CIK: 0001535630 · Show all filings
Period: Q4 2015 (← Previous) (Next →)
Filing Date: Feb 11, 2016
Total Value ($000): $513,823 (100.0% shares, 0.0% debt)
| Ticker | Issuer | Shares | Value ($000) | % | Est. Cost | Unrealized | Class | CUSIP |
|---|---|---|---|---|---|---|---|---|
| DHI | D R HORTON INC | 2,014,410 | $64,522 | 12.6% | $23.19 | +20.2% | COM | 23331A109 |
| LEN | LENNAR CORP | 1,078,880 | $52,768 | 10.3% | $39.55 | +9.6% | CL A | 526057104 |
| NVR | NVR INC | 23,678 | $38,903 | 7.6% | $1472.69 | +11.1% | COM | 62944T105 |
| PHM | PULTE GROUP INC | 1,991,509 | $35,489 | 6.9% | $17.03 | -3.4% | COM | 745867101 |
| TOL | TOLL BROTHERS INC | 1,005,774 | $33,492 | 6.5% | $33.97 | +5.0% | COM | 889478103 |
| DRI | DARDEN RESTAURANTS INC | 354,497 | $22,560 | 4.4% | $43.56 | 0.0% | COM | 237194105 |
| — | FIRST DATA CORP NEW | 1,243,187 | $19,916 | 3.9% | $16.02 | — | COM CL A | 32008D106 |
| — | CALATLANTIC GROUP INC | 479,201 | $18,171 | 3.5% | $37.92 | — | COM | 128195104 |
| TPH | TRI POINTE GROUP INC | 902,892 | $11,440 | 2.2% | $13.39 | 0.0% | COM | 87265H109 |
| — | FERRARI N V | 173,000 | $8,304 | 1.6% | $48.00 | — | COM | N3167J106 |
| MTH | MERITAGE HOMES CORP | 228,785 | $7,776 | 1.5% | $18.26 | +0.1% | COM | 59001A102 |
| BLD | TOPBUILD CORP | 237,309 | $7,302 | 1.4% | $30.00 | 0.0% | COM | 89055F103 |
| KBH | KB HOME | 565,030 | $6,967 | 1.4% | $13.38 | -10.7% | COM | 48666K109 |
| — | M D C HLDGS INC | 242,570 | $6,193 | 1.2% | $26.13 | — | COM | 552676108 |
| — | CHUBB CORP | 41,801 | $5,544 | 1.1% | $132.63 | — | COM | 171232101 |
| — | GENERAL ELECTRIC CO | 175,750 | $5,475 | 1.1% | $2438.47 | — | COM | 369604103 |
| — | MATCH GROUP INC | 300,000 | $4,065 | 0.8% | $13.55 | — | COM | 57665R106 |
| PEP | PEPSICO INC | 39,887 | $3,986 | 0.8% | $73.47 | 0.0% | COM | 713448108 |
| T | AT&T INC | 105,236 | $3,621 | 0.7% | $12.27 | +1.4% | COM | 00206R102 |
| CSCO | CISCO SYS INC | 132,513 | $3,598 | 0.7% | $20.16 | 0.0% | COM | 17275R102 |
| PSTG | PURE STORAGE INC | 218,339 | $3,400 | 0.7% | $16.97 | 0.0% | CL A | 74624M102 |
| MHO | M/I HOMES INC | 152,295 | $3,338 | 0.6% | $22.39 | +2.5% | COM | 55305B101 |
| MRK | MERCK & CO INC NEW | 60,557 | $3,199 | 0.6% | $36.77 | 0.0% | COM | 58933Y105 |
| — | DOW CHEM CO | 61,601 | $3,171 | 0.6% | $3615.94 | — | COM | 260543103 |
| JPM | JPMORGAN CHASE & CO | 47,781 | $3,155 | 0.6% | $49.62 | +0.1% | COM | 46625H100 |
| CMCSA | COMCAST CORP NEW | 54,663 | $3,085 | 0.6% | $23.34 | +1.8% | CL A | 20030N101 |
| WMT | WAL-MART STORES INC | 49,423 | $3,030 | 0.6% | $16.63 | 0.0% | COM | 931142103 |
| CME | CME GROUP INC | 30,000 | $2,718 | 0.5% | $60.87 | +3.5% | COM | 12572Q105 |
| INTC | INTEL CORP | 74,132 | $2,554 | 0.5% | $26.65 | 0.0% | COM | 458140100 |
| PFGC | PERFORMANCE FOOD GROUP CO | 109,125 | $2,525 | 0.5% | $22.66 | 0.0% | COM | 71377A103 |
| WFC | WELLS FARGO & CO NEW | 45,488 | $2,473 | 0.5% | $40.84 | 0.0% | COM | 949746101 |
| PG | PROCTER & GAMBLE CO | 30,732 | $2,440 | 0.5% | $56.36 | +2.8% | COM | 742718109 |
| AXP | AMERICAN EXPRESS CO | 34,703 | $2,414 | 0.5% | $65.61 | -4.2% | COM | 025816109 |
| CAT | CATERPILLAR INC DEL | 34,782 | $2,364 | 0.5% | $59.61 | -8.5% | COM | 149123101 |
| SGRY | SURGERY PARTNERS INC | 113,250 | $2,320 | 0.5% | $19.11 | 0.0% | COM | 86881A100 |
| ORCL | ORACLE CORP | 62,747 | $2,292 | 0.4% | $33.66 | -2.5% | COM | 68389X105 |
| CVS | CVS HEALTH CORP | 23,423 | $2,290 | 0.4% | $76.81 | -5.5% | COM | 126650100 |
| SBUX | STARBUCKS CORP | 38,064 | $2,285 | 0.4% | $48.06 | +2.8% | COM | 855244109 |
| SPG | SIMON PPTY GROUP INC NEW | 10,921 | $2,123 | 0.4% | $115.84 | 0.0% | COM | 828806109 |
| SLB | SCHLUMBERGER LTD | 30,047 | $2,096 | 0.4% | $60.34 | -7.0% | COM | 806857108 |
| MDT | MEDTRONIC PLC | 26,328 | $2,025 | 0.4% | $58.56 | 0.0% | SHS | G5960L103 |
| ABBV | ABBVIE INC | 32,197 | $1,907 | 0.4% | $42.47 | -10.6% | COM | 00287Y109 |
| MDLZ | MONDELEZ INTL INC | 41,874 | $1,878 | 0.4% | $34.58 | +2.6% | CL A | 609207105 |
| LOW | LOWES COS INC | 22,268 | $1,693 | 0.3% | $57.19 | +7.9% | COM | 548661107 |
| MO | ALTRIA GROUP INC | 27,617 | $1,608 | 0.3% | $27.99 | +5.3% | COM | 02209S103 |
| DE | DEERE & CO | 19,963 | $1,523 | 0.3% | $69.25 | -6.1% | COM | 244199105 |
| — | ALCOA INC | 152,930 | $1,509 | 0.3% | $6334.09 | — | COM | 013817101 |
| BMY | BRISTOL MYERS SQUIBB CO | 21,879 | $1,505 | 0.3% | $44.61 | +4.7% | COM | 110122108 |
| TXN | TEXAS INSTRS INC | 26,637 | $1,460 | 0.3% | $37.37 | +13.1% | COM | 882508104 |
| VZ | VERIZON COMMUNICATIONS INC | 30,944 | $1,430 | 0.3% | $27.01 | -0.3% | COM | 92343V104 |
| USB | US BANCORP DEL | 32,864 | $1,402 | 0.3% | $29.75 | -0.5% | COM NEW | 902973304 |
| DIS | DISNEY WALT CO | 13,332 | $1,401 | 0.3% | $102.22 | 0.0% | COM DISNEY | 254687106 |
| FCX | FREEPORT-MCMORAN INC | 205,791 | $1,393 | 0.3% | $10.07 | -14.3% | CL B | 35671D857 |
| TRNO | TERRENO RLTY CORP | 59,700 | $1,350 | 0.3% | $22.61 | — | COM | 88146M101 |
| — | TIME WARNER CABLE INC | 7,216 | $1,339 | 0.3% | $52302.95 | — | COM | 88732J207 |
| MS | MORGAN STANLEY | 42,023 | $1,337 | 0.3% | $27.11 | -7.8% | COM NEW | 617446448 |
| PM | PHILIP MORRIS INTL INC | 15,075 | $1,325 | 0.3% | $49.25 | +6.2% | COM | 718172109 |
| ABT | ABBOTT LABS | 29,495 | $1,325 | 0.3% | $38.06 | -4.0% | COM | 002824100 |
| BK | BANK NEW YORK MELLON CORP | 31,233 | $1,287 | 0.3% | $32.03 | +1.4% | COM | 064058100 |
| YUM | YUM BRANDS INC | 17,140 | $1,252 | 0.2% | $50.94 | -15.0% | COM | 988498101 |
| AMT | AMERICAN TOWER CORP NEW | 12,894 | $1,250 | 0.2% | $75.94 | 0.0% | COM | 03027X100 |
| — | CBS CORP NEW | 26,502 | $1,249 | 0.2% | $47.13 | — | CL B | 124857202 |
| BAX | BAXTER INTL INC | 31,848 | $1,215 | 0.2% | $31.05 | 0.0% | COM | 071813109 |
| WDC | WESTERN DIGITAL CORP | 19,584 | $1,176 | 0.2% | $46.58 | -6.5% | COM | 958102105 |
| — | ACE LTD | 9,287 | $1,085 | 0.2% | $13232.27 | — | SHS | H0023R105 |
| RY | ROYAL BK CDA MONTREAL QUE | 20,096 | $1,077 | 0.2% | $56.09 | 0.0% | COM | 780087102 |
| COP | CONOCOPHILLIPS | 23,004 | $1,074 | 0.2% | $38.37 | 0.0% | COM | 20825C104 |
| — | MONSANTO CO NEW | 10,781 | $1,062 | 0.2% | $26095.01 | — | COM | 61166W101 |
| CL | COLGATE PALMOLIVE CO | 15,648 | $1,042 | 0.2% | $51.96 | +1.1% | COM | 194162103 |
| PNC | PNC FINL SVCS GROUP INC | 10,815 | $1,031 | 0.2% | $67.68 | -0.7% | COM | 693475105 |
| COF | CAPITAL ONE FINL CORP | 14,025 | $1,012 | 0.2% | $67.04 | -4.8% | COM | 14040H105 |
| — | REYNOLDS AMERICAN INC | 21,846 | $1,008 | 0.2% | $46.14 | — | COM | 761713106 |
| M | MACYS INC | 27,853 | $974 | 0.2% | $62.84 | -31.0% | COM | 55616P104 |
| GIS | GENERAL MLS INC | 16,715 | $964 | 0.2% | $39.59 | +2.2% | COM | 370334104 |
| CAH | CARDINAL HEALTH INC | 10,801 | $964 | 0.2% | $62.70 | +1.5% | COM | 14149Y108 |
| OXY | OCCIDENTAL PETE CORP DEL | 13,951 | $943 | 0.2% | $51.39 | +4.0% | COM | 674599105 |
| RCL | ROYAL CARIBBEAN CRUISES LTD | 9,273 | $939 | 0.2% | $84.50 | 0.0% | COM | V7780T103 |
| GD | GENERAL DYNAMICS CORP | 6,706 | $921 | 0.2% | $114.12 | +0.5% | COM | 369550108 |
| WELL | WELLTOWER INC | 13,483 | $917 | 0.2% | $44.70 | -0.8% | COM | 95040Q104 |
| — | LAM RESEARCH CORP | 11,318 | $899 | 0.2% | $79.43 | — | COM | 512807108 |
| — | APACHE CORP | 19,979 | $888 | 0.2% | $39.16 | — | COM | 037411105 |
| — | VIACOM INC NEW | 21,321 | $878 | 0.2% | $41.18 | — | CL B | 92553P201 |
| — | SEAGATE TECHNOLOGY PLC | 23,805 | $873 | 0.2% | $39.34 | — | SHS | G7945M107 |
| — | TERRAFORM GLOBAL INC | 155,478 | $869 | 0.2% | $6.66 | — | CL A | 88104M101 |
| — | RAYTHEON CO | 6,950 | $865 | 0.2% | $112.61 | — | COM NEW | 755111507 |
| RUN | SUNRUN INC | 73,360 | $863 | 0.2% | $10.80 | -15.6% | COM | 86771W105 |
| ALL | ALLSTATE CORP | 13,866 | $861 | 0.2% | $49.75 | 0.0% | COM | 020002101 |
| STT | STATE STR CORP | 12,819 | $851 | 0.2% | $55.01 | -5.7% | COM | 857477103 |
| — | DISCOVER FINL SVCS | 15,294 | $820 | 0.2% | $20546.11 | — | COM | 254709108 |
| — | DELPHI AUTOMOTIVE PLC | 9,246 | $793 | 0.2% | $81.97 | — | SHS | G27823106 |
| — | MEAD JOHNSON NUTRITION CO | 10,018 | $791 | 0.2% | $27765.52 | — | COM | 582839106 |
| CRM | SALESFORCE COM INC | 10,000 | $784 | 0.2% | $77.15 | 0.0% | COM | 79466L302 |
| PCG | PG&E CORP | 14,511 | $772 | 0.2% | $47.87 | +3.1% | COM | 69331C108 |
| ADP | AUTOMATIC DATA PROCESSING IN | 8,982 | $761 | 0.1% | $69.13 | 0.0% | COM | 053015103 |
| PPL | PPL CORP | 22,266 | $760 | 0.1% | $21.46 | 0.0% | COM | 69351T106 |
| HST | HOST HOTELS & RESORTS INC | 49,428 | $758 | 0.1% | $11.80 | -6.5% | COM | 44107P104 |
| ECL | ECOLAB INC | 6,576 | $752 | 0.1% | $103.44 | +1.7% | COM | 278865100 |
| CMI | CUMMINS INC | 8,496 | $748 | 0.1% | $75.80 | 0.0% | COM | 231021106 |
| SYY | SYSCO CORP | 17,603 | $722 | 0.1% | $28.87 | +9.0% | COM | 871829107 |
| RF | REGIONS FINL CORP NEW | 74,964 | $720 | 0.1% | $6.68 | 0.0% | COM | 7591EP100 |
| C | CITIGROUP INC | 13,600 | $704 | 0.1% | $39.62 | 0.0% | COM NEW | 172967424 |
| OMC | OMNICOM GROUP INC | 9,274 | $702 | 0.1% | $52.01 | 0.0% | COM | 681919106 |
| FITB | FIFTH THIRD BANCORP | 34,266 | $689 | 0.1% | $14.05 | -1.2% | COM | 316773100 |
| — | WHOLE FOODS MKT INC | 20,160 | $675 | 0.1% | $31.66 | — | COM | 966837106 |
| PSX | PHILLIPS 66 | 8,158 | $667 | 0.1% | $59.08 | 0.0% | COM | 718546104 |
| — | JOHNSON CTLS INC | 16,656 | $658 | 0.1% | $39.51 | — | COM | 478366107 |
| GAP | GAP INC DEL | 26,645 | $658 | 0.1% | $22.98 | -19.1% | COM | 364760108 |
| — | NOBLE ENERGY INC | 19,932 | $656 | 0.1% | $6611.31 | — | COM | 655044105 |
| EIX | EDISON INTL | 10,900 | $645 | 0.1% | $39.70 | +2.6% | COM | 281020107 |
| — | AMPLIFY SNACK BRANDS | 55,446 | $639 | 0.1% | $10.71 | — | COM | 03211L102 |
| AVB | AVALONBAY CMNTYS INC | 3,453 | $636 | 0.1% | $119.86 | +6.1% | COM | 053484101 |
| ITW | ILLINOIS TOOL WKS INC | 6,859 | $636 | 0.1% | $71.40 | 0.0% | COM | 452308109 |
| APD | AIR PRODS & CHEMS INC | 4,842 | $630 | 0.1% | $99.44 | -1.5% | COM | 009158106 |
| HIG | HARTFORD FINL SVCS GROUP INC | 14,467 | $629 | 0.1% | $36.88 | 0.0% | COM | 416515104 |
| — | KANSAS CITY SOUTHERN | 8,325 | $622 | 0.1% | $74.71 | — | COM NEW | 485170302 |
| AMP | AMERIPRISE FINL INC | 5,820 | $619 | 0.1% | $95.12 | -5.2% | COM | 03076C106 |
| SYK | STRYKER CORP | 6,459 | $600 | 0.1% | $86.91 | -1.9% | COM | 863667101 |
| BEN | FRANKLIN RES INC | 16,249 | $598 | 0.1% | $24.03 | 0.0% | COM | 354613101 |
| MRSH | MARSH & MCLENNAN COS INC | 10,548 | $585 | 0.1% | $46.62 | -0.5% | COM | 571748102 |
| — | HCP INC | 15,112 | $578 | 0.1% | $29288.95 | — | COM | 40414L109 |
| SRE | SEMPRA ENERGY | 6,072 | $571 | 0.1% | $35.61 | +0.6% | COM | 816851109 |
| — | XEROX CORP | 52,812 | $561 | 0.1% | $1922.20 | — | COM | 984121103 |
| XEL | XCEL ENERGY INC | 15,384 | $552 | 0.1% | $25.10 | +3.6% | COM | 98389B100 |
| PAYX | PAYCHEX INC | 10,023 | $530 | 0.1% | $38.55 | 0.0% | COM | 704326107 |
| — | AON PLC | 5,646 | $521 | 0.1% | $89.49 | — | SHS CL A | G0408V102 |
| — | TYCO INTL PLC | 16,278 | $519 | 0.1% | $31.88 | — | SHS | G91442106 |
| SNX | SYNNEX CORP | 5,600 | $504 | 0.1% | $41.17 | 0.0% | COM | 87162W100 |
| RL | RALPH LAUREN CORP | 4,515 | $503 | 0.1% | $96.59 | 0.0% | CL A | 751212101 |
| CAG | CONAGRA FOODS INC | 11,446 | $483 | 0.1% | $22.44 | 0.0% | COM | 205887102 |
| MSI | MOTOROLA SOLUTIONS INC | 7,017 | $480 | 0.1% | $54.90 | +8.2% | COM NEW | 620076307 |
| — | ST JUDE MED INC | 7,665 | $473 | 0.1% | $62.67 | — | COM | 790849103 |
| EMN | EASTMAN CHEM CO | 6,993 | $472 | 0.1% | $50.32 | 0.0% | COM | 277432100 |
| — | DR PEPPER SNAPPLE GROUP INC | 5,052 | $471 | 0.1% | $93.23 | — | COM | 26138E109 |
| REXR | REXFORD INDL RLTY INC | 28,700 | $470 | 0.1% | $16.38 | — | COM | 76169C100 |
| CLX | CLOROX CO DEL | 3,668 | $465 | 0.1% | $87.09 | +7.1% | COM | 189054109 |
| A | AGILENT TECHNOLOGIES INC | 11,118 | $465 | 0.1% | $34.81 | +2.5% | COM | 00846U101 |
| DAL | DELTA AIR LINES INC DEL | 9,100 | $461 | 0.1% | $43.67 | 0.0% | COM NEW | 247361702 |
| BXP | BOSTON PROPERTIES INC | 3,585 | $457 | 0.1% | $78.94 | +4.0% | COM | 101121101 |
| LNC | LINCOLN NATL CORP IND | 8,790 | $442 | 0.1% | $36.55 | -2.3% | COM | 534187109 |
| — | TIFFANY & CO NEW | 5,696 | $435 | 0.1% | $76.88 | — | COM | 886547108 |
| GWW | GRAINGER W W INC | 2,140 | $434 | 0.1% | $174.89 | 0.0% | COM | 384802104 |
| KIM | KIMCO RLTY CORP | 15,973 | $423 | 0.1% | $15.10 | +5.1% | COM | 49446R109 |
| NUE | NUCOR CORP | 10,455 | $421 | 0.1% | $33.52 | -3.2% | COM | 670346105 |
| NTRS | NORTHERN TR CORP | 5,778 | $417 | 0.1% | $54.64 | 0.0% | COM | 665859104 |
| FDX | FEDEX CORP | 2,800 | $417 | 0.1% | $132.31 | 0.0% | COM | 31428X106 |
| ESS | ESSEX PPTY TR INC | 1,704 | $408 | 0.1% | $160.47 | +2.6% | COM | 297178105 |
| FE | FIRSTENERGY CORP | 12,520 | $397 | 0.1% | $20.59 | 0.0% | COM | 337932107 |
| DTE | DTE ENERGY CO | 4,944 | $396 | 0.1% | $47.81 | +2.7% | COM | 233331107 |
| AFL | AFLAC INC | 6,516 | $390 | 0.1% | $24.53 | 0.0% | COM | 001055102 |
| WEC | WEC ENERGY GROUP INC | 7,502 | $385 | 0.1% | $36.78 | 0.0% | COM | 92939U106 |
| DGX | QUEST DIAGNOSTICS INC | 5,370 | $382 | 0.1% | $57.00 | -3.5% | COM | 74834L100 |
| TRV | TRAVELERS COMPANIES INC | 3,270 | $369 | 0.1% | $88.89 | 0.0% | COM | 89417E109 |
| VNO | VORNADO RLTY TR | 3,609 | $361 | 0.1% | $100.03 | — | SH BEN INT | 929042109 |
| EQR | EQUITY RESIDENTIAL | 4,420 | $361 | 0.1% | $46.78 | 0.0% | SH BEN INT | 29476L107 |
| — | SL GREEN RLTY CORP | 3,003 | $339 | 0.1% | $109.58 | — | COM | 78440X101 |
| HRL | HORMEL FOODS CORP | 4,230 | $335 | 0.1% | $27.86 | 0.0% | COM | 440452100 |
| TRU | TRANSUNION | 11,509 | $317 | 0.1% | $24.05 | +3.2% | COM | 89400J107 |
| — | KEURIG GREEN MTN INC | 3,353 | $302 | 0.1% | $90.07 | — | COM | 49271M100 |
| KLAC | KLA-TENCOR CORP | 4,234 | $294 | 0.1% | $53.38 | 0.0% | COM | 482480100 |
| EG | EVEREST RE GROUP LTD | 1,600 | $293 | 0.1% | $146.68 | 0.0% | COM | G3223R108 |
| RSG | REPUBLIC SVCS INC | 6,615 | $291 | 0.1% | $36.64 | 0.0% | COM | 760759100 |
| APH | AMPHENOL CORP NEW | 5,559 | $290 | 0.1% | $12.14 | 0.0% | CL A | 032095101 |
| — | GENERAL GROWTH PPTYS INC NEW | 10,556 | $287 | 0.1% | $4604.76 | — | COM | 370023103 |
| GPC | GENUINE PARTS CO | 3,267 | $281 | 0.1% | $65.22 | 0.0% | COM | 372460105 |
| KR | KROGER CO | 6,700 | $280 | 0.1% | $31.65 | 0.0% | COM | 501044101 |
| PNR | PENTAIR PLC | 5,636 | $279 | 0.1% | $33.02 | -6.4% | SHS | G7S00T104 |
| — | BIOMED REALTY TRUST INC | 11,700 | $277 | 0.1% | $23.68 | — | COM | 09063H107 |
| MKC | MCCORMICK & CO INC | 3,213 | $275 | 0.1% | $33.36 | +4.3% | COM NON VTG | 579780206 |
| CMS | CMS ENERGY CORP | 7,452 | $269 | 0.1% | $26.41 | 0.0% | COM | 125896100 |
| — | CSRA INC | 8,700 | $261 | 0.1% | $30.00 | — | COM | 12650T104 |
| KMI | KINDER MORGAN INC DEL | 16,780 | $250 | 0.0% | $24.33 | -41.3% | COM | 49456B101 |
| — | APARTMENT INVT & MGMT CO | 5,800 | $232 | 0.0% | $40.00 | — | CL A | 03748R101 |
| SJM | SMUCKER J M CO | 1,664 | $205 | 0.0% | $87.89 | 0.0% | COM NEW | 832696405 |