CIK: 0000021175 · Show all filings
Period: Q3 2017 (← Previous) (Next →)
Filing Date: Nov 7, 2017
Total Value ($000): $396,668 (100.0% shares, 0.0% debt)
| Ticker | Issuer | Shares | Value ($000) | % | Est. Cost | Unrealized | Class | CUSIP |
|---|---|---|---|---|---|---|---|---|
| GLD | SPDR GOLD TRUST GOLD SHS | 214,000 | $26,018 | 6.6% | $118.50 | — | SHS | 78463V107 |
| C | CITIGROUP INC COM NEW | 205,236 | $14,929 | 3.8% | $38.29 | +35.6% | COM | 172967424 |
| ORCL | ORACLE CORP COM | 236,275 | $11,424 | 2.9% | $29.56 | +48.6% | COM | 68389X105 |
| JPM | JPMORGAN CHASE & CO COM | 110,675 | $10,571 | 2.7% | $40.46 | +82.1% | COM | 46625H100 |
| MSFT | MICROSOFT CORP COM | 136,500 | $10,168 | 2.6% | $27.71 | +140.6% | COM | 594918104 |
| LNC | LINCOLN NATL CORP IND COM | 134,000 | $9,846 | 2.5% | $25.77 | +93.8% | COM | 534187109 |
| MC | MOELIS & CO CL A | 218,337 | $9,399 | 2.4% | $13.04 | +68.4% | CL A | 60786M105 |
| PFE | PFIZER INC COM | 247,401 | $8,832 | 2.2% | $19.13 | +16.3% | COM | 717081103 |
| — | COVANTA HLDG CORP COM | 591,381 | $8,782 | 2.2% | $16.76 | — | COM | 22282E102 |
| — | AETNA INC NEW COM | 53,000 | $8,428 | 2.1% | $71.34 | — | COM | 00817Y108 |
| — | HESS CORP COM | 123,776 | $5,804 | 1.5% | $47.42 | — | COM | 42809H107 |
| FDX | FEDEX CORP COM | 25,100 | $5,662 | 1.4% | $87.33 | +111.7% | COM | 31428X106 |
| URI | UNITED RENTALS INC COM | 40,000 | $5,550 | 1.4% | $110.60 | +4.6% | COM | 911363109 |
| WHR | WHIRLPOOL CORP COM | 28,500 | $5,257 | 1.3% | $174.93 | +2.2% | COM | 963320106 |
| GOOG | ALPHABET INC CAP STK CL C | 5,300 | $5,083 | 1.3% | $43.21 | +7.0% | CL C | 02079K107 |
| NEAR | ISHARES U S ETF TR SHT MAT BD ETF | 100,000 | $5,029 | 1.3% | $50.25 | — | BD ETF | 46431W507 |
| CMCSA | COMCAST CORP NEW CL A | 127,800 | $4,918 | 1.2% | $26.84 | +19.3% | CL A | 20030N101 |
| AIZ | ASSURANT INC COM | 50,700 | $4,843 | 1.2% | $40.93 | +107.6% | COM | 04621X108 |
| DAL | DELTA AIR LINES INC DEL COM NEW | 98,440 | $4,747 | 1.2% | $15.52 | +191.8% | COM NEW | 247361702 |
| LYB | LYONDELLBASELL INDUSTRIES N SHS - A - | 44,200 | $4,378 | 1.1% | $46.68 | +16.8% | SHS | N53745100 |
| TEX | TEREX CORP NEW COM | 95,614 | $4,305 | 1.1% | $31.12 | +27.1% | COM | 880779103 |
| DHI | D R HORTON INC COM | 104,200 | $4,161 | 1.0% | $20.12 | +65.3% | COM | 23331A109 |
| TRV | TRAVELERS COMPANIES INC COM | 33,000 | $4,043 | 1.0% | $66.32 | +56.7% | COM | 89417E109 |
| GLNG | GOLAR LNG LTD BERMUDA SHS | 176,803 | $3,998 | 1.0% | $22.19 | -13.1% | SHS | G9456A100 |
| — | PIONEER NAT RES CO COM | 26,800 | $3,954 | 1.0% | $144.75 | — | COM | 723787107 |
| — | ROYAL DUTCH SHELL PLC SPONS ADR A | 62,520 | $3,787 | 1.0% | $55.88 | — | SPONSORED ADR | 780259206 |
| AAL | AMERICAN AIRLS GROUP INC COM | 78,700 | $3,737 | 0.9% | $21.78 | +115.8% | COM | 02376R102 |
| EOG | EOG RES INC COM | 38,000 | $3,676 | 0.9% | $61.44 | +9.8% | COM | 26875P101 |
| — | DOWDUPONT INC COM | 51,555 | $3,569 | 0.9% | $69.23 | — | COM | 26078J100 |
| BKD | BROOKDALE SR LIVING INC COM | 335,609 | $3,557 | 0.9% | $15.51 | -18.4% | COM | 112463104 |
| BAC | BANK AMER CORP COM | 137,525 | $3,485 | 0.9% | $10.61 | +88.1% | COM | 060505104 |
| AVT | AVNET INC COM | 87,706 | $3,447 | 0.9% | $28.75 | +9.0% | COM | 053807103 |
| ADI | ANALOG DEVICES INC COM | 40,000 | $3,447 | 0.9% | $68.91 | 0.0% | COM | 032654105 |
| GS | GOLDMAN SACHS GROUP INC COM | 13,500 | $3,202 | 0.8% | $142.76 | +31.7% | COM | 38141G104 |
| CTSH | COGNIZANT TECHNOLOGY SOLUTIO CL A | 44,010 | $3,192 | 0.8% | $48.01 | +30.1% | CLA | 192446102 |
| GM | GENERAL MTRS CO COM | 77,897 | $3,145 | 0.8% | $28.79 | +9.7% | COM | 37045V100 |
| MS | MORGAN STANLEY COM NEW | 63,023 | $3,036 | 0.8% | $18.55 | +95.5% | COM | 617446448 |
| — | MYLAN N V SHS EURO | 95,909 | $3,009 | 0.8% | $35.63 | — | SHS | N59465109 |
| VOYA | VOYA FINL INC COM | 73,700 | $2,940 | 0.7% | $29.05 | +18.4% | COM | 929089100 |
| OMC | OMNICOM GROUP INC COM | 38,761 | $2,871 | 0.7% | $50.73 | +12.6% | COM | 681919106 |
| NXPI | NXP SEMICONDUCTORS N V COM | 25,375 | $2,870 | 0.7% | $95.18 | +4.1% | COM | N6596X109 |
| BEN | FRANKLIN RES INC COM | 63,450 | $2,824 | 0.7% | $29.90 | -6.8% | COM | 354613101 |
| ETN | EATON CORP PLC SHS | 35,994 | $2,764 | 0.7% | $49.44 | +29.1% | SHS | G29183103 |
| COF | CAPITAL ONE FINL CORP COM | 31,827 | $2,694 | 0.7% | $60.25 | +18.4% | COM | 14040H105 |
| — | ATHENE HLDG LTD CL A | 50,000 | $2,692 | 0.7% | $50.00 | — | CL A | G0684D107 |
| CTRA | CABOT OIL & GAS CORP COM | 100,000 | $2,675 | 0.7% | $16.40 | +13.5% | COM | 127097103 |
| LEN | LENNAR CORP CL A | 50,000 | $2,640 | 0.7% | $37.46 | +21.8% | CL A | 526057104 |
| MCK | MCKESSON CORP COM | 17,133 | $2,632 | 0.7% | $138.07 | +5.8% | COM | 58155Q103 |
| — | ALLERGAN PLC SHS | 12,670 | $2,597 | 0.7% | $204.97 | — | SHS | G0177J108 |
| MUR | MURPHY OIL CORP COM | 95,712 | $2,542 | 0.6% | $15.16 | +22.2% | COM | 626717102 |
| — | DELL TECHNOLOGIES INC COM CL V | 31,815 | $2,456 | 0.6% | $47.78 | — | CL V | 24703L103 |
| — | BARRICK GOLD CORP COM | 150,595 | $2,423 | 0.6% | $13.15 | — | COM | 067901108 |
| AIG | AMERICAN INTL GROUP INC COM NEW | 38,924 | $2,390 | 0.6% | $33.50 | +49.7% | COM NEW | 026874784 |
| VNO | VORNADO RLTY TR SH BEN INT | 30,535 | $2,348 | 0.6% | $94.33 | — | SH BEN INT | 929042109 |
| TXT | TEXTRON INC COM | 43,500 | $2,344 | 0.6% | $49.13 | 0.0% | COM | 883203101 |
| DOV | DOVER CORP COM | 25,150 | $2,298 | 0.6% | $42.05 | +44.7% | COM | 260003108 |
| F | FORD MTR CO DEL COM PAR $0.01 | 190,129 | $2,276 | 0.6% | $8.00 | -9.3% | COM | 345370860 |
| CSCO | CISCO SYS INC COM | 64,600 | $2,172 | 0.5% | $16.93 | +45.9% | COM | 17275R102 |
| HPE | HEWLETT PACKARD ENTERPRISE C COM | 147,450 | $2,169 | 0.5% | $8.35 | +26.4% | COM | 42824C109 |
| KBR | KBR INC COM | 120,542 | $2,155 | 0.5% | $15.38 | -5.8% | COM | 48242W106 |
| — | WPX ENERGY INC COM | 186,500 | $2,145 | 0.5% | $13.39 | — | COM | 98212B103 |
| MET | METLIFE INC COM | 41,025 | $2,131 | 0.5% | $25.76 | +42.2% | COM | 59156R108 |
| HLT | HILTON WORLDWIDE HLDGS INC COM | 30,092 | $2,090 | 0.5% | $55.58 | +11.1% | COM | 43300A203 |
| CVE | CENOVUS ENERGY INC COM | 205,929 | $2,066 | 0.5% | $10.17 | -31.1% | COM | 15135U109 |
| BP | BP PLC SPONSORED ADR | 52,382 | $2,013 | 0.5% | $41.37 | — | SPONSORED ADR | 055622104 |
| STT | STATE STR CORP COM | 20,950 | $2,002 | 0.5% | $45.46 | +58.8% | COM | 857477103 |
| WMT | WAL-MART STORES INC COM | 25,275 | $1,975 | 0.5% | $20.44 | +12.0% | COM | 931142103 |
| ON | ON SEMICONDUCTOR CORP COM | 100,898 | $1,864 | 0.5% | $8.93 | +80.3% | COM | 682189105 |
| WFC | WELLS FARGO CO NEW COM | 32,770 | $1,807 | 0.5% | $42.14 | 0.0% | COM | 949746101 |
| — | FOREST CITY RLTY TR INC COM CL A | 68,000 | $1,735 | 0.4% | $21.78 | — | CL A | 345605109 |
| — | MONSANTO CO NEW COM | 14,265 | $1,709 | 0.4% | $102.57 | — | COM | 61166W101 |
| TECK | TECK RESOURCES LTD CL B | 79,565 | $1,678 | 0.4% | $19.13 | +13.8% | CL B | 878742204 |
| TRS | TRIMAS CORP COM NEW | 61,557 | $1,662 | 0.4% | $20.96 | +14.5% | COM NEW | 896215209 |
| CMTL | COMTECH TELECOMMUNICATIONS C COM NEW | 80,719 | $1,657 | 0.4% | $12.70 | +35.1% | COM | 205826209 |
| LAMR | LAMAR ADVERTISING CO NEW CL A | 23,942 | $1,641 | 0.4% | $53.63 | — | CL A | 512816109 |
| VRTS | VIRTUS INVT PARTNERS INC COM | 14,087 | $1,635 | 0.4% | $93.15 | -6.6% | COM | 92828Q109 |
| — | EXPRESS SCRIPTS HLDG CO COM | 25,767 | $1,632 | 0.4% | $63.61 | — | COM | 30219G108 |
| — | CVR PARTNERS LP COM | 502,664 | $1,624 | 0.4% | $14.42 | — | COM | 126633106 |
| OXY | OCCIDENTAL PETE CORP DEL COM | 24,966 | $1,603 | 0.4% | $58.30 | -16.2% | COM | 674599105 |
| — | ACTUANT CORP CL A NEW | 61,266 | $1,568 | 0.4% | $27.45 | — | CL A | 00508X203 |
| AXS | AXIS CAPITAL HOLDINGS LTD SHS | 26,853 | $1,539 | 0.4% | $36.10 | +34.7% | SHS | G0692U109 |
| TOL | TOLL BROTHERS INC COM | 37,000 | $1,534 | 0.4% | $28.10 | +40.0% | COM | 889478103 |
| ASB | ASSOCIATED BANC CORP COM | 63,115 | $1,531 | 0.4% | $11.89 | +43.9% | COM | 045487105 |
| SCSC | SCANSOURCE INC COM | 34,035 | $1,486 | 0.4% | $37.36 | +5.2% | COM | 806037107 |
| JELD | JELD-WEN HLDG INC COM | 41,249 | $1,465 | 0.4% | $30.56 | +3.6% | COM | 47580P103 |
| — | MASONITE INTL CORP NEW COM | 20,252 | $1,401 | 0.4% | $56.38 | — | COM | 575385109 |
| IOSP | INNOSPEC INC COM | 22,082 | $1,361 | 0.3% | $40.59 | +31.5% | COM | 45768S105 |
| — | ESSENDANT INC COM | 101,837 | $1,341 | 0.3% | $24.91 | — | COM | 296689102 |
| XOM | EXXON MOBIL CORP COM | 16,243 | $1,332 | 0.3% | $54.20 | +0.3% | COM | 30231G102 |
| — | AMERICAN EQTY INVT LIFE HLD COM | 45,114 | $1,312 | 0.3% | $14.99 | — | COM | 025676206 |
| ROCK | GIBRALTAR INDS INC COM | 42,097 | $1,311 | 0.3% | $32.74 | -7.8% | COM | 374689107 |
| — | CUBIC CORP COM | 25,193 | $1,285 | 0.3% | $47.25 | — | COM | 229669106 |
| KO | COCA COLA CO COM | 28,500 | $1,283 | 0.3% | $28.03 | +24.6% | COM | 191216100 |
| GTLS | CHART INDS INC COM PAR $0.01 | 32,367 | $1,270 | 0.3% | $24.88 | +41.2% | COM | 16115Q308 |
| FHN | FIRST HORIZON NATL CORP COM | 64,800 | $1,241 | 0.3% | $9.57 | +35.3% | COM | 320517105 |
| — | VERIFONE SYS INC COM | 60,993 | $1,237 | 0.3% | $18.74 | — | COM | 92342Y109 |
| — | ASPEN INSURANCE HOLDINGS LTD SHS | 30,561 | $1,235 | 0.3% | $42.94 | — | SHS | G05384105 |
| ACH | OWENS & MINOR INC NEW COM | 41,472 | $1,211 | 0.3% | $30.50 | -10.8% | COM | 690732102 |
| WBS | WEBSTER FINL CORP CONN COM | 22,979 | $1,208 | 0.3% | $24.85 | +101.1% | COM | 947890109 |
| ACM | AECOM COM | 32,202 | $1,185 | 0.3% | $29.39 | +7.5% | COM | 00766T100 |
| — | TRIPLE-S MGMT CORP CL B | 49,541 | $1,173 | 0.3% | $22.99 | — | CL B | 896749108 |
| CAT | CATERPILLAR INC DEL COM | 9,205 | $1,148 | 0.3% | $66.01 | +45.5% | COM | 149123101 |
| CNO | CNO FINL GROUP INC COM | 49,089 | $1,146 | 0.3% | $10.33 | +79.2% | COM | 12621E103 |
| HOPE | HOPE BANCORP INC COM | 63,331 | $1,122 | 0.3% | $18.90 | -9.6% | COM | 43940T109 |
| — | ANIXTER INTL INC COM | 13,019 | $1,107 | 0.3% | $52.63 | — | COM | 035290105 |
| NRG | NRG ENERGY INC COM NEW | 42,341 | $1,084 | 0.3% | $19.59 | -0.2% | COM NEW | 629377508 |
| — | DIEBOLD NXDF INC COM | 45,805 | $1,047 | 0.3% | $22.86 | — | COM | 253651103 |
| FCNCA | FIRST CTZNS BANCSHARES INC N CL A | 2,745 | $1,026 | 0.3% | $202.34 | +71.8% | CL A | 31946M103 |
| — | NEW SR INVT GROUP INC COM | 110,460 | $1,011 | 0.3% | $15.83 | — | COM | 648691103 |
| — | SYNOVUS FINL CORP COM NEW | 21,845 | $1,006 | 0.3% | $24.63 | — | COM | 87161C501 |
| — | GRANITE REAL ESTATE INVT TR UNIT 99/99/9999 | 24,600 | $996 | 0.3% | $34.02 | — | UNIT | 387437114 |
| NWSA | NEWS CORP NEW CL A | 73,225 | $971 | 0.2% | $14.70 | -16.4% | CL A | 65249B109 |
| — | ARGO GROUP INTL HLDGS LTD COM | 15,576 | $958 | 0.2% | $43.90 | — | COM | G0464B107 |
| CAR | AVIS BUDGET GROUP COM | 24,839 | $945 | 0.2% | $31.95 | 0.0% | COM | 053774105 |
| HAL | HALLIBURTON CO COM | 20,308 | $935 | 0.2% | $28.97 | +22.3% | COM | 406216101 |
| NSIT | INSIGHT ENTERPRISES INC COM | 20,212 | $928 | 0.2% | $19.02 | +116.4% | COM | 45765U103 |
| — | SUPERIOR ENERGY SVCS INC COM | 85,660 | $915 | 0.2% | $22.13 | — | COM | 868157108 |
| — | ANADARKO PETE CORP COM | 18,660 | $912 | 0.2% | $78.44 | — | COM | 032511107 |
| GOOGL | ALPHABET INC CAP STK CL A | 935 | $910 | 0.2% | $36.73 | +28.2% | CL A | 02079K305 |
| — | TUPPERWARE BRANDS CORP COM | 14,700 | $909 | 0.2% | $67.46 | — | COM | 899896104 |
| — | APOLLO GLOBAL MGMT LLC CL A SHS | 29,700 | $894 | 0.2% | $23.57 | — | CL A SHS | 037612306 |
| GLW | CORNING INC COM | 29,780 | $891 | 0.2% | $14.64 | +61.1% | COM | 219350105 |
| NVRI | HARSCO CORP COM | 41,700 | $872 | 0.2% | $17.05 | +0.1% | COM | 415864107 |
| — | GENERAL CABLE CORP DEL NEW COM | 43,886 | $827 | 0.2% | $14.96 | — | COM | 369300108 |
| — | PLY GEM HLDGS INC COM | 47,885 | $816 | 0.2% | $17.47 | — | COM | 72941W100 |
| — | ELECTRUM SPL ACQUISITION COR SHS | 78,949 | $809 | 0.2% | $10.10 | — | SHS | G3105C104 |
| THG | HANOVER INS GROUP INC COM | 8,158 | $791 | 0.2% | $74.10 | 0.0% | COM | 410867105 |
| — | FIRST MIDWEST BANCORP DEL COM | 33,701 | $789 | 0.2% | $16.14 | — | COM | 320867104 |
| UVV | UNIVERSAL CORP VA COM | 13,463 | $771 | 0.2% | $53.72 | +11.3% | COM | 913456109 |
| — | FUELCELL ENERGY INC COM NEW | 439,851 | $770 | 0.2% | $1.53 | — | COM NEW | 35952H502 |
| — | GOVERNMENT PPTYS INCOME TR COM SHS BEN INT | 40,914 | $768 | 0.2% | $22.32 | — | COM SHS BEN INT | 38376A103 |
| — | PARK STERLING CORP COM | 59,266 | $736 | 0.2% | $5.91 | — | COM | 70086Y105 |
| KALU | KAISER ALUMINUM CORP COM PAR $0.01 | 6,600 | $681 | 0.2% | $48.57 | +50.1% | COM | 483007704 |
| SAIC | SCIENCE APPLICATNS INTL CP N COM | 9,900 | $662 | 0.2% | $38.12 | +82.1% | COM | 808625107 |
| — | MICRO FOCUS INTERNATIONAL PL SPON ADR NEW | 20,248 | $646 | 0.2% | $31.90 | — | SPONSORED ADR | 594837304 |
| EZPW | EZCORP INC CL A NON VTG | 66,600 | $633 | 0.2% | $12.94 | -32.5% | CL A | 302301106 |
| — | TCF FINL CORP COM | 35,599 | $607 | 0.2% | $14.18 | — | COM | 872275102 |
| — | LYON WILLIAM HOMES CL A NEW | 25,998 | $598 | 0.2% | $20.62 | — | CL A NEW | 552074700 |
| — | TEEKAY TANKERS LTD CL A | 332,350 | $538 | 0.1% | $3.88 | — | CLA | Y8565N102 |
| — | ICONIX BRAND GROUP INC COM | 94,087 | $535 | 0.1% | $16.24 | — | COM | 451055107 |
| WMB | WILLIAMS COS INC DEL COM | 17,070 | $512 | 0.1% | $9.91 | +94.4% | COM | 969457100 |
| — | GREAT PLAINS ENERGY INC COM | 15,700 | $476 | 0.1% | $22.98 | — | COM | 391164100 |
| — | HOEGH LNG PARTNERS LP COM UNIT LTD | 25,649 | $476 | 0.1% | $18.99 | — | COM | Y3262R100 |
| POR | PORTLAND GEN ELEC CO COM NEW | 10,200 | $466 | 0.1% | $19.21 | +73.9% | COM | 736508847 |
| ENVA | ENOVA INTL INC COM | 34,457 | $463 | 0.1% | $16.56 | -17.9% | COM | 29357K103 |
| NG | NOVAGOLD RES INC COM NEW | 109,110 | $450 | 0.1% | $2.60 | +66.3% | COM NEW | 66987E206 |
| — | ARRIS INTL INC SHS | 15,616 | $445 | 0.1% | $22.92 | — | SHS | G0551A103 |
| — | OM ASSET MGMT PLC SHS | 28,733 | $429 | 0.1% | $14.48 | — | SHS | G67506108 |
| CRS | CARPENTER TECHNOLOGY CORP COM | 8,936 | $429 | 0.1% | $38.73 | -10.6% | COM | 144285103 |
| SRI | STONERIDGE INC COM | 21,307 | $422 | 0.1% | $11.23 | +47.5% | COM | 86183P102 |
| NWS | NEWS CORP NEW CL B | 30,775 | $420 | 0.1% | $14.24 | -11.0% | CL B | 65249B208 |
| — | WESCO AIRCRAFT HLDGS INC COM | 42,270 | $397 | 0.1% | $13.28 | — | COM | 950814103 |
| DRH | DIAMONDROCK HOSPITALITY CO COM | 33,571 | $368 | 0.1% | $9.32 | — | COM | 252784301 |
| — | ATLANTIC CAP BANCSHARES INC COM | 19,174 | $348 | 0.1% | $18.15 | — | COM | 048269203 |
| — | ARC DOCUMENT SOLUTIONS INC COM | 81,991 | $335 | 0.1% | $4.39 | — | COM | 00191G103 |
| MLR | MILLER INDS INC TENN COM NEW | 10,727 | $300 | 0.1% | $11.36 | +86.2% | COM | 600551204 |
| CNMD | CONMED CORP COM | 5,503 | $289 | 0.1% | $38.25 | +21.2% | COM | 207410101 |
| NNI | NELNET INC CL A | 4,800 | $242 | 0.1% | $37.28 | +28.6% | CL A | 64031N108 |
| GNW | GENWORTH FINL INC COM CL A | 62,650 | $241 | 0.1% | $7.85 | -54.6% | CL A | 37247D106 |
| — | KAPSTONE PAPER & PACKAGING C COM | 11,231 | $241 | 0.1% | $21.75 | — | COM | 48562P103 |
| FBNC | FIRST BANCORP N C COM | 6,839 | $235 | 0.1% | $24.85 | +6.3% | COM | 318910106 |
| BHF | BRIGHTHOUSE FINL INC COM | 3,729 | $227 | 0.1% | $59.99 | 0.0% | COM | 10922N103 |
| WSFS | WSFS FINL CORP COM | 4,169 | $203 | 0.1% | $24.10 | +87.2% | COM | 929328102 |
| — | CATCHMARK TIMBER TR INC CL A | 13,960 | $176 | 0.0% | $10.48 | — | CL A | 14912Y202 |
| — | ELECTRUM SPL ACQUISITION COR | 78,949 | $0 | 0.0% | — | — | *W EXP 99/99/999 | G3105C112 |