CIK: 0001027796 · Show all filings
Period: Q4 2023 (← Previous) (Next →)
Filing Date: Feb 9, 2024
Total Value ($000): $26,602,430 (100.0% shares, 0.0% debt)
| Ticker | Issuer | Shares | Value ($000) | % | Est. Cost | Unrealized | Class | CUSIP |
|---|---|---|---|---|---|---|---|---|
| CTSH | COGNIZANT TECHNOLOGY SOLUTIO | 17,365,198 | $1,311,593 | 4.9% | $59.24 | +12.6% | CL A | 192446102 |
| DOW | DOW INC | 18,560,356 | $1,017,850 | 3.8% | $40.60 | +10.0% | COM | 260557103 |
| COF | CAPITAL ONE FINL CORP | 7,751,043 | $1,016,317 | 3.8% | $85.02 | +22.9% | COM | 14040H105 |
| MGA | MAGNA INTL INC | 12,876,813 | $1,008,126 | 3.8% | $50.63 | -1.9% | COM | 559222401 |
| EIX | EDISON INTL | 13,299,621 | $950,790 | 3.6% | $46.85 | +27.0% | COM | 281020107 |
| BAX | BAXTER INTL INC | 24,270,170 | $938,285 | 3.5% | $35.14 | -4.4% | COM | 071813109 |
| EQH | EQUITABLE HLDGS INC | 26,568,063 | $884,716 | 3.3% | $20.92 | +33.3% | COM | 29452E101 |
| WFC | WELLS FARGO CO NEW | 17,971,719 | $884,568 | 3.3% | $32.99 | +24.4% | COM | 949746101 |
| SSNC | SS&C TECHNOLOGIES HLDGS INC | 14,472,892 | $884,438 | 3.3% | $65.19 | -16.2% | COM | 78467J100 |
| LEA | LEAR CORP | 6,253,857 | $883,107 | 3.3% | $123.41 | +2.2% | COM NEW | 521865204 |
| C | CITIGROUP INC | 16,850,636 | $866,797 | 3.3% | $42.26 | -2.2% | COM NEW | 172967424 |
| UBS | UBS GROUP AG | 30,145,113 | $786,787 | 3.0% | $24.59 | +7.0% | SHS | H42097107 |
| PVH | PVH CORPORATION | 6,345,668 | $774,933 | 2.9% | $88.64 | +0.6% | COM | 693656100 |
| BAC | BANK AMERICA CORP | 20,510,906 | $690,602 | 2.6% | $21.28 | +29.8% | COM | 060505104 |
| MET | METLIFE INC | 10,112,602 | $668,746 | 2.5% | $45.88 | +28.1% | COM | 59156R108 |
| NOV | NOV INC | 31,126,144 | $631,238 | 2.4% | $14.90 | +31.9% | COM | 62955J103 |
| MDT | MEDTRONIC PLC | 7,500,562 | $617,896 | 2.3% | $76.11 | -6.1% | SHS | G5960L103 |
| WAB | WABTEC | 4,551,240 | $577,552 | 2.2% | $72.15 | +54.8% | COM | 929740108 |
| CHTR | CHARTER COMMUNICATIONS INC N | 1,449,425 | $563,363 | 2.1% | $367.20 | +11.0% | CL A | 16119P108 |
| NWL | NEWELL BRANDS INC | 54,096,768 | $469,560 | 1.8% | $15.67 | -55.9% | COM | 651229106 |
| AVT | AVNET INC | 8,632,817 | $435,094 | 1.6% | $29.71 | +51.3% | COM | 053807103 |
| DOX | AMDOCS LTD | 4,239,513 | $372,611 | 1.4% | $68.87 | +14.8% | SHS | G02602103 |
| — | TE CONNECTIVITY LTD | 2,560,162 | $359,703 | 1.4% | $133.60 | — | SHS | H84989104 |
| FMS | FRESENIUS MEDICAL CARE AG | 16,267,492 | $338,852 | 1.3% | $25.31 | — | SPONSORED ADR | 358029106 |
| GIL | GILDAN ACTIVEWEAR INC | 9,602,146 | $317,447 | 1.2% | $24.47 | +27.6% | COM | 375916103 |
| TSN | TYSON FOODS INC | 5,887,724 | $316,465 | 1.2% | $48.65 | -7.4% | CL A | 902494103 |
| SWKS | SKYWORKS SOLUTIONS INC | 2,689,100 | $302,309 | 1.1% | $90.94 | 0.0% | COM | 83088M102 |
| JPM | JPMORGAN CHASE & CO | 1,768,274 | $300,783 | 1.1% | $49.66 | +191.8% | COM | 46625H100 |
| BMY | BRISTOL-MYERS SQUIBB CO | 5,592,816 | $286,967 | 1.1% | $52.94 | -11.2% | COM | 110122108 |
| GPN | GLOBAL PMTS INC | 2,192,227 | $278,413 | 1.0% | $115.47 | -1.9% | COM | 37940X102 |
| VOYA | VOYA FINANCIAL INC | 3,781,018 | $275,863 | 1.0% | $30.44 | +117.4% | COM | 929089100 |
| SHEL | SHELL PLC | 3,898,091 | $256,494 | 1.0% | $57.02 | — | SPON ADS | 780259305 |
| CNO | CNO FINL GROUP INC | 6,982,684 | $194,817 | 0.7% | $15.37 | +57.2% | COM | 12621E103 |
| GS | GOLDMAN SACHS GROUP INC | 472,849 | $182,411 | 0.7% | $129.57 | +145.2% | COM | 38141G104 |
| NOK | NOKIA CORP | 52,313,442 | $178,912 | 0.7% | $3.69 | — | SPONSORED ADR | 654902204 |
| CI | THE CIGNA GROUP | 544,326 | $162,998 | 0.6% | $214.71 | +30.8% | COM | 125523100 |
| GE | GENERAL ELECTRIC CO | 1,266,075 | $161,589 | 0.6% | $59.60 | +53.5% | COM NEW | 369604301 |
| DIS | DISNEY WALT CO | 1,752,900 | $158,269 | 0.6% | $84.57 | +1.9% | COM | 254687106 |
| OLN | OLIN CORP | 2,902,685 | $156,600 | 0.6% | $21.73 | +108.8% | COM PAR $1 | 680665205 |
| MHK | MOHAWK INDS INC | 1,509,564 | $156,240 | 0.6% | $130.88 | -33.1% | COM | 608190104 |
| JELD | JELD-WEN HLDG INC | 7,347,195 | $138,715 | 0.5% | $26.69 | -44.3% | COM | 47580P103 |
| BAP | CREDICORP LTD | 898,597 | $134,727 | 0.5% | $124.96 | -3.8% | COM | G2519Y108 |
| LDOS | LEIDOS HOLDINGS INC | 1,145,120 | $123,948 | 0.5% | $89.43 | +11.3% | COM | 525327102 |
| CAH | CARDINAL HEALTH INC | 1,160,629 | $116,991 | 0.4% | $50.39 | +90.0% | COM | 14149Y108 |
| GAP | GAP INC | 5,577,338 | $116,622 | 0.4% | $11.26 | +34.3% | COM | 364760108 |
| AXTA | AXALTA COATING SYS LTD | 3,402,995 | $115,600 | 0.4% | $27.06 | +10.7% | COM | G0750C108 |
| AIG | AMERICAN INTL GROUP INC | 1,703,682 | $115,424 | 0.4% | $35.75 | +70.1% | COM NEW | 026874784 |
| — | STEELCASE INC | 7,843,245 | $106,041 | 0.4% | $11.30 | — | CL A | 858155203 |
| AXS | AXIS CAP HLDGS LTD | 1,876,890 | $103,923 | 0.4% | $37.51 | +42.4% | SHS | G0692U109 |
| WBS | WEBSTER FINL CORP | 1,998,370 | $101,437 | 0.4% | $36.09 | +19.7% | COM | 947890109 |
| JNJ | JOHNSON & JOHNSON | 637,662 | $99,947 | 0.4% | $150.25 | -4.4% | COM | 478160104 |
| TCOM | TRIP COM GROUP LTD | 2,711,810 | $97,652 | 0.4% | $29.48 | — | ADS | 89677Q107 |
| ELV | ELEVANCE HEALTH INC | 193,550 | $91,270 | 0.3% | $357.60 | +24.9% | COM | 036752103 |
| GD | GENERAL DYNAMICS CORP | 344,778 | $89,529 | 0.3% | $178.57 | +31.2% | COM | 369550108 |
| DRH | DIAMONDROCK HOSPITALITY CO | 9,438,182 | $88,625 | 0.3% | $8.28 | — | COM | 252784301 |
| AYI | ACUITY BRANDS INC | 425,541 | $87,164 | 0.3% | $170.03 | +5.7% | COM | 00508Y102 |
| SPB | SPECTRUM BRANDS HLDGS INC NE | 1,080,699 | $86,207 | 0.3% | $63.59 | +18.5% | COM | 84790A105 |
| REZI | RESIDEO TECHNOLOGIES INC | 4,525,158 | $85,163 | 0.3% | $17.32 | -5.5% | COM | 76118Y104 |
| OEC | ORION S.A. | 3,040,651 | $84,317 | 0.3% | $14.88 | +54.2% | COM | L72967109 |
| AAP | ADVANCE AUTO PARTS INC | 1,299,164 | $79,288 | 0.3% | $63.61 | -17.9% | COM | 00751Y106 |
| PFE | PFIZER INC | 2,723,445 | $78,408 | 0.3% | $27.42 | -3.7% | COM | 717081103 |
| — | MRC GLOBAL INC | 7,001,859 | $77,090 | 0.3% | $9.09 | — | COM | 55345K103 |
| HAL | HALLIBURTON CO | 2,113,066 | $76,387 | 0.3% | $21.55 | +69.1% | COM | 406216101 |
| SCSC | SCANSOURCE INC | 1,893,151 | $74,988 | 0.3% | $34.02 | -1.1% | COM | 806037107 |
| UVV | UNIVERSAL CORP VA | 1,087,062 | $73,181 | 0.3% | $50.95 | +5.1% | COM | 913456109 |
| BDC | BELDEN INC | 914,924 | $70,678 | 0.3% | $49.51 | +49.4% | COM | 077454106 |
| MS | MORGAN STANLEY | 749,791 | $69,918 | 0.3% | $20.20 | +270.4% | COM NEW | 617446448 |
| ADNT | ADIENT PLC | 1,817,382 | $66,080 | 0.2% | $34.31 | +0.0% | ORD SHS | G0084W101 |
| CVS | CVS HEALTH CORP | 824,250 | $65,083 | 0.2% | $65.40 | 0.0% | COM | 126650100 |
| TRS | TRIMAS CORP | 2,552,767 | $64,662 | 0.2% | $25.50 | -3.1% | COM NEW | 896215209 |
| CBRE | CBRE GROUP INC | 672,242 | $62,579 | 0.2% | $84.42 | -7.9% | CL A | 12504L109 |
| HSIC | HENRY SCHEIN INC | 809,558 | $61,292 | 0.2% | $77.08 | -9.2% | COM | 806407102 |
| ASB | ASSOCIATED BANC CORP | 2,826,786 | $60,465 | 0.2% | $13.72 | +20.6% | COM | 045487105 |
| ONB | OLD NATL BANCORP IND | 3,573,865 | $60,363 | 0.2% | $18.21 | -17.5% | COM | 680033107 |
| XOM | EXXON MOBIL CORP | 596,980 | $59,686 | 0.2% | $47.30 | +106.3% | COM | 30231G102 |
| GL | GLOBE LIFE INC | 478,750 | $58,273 | 0.2% | $100.89 | +14.5% | COM | 37959E102 |
| TSM | TAIWAN SEMICONDUCTOR MFG LTD | 556,799 | $57,907 | 0.2% | $58.95 | — | SPONSORED ADS | 874039100 |
| AMWD | AMERICAN WOODMARK CORPORATIO | 618,442 | $57,422 | 0.2% | $64.88 | +20.0% | COM | 030506109 |
| — | MASONITE INTL CORP | 650,500 | $55,071 | 0.2% | $75.45 | — | COM | 575385109 |
| FNF | FIDELITY NATIONAL FINANCIAL | 1,076,590 | $54,928 | 0.2% | $31.92 | +21.6% | FNF GROUP COM | 31620R303 |
| — | GMS INC | 666,161 | $54,912 | 0.2% | $44.50 | — | COM | 36251C103 |
| DAN | DANA INC | 3,667,248 | $53,578 | 0.2% | $14.90 | -16.5% | COM | 235825205 |
| KFY | KORN FERRY | 898,130 | $53,304 | 0.2% | $48.41 | 0.0% | COM NEW | 500643200 |
| COLB | COLUMBIA BKG SYS INC | 1,892,764 | $50,499 | 0.2% | $23.29 | -16.1% | COM | 197236102 |
| MBC | MASTERBRAND INC | 3,394,286 | $50,405 | 0.2% | $8.69 | +47.5% | COMMON STOCK | 57638P104 |
| RGA | REINSURANCE GRP OF AMERICA I | 307,981 | $49,825 | 0.2% | $93.30 | +66.8% | COM NEW | 759351604 |
| UHS | UNIVERSAL HLTH SVCS INC | 322,831 | $49,212 | 0.2% | $133.35 | 0.0% | CL B | 913903100 |
| TBI | TRUEBLUE INC | 3,092,337 | $47,436 | 0.2% | $16.93 | -17.4% | COM | 89785X101 |
| MSM | MSC INDL DIRECT INC | 461,966 | $46,779 | 0.2% | $77.25 | +28.1% | CL A | 553530106 |
| FITB | FIFTH THIRD BANCORP | 1,346,164 | $46,429 | 0.2% | $16.77 | +52.3% | COM | 316773100 |
| WSFS | WSFS FINL CORP | 1,003,447 | $46,088 | 0.2% | $39.68 | -1.1% | COM | 929328102 |
| — | REV GROUP INC | 2,510,881 | $45,623 | 0.2% | $10.03 | — | COM | 749527107 |
| MCK | MCKESSON CORP | 98,163 | $45,448 | 0.2% | $136.55 | +229.8% | COM | 58155Q103 |
| TILE | INTERFACE INC | 3,490,324 | $44,048 | 0.2% | $8.47 | +21.0% | COM | 458665304 |
| USNA | USANA HEALTH SCIENCES INC | 761,615 | $40,823 | 0.2% | $91.07 | -44.5% | COM | 90328M107 |
| ABEV | AMBEV SA | 14,227,442 | $39,837 | 0.1% | $2.91 | — | SPONSORED ADR | 02319V103 |
| HOFT | HOOKER FURNISHINGS CORPORATI | 1,426,039 | $37,191 | 0.1% | $22.20 | -10.1% | COM | 439038100 |
| RF | REGIONS FINANCIAL CORP NEW | 1,899,232 | $36,807 | 0.1% | $7.32 | +105.5% | COM | 7591EP100 |
| — | JUNIPER NETWORKS INC | 1,232,131 | $36,323 | 0.1% | $26.22 | — | COM | 48203R104 |
| CRBG | COREBRIDGE FINL INC | 1,590,098 | $34,442 | 0.1% | $18.40 | +1.6% | COM | 21871X109 |
| UVSP | UNIVEST FINANCIAL CORPORATIO | 1,458,921 | $32,140 | 0.1% | $21.37 | -12.4% | COM | 915271100 |
| — | SYNOVUS FINL CORP | 815,313 | $30,697 | 0.1% | $29.53 | — | COM NEW | 87161C501 |
| CSCO | CISCO SYS INC | 583,559 | $29,481 | 0.1% | $18.84 | +154.6% | COM | 17275R102 |
| — | SKECHERS U S A INC | 469,476 | $29,267 | 0.1% | $41.76 | — | CL A | 830566105 |
| BIDU | BAIDU INC | 244,291 | $29,093 | 0.1% | $158.06 | — | SPON ADR REP A | 056752108 |
| ARW | ARROW ELECTRS INC | 236,971 | $28,970 | 0.1% | $61.89 | +92.8% | COM | 042735100 |
| CNXC | CONCENTRIX CORP | 292,592 | $28,735 | 0.1% | $82.29 | 0.0% | COM | 20602D101 |
| FLEX | FLEX LTD | 941,135 | $28,667 | 0.1% | $8.30 | +141.3% | ORD | Y2573F102 |
| — | AMERICAN EQTY INVT LIFE HLD | 503,490 | $28,095 | 0.1% | $26.78 | — | COM | 025676206 |
| KOP | KOPPERS HOLDINGS INC | 532,573 | $27,278 | 0.1% | $24.17 | +69.9% | COM | 50060P106 |
| GCO | GENESCO INC | 765,354 | $26,948 | 0.1% | $28.38 | +8.3% | COM | 371532102 |
| BFH | BREAD FINANCIAL HOLDINGS INC | 807,557 | $26,601 | 0.1% | $28.52 | +0.9% | COM | 018581108 |
| SHG | SHINHAN FINANCIAL GROUP CO L | 860,127 | $26,475 | 0.1% | $28.10 | — | SPN ADR RESTRD | 824596100 |
| RHI | ROBERT HALF INC. | 300,486 | $26,419 | 0.1% | $79.48 | 0.0% | COM | 770323103 |
| FBIN | FORTUNE BRANDS INNOVATIONS I | 335,735 | $25,563 | 0.1% | $49.85 | +27.1% | COM | 34964C106 |
| KEY | KEYCORP | 1,764,419 | $25,408 | 0.1% | $9.44 | +12.9% | COM | 493267108 |
| CMA | COMERICA INC | 433,997 | $24,221 | 0.1% | $54.44 | -25.3% | COM | 200340107 |
| ZTO | ZTO EXPRESS CAYMAN INC | 1,094,972 | $23,301 | 0.1% | $24.08 | — | SPONSORED ADS A | 98980A105 |
| PAHC | PHIBRO ANIMAL HEALTH CORP | 1,989,558 | $23,039 | 0.1% | $21.31 | -47.0% | CL A COM | 71742Q106 |
| VREX | VAREX IMAGING CORP | 1,076,535 | $22,069 | 0.1% | $25.12 | -24.0% | COM | 92214X106 |
| IVZ | INVESCO LTD | 1,120,370 | $19,987 | 0.1% | $15.68 | -16.7% | SHS | G491BT108 |
| HDB | HDFC BANK LTD | 283,583 | $19,031 | 0.1% | $67.11 | — | SPONSORED ADS | 40415F101 |
| G | GENPACT LIMITED | 505,310 | $17,539 | 0.1% | $25.86 | +29.4% | SHS | G3922B107 |
| MDU | MDU RES GROUP INC | 795,335 | $15,748 | 0.1% | $10.03 | -0.8% | COM | 552690109 |
| MTZ | MASTEC INC | 201,777 | $15,279 | 0.1% | $65.25 | -4.2% | COM | 576323109 |
| MMI | MARCUS & MILLICHAP INC | 278,306 | $12,156 | 0.0% | $32.28 | -0.0% | COM | 566324109 |
| ORCL | ORACLE CORP | 115,138 | $12,139 | 0.0% | $35.15 | +203.6% | COM | 68389X105 |
| ETR | ENTERGY CORP NEW | 110,648 | $11,196 | 0.0% | $30.91 | +46.8% | COM | 29364G103 |
| IBN | ICICI BANK LIMITED | 365,168 | $8,706 | 0.0% | $9.23 | — | ADR | 45104G104 |
| BABA | ALIBABA GROUP HLDG LTD | 62,926 | $4,877 | 0.0% | $111.90 | — | SPONSORED ADS | 01609W102 |
| CIG | CIA ENERGETICA DE MINAS GERA | 1,208,196 | $2,803 | 0.0% | $2.05 | — | SP ADR N-V PFD | 204409601 |
| PBR/A | PETROLEO BRASILEIRO SA PETRO | 167,994 | $2,567 | 0.0% | $9.60 | — | SP ADR NON VTG | 71654V101 |
| SSL | SASOL LTD | 230,453 | $2,291 | 0.0% | $24.24 | — | SPONSORED ADR | 803866300 |
| VALE | VALE S A | 132,495 | $2,101 | 0.0% | $15.86 | — | SPONSORED ADS | 91912E105 |
| — | NATURA &CO HLDG S A | 233,434 | $1,597 | 0.0% | $6.97 | — | ADS | 63884N108 |
| ITUB | ITAU UNIBANCO HLDG S A | 229,723 | $1,597 | 0.0% | $5.32 | — | SPON ADR REP PFD | 465562106 |
| KB | KB FINL GROUP INC | 31,901 | $1,320 | 0.0% | $45.96 | — | SPONSORED ADR | 48241A105 |
| ACWX | ISHARES TR | 19,209 | $980 | 0.0% | $51.04 | — | MSCI ACWI EX US | 464288240 |
| PHG | KONINKLIJKE PHILIPS N V | 35,186 | $821 | 0.0% | $21.69 | — | NY REGIS SHS NEW | 500472303 |
| ING | ING GROEP N.V. | 53,418 | $802 | 0.0% | $12.17 | — | SPONSORED ADR | 456837103 |
| BCS | BARCLAYS PLC | 101,786 | $802 | 0.0% | $9.11 | — | ADR | 06738E204 |
| HSBC | HSBC HLDGS PLC | 17,135 | $695 | 0.0% | $31.16 | — | SPON ADR NEW | 404280406 |
| MT | ARCELORMITTAL SA LUXEMBOURG | 24,162 | $686 | 0.0% | $26.22 | — | NY REGISTRY SH | 03938L203 |
| DVA | DAVITA INC | 5,717 | $599 | 0.0% | $92.39 | 0.0% | COM | 23918K108 |
| ITRN | ITURAN LOCATION AND CONTROL | 21,907 | $597 | 0.0% | $18.98 | +39.3% | SHS | M6158M104 |
| TMUS | T-MOBILE US INC | 3,152 | $505 | 0.0% | $138.81 | +3.1% | COM | 872590104 |
| GILD | GILEAD SCIENCES INC | 5,871 | $476 | 0.0% | $73.85 | -2.3% | COM | 375558103 |
| TRV | TRAVELERS COMPANIES INC | 2,406 | $458 | 0.0% | $169.26 | -1.5% | COM | 89417E109 |
| EXEL | EXELIXIS INC | 18,979 | $455 | 0.0% | $18.18 | +19.6% | COM | 30161Q104 |
| INGR | INGREDION INC | 4,152 | $451 | 0.0% | $92.23 | +8.8% | COM | 457187102 |
| HUM | HUMANA INC | 979 | $448 | 0.0% | $460.83 | +4.1% | COM | 444859102 |
| UTHR | UNITED THERAPEUTICS CORP DEL | 2,022 | $445 | 0.0% | $241.16 | -4.4% | COM | 91307C102 |
| ACGL | ARCH CAP GROUP LTD | 5,971 | $443 | 0.0% | $75.77 | +2.6% | ORD | G0450A105 |
| ULTA | ULTA BEAUTY INC | 884 | $433 | 0.0% | $437.16 | -3.5% | COM | 90384S303 |
| JD | JD.COM INC | 14,965 | $432 | 0.0% | $28.89 | — | SPON ADR CL A | 47215P106 |
| NWG | NATWEST GROUP PLC | 70,432 | $397 | 0.0% | $6.21 | — | SPONS ADR | 639057207 |
| MKL | MARKEL GROUP INC | 227 | $322 | 0.0% | $1366.32 | +3.8% | COM | 570535104 |
| DELL | DELL TECHNOLOGIES INC | 3,860 | $295 | 0.0% | $68.27 | 0.0% | CL C | 24703L202 |
| LPLA | LPL FINL HLDGS INC | 1,187 | $270 | 0.0% | $196.70 | +14.3% | COM | 50212V100 |
| QRVO | QORVO INC | 2,272 | $256 | 0.0% | $137.10 | -29.6% | COM | 74736K101 |
| DLTR | DOLLAR TREE INC | 1,692 | $240 | 0.0% | $118.40 | 0.0% | COM | 256746108 |
| CMCSA | COMCAST CORP NEW | 5,200 | $228 | 0.0% | $36.12 | +11.0% | CL A | 20030N101 |
| SMFG | SUMITOMO MITSUI FINL GROUP I | 23,154 | $224 | 0.0% | $8.02 | — | SPONSORED ADR | 86562M209 |
| VOD | VODAFONE GROUP PLC NEW | 11,936 | $104 | 0.0% | $10.12 | — | SPONSORED ADR | 92857W308 |