Location: Dallas, TX
CIK: 0000313028 · Show all filings
Period: Q2 2016 (← Previous) (Next →)
Filing Date: Aug 8, 2016
Total Value: $65.67B (100.0% shares, 0.0% debt)
| Ticker | Issuer | Shares | Value | % | Share Price | Est. Cost/Share | Unrealized @ Report Date | Class | CUSIP |
|---|---|---|---|---|---|---|---|---|---|
| PM | Philip Morris International In | 19,474,260 | $1.981B | 3.0% | $101.72 * | $49.63 | +23.7% | COM | 718172109 |
| JPM | JPMorgan Chase & Co | 30,137,691 | $1.873B | 2.9% | $62.14 * | $36.41 | +32.7% | COM | 46625H100 |
| MDT | Medtronic PLC | 21,090,262 | $1.83B | 2.8% | $86.77 * | $58.10 | +9.3% | COM | G5960L103 |
| VZ | Verizon Communications Inc | 32,152,996 | $1.795B | 2.7% | $55.84 * | $26.99 | +16.6% | COM | 92343V104 |
| WFC | Wells Fargo & Co | 37,842,797 | $1.791B | 2.7% | $47.33 * | $27.54 | +35.2% | COM | 949746101 |
| — | Johnson Controls Inc | 39,308,460 | $1.74B | 2.6% | $44.26 | $44.48 | — | COM | 478366107 |
| PFE | Pfizer Inc | 48,981,192 | $1.725B | 2.6% | $35.21 * | $16.50 | +27.6% | COM | 717081103 |
| JNJ | Johnson & Johnson | 13,210,591 | $1.602B | 2.4% | $121.30 * | $59.84 | +45.5% | COM | 478160104 |
| — | United Technologies Corp | 15,173,532 | $1.556B | 2.4% | $102.55 | $90.69 | — | COM | 913017109 |
| MRK | Merck & Co Inc | 26,516,070 | $1.528B | 2.3% | $57.61 * | $31.45 | +25.5% | COM | 58933Y105 |
| PNC | PNC Financial Services Group I | 18,537,591 | $1.509B | 2.3% | $81.39 * | $47.62 | +32.2% | COM | 693475105 |
| ORCL | Oracle Corp | 36,227,871 | $1.483B | 2.3% | $40.93 * | $33.55 | +3.1% | COM | 68389X105 |
| APD | Air Products & Chemicals Inc | 10,345,549 | $1.469B | 2.2% | $142.04 * | $97.91 | +7.2% | COM | 009158106 |
| OXY | Occidental Petroleum Corp | 19,041,708 | $1.439B | 2.2% | $75.56 * | $56.48 | +0.4% | COM | 674599105 |
| BP | BP PLC-ADR | 39,936,560 | $1.418B | 2.2% | $35.51 | $37.95 | — | COM | 055622104 |
| MO | Altria Group Inc | 19,714,071 | $1.359B | 2.1% | $68.96 * | $16.37 | +102.9% | COM | 02209S103 |
| MSFT | Microsoft Corp | 25,085,291 | $1.284B | 2.0% | $51.17 * | $26.70 | +72.2% | COM | 594918104 |
| COF | Capital One Financial Corp | 19,814,087 | $1.258B | 1.9% | $63.51 * | $48.19 | +21.7% | COM | 14040H105 |
| COP | ConocoPhillips | 28,533,558 | $1.244B | 1.9% | $43.60 * | $39.87 | -17.7% | COM | 20825C104 |
| AXP | American Express Co | 19,981,729 | $1.214B | 1.8% | $60.76 * | $59.19 | -6.7% | COM | 025816109 |
| SNY | SANOFI-ADR | 28,122,279 | $1.177B | 1.8% | $41.85 | $50.71 | — | COM | 80105N105 |
| QCOM | QUALCOMM Inc | 21,598,005 | $1.157B | 1.8% | $53.57 * | $49.50 | -18.6% | COM | 747525103 |
| PSX | Phillips 66 | 14,562,698 | $1.155B | 1.8% | $79.34 * | $42.75 | +32.6% | COM | 718546104 |
| HON | Honeywell International Inc | 9,890,506 | $1.15B | 1.8% | $116.32 * | $53.13 | +58.5% | COM | 438516106 |
| TEVA | TEVA PHARM-ADR | 22,700,812 | $1.14B | 1.7% | $50.23 | $46.64 | — | COM | 881624209 |
| ELV | Anthem Inc | 8,575,511 | $1.126B | 1.7% | $131.34 * | $107.73 | +11.3% | COM | 036752103 |
| BAC | Bank of America Corp | 84,061,846 | $1.116B | 1.7% | $13.27 * | $10.29 | +10.2% | COM | 060505104 |
| — | Express Scripts Holding Co | 14,646,371 | $1.11B | 1.7% | $75.80 | $71.06 | — | COM | 30219G108 |
| CAH | Cardinal Health Inc | 12,520,106 | $977M | 1.5% | $78.01 * | $47.63 | +26.5% | COM | 14149Y108 |
| GD | General Dynamics Corp | 6,983,384 | $972M | 1.5% | $139.24 * | $62.94 | +79.6% | COM | 369550108 |
| STT | State Street Corp | 17,693,466 | $954M | 1.5% | $53.92 * | $44.48 | +1.5% | COM | 857477103 |
| MPC | Marathon Petroleum Corp | 24,511,104 | $930M | 1.4% | $37.96 * | $29.78 | -8.6% | COM | 56585A102 |
| C | Citigroup Inc | 20,870,998 | $885M | 1.3% | $42.39 * | $35.80 | -7.5% | COM | 172967424 |
| T | AT&T Inc | 20,395,495 | $881M | 1.3% | $43.21 * | $11.43 | +32.2% | COM | 00206R102 |
| — | CRH PLC-ADR | 27,598,237 | $816M | 1.2% | $29.58 | $23.76 | — | COM | 12626K203 |
| — | Raytheon Co | 4,904,529 | $667M | 1.0% | $135.95 | $66.12 | — | COM | 755111507 |
| F | Ford Motor Co | 51,943,876 | $653M | 1.0% | $12.57 * | $8.34 | -4.9% | COM | 345370860 |
| CVX | Chevron Corp | 6,146,603 | $644M | 1.0% | $104.83 * | $59.79 | +11.7% | COM | 166764100 |
| INTC | Intel Corp | 18,309,691 | $601M | 0.9% | $32.80 * | $18.10 | +38.8% | COM | 458140100 |
| CNP | CenterPoint Energy Inc | 22,668,451 | $544M | 0.8% | $24.00 * | $15.25 | +6.1% | COM | 15189T107 |
| SWK | Stanley Black & Decker Inc | 4,509,983 | $502M | 0.8% | $111.22 * | $58.36 | +48.3% | COM | 854502101 |
| OC | Owens Corning | 8,823,834 | $455M | 0.7% | $51.52 * | $40.39 | +23.3% | COM | 690742101 |
| NAVI | Navient Corp | 33,446,956 | $400M | 0.6% | $11.95 * | $16.68 | -23.7% | COM | 63938C108 |
| ETR | Entergy Corp | 4,653,123 | $379M | 0.6% | $81.35 * | $20.77 | +27.3% | COM | 29364G103 |
| TXN | Texas Instruments Inc | 5,885,364 | $369M | 0.6% | $62.65 * | $25.38 | +79.9% | COM | 882508104 |
| UNH | UnitedHealth Group Inc | 2,567,767 | $363M | 0.6% | $141.20 * | $50.75 | +125.0% | COM | 91324P102 |
| WHR | Whirlpool Corp | 2,123,888 | $354M | 0.5% | $166.64 * | $157.28 | +12.2% | COM | 963320106 |
| WMT | Wal-Mart Stores Inc | 4,650,031 | $340M | 0.5% | $73.02 * | $20.19 | -3.4% | COM | 931142103 |
| — | Tyco International Plc | 7,891,682 | $336M | 0.5% | $42.60 | $33.44 | — | COM | G91442106 |
| — | Reynolds American Inc | 6,181,571 | $333M | 0.5% | $53.93 | $52.64 | — | COM | 761713106 |
| FMC | FMC Corp | 6,930,685 | $321M | 0.5% | $46.31 * | $35.69 | -12.2% | COM | 302491303 |
| TGT | Target Corp | 4,527,419 | $316M | 0.5% | $69.82 * | $46.87 | +19.7% | COM | 87612E106 |
| — | Cigna Corp | 2,375,427 | $304M | 0.5% | $127.99 | $75.45 | — | COM | 125509109 |
| CCL | Carnival Corp | 6,834,355 | $302M | 0.5% | $44.20 * | $28.05 | +54.0% | COM | 143658300 |
| AIG | American International Group I | 5,693,952 | $301M | 0.5% | $52.89 * | $37.51 | +15.4% | COM | 026874784 |
| — | Spirit AeroSystems Holdings In | 6,699,043 | $288M | 0.4% | $43.00 | $39.96 | — | COM | 848574109 |
| — | New York Community Bancorp Inc | 18,382,896 | $276M | 0.4% | $14.99 | $15.13 | — | COM | 649445103 |
| — | Hanesbrands Inc | 10,898,712 | $274M | 0.4% | $25.13 | $38.99 | — | COM | 410345102 |
| RCL | Royal Caribbean Cruises Ltd | 3,958,172 | $266M | 0.4% | $67.15 * | $35.94 | +91.0% | COM | V7780T103 |
| — | Discover Financial Services | 4,701,386 | $252M | 0.4% | $53.59 | $50.12 | — | COM | 254709108 |
| AMP | Ameriprise Financial Inc | 2,720,524 | $244M | 0.4% | $89.85 * | $71.55 | +10.7% | COM | 03076C106 |
| FITB | Fifth Third Bancorp | 13,655,476 | $240M | 0.4% | $17.59 * | $12.07 | +5.7% | COM | 316773100 |
| NCLH | Norwegian Cruise Line Holdings | 6,004,005 | $239M | 0.4% | $39.84 * | $52.83 | -9.8% | COM | G66721104 |
| NSC | Norfolk Southern Corp | 2,669,449 | $227M | 0.3% | $85.13 * | $68.87 | +1.2% | COM | 655844108 |
| DE | Deere & Co | 2,783,231 | $226M | 0.3% | $81.04 * | $74.05 | -5.5% | COM | 244199105 |
| WTW | Willis Towers Watson PLC | 1,725,722 | $215M | 0.3% | $124.31 * | $102.61 | +4.9% | COM | G96629103 |
| SLM | SLM Corp | 34,633,036 | $214M | 0.3% | $6.18 * | $7.91 | -17.6% | COM | 78442P106 |
| PNW | Pinnacle West Capital Corp | 2,583,790 | $209M | 0.3% | $81.06 * | $35.26 | +44.9% | COM | 723484101 |
| MCHP | Microchip Technology Inc | 4,052,232 | $206M | 0.3% | $50.76 * | $17.06 | +21.7% | COM | 595017104 |
| ETN | Eaton Corp PLC | 3,373,796 | $202M | 0.3% | $59.73 * | $48.60 | +2.4% | COM | G29183103 |
| FNF | FNF Group | 5,337,509 | $200M | 0.3% | $37.50 * | $16.16 | 0.0% | COM | 31620R303 |
| HST | Host Hotels & Resorts Inc | 12,316,109 | $200M | 0.3% | $16.21 * | $11.65 | -8.1% | COM | 44107P104 |
| XEL | Xcel Energy Inc | 3,957,681 | $177M | 0.3% | $44.78 * | $20.51 | +49.7% | COM | 98389B100 |
| CNH | CNH Industrial NV | 24,241,395 | $173M | 0.3% | $7.15 * | $6.25 | -16.3% | COM | N20944109 |
| PBF | PBF Energy Inc | 6,882,948 | $164M | 0.2% | $23.78 * | $33.58 | -14.4% | COM | 69318G106 |
| — | L Brands Inc | 2,267,881 | $152M | 0.2% | $67.13 | $51.68 | — | COM | 501797104 |
| DVN | Devon Energy Corp | 4,039,830 | $146M | 0.2% | $36.25 * | $23.84 | 0.0% | COM | 25179M103 |
| IBM | International Business Machine | 935,126 | $142M | 0.2% | $151.78 * | $94.00 | +1.2% | COM | 459200101 |
| LUV | Southwest Airlines Co | 3,603,745 | $141M | 0.2% | $39.21 * | $17.56 | +117.3% | COM | 844741108 |
| L | Loews Corp | 3,353,196 | $138M | 0.2% | $41.09 * | $40.66 | -6.7% | COM | 540424108 |
| LEN | Lennar Corp | 2,986,303 | $138M | 0.2% | $46.10 * | $36.94 | +7.9% | COM | 526057104 |
| EMBJ | EMBRAER SA-ADR | 5,856,381 | $127M | 0.2% | $21.72 | $34.40 | — | COM | 29082A107 |
| — | XL Group PLC | 3,654,816 | $122M | 0.2% | $33.31 | $33.31 | — | COM | G98290102 |
| KEY | KeyCorp | 10,372,753 | $115M | 0.2% | $11.05 * | $8.20 | -2.6% | COM | 493267108 |
| — | Meredith Corp | 2,157,605 | $112M | 0.2% | $51.91 | $51.80 | — | COM | 589433101 |
| PRKS | SeaWorld Entertainment Inc | 7,752,153 | $111M | 0.2% | $14.33 * | $23.75 | -23.8% | COM | 81282V100 |
| RL | Ralph Lauren Corp | 1,186,531 | $106M | 0.2% | $89.62 * | $76.41 | 0.0% | COM | 751212101 |
| CDP | Corporate Office Properties Tr | 3,522,685 | $104M | 0.2% | $29.57 | $26.85 | — | COM | 22002T108 |
| — | Total System Services Inc | 1,950,578 | $104M | 0.2% | $53.11 | $26.49 | — | COM | 891906109 |
| VET | Vermilion Energy Inc | 3,173,430 | $101M | 0.2% | $31.82 | $31.94 | 0.0% | COM | 923725105 |
| — | Fairchild Semiconductor Intern | 4,883,617 | $96.94M | 0.1% | $19.85 | $14.20 | — | COM | 303726103 |
| KBR | KBR Inc | 6,964,751 | $92.21M | 0.1% | $13.24 * | $25.67 | -50.9% | COM | 48242W106 |
| VSH | Vishay Intertechnology Inc | 7,300,204 | $90.45M | 0.1% | $12.39 * | $10.62 | -2.5% | COM | 928298108 |
| SSD | Simpson Manufacturing Co Inc | 2,162,756 | $86.44M | 0.1% | $39.97 * | $27.52 | +25.3% | COM | 829073105 |
| GLNG | Golar LNG Ltd | 5,478,842 | $84.92M | 0.1% | $15.50 | $29.40 | -47.4% | COM | G9456A100 |
| LYB | LyondellBasell Industries NV | 1,135,017 | $84.47M | 0.1% | $74.42 * | $46.54 | +2.2% | COM | N53745100 |
| — | PolyOne Corp | 2,391,004 | $84.26M | 0.1% | $35.24 | $26.18 | — | COM | 73179P106 |
| R | Ryder System Inc | 1,370,710 | $83.81M | 0.1% | $61.14 * | $66.08 | +0.2% | COM | 783549108 |
| PLXS | Plexus Corp | 1,872,060 | $80.87M | 0.1% | $43.20 * | $31.21 | +35.0% | COM | 729132100 |
| TCBI | Texas Capital Bancshares Inc | 1,639,439 | $76.66M | 0.1% | $46.76 * | $52.78 | -15.1% | COM | 88224Q107 |
| — | II-VI Inc | 3,986,180 | $74.78M | 0.1% | $18.76 | $17.59 | — | COM | 902104108 |
| — | First Niagara Financial Group | 7,633,760 | $74.35M | 0.1% | $9.74 | $10.00 | — | COM | 33582V108 |
| FIX | Comfort Systems USA Inc | 2,269,485 | $73.92M | 0.1% | $32.57 * | $12.51 | +139.2% | COM | 199908104 |
| — | Memorial Resource Development | 4,633,768 | $73.58M | 0.1% | $15.88 | $13.36 | — | COM | 58605Q109 |
| — | Barnes Group Inc | 2,198,224 | $72.81M | 0.1% | $33.12 | $37.86 | — | COM | 067806109 |
| GAP | Gap Inc/The | 3,344,140 | $70.96M | 0.1% | $21.22 * | $25.46 | -40.7% | COM | 364760108 |
| TPC | Tutor Perini Corp | 2,998,402 | $70.61M | 0.1% | $23.55 * | $18.29 | +6.6% | COM | 901109108 |
| PB | Prosperity Bancshares Inc | 1,380,299 | $70.38M | 0.1% | $50.99 * | $35.08 | +8.9% | COM | 743606105 |
| AXTA | Axalta Coating Systems Ltd | 2,603,030 | $69.06M | 0.1% | $26.53 * | $28.32 | 0.0% | COM | G0750C108 |
| XYL | Xylem Inc/NY | 1,537,468 | $68.65M | 0.1% | $44.65 * | $24.74 | +56.3% | COM | 98419M100 |
| TREX | Trex Co Inc | 1,509,483 | $67.81M | 0.1% | $44.92 * | $7.41 | +52.2% | COM | 89531P105 |
| AAPL | Apple Inc | 701,590 | $67.07M | 0.1% | $95.60 * | $22.62 | 0.0% | COM | 037833100 |
| VLY | Valley National Bancorp | 7,300,254 | $66.58M | 0.1% | $9.12 * | $10.04 | -6.8% | COM | 919794107 |
| — | HealthSouth Corp | 1,703,976 | $66.15M | 0.1% | $38.82 | $28.80 | — | COM | 421924309 |
| TEX | Terex Corp | 3,209,543 | $65.19M | 0.1% | $20.31 * | $28.26 | -19.1% | COM | 880779103 |
| — | Mobile Mini Inc | 1,880,175 | $65.13M | 0.1% | $34.64 | $33.15 | — | COM | 60740F105 |
| AZTA | Brooks Automation Inc | 5,736,243 | $64.36M | 0.1% | $11.22 * | $8.51 | +14.5% | COM | 114340102 |
| OSK | Oshkosh Corp | 1,333,550 | $63.62M | 0.1% | $47.71 * | $31.79 | +20.2% | COM | 688239201 |
| DIOD | Diodes Inc | 3,351,018 | $62.97M | 0.1% | $18.79 | $23.97 | -21.0% | COM | 254543101 |
| PRIM | Primoris Services Corp | 3,181,104 | $60.22M | 0.1% | $18.93 * | $18.10 | +19.3% | COM | 74164F103 |
| CMA | Comerica Inc | 1,425,142 | $58.62M | 0.1% | $41.13 * | $29.09 | 0.0% | COM | 200340107 |
| MRCY | Mercury Systems Inc | 2,342,049 | $58.22M | 0.1% | $24.86 * | $8.91 | +141.3% | COM | 589378108 |
| ROCK | Gibraltar Industries Inc | 1,820,701 | $57.48M | 0.1% | $31.57 * | $16.89 | +70.4% | COM | 374689107 |
| SMG | Scotts Miracle-Gro Co/The | 814,322 | $56.93M | 0.1% | $69.91 * | $32.18 | +57.2% | COM | 810186106 |
| BRK/B | Berkshire Hathaway Inc | 392,272 | $56.8M | 0.1% | $144.79 | $136.17 | +5.0% | COM | 084670702 |
| — | Vitamin Shoppe Inc | 1,852,370 | $56.63M | 0.1% | $30.57 | $40.81 | — | COM | 92849E101 |
| SGI | Tempur Sealy International Inc | 1,012,443 | $56.01M | 0.1% | $55.32 * | $12.42 | +18.8% | COM | 88023U101 |
| — | Nielsen Holdings PLC | 1,065,475 | $55.37M | 0.1% | $51.97 | $44.68 | — | COM | G6518L108 |
| — | Restoration Hardware Holdings | 1,860,862 | $53.37M | 0.1% | $28.68 | $28.68 | — | COM | 761283100 |
| — | FARO Technologies Inc | 1,555,793 | $52.63M | 0.1% | $33.83 | $34.51 | — | COM | 311642102 |
| IP | International Paper Co | 1,222,232 | $51.8M | 0.1% | $42.38 * | $31.49 | -16.5% | COM | 460146103 |
| TRV | Travelers Cos Inc/The | 433,117 | $51.56M | 0.1% | $119.04 * | $63.56 | +44.0% | COM | 89417E109 |
| EMR | Emerson Electric Co | 972,731 | $50.74M | 0.1% | $52.16 * | $40.76 | +1.9% | COM | 291011104 |
| PLAB | Photronics Inc | 5,686,681 | $50.67M | 0.1% | $8.91 * | $8.67 | +14.5% | COM | 719405102 |
| ABBNY | ABB LTD-ADR | 2,423,439 | $48.06M | 0.1% | $19.83 | $22.05 | — | COM | 000375204 |
| — | Encore Wire Corp | 1,267,538 | $47.25M | 0.1% | $37.28 | $40.23 | — | COM | 292562105 |
| DCH | American Axle & Manufacturing | 3,141,112 | $45.48M | 0.1% | $14.48 * | $15.87 | -1.8% | COM | 024061103 |
| UMBF | UMB Financial Corp | 851,558 | $45.31M | 0.1% | $53.21 * | $48.04 | +13.1% | COM | 902788108 |
| RIO | RIO TINTO-ADR | 1,431,101 | $44.79M | 0.1% | $31.30 | $47.47 | — | COM | 767204100 |
| — | Mentor Graphics Corp | 2,063,637 | $43.87M | 0.1% | $21.26 | $19.55 | — | COM | 587200106 |
| NVR | NVR Inc | 24,243 | $43.16M | 0.1% | $1780.35 * | $1156.92 | +47.8% | COM | 62944T105 |
| — | Delphi Automotive PLC | 668,467 | $41.85M | 0.1% | $62.60 | $52.77 | — | COM | G27823106 |
| VOD | VODAFONE GRP-ADR | 1,322,712 | $40.86M | 0.1% | $30.89 | $36.49 | — | COM | 92857W308 |
| — | E*TRADE Financial Corp | 1,688,813 | $39.67M | 0.1% | $23.49 | $20.01 | — | COM | 269246401 |
| GSM | Ferroglobe PLC | 4,359,703 | $37.54M | 0.1% | $8.61 | $8.61 | 0.0% | COM | G33856108 |
| — | Flotek Industries Inc | 2,491,495 | $32.89M | 0.1% | $13.20 | $11.44 | — | COM | 343389102 |
| OII | Oceaneering International Inc | 1,038,163 | $31M | 0.0% | $29.86 * | $32.63 | 0.0% | COM | 675232102 |
| — | General Electric Co | 860,826 | $27.1M | 0.0% | $31.48 | $24.40 | — | COM | 369604103 |
| CSCO | Cisco Systems Inc | 834,785 | $23.95M | 0.0% | $28.69 * | $16.55 | +26.1% | COM | 17275R102 |
| EC | Ecopetrol SA | 2,410,685 | $23.05M | 0.0% | $9.56 | $9.60 | — | COM | 279158109 |
| — | Xcerra Corp | 3,956,386 | $22.75M | 0.0% | $5.75 | $9.67 | — | COM | 98400J108 |
| — | Fairmount Santrol Holdings Inc | 2,498,524 | $19.26M | 0.0% | $7.71 | $2.81 | — | COM | 30555Q108 |
| — | Tailored Brands Inc | 1,378,128 | $17.45M | 0.0% | $12.66 | $17.90 | — | COM | 87403A107 |
| — | Park Electrochemical Corp | 892,183 | $12.96M | 0.0% | $14.53 | $24.99 | — | COM | 700416209 |
| — | Gran Tierra Energy Inc | 3,620,898 | $12.24M | 0.0% | $3.38 | $3.39 | — | COM | 38500T101 |
| — | GLAXOSMITHKL-ADR | 251,800 | $10.91M | 0.0% | $43.34 | $53.34 | — | COM | 37733W105 |
| — | Vonage Holdings Corp | 1,210,858 | $7.386M | 0.0% | $6.10 | $6.10 | — | COM | 92886T201 |
| NTGR | NETGEAR Inc | 152,003 | $7.227M | 0.0% | $47.55 * | $20.61 | +29.3% | COM | 64111Q104 |
| — | ManTech International Corp/VA | 184,932 | $6.994M | 0.0% | $37.82 | $31.01 | — | COM | 564563104 |
| — | QLogic Corp | 470,158 | $6.93M | 0.0% | $14.74 | $14.11 | — | COM | 747277101 |
| — | Plantronics Inc | 150,384 | $6.617M | 0.0% | $44.00 | $44.86 | — | COM | 727493108 |
| — | Interactive Intelligence Group | 160,246 | $6.569M | 0.0% | $40.99 | $37.47 | — | COM | 45841V109 |
| MOG/A | Moog Inc | 121,507 | $6.552M | 0.0% | $53.92 * | $51.53 | -9.4% | COM | 615394202 |
| — | Knoll Inc | 269,330 | $6.539M | 0.0% | $24.28 | $22.17 | — | COM | 498904200 |
| NSIT | Insight Enterprises Inc | 244,353 | $6.354M | 0.0% | $26.00 * | $27.20 | -1.8% | COM | 45765U103 |
| ENTG | Entegris Inc | 434,836 | $6.292M | 0.0% | $14.47 * | $12.86 | +2.3% | COM | 29362U104 |
| — | Strayer Education Inc | 125,690 | $6.175M | 0.0% | $49.13 | $51.06 | — | COM | 863236105 |
| — | Capella Education Co | 115,999 | $6.106M | 0.0% | $52.64 | $57.58 | — | COM | 139594105 |
| — | Cubic Corp | 151,788 | $6.095M | 0.0% | $40.15 | $40.04 | — | COM | 229669106 |
| KELYA | Kelly Services Inc | 320,525 | $6.081M | 0.0% | $18.97 * | $14.69 | +14.2% | COM | 488152208 |
| — | Invesco Mortgage Capital Inc | 441,609 | $6.046M | 0.0% | $13.69 | $13.69 | — | COM | 46131B100 |
| — | Seadrill Ltd | 1,857,514 | $6.018M | 0.0% | $3.24 | $37.10 | — | COM | G7945E105 |
| ACH | Owens & Minor Inc | 158,273 | $5.916M | 0.0% | $37.38 * | $29.82 | +11.9% | COM | 690732102 |
| — | Verint Systems Inc | 178,202 | $5.903M | 0.0% | $33.13 | $33.28 | — | COM | 92343X100 |
| MLKN | Herman Miller Inc | 196,782 | $5.882M | 0.0% | $29.89 * | $22.53 | +7.5% | COM | 600544100 |
| DECK | Deckers Outdoor Corp | 102,229 | $5.88M | 0.0% | $57.52 * | $9.00 | +2.7% | COM | 243537107 |
| — | Essendant Inc | 189,615 | $5.794M | 0.0% | $30.56 | $36.62 | — | COM | 296689102 |
| — | Hibbett Sports Inc | 165,574 | $5.76M | 0.0% | $34.79 | $41.31 | — | COM | 428567101 |
| — | Esterline Technologies Corp | 91,208 | $5.659M | 0.0% | $62.04 | $73.51 | — | COM | 297425100 |
| — | Qlik Technologies Inc | 188,486 | $5.576M | 0.0% | $29.58 | $29.58 | — | COM | 74733T105 |
| TRMK | Trustmark Corp | 223,808 | $5.562M | 0.0% | $24.85 * | $17.15 | +4.9% | COM | 898402102 |
| SCSC | ScanSource Inc | 145,393 | $5.395M | 0.0% | $37.11 * | $37.85 | +3.7% | COM | 806037107 |
| BKE | Buckle Inc/The | 207,029 | $5.381M | 0.0% | $25.99 * | $13.90 | -29.5% | COM | 118440106 |
| AIT | Applied Industrial Technologie | 118,481 | $5.348M | 0.0% | $45.14 * | $35.62 | +8.8% | COM | 03820C105 |
| DLX | Deluxe Corp | 77,969 | $5.175M | 0.0% | $66.37 * | $42.72 | -0.1% | COM | 248019101 |
| — | Tenneco Inc | 111,009 | $5.174M | 0.0% | $46.61 | $54.22 | — | COM | 880349105 |
| FUL | HB Fuller Co | 117,554 | $5.171M | 0.0% | $43.99 * | $33.14 | +19.8% | COM | 359694106 |
| RGP | Resources Connection Inc | 349,654 | $5.167M | 0.0% | $14.78 | $15.81 | -6.3% | COM | 76122Q105 |
| — | Superior Industries Internatio | 191,651 | $5.132M | 0.0% | $26.78 | $25.71 | — | COM | 868168105 |
| — | Anixter International Inc | 95,787 | $5.103M | 0.0% | $53.27 | $68.52 | — | COM | 035290105 |
| — | Chico's FAS Inc | 473,836 | $5.075M | 0.0% | $10.71 | $14.75 | — | COM | 168615102 |
| — | Guess? Inc | 334,757 | $5.038M | 0.0% | $15.05 | $17.83 | — | COM | 401617105 |
| ETD | Ethan Allen Interiors Inc | 150,776 | $4.982M | 0.0% | $33.04 * | $15.08 | +17.6% | COM | 297602104 |
| DAR | Darling Ingredients Inc | 328,696 | $4.897M | 0.0% | $14.90 * | $10.39 | +39.2% | COM | 237266101 |
| — | Express Inc | 333,801 | $4.844M | 0.0% | $14.51 | $19.45 | — | COM | 30219E103 |
| — | ADTRAN Inc | 251,923 | $4.698M | 0.0% | $18.65 | $16.40 | — | COM | 00738A106 |
| THFF | First Financial Corp/IN | 126,835 | $4.644M | 0.0% | $36.61 * | $24.24 | +6.6% | COM | 320218100 |
| CMC | Commercial Metals Co | 264,468 | $4.47M | 0.0% | $16.90 * | $11.72 | +21.6% | COM | 201723103 |
| WERN | Werner Enterprises Inc | 194,433 | $4.466M | 0.0% | $22.97 * | $28.21 | -11.6% | COM | 950755108 |
| ENS | EnerSys | 74,363 | $4.422M | 0.0% | $59.47 * | $53.03 | +1.5% | COM | 29275Y102 |
| AIR | AAR Corp | 184,212 | $4.3M | 0.0% | $23.34 | $21.50 | +6.6% | COM | 000361105 |
| SCL | Stepan Co | 71,346 | $4.247M | 0.0% | $59.53 | $43.83 | +34.0% | COM | 858586100 |
| — | Actuant Corp | 186,643 | $4.22M | 0.0% | $22.61 | $23.63 | — | COM | 00508X203 |
| HUBG | Hub Group Inc | 109,510 | $4.202M | 0.0% | $38.37 * | $17.32 | +12.9% | COM | 443320106 |
| VRA | Vera Bradley Inc | 292,957 | $4.152M | 0.0% | $14.17 * | $15.69 | +3.1% | COM | 92335C106 |
| MSA | MSA Safety Inc | 78,782 | $4.139M | 0.0% | $52.54 * | $43.40 | +14.1% | COM | 553498106 |
| — | Finisar Corp | 235,331 | $4.121M | 0.0% | $17.51 | $18.85 | — | COM | 31787A507 |
| ACCO | ACCO Brands Corp | 391,104 | $4.041M | 0.0% | $10.33 * | $5.49 | +22.9% | COM | 00081T108 |
| IRBTQ | iRobot Corp | 114,782 | $4.026M | 0.0% | $35.08 * | $31.06 | +18.1% | COM | 462726100 |
| GEF | Greif Inc | 107,315 | $4M | 0.0% | $37.27 * | $22.31 | +13.8% | COM | 397624107 |
| LZB | La-Z-Boy Inc | 142,238 | $3.957M | 0.0% | $27.82 * | $26.43 | -0.9% | COM | 505336107 |
| — | Polycom Inc | 349,983 | $3.937M | 0.0% | $11.25 | $12.40 | — | COM | 73172K104 |
| — | Sun Hydraulics Corp | 127,634 | $3.79M | 0.0% | $29.69 | $33.08 | — | COM | 866942105 |
| — | Rofin-Sinar Technologies Inc | 115,683 | $3.695M | 0.0% | $31.94 | $27.00 | — | COM | 775043102 |
| MTRN | Materion Corp | 148,197 | $3.669M | 0.0% | $24.76 * | $31.25 | -17.9% | COM | 576690101 |
| SANM | Sanmina Corp | 136,785 | $3.667M | 0.0% | $26.81 * | $22.65 | +10.5% | COM | 801056102 |
| — | Finish Line Inc/The | 180,881 | $3.652M | 0.0% | $20.19 | $23.00 | — | COM | 317923100 |
| — | Team Inc | 138,887 | $3.448M | 0.0% | $24.83 | $24.83 | — | COM | 878155100 |
| — | Janus Capital Group Inc | 242,080 | $3.37M | 0.0% | $13.92 | $14.12 | — | COM | 47102X105 |
| — | Stillwater Mining Co | 275,716 | $3.27M | 0.0% | $11.86 | $10.19 | — | COM | 86074Q102 |
| SAH | Sonic Automotive Inc | 188,158 | $3.219M | 0.0% | $17.11 | $24.06 | -28.1% | COM | 83545G102 |
| TNC | Tennant Co | 59,585 | $3.21M | 0.0% | $53.87 * | $51.13 | -8.4% | COM | 880345103 |
| WMK | Weis Markets Inc | 63,417 | $3.206M | 0.0% | $50.55 * | $34.22 | +12.5% | COM | 948849104 |
| OLN | Olin Corp | 124,999 | $3.105M | 0.0% | $24.84 * | $14.15 | +16.0% | COM | 680665205 |
| — | Invacare Corp | 254,128 | $3.083M | 0.0% | $12.13 | $12.98 | — | COM | 461203101 |
| — | Sotheby's | 112,540 | $3.083M | 0.0% | $27.39 | $40.88 | — | COM | 835898107 |
| KWR | Quaker Chemical Corp | 33,809 | $3.015M | 0.0% | $89.18 * | $83.34 | +4.5% | COM | 747316107 |
| CRS | Carpenter Technology Corp | 91,241 | $3.004M | 0.0% | $32.92 * | $27.42 | +2.8% | COM | 144285103 |
| — | Entercom Communications Corp | 215,002 | $2.917M | 0.0% | $13.57 | $12.00 | — | COM | 293639100 |
| GPI | Group 1 Automotive Inc | 59,044 | $2.914M | 0.0% | $49.35 * | $58.50 | +0.2% | COM | 398905109 |
| OIS | Oil States International Inc | 87,032 | $2.862M | 0.0% | $32.88 | $29.50 | +9.9% | COM | 678026105 |
| — | Select Comfort Corp | 132,286 | $2.829M | 0.0% | $21.39 | $21.68 | — | COM | 81616X103 |
| — | Rovi Corp | 179,428 | $2.807M | 0.0% | $15.64 | $11.18 | — | COM | 779376102 |
| APEI | American Public Education Inc | 96,446 | $2.71M | 0.0% | $28.10 * | $24.82 | +0.0% | COM | 02913V103 |
| — | Swift Transportation Co | 175,012 | $2.697M | 0.0% | $15.41 | $24.50 | — | COM | 87074U101 |
| ESE | ESCO Technologies Inc | 66,686 | $2.663M | 0.0% | $39.93 * | $35.69 | +5.7% | COM | 296315104 |
| HY | Hyster-Yale Materials Handling | 44,476 | $2.646M | 0.0% | $59.49 * | $44.11 | +10.8% | COM | 449172105 |
| AMKR | Amkor Technology Inc | 458,992 | $2.639M | 0.0% | $5.75 * | $6.14 | -11.4% | COM | 031652100 |
| — | Kaman Corp | 61,739 | $2.625M | 0.0% | $42.52 | $38.37 | — | COM | 483548103 |
| — | American Science & Engineering | 69,362 | $2.595M | 0.0% | $37.41 | $27.69 | — | COM | 029429107 |
| — | Calamos Asset Management Inc | 334,437 | $2.445M | 0.0% | $7.31 | $12.29 | — | COM | 12811R104 |
| TBHC | Kirkland's Inc | 163,810 | $2.405M | 0.0% | $14.68 * | $20.81 | -27.8% | COM | 497498105 |
| DAN | Dana Holding Corp | 226,685 | $2.394M | 0.0% | $10.56 * | $16.43 | -38.5% | COM | 235825205 |
| ZUMZ | Zumiez Inc | 164,013 | $2.347M | 0.0% | $14.31 * | $16.23 | -2.1% | COM | 989817101 |
| MED | Medifast Inc | 70,329 | $2.34M | 0.0% | $33.27 * | $23.98 | +3.7% | COM | 58470H101 |
| — | Marathon Oil Corp | 154,479 | $2.319M | 0.0% | $15.01 | $34.61 | — | COM | 565849106 |
| VECO | Veeco Instruments Inc | 135,285 | $2.24M | 0.0% | $16.56 * | $19.59 | -9.2% | COM | 922417100 |
| — | DeVry Education Group Inc | 124,682 | $2.225M | 0.0% | $17.85 | $26.11 | — | COM | 251893103 |
| — | Altra Industrial Motion Corp | 82,247 | $2.219M | 0.0% | $26.98 | $27.47 | — | COM | 02208R106 |
| WOR | Worthington Industries Inc | 52,349 | $2.214M | 0.0% | $42.29 * | $17.24 | +33.9% | COM | 981811102 |
| — | Innophos Holdings Inc | 52,386 | $2.211M | 0.0% | $42.21 | $29.09 | — | COM | 45774N108 |
| — | Bridgepoint Education Inc | 292,613 | $2.118M | 0.0% | $7.24 | $8.80 | — | COM | 10807M105 |
| — | Stein Mart Inc | 273,434 | $2.111M | 0.0% | $7.72 | $9.17 | — | COM | 858375108 |
| CNO | CNO Financial Group Inc | 118,463 | $2.068M | 0.0% | $17.46 * | $13.45 | +13.2% | COM | 12621E103 |
| ED | Consolidated Edison Inc | 24,582 | $1.977M | 0.0% | $80.42 * | $37.22 | +42.8% | COM | 209115104 |
| TRS | TriMas Corp | 108,743 | $1.958M | 0.0% | $18.01 * | $21.69 | -20.0% | COM | 896215209 |
| — | FairPoint Communications Inc | 130,644 | $1.918M | 0.0% | $14.68 | $14.86 | — | COM | 305560302 |
| — | Loral Space & Communications I | 53,880 | $1.9M | 0.0% | $35.26 | $35.26 | — | COM | 543881106 |
| — | Navigant Consulting Inc | 116,242 | $1.877M | 0.0% | $16.15 | $13.21 | — | COM | 63935N107 |
| — | Ascena Retail Group Inc | 236,239 | $1.651M | 0.0% | $6.99 | $11.06 | — | COM | 04351G101 |
| D | Dominion Resources Inc/VA | 20,578 | $1.604M | 0.0% | $77.95 * | $37.83 | +26.2% | COM | 25746U109 |
| — | Calgon Carbon Corp | 119,081 | $1.566M | 0.0% | $13.15 | $13.15 | — | COM | 129603106 |
| CMCO | Columbus McKinnon Corp/NY | 103,085 | $1.459M | 0.0% | $14.15 | $22.76 | -37.1% | COM | 199333105 |
| CMTL | Comtech Telecommunications Cor | 113,139 | $1.452M | 0.0% | $12.83 * | $17.19 | +1.3% | COM | 205826209 |
| — | Bravo Brio Restaurant Group In | 173,376 | $1.42M | 0.0% | $8.19 | $12.89 | — | COM | 10567B109 |
| — | Apollo Education Group Inc | 155,488 | $1.418M | 0.0% | $9.12 | $9.89 | — | COM | 037604105 |
| — | MTS Systems Corp | 32,233 | $1.413M | 0.0% | $43.84 | $43.84 | — | COM | 553777103 |
| PAG | Penske Automotive Group Inc | 44,136 | $1.389M | 0.0% | $31.47 * | $48.51 | -24.7% | COM | 70959W103 |
| IBOC | International Bancshares Corp | 51,719 | $1.349M | 0.0% | $26.08 * | $18.52 | +10.1% | COM | 459044103 |
| SCVL | Shoe Carnival Inc | 53,303 | $1.335M | 0.0% | $25.05 * | $13.15 | -5.4% | COM | 824889109 |
| ANF | Abercrombie & Fitch Co | 69,956 | $1.246M | 0.0% | $17.81 * | $19.77 | 0.0% | COM | 002896207 |
| DUK | Duke Energy Corp | 14,515 | $1.245M | 0.0% | $85.77 * | $46.31 | +16.2% | COM | 26441C204 |
| PARR | Par Pacific Holdings Inc | 77,224 | $1.185M | 0.0% | $15.34 * | $17.09 | 0.0% | COM | 69888T207 |
| — | PH Glatfelter Co | 58,869 | $1.152M | 0.0% | $19.57 | $19.57 | — | COM | 377316104 |
| — | Fred's Inc | 69,272 | $1.116M | 0.0% | $16.11 | $16.11 | — | COM | 356108100 |
| ICFI | ICF International Inc | 26,724 | $1.093M | 0.0% | $40.90 * | $39.10 | +0.3% | COM | 44925C103 |
| SF | Stifel Financial Corp | 34,704 | $1.092M | 0.0% | $31.47 * | $27.97 | -29.4% | COM | 860630102 |
| — | Ixia | 110,460 | $1.085M | 0.0% | $9.82 | $9.82 | — | COM | 45071R109 |
| CRMT | America's Car-Mart Inc/TX | 38,408 | $1.085M | 0.0% | $28.25 * | $24.51 | +1.3% | COM | 03062T105 |
| MGRC | McGrath RentCorp | 35,433 | $1.084M | 0.0% | $30.59 * | $26.98 | 0.0% | COM | 580589109 |
| — | Raven Industries Inc | 56,854 | $1.076M | 0.0% | $18.93 | $18.93 | — | COM | 754212108 |
| — | Nanometrics Inc | 50,796 | $1.056M | 0.0% | $20.79 | $17.72 | — | COM | 630077105 |
| DGII | Digi International Inc | 94,696 | $1.016M | 0.0% | $10.73 * | $9.34 | +10.6% | COM | 253798102 |
| XOM | Exxon Mobil Corp | 10,700 | $1.003M | 0.0% | $93.74 * | $55.57 | +4.1% | COM | 30231G102 |
| EVTC | EVERTEC Inc | 62,424 | $971K | 0.0% | $15.55 * | $13.39 | 0.0% | COM | 30040P103 |
| TMHC | Taylor Morrison Home Corp | 64,768 | $961K | 0.0% | $14.84 | $14.71 | 0.0% | COM | 87724P106 |
| — | SEACOR Holdings Inc | 16,244 | $941K | 0.0% | $57.93 | $54.45 | — | COM | 811904101 |
| — | PDL BioPharma Inc | 297,175 | $933K | 0.0% | $3.14 | $6.74 | — | COM | 69329Y104 |
| ARCO | Arcos Dorados Holdings Inc | 194,830 | $929K | 0.0% | $4.77 * | $3.93 | -4.0% | COM | G0457F107 |
| ANDE | Andersons Inc/The | 25,393 | $902K | 0.0% | $35.52 * | $22.96 | +15.7% | COM | 034164103 |
| BDC | Belden Inc | 14,760 | $891K | 0.0% | $60.37 | $60.65 | 0.0% | COM | 077454106 |
| — | Axiall Corp | 26,565 | $866K | 0.0% | $32.60 | $15.69 | — | COM | 05463D100 |
| RUSHA | Rush Enterprises Inc | 38,744 | $835K | 0.0% | $21.55 * | $8.06 | +9.8% | COM | 781846209 |
| — | BANCOLOMBIA-ADR | 22,030 | $769K | 0.0% | $34.91 | $34.30 | — | COM | 05968L102 |
| — | LivePerson Inc | 115,495 | $732K | 0.0% | $6.34 | $5.85 | — | COM | 538146101 |
| CHEF | Chefs' Warehouse Inc/The | 45,164 | $722K | 0.0% | $15.99 * | $16.47 | +3.4% | COM | 163086101 |
| CPA | Copa Holdings SA | 13,401 | $700K | 0.0% | $52.23 * | $40.08 | +9.6% | COM | P31076105 |
| — | Enersis Americas SA | 78,360 | $673K | 0.0% | $8.59 | $8.59 | — | COM | 29274F104 |
| SHG | SHINHAN FINA-ADR | 19,960 | $653K | 0.0% | $32.72 | $33.50 | — | COM | 824596100 |
| VVX | Vectrus Inc | 20,534 | $585K | 0.0% | $28.49 * | $21.15 | +13.3% | COM | 92242T101 |
| LCUT | Lifetime Brands Inc | 38,360 | $559K | 0.0% | $14.57 * | $11.53 | +10.4% | COM | 53222Q103 |
| — | Atwood Oceanics Inc | 43,672 | $547K | 0.0% | $12.53 | $12.53 | — | COM | 050095108 |
| EBF | Ennis Inc | 27,779 | $533K | 0.0% | $19.19 * | $9.92 | 0.0% | COM | 293389102 |
| TRC | Tejon Ranch Co | 22,345 | $528K | 0.0% | $23.63 * | $20.05 | +7.0% | COM | 879080109 |
| — | AVX Corp | 37,852 | $514K | 0.0% | $13.58 | $12.26 | — | COM | 002444107 |
| — | IXYS Corp | 49,291 | $505K | 0.0% | $10.25 | $11.11 | — | COM | 46600W106 |
| KRO | Kronos Worldwide Inc | 94,325 | $495K | 0.0% | $5.25 * | $6.02 | -39.7% | COM | 50105F105 |
| — | Aegion Corp | 25,097 | $489K | 0.0% | $19.48 | $19.48 | — | COM | 00770F104 |
| BCC | Boise Cascade Co | 20,281 | $465K | 0.0% | $22.93 * | $25.59 | -42.7% | COM | 09739D100 |
| TZOO | Travelzoo Inc | 56,938 | $457K | 0.0% | $8.03 | $9.82 | -19.2% | COM | 89421Q205 |
| — | Federal-Mogul Holdings Corp | 54,259 | $451K | 0.0% | $8.31 | $6.84 | — | COM | 313549404 |
| — | West Marine Inc | 51,757 | $434K | 0.0% | $8.39 | $8.77 | — | COM | 954235107 |
| VRTS | Virtus Investment Partners Inc | 5,970 | $425K | 0.0% | $71.19 * | $95.78 | -39.7% | COM | 92828Q109 |
| — | Ruby Tuesday Inc | 112,473 | $406K | 0.0% | $3.61 | $3.61 | — | COM | 781182100 |
| — | Libbey Inc | 24,779 | $394K | 0.0% | $15.90 | $19.93 | — | COM | 529898108 |
| — | Greenhill & Co Inc | 23,810 | $384K | 0.0% | $16.13 | $34.81 | — | COM | 395259104 |
| CACI | CACI International Inc | 3,835 | $347K | 0.0% | $90.48 * | $92.69 | +7.1% | COM | 127190304 |
| JOUT | Johnson Outdoors Inc | 12,583 | $323K | 0.0% | $25.67 * | $24.03 | 0.0% | COM | 479167108 |
| — | Zix Corp | 51,996 | $195K | 0.0% | $3.75 | $3.75 | — | COM | 98974P100 |
| — | Pzena Investment Management In | 24,683 | $188K | 0.0% | $7.62 | $8.06 | — | COM | 74731Q103 |
| — | RPX Corp | 13,022 | $119K | 0.0% | $9.14 | $9.14 | — | COM | 74972G103 |
| MOD | Modine Manufacturing Co | 13,171 | $116K | 0.0% | $8.81 * | $12.54 | -17.9% | COM | 607828100 |
| — | CDI Corp | 18,019 | $110K | 0.0% | $6.10 | $13.79 | — | COM | 125071100 |