CIK: 0001132897 · Show all filings
Period: Q1 2017 (← Previous) (Next →)
Filing Date: May 5, 2017
Total Value ($000): $87,545 (100.0% shares, 0.0% debt)
| Ticker | Issuer | Shares | Value ($000) | % | Est. Cost | Unrealized | Class | CUSIP |
|---|---|---|---|---|---|---|---|---|
| — | USD EMRG MKTS BOND ISHARES | 96,737 | $10,999 | 12.6% | $104.39 | — | COM | 278265103 |
| — | ISHARES IBOXX HIGH YIELD CORPORATE BOND | 116,085 | $10,190 | 11.6% | $16.84 | +0.7% | IBOXX HI YD ETF | 460690100 |
| — | INTERFACE INC | 72,936 | $1,423 | 1.6% | $21.20 | — | COM | 92240M108 |
| — | SELECTIVE INSURANCE GROUP INC | 23,405 | $1,104 | 1.3% | $57.45 | — | COM | 89469A104 |
| ALLE | ALLISON TRANSMISSION HOLDING | 28,368 | $1,023 | 1.2% | $63.47 | +0.2% | COM | G0176J109 |
| AOS | A.O. SMITH CORPORATION | 18,487 | $1,009 | 1.2% | $42.64 | 0.0% | COM | 831865209 |
| — | EAGLE MATERIALS INC | 10,294 | $1,000 | 1.1% | $40.07 | — | COM | 318522307 |
| IEX | HOPE BANCORP INC | 30,085 | $986 | 1.1% | $82.43 | 0.0% | COM | 45167R104 |
| WRB | UNITED BANKSHARES INC | 18,067 | $978 | 1.1% | $16.83 | 0.0% | COM | 084423102 |
| XYL | UMPQUA HOLDINGS CORP | 35,990 | $964 | 1.1% | $42.51 | +3.1% | COM | 98419M100 |
| RPM | PATTERSON COS INC | 18,527 | $928 | 1.1% | $53.31 | 0.0% | COM | 749685103 |
| MASI | MASIMO CORPORATION | 8,044 | $750 | 0.9% | $82.32 | 0.0% | COM | 574795100 |
| VIAV | VIAVI SOLUTIONS INC | 60,418 | $648 | 0.7% | $9.72 | 0.0% | COM | 925550105 |
| — | COOPER TIRE & RUBBER COMPANY | 14,048 | $623 | 0.7% | $44.35 | — | COM | 216831107 |
| CDNS | CADENCE DESIGN SYSTEMS INC | 19,546 | $614 | 0.7% | $29.18 | 0.0% | COM | 127387108 |
| — | SYNOPSYS INC | 8,403 | $606 | 0.7% | $32.01 | — | COM | 88164L100 |
| ORI | METHODE ELECTRONICS INC | 13,112 | $598 | 0.7% | $9.09 | +11.2% | COM | 680223104 |
| — | TARO PHARMACEUTICAL INDUSTRIES LTD | 5,106 | $595 | 0.7% | $116.53 | — | SHS | M8737E108 |
| FICO | FAIR ISAAC CORPORATION | 4,553 | $587 | 0.7% | $126.88 | 0.0% | COM | 303250104 |
| RYN | DAVE AND BUSTERS ENTERTAINMENT INC | 9,592 | $586 | 0.7% | $61.09 | — | COM | 754907103 |
| PBI | MORNINGSTAR INC | 7,394 | $581 | 0.7% | $20.25 | -30.2% | COM | 724479100 |
| EWBC | EVERCORE PARTNERS INC-CL A | 7,379 | $575 | 0.7% | $28.34 | +50.5% | COM | 27579R104 |
| POOL | POOL CORPORATION | 4,794 | $572 | 0.7% | $101.27 | 0.0% | COM | 73278L105 |
| TREX | TREX COMPANY INC | 8,158 | $566 | 0.6% | $17.24 | 0.0% | COM | 89531P105 |
| ALSN | AMERISAFE INC | 8,724 | $566 | 0.6% | $23.30 | +32.8% | COM | 01973R101 |
| RHI | BANK OF THE OZARKS | 10,731 | $558 | 0.6% | $38.89 | +24.2% | COM | 770323103 |
| GPK | GRAPHIC PACKAGING HOLDING COMPANY | 42,882 | $552 | 0.6% | $13.00 | 0.0% | COM | 388689101 |
| AGCO | GALLAGHER ARTHUR J & CO | 9,614 | $544 | 0.6% | $49.88 | 0.0% | COM | 001084102 |
| — | MKS INSTRUMENTS INC | 7,862 | $541 | 0.6% | $37.67 | — | COM | 063904106 |
| — | THE NEW YORK TIMES COMPANY | 37,261 | $537 | 0.6% | $17.13 | — | CL A | 758766109 |
| CDP | CORPORATE OFFICE PROPERTIES TRUST | 16,037 | $531 | 0.6% | $33.11 | — | SH BEN INT | 22002T108 |
| — | INTEGRATED DEVICE TECH INC | 22,317 | $528 | 0.6% | $12.29 | — | COM | 46146L101 |
| MANH | MANHATTAN ASSOCIATES INC | 10,139 | $528 | 0.6% | $50.41 | 0.0% | COM | 562750109 |
| EIG | EMPLOYERS HOLDINGS INC | 13,843 | $525 | 0.6% | $28.89 | 0.0% | COM | 292218104 |
| — | NATIONAL INSTRUMENTS CORPORATION | 16,130 | $525 | 0.6% | $32.55 | — | COM | 636518102 |
| — | MERIT MEDICAL SYSTEMS INC | 18,070 | $522 | 0.6% | $28.89 | — | COM | 712704105 |
| UBOH | STERLING BANCORP | 22,035 | $522 | 0.6% | $30.29 | — | COM | 909458101 |
| AB | ALLIANCEBERNSTEIN HOLDING LP | 22,802 | $521 | 0.6% | $22.85 | — | UNIT LTD PARTN | 01881G106 |
| SON | ROBERT HALF INTL INC | 10,599 | $518 | 0.6% | $39.81 | 0.0% | COM | 835495102 |
| — | FIRST COMMONWEATLH FINANCIAL | 39,039 | $518 | 0.6% | $18.06 | — | COM | 302445101 |
| WST | UNIVERSAL FOREST PRODUCTS | 5,239 | $516 | 0.6% | $81.07 | 0.0% | COM | 955306105 |
| ARW | ARROW ELECTRONICS INC | 6,999 | $514 | 0.6% | $73.22 | 0.0% | COM | 042735100 |
| LEG | LEGGETT & PLATT INCORPORATED | 10,108 | $509 | 0.6% | $48.84 | 0.0% | COM | 524660107 |
| EVR | EATON VANCE CORP | 11,313 | $509 | 0.6% | $48.71 | +31.6% | COM | 29977A105 |
| WCC | WESCO INTERNATIONAL INC | 7,318 | $509 | 0.6% | $51.91 | +31.3% | COM | 95082P105 |
| — | BEMIS COMPANY | 10,406 | $508 | 0.6% | $47.94 | — | COM | 081437105 |
| IDCC | INTERDIGITAL INC | 5,882 | $508 | 0.6% | $89.86 | 0.0% | COM | 45867G101 |
| BKU | BANKUNITED INC | 13,611 | $508 | 0.6% | $25.17 | +14.9% | COM | 06652K103 |
| USNA | USANA HEALTH SCIENCES INC | 8,808 | $507 | 0.6% | $59.69 | 0.0% | COM | 90328M107 |
| FULT | COMFORT SYSTEMS USA INC | 13,748 | $504 | 0.6% | $13.09 | 0.0% | COM | 360271100 |
| WEN | THE WENDYS COMPANY | 36,959 | $503 | 0.6% | $13.64 | 0.0% | COM | 95058W100 |
| HXL | HFF INC-CLASS A | 18,113 | $501 | 0.6% | $50.21 | +4.8% | CL A | 428291108 |
| — | HOME BANCSHARES INC | 18,440 | $499 | 0.6% | $21.49 | — | COM | 458118106 |
| POR | NUVASIVE INC | 6,640 | $496 | 0.6% | $25.30 | +24.4% | COM | 736508847 |
| GNTX | FLOWERS FOODS INC | 25,557 | $496 | 0.6% | $20.99 | 0.0% | COM NON VTG | 371901109 |
| EPC | EDGEWELL PERSONAL CARE COMPANY | 6,736 | $493 | 0.6% | $69.43 | 0.0% | COM | 28035Q102 |
| WBS | WEBSTER FINANCIAL CORP | 9,818 | $491 | 0.6% | $36.49 | +46.4% | COM | 947890109 |
| KEYS | KEYSIGHT TECHNOLOGIES INC | 13,560 | $490 | 0.6% | $37.24 | 0.0% | COM | 49338L103 |
| MORN | LEIDOS HOLDINGS INC | 9,541 | $488 | 0.6% | $80.63 | -3.5% | COM | 617700109 |
| TILE | SILICON LABORATORIES INC | 6,616 | $487 | 0.6% | $16.80 | +10.0% | COM | 458665304 |
| CNO | CORESITE REALTY CORP | 5,379 | $484 | 0.6% | $16.46 | 0.0% | COM | 12621E103 |
| ACH | OWENS & MINOR INC | 13,964 | $483 | 0.6% | $32.40 | 0.0% | COM | 690732102 |
| — | DUPONT FABROS TECHNOLOGY INC | 9,719 | $482 | 0.6% | $10.69 | — | COM | 24869P104 |
| WAFD | WASHINGTON FEDERAL INC | 14,555 | $482 | 0.6% | $23.15 | +10.7% | COM | 938824109 |
| — | THOR INDUSTRIES INC | 5,001 | $481 | 0.5% | $15.39 | — | COM | 904214103 |
| IPGP | IBERIABANK CORPORATION | 6,041 | $478 | 0.5% | $85.73 | +32.0% | COM | 44980X109 |
| AVT | AVNET INC | 10,437 | $478 | 0.5% | $37.52 | 0.0% | COM | 053807103 |
| ASB | ASSOCIATED BANC CORP | 19,539 | $477 | 0.5% | $15.93 | +14.7% | COM | 045487105 |
| — | LANDSTAR SYSTEM INC | 5,575 | $477 | 0.5% | $51.44 | — | COM | 670704105 |
| FLO | FIRST HORIZON NATIONAL CORP | 25,739 | $476 | 0.5% | $12.53 | +10.5% | COM | 343498101 |
| — | HEXCEL CORP | 8,719 | $476 | 0.5% | $36.76 | — | COM | N47279109 |
| — | KIRBY CORP | 6,728 | $475 | 0.5% | $70.60 | — | COM | 833551104 |
| BRO | CHEESECAKE FACTORY INC/THE | 7,457 | $472 | 0.5% | $14.91 | +34.9% | COM | 115236101 |
| — | UBIQUITI NETWORKS INC | 9,398 | $472 | 0.5% | $50.22 | — | COM | 90347A100 |
| — | COMMERCE BANCSHARES INC | 8,359 | $469 | 0.5% | $56.11 | — | COM | 059692103 |
| CFR | COLUMBIA BANKING SYSTEM INC | 12,012 | $468 | 0.5% | $60.75 | +14.4% | COM | 229899109 |
| — | MELLANOX TECHNOLOGIES LTD | 9,139 | $466 | 0.5% | $50.99 | — | SHS | 92342Y109 |
| — | INVESTORS BANCORP, INC | 32,352 | $465 | 0.5% | $23.77 | — | COM | G54050102 |
| — | BEACON ROOFING SUPPLY | 9,434 | $464 | 0.5% | $46.11 | — | COM | 073685109 |
| UVE | UNIVERSAL INSURANCE HOLDINGS INC | 18,929 | $464 | 0.5% | $26.18 | 0.0% | COM | 91359V107 |
| CBSH | CULLEN/FROST BANKERS INC | 5,219 | $464 | 0.5% | $27.88 | +31.8% | COM | 200525103 |
| TXNM | NEW JERSEY RESOURCES CORP | 11,683 | $463 | 0.5% | $27.82 | +27.2% | COM | 69349H107 |
| — | NIC INC | 22,945 | $463 | 0.5% | $20.18 | — | COM | 62914B100 |
| — | LYDALL INC | 8,640 | $463 | 0.5% | $53.59 | — | COM | 550819106 |
| — | NORTHWEST BANCSHARES INC | 27,446 | $462 | 0.5% | $16.83 | — | COM | 699462107 |
| BKH | BROWN & BROWN INC | 11,085 | $462 | 0.5% | $45.51 | 0.0% | COM | 092113109 |
| ARMK | BOOZ ALLEN HAMILTON HOLDINGS | 13,017 | $461 | 0.5% | $22.84 | 0.0% | CL A | 03852U106 |
| STWD | SANDERSON FARMS INC | 4,408 | $458 | 0.5% | $103.90 | — | COM | 85571B105 |
| FR | FIVE BELOW | 10,554 | $457 | 0.5% | $28.21 | — | COM | 32054K103 |
| — | HOSPITALITY PROPERTIES TRUST | 14,497 | $457 | 0.5% | $31.52 | — | COM SH BEN INT | G47567105 |
| HTH | HILLTOP HOLDINGS INC | 16,442 | $452 | 0.5% | $27.94 | 0.0% | COM | 432748101 |
| — | FNB CORP | 30,347 | $451 | 0.5% | $20.58 | — | COM | 391164100 |
| HTLD | HAWAIIAN ELECTRIC INDUSTRIES INC | 13,445 | $448 | 0.5% | $20.31 | 0.0% | COM | 422347104 |
| SANM | PNM RESOURCES INC | 12,074 | $447 | 0.5% | $27.08 | +42.9% | COM | 801056102 |
| — | BIG LOTS INC | 9,139 | $445 | 0.5% | $47.02 | — | COM | 045327103 |
| BJRI | BJ'S RESTAURANTS INC | 10,987 | $444 | 0.5% | $36.27 | -0.8% | COM | 09180C106 |
| — | VALIDUS HOLDINGS LTD | 7,762 | $438 | 0.5% | $48.81 | — | COM SHS | G9319H102 |
| GBX | FLIR SYSTEMS INC | 12,048 | $437 | 0.5% | $19.35 | +76.4% | COM | 393657101 |
| — | TEXAS ROADHOUSE INC | 9,789 | $436 | 0.5% | $44.54 | — | COM | 92924F106 |
| — | LIFEPOINT HEALTH INC | 6,627 | $434 | 0.5% | $65.49 | — | COM | 595137100 |
| WERN | WERNER ENTERPRISES INC | 16,492 | $432 | 0.5% | $25.77 | +5.7% | COM | 950755108 |
| — | RAMBUS INC | 32,538 | $428 | 0.5% | $13.15 | — | COM | 84860W102 |
| — | DEAN FOODS COMPANY | 21,722 | $427 | 0.5% | $30.94 | — | COM NEW | 233153204 |
| MDU | KNIGHT TRANSPORTATION INC | 13,560 | $425 | 0.5% | $5.30 | +51.6% | COM | 552690109 |
| — | WEBMD HEALTH CORP | 8,073 | $425 | 0.5% | $49.55 | — | COM | 94770V102 |
| WT | WISDOMTREE INVESTMENTS INC | 46,635 | $423 | 0.5% | $9.67 | 0.0% | COM | 97717P104 |
| JBL | INTERXION HOLDING NV | 10,654 | $421 | 0.5% | $24.07 | 0.0% | SHS | 466313103 |
| SHOO | QTS REALTY TRUCT INC | 8,630 | $421 | 0.5% | $21.00 | 0.0% | COM CL A | 556269108 |
| SNA | REGAL ENTERTAINMENT GROUP-A | 18,440 | $416 | 0.5% | $135.46 | +1.9% | CL A | 833034101 |
| BR | BUFFALO WILD WINGS | 2,723 | $416 | 0.5% | $58.14 | +0.3% | COM | 11133T103 |
| NWBI | MDU RESOURCES GROUP INC | 15,133 | $414 | 0.5% | $7.50 | +40.2% | COM | 667340103 |
| COLB | CARTER INC | 4,594 | $413 | 0.5% | $19.67 | +40.2% | COM | 197236102 |
| CVBF | DCT INDUSTRIAL TRUST INC | 8,484 | $408 | 0.5% | $16.57 | 0.0% | COM NEW | 126600105 |
| — | GREAT PLAINS ENERGY INC | 13,946 | $408 | 0.5% | $27.15 | — | COM | 44106M102 |
| — | TELEPHONE AND DATA SYSTEMS | 15,350 | $407 | 0.5% | $26.51 | — | COM NEW | 257559203 |
| NJR | LIFE STORAGE INC | 4,918 | $404 | 0.5% | $26.15 | +7.1% | COM | 646025106 |
| SCI | PORTLAND GENERAL ELECTRIC CO | 9,089 | $404 | 0.5% | $30.09 | 0.0% | COM NEW | 817565104 |
| HAIN | FIRST INDUSTRIAL REALTY TR | 15,018 | $400 | 0.5% | $37.62 | 0.0% | COM | 405217100 |
| FIZZ | FIRST AMERICAN FINANCIAL | 10,155 | $399 | 0.5% | $20.73 | +14.2% | CL A | 635017106 |
| — | CUBESMART | 15,214 | $395 | 0.5% | $25.96 | — | COM | 222795106 |
| — | GUIDEWIRE SOFTWARE INC | 6,904 | $389 | 0.4% | $32.04 | — | COM | 40418F108 |
| FNB | FEDERATED INVESTORSINC PA | 14,690 | $387 | 0.4% | $8.89 | +22.1% | CL B | 302520101 |
| — | TREEHOUSE FOODS INC | 4,534 | $384 | 0.4% | $84.69 | — | COM | 92220P105 |
| EME | EDUCATION REALTY TRUST INC | 9,313 | $380 | 0.4% | $64.10 | 0.0% | COM NEW | 29084Q100 |
| — | CORELOGIC INC | 9,319 | $379 | 0.4% | $36.81 | — | COM | 21871D103 |
| — | MEDICAL PPTYS TRUST INC | 28,453 | $367 | 0.4% | $23.14 | — | COM | 703395103 |
| — | CYS INVESTMENTS INC | 46,014 | $366 | 0.4% | $7.95 | — | COM | 22282E102 |
| EAT | BRINKER INTL INC | 8,055 | $354 | 0.4% | $44.77 | -12.3% | COM | 109641100 |
| — | SYNTEL INC | 19,733 | $332 | 0.4% | $36.43 | — | COM | 913543104 |
| TDS | SALLY BEAUTY HOLDINGS INC | 15,290 | $313 | 0.4% | $28.83 | -0.7% | COM | 879433829 |