CIK: 0001133999 · Show all filings
Period: Q2 2017 (← Previous) (Next →)
Filing Date: Aug 14, 2017
Total Value ($000): $550,281 (100.0% shares, 0.0% debt)
| Ticker | Issuer | Shares | Value ($000) | % | Est. Cost | Unrealized | Class | CUSIP |
|---|---|---|---|---|---|---|---|---|
| JNJ | JOHNSON & JOHNSON | 112,519 | $14,885 | 2.7% | $62.70 | +60.1% | COM | 478160104 |
| — | JPMORGAN CHASE & CO | 154,820 | $14,151 | 2.6% | $59.22 | — | COM | 46625h100 |
| — | EXXON MOBIL CORP | 153,669 | $12,406 | 2.3% | $84.13 | — | COM | 30231g102 |
| MSFT | MICROSOFT CORP | 174,832 | $12,051 | 2.2% | $29.11 | +114.1% | COM | 594918104 |
| AXP | AMERICAN EXPRESS CO | 138,700 | $11,684 | 2.1% | $65.23 | +7.8% | COM | 025816109 |
| — | GENERAL ELECTRIC CO | 416,870 | $11,260 | 2.0% | $23.23 | — | COM | 369604103 |
| WDC | WESTERN DIGITAL CORP | 120,942 | $10,715 | 1.9% | $30.52 | +95.6% | COM | 958102105 |
| PFE | PFIZER INC | 315,314 | $10,591 | 1.9% | $16.72 | +29.2% | COM | 717081103 |
| USB | US BANCORP DEL | 189,380 | $9,833 | 1.8% | $24.58 | +50.4% | COM NEW | 902973304 |
| WMT | WAL-MART STORES INC | 128,528 | $9,727 | 1.8% | $18.59 | +18.4% | COM | 931142103 |
| BDX | BECTON DICKINSON & CO | 49,775 | $9,712 | 1.8% | $107.64 | +49.2% | COM | 075887109 |
| — | BLACKROCK INC | 21,863 | $9,235 | 1.7% | $340.69 | — | COM | 09247x101 |
| — | AT&T INC | 242,422 | $9,147 | 1.7% | $35.80 | — | COM | 00206r102 |
| — | 3M CO | 43,822 | $9,123 | 1.7% | $113.76 | — | COM | 88579y101 |
| CVS | CVS HEALTH CORP | 110,684 | $8,906 | 1.6% | $66.19 | -8.9% | COM | 126650100 |
| INTC | INTEL CORP | 258,180 | $8,711 | 1.6% | $20.70 | +42.8% | COM | 458140100 |
| PG | PROCTER AND GAMBLE CO | 96,864 | $8,442 | 1.5% | $56.12 | +25.0% | COM | 742718109 |
| LNC | LINCOLN NATL CORP IND | 120,000 | $8,110 | 1.5% | $30.01 | +55.3% | COM | 534187109 |
| — | CISCO SYS INC | 258,947 | $8,105 | 1.5% | $28.49 | — | COM | 17275r102 |
| SO | SOUTHERN CO | 166,689 | $7,981 | 1.5% | $28.02 | +25.2% | COM | 842587107 |
| — | WESTROCK CO | 140,310 | $7,950 | 1.4% | $50.80 | — | COM | 96145d105 |
| CVX | CHEVRON CORP NEW | 75,757 | $7,904 | 1.4% | $71.42 | +2.5% | COM | 166764100 |
| — | DOW CHEM CO | 124,852 | $7,874 | 1.4% | $36.67 | — | COM | 260543103 |
| — | NOVARTIS A G | 93,395 | $7,796 | 1.4% | $74.14 | — | SPONSORED ADR | 66987v109 |
| BAC | BANK AMER CORP | 318,269 | $7,721 | 1.4% | $11.19 | +70.6% | COM | 060505104 |
| IBM | INTERNATIONAL BUSINESS MACHS | 49,720 | $7,648 | 1.4% | $107.43 | -3.4% | COM | 459200101 |
| — | GAMESTOP CORP NEW | 349,600 | $7,555 | 1.4% | $23.96 | — | CL A | 36467w109 |
| AAPL | APPLE INC | 52,102 | $7,504 | 1.4% | $18.45 | +86.0% | COM | 037833100 |
| WFC | WELLS FARGO CO NEW | 123,206 | $6,827 | 1.2% | $33.16 | +27.2% | COM | 949746101 |
| — | COMCAST CORP NEW | 167,068 | $6,502 | 1.2% | $40.83 | — | CL A | 20030n101 |
| — | CME GROUP INC | 50,339 | $6,304 | 1.1% | $96.40 | — | COM | 12572q105 |
| C | CITIGROUP INC | 90,000 | $6,019 | 1.1% | $36.85 | +26.1% | COM NEW | 172967424 |
| CF | CF INDS HLDGS INC | 214,873 | $6,008 | 1.1% | $20.57 | +7.0% | COM | 125269100 |
| JBL | JABIL INC | 202,105 | $5,899 | 1.1% | $18.64 | +48.8% | COM | 466313103 |
| — | EXPRESS SCRIPTS HLDG CO | 92,041 | $5,876 | 1.1% | $68.69 | — | COM | 30219g108 |
| ELV | ANTHEM INC | 30,889 | $5,811 | 1.1% | $105.54 | +52.0% | COM | 036752103 |
| — | ANNALY CAP MGMT INC | 480,079 | $5,785 | 1.1% | $11.47 | — | COM | 035710409 |
| — | PPL CORP | 149,443 | $5,777 | 1.0% | $30.54 | — | COM | 69351t106 |
| — | OWENS ILL INC | 240,000 | $5,741 | 1.0% | $22.63 | — | COM NEW | 690768403 |
| NSC | NORFOLK SOUTHERN CORP | 46,800 | $5,696 | 1.0% | $57.67 | +71.2% | COM | 655844108 |
| AIG | AMERICAN INTL GROUP INC | 88,536 | $5,535 | 1.0% | $45.03 | +10.5% | COM NEW | 026874784 |
| — | STERICYCLE INC | 69,695 | $5,319 | 1.0% | $80.10 | — | COM | 858912108 |
| KO | COCA COLA CO | 116,209 | $5,212 | 0.9% | $29.35 | +14.7% | COM | 191216100 |
| PEP | PEPSICO INC | 44,690 | $5,161 | 0.9% | $56.00 | +57.5% | COM | 713448108 |
| — | TARGET CORP | 98,370 | $5,144 | 0.9% | $60.20 | — | COM | 87612e106 |
| HD | HOME DEPOT INC | 32,608 | $5,002 | 0.9% | $67.68 | +83.9% | COM | 437076102 |
| — | HANESBRANDS INC | 210,750 | $4,881 | 0.9% | $21.28 | — | COM | 410345102 |
| ON | ON SEMICONDUCTOR CORP | 336,800 | $4,729 | 0.9% | $7.80 | +92.5% | COM | 682189105 |
| — | WELLTOWER INC | 63,042 | $4,719 | 0.9% | $67.96 | — | COM | 95040q104 |
| CB | CHUBB LIMITED | 32,264 | $4,691 | 0.9% | $103.60 | +16.7% | COM | H1467J104 |
| DIS | DISNEY WALT CO | 43,778 | $4,651 | 0.8% | $65.93 | +55.4% | COM DISNEY | 254687106 |
| — | TENNECO INC | 80,000 | $4,626 | 0.8% | $45.28 | — | COM | 880349105 |
| RJF | RAYMOND JAMES FINANCIAL INC | 56,056 | $4,497 | 0.8% | $24.16 | +83.0% | COM | 754730109 |
| SF | STIFEL FINL CORP | 94,925 | $4,365 | 0.8% | $18.87 | +44.5% | COM | 860630102 |
| FHI | FEDERATED INVS INC PA | 140,210 | $3,961 | 0.7% | $16.92 | +8.2% | CL B | 314211103 |
| — | HOLLYFRONTIER CORP | 144,100 | $3,958 | 0.7% | $35.55 | — | COM | 436106108 |
| AVT | AVNET INC | 100,000 | $3,888 | 0.7% | $30.22 | +6.8% | COM | 053807103 |
| DUK | DUKE ENERGY CORP NEW | 44,954 | $3,758 | 0.7% | $43.67 | +35.3% | COM NEW | 26441C204 |
| PNC | PNC FINL SVCS GROUP INC | 29,870 | $3,730 | 0.7% | $47.34 | +90.8% | COM | 693475105 |
| ITGR | INTEGER HLDGS CORP | 85,010 | $3,677 | 0.7% | $25.16 | +58.1% | COM | 45826H109 |
| — | THL CR INC | 363,059 | $3,612 | 0.7% | $11.77 | — | COM | 872438106 |
| — | FERRO CORP | 196,370 | $3,592 | 0.7% | $11.93 | — | COM | 315405100 |
| — | CHICAGO BRIDGE & IRON CO N V | 180,000 | $3,551 | 0.6% | $21.78 | — | COM | 167250109 |
| ADP | AUTOMATIC DATA PROCESSING IN | 34,400 | $3,525 | 0.6% | $49.33 | +70.7% | COM | 053015103 |
| — | CITRIX SYS INC | 43,257 | $3,442 | 0.6% | $68.29 | — | COM | 177376100 |
| LMT | LOCKHEED MARTIN CORP | 12,294 | $3,413 | 0.6% | $71.65 | +204.7% | COM | 539830109 |
| — | TOWER INTL INC | 145,705 | $3,271 | 0.6% | $21.99 | — | COM | 891826109 |
| PKOH | PARK OHIO HLDGS CORP | 85,000 | $3,239 | 0.6% | $31.41 | +0.2% | COM | 700666100 |
| FITB | FIFTH THIRD BANCORP | 120,000 | $3,115 | 0.6% | $12.16 | +48.2% | COM | 316773100 |
| — | ARES COML REAL ESTATE CORP | 237,755 | $3,112 | 0.6% | $12.60 | — | COM | 04013v108 |
| GNTX | GENTEX CORP | 146,796 | $2,785 | 0.5% | $19.49 | 0.0% | COM | 371901109 |
| FDUS | FIDUS INVT CORP | 159,865 | $2,689 | 0.5% | $5.02 | +30.1% | COM | 316500107 |
| — | COVANTA HLDG CORP | 203,630 | $2,688 | 0.5% | $16.63 | — | COM | 22282e102 |
| — | NATIONAL OILWELL VARCO INC | 76,100 | $2,507 | 0.5% | $40.59 | — | COM | 637071101 |
| BRO | BROWN & BROWN INC | 53,935 | $2,323 | 0.4% | $14.06 | +42.2% | COM | 115236101 |
| — | TRIANGLE CAP CORP | 131,025 | $2,309 | 0.4% | $20.38 | — | COM | 895848109 |
| LADR | LADDER CAP CORP | 168,990 | $2,266 | 0.4% | $14.69 | — | CL A | 505743104 |
| — | AES CORP | 180,000 | $2,000 | 0.4% | $11.73 | — | COM | 00130h105 |
| — | VERIFONE SYS INC | 109,815 | $1,988 | 0.4% | $26.18 | — | COM | 92342y109 |
| — | CAI INTERNATIONAL INC | 78,170 | $1,845 | 0.3% | $9.66 | — | COM | 12477x106 |
| RPM | RPM INTL INC | 33,819 | $1,845 | 0.3% | $32.11 | +66.6% | COM | 749685103 |
| — | COLONY NORTHSTAR INC | 130,872 | $1,844 | 0.3% | $12.91 | — | CL A COM | 19625w104 |
| — | M & T BK CORP | 11,300 | $1,830 | 0.3% | $118.81 | — | COM | 55261f104 |
| — | CALLON PETE CO DEL | 167,200 | $1,774 | 0.3% | $10.61 | — | COM | 13123X102 |
| — | SUNTRUST BKS INC | 31,040 | $1,761 | 0.3% | $31.56 | — | COM | 867914103 |
| PM | PHILIP MORRIS INTL INC | 14,072 | $1,653 | 0.3% | $49.62 | +49.7% | COM | 718172109 |
| — | ARES CAP CORP | 91,475 | $1,498 | 0.3% | $14.83 | — | COM | 04010l103 |
| — | CHIMERA INVT CORP | 79,800 | $1,487 | 0.3% | $13.58 | — | COM NEW | 16934q208 |
| PBI | PITNEY BOWES INC | 95,160 | $1,437 | 0.3% | $14.13 | +3.4% | COM | 724479100 |
| — | CRACKER BARREL OLD CTRY STOR | 8,468 | $1,416 | 0.3% | $94.67 | — | COM | 22410j106 |
| CWST | CASELLA WASTE SYS INC | 81,565 | $1,338 | 0.2% | $4.35 | +240.0% | CL A | 147448104 |
| — | OFS CAP CORP | 92,050 | $1,317 | 0.2% | $13.09 | — | COM | 67103b100 |
| — | ORACLE CORP | 24,578 | $1,232 | 0.2% | $41.39 | — | COM | 68389x105 |
| MCD | MCDONALDS CORP | 7,835 | $1,200 | 0.2% | $72.08 | +63.6% | COM | 580135101 |
| — | XERIUM TECHNOLOGIES INC | 150,490 | $1,082 | 0.2% | $9.55 | — | COM NEW | 98416j118 |
| — | BGC PARTNERS INC | 83,880 | $1,060 | 0.2% | $9.05 | — | CL A | 05541t101 |
| RSG | REPUBLIC SVCS INC | 16,517 | $1,053 | 0.2% | $26.72 | +106.3% | COM | 760759100 |
| — | ATLAS FINANCIAL HOLDINGS INC | 70,070 | $1,044 | 0.2% | $15.40 | — | SHS NEW | G06207115 |
| — | TCP CAP CORP | 59,400 | $1,004 | 0.2% | $16.22 | — | COM | 87238q103 |
| — | PRAXAIR INC | 6,918 | $917 | 0.2% | $114.41 | — | COM | 74005p104 |
| — | ALCENTRA CAP CORP | 61,300 | $833 | 0.2% | $11.67 | — | COM | 01374t102 |
| — | MERCK & CO INC | 12,402 | $795 | 0.1% | $55.54 | — | COM | 58933y105 |
| — | MRC GLOBAL INC | 48,125 | $795 | 0.1% | $13.14 | — | COM | 55345k103 |
| AMCX | AMC NETWORKS INC | 14,510 | $775 | 0.1% | $57.13 | -2.1% | CL A | 00164V103 |
| — | WASTE MGMT INC DEL | 10,520 | $772 | 0.1% | $46.16 | — | COM | 94106l109 |
| — | IBERIABANK CORP | 9,355 | $762 | 0.1% | $54.69 | — | COM | 450828108 |
| FBIZ | FIRST BUS FINL SVCS INC WIS | 32,100 | $741 | 0.1% | $17.17 | +12.6% | COM | 319390100 |
| — | NEW MEDIA INVT GROUP INC | 55,000 | $741 | 0.1% | $18.07 | — | COM | 64704v106 |
| — | GLAXOSMITHKLINE PLC | 17,095 | $737 | 0.1% | $41.60 | — | SPONSORED ADR | 37733w105 |
| CATY | CATHAY GEN BANCORP | 19,135 | $726 | 0.1% | $15.01 | +89.2% | COM | 149150104 |
| — | WILLIS TOWERS WATSON PUB LTD | 4,985 | $725 | 0.1% | $118.76 | — | SHS | g96629103 |
| KMB | KIMBERLY CLARK CORP | 5,552 | $717 | 0.1% | $72.86 | +32.1% | COM | 494368103 |
| EMR | EMERSON ELEC CO | 11,670 | $696 | 0.1% | $40.05 | +19.9% | COM | 291011104 |
| GPC | GENUINE PARTS CO | 7,477 | $694 | 0.1% | $61.69 | +15.8% | COM | 372460105 |
| HTGC | HERCULES CAPITAL INC | 51,400 | $681 | 0.1% | $11.74 | +18.3% | COM | 427096508 |
| BP | BP PLC | 19,600 | $679 | 0.1% | $33.30 | — | SPONSORED ADR | 055622104 |
| LZB | LA Z BOY INC | 20,650 | $671 | 0.1% | $23.81 | +17.9% | COM | 505336107 |
| — | TRIPLEPOINT VENTURE GROWTH B | 50,400 | $671 | 0.1% | $11.75 | — | COM | 89677y100 |
| SON | SONOCO PRODS CO | 13,010 | $669 | 0.1% | $28.84 | +33.1% | COM | 835495102 |
| CAT | CATERPILLAR INC DEL | 6,125 | $658 | 0.1% | $61.55 | +36.6% | COM | 149123101 |
| NGG | NATIONAL GRID PLC | 10,374 | $652 | 0.1% | $62.85 | — | SPONSORED ADR NE | 636274409 |
| AGNC | AGNC INVT CORP | 30,000 | $639 | 0.1% | $18.13 | — | COM | 00123Q104 |
| — | ARRIS INTL INC | 22,735 | $637 | 0.1% | $22.92 | — | SHS | g0551a103 |
| — | GLOBAL BRASS & COPPR HLDGS I | 20,655 | $631 | 0.1% | $24.66 | — | COM | 37953g103 |
| KFRC | KFORCE INC | 31,805 | $623 | 0.1% | $20.10 | 0.0% | COM | 493732101 |
| — | ALTRIA GROUP INC | 8,284 | $617 | 0.1% | $36.06 | — | COM | 02209s103 |
| — | COOPER TIRE & RUBR CO | 16,895 | $610 | 0.1% | $33.17 | — | COM | 216831107 |
| PEBO | PEOPLES BANCORP INC | 18,945 | $609 | 0.1% | $22.91 | +40.6% | COM | 709789101 |
| — | INNERWORKINGS INC | 51,565 | $598 | 0.1% | $6.67 | — | COM | 45773y105 |
| LFCR | LANDEC CORP | 40,110 | $596 | 0.1% | $11.46 | +21.5% | COM | 514766104 |
| — | GREEN BANCORP INC | 30,195 | $586 | 0.1% | $15.32 | — | COM | 39260x100 |
| UPS | UNITED PARCEL SERVICE INC | 4,930 | $545 | 0.1% | $55.38 | +39.6% | CL B | 911312106 |
| — | HEARTLAND FINL USA INC | 11,455 | $540 | 0.1% | $24.55 | — | COM | 42234q102 |
| VFC | V F CORP | 9,352 | $539 | 0.1% | $51.69 | -0.2% | COM | 918204108 |
| DXYN | DIXIE GROUP INC | 120,600 | $538 | 0.1% | $7.16 | -43.5% | CL A | 255519100 |
| — | CARDTRONICS PLC | 15,770 | $518 | 0.1% | $36.78 | — | SHS CL A | g1991c105 |
| MEI | METHODE ELECTRS INC | 10,870 | $448 | 0.1% | $22.96 | +50.3% | COM | 591520200 |
| PAYX | PAYCHEX INC | 7,857 | $447 | 0.1% | $25.02 | +81.6% | COM | 704326107 |
| — | WINTRUST FINL CORP | 5,800 | $443 | 0.1% | $44.35 | — | COM | 97650w108 |
| — | IXYS CORP | 26,230 | $431 | 0.1% | $11.22 | — | COM | 46600w106 |
| CASH | META FINL GROUP INC | 4,740 | $422 | 0.1% | $27.74 | 0.0% | COM | 59100U108 |
| SRG | SERITAGE GROWTH PPTYS | 10,000 | $420 | 0.1% | $39.45 | 0.0% | CL A | 81752R100 |
| INBK | FIRST INTERNET BANCORP | 14,990 | $420 | 0.1% | $27.82 | 0.0% | COM | 320557101 |
| TSQ | TOWNSQUARE MEDIA INC | 40,275 | $412 | 0.1% | $10.77 | 0.0% | CL A | 892231101 |
| CUBI | CUSTOMERS BANCORP INC | 14,415 | $408 | 0.1% | $29.55 | 0.0% | COM | 23204G100 |
| UMH | UMH PPTYS INC | 22,074 | $376 | 0.1% | $9.99 | — | COM | 903002103 |
| VWO | VANGUARD INTL EQUITY INDEX F | 8,555 | $349 | 0.1% | $40.79 | — | FTSE EMR MKT ETF | 922042858 |
| RDNT | RADNET INC | 44,685 | $346 | 0.1% | $5.94 | +14.7% | COM | 750491102 |
| NUE | NUCOR CORP | 5,955 | $345 | 0.1% | $32.80 | +47.7% | COM | 670346105 |
| — | MEDTRONIC PLC | 3,845 | $341 | 0.1% | $76.87 | — | SHS | g5960l103 |
| UFI | UNIFI INC | 10,330 | $318 | 0.1% | $21.54 | +31.1% | COM NEW | 904677200 |
| HAL | HALLIBURTON CO | 7,422 | $317 | 0.1% | $33.48 | +15.5% | COM | 406216101 |
| AFL | AFLAC INC | 3,954 | $307 | 0.1% | $20.11 | +52.8% | COM | 001055102 |
| SCI | SERVICE CORP INTL | 9,159 | $306 | 0.1% | $21.92 | +45.3% | COM | 817565104 |
| — | KAPSTONE PAPER & PACKAGING C | 14,775 | $305 | 0.1% | $14.24 | — | COM | 48562p103 |
| MOD | MODINE MFG CO | 17,955 | $297 | 0.1% | $10.30 | +32.4% | COM | 607828100 |
| ONB | OLD NATL BANCORP IND | 15,785 | $272 | 0.0% | $13.13 | +27.6% | COM | 680033107 |
| — | SYNAPTICS INC | 5,225 | $270 | 0.0% | $79.77 | — | COM | 87157d109 |
| — | UNITED TECHNOLOGIES CORP | 2,059 | $251 | 0.0% | $92.87 | — | COM | 913017109 |
| YUM | YUM BRANDS INC | 3,394 | $250 | 0.0% | $38.97 | +53.0% | COM | 988498101 |
| TCBK | TRICO BANCSHARES | 6,875 | $242 | 0.0% | $29.72 | +18.6% | COM | 896095106 |
| — | FEDEX CORP | 1,100 | $239 | 0.0% | $186.36 | — | COM | 31428x106 |
| SLB | SCHLUMBERGER LTD | 3,580 | $236 | 0.0% | $52.90 | +5.5% | COM | 806857108 |
| — | WHITEHORSE FIN INC | 17,025 | $228 | 0.0% | $13.16 | — | COM | 96524v106 |
| THG | HANOVER INS GROUP INC | 2,455 | $218 | 0.0% | $34.79 | +91.4% | COM | 410867105 |
| — | PACIFIC PREMIER BANCORP | 5,825 | $215 | 0.0% | $16.97 | — | COM | 69478x105 |
| — | CONNECTONE BANCORP INC NEW | 9,415 | $212 | 0.0% | $21.49 | — | COM | 20786w107 |
| RILY | B RILEY FINL INC | 10,080 | $187 | 0.0% | $15.29 | 0.0% | COM | 05580M108 |
| — | MARCHEX INC | 61,070 | $182 | 0.0% | $4.29 | — | CL B | 56624r108 |
| — | GAIN CAP HLDGS INC | 28,240 | $176 | 0.0% | $9.10 | — | COM | 36268w100 |
| — | CHINA GREEN AGRICULTURE INC | 60,000 | $77 | 0.0% | $1.53 | — | COM | 16943w105 |
| — | FRONTIER COMMUNICATIONS CORP | 10,185 | $12 | 0.0% | $1.18 | — | COM | 35906A108 |