CIK: 0001164833 · Show all filings
Period: Q1 2017 (← Previous) (Next →)
Filing Date: May 12, 2017
Total Value ($000): $25,558,622 (99.9% shares, 0.1% debt)
| Ticker | Issuer | Shares | Value ($000) | % | Est. Cost | Unrealized | Class | CUSIP |
|---|---|---|---|---|---|---|---|---|
| HPE | HEWLETT PACKARD ENTERPRISE C | 50,742,312 | $1,202,593 | 4.7% | $8.88 | +16.3% | COM | 42824C109 |
| AIG | AMERICAN INTL GROUP INC | 16,614,092 | $1,037,218 | 4.1% | $36.94 | +38.5% | COM NEW | 026874784 |
| C | CITIGROUP INC | 17,008,557 | $1,017,452 | 4.0% | $35.99 | +24.1% | COM NEW | 172967424 |
| MSFT | MICROSOFT CORP | 12,183,673 | $802,417 | 3.1% | $31.76 | +82.1% | COM | 594918104 |
| ORCL | ORACLE CORP | 17,646,027 | $787,189 | 3.1% | $30.06 | +21.4% | COM | 68389X105 |
| — | MARATHON OIL CORP | 48,519,793 | $766,613 | 3.0% | $20.33 | — | COM | 565849106 |
| BAC | BANK AMER CORP | 29,893,935 | $705,198 | 2.8% | $10.81 | +79.2% | COM | 060505104 |
| GLW | CORNING INC | 25,151,163 | $679,081 | 2.7% | $12.80 | +63.8% | COM | 219350105 |
| ERIC | ERICSSON | 99,775,791 | $662,511 | 2.6% | $7.99 | — | ADR B SEK 10 | 294821608 |
| ELV | ANTHEM INC | 3,549,970 | $587,094 | 2.3% | $114.65 | +23.4% | COM | 036752103 |
| CMI | CUMMINS INC | 3,761,795 | $568,783 | 2.2% | $84.76 | +38.3% | COM | 231021106 |
| WFC | WELLS FARGO & CO NEW | 9,713,557 | $540,657 | 2.1% | $36.45 | +21.7% | COM | 949746101 |
| — | CALPINE CORP | 46,778,625 | $516,904 | 2.0% | $17.57 | — | COM NEW | 131347304 |
| — | DISCOVERY COMMUNICATNS NEW | 17,688,591 | $514,561 | 2.0% | $27.09 | — | COM SER A | 25470F104 |
| PHG | KONINKLIJKE PHILIPS N V | 15,314,410 | $491,746 | 1.9% | $29.07 | — | NY REG SH NEW | 500472303 |
| SNY | SANOFI | 10,364,345 | $468,987 | 1.8% | $48.64 | — | SPONSORED ADR | 80105N105 |
| COF | CAPITAL ONE FINL CORP | 5,397,573 | $467,754 | 1.8% | $51.28 | +48.9% | COM | 14040H105 |
| VOD | VODAFONE GROUP PLC NEW | 16,976,277 | $448,683 | 1.8% | $32.95 | — | SPONSORED ADR | 92857W308 |
| STT | STATE STR CORP | 5,262,504 | $418,948 | 1.6% | $52.87 | +15.2% | COM | 857477103 |
| MUR | MURPHY OIL CORP | 14,135,770 | $404,142 | 1.6% | $30.77 | -32.1% | COM | 626717102 |
| JCI | JOHNSON CTLS INTL PLC | 9,488,775 | $399,667 | 1.6% | $33.34 | +3.5% | SHS | G51502105 |
| CFG | CITIZENS FINL GROUP INC | 11,359,492 | $392,470 | 1.5% | $15.52 | +66.1% | COM | 174610105 |
| JPM | JPMORGAN CHASE & CO | 4,382,844 | $384,989 | 1.5% | $37.59 | +85.4% | COM | 46625H100 |
| — | HESS CORP | 7,692,202 | $370,841 | 1.5% | $50.04 | — | COM | 42809H107 |
| CNH | CNH INDL N V | 33,745,639 | $325,308 | 1.3% | $5.91 | +17.5% | SHS | N20944109 |
| GM | GENERAL MTRS CO | 9,081,426 | $321,119 | 1.3% | $25.68 | +20.5% | COM | 37045V100 |
| — | BED BATH & BEYOND INC | 8,136,389 | $321,062 | 1.3% | $61.11 | — | COM | 075896100 |
| — | GLAXOSMITHKLINE PLC | 7,524,627 | $317,238 | 1.2% | $47.99 | — | SPONSORED ADR | 37733W105 |
| — | ROYAL DUTCH SHELL PLC | 5,789,094 | $305,259 | 1.2% | $72.29 | — | SPONS ADR A | 780259206 |
| CMCSA | COMCAST CORP NEW | 7,847,124 | $294,973 | 1.2% | $26.81 | +11.6% | CL A | 20030N101 |
| TRV | TRAVELERS COMPANIES INC | 2,446,907 | $294,950 | 1.2% | $94.31 | +4.9% | COM | 89417E109 |
| BA | BOEING CO | 1,564,763 | $276,744 | 1.1% | $103.90 | +52.8% | COM | 097023105 |
| — | ARRIS INTL INC | 10,394,872 | $274,944 | 1.1% | $23.14 | — | SHS | G0551A103 |
| — | CBS CORP NEW | 3,691,895 | $256,070 | 1.0% | $48.75 | — | CL B | 124857202 |
| GT | GOODYEAR TIRE & RUBR CO | 7,021,395 | $252,770 | 1.0% | $26.56 | +27.9% | COM | 382550101 |
| BPOP | POPULAR INC | 5,917,393 | $241,015 | 0.9% | $24.78 | +35.1% | COM NEW | 733174700 |
| GS | GOLDMAN SACHS GROUP INC | 1,022,095 | $234,796 | 0.9% | $136.06 | +47.0% | COM | 38141G104 |
| IP | INTL PAPER CO | 4,469,160 | $226,944 | 0.9% | $25.75 | +32.7% | COM | 460146103 |
| — | OFFICE DEPOT INC | 46,528,941 | $217,058 | 0.8% | $4.94 | — | COM | 676220106 |
| — | KOSMOS ENERGY LTD | 31,857,895 | $212,174 | 0.8% | $8.64 | — | SHS | G5315B107 |
| WMT | WAL-MART STORES INC | 2,766,434 | $199,405 | 0.8% | $19.96 | -0.9% | COM | 931142103 |
| PH | PARKER HANNIFIN CORP | 1,211,495 | $194,227 | 0.8% | $100.03 | +32.6% | COM | 701094104 |
| MGA | MAGNA INTL INC | 4,495,135 | $194,010 | 0.8% | $31.01 | +7.8% | COM | 559222401 |
| ZBH | ZIMMER BIOMET HLDGS INC | 1,555,689 | $189,965 | 0.7% | $81.05 | +30.0% | COM | 98956P102 |
| — | TE CONNECTIVITY LTD | 2,424,084 | $180,715 | 0.7% | $64.38 | — | REG SHS | H84989104 |
| NRG | NRG ENERGY INC | 9,532,715 | $178,262 | 0.7% | $14.51 | -5.8% | COM NEW | 629377508 |
| — | CIT GROUP INC | 4,005,621 | $171,961 | 0.7% | $41.37 | — | COM NEW | 125581801 |
| — | WHITING PETE CORP NEW | 18,077,394 | $171,012 | 0.7% | $9.34 | — | COM | 966387102 |
| ADNT | ADIENT PLC | 2,320,948 | $168,663 | 0.7% | $50.50 | +27.0% | ORD SHS | G0084W101 |
| EMBJ | EMBRAER S A | 7,422,694 | $163,893 | 0.6% | $27.89 | — | SP ADR REP 4 COM | 29082A107 |
| TPH | TRI POINTE GROUP INC | 13,067,282 | $163,864 | 0.6% | $13.36 | -8.1% | COM | 87265H109 |
| — | ROCKWELL COLLINS INC | 1,651,648 | $160,474 | 0.6% | $84.76 | — | COM | 774341101 |
| — | DISCOVERY COMMUNICATNS NEW | 5,340,964 | $151,203 | 0.6% | $25.31 | — | COM SER C | 25470F302 |
| MS | MORGAN STANLEY | 3,492,122 | $149,603 | 0.6% | $20.46 | +68.0% | COM NEW | 617446448 |
| CNO | CNO FINL GROUP INC | 5,600,190 | $114,804 | 0.4% | $13.59 | +21.1% | COM | 12621E103 |
| — | BUNGE LIMITED | 1,402,253 | $111,143 | 0.4% | $80.06 | — | COM | G16962105 |
| WTW | WILLIS TOWERS WATSON PUB LTD | 842,668 | $110,297 | 0.4% | $101.18 | +11.0% | SHS | G96629103 |
| — | ENSTAR GROUP LIMITED | 548,318 | $104,893 | 0.4% | $163.16 | — | SHS | G3075P101 |
| ETN | EATON CORP PLC | 1,403,794 | $104,091 | 0.4% | $44.69 | +32.0% | SHS | G29183103 |
| TGT | TARGET CORP | 1,877,798 | $103,636 | 0.4% | $46.47 | +3.3% | COM | 87612E106 |
| NPO | ENPRO INDS INC | 1,417,140 | $100,844 | 0.4% | $58.11 | +14.1% | COM | 29355X107 |
| MDT | MEDTRONIC PLC | 1,235,797 | $99,556 | 0.4% | $58.91 | +5.9% | SHS | G5960L103 |
| PCAR | PACCAR INC | 1,462,543 | $98,283 | 0.4% | $22.05 | +45.6% | COM | 693718108 |
| HOG | HARLEY DAVIDSON INC | 1,560,200 | $94,392 | 0.4% | $56.42 | +4.1% | COM | 412822108 |
| RF | REGIONS FINL CORP NEW | 6,201,867 | $90,113 | 0.4% | $6.34 | +67.1% | COM | 7591EP100 |
| HMC | HONDA MOTOR LTD | 2,846,231 | $86,127 | 0.3% | $33.49 | — | AMERN SHS | 438128308 |
| TDC | TERADATA CORP DEL | 2,753,883 | $85,701 | 0.3% | $39.69 | -23.9% | COM | 88076W103 |
| SRG | SERITAGE GROWTH PPTYS | 1,936,642 | $83,566 | 0.3% | $41.77 | -1.4% | CL A | 81752R100 |
| GEO | GEO GROUP INC NEW | 1,759,978 | $81,610 | 0.3% | $13.60 | +41.7% | COM | 36162J106 |
| PPL | PPL CORP | 2,153,896 | $80,534 | 0.3% | $18.16 | +32.4% | COM | 69351T106 |
| HMN | HORACE MANN EDUCATORS CORP N | 1,951,791 | $80,121 | 0.3% | $27.09 | +54.7% | COM | 440327104 |
| BIIB | BIOGEN INC | 286,572 | $78,355 | 0.3% | $271.76 | +4.0% | COM | 09062X103 |
| — | NAVISTAR INTL CORP NEW | 3,147,806 | $77,499 | 0.3% | $21.40 | — | COM | 63934E108 |
| KBR | KBR INC | 4,750,196 | $71,395 | 0.3% | $13.77 | +2.3% | COM | 48242W106 |
| — | MASONITE INTL CORP NEW | 847,438 | $67,159 | 0.3% | $55.69 | — | COM | 575385109 |
| AVT | AVNET INC | 1,380,084 | $63,153 | 0.2% | $32.69 | +14.8% | COM | 053807103 |
| CDW | CDW CORP | 1,077,390 | $62,176 | 0.2% | $25.70 | +97.1% | COM | 12514G108 |
| — | KELLOGG CO | 853,586 | $61,979 | 0.2% | $38.21 | +31.0% | COM | 487836108 |
| — | ENERGY XXI GULF COAST INC | 1,991,430 | $59,683 | 0.2% | $29.97 | — | COM | 29276K101 |
| RUSHA | RUSH ENTERPRISES INC | 1,711,006 | $56,600 | 0.2% | $11.73 | +26.0% | CL A | 781846209 |
| — | MARVELL TECHNOLOGY GROUP LTD | 3,576,688 | $54,580 | 0.2% | $11.28 | — | ORD | G5876H105 |
| ALL | ALLSTATE CORP | 659,228 | $53,720 | 0.2% | $45.85 | +40.7% | COM | 020002101 |
| BK | BANK NEW YORK MELLON CORP | 1,130,815 | $53,408 | 0.2% | $36.97 | 0.0% | COM | 064058100 |
| SAH | SONIC AUTOMOTIVE INC | 2,632,623 | $52,784 | 0.2% | $22.95 | -2.7% | CL A | 83545G102 |
| FHN | FIRST HORIZON NATL CORP | 2,778,906 | $51,410 | 0.2% | $7.62 | +88.5% | COM | 320517105 |
| POR | PORTLAND GEN ELEC CO | 1,150,970 | $51,126 | 0.2% | $24.58 | +28.0% | COM NEW | 736508847 |
| — | MCDERMOTT INTL INC | 7,552,798 | $50,981 | 0.2% | $6.44 | — | COM | 580037109 |
| NWSA | NEWS CORP NEW | 3,904,373 | $50,757 | 0.2% | $13.52 | -16.5% | CL A | 65249B109 |
| — | SANTANDER CONSUMER USA HDG I | 3,801,644 | $50,638 | 0.2% | $14.00 | — | COM | 80283M101 |
| — | APACHE CORP | 979,914 | $50,358 | 0.2% | $61.60 | — | COM | 037411105 |
| OMC | OMNICOM GROUP INC | 569,432 | $49,091 | 0.2% | $49.00 | +27.5% | COM | 681919106 |
| — | GLOBAL INDTY LTD CAYMAN | 1,192,728 | $45,908 | 0.2% | $38.21 | — | USD CL A SHS | G3933F105 |
| — | WEATHERFORD INTL PLC | 6,856,200 | $45,594 | 0.2% | $6.65 | — | ORD SHS | G48833100 |
| MATX | MATSON INC | 1,404,954 | $44,621 | 0.2% | $25.31 | +15.3% | COM | 57686G105 |
| TPC | TUTOR PERINI CORP | 1,382,618 | $43,967 | 0.2% | $19.25 | +54.1% | COM | 901109108 |
| — | GREAT PLAINS ENERGY INC | 1,489,477 | $43,523 | 0.2% | $23.53 | — | COM | 391164100 |
| — | GRANITE REAL ESTATE INVT TR | 1,243,668 | $43,441 | 0.2% | $34.98 | — | UNIT 99/99/9999 | 387437114 |
| — | MERITOR INC | 2,535,410 | $43,432 | 0.2% | $8.17 | — | COM | 59001K100 |
| SO | SOUTHERN CO | 864,863 | $43,053 | 0.2% | $27.49 | +24.2% | COM | 842587107 |
| DIOD | DIODES INC | 1,674,560 | $40,273 | 0.2% | $25.22 | -1.3% | COM | 254543101 |
| KSS | KOHLS CORP | 978,322 | $38,947 | 0.2% | $49.46 | -17.5% | COM | 500255104 |
| MAN | MANPOWERGROUP INC | 369,698 | $37,920 | 0.1% | $57.52 | +68.6% | COM | 56418H100 |
| — | MALLINCKRODT PUB LTD CO | 818,140 | $36,464 | 0.1% | $44.57 | — | SHS | G5785G107 |
| — | LSC COMMUNICATIONS INC | 1,400,000 | $35,224 | 0.1% | $25.16 | — | COM | 50218P107 |
| — | PHH CORP | 2,711,710 | $34,520 | 0.1% | $20.16 | — | COM NEW | 693320202 |
| FHB | FIRST HAWAIIAN INC | 1,107,490 | $33,136 | 0.1% | $17.74 | +23.4% | COM | 32051X108 |
| — | COBALT INTL ENERGY INC | 61,586,428 | $32,850 | 0.1% | $12.03 | — | COM | 19075F106 |
| — | FRANKS INTL N V | 2,969,690 | $31,390 | 0.1% | $11.97 | — | COM | N33462107 |
| — | LIFEPOINT HEALTH INC | 468,507 | $30,687 | 0.1% | $59.02 | — | COM | 53219L109 |
| FBP | FIRST BANCORP P R | 5,295,112 | $29,917 | 0.1% | $4.03 | +28.5% | COM NEW | 318672706 |
| ALLY | ALLY FINL INC | 1,455,500 | $29,590 | 0.1% | $14.47 | +13.4% | COM | 02005N100 |
| ASB | ASSOCIATED BANC CORP | 1,184,526 | $28,902 | 0.1% | $10.30 | +77.5% | COM | 045487105 |
| — | ROYAL BK SCOTLAND GROUP PLC | 1,110,557 | $28,153 | 0.1% | $23.12 | — | SP ADR PREF S | 780097739 |
| MLR | MILLER INDS INC TENN | 1,026,005 | $27,035 | 0.1% | $11.67 | +79.5% | COM NEW | 600551204 |
| CAR | AVIS BUDGET GROUP | 869,400 | $25,717 | 0.1% | $29.50 | +11.8% | COM | 053774105 |
| SLM | SLM CORP | 2,028,900 | $24,550 | 0.1% | $6.40 | +85.0% | COM | 78442P106 |
| MHO | M/I HOMES INC | 997,744 | $24,445 | 0.1% | $22.49 | +9.0% | COM | 55305B101 |
| — | MDC PARTNERS INC | 2,586,700 | $24,315 | 0.1% | $6.55 | — | CL A SUB VTG | 552697104 |
| AVD | AMERICAN VANGUARD CORP | 1,377,199 | $22,862 | 0.1% | $12.21 | +30.9% | COM | 030371108 |
| PBF | PBF ENERGY INC | 1,022,600 | $22,671 | 0.1% | $25.19 | -6.9% | CL A | 69318G106 |
| KFY | KORN FERRY INTL | 669,887 | $21,095 | 0.1% | $19.26 | +37.3% | COM NEW | 500643200 |
| OPY | OPPENHEIMER HLDGS INC | 1,195,687 | $20,446 | 0.1% | $21.50 | -19.6% | CL A NON VTG | 683797104 |
| — | SUPERIOR ENERGY SVCS INC | 1,331,500 | $18,987 | 0.1% | $14.26 | — | COM | 868157108 |
| ALSN | ALLISON TRANSMISSION HLDGS I | 503,735 | $18,165 | 0.1% | $26.41 | +17.2% | COM | 01973R101 |
| NTB | BANK OF NT BUTTERFIELD&SON L | 563,274 | $17,974 | 0.1% | $16.00 | +35.0% | SHS NEW | G0772R208 |
| — | C&J ENERGY SVCS INC NEW | 474,100 | $16,143 | 0.1% | $34.05 | — | COM | 12674R100 |
| — | INVACARE CORP | 1,338,095 | $15,923 | 0.1% | $15.32 | — | COM | 461203101 |
| — | STAPLES INC | 1,713,528 | $15,028 | 0.1% | $11.70 | — | COM | 855030102 |
| — | REAL IND INC | 4,766,300 | $13,584 | 0.1% | $11.35 | — | COM | 75601W104 |
| — | NAVISTAR INTL CORP NEW | 13,423,000 | $12,936 | 0.1% | $0.84 | — | NOTE 4.750% 4/1 | 63934EAS7 |
| — | SUNTRUST BKS INC | 233,367 | $12,905 | 0.1% | $32.25 | — | COM | 867914103 |
| GPI | GROUP 1 AUTOMOTIVE INC | 162,870 | $12,065 | 0.0% | $58.99 | +32.5% | COM | 398905109 |
| — | INVESTORS BANCORP INC NEW | 795,695 | $11,442 | 0.0% | $11.13 | — | COM | 46146L101 |
| AFIIQ | ARMSTRONG FLOORING INC | 596,480 | $10,987 | 0.0% | $20.28 | 0.0% | COM | 04238R106 |
| PEB | PEBBLEBROOK HOTEL TR | 373,310 | $10,904 | 0.0% | $26.25 | — | COM | 70509V100 |
| ON | ON SEMICONDUCTOR CORP | 688,370 | $10,663 | 0.0% | $9.36 | +54.8% | COM | 682189105 |
| EXTR | EXTREME NETWORKS INC | 1,365,169 | $10,252 | 0.0% | $3.36 | +78.3% | COM | 30226D106 |
| FITB | FIFTH THIRD BANCORP | 344,950 | $8,762 | 0.0% | $12.70 | +52.1% | COM | 316773100 |
| — | RUBY TUESDAY INC | 2,706,846 | $7,606 | 0.0% | $7.28 | — | COM | 781182100 |
| UPBD | RENT A CTR INC NEW | 811,070 | $7,194 | 0.0% | $35.34 | -74.3% | COM | 76009N100 |
| — | HUDSON GLOBAL INC | 4,968,200 | $6,260 | 0.0% | $2.44 | — | COM | 443787106 |
| — | KEY ENERGY SVCS INC DEL | 194,600 | $4,519 | 0.0% | $23.22 | — | COM | 49309J103 |
| — | ASPEN INSURANCE HOLDINGS LTD | 85,019 | $4,425 | 0.0% | $40.71 | — | SHS | G05384105 |
| — | HEIDRICK & STRUGGLES INTL IN | 162,739 | $4,288 | 0.0% | $17.42 | — | COM | 422819102 |
| — | NATIONAL WESTN LIFE GROUP IN | 12,952 | $3,939 | 0.0% | $251.98 | — | CL A | 638517102 |
| PAHC | PHIBRO ANIMAL HEALTH CORP | 136,900 | $3,847 | 0.0% | $22.62 | +24.7% | CL A COM | 71742Q106 |
| BCS | BARCLAYS PLC | 307,840 | $3,460 | 0.0% | $11.21 | — | ADR | 06738E204 |
| — | AMERICAN INTL GROUP INC | 117,400 | $2,509 | 0.0% | $18.24 | — | *W EXP 01/19/202 | 026874156 |
| LLY | LILLY ELI & CO | 26,900 | $2,263 | 0.0% | $46.86 | +48.4% | COM | 532457108 |
| — | FIFTH STR ASSET MGMT INC | 336,588 | $1,548 | 0.0% | $6.09 | — | CL A COM | 31679P109 |
| — | COBALT INTL ENERGY INC | 5,270,000 | $1,318 | 0.0% | $0.54 | — | NOTE 3.125% 5/1 | 19075FAB2 |
| — | LONESTAR RES US INC | 258,593 | $1,308 | 0.0% | $7.77 | — | CL A VTG | 54240F103 |
| SWK | STANLEY BLACK & DECKER INC | 8,500 | $1,129 | 0.0% | $57.72 | +71.6% | COM | 854502101 |
| — | PETROQUEST ENERGY INC | 405,193 | $1,110 | 0.0% | $3.42 | — | COM NEW | 716748306 |
| — | BOULDER GROWTH & INCOME FD I | 118,292 | $1,100 | 0.0% | $8.57 | — | COM | 101507101 |
| GIS | GENERAL MLS INC | 18,300 | $1,080 | 0.0% | $33.66 | +32.5% | COM | 370334104 |
| — | BANK AMER CORP | 92,563 | $1,046 | 0.0% | $5.24 | — | *W EXP 01/16/201 | 060505146 |
| — | FIFTH STREET FINANCE CORP | 205,800 | $951 | 0.0% | $5.85 | — | COM | 31678A103 |
| KEY | KEYCORP NEW | 48,604 | $864 | 0.0% | $8.09 | +54.3% | COM | 493267108 |
| CRK | COMSTOCK RES INC | 79,225 | $731 | 0.0% | $9.57 | 0.0% | COM | 205768302 |
| — | GENERAL MTRS CO | 33,866 | $606 | 0.0% | $18.57 | — | *W EXP 07/10/201 | 37045V126 |
| RMR | RMR GROUP INC | 8,300 | $411 | 0.0% | $14.29 | +75.5% | CL A | 74967R106 |
| — | COBALT INTL ENERGY INC | 1,150,000 | $368 | 0.0% | $0.48 | — | NOTE 2.625%12/0 | 19075FAA4 |
| — | CREDIT SUISSE GROUP | 10,188 | $151 | 0.0% | $10.67 | — | SPONSORED ADR | 225401108 |
| — | PERFORMANT FINL CORP | 41,939 | $123 | 0.0% | $2.85 | — | COM | 71377E105 |
| — | CONSTELLIUM NV | 13,526 | $88 | 0.0% | $6.51 | — | CL A | N22035104 |
| — | ZAGG INC | 12,001 | $86 | 0.0% | $7.09 | — | COM | 98884U108 |
| TBBK | BANCORP INC DEL | 15,151 | $77 | 0.0% | $5.77 | -0.7% | COM | 05969A105 |
| — | OCH ZIFF CAP MGMT GROUP | 31,410 | $71 | 0.0% | $2.60 | — | CL A | 67551U105 |
| — | TEEKAY TANKERS LTD | 17,541 | $36 | 0.0% | $2.05 | — | CL A | Y8565N102 |