | 284,000 | – | 2.08% | – |
| VZ | New | VERIZON COMMUNICATIONS INC | $11,802,000 | – | 213,000 | – | 2.01% | – |
| PRU | New | PRUDENTIAL FINL INC | $11,745,000 | – | 156,000 | – | 2.00% | – |
| QCOM | New | QUALCOMM INC | $11,452,000 | – | 183,000 | – | 1.95% | – |
| CSCO | New | CISCO SYS INC | $11,296,000 | – | 370,000 | – | 1.93% | – |
| ETN | New | EATON CORP PLC | $11,224,000 | – | 177,000 | – | 1.92% | – |
| EMR | New | EMERSON ELEC CO | $11,012,000 | – | 197,000 | – | 1.88% | – |
| TGT | New | TARGET CORP | $10,998,000 | – | 146,000 | – | 1.88% | – |
| VIAB | New | VIACOM INC NEWcl b | $10,958,000 | – | 241,000 | – | 1.87% | – |
| BA | New | BOEING CO | $10,960,000 | – | 82,000 | – | 1.87% | – |
| ADI | New | ANALOG DEVICES INC | $10,915,000 | – | 171,000 | – | 1.86% | – |
| WFC | New | WELLS FARGO & CO NEW | $10,457,000 | – | 218,000 | – | 1.78% | – |
| JPM | New | JPMORGAN CHASE & CO | $10,299,000 | – | 161,000 | – | 1.76% | – |
| ADM | New | ARCHER DANIELS MIDLAND CO | $9,918,000 | – | 220,000 | – | 1.69% | – |
| UPS | New | UNITED PARCEL SERVICE INCcl b | $9,729,000 | – | 90,000 | – | 1.66% | – |
| MCD | New | MCDONALDS CORP | $9,647,000 | – | 82,000 | – | 1.65% | – |
| WMT | New | WAL-MART STORES INC | $9,413,000 | – | 129,000 | – | 1.61% | – |
| PEP | New | PEPSICO INC | $9,258,000 | – | 85,000 | – | 1.58% | – |
| AAPL | New | APPLE INC | $9,170,000 | – | 88,000 | – | 1.56% | – |
| BLK | New | BLACKROCK INC | $9,083,000 | – | 24,800 | – | 1.55% | – |
| ABT | New | ABBOTT LABS | $8,905,000 | – | 199,000 | – | 1.52% | – |
| JNJ | New | JOHNSON & JOHNSON | $8,891,000 | – | 71,000 | – | 1.52% | – |
| PAYX | New | PAYCHEX INC | $8,892,000 | – | 150,000 | – | 1.52% | – |
| MSFT | New | MICROSOFT CORP | $8,785,000 | – | 155,000 | – | 1.50% | – |
| CSX | New | CSX CORP | $8,697,000 | – | 307,000 | – | 1.48% | – |
| GD | New | GENERAL DYNAMICS CORP | $8,226,000 | – | 56,000 | – | 1.40% | – |
| TWX | New | TIME WARNER INC | $8,048,000 | – | 105,000 | – | 1.37% | – |
| UNH | New | UNITEDHEALTH GROUP INC | $8,019,000 | – | 56,000 | – | 1.37% | – |
| HD | New | HOME DEPOT INC | $8,018,000 | – | 58,000 | – | 1.37% | – |
| CLX | New | CLOROX CO DEL | $7,864,000 | – | 60,000 | – | 1.34% | – |
| FLR | New | FLUOR CORP NEW | $7,600,000 | – | 142,000 | – | 1.30% | – |
| LUMN | New | CENTURYLINK INC | $7,577,000 | – | 241,000 | – | 1.29% | – |
| IP | New | INTL PAPER CO | $7,467,000 | – | 163,000 | – | 1.27% | – |
| BDX | New | BECTON DICKINSON & CO | $7,392,000 | – | 42,000 | – | 1.26% | – |
| CMI | New | CUMMINS INC | $7,366,000 | – | 60,000 | – | 1.26% | – |
| PFE | New | PFIZER INC | $7,341,000 | – | 199,000 | – | 1.25% | – |
| HST | New | HOST HOTELS & RESORTS INC | $7,327,000 | – | 413,000 | – | 1.25% | – |
| GILD | New | GILEAD SCIENCES INC | $7,311,000 | – | 92,000 | – | 1.25% | – |
| GSK | New | GLAXOSMITHKLINE PLCsponsored adr | $7,301,000 | – | 162,000 | – | 1.25% | – |
| PG | New | PROCTER & GAMBLE CO | $7,275,000 | – | 85,000 | – | 1.24% | – |
| MA | New | MASTERCARD INCcl a | $7,238,000 | – | 76,000 | – | 1.24% | – |
| SO | New | SOUTHERN CO | $7,169,000 | – | 134,000 | – | 1.22% | – |
| T | New | AT&T INC | $7,143,000 | – | 165,000 | – | 1.22% | – |
| GE | New | GENERAL ELECTRIC CO | $7,131,000 | – | 229,000 | – | 1.22% | – |
| BNS | New | BANK N S HALIFAX | $7,108,000 | – | 140,000 | – | 1.21% | – |
| AES | New | AES CORP | $7,101,000 | – | 575,000 | – | 1.21% | – |
| DUK | New | DUKE ENERGY CORP NEW | $7,104,000 | – | 83,000 | – | 1.21% | – |
| DOW | New | DOW CHEM CO | $7,084,000 | – | 132,000 | – | 1.21% | – |
| FIVE | New | FIVE BELOW INC | $7,039,000 | – | 138,000 | – | 1.20% | – |
| AA | New | ALCOA INC | $6,977,000 | – | 657,000 | – | 1.19% | – |
| CVX | New | CHEVRON CORP NEW | $6,969,000 | – | 68,000 | – | 1.19% | – |
| GOOG | New | ALPHABET INCcap stk cl c | $6,919,000 | – | 9,000 | – | 1.18% | – |
| MO | New | ALTRIA GROUP INC | $6,905,000 | – | 102,000 | – | 1.18% | – |
| MHK | New | MOHAWK INDS INC | $6,895,000 | – | 33,000 | – | 1.18% | – |
| GDX | New | VANECK VECTORS ETF TRgold miners etf | $6,852,000 | – | 224,000 | – | 1.17% | – |
| RY | New | ROYAL BK CDA MONTREAL QUE | $6,828,000 | – | 112,000 | – | 1.16% | – |
| FB | New | FACEBOOK INCcl a | $6,817,000 | – | 55,000 | – | 1.16% | – |
| HCA | New | HCA HOLDINGS INC | $6,710,000 | – | 87,000 | – | 1.14% | – |
| BABA | New | ALIBABA GROUP HLDG LTDsponsored ads | $6,681,000 | – | 81,000 | – | 1.14% | – |
| POT | New | POTASH CORP SASK INC | $6,583,000 | – | 422,000 | – | 1.12% | – |
| KO | New | COCA COLA CO | $6,545,000 | – | 150,000 | – | 1.12% | – |
| CRM | New | SALESFORCE COM INC | $6,462,000 | – | 79,000 | – | 1.10% | – |
| LUV | New | SOUTHWEST AIRLS CO | $6,329,000 | – | 171,000 | – | 1.08% | – |
| SLB | New | SCHLUMBERGER LTD | $5,797,000 | – | 72,000 | – | 0.99% | – |
| PPC | New | PILGRIMS PRIDE CORP NEW | $5,673,000 | – | 244,000 | – | 0.97% | – |
| TTE | New | TOTAL S Asponsored adr | $5,580,000 | – | 116,000 | – | 0.95% | – |
| DHR | New | DANAHER CORP DEL | $5,456,000 | – | 67,000 | – | 0.93% | – |
| HOG | New | HARLEY DAVIDSON INC | $5,186,000 | – | 98,000 | – | 0.88% | – |
| CPPL | New | COLUMBIA PIPELINE PARTNERS L | $5,165,000 | – | 345,000 | – | 0.88% | – |
| HP | New | HELMERICH & PAYNE INC | $5,144,000 | – | 83,000 | – | 0.88% | – |
| TDF | New | TEMPLETON DRAGON FD INC | $4,365,000 | – | 241,000 | – | 0.74% | – |
| OMC | New | OMNICOM GROUP INC | $4,279,000 | – | 52,000 | – | 0.73% | – |
| DVN | New | DEVON ENERGY CORP NEW | $3,905,000 | – | 102,000 | – | 0.67% | – |
| GWW | New | GRAINGER W W INC | $3,677,000 | – | 16,800 | – | 0.63% | – |
| NFX | New | NEWFIELD EXPL CO | $3,377,000 | – | 78,000 | – | 0.58% | – |
Q4 2015
| Value | Shares | ↓ Weighting | ||||||
|---|---|---|---|---|---|---|---|---|
| GOOGL | Exit | GOOGLE INCcl a | $0 | – | -2,200 | – | -0.24% | – |
| POT | Exit | POTASH CORP SASK INC | $0 | – | -92,000 | – | -0.33% | – |
| TTE | Exit | TOTAL SAsponsored adr | $0 | – | -52,000 | – | -0.40% | – |
| BPL | Exit | BUCKEYE PARTNERS LPunit ltd partn | $0 | – | -42,000 | – | -0.43% | – |
| GM | Exit | GENERAL MOTORS CO | $0 | – | -88,000 | – | -0.46% | – |
| RY | Exit | ROYAL BANK OF CANADA | $0 | – | -48,000 | – | -0.46% | – |
| GSK | Exit | GLAXOSMITHKLINE PLCsponsored adr | $0 | – | -70,000 | – | -0.47% | – |
| CAJ | Exit | CANON INCsponsored adr | $0 | – | -94,000 | – | -0.47% | – |
| MRK | Exit | MERCK & CO | $0 | – | -58,000 | – | -0.50% | – |
| PFE | Exit | PFIZER INC | $0 | – | -97,000 | – | -0.53% | – |
| T | Exit | AT&T INC | $0 | – | -97,000 | – | -0.55% | – |
| SO | Exit | SOUTHERN CO | $0 | – | -74,000 | – | -0.57% | – |
| MO | Exit | ALTRIA GROUP INC | $0 | – | -61,000 | – | -0.57% | – |
| GE | Exit | GENERAL ELECTRIC CO | $0 | – | -132,000 | – | -0.58% | – |
| LMT | Exit | LOCKHEED MARTIN CORP | $0 | – | -16,400 | – | -0.59% | – |
| LLY | Exit | LILLY (ELI) & CO | $0 | – | -45,000 | – | -0.65% | – |
| TDF | Exit | TEMPLETON DRAGON FUND INC | $0 | – | -260,000 | – | -0.84% | – |
| GME | Exit | GAMESTOP CORPcl a | $0 | – | -140,000 | – | -1.00% | – |
| VRX | Exit | VALEANT PHARMACEUTICALS INTL | $0 | – | -37,000 | – | -1.14% | – |
| HES | Exit | HESS CORP | $0 | – | -150,000 | – | -1.30% | – |
| LLL | Exit | L-3 COMMUNICATIONS HLDGS INC | $0 | – | -73,000 | – | -1.32% | – |
| GDX | Exit | MARKET VECTORS GOLD MNRS ETF | $0 | – | -595,000 | – | -1.41% | – |
| GOOG | Exit | GOOGLE INCcl c | $0 | – | -13,436 | – | -1.41% | – |
| HCA | Exit | HCA HOLDINGS INC | $0 | – | -114,000 | – | -1.52% | – |
| BIIB | Exit | BIOGEN INC | $0 | – | -30,900 | – | -1.56% | – |
| FDX | Exit | FEDEX CORP | $0 | – | -63,000 | – | -1.57% | – |
| USG | Exit | USG CORP | $0 | – | -345,400 | – | -1.59% | – |
| MHK | Exit | MOHAWK INDUSTRIES INC | $0 | – | -51,000 | – | -1.60% | – |
| WHR | Exit | WHIRLPOOL CORP | $0 | – | -63,000 | – | -1.60% | – |
| LUV | Exit | SOUTHWEST AIRLINES | $0 | – | -244,000 | – | -1.61% | – |
| CF | Exit | CF INDUSTRIES HOLDINGS INC | $0 | – | -210,500 | – | -1.64% | – |
| LNC | Exit | LINCOLN NATIONAL CORP | $0 | – | -200,000 | – | -1.64% | – |
| ABT | Exit | ABBOTT LABORATORIES | $0 | – | -236,000 | – | -1.64% | – |
| FB | Exit | FACEBOOK INCcl a | $0 | – | -107,000 | – | -1.66% | – |
| RCL | Exit | ROYAL CARIBBEAN CRUISES LTD | $0 | – | -108,000 | – | -1.66% | – |
| DE | Exit | DEERE & CO | $0 | – | -132,000 | – | -1.69% | – |
| GS | Exit | GOLDMAN SACHS GROUP INC | $0 | – | -56,700 | – | -1.70% | – |
| GT | Exit | GOODYEAR TIRE & RUBBER CO | $0 | – | -337,000 | – | -1.71% | – |
| SLB | Exit | SCHLUMBERGER LTD | $0 | – | -144,000 | – | -1.72% | – |
| UBS | Exit | UBS AG | $0 | – | -539,000 | – | -1.73% | – |
| MA | Exit | MASTERCARD INCcl a | $0 | – | -111,000 | – | -1.73% | – |
| ADM | Exit | ARCHER-DANIELS-MIDLAND CO | $0 | – | -243,000 | – | -1.74% | – |
| VLO | Exit | VALERO ENERGY CORP | $0 | – | -168,000 | – | -1.75% | – |
| ALK | Exit | ALASKA AIR GROUP INC | $0 | – | -128,000 | – | -1.76% | – |
| GILD | Exit | GILEAD SCIENCES INC | $0 | – | -104,000 | – | -1.77% | – |
| BDX | Exit | BECTON DICKINSON & CO | $0 | – | -78,000 | – | -1.79% | – |
| SWKS | Exit | SKYWORKS SOLUTIONS INC | $0 | – | -124,000 | – | -1.81% | – |
| AAPL | Exit | APPLE INC | $0 | – | -96,000 | – | -1.83% | – |
| JPM | Exit | JPMORGAN CHASE & CO | $0 | – | -174,000 | – | -1.84% | – |
| EMC | Exit | EMC CORP/MA | $0 | – | -440,000 | – | -1.84% | – |
| STJ | Exit | ST JUDE MEDICAL INC | $0 | – | -172,000 | – | -1.88% | – |
| TWX | Exit | TIME WARNER INC | $0 | – | -158,000 | – | -1.88% | – |
| BA | Exit | BOEING CO | $0 | – | -84,000 | – | -1.90% | – |
| PRU | Exit | PRUDENTIAL FINANCIAL INC | $0 | – | -145,000 | – | -1.91% | – |
| CAKE | Exit | CHEESECAKE FACTORY INC | $0 | – | -205,000 | – | -1.91% | – |
| BLK | Exit | BLACKROCK INC | $0 | – | -37,200 | – | -1.91% | – |
| LEA | Exit | LEAR CORP | $0 | – | -102,000 | – | -1.92% | – |
| QCOM | Exit | QUALCOMM INC | $0 | – | -211,000 | – | -1.96% | – |
| PGR | Exit | PROGRESSIVE CORP-OHIO | $0 | – | -372,000 | – | -1.97% | – |
| BBT | Exit | BB&T CORP | $0 | – | -321,000 | – | -1.98% | – |
| UPS | Exit | UNITED PARCEL SERVICE INC | $0 | – | -116,000 | – | -1.98% | – |
| UNH | Exit | UNITEDHEALTH GROUP INC | $0 | – | -99,000 | – | -1.99% | – |
| BX | Exit | BLACKSTONE GROUP LP | $0 | – | -376,000 | – | -2.06% | – |
| WFC | Exit | WELLS FARGO & CO | $0 | – | -232,000 | – | -2.06% | – |
| TGT | Exit | TARGET CORP | $0 | – | -154,000 | – | -2.10% | – |
| PEP | Exit | PEPSICO INC | $0 | – | -129,000 | – | -2.10% | – |
| F | Exit | FORD MOTOR CO | $0 | – | -923,000 | – | -2.17% | – |
| VZ | Exit | VERIZON COMMUNICATIONS INC | $0 | – | -291,000 | – | -2.19% | – |
| MCD | Exit | MCDONALD'S CORP | $0 | – | -130,000 | – | -2.22% | – |
Q3 2015
| Value | Shares | ↓ Weighting | ||||||
|---|---|---|---|---|---|---|---|---|
| MCD | New | MCDONALD'S CORP | $12,809,000 | – | 130,000 | – | 2.22% | – |
| PEP | Sell | PEPSICO INC | $12,165,000 | -8.2% | 129,000 | -9.2% | 2.10% | +4.6% |
| TGT | New | TARGET CORP | $12,114,000 | – | 154,000 | – | 2.10% | – |
| WFC | Buy | WELLS FARGO & CO | $11,913,000 | +265.2% | 232,000 | +300.0% | 2.06% | +316.4% |
| BX | Buy | BLACKSTONE GROUP LP | $11,908,000 | -20.4% | 376,000 | +2.7% | 2.06% | -9.3% |
| UPS | New | UNITED PARCEL SERVICE INC | $11,448,000 | – | 116,000 | – | 1.98% | – |
| PGR | Sell | PROGRESSIVE CORP-OHIO | $11,398,000 | -9.0% | 372,000 | -17.3% | 1.97% | +3.7% |
| CAKE | New | CHEESECAKE FACTORY INC | $11,062,000 | – | 205,000 | – | 1.91% | – |
| BA | New | BOEING CO | $11,000,000 | – | 84,000 | – | 1.90% | – |
| TWX | New | TIME WARNER INC | $10,863,000 | – | 158,000 | – | 1.88% | – |
| EMC | Sell | EMC CORP/MA | $10,630,000 | -14.5% | 440,000 | -6.6% | 1.84% | -2.5% |
| JPM | Sell | JPMORGAN CHASE & CO | $10,609,000 | -22.1% | 174,000 | -13.4% | 1.84% | -11.2% |
| SWKS | New | SKYWORKS SOLUTIONS INC | $10,442,000 | – | 124,000 | – | 1.81% | – |
| BDX | Sell | BECTON DICKINSON & CO | $10,347,000 | -18.8% | 78,000 | -13.3% | 1.79% | -7.5% |
| GILD | Sell | GILEAD SCIENCES INC | $10,212,000 | -24.2% | 104,000 | -9.6% | 1.77% | -13.6% |
| ALK | Sell | ALASKA AIR GROUP INC | $10,170,000 | -19.9% | 128,000 | -35.0% | 1.76% | -8.7% |
| VLO | Sell | VALERO ENERGY CORP | $10,097,000 | -24.6% | 168,000 | -21.5% | 1.75% | -14.1% |
| ADM | Sell | ARCHER-DANIELS-MIDLAND CO | $10,072,000 | -17.1% | 243,000 | -3.6% | 1.74% | -5.5% |
| MA | Sell | MASTERCARD INCcl a | $10,003,000 | -20.7% | 111,000 | -17.8% | 1.73% | -9.7% |
| UBS | New | UBS AG | $9,982,000 | – | 539,000 | – | 1.73% | – |
| GT | New | GOODYEAR TIRE & RUBBER CO | $9,884,000 | – | 337,000 | – | 1.71% | – |
| GS | Sell | GOLDMAN SACHS GROUP INC | $9,852,000 | -24.0% | 56,700 | -8.7% | 1.70% | -13.4% |
| DE | New | DEERE & CO | $9,768,000 | – | 132,000 | – | 1.69% | – |
| RCL | Sell | ROYAL CARIBBEAN CRUISES LTD | $9,622,000 | -12.7% | 108,000 | -22.9% | 1.66% | -0.5% |
| FB | Sell | FACEBOOK INCcl a | $9,619,000 | -7.3% | 107,000 | -11.6% | 1.66% | +5.7% |
| ABT | Sell | ABBOTT LABORATORIES | $9,492,000 | -24.8% | 236,000 | -8.2% | 1.64% | -14.2% |
| LNC | Sell | LINCOLN NATIONAL CORP | $9,492,000 | -26.1% | 200,000 | -7.8% | 1.64% | -15.8% |
| LUV | Sell | SOUTHWEST AIRLINES | $9,282,000 | +7.1% | 244,000 | -6.9% | 1.61% | +22.0% |
| WHR | Sell | WHIRLPOOL CORP | $9,277,000 | -20.0% | 63,000 | -6.0% | 1.60% | -8.8% |
| MHK | Sell | MOHAWK INDUSTRIES INC | $9,271,000 | -11.7% | 51,000 | -7.3% | 1.60% | +0.7% |
| USG | New | USG CORP | $9,195,000 | – | 345,400 | – | 1.59% | – |
| BIIB | Buy | BIOGEN INC | $9,017,000 | -18.2% | 30,900 | +13.2% | 1.56% | -6.8% |
| GDX | New | MARKET VECTORS GOLD MNRS ETF | $8,175,000 | – | 595,000 | – | 1.41% | – |
| LLL | Sell | L-3 COMMUNICATIONS HLDGS INC | $7,630,000 | -32.7% | 73,000 | -27.0% | 1.32% | -23.3% |
| HES | Sell | HESS CORP | $7,509,000 | -33.6% | 150,000 | -11.2% | 1.30% | -24.3% |
| VRX | New | VALEANT PHARMACEUTICALS INTL | $6,600,000 | – | 37,000 | – | 1.14% | – |
| GME | Sell | GAMESTOP CORPcl a | $5,769,000 | -20.1% | 140,000 | -16.7% | 1.00% | -8.9% |
| GOOGL | Sell | GOOGLE INCcl a | $1,404,000 | -67.9% | 2,200 | -72.8% | 0.24% | -63.4% |
| COH | Exit | COACH INC | $0 | – | -151,000 | – | -0.79% | – |
| CLX | Exit | CLOROX CO DEL | $0 | – | -65,000 | – | -1.03% | – |
| HCRSQ | Exit | HI-CRUSH PARTNERS LP | $0 | – | -274,996 | – | -1.28% | – |
| CLR | Exit | CONTINENTAL RESOURCES INC | $0 | – | -206,000 | – | -1.32% | – |
| WDC | Exit | WESTERN DIGITAL CORP | $0 | – | -115,000 | – | -1.37% | – |
| URI | Exit | UNITED RENTALS INC | $0 | – | -105,000 | – | -1.40% | – |
| TRN | Exit | TRINITY INDS INC | $0 | – | -352,000 | – | -1.41% | – |
| MU | Exit | MICRON TECHNOLOGY INC | $0 | – | -552,000 | – | -1.58% | – |
| ZBH | Exit | ZIMMER HLDGS INC | $0 | – | -100,000 | – | -1.66% | – |
| VIAB | Exit | VIACOM INC NEWcl b | $0 | – | -174,000 | – | -1.71% | – |
| PH | Exit | PARKER HANNIFIN CORP | $0 | – | -105,000 | – | -1.85% | – |
| MOS | Exit | MOSAIC CO NEW | $0 | – | -264,000 | – | -1.88% | – |
| INTC | Exit | INTEL CORP | $0 | – | -454,000 | – | -2.10% | – |
| RGC | Exit | REGAL ENTMT GROUPcl a | $0 | – | -664,000 | – | -2.11% | – |
Q2 2015
| Value | Shares | ↓ Weighting | ||||||
|---|---|---|---|---|---|---|---|---|
| BX | New | BLACKSTONE GROUP L P | $14,958,000 | – | 366,000 | – | 2.27% | – |
| RGC | New | REGAL ENTMT GROUPcl a | $13,884,000 | – | 664,000 | – | 2.11% | – |
| F | New | FORD MTR CO DEL | $13,854,000 | – | 923,000 | – | 2.10% | – |
| INTC | New | INTEL CORP | $13,808,000 | – | 454,000 | – | 2.10% | – |
| JPM | New | JPMORGAN CHASE & CO | $13,620,000 | – | 201,000 | – | 2.07% | – |
| VZ | New | VERIZON COMMUNICATIONS INC | $13,564,000 | – | 291,000 | – | 2.06% | – |
| CF | New | CF INDS HLDGS INC | $13,531,000 | – | 210,500 | – | 2.05% | – |
| GILD | New | GILEAD SCIENCES INC | $13,464,000 | – | 115,000 | – | 2.04% | – |
| VLO | New | VALERO ENERGY CORP NEW | $13,396,000 | – | 214,000 | – | 2.03% | – |
| PEP | New | PEPSICO INC | $13,254,000 | – | 142,000 | – | 2.01% | – |
| QCOM | New | QUALCOMM INC | $13,215,000 | – | 211,000 | – | 2.00% | – |
| GS | New | GOLDMAN SACHS GROUP INC | $12,966,000 | – | 62,100 | – | 1.97% | – |
| BBT | New | BB&T CORP | $12,940,000 | – | 321,000 | – | 1.96% | – |
| BLK | New | BLACKROCK INC | $12,870,000 | – | 37,200 | – | 1.95% | – |
| LNC | New | LINCOLN NATL CORP IND | $12,851,000 | – | 217,000 | – | 1.95% | – |
| BDX | New | BECTON DICKINSON & CO | $12,749,000 | – | 90,000 | – | 1.94% | – |
| PRU | New | PRUDENTIAL FINL INC | $12,690,000 | – | 145,000 | – | 1.93% | – |
| ALK | New | ALASKA AIR GROUP INC | $12,693,000 | – | 197,000 | – | 1.93% | – |
| MA | New | MASTERCARD INCcl a | $12,620,000 | – | 135,000 | – | 1.92% | – |
| ABT | New | ABBOTT LABS | $12,614,000 | – | 257,000 | – | 1.91% | – |
| STJ | New | ST JUDE MED INC | $12,568,000 | – | 172,000 | – | 1.91% | – |
| PGR | New | PROGRESSIVE CORP OHIO | $12,524,000 | – | 450,000 | – | 1.90% | – |
| EMC | New | E M C CORP MASS | $12,430,000 | – | 471,000 | – | 1.89% | – |
| SLB | New | SCHLUMBERGER LTD | $12,411,000 | – | 144,000 | – | 1.88% | – |
| MOS | New | MOSAIC CO NEW | $12,368,000 | – | 264,000 | – | 1.88% | – |
| PH | New | PARKER HANNIFIN CORP | $12,215,000 | – | 105,000 | – | 1.85% | – |
| ADM | New | ARCHER DANIELS MIDLAND CO | $12,151,000 | – | 252,000 | – | 1.84% | – |
| UNH | New | UNITEDHEALTH GROUP INC | $12,078,000 | – | 99,000 | – | 1.83% | – |
| AAPL | New | APPLE INC | $12,041,000 | – | 96,000 | – | 1.83% | – |
| WHR | New | WHIRLPOOL CORP | $11,594,000 | – | 67,000 | – | 1.76% | – |
| LEA | New | LEAR CORP | $11,451,000 | – | 102,000 | – | 1.74% | – |
| LLL | New | L-3 COMMUNICATIONS HLDGS INC | $11,338,000 | – | 100,000 | – | 1.72% | – |
| HES | New | HESS CORP | $11,303,000 | – | 169,000 | – | 1.72% | – |
| VIAB | New | VIACOM INC NEWcl b | $11,247,000 | – | 174,000 | – | 1.71% | – |
| BIIB | New | BIOGEN IDEC INC | $11,028,000 | – | 27,300 | – | 1.67% | – |
| RCL | New | ROYAL CARIBBEAN CRUISES LTD | $11,017,000 | – | 140,000 | – | 1.67% | – |
| ZBH | New | ZIMMER HLDGS INC | $10,923,000 | – | 100,000 | – | 1.66% | – |
| FDX | New | FEDEX CORP | $10,735,000 | – | 63,000 | – | 1.63% | – |
| MHK | New | MOHAWK INDS INC | $10,500,000 | – | 55,000 | – | 1.59% | – |
| MU | New | MICRON TECHNOLOGY INC | $10,400,000 | – | 552,000 | – | 1.58% | – |
| FB | New | FACEBOOK INCcl a | $10,378,000 | – | 121,000 | – | 1.58% | – |
| HCA | New | HCA HOLDINGS INC | $10,342,000 | – | 114,000 | – | 1.57% | – |
| TRN | New | TRINITY INDS INC | $9,303,000 | – | 352,000 | – | 1.41% | – |
| URI | New | UNITED RENTALS INC | $9,200,000 | – | 105,000 | – | 1.40% | – |
| WDC | New | WESTERN DIGITAL CORP | $9,018,000 | – | 115,000 | – | 1.37% | – |
| CLR | New | CONTINENTAL RESOURCES INC | $8,732,000 | – | 206,000 | – | 1.32% | – |
| LUV | New | SOUTHWEST AIRLS CO | $8,670,000 | – | 262,000 | – | 1.32% | – |
| HCRSQ | New | HI-CRUSH PARTNERS LP | $8,440,000 | – | 274,996 | – | 1.28% | – |
| GME | New | GAMESTOP CORP NEWcl a | $7,217,000 | – | 168,000 | – | 1.10% | – |
| GOOG | New | GOOGLE INCcl c | $6,994,000 | – | 13,436 | – | 1.06% | – |
| CLX | New | CLOROX CO DEL | $6,761,000 | – | 65,000 | – | 1.03% | – |
| TDF | New | TEMPLETON DRAGON FD INC | $6,448,000 | – | 260,000 | – | 0.98% | – |
| COH | New | COACH INC | $5,226,000 | – | 151,000 | – | 0.79% | – |
| GOOGL | New | GOOGLE INCcl a | $4,374,000 | – | 8,100 | – | 0.66% | – |
| LLY | New | LILLY ELI & CO | $3,757,000 | – | 45,000 | – | 0.57% | – |
| GE | New | GENERAL ELECTRIC CO | $3,507,000 | – | 132,000 | – | 0.53% | – |
| T | New | AT&T INC | $3,445,000 | – | 97,000 | – | 0.52% | – |
| MRK | New | MERCK & CO INC NEW | $3,302,000 | – | 58,000 | – | 0.50% | – |
| WFC | New | WELLS FARGO & CO NEW | $3,262,000 | – | 58,000 | – | 0.50% | – |
| PFE | New | PFIZER INC | $3,252,000 | – | 97,000 | – | 0.49% | – |
| SO | New | SOUTHERN CO | $3,101,000 | – | 74,000 | – | 0.47% | – |
| BPL | New | BUCKEYE PARTNERS L Punit ltd partn | $3,105,000 | – | 42,000 | – | 0.47% | – |
| LMT | New | LOCKHEED MARTIN CORP | $3,049,000 | – | 16,400 | – | 0.46% | – |
| CAJ | New | CANON INCsponsored adr | $3,047,000 | – | 94,000 | – | 0.46% | – |
| MO | New | ALTRIA GROUP INC | $2,984,000 | – | 61,000 | – | 0.45% | – |
| RY | New | ROYAL BK CDA MONTREAL QUE | $2,935,000 | – | 48,000 | – | 0.44% | – |
| GM | New | GENERAL MTRS CO | $2,933,000 | – | 88,000 | – | 0.44% | – |
| GSK | New | GLAXOSMITHKLINE PLCsponsored adr | $2,916,000 | – | 70,000 | – | 0.44% | – |
| POT | New | POTASH CORP SASK INC | $2,849,000 | – | 92,000 | – | 0.43% | – |
| TTE | New | TOTAL S Asponsored adr | $2,557,000 | – | 52,000 | – | 0.39% | – |
Q4 2014
| Value | Shares | ↓ Weighting | ||||||
|---|---|---|---|---|---|---|---|---|
| HCA | Exit | HCA HOLDINGS INC | $0 | – | -39,000 | – | -0.40% | – |
| GSK | Exit | GLAXOSMITHKLINE PLCsponsored adr | $0 | – | -70,000 | – | -0.46% | – |
| HCP | Exit | HCP INC | $0 | – | -83,000 | – | -0.48% | – |
| BPL | Exit | BUCKEYE PARTNERS L Punit ltd partn | $0 | – | -42,000 | – | -0.48% | – |
| TTE | Exit | TOTAL S Asponsored adr | $0 | – | -52,000 | – | -0.48% | – |
| GE | Exit | GENERAL ELECTRIC CO | $0 | – | -132,000 | – | -0.49% | – |
| T | Exit | AT&T INC | $0 | – | -97,000 | – | -0.49% | – |
| MRK | Exit | MERCK & CO INC NEW | $0 | – | -58,000 | – | -0.50% | – |
| GAS | Exit | AGL RES INC | $0 | – | -67,000 | – | -0.50% | – |
| PFE | Exit | PFIZER INC | $0 | – | -118,000 | – | -0.50% | – |
| LLY | Exit | LILLY ELI & CO | $0 | – | -55,000 | – | -0.52% | – |
| LMT | Exit | LOCKHEED MARTIN CORP | $0 | – | -20,000 | – | -0.53% | – |
| DD | Exit | DU PONT E I DE NEMOURS & CO | $0 | – | -51,000 | – | -0.53% | – |
| ETP | Exit | ENERGY TRANSFER PRTNRS L Punit ltd partn | $0 | – | -58,000 | – | -0.54% | – |
| MO | Exit | ALTRIA GROUP INC | $0 | – | -83,000 | – | -0.55% | – |
| GOOG | Exit | GOOGLE INCcl c | $0 | – | -8,100 | – | -0.68% | – |
| GOOGL | Exit | GOOGLE INCcl a | $0 | – | -8,100 | – | -0.69% | – |
| RY | Exit | ROYAL BK CDA MONTREAL QUE | $0 | – | -83,000 | – | -0.86% | – |
| TXN | Exit | TEXAS INSTRS INC | $0 | – | -130,000 | – | -0.90% | – |
| URI | Exit | UNITED RENTALS INC | $0 | – | -56,000 | – | -0.90% | – |
| HAS | Exit | HASBRO INC | $0 | – | -119,000 | – | -0.94% | – |
| CLR | Exit | CONTINENTAL RESOURCES INC | $0 | – | -140,000 | – | -1.34% | – |
| USB | Exit | US BANCORP DEL | $0 | – | -226,000 | – | -1.36% | – |
| KORS | Exit | MICHAEL KORS HLDGS LTD | $0 | – | -136,000 | – | -1.40% | – |
| TDF | Exit | TEMPLETON DRAGON FD INC | $0 | – | -393,000 | – | -1.46% | – |
| BIIB | Exit | BIOGEN IDEC INC | $0 | – | -30,800 | – | -1.47% | – |
| LEA | Exit | LEAR CORP | $0 | – | -118,000 | – | -1.47% | – |
| MA | Exit | MASTERCARD INCcl a | $0 | – | -138,000 | – | -1.47% | – |
| VLO | Exit | VALERO ENERGY CORP NEW | $0 | – | -229,000 | – | -1.53% | – |
| GT | Exit | GOODYEAR TIRE & RUBR CO | $0 | – | -470,000 | – | -1.53% | – |
| ORCL | Exit | ORACLE CORP | $0 | – | -287,000 | – | -1.59% | – |
| ZBH | Exit | ZIMMER HLDGS INC | $0 | – | -110,000 | – | -1.60% | – |
| DOV | Exit | DOVER CORP | $0 | – | -138,000 | – | -1.60% | – |
| SLB | Exit | SCHLUMBERGER LTD | $0 | – | -109,000 | – | -1.60% | – |
| CMI | Exit | CUMMINS INC | $0 | – | -85,000 | – | -1.62% | – |
| TRN | Exit | TRINITY INDS INC | $0 | – | -242,000 | – | -1.63% | – |
| LNC | Exit | LINCOLN NATL CORP IND | $0 | – | -217,000 | – | -1.68% | – |
| TROW | Exit | PRICE T ROWE GROUP INC | $0 | – | -150,000 | – | -1.70% | – |
| SU | Exit | SUNCOR ENERGY INC NEW | $0 | – | -327,000 | – | -1.71% | – |
| F | Exit | FORD MTR CO DEL | $0 | – | -805,000 | – | -1.72% | – |
| ALK | Exit | ALASKA AIR GROUP INC | $0 | – | -274,000 | – | -1.72% | – |
| TWX | Exit | TIME WARNER INC | $0 | – | -160,000 | – | -1.74% | – |
| EMC | Exit | E M C CORP MASS | $0 | – | -415,000 | – | -1.75% | – |
| ABT | Exit | ABBOTT LABS | $0 | – | -292,000 | – | -1.75% | – |
| PH | Exit | PARKER HANNIFIN CORP | $0 | – | -107,000 | – | -1.76% | – |
| AFL | Exit | AFLAC INC | $0 | – | -213,000 | – | -1.79% | – |
| CMCSA | Exit | COMCAST CORP NEWcl a | $0 | – | -232,000 | – | -1.80% | – |
| M | Exit | MACYS INC | $0 | – | -215,000 | – | -1.81% | – |
| SDS | Exit | PROSHARES TR | $0 | – | -508,000 | – | -1.81% | – |
| QCOM | Exit | QUALCOMM INC | $0 | – | -169,000 | – | -1.82% | – |
| LVS | Exit | LAS VEGAS SANDS CORP | $0 | – | -204,000 | – | -1.83% | – |
| FCX | Exit | FREEPORT-MCMORAN COPPER & GO | $0 | – | -389,000 | – | -1.83% | – |
| GS | Exit | GOLDMAN SACHS GROUP INC | $0 | – | -70,000 | – | -1.86% | – |
| ADM | Exit | ARCHER DANIELS MIDLAND CO | $0 | – | -252,000 | – | -1.86% | – |
| JBL | Exit | JABIL CIRCUIT INC | $0 | – | -639,000 | – | -1.86% | – |
| HP | Exit | HELMERICH & PAYNE INC | $0 | – | -132,000 | – | -1.86% | – |
| CF | Exit | CF INDS HLDGS INC | $0 | – | -46,400 | – | -1.87% | – |
| BLK | Exit | BLACKROCK INC | $0 | – | -39,600 | – | -1.88% | – |
| UNH | Exit | UNITEDHEALTH GROUP INC | $0 | – | -151,000 | – | -1.88% | – |
| AAPL | Exit | APPLE INC | $0 | – | -131,100 | – | -1.91% | – |
| INTC | Exit | INTEL CORP | $0 | – | -380,000 | – | -1.91% | – |
| NTAP | Exit | NETAPP INC | $0 | – | -308,000 | – | -1.91% | – |
| BX | Exit | BLACKSTONE GROUP L P | $0 | – | -425,000 | – | -1.93% | – |
| UNP | Exit | UNION PAC CORP | $0 | – | -124,000 | – | -1.94% | – |
| BBT | Exit | BB&T CORP | $0 | – | -363,000 | – | -1.95% | – |
| JPM | Exit | JPMORGAN CHASE & CO | $0 | – | -226,000 | – | -1.96% | – |
| DE | Exit | DEERE & CO | $0 | – | -167,000 | – | -1.98% | – |
| PEP | Exit | PEPSICO INC | $0 | – | -148,000 | – | -1.99% | – |
| LLL | Exit | L-3 COMMUNICATIONS HLDGS INC | $0 | – | -116,000 | – | -1.99% | – |
| CSCO | Exit | CISCO SYS INC | $0 | – | -569,000 | – | -2.07% | – |
| VZ | Exit | VERIZON COMMUNICATIONS INC | $0 | – | -291,000 | – | -2.10% | – |
Q3 2014
| Value | Shares | ↓ Weighting | ||||||
|---|---|---|---|---|---|---|---|---|
| CSCO | Buy | CISCO SYS INC | $14,322,000 | +11.9% | 569,000 | +10.5% | 2.07% | +15.7% |
| LLL | Buy | L-3 COMMUNICATIONS HLDGS INC | $13,795,000 | +19.0% | 116,000 | +20.8% | 1.99% | +23.0% |
| PEP | Sell | PEPSICO INC | $13,777,000 | +1.5% | 148,000 | -2.6% | 1.99% | +4.8% |
| DE | Buy | DEERE & CO | $13,692,000 | +3.6% | 167,000 | +14.4% | 1.98% | +7.0% |
| BBT | Buy | BB&T CORP | $13,507,000 | +13.1% | 363,000 | +19.8% | 1.95% | +16.8% |
| UNP | Buy | UNION PAC CORP | $13,444,000 | +12.3% | 124,000 | +3.3% | 1.94% | +16.1% |
| INTC | Sell | INTEL CORP | $13,232,000 | -7.1% | 380,000 | -17.6% | 1.91% | -4.0% |
| AAPL | Sell | APPLE INC | $13,208,000 | +5.7% | 131,100 | -2.5% | 1.91% | +9.3% |
| UNH | Buy | UNITEDHEALTH GROUP INC | $13,024,000 | +14.6% | 151,000 | +8.6% | 1.88% | +18.5% |
| BLK | Sell | BLACKROCK INC | $13,001,000 | +0.4% | 39,600 | -2.2% | 1.88% | +3.8% |
| CF | Buy | CF INDS HLDGS INC | $12,956,000 | +20.5% | 46,400 | +3.8% | 1.87% | +24.5% |
| HP | Buy | HELMERICH & PAYNE INC | $12,919,000 | +8.0% | 132,000 | +28.2% | 1.86% | +11.7% |
| GS | Sell | GOLDMAN SACHS GROUP INC | $12,850,000 | +6.6% | 70,000 | -2.8% | 1.86% | +10.2% |
| FCX | Sell | FREEPORT-MCMORAN COPPER & GO | $12,701,000 | -14.7% | 389,000 | -4.7% | 1.83% | -11.9% |
| LVS | New | LAS VEGAS SANDS CORP | $12,691,000 | – | 204,000 | – | 1.83% | – |
| QCOM | Buy | QUALCOMM INC | $12,636,000 | +12.4% | 169,000 | +19.0% | 1.82% | +16.1% |
| SDS | New | PROSHARES TR | $12,532,000 | – | 508,000 | – | 1.81% | – |
| M | Buy | MACYS INC | $12,509,000 | +12.9% | 215,000 | +12.6% | 1.81% | +16.7% |
| AFL | Buy | AFLAC INC | $12,407,000 | +1.7% | 213,000 | +8.7% | 1.79% | +5.1% |
| PH | Buy | PARKER HANNIFIN CORP | $12,214,000 | +3.3% | 107,000 | +13.8% | 1.76% | +6.8% |
| ABT | Sell | ABBOTT LABS | $12,144,000 | -6.0% | 292,000 | -7.6% | 1.75% | -2.9% |
| TWX | Sell | TIME WARNER INC | $12,034,000 | -1.6% | 160,000 | -8.0% | 1.74% | +1.8% |
| ALK | Buy | ALASKA AIR GROUP INC | $11,930,000 | +10.1% | 274,000 | +140.4% | 1.72% | +13.8% |
| SU | Buy | SUNCOR ENERGY INC NEW | $11,821,000 | -2.7% | 327,000 | +14.7% | 1.71% | +0.5% |
| TRN | Sell | TRINITY INDS INC | $11,306,000 | -7.0% | 242,000 | -12.9% | 1.63% | -3.9% |
| CMI | Buy | CUMMINS INC | $11,218,000 | -9.1% | 85,000 | +6.2% | 1.62% | -6.1% |
| SLB | Buy | SCHLUMBERGER LTD | $11,084,000 | -9.6% | 109,000 | +4.8% | 1.60% | -6.6% |
| ZBH | Buy | ZIMMER HLDGS INC | $11,061,000 | +6.5% | 110,000 | +10.0% | 1.60% | +10.1% |
| ORCL | Buy | ORACLE CORP | $10,986,000 | +0.4% | 287,000 | +6.3% | 1.59% | +3.8% |
| GT | Buy | GOODYEAR TIRE & RUBR CO | $10,615,000 | -2.5% | 470,000 | +19.9% | 1.53% | +0.7% |
| VLO | Buy | VALERO ENERGY CORP NEW | $10,596,000 | -2.5% | 229,000 | +5.5% | 1.53% | +0.7% |
| LEA | Sell | LEAR CORP | $10,196,000 | -10.8% | 118,000 | -7.8% | 1.47% | -7.8% |
| MA | Buy | MASTERCARD INCcl a | $10,201,000 | +4.4% | 138,000 | +3.8% | 1.47% | +7.8% |
| BIIB | Sell | BIOGEN IDEC INC | $10,189,000 | +0.0% | 30,800 | -4.6% | 1.47% | +3.4% |
| KORS | Buy | MICHAEL KORS HLDGS LTD | $9,709,000 | +8.4% | 136,000 | +34.7% | 1.40% | +12.0% |
| USB | Sell | US BANCORP DEL | $9,454,000 | -22.1% | 226,000 | -19.3% | 1.36% | -19.4% |
| CLR | Buy | CONTINENTAL RESOURCES INC | $9,307,000 | -15.9% | 140,000 | +100.0% | 1.34% | -13.1% |
| HAS | Buy | HASBRO INC | $6,544,000 | +14.2% | 119,000 | +10.2% | 0.94% | +18.1% |
| MO | Sell | ALTRIA GROUP INC | $3,813,000 | -42.1% | 83,000 | -47.1% | 0.55% | -40.2% |
| ETP | Sell | ENERGY TRANSFER PRTNRS L Punit ltd partn | $3,711,000 | -40.2% | 58,000 | -45.8% | 0.54% | -38.1% |
| LMT | Sell | LOCKHEED MARTIN CORP | $3,656,000 | -33.1% | 20,000 | -41.2% | 0.53% | -30.8% |
| DD | Sell | DU PONT E I DE NEMOURS & CO | $3,660,000 | -39.2% | 51,000 | -44.6% | 0.53% | -37.2% |
| LLY | Sell | LILLY ELI & CO | $3,567,000 | -39.6% | 55,000 | -42.1% | 0.52% | -37.6% |
| PFE | Sell | PFIZER INC | $3,489,000 | -32.8% | 118,000 | -32.6% | 0.50% | -30.5% |
| GAS | Sell | AGL RES INC | $3,440,000 | -39.3% | 67,000 | -35.0% | 0.50% | -37.2% |
| MRK | Sell | MERCK & CO INC NEW | $3,438,000 | -38.7% | 58,000 | -40.2% | 0.50% | -36.7% |
| T | Sell | AT&T INC | $3,418,000 | -40.0% | 97,000 | -39.8% | 0.49% | -38.0% |
| GE | Sell | GENERAL ELECTRIC CO | $3,382,000 | -43.1% | 132,000 | -41.6% | 0.49% | -41.1% |
| TTE | Sell | TOTAL S Asponsored adr | $3,351,000 | -44.7% | 52,000 | -38.1% | 0.48% | -42.9% |
| BPL | Sell | BUCKEYE PARTNERS L Punit ltd partn | $3,345,000 | -44.1% | 42,000 | -41.7% | 0.48% | -42.2% |
| GSK | Sell | GLAXOSMITHKLINE PLCsponsored adr | $3,218,000 | -43.8% | 70,000 | -34.6% | 0.46% | -41.9% |
| HCA | New | HCA HOLDINGS INC | $2,750,000 | – | 39,000 | – | 0.40% | – |
| TIME | Exit | TIME INC NEW | $0 | – | -21,750 | – | -0.07% | – |
| CVX | Exit | CHEVRON CORP NEW | $0 | – | -107,000 | – | -1.95% | – |
| NEBLQ | Exit | NOBLE CORP PLC | $0 | – | -423,000 | – | -1.98% | – |
Q2 2014
| Value | Shares | ↓ Weighting | ||||||
|---|---|---|---|---|---|---|---|---|
| FCX | New | FREEPORT-MCMORAN COPPER & GO | $14,892,000 | – | 408,000 | – | 2.08% | – |
| INTC | New | INTEL CORP | $14,245,000 | – | 461,000 | – | 1.99% | – |
| VZ | New | VERIZON COMMUNICATIONS INC | $14,239,000 | – | 291,000 | – | 1.99% | – |
| BX | New | BLACKSTONE GROUP L P | $14,212,000 | – | 425,000 | – | 1.98% | – |
| NEBLQ | New | NOBLE CORP PLC | $14,196,000 | – | 423,000 | – | 1.98% | – |
| CVX | New | CHEVRON CORP NEW | $13,969,000 | – | 107,000 | – | 1.95% | – |
| F | New | FORD MTR CO DEL | $13,878,000 | – | 805,000 | – | 1.94% | – |
| PEP | New | PEPSICO INC | $13,580,000 | – | 152,000 | – | 1.90% | – |
| JBL | New | JABIL CIRCUIT INC | $13,355,000 | – | 639,000 | – | 1.86% | – |
| DE | New | DEERE & CO | $13,220,000 | – | 146,000 | – | 1.85% | – |
| JPM | New | JPMORGAN CHASE & CO | $13,022,000 | – | 226,000 | – | 1.82% | – |
| BLK | New | BLACKROCK INC | $12,944,000 | – | 40,500 | – | 1.81% | – |
| ABT | New | ABBOTT LABS | $12,924,000 | – | 316,000 | – | 1.80% | – |
| CSCO | New | CISCO SYS INC | $12,798,000 | – | 515,000 | – | 1.79% | – |
| TROW | New | PRICE T ROWE GROUP INC | $12,662,000 | – | 150,000 | – | 1.77% | – |
| DOV | New | DOVER CORP | $12,551,000 | – | 138,000 | – | 1.75% | – |
| AAPL | New | APPLE INC | $12,490,000 | – | 134,400 | – | 1.74% | – |
| CMCSA | New | COMCAST CORP NEWcl a | $12,454,000 | – | 232,000 | – | 1.74% | – |
| CMI | New | CUMMINS INC | $12,343,000 | – | 80,000 | – | 1.72% | – |
| SLB | New | SCHLUMBERGER LTD | $12,267,000 | – | 104,000 | – | 1.71% | – |
| TWX | New | TIME WARNER INC | $12,224,000 | – | 174,000 | – | 1.71% | – |
| AFL | New | AFLAC INC | $12,201,000 | – | 196,000 | – | 1.70% | – |
| TRN | New | TRINITY INDS INC | $12,154,000 | – | 278,000 | – | 1.70% | – |
| SU | New | SUNCOR ENERGY INC NEW | $12,150,000 | – | 285,000 | – | 1.70% | – |
| USB | New | US BANCORP DEL | $12,130,000 | – | 280,000 | – | 1.69% | – |
| GS | New | GOLDMAN SACHS GROUP INC | $12,056,000 | – | 72,000 | – | 1.68% | – |
| UNP | New | UNION PAC CORP | $11,970,000 | – | 120,000 | – | 1.67% | – |
| HP | New | HELMERICH & PAYNE INC | $11,959,000 | – | 103,000 | – | 1.67% | – |
| BBT | New | BB&T CORP | $11,947,000 | – | 303,000 | – | 1.67% | – |
| PH | New | PARKER HANNIFIN CORP | $11,819,000 | – | 94,000 | – | 1.65% | – |
| LLL | New | L-3 COMMUNICATIONS HLDGS INC | $11,592,000 | – | 96,000 | – | 1.62% | – |
| LEA | New | LEAR CORP | $11,433,000 | – | 128,000 | – | 1.60% | – |
| UNH | New | UNITEDHEALTH GROUP INC | $11,363,000 | – | 139,000 | – | 1.59% | – |
| QCOM | New | QUALCOMM INC | $11,246,000 | – | 142,000 | – | 1.57% | – |
| NTAP | New | NETAPP INC | $11,248,000 | – | 308,000 | – | 1.57% | – |
| LNC | New | LINCOLN NATL CORP IND | $11,162,000 | – | 217,000 | – | 1.56% | – |
| ADM | New | ARCHER DANIELS MIDLAND CO | $11,116,000 | – | 252,000 | – | 1.55% | – |
| M | New | MACYS INC | $11,082,000 | – | 191,000 | – | 1.55% | – |
| CLR | New | CONTINENTAL RESOURCES INC | $11,063,000 | – | 70,000 | – | 1.54% | – |
| ORCL | New | ORACLE CORP | $10,943,000 | – | 270,000 | – | 1.53% | – |
| EMC | New | E M C CORP MASS | $10,931,000 | – | 415,000 | – | 1.53% | – |
| GT | New | GOODYEAR TIRE & RUBR CO | $10,890,000 | – | 392,000 | – | 1.52% | – |
| VLO | New | VALERO ENERGY CORP NEW | $10,872,000 | – | 217,000 | – | 1.52% | – |
| ALK | New | ALASKA AIR GROUP INC | $10,836,000 | – | 114,000 | – | 1.51% | – |
| CF | New | CF INDS HLDGS INC | $10,752,000 | – | 44,700 | – | 1.50% | – |
| ZBH | New | ZIMMER HLDGS INC | $10,386,000 | – | 100,000 | – | 1.45% | – |
| BIIB | New | BIOGEN IDEC INC | $10,185,000 | – | 32,300 | – | 1.42% | – |
| TDF | New | TEMPLETON DRAGON FD INC | $10,159,000 | – | 393,000 | – | 1.42% | – |
| MA | New | MASTERCARD INCcl a | $9,772,000 | – | 133,000 | – | 1.36% | – |
| KORS | New | MICHAEL KORS HLDGS LTD | $8,954,000 | – | 101,000 | – | 1.25% | – |
| MO | New | ALTRIA GROUP INC | $6,585,000 | – | 157,000 | – | 0.92% | – |
| TXN | New | TEXAS INSTRS INC | $6,213,000 | – | 130,000 | – | 0.87% | – |
| ETP | New | ENERGY TRANSFER PRTNRS L Punit ltd partn | $6,203,000 | – | 107,000 | – | 0.87% | – |
| TTE | New | TOTAL S Asponsored adr | $6,065,000 | – | 84,000 | – | 0.85% | – |
| DD | New | DU PONT E I DE NEMOURS & CO | $6,020,000 | – | 92,000 | – | 0.84% | – |
| BPL | New | BUCKEYE PARTNERS L Punit ltd partn | $5,980,000 | – | 72,000 | – | 0.84% | – |
| GE | New | GENERAL ELECTRIC CO | $5,939,000 | – | 226,000 | – | 0.83% | – |
| RY | New | ROYAL BK CDA MONTREAL QUE | $5,929,000 | – | 83,000 | – | 0.83% | – |
| LLY | New | LILLY ELI & CO | $5,906,000 | – | 95,000 | – | 0.82% | – |
| URI | New | UNITED RENTALS INC | $5,865,000 | – | 56,000 | – | 0.82% | – |
| HAS | New | HASBRO INC | $5,729,000 | – | 108,000 | – | 0.80% | – |
| GSK | New | GLAXOSMITHKLINE PLCsponsored adr | $5,722,000 | – | 107,000 | – | 0.80% | – |
| T | New | AT&T INC | $5,693,000 | – | 161,000 | – | 0.80% | – |
| GAS | New | AGL RES INC | $5,668,000 | – | 103,000 | – | 0.79% | – |
| MRK | New | MERCK & CO INC NEW | $5,611,000 | – | 97,000 | – | 0.78% | – |
| LMT | New | LOCKHEED MARTIN CORP | $5,465,000 | – | 34,000 | – | 0.76% | – |
| PFE | New | PFIZER INC | $5,194,000 | – | 175,000 | – | 0.72% | – |
| GOOGL | New | GOOGLE INCcl a | $4,736,000 | – | 8,100 | – | 0.66% | – |
| GOOG | New | GOOGLE INCcl c | $4,660,000 | – | 8,100 | – | 0.65% | – |
| HCP | New | HCP INC | $3,435,000 | – | 83,000 | – | 0.48% | – |
| TIME | New | TIME INC NEW | $527,000 | – | 21,750 | – | 0.07% | – |
Q4 2013
| Value | Shares | ↓ Weighting | ||||||
|---|---|---|---|---|---|---|---|---|
| INTC | Exit | INTEL CORP | $0 | – | -233,000 | – | -0.79% | – |
| LUMN | Exit | CENTURYLINK INC | $0 | – | -171,000 | – | -0.80% | – |
| DD | Exit | DU PONT E I DE NEMOURS & CO | $0 | – | -92,000 | – | -0.80% | – |
| MO | Exit | ALTRIA GROUP INC | $0 | – | -157,000 | – | -0.80% | – |
| GE | Exit | GENERAL ELECTRIC CO | $0 | – | -226,000 | – | -0.80% | – |
| HCP | Exit | HCP INC | $0 | – | -132,000 | – | -0.80% | – |
| LLY | Exit | LILLY ELI & CO | $0 | – | -108,000 | – | -0.81% | – |
| BPL | Exit | BUCKEYE PARTNERS L Punit ltd partn | $0 | – | -83,000 | – | -0.81% | – |
| T | Exit | AT&T INC | $0 | – | -161,000 | – | -0.81% | – |
| LMT | Exit | LOCKHEED MARTIN CORP | $0 | – | -43,000 | – | -0.82% | – |
| TTE | Exit | TOTAL S Asponsored adr | $0 | – | -95,000 | – | -0.82% | – |
| GAS | Exit | AGL RES INC | $0 | – | -120,000 | – | -0.82% | – |
| MRK | Exit | MERCK & CO INC NEW | $0 | – | -116,000 | – | -0.82% | – |
| DRI | Exit | DARDEN RESTAURANTS INC | $0 | – | -120,000 | – | -0.82% | – |
| ETP | Exit | ENERGY TRANSFER PRTNRS L Punit ltd partn | $0 | – | -107,000 | – | -0.83% | – |
| TXN | Exit | TEXAS INSTRS INC | $0 | – | -168,000 | – | -1.00% | – |
| HAS | Exit | HASBRO INC | $0 | – | -145,000 | – | -1.02% | – |
| ALK | Exit | ALASKA AIR GROUP INC | $0 | – | -136,000 | – | -1.26% | – |
| EXPR | Exit | EXPRESS INC | $0 | – | -364,000 | – | -1.28% | – |
| WPX | Exit | WPX ENERGY INC | $0 | – | -466,000 | – | -1.33% | – |
| GOOGL | Exit | GOOGLE INCcl a | $0 | – | -10,300 | – | -1.34% | – |
| CTXS | Exit | CITRIX SYS INC | $0 | – | -130,000 | – | -1.36% | – |
| GILD | Exit | GILEAD SCIENCES INC | $0 | – | -146,000 | – | -1.36% | – |
| MA | Exit | MASTERCARD INCcl a | $0 | – | -13,700 | – | -1.37% | – |
| AMZN | Exit | AMAZON COM INC | $0 | – | -29,800 | – | -1.38% | – |
| TDF | Exit | TEMPLETON DRAGON FD INC | $0 | – | -363,000 | – | -1.40% | – |
| EMC | Exit | E M C CORP MASS | $0 | – | -370,000 | – | -1.40% | – |
| ZBH | Exit | ZIMMER HLDGS INC | $0 | – | -118,000 | – | -1.44% | – |
| BIIB | Exit | BIOGEN IDEC INC | $0 | – | -40,300 | – | -1.44% | – |
| LNC | Exit | LINCOLN NATL CORP IND | $0 | – | -233,000 | – | -1.45% | – |
| CLR | Exit | CONTINENTAL RESOURCES INC | $0 | – | -92,000 | – | -1.46% | – |
| LEA | Exit | LEAR CORP | $0 | – | -139,000 | – | -1.48% | – |
| GS | Exit | GOLDMAN SACHS GROUP INC | $0 | – | -63,000 | – | -1.48% | – |
| UNP | Exit | UNION PAC CORP | $0 | – | -65,000 | – | -1.50% | – |
| JBL | Exit | JABIL CIRCUIT INC | $0 | – | -466,000 | – | -1.50% | – |
| ABT | Exit | ABBOTT LABS | $0 | – | -307,000 | – | -1.51% | – |
| UNH | Exit | UNITEDHEALTH GROUP INC | $0 | – | -143,000 | – | -1.52% | – |
| CMCSA | Exit | COMCAST CORP NEWcl a | $0 | – | -231,000 | – | -1.55% | – |
| GT | Exit | GOODYEAR TIRE & RUBR CO | $0 | – | -466,000 | – | -1.55% | – |
| DOV | Exit | DOVER CORP | $0 | – | -117,000 | – | -1.56% | – |
| CF | Exit | CF INDS HLDGS INC | $0 | – | -50,000 | – | -1.57% | – |
| QCOM | Exit | QUALCOMM INC | $0 | – | -158,000 | – | -1.58% | – |
| TSO | Exit | TESORO CORP | $0 | – | -243,000 | – | -1.59% | – |
| TROW | Exit | PRICE T ROWE GROUP INC | $0 | – | -150,000 | – | -1.60% | – |
| F | Exit | FORD MTR CO DEL | $0 | – | -640,000 | – | -1.60% | – |
| NTAP | Exit | NETAPP INC | $0 | – | -257,000 | – | -1.63% | – |
| DE | Exit | DEERE & CO | $0 | – | -135,000 | – | -1.63% | – |
| BLK | Exit | BLACKROCK INC | $0 | – | -41,600 | – | -1.67% | – |
| VLO | Exit | VALERO ENERGY CORP NEW | $0 | – | -330,000 | – | -1.67% | – |
| USB | Exit | US BANCORP DEL | $0 | – | -311,000 | – | -1.69% | – |
| TRN | Exit | TRINITY INDS INC | $0 | – | -252,000 | – | -1.70% | – |
| CAT | Exit | CATERPILLAR INC DEL | $0 | – | -138,000 | – | -1.71% | – |
| PH | Exit | PARKER HANNIFIN CORP | $0 | – | -106,000 | – | -1.71% | – |
| AFL | Exit | AFLAC INC | $0 | – | -187,000 | – | -1.72% | – |
| SLB | Exit | SCHLUMBERGER LTD | $0 | – | -132,000 | – | -1.73% | – |
| CMI | Exit | CUMMINS INC | $0 | – | -88,000 | – | -1.74% | – |
| COH | Exit | COACH INC | $0 | – | -220,000 | – | -1.78% | – |
| PEP | Exit | PEPSICO INC | $0 | – | -153,000 | – | -1.81% | – |
| CSCO | Exit | CISCO SYS INC | $0 | – | -525,000 | – | -1.83% | – |
| FITB | Exit | FIFTH THIRD BANCORP | $0 | – | -691,000 | – | -1.85% | – |
| BBT | Exit | BB&T CORP | $0 | – | -374,000 | – | -1.88% | – |
| HP | Exit | HELMERICH & PAYNE INC | $0 | – | -189,000 | – | -1.94% | – |
| VZ | Exit | VERIZON COMMUNICATIONS INC | $0 | – | -281,000 | – | -1.95% | – |
| JPM | Exit | JPMORGAN CHASE & CO | $0 | – | -255,000 | – | -1.96% | – |
| CVX | Exit | CHEVRON CORP NEW | $0 | – | -112,000 | – | -2.02% | – |
| FCX | Exit | FREEPORT-MCMORAN COPPER & GO | $0 | – | -429,000 | – | -2.11% | – |
| BX | Exit | BLACKSTONE GROUP L P | $0 | – | -605,000 | – | -2.24% | – |
| SWY | Exit | SAFEWAY INC | $0 | – | -485,000 | – | -2.30% | – |
| AAPL | Exit | APPLE INC | $0 | – | -38,100 | – | -2.70% | – |
Q3 2013
| Value | Shares | ↓ Weighting | ||||||
|---|---|---|---|---|---|---|---|---|
| AAPL | Sell | APPLE INC | $18,164,000 | -20.5% | 38,100 | -34.0% | 2.70% | -23.3% |
| BX | Sell | BLACKSTONE GROUP L P | $15,058,000 | +13.3% | 605,000 | -4.1% | 2.24% | +9.3% |
| CVX | Buy | CHEVRON CORP NEW | $13,608,000 | +17.3% | 112,000 | +14.3% | 2.02% | +13.2% |
| JPM | Sell | JPMORGAN CHASE & CO | $13,181,000 | -10.2% | 255,000 | -8.3% | 1.96% | -13.4% |
| VZ | Buy | VERIZON COMMUNICATIONS INC | $13,111,000 | +6.7% | 281,000 | +15.2% | 1.95% | +3.0% |
| HP | New | HELMERICH & PAYNE INC | $13,032,000 | – | 189,000 | – | 1.94% | – |
| BBT | Sell | BB&T CORP | $12,623,000 | -11.5% | 374,000 | -11.2% | 1.88% | -14.6% |
| FITB | New | FIFTH THIRD BANCORP | $12,466,000 | – | 691,000 | – | 1.85% | – |
| CSCO | Buy | CISCO SYS INC | $12,296,000 | +13.7% | 525,000 | +18.0% | 1.83% | +9.7% |
| PEP | Buy | PEPSICO INC | $12,164,000 | +1.9% | 153,000 | +4.8% | 1.81% | -1.7% |
| COH | Buy | COACH INC | $11,997,000 | +11.2% | 220,000 | +16.4% | 1.78% | +7.3% |
| SLB | Sell | SCHLUMBERGER LTD | $11,664,000 | +18.8% | 132,000 | -3.6% | 1.73% | +14.6% |
| USB | Buy | US BANCORP DEL | $11,376,000 | +6.3% | 311,000 | +5.1% | 1.69% | +2.6% |
| VLO | Buy | VALERO ENERGY CORP NEW | $11,270,000 | +23.7% | 330,000 | +26.0% | 1.67% | +19.4% |
| BLK | Buy | BLACKROCK INC | $11,258,000 | +10.4% | 41,600 | +4.8% | 1.67% | +6.6% |
| DE | Buy | DEERE & CO | $10,988,000 | +5.7% | 135,000 | +5.5% | 1.63% | +1.9% |
| F | Sell | FORD MTR CO DEL | $10,797,000 | +1.9% | 640,000 | -6.6% | 1.60% | -1.7% |
| TROW | Buy | PRICE T ROWE GROUP INC | $10,790,000 | +11.7% | 150,000 | +13.6% | 1.60% | +7.8% |
| TSO | Buy | TESORO CORP | $10,687,000 | +18.1% | 243,000 | +40.5% | 1.59% | +13.9% |
| QCOM | Sell | QUALCOMM INC | $10,643,000 | -17.0% | 158,000 | -24.8% | 1.58% | -19.9% |
| DOV | Sell | DOVER CORP | $10,510,000 | +4.9% | 117,000 | -9.3% | 1.56% | +1.2% |
| GT | Sell | GOODYEAR TIRE & RUBR CO | $10,462,000 | +29.1% | 466,000 | -12.1% | 1.55% | +24.6% |
| ABT | Buy | ABBOTT LABS | $10,189,000 | +2.1% | 307,000 | +7.3% | 1.51% | -1.4% |
| JBL | New | JABIL CIRCUIT INC | $10,103,000 | – | 466,000 | – | 1.50% | – |
| UNP | Buy | UNION PAC CORP | $10,097,000 | +9.1% | 65,000 | +8.3% | 1.50% | +5.2% |
| GS | Buy | GOLDMAN SACHS GROUP INC | $9,967,000 | +11.7% | 63,000 | +6.8% | 1.48% | +7.7% |
| LEA | Sell | LEAR CORP | $9,948,000 | +2.8% | 139,000 | -13.1% | 1.48% | -0.8% |
| LNC | Sell | LINCOLN NATL CORP IND | $9,784,000 | +6.0% | 233,000 | -7.9% | 1.45% | +2.3% |
| BIIB | Buy | BIOGEN IDEC INC | $9,703,000 | +16.2% | 40,300 | +3.9% | 1.44% | +12.1% |
| EMC | Buy | E M C CORP MASS | $9,457,000 | +8.5% | 370,000 | +0.3% | 1.40% | +4.7% |
| AMZN | Buy | AMAZON COM INC | $9,317,000 | +49.8% | 29,800 | +33.0% | 1.38% | +44.6% |
| MA | Sell | MASTERCARD INCcl a | $9,217,000 | -13.7% | 13,700 | -26.3% | 1.37% | -16.8% |
| GILD | Sell | GILEAD SCIENCES INC | $9,175,000 | -5.2% | 146,000 | -22.8% | 1.36% | -8.5% |
| CTXS | Sell | CITRIX SYS INC | $9,179,000 | +15.3% | 130,000 | -1.5% | 1.36% | +11.2% |
| GOOGL | Buy | GOOGLE INCcl a | $9,022,000 | +6.7% | 10,300 | +7.3% | 1.34% | +3.0% |
| WPX | Buy | WPX ENERGY INC | $8,975,000 | +57.4% | 466,000 | +54.8% | 1.33% | +52.0% |
| EXPR | New | EXPRESS INC | $8,587,000 | – | 364,000 | – | 1.28% | – |
| ALK | Sell | ALASKA AIR GROUP INC | $8,516,000 | +12.9% | 136,000 | -6.2% | 1.26% | +9.1% |
| HAS | New | HASBRO INC | $6,835,000 | – | 145,000 | – | 1.02% | – |
| TXN | New | TEXAS INSTRS INC | $6,765,000 | – | 168,000 | – | 1.00% | – |
| ETP | Sell | ENERGY TRANSFER PRTNRS L Punit ltd partn | $5,571,000 | -27.0% | 107,000 | -29.1% | 0.83% | -29.6% |
| DRI | Sell | DARDEN RESTAURANTS INC | $5,555,000 | -27.6% | 120,000 | -21.1% | 0.82% | -30.1% |
| MRK | Sell | MERCK & CO INC NEW | $5,523,000 | -26.6% | 116,000 | -28.4% | 0.82% | -29.2% |
| GAS | New | AGL RES INC | $5,524,000 | – | 120,000 | – | 0.82% | – |
| TTE | Sell | TOTAL S Asponsored adr | $5,502,000 | -23.7% | 95,000 | -35.8% | 0.82% | -26.3% |
| LMT | Sell | LOCKHEED MARTIN CORP | $5,485,000 | -22.2% | 43,000 | -33.8% | 0.82% | -24.9% |
| T | Sell | AT&T INC | $5,445,000 | -26.8% | 161,000 | -23.3% | 0.81% | -29.3% |
| BPL | Sell | BUCKEYE PARTNERS L Punit ltd partn | $5,439,000 | -22.5% | 83,000 | -17.0% | 0.81% | -25.2% |
| LLY | Sell | LILLY ELI & CO | $5,436,000 | -15.5% | 108,000 | -17.6% | 0.81% | -18.5% |
| HCP | Sell | HCP INC | $5,405,000 | -21.2% | 132,000 | -12.6% | 0.80% | -24.0% |
| GE | Sell | GENERAL ELECTRIC CO | $5,399,000 | -25.6% | 226,000 | -27.8% | 0.80% | -28.2% |
| MO | Sell | ALTRIA GROUP INC | $5,393,000 | -21.4% | 157,000 | -19.9% | 0.80% | -24.1% |
| DD | Sell | DU PONT E I DE NEMOURS & CO | $5,388,000 | -28.2% | 92,000 | -35.7% | 0.80% | -30.8% |
| LUMN | Sell | CENTURYLINK INC | $5,366,000 | -28.7% | 171,000 | -19.7% | 0.80% | -31.2% |
| INTC | Sell | INTEL CORP | $5,340,000 | -30.7% | 233,000 | -26.7% | 0.79% | -33.1% |
| TWO | Exit | TWO HBRS INVT CORP | $0 | – | -567,000 | – | -0.90% | – |
| FE | Exit | FIRSTENERGY CORP | $0 | – | -176,000 | – | -1.01% | – |
| COP | Exit | CONOCOPHILLIPS | $0 | – | -112,000 | – | -1.04% | – |
| DHI | Exit | D R HORTON INC | $0 | – | -386,000 | – | -1.26% | – |
| V | Exit | VISA INC | $0 | – | -46,000 | – | -1.29% | – |
| ANF | Exit | ABERCROMBIE & FITCH COcl a | $0 | – | -204,000 | – | -1.42% | – |
| WMB | Exit | WILLIAMS COS INC DEL | $0 | – | -356,000 | – | -1.78% | – |
Q2 2013
| Value | Shares | ↓ Weighting | ||||||
|---|---|---|---|---|---|---|---|---|
| AAPL | New | APPLE INC | $22,854,000 | – | 57,700 | – | 3.52% | – |
| JPM | New | JPMORGAN CHASE & CO | $14,676,000 | – | 278,000 | – | 2.26% | – |
| BBT | New | BB&T CORP | $14,263,000 | – | 421,000 | – | 2.20% | – |
| BX | New | BLACKSTONE GROUP L P | $13,289,000 | – | 631,000 | – | 2.04% | – |
| QCOM | New | QUALCOMM INC | $12,827,000 | – | 210,000 | – | 1.97% | – |
| VZ | New | VERIZON COMMUNICATIONS INC | $12,283,000 | – | 244,000 | – | 1.89% | – |
| PEP | New | PEPSICO INC | $11,941,000 | – | 146,000 | – | 1.84% | – |
| FCX | New | FREEPORT-MCMORAN COPPER & GO | $11,845,000 | – | 429,000 | – | 1.82% | – |
| CVX | New | CHEVRON CORP NEW | $11,597,000 | – | 98,000 | – | 1.78% | – |
| WMB | New | WILLIAMS COS INC DEL | $11,559,000 | – | 356,000 | – | 1.78% | – |
| SWY | New | SAFEWAY INC | $11,475,000 | – | 485,000 | – | 1.77% | – |
| CAT | New | CATERPILLAR INC DEL | $11,384,000 | – | 138,000 | – | 1.75% | – |
| AFL | New | AFLAC INC | $10,868,000 | – | 187,000 | – | 1.67% | – |
| CSCO | New | CISCO SYS INC | $10,818,000 | – | 445,000 | – | 1.66% | – |
| COH | New | COACH INC | $10,790,000 | – | 189,000 | – | 1.66% | – |
| USB | New | US BANCORP DEL | $10,700,000 | – | 296,000 | – | 1.65% | – |
| MA | New | MASTERCARD INCcl a | $10,686,000 | – | 18,600 | – | 1.64% | – |
| F | New | FORD MTR CO DEL | $10,597,000 | – | 685,000 | – | 1.63% | – |
| DE | New | DEERE & CO | $10,400,000 | – | 128,000 | – | 1.60% | – |
| BLK | New | BLACKROCK INC | $10,197,000 | – | 39,700 | – | 1.57% | – |
| PH | New | PARKER HANNIFIN CORP | $10,112,000 | – | 106,000 | – | 1.56% | – |
| DOV | New | DOVER CORP | $10,018,000 | – | 129,000 | – | 1.54% | – |
| ABT | New | ABBOTT LABS | $9,976,000 | – | 286,000 | – | 1.54% | – |
| SLB | New | SCHLUMBERGER LTD | $9,817,000 | – | 137,000 | – | 1.51% | – |
| NTAP | New | NETAPP INC | $9,709,000 | – | 257,000 | – | 1.49% | – |
| TRN | New | TRINITY INDS INC | $9,687,000 | – | 252,000 | – | 1.49% | – |
| GILD | New | GILEAD SCIENCES INC | $9,679,000 | – | 189,000 | – | 1.49% | – |
| LEA | New | LEAR CORP | $9,674,000 | – | 160,000 | – | 1.49% | – |
| CMCSA | New | COMCAST CORP NEWcl a | $9,674,000 | – | 231,000 | – | 1.49% | – |
| TROW | New | PRICE T ROWE GROUP INC | $9,656,000 | – | 132,000 | – | 1.49% | – |
| CMI | New | CUMMINS INC | $9,544,000 | – | 88,000 | – | 1.47% | – |
| UNH | New | UNITEDHEALTH GROUP INC | $9,364,000 | – | 143,000 | – | 1.44% | – |
| UNP | New | UNION PAC CORP | $9,257,000 | – | 60,000 | – | 1.42% | – |
| ANF | New | ABERCROMBIE & FITCH COcl a | $9,231,000 | – | 204,000 | – | 1.42% | – |
| LNC | New | LINCOLN NATL CORP IND | $9,227,000 | – | 253,000 | – | 1.42% | – |
| TDF | New | TEMPLETON DRAGON FD INC | $9,111,000 | – | 363,000 | – | 1.40% | – |
| VLO | New | VALERO ENERGY CORP NEW | $9,110,000 | – | 262,000 | – | 1.40% | – |
| TSO | New | TESORO CORP | $9,051,000 | – | 173,000 | – | 1.39% | – |
| GS | New | GOLDMAN SACHS GROUP INC | $8,924,000 | – | 59,000 | – | 1.37% | – |
| ZBH | New | ZIMMER HLDGS INC | $8,843,000 | – | 118,000 | – | 1.36% | – |
| EMC | New | E M C CORP MASS | $8,716,000 | – | 369,000 | – | 1.34% | – |
| CF | New | CF INDS HLDGS INC | $8,575,000 | – | 50,000 | – | 1.32% | – |
| GOOGL | New | GOOGLE INCcl a | $8,452,000 | – | 9,600 | – | 1.30% | – |
| V | New | VISA INC | $8,407,000 | – | 46,000 | – | 1.29% | – |
| BIIB | New | BIOGEN IDEC INC | $8,350,000 | – | 38,800 | – | 1.28% | – |
| DHI | New | D R HORTON INC | $8,214,000 | – | 386,000 | – | 1.26% | – |
| GT | New | GOODYEAR TIRE & RUBR CO | $8,104,000 | – | 530,000 | – | 1.25% | – |
| CTXS | New | CITRIX SYS INC | $7,964,000 | – | 132,000 | – | 1.23% | – |
| CLR | New | CONTINENTAL RESOURCES INC | $7,918,000 | – | 92,000 | – | 1.22% | – |
| INTC | New | INTEL CORP | $7,702,000 | – | 318,000 | – | 1.18% | – |
| DRI | New | DARDEN RESTAURANTS INC | $7,673,000 | – | 152,000 | – | 1.18% | – |
| ETP | New | ENERGY TRANSFER PRTNRS L Punit ltd partn | $7,632,000 | – | 151,000 | – | 1.18% | – |
| ALK | New | ALASKA AIR GROUP INC | $7,540,000 | – | 145,000 | – | 1.16% | – |
| LUMN | New | CENTURYLINK INC | $7,530,000 | – | 213,000 | – | 1.16% | – |
| MRK | New | MERCK & CO INC NEW | $7,525,000 | – | 162,000 | – | 1.16% | – |
| DD | New | DU PONT E I DE NEMOURS & CO | $7,508,000 | – | 143,000 | – | 1.16% | – |
| T | New | AT&T INC | $7,434,000 | – | 210,000 | – | 1.14% | – |
| GE | New | GENERAL ELECTRIC CO | $7,258,000 | – | 313,000 | – | 1.12% | – |
| TTE | New | TOTAL S Asponsored adr | $7,208,000 | – | 148,000 | – | 1.11% | – |
| LMT | New | LOCKHEED MARTIN CORP | $7,050,000 | – | 65,000 | – | 1.08% | – |
| BPL | New | BUCKEYE PARTNERS L Punit ltd partn | $7,016,000 | – | 100,000 | – | 1.08% | – |
| HCP | New | HCP INC | $6,861,000 | – | 151,000 | – | 1.06% | – |
| MO | New | ALTRIA GROUP INC | $6,858,000 | – | 196,000 | – | 1.06% | – |
| COP | New | CONOCOPHILLIPS | $6,776,000 | – | 112,000 | – | 1.04% | – |
| FE | New | FIRSTENERGY CORP | $6,572,000 | – | 176,000 | – | 1.01% | – |
| LLY | New | LILLY ELI & CO | $6,435,000 | – | 131,000 | – | 0.99% | – |
| AMZN | New | AMAZON COM INC | $6,220,000 | – | 22,400 | – | 0.96% | – |
| TWO | New | TWO HBRS INVT CORP | $5,812,000 | – | 567,000 | – | 0.90% | – |
| WPX | New | WPX ENERGY INC | $5,701,000 | – | 301,000 | – | 0.88% | – |