CIK: 0000021175 · Show all filings
Period: Q3 2018 (← Previous) (Next →)
Filing Date: Nov 13, 2018
Total Value ($000): $484,096 (100.0% shares, 0.0% debt)
| Ticker | Issuer | Shares | Value ($000) | % | Est. Cost | Unrealized | Class | CUSIP |
|---|---|---|---|---|---|---|---|---|
| GLD | SPDR GOLD TRUST | 214,000 | $24,131 | 5.0% | $118.50 | — | GOLD SHS | 78463V107 |
| MSFT | MICROSOFT CORP | 125,900 | $14,399 | 3.0% | $27.71 | +263.8% | COM | 594918104 |
| C | CITIGROUP INC | 200,641 | $14,394 | 3.0% | $38.29 | +43.0% | COM NEW | 172967424 |
| GM | GENERAL MTRS CO | 365,255 | $12,298 | 2.5% | $33.24 | -0.5% | COM | 37045V100 |
| — | UNION BANKSHARES COR | 313,649 | $12,085 | 2.5% | $38.53 | — | COM | 90539J109 |
| MC | MOELIS & CO | 218,337 | $11,965 | 2.5% | $13.04 | +166.9% | CL A | 60786M105 |
| JPM | JPMORGAN CHASE & CO | 96,264 | $10,862 | 2.2% | $40.46 | +128.9% | COM | 46625H100 |
| — | AETNA INC NEW | 48,300 | $9,798 | 2.0% | $110.18 | — | COM | 00817Y108 |
| ORCL | ORACLE CORP | 184,075 | $9,491 | 2.0% | $29.56 | +47.4% | COM | 68389X105 |
| CSCO | CISCO SYS INC | 171,600 | $8,348 | 1.7% | $27.43 | +31.4% | COM | 17275R102 |
| LNC | LINCOLN NATL CORP IN | 122,600 | $8,295 | 1.7% | $25.77 | +84.6% | COM | 534187109 |
| PFE | PFIZER INC | 186,491 | $8,219 | 1.7% | $19.13 | +44.6% | COM | 717081103 |
| CMCSA | COMCAST CORP NEW | 227,600 | $8,059 | 1.7% | $30.23 | -2.9% | CL A | 20030N101 |
| — | DOWDUPONT INC | 112,439 | $7,231 | 1.5% | $66.35 | — | COM | 26078J100 |
| — | COVANTA HLDG CORP | 419,739 | $6,821 | 1.4% | $16.76 | — | COM | 22282E102 |
| LYB | LYONDELLBASELL INDUS | 64,200 | $6,581 | 1.4% | $53.54 | +28.3% | SHS - A - | N53745100 |
| GOOG | ALPHABET INC | 5,300 | $6,325 | 1.3% | $43.21 | +37.6% | CAP STK CL C | 02079K107 |
| URI | UNITED RENTALS INC | 37,000 | $6,053 | 1.3% | $110.60 | +36.3% | COM | 911363109 |
| FDX | FEDEX CORP | 25,100 | $6,044 | 1.2% | $87.33 | +143.0% | COM | 31428X106 |
| DAL | DELTA AIR LINES INC | 98,440 | $5,693 | 1.2% | $15.52 | +231.1% | COM NEW | 247361702 |
| BAC | BANK AMER CORP | 192,682 | $5,676 | 1.2% | $18.32 | +39.0% | COM | 060505104 |
| KMI | KINDER MORGAN INC DE | 315,000 | $5,585 | 1.2% | $11.09 | +5.4% | COM | 49456B101 |
| WDC | WESTERN DIGITAL CORP | 95,000 | $5,561 | 1.1% | $57.25 | -18.1% | COM | 958102105 |
| NEAR | ISHARES US ETF TR | 100,000 | $5,019 | 1.0% | $50.25 | — | SHT MAT BD ETF | 46431W507 |
| EOG | EOG RES INC | 38,000 | $4,848 | 1.0% | $61.44 | +48.8% | COM | 26875P101 |
| — | PIONEER NAT RES CO | 26,800 | $4,668 | 1.0% | $144.75 | — | COM | 723787107 |
| MPC | MARATHON PETE CORP | 55,000 | $4,398 | 0.9% | $53.75 | +16.3% | COM | 56585A102 |
| DHI | D R HORTON INC | 104,200 | $4,395 | 0.9% | $20.12 | +98.4% | COM | 23331A109 |
| TRV | TRAVELERS COMPANIES | 33,000 | $4,280 | 0.9% | $66.32 | +65.7% | COM | 89417E109 |
| — | CIGNA CORPORATION | 20,000 | $4,165 | 0.9% | $167.75 | — | COM | 125509109 |
| GOOGL | ALPHABET INC | 3,435 | $4,146 | 0.9% | $49.29 | +21.9% | CAP STK CL A | 02079K305 |
| CSX | CSX CORP | 55,000 | $4,073 | 0.8% | $18.59 | +16.0% | COM | 126408103 |
| GLW | CORNING INC | 107,935 | $3,810 | 0.8% | $21.64 | +22.3% | COM | 219350105 |
| — | WPX ENERGY INC | 186,500 | $3,752 | 0.8% | $13.39 | — | COM | 98212B103 |
| ADI | ANALOG DEVICES INC | 40,000 | $3,698 | 0.8% | $68.91 | +21.6% | COM | 032654105 |
| VNO | VORNADO RLTY TR | 50,515 | $3,688 | 0.8% | $83.64 | — | SH BEN INT | 929042109 |
| — | HESS CORP | 50,250 | $3,597 | 0.7% | $47.42 | — | COM | 42809H107 |
| ADNT | ADIENT PLC | 90,000 | $3,538 | 0.7% | $64.56 | -30.3% | ORD SHS | G0084W101 |
| WTW | WILLIS TOWERS WATSON | 25,000 | $3,524 | 0.7% | $136.71 | -0.1% | SHS | G96629103 |
| AVT | AVNET INC | 72,961 | $3,266 | 0.7% | $28.75 | +33.0% | COM | 053807103 |
| AXS | AXIS CAPITAL HOLDING | 56,140 | $3,240 | 0.7% | $39.64 | +15.9% | SHS | G0692U109 |
| LEN | LENNAR CORP | 68,000 | $3,175 | 0.7% | $40.25 | +14.8% | CL A | 526057104 |
| R | RYDER SYS INC | 43,424 | $3,173 | 0.7% | $79.03 | -3.5% | COM | 783549108 |
| LKQ | LKQ CORP | 100,000 | $3,167 | 0.7% | $31.89 | -6.4% | COM | 501889208 |
| AER | AERCAP HOLDINGS NV | 55,000 | $3,164 | 0.7% | $51.06 | +8.9% | SHS | N00985106 |
| VZ | VERIZON COMMUNICATIO | 58,715 | $3,135 | 0.6% | $32.21 | +10.6% | COM | 92343V104 |
| TXT | TEXTRON INC | 43,500 | $3,109 | 0.6% | $49.13 | +37.5% | COM | 883203101 |
| COF | CAPITAL ONE FINL COR | 31,827 | $3,021 | 0.6% | $60.25 | +42.2% | COM | 14040H105 |
| OMC | OMNICOM GROUP INC | 43,760 | $2,977 | 0.6% | $51.23 | +4.7% | COM | 681919106 |
| JELD | JELD-WEN HLDG INC | 119,474 | $2,946 | 0.6% | $34.11 | -22.0% | COM | 47580P103 |
| F | FORD MTR CO DEL | 316,162 | $2,924 | 0.6% | $7.82 | -12.4% | COM PAR $0.01 | 345370860 |
| EIX | EDISON INTL | 41,892 | $2,835 | 0.6% | $44.44 | +9.1% | COM | 281020107 |
| — | MYLAN N V | 77,142 | $2,823 | 0.6% | $35.63 | — | SHS EURO | N59465109 |
| CMTL | COMTECH TELECOMMUNIC | 77,219 | $2,801 | 0.6% | $12.70 | +145.3% | COM NEW | 205826209 |
| IP | INTL PAPER CO | 55,795 | $2,742 | 0.6% | $37.40 | -4.7% | COM | 460146103 |
| — | XEROX CORP | 100,952 | $2,724 | 0.6% | $24.00 | — | COM NEW | 984121608 |
| MD | MEDNAX INC | 57,979 | $2,705 | 0.6% | $50.17 | -8.5% | COM | 58502B106 |
| — | ROYAL DUTCH SHELL PL | 39,443 | $2,688 | 0.6% | $55.88 | — | SPONS ADR A | 780259206 |
| MET | METLIFE INC | 57,490 | $2,686 | 0.6% | $28.67 | +23.9% | COM | 59156R108 |
| FLEX | FLEX LTD | 200,000 | $2,624 | 0.5% | $10.47 | 0.0% | ORD | Y2573F102 |
| — | ATHENE HLDG LTD | 50,000 | $2,583 | 0.5% | $50.00 | — | CL A | G0684D107 |
| CTSH | COGNIZANT TECHNOLOGY | 33,367 | $2,574 | 0.5% | $48.01 | +46.3% | CL A | 192446102 |
| TEX | TEREX CORP NEW | 64,142 | $2,560 | 0.5% | $33.46 | +21.5% | COM | 880779103 |
| DOV | DOVER CORP | 28,836 | $2,553 | 0.5% | $50.13 | +47.2% | COM | 260003108 |
| KBR | KBR INC | 120,525 | $2,547 | 0.5% | $15.42 | +17.7% | COM | 48242W106 |
| — | TWENTY FIRST CENTY F | 53,705 | $2,461 | 0.5% | $45.82 | — | CL B | 90130A200 |
| HPE | HEWLETT PACKARD ENTE | 150,554 | $2,456 | 0.5% | $8.45 | +49.9% | COM | 42824C109 |
| — | DISH NETWORK CORP | 67,908 | $2,428 | 0.5% | $36.90 | — | CL A | 25470M109 |
| AIG | AMERICAN INTL GROUP | 45,499 | $2,422 | 0.5% | $35.60 | +24.1% | COM NEW | 026874784 |
| MUR | MURPHY OIL CORP | 71,193 | $2,374 | 0.5% | $15.43 | +57.4% | COM | 626717102 |
| DLTR | DOLLAR TREE INC | 29,042 | $2,368 | 0.5% | $100.53 | -12.7% | COM | 256746108 |
| MS | MORGAN STANLEY | 49,734 | $2,316 | 0.5% | $18.55 | +109.9% | COM NEW | 617446448 |
| MCK | MCKESSON CORP | 17,133 | $2,273 | 0.5% | $138.07 | -10.8% | COM | 58155Q103 |
| VOYA | VOYA FINL INC | 44,636 | $2,217 | 0.5% | $29.05 | +52.9% | COM | 929089100 |
| — | FGL HLDGS | 247,557 | $2,216 | 0.5% | $10.07 | — | ORD SHS | G3402M102 |
| WFC | WELLS FARGO CO NEW | 42,147 | $2,215 | 0.5% | $42.80 | +8.7% | COM | 949746101 |
| AMGN | AMGEN INC | 10,030 | $2,079 | 0.4% | $144.43 | +9.0% | COM | 031162100 |
| CVE | CENOVUS ENERGY INC | 205,929 | $2,069 | 0.4% | $10.17 | -16.4% | COM | 15135U109 |
| ETN | EATON CORP PLC | 22,100 | $1,917 | 0.4% | $54.36 | +30.8% | SHS | G29183103 |
| — | CVR PARTNERS LP | 502,664 | $1,915 | 0.4% | $14.42 | — | COM | 126633106 |
| NG | NOVAGOLD RES INC | 509,124 | $1,889 | 0.4% | $3.98 | +1.4% | COM NEW | 66987E206 |
| — | AXA EQUITABLE HLDGS | 84,525 | $1,813 | 0.4% | $20.81 | — | COM | 054561105 |
| BEN | FRANKLIN RES INC | 59,515 | $1,810 | 0.4% | $29.90 | -23.7% | COM | 354613101 |
| GS | GOLDMAN SACHS GROUP | 7,949 | $1,782 | 0.4% | $142.76 | +37.6% | COM | 38141G104 |
| — | NATIONAL OILWELL VAR | 40,490 | $1,744 | 0.4% | $43.25 | — | COM | 637071101 |
| — | FOREST CITY RLTY TR | 68,000 | $1,706 | 0.4% | $21.78 | — | COM CL A | 345605109 |
| — | BARRICK GOLD CORP | 150,595 | $1,669 | 0.3% | $13.15 | — | COM | 067901108 |
| — | ACTIVISION BLIZZARD | 20,000 | $1,664 | 0.3% | $83.20 | — | COM | 00507V109 |
| — | ANIXTER INTL INC | 22,692 | $1,595 | 0.3% | $62.60 | — | COM | 035290105 |
| UBS | UBS GROUP AG | 100,375 | $1,585 | 0.3% | $19.01 | -17.3% | SHS | H42097107 |
| NRG | NRG ENERGY INC | 42,341 | $1,584 | 0.3% | $19.59 | +42.2% | COM NEW | 629377508 |
| — | ACTUANT CORP | 55,925 | $1,560 | 0.3% | $27.07 | — | CL A NEW | 00508X203 |
| PBI | PITNEY BOWES INC | 218,965 | $1,550 | 0.3% | $11.78 | -31.5% | COM | 724479100 |
| TRS | TRIMAS CORP | 50,882 | $1,547 | 0.3% | $20.96 | +44.6% | COM NEW | 896215209 |
| T | AT&T INC | 46,014 | $1,545 | 0.3% | $14.53 | -0.4% | COM | 00206R102 |
| USFD | US FOODS HLDG CORP | 50,000 | $1,541 | 0.3% | $34.57 | 0.0% | COM | 912008109 |
| PCG | PG&E CORP | 33,410 | $1,537 | 0.3% | $44.02 | 0.0% | COM | 69331C108 |
| HAL | HALLIBURTON CO | 37,565 | $1,523 | 0.3% | $35.25 | +0.9% | COM | 406216101 |
| UVV | UNIVERSAL CORP VA | 23,364 | $1,519 | 0.3% | $55.70 | +14.4% | COM | 913456109 |
| BKD | BROOKDALE SR LIVING | 153,740 | $1,511 | 0.3% | $14.55 | -36.8% | COM | 112463104 |
| — | MASONITE INTL CORP N | 23,464 | $1,504 | 0.3% | $58.81 | — | COM | 575385109 |
| FHN | FIRST HORIZON NATL C | 86,700 | $1,496 | 0.3% | $10.70 | +27.4% | COM | 320517105 |
| ASB | ASSOCIATED BANC CORP | 55,074 | $1,432 | 0.3% | $11.89 | +72.7% | COM | 045487105 |
| FCNCA | FIRST CTZNS BANCSHAR | 3,145 | $1,422 | 0.3% | $230.29 | +86.6% | CL A | 31946M103 |
| NXPI | NXP SEMICONDUCTORS N | 16,608 | $1,420 | 0.3% | $97.96 | -13.0% | COM | N6596X109 |
| CAT | CATERPILLAR INC DEL | 9,205 | $1,404 | 0.3% | $66.01 | +82.6% | COM | 149123101 |
| HCA | HCA HEALTHCARE INC | 10,000 | $1,391 | 0.3% | $90.31 | +29.1% | COM | 40412C101 |
| XOM | EXXON MOBIL CORP | 16,243 | $1,381 | 0.3% | $54.20 | +7.4% | COM | 30231G102 |
| BP | BP PLC | 29,281 | $1,350 | 0.3% | $41.37 | — | SPONSORED ADR | 055622104 |
| AAL | AMERICAN AIRLS GROUP | 32,400 | $1,339 | 0.3% | $21.78 | +76.0% | COM | 02376R102 |
| NWL | NEWELL BRANDS INC | 65,004 | $1,320 | 0.3% | $18.22 | -9.0% | COM | 651229106 |
| KO | COCA COLA CO | 28,500 | $1,316 | 0.3% | $28.03 | +29.5% | COM | 191216100 |
| KKR | KKR & CO INC | 47,793 | $1,303 | 0.3% | $24.47 | 0.0% | CL A | 48251W104 |
| — | ASPEN INSURANCE HOLD | 30,746 | $1,285 | 0.3% | $42.81 | — | SHS | G05384105 |
| VRTS | VIRTUS INVT PARTNERS | 10,985 | $1,250 | 0.3% | $93.15 | +7.8% | COM | 92828Q109 |
| IOSP | INNOSPEC INC | 16,217 | $1,245 | 0.3% | $40.59 | +72.9% | COM | 45768S105 |
| HOPE | HOPE BANCORP INC | 75,746 | $1,225 | 0.3% | $18.74 | -7.6% | COM | 43940T109 |
| ROCK | GIBRALTAR INDS INC | 26,276 | $1,198 | 0.2% | $32.66 | +32.4% | COM | 374689107 |
| — | STEELCASE INC | 63,296 | $1,171 | 0.2% | $13.60 | — | CL A | 858155203 |
| NSIT | INSIGHT ENTERPRISES | 21,576 | $1,167 | 0.2% | $23.98 | +119.2% | COM | 45765U103 |
| SCSC | SCANSOURCE INC | 28,945 | $1,155 | 0.2% | $37.36 | +9.5% | COM | 806037107 |
| — | CELESTICA INC | 103,137 | $1,117 | 0.2% | $11.50 | — | SUB VTG SHS | 15101Q108 |
| — | ESSENDANT INC | 87,059 | $1,116 | 0.2% | $21.45 | — | COM | 296689102 |
| ACM | AECOM | 32,202 | $1,052 | 0.2% | $29.39 | +7.9% | COM | 00766T100 |
| — | AMERICAN EQTY INVT L | 28,585 | $1,011 | 0.2% | $14.99 | — | COM | 025676206 |
| — | GRANITE REAL ESTATE | 23,400 | $1,004 | 0.2% | $34.02 | — | UNIT 99/99/9999 | 387437114 |
| CNO | CNO FINL GROUP INC | 46,789 | $993 | 0.2% | $10.33 | +71.2% | COM | 12621E103 |
| CAR | AVIS BUDGET GROUP | 30,186 | $970 | 0.2% | $32.09 | -1.2% | COM | 053774105 |
| NWSA | NEWS CORP NEW | 73,225 | $966 | 0.2% | $14.70 | -12.1% | CL A | 65249B109 |
| TECK | TECK RESOURCES LTD | 39,780 | $959 | 0.2% | $19.13 | +25.6% | CL B | 878742204 |
| — | ARGO GROUP INTL HLDG | 14,934 | $942 | 0.2% | $45.66 | — | COM | G0464B107 |
| — | NAVIGANT CONSULTING | 40,304 | $929 | 0.2% | $22.13 | — | COM | 63935N107 |
| WBS | WEBSTER FINL CORP CO | 15,337 | $904 | 0.2% | $24.85 | +161.7% | COM | 947890109 |
| OXY | OCCIDENTAL PETE CORP | 10,855 | $892 | 0.2% | $58.30 | +16.2% | COM | 674599105 |
| — | ANADARKO PETE CORP | 13,040 | $879 | 0.2% | $78.44 | — | COM | 032511107 |
| THG | HANOVER INS GROUP IN | 7,009 | $865 | 0.2% | $74.10 | +32.3% | COM | 410867105 |
| — | TCF FINL CORP | 35,599 | $848 | 0.2% | $14.18 | — | COM | 872275102 |
| GLNG | GOLAR LNG LTD BERMUD | 29,753 | $827 | 0.2% | $22.16 | +5.9% | SHS | G9456A100 |
| — | FIRST MIDWEST BANCOR | 30,292 | $805 | 0.2% | $16.14 | — | COM | 320867104 |
| SAIC | SCIENCE APPLICATNS I | 9,100 | $733 | 0.2% | $38.12 | +123.0% | COM | 808625107 |
| — | WESCO AIRCRAFT HLDGS | 62,470 | $703 | 0.1% | $12.57 | — | COM | 950814103 |
| — | REALOGY HLDGS CORP | 33,560 | $693 | 0.1% | $22.79 | — | COM | 75605Y106 |
| — | SYNOVUS FINL CORP | 14,610 | $669 | 0.1% | $24.63 | — | COM NEW | 87161C501 |
| KALU | KAISER ALUMINUM CORP | 6,100 | $665 | 0.1% | $48.98 | +71.0% | COM PAR $0.01 | 483007704 |
| ENVA | ENOVA INTL INC | 22,857 | $658 | 0.1% | $16.56 | +105.7% | COM | 29357K103 |
| — | TUPPERWARE BRANDS CO | 18,600 | $622 | 0.1% | $63.22 | — | COM | 899896104 |
| — | TRIPLE-S MGMT CORP | 32,828 | $620 | 0.1% | $22.99 | — | CL B | 896749108 |
| — | FUELCELL ENERGY INC | 570,025 | $610 | 0.1% | $1.48 | — | COM NEW | 35952H502 |
| — | SOUTH ST CORP | 7,341 | $602 | 0.1% | $87.18 | — | COM | 840441109 |
| EZPW | EZCORP INC | 53,600 | $574 | 0.1% | $12.66 | -10.1% | CL A NON VTG | 302301106 |
| — | HOEGH LNG PARTNERS L | 30,967 | $568 | 0.1% | $18.93 | — | COM UNIT LTD | Y3262R100 |
| — | CHESAPEAKE ENERGY CO | 124,800 | $560 | 0.1% | $4.77 | — | COM | 165167107 |
| — | HIGHPOINT RES CORP | 110,200 | $538 | 0.1% | $4.88 | — | COM | 43114K108 |
| EVRG | EVERGY INC | 9,390 | $516 | 0.1% | $40.03 | +6.8% | COM | 30034W106 |
| — | GOVERNMENT PPTYS INC | 45,214 | $510 | 0.1% | $21.71 | — | COM SHS BEN INT | 38376A103 |
| — | SUPERIOR ENERGY SVCS | 51,985 | $506 | 0.1% | $21.27 | — | COM | 868157108 |
| — | HANGER INC | 20,700 | $492 | 0.1% | $23.77 | — | COM NEW | 41043F208 |
| — | ARRIS INTL INC | 18,916 | $492 | 0.1% | $23.46 | — | SHS | G0551A103 |
| CRS | CARPENTER TECHNOLOGY | 8,036 | $474 | 0.1% | $38.73 | +29.7% | COM | 144285103 |
| POR | PORTLAND GEN ELEC CO | 10,200 | $465 | 0.1% | $19.21 | +77.4% | COM NEW | 736508847 |
| WMB | WILLIAMS COS INC DEL | 17,070 | $464 | 0.1% | $9.91 | +94.2% | COM | 969457100 |
| EVTC | EVERTEC INC | 18,162 | $438 | 0.1% | $15.07 | +51.0% | COM | 30040P103 |
| CNMD | CONMED CORP | 5,503 | $436 | 0.1% | $38.25 | +89.2% | COM | 207410101 |
| — | KAPSTONE PAPER & PAC | 12,731 | $432 | 0.1% | $23.25 | — | COM | 48562P103 |
| — | LYON WILLIAM HOMES | 26,898 | $427 | 0.1% | $20.70 | — | CL A NEW | 552074700 |
| — | TEEKAY TANKERS LTD | 418,650 | $414 | 0.1% | $3.36 | — | CL A | Y8565N102 |
| DRH | DIAMONDROCK HOSPITAL | 33,571 | $392 | 0.1% | $9.32 | — | COM | 252784301 |
| THC | TENET HEALTHCARE COR | 13,625 | $388 | 0.1% | $23.66 | +39.5% | COM NEW | 88033G407 |
| — | BRIGHTSPHERE INVESTM | 28,733 | $356 | 0.1% | $15.77 | — | SHS | G1644T109 |
| — | ATLANTIC CAP BANCSHA | 19,374 | $325 | 0.1% | $18.15 | — | COM | 048269203 |
| — | ENSCO PLC | 36,800 | $311 | 0.1% | $4.39 | — | SHS CLASS A | G3157S106 |
| MLR | MILLER INDS INC TENN | 10,927 | $294 | 0.1% | $11.57 | +99.0% | COM NEW | 600551204 |
| FBNC | FIRST BANCORP N C | 6,839 | $277 | 0.1% | $24.85 | +41.6% | COM | 318910106 |
| — | MACQUARIE INFRASTRUC | 5,955 | $275 | 0.1% | $36.94 | — | COM | 55608B105 |
| NNI | NELNET INC | 4,800 | $274 | 0.1% | $37.28 | +57.0% | CL A | 64031N108 |
| — | REV GROUP INC | 17,192 | $270 | 0.1% | $15.70 | — | COM | 749527107 |
| TTI | TETRA TECHNOLOGIES I | 55,300 | $249 | 0.1% | $3.65 | +24.1% | COM | 88162F105 |
| — | CATCHMARK TIMBER TR | 13,960 | $160 | 0.0% | $10.48 | — | CL A | 14912Y202 |
| — | ARC DOCUMENT SOLUTIO | 47,823 | $136 | 0.0% | $4.39 | — | COM | 00191G103 |