The Securities and Exchange Commission has not necessarily reviewed the information in this filing and has not determined if it is accurate and complete. | |||||||||||||||||||||
UNITED STATES SECURITIES AND EXCHANGE COMMISSION Washington, D.C. 20549 FORM 13F FORM 13F INFORMATION TABLE |
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COLUMN 1 | COLUMN 2 | COLUMN 3 | COLUMN 4 | COLUMN 5 | COLUMN 6 | COLUMN 7 | COLUMN 8 | ||||
VALUE | SHRS OR | SH/ | PUT/ | INVESTMENT | OTHER | VOTING AUTHORITY | |||||
NAME OF ISSUER | TITLE OF CLASS | CUSIP | (x$1000) | PRN AMT | PRN | CALL | DISCRETION | MANAGER | SOLE | SHARED | NONE |
ADIENT PLC ORD SHS | COM | G0084W101 | 873 | 14,898 | SH | SOLE | 6,507 | 0 | 8,391 | ||
ADOBE SYSTEMS | COM | 00724F101 | 9,184 | 89,207 | SH | SOLE | 46,777 | 0 | 42,430 | ||
AES CORP | COM | 00130H105 | 471 | 40,496 | SH | SOLE | 0 | 0 | 40,496 | ||
AETNA INC | COM | 00817Y108 | 14,091 | 113,626 | SH | SOLE | 59,997 | 0 | 53,629 | ||
AFLAC INC | COM | 001055102 | 15,654 | 224,919 | SH | SOLE | 121,407 | 0 | 103,512 | ||
AIR LEASE CORP | COM | 00912X302 | 3,304 | 96,230 | SH | SOLE | 7,370 | 0 | 88,860 | ||
ALLERGAN INC | COM | G0177J108 | 10,595 | 50,451 | SH | SOLE | 27,270 | 0 | 23,181 | ||
ALPHABET INC CLASS A | COM | 02079K305 | 607 | 766 | SH | SOLE | 411 | 0 | 355 | ||
ALTRIA GROUP INC | COM | 02209S103 | 16,552 | 244,783 | SH | SOLE | 137,873 | 0 | 106,910 | ||
AMAG PHARMACEUTICALS | COM | 00163U106 | 224 | 6,437 | SH | SOLE | 2,257 | 0 | 4,180 | ||
AMERICAN EAGLE OUTFITTERS INC. | COM | 02553E106 | 229 | 15,113 | SH | SOLE | 5,814 | 0 | 9,299 | ||
AMERICAN ELECTRIC POWER INC. | COM | 025537101 | 9,419 | 149,600 | SH | SOLE | 69,590 | 0 | 80,010 | ||
AMERICAN EXPRESS | COM | 025816109 | 13,202 | 178,208 | SH | SOLE | 80,714 | 0 | 97,494 | ||
AMGEN INC | COM | 031162100 | 12,587 | 86,086 | SH | SOLE | 51,171 | 0 | 34,915 | ||
ANTHEM INC | COM | 036752103 | 369 | 2,570 | SH | SOLE | 2,570 | 0 | 0 | ||
ANWORTH MORTGAGE | COM | 037347101 | 251 | 48,569 | SH | SOLE | 20,382 | 0 | 28,187 | ||
APPLE INC | COM | 037833100 | 22,430 | 193,663 | SH | SOLE | 120,499 | 0 | 73,164 | ||
APPLIED MATERIALS | COM | 038222105 | 7,471 | 231,524 | SH | SOLE | 72,807 | 0 | 158,717 | ||
ATT INC COM | COM | 00206R102 | 17,746 | 417,260 | SH | SOLE | 200,790 | 0 | 216,470 | ||
BANK OF AMERICA CORP | COM | 060505104 | 29,163 | 1,319,591 | SH | SOLE | 641,381 | 0 | 678,210 | ||
BAXTER INTL INC | COM | 071813109 | 1,104 | 24,900 | SH | SOLE | 24,900 | 0 | 0 | ||
BERRY PLASTICS GROUP INC | COM | 08579W103 | 3,084 | 63,280 | SH | SOLE | 1,820 | 0 | 61,460 | ||
BOEING CO | COM | 097023105 | 15,420 | 99,049 | SH | SOLE | 51,733 | 0 | 47,316 | ||
BOSTON SCIENTIFIC CORP | COM | 101137107 | 14,359 | 663,861 | SH | SOLE | 278,290 | 0 | 385,571 | ||
BROADCOM LIMITED | COM | Y09827109 | 12,356 | 69,900 | SH | SOLE | 42,477 | 0 | 27,423 | ||
BROADRIDGE FINANCIAL SOLUTIONS | COM | 11133T103 | 4,003 | 60,380 | SH | SOLE | 1,780 | 0 | 58,600 | ||
BROCADE COMMUNICATION | COM | 111621306 | 221 | 17,699 | SH | SOLE | 3,760 | 0 | 13,939 | ||
CB RICHARD ELLIS GROUP INC | COM | 12504L109 | 12,604 | 400,252 | SH | SOLE | 209,955 | 0 | 190,297 | ||
CELANESE CORPORATION | COM | 150870103 | 13,730 | 174,369 | SH | SOLE | 69,270 | 0 | 105,099 | ||
CENTENE CORPORATION | COM | 15135B101 | 2,669 | 47,224 | SH | SOLE | 774 | 0 | 46,450 | ||
CHARLES RIVER LABS INTL INC | COM | 159864107 | 2,831 | 37,152 | SH | SOLE | 610 | 0 | 36,542 | ||
CHEVRON CORP | COM | 166764100 | 23,988 | 203,805 | SH | SOLE | 101,011 | 0 | 102,794 | ||
CIRRUS LOGIC INC | COM | 172755100 | 299 | 5,295 | SH | SOLE | 2,305 | 0 | 2,990 | ||
CISCO SYS INC COM | COM | 17275R102 | 18,933 | 626,502 | SH | SOLE | 342,076 | 0 | 284,426 | ||
CITRIX SYSTEMS INC | COM | 177376100 | 12,047 | 134,895 | SH | SOLE | 50,984 | 0 | 83,911 | ||
COMCAST CLASS A | COM | 20030N101 | 1,770 | 25,634 | SH | SOLE | 22,607 | 0 | 3,027 | ||
COMFORT SYSTEMS USA | COM | 199908104 | 240 | 7,196 | SH | SOLE | 2,289 | 0 | 4,907 | ||
CONSTELLATION BRANDS INC CL A | COM | 21036P108 | 3,786 | 24,695 | SH | SOLE | 16,455 | 0 | 8,240 | ||
CSRA INC | COM | 12650T104 | 1,444 | 45,350 | SH | SOLE | 840 | 0 | 44,510 | ||
CUSTOMERS BANCORP | COM | 23204G100 | 341 | 9,518 | SH | SOLE | 4,045 | 0 | 5,473 | ||
CVS HEALTH CORP | COM | 126650100 | 219 | 2,775 | SH | SOLE | 662 | 0 | 2,113 | ||
DELTA AIRLINES | COM | 247361702 | 19,311 | 392,586 | SH | SOLE | 202,123 | 0 | 190,463 | ||
DELUXE CORP | COM | 248019101 | 266 | 3,720 | SH | SOLE | 1,795 | 0 | 1,925 | ||
DICK'S SPORTING GOODS INC | COM | 253393102 | 2,641 | 49,728 | SH | SOLE | 1,399 | 0 | 48,329 | ||
DISCOVER FINANCIAL SVCS | COM | 254709108 | 18,417 | 255,473 | SH | SOLE | 133,522 | 0 | 121,951 | ||
DONNELLEY FINL SOLUTIONS COM | COM | 25787G100 | 559 | 24,304 | SH | SOLE | 447 | 0 | 23,857 | ||
DOW CHEMICAL CO | COM | 260543103 | 14,730 | 257,433 | SH | SOLE | 142,556 | 0 | 114,877 | ||
DTE ENERGY | COM | 233331107 | 2,405 | 24,410 | SH | SOLE | 460 | 0 | 23,950 | ||
EAGLE PHARMACEUTICALS | COM | 269796108 | 311 | 3,917 | SH | SOLE | 1,505 | 0 | 2,412 | ||
EBIX INC | COM | 278715206 | 316 | 5,535 | SH | SOLE | 2,054 | 0 | 3,481 | ||
EMCOR GROUP INC | COM | 29084Q100 | 273 | 3,861 | SH | SOLE | 1,191 | 0 | 2,670 | ||
ENSIGN GROUP INC | COM | 29358P101 | 209 | 9,409 | SH | SOLE | 3,531 | 0 | 5,878 | ||
ENTERGY CORP | COM | 29364G103 | 3,365 | 45,800 | SH | SOLE | 1,170 | 0 | 44,630 | ||
ENTERTAINMENT PROPERTIES TRUST | COM | 26884U109 | 308 | 4,288 | SH | SOLE | 1,514 | 0 | 2,774 | ||
EXELON CORP | COM | 30161N101 | 11,876 | 334,632 | SH | SOLE | 148,062 | 0 | 186,570 | ||
EXXON MOBIL CORP | COM | 30231G102 | 37,230 | 412,471 | SH | SOLE | 214,339 | 0 | 198,132 | ||
FACEBOOK INC | COM | 30303M102 | 5,881 | 51,115 | SH | SOLE | 33,842 | 0 | 17,273 | ||
FIFTH THIRD BANCORP | COM | 316773100 | 4,690 | 173,879 | SH | SOLE | 19,649 | 0 | 154,230 | ||
FOOTLOCKER INC | COM | 344849104 | 3,781 | 53,341 | SH | SOLE | 1,430 | 0 | 51,911 | ||
GAMING AND LEISURE PROPERTIES | COM | 36467J108 | 3,350 | 109,410 | SH | SOLE | 3,070 | 0 | 106,340 | ||
GENERAL ELEC CO | COM | 369604103 | 18,019 | 570,236 | SH | SOLE | 255,956 | 0 | 314,280 | ||
GENERAL MOTORS | COM | 37045V100 | 11,375 | 326,483 | SH | SOLE | 164,605 | 0 | 161,878 | ||
GILEAD SCIENCES INC | COM | 375558103 | 11,402 | 159,227 | SH | SOLE | 92,312 | 0 | 66,915 | ||
GREAT WESTERN BANCORP | COM | 391416104 | 327 | 7,502 | SH | SOLE | 3,162 | 0 | 4,340 | ||
HALLIBURTON CO | COM | 406216101 | 9,882 | 182,701 | SH | SOLE | 67,571 | 0 | 115,130 | ||
HANESBRANDS | COM | 410345102 | 10,290 | 477,035 | SH | SOLE | 247,044 | 0 | 229,991 | ||
HD SUPPLY HOLDINGS INC | COM | 40416M105 | 4,039 | 95,010 | SH | SOLE | 2,750 | 0 | 92,260 | ||
HEALTHSOUTH CORPORATION | COM | 421924309 | 242 | 5,866 | SH | SOLE | 2,286 | 0 | 3,580 | ||
HESS CORP | COM | 42809H107 | 2,991 | 48,013 | SH | SOLE | 5,373 | 0 | 42,640 | ||
HOLLYFRONTIER CORPORATION | COM | 436106108 | 2,200 | 67,150 | SH | SOLE | 1,800 | 0 | 65,350 | ||
HOME DEPOT INC | COM | 437076102 | 16,016 | 119,454 | SH | SOLE | 72,508 | 0 | 46,946 | ||
HONEYWELL INTL | COM | 438516106 | 13,251 | 114,377 | SH | SOLE | 65,340 | 0 | 49,037 | ||
HOSPITALITY PROPERTIES TRUST | COM | 44106M102 | 3,714 | 117,020 | SH | SOLE | 3,440 | 0 | 113,580 | ||
INGREDION INC COM | COM | 457187102 | 4,287 | 34,306 | SH | SOLE | 6,020 | 0 | 28,286 | ||
INTEL CORP | COM | 458140100 | 17,994 | 496,122 | SH | SOLE | 260,771 | 0 | 235,351 | ||
INTERCONTINENTAL EXCHANGE | COM | 45866F104 | 3,543 | 62,800 | SH | SOLE | 62,800 | 0 | 0 | ||
INTL BUSINESS MACHINES | COM | 459200101 | 14,710 | 88,619 | SH | SOLE | 51,695 | 0 | 36,924 | ||
ISHARES BARCLAYS AGGREGATE BON | COM | 464287226 | 2,515 | 23,275 | SH | SOLE | 23,275 | 0 | 0 | ||
JANUS GLOBAL UNCONSTRAINED BON | COM | 47103D439 | 1,592 | 165,809 | SH | SOLE | 165,809 | 0 | 0 | ||
JETBLUE AIRWAYS | COM | 477143101 | 3,347 | 149,272 | SH | SOLE | 3,232 | 0 | 146,040 | ||
JOHNSON CONTROLS PLC | COM | G51502105 | 8,581 | 208,319 | SH | SOLE | 113,347 | 0 | 94,972 | ||
JONES LANG LASALLE INC | COM | 48020Q107 | 2,057 | 20,356 | SH | SOLE | 655 | 0 | 19,701 | ||
JPMORGAN CHASE & CO | COM | 46625H100 | 38,247 | 443,239 | SH | SOLE | 225,209 | 0 | 218,030 | ||
JUNIPER NETWORKS INC | COM | 48203R104 | 3,283 | 116,170 | SH | SOLE | 1,970 | 0 | 114,200 | ||
KEYCORP | COM | 493267108 | 16,431 | 899,343 | SH | SOLE | 306,603 | 0 | 592,740 | ||
KRAFT HEINZ | COM | 500754106 | 15,112 | 173,065 | SH | SOLE | 87,626 | 0 | 85,439 | ||
LABORATORY CORP AMER HLDGS | COM | 50540R409 | 3,050 | 23,760 | SH | SOLE | 410 | 0 | 23,350 | ||
LAM RESEARCH CORPORATION | COM | 512807108 | 4,033 | 38,145 | SH | SOLE | 1,670 | 0 | 36,475 | ||
LEAR CORP | COM | 521865204 | 2,579 | 19,480 | SH | SOLE | 575 | 0 | 18,905 | ||
LENNAR CORP | COM | 526057104 | 15,646 | 364,462 | SH | SOLE | 146,539 | 0 | 217,923 | ||
LENNAR CORP B SHARES | COM | 526057302 | 455 | 13,186 | SH | SOLE | 13,186 | 0 | 0 | ||
LINCOLN NATIONAL CORP | COM | 534187109 | 18,469 | 278,700 | SH | SOLE | 141,879 | 0 | 136,821 | ||
LINDBLAD EXPEDITIONS HOLDINGS | COM | 535219109 | 95 | 10,082 | SH | SOLE | 10,082 | 0 | 0 | ||
LOCKHEED MARTIN CORP | COM | 539830109 | 1,292 | 5,170 | SH | SOLE | 5,131 | 0 | 39 | ||
LSC COMMUNICATIONS INC COM | COM | 50218P107 | 752 | 25,326 | SH | SOLE | 562 | 0 | 24,764 | ||
MACY'S INC | COM | 55616P104 | 4,381 | 122,347 | SH | SOLE | 84,927 | 0 | 37,420 | ||
MANPOWERGROUP INC | COM | 56418H100 | 8,561 | 96,332 | SH | SOLE | 37,425 | 0 | 58,907 | ||
MASCO CORP | COM | 574599106 | 10,382 | 328,339 | SH | SOLE | 97,379 | 0 | 230,960 | ||
MCDONALDS CORP | COM | 580135101 | 7,441 | 61,130 | SH | SOLE | 40,460 | 0 | 20,670 | ||
MFA FINANCIAL INC | COM | 55272X102 | 2,545 | 333,610 | SH | SOLE | 5,390 | 0 | 328,220 | ||
MKS INSTRUMENT INC | COM | 55306N104 | 316 | 5,328 | SH | SOLE | 2,168 | 0 | 3,160 | ||
MYLAN NV | COM | N59465109 | 9,380 | 245,872 | SH | SOLE | 114,489 | 0 | 131,383 | ||
NEENAH PAPER | COM | 640079109 | 320 | 3,756 | SH | SOLE | 1,610 | 0 | 2,146 | ||
NETAPP INC COM | COM | 64110D104 | 2,979 | 84,450 | SH | SOLE | 2,440 | 0 | 82,010 | ||
NORTHROP GRUMMAN CORP | COM | 666807102 | 3,858 | 16,586 | SH | SOLE | 9,226 | 0 | 7,360 | ||
OMEGA HEALTHCARE INVESTORS | COM | 681936100 | 3,184 | 101,864 | SH | SOLE | 1,630 | 0 | 100,234 | ||
OREILLY AUTOMOTIVE | COM | 67103H107 | 3,419 | 12,280 | SH | SOLE | 210 | 0 | 12,070 | ||
PBF ENERGY | COM | 69318G106 | 2,638 | 94,628 | SH | SOLE | 3,692 | 0 | 90,936 | ||
PFIZER INC | COM | 717081103 | 22,109 | 680,687 | SH | SOLE | 352,250 | 0 | 328,437 | ||
PG&E CORP | COM | 69331C108 | 14,212 | 233,872 | SH | SOLE | 121,959 | 0 | 111,913 | ||
PHILLIPS 66 | COM | 718546104 | 13,832 | 160,077 | SH | SOLE | 88,992 | 0 | 71,085 | ||
PHILLIPS VAN HEUSEN CORP | COM | 693656100 | 2,223 | 24,630 | SH | SOLE | 710 | 0 | 23,920 | ||
PPL CORP | COM | 69351T106 | 6,745 | 198,088 | SH | SOLE | 63,614 | 0 | 134,474 | ||
PRINCIPAL FINL GROUP | COM | 74251V102 | 3,310 | 57,200 | SH | SOLE | 1,650 | 0 | 55,550 | ||
PRUDENTIAL FINANCIAL INC | COM | 744320102 | 11,060 | 106,281 | SH | SOLE | 30,071 | 0 | 76,210 | ||
PULTE CORP | COM | 745867101 | 8,528 | 463,982 | SH | SOLE | 215,902 | 0 | 248,080 | ||
RAYTHEON CO | COM | 755111507 | 2,063 | 14,526 | SH | SOLE | 14,469 | 0 | 57 | ||
REGIONS FINANCIAL CORPORATION | COM | 7591EP100 | 168 | 11,730 | SH | SOLE | 0 | 0 | 11,730 | ||
ROSS STORES INC | COM | 778296103 | 5,059 | 77,115 | SH | SOLE | 20,218 | 0 | 56,897 | ||
ROYAL CARIBBEAN CRUISES LTD SH | COM | V7780T103 | 3,118 | 38,010 | SH | SOLE | 1,050 | 0 | 36,960 | ||
RR DONNELLEY & SONS CO | COM | 257867200 | 1,102 | 67,540 | SH | SOLE | 1,498 | 0 | 66,042 | ||
S&P 500 DEPOSITORY RECPTS. | COM | 78462F103 | 3,842 | 17,189 | SH | SOLE | 16,779 | 0 | 410 | ||
SCRIPPS NETWORKS INTERACTIVE | COM | 811065101 | 1,038 | 14,550 | SH | SOLE | 14,550 | 0 | 0 | ||
SIMPSON MANUFACTURING CO | COM | 829073105 | 261 | 5,970 | SH | SOLE | 1,890 | 0 | 4,080 | ||
SINCLAIR BROADCAST GROUP INC | COM | 829226109 | 331 | 9,934 | SH | SOLE | 3,524 | 0 | 6,410 | ||
SKYWEST INC | COM | 830879102 | 363 | 9,966 | SH | SOLE | 2,976 | 0 | 6,990 | ||
SKYWORKS SOLUTIONS INC | COM | 83088M102 | 6,209 | 83,164 | SH | SOLE | 25,909 | 0 | 57,255 | ||
SPRINT CORPORATION | COM | 85207U105 | 3,693 | 438,580 | SH | SOLE | 7,400 | 0 | 431,180 | ||
STEEL DYNAMICS | COM | 858119100 | 4,117 | 115,720 | SH | SOLE | 1,890 | 0 | 113,830 | ||
SUNTRUST BANKS INC | COM | 867914103 | 23,402 | 426,653 | SH | SOLE | 190,470 | 0 | 236,183 | ||
TAKE-TWO INTERACTIVE SOFTWARE | COM | 874054109 | 332 | 6,737 | SH | SOLE | 2,617 | 0 | 4,120 | ||
TARGET CORP COM | COM | 87612E106 | 13,388 | 185,353 | SH | SOLE | 90,831 | 0 | 94,522 | ||
TESORO CORP | COM | 881609101 | 3,090 | 35,333 | SH | SOLE | 3,813 | 0 | 31,520 | ||
THE PRICELINE GROUP INC | COM | 741503403 | 216 | 147 | SH | SOLE | 27 | 0 | 120 | ||
THOR INDUSTRIES | COM | 885160101 | 2,025 | 20,240 | SH | SOLE | 330 | 0 | 19,910 | ||
TRAVELERS COS INC | COM | 89417E109 | 15,611 | 127,519 | SH | SOLE | 65,959 | 0 | 61,560 | ||
TRAVELPORT WORLDWIDE LIMITED | COM | G9019D104 | 245 | 17,381 | SH | SOLE | 7,561 | 0 | 9,820 | ||
TUPPERWARE BRANDS CORP | COM | 899896104 | 2,172 | 41,280 | SH | SOLE | 710 | 0 | 40,570 | ||
TYSON FOODS | COM | 902494103 | 15,393 | 249,564 | SH | SOLE | 102,263 | 0 | 147,301 | ||
UNITED RENTALS INC COM | COM | 911363109 | 4,426 | 41,920 | SH | SOLE | 1,210 | 0 | 40,710 | ||
UNITEDHEALTH GROUP INC | COM | 91324P102 | 3,319 | 20,741 | SH | SOLE | 14,905 | 0 | 5,836 | ||
UNUM CORP | COM | 91529Y106 | 3,505 | 79,790 | SH | SOLE | 2,700 | 0 | 77,090 | ||
VALERO ENERGY CORP COM | COM | 91913Y100 | 14,544 | 212,874 | SH | SOLE | 112,151 | 0 | 100,723 | ||
VECTREN CORP | COM | 92240G101 | 212 | 4,070 | SH | SOLE | 4,070 | 0 | 0 | ||
VERIZON COMMUNICATIONS INC | COM | 92343V104 | 11,405 | 213,658 | SH | SOLE | 122,616 | 0 | 91,042 | ||
WABASH NATIONAL CORP | COM | 929566107 | 311 | 19,655 | SH | SOLE | 8,135 | 0 | 11,520 | ||
WALMART STORES INC | COM | 931142103 | 1,486 | 21,497 | SH | SOLE | 21,386 | 0 | 111 | ||
WALT DISNEY CO | COM | 254687106 | 12,231 | 117,358 | SH | SOLE | 60,644 | 0 | 56,714 | ||
WATERS CORPORATION | COM | 941848103 | 892 | 6,641 | SH | SOLE | 6,641 | 0 | 0 | ||
WELLS FARGO & CO | COM | 949746101 | 334 | 6,060 | SH | SOLE | 5,847 | 0 | 213 | ||
WYNDHAM WORLDWIDE CORP | COM | 98310W108 | 12,030 | 157,529 | SH | SOLE | 64,104 | 0 | 93,425 | ||
ZIMMER BIOMET HOLDINGS INC | COM | 98956P102 | 2,627 | 25,460 | SH | SOLE | 440 | 0 | 25,020 | ||
ZIONS BANC CORP | COM | 989701107 | 3,957 | 91,940 | SH | SOLE | 2,520 | 0 | 89,420 |