InvestorEmployees Retirement System of Texas
Portfolio Value $ 7,904,563,000
Current Positions1,030
Opened Positions5
Closed Positions32


Latest Holdings, Performance, AUM (from 13F, 13D)

Employees Retirement System of Texas has disclosed 1,030 total holdings in their latest SEC filings. Most recent portfolio value is calculated to be $ 7,904,563,000 USD. Actual Assets Under Management (AUM) is this value plus cash (which is not disclosed).

Top Holdings

Employees Retirement System of Texas's top holdings are iShares iBoxx $ High Yield Corporate Bond ETF (NYSE:HYG) , Apple, Inc. (NASDAQ:AAPL) , Microsoft Corp. (NASDAQ:MSFT) , Xtrackers USD High Yield Corpora (NYSE:HYLB) , and WisdomTree Japan Hedged Equity Fund (NYSE:DXJ) . Employees Retirement System of Texas's new positions include iShares iBoxx $ High Yield Corporate Bond ETF (NYSE:HYG) , Xtrackers USD High Yield Corpora (NYSE:HYLB) , iShares JPMorgan USD Emerging Markets Bond Fund (NASDAQ:EMB) , Pfizer, Inc. (NYSE:PFE) , and BioMarin Pharmaceutical, Inc. (NASDAQ:BMRN) .

All Employees Retirement System of Texas holdings are listed in the following tables. Data is sourced from 13D/13G, 13F, and N-Q filings. Green rows indicate new positions. Red rows indicate closed positions.

This form was filed on February 09, 2018. Click the link icon to see the full transaction history.

Reporting PeriodFormSecurity Imputed
Share Price
Prev SharesCurrent SharesChange
(Percent)
Prev Value ($K)Current Value ($K)Change
(Percent)
2017-12-31 13F-HR AGCO / AGCO Corp. 71.42 66,000 66,000 0.00 4,869 4,714 -3.18
2017-12-31 13F-HR AEIS / Advanced Energy Industries, Inc. 67.48 60,000 4,049
2017-12-31 13F-HR BLK / BlackRock, Inc. 513.70 40,900 36,500 -10.76 18,286 18,750 2.54
2017-12-31 13F-HR BBY / Best Buy Co., Inc. 68.47 149,000 148,000 -0.67 8,487 10,134 19.41
2017-12-31 13F-HR BA / Boeing Company (The) 294.91 195,300 206,300 5.63 49,647 60,840 22.55
2017-12-31 13F-HR BR / Broadridge Financial Solutions, Inc. 90.58 72,000 72,000 0.00 5,819 6,522 12.08
2017-12-31 13F-HR CRI / Carter's, Inc. 117.47 15,000 15,000 0.00 1,481 1,762 18.97
2017-12-31 13F-HR COST / Costco Wholesale Corp. 186.12 25,000 24,000 -4.00 4,107 4,467 8.77
2017-12-31 13F-HR DAL / Delta Air Lines, Inc. 56.00 118,300 86,300 -27.05 5,704 4,833 -15.27
2017-12-31 13F-HR ETFC / E*TRADE Financial, Inc. 49.57 253,000 247,000 -2.37 11,033 12,244 10.98
2017-12-31 13F-HR XOG / Extraction Oil & Gas, Inc. 14.31 199,000 199,000 0.00 3,063 2,848 -7.02
2017-12-31 13F-HR FRT / Federal Realty Investment Trust 132.81 53,000 53,000 0.00 6,583 7,039 6.93
2017-12-31 13F-HR FBNC / First Bancorp 35.31 65,000 65,000 0.00 2,237 2,295 2.59
2017-12-31 13F-HR FSLR / First Solar, Inc. 67.52 63,000 63,000 0.00 2,890 4,254 47.20
2017-12-31 13F-HR FOXF / Fox Factory Holding Corp. 38.85 59,000 59,000 0.00 2,543 2,292 -9.87
2017-12-31 13F-HR GNTX / Gentex Corp. 20.95 231,000 317,000 37.23 4,574 6,641 45.19
2017-12-31 13F-HR HRC / Hill-Rom Holdings, Inc. 84.29 59,000 55,000 -6.78 4,366 4,636 6.18
2017-12-31 13F-HR JBHT / Hunt (J.B.) Transport Services, Inc. 115.00 4,000 4,000 0.00 444 460 3.60
2017-12-31 13F-HR IPGP / IPG Photonics Corp. 214.12 44,000 40,000 -9.09 8,143 8,565 5.18
2017-12-31 13F-HR IFF / International Flavors & Fragrances, Inc 152.60 5,000 5,000 0.00 715 763 6.71
2017-12-31 13F-HR LDOS / Leidos Holdings, Inc. 64.57 158,000 172,000 8.86 9,357 11,106 18.69
2017-12-31 13F-HR MMS / MAXIMUS, Inc. 71.58 31,000 31,000 0.00 2,000 2,219 10.95
2017-12-31 13F-HR MS / Morgan Stanley 52.47 501,000 440,000 -12.18 24,133 23,087 -4.33
2017-12-31 13F-HR PPL / PPL Corp. 30.94 34,000 32,000 -5.88 1,290 990 -23.26
2017-12-31 13F-HR PFE / Pfizer, Inc. 1,144,370 41,449 9,437 -77.23
2017-12-31 13F-HR RLI / RLI Corp. 60.65 34,000 34,000 0.00 1,950 2,062 5.74
2017-12-31 13F-HR RHT / Red Hat, Inc. 120.09 12,000 11,000 -8.33 1,330 1,321 -0.68
2017-12-31 13F-HR MHFI / McGraw Hill Financial, Inc. 169.40 132,300 145,700 10.13 20,680 24,682 19.35
2017-12-31 13F-HR FLOW / SPX Flow, Inc. 47.55 158,000 158,000 0.00 6,092 7,513 23.33
2017-12-31 13F-HR COH / Coach, Inc. 44.21 19,000 840
2017-12-31 13F-HR TXN / Texas Instruments Inc. 104.44 279,009 264,209 -5.30 25,010 27,594 10.33
2017-12-31 13F-HR UNH / UnitedHealth Group Inc. 220.46 297,200 314,200 5.72 58,207 69,269 19.00
2017-12-31 13F-HR MFS / Manitowoc Foodservice, Inc. 23.51 421,000 421,000 0.00 9,704 9,898 2.00
2017-12-31 13F-HR YRD / Yirendai Ltd. 46.98 149 7
2017-12-31 13F-HR HELE / Helen of Troy Ltd. 96.36 39,500 19,500 -50.63 3,828 1,879 -50.91
2017-12-31 13F-HR IVZ / Invesco Ltd. 36.55 21,000 20,000 -4.76 736 731 -0.68
2017-12-31 13F-HR AVGO / Broadcom Limited 256.90 93,928 133,728 42.37 22,781 34,355 50.81
2017-12-31 13F-HR JBT / John Bean Technologies Corp. 110.78 9,000 9,000 0.00 910 997 9.56
2017-12-31 13F-HR SNY / Sanofi 43.01 83,500 38,600 -53.77 4,157 1,660 -60.07
2017-12-31 13F-HR WFT / Weatherford International plc 4.17 1,001,000 1,180,000 17.88 4,585 4,921 7.33
2017-12-31 13F-HR K / Kellogg Co. 68.00 15,000 14,000 -6.67 936 952 1.71
2017-12-31 13F-HR CB / Chubb Ltd 146.12 105,200 89,800 -14.64 14,996 13,122 -12.50
2017-12-31 13F-HR RPAI / Retail Properties of America, Inc. 13.44 176,000 176,000 0.00 2,311 2,365 2.34
2017-12-31 13F-HR MBUU / Malibu Boats, Inc. 29.73 40,000 40,000 0.00 1,266 1,189 -6.08
2017-12-31 13F-HR JNPR / Juniper Networks, Inc. 28.50 21,000 20,000 -4.76 584 570 -2.40
2017-12-31 13F-HR WU / Western Union Co. (The) 19.00 33,000 31,000 -6.06 634 589 -7.10
2017-12-31 13F-HR OFC / Corporate Office Properties Trust 29.20 187,000 187,000 0.00 6,139 5,460 -11.06
2017-12-31 13F-HR IONS / Ionis Pharmaceuticals, Inc. 50.29 28,000 28,000 0.00 1,420 1,408 -0.85
2017-12-31 13F-HR NRG / NRG Energy, Inc. 28.47 20,000 38,000 90.00 512 1,082 111.33
2017-12-31 13F-HR HES / Hess Corp. 47.47 135,700 125,600 -7.44 6,363 5,962 -6.30
2017-12-31 13F-HR EXLS / ExlService Holdings, Inc. 60.35 17,000 17,000 0.00 991 1,026 3.53
2017-12-31 13F-HR COO / Cooper Companies, Inc. (The) 218.00 15,000 3,000 -80.00 3,557 654 -81.61
2017-12-31 13F-HR BLL / Ball Corp. 37.84 15,800 14,800 -6.33 653 560 -14.24
2017-12-31 13F-HR VIAB / Viacom, Inc. 30.81 22,000 21,000 -4.55 612 647 5.72
2017-12-31 13F-HR BBCN / BBCN Bancorp Inc. 18.24 50,492 50,492 0.00 894 921 3.02
2017-12-31 13F-HR LLY / Eli Lilly & Co. 84.46 375,600 304,400 -18.96 32,129 25,710 -19.98
2017-12-31 13F-HR TSEM / Tower Semiconductor Ltd. 34.08 37,000 37,000 0.00 1,138 1,261 10.81
2017-12-31 13F-HR HYLB / Xtrackers USD High Yield Corpora 138,456 136,161 -1.66
2017-12-31 13F-HR STT / State Street Corp. 97.61 112,000 105,100 -6.16 10,700 10,259 -4.12
2017-12-31 13F-HR FFIV / F5 Networks, Inc. 131.22 9,000 9,000 0.00 1,085 1,181 8.85
2017-12-31 13F-HR LUV / Southwest Airlines Co. 65.45 73,600 45,700 -37.91 4,120 2,991 -27.40
2017-12-31 13F-HR BCR / Bard (C.R.), Inc. 13,500 0 -100.00 4,327 0 -100.00
2017-12-31 13F-HR DLPH / Delphi Automotive Plc 97,000 0 -100.00 9,545 0 -100.00
2017-12-31 13F-HR PKY / Parkway Properties, Inc. 100,000 0 -100.00 2,303 0 -100.00
2017-12-31 13F-HR LHCG / LHC Group, Inc. 8,000 0 -100.00 567 0 -100.00
2017-12-31 13F-HR RYAAY / Ryanair Holdings Plc 41,000 0 -100.00 4,322 0 -100.00
2017-12-31 13F-HR STARWOOD WAYPOINT HOMES / (85572F105) 145,000 0 -100.00 5,274 0
2017-12-31 13F-HR STWD / Starwood Property Trust Inc. 175,000 0 -100.00 3,801 0 -100.00
2017-12-31 13F-HR GIMO / Gigamon Inc. 32,000 0 -100.00 1,349 0 -100.00
2017-12-31 13F-HR DPLO / Diplomat Pharmacy, Inc. 32,000 0 -100.00 663 0 -100.00
2017-12-31 13F-HR MTSC / MTS Systems Corp. 21,000 0 -100.00 1,122 0 -100.00
2017-12-31 13F-HR GLT / Glatfelter 55,000 0 -100.00 1,070 0 -100.00
2017-12-31 13F-HR JCOM / j2 Global, Inc 21,000 0 -100.00 1,551 0 -100.00
2017-12-31 13F-HR TTEC / TeleTech Holdings, Inc. 43,000 0 -100.00 1,795 0 -100.00
2017-12-31 13F-HR CX / Cemex S.A.B de C.V. 495,040 0 -100.00 4,495 0 -100.00
2017-12-31 13F-HR MDSO / Medidata Solutions, Inc. 24,000 0 -100.00 1,873 0 -100.00
2017-12-31 13F-HR USPH / U.S. Physical Therapy, Inc. 7,000 0 -100.00 430 0 -100.00
2017-12-31 13F-HR MLNX / Mellanox Technologies, Ltd. 68,000 0 -100.00 3,206 0 -100.00
2017-12-31 13F-HR EZA / iShares MSCI South Africa ETF 79,000 0 -100.00 4,641 0 -100.00
2017-12-31 13F-HR THC / Tenet Healthcare Corp. 34,000 0 -100.00 559 0 -100.00
2017-12-31 13F-HR OA / Orbital ATK, Inc. 42,000 0 -100.00 5,593 0 -100.00
2017-12-31 13F-HR HAWK / Blackhawk Network Holdings, Inc. 186,000 0 -100.00 8,147 0 -100.00
2017-12-31 13F-HR BERY / Berry Plastics Group, Inc. 62,000 0 -100.00 3,512 0 -100.00
2017-12-31 13F-HR FXI / iShares China Large-Cap ETF 125,000 0 -100.00 5,505 0 -100.00
2017-12-31 13F-HR IBKCP / IBERIABANK Corp. 51,000 0 -100.00 4,190 0 -100.00
2017-12-31 13F-HR LVLT / Level 3 Communications, Inc. 15,000 0 -100.00 799 0 -100.00
2017-12-31 13F-HR MTRN / Materion Corp. 18,700 0 -100.00 807 0 -100.00
2017-12-31 13F-HR GPK / Graphic Packaging Holding Co. 230,000 0 -100.00 3,209 0 -100.00
2017-12-31 13F-HR ERJ / Embraer S.A. 171,751 0 -100.00 3,883 0 -100.00
2017-12-31 13F-HR MWA / Mueller Water Products, Inc. 107,000 0 -100.00 1,370 0 -100.00
2017-12-31 13F-HR IJH / iShares Core S&P MidCap ETF 52,600 0 -100.00 9,410 0 -100.00
2017-12-31 13F-HR TPR / Tapestry, Inc. 20,000 0 -100.00 806 0 -100.00
2017-12-31 13F-HR TAL / TAL International Group, Inc. 150,000 0 -100.00 5,057 0 -100.00
2017-12-31 13F-HR BOCA / Banc of California, Inc. 20.66 41,000 41,000 0.00 851 847 -0.47
2017-12-31 13F-HR ATO / Atmos Energy Corp. 85.88 69,000 69,000 0.00 5,785 5,926 2.44
2017-12-31 13F-HR CSCO / Cisco Systems, Inc. 38.30 924,900 948,900 2.59 31,104 36,343 16.84
2017-12-31 13F-HR BWXT / BWX Technologies, Inc. 60.49 247,000 217,000 -12.15 13,837 13,126 -5.14
2017-12-31 13F-HR GWB / Great Western Bancorp, Inc. 39.81 145,000 57,000 -60.69 5,986 2,269 -62.09
2017-12-31 13F-HR BIIB / Biogen Inc. 318.57 75,300 72,900 -3.19 23,578 23,224 -1.50
2017-12-31 13F-HR ORLY / O'Reilly Automotive, Inc. 240.54 5,600 5,600 0.00 1,206 1,347 11.69
2017-12-31 13F-HR CVLT / CommVault Systems, Inc. 52.50 18,000 18,000 0.00 1,094 945 -13.62
2017-12-31 13F-HR SP / SP Plus Corporation 37.11 18,000 18,000 0.00 711 668 -6.05
2017-12-31 13F-HR LH / Laboratory Corp. of America Holdings 159.50 26,000 26,000 0.00 3,925 4,147 5.66
2017-12-31 13F-HR NLSN / Nielsen Holdings PLC 36.40 16,000 15,000 -6.25 663 546 -17.65
2017-12-31 13F-HR CME / CME Group, Inc. 146.05 82,000 82,800 0.98 11,126 12,093 8.69
2017-12-31 13F-HR USB / U.S. Bancorp 53.58 305,500 231,000 -24.39 16,372 12,377 -24.40
2017-12-31 13F-HR THG / Hanover Insurance Group, Inc. (The) 108.09 37,000 32,000 -13.51 3,586 3,459 -3.54
2017-12-31 13F-HR NUE / Nucor Corp. 63.58 194,000 153,000 -21.13 10,872 9,728 -10.52
2017-12-31 13F-HR GIS / General Mills, Inc. 59.28 34,000 32,000 -5.88 1,760 1,897 7.78
2017-12-31 13F-HR INGN / Inogen, Inc. 119.09 38,000 35,000 -7.89 3,614 4,168 15.33
2017-12-31 13F-HR KMX / CarMax, Inc. 64.09 12,000 11,000 -8.33 910 705 -22.53
2017-12-31 13F-HR T / AT & T, Inc. 38.88 1,034,652 1,021,652 -1.26 40,527 39,722 -1.99
2017-12-31 13F-HR CATYW / Cathay General Bancorp 42.16 85,000 67,000 -21.18 3,417 2,825 -17.33
2017-12-31 13F-HR SIR / Select Income REIT 25.12 37,374 37,374 0.00 875 939 7.31
2017-12-31 13F-HR HCA / HCA Holdings Inc. 87.84 132,200 65,200 -50.68 10,522 5,727 -45.57
2017-12-31 13F-HR AYI / Acuity Brands, Inc. (Holding Company) 176.11 1,800 1,800 0.00 308 317 2.92
2017-12-31 13F-HR TEL / TE Connectivity Ltd. 95.04 59,100 56,300 -4.74 4,909 5,351 9.00
2017-12-31 13F-HR PH / Parker-Hannifin Corp. 199.58 52,900 52,900 0.00 9,259 10,558 14.03
2017-12-31 13F-HR ALE / ALLETE, Inc. 74.36 22,000 22,000 0.00 1,700 1,636 -3.76
2017-12-31 13F-HR KLXI / KLX Inc. 68.25 210,000 198,000 -5.71 11,115 13,514 21.58
2017-12-31 13F-HR SMCI / Super Micro Computer, Inc. 20.93 27,000 27,000 0.00 597 565 -5.36
2017-12-31 13F-HR CMG / Chipotle Mexican Grill, Inc. 288.82 2,900 1,700 -41.38 893 491 -45.02
2017-12-31 13F-HR VAR / Varian Medical Systems, Inc. 111.16 50,000 50,000 0.00 5,003 5,558 11.09
2017-12-31 13F-HR CF / CF Industries Holding, Inc. 42.56 17,000 16,000 -5.88 598 681 13.88
2017-12-31 13F-HR MKSI / MKS Instruments, Inc. 94.51 46,000 39,000 -15.22 4,345 3,686 -15.17
2017-12-31 13F-HR SUPN / Supernus Pharmaceuticals, Inc. 39.85 48,000 40,000 -16.67 1,920 1,594 -16.98
2017-12-31 13F-HR ROST / Ross Stores, Inc. 80.25 43,000 214,000 397.67 2,777 17,174 518.44
2017-12-31 13F-HR MSI / Motorola Solutions, Inc. 90.34 63,428 62,428 -1.58 5,383 5,640 4.77
2017-12-31 13F-HR TSCO / Tractor Supply Co. 74.71 7,000 7,000 0.00 443 523 18.06
2017-12-31 13F-HR HPQ / HP Inc. 21.01 365,000 327,000 -10.41 7,285 6,870 -5.70
2017-12-31 13F-HR DLR / Digital Realty Trust, Inc. 113.90 140,799 136,499 -3.05 16,661 15,547 -6.69
2017-12-31 13F-HR MSG / The Madison Square Garden Company 210.85 34,000 34,000 0.00 7,279 7,169 -1.51
2017-12-31 13F-HR FLS / Flowserve Corp. 42.00 3,000 3,000 0.00 128 126 -1.56
2017-12-31 13F-HR SFM / Sprouts Farmers Market, Inc. 24.35 46,000 46,000 0.00 863 1,120 29.78
2017-12-31 13F-HR TV / Grupo Televisa S.A. 18.67 109,700 109,700 0.00 2,706 2,048 -24.32
2017-12-31 13F-HR WY / Weyerhaeuser Co. 35.27 43,800 40,800 -6.85 1,491 1,439 -3.49
2017-12-31 13F-HR EFSC / Enterprise Financial Services Corp. 45.16 55,000 37,000 -32.73 2,329 1,671 -28.25
2017-12-31 13F-HR BRK.B / Berkshire Hathaway, Inc. 198.22 330,500 326,500 -1.21 60,587 64,719 6.82
2017-12-31 13F-HR CHTR / Charter Communications, Inc. 85.05 62,000 62,000 0.00 5,839 5,273 -9.69
2017-12-31 13F-HR CHTR / Charter Communications, Inc. 335.95 62,000 32,800 -47.10 5,273 11,019 108.97
2017-12-31 13F-HR DG / Dollar General Corp. 93.01 101,722 94,122 -7.47 8,245 8,754 6.17
2017-12-31 13F-HR SPIR / Spire Corp. 75.14 21,200 21,200 0.00 1,583 1,593 0.63
2017-12-31 13F-HR RPT / Ramco-Gershenson Properties Trust 14.73 91,000 91,000 0.00 1,184 1,340 13.18
2017-12-31 13F-HR HOG / Harley-Davidson, Inc. 50.83 6,000 6,000 0.00 289 305 5.54
2017-12-31 13F-HR ANTM / Anthem, Inc. 225.01 70,500 76,100 7.94 13,387 17,123 27.91
2017-12-31 13F-HR ANDV / Andeavor Corp. 114.34 97,000 168,000 73.20 10,006 19,209 91.97
2017-12-31 13F-HR CSTM / Constellium N.V. 11.15 124,000 124,000 0.00 1,271 1,383 8.81
2017-12-31 13F-HR RSG / Republic Services, Inc. 67.64 181,700 16,100 -91.14 12,003 1,089 -90.93
2017-12-31 13F-HR MCO / Moody's Corp. 147.59 10,000 10,800 8.00 1,392 1,594 14.51
2017-12-31 13F-HR TROW / Price (T.) Rowe Group, Inc. 104.93 15,000 15,000 0.00 1,360 1,574 15.74
2017-12-31 13F-HR LOGM / LogMein, Inc. 114.50 115,921 110,921 -4.31 12,757 12,700 -0.45
2017-12-31 13F-HR ABC / AmerisourceBergen Corp. 91.83 11,000 18,000 63.64 910 1,653 81.65
2017-12-31 13F-HR LBRDK / Liberty Broadband Corporation, Class C 85.17 42,000 36,000 -14.29 4,003 3,066 -23.41
2017-12-31 13F-HR OXY / Occidental Petroleum Corp. 73.66 130,400 120,800 -7.36 8,373 8,898 6.27
2017-12-31 13F-HR ULTI / Ultimate Software Group, Inc. (The) 218.22 9,000 9,000 0.00 1,706 1,964 15.12
2017-12-31 13F-HR LMT / Lockheed Martin Corp. 321.04 41,000 31,800 -22.44 12,722 10,209 -19.75
2017-12-31 13F-HR WMB / Williams Companies, Inc. (The) 30.50 59,800 34,000 -43.14 1,795 1,037 -42.23
2017-12-31 13F-HR VSM / Versum Materials, Inc. 37.85 208,000 166,000 -20.19 8,075 6,283 -22.19
2017-12-31 13F-HR EWC / iShares MSCI Canada ETF 29.64 25,000 84,235 236.94 724 2,497 244.89
2017-12-31 13F-HR XPER / Xperi Corp 24.40 191,000 191,000 0.00 4,832 4,660 -3.56
2017-12-31 13F-HR SCG / SCANA Corp. 39.75 9,000 8,000 -11.11 436 318 -27.06
2017-12-31 13F-HR SNX / SYNNEX Corp. 135.96 34,000 23,000 -32.35 4,301 3,127 -27.30
2017-12-31 13F-HR ATVI / Activision Blizzard, Inc. 63.32 339,600 337,600 -0.59 21,908 21,377 -2.42
2017-12-31 13F-HR CGNX / Cognex Corp. 61.16 49,000 98,000 100.00 5,404 5,994 10.92
2017-12-31 13F-HR FN / Fabrinet 28.68 44,000 19,000 -56.82 1,631 545 -66.58
2017-12-31 13F-HR ALLE / Allegion Public Limited 79.55 97,833 75,333 -23.00 8,460 5,993 -29.16
2017-12-31 13F-HR FOXA / Twenty-First Century Fox, Inc. 34.13 112,600 39,000 -65.36 2,904 1,331 -54.17
2017-12-31 13F-HR EXR / Extra Space Storage, Inc. 87.43 19,129 7,000 -63.41 1,529 612 -59.97
2017-12-31 13F-HR VMI / Valmont Industries, Inc. 165.83 20,008 20,008 0.00 3,163 3,318 4.90
2017-12-31 13F-HR STE / STERIS Corp. 87.46 56,000 56,000 0.00 4,950 4,898 -1.05
2017-12-31 13F-HR ECPG / Encore Capital Group, Inc. 42.12 0 26,000 0 1,095
2017-12-31 13F-HR UCTT / Ultra Clean Holdings, Inc. 23.09 74,000 182,000 145.95 2,266 4,202 85.44
2017-12-31 13F-HR EMN / Eastman Chemical Company 92.64 165,500 146,500 -11.48 14,976 13,572 -9.37
2017-12-31 13F-HR DRE / Duke Realty Corp. 27.21 199,470 198,470 -0.50 5,749 5,400 -6.07
2017-12-31 13F-HR FOX / Twenty-First Century Fox, Inc. 34.53 305,000 285,900 -6.26 8,046 9,872 22.69
2017-12-31 13F-HR TYL / Tyler Technologies, Inc. 177.05 43,000 43,000 0.00 7,496 7,613 1.56
2017-12-31 13F-HR VER / VEREIT, Inc. 7.79 711,000 711,000 0.00 5,894 5,539 -6.02
2017-12-31 13F-HR AMAT / Applied Materials, Inc. 51.12 516,500 487,500 -5.61 26,904 24,921 -7.37
2017-12-31 13F-HR EGBN / Eagle Bancorp, Inc. 57.90 20,000 20,000 0.00 1,341 1,158 -13.65
2017-12-31 13F-HR WPG / WP Glimcher Inc. 7.12 193,036 91,036 -52.84 1,608 648 -59.70
2017-12-31 13F-HR LAMR / Lamar Advertising Co. REIT 74.24 49,000 49,000 0.00 3,358 3,638 8.34
2017-12-31 13F-HR RF / Regions Financial Corp. 17.28 651,000 612,000 -5.99 9,915 10,575 6.66
2017-12-31 13F-HR ICE / Intercontinental Exchange, Inc. 70.56 211,390 209,390 -0.95 14,522 14,775 1.74
2017-12-31 13F-HR MAC / Macerich Company (THE) 65.68 98,100 114,100 16.31 5,393 7,494 38.96
2017-12-31 13F-HR BCO / Brink's Company (The) 78.70 44,000 44,000 0.00 3,707 3,463 -6.58
2017-12-31 13F-HR DOW / Dow Chemical Co. (The) 71.22 562,188 760,388 35.26 38,920 54,155 39.14
2017-12-31 13F-HR MYL / Mylan N.V. 42.31 149,000 148,000 -0.67 4,674 6,262 33.98
2017-12-31 13F-HR GM / General Motors Company 40.98 65,000 59,000 -9.23 2,625 2,418 -7.89
2017-12-31 13F-HR ZUMZ / Zumiez, Inc. 20.82 124,000 124,000 0.00 2,244 2,582 15.06
2017-12-31 13F-HR ANGO / AngioDynamics, Inc. 16.63 30,000 30,000 0.00 513 499 -2.73
2017-12-31 13F-HR ROIC / Retail Opportunity Investments Corp. 19.95 131,000 247,000 88.55 2,490 4,928 97.91
2017-12-31 13F-HR CSX / CSX Corp. 55.01 230,700 214,000 -7.24 12,518 11,772 -5.96
2017-12-31 13F-HR BIDU / Baidu, Inc. 234.21 109,590 102,653 -6.33 27,144 24,042 -11.43
2017-12-31 13F-HR RTN / Raytheon Co. 187.85 138,700 103,700 -25.23 25,879 19,480 -24.73
2017-12-31 13F-HR CBOE / CBOE Holdings, Inc. 124.62 8,000 8,000 0.00 861 997 15.80
2017-12-31 13F-HR EXPE / Expedia, Inc. 119.80 7,000 5,000 -28.57 1,008 599 -40.58
2017-12-31 13F-HR C / Citigroup, Inc. 74.41 406,350 249,050 -38.71 29,558 18,532 -37.30
2017-12-31 13F-HR HLT / Hilton Worldwide Holdings Inc. 79.88 22,700 17,000 -25.11 1,577 1,358 -13.89
2017-12-31 13F-HR GWW / Grainger (W.W.), Inc. 236.36 3,300 3,300 0.00 593 780 31.53
2017-12-31 13F-HR BIO / Bio-Rad Laboratories, Inc. 238.71 10,000 7,000 -30.00 2,222 1,671 -24.80
2017-12-31 13F-HR CI / Cigna Corp. 203.09 67,000 92,100 37.46 12,525 18,705 49.34
2017-12-31 13F-HR CL / Colgate-Palmolive Co. 75.45 229,700 232,700 1.31 16,734 17,557 4.92
2017-12-31 13F-HR PAYX / Paychex, Inc. 68.06 18,000 17,000 -5.56 1,079 1,157 7.23
2017-12-31 13F-HR ORI / Old Republic International Corp. 21.38 251,000 228,000 -9.16 4,942 4,875 -1.36
2017-12-31 13F-HR MLM / Martin Marietta Materials, Inc. 221.00 3,000 3,000 0.00 619 663 7.11
2017-12-31 13F-HR PDCO / Patterson Companies, Inc. 36.25 4,000 4,000 0.00 155 145 -6.45
2017-12-31 13F-HR WFC / Wells Fargo & Co. 60.67 943,100 869,900 -7.76 52,012 52,777 1.47
2017-12-31 13F-HR EDU / New Oriental Education & Technology Group, Inc. 94.00 61,000 61,000 0.00 5,384 5,734 6.50
2017-12-31 13F-HR INVH / Invitation Homes Inc. 23.57 120,000 492,188 310.16 2,718 11,601 326.82
2017-12-31 13F-HR DAR / Darling Ingredients Inc. 18.13 154,000 82,000 -46.75 2,698 1,487 -44.89
2017-12-31 13F-HR QTS / QTS Realty Trust, Inc. 54.16 100,700 100,700 0.00 5,273 5,454 3.43
2017-12-31 13F-HR NKTR / Nektar Therapeutics 59.71 85,000 77,000 -9.41 2,040 4,598 125.39
2017-12-31 13F-HR AEE / Ameren Corp. 59.00 14,000 29,000 107.14 810 1,711 111.23
2017-12-31 13F-HR MU / Micron Technology, Inc. 41.12 807,700 506,500 -37.29 31,767 20,827 -34.44
2017-12-31 13F-HR NOV / National Oilwell Varco, Inc. 36.00 23,000 22,000 -4.35 822 792 -3.65
2017-12-31 13F-HR MTN / Vail Resorts, Inc. 212.50 18,000 16,000 -11.11 4,106 3,400 -17.19
2017-12-31 13F-HR BHGE / Baker Hughes, a GE company 31.63 20,000 19,000 -5.00 732 601 -17.90
2017-12-31 13F-HR BFS / Saul Centers, Inc. 61.75 44,000 44,000 0.00 2,724 2,717 -0.26
2017-12-31 13F-HR WAT / Waters Corp. 193.19 15,000 42,000 180.00 2,693 8,114 201.30
2017-12-31 13F-HR DLTR / Dollar Tree, Inc. 107.34 13,745 12,745 -7.28 1,193 1,368 14.67
2017-12-31 13F-HR JPM / JPMorgan Chase & Co. 106.94 801,600 745,700 -6.97 76,561 79,745 4.16
2017-12-31 13F-HR BYD / Boyd Gaming Corp. 35.05 56,000 56,000 0.00 1,459 1,963 34.54
2017-12-31 13F-HR JKHY / Henry (JACK) & Associates, Inc. 116.97 34,000 34,000 0.00 3,495 3,977 13.79
2017-12-31 13F-HR XRAY / DENTSPLY SIRONA Inc. 65.83 14,000 60,000 328.57 837 3,950 371.92
2017-12-31 13F-HR DFS / Discover Financial Services 76.93 44,100 28,000 -36.51 2,844 2,154 -24.26
2017-12-31 13F-HR ALRM / Alarm.com Holdings, Inc. 37.75 32,000 32,000 0.00 1,446 1,208 -16.46
2017-12-31 13F-HR INFO / Metro One Telecommunications, Inc. 45.18 23,900 17,000 -28.87 1,054 768 -27.13
2017-12-31 13F-HR CTSH / Cognizant Technology Solutions Corp. 71.03 37,200 31,000 -16.67 2,698 2,202 -18.38
2017-12-31 13F-HR EVBG / Everbridge, Inc. 29.73 40,000 62,000 55.00 1,057 1,843 74.36
2017-12-31 13F-HR GE / General Electric Co. 17.45 972,205 675,096 -30.56 23,508 11,780 -49.89
2017-12-31 13F-HR CHUBK / Commercehub Inc 21.99 407,000 283,000 -30.47 9,186 6,223 -32.26
2017-12-31 13F-HR SNN / Smith & Nephew PLC 35.01 196,200 178,500 -9.02 7,142 6,249 -12.50
2017-12-31 13F-HR ELS / Equity Lifestyles Properties, Inc. 89.02 48,000 48,000 0.00 4,084 4,273 4.63
2017-12-31 13F-HR JWN / Nordstrom, Inc. 47.40 10,000 10,000 0.00 472 474 0.42
2017-12-31 13F-HR CSFL / Centerstate Banks, Inc. 25.73 48,000 48,000 0.00 1,286 1,235 -3.97
2017-12-31 13F-HR LYB / LyondellBasell Industries NV 110.32 145,900 156,600 7.33 14,451 17,276 19.55
2017-12-31 13F-HR EXEL / Exelixis, Inc. 30.39 33,000 33,000 0.00 800 1,003 25.38
2017-12-31 13F-HR SF / Stifel Financial Corp. 59.57 42,000 42,000 0.00 2,245 2,502 11.45
2017-12-31 13F-HR BDX / Becton Dickinson & Co. 214.08 16,765 16,704 -0.36 3,285 3,576 8.86
2017-12-31 13F-HR WLTW / Willis Towers Watson Public Limited Company 150.71 7,000 7,000 0.00 1,080 1,055 -2.31
2017-12-31 13F-HR DXJS / WisdomTree Trust WisdomTree Japan Hedged SmallCap Equity Fund 46.10 119,000 169,000 42.02 5,082 7,791 53.31
2017-12-31 13F-HR HOLI / Hollysys Automation Technologies, Ltd. 22.27 180,000 138,000 -23.33 3,890 3,073 -21.00
2017-12-31 13F-HR WPX / WPX Energy, Inc. 14.07 888,000 888,000 0.00 10,212 12,494 22.35
2017-12-31 13F-HR RMD / ResMed Inc. 84.67 3,000 3,000 0.00 231 254 9.96
2017-12-31 13F-HR OVAS / Ovascience Inc. 1.38 90,000 90,000 0.00 127 124 -2.36
2017-12-31 13F-HR AWR / American States Water Co. (Holding Co.) 57.94 16,000 16,000 0.00 788 927 17.64
2017-12-31 13F-HR CDK / CDK Global, Inc. 71.28 163,000 146,000 -10.43 10,284 10,407 1.20
2017-12-31 13F-HR CPT / Camden Property Trust 92.06 103,000 103,000 0.00 9,419 9,482 0.67
2017-12-31 13F-HR KSU / Kansas City Southern 105.20 5,000 5,000 0.00 543 526 -3.13
2017-12-31 13F-HR UFPI / Universal Forest Products, Inc. 37.63 25,000 75,000 200.00 2,454 2,822 15.00
2017-12-31 13F-HR KRG / Kite Realty Group Trust 19.61 61,000 61,000 0.00 1,235 1,196 -3.16
2017-12-31 13F-HR WEC / WEC Energy Group, Inc. 66.43 16,640 15,640 -6.01 1,045 1,039 -0.57
2017-12-31 13F-HR GRA / Grace (W. R.) & Co. 70.14 44,000 44,000 0.00 3,175 3,086 -2.80
2017-12-31 13F-HR CAT / Caterpillar, Inc. 157.58 170,500 163,500 -4.11 21,263 25,764 21.17
2017-12-31 13F-HR UHS / Universal Health Services, Inc. 113.34 68,000 38,000 -44.12 7,544 4,307 -42.91
2017-12-31 13F-HR KHC / Kraft Heinz Company 77.75 85,000 32,000 -62.35 6,592 2,488 -62.26
2017-12-31 13F-HR SPY / SPDR S&P 500 ETF Trust 266.86 16,100 43,900 172.67 4,045 11,715 189.62
2017-12-31 13F-HR FCX / Freeport-McMoRan Inc. 18.96 109,000 138,000 26.61 1,530 2,616 70.98
2017-12-31 13F-HR AIZ / Assurant, Inc. 101.00 5,000 1,000 -80.00 478 101 -78.87
2017-12-31 13F-HR OGE / OGE Energy Corp. 32.91 84,000 64,000 -23.81 3,027 2,106 -30.43
2017-12-31 13F-HR NWN / Northwest Natural Gas Co. 59.64 11,000 11,000 0.00 708 656 -7.34
2017-12-31 13F-HR ALEX / Alexander & Baldwin, Inc. 27.74 62,000 62,000 0.00 2,872 1,720 -40.11
2017-12-31 13F-HR MPC / Marathon Petroleum Corp. 65.98 129,000 127,000 -1.55 7,234 8,379 15.83
2017-12-31 13F-HR SYMC / Symantec Corp. 28.05 39,000 37,000 -5.13 1,280 1,038 -18.91
2017-12-31 13F-HR NPO / EnPro Industries, Inc. 93.52 23,000 23,000 0.00 1,852 2,151 16.14
2017-12-31 13F-HR AVY / Avery Dennison Corp. 114.83 13,000 12,000 -7.69 1,278 1,378 7.82
2017-12-31 13F-HR L / Loews Corp. 50.00 16,000 15,000 -6.25 766 750 -2.09
2017-12-31 13F-HR THRM / Gentherm Inc. 31.76 49,000 49,000 0.00 1,820 1,556 -14.51
2017-12-31 13F-HR RRC / Range Resources Corp. 17.10 11,000 10,000 -9.09 215 171 -20.47
2017-12-31 13F-HR YNDX / Yandex N.V. 32.75 105,000 137,000 30.48 3,460 4,487 29.68
2017-12-31 13F-HR HAS / Hasbro, Inc. 90.83 6,000 6,000 0.00 586 545 -7.00
2017-12-31 13F-HR LPX / Louisiana-Pacific Corp. 26.26 81,000 156,000 92.59 2,193 4,097 86.82
2017-12-31 13F-HR APD / Air Products & Chemicals, Inc. 164.08 101,500 77,700 -23.45 15,349 12,749 -16.94
2017-12-31 13F-HR TIVO / TiVo Inc. 15.60 88,000 88,000 0.00 1,747 1,373 -21.41
2017-12-31 13F-HR TKR / Timken Co. (THE) 49.15 92,000 92,000 0.00 4,467 4,522 1.23
2017-12-31 13F-HR NDAQ / Nasdaq, Inc. 76.86 7,000 7,000 0.00 543 538 -0.92
2017-12-31 13F-HR ABBV / AbbVie Inc. 96.71 249,100 332,100 33.32 22,135 32,117 45.10
2017-12-31 13F-HR KALU / Kaiser Aluminum Corp. 106.84 32,000 32,000 0.00 3,300 3,419 3.61
2017-12-31 13F-HR NCI / Navigant Consulting Co. 19.41 92,000 92,000 0.00 1,557 1,786 14.71
2017-12-31 13F-HR TMO / Thermo Fisher Scientific, Inc. 189.88 39,800 41,100 3.27 7,530 7,804 3.64
2017-12-31 13F-HR COG / Cabot Oil & Gas Corp. 28.58 25,000 24,000 -4.00 669 686 2.54
2017-12-31 13F-HR RCL / Royal Caribbean Cruises Ltd. 119.30 85,300 10,000 -88.28 10,111 1,193 -88.20
2017-12-31 13F-HR MKTX / MarketAxess Holdings, Inc. 201.77 26,000 26,000 0.00 4,797 5,246 9.36
2017-12-31 13F-HR DHI / D.R. Horton, Inc. 51.06 17,000 16,000 -5.88 679 817 20.32
2017-12-31 13F-HR TJX / TJX Companies, Inc. (The) 76.46 236,300 114,300 -51.63 17,422 8,739 -49.84
2017-12-31 13F-HR WST / West Pharmaceutical Services, Inc. 98.67 44,000 40,000 -9.09 4,235 3,947 -6.80
2017-12-31 13F-HR WEN / The Wendy's Company 16.43 68,000 68,000 0.00 1,056 1,117 5.78
2017-12-31 13F-HR ALOG / Analogic Corp. 83.80 10,000 10,000 0.00 838 838 0.00
2017-12-31 13F-HR NVDA / NVIDIA Corp. 193.50 49,000 104,400 113.06 8,760 20,201 130.61
2017-12-31 13F-HR LYV / Live Nation Entertainment, Inc. 42.57 87,000 87,000 0.00 3,789 3,704 -2.24
2017-12-31 13F-HR CERN / Cerner Corp. 67.40 16,000 15,000 -6.25 1,141 1,011 -11.39
2017-12-31 13F-HR V / Visa, Inc. 114.02 432,740 429,140 -0.83 45,542 48,931 7.44
2017-12-31 13F-HR KB / KB Finanical Group, Inc. 58.51 142,141 134,841 -5.14 6,969 7,890 13.22
2017-12-31 13F-HR DXJ / WisdomTree Japan Hedged Equity Fund 59.33 1,778,000 1,858,400 4.52 97,257 110,259 13.37
2017-12-31 13F-HR LGND / Ligand Pharmaceuticals Incorporated 136.92 21,100 33,100 56.87 2,873 4,532 57.74
2017-12-31 13F-HR EXP / Eagle Materials, Inc. 113.30 103,000 103,000 0.00 10,990 11,670 6.19
2017-12-31 13F-HR RLJ / RLJ Lodging Trust 21.97 94,500 94,500 0.00 2,079 2,076 -0.14
2017-12-31 13F-HR PRU / Prudential Financial, Inc. 114.98 154,000 121,000 -21.43 16,373 13,913 -15.02
2017-12-31 13F-HR INXN / InterXion Holding N.V. 58.94 63,000 63,000 0.00 3,209 3,713 15.71
2017-12-31 13F-HR SPG / Simon Property Group, Inc. 171.74 251,879 191,879 -23.82 40,555 32,953 -18.74
2017-12-31 13F-HR MHK / Mohawk Industries, Inc. 276.00 7,900 5,000 -36.71 1,955 1,380 -29.41
2017-12-31 13F-HR BLDR / Builders FirstSource, Inc. 21.79 117,000 76,000 -35.04 2,105 1,656 -21.33
2017-12-31 13F-HR DVA / DaVita HealthCare Partners Inc. 72.25 80,000 80,000 0.00 4,751 5,780 21.66
2017-12-31 13F-HR DRH / Diamond Rock Hospitality Co. 11.29 95,000 95,000 0.00 1,040 1,073 3.17
2017-12-31 13F-HR AVT / Avnet, Inc. 39.62 0 34,000 0 1,347
2017-12-31 13F-HR HMN / Horace Mann Educators Corp. 44.09 32,000 32,000 0.00 1,259 1,411 12.07
2017-12-31 13F-HR TER / Teradyne, Inc. 41.87 130,000 130,000 0.00 4,848 5,443 12.27
2017-12-31 13F-HR AHS / AMN Healthcare Services, Inc. 49.26 27,000 27,000 0.00 1,234 1,330 7.78
2017-12-31 13F-HR MMC / Marsh & McLennan Companies, Inc. 81.39 146,000 118,300 -18.97 12,236 9,628 -21.31
2017-12-31 13F-HR ARRS / ARRIS International plc 25.69 110,000 110,000 0.00 3,134 2,826 -9.83
2017-12-31 13F-HR TGT / Target Corp. 65.25 34,000 32,000 -5.88 2,006 2,088 4.09
2017-12-31 13F-HR NTRSP / Northern Trust Corp. 99.90 28,500 20,700 -27.37 2,620 2,068 -21.07
2017-12-31 13F-HR EPC / Edgewell Personal Care Company 59.39 84,000 84,000 0.00 6,113 4,989 -18.39
2017-12-31 13F-HR O / Realty Income Corp. 57.02 157,000 156,000 -0.64 8,979 8,895 -0.94
2017-12-31 13F-HR SIG / Signet Jewelers Ltd. 56.60 5,000 5,000 0.00 333 283 -15.02
2017-12-31 13F-HR BC / Brunswick Corp. 55.24 25,000 25,000 0.00 1,399 1,381 -1.29
2017-12-31 13F-HR AIG / American International Group, Inc. 59.58 283,400 252,100 -11.04 17,398 15,020 -13.67
2017-12-31 13F-HR IBM / International Business Machines Corp. 153.42 48,000 45,000 -6.25 6,964 6,904 -0.86
2017-12-31 13F-HR EQT / EQT Corp. 56.92 153,900 139,900 -9.10 10,040 7,963 -20.69
2017-12-31 13F-HR TXT / Textron, Inc. 56.59 111,000 110,000 -0.90 5,981 6,225 4.08
2017-12-31 13F-HR GIII / G-III Apparel Group, Ltd. 36.90 29,000 29,000 0.00 842 1,070 27.08
2017-12-31 13F-HR PFGC / Performance Food Group Company 33.10 42,000 42,000 0.00 1,187 1,390 17.10
2017-12-31 13F-HR AGN / Allergan plc 163.60 18,518 17,518 -5.40 3,795 2,866 -24.48
2017-12-31 13F-HR JEC / Jacobs Engineering Group, Inc. 65.96 105,900 102,900 -2.83 6,171 6,787 9.98
2017-12-31 13F-HR CCRN / Cross Country Healthcare, Inc. 12.76 94,000 94,000 0.00 1,338 1,199 -10.39
2017-12-31 13F-HR URI / United Rentals, Inc. 171.90 12,000 10,000 -16.67 1,665 1,719 3.24
2017-12-31 13F-HR IDXX / IDEXX Laboratories, Inc. 156.50 7,000 4,000 -42.86 1,088 626 -42.46
2017-12-31 13F-HR CCI / Crown Castle International Corp. 111.01 35,200 116,000 229.55 3,519 12,877 265.93
2017-12-31 13F-HR MCRI / Monarch Casino & Resort, Inc. 44.81 16,000 16,000 0.00 632 717 13.45
2017-12-31 13F-HR LUK / Leucadia National Corp. 26.49 58,000 51,000 -12.07 1,465 1,351 -7.78
2017-12-31 13F-HR TRMB / Trimble Navigation Ltd. 40.65 65,000 65,000 0.00 2,551 2,642 3.57
2017-12-31 13F-HR ASTE / Astec Industries, Inc. 58.49 28,500 28,500 0.00 1,596 1,667 4.45
2017-12-31 13F-HR SKT / Tanger Factory Outlet Centers, Inc. 26.50 40,000 40,000 0.00 977 1,060 8.50
2017-12-31 13F-HR ADBE / Adobe Systems, Inc. 175.24 208,400 196,900 -5.52 31,089 34,505 10.99
2017-12-31 13F-HR ZBH / Zimmer Biomet Holdings, Inc 120.67 36,000 9,000 -75.00 4,215 1,086 -74.23
2017-12-31 13F-HR TDG / Transdigm Group, Inc. 274.67 3,000 3,000 0.00 767 824 7.43
2017-12-31 13F-HR NYRT / New York REIT, Inc. 3.93 218,100 218,100 0.00 1,712 857 -49.94
2017-12-31 13F-HR ALGN / Align Technology, Inc. 222.20 5,000 5,000 0.00 931 1,111 19.33
2017-12-31 13F-HR PBI / Pitney Bowes, Inc. 11.18 303,000 303,000 0.00 4,245 3,388 -20.19
2017-12-31 13F-HR LLL / L-3 Communications Holdings, Inc. 197.80 6,600 5,000 -24.24 1,244 989 -20.50
2017-12-31 13F-HR EGOV / NIC, Inc. 16.60 58,000 58,000 0.00 995 963 -3.22
2017-12-31 13F-HR IBTX / Independent Bank Group, Inc. 67.59 22,000 22,000 0.00 1,327 1,487 12.06
2017-12-31 13F-HR PUMP / Propetro Holding Corp 20.17 109,000 54,000 -50.46 1,564 1,089 -30.37
2017-12-31 13F-HR EQC / Equity Commonwealth 30.50 51,500 51,500 0.00 1,566 1,571 0.32
2017-12-31 13F-HR EIDO / iShares MSCI Indonesia ETF 28.43 185,000 185,000 0.00 4,938 5,260 6.52
2017-12-31 13F-HR DVN / Devon Energy Corp. 41.38 22,000 21,000 -4.55 808 869 7.55
2017-12-31 13F-HR IYR / iShares U.S. Real Estate ETF 81.02 25,000 55,000 120.00 1,997 4,456 123.13
2017-12-31 13F-HR DISCA / Discovery Communications, Inc. 22.33 23,300 9,000 -61.37 496 201 -59.48
2017-12-31 13F-HR CVS / CVS Health Corporation 72.50 271,500 176,500 -34.99 22,078 12,796 -42.04
2017-12-31 13F-HR HDS / Hd Supply Inc. 40.03 222,000 222,000 0.00 8,008 8,887 10.98
2017-12-31 13F-HR AIMC / Altra Industrial Motion Corp. 50.41 29,000 29,000 0.00 1,395 1,462 4.80
2017-12-31 13F-HR HRL / Hormel Foods Corp. 36.40 16,000 15,000 -6.25 514 546 6.23
2017-12-31 13F-HR IRTC / iRhythm Technologies, Inc. 56.04 26,000 26,000 0.00 1,349 1,457 8.01
2017-12-31 13F-HR LOW / Lowe's Companies, Inc. 92.94 266,600 254,100 -4.69 21,312 23,616 10.81
2017-12-31 13F-HR DOV / Dover Corp. 100.99 88,000 87,000 -1.14 8,042 8,786 9.25
2017-12-31 13F-HR WAGE / WageWorks Inc. 62.00 52,000 52,000 0.00 3,156 3,224 2.15
2017-12-31 13F-HR WCC / Wesco International, Inc. 68.14 28,000 28,000 0.00 1,631 1,908 16.98
2017-12-31 13F-HR SRCL / Stericycle, Inc. 68.00 5,000 5,000 0.00 358 340 -5.03
2017-12-31 13F-HR SYRG / Synergy Resources Corp. 8.53 128,006 226,000 76.55 1,238 1,928 55.74
2017-12-31 13F-HR UNP / Union Pacific Corp. 134.10 82,200 196,600 139.17 9,533 26,364 176.56
2017-12-31 13F-HR ETR / Entergy Corp. 81.44 10,000 9,000 -10.00 764 733 -4.06
2017-12-31 13F-HR PEI / Pennsylvania Real Estate Investment Trust 11.88 100,000 32,000 -68.00 1,049 380 -63.78
2017-12-31 13F-HR FBHS / Fortune Brands Home & Security, Inc. 68.44 23,400 16,000 -31.62 1,573 1,095 -30.39
2017-12-31 13F-HR WBA / Walgreens Boots Alliance, Inc. 72.62 254,000 263,000 3.54 19,614 19,099 -2.63
2017-12-31 13F-HR PKG / Packaging Corp. of America 120.60 5,000 5,000 0.00 573 603 5.24
2017-12-31 13F-HR UDR / UDR, Inc. 38.52 40,513 39,513 -2.47 1,541 1,522 -1.23
2017-12-31 13F-HR MDT / Medtronic plc 80.75 458,690 253,790 -44.67 35,672 20,494 -42.55
2017-12-31 13F-HR AON / Aon Plc 134.00 82,590 71,590 -13.32 12,066 9,593 -20.50
2017-12-31 13F-HR ASH / Ashland Global Holdings, Inc. 71.19 67,000 67,000 0.00 4,381 4,770 8.88
2017-12-31 13F-HR VRTX / Vertex Pharmaceuticals Inc. 149.86 123,000 122,000 -0.81 18,701 18,283 -2.24
2017-12-31 13F-HR XEL / Xcel Energy, Inc. 48.11 28,000 36,000 28.57 1,325 1,732 30.72
2017-12-31 13F-HR COTY / Coty, Inc. 20.00 28,200 3,000 -89.36 466 60 -87.12
2017-12-31 13F-HR LBTYK / Liberty Global plc (Class C) 35.84 743,000 693,000 -6.73 25,195 24,837 -1.42
2017-12-31 13F-HR ADC / Agree Realty Corp. 51.44 80,000 80,000 0.00 3,926 4,115 4.81
2017-12-31 13F-HR PCAR / PACCAR, Inc. 71.07 33,000 29,000 -12.12 2,387 2,061 -13.66
2017-12-31 13F-HR VFC / V.F. Corp. 74.00 18,000 17,000 -5.56 1,144 1,258 9.97
2017-12-31 13F-HR AXP / American Express Co. 99.31 179,700 180,300 0.33 16,256 17,906 10.15
2017-12-31 13F-HR MATW / Matthews International Corp. 52.79 33,000 33,000 0.00 2,054 1,742 -15.19
2017-12-31 13F-HR ALXN / Alexion Pharmaceuticals, Inc. 119.59 147,862 106,000 -28.31 20,744 12,677 -38.89
2017-12-31 13F-HR SCHW / Schwab Charles Corp 51.37 427,400 370,400 -13.34 18,694 19,027 1.78
2017-12-31 13F-HR REI / Ring Energy, Inc. 13.90 71,000 71,000 0.00 1,029 987 -4.08
2017-12-31 13F-HR KO / Coca Cola Co. 45.88 223,000 215,800 -3.23 10,037 9,901 -1.35
2017-12-31 13F-HR XOM / Exxon Mobil Corp. 83.64 232,000 319,000 37.50 19,019 26,681 40.29
2017-12-31 13F-HR BK / Bank of New York Mellon Corp. (The) 53.86 163,000 141,000 -13.50 8,642 7,594 -12.13
2017-12-31 13F-HR EIG / Employers Holdings , Inc. 44.42 24,000 24,000 0.00 1,091 1,066 -2.29
2017-12-31 13F-HR CBM / Cambrex Corp. 48.00 37,000 37,000 0.00 2,035 1,776 -12.73
2017-12-31 13F-HR MA / MasterCard Incorporated 151.36 308,268 258,000 -16.31 43,527 39,051 -10.28
2017-12-31 13F-HR BHF / Brighthouse Financial, Inc. 58.64 120,636 120,636 0.00 7,335 7,074 -3.56
2017-12-31 13F-HR TDS / Telephone and Data Systems, Inc. 27.80 117,000 117,000 0.00 3,263 3,253 -0.31
2017-12-31 13F-HR GDX / VanEck Vectors Gold Miners ETF 23.24 512,000 562,000 9.77 11,756 13,061 11.10
2017-12-31 13F-HR HBI / Hanesbrands, Inc. 20.92 24,000 24,000 0.00 591 502 -15.06
2017-12-31 13F-HR AMGN / Amgen Inc. 173.90 191,500 175,700 -8.25 35,705 30,554 -14.43
2017-12-31 13F-HR ANSS / ANSYS, Inc. 147.61 5,000 21,300 326.00 614 3,144 412.05
2017-12-31 13F-HR DISCK / Discovery Communications, Inc. 21.22 113,100 9,000 -92.04 2,291 191 -91.66
2017-12-31 13F-HR DPZ / Dominos Pizza Inc. 188.97 25,000 62,000 148.00 4,964 11,716 136.02
2017-12-31 13F-HR SO / Southern Co. (The) 48.08 52,000 49,000 -5.77 2,555 2,356 -7.79
2017-12-31 13F-HR AIMT / Aimmune Therapeutics, Inc. 37.82 194,804 194,804 0.00 4,829 7,367 52.56
2017-12-31 13F-HR VVV / Valvoline Inc. 25.06 452,776 452,776 0.00 10,618 11,347 6.87
2017-12-31 13F-HR DXC / DXC Technology Company 94.90 99,012 120,712 21.92 8,503 11,456 34.73
2017-12-31 13F-HR PWR / Quanta Services, Inc. 39.10 20,000 20,000 0.00 747 782 4.69
2017-12-31 13F-HR HRB / Block (H.&R.), Inc. 26.22 171,000 170,000 -0.58 4,528 4,457 -1.57
2017-12-31 13F-HR WDC / Western Digital Corp. 79.53 89,864 74,864 -16.69 7,764 5,954 -23.31
2017-12-31 13F-HR NEM / Newmont Mining Corp. 37.52 27,000 25,000 -7.41 1,013 938 -7.40
2017-12-31 13F-HR NAVI / Navient Corporation 13.32 374,400 317,400 -15.22 5,623 4,228 -24.81
2017-12-31 13F-HR LNN / Lindsay Corp. 88.19 16,000 16,000 0.00 1,470 1,411 -4.01
2017-12-31 13F-HR BRO / Brown & Brown, Inc. 51.46 65,000 65,000 0.00 3,132 3,345 6.80
2017-12-31 13F-HR ABCB / Ameris Bancorp 48.21 43,000 43,000 0.00 2,064 2,073 0.44
2017-12-31 13F-HR CINF / Cincinnati Financial Corp. 75.00 9,000 8,000 -11.11 689 600 -12.92
2017-12-31 13F-HR DHR / Danaher Corp. 92.81 34,000 32,000 -5.88 2,917 2,970 1.82
2017-12-31 13F-HR ECL / Ecolab, Inc. 134.21 17,000 14,000 -17.65 2,186 1,879 -14.04
2017-12-31 13F-HR LITE / Lumentum Holdings Inc. 48.90 145,800 137,800 -5.49 7,924 6,738 -14.97
2017-12-31 13F-HR AMG / Affiliated Managers Group, Inc. 205.28 4,000 5,300 32.50 759 1,088 43.35
2017-12-31 13F-HR CLW / Clearwater Paper Corp. 45.40 43,000 43,000 0.00 2,118 1,952 -7.84
2017-12-31 13F-HR WYN / Wyndham Worldwide Corp. 115.75 4,000 4,000 0.00 422 463 9.72
2017-12-31 13F-HR EPD / Enterprise Products Partners L.P. 26.51 223,000 223,000 0.00 5,814 5,912 1.69
2017-12-31 13F-HR VREX / Varex Imaging Corp 40.17 219,000 219,000 0.00 7,411 8,797 18.70
2017-12-31 13F-HR XL / XL Group Ltd. 35.16 158,600 146,900 -7.38 6,257 5,165 -17.45
2017-12-31 13F-HR ORBK / Orbotech Ltd. 50.25 33,000 28,000 -15.15 1,393 1,407 1.01
2017-12-31 13F-HR NI / NiSource, Inc. 25.68 23,000 22,000 -4.35 589 565 -4.07
2017-12-31 13F-HR FTV / Fortive Corporation 72.35 173,500 128,500 -25.94 12,282 9,297 -24.30
2017-12-31 13F-HR UCBI / United Community Banks, Inc. 28.15 75,000 75,000 0.00 2,141 2,111 -1.40
2017-12-31 13F-HR AAOI / Applied Optoelectronics, Inc. 37.83 24,000 24,000 0.00 1,552 908 -41.49
2017-12-31 13F-HR DXCM / DexCom, Inc. 57.40 35,000 35,000 0.00 1,712 2,009 17.35
2017-12-31 13F-HR AZO / AutoZone, Inc. 711.18 1,800 1,700 -5.56 1,071 1,209 12.89
2017-12-31 13F-HR PCLN / The Priceline Group Inc. 1,737.75 20,570 13,670 -33.54 37,660 23,755 -36.92
2017-12-31 13F-HR TWX / Time Warner, Inc. 91.47 152,300 43,000 -71.77 15,603 3,933 -74.79
2017-12-31 13F-HR COP / ConocoPhillips 54.89 225,600 209,700 -7.05 11,291 11,510 1.94
2017-12-31 13F-HR HAE / Haemonetics Corp. 58.10 10,000 10,000 0.00 449 581 29.40
2017-12-31 13F-HR GPS / Gap, Inc. (The) 34.06 203,000 202,000 -0.49 5,995 6,880 14.76
2017-12-31 13F-HR FUL / Fuller (H.B.) Co. 53.88 42,000 42,000 0.00 2,439 2,263 -7.22
2017-12-31 13F-HR STI / SunTrust Banks, Inc. 64.59 245,000 146,000 -40.41 14,644 9,430 -35.61
2017-12-31 13F-HR IPG / Interpublic Group of Companies, Inc. (The) 20.16 122,300 121,300 -0.82 2,543 2,445 -3.85
2017-12-31 13F-HR XRX / Xerox Corp. 29.12 14,360 13,360 -6.96 478 389 -18.62
2017-12-31 13F-HR CHK / Chesapeake Energy Corp. 3.97 31,000 31,000 0.00 133 123 -7.52
2017-12-31 13F-HR SBAC / SBA Communications Corp. 163.38 0 16,000 0 2,614
2017-12-31 13F-HR FITB / Fifth Third Bancorp 30.35 43,000 40,000 -6.98 1,203 1,214 0.91
2017-12-31 13F-HR CBRL / Cracker Barrel Old Country Store, Inc. 158.86 7,000 7,000 0.00 1,061 1,112 4.81
2017-12-31 13F-HR CHRW / C.H. Robinson Worldwide, Inc. 89.12 8,000 8,000 0.00 609 713 17.08
2017-12-31 13F-HR RES / RPC, Inc. 25.53 208,000 208,000 0.00 5,156 5,310 2.99
2017-12-31 13F-HR ADP / Automatic Data Processing, Inc. 117.21 28,500 24,000 -15.79 3,116 2,813 -9.72
2017-12-31 13F-HR OKE / ONEOK, Inc. 53.42 13,000 12,000 -7.69 720 641 -10.97
2017-12-31 13F-HR PXD / Pioneer Natural Resources Co. 172.84 97,200 68,200 -29.84 14,341 11,788 -17.80
2017-12-31 13F-HR HMSY / HMS Holdings Corp. 16.94 72,000 72,000 0.00 1,430 1,220 -14.69
2017-12-31 13F-HR DIS / The Walt Disney Co. 107.51 232,200 209,200 -9.91 22,888 22,491 -1.73
2017-12-31 13F-HR FRC / First Republic Bank (San Francisco, California) 86.63 30,000 30,000 0.00 3,134 2,599 -17.07
2017-12-31 13F-HR BAC / Bank of America Corp. 29.52 2,417,600 2,359,300 -2.41 61,262 69,647 13.69
2017-12-31 13F-HR ENR / Energizer Holdings, Inc. 47.98 201,000 201,000 0.00 9,256 9,644 4.19
2017-12-31 13F-HR STBA / S&T Bancorp, Inc. 39.82 65,000 65,000 0.00 2,573 2,588 0.58
2017-12-31 13F-HR IRWD / Ironwood Pharmaceuticals, Inc. 14.99 105,000 105,000 0.00 1,656 1,574 -4.95
2017-12-31 13F-HR CDNS / Cadence Design Systems, Inc. 41.82 56,000 79,800 42.50 2,210 3,337 51.00
2017-12-31 13F-HR KS / KapStone Paper & Packaging Corp. 22.69 95,050 104,050 9.47 2,043 2,361 15.57
2017-12-31 13F-HR FDX / FedEx Corp. 249.54 97,500 92,100 -5.54 21,994 22,983 4.50
2017-12-31 13F-HR PNW / Pinnacle West Capital Corp. 85.17 6,000 6,000 0.00 507 511 0.79
2017-12-31 13F-HR CA / CA, Inc. 33.27 45,000 44,000 -2.22 1,502 1,464 -2.53
2017-12-31 13F-HR CWT / California Water Service Group 45.35 20,000 20,000 0.00 763 907 18.87
2017-12-31 13F-HR INCY / Incyte Corp. 94.71 7,000 7,000 0.00 817 663 -18.85
2017-12-31 13F-HR MDCO / Medicines Company 27.35 17,000 17,000 0.00 630 465 -26.19
2017-12-31 13F-HR IWM / iShares Russell 2000 ETF 152.46 130,300 107,000 -17.88 19,308 16,313 -15.51
2017-12-31 13F-HR FIVE / Five Below, Inc. 66.32 50,000 79,000 58.00 2,744 5,239 90.93
2017-12-31 13F-HR SYK / Stryker Corp. 154.83 16,000 60,000 275.00 2,272 9,290 308.89
2017-12-31 13F-HR EW / Edwards Lifesciences Corp. 112.71 78,000 52,000 -33.33 8,526 5,861 -31.26
2017-12-31 13F-HR QRVO / Qorvo, Inc. 66.67 25,000 6,000 -76.00 1,767 400 -77.36
2017-12-31 13F-HR CACI / CACI International, Inc. 132.33 18,000 18,000 0.00 2,508 2,382 -5.02
2017-12-31 13F-HR HGV / Hilton Grand Vacations Inc. 41.96 48,000 48,000 0.00 1,854 2,014 8.63
2017-12-31 13F-HR BP / BP Plc 42.03 296,400 274,000 -7.56 11,391 11,516 1.10
2017-12-31 13F-HR ESRX / Express Scripts Holding Co. 74.64 134,100 127,900 -4.62 8,491 9,546 12.42
2017-12-31 13F-HR VRNS / Varonis Systems, Inc. 48.54 37,000 37,000 0.00 1,550 1,796 15.87
2017-12-31 13F-HR LB / L Brands, Inc. 60.21 15,000 14,000 -6.67 624 843 35.10
2017-12-31 13F-HR UAA / Under Armour, Inc. 13.35 9,063 9,063 0.00 136 121 -11.03
2017-12-31 13F-HR OI / Owens-Illinois, Inc. 22.17 571,000 514,000 -9.98 14,366 11,395 -20.68
2017-12-31 13F-HR CXW / CoreCivic Inc 22.51 83,000 83,000 0.00 2,222 1,868 -15.93
2017-12-31 13F-HR GLW / Corning, Inc. 32.00 51,000 48,000 -5.88 1,526 1,536 0.66
2017-12-31 13F-HR DFIN / Donnelley Financial Solutions 19.49 312,000 312,000 0.00 6,727 6,081 -9.60
2017-12-31 13F-HR FIS / Fidelity National Information Services, Inc. 94.07 45,900 22,600 -50.76 4,287 2,126 -50.41
2017-12-31 13F-HR COF / Capital One Financial Corp. 99.58 42,000 26,000 -38.10 3,556 2,589 -27.19
2017-12-31 13F-HR PACW / PacWest Bancorp 50.39 106,427 52,427 -50.74 5,376 2,642 -50.86
2017-12-31 13F-HR SCL / Stepan Co. 78.95 17,800 24,800 39.33 1,489 1,958 31.50
2017-12-31 13F-HR UA / Under Armour, Inc., Class C 14.44 9,000 9,000 0.00 148 130 -12.16
2017-12-31 13F-HR AEL / American Equity Investment Life Holding Co. 30.74 27,000 46,000 70.37 785 1,414 80.13
2017-12-31 13F-HR W / Wayfair, Inc. 80.25 20,000 20,000 0.00 1,348 1,605 19.07
2017-12-31 13F-HR JD / JD.com, Inc. 41.42 209,000 323,800 54.93 7,984 13,412 67.99
2017-12-31 13F-HR PGEM / Ply Gem Holdings, Inc. 18.50 89,000 117,000 31.46 1,517 2,165 42.72
2017-12-31 13F-HR GWRE / Guidewire Software, Inc. 74.26 78,000 78,000 0.00 6,073 5,792 -4.63
2017-12-31 13F-HR FRME / First Merchants Corp. 42.05 59,000 41,000 -30.51 2,533 1,724 -31.94
2017-12-31 13F-HR SKYW / SkyWest, Inc. 53.10 39,000 48,000 23.08 1,712 2,549 48.89
2017-12-31 13F-HR FCPT / Four Corners Property Trust, Inc. 25.70 156,752 156,752 0.00 3,906 4,029 3.15
2017-12-31 13F-HR SGY / Stone Energy Corp. 32.14 17,859 17,859 0.00 519 574 10.60
2017-12-31 13F-HR BRKR / Bruker Corp. 34.32 84,000 60,000 -28.57 2,499 2,059 -17.61
2017-12-31 13F-HR ROP / Roper Technologies, Inc. 259.00 37,000 37,000 0.00 9,006 9,583 6.41
2017-12-31 13F-HR AMED / Amedisys, Inc. 52.70 20,000 20,000 0.00 1,119 1,054 -5.81
2017-12-31 13F-HR SUI / Sun Communities, Inc. 92.77 44,000 44,000 0.00 3,770 4,082 8.28
2017-12-31 13F-HR GKOS / Glaukos Corp. 25.65 79,000 34,000 -56.96 2,607 872 -66.55
2017-12-31 13F-HR TMST / TimkenSteel Corporation 15.19 97,000 130,000 34.02 1,601 1,975 23.36
2017-12-31 13F-HR PDCE / PDC Energy, Inc. 51.53 15,000 15,000 0.00 735 773 5.17
2017-12-31 13F-HR ADSK / Autodesk, Inc. 104.82 15,100 11,000 -27.15 1,695 1,153 -31.98
2017-12-31 13F-HR XYL / Xylem, Inc. 68.20 146,000 131,000 -10.27 9,144 8,934 -2.30
2017-12-31 13F-HR PEG / Public Service Enterprise Group, Inc. 51.50 30,000 28,000 -6.67 1,388 1,442 3.89
2017-12-31 13F-HR KR / Kroger Co. 27.46 71,000 50,000 -29.58 1,424 1,373 -3.58
2017-12-31 13F-HR VRSN / VeriSign, Inc. 114.41 19,800 17,000 -14.14 2,107 1,945 -7.69
2017-12-31 13F-HR NFLX / Netflix, Inc. 191.97 83,900 81,900 -2.38 15,215 15,722 3.33
2017-12-31 13F-HR CCK / Crown Holdings, Inc. 56.25 98,900 98,900 0.00 5,906 5,563 -5.81
2017-12-31 13F-HR SJI / South Jersey Industries, Inc. 31.23 35,000 35,000 0.00 1,209 1,093 -9.59
2017-12-31 13F-HR PTC / PTC Inc. 60.76 51,000 51,000 0.00 2,870 3,099 7.98
2017-12-31 13F-HR KRC / Kilroy Realty Corp. 74.65 72,000 72,000 0.00 5,121 5,375 4.96
2017-12-31 13F-HR HOLX / Hologic, Inc. 42.76 18,000 17,000 -5.56 660 727 10.15
2017-12-31 13F-HR KN / Knowles Corp 14.66 401,000 401,000 0.00 6,123 5,879 -3.98
2017-12-31 13F-HR SBCF / Seacoast Banking Corporation of Florida 25.21 53,000 53,000 0.00 1,266 1,336 5.53
2017-12-31 13F-HR CMA / Comerica, Inc. 86.81 45,000 138,000 206.67 3,432 11,980 249.07
2017-12-31 13F-HR STLD / Steel Dynamics, Inc. 43.13 134,600 134,600 0.00 4,640 5,805 25.11
2017-12-31 13F-HR RXN / Rexnord Corp. 26.01 72,000 72,000 0.00 1,830 1,873 2.35
2017-12-31 13F-HR KTWO / K2M Group Holdings, Inc. 18.00 38,000 38,000 0.00 806 684 -15.14
2017-12-31 13F-HR IR / Ingersoll-Rand plc 89.18 142,500 65,000 -54.39 12,707 5,797 -54.38
2017-12-31 13F-HR PCH / Potlatch Holdings, Inc. 49.90 82,000 62,900 -23.29 4,182 3,139 -24.94
2017-12-31 13F-HR CCL / Carnival Corp. 66.37 317,700 175,900 -44.63 20,514 11,674 -43.09
2017-12-31 13F-HR FCN / FTI Consulting, Inc. 42.95 43,000 43,000 0.00 1,526 1,847 21.04
2017-12-31 13F-HR CBT / Cabot Corp. 61.58 90,000 65,000 -27.78 5,022 4,003 -20.29
2017-12-31 13F-HR HST / Host Hotels & Resorts, Inc. 19.85 248,300 245,300 -1.21 4,591 4,869 6.06
2017-12-31 13F-HR CMS / CMS Energy Corp. 47.33 16,000 15,000 -6.25 741 710 -4.18
2017-12-31 13F-HR DE / Deere & Co. 156.51 25,000 88,000 252.00 3,140 13,773 338.63
2017-12-31 13F-HR PRGO / Perrigo Company plc 87.16 53,435 51,135 -4.30 4,523 4,457 -1.46
2017-12-31 13F-HR HRS / Harris Corp. 141.62 8,000 9,900 23.75 1,053 1,402 33.14
2017-12-31 13F-HR ACLS / Axcelis Technologies, Inc. 28.70 70,000 70,000 0.00 1,915 2,009 4.91
2017-12-31 13F-HR SWKS / Skyworks Solutions, Inc. 94.94 19,000 18,000 -5.26 1,936 1,709 -11.73
2017-12-31 13F-HR TKPPY / TechnipFMC 31.31 317,891 404,627 27.28 8,876 12,669 42.73
2017-12-31 13F-HR NKE / Nike, Inc. 62.55 73,000 69,000 -5.48 3,785 4,316 14.03
2017-12-31 13F-HR MGM / MGM Resorts International 33.39 278,000 269,000 -3.24 9,060 8,982 -0.86
2017-12-31 13F-HR SMTC / Semtech Corp. 34.20 99,000 99,000 0.00 3,717 3,386 -8.91
2017-12-31 13F-HR DISH / DISH Network Corp. 47.73 12,000 11,000 -8.33 651 525 -19.35
2017-12-31 13F-HR CNC / Centene Corp. 100.88 137,000 125,000 -8.76 13,257 12,610 -4.88
2017-12-31 13F-HR ABMD / ABIOMED, Inc. 187.40 12,000 20,000 66.67 2,023 3,748 85.27
2017-12-31 13F-HR D / Dominion Resources, Inc. 81.06 36,000 34,000 -5.56 2,769 2,756 -0.47
2017-12-31 13F-HR SJM / Smucker (J.M.) Co. 124.29 7,000 7,000 0.00 735 870 18.37
2017-12-31 13F-HR HQY / HealthEquity, Inc. 46.65 17,000 17,000 0.00 860 793 -7.79
2017-12-31 13F-HR AAL / American Airlines Group Inc. 52.02 48,000 46,000 -4.17 2,280 2,393 4.96
2017-12-31 13F-HR TSM / Taiwan Semiconductor Manufacturing Co. Ltd. 39.65 682,132 811,495 18.96 25,614 32,176 25.62
2017-12-31 13F-HR HON / Honeywell International, Inc. 153.36 180,000 203,300 12.94 25,513 31,178 22.20
2017-12-31 13F-HR EOG / EOG Resources, Inc. 107.91 245,800 197,000 -19.85 23,779 21,258 -10.60
2017-12-31 13F-HR MFGP / Micro Focus International plc 33.59 59,598 237,598 298.67 1,901 7,981 319.83
2017-12-31 13F-HR PSX / Phillips 66 101.15 112,600 105,000 -6.75 10,315 10,621 2.97
2017-12-31 13F-HR DY / Dycom Industries, Inc. 111.43 14,000 14,000 0.00 1,202 1,560 29.78
2017-12-31 13F-HR PGRE / Paramount Group, Inc. 15.85 129,100 129,100 0.00 2,066 2,046 -0.97
2017-12-31 13F-HR VTR / Ventas, Inc. 60.01 222,042 221,042 -0.45 14,462 13,265 -8.28
2017-12-31 13F-HR ADI / Analog Devices, Inc. 89.02 28,017 21,017 -24.98 2,414 1,871 -22.49
2017-12-31 13F-HR KORS / Michael Kors Holdings Ltd. 62.95 36,400 40,400 10.99 1,742 2,543 45.98
2017-12-31 13F-HR NBL / Noble Energy, Inc. 29.17 19,000 18,000 -5.26 539 525 -2.60
2017-12-31 13F-HR WDFC / WD-40 Co. 118.00 4,000 4,000 0.00 448 472 5.36
2017-12-31 13F-HR HPE / Hewlett Packard Enterprise Company 14.36 434,000 408,000 -5.99 6,384 5,859 -8.22
2017-12-31 13F-HR ODFL / Old Dominion Freight Line, Inc. 131.55 41,000 126,000 207.32 4,515 16,575 267.11
2017-12-31 13F-HR AKR / Acadia Realty Trust 27.35 103,000 50,638 -50.84 2,948 1,385 -53.02
2017-12-31 13F-HR PEP / PepsiCo, Inc. 119.92 414,600 381,700 -7.94 46,199 45,773 -0.92
2017-12-31 13F-HR BMY / Bristol-Myers Squibb Co. 61.28 547,900 554,900 1.28 34,923 34,004 -2.63
2017-12-31 13F-HR CTRP / Ctrip.com International, Ltd. 44.10 94,000 49,000 -47.87 4,958 2,161 -56.41
2017-12-31 13F-HR PGNX / Progenics Pharmaceuticals, Inc. 5.95 114,000 114,000 0.00 839 678 -19.19
2017-12-31 13F-HR MCK / McKesson Corp. 155.96 39,400 31,400 -20.30 6,052 4,897 -19.08
2017-12-31 13F-HR AIV / Apartment Investment & Management Co. 43.71 154,700 170,700 10.34 6,785 7,461 9.96
2017-12-31 13F-HR FISV / Fiserv, Inc. 131.09 20,100 11,000 -45.27 2,592 1,442 -44.37
2017-12-31 13F-HR FMI / Foundation Medicine, Inc. 68.19 44,000 31,000 -29.55 1,769 2,114 19.50
2017-12-31 13F-HR HCP / HCP, Inc. 26.08 380,207 379,207 -0.26 10,581 9,890 -6.53
2017-12-31 13F-HR RHI / Robert Half International, Inc 55.50 18,000 8,000 -55.56 906 444 -50.99
2017-12-31 13F-HR BSX / Boston Scientific Corp. 24.79 534,400 568,200 6.32 15,588 14,086 -9.64
2017-12-31 13F-HR DPS / Dr. Pepper Snapple Group, Inc. 97.07 79,200 75,000 -5.30 7,007 7,280 3.90
2017-12-31 13F-HR NOW / ServiceNow, Inc. 130.38 18,000 24,000 33.33 2,116 3,129 47.87
2017-12-31 13F-HR IART / Integra LifeSciences Holdings Corp. 47.88 32,000 32,000 0.00 1,615 1,532 -5.14
2017-12-31 13F-HR CPB / Campbell Soup Co. 48.10 11,000 10,000 -9.09 515 481 -6.60
2017-12-31 13F-HR TTWO / Take-Two Interactive Software, Inc. 109.78 95,000 89,000 -6.32 9,712 9,770 0.60
2017-12-31 13F-HR HPT / Hospitality Properties Trust 29.84 70,100 70,100 0.00 1,997 2,092 4.76
2017-12-31 13F-HR QUAD / Quad/Graphics, Inc. 22.40 0 625 0 14
2017-12-31 13F-HR AES / AES Corp. (The) 10.84 39,000 79,000 102.56 430 856 99.07
2017-12-31 13F-HR FORM / FormFactor, Inc. 15.66 71,000 44,000 -38.03 1,196 689 -42.39
2017-12-31 13F-HR GRMN / Garmin Ltd. 59.50 6,000 6,000 0.00 324 357 10.19
2017-12-31 13F-HR SLCA / U.S. Silica Holdings, Inc. 32.56 149,000 104,000 -30.20 4,629 3,386 -26.85
2017-12-31 13F-HR MRK / Merck & Co., Inc. 56.27 502,800 260,000 -48.29 32,194 14,630 -54.56
2017-12-31 13F-HR HFC / HollyFrontier Corp. 51.23 0 40,000 0 2,049
2017-12-31 13F-HR CNP / CenterPoint Energy, Inc. 28.37 25,000 52,000 108.00 730 1,475 102.05
2017-12-31 13F-HR MSCI / MSCI, Inc. 126.54 52,000 52,000 0.00 6,079 6,580 8.24
2017-12-31 13F-HR ACN / Accenture plc 153.09 239,510 243,510 1.67 32,351 37,279 15.23
2017-12-31 13F-HR EBAY / eBay, Inc. 37.74 167,900 150,800 -10.18 6,457 5,691 -11.86
2017-12-31 13F-HR AWK / American Water Works Co., Inc. 91.49 65,000 55,000 -15.38 5,259 5,032 -4.32
2017-12-31 13F-HR FLR / Fluor Corp. 51.65 126,000 123,000 -2.38 5,305 6,353 19.75
2017-12-31 13F-HR DGX / Quest Diagnostics, Inc. 98.50 8,000 8,000 0.00 749 788 5.21
2017-12-31 13F-HR NVR / NVR, Inc. 3,508.12 1,000 1,600 60.00 2,855 5,613 96.60
2017-12-31 13F-HR TTC / Toro Company (The) 65.23 57,000 47,000 -17.54 3,537 3,066 -13.32
2017-12-31 13F-HR PF / Pinnacle Foods, Inc. 59.47 38,000 38,000 0.00 2,172 2,260 4.05
2017-12-31 13F-HR IRM / Iron Mountain Incorporated. (REIT) 37.73 117,365 116,365 -0.85 4,565 4,390 -3.83
2017-12-31 13F-HR CBG / CBRE Group, Inc. 43.31 71,100 79,700 12.10 2,693 3,452 28.18
2017-12-31 13F-HR GME / GameStop Corp. 17.91 11,000 11,000 0.00 227 197 -13.22
2017-12-31 13F-HR PNM / PNM Resources, Inc. 40.45 101,000 101,000 0.00 4,070 4,085 0.37
2017-12-31 13F-HR WHR / Whirlpool Corp. 168.62 50,000 16,000 -68.00 9,222 2,698 -70.74
2017-12-31 13F-HR TPC / Tutor Perini Corp. 25.35 57,000 57,000 0.00 1,619 1,445 -10.75
2017-12-31 13F-HR GBX / Greenbrier Companies, Inc. (THE) 53.30 16,000 30,000 87.50 770 1,599 107.66
2017-12-31 13F-HR SCI / Service Corp. International 37.32 131,000 131,000 0.00 4,520 4,889 8.16
2017-12-31 13F-HR FSS / Federal Signal Corp. 20.09 104,000 104,000 0.00 2,213 2,089 -5.60
2017-12-31 13F-HR AMP / Ameriprise Financial, Inc. 169.48 62,100 61,100 -1.61 9,222 10,355 12.29
2017-12-31 13F-HR WWW / Wolverine World Wide, Inc. 31.88 60,000 60,000 0.00 1,731 1,913 10.51
2017-12-31 13F-HR OSK / Oshkosh Corporation (Holding Company) 90.90 59,000 59,000 0.00 4,870 5,363 10.12
2017-12-31 13F-HR ITT / ITT Inc. 53.37 90,000 90,000 0.00 3,984 4,803 20.56
2017-12-31 13F-HR MO / Altria Group, Inc. 71.41 792,586 597,986 -24.55 50,266 42,702 -15.05
2017-12-31 13F-HR AMZN / Amazon.com, Inc. 1,169.47 95,076 92,076 -3.16 91,401 107,680 17.81
2017-12-31 13F-HR ARW / Arrow Electronics, Inc. 80.39 70,000 28,000 -60.00 5,629 2,251 -60.01
2017-12-31 13F-HR NWS / News Corp 16.21 142,450 140,450 -1.40 1,889 2,277 20.54
2017-12-31 13F-HR MAS / Masco Corp. 43.94 291,680 290,680 -0.34 11,378 12,772 12.25
2017-12-31 13F-HR BGNE / BeiGene, Ltd. 97.72 0 40,000 0 3,909
2017-12-31 13F-HR TOL / Toll Brothers, Inc. 48.02 45,000 45,000 0.00 1,866 2,161 15.81
2017-12-31 13F-HR NSC / Norfolk Southern Corp. 144.90 121,300 138,300 14.01 16,041 20,040 24.93
2017-12-31 13F-HR EVHC / Envision Healthcare Holdings, Inc. 34.57 156,300 46,000 -70.57 7,026 1,590 -77.37
2017-12-31 13F-HR DCT / DCT Industrial Trust, Inc. 58.78 140,875 140,875 0.00 8,159 8,281 1.50
2017-12-31 13F-HR AMBA / Ambarella, Inc. 58.76 41,000 82,000 100.00 2,009 4,818 139.82
2017-12-31 13F-HR GGG / Graco Inc. 45.22 23,000 69,000 200.00 2,845 3,120 9.67
2017-12-31 13F-HR AVA / Avista Corp. 51.48 29,000 29,000 0.00 1,501 1,493 -0.53
2017-12-31 13F-HR GILD / Gilead Sciences, Inc. 71.64 441,900 449,900 1.81 35,803 32,231 -9.98
2017-12-31 13F-HR VLO / Valero Energy Corp. 91.91 221,000 110,000 -50.23 17,002 10,110 -40.54
2017-12-31 13F-HR APA / Apache Corp. 42.24 22,000 21,000 -4.55 1,008 887 -12.00
2017-12-31 13F-HR EA / Electronic Arts Inc. 105.08 25,000 26,000 4.00 2,952 2,732 -7.45
2017-12-31 13F-HR FCE.A / Forest City Realty Trust, Inc. 24.10 206,000 116,353 -43.52 5,255 2,804 -46.64
2017-12-31 13F-HR UPS / United Parcel Service, Inc. 119.15 80,000 80,300 0.38 9,607 9,568 -0.41
2017-12-31 13F-HR XPO / XPO Logistics, Inc. 91.59 213,100 217,100 1.88 14,444 19,884 37.66
2017-12-31 13F-HR CAH / Cardinal Health, Inc. 61.27 73,500 68,300 -7.07 4,919 4,185 -14.92
2017-12-31 13F-HR INN / Summit Hotel Properties, Inc. 15.23 143,000 143,000 0.00 2,287 2,178 -4.77
2017-12-31 13F-HR AFAM / Almost Family, Inc. 55.38 13,000 13,000 0.00 698 720 3.15
2017-12-31 13F-HR ULTA / Ulta Salon, Cosmetics & Fragrance, Inc. 223.65 20,700 17,000 -17.87 4,679 3,802 -18.74
2017-12-31 13F-HR EQIX / Equinix, Inc. 453.23 16,775 16,475 -1.79 7,487 7,467 -0.27
2017-12-31 13F-HR WRE / Washington Real Estate Investment Trust 31.12 72,000 72,000 0.00 2,359 2,241 -5.00
2017-12-31 13F-HR PFPT / Proofpoint, Inc. 88.80 36,000 40,000 11.11 3,140 3,552 13.12
2017-12-31 13F-HR PGR / Progressive Corp. (The) 56.32 55,000 128,000 132.73 2,663 7,209 170.71
2017-12-31 13F-HR ORCL / Oracle Corp. 47.28 1,103,050 1,142,750 3.60 53,332 54,029 1.31
2017-12-31 13F-HR ROK / Rockwell Automation, Inc. 196.35 62,600 62,200 -0.64 11,156 12,213 9.47
2017-12-31 13F-HR SEE / Sealed Air Corp. 49.30 17,000 20,000 17.65 726 986 35.81
2017-12-31 13F-HR BEN / Franklin Resources, Inc. 43.33 53,000 46,000 -13.21 2,359 1,993 -15.52
2017-12-31 13F-HR OLLI / Ollie's Bargain Outlet Holdings, Inc. 53.26 94,000 94,000 0.00 4,362 5,006 14.76
2017-12-31 13F-HR GNBC / Green Bancorp, Inc. 20.30 74,000 74,000 0.00 1,750 1,502 -14.17
2017-12-31 13F-HR CNK / Cinemark Holdings, Inc. 34.82 172,000 172,000 0.00 6,228 5,989 -3.84
2017-12-31 13F-HR PKI / PerkinElmer, Inc. 73.12 139,000 139,000 0.00 9,587 10,164 6.02
2017-12-31 13F-HR COHR / Coherent, Inc. 282.25 11,000 8,000 -27.27 2,587 2,258 -12.72
2017-12-31 13F-HR WM / Waste Management, Inc. 86.31 31,000 28,200 -9.03 2,426 2,434 0.33
2017-12-31 13F-HR MCHP / Microchip Technology Inc. 87.88 207,000 172,000 -16.91 18,584 15,115 -18.67
2017-12-31 13F-HR HD / Home Depot, Inc. (The) 189.53 290,000 284,500 -1.90 47,432 53,921 13.68
2017-12-31 13F-HR MTD / Mettler Toledo International, Inc. 619.50 16,000 15,900 -0.62 10,019 9,850 -1.69
2017-12-31 13F-HR HP / Helmerich & Payne, Inc. 64.57 7,000 7,000 0.00 365 452 23.84
2017-12-31 13F-HR LW / Lamb Weston Holdings, Inc. 56.45 322,666 483,666 49.90 15,130 27,303 80.46
2017-12-31 13F-HR LNC.WS / Lincoln National Corp. 76.87 139,000 133,000 -4.32 10,214 10,224 0.10
2017-12-31 13F-HR BF.B / Brown-Forman Corp. 68.67 108,000 194,000 79.63 5,864 13,322 127.18
2017-12-31 13F-HR PNR / Pentair plc. 70.67 10,000 9,000 -10.00 680 636 -6.47
2017-12-31 13F-HR WPC / W.P. Carey Inc. 68.88 16,000 16,000 0.00 1,078 1,102 2.23
2017-12-31 13F-HR SNA / Snap-On Inc. 174.33 8,000 3,000 -62.50 1,192 523 -56.12
2017-12-31 13F-HR KSS / Kohl's Corp. 54.27 12,000 11,000 -8.33 548 597 8.94
2017-12-31 13F-HR HAL / Halliburton Co. (Holding Company) 48.87 270,000 267,000 -1.11 12,428 13,048 4.99
2017-12-31 13F-HR VNTV / Vantiv, Inc. 73.56 49,000 25,000 -48.98 3,453 1,839 -46.74
2017-12-31 13F-HR TCBIP / Texas Capital Bancshares, Inc. 88.89 37,000 37,000 0.00 3,175 3,289 3.59
2017-12-31 13F-HR ARE / Alexandria Real Estate Equities, Inc. 130.59 121,000 109,000 -9.92 14,395 14,234 -1.12
2017-12-31 13F-HR UNM / Unum Group 54.88 22,000 16,000 -27.27 1,125 878 -21.96
2017-12-31 13F-HR FCB / FCB Financial Holdings, Inc. 50.80 110,000 93,000 -15.45 5,313 4,724 -11.09
2017-12-31 13F-HR NOC / Northrop Grumman Corp. 306.92 77,000 27,900 -63.77 22,154 8,563 -61.35
2017-12-31 13F-HR LKQ / LKQ Corp. 40.67 71,000 70,000 -1.41 2,555 2,847 11.43
2017-12-31 13F-HR PLAY / Dave & Buster's Entertainment, Inc. 55.18 29,000 22,000 -24.14 1,522 1,214 -20.24
2017-12-31 13F-HR HBAN / Huntington Bancshares, Inc. 14.56 480,000 391,000 -18.54 6,701 5,693 -15.04
2017-12-31 13F-HR CC / Chemours Company (The) 50.06 56,000 111,000 98.21 2,834 5,557 96.08
2017-12-31 13F-HR GGP / General Growth Properties, Inc. 23.39 496,040 333,040 -32.86 10,303 7,790 -24.39
2017-12-31 13F-HR APC / Anadarko Petroleum Corp. 53.64 92,300 90,300 -2.17 4,509 4,844 7.43
2017-12-31 13F-HR MGLN / Magellan Health, Inc. 96.55 11,000 11,000 0.00 949 1,062 11.91
2017-12-31 13F-HR EFX / Equifax, Inc. 117.92 44,400 40,000 -9.91 4,706 4,717 0.23
2017-12-31 13F-HR JNJ / Johnson & Johnson 139.72 543,100 500,000 -7.94 70,608 69,860 -1.06
2017-12-31 13F-HR ABEV / Ambev S.A 6.46 380,200 625,600 64.54 2,506 4,041 61.25
2017-12-31 13F-HR FTNT / Fortinet, Inc. 43.69 100,000 100,000 0.00 3,584 4,369 21.90
2017-12-31 13F-HR SHW / Sherwin-Williams Co. (The) 410.04 25,000 24,700 -1.20 8,951 10,128 13.15
2017-12-31 13F-HR KLAC / KLA-Tencor Corp. 105.06 91,000 24,500 -73.08 9,646 2,574 -73.32
2017-12-31 13F-HR PM / Philip Morris International, Inc. 105.65 316,600 473,700 49.62 35,146 50,046 42.39
2017-12-31 13F-HR XEC / Cimarex Energy Co. 122.00 6,000 6,000 0.00 682 732 7.33
2017-12-31 13F-HR CLS / Celestica Inc. 10.47 19,000 19,000 0.00 235 199 -15.32
2017-12-31 13F-HR UAL / United Continental Holdings, Inc. 67.40 50,200 39,200 -21.91 3,056 2,642 -13.55
2017-12-31 13F-HR SLB / Schlumberger Ltd. 67.39 365,414 341,609 -6.51 25,491 23,021 -9.69
2017-12-31 13F-HR REG / Regency Centers Corp. 69.18 138,560 138,560 0.00 8,596 9,586 11.52
2017-12-31 13F-HR BWA / BorgWarner, Inc. 51.08 13,000 12,000 -7.69 666 613 -7.96
2017-12-31 13F-HR WMT / Wal-Mart Stores, Inc. 98.75 154,700 149,700 -3.23 12,088 14,783 22.29
2017-12-31 13F-HR TTEK / Tetra Tech, Inc. 48.15 60,500 60,500 0.00 2,816 2,913 3.44
2017-12-31 13F-HR WRB / Berkley (W.R.) Corp. 71.62 16,000 16,000 0.00 1,068 1,146 7.30
2017-12-31 13F-HR LEG / Leggett & Platt, Inc. 47.78 10,000 9,000 -10.00 477 430 -9.85
2017-12-31 13F-HR HIG / Hartford Financial Services Group, Inc. (The) 56.27 23,000 22,000 -4.35 1,275 1,238 -2.90
2017-12-31 13F-HR AATDF / AA LTD 27.26 20,000 19,000 -5.00 498 518 4.02
2017-12-31 13F-HR AFL / AFLAC, Inc. 87.78 24,000 23,000 -4.17 1,953 2,019 3.38
2017-12-31 13F-HR MKC / McCormick & Co., Inc. 101.92 7,000 71,000 914.29 718 7,236 907.80
2017-12-31 13F-HR DDR / DDR Corp. 8.96 406,400 208,700 -48.65 3,723 1,870 -49.77
2017-12-31 13F-HR BIVV / Bioverativ Inc. 53.92 172,000 172,000 0.00 9,816 9,274 -5.52
2017-12-31 13F-HR ICFI / ICF International, Inc. 52.52 27,000 27,000 0.00 1,457 1,418 -2.68
2017-12-31 13F-HR MDURP / MDU Resources Group, Inc. 26.89 81,000 53,000 -34.57 2,102 1,425 -32.21
2017-12-31 13F-HR SBUX / Starbucks Corp. 57.43 264,200 151,000 -42.85 14,190 8,672 -38.89
2017-12-31 13F-HR HSIC / Henry Schein, Inc. 69.89 10,000 9,000 -10.00 820 629 -23.29
2017-12-31 13F-HR MON / Monsanto Co. 116.78 115,000 67,000 -41.74 13,779 7,824 -43.22
2017-12-31 13F-HR BABA / Alibaba Group Holding Limited 172.43 386,200 368,900 -4.48 66,701 63,609 -4.64
2017-12-31 13F-HR LIVN / LivaNova PLC 79.92 99,080 91,280 -7.87 6,942 7,295 5.08
2017-12-31 13F-HR CONE / CyrusOne Inc. 59.53 53,000 53,000 0.00 3,123 3,155 1.02
2017-12-31 13F-HR CHL / China Mobile Ltd. 50.54 189,000 189,000 0.00 9,558 9,552 -0.06
2017-12-31 13F-HR ATH / Athene Holding Ltd 51.72 43,000 43,000 0.00 2,315 2,224 -3.93
2017-12-31 13F-HR BDN / Brandywine Realty Trust 18.19 214,000 214,000 0.00 3,743 3,893 4.01
2017-12-31 13F-HR XLNX / Xilinx, Inc. 67.40 15,000 15,000 0.00 1,062 1,011 -4.80
2017-12-31 13F-HR RGA / Reinsurance Group of America, Inc. 155.93 40,000 40,000 0.00 5,581 6,237 11.75
2017-12-31 13F-HR AAPL / Apple, Inc. 169.23 1,092,500 994,700 -8.95 168,376 168,333 -0.03
2017-12-31 13F-HR UE / Urban Edge Properties 25.49 128,523 52,523 -59.13 3,100 1,339 -56.81
2017-12-31 13F-HR PDS / Precision Drilling Corp. 3.02 370,000 370,000 0.00 1,154 1,117 -3.21
2017-12-31 13F-HR AMAG / AMAG Pharmaceuticals, Inc. 13.25 48,000 48,000 0.00 886 636 -28.22
2017-12-31 13F-HR BIG / Big Lots, Inc. 56.15 55,000 55,000 0.00 2,946 3,088 4.82
2017-12-31 13F-HR NVAX / Novavax, Inc. 1.24 111,000 111,000 0.00 127 138 8.66
2017-12-31 13F-HR A / Agilent Technologies, Inc. 66.97 55,000 101,000 83.64 3,531 6,764 91.56
2017-12-31 13F-HR CMCO / Columbus McKinnon Corp. 39.97 0 31,000 0 1,239
2017-12-31 13F-HR AEP / American Electric Power Company, Inc. 73.56 29,000 27,000 -6.90 2,037 1,986 -2.50
2017-12-31 13F-HR OMC / Omnicom Group, Inc. 72.84 70,900 58,900 -16.93 5,252 4,290 -18.32
2017-12-31 13F-HR HUM / Humana, Inc. 248.07 44,200 43,000 -2.71 10,768 10,667 -0.94
2017-12-31 13F-HR CTL / CenturyLink, Inc. 16.68 59,500 79,500 33.61 1,125 1,326 17.87
2017-12-31 13F-HR JLL / Jones Lang LaSalle Inc. 148.95 0 21,000 0 3,128
2017-12-31 13F-HR KEYS / Keysight Technologies Inc. 41.60 267,000 267,000 0.00 11,123 11,107 -0.14
2017-12-31 13F-HR PPBI / Pacific Premier Bancorp, Inc. 40.00 62,000 62,000 0.00 2,341 2,480 5.94
2017-12-31 13F-HR IDTI / Integrated Device Technology, Inc. 29.73 191,000 181,000 -5.24 5,077 5,381 5.99
2017-12-31 13F-HR PYPL / PayPal Holdings, Inc. 73.62 458,900 503,200 9.65 29,383 37,046 26.08
2017-12-31 13F-HR OCLR / Oclaro, Inc 6.74 128,000 236,000 84.38 1,105 1,591 43.98
2017-12-31 13F-HR TCO / Taubman Centers, Inc. 65.44 43,750 43,750 0.00 2,174 2,863 31.69
2017-12-31 13F-HR BRC / Brady Corp. 37.89 66,000 66,000 0.00 2,505 2,501 -0.16
2017-12-31 13F-HR MHLD / Maiden Holdings Ltd. 6.60 42,000 42,000 0.00 334 277 -17.07
2017-12-31 13F-HR MCD / McDonald's Corp. 172.12 181,000 196,600 8.62 28,359 33,839 19.32
2017-12-31 13F-HR MOS / Mosaic Company (The) (Holding Company) 25.67 16,000 15,000 -6.25 345 385 11.59
2017-12-31 13F-HR REGN / Regeneron Pharmaceuticals, Inc. 375.92 13,000 13,000 0.00 5,813 4,887 -15.93
2017-12-31 13F-HR CCU / Compania Cervecerias Unidas S.A. 29.58 0 23,662 0 700
2017-12-31 13F-HR WAAS / AquaVenture Holdings Limited 15.53 51,000 51,000 0.00 689 792 14.95
2017-12-31 13F-HR PRAH / PRA Health Sciences, Inc. 91.09 30,000 22,000 -26.67 2,285 2,004 -12.30
2017-12-31 13F-HR CFG / Citizens Financial Group, Inc. 41.98 548,000 500,000 -8.76 20,753 20,990 1.14
2017-12-31 13F-HR TXRH / Texas Roadhouse, Inc. 52.69 67,000 89,000 32.84 3,292 4,689 42.44
2017-12-31 13F-HR GD / General Dynamics Corp. 203.45 87,000 73,300 -15.75 17,885 14,913 -16.62
2017-12-31 13F-HR NCLH / Norwegian Cruise Line Holdings Ltd 53.23 0 6,200 0 330
2017-12-31 13F-HR SLG / SL Green Realty Corp. 100.94 63,000 63,000 0.00 6,383 6,359 -0.38
2017-12-31 13F-HR MET / MetLife, Inc. 50.55 62,000 58,000 -6.45 3,221 2,932 -8.97
2017-12-31 13F-HR INGR / Ingredion, Inc. 139.81 24,000 31,000 29.17 2,895 4,334 49.71
2017-12-31 13F-HR SRE / Sempra Energy 106.92 13,000 12,000 -7.69 1,484 1,283 -13.54
2017-12-31 13F-HR HDB / HDFC Bank Ltd. 101.67 85,600 77,900 -9.00 8,249 7,920 -3.99
2017-12-31 13F-HR COMM / CommScope Holding Company, Inc. 37.85 20,000 20,000 0.00 664 757 14.01
2017-12-31 13F-HR USCR / U.S. Concrete, Inc. 83.58 19,250 19,250 0.00 1,468 1,609 9.60
2017-12-31 13F-HR NEOG / Neogen Corp. 82.21 14,000 14,000 0.00 1,084 1,151 6.18
2017-12-31 13F-HR NFX / Newfield Exploration Company 31.50 9,000 8,000 -11.11 267 252 -5.62
2017-12-31 13F-HR DUK / Duke Energy Corp. (Holding Co.) 84.11 39,000 37,000 -5.13 3,273 3,112 -4.92
2017-12-31 13F-HR ALK / Alaska Air Group, Inc. 73.57 7,000 7,000 0.00 534 515 -3.56
2017-12-31 13F-HR M / Macy's, Inc. 25.17 19,000 18,000 -5.26 415 453 9.16
2017-12-31 13F-HR VOO / Vanguard S&P 500 ETF 245.29 108,000 347,250 221.53 24,922 85,177 241.77
2017-12-31 13F-HR MRAM / Everspin Technologies, Inc. 7.50 196,000 196,000 0.00 3,350 1,470 -56.12
2017-12-31 13F-HR AVB / AvalonBay Communities, Inc. 178.38 8,000 8,000 0.00 1,427 1,427 0.00
2017-12-31 13F-HR DST / DST Systems, Inc. 62.08 52,000 52,000 0.00 2,854 3,228 13.10
2017-12-31 13F-HR FICO / Fair Isaac Corp. 153.21 28,000 28,000 0.00 3,934 4,290 9.05
2017-12-31 13F-HR TDY / Teledyne Technologies Inc. 181.15 25,000 27,000 8.00 3,980 4,891 22.89
2017-12-31 13F-HR RS / Reliance Steel & Aluminum Co., Inc. 85.79 94,000 94,000 0.00 7,160 8,064 12.63
2017-12-31 13F-HR IP / International Paper Company 57.94 104,000 103,000 -0.96 5,909 5,968 1.00
2017-12-31 13F-HR URBN / Urban Outfitters, Inc. 35.00 8,000 8,000 0.00 191 280 46.60
2017-12-31 13F-HR NTES / NetEase, Inc. 345.08 56,088 83,770 49.35 14,797 28,907 95.36
2017-12-31 13F-HR IILG / Interval Leisure Group, Inc. 28.48 54,000 54,000 0.00 1,443 1,538 6.58
2017-12-31 13F-HR CBPX / Continental Building Products, Inc. 28.14 36,000 36,000 0.00 936 1,013 8.23
2017-12-31 13F-HR PAYC / Paycom Software, Inc. 80.35 17,000 17,000 0.00 1,274 1,366 7.22
2017-12-31 13F-HR EQR / Equity Residential 63.77 20,000 132,000 560.00 1,319 8,418 538.21
2017-12-31 13F-HR MMSI / Merit Medical Systems, Inc. 43.23 13,000 13,000 0.00 551 562 2.00
2017-12-31 13F-HR TSS / Total System Services, Inc. 79.10 35,600 14,400 -59.55 2,332 1,139 -51.16
2017-12-31 13F-HR MAA / Mid-America Apartment Communities, Inc. 100.56 117,486 184,486 57.03 12,557 18,552 47.74
2017-12-31 13F-HR PLXS / Plexus Corp. 60.70 52,000 27,000 -48.08 2,916 1,639 -43.79
2017-12-31 13F-HR DEI / Douglas Emmett, Inc. 41.06 104,000 104,000 0.00 4,100 4,270 4.15
2017-12-31 13F-HR WRK / Westrock Company 63.21 72,140 71,140 -1.39 4,093 4,497 9.87
2017-12-31 13F-HR MAT / Mattel, Inc. 15.38 14,000 13,000 -7.14 217 200 -7.83
2017-12-31 13F-HR EXC / Exelon Corp. 39.42 51,000 48,000 -5.88 1,921 1,892 -1.51
2017-12-31 13F-HR MSFT / Microsoft Corp. 85.54 1,958,800 1,915,200 -2.23 145,911 163,826 12.28
2017-12-31 13F-HR OEC / Orion Engineered Carbons S.A. 25.60 0 70,000 0 1,792
2017-12-31 13F-HR WAB / Wabtec Corp. 81.44 64,000 64,000 0.00 4,848 5,212 7.51
2017-12-31 13F-HR COL / Rockwell Collins, Inc. 135.60 97,000 10,000 -89.69 12,679 1,356 -89.31
2017-12-31 13F-HR AXL / American Axle & Manufacturing Holdings, Inc. 17.03 89,000 89,000 0.00 1,565 1,516 -3.13
2017-12-31 13F-HR ACM / AECOM 37.15 145,000 145,000 0.00 5,337 5,387 0.94
2017-12-31 13F-HR CLX / Clorox Company (The) 148.75 8,000 8,000 0.00 1,055 1,190 12.80
2017-12-31 13F-HR MNST / Monster Beverage Corporation New 63.29 21,000 193,400 820.95 1,160 12,240 955.17
2017-12-31 13F-HR SNI / Scripps Networks Interactive, Inc. 85.43 7,000 7,000 0.00 601 598 -0.50
2017-12-31 13F-HR PG / Procter & Gamble Co. (The) 91.88 449,575 476,975 6.09 40,902 43,824 7.14
2017-12-31 13F-HR ABT / Abbott Laboratories 57.07 99,062 426,962 331.00 5,286 24,367 360.97
2017-12-31 13F-HR CRM / Salesforce.com, Inc. 102.23 257,400 240,300 -6.64 24,046 24,566 2.16
2017-12-31 13F-HR GPC / Genuine Parts Co. 95.00 8,000 8,000 0.00 765 760 -0.65
2017-12-31 13F-HR ETN / Eaton Corporation 78.99 26,369 24,369 -7.58 2,025 1,925 -4.94
2017-12-31 13F-HR PNFP / Pinnacle Financial Partners, Inc. 66.30 0 56,000 0 3,713
2017-12-31 13F-HR FL / Foot Locker, Inc. 46.88 33,000 33,000 0.00 1,162 1,547 33.13
2017-12-31 13F-HR LEN / Lennar Corp. 63.27 12,000 11,000 -8.33 634 696 9.78
2017-12-31 13F-HR QCOM / QUALCOMM Incorporated 64.02 470,200 424,600 -9.70 24,375 27,183 11.52
2017-12-31 13F-HR GWPH / GW Pharmaceuticals Plc. 132.00 53,000 31,000 -41.51 5,379 4,092 -23.93
2017-12-31 13F-HR CMCSA / Comcast Corp. 40.05 1,228,400 1,300,100 5.84 47,269 52,069 10.15
2017-12-31 13F-HR SIVB / SVB Financial Group 233.78 51,000 36,000 -29.41 9,542 8,416 -11.80
2017-12-31 13F-HR TAP / Molson Coors Brewing Co. 82.11 10,000 9,000 -10.00 816 739 -9.44
2017-12-31 13F-HR EDR / Education Realty Trust, Inc. 34.92 161,756 96,756 -40.18 5,812 3,379 -41.86
2017-12-31 13F-HR WRI / Weingarten Realty Investors 32.87 103,000 103,000 0.00 3,269 3,386 3.58
2017-12-31 13F-HR ABM / ABM Industries Inc. 37.72 6,000 46,000 666.67 250 1,735 594.00
2017-12-31 13F-HR GPN / Global Payments, Inc. 100.24 75,000 74,000 -1.33 7,127 7,418 4.08
2017-12-31 13F-HR OZRK / Bank of the Ozarks, Inc. 48.45 87,000 87,000 0.00 4,180 4,215 0.84
2017-12-31 13F-HR AJG / Gallagher (ARTHUR J.) & Co. 63.27 13,000 39,700 205.38 800 2,512 214.00
2017-12-31 13F-HR VR / Validus Holdings Ltd. 46.94 41,000 31,000 -24.39 2,018 1,455 -27.90
2017-12-31 13F-HR ELY / Callaway Golf Company 13.93 169,000 169,000 0.00 2,439 2,354 -3.49
2017-12-31 13F-HR CEO / CNOOC Ltd. 143.57 57,500 57,500 0.00 7,458 8,255 10.69
2017-12-31 13F-HR GLPI / Gaming and Leisure Properties, Inc. 37.00 247,000 419,000 69.64 9,112 15,503 70.14
2017-12-31 13F-HR ESS / Essex Property Trust, Inc. 241.36 25,000 25,000 0.00 6,351 6,034 -4.99
2017-12-31 13F-HR VIAV / Viavi Solutions Inc. 8.74 788,000 694,000 -11.93 7,454 6,066 -18.62
2017-12-31 13F-HR DNOW / NOW Inc. 11.03 460,000 460,000 0.00 6,353 5,074 -20.13
2017-12-31 13F-HR HTHT / China Lodging Group Ltd 144.44 27,000 27,000 0.00 3,208 3,900 21.57
2017-12-31 13F-HR PX / Praxair, Inc. 154.69 38,000 24,300 -36.05 5,310 3,759 -29.21
2017-12-31 13F-HR RDS.B / Royal Dutch Shell Plc 68.29 210,000 210,000 0.00 13,133 14,341 9.20
2017-12-31 13F-HR ILMN / Illumina, Inc. 218.52 9,000 10,800 20.00 1,793 2,360 31.62
2017-12-31 13F-HR SAIA / Saia, Inc. 70.75 60,000 75,000 25.00 3,759 5,306 41.15
2017-12-31 13F-HR XLU / SPDR Utilities Select Sector ETF 52.68 1,242,000 1,197,000 -3.62 65,888 63,058 -4.30
2017-12-31 13F-HR TSN / Tyson Foods, Inc. 81.07 169,000 85,000 -49.70 11,906 6,891 -42.12
2017-12-31 13F-HR CVX / Chevron Corp. 125.19 492,800 487,100 -1.16 57,904 60,980 5.31
2017-12-31 13F-HR CMI / Cummins, Inc. 176.65 42,000 40,000 -4.76 7,057 7,066 0.13
2017-12-31 13F-HR KEY / KeyCorp 20.17 50,000 47,000 -6.00 941 948 0.74
2017-12-31 13F-HR ADS / Alliance Data Systems Corp. 253.68 3,900 1,900 -51.28 864 482 -44.21
2017-12-31 13F-HR PNC / PNC Financial Services Group, Inc. (The) 144.29 165,000 153,800 -6.79 22,237 22,192 -0.20
2017-12-31 13F-HR AMX / America Movil S.A.B. de CV 17.15 263,900 313,814 18.91 4,684 5,382 14.90
2017-12-31 13F-HR IAC / IAC/InterActiveCorp. 122.27 30,000 30,000 0.00 3,527 3,668 4.00
2017-12-31 13F-HR TFX / Teleflex, Inc. 248.85 13,000 13,000 0.00 3,146 3,235 2.83
2017-12-31 13F-HR PCG / PG&E Corp. 44.83 29,000 64,000 120.69 1,975 2,869 45.27
2017-12-31 13F-HR NHI / National Health Investors, Inc. 75.38 62,600 62,600 0.00 4,838 4,719 -2.46
2017-12-31 13F-HR KMB / Kimberly-Clark Corp. 120.64 29,000 28,000 -3.45 3,413 3,378 -1.03
2017-12-31 13F-HR WAL / Western Alliance Bancorporation 56.62 146,000 264,000 80.82 7,750 14,948 92.88
2017-12-31 13F-HR GRUB / GrubHub Inc. 71.79 38,000 38,000 0.00 2,001 2,728 36.33
2017-12-31 13F-HR EE / El Paso Electric Co. 55.35 17,000 17,000 0.00 939 941 0.21
2017-12-31 13F-HR MTSI / MACOM Technology Solutions Holdings, Inc. 32.54 35,158 35,158 0.00 1,568 1,144 -27.04
2017-12-31 13F-HR PHM / PulteGroup, Inc. 33.25 8,000 8,000 0.00 219 266 21.46
2017-12-31 13F-HR INTU / Intuit Inc. 157.78 57,700 51,700 -10.40 8,201 8,157 -0.54
2017-12-31 13F-HR CTXS / Citrix Systems, Inc. 88.00 18,000 17,000 -5.56 1,383 1,496 8.17
2017-12-31 13F-HR EPR / EPR Properties 65.46 154,000 154,000 0.00 10,740 10,081 -6.14
2017-12-31 13F-HR RACE / Ferrari N.V. 104.85 78,000 53,000 -32.05 8,617 5,557 -35.51
2017-12-31 13F-HR LILA / Liberty Global plc LiLAC Class A 20.15 92,703 92,703 0.00 2,203 1,868 -15.21
2017-12-31 13F-HR NTAP / NetApp, Inc. 55.32 54,000 53,000 -1.85 2,363 2,932 24.08
2017-12-31 13F-HR VMC / Vulcan Materials Co. (Holding Co.) 128.37 58,700 46,000 -21.64 7,021 5,905 -15.90
2017-12-31 13F-HR PRTA / Prothena Corp plc 37.49 91,000 91,000 0.00 5,894 3,412 -42.11
2017-12-31 13F-HR CRH / CRH Plc 36.09 201,800 94,700 -53.07 7,640 3,418 -55.26
2017-12-31 13F-HR YUM / Yum! Brands, Inc. 81.60 82,000 81,000 -1.22 6,036 6,610 9.51
2017-12-31 13F-HR MTB / M & T Bank Corp. 171.00 10,000 9,000 -10.00 1,610 1,539 -4.41
2017-12-31 13F-HR DRI / Darden Restaurants, Inc. 96.02 95,000 142,000 49.47 7,484 13,635 82.19
2017-12-31 13F-HR CMN / Cantel Medical Corp. 102.89 9,000 9,000 0.00 848 926 9.20
2017-12-31 13F-HR GTLS / Chart Industries, Inc. 46.87 0 38,000 0 1,781
2017-12-31 13F-HR BGFV / Big 5 Sporting Goods Corp. 7.59 74,000 74,000 0.00 566 562 -0.71
2017-12-31 13F-HR PENN / Penn National Gaming, Inc. 31.33 69,000 69,000 0.00 1,614 2,162 33.95
2017-12-31 13F-HR FNF / Fidelity National Financial, Inc. 39.24 54,000 54,000 0.00 2,563 2,119 -17.32
2017-12-31 13F-HR CELG / Celgene Corp. 104.36 206,400 172,200 -16.57 30,097 17,971 -40.29
2017-12-31 13F-HR CHE / Chemed Corp. 243.00 4,000 4,000 0.00 808 972 20.30
2017-12-31 13F-HR UGI / UGI Corp. 46.95 37,000 37,000 0.00 1,734 1,737 0.17
2017-12-31 13F-HR BDC / Belden, Inc. 77.16 77,200 55,000 -28.76 6,217 4,244 -31.74
2017-12-31 13F-HR MDLZ / Mondelez International, Inc. 42.80 384,000 235,000 -38.80 15,613 10,058 -35.58
2017-12-31 13F-HR EL / Estee Lauder Companies, Inc. (THE) 127.24 29,000 96,100 231.38 3,127 12,228 291.05
2017-12-31 13F-HR GCP / GCP Applied Technologies Inc. 31.90 166,000 166,000 0.00 5,096 5,295 3.91
2017-12-31 13F-HR MRCY / Mercury Systems, Inc. 51.34 58,000 58,000 0.00 3,009 2,978 -1.03
2017-12-31 13F-HR THS / TreeHouse Foods, Inc. 49.48 47,000 25,000 -46.81 3,183 1,237 -61.14
2017-12-31 13F-HR TREE / LendingTree, Inc. 340.43 9,000 7,000 -22.22 2,200 2,383 8.32
2017-12-31 13F-HR NEE / NextEra Energy, Inc. 156.18 38,100 36,100 -5.25 5,584 5,638 0.97
2017-12-31 13F-HR F / Ford Motor Co. 12.49 347,000 318,000 -8.36 4,154 3,972 -4.38
2017-12-31 13F-HR ES / Eversource Energy 63.20 16,000 15,000 -6.25 967 948 -1.96
2017-12-31 13F-HR CXO / Concho Resources, Inc. 150.22 13,100 9,000 -31.30 1,726 1,352 -21.67
2017-12-31 13F-HR VZ / Verizon Communications, Inc. 52.93 649,317 505,017 -22.22 32,135 26,731 -16.82
2017-12-31 13F-HR POWI / Power Integrations, Inc. 73.55 31,000 31,000 0.00 2,269 2,280 0.48
2017-12-31 13F-HR HSY / Hershey Company (The) 113.50 8,000 8,000 0.00 873 908 4.01
2017-12-31 13F-HR PE / Parsley Energy, Inc. 29.44 418,000 363,000 -13.16 11,010 10,687 -2.93
2017-12-31 13F-HR HTA / Healthcare Trust of America, Inc. 30.04 145,900 145,900 0.00 4,348 4,383 0.80
2017-12-31 13F-HR CNO / CNO Financial Group, Inc. 24.69 139,000 175,000 25.90 3,244 4,321 33.20
2017-12-31 13F-HR CNDT / Conduent 16.16 437,000 437,000 0.00 6,848 7,062 3.13
2017-12-31 13F-HR RHP / Ryman Hospitality Properties, Inc. 69.02 58,000 58,000 0.00 3,624 4,003 10.46
2017-12-31 13F-HR GXP / Great Plains Energy, Inc. 32.24 125,000 101,000 -19.20 3,788 3,256 -14.04
2017-12-31 13F-HR CMC / Commercial Metals Co. 21.32 208,000 208,000 0.00 3,958 4,435 12.05
2017-12-31 13F-HR BURL / Burlington Stores, Inc. 123.03 126,000 145,000 15.08 12,028 17,839 48.31
2017-12-31 13F-HR ENV / Envestnet, Inc. 49.86 28,000 36,000 28.57 1,428 1,795 25.70
2017-12-31 13F-HR PRA / ProAssurance Corp. 57.16 38,000 38,000 0.00 2,077 2,172 4.57
2017-12-31 13F-HR AOS / Smith (A.O.) Corp. 61.25 39,000 8,000 -79.49 2,318 490 -78.86
2017-12-31 13F-HR SNV / Synovus Financial Corp. 47.94 106,785 106,785 0.00 4,919 5,119 4.07
2017-12-31 13F-HR EIX / Edison International <