CIK: 0001027796 · Show all filings
Period: Q2 2015 (← Previous) (Next →)
Filing Date: Aug 7, 2015
Total Value ($000): $17,721,941 (100.0% shares, 0.0% debt)
| Ticker | Issuer | Shares | Value ($000) | % | Est. Cost | Unrealized | Class | CUSIP |
|---|---|---|---|---|---|---|---|---|
| — | HEWLETT-PACKARD CO | 17,984,993 | $539,730 | 3.0% | $24.89 | — | COM | 428236103 |
| C | CITIGROUP INC | 9,562,226 | $528,217 | 3.0% | $36.02 | +12.6% | COM | 172967424 |
| AIG | AMERICAN INTERNATIONAL GROUP | 8,509,917 | $526,083 | 3.0% | $32.51 | +40.0% | COM | 026874784 |
| BAC | BANK OF AMERICA CORP | 30,419,181 | $517,734 | 2.9% | $10.52 | +24.8% | COM | 060505104 |
| MSFT | MICROSOFT CORP | 10,623,172 | $469,013 | 2.6% | $29.16 | +34.7% | COM | 594918104 |
| ORCL | ORACLE CORP | 11,398,384 | $459,355 | 2.6% | $27.49 | +34.6% | COM | 68389X105 |
| BP | BP PLC - SPONS ADR | 11,369,511 | $454,326 | 2.6% | $41.64 | — | COM | 055622104 |
| NWSA | NEWS CORP - CLASS A | 30,442,522 | $444,156 | 2.5% | $14.85 | -9.2% | COM | 65249B109 |
| — | CIGNA CORP | 2,705,286 | $438,256 | 2.5% | $80.75 | — | COM | 125509109 |
| — | ROYAL DUTCH SHELL PLC ADR | 7,487,007 | $426,834 | 2.4% | $63.80 | — | COM | 780259206 |
| PH | PARKER HANNIFIN CORPORATION | 3,550,288 | $413,005 | 2.3% | $82.82 | +22.6% | COM | 701094104 |
| OMC | OMNICOM GROUP | 5,894,861 | $409,634 | 2.3% | $41.47 | +27.2% | COM | 681919106 |
| MS | MORGAN STANLEY | 9,865,367 | $382,678 | 2.2% | $17.61 | +61.2% | COM | 617446448 |
| JPM | JP MORGAN CHASE & CO | 5,479,983 | $371,324 | 2.1% | $36.69 | +33.9% | COM | 46625H100 |
| WMT | WAL-MART STORES | 5,180,794 | $367,474 | 2.1% | $20.65 | +1.1% | COM | 931142103 |
| VOYA | VOYA FINANCIAL INC. | 7,673,842 | $356,603 | 2.0% | $32.03 | +26.0% | COM | 929089100 |
| BAX | BAXTER INTERNATIONAL INC | 5,030,632 | $351,792 | 2.0% | $32.15 | -2.1% | COM | 071813109 |
| AXS | AXIS CAPITAL HOLDINGS LTD | 6,585,359 | $351,461 | 2.0% | $32.09 | +25.2% | COM | G0692U109 |
| XOM | EXXON MOBIL CORP | 4,195,152 | $349,037 | 2.0% | $55.12 | -1.5% | COM | 30231G102 |
| INTC | INTEL CORPORATION | 11,244,703 | $342,008 | 1.9% | $18.51 | +35.6% | COM | 458140100 |
| — | STAPLES INC | 22,188,292 | $339,703 | 1.9% | $15.37 | — | COM | 855030102 |
| SWK | STANLEY BLACK & DECKER INC | 3,224,699 | $339,367 | 1.9% | $70.52 | +10.1% | COM | 854502101 |
| MET | METLIFE INC | 5,995,550 | $335,691 | 1.9% | $24.63 | +34.5% | COM | 59156R108 |
| GS | GOLDMAN SACHS GROUP INC | 1,545,017 | $322,584 | 1.8% | $120.81 | +36.3% | COM | 38141G104 |
| ABT | ABBOTT LABORATORIES | 6,340,115 | $311,173 | 1.8% | $28.81 | +36.5% | COM | 002824100 |
| PNC | PNC FINANCIAL SERVICES | 2,984,856 | $285,501 | 1.6% | $49.68 | +36.2% | COM | 693475105 |
| UBS | UBS GROUP AG | 12,760,935 | $270,532 | 1.5% | $17.24 | +21.2% | COM | H42097107 |
| — | INTERPUBLIC GROUP OF COS INC | 13,901,251 | $267,877 | 1.5% | $9.90 | +41.7% | COM | 460690100 |
| F | FORD MOTOR COMPANY | 17,719,859 | $265,975 | 1.5% | $8.26 | +6.0% | COM | 345370860 |
| — | BAKER HUGHES INC | 4,232,667 | $261,156 | 1.5% | $46.86 | — | COM | 057224107 |
| BEN | FRANKLIN RESOURCES INC. | 5,306,059 | $260,156 | 1.5% | $30.73 | +1.8% | COM | 354613101 |
| STT | STATE STREET CORP | 3,270,591 | $251,836 | 1.4% | $46.58 | +23.7% | COM | 857477103 |
| AVT | AVNET INC | 6,035,442 | $248,117 | 1.4% | $27.95 | +24.3% | COM | 053807103 |
| — | XL GROUP PLC | 6,102,592 | $227,016 | 1.3% | $33.64 | — | COM | G98290102 |
| MUR | MURPHY OIL CORP | 4,674,915 | $194,336 | 1.1% | $39.55 | -23.2% | COM | 626717102 |
| — | WILLIS GROUP HOLDINGS LTD | 4,101,348 | $192,353 | 1.1% | $41.22 | — | COM | G96666105 |
| RF | REGIONS FINL CORP | 17,063,917 | $176,782 | 1.0% | $6.51 | +6.5% | COM | 7591EP100 |
| LAMR | LAMAR ADVERTISING CO -A | 2,652,136 | $152,445 | 0.9% | $53.64 | — | COM | 512816109 |
| CMA | COMERICA INC | 2,957,942 | $151,802 | 0.9% | $26.61 | +22.4% | COM | 200340107 |
| GLW | CORNING INC | 7,683,393 | $151,593 | 0.9% | $13.55 | +18.9% | COM | 219350105 |
| PGR | PROGRESSIVE CORP | 4,533,665 | $126,172 | 0.7% | $17.72 | +13.4% | COM | 743315103 |
| MAS | MASCO CORP | 4,721,623 | $125,926 | 0.7% | $15.12 | +33.7% | COM | 574599106 |
| WFC | WELLS FARGO CO | 2,222,313 | $124,983 | 0.7% | $28.02 | +47.6% | COM | 949746101 |
| ON | ON SEMICONDUCTOR CORP | 10,237,702 | $119,679 | 0.7% | $8.75 | +40.2% | COM | 682189105 |
| JNJ | JOHNSON & JOHNSON | 1,174,169 | $114,435 | 0.6% | $66.17 | +12.6% | COM | 478160104 |
| — | AETNA INC | 824,734 | $105,121 | 0.6% | $66.35 | — | COM | 00817Y108 |
| — | SUPERIOR ENERGY SERVICES INC | 4,733,009 | $99,583 | 0.6% | $24.34 | — | COM | 868157108 |
| TEX | TEREX CORP | 3,996,888 | $92,928 | 0.5% | $36.88 | -28.5% | COM | 880779103 |
| ACM | AECOM | 2,797,271 | $92,534 | 0.5% | $29.28 | +8.4% | COM | 00766T100 |
| EIX | EDISON INTERNATIONAL | 1,597,509 | $88,790 | 0.5% | $39.78 | -0.8% | COM | 281020107 |
| — | LABORATORY CORP OF AMERICA HOLDINGS | 719,376 | $87,203 | 0.5% | $99.74 | — | COM | 50540R409 |
| CSCO | CISCO SYSTEMS INC | 3,031,377 | $83,242 | 0.5% | $15.77 | +30.8% | COM | 17275R102 |
| — | KELLOGG COMPANY | 1,296,130 | $81,267 | 0.5% | $41.49 | -0.9% | COM | 487836108 |
| KEY | KEY CORP | 5,329,700 | $80,052 | 0.5% | $6.87 | +40.3% | COM | 493267108 |
| NWS | NEWS CORP - CLASS B | 5,483,700 | $78,088 | 0.4% | $14.59 | -8.6% | COM | 65249B208 |
| FITB | FIFTH THIRD BANCORP | 3,493,200 | $72,728 | 0.4% | $12.16 | +15.3% | COM | 316773100 |
| DAN | DANA HOLDING CORP | 3,529,729 | $72,642 | 0.4% | $15.45 | +12.9% | COM | 235825205 |
| PFE | PFIZER INC | 2,159,818 | $72,419 | 0.4% | $17.97 | +15.6% | COM | 717081103 |
| WBS | WEBSTER FINANCIAL CORP. | 1,754,838 | $69,404 | 0.4% | $27.36 | +37.9% | COM | 947890109 |
| CFG | CITIZENS FINANCIAL GROUP | 2,501,841 | $68,325 | 0.4% | $15.71 | +15.5% | COM | 174610105 |
| — | SYNOVUS FINANCIAL CORP | 2,200,121 | $67,808 | 0.4% | $24.92 | — | COM | 87161C501 |
| FLEX | FLEXTRONICS INTERNATIONAL LTD | 5,722,407 | $64,720 | 0.4% | $6.93 | +32.7% | COM | Y2573F102 |
| IVZ | INVESCO LTD | 1,631,500 | $61,165 | 0.3% | $19.60 | +27.1% | COM | G491BT108 |
| DOV | DOVER CORP | 834,269 | $58,549 | 0.3% | $49.33 | 0.0% | COM | 260003108 |
| GNW | GENWORTH FINANCIAL INC CL A | 7,717,118 | $58,419 | 0.3% | $11.82 | -32.5% | COM | 37247D106 |
| ETR | ENTERGY CORP | 796,411 | $56,147 | 0.3% | $20.56 | +19.8% | COM | 29364G103 |
| — | TE CONNECTIVITY LTD. | 872,578 | $56,107 | 0.3% | $45.54 | — | COM | H84989104 |
| CVS | CVS HEALTH CORPORATION | 527,265 | $55,300 | 0.3% | $74.28 | +1.3% | COM | 126650100 |
| — | ACTUANT CORP- A | 2,377,118 | $54,888 | 0.3% | $29.04 | — | COM | 00508X203 |
| — | TORCHMARK CORP | 912,243 | $53,111 | 0.3% | $56.84 | — | COM | 891027104 |
| BDX | BECTON DICKINSON & CO | 373,824 | $52,952 | 0.3% | $79.34 | +48.0% | COM | 075887109 |
| — | TECH DATA CORP | 874,442 | $50,333 | 0.3% | $61.85 | — | COM | 878237106 |
| OC | OWENS CORNING | 1,169,813 | $48,255 | 0.3% | $39.75 | +3.1% | COM | 690742101 |
| KBR | KBR INC | 2,394,550 | $46,646 | 0.3% | $18.88 | -18.8% | COM | 48242W106 |
| ROCK | GIBRALTAR INDUSTRIES INC | 2,189,654 | $44,603 | 0.3% | $16.23 | +11.9% | COM | 374689107 |
| — | ENDURANCE SPECIALTY HOLDINGS | 676,228 | $44,428 | 0.3% | $54.09 | — | COM | G30397106 |
| — | MASONITE INTERNATIONAL CORP | 594,193 | $41,659 | 0.2% | $51.88 | — | COM | 575385109 |
| HIG | THE HARTFORD FINANCIAL SERVICES GROUP INC | 977,801 | $40,647 | 0.2% | $23.83 | +39.7% | COM | 416515104 |
| — | TELEFONICA BRASIL - ADR | 2,853,465 | $39,749 | 0.2% | $14.84 | — | COM | 87936R106 |
| ARW | ARROW ELECTRONICS INC | 698,095 | $38,954 | 0.2% | $56.85 | +6.9% | COM | 042735100 |
| ASB | ASSOCIATED BANC CORP | 1,912,475 | $38,766 | 0.2% | $11.71 | +15.5% | COM | 045487105 |
| NSIT | INSIGHT ENTERPRISES INC | 1,237,026 | $36,999 | 0.2% | $19.42 | +52.9% | COM | 45765U103 |
| AIZ | ASSURANT INC | 552,001 | $36,984 | 0.2% | $43.91 | +18.8% | COM | 04621X108 |
| ACH | OWENS & MINOR INC | 1,087,551 | $36,977 | 0.2% | $28.88 | +0.7% | COM | 690732102 |
| BRC | BRADY CORP CL A | 1,491,492 | $36,900 | 0.2% | $20.66 | +2.4% | COM | 104674106 |
| — | GENERAL CABLE CORP DEL NE | 1,768,979 | $34,902 | 0.2% | $14.95 | — | COM | 369300108 |
| TTEK | TETRA TECH INC | 1,344,254 | $34,467 | 0.2% | $5.19 | -1.2% | COM | 88162G103 |
| — | STANCORP FINANCIAL GROUP | 452,205 | $34,191 | 0.2% | $73.35 | — | COM | 852891100 |
| — | VALIDUS HOLDINGS LTD | 757,398 | $33,318 | 0.2% | $38.22 | — | COM | G9319H102 |
| — | FIRST MIDWEST BANCORP INC | 1,733,198 | $32,879 | 0.2% | $16.09 | — | COM | 320867104 |
| PRI | PRIMERICA INC | 718,963 | $32,849 | 0.2% | $37.87 | +23.3% | COM | 74164M108 |
| — | BBCN BANCORP INC | 2,188,443 | $32,367 | 0.2% | $14.25 | — | COM | 073295107 |
| — | APACHE CORP | 547,150 | $31,532 | 0.2% | $83.86 | — | COM | 037411105 |
| — | NATIONAL PENN BANCSHARES INC | 2,733,386 | $30,833 | 0.2% | $10.23 | — | COM | 637138108 |
| — | TRIPLE-S MANAGEMENT CORP-B | 1,156,963 | $29,688 | 0.2% | $25.66 | — | COM | 896749108 |
| — | ESSENDANT INC | 745,104 | $29,245 | 0.2% | $39.25 | — | COM | 296689102 |
| T | AT&T INC | 823,058 | $29,235 | 0.2% | $12.21 | 0.0% | COM | 00206R102 |
| TRS | TRIMAS CORP | 958,435 | $28,370 | 0.2% | $24.60 | -3.2% | COM | 896215209 |
| DIOD | DIODES INC. | 1,140,007 | $27,486 | 0.2% | $23.22 | +14.6% | COM | 254543101 |
| CMCO | COLUMBUS MCKINNON CORP | 1,072,577 | $26,814 | 0.2% | $23.74 | -4.1% | COM | 199333105 |
| MATW | MATTHEWS INTL CORP - CL A | 503,945 | $26,780 | 0.2% | $28.01 | +40.4% | COM | 577128101 |
| — | TCF FINANCIAL CORP | 1,591,518 | $26,435 | 0.1% | $14.24 | — | COM | 872275102 |
| — | ARGO GROUP INTERNATIONAL | 474,584 | $26,434 | 0.1% | $42.67 | — | COM | G0464B107 |
| SRI | STONERIDGE INC | 2,256,190 | $26,420 | 0.1% | $11.39 | +6.0% | COM | 86183P102 |
| — | CON-WAY INC | 679,364 | $26,067 | 0.1% | $39.33 | — | COM | 205944101 |
| — | ASPEN INSURANCE HOLDINGS LTD | 532,742 | $25,518 | 0.1% | $39.50 | — | COM | G05384105 |
| UPBD | RENT A CENTER INC | 889,444 | $25,216 | 0.1% | $32.89 | -8.7% | COM | 76009N100 |
| — | CUBIC CORP | 516,167 | $24,559 | 0.1% | $50.61 | — | COM | 229669106 |
| — | PHH CORP | 929,448 | $24,194 | 0.1% | $20.38 | — | COM | 693320202 |
| — | L-3 COMMUNICATIONS | 213,223 | $24,175 | 0.1% | $85.74 | — | COM | 502424104 |
| — | LEGG MASON INC | 459,054 | $23,655 | 0.1% | $32.55 | — | COM | 524901105 |
| KSS | KOHLS CORP | 346,875 | $21,718 | 0.1% | $51.96 | +33.6% | COM | 500255104 |
| JBL | JABIL CIRCUIT INC | 918,233 | $19,549 | 0.1% | $17.36 | +24.4% | COM | 466313103 |
| — | SYMETRA FINANCIAL CORP | 755,300 | $18,256 | 0.1% | $22.45 | — | COM | 87151Q106 |
| — | SCHNITZER STEEL INDS INC - A | 1,044,251 | $18,243 | 0.1% | $26.26 | — | COM | 806882106 |
| — | HOSPITALITY PROPERTIES TRUST | 587,397 | $16,929 | 0.1% | $26.87 | — | COM | 44106M102 |
| GTLS | CHART INDUSTRIES INC | 461,954 | $16,515 | 0.1% | $36.63 | 0.0% | COM | 16115Q308 |
| COP | CONOCOPHILLIPS | 265,937 | $16,331 | 0.1% | $45.77 | +1.3% | COM | 20825C104 |
| TPC | TUTOR PERINI CORP | 755,354 | $16,301 | 0.1% | $17.70 | +29.0% | COM | 901109108 |
| — | INGRAM MICRO INC CL-A | 647,315 | $16,202 | 0.1% | $21.95 | — | COM | 457153104 |
| — | ROWAN COMPANIES PLC - A | 730,525 | $15,421 | 0.1% | $28.56 | — | COM | G7665A101 |
| PG | PROCTER & GAMBLE COMPANY | 184,904 | $14,467 | 0.1% | $57.90 | +3.6% | COM | 742718109 |
| — | MONSTER WORLDWIDE INC | 2,063,818 | $13,497 | 0.1% | $4.94 | — | COM | 611742107 |
| RRX | REGAL BELOIT CORP | 185,400 | $13,458 | 0.1% | $73.44 | +5.2% | COM | 758750103 |
| WSFS | WSFS FINANCIAL CORP | 490,826 | $13,424 | 0.1% | $22.50 | +12.9% | COM | 929328102 |
| EPR | EPR PROPERTIES | 239,975 | $13,146 | 0.1% | $53.95 | — | COM | 26884U109 |
| PCG | PG&E CORP | 265,783 | $13,050 | 0.1% | $47.42 | 0.0% | COM | 69331C108 |
| EG | EVEREST RE GROUP LTD | 71,600 | $13,032 | 0.1% | $122.83 | +18.3% | COM | G3223R108 |
| CDW | CDW CORP | 322,409 | $11,052 | 0.1% | $33.01 | 0.0% | COM | 12514G108 |
| GFF | GRIFFON CORPORATION | 692,110 | $11,018 | 0.1% | $7.80 | +53.0% | COM | 398433102 |
| DRH | DIAMONDROCK HOSPITALITY CO. | 839,292 | $10,751 | 0.1% | $9.32 | — | COM | 252784301 |
| EXC | EXELON CORP | 333,668 | $10,484 | 0.1% | $15.05 | +9.1% | COM | 30161N101 |
| TSM | TAIWAN SEMICONDUCTOR - SP ADR | 386,375 | $8,775 | 0.0% | $17.28 | — | COM | 874039100 |
| — | WELLCARE HEALTH PLANS INC | 99,706 | $8,458 | 0.0% | $58.57 | — | COM | 94946T106 |
| — | ACE LTD | 76,171 | $7,745 | 0.0% | $103.13 | — | COM | H0023R105 |
| BPOP | POPULAR INC. | 246,480 | $7,113 | 0.0% | $23.60 | +7.4% | COM | 733174700 |
| CTSH | COGNIZANT TECH SOLUTIONS - A | 111,341 | $6,802 | 0.0% | $53.07 | +4.9% | COM | 192446102 |
| ALL | ALLSTATE CORP | 102,015 | $6,618 | 0.0% | $37.30 | +45.6% | COM | 020002101 |
| IBN | ICICI BANK LTD - SPON ADR | 592,750 | $6,176 | 0.0% | $10.36 | — | COM | 45104G104 |
| G | GENPACT LTD | 280,200 | $5,977 | 0.0% | $19.51 | +3.9% | COM | G3922B107 |
| — | ARC DOCUMENT SOLUTIONS INC | 762,459 | $5,802 | 0.0% | $4.54 | — | COM | 00191G103 |
| INFY | NFOSYS LTD - SP ADR | 243,756 | $3,864 | 0.0% | $25.46 | — | COM | 456788108 |
| WIT | WIPRO LTD - ADR | 254,675 | $3,048 | 0.0% | $13.32 | — | COM | 97651M109 |
| — | KEY ENERGY SERVICES INC | 1,414,936 | $2,547 | 0.0% | $1.82 | — | COM | 492914106 |
| SHG | SHINHAN FINANCIAL GROUP - ADR | 46,325 | $1,717 | 0.0% | $45.25 | — | COM | 824596100 |
| UVV | UNIVERSAL CORP | 29,036 | $1,664 | 0.0% | $50.58 | 0.0% | COM | 913456109 |
| — | STEEL EXCEL INC | 67,212 | $1,398 | 0.0% | $35.35 | — | COM | 858122203 |
| IWN | ISHARES RUSSELL 2000 VALUE | 13,210 | $1,347 | 0.0% | $101.97 | — | COM | 464287630 |
| PBR | PETROLEO BRASILEIRO S.A. - ADR | 76,100 | $689 | 0.0% | $14.63 | — | COM | 71654V408 |
| MWA | MUELLER WATER PRODUCTS INC | 41,158 | $375 | 0.0% | $5.51 | +48.0% | COM | 624758108 |
| USNZY | USINAS SIDERURG MINAS SP ADR | 37,407 | $51 | 0.0% | $1.96 | — | COM | 917302200 |