CIK: 0001133999 · Show all filings
Period: Q4 2017 (← Previous) (Next →)
Filing Date: Feb 7, 2018
Total Value ($000): $468,627 (100.0% shares, 0.0% debt)
| Ticker | Issuer | Shares | Value ($000) | % | Est. Cost | Unrealized | Class | CUSIP |
|---|---|---|---|---|---|---|---|---|
| — | JPMORGAN CHASE & CO | 111,452 | $11,919 | 2.5% | $59.22 | — | COM | 46625h100 |
| JNJ | JOHNSON & JOHNSON | 79,817 | $11,152 | 2.4% | $62.70 | +77.0% | COM | 478160104 |
| MSFT | MICROSOFT CORP | 127,894 | $10,940 | 2.3% | $29.11 | +158.5% | COM | 594918104 |
| WMT | WAL-MART STORES INC | 96,989 | $9,578 | 2.0% | $18.59 | +44.2% | COM | 931142103 |
| BAC | BANK AMER CORP | 316,125 | $9,332 | 2.0% | $11.19 | +103.5% | COM | 060505104 |
| LNC | LINCOLN NATL CORP IND | 120,000 | $9,224 | 2.0% | $30.01 | +79.1% | COM | 534187109 |
| AXP | AMERICAN EXPRESS CO | 92,197 | $9,156 | 2.0% | $65.23 | +30.7% | COM | 025816109 |
| — | WESTROCK CO | 140,160 | $8,860 | 1.9% | $50.80 | — | COM | 96145d105 |
| INTC | INTEL CORP | 191,826 | $8,855 | 1.9% | $20.70 | +76.5% | COM | 458140100 |
| PFE | PFIZER INC | 234,567 | $8,496 | 1.8% | $16.72 | +42.3% | COM | 717081103 |
| — | EXXON MOBIL CORP | 98,524 | $8,241 | 1.8% | $84.13 | — | COM | 30231g102 |
| AAPL | APPLE INC | 47,336 | $8,011 | 1.7% | $19.17 | +103.9% | COM | 037833100 |
| — | 3M CO | 33,678 | $7,927 | 1.7% | $113.76 | — | COM | 88579y101 |
| BDX | BECTON DICKINSON & CO | 35,247 | $7,545 | 1.6% | $107.64 | +72.3% | COM | 075887109 |
| — | AT&T INC | 190,316 | $7,399 | 1.6% | $35.86 | — | COM | 00206r102 |
| — | BLACKROCK INC | 14,342 | $7,368 | 1.6% | $340.69 | — | COM | 09247x101 |
| — | CISCO SYS INC | 191,073 | $7,318 | 1.6% | $28.49 | — | COM | 17275r102 |
| ON | ON SEMICONDUCTOR CORP | 336,800 | $7,053 | 1.5% | $7.80 | +161.4% | COM | 682189105 |
| C | CITIGROUP INC | 90,000 | $6,697 | 1.4% | $36.85 | +53.2% | COM NEW | 172967424 |
| NSC | NORFOLK SOUTHERN CORP | 43,900 | $6,361 | 1.4% | $57.67 | +97.6% | COM | 655844108 |
| CF | CF INDS HLDGS INC | 147,160 | $6,260 | 1.3% | $20.57 | +49.4% | COM | 125269100 |
| CVS | CVS HEALTH CORP | 86,309 | $6,257 | 1.3% | $66.19 | -15.0% | COM | 126650100 |
| CVX | CHEVRON CORP NEW | 49,368 | $6,180 | 1.3% | $71.42 | +17.0% | COM | 166764100 |
| USB | US BANCORP DEL | 115,225 | $6,174 | 1.3% | $24.58 | +58.8% | COM NEW | 902973304 |
| HD | HOME DEPOT INC | 32,467 | $6,153 | 1.3% | $67.68 | +109.3% | COM | 437076102 |
| — | COMCAST CORP NEW | 153,583 | $6,151 | 1.3% | $40.83 | — | CL A | 20030n101 |
| — | DOWDUPONT INC | 85,347 | $6,078 | 1.3% | $69.23 | — | COM | 26078j100 |
| PG | PROCTER AND GAMBLE CO | 65,418 | $6,011 | 1.3% | $56.12 | +29.4% | COM | 742718109 |
| WFC | WELLS FARGO CO NEW | 98,356 | $5,967 | 1.3% | $33.91 | +33.0% | COM | 949746101 |
| — | TENNECO INC | 100,000 | $5,854 | 1.2% | $48.36 | — | COM | 880349105 |
| — | NOVARTIS A G | 69,117 | $5,803 | 1.2% | $74.14 | — | SPONSORED ADR | 66987v109 |
| SF | STIFEL FINL CORP | 94,925 | $5,654 | 1.2% | $18.87 | +72.7% | COM | 860630102 |
| SO | SOUTHERN CO | 115,117 | $5,536 | 1.2% | $28.02 | +30.1% | COM | 842587107 |
| — | OWENS ILL INC | 240,000 | $5,321 | 1.1% | $22.63 | — | COM NEW | 690768403 |
| — | EXPRESS SCRIPTS HLDG CO | 71,161 | $5,311 | 1.1% | $69.82 | — | COM | 30219g108 |
| JBL | JABIL INC | 202,105 | $5,305 | 1.1% | $18.64 | +44.2% | COM | 466313103 |
| — | FERRO CORP | 196,370 | $4,632 | 1.0% | $11.93 | — | COM | 315405100 |
| DIS | DISNEY WALT CO | 43,013 | $4,624 | 1.0% | $65.93 | +47.6% | COM DISNEY | 254687106 |
| — | TARGET CORP | 68,668 | $4,481 | 1.0% | $60.90 | — | COM | 87612e106 |
| WDC | WESTERN DIGITAL CORP | 56,187 | $4,469 | 1.0% | $30.52 | +91.6% | COM | 958102105 |
| — | TOWER INTL INC | 144,740 | $4,422 | 0.9% | $21.99 | — | COM | 891826109 |
| PEP | PEPSICO INC | 34,466 | $4,133 | 0.9% | $59.60 | +49.3% | COM | 713448108 |
| AVT | AVNET INC | 100,000 | $3,962 | 0.8% | $30.22 | +8.9% | COM | 053807103 |
| — | CME GROUP INC | 26,756 | $3,908 | 0.8% | $96.40 | — | COM CL A | 12572q105 |
| PKOH | PARK OHIO HLDGS CORP | 85,000 | $3,906 | 0.8% | $31.41 | +20.5% | COM | 700666100 |
| — | CHICAGO BRIDGE & IRON CO N V | 240,000 | $3,874 | 0.8% | $20.53 | — | COM | 167250109 |
| IBM | INTERNATIONAL BUSINESS MACHS | 24,825 | $3,809 | 0.8% | $107.43 | -5.0% | COM | 459200101 |
| KO | COCA COLA CO | 80,824 | $3,708 | 0.8% | $29.35 | +21.4% | COM | 191216100 |
| FITB | FIFTH THIRD BANCORP | 120,000 | $3,641 | 0.8% | $12.16 | +76.9% | COM | 316773100 |
| RJF | RAYMOND JAMES FINANCIAL INC | 38,564 | $3,444 | 0.7% | $24.16 | +110.6% | COM | 754730109 |
| — | COVANTA HLDG CORP | 203,630 | $3,441 | 0.7% | $16.63 | — | COM | 22282e102 |
| ADP | AUTOMATIC DATA PROCESSING IN | 29,100 | $3,410 | 0.7% | $49.33 | +94.9% | COM | 053015103 |
| — | AES CORP | 310,000 | $3,357 | 0.7% | $11.41 | — | COM | 00130h105 |
| — | PPL CORP | 100,082 | $3,098 | 0.7% | $30.56 | — | COM | 69351t106 |
| SNA | SNAP ON INC | 17,752 | $3,094 | 0.7% | $131.50 | 0.0% | COM | 833034101 |
| AIG | AMERICAN INTL GROUP INC | 51,842 | $3,089 | 0.7% | $45.03 | +10.4% | COM NEW | 026874784 |
| — | ARES COML REAL ESTATE CORP | 237,755 | $3,067 | 0.7% | $12.60 | — | COM | 04013v108 |
| — | THL CR INC | 336,642 | $3,047 | 0.7% | $11.77 | — | COM | 872438106 |
| — | ANNALY CAP MGMT INC | 254,086 | $3,021 | 0.6% | $11.47 | — | COM | 035710409 |
| — | C H ROBINSON WORLDWIDE INC | 33,172 | $2,955 | 0.6% | $89.08 | — | COM NEW | 12541w209 |
| GNTX | GENTEX CORP | 134,411 | $2,816 | 0.6% | $19.49 | +2.1% | COM | 371901109 |
| — | STERICYCLE INC | 40,897 | $2,781 | 0.6% | $79.36 | — | COM | 858912108 |
| BRO | BROWN & BROWN INC | 53,935 | $2,775 | 0.6% | $14.06 | +67.6% | COM | 115236101 |
| ELV | ANTHEM INC | 12,194 | $2,744 | 0.6% | $105.54 | +81.4% | COM | 036752103 |
| CB | CHUBB LIMITED | 18,516 | $2,706 | 0.6% | $103.60 | +25.0% | COM | H1467J104 |
| DUK | DUKE ENERGY CORP NEW | 31,765 | $2,672 | 0.6% | $43.92 | +42.7% | COM NEW | 26441C204 |
| — | WELLTOWER INC | 41,251 | $2,631 | 0.6% | $67.96 | — | COM | 95040q104 |
| PNC | PNC FINL SVCS GROUP INC | 17,454 | $2,518 | 0.5% | $47.34 | +121.1% | COM | 693475105 |
| — | HOLLYFRONTIER CORP | 47,673 | $2,442 | 0.5% | $35.55 | — | COM | 436106108 |
| LMT | LOCKHEED MARTIN CORP | 7,457 | $2,394 | 0.5% | $71.65 | +253.9% | COM | 539830109 |
| REG | REGENCY CTRS CORP | 33,693 | $2,331 | 0.5% | $45.97 | +3.4% | COM | 758849103 |
| — | GENERAL ELECTRIC CO | 132,177 | $2,306 | 0.5% | $23.23 | — | COM | 369604103 |
| LADR | LADDER CAP CORP | 168,990 | $2,303 | 0.5% | $14.69 | — | CL A | 505743104 |
| — | M & T BK CORP | 13,250 | $2,266 | 0.5% | $125.03 | — | COM | 55261f104 |
| — | HANESBRANDS INC | 105,715 | $2,211 | 0.5% | $21.28 | — | COM | 410345102 |
| — | CAI INTERNATIONAL INC | 72,680 | $2,058 | 0.4% | $9.66 | — | COM | 12477x106 |
| VYX | NCR CORP NEW | 60,000 | $2,039 | 0.4% | $20.29 | 0.0% | COM | 62886E108 |
| — | SUNTRUST BKS INC | 31,010 | $2,003 | 0.4% | $31.56 | — | COM | 867914103 |
| — | VERIFONE SYS INC | 109,815 | $1,945 | 0.4% | $26.18 | — | COM | 92342y109 |
| — | GAMESTOP CORP NEW | 108,080 | $1,940 | 0.4% | $22.09 | — | CL A | 36467w109 |
| CWST | CASELLA WASTE SYS INC | 81,565 | $1,878 | 0.4% | $4.35 | +352.8% | CL A | 147448104 |
| RPM | RPM INTL INC | 32,939 | $1,727 | 0.4% | $32.11 | +62.9% | COM | 749685103 |
| FDUS | FIDUS INVT CORP | 106,265 | $1,613 | 0.3% | $5.02 | +26.8% | COM | 316500107 |
| — | CITRIX SYS INC | 18,263 | $1,607 | 0.3% | $68.29 | — | COM | 177376100 |
| — | CALLON PETE CO DEL | 122,485 | $1,488 | 0.3% | $10.61 | — | COM | 13123X102 |
| PM | PHILIP MORRIS INTL INC | 14,074 | $1,487 | 0.3% | $49.62 | +40.2% | COM | 718172109 |
| — | ARES CAP CORP | 92,475 | $1,454 | 0.3% | $14.85 | — | COM | 04010l103 |
| — | ATLAS FINANCIAL HOLDINGS INC | 70,420 | $1,447 | 0.3% | $15.40 | — | SHS NEW | G06207115 |
| — | CHIMERA INVT CORP | 76,800 | $1,419 | 0.3% | $13.65 | — | COM NEW | 16934q208 |
| MCD | MCDONALDS CORP | 7,835 | $1,349 | 0.3% | $72.08 | +92.4% | COM | 580135101 |
| — | CRACKER BARREL OLD CTRY STOR | 8,468 | $1,345 | 0.3% | $94.67 | — | COM | 22410j106 |
| — | BGC PARTNERS INC | 83,880 | $1,267 | 0.3% | $9.05 | — | CL A | 05541t101 |
| — | COLONY NORTHSTAR INC | 110,872 | $1,265 | 0.3% | $12.91 | — | CL A COM | 19625w104 |
| — | NATIONAL OILWELL VARCO INC | 33,682 | $1,213 | 0.3% | $40.59 | — | COM | 637071101 |
| — | ORACLE CORP | 25,599 | $1,210 | 0.3% | $41.62 | — | COM | 68389x105 |
| KFRC | KFORCE INC | 45,880 | $1,158 | 0.2% | $19.62 | +19.8% | COM | 493732101 |
| RSG | REPUBLIC SVCS INC | 16,562 | $1,120 | 0.2% | $26.72 | +112.2% | COM | 760759100 |
| — | ALCENTRA CAP CORP | 130,800 | $1,097 | 0.2% | $11.15 | — | COM | 01374t102 |
| EMR | EMERSON ELEC CO | 15,720 | $1,096 | 0.2% | $43.34 | +22.9% | COM | 291011104 |
| — | OFS CAP CORP | 92,050 | $1,095 | 0.2% | $13.09 | — | COM | 67103b100 |
| PBI | PITNEY BOWES INC | 95,310 | $1,066 | 0.2% | $14.13 | -16.6% | COM | 724479100 |
| — | PRAXAIR INC | 6,836 | $1,057 | 0.2% | $114.41 | — | COM | 74005p104 |
| GPC | GENUINE PARTS CO | 10,952 | $1,041 | 0.2% | $64.85 | +11.2% | COM | 372460105 |
| BP | BP PLC | 24,715 | $1,039 | 0.2% | $35.00 | — | SPONSORED ADR | 055622104 |
| — | WASTE MGMT INC DEL | 11,965 | $1,033 | 0.2% | $50.74 | — | COM | 94106l109 |
| — | MERCK & CO INC | 17,607 | $991 | 0.2% | $55.96 | — | COM | 58933y105 |
| SON | SONOCO PRODS CO | 18,275 | $971 | 0.2% | $31.88 | +24.4% | COM | 835495102 |
| KMB | KIMBERLY CLARK CORP | 7,907 | $954 | 0.2% | $77.35 | +13.3% | COM | 494368103 |
| — | TCP CAP CORP | 59,900 | $915 | 0.2% | $16.22 | — | COM | 87238q103 |
| ITGR | INTEGER HLDGS CORP | 20,000 | $906 | 0.2% | $25.16 | +93.6% | COM | 45826H109 |
| — | GLAXOSMITHKLINE PLC | 25,200 | $894 | 0.2% | $39.77 | — | SPONSORED ADR | 37733w105 |
| — | MRC GLOBAL INC | 48,125 | $814 | 0.2% | $13.14 | — | COM | 55345k103 |
| CATY | CATHAY GEN BANCORP | 18,435 | $777 | 0.2% | $15.01 | +112.8% | COM | 149150104 |
| HAL | HALLIBURTON CO | 15,507 | $758 | 0.2% | $34.50 | +8.5% | COM | 406216101 |
| — | WILLIS TOWERS WATSON PUB LTD | 4,985 | $751 | 0.2% | $118.76 | — | SHS | g96629103 |
| FBIZ | FIRST BUS FINL SVCS INC WIS | 33,030 | $731 | 0.2% | $17.20 | +5.1% | COM | 319390100 |
| — | IBERIABANK CORP | 9,355 | $725 | 0.2% | $54.69 | — | COM | 450828108 |
| — | OFFICE DEPOT INC | 202,310 | $716 | 0.2% | $3.54 | — | COM | 676220106 |
| VFC | V F CORP | 9,427 | $698 | 0.1% | $51.69 | +27.8% | COM | 918204108 |
| HTGC | HERCULES CAPITAL INC | 52,400 | $687 | 0.1% | $11.76 | +11.1% | COM | 427096508 |
| — | TRIPLEPOINT VENTURE GROWTH B | 52,400 | $665 | 0.1% | $11.81 | — | COM | 89677y100 |
| — | GLOBAL BRASS & COPPR HLDGS I | 20,065 | $664 | 0.1% | $24.66 | — | COM | 37953g103 |
| — | FOOT LOCKER INC | 13,740 | $644 | 0.1% | $35.23 | — | COM | 344849104 |
| — | XERIUM TECHNOLOGIES INC | 149,450 | $637 | 0.1% | $9.13 | — | COM NEW | 98416j118 |
| — | HEARTLAND FINL USA INC | 11,455 | $615 | 0.1% | $24.91 | — | COM | 42234q102 |
| LZB | LA Z BOY INC | 19,675 | $614 | 0.1% | $23.81 | +21.2% | COM | 505336107 |
| AGNC | AGNC INVT CORP | 30,000 | $606 | 0.1% | $18.13 | — | COM | 00123Q104 |
| INBK | FIRST INTERNET BANCORP | 15,790 | $602 | 0.1% | $28.31 | +32.0% | COM | 320557101 |
| PEBO | PEOPLES BANCORP INC | 18,370 | $599 | 0.1% | $22.91 | +45.5% | COM | 709789101 |
| — | COOPER TIRE & RUBR CO | 16,895 | $597 | 0.1% | $33.17 | — | COM | 216831107 |
| — | ALTRIA GROUP INC | 8,284 | $592 | 0.1% | $36.06 | — | COM | 02209s103 |
| UPS | UNITED PARCEL SERVICE INC | 4,930 | $587 | 0.1% | $55.38 | +55.8% | CL B | 911312106 |
| — | ARRIS INTL INC | 22,735 | $584 | 0.1% | $22.99 | — | SHS | g0551a103 |
| LFCR | LANDEC CORP | 43,510 | $548 | 0.1% | $11.55 | +9.4% | COM | 514766104 |
| PAYX | PAYCHEX INC | 7,607 | $518 | 0.1% | $25.02 | +106.4% | COM | 704326107 |
| — | INNERWORKINGS INC | 51,565 | $517 | 0.1% | $6.67 | — | COM | 45773y105 |
| AMCX | AMC NETWORKS INC | 9,420 | $509 | 0.1% | $57.13 | -6.5% | CL A | 00164V103 |
| — | WINTRUST FINL CORP | 5,800 | $478 | 0.1% | $44.35 | — | COM | 97650w108 |
| TSQ | TOWNSQUARE MEDIA INC | 58,395 | $448 | 0.1% | $10.22 | -14.2% | CL A | 892231101 |
| CASH | META FINL GROUP INC | 4,740 | $439 | 0.1% | $27.67 | +0.5% | COM | 59100U108 |
| VWO | VANGUARD INTL EQUITY INDEX F | 9,055 | $416 | 0.1% | $40.95 | — | FTSE EMR MKT ETF | 922042858 |
| MEI | METHODE ELECTRS INC | 10,270 | $412 | 0.1% | $22.96 | +61.1% | COM | 591520200 |
| SRG | SERITAGE GROWTH PPTYS | 10,000 | $405 | 0.1% | $39.45 | +1.9% | CL A | 81752R100 |
| NUE | NUCOR CORP | 5,955 | $379 | 0.1% | $32.80 | +49.4% | COM | 670346105 |
| CUBI | CUSTOMERS BANCORP INC | 14,415 | $375 | 0.1% | $29.55 | -3.9% | COM | 23204G100 |
| UFI | UNIFI INC | 10,330 | $371 | 0.1% | $21.54 | +67.9% | COM NEW | 904677200 |
| DXYN | DIXIE GROUP INC | 96,050 | $370 | 0.1% | $7.16 | -45.6% | CL A | 255519100 |
| RILY | B RILEY FINL INC | 19,450 | $352 | 0.1% | $16.31 | +7.3% | COM | 05580M108 |
| SCI | SERVICE CORP INTL | 9,159 | $342 | 0.1% | $21.92 | +63.3% | COM | 817565104 |
| UMH | UMH PPTYS INC | 22,904 | $341 | 0.1% | $10.17 | — | COM | 903002103 |
| ACIC | UNITED INS HLDGS CORP | 19,710 | $340 | 0.1% | $12.58 | +2.4% | COM | 910710102 |
| AFL | AFLAC INC | 3,847 | $338 | 0.1% | $20.11 | +75.5% | COM | 001055102 |
| — | BB&T CORP | 13,000 | $325 | 0.1% | $25.00 | — | COM | 054937107 |
| — | IXYS CORP | 13,300 | $319 | 0.1% | $11.22 | — | COM | 46600w106 |
| — | KAPSTONE PAPER & PACKAGING C | 13,945 | $316 | 0.1% | $14.24 | — | COM | 48562p103 |
| — | HIBBETT SPORTS INC | 15,010 | $306 | 0.1% | $14.26 | — | COM | 428567101 |
| — | GREEN BANCORP INC | 14,350 | $291 | 0.1% | $15.32 | — | COM | 39260x100 |
| — | TRIANGLE CAP CORP | 30,000 | $285 | 0.1% | $20.38 | — | COM | 895848109 |
| — | SYNAPTICS INC | 7,115 | $284 | 0.1% | $68.38 | — | COM | 87157d109 |
| — | GAIN CAP HLDGS INC | 28,240 | $282 | 0.1% | $8.99 | — | COM | 36268w100 |
| YUM | YUM BRANDS INC | 3,394 | $277 | 0.1% | $38.97 | +75.1% | COM | 988498101 |
| ONB | OLD NATL BANCORP IND | 15,785 | $275 | 0.1% | $13.13 | +36.9% | COM | 680033107 |
| — | FEDEX CORP | 1,100 | $274 | 0.1% | $186.36 | — | COM | 31428x106 |
| MOD | MODINE MFG CO | 13,040 | $263 | 0.1% | $10.30 | +108.7% | COM | 607828100 |
| TCBK | TRICO BANCSHARES | 6,875 | $260 | 0.1% | $29.72 | +38.1% | COM | 896095106 |
| THG | HANOVER INS GROUP INC | 2,240 | $242 | 0.1% | $34.79 | +132.2% | COM | 410867105 |
| — | CONNECTONE BANCORP INC NEW | 9,415 | $242 | 0.1% | $21.49 | — | COM | 20786w107 |
| SLB | SCHLUMBERGER LTD | 3,580 | $241 | 0.1% | $52.90 | -3.2% | COM | 806857108 |
| — | PACIFIC PREMIER BANCORP | 5,825 | $233 | 0.0% | $16.97 | — | COM | 69478x105 |
| — | WHITEHORSE FIN INC | 17,025 | $228 | 0.0% | $13.16 | — | COM | 96524v106 |
| — | UNITED TECHNOLOGIES CORP | 1,659 | $212 | 0.0% | $92.87 | — | COM | 913017109 |
| GLW | CORNING INC | 6,615 | $212 | 0.0% | $25.23 | 0.0% | COM | 219350105 |
| — | SHUTTERFLY INC | 4,100 | $204 | 0.0% | $49.76 | — | COM | 82568p304 |
| — | MARCHEX INC | 54,670 | $177 | 0.0% | $4.29 | — | CL B | 56624r108 |
| — | CHINA GREEN AGRICULTURE INC | 60,000 | $74 | 0.0% | $1.53 | — | COM | 16943w105 |
| — | SEQUENTIAL BRNDS GROUP INC N | 30,400 | $54 | 0.0% | $1.78 | — | COM | 81734P107 |
| GTIM | GOOD TIMES RESTAURANTS INC | 17,600 | $47 | 0.0% | $2.72 | 0.0% | COM PAR $.001NEW | 382140879 |
| — | CHARLES & COLVARD LTD | 15,400 | $21 | 0.0% | $1.36 | — | COM | 159765106 |