Chief Investment Officer

0001055282-18-000001.txt : 20180212 0001055282-18-000001.hdr.sgml : 20180212 20180212100505 ACCESSION NUMBER: 0001055282-18-000001 CONFORMED SUBMISSION TYPE: 13F-HR PUBLIC DOCUMENT COUNT: 2 CONFORMED PERIOD OF REPORT: 20171231 FILED AS OF DATE: 20180212 DATE AS OF CHANGE: 20180212 EFFECTIVENESS DATE: 20180212 FILER: COMPANY DATA: COMPANY CONFORMED NAME: DREMAN VALUE MANAGEMENT, L L C CENTRAL INDEX KEY: 0001055282 IRS NUMBER: 000000000 STATE OF INCORPORATION: DE FILING VALUES: FORM TYPE: 13F-HR SEC ACT: 1934 Act SEC FILE NUMBER: 028-06700 FILM NUMBER: 18594406 BUSINESS ADDRESS: STREET 1: DREMAN VALUE MANAGEMENT, LLC STREET 2: 1515 NORTH FLAGLER DRIVE, SUITE 920 CITY: WEST PALM BEACH STATE: FL ZIP: 33401 BUSINESS PHONE: 8009526667 MAIL ADDRESS: STREET 1: 1515 NORTH FLAGLER DRIVE STREET 2: SUITE 920 CITY: WEST PALM BEACH STATE: FL ZIP: 33401 FORMER COMPANY: FORMER CONFORMED NAME: DREMAN VALUE MANAGEMENT L L C DATE OF NAME CHANGE: 19990121 13F-HR 1 primary_doc.xml 13F-HR LIVE false true false 0001055282 XXXXXXXX 12-31-2017 12-31-2017 DREMAN VALUE MANAGEMENT, L L C

1515 NORTH FLAGLER DRIVE SUITE 920 WEST PALM BEACH FL 33401

13F HOLDINGS REPORT 028-06700 N /s/ David Dreman Chief Investment Officer 800-952-6667 /s/ David Dreman West Palm Beach FL 02-12-2018 0 449 177 false INFORMATION TABLE 2 13F4Q2017FINAL.xml AbbVie INC COM 00287y109 2168 22420 SH SOLE 22420 0 0 Acco Brands Corp COM 00081T108 11 923 SH SOLE 923 0 0 Adient PLC COM G0084W101 39 494 SH SOLE 494 0 0 ADTALEM GLOBAL EDUCATION COM 00737L103 363 8626 SH SOLE 8626 0 0 AECOM TECH CORP DEL COM COM 00766T100 473 12745 SH SOLE 12745 0 0 AES CORP COMMON STOCK USD.01 COM 00130H105 422 38988 SH SOLE 38988 0 0 AETNA INC NEW COM 00817y108 1320 7320 SH SOLE 7320 0 0 Affiliated Managers Group COM 008252108 548 2671 SH SOLE 2671 0 0 AFLAC INC COMMON STOCK USD.1 COM 001055102 2379 27099 SH SOLE 27099 0 0 AGRIUM INC COMMON STOCK NPV COM 008916108 6 53 SH SOLE 53 0 0 Air Lease Corporation COM 00912x302 413 8579 SH SOLE 8579 0 0 AIRCASTLE LTD COM G0129k104 321 13742 SH SOLE 13742 0 0 Ak Steel Holding Corp COM 001547108 10 1852 SH SOLE 1852 0 0 Alaska Air Group Inc. COM 011659109 357 4851 SH SOLE 4851 0 0 Allegiant Travel Co COM 01748X102 46 296 SH SOLE 296 0 0 Alliance Data Systems Corp. COM 018581108 435 1716 SH SOLE 1716 0 0 Alliance Holdings COM 01861g100 31 1160 SH SOLE 1160 0 0 Allianceberstein Hldg COM 01881g106 327 13038 SH SOLE 13038 0 0 ALLSTATE CORPORATION COM 020002101 1281 12237 SH SOLE 12237 0 0 ALLY Financial Inc COM 02005n100 631 21650 SH SOLE 21650 0 0 AMC Networks Inc. Class A COM 00164v103 291 5384 SH SOLE 5384 0 0 Amerco COM 023586100 181 478 SH SOLE 478 0 0 AMERICAN AIRLINES GROUP INC COM 02376R102 49 944 SH SOLE 944 0 0 American Axle & Mfg Hldgs COM 024061103 242 14210 SH SOLE 14210 0 0 American Eagle Outfitters COM 02553e106 64 3415 SH SOLE 3415 0 0 American Equity Investment Life Holding Co COM 025676206 44 1419 SH SOLE 1419 0 0 AMERICAN EXPRESS COMPANY COM 025816109 1407 14170 SH SOLE 14170 0 0 American Financial Group Inc. COM 025932104 8 70 SH SOLE 70 0 0 AMERIPRISE FINANCIAL INC COMMON STOCK USD. COM 03076C106 566 3338 SH SOLE 3338 0 0 Amerisafe Inc. COM 03071h100 12 194 SH SOLE 194 0 0 AMGEN INC COMMON STOCK USD.0001 COM 031162100 1052 6049 SH SOLE 6049 0 0 Amkor Technology Inc. COM 031652100 41 4122 SH SOLE 4122 0 0 AMTRUST FINANCIAL SERVICES COM 032359309 128 12703 SH SOLE 12703 0 0 ANADARKO PETROLEUM CORP COM 032511107 610 11370 SH SOLE 11370 0 0 Andeavor COM 03349m105 619 5410 SH SOLE 5410 0 0 ANIXTER INTL INC COM 035290105 44 584 SH SOLE 584 0 0 Annaly Mtg Mgmt Inc. COM 035710409 448 37679 SH SOLE 37679 0 0 ANTHEM INC. COM 036752103 1339 5949 SH SOLE 5949 0 0 Apollo Commercial Real Estate COM 03762U105 311 16846 SH SOLE 16846 0 0 Apollo Global Management, LLC COM 037612306 373 11141 SH SOLE 11141 0 0 Apple Computer COM 037833100 2043 12070 SH SOLE 12070 0 0 Applied optoelectronics Inc COM 03823u102 242 6407 SH SOLE 6407 0 0 ARCHER DANIELS MIDLAND CO COMMON STOCK NPV COM 039483102 454 11333 SH SOLE 11333 0 0 Ares Capital Corp COM 04010l103 246 15670 SH SOLE 15670 0 0 Ares Management LP Unit COM 04014Y101 101 5051 SH SOLE 5051 0 0 Armour Residential Inc. COM 042315507 127 4954 SH SOLE 4954 0 0 Arris International PLC. COM G0551A103 411 16002 SH SOLE 16002 0 0 ARROW ELECTRONICS INC COMMON STOCK USD1.0 COM 042735100 487 6053 SH SOLE 6053 0 0 Artisan Partners Asset Management Inc COM 04316A108 412 10439 SH SOLE 10439 0 0 ASSURANT INC COMMON STOCK USD.01 COM 04621X108 6 58 SH SOLE 58 0 0 ASTRAZENECA PLC ADR F SPONSORED ADR 1 ADR COM 046353108 6 180 SH SOLE 180 0 0 AT& T INC COM 00206r102 1089 28012 SH SOLE 28012 0 0 Atlas Air Worldwide COM 049164205 13 224 SH SOLE 224 0 0 Avis Budget Group Inc COM 053774105 72 1644 SH SOLE 1644 0 0 Avnet Inc Com COM 053807103 385 9713 SH SOLE 9713 0 0 BANK OF AMERICA CORP COM 060505104 3090 104681 SH SOLE 104681 0 0 Bank of Montreal COM 063671101 1070 13369 SH SOLE 13369 0 0 Bank Of New York Mellon Corp. COM 064058100 2440 45310 SH SOLE 45310 0 0 Bank of Nova Scotia COM 064149107 1107 17152 SH SOLE 17152 0 0 Barclays PLC- ADR COM 06738E204 6 526 SH SOLE 526 0 0 BBT CORP COMMON STOCK USD5.0 COM 054937107 486 9774 SH SOLE 9774 0 0 Bed Bath & Beyond Inc. COM 075896100 233 10587 SH SOLE 10587 0 0 BELDEN INC COM 077454106 365 4730 SH SOLE 4730 0 0 Berkshire Hills Bancorp Inc. COM 084680107 13 359 SH SOLE 359 0 0 BEST BUY CO INC COM 086516101 1049 15324 SH SOLE 15324 0 0 BGC PARTNERS INC CL A COM 05541T101 433 28643 SH SOLE 28643 0 0 BHP BILLITON LTD ADR F SPONSORED ADR 1 ADR COM 088606108 358 7794 SH SOLE 7794 0 0 BHP BILLITON PLC SP ADR COM 05545E209 8 203 SH SOLE 203 0 0 BIG LOTS INC COMMON STOCK USD.01 COM 089302103 38 672 SH SOLE 672 0 0 BIOGEN IDEC INC COM 09062x103 1180 3705 SH SOLE 3705 0 0 Bioverativ Inc. COM 09075e100 1 10 SH SOLE 10 0 0 Blackstone Group LP COM 09253u108 431 13475 SH SOLE 13475 0 0 Blackstone Mortgage Tru-Cl A COM 09257W100 327 10174 SH SOLE 10174 0 0 Block H & R Inc COM 093671105 52 1992 SH SOLE 1992 0 0 Bloomin' Brands Inc. COM 094235108 48 2244 SH SOLE 2244 0 0 Boardwalk Pipeline Partners, LP COM 096627104 151 11684 SH SOLE 11684 0 0 BOEING CO COMMON STOCK USD5.0 COM 097023105 521 1766 SH SOLE 1766 0 0 BofI Holding, Inc COM 05566u108 375 12534 SH SOLE 12534 0 0 Borg Warner Auto COM 099724106 33 654 SH SOLE 654 0 0 BP PLC ADR F SPONSORED ADR 1 ADR REP 6 ORD COM 055622104 151 3596 SH SOLE 3596 0 0 Brighthouse Financial COM 10922n103 201 3431 SH SOLE 3431 0 0 BRINKER INTL INC COM 109641100 286 7363 SH SOLE 7363 0 0 British American Tobacco - Spon ADR COM 110448107 493 7366 SH SOLE 7366 0 0 Brunswick Corp COM 117043109 353 6400 SH SOLE 6400 0 0 Buckeye Partners LP COM 118230101 15 295 SH SOLE 295 0 0 Builders Firstsource Inc COM 12008r107 65 2973 SH SOLE 2973 0 0 BUNGE LIMITED COM G16962105 5 80 SH SOLE 80 0 0 CA INC COMMON STOCK USD.1 COM 12673P105 958 28791 SH SOLE 28791 0 0 Cabot Corp. COM 127055101 373 6052 SH SOLE 6052 0 0 Calatlantic Group Inc. COM 128195104 475 8427 SH SOLE 8427 0 0 Caleres, Inc. COM 129500104 298 8894 SH SOLE 8894 0 0 Campbell Soup Co. COM 134429109 467 9709 SH SOLE 9709 0 0 CANADIAN IMPRL BK COMM COM COM 136069101 1426 14635 SH SOLE 14635 0 0 CAPITAL ONE FINANCIAL CORP COMMON STOCK US COM 14040H105 1192 11966 SH SOLE 11966 0 0 Capstead Mortgage Cp New COM 14067e506 26 3005 SH SOLE 3005 0 0 Cardinal Health Inc. COM 14149Y108 36 590 SH SOLE 590 0 0 CARNIVAL CORP NEW F PAIRED STK SPECIAL VTG COM 143658300 439 6614 SH SOLE 6614 0 0 CATHAY GENERAL BANCORP COM 149150104 38 892 SH SOLE 892 0 0 CBS Corp New Cl B COM 124857202 38 649 SH SOLE 649 0 0 CDW Corp/DE COM 12514G108 9 124 SH SOLE 124 0 0 Celanese Corp. - Series A COM 150870103 503 4693 SH SOLE 4693 0 0 CENTURYLINK INC COMMON STOCK USD1.0 COM 156700106 127 7600 SH SOLE 7600 0 0 CHESAPEAKE ENERGY CORP COM 165167107 3 752 SH SOLE 752 0 0 Chicago Bridge & Iron COM 167250109 77 4750 SH SOLE 4750 0 0 China Mobile LTD Spn ADR COM 16941m109 5 91 SH SOLE 91 0 0 China Telecom Corp Ltd COM 169426103 5 115 SH SOLE 115 0 0 Chubb LTD COM h1467j104 6 41 SH SOLE 41 0 0 CIGNA CORP COMMON STOCK USD.25 COM 125509109 8 39 SH SOLE 39 0 0 Cirrus Logic Inc. COM 172755100 338 6524 SH SOLE 6524 0 0 Cisco Systems Inc. COM 17275R102 2577 67294 SH SOLE 67294 0 0 CITIGROUP INC COM 172967424 2699 36267 SH SOLE 36267 0 0 Citizens Financial Group COM 174610105 1215 28932 SH SOLE 28932 0 0 CITRIX SYSTEMS INC COMMON STOCK USD.001 COM 177376100 20 230 SH SOLE 230 0 0 CNA Financial Corp COM 126117100 494 9313 SH SOLE 9313 0 0 COGNIZANT TECH SOLUTIONS A COMMON STOCK US COM 192446102 332 4680 SH SOLE 4680 0 0 Colony NorthStar, Inc. COM 19625W104 196 17189 SH SOLE 17189 0 0 CommScope Holdings Co., Inc. COM 20337X109 18 489 SH SOLE 489 0 0 Conduent Inc. Common COM 206787103 2 101 SH SOLE 101 0 0 CONE Midstream Partners LP COM 206812109 9 566 SH SOLE 566 0 0 Convergys Corp. COM 212485106 345 14680 SH SOLE 14680 0 0 Cooper Tire And Rubber COM 216831107 259 7315 SH SOLE 7315 0 0 CoreLogic Inc. COM 21871D103 37 791 SH SOLE 791 0 0 CREDIT ACCEPTANCE CORP COM 225310101 531 1643 SH SOLE 1643 0 0 Crown Holdings Inc. COM 228368106 437 7764 SH SOLE 7764 0 0 CSG Systems Intl COM 126349109 340 7763 SH SOLE 7763 0 0 CSRA Inc. COM 12650T104 433 14477 SH SOLE 14477 0 0 CSX Corp COM 126408103 10 185 SH SOLE 185 0 0 CUMMINS INC COMMON STOCK USD2.5 COM 231021106 377 2136 SH SOLE 2136 0 0 CVS CAREMARK CORP COMMON STOCK USD.01 COM 126650100 756 10434 SH SOLE 10434 0 0 CYS Investments COM 12673A108 282 35065 SH SOLE 35065 0 0 Dana Holding Corp COM 235825205 475 14845 SH SOLE 14845 0 0 Deckers Outdoors Corp COM 243537107 46 573 SH SOLE 573 0 0 DELTA AIR LINES INC COM 247361702 1288 23000 SH SOLE 23000 0 0 Deluxe Corp. COM 248019101 58 759 SH SOLE 759 0 0 Deutsche Bank AG REG COM D18190898 9 487 SH SOLE 487 0 0 DICKS SPORTING GOODS INC COM 253393102 13 459 SH SOLE 459 0 0 DISCOVER FINANCIAL SERVICES COMMON STOCK U COM 254709108 38 494 SH SOLE 494 0 0 Discovery Holding Co. Cl A COM 25470f104 107 4790 SH SOLE 4790 0 0 Donnelley Financial Solutions, Inc. COM 25787G100 48 2469 SH SOLE 2469 0 0 DowDuPont COM 26078J100 211 2967 SH SOLE 2967 0 0 DR HORTON INC COMMON STOCK USD.01 COM 23331A109 654 12815 SH SOLE 12815 0 0 DSW Inc. Class A COM 23334L102 35 1641 SH SOLE 1641 0 0 DXC Technologies COM 23355l106 214 2260 SH SOLE 2260 0 0 East West Bancorp Inc. COM 27579R104 8 139 SH SOLE 139 0 0 Eastman Chemical Co COM 277432100 497 5368 SH SOLE 5368 0 0 Eaton Corporation PLC Ordinary COM G29183103 668 8456 SH SOLE 8456 0 0 Ebay Inc COM 278642103 8 207 SH SOLE 207 0 0 Employers Holdings COM 292218104 15 328 SH SOLE 328 0 0 Empresa Nac Electrica SA COM 29244T101 5 190 SH SOLE 190 0 0 ENERGY TRANSFER EQUITY LP COM 29273v100 7 379 SH SOLE 379 0 0 Enersis Americas-Spons ADR COM 29274F104 7 597 SH SOLE 597 0 0 ENERSYS COM 29275Y102 18 253 SH SOLE 253 0 0 Ennis Inc. COM 293389102 285 13722 SH SOLE 13722 0 0 Entercom Communications Corp A COM 293639100 5 425 SH SOLE 425 0 0 Entergy Corp COM 29364G103 433 5321 SH SOLE 5321 0 0 Envision Healthcare Corp COM 29414D100 10 294 SH SOLE 294 0 0 EQT Midstream Partners, LP COM 26885b100 18 252 SH SOLE 252 0 0 ERICSSON LM TEL CL B ADR COM 294821608 4 661 SH SOLE 661 0 0 ESTERLINE TECH CORP COM 297425100 319 4275 SH SOLE 4275 0 0 EXELON CORP COMMON STOCK NPV COM 30161N101 1660 42111 SH SOLE 42111 0 0 EXPRESS SCRIPTS HOLDING CO COM 30219g108 1124 15063 SH SOLE 15063 0 0 F5 Networks Inc COM 315616102 81 616 SH SOLE 616 0 0 FBL Financial Group Cl. A COM 30239f106 35 503 SH SOLE 503 0 0 FEDERATED INVESTORS INC CL B COMMON STOCK COM 314211103 45 1234 SH SOLE 1234 0 0 Ferro Corp COM 315405100 19 811 SH SOLE 811 0 0 FIFTH THIRD BANCORP COM 316773100 517 17049 SH SOLE 17049 0 0 First American Financial COM 31847R102 47 847 SH SOLE 847 0 0 FIRSTENERGY CORP COMMON STOCK USD.1 COM 337932107 121 3943 SH SOLE 3943 0 0 Flextronics Intl. Ltd. COM y2573f102 7 385 SH SOLE 385 0 0 FOOT LOCKER INC N.Y. COM COM 344849104 375 7989 SH SOLE 7989 0 0 Ford Motor Co COM 345370860 784 62739 SH SOLE 62739 0 0 Franklin Resources COM 354613101 515 11884 SH SOLE 11884 0 0 FREEPORT MCMORAN COPPER COMMON STOCK USD.1 COM 35671D857 594 31348 SH SOLE 31348 0 0 Fresh Del Monte Produce Inc COM G36738105 26 549 SH SOLE 549 0 0 GAMESTOP CORP CLASS A COMMON STOCK USD.001 COM 36467W109 10 571 SH SOLE 571 0 0 GANNETT CO., Inc (NEW) COM 36473H104 137 11855 SH SOLE 11855 0 0 Gap Inc. Co. COM 364760108 581 17049 SH SOLE 17049 0 0 Generac Holdings Inc. COM 368736104 433 8753 SH SOLE 8753 0 0 General Motors COM 37045V100 7 174 SH SOLE 174 0 0 Gentex Corp. COM 371901109 21 1002 SH SOLE 1002 0 0 Gilead Sciences, Inc. COM 375558103 1062 14827 SH SOLE 14827 0 0 GOLDMAN SACHS GROUP INC COM 38141g104 1580 6200 SH SOLE 6200 0 0 GOODYEAR TIRE RUBBER CO COMMON STOCK NPV COM 382550101 398 12305 SH SOLE 12305 0 0 Granite Point Mortgage Trust Inc. COM 38741L107 55 3081 SH SOLE 3081 0 0 Greenbrier Companies Inc. COM 393657101 5 97 SH SOLE 97 0 0 Group 1 Automotive Inc COM 398905109 34 477 SH SOLE 477 0 0 GULFPORT ENERGY CORP COM NEW COM 402635304 11 838 SH SOLE 838 0 0 HANESBRANDS INC COM 410345102 426 20361 SH SOLE 20361 0 0 Hannon Armstrong Sustainable Inf. COM 41068X100 14 598 SH SOLE 598 0 0 HARLEY DAVIDSON INC COMMON STOCK USD.01 COM 412822108 356 7003 SH SOLE 7003 0 0 HARTFORD FINL SVCS GRP COM 416515104 1052 18698 SH SOLE 18698 0 0 Hawaiian Holdings In. COM 419879101 37 930 SH SOLE 930 0 0 HCA Holdings Inc COM 40412C101 789 8979 SH SOLE 8979 0 0 HD Supply Holdings, Inc. COM 40416m105 430 10739 SH SOLE 10739 0 0 Healthsouth Corp COM 421924309 37 748 SH SOLE 748 0 0 Heartland Financial USA Inc. COM 42234Q102 14 256 SH SOLE 256 0 0 Herbalife LTD COM G4412G101 6 83 SH SOLE 83 0 0 Herman Miller Inc. Com COM 600544100 57 1424 SH SOLE 1424 0 0 HEWLETT PACKARD ENTERPRISES COM 42824C109 4 264 SH SOLE 264 0 0 Hilltop Holdings Inc. COM 432748101 31 1226 SH SOLE 1226 0 0 HNI Corp COM 404251100 12 305 SH SOLE 305 0 0 Hope Bancorp, Inc. COM 43940T109 302 16549 SH SOLE 16549 0 0 Howard Hughes Corporation COM 44267D107 234 1780 SH SOLE 1780 0 0 HSBC Hldgs PLC Spons-ADR COM 404280406 1 14 SH SOLE 14 0 0 Huntington Bancshares In COM 446150104 8 525 SH SOLE 525 0 0 Huntsman Corp COM 447011107 24 725 SH SOLE 725 0 0 ING GP NV SPSD ADR COM 456837103 8 443 SH SOLE 443 0 0 INGREDION INC COM COM 457187102 22 158 SH SOLE 158 0 0 INNOSPEC INC COM 45768S105 37 529 SH SOLE 529 0 0 Insight Enterprises Inc. COM 45765U103 300 7835 SH SOLE 7835 0 0 Integer Holdings Corporation COM 45826H109 14 314 SH SOLE 314 0 0 Integrated Device Technology, Inc. COM 458118106 42 1405 SH SOLE 1405 0 0 Intel Corp COM 458140100 2538 54992 SH SOLE 54992 0 0 International Paper COM 460146103 472 8142 SH SOLE 8142 0 0 INTERPUBLIC GROUP OF COS INC COMMON STOCK COM 460690100 219 10868 SH SOLE 10868 0 0 INTL BUSINESS MACHINES CORP COMMON STOCK U COM 459200101 898 5850 SH SOLE 5850 0 0 Invesco Ltd COM g491bt108 512 14017 SH SOLE 14017 0 0 Invesco Mortgage Capital COM 46131b100 360 20214 SH SOLE 20214 0 0 J2 Global Inc. COM 48123v102 360 4797 SH SOLE 4797 0 0 JABIL CIRCUIT INC COM 466313103 696 26523 SH SOLE 26523 0 0 Janus Henderson Group PLC COM G4474Y214 45 1171 SH SOLE 1171 0 0 Jetblue Airways Corp. COM 477143101 449 20112 SH SOLE 20112 0 0 JM Smucker Co. COM 832696405 511 4114 SH SOLE 4114 0 0 Johnson Controls International PLC COM g51502105 922 24201 SH SOLE 24201 0 0 Jones Lang Lasalle Inc. COM 48020Q107 598 4013 SH SOLE 4013 0 0 JPMORGAN CHASE & CO COM 46625h100 3697 34571 SH SOLE 34571 0 0 JUNIPER NETWORKS INC COMMON STOCK USD1E 05 COM 48203R104 442 15502 SH SOLE 15502 0 0 Kaiser Alum Corp COM 483007704 17 157 SH SOLE 157 0 0 KB Financial Group Inc-ADR COM 48241a105 10 171 SH SOLE 171 0 0 Keycorp COM 493267108 2015 99894 SH SOLE 99894 0 0 Keysight Technologies Inc. COM 49338L103 500 12014 SH SOLE 12014 0 0 KLA-TENCOR Corp COM 482480100 315 3000 SH SOLE 3000 0 0 Knight-Swift Transportation Holdings Inc. COM 499049104 45 1032 SH SOLE 1032 0 0 KNOLL INC COM 498904200 12 519 SH SOLE 519 0 0 Kohls Corp. COM 500255104 513 9461 SH SOLE 9461 0 0 KORN/FERRY INTL PV $0.10 COM 500643200 59 1418 SH SOLE 1418 0 0 KROGER CO COMMON STOCK USD1.0 COM 501044101 1389 50615 SH SOLE 50615 0 0 Laboratory Corp. Of America Holdings COM 50540r409 1956 12263 SH SOLE 12263 0 0 Ladder Capital Corp COM 505743104 11 829 SH SOLE 829 0 0 Lam Research Corp. COM COM 512807108 11 60 SH SOLE 60 0 0 Lear Corp. COM 521865204 565 3200 SH SOLE 3200 0 0 Legacytexas Financial COM 52471y106 295 6992 SH SOLE 6992 0 0 Leidos Holdings Inc COM 525327102 542 8389 SH SOLE 8389 0 0 LENNAR CORP CL A COMMON STOCK USD.1 COM 526057104 36 577 SH SOLE 577 0 0 Lennar Corp. B shares COM 526057302 9 165 SH SOLE 165 0 0 LGI homes inc COM 50187t106 296 3944 SH SOLE 3944 0 0 LIFEPOINT HOSPITALS INC COM 53219L109 319 6413 SH SOLE 6413 0 0 LINCOLN NATIONAL CORP COMMON STOCK NPV COM 534187109 486 6320 SH SOLE 6320 0 0 Lithia Motors Inc. - Class A COM 536797103 45 394 SH SOLE 394 0 0 Lloyds TSB Group SPD ADR COM 539439109 5 1330 SH SOLE 1330 0 0 LOWES COMPANIES INC COM 548661107 718 7726 SH SOLE 7726 0 0 LYONDELLBASELL INDU-CL A COM N53745100 1305 11828 SH SOLE 11828 0 0 M D C Hldgs Inc Com COM 552676108 301 9453 SH SOLE 9453 0 0 Macy's Inc. COM 55616p104 4 152 SH SOLE 152 0 0 Magna International CL A VTG COM 559222401 645 11388 SH SOLE 11388 0 0 Mallinckrodt PLC COM G5785G107 2 84 SH SOLE 84 0 0 Manpower Inc. COM 56418H100 336 2667 SH SOLE 2667 0 0 Manulife Financial Corp. COM 56501R106 707 33912 SH SOLE 33912 0 0 Marathon Petroleum Corp COM 56585a102 10 146 SH SOLE 146 0 0 Matthews International Corp COM 577128101 276 5230 SH SOLE 5230 0 0 Mckesson Corporation COM 58155Q103 1066 6834 SH SOLE 6834 0 0 MEDICAL PROPERTIES TRUST REIT COM 58463J304 584 42391 SH SOLE 42391 0 0 MEDNAX INC COM 58502B106 17 310 SH SOLE 310 0 0 MEREDITH CORP COM 589433101 14 208 SH SOLE 208 0 0 Meritage Corp. COM 59001A102 59 1156 SH SOLE 1156 0 0 Meritor Inc. COM 59001K100 423 18045 SH SOLE 18045 0 0 METLIFE INC COMMON STOCK USD.01 COM 59156R108 1554 30745 SH SOLE 30745 0 0 MFA FINANCIAL INC REIT USD.01 COM 55272X102 193 24320 SH SOLE 24320 0 0 MGIC Investment Corp/Wi COM 552848103 427 30231 SH SOLE 30231 0 0 Michael Kors Holdings Ltd. COM G60754101 6 101 SH SOLE 101 0 0 MICROSEMI CORPORATION COM 595137100 361 6986 SH SOLE 6986 0 0 Milacron Holdings Corp COM 59870L106 294 15351 SH SOLE 15351 0 0 Minerals Technologies Com COM 603158106 30 434 SH SOLE 434 0 0 Mitsubishi UFJ Financial Group Inc. ADS COM 606822104 8 1057 SH SOLE 1057 0 0 Mizuho Finl Group Inc. COM 60687Y109 6 1662 SH SOLE 1662 0 0 Mobile TeleSystems OJSC ADR COM 607409109 6 583 SH SOLE 583 0 0 Morgan Stanley COM 617446448 1449 27610 SH SOLE 27610 0 0 MSG Networks Inc. COM 553573106 27 1330 SH SOLE 1330 0 0 National General Holdings Corp COM 636220303 29 1482 SH SOLE 1482 0 0 Navient Corp COM 63938C108 41 3071 SH SOLE 3071 0 0 NCR Corp COM 62886E108 16 459 SH SOLE 459 0 0 Neenah Paper Inc. COM 640079109 15 165 SH SOLE 165 0 0 NELNET INC CL A COM 64031N108 41 753 SH SOLE 753 0 0 NETAPP INC COM 64110D104 37 665 SH SOLE 665 0 0 NETGEAR INC. COM 64111Q104 38 653 SH SOLE 653 0 0 New Residential Investment COM 64828T201 447 24976 SH SOLE 24976 0 0 New York Community Bancorp COM 649445103 215 16476 SH SOLE 16476 0 0 New York Mortgage Trust . Inc COM 649604501 91 14796 SH SOLE 14796 0 0 NEWMONT MINING CORP COM 651639106 479 12773 SH SOLE 12773 0 0 NOBLE ENERGY INC COMMON STOCK USD3.333 COM 655044105 158 5438 SH SOLE 5438 0 0 Nomura Hldg Inc Spons- ADR COM 65535H208 8 1294 SH SOLE 1294 0 0 Nordstrom Inc. COM 655664100 385 8122 SH SOLE 8122 0 0 Norwegian Cruise Line Holdings Ltd. COM G66721104 464 8715 SH SOLE 8715 0 0 Nuance Communications, Inc. COM 67020Y100 412 25171 SH SOLE 25171 0 0 NXP Semiconductors NV COM N6596X109 787 6720 SH SOLE 6720 0 0 Oaktree Capital Group, LLC Class A COM 674001201 41 972 SH SOLE 972 0 0 OCCIDENTAL PETE CORP COM 674599105 720 9772 SH SOLE 9772 0 0 Office Depot, Inc. COM 676220106 27 7708 SH SOLE 7708 0 0 OLD NATIONAL BANCORP COM 680033107 34 1947 SH SOLE 1947 0 0 Old Republic Intl Corp COM 680223104 226 10593 SH SOLE 10593 0 0 Omega Healthcare Investors COM 681936100 15 538 SH SOLE 538 0 0 Omnicom Group COM 681919106 471 6471 SH SOLE 6471 0 0 On Assignment, Inc. COM 682159108 45 698 SH SOLE 698 0 0 On Semiconductor Cort COM 682189105 344 16419 SH SOLE 16419 0 0 Onemain Holdings Inc. COM 68268w103 49 1893 SH SOLE 1893 0 0 Oracle Corp COM 68389X105 2203 46596 SH SOLE 46596 0 0 ORANGE-SPON ADR COM 684060106 5 300 SH SOLE 300 0 0 Orbital ATK Inc. COM 68557N103 446 3390 SH SOLE 3390 0 0 ORIX SPONSORED ADR COM 686330101 7 77 SH SOLE 77 0 0 OWENS &MINOR INC HLDG CO COM 690732102 18 948 SH SOLE 948 0 0 OWENS ILLINOIS INC COMMON STOCK USD.01 COM 690768403 342 15422 SH SOLE 15422 0 0 P G E CORP COMMON STOCK NPV COM 69331C108 371 8272 SH SOLE 8272 0 0 PACCAR INC COMMON STOCK USD1.0 COM 693718108 479 6740 SH SOLE 6740 0 0 Party City Holdco Inc. 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