CIK: 0001133999 · Show all filings
Period: Q4 2016 (← Previous) (Next →)
Filing Date: Feb 6, 2017
Total Value ($000): $527,069 (100.0% shares, 0.0% debt)
| Ticker | Issuer | Shares | Value ($000) | % | Est. Cost | Unrealized | Class | CUSIP |
|---|---|---|---|---|---|---|---|---|
| — | EXXON MOBIL CORP | 156,032 | $14,083 | 2.7% | $84.28 | — | COM | 30231g102 |
| — | JPMORGAN CHASE & CO | 155,517 | $13,420 | 2.5% | $59.22 | — | COM | 46625h100 |
| — | GENERAL ELECTRIC CO | 420,656 | $13,293 | 2.5% | $23.23 | — | COM | 369604103 |
| JNJ | JOHNSON & JOHNSON | 113,652 | $13,094 | 2.5% | $62.70 | +43.1% | COM | 478160104 |
| MSFT | MICROSOFT CORP | 195,847 | $12,170 | 2.3% | $29.11 | +85.3% | COM | 594918104 |
| WDC | WESTERN DIGITAL CORP | 157,209 | $10,682 | 2.0% | $30.52 | +33.9% | COM | 958102105 |
| PFE | PFIZER INC | 320,706 | $10,417 | 2.0% | $16.72 | +22.6% | COM | 717081103 |
| — | AT&T INC | 244,546 | $10,401 | 2.0% | $35.80 | — | COM | 00206r102 |
| USB | US BANCORP DEL | 193,080 | $9,919 | 1.9% | $24.58 | +37.4% | COM NEW | 902973304 |
| AXP | AMERICAN EXPRESS CO | 129,552 | $9,597 | 1.8% | $64.90 | -6.0% | COM | 025816109 |
| INTC | INTEL CORP | 262,744 | $9,530 | 1.8% | $20.70 | +40.8% | COM | 458140100 |
| CVX | CHEVRON CORP NEW | 77,314 | $9,100 | 1.7% | $71.42 | +3.3% | COM | 166764100 |
| — | BLACKROCK INC | 22,098 | $8,409 | 1.6% | $340.69 | — | COM | 09247x101 |
| IBM | INTERNATIONAL BUSINESS MACHS | 50,225 | $8,337 | 1.6% | $107.43 | -4.1% | COM | 459200101 |
| BDX | BECTON DICKINSON & CO | 50,296 | $8,327 | 1.6% | $107.64 | +34.4% | COM | 075887109 |
| SO | SOUTHERN CO | 169,158 | $8,321 | 1.6% | $28.02 | +19.7% | COM | 842587107 |
| PG | PROCTER AND GAMBLE CO | 97,520 | $8,199 | 1.6% | $56.12 | +19.0% | COM | 742718109 |
| — | CISCO SYS INC | 264,457 | $7,992 | 1.5% | $28.49 | — | COM | 17275r102 |
| LNC | LINCOLN NATL CORP IND | 120,000 | $7,952 | 1.5% | $30.01 | +35.4% | COM | 534187109 |
| — | 3M CO | 44,400 | $7,929 | 1.5% | $113.76 | — | COM | 88579y101 |
| WMT | WAL-MART STORES INC | 113,968 | $7,877 | 1.5% | $18.34 | +8.6% | COM | 931142103 |
| DIS | DISNEY WALT CO | 74,528 | $7,767 | 1.5% | $65.93 | +37.6% | COM DISNEY | 254687106 |
| CVS | CVS HEALTH CORP | 92,219 | $7,277 | 1.4% | $67.41 | -9.4% | COM | 126650100 |
| — | DOW CHEM CO | 126,987 | $7,266 | 1.4% | $36.67 | — | COM | 260543103 |
| CAT | CATERPILLAR INC DEL | 78,095 | $7,243 | 1.4% | $61.55 | +19.8% | COM | 149123101 |
| — | WESTROCK CO | 140,310 | $7,124 | 1.4% | $50.80 | — | COM | 96145d105 |
| BAC | BANK AMER CORP | 318,329 | $7,035 | 1.3% | $11.19 | +40.0% | COM | 060505104 |
| WFC | WELLS FARGO & CO NEW | 124,498 | $6,861 | 1.3% | $33.16 | +17.7% | COM | 949746101 |
| — | NOVARTIS A G | 92,917 | $6,768 | 1.3% | $73.50 | — | SPONSORED ADR | 66987v109 |
| — | ANNALY CAP MGMT INC | 642,180 | $6,403 | 1.2% | $11.47 | — | COM | 035710409 |
| — | EXPRESS SCRIPTS HLDG CO | 92,004 | $6,329 | 1.2% | $68.69 | — | COM | 30219g108 |
| AAPL | APPLE INC | 52,886 | $6,125 | 1.2% | $18.45 | +41.4% | COM | 037833100 |
| — | CME GROUP INC | 50,598 | $5,836 | 1.1% | $96.40 | — | COM | 12572q105 |
| — | COMCAST CORP NEW | 84,169 | $5,812 | 1.1% | $44.05 | — | CL A | 20030n101 |
| HD | HOME DEPOT INC | 42,474 | $5,695 | 1.1% | $67.68 | +52.8% | COM | 437076102 |
| C | CITIGROUP INC | 90,000 | $5,349 | 1.0% | $36.85 | +10.3% | COM NEW | 172967424 |
| — | TARGET CORP | 73,707 | $5,324 | 1.0% | $61.99 | — | COM | 87612e106 |
| FHI | FEDERATED INVS INC PA | 186,655 | $5,279 | 1.0% | $16.92 | +8.4% | CL B | 314211103 |
| NSC | NORFOLK SOUTHERN CORP | 46,800 | $5,058 | 1.0% | $57.67 | +45.6% | COM | 655844108 |
| — | PPL CORP | 148,051 | $5,041 | 1.0% | $30.25 | — | COM | 69351t106 |
| — | TENNECO INC | 80,000 | $4,998 | 0.9% | $45.28 | — | COM | 880349105 |
| JBL | JABIL CIRCUIT INC | 208,185 | $4,928 | 0.9% | $18.64 | +9.6% | COM | 466313103 |
| KO | COCA COLA CO | 118,687 | $4,921 | 0.9% | $29.06 | +7.4% | COM | 191216100 |
| SF | STIFEL FINL CORP | 95,570 | $4,774 | 0.9% | $18.87 | +41.3% | COM | 860630102 |
| AVT | AVNET INC | 100,000 | $4,761 | 0.9% | $30.22 | +19.3% | COM | 053807103 |
| PEP | PEPSICO INC | 44,808 | $4,688 | 0.9% | $56.00 | +41.7% | COM | 713448108 |
| — | HOLLYFRONTIER CORP | 140,850 | $4,614 | 0.9% | $35.73 | — | COM | 436106108 |
| PNC | PNC FINL SVCS GROUP INC | 38,718 | $4,528 | 0.9% | $47.34 | +62.9% | COM | 693475105 |
| ELV | ANTHEM INC | 30,818 | $4,431 | 0.8% | $105.54 | +12.3% | COM | 036752103 |
| — | STERICYCLE INC | 56,880 | $4,382 | 0.8% | $79.44 | — | COM | 858912108 |
| ON | ON SEMICONDUCTOR CORP | 336,800 | $4,298 | 0.8% | $7.80 | +52.9% | COM | 682189105 |
| — | WELLTOWER INC | 63,631 | $4,259 | 0.8% | $67.96 | — | COM | 95040q104 |
| CB | CHUBB LIMITED | 32,016 | $4,230 | 0.8% | $103.60 | +4.6% | COM | H1467J104 |
| — | OWENS ILL INC | 240,000 | $4,178 | 0.8% | $22.63 | — | COM NEW | 690768403 |
| RJF | RAYMOND JAMES FINANCIAL INC | 56,917 | $3,943 | 0.7% | $24.16 | +59.7% | COM | 754730109 |
| — | CITRIX SYS INC | 43,501 | $3,885 | 0.7% | $68.29 | — | COM | 177376100 |
| PKOH | PARK OHIO HLDGS CORP | 90,000 | $3,834 | 0.7% | $31.41 | +2.0% | COM | 700666100 |
| CF | CF INDS HLDGS INC | 121,364 | $3,821 | 0.7% | $19.42 | +8.6% | COM | 125269100 |
| FITB | FIFTH THIRD BANCORP | 140,000 | $3,776 | 0.7% | $12.16 | +42.3% | COM | 316773100 |
| ADP | AUTOMATIC DATA PROCESSING IN | 35,300 | $3,628 | 0.7% | $49.33 | +55.6% | COM | 053015103 |
| — | TOWER INTL INC | 127,440 | $3,613 | 0.7% | $21.92 | — | COM | 891826109 |
| DUK | DUKE ENERGY CORP NEW | 45,784 | $3,554 | 0.7% | $43.67 | +20.6% | COM NEW | 26441C204 |
| — | GAMESTOP CORP NEW | 134,993 | $3,410 | 0.6% | $26.75 | — | CL A | 36467w109 |
| — | ARES COML REAL ESTATE CORP | 232,810 | $3,196 | 0.6% | $12.58 | — | COM | 04013v108 |
| AIG | AMERICAN INTL GROUP INC | 48,236 | $3,150 | 0.6% | $40.42 | +23.2% | COM NEW | 026874784 |
| LMT | LOCKHEED MARTIN CORP | 12,313 | $3,078 | 0.6% | $71.65 | +173.5% | COM | 539830109 |
| — | FERRO CORP | 213,685 | $3,062 | 0.6% | $11.93 | — | COM | 315405100 |
| — | THL CR INC | 303,082 | $3,034 | 0.6% | $12.12 | — | COM | 872438106 |
| — | HANESBRANDS INC | 138,200 | $2,981 | 0.6% | $21.57 | — | COM | 410345102 |
| — | NATIONAL OILWELL VARCO INC | 77,035 | $2,884 | 0.5% | $40.59 | — | COM | 637071101 |
| — | COVANTA HLDG CORP | 176,415 | $2,752 | 0.5% | $17.34 | — | COM | 22282e102 |
| ITGR | INTEGER HLDGS CORP | 90,730 | $2,672 | 0.5% | $25.16 | 0.0% | COM | 45826H109 |
| FDUS | FIDUS INVT CORP | 166,830 | $2,624 | 0.5% | $5.02 | +14.5% | COM | 316500107 |
| — | TRIANGLE CAP CORP | 141,390 | $2,593 | 0.5% | $20.38 | — | COM | 895848109 |
| LADR | LADDER CAP CORP | 185,240 | $2,541 | 0.5% | $14.69 | — | CL A | 505743104 |
| BRO | BROWN & BROWN INC | 55,175 | $2,475 | 0.5% | $14.06 | +34.0% | COM | 115236101 |
| SCM | STELLUS CAP INVT CORP | 185,463 | $2,237 | 0.4% | $13.26 | -13.8% | COM | 858568108 |
| — | VERIFONE SYS INC | 111,920 | $1,984 | 0.4% | $26.18 | — | COM | 92342y109 |
| — | LIONBRIDGE TECHNOLOGIES INC | 321,595 | $1,865 | 0.4% | $5.20 | — | COM | 536252109 |
| — | AES CORP | 160,000 | $1,859 | 0.4% | $11.80 | — | COM | 00130h105 |
| RPM | RPM INTL INC | 34,454 | $1,855 | 0.4% | $32.11 | +59.5% | COM | 749685103 |
| — | M & T BK CORP | 11,300 | $1,768 | 0.3% | $118.81 | — | COM | 55261f104 |
| — | SUNTRUST BKS INC | 31,040 | $1,703 | 0.3% | $31.56 | — | COM | 867914103 |
| — | ARES CAP CORP | 91,475 | $1,508 | 0.3% | $14.83 | — | COM | 04010l103 |
| — | COLONY CAP INC | 73,887 | $1,496 | 0.3% | $18.67 | — | CL A | 19624r106 |
| — | CRACKER BARREL OLD CTRY STOR | 8,468 | $1,414 | 0.3% | $94.67 | — | COM | 22410j106 |
| PM | PHILIP MORRIS INTL INC | 15,055 | $1,377 | 0.3% | $49.62 | +17.4% | COM | 718172109 |
| — | CHIMERA INVT CORP | 79,800 | $1,358 | 0.3% | $13.58 | — | COM NEW | 16934q208 |
| — | BGC PARTNERS INC | 124,880 | $1,278 | 0.2% | $9.05 | — | CL A | 05541t101 |
| — | CHICAGO BRIDGE & IRON CO N V | 40,000 | $1,270 | 0.2% | $28.96 | — | COM | 167250109 |
| CWST | CASELLA WASTE SYS INC | 84,735 | $1,052 | 0.2% | $4.35 | +170.3% | CL A | 147448104 |
| RSG | REPUBLIC SVCS INC | 18,357 | $1,047 | 0.2% | $26.37 | +75.1% | COM | 760759100 |
| — | MRC GLOBAL INC | 50,010 | $1,013 | 0.2% | $13.14 | — | COM | 55345k103 |
| — | TCP CAP CORP | 59,400 | $1,004 | 0.2% | $16.22 | — | COM | 87238q103 |
| MCD | MCDONALDS CORP | 8,035 | $978 | 0.2% | $72.08 | +30.8% | COM | 580135101 |
| — | INTELIQUENT INC | 40,075 | $919 | 0.2% | $19.60 | — | COM | 45825N107 |
| — | OFS CAP CORP | 66,629 | $917 | 0.2% | $12.67 | — | COM | 67103b100 |
| — | ORACLE CORP | 22,947 | $882 | 0.2% | $40.89 | — | COM | 68389x105 |
| — | NEW MEDIA INVT GROUP INC | 55,000 | $879 | 0.2% | $18.07 | — | COM | 64704v106 |
| FBIZ | FIRST BUS FINL SVCS INC WIS | 35,120 | $833 | 0.2% | $17.17 | +1.1% | COM | 319390100 |
| — | IBERIABANK CORP | 9,755 | $817 | 0.2% | $54.69 | — | COM | 450828108 |
| — | PRAXAIR INC | 6,918 | $811 | 0.2% | $114.41 | — | COM | 74005p104 |
| — | ARRIS INTL INC | 25,215 | $760 | 0.1% | $22.92 | — | SHS | g0551a103 |
| CATY | CATHAY GEN BANCORP | 19,550 | $743 | 0.1% | $15.01 | +68.6% | COM | 149150104 |
| — | ALCENTRA CAP CORP | 61,300 | $734 | 0.1% | $11.67 | — | COM | 01374t102 |
| — | CAI INTERNATIONAL INC | 82,065 | $712 | 0.1% | $9.66 | — | COM | 12477x106 |
| LZB | LA Z BOY INC | 22,270 | $691 | 0.1% | $23.81 | +13.7% | COM | 505336107 |
| PEBO | PEOPLES BANCORP INC | 20,325 | $660 | 0.1% | $22.62 | +22.4% | COM | 709789101 |
| — | WASTE MGMT INC DEL | 9,295 | $659 | 0.1% | $42.63 | — | COM | 94106l109 |
| — | COOPER TIRE & RUBR CO | 16,895 | $656 | 0.1% | $33.17 | — | COM | 216831107 |
| — | MERCK & CO INC | 10,992 | $647 | 0.1% | $53.71 | — | COM | 58933y105 |
| — | EVERBANK FINL CORP | 33,220 | $646 | 0.1% | $15.10 | — | COM | 29977g102 |
| — | WILLIS TOWERS WATSON PUB LTD | 4,985 | $610 | 0.1% | $118.76 | — | SHS | g96629103 |
| — | HEARTLAND FINL USA INC | 12,380 | $594 | 0.1% | $24.55 | — | COM | 42234q102 |
| — | TRIPLEPOINT VENTURE GROWTH B | 50,400 | $594 | 0.1% | $11.75 | — | COM | 89677y100 |
| — | WINTRUST FINL CORP | 8,165 | $593 | 0.1% | $44.35 | — | COM | 97650w108 |
| — | PACIFIC CONTINENTAL CORP | 27,015 | $590 | 0.1% | $13.51 | — | COM | 69412v108 |
| HTGC | HERCULES CAPITAL INC | 41,400 | $584 | 0.1% | $11.22 | +21.3% | COM | 427096508 |
| SON | SONOCO PRODS CO | 10,990 | $579 | 0.1% | $26.82 | +43.1% | COM | 835495102 |
| — | AMAG PHARMACEUTICALS INC | 16,345 | $569 | 0.1% | $27.16 | — | COM | 00163u106 |
| UPS | UNITED PARCEL SERVICE INC | 4,930 | $565 | 0.1% | $55.38 | +45.0% | CL B | 911312106 |
| — | AMERICAN EAGLE OUTFITTERS NE | 36,992 | $561 | 0.1% | $13.91 | — | COM | 02553e106 |
| — | ALTRIA GROUP INC | 8,159 | $552 | 0.1% | $34.97 | — | COM | 02209s103 |
| GPC | GENUINE PARTS CO | 5,727 | $547 | 0.1% | $57.86 | +26.3% | COM | 372460105 |
| AGNC | AGNC INVT CORP | 30,000 | $544 | 0.1% | $18.13 | — | COM | 00123Q104 |
| — | GREEN BANCORP INC | 34,950 | $531 | 0.1% | $15.32 | — | COM | 39260x100 |
| EMR | EMERSON ELEC CO | 9,135 | $509 | 0.1% | $37.64 | +13.9% | COM | 291011104 |
| — | INNERWORKINGS INC | 51,565 | $508 | 0.1% | $6.67 | — | COM | 45773y105 |
| PAYX | PAYCHEX INC | 8,294 | $505 | 0.1% | $25.02 | +75.6% | COM | 704326107 |
| BP | BP PLC | 13,421 | $502 | 0.1% | $32.73 | — | SPONSORED ADR | 055622104 |
| MEI | METHODE ELECTRS INC | 11,670 | $483 | 0.1% | $22.68 | +33.2% | COM | 591520200 |
| — | ATLAS FINANCIAL HOLDINGS INC | 26,730 | $482 | 0.1% | $17.63 | — | SHS NEW | G06207115 |
| VFC | V F CORP | 8,927 | $476 | 0.1% | $51.78 | +0.2% | COM | 918204108 |
| KMB | KIMBERLY CLARK CORP | 4,062 | $464 | 0.1% | $65.62 | +28.8% | COM | 494368103 |
| — | IXYS CORP | 38,865 | $462 | 0.1% | $11.22 | — | COM | 46600w106 |
| DXYN | DIXIE GROUP INC | 126,000 | $454 | 0.1% | $7.27 | -46.5% | CL A | 255519100 |
| — | GLAXOSMITHKLINE PLC | 10,830 | $417 | 0.1% | $41.26 | — | SPONSORED ADR | 37733w105 |
| HAL | HALLIBURTON CO | 7,320 | $396 | 0.1% | $33.42 | +24.8% | COM | 406216101 |
| LFCR | LANDEC CORP | 28,505 | $393 | 0.1% | $10.97 | +26.3% | COM | 514766104 |
| — | NATIONAL GRID PLC | 6,715 | $392 | 0.1% | $70.89 | — | SPON ADR NEW | 636274300 |
| UMH | UMH PPTYS INC | 25,754 | $388 | 0.1% | $9.99 | — | COM | 903002103 |
| — | XERIUM TECHNOLOGIES INC | 68,400 | $384 | 0.1% | $13.46 | — | COM NEW | 98416j118 |
| — | ASCENA RETAIL GROUP INC | 60,445 | $374 | 0.1% | $11.06 | — | COM | 04351g101 |
| CGIP | CELADON GROUP INC | 51,330 | $367 | 0.1% | $15.06 | -50.2% | COM | 150838100 |
| — | KAPSTONE PAPER & PACKAGING C | 15,815 | $349 | 0.1% | $13.86 | — | COM | 48562p103 |
| NUE | NUCOR CORP | 5,855 | $348 | 0.1% | $32.50 | +40.4% | COM | 670346105 |
| UFI | UNIFI INC | 10,330 | $337 | 0.1% | $21.54 | +42.6% | COM NEW | 904677200 |
| — | GLOBAL BRASS & COPPR HLDGS I | 9,605 | $329 | 0.1% | $16.13 | — | COM | 37953g103 |
| — | SYNAPTICS INC | 5,965 | $320 | 0.1% | $79.77 | — | COM | 87157d109 |
| — | CARDTRONICS PLC | 5,825 | $318 | 0.1% | $44.57 | — | SHS CL A | g1991c105 |
| RDNT | RADNET INC | 47,810 | $308 | 0.1% | $5.94 | +13.7% | COM | 750491102 |
| SLB | SCHLUMBERGER LTD | 3,580 | $301 | 0.1% | $52.90 | +19.2% | COM | 806857108 |
| MOD | MODINE MFG CO | 19,610 | $292 | 0.1% | $10.30 | +21.8% | COM | 607828100 |
| AFL | AFLAC INC | 4,182 | $291 | 0.1% | $20.11 | +41.5% | COM | 001055102 |
| — | CONNECTONE BANCORP INC NEW | 11,185 | $290 | 0.1% | $21.49 | — | COM | 20786w107 |
| THG | HANOVER INS GROUP INC | 3,185 | $290 | 0.1% | $34.79 | +83.5% | COM | 410867105 |
| ONB | OLD NATL BANCORP IND | 15,785 | $286 | 0.1% | $13.13 | +22.4% | COM | 680033107 |
| — | MEDTRONIC PLC | 3,870 | $276 | 0.1% | $76.87 | — | SHS | g5960l103 |
| SCI | SERVICE CORP INTL | 9,159 | $260 | 0.0% | $21.92 | +21.6% | COM | 817565104 |
| — | UNITED TECHNOLOGIES CORP | 2,239 | $245 | 0.0% | $92.87 | — | COM | 913017109 |
| TCBK | TRICO BANCSHARES | 6,875 | $235 | 0.0% | $29.72 | 0.0% | COM | 896095106 |
| — | PACIFIC PREMIER BANCORP | 6,615 | $234 | 0.0% | $16.97 | — | COM | 69478x105 |
| — | BNC BANCORP | 7,090 | $226 | 0.0% | $19.33 | — | COM | 05566t101 |
| YUM | YUM BRANDS INC | 3,394 | $215 | 0.0% | $38.97 | +36.8% | COM | 988498101 |
| — | GAIN CAP HLDGS INC | 31,840 | $210 | 0.0% | $9.10 | — | COM | 36268w100 |
| — | WHITEHORSE FIN INC | 17,025 | $207 | 0.0% | $13.16 | — | COM | 96524v106 |
| — | SHUTTERFLY INC | 4,100 | $206 | 0.0% | $50.24 | — | COM | 82568p304 |
| — | FEDEX CORP | 1,100 | $205 | 0.0% | $186.36 | — | COM | 31428x106 |
| — | MARCHEX INC | 62,140 | $165 | 0.0% | $4.45 | — | CL B | 56624r108 |
| — | STAGE STORES INC | 26,615 | $116 | 0.0% | $8.06 | — | COM NEW | 85254c305 |
| — | CHINA GREEN AGRICULTURE INC | 60,000 | $72 | 0.0% | $1.53 | — | COM | 16943w105 |