CIK: 0001027796 · Show all filings
Period: Q3 2015 (← Previous) (Next →)
Filing Date: Nov 6, 2015
Total Value ($000): $15,706,604 (100.0% shares, 0.0% debt)
| Ticker | Issuer | Shares | Value ($000) | % | Est. Cost | Unrealized | Class | CUSIP |
|---|---|---|---|---|---|---|---|---|
| — | HEWLETT-PACKARD CO | 19,143,841 | $490,274 | 3.1% | $24.93 | — | COM | 428236103 |
| BAC | BANK OF AMERICA CORP | 29,871,875 | $465,404 | 3.0% | $10.52 | +27.8% | COM | 060505104 |
| AIG | AMERICAN INTERNATIONAL GROUP | 8,187,787 | $465,230 | 3.0% | $32.51 | +45.2% | COM | 026874784 |
| C | CITIGROUP INC | 9,310,992 | $461,918 | 2.9% | $36.02 | +13.1% | COM | 172967424 |
| XOM | EXXON MOBIL CORP | 6,109,850 | $454,267 | 2.9% | $53.23 | -7.8% | COM | 30231G102 |
| MSFT | MICROSOFT CORP | 10,161,006 | $449,726 | 2.9% | $29.16 | +33.5% | COM | 594918104 |
| — | ROYAL DUTCH SHELL PLC ADR | 9,267,589 | $439,191 | 2.8% | $60.65 | — | COM | 780259206 |
| WMT | WAL-MART STORES | 6,323,926 | $410,043 | 2.6% | $20.34 | -7.0% | COM | 931142103 |
| ORCL | ORACLE CORP | 11,089,893 | $400,567 | 2.6% | $27.49 | +19.7% | COM | 68389X105 |
| OMC | OMNICOM GROUP | 5,933,010 | $390,985 | 2.5% | $41.47 | +18.8% | COM | 681919106 |
| NWSA | NEWS CORP - CLASS A | 29,988,382 | $378,453 | 2.4% | $14.85 | -17.6% | COM | 65249B109 |
| PH | PARKER HANNIFIN CORPORATION | 3,515,269 | $342,036 | 2.2% | $82.82 | +10.6% | COM | 701094104 |
| INTC | INTEL CORPORATION | 11,264,851 | $339,523 | 2.2% | $18.51 | +22.3% | COM | 458140100 |
| JPM | JP MORGAN CHASE & CO | 5,442,892 | $331,853 | 2.1% | $36.69 | +35.2% | COM | 46625H100 |
| AXS | AXIS CAPITAL HOLDINGS LTD | 5,872,056 | $315,447 | 2.0% | $32.09 | +29.8% | COM | G0692U109 |
| MS | MORGAN STANLEY | 9,678,165 | $304,862 | 1.9% | $17.61 | +54.8% | COM | 617446448 |
| SWK | STANLEY BLACK & DECKER INC | 3,113,709 | $301,967 | 1.9% | $70.52 | +11.8% | COM | 854502101 |
| — | STAPLES INC | 25,499,485 | $299,109 | 1.9% | $14.90 | — | COM | 855030102 |
| BP | BP PLC - SPONS ADR | 9,735,771 | $297,525 | 1.9% | $41.64 | — | COM | 055622104 |
| BEN | FRANKLIN RESOURCES INC. | 7,728,411 | $287,961 | 1.8% | $29.40 | -9.9% | COM | 354613101 |
| VOYA | VOYA FINANCIAL INC. | 7,391,943 | $286,586 | 1.8% | $32.03 | +23.0% | COM | 929089100 |
| MET | METLIFE INC | 5,974,707 | $281,707 | 1.8% | $24.63 | +33.6% | COM | 59156R108 |
| GS | GOLDMAN SACHS GROUP INC | 1,536,725 | $267,021 | 1.7% | $120.81 | +31.5% | COM | 38141G104 |
| — | INTERPUBLIC GROUP OF COS INC | 13,685,979 | $261,813 | 1.7% | $9.90 | +37.2% | COM | 460690100 |
| — | CIGNA CORP | 1,882,912 | $254,231 | 1.6% | $80.75 | — | COM | 125509109 |
| PNC | PNC FINANCIAL SERVICES | 2,843,098 | $253,604 | 1.6% | $49.68 | +36.2% | COM | 693475105 |
| F | FORD MOTOR COMPANY | 18,338,281 | $248,850 | 1.6% | $8.25 | -1.3% | COM | 345370860 |
| AVT | AVNET INC | 5,662,927 | $241,694 | 1.5% | $27.95 | +17.9% | COM | 053807103 |
| UBS | UBS GROUP AG | 12,635,636 | $234,012 | 1.5% | $17.24 | +22.9% | COM | H42097107 |
| — | WILLIS GROUP HOLDINGS LTD | 5,578,508 | $228,551 | 1.5% | $41.16 | — | COM | G96666105 |
| — | XL GROUP PLC | 6,055,984 | $219,953 | 1.4% | $33.64 | — | COM | G98290102 |
| STT | STATE STREET CORP | 3,254,783 | $218,754 | 1.4% | $46.58 | +18.7% | COM | 857477103 |
| ABT | ABBOTT LABORATORIES | 5,188,346 | $208,675 | 1.3% | $28.81 | +34.7% | COM | 002824100 |
| RF | REGIONS FINL CORP | 22,772,622 | $205,181 | 1.3% | $6.59 | +3.7% | COM | 7591EP100 |
| BAX | BAXTER INTERNATIONAL INC | 4,863,446 | $159,764 | 1.0% | $32.15 | -0.3% | COM | 071813109 |
| — | BAKER HUGHES INC | 2,707,702 | $140,909 | 0.9% | $46.86 | — | COM | 057224107 |
| LAMR | LAMAR ADVERTISING CO -A | 2,545,715 | $132,835 | 0.8% | $53.64 | — | COM | 512816109 |
| DOV | DOVER CORP | 2,258,272 | $129,128 | 0.8% | $44.84 | -5.9% | COM | 260003108 |
| — | BAXALTA INC | 4,094,765 | $129,026 | 0.8% | $31.51 | — | COM | 07177M103 |
| MUR | MURPHY OIL CORP | 4,738,285 | $114,666 | 0.7% | $39.31 | -45.3% | COM | 626717102 |
| JNJ | JOHNSON & JOHNSON | 1,174,169 | $109,609 | 0.7% | $66.17 | +9.5% | COM | 478160104 |
| WFC | WELLS FARGO CO | 2,047,963 | $105,163 | 0.7% | $28.02 | +46.6% | COM | 949746101 |
| ON | ON SEMICONDUCTOR CORP | 10,988,475 | $103,292 | 0.7% | $8.85 | +14.9% | COM | 682189105 |
| EIX | EDISON INTERNATIONAL | 1,594,925 | $100,592 | 0.6% | $39.78 | -1.2% | COM | 281020107 |
| MAS | MASCO CORP | 3,485,282 | $87,759 | 0.6% | $15.12 | +45.5% | COM | 574599106 |
| PGR | PROGRESSIVE CORP | 2,821,040 | $86,437 | 0.6% | $17.72 | +25.6% | COM | 743315103 |
| — | KELLOGG COMPANY | 1,296,130 | $86,257 | 0.5% | $41.49 | +4.3% | COM | 487836108 |
| GLW | CORNING INC | 4,794,326 | $82,079 | 0.5% | $13.55 | +0.6% | COM | 219350105 |
| CSCO | CISCO SYSTEMS INC | 3,031,377 | $79,574 | 0.5% | $15.77 | +24.1% | COM | 17275R102 |
| TEX | TEREX CORP | 4,336,634 | $77,799 | 0.5% | $35.70 | -38.9% | COM | 880779103 |
| ACM | AECOM | 2,793,606 | $76,852 | 0.5% | $29.28 | -4.6% | COM | 00766T100 |
| CMA | COMERICA INC | 1,818,056 | $74,722 | 0.5% | $26.61 | +14.9% | COM | 200340107 |
| — | APACHE CORP | 1,878,425 | $73,559 | 0.5% | $52.18 | — | COM | 037411105 |
| KEY | KEY CORP | 5,237,925 | $68,145 | 0.4% | $6.87 | +35.9% | COM | 493267108 |
| PFE | PFIZER INC | 2,159,818 | $67,840 | 0.4% | $17.97 | +14.7% | COM | 717081103 |
| FITB | FIFTH THIRD BANCORP | 3,493,200 | $66,056 | 0.4% | $12.16 | +16.3% | COM | 316773100 |
| DAN | DANA HOLDING CORP | 4,122,754 | $65,469 | 0.4% | $15.33 | -4.6% | COM | 235825205 |
| — | AETNA INC | 588,309 | $64,367 | 0.4% | $66.35 | — | COM | 00817Y108 |
| NWS | NEWS CORP - CLASS B | 4,960,905 | $63,599 | 0.4% | $14.59 | -16.7% | COM | 65249B208 |
| — | SUPERIOR ENERGY SERVICES INC | 4,975,635 | $62,842 | 0.4% | $23.77 | — | COM | 868157108 |
| FLEX | FLEXTRONICS INTERNATIONAL LTD | 5,843,782 | $61,593 | 0.4% | $6.96 | +16.8% | COM | Y2573F102 |
| WBS | WEBSTER FINANCIAL CORP. | 1,707,613 | $60,842 | 0.4% | $27.36 | +36.1% | COM | 947890109 |
| ALL | ALLSTATE CORP | 1,027,087 | $59,818 | 0.4% | $48.52 | +2.6% | COM | 020002101 |
| CFG | CITIZENS FINANCIAL GROUP | 2,501,841 | $59,694 | 0.4% | $15.71 | +11.7% | COM | 174610105 |
| CVE | CENOVUS ENERGY INC. | 3,937,345 | $59,690 | 0.4% | $11.67 | 0.0% | COM | 15135U109 |
| — | SYNOVUS FINANCIAL CORP | 1,805,094 | $53,431 | 0.3% | $24.92 | — | COM | 87161C501 |
| — | TE CONNECTIVITY LTD. | 872,578 | $52,259 | 0.3% | $45.54 | — | COM | H84989104 |
| ETR | ENTERGY CORP | 796,411 | $51,846 | 0.3% | $20.56 | +9.6% | COM | 29364G103 |
| — | TORCHMARK CORP | 908,218 | $51,223 | 0.3% | $56.84 | — | COM | 891027104 |
| CVS | CVS HEALTH CORPORATION | 527,265 | $50,871 | 0.3% | $74.28 | +4.7% | COM | 126650100 |
| — | ACTUANT CORP- A | 2,734,071 | $50,280 | 0.3% | $27.65 | — | COM | 00508X203 |
| BDX | BECTON DICKINSON & CO | 373,824 | $49,591 | 0.3% | $79.34 | +50.3% | COM | 075887109 |
| QCOM | QUALCOMM INC | 879,185 | $47,239 | 0.3% | $44.14 | 0.0% | COM | 747525103 |
| — | ENDURANCE SPECIALTY HOLDINGS | 733,721 | $44,779 | 0.3% | $54.64 | — | COM | G30397106 |
| G | GENPACT LTD | 1,817,984 | $42,923 | 0.3% | $20.18 | +0.6% | COM | G3922B107 |
| KBR | KBR INC | 2,394,550 | $39,893 | 0.3% | $18.88 | -19.8% | COM | 48242W106 |
| — | CON-WAY INC | 835,417 | $39,641 | 0.3% | $40.85 | — | COM | 205944101 |
| IVZ | INVESCO LTD | 1,269,047 | $39,632 | 0.3% | $19.60 | +13.7% | COM | G491BT108 |
| ROCK | GIBRALTAR INDUSTRIES INC | 2,105,009 | $38,627 | 0.2% | $16.23 | +12.9% | COM | 374689107 |
| — | TELEFONICA BRASIL - ADR | 3,918,272 | $35,774 | 0.2% | $13.29 | — | COM | 87936R106 |
| GNW | GENWORTH FINANCIAL INC CL A | 7,641,693 | $35,305 | 0.2% | $11.82 | -50.2% | COM | 37247D106 |
| DIOD | DIODES INC. | 1,645,938 | $35,174 | 0.2% | $22.71 | -5.1% | COM | 254543101 |
| — | BBCN BANCORP INC | 2,296,659 | $34,496 | 0.2% | $14.29 | — | COM | 073295107 |
| — | TECH DATA CORP | 502,223 | $34,402 | 0.2% | $61.85 | — | COM | 878237106 |
| — | MASONITE INTERNATIONAL CORP | 556,206 | $33,695 | 0.2% | $51.88 | — | COM | 575385109 |
| — | VALIDUS HOLDINGS LTD | 742,948 | $33,485 | 0.2% | $38.22 | — | COM | G9319H102 |
| ACH | OWENS & MINOR INC | 1,037,426 | $33,135 | 0.2% | $28.88 | +2.5% | COM | 690732102 |
| ASB | ASSOCIATED BANC CORP | 1,830,525 | $32,895 | 0.2% | $11.71 | +14.5% | COM | 045487105 |
| NSIT | INSIGHT ENTERPRISES INC | 1,240,457 | $32,066 | 0.2% | $19.42 | +36.2% | COM | 45765U103 |
| TTEK | TETRA TECH INC | 1,268,429 | $30,836 | 0.2% | $5.19 | -1.4% | COM | 88162G103 |
| — | NATIONAL PENN BANCSHARES INC | 2,584,286 | $30,365 | 0.2% | $10.23 | — | COM | 637138108 |
| OC | OWENS CORNING | 717,291 | $30,062 | 0.2% | $39.75 | +10.9% | COM | 690742101 |
| — | LABORATORY CORP OF AMERICA HOLDINGS | 273,766 | $29,695 | 0.2% | $99.74 | — | COM | 50540R409 |
| — | FIRST MIDWEST BANCORP INC | 1,649,923 | $28,940 | 0.2% | $16.09 | — | COM | 320867104 |
| — | TRIPLE-S MANAGEMENT CORP-B | 1,609,269 | $28,661 | 0.2% | $23.45 | — | COM | 896749108 |
| BRC | BRADY CORP CL A | 1,428,017 | $28,075 | 0.2% | $20.66 | -11.1% | COM | 104674106 |
| — | ASPEN INSURANCE HOLDINGS LTD | 594,183 | $27,612 | 0.2% | $40.22 | — | COM | G05384105 |
| AIZ | ASSURANT INC | 346,520 | $27,379 | 0.2% | $43.91 | +38.1% | COM | 04621X108 |
| SRI | STONERIDGE INC | 2,183,711 | $26,947 | 0.2% | $11.39 | +4.2% | COM | 86183P102 |
| T | AT&T INC | 823,058 | $26,815 | 0.2% | $12.21 | +0.4% | COM | 00206R102 |
| — | ARGO GROUP INTERNATIONAL | 458,984 | $25,974 | 0.2% | $42.67 | — | COM | G0464B107 |
| UVV | UNIVERSAL CORP | 499,385 | $24,755 | 0.2% | $52.41 | +0.2% | COM | 913456109 |
| MATW | MATTHEWS INTL CORP - CL A | 474,974 | $23,259 | 0.1% | $28.01 | +43.9% | COM | 577128101 |
| — | TCF FINANCIAL CORP | 1,513,318 | $22,942 | 0.1% | $14.24 | — | COM | 872275102 |
| — | ESSENDANT INC | 707,229 | $22,935 | 0.1% | $39.25 | — | COM | 296689102 |
| — | L-3 COMMUNICATIONS | 213,223 | $22,286 | 0.1% | $85.74 | — | COM | 502424104 |
| — | LEGG MASON INC | 522,029 | $21,722 | 0.1% | $33.64 | — | COM | 524901105 |
| UPBD | RENT A CENTER INC | 871,989 | $21,146 | 0.1% | $32.89 | -18.3% | COM | 76009N100 |
| — | CUBIC CORP | 500,868 | $21,006 | 0.1% | $50.61 | — | COM | 229669106 |
| CTSH | COGNIZANT TECH SOLUTIONS - A | 333,132 | $20,857 | 0.1% | $54.79 | +1.6% | COM | 192446102 |
| — | GENERAL CABLE CORP DEL NE | 1,709,779 | $20,346 | 0.1% | $14.95 | — | COM | 369300108 |
| — | STANCORP FINANCIAL GROUP | 176,601 | $20,168 | 0.1% | $73.35 | — | COM | 852891100 |
| CMCO | COLUMBUS MCKINNON CORP | 1,110,370 | $20,164 | 0.1% | $23.59 | -18.4% | COM | 199333105 |
| WSFS | WSFS FINANCIAL CORP | 594,208 | $17,119 | 0.1% | $23.48 | +19.8% | COM | 929328102 |
| — | SYMETRA FINANCIAL CORP | 528,372 | $16,718 | 0.1% | $22.45 | — | COM | 87151Q106 |
| PRI | PRIMERICA INC | 364,514 | $16,429 | 0.1% | $37.87 | +15.6% | COM | 74164M108 |
| KSS | KOHLS CORP | 346,875 | $16,064 | 0.1% | $51.96 | +8.2% | COM | 500255104 |
| — | INGRAM MICRO INC CL-A | 558,725 | $15,220 | 0.1% | $21.95 | — | COM | 457153104 |
| — | ACE LTD | 147,188 | $15,219 | 0.1% | $103.26 | — | COM | H0023R105 |
| — | HOSPITALITY PROPERTIES TRUST | 587,696 | $15,033 | 0.1% | $26.87 | — | COM | 44106M102 |
| ARW | ARROW ELECTRONICS INC | 261,889 | $14,477 | 0.1% | $56.85 | -2.3% | COM | 042735100 |
| HIG | THE HARTFORD FINANCIAL SERVICES GROUP INC | 313,800 | $14,366 | 0.1% | $23.83 | +55.2% | COM | 416515104 |
| PCG | PG&E CORP | 262,800 | $13,876 | 0.1% | $47.42 | -0.8% | COM | 69331C108 |
| — | SCHNITZER STEEL INDS INC - A | 1,014,551 | $13,737 | 0.1% | $26.26 | — | COM | 806882106 |
| PG | PROCTER & GAMBLE COMPANY | 184,904 | $13,302 | 0.1% | $57.90 | -2.7% | COM | 742718109 |
| CDW | CDW CORP | 319,785 | $13,066 | 0.1% | $33.01 | +1.7% | COM | 12514G108 |
| — | PHH CORP | 910,998 | $12,863 | 0.1% | $20.38 | — | COM | 693320202 |
| COP | CONOCOPHILLIPS | 265,937 | $12,754 | 0.1% | $45.77 | -19.6% | COM | 20825C104 |
| — | MONSTER WORLDWIDE INC | 1,961,943 | $12,596 | 0.1% | $4.94 | — | COM | 611742107 |
| JBL | JABIL CIRCUIT INC | 557,173 | $12,464 | 0.1% | $17.36 | +5.2% | COM | 466313103 |
| EG | EVEREST RE GROUP LTD | 71,600 | $12,411 | 0.1% | $122.83 | +18.3% | COM | G3223R108 |
| EPR | EPR PROPERTIES | 239,975 | $12,376 | 0.1% | $53.95 | — | COM | 26884U109 |
| TPC | TUTOR PERINI CORP | 739,929 | $12,179 | 0.1% | $17.70 | +3.6% | COM | 901109108 |
| TSM | TAIWAN SEMICONDUCTOR - SP ADR | 578,550 | $12,005 | 0.1% | $18.43 | — | COM | 874039100 |
| — | ROWAN COMPANIES PLC - A | 730,525 | $11,798 | 0.1% | $28.56 | — | COM | G7665A101 |
| GTLS | CHART INDUSTRIES INC | 537,545 | $10,326 | 0.1% | $35.18 | -25.1% | COM | 16115Q308 |
| EXC | EXELON CORP | 333,668 | $9,910 | 0.1% | $15.05 | +3.4% | COM | 30161N101 |
| DRH | DIAMONDROCK HOSPITALITY CO. | 805,935 | $8,906 | 0.1% | $9.32 | — | COM | 252784301 |
| TRS | TRIMAS CORP | 520,885 | $8,516 | 0.1% | $24.60 | -20.6% | COM | 896215209 |
| BPOP | POPULAR INC. | 246,480 | $7,451 | 0.0% | $23.60 | -4.5% | COM | 733174700 |
| — | ARC DOCUMENT SOLUTIONS INC | 719,410 | $4,280 | 0.0% | $4.54 | — | COM | 00191G103 |
| IBN | ICICI BANK LTD - SPON ADR | 277,050 | $2,321 | 0.0% | $10.36 | — | COM | 45104G104 |
| INFY | INFOSYS LTD - SP ADR | 114,700 | $2,190 | 0.0% | $25.46 | — | COM | 456788108 |
| — | STEEL EXCEL INC | 63,567 | $1,268 | 0.0% | $35.35 | — | COM | 858122203 |
| — | WELLCARE HEALTH PLANS INC | 14,300 | $1,232 | 0.0% | $58.57 | — | COM | 94946T106 |
| — | KEY ENERGY SERVICES INC | 1,382,154 | $650 | 0.0% | $1.82 | — | COM | 492914106 |
| SHG | SHINHAN FINANCIAL GROUP - ADR | 17,025 | $592 | 0.0% | $45.25 | — | COM | 824596100 |
| PBR | PETROLEO BRASILEIRO S.A. - ADR | 76,100 | $331 | 0.0% | $14.63 | — | COM | 71654V408 |