CIK: 0000021175 · Show all filings
Period: Q4 2016 (← Previous) (Next →)
Filing Date: Feb 14, 2017
Total Value ($000): $447,618 (82.5% shares, 17.5% debt)
| Ticker | Issuer | Shares | Value ($000) | % | Est. Cost | Unrealized | Class | CUSIP |
|---|---|---|---|---|---|---|---|---|
| — | ROYAL BANK OF CANADA | 31,662,000 | $33,704 | 7.5% | $1.08 | — | NOTE 4.650% 1/2 | 780082AD5 |
| GLD | SPDR GOLD TRUST GOLD SHS | 234,000 | $25,648 | 5.7% | $118.50 | — | SHS | 78463V107 |
| — | BANK OF NOVA SCOTIA | 19,105,000 | $19,626 | 4.4% | $1.05 | — | NOTE 4.500% 12/1 | 064159HB5 |
| — | ENBRIDGE INC | 15,000,000 | $15,062 | 3.4% | $1.00 | — | NOTE 6.000% 1/1 | 29250NAN5 |
| MSFT | MICROSOFT CORP COM | 173,475 | $10,779 | 2.4% | $27.71 | +94.6% | COM | 594918104 |
| — | TORONTO DOMINION BK ONT | 10,000,000 | $9,865 | 2.2% | $1.98 | — | NOTE 3.625% 9/1 | 891160MJ9 |
| JPM | JPMORGAN CHASE & CO COM | 110,675 | $9,550 | 2.1% | $40.46 | +48.0% | COM | 46625H100 |
| C | CITIGROUP INC COM NEW | 158,271 | $9,406 | 2.1% | $35.45 | +14.6% | COM | 172967424 |
| LNC | LINCOLN NATL CORP IND COM | 134,000 | $8,880 | 2.0% | $25.77 | +57.7% | COM | 534187109 |
| ORCL | ORACLE CORP COM | 222,975 | $8,573 | 1.9% | $27.97 | +22.0% | COM | 68389X105 |
| — | COVANTA HLDG CORP COM | 527,000 | $8,221 | 1.8% | $17.04 | — | COM | 22282E102 |
| MC | MOELIS & CO CL A | 218,337 | $7,401 | 1.7% | $13.04 | +8.7% | CL A | 60786M105 |
| AIZ | ASSURANT INC COM | 75,700 | $7,029 | 1.6% | $40.93 | +78.7% | COM | 04621X108 |
| — | AETNA INC NEW COM | 53,000 | $6,572 | 1.5% | $71.34 | — | COM | 00817Y108 |
| LYB | LYONDELLBASELL INDUSTRIES N SHS - A - | 75,000 | $6,433 | 1.4% | $46.68 | +5.8% | SHS | N53745100 |
| — | ANADARKO PETE CORP COM | 87,860 | $6,126 | 1.4% | $78.44 | — | COM | 032511107 |
| GLW | CORNING INC COM | 239,105 | $5,803 | 1.3% | $14.64 | +27.3% | COM | 219350105 |
| CMCSA | COMCAST CORP NEW CL A | 81,600 | $5,634 | 1.3% | $23.76 | +12.8% | CL A | 20030N101 |
| UAL | UNITED CONTL HLDGS INC COM | 73,800 | $5,378 | 1.2% | $36.04 | +76.8% | COM | 910047109 |
| PFE | PFIZER INC COM | 165,491 | $5,375 | 1.2% | $17.09 | +19.9% | COM | 717081103 |
| TRV | TRAVELERS COMPANIES INC COM | 43,000 | $5,264 | 1.2% | $66.32 | +40.9% | COM | 89417E109 |
| DAL | DELTA AIR LINES INC DEL COM NEW | 98,440 | $4,842 | 1.1% | $15.52 | +163.6% | COM NEW | 247361702 |
| — | PIONEER NAT RES CO COM | 26,800 | $4,825 | 1.1% | $144.75 | — | COM | 723787107 |
| FDX | FEDEX CORP COM | 25,100 | $4,673 | 1.0% | $87.33 | +81.3% | COM | 31428X106 |
| WHR | WHIRLPOOL CORP COM | 25,000 | $4,544 | 1.0% | $174.56 | -5.1% | COM | 963320106 |
| ETN | EATON CORP PLC SHS | 62,676 | $4,204 | 0.9% | $49.44 | +9.5% | SHS | G29183103 |
| EOG | EOG RES INC COM | 38,000 | $3,841 | 0.9% | $61.44 | +17.8% | COM | 26875P101 |
| TEX | TEREX CORP NEW COM | 120,619 | $3,803 | 0.8% | $31.12 | -10.9% | COM | 880779103 |
| AAL | AMERICAN AIRLS GROUP INC COM | 78,700 | $3,674 | 0.8% | $21.78 | +93.1% | COM | 02376R102 |
| — | DOW CHEM CO COM | 63,530 | $3,635 | 0.8% | $50.52 | — | COM | 260543103 |
| VOYA | VOYA FINL INC COM | 91,675 | $3,595 | 0.8% | $29.05 | +8.9% | COM | 929089100 |
| — | TRIBUNE MEDIA CO CL A | 100,175 | $3,504 | 0.8% | $44.52 | — | CL A | 896047503 |
| GS | GOLDMAN SACHS GROUP INC COM | 13,500 | $3,232 | 0.7% | $142.76 | +17.5% | COM | 38141G104 |
| — | ROYAL DUTCH SHELL PLC SPONS ADR A | 59,379 | $3,229 | 0.7% | $55.90 | — | SPONSORED ADR | 780259206 |
| ON | ON SEMICONDUCTOR CORP COM | 241,165 | $3,077 | 0.7% | $8.93 | +33.7% | COM | 682189105 |
| MS | MORGAN STANLEY COM NEW | 72,800 | $3,075 | 0.7% | $18.55 | +57.1% | COM | 617446448 |
| BAC | BANK AMER CORP COM | 137,525 | $3,039 | 0.7% | $10.61 | +47.7% | COM | 060505104 |
| — | CVR PARTNERS LP COM | 502,664 | $3,021 | 0.7% | $14.42 | — | COM | 126633106 |
| HPE | HEWLETT PACKARD ENTERPRISE C COM | 130,205 | $3,012 | 0.7% | $6.50 | +57.5% | COM | 42824C109 |
| — | APACHE CORP COM | 47,450 | $3,011 | 0.7% | $87.78 | — | COM | 037411105 |
| AVT | AVNET INC COM | 61,300 | $2,918 | 0.7% | $26.87 | +34.2% | COM | 053807103 |
| — | AMTRUST FINL SVCS INC COM | 105,000 | $2,874 | 0.6% | $27.37 | — | COM | 032359309 |
| DHI | D R HORTON INC COM | 104,200 | $2,847 | 0.6% | $20.12 | +28.2% | COM | 23331A109 |
| VNO | VORNADO RLTY TR SH BEN INT | 25,915 | $2,704 | 0.6% | $94.41 | — | SH BEN INT | 929042109 |
| BEN | FRANKLIN RES INC COM | 63,450 | $2,511 | 0.6% | $29.90 | -21.5% | COM | 354613101 |
| DVN | DEVON ENERGY CORP NEW COM | 54,900 | $2,507 | 0.6% | $37.00 | -15.8% | COM | 25179M103 |
| MUR | MURPHY OIL CORP COM | 80,380 | $2,502 | 0.6% | $13.90 | +56.5% | COM | 626717102 |
| AIG | AMERICAN INTL GROUP INC COM NEW | 36,850 | $2,406 | 0.5% | $32.51 | +53.2% | COM NEW | 026874784 |
| CTRA | CABOT OIL & GAS CORP COM | 100,000 | $2,336 | 0.5% | $16.40 | 0.0% | COM | 127097103 |
| COF | CAPITAL ONE FINL CORP COM | 26,400 | $2,303 | 0.5% | $58.25 | +18.0% | COM | 14040H105 |
| — | MONSANTO CO NEW COM | 21,435 | $2,255 | 0.5% | $102.57 | — | COM | 61166W101 |
| OMC | OMNICOM GROUP INC COM | 26,200 | $2,229 | 0.5% | $45.94 | +32.7% | COM | 681919106 |
| MET | METLIFE INC COM | 41,025 | $2,210 | 0.5% | $25.76 | +30.9% | COM | 59156R108 |
| — | HILTON WORLDWIDE HLDGS INC COM | 79,250 | $2,155 | 0.5% | $23.57 | — | COM | 43300A104 |
| LEN | LENNAR CORP CL A | 50,000 | $2,146 | 0.5% | $37.46 | -1.4% | CL A | 526057104 |
| KBR | KBR INC COM | 126,919 | $2,118 | 0.5% | $15.54 | -9.6% | COM | 48242W106 |
| — | HESS CORP COM | 33,611 | $2,093 | 0.5% | $55.28 | — | COM | 42809H107 |
| CTSH | COGNIZANT TECHNOLOGY SOLUTIO CL A | 37,025 | $2,074 | 0.5% | $47.45 | 0.0% | CLA | 192446102 |
| — | BARRICK GOLD CORP COM | 128,640 | $2,055 | 0.5% | $12.68 | — | COM | 067901108 |
| — | CIGNA CORPORATION COM | 15,325 | $2,044 | 0.5% | $133.38 | — | COM | 125509109 |
| — | STAPLES INC COM | 220,653 | $1,996 | 0.4% | $15.05 | — | COM | 855030102 |
| GLNG | GOLAR LNG LTD BERMUDA SHS | 86,663 | $1,988 | 0.4% | $23.01 | -11.8% | SHS | G9456A100 |
| BP | BP PLC SPONSORED ADR | 52,382 | $1,958 | 0.4% | $41.37 | — | SPONSORED ADR | 055622104 |
| CSCO | CISCO SYS INC COM | 64,600 | $1,952 | 0.4% | $16.93 | +36.1% | COM | 17275R102 |
| DOV | DOVER CORP COM | 25,150 | $1,884 | 0.4% | $42.05 | +18.3% | COM | 260003108 |
| LAMR | LAMAR ADVERTISING CO NEW CL A | 27,925 | $1,877 | 0.4% | $53.63 | — | CL A | 512816109 |
| OXY | OCCIDENTAL PETE CORP DEL COM | 24,966 | $1,778 | 0.4% | $58.30 | -5.7% | COM | 674599105 |
| HAL | HALLIBURTON CO COM | 32,500 | $1,757 | 0.4% | $26.95 | +54.7% | COM | 406216101 |
| AXS | AXIS CAPITAL HOLDINGS LTD SHS | 26,853 | $1,752 | 0.4% | $36.10 | +29.1% | SHS | G0692U109 |
| — | DELL TECHNOLOGIES INC COM CL V | 31,815 | $1,748 | 0.4% | $47.78 | — | CL V | 24703L103 |
| WMT | WAL-MART STORES INC COM | 25,275 | $1,747 | 0.4% | $20.44 | -2.6% | COM | 931142103 |
| — | NEW SR INVT GROUP INC COM | 176,740 | $1,730 | 0.4% | $15.83 | — | COM | 648691103 |
| — | SEAGATE TECHNOLOGY PLC SHS | 42,900 | $1,637 | 0.4% | $31.21 | — | SHS | G7945M107 |
| GM | GENERAL MTRS CO COM | 46,980 | $1,636 | 0.4% | $26.96 | +4.5% | COM | 37045V100 |
| STT | STATE STR CORP COM | 20,950 | $1,628 | 0.4% | $45.46 | +26.6% | COM | 857477103 |
| PH | PARKER HANNIFIN CORP COM | 11,625 | $1,627 | 0.4% | $80.17 | +44.2% | COM | 701094104 |
| ASB | ASSOCIATED BANC CORP COM | 65,513 | $1,618 | 0.4% | $11.89 | +34.0% | COM | 045487105 |
| F | FORD MOTOR COMPANY | 133,275 | $1,616 | 0.4% | $8.39 | -10.9% | COM | 345370860 |
| — | MASONITE INTL CORP NEW COM | 24,336 | $1,601 | 0.4% | $55.32 | — | COM | 575385109 |
| SCSC | SCANSOURCE INC COM | 39,261 | $1,584 | 0.4% | $37.36 | -0.4% | COM | 806037107 |
| WBS | WEBSTER FINL CORP CONN COM | 28,941 | $1,570 | 0.4% | $24.85 | +84.8% | COM | 947890109 |
| CVE | CENOVUS ENERGY INC COM | 101,500 | $1,532 | 0.3% | $10.06 | +26.9% | COM | 15135U109 |
| — | ASPEN INSURANCE HOLDINGS LTD SHS | 27,516 | $1,513 | 0.3% | $42.25 | — | SHS | G05384105 |
| — | AMERICAN EQTY INVT LIFE HLD COM | 65,164 | $1,468 | 0.3% | $14.51 | — | COM | 025676206 |
| XOM | EXXON MOBIL CORP COM | 16,150 | $1,457 | 0.3% | $53.76 | +8.2% | COM | 30231G102 |
| UVV | UNIVERSAL CORP VA COM | 22,770 | $1,451 | 0.3% | $52.53 | +8.7% | COM | 913456109 |
| — | SUPERIOR ENERGY SVCS INC COM | 85,660 | $1,445 | 0.3% | $22.13 | — | COM | 868157108 |
| — | ACTUANT CORP CL A NEW | 55,223 | $1,433 | 0.3% | $27.91 | — | CL A | 00508X203 |
| GTLS | CHART INDUSTRIES INC | 39,092 | $1,408 | 0.3% | $24.88 | +37.0% | COM | 16115Q308 |
| INTC | INTEL CORP COM | 38,625 | $1,400 | 0.3% | $20.69 | +40.9% | COM | 458140100 |
| — | SYNOVUS FINL CORP COM NEW | 33,817 | $1,389 | 0.3% | $24.63 | — | COM | 87161C501 |
| HOPE | HOPE BANCORP INC COM | 63,331 | $1,386 | 0.3% | $18.90 | 0.0% | COM | 43940T109 |
| NSIT | INSIGHT ENTERPRISES INC COM | 33,796 | $1,366 | 0.3% | $19.02 | +81.1% | COM | 45765U103 |
| TRS | TRIMAS CORP COM NEW | 57,132 | $1,342 | 0.3% | $20.63 | -1.1% | COM NEW | 896215209 |
| ABT | ABBOTT LABS COM | 34,500 | $1,325 | 0.3% | $30.38 | +10.8% | COM | 002824100 |
| — | ANIXTER INTL INC COM | 16,277 | $1,319 | 0.3% | $52.63 | — | COM | 035290105 |
| — | ESSENDANT INC COM | 62,185 | $1,299 | 0.3% | $32.23 | — | COM | 296689102 |
| — | LIFEPOINT HEALTH INC COM | 22,591 | $1,283 | 0.3% | $59.23 | — | COM | 53219L109 |
| AER | AERCAP HOLDINGS NV SHS | 30,600 | $1,273 | 0.3% | $41.52 | -0.3% | SHS | N00985106 |
| ACH | OWENS & MINOR INC NEW COM | 36,057 | $1,272 | 0.3% | $30.05 | +1.3% | COM | 690732102 |
| JNJ | JOHNSON & JOHNSON COM | 11,035 | $1,271 | 0.3% | $72.48 | +23.8% | COM | 478160104 |
| — | TRIPLE-S MGMT CORP CL B | 59,447 | $1,230 | 0.3% | $22.99 | — | CL B | 896749108 |
| — | GRANITE REAL ESTATE INVESTMENT TRUST | 36,300 | $1,214 | 0.3% | $34.02 | — | UNIT | 387437114 |
| BKD | BROOKDALE SR LIVING INC COM | 97,675 | $1,213 | 0.3% | $25.67 | -47.7% | COM | 112463104 |
| — | CUBIC CORP COM | 25,193 | $1,208 | 0.3% | $47.25 | — | COM | 229669106 |
| IOSP | INNOSPEC INC COM | 17,631 | $1,207 | 0.3% | $36.71 | +54.8% | COM | 45768S105 |
| CNO | CNO FINL GROUP INC COM | 62,789 | $1,202 | 0.3% | $10.33 | +36.2% | COM | 12621E103 |
| KO | COCA COLA CO COM | 28,500 | $1,181 | 0.3% | $28.03 | +11.4% | COM | 191216100 |
| ACM | AECOM COM | 32,202 | $1,170 | 0.3% | $29.39 | +8.6% | COM | 00766T100 |
| VRTS | VIRTUS INVT PARTNERS INC COM | 9,889 | $1,167 | 0.3% | $96.19 | -12.7% | COM | 92828Q109 |
| TOL | TOLL BROTHERS INC COM | 37,000 | $1,147 | 0.3% | $28.10 | +5.5% | ADR | 889478103 |
| — | ENDURANCE SPECIALTY HLDGS LT SHS | 12,065 | $1,114 | 0.2% | $55.43 | — | SHS | G30397106 |
| — | ARGO GROUP INTL HLDGS LTD COM | 16,248 | $1,070 | 0.2% | $43.90 | — | COM | G0464B107 |
| FHN | FIRST HORIZON NATL CORP COM | 52,700 | $1,054 | 0.2% | $8.64 | +48.4% | COM | 320517105 |
| — | TCF FINL CORP COM | 50,542 | $990 | 0.2% | $14.18 | — | COM | 872275102 |
| SAIC | SCIENCE APPLICATNS INTL CP N COM | 11,500 | $975 | 0.2% | $38.12 | +101.2% | COM | 808625107 |
| FCNCA | FIRST CTZNS BANCSHARES INC N CL A | 2,745 | $974 | 0.2% | $202.34 | +56.4% | CL A | 31946M103 |
| — | PARK STERLING CORP COM | 88,466 | $954 | 0.2% | $5.91 | — | COM | 70086Y105 |
| — | GENERAL CABLE CORP DEL NEW COM | 48,956 | $932 | 0.2% | $14.96 | — | COM | 369300108 |
| DAN | DANA INCORPORATED COM | 47,041 | $892 | 0.2% | $14.67 | -5.7% | COM | 235825205 |
| DIOD | DIODES INC COM | 34,184 | $877 | 0.2% | $22.54 | +1.3% | COM | 254543101 |
| CMCO | COLUMBUS MCKINNON CORP N Y COM | 32,412 | $876 | 0.2% | $21.53 | -2.9% | COM | 199333105 |
| — | ICONIX BRAND GROUP INC COM | 93,587 | $874 | 0.2% | $16.24 | — | COM | 451055107 |
| — | GOVERNMENT PPTYS INCOME TR COM SHS BEN INT | 45,450 | $866 | 0.2% | $22.32 | — | COM SHS BEN INT | 38376A103 |
| CAT | CATERPILLAR INC DEL COM | 9,205 | $853 | 0.2% | $66.01 | +11.7% | COM | 149123101 |
| — | FIRST MIDWEST BANCORP DEL COM | 33,701 | $850 | 0.2% | $16.14 | — | COM | 320867104 |
| NWSA | NEWS CORP NEW CL A | 73,225 | $839 | 0.2% | $14.70 | -24.3% | CL A | 65249B109 |
| — | ELECTRUM SPECIAL ACQUISITION CORP | 78,949 | $799 | 0.2% | $10.02 | — | COM | G3105C120 |
| CMTL | COMTECH TELECOMMUNICATIONS C COM NEW | 64,519 | $764 | 0.2% | $12.44 | -21.7% | COM | 205826209 |
| HPQ | HP INC COM | 50,055 | $742 | 0.2% | $9.12 | +23.0% | COM | 40434L105 |
| GOOGL | ALPHABET INC CAP STK CL A | 935 | $740 | 0.2% | $36.73 | +8.0% | CL A | 02079K305 |
| — | TUPPERWARE BRANDS CORP COM | 13,500 | $710 | 0.2% | $68.96 | — | COM | 899896104 |
| — | ARRIS INTL INC SHS | 23,416 | $705 | 0.2% | $22.92 | — | HS | G0551A103 |
| SRI | STONERIDGE INC COM | 39,857 | $705 | 0.2% | $11.23 | +50.7% | COM | 86183P102 |
| WSFS | WSFS FINL CORP COM | 15,073 | $698 | 0.2% | $24.10 | +66.9% | COM | 929328102 |
| UPBD | RENT A CTR INC NEW COM | 58,020 | $652 | 0.1% | $26.50 | -58.0% | COM | 76009N100 |
| — | HOEGH LNG PARTNERS LP COM UNIT LTD | 33,500 | $636 | 0.1% | $18.99 | — | COM | Y3262R100 |
| NVRI | HARSCO CORP COM | 44,700 | $607 | 0.1% | $17.05 | -29.6% | COM | 415864107 |
| — | TEEKAY TANKERS LTD CL A | 257,350 | $581 | 0.1% | $4.44 | — | CLA | Y8565N102 |
| — | APOLLO GLOBAL MGMT LLC CL A SHS | 29,700 | $574 | 0.1% | $23.57 | — | CLA SHS | 037612306 |
| KALU | KAISER ALUMINUM CORP | 7,100 | $551 | 0.1% | $48.42 | +22.2% | COM | 483007704 |
| — | LYON WILLIAM HOMES CL A NEW | 28,800 | $548 | 0.1% | $20.62 | — | CL A NEW | 552074700 |
| WMB | WILLIAMS COS INC DEL COM | 17,070 | $531 | 0.1% | $9.91 | +87.2% | COM | 969457100 |
| NRG | NRG ENERGY INC COM NEW | 42,341 | $519 | 0.1% | $19.59 | -51.7% | COM NEW | 629377508 |
| NG | NOVAGOLD RES INC COM NEW | 109,110 | $497 | 0.1% | $2.60 | +73.9% | COM NEW | 66987E206 |
| — | GREAT PLAINS ENERGY INC COM | 18,100 | $495 | 0.1% | $22.98 | — | COM | 391164100 |
| CRS | CARPENTER TECHNOLOGY CORP COM | 13,036 | $471 | 0.1% | $38.73 | -18.2% | COM | 144285103 |
| — | KADMON HLDGS INC COM | 84,005 | $449 | 0.1% | $12.09 | — | COM | 48283N106 |
| — | ARC DOCUMENT SOLUTIONS INC COM | 86,820 | $441 | 0.1% | $4.39 | — | COM | 00191G103 |
| POR | PORTLAND GEN ELEC CO COM NEW | 10,200 | $441 | 0.1% | $19.21 | +55.9% | COM | 736508847 |
| — | JIVE SOFTWARE INC COM | 100,553 | $437 | 0.1% | $7.21 | — | COM | 47760A108 |
| EZPW | EZCORP INC CL A NON VTG | 41,100 | $437 | 0.1% | $16.32 | -33.9% | CL A | 302301106 |
| — | WESCO AIRCRAFT HLDGS INC COM | 27,870 | $416 | 0.1% | $14.25 | — | COM | 950814103 |
| — | OM ASSET MGMT PLC SHS | 28,733 | $416 | 0.1% | $14.48 | — | SHS | G67506108 |
| DRH | DIAMONDROCK HOSPITALITY CO COM | 33,571 | $387 | 0.1% | $9.32 | — | COM | 252784301 |
| NWS | NEWS CORP NEW CL B | 30,775 | $363 | 0.1% | $14.24 | -19.5% | CL B | 65249B208 |
| ENVA | ENOVA INTL INC COM | 25,125 | $315 | 0.1% | $17.64 | -38.9% | COM | 29357K103 |
| MLR | MILLER INDS INC TENN COM NEW | 10,727 | $283 | 0.1% | $11.36 | +75.5% | COM | 600551204 |
| NNI | NELNET INC CL A | 5,200 | $263 | 0.1% | $37.28 | +23.5% | CL A | 64031N108 |
| CNMD | CONMED CORP COM | 5,503 | $243 | 0.1% | $38.25 | +1.2% | COM | 207410101 |
| MERC | MERCER INTL INC COM | 22,810 | $242 | 0.1% | $6.76 | -2.8% | COM | 588056101 |
| GNW | GENWORTH FINL INC COM CL A | 62,650 | $238 | 0.1% | $7.85 | -43.9% | CL A | 37247D106 |
| UFPT | UFP TECHNOLOGIES INC COM | 8,731 | $222 | 0.0% | $19.28 | +34.0% | COM | 902673102 |
| — | VIRTUSA CORP COM | 8,825 | $221 | 0.0% | $25.04 | — | COM | 92827P102 |
| — | PLY GEM HLDGS INC COM | 13,250 | $215 | 0.0% | $16.23 | — | COM | 72941W100 |
| — | KAPSTONE PAPER & PACKAGING C COM | 9,531 | $210 | 0.0% | $22.03 | — | COM | 48562P103 |
| — | CATCHMARK TIMBER TR INC CL A | 13,960 | $157 | 0.0% | $10.48 | — | CL A | 14912Y202 |