CIK: 0001133999 · Show all filings
Period: Q2 2016 (← Previous) (Next →)
Filing Date: Aug 9, 2016
Total Value ($000): $550,387 (100.0% shares, 0.0% debt)
| Ticker | Issuer | Shares | Value ($000) | % | Est. Cost | Unrealized | Class | CUSIP |
|---|---|---|---|---|---|---|---|---|
| JNJ | JOHNSON & JOHNSON | 144,615 | $17,542 | 3.2% | $62.70 | +38.8% | COM | 478160104 |
| — | EXXON MOBIL CORP | 162,804 | $15,261 | 2.8% | $84.28 | — | COM | 30231g102 |
| MSFT | MICROSOFT CORP | 265,697 | $13,596 | 2.5% | $29.11 | +58.0% | COM | 594918104 |
| — | GENERAL ELECTRIC CO | 431,191 | $13,574 | 2.5% | $23.23 | — | COM | 369604103 |
| PFE | PFIZER INC | 334,594 | $11,781 | 2.1% | $16.72 | +25.9% | COM | 717081103 |
| — | JPMORGAN CHASE & CO | 178,885 | $11,116 | 2.0% | $59.22 | — | COM | 46625h100 |
| — | AT&T INC | 252,659 | $10,917 | 2.0% | $35.80 | — | COM | 00206r102 |
| USB | US BANCORP DEL | 260,740 | $10,516 | 1.9% | $24.58 | +18.7% | COM NEW | 902973304 |
| BDX | BECTON DICKINSON & CO | 59,056 | $10,015 | 1.8% | $107.64 | +28.5% | COM | 075887109 |
| CVS | CVS HEALTH CORP | 101,261 | $9,695 | 1.8% | $67.04 | +11.1% | COM | 126650100 |
| SO | SOUTHERN CO | 171,233 | $9,183 | 1.7% | $27.62 | +21.7% | COM | 842587107 |
| INTC | INTEL CORP | 273,879 | $8,983 | 1.6% | $20.70 | +21.3% | COM | 458140100 |
| — | EXPRESS SCRIPTS HLDG CO | 111,569 | $8,457 | 1.5% | $68.69 | — | COM | 30219g108 |
| PG | PROCTER & GAMBLE CO | 99,559 | $8,430 | 1.5% | $56.12 | +12.8% | COM | 742718109 |
| CVX | CHEVRON CORP NEW | 80,226 | $8,410 | 1.5% | $71.42 | -6.5% | COM | 166764100 |
| WFC | WELLS FARGO & CO NEW | 177,443 | $8,398 | 1.5% | $32.62 | +14.1% | COM | 949746101 |
| AXP | AMERICAN EXPRESS CO | 135,265 | $8,219 | 1.5% | $64.90 | -14.9% | COM | 025816109 |
| IBM | INTERNATIONAL BUSINESS MACHS | 53,320 | $8,093 | 1.5% | $107.43 | -11.4% | COM | 459200101 |
| — | 3M CO | 45,738 | $8,010 | 1.5% | $113.76 | — | COM | 88579y101 |
| — | CISCO SYS INC | 276,582 | $7,935 | 1.4% | $28.49 | — | COM | 17275r102 |
| — | NOVARTIS A G | 96,157 | $7,934 | 1.4% | $73.50 | — | SPONSORED ADR | 66987v109 |
| — | BLACKROCK INC | 23,002 | $7,879 | 1.4% | $340.69 | — | COM | 09247x101 |
| DIS | DISNEY WALT CO | 76,627 | $7,496 | 1.4% | $65.93 | +39.8% | COM DISNEY | 254687106 |
| WMT | WAL-MART STORES INC | 101,413 | $7,405 | 1.3% | $18.11 | +7.8% | COM | 931142103 |
| CAT | CATERPILLAR INC DEL | 93,495 | $7,088 | 1.3% | $61.55 | -2.8% | COM | 149123101 |
| KO | COCA COLA CO | 155,624 | $7,054 | 1.3% | $29.06 | +14.6% | COM | 191216100 |
| WDC | WESTERN DIGITAL CORP | 148,154 | $7,002 | 1.3% | $29.73 | -3.8% | COM | 958102105 |
| — | DOW CHEM CO | 132,180 | $6,571 | 1.2% | $36.67 | — | COM | 260543103 |
| LNC | LINCOLN NATL CORP IND | 160,000 | $6,203 | 1.1% | $30.01 | -2.5% | COM | 534187109 |
| — | COMCAST CORP NEW | 92,469 | $6,028 | 1.1% | $44.05 | — | CL A | 20030n101 |
| — | PPL CORP | 152,146 | $5,744 | 1.0% | $30.25 | — | COM | 69351t106 |
| FHI | FEDERATED INVS INC PA | 193,115 | $5,558 | 1.0% | $16.92 | +14.8% | CL B | 314211103 |
| — | WESTROCK CO | 142,935 | $5,556 | 1.0% | $50.81 | — | COM | 96145d105 |
| — | ANNALY CAP MGMT INC | 494,480 | $5,474 | 1.0% | $11.96 | — | COM | 035710409 |
| JBL | JABIL CIRCUIT INC | 294,950 | $5,448 | 1.0% | $18.64 | -9.2% | COM | 466313103 |
| AIR | AAR CORP | 230,000 | $5,368 | 1.0% | $22.41 | +2.3% | COM | 000361105 |
| AAPL | APPLE INC | 56,063 | $5,360 | 1.0% | $18.45 | +22.6% | COM | 037833100 |
| — | TARGET CORP | 75,952 | $5,303 | 1.0% | $61.99 | — | COM | 87612e106 |
| VXUS | VANGUARD STAR FD | 117,050 | $5,206 | 0.9% | $50.35 | — | VG TL INTL STK F | 921909768 |
| — | CME GROUP INC | 52,539 | $5,117 | 0.9% | $96.40 | — | COM | 12572q105 |
| AVT | AVNET INC | 120,000 | $4,861 | 0.9% | $30.22 | +10.7% | COM | 053807103 |
| PEP | PEPSICO INC | 45,790 | $4,851 | 0.9% | $56.00 | +37.7% | COM | 713448108 |
| LMT | LOCKHEED MARTIN CORP | 19,029 | $4,722 | 0.9% | $71.65 | +154.5% | COM | 539830109 |
| — | OWENS ILL INC | 260,000 | $4,683 | 0.9% | $22.63 | — | COM NEW | 690768403 |
| BAC | BANK AMER CORP | 344,425 | $4,571 | 0.8% | $11.19 | +1.3% | COM | 060505104 |
| — | AGL RES INC | 68,892 | $4,545 | 0.8% | $47.43 | — | COM | 001204106 |
| HD | HOME DEPOT INC | 34,318 | $4,382 | 0.8% | $56.05 | +87.3% | COM | 437076102 |
| CB | CHUBB LIMITED | 33,189 | $4,338 | 0.8% | $103.60 | 0.0% | COM | H1467J104 |
| PNC | PNC FINL SVCS GROUP INC | 51,658 | $4,204 | 0.8% | $47.34 | +33.0% | COM | 693475105 |
| ELV | ANTHEM INC | 31,971 | $4,199 | 0.8% | $105.54 | +13.6% | COM | 036752103 |
| NSC | NORFOLK SOUTHERN CORP | 46,800 | $3,984 | 0.7% | $57.67 | +20.9% | COM | 655844108 |
| — | TENNECO INC | 85,000 | $3,962 | 0.7% | $45.28 | — | COM | 880349105 |
| — | FERRO CORP | 294,085 | $3,935 | 0.7% | $11.93 | — | COM | 315405100 |
| C | CITIGROUP INC | 90,000 | $3,815 | 0.7% | $36.85 | -10.2% | COM NEW | 172967424 |
| — | VIACOM INC NEW | 90,456 | $3,751 | 0.7% | $41.31 | — | CL B | 92553P201 |
| — | CITRIX SYS INC | 46,281 | $3,707 | 0.7% | $68.29 | — | COM | 177376100 |
| — | ARES COML REAL ESTATE CORP | 287,395 | $3,532 | 0.6% | $12.58 | — | COM | 04013v108 |
| ON | ON SEMICONDUCTOR CORP | 396,800 | $3,500 | 0.6% | $7.80 | +21.9% | COM | 682189105 |
| DUK | DUKE ENERGY CORP NEW | 40,601 | $3,483 | 0.6% | $41.83 | +28.7% | COM NEW | 26441C204 |
| RJF | RAYMOND JAMES FINANCIAL INC | 68,902 | $3,397 | 0.6% | $24.16 | +22.6% | COM | 754730109 |
| ADP | AUTOMATIC DATA PROCESSING IN | 36,500 | $3,353 | 0.6% | $49.33 | +45.5% | COM | 053015103 |
| SF | STIFEL FINL CORP | 103,870 | $3,267 | 0.6% | $18.87 | +4.7% | COM | 860630102 |
| — | COVANTA HLDG CORP | 198,625 | $3,267 | 0.6% | $17.51 | — | COM | 22282e102 |
| BRO | BROWN & BROWN INC | 87,115 | $3,264 | 0.6% | $14.06 | +16.2% | COM | 115236101 |
| — | TOWER INTL INC | 154,355 | $3,177 | 0.6% | $21.92 | — | COM | 891826109 |
| PKOH | PARK OHIO HLDGS CORP | 110,000 | $3,111 | 0.6% | $31.41 | -15.1% | COM | 700666100 |
| — | WELLTOWER INC | 40,818 | $3,109 | 0.6% | $69.34 | — | COM | 95040q104 |
| FDUS | FIDUS INVT CORP | 194,205 | $2,966 | 0.5% | $5.02 | +4.8% | COM | 316500107 |
| LADR | LADDER CAP CORP | 241,419 | $2,945 | 0.5% | $14.69 | — | CL A | 505743104 |
| — | NATIONAL GRID PLC | 39,260 | $2,918 | 0.5% | $70.89 | — | SPON ADR NEW | 636274300 |
| — | TRIANGLE CAP CORP | 145,890 | $2,827 | 0.5% | $20.70 | — | COM | 895848109 |
| FITB | FIFTH THIRD BANCORP | 160,000 | $2,814 | 0.5% | $12.16 | +4.9% | COM | 316773100 |
| — | THL CR INC | 248,817 | $2,769 | 0.5% | $13.21 | — | COM | 872438106 |
| — | CAI INTERNATIONAL INC | 367,385 | $2,755 | 0.5% | $9.66 | — | COM | 12477x106 |
| — | NATIONAL OILWELL VARCO INC | 81,812 | $2,753 | 0.5% | $40.59 | — | COM | 637071101 |
| — | VERIFONE SYS INC | 142,780 | $2,647 | 0.5% | $28.24 | — | COM | 92342y109 |
| AIG | AMERICAN INTL GROUP INC | 49,860 | $2,637 | 0.5% | $40.42 | +7.1% | COM NEW | 026874784 |
| SCM | STELLUS CAP INVT CORP | 251,158 | $2,572 | 0.5% | $13.26 | -23.6% | COM | 858568108 |
| — | MRC GLOBAL INC | 177,085 | $2,516 | 0.5% | $13.14 | — | COM | 55345k103 |
| — | AES CORP | 200,000 | $2,496 | 0.5% | $11.80 | — | COM | 00130h105 |
| — | COLONY CAP INC | 160,987 | $2,471 | 0.4% | $18.67 | — | CL A | 19624r106 |
| — | HOLLYFRONTIER CORP | 93,650 | $2,226 | 0.4% | $41.69 | — | COM | 436106108 |
| — | NEW MEDIA INVT GROUP INC | 109,535 | $1,979 | 0.4% | $18.07 | — | COM | 64704v106 |
| RPM | RPM INTL INC | 37,004 | $1,848 | 0.3% | $32.11 | +56.1% | COM | 749685103 |
| — | CRACKER BARREL OLD CTRY STOR | 10,468 | $1,795 | 0.3% | $94.67 | — | COM | 22410j106 |
| PM | PHILIP MORRIS INTL INC | 16,957 | $1,725 | 0.3% | $49.62 | +23.7% | COM | 718172109 |
| — | HOMESTREET INC | 85,850 | $1,710 | 0.3% | $18.74 | — | COM | 43785v102 |
| — | TCP CAP CORP | 107,605 | $1,644 | 0.3% | $16.22 | — | COM | 87238q103 |
| — | XERIUM TECHNOLOGIES INC | 237,445 | $1,515 | 0.3% | $13.46 | — | COM NEW | 98416j118 |
| — | INTELIQUENT INC | 68,220 | $1,357 | 0.2% | $19.89 | — | COM | 45825N107 |
| — | LIONBRIDGE TECHNOLOGIES INC | 342,305 | $1,352 | 0.2% | $4.99 | — | COM | 536252109 |
| CWST | CASELLA WASTE SYS INC | 171,570 | $1,347 | 0.2% | $4.35 | +65.0% | CL A | 147448104 |
| — | M & T BK CORP | 11,300 | $1,336 | 0.2% | $118.81 | — | COM | 55261f104 |
| — | ARES CAP CORP | 91,475 | $1,299 | 0.2% | $14.83 | — | COM | 04010l103 |
| — | SUNTRUST BKS INC | 31,190 | $1,281 | 0.2% | $31.56 | — | COM | 867914103 |
| — | BGC PARTNERS INC | 144,880 | $1,262 | 0.2% | $9.05 | — | CL A | 05541t101 |
| — | CHIMERA INVT CORP | 79,800 | $1,253 | 0.2% | $13.58 | — | COM NEW | 16934q208 |
| MCD | MCDONALDS CORP | 10,410 | $1,253 | 0.2% | $72.08 | +37.6% | COM | 580135101 |
| — | WINTRUST FINL CORP | 24,245 | $1,236 | 0.2% | $44.35 | — | COM | 97650w108 |
| RSG | REPUBLIC SVCS INC | 23,937 | $1,228 | 0.2% | $26.37 | +54.8% | COM | 760759100 |
| LZB | LA Z BOY INC | 41,530 | $1,155 | 0.2% | $23.81 | +10.0% | COM | 505336107 |
| — | EVERBANK FINL CORP | 72,135 | $1,072 | 0.2% | $15.10 | — | COM | 29977g102 |
| MEI | METHODE ELECTRS INC | 29,870 | $1,022 | 0.2% | $22.68 | +6.0% | COM | 591520200 |
| — | INSTEEL INDUSTRIES INC | 35,385 | $1,012 | 0.2% | $20.18 | — | COM | 45774w108 |
| PEBO | PEOPLES BANCORP INC | 46,210 | $1,007 | 0.2% | $22.62 | -7.1% | COM | 709789101 |
| — | ORACLE CORP | 24,027 | $983 | 0.2% | $40.89 | — | COM | 68389x105 |
| CGIP | CELADON GROUP INC | 117,505 | $960 | 0.2% | $15.06 | -36.2% | COM | 150838100 |
| — | ARRIS INTL INC | 45,380 | $951 | 0.2% | $22.92 | — | SHS | g0551a103 |
| — | IBERIABANK CORP | 14,995 | $896 | 0.2% | $54.69 | — | COM | 450828108 |
| — | ASCENA RETAIL GROUP INC | 126,745 | $886 | 0.2% | $11.06 | — | COM | 04351g101 |
| CATY | CATHAY GEN BANCORP | 30,650 | $864 | 0.2% | $15.01 | +45.8% | COM | 149150104 |
| FBIZ | FIRST BUS FINL SVCS INC WIS | 36,805 | $864 | 0.2% | $17.13 | +9.1% | COM | 319390100 |
| RDNT | RADNET INC | 161,600 | $863 | 0.2% | $5.94 | -12.9% | COM | 750491102 |
| — | PRAXAIR INC | 7,648 | $860 | 0.2% | $114.41 | — | COM | 74005p104 |
| UFI | UNIFI INC | 30,000 | $817 | 0.1% | $21.48 | +17.0% | COM NEW | 904677200 |
| UMH | UMH PPTYS INC | 71,479 | $804 | 0.1% | $9.99 | — | COM | 903002103 |
| — | IXYS CORP | 78,365 | $803 | 0.1% | $11.22 | — | COM | 46600w106 |
| — | PACIFIC PREMIER BANCORP | 33,165 | $796 | 0.1% | $16.97 | — | COM | 69478x105 |
| — | AMERICAN CAPITAL AGENCY CORP | 40,000 | $793 | 0.1% | $20.80 | — | COM | 02503x105 |
| LFCR | LANDEC CORP | 72,405 | $779 | 0.1% | $10.97 | +0.5% | COM | 514766104 |
| — | SHUTTERFLY INC | 16,570 | $772 | 0.1% | $46.39 | — | COM | 82568p304 |
| — | HEARTLAND FINL USA INC | 21,280 | $751 | 0.1% | $24.55 | — | COM | 42234q102 |
| — | PACIFIC CONTINENTAL CORP | 47,160 | $741 | 0.1% | $13.51 | — | COM | 69412v108 |
| — | AMAG PHARMACEUTICALS INC | 29,170 | $698 | 0.1% | $27.16 | — | COM | 00163u106 |
| DXYN | DIXIE GROUP INC | 188,185 | $670 | 0.1% | $7.27 | -47.0% | CL A | 255519100 |
| — | GLOBAL BRASS & COPPR HLDGS I | 24,450 | $667 | 0.1% | $16.13 | — | COM | 37953g103 |
| — | BNC BANCORP | 28,845 | $655 | 0.1% | $19.33 | — | COM | 05566t101 |
| — | ALTRIA GROUP INC | 9,474 | $653 | 0.1% | $34.97 | — | COM | 02209s103 |
| HTGC | HERCULES CAPITAL INC | 51,800 | $643 | 0.1% | $11.22 | +8.3% | COM | 427096508 |
| — | TRIPLEPOINT VENTURE GROWTH B | 60,400 | $640 | 0.1% | $11.75 | — | COM | 89677y100 |
| — | MERCK & CO INC | 10,992 | $633 | 0.1% | $53.71 | — | COM | 58933y105 |
| — | ALCENTRA CAP CORP | 51,300 | $623 | 0.1% | $11.61 | — | COM | 01374t102 |
| — | WILLIS TOWERS WATSON PUB LTD | 4,985 | $620 | 0.1% | $118.76 | — | SHS | g96629103 |
| — | WASTE MGMT INC DEL | 9,295 | $616 | 0.1% | $42.63 | — | COM | 94106l109 |
| — | AMERICAN EAGLE OUTFITTERS NE | 38,107 | $607 | 0.1% | $13.91 | — | COM | 02553e106 |
| — | OFS CAP CORP | 46,990 | $604 | 0.1% | $12.21 | — | COM | 67103b100 |
| — | GAIN CAP HLDGS INC | 95,290 | $602 | 0.1% | $9.10 | — | COM | 36268w100 |
| THG | HANOVER INS GROUP INC | 6,940 | $587 | 0.1% | $34.79 | +87.2% | COM | 410867105 |
| GPC | GENUINE PARTS CO | 5,792 | $586 | 0.1% | $57.86 | +26.8% | COM | 372460105 |
| KMB | KIMBERLY CLARK CORP | 4,062 | $558 | 0.1% | $65.62 | +43.2% | COM | 494368103 |
| SON | SONOCO PRODS CO | 10,990 | $546 | 0.1% | $26.82 | +28.2% | COM | 835495102 |
| — | COOPER TIRE & RUBR CO | 18,295 | $546 | 0.1% | $33.17 | — | COM | 216831107 |
| UPS | UNITED PARCEL SERVICE INC | 4,930 | $531 | 0.1% | $55.38 | +32.0% | CL B | 911312106 |
| PAYX | PAYCHEX INC | 8,869 | $528 | 0.1% | $25.02 | +60.6% | COM | 704326107 |
| CMCO | COLUMBUS MCKINNON CORP N Y | 36,965 | $523 | 0.1% | $23.30 | -38.6% | COM | 199333105 |
| — | KAPSTONE PAPER & PACKAGING C | 39,515 | $514 | 0.1% | $13.86 | — | COM | 48562p103 |
| — | STAGE STORES INC | 103,565 | $505 | 0.1% | $8.06 | — | COM NEW | 85254c305 |
| — | MARCHEX INC | 154,380 | $491 | 0.1% | $4.45 | — | CL B | 56624r108 |
| CRUS | CIRRUS LOGIC INC | 12,525 | $486 | 0.1% | $31.07 | +15.4% | COM | 172755100 |
| — | TIVO INC | 48,900 | $484 | 0.1% | $11.68 | — | COM | 888706108 |
| — | SYNAPTICS INC | 8,995 | $483 | 0.1% | $79.77 | — | COM | 87157d109 |
| EMR | EMERSON ELEC CO | 9,105 | $475 | 0.1% | $37.64 | +10.4% | COM | 291011104 |
| BP | BP PLC | 13,271 | $471 | 0.1% | $32.68 | — | SPONSORED ADR | 055622104 |
| — | GLAXOSMITHKLINE PLC | 10,830 | $469 | 0.1% | $41.26 | — | SPONSORED ADR | 37733w105 |
| — | GREEN BANCORP INC | 53,698 | $468 | 0.1% | $15.36 | — | COM | 39260x100 |
| COLB | COLUMBIA BKG SYS INC | 16,495 | $463 | 0.1% | $12.87 | +51.0% | COM | 197236102 |
| — | ATLAS FINANCIAL HOLDINGS INC | 26,755 | $461 | 0.1% | $17.23 | — | SHS NEW | G06207115 |
| MOD | MODINE MFG CO | 50,910 | $448 | 0.1% | $10.30 | 0.0% | COM | 607828100 |
| VFC | V F CORP | 7,131 | $438 | 0.1% | $51.69 | +14.4% | COM | 918204108 |
| — | CONNECTONE BANCORP INC NEW | 27,785 | $436 | 0.1% | $21.49 | — | COM | 20786w107 |
| — | INNERWORKINGS INC | 51,565 | $426 | 0.1% | $6.67 | — | COM | 45773y105 |
| — | UBS AG LONDON BRH | 25,000 | $421 | 0.1% | $15.77 | — | ETRACS MTH 2XLV | 90270l842 |
| NUE | NUCOR CORP | 7,340 | $363 | 0.1% | $32.50 | +20.5% | COM | 670346105 |
| — | MEDTRONIC PLC | 3,970 | $344 | 0.1% | $76.87 | — | SHS | g5960l103 |
| — | FIRST NBC BK HLDG CO | 20,495 | $344 | 0.1% | $35.99 | — | COM | 32115d106 |
| HAL | HALLIBURTON CO | 7,108 | $322 | 0.1% | $33.23 | +2.7% | COM | 406216101 |
| AFL | AFLAC INC | 4,202 | $303 | 0.1% | $20.11 | +35.6% | COM | 001055102 |
| YUM | YUM BRANDS INC | 3,594 | $298 | 0.1% | $38.97 | +26.9% | COM | 988498101 |
| — | DATALINK CORP | 38,515 | $289 | 0.1% | $7.50 | — | COM | 237934104 |
| SLB | SCHLUMBERGER LTD | 3,580 | $283 | 0.1% | $52.90 | +10.1% | COM | 806857108 |
| GLW | CORNING INC | 13,115 | $269 | 0.0% | $10.49 | +47.9% | COM | 219350105 |
| — | GAMESTOP CORP NEW | 10,054 | $267 | 0.0% | $42.05 | — | CL A | 36467w109 |
| SCI | SERVICE CORP INTL | 9,159 | $248 | 0.0% | $21.92 | +20.3% | COM | 817565104 |
| — | UNITED TECHNOLOGIES CORP | 2,239 | $230 | 0.0% | $92.87 | — | COM | 913017109 |
| ONB | OLD NATL BANCORP IND | 15,785 | $198 | 0.0% | $13.13 | -3.6% | COM | 680033107 |
| — | WHITEHORSE FIN INC | 17,025 | $184 | 0.0% | $13.16 | — | COM | 96524v106 |
| — | CHINA GREEN AGRICULTURE INC | 60,000 | $80 | 0.0% | $1.53 | — | COM | 16943w105 |
| — | INTERCLOUD SYS INC | 10,090 | $7 | 0.0% | $0.99 | — | COM NEW | 458488202 |
| — | GALENA BIOPHARMA INC | 10,640 | $5 | 0.0% | $1.90 | — | COM | 363256108 |