CIK: 0000021175 · Show all filings
Period: Q4 2017 (← Previous) (Next →)
Filing Date: Feb 8, 2018
Total Value ($000): $415,584 (100.0% shares, 0.0% debt)
| Ticker | Issuer | Shares | Value ($000) | % | Est. Cost | Unrealized | Class | CUSIP |
|---|---|---|---|---|---|---|---|---|
| GLD | SPDR GOLD TRUST GOLD SHS | 214,000 | $26,461 | 6.4% | $118.50 | — | SHS | 78463V107 |
| C | CITIGROUP INC COM NEW | 200,641 | $14,930 | 3.6% | $38.29 | +47.5% | COM | 172967424 |
| JPM | JPMORGAN CHASE & CO COM | 105,838 | $11,318 | 2.7% | $40.46 | +101.0% | COM | 46625H100 |
| MSFT | MICROSOFT CORP COM | 130,900 | $11,197 | 2.7% | $27.71 | +171.6% | COM | 594918104 |
| ORCL | ORACLE CORP COM | 236,275 | $11,171 | 2.7% | $29.56 | +47.1% | COM | 68389X105 |
| MC | MOELIS & CO CL A | 218,337 | $10,589 | 2.5% | $13.04 | +91.7% | CL A | 60786M105 |
| LNC | LINCOLN NATL CORP IND COM | 134,000 | $10,301 | 2.5% | $25.77 | +108.6% | COM | 534187109 |
| — | COVANTA HLDG CORP COM | 591,381 | $9,994 | 2.4% | $16.76 | — | COM | 22282E102 |
| — | AETNA INC NEW COM | 53,000 | $9,561 | 2.3% | $71.34 | — | COM | 00817Y108 |
| PFE | PFIZER INC COM | 247,401 | $8,961 | 2.2% | $19.13 | +24.4% | COM | 717081103 |
| URI | UNITED RENTALS INC COM | 40,000 | $6,876 | 1.7% | $110.60 | +33.3% | COM | 911363109 |
| FDX | FEDEX CORP COM | 25,100 | $6,263 | 1.5% | $87.33 | +127.9% | COM | 31428X106 |
| — | HESS CORP COM | 123,776 | $5,876 | 1.4% | $47.42 | — | COM | 42809H107 |
| GOOG | ALPHABET INC CAP STK CL C | 5,300 | $5,546 | 1.3% | $43.21 | +16.9% | CL C | 02079K107 |
| DAL | DELTA AIR LINES INC DEL COM NEW | 98,440 | $5,513 | 1.3% | $15.52 | +207.9% | COM NEW | 247361702 |
| GLNG | GOLAR LNG LTD BERMUDA SHS | 183,103 | $5,458 | 1.3% | $22.16 | -4.5% | SHS | G9456A100 |
| DHI | D R HORTON INC COM | 104,200 | $5,321 | 1.3% | $20.12 | +111.6% | COM | 23331A109 |
| NEAR | ISHARES U S ETF TR SHT MAT BD ETF | 100,000 | $5,012 | 1.2% | $50.25 | — | BD ETF | 46431W507 |
| LYB | LYONDELLBASELL INDUSTRIES N SHS - A - | 44,200 | $4,876 | 1.2% | $46.68 | +36.0% | SHS | N53745100 |
| — | PIONEER NAT RES CO COM | 26,800 | $4,632 | 1.1% | $144.75 | — | COM | 723787107 |
| TRV | TRAVELERS COMPANIES INC COM | 33,000 | $4,476 | 1.1% | $66.32 | +66.6% | COM | 89417E109 |
| EOG | EOG RES INC COM | 38,000 | $4,101 | 1.0% | $61.44 | +22.7% | COM | 26875P101 |
| AAL | AMERICAN AIRLS GROUP INC COM | 78,700 | $4,095 | 1.0% | $21.78 | +122.8% | COM | 02376R102 |
| CMCSA | COMCAST CORP NEW CL A | 100,000 | $4,005 | 1.0% | $26.84 | +14.3% | CL A | 20030N101 |
| BKD | BROOKDALE SR LIVING INC COM | 409,980 | $3,977 | 1.0% | $14.55 | -29.9% | COM | 112463104 |
| — | DOWDUPONT INC COM | 51,555 | $3,672 | 0.9% | $69.23 | — | COM | 26078J100 |
| — | FGL HLDGS ORD SHS | 364,000 | $3,665 | 0.9% | $10.07 | — | SHS | G3402M102 |
| ADI | ANALOG DEVICES INC COM | 40,000 | $3,561 | 0.9% | $68.91 | +10.4% | COM | 032654105 |
| WHR | WHIRLPOOL CORP COM | 20,950 | $3,533 | 0.9% | $174.93 | -3.1% | COM | 963320106 |
| AIZ | ASSURANT INC COM | 35,000 | $3,529 | 0.8% | $40.93 | +106.6% | COM | 04621X108 |
| — | MYLAN N V SHS EURO | 82,146 | $3,476 | 0.8% | $35.63 | — | SHS | N59465109 |
| AVT | AVNET INC COM | 87,706 | $3,475 | 0.8% | $28.75 | +14.5% | COM | 053807103 |
| GS | GOLDMAN SACHS GROUP INC COM | 13,500 | $3,439 | 0.8% | $142.76 | +43.7% | COM | 38141G104 |
| BAC | BANK AMER CORP COM | 115,107 | $3,398 | 0.8% | $10.61 | +114.6% | COM | 060505104 |
| — | ROYAL DUTCH SHELL PLC SPONS ADR A | 49,427 | $3,297 | 0.8% | $55.88 | — | SPONSORED ADR | 780259206 |
| JELD | JELD-WEN HLDG INC COM | 82,208 | $3,237 | 0.8% | $33.84 | +9.7% | COM | 47580P103 |
| GM | GENERAL MTRS CO COM | 77,897 | $3,193 | 0.8% | $28.79 | +31.5% | COM | 37045V100 |
| COF | CAPITAL ONE FINL CORP COM | 31,827 | $3,169 | 0.8% | $60.25 | +31.6% | COM | 14040H105 |
| LEN | LENNAR CORP CL A | 50,000 | $3,162 | 0.8% | $37.46 | +38.9% | CL A | 526057104 |
| OMC | OMNICOM GROUP INC COM | 41,190 | $3,000 | 0.7% | $50.90 | +5.3% | COM | 681919106 |
| MUR | MURPHY OIL CORP COM | 95,712 | $2,972 | 0.7% | $15.16 | +36.8% | COM | 626717102 |
| NXPI | NXP SEMICONDUCTORS N V COM | 25,375 | $2,971 | 0.7% | $95.18 | +7.8% | COM | N6596X109 |
| DOV | DOVER CORP COM | 29,088 | $2,938 | 0.7% | $45.58 | +49.5% | COM | 260003108 |
| MS | MORGAN STANLEY COM NEW | 55,086 | $2,890 | 0.7% | $18.55 | +114.2% | COM | 617446448 |
| VOYA | VOYA FINL INC COM | 57,965 | $2,868 | 0.7% | $29.05 | +32.9% | COM | 929089100 |
| CTRA | CABOT OIL & GAS CORP COM | 100,000 | $2,860 | 0.7% | $16.40 | +22.8% | COM | 127097103 |
| ETN | EATON CORP PLC SHS | 35,994 | $2,844 | 0.7% | $49.44 | +34.0% | SHS | G29183103 |
| MCK | MCKESSON CORP COM | 17,133 | $2,672 | 0.6% | $138.07 | +0.6% | COM | 58155Q103 |
| F | FORD MTR CO DEL COM PAR $0.01 | 213,907 | $2,672 | 0.6% | $8.00 | +0.2% | COM | 345370860 |
| CTSH | COGNIZANT TECHNOLOGY SOLUTIO CL A | 37,247 | $2,645 | 0.6% | $48.01 | +35.7% | CLA | 192446102 |
| — | WPX ENERGY INC COM | 186,500 | $2,624 | 0.6% | $13.39 | — | COM | 98212B103 |
| — | ATHENE HLDG LTD CL A | 50,000 | $2,586 | 0.6% | $50.00 | — | CL A | G0684D107 |
| BEN | FRANKLIN RES INC COM | 59,515 | $2,579 | 0.6% | $29.90 | -7.4% | COM | 354613101 |
| WFC | WELLS FARGO CO NEW COM | 42,147 | $2,557 | 0.6% | $42.80 | +5.4% | COM | 949746101 |
| — | TIME WARNER INC COM NEW | 27,420 | $2,508 | 0.6% | $91.47 | — | COM NEW | 887317303 |
| CSCO | CISCO SYS INC COM | 64,600 | $2,474 | 0.6% | $16.93 | +65.2% | COM | 17275R102 |
| TXT | TEXTRON INC COM | 43,500 | $2,462 | 0.6% | $49.13 | +9.7% | COM | 883203101 |
| PBI | PITNEY BOWES INC COM | 218,965 | $2,448 | 0.6% | $11.78 | 0.0% | COM | 724479100 |
| KBR | KBR INC COM | 120,442 | $2,388 | 0.6% | $15.38 | +10.7% | COM | 48242W106 |
| VNO | VORNADO RLTY TR SH BEN INT | 30,535 | $2,387 | 0.6% | $94.33 | — | SH BEN INT | 929042109 |
| AIG | AMERICAN INTL GROUP INC COM NEW | 38,924 | $2,319 | 0.6% | $33.50 | +48.4% | COM NEW | 026874784 |
| TEX | TEREX CORP NEW COM | 46,646 | $2,249 | 0.5% | $31.12 | +48.0% | COM | 880779103 |
| BP | BP PLC SPONSORED ADR | 52,382 | $2,202 | 0.5% | $41.37 | — | SPONSORED ADR | 055622104 |
| — | BARRICK GOLD CORP COM | 150,595 | $2,179 | 0.5% | $13.15 | — | COM | 067901108 |
| HPE | HEWLETT PACKARD ENTERPRISE C COM | 147,450 | $2,117 | 0.5% | $8.35 | +32.3% | COM | 42824C109 |
| TECK | TECK RESOURCES LTD CL B | 79,565 | $2,082 | 0.5% | $19.13 | +19.1% | CL B | 878742204 |
| MET | METLIFE INC COM | 41,025 | $2,074 | 0.5% | $25.76 | +54.9% | COM | 59156R108 |
| — | EXPRESS SCRIPTS HLDG CO COM | 25,767 | $1,923 | 0.5% | $63.61 | — | COM | 30219G108 |
| CVE | CENOVUS ENERGY INC COM | 205,929 | $1,881 | 0.5% | $10.17 | -17.9% | COM | 15135U109 |
| STT | STATE STR CORP COM | 19,128 | $1,867 | 0.4% | $45.46 | +63.7% | COM | 857477103 |
| R | RYDER SYS INC COM | 21,899 | $1,843 | 0.4% | $81.68 | 0.0% | COM | 783549108 |
| OXY | OCCIDENTAL PETE CORP DEL COM | 24,966 | $1,839 | 0.4% | $58.30 | -5.5% | COM | 674599105 |
| WMT | WAL-MART STORES INC COM | 18,119 | $1,789 | 0.4% | $20.44 | +31.2% | COM | 931142103 |
| CMTL | COMTECH TELECOMMUNICATIONS C COM NEW | 80,719 | $1,786 | 0.4% | $12.70 | +50.6% | COM | 205826209 |
| TOL | TOLL BROTHERS INC COM | 37,000 | $1,777 | 0.4% | $28.10 | +63.8% | COM | 889478103 |
| LAMR | LAMAR ADVERTISING CO NEW CL A | 23,942 | $1,777 | 0.4% | $53.63 | — | CL A | 512816109 |
| — | MASONITE INTL CORP NEW COM | 23,464 | $1,740 | 0.4% | $58.81 | — | COM | 575385109 |
| — | ANIXTER INTL INC COM | 22,714 | $1,726 | 0.4% | $62.60 | — | COM | 035290105 |
| — | CVR PARTNERS LP COM | 502,664 | $1,649 | 0.4% | $14.42 | — | COM | 126633106 |
| TRS | TRIMAS CORP COM NEW | 61,557 | $1,647 | 0.4% | $20.96 | +27.1% | COM NEW | 896215209 |
| — | FOREST CITY RLTY TR INC COM CL A | 68,000 | $1,639 | 0.4% | $21.78 | — | CL A | 345605109 |
| VRTS | VIRTUS INVT PARTNERS INC COM | 14,087 | $1,621 | 0.4% | $93.15 | -1.4% | COM | 92828Q109 |
| ASB | ASSOCIATED BANC CORP COM | 63,115 | $1,603 | 0.4% | $11.89 | +55.3% | COM | 045487105 |
| TMUS | T MOBILE US INC COM | 25,000 | $1,587 | 0.4% | $58.95 | 0.0% | COM | 872590104 |
| AXS | AXIS CAPITAL HOLDINGS LTD SHS | 31,140 | $1,565 | 0.4% | $36.95 | +14.3% | SHS | G0692U109 |
| — | ACTUANT CORP CL A NEW | 61,266 | $1,550 | 0.4% | $27.45 | — | CL A | 00508X203 |
| ROCK | GIBRALTAR INDS INC COM | 46,742 | $1,542 | 0.4% | $32.66 | -2.2% | COM | 374689107 |
| IOSP | INNOSPEC INC COM | 21,117 | $1,491 | 0.4% | $40.59 | +46.7% | COM | 45768S105 |
| HOPE | HOPE BANCORP INC COM | 80,244 | $1,464 | 0.4% | $18.74 | -3.2% | COM | 43940T109 |
| CAT | CATERPILLAR INC DEL COM | 9,205 | $1,451 | 0.3% | $66.01 | +76.2% | COM | 149123101 |
| GTLS | CHART INDS INC COM PAR $0.01 | 30,805 | $1,444 | 0.3% | $24.88 | +79.4% | COM | 16115Q308 |
| — | AMERICAN EQTY INVT LIFE HLD COM | 45,114 | $1,386 | 0.3% | $14.99 | — | COM | 025676206 |
| — | VERIFONE SYS INC COM | 77,047 | $1,365 | 0.3% | $18.52 | — | COM | 92342Y109 |
| FHN | FIRST HORIZON NATL CORP COM | 68,300 | $1,365 | 0.3% | $9.81 | +45.9% | COM | 320517105 |
| XOM | EXXON MOBIL CORP COM | 16,243 | $1,359 | 0.3% | $54.20 | +5.4% | COM | 30231G102 |
| KO | COCA COLA CO COM | 28,500 | $1,308 | 0.3% | $28.03 | +27.1% | COM | 191216100 |
| WBS | WEBSTER FINL CORP CONN COM | 22,979 | $1,291 | 0.3% | $24.85 | +120.3% | COM | 947890109 |
| — | ASPEN INSURANCE HOLDINGS LTD SHS | 30,561 | $1,241 | 0.3% | $42.94 | — | SHS | G05384105 |
| SCSC | SCANSOURCE INC COM | 34,035 | $1,218 | 0.3% | $37.36 | +4.5% | COM | 806037107 |
| — | ESSENDANT INC COM | 130,739 | $1,212 | 0.3% | $21.45 | — | COM | 296689102 |
| NRG | NRG ENERGY INC COM NEW | 42,341 | $1,206 | 0.3% | $19.59 | +15.0% | COM NEW | 629377508 |
| ACM | AECOM COM | 32,202 | $1,196 | 0.3% | $29.39 | +19.0% | COM | 00766T100 |
| NWSA | NEWS CORP NEW CL A | 73,225 | $1,187 | 0.3% | $14.70 | -6.9% | CL A | 65249B109 |
| CNO | CNO FINL GROUP INC COM | 47,789 | $1,180 | 0.3% | $10.33 | +96.4% | COM | 12621E103 |
| — | CUBIC CORP COM | 19,631 | $1,157 | 0.3% | $47.25 | — | COM | 229669106 |
| UVV | UNIVERSAL CORP VA COM | 21,512 | $1,129 | 0.3% | $54.41 | +2.1% | COM | 913456109 |
| FCNCA | FIRST CTZNS BANCSHARES INC N CL A | 2,745 | $1,106 | 0.3% | $202.34 | +92.8% | CL A | 31946M103 |
| — | TRIPLE-S MGMT CORP CL B | 44,017 | $1,094 | 0.3% | $22.99 | — | CL B | 896749108 |
| CAR | AVIS BUDGET GROUP COM | 24,839 | $1,090 | 0.3% | $31.95 | +18.3% | COM | 053774105 |
| — | DIEBOLD NXDF INC COM | 63,730 | $1,042 | 0.3% | $21.03 | — | COM | 253651103 |
| NSIT | INSIGHT ENTERPRISES INC COM | 26,146 | $1,001 | 0.2% | $23.98 | +70.5% | COM | 45765U103 |
| — | ANADARKO PETE CORP COM | 18,660 | $1,001 | 0.2% | $78.44 | — | COM | 032511107 |
| — | APOLLO GLOBAL MGMT LLC CL A SHS | 29,700 | $994 | 0.2% | $23.57 | — | CL A SHS | 037612306 |
| HAL | HALLIBURTON CO COM | 20,308 | $992 | 0.2% | $28.97 | +29.3% | COM | 406216101 |
| GOOGL | ALPHABET INC CAP STK CL A | 935 | $985 | 0.2% | $36.73 | +39.5% | CL A | 02079K305 |
| — | GRANITE REAL ESTATE INVT TR UNIT 99/99/9999 | 24,600 | $961 | 0.2% | $34.02 | — | UNIT | 387437114 |
| — | ARGO GROUP INTL HLDGS LTD COM | 15,576 | $960 | 0.2% | $43.90 | — | COM | G0464B107 |
| GLW | CORNING INC COM | 29,780 | $953 | 0.2% | $14.64 | +72.3% | COM | 219350105 |
| — | TUPPERWARE BRANDS CORP COM | 14,700 | $922 | 0.2% | $67.46 | — | COM | 899896104 |
| — | PLY GEM HLDGS INC COM | 47,885 | $886 | 0.2% | $17.47 | — | COM | 72941W100 |
| THG | HANOVER INS GROUP INC COM | 8,158 | $882 | 0.2% | $74.10 | +9.0% | COM | 410867105 |
| — | SYNOVUS FINL CORP COM NEW | 17,413 | $835 | 0.2% | $24.63 | — | COM | 87161C501 |
| — | MONSANTO CO NEW COM | 7,125 | $832 | 0.2% | $102.57 | — | COM | 61166W101 |
| — | SUPERIOR ENERGY SVCS INC COM | 85,660 | $825 | 0.2% | $22.13 | — | COM | 868157108 |
| — | ELECTRUM SPL ACQUISITION COR SHS | 78,949 | $815 | 0.2% | $10.10 | — | SHS | G3105C104 |
| EZPW | EZCORP INC CL A NON VTG | 66,600 | $813 | 0.2% | $12.94 | -15.7% | CL A | 302301106 |
| — | FIRST MIDWEST BANCORP DEL COM | 33,701 | $809 | 0.2% | $16.14 | — | COM | 320867104 |
| — | VALIDUS HOLDINGS LTD COM SHS | 17,179 | $806 | 0.2% | $46.92 | — | COM SHS | G9319H102 |
| — | GOVERNMENT PPTYS INCOME TR COM SHS BEN INT | 42,914 | $796 | 0.2% | $22.14 | — | COM SHS BEN INT | 38376A103 |
| ACH | OWENS & MINOR INC NEW COM | 41,472 | $783 | 0.2% | $30.50 | -32.4% | COM | 690732102 |
| SAIC | SCIENCE APPLICATNS INTL CP N COM | 9,900 | $758 | 0.2% | $38.12 | +89.8% | COM | 808625107 |
| — | LYON WILLIAM HOMES CL A NEW | 25,998 | $756 | 0.2% | $20.62 | — | CL A NEW | 552074700 |
| — | FUELCELL ENERGY INC COM NEW | 439,851 | $748 | 0.2% | $1.53 | — | COM NEW | 35952H502 |
| — | TCF FINL CORP COM | 35,599 | $730 | 0.2% | $14.18 | — | COM | 872275102 |
| KALU | KAISER ALUMINUM CORP COM PAR $0.01 | 6,700 | $716 | 0.2% | $48.98 | +55.3% | COM | 483007704 |
| NG | NOVAGOLD RES INC COM NEW | 178,982 | $703 | 0.2% | $3.14 | +26.8% | COM NEW | 66987E206 |
| — | MICRO FOCUS INTERNATIONAL PL SPON ADR NEW | 20,248 | $680 | 0.2% | $31.90 | — | SPONSORED ADR | 594837304 |
| — | SOUTH ST CORP COM | 7,341 | $640 | 0.2% | $87.18 | — | COM | 840441109 |
| — | TEEKAY TANKERS LTD CL A | 418,650 | $586 | 0.1% | $3.36 | — | CLA | Y8565N102 |
| — | HOEGH LNG PARTNERS LP COM UNIT LTD | 30,967 | $578 | 0.1% | $18.93 | — | COM | Y3262R100 |
| NVRI | HARSCO CORP COM | 30,300 | $565 | 0.1% | $17.05 | +13.0% | COM | 415864107 |
| ENVA | ENOVA INTL INC COM | 34,457 | $524 | 0.1% | $16.56 | -11.4% | COM | 29357K103 |
| WMB | WILLIAMS COS INC DEL COM | 17,070 | $520 | 0.1% | $9.91 | +87.7% | COM | 969457100 |
| — | GREAT PLAINS ENERGY INC COM | 15,700 | $506 | 0.1% | $22.98 | — | COM | 391164100 |
| — | OM ASSET MGMT PLC SHS | 28,733 | $481 | 0.1% | $14.48 | — | SHS | G67506108 |
| POR | PORTLAND GEN ELEC CO COM NEW | 10,200 | $465 | 0.1% | $19.21 | +80.1% | COM | 736508847 |
| MD | MEDNAX INC COM | 8,634 | $461 | 0.1% | $47.18 | 0.0% | COM | 58502B106 |
| CRS | CARPENTER TECHNOLOGY CORP COM | 8,936 | $456 | 0.1% | $38.73 | +11.3% | COM | 144285103 |
| — | ARRIS INTL INC SHS | 15,616 | $401 | 0.1% | $22.92 | — | SHS | G0551A103 |
| DRH | DIAMONDROCK HOSPITALITY CO COM | 33,571 | $379 | 0.1% | $9.32 | — | COM | 252784301 |
| — | ATLANTIC CAP BANCSHARES INC COM | 19,274 | $339 | 0.1% | $18.15 | — | COM | 048269203 |
| — | WESCO AIRCRAFT HLDGS INC COM | 42,270 | $313 | 0.1% | $13.28 | — | COM | 950814103 |
| CNMD | CONMED CORP COM | 5,503 | $280 | 0.1% | $38.25 | +26.2% | COM | 207410101 |
| MLR | MILLER INDS INC TENN COM NEW | 10,727 | $277 | 0.1% | $11.36 | +100.0% | COM | 600551204 |
| NNI | NELNET INC CL A | 4,800 | $263 | 0.1% | $37.28 | +45.0% | CL A | 64031N108 |
| — | KAPSTONE PAPER & PACKAGING C COM | 11,231 | $255 | 0.1% | $21.75 | — | COM | 48562P103 |
| FBNC | FIRST BANCORP N C COM | 6,839 | $241 | 0.1% | $24.85 | +23.2% | COM | 318910106 |
| BHF | BRIGHTHOUSE FINL INC COM | 3,729 | $219 | 0.1% | $59.99 | -1.4% | COM | 10922N103 |
| GNW | GENWORTH FINL INC COM CL A | 62,650 | $195 | 0.0% | $7.85 | -56.0% | CL A | 37247D106 |
| — | CATCHMARK TIMBER TR INC CL A | 13,960 | $183 | 0.0% | $10.48 | — | CL A | 14912Y202 |
| TTI | TETRA TECHNOLOGIES INC DEL COM | 41,400 | $177 | 0.0% | $3.45 | 0.0% | COM | 88162F105 |
| — | ARC DOCUMENT SOLUTIONS INC COM | 47,823 | $122 | 0.0% | $4.39 | — | COM | 00191G103 |
| — | ELECTRUM SPL ACQUISITION COR W EXP 99/99/999 | 78,949 | $0 | 0.0% | — | — | W EXP 99/99/999 | G3105C112 |