Location: New York, NY
CIK: 0001027796 · Show all filings
Period: Q4 2015 (← Previous) (Next →)
Filing Date: Feb 5, 2016
Total Value: $16.19B (100.0% shares, 0.0% debt)
| Ticker | Issuer | Shares | Value | % | Share Price | Est. Cost/Share | Unrealized @ Report Date | Class | CUSIP |
|---|---|---|---|---|---|---|---|---|---|
| BAC | BANK OF AMERICA CORP | 28,668,804 | $482M | 3.0% | $16.83 * | $10.52 | +28.5% | COM | 060505104 |
| XOM | EXXON MOBIL CORP | 6,072,604 | $473M | 2.9% | $77.95 * | $53.23 | -5.5% | COM | 30231G102 |
| C | CITIGROUP INC | 9,076,626 | $470M | 2.9% | $51.75 * | $36.02 | +7.3% | COM | 172967424 |
| AIG | AMERICAN INTERNATIONAL GROUP | 7,578,036 | $470M | 2.9% | $61.97 * | $32.51 | +48.4% | COM | 026874784 |
| — | ROYAL DUTCH SHELL PLC ADR | 9,969,381 | $456M | 2.8% | $45.79 | $59.60 | — | COM | 780259206 |
| OMC | OMNICOM GROUP | 5,600,639 | $424M | 2.6% | $75.66 * | $41.47 | +29.9% | COM | 681919106 |
| MSFT | MICROSOFT CORP | 7,348,676 | $408M | 2.5% | $55.48 * | $29.16 | +66.6% | COM | 594918104 |
| NWSA | NEWS CORP - CLASS A | 29,402,189 | $393M | 2.4% | $13.36 * | $14.85 | -20.4% | COM | 65249B109 |
| ORCL | ORACLE CORP | 10,747,914 | $393M | 2.4% | $36.53 * | $27.49 | +14.2% | COM | 68389X105 |
| WMT | WAL-MART STORES | 6,145,803 | $377M | 2.3% | $61.30 * | $20.34 | -16.3% | COM | 931142103 |
| PH | PARKER HANNIFIN CORPORATION | 3,839,731 | $372M | 2.3% | $96.98 * | $83.10 | -0.6% | COM | 701094104 |
| JPM | JP MORGAN CHASE & CO | 5,423,977 | $358M | 2.2% | $66.03 * | $36.69 | +37.3% | COM | 46625H100 |
| INTC | INTEL CORPORATION | 10,200,462 | $351M | 2.2% | $34.45 * | $18.51 | +47.1% | COM | 458140100 |
| BEN | FRANKLIN RESOURCES INC. | 9,462,920 | $348M | 2.2% | $36.82 * | $28.41 | -20.0% | COM | 354613101 |
| DOV | DOVER CORP | 5,671,522 | $348M | 2.1% | $61.31 * | $43.46 | -4.0% | COM | 260003108 |
| AXS | AXIS CAPITAL HOLDINGS LTD | 5,637,010 | $317M | 2.0% | $56.22 * | $32.09 | +33.0% | COM | G0692U109 |
| — | STAPLES INC | 33,304,711 | $315M | 1.9% | $9.47 | $13.63 | — | COM | 855030102 |
| SWK | STANLEY BLACK & DECKER INC | 2,944,212 | $314M | 1.9% | $106.73 * | $70.52 | +16.9% | COM | 854502101 |
| HPE | HEWLETT PACKARD ENTERPRISE COMPANY | 20,321,861 | $309M | 1.9% | $15.20 * | $6.50 | +3.2% | COM | 42824C109 |
| BP | BP PLC - SPONS ADR | 9,664,508 | $302M | 1.9% | $31.26 | $42.70 | -26.8% | COM | 055622104 |
| MS | MORGAN STANLEY | 9,483,618 | $302M | 1.9% | $31.81 * | $17.61 | +36.1% | COM | 617446448 |
| — | INTERPUBLIC GROUP OF COS INC | 12,784,823 | $298M | 1.8% | $23.28 * | $9.90 | +61.4% | COM | 460690100 |
| MET | METLIFE INC | 5,992,271 | $289M | 1.8% | $48.21 * | $24.63 | +24.1% | COM | 59156R108 |
| GS | GOLDMAN SACHS GROUP INC | 1,538,730 | $277M | 1.7% | $180.23 * | $120.81 | +21.6% | COM | 38141G104 |
| VOYA | VOYA FINANCIAL INC. | 7,395,161 | $273M | 1.7% | $36.91 * | $32.03 | +3.3% | COM | 929089100 |
| — | WILLIS GROUP HOLDINGS LTD | 5,493,939 | $267M | 1.6% | $48.57 | $41.16 | — | COM | G96666105 |
| PNC | PNC FINANCIAL SERVICES | 2,717,749 | $259M | 1.6% | $95.31 * | $49.68 | +38.9% | COM | 693475105 |
| F | FORD MOTOR COMPANY | 18,287,179 | $258M | 1.6% | $14.09 * | $8.25 | -1.4% | COM | 345370860 |
| RF | REGIONS FINL CORP | 25,863,310 | $248M | 1.5% | $9.60 * | $6.60 | +1.7% | COM | 7591EP100 |
| HPQ | HP INC | 20,339,606 | $241M | 1.5% | $11.84 * | $9.12 | -6.8% | COM | 40434L105 |
| UBS | UBS GROUP AG | 12,336,997 | $239M | 1.5% | $19.37 | $17.24 | +12.4% | COM | H42097107 |
| — | XL GROUP PLC | 5,695,677 | $223M | 1.4% | $39.18 | $33.64 | — | COM | G98290102 |
| ABT | ABBOTT LABORATORIES | 4,861,129 | $218M | 1.3% | $44.91 * | $28.81 | +29.1% | COM | 002824100 |
| STT | STATE STREET CORP | 3,233,807 | $215M | 1.3% | $66.36 * | $46.58 | +7.0% | COM | 857477103 |
| — | CIGNA CORP | 1,278,327 | $187M | 1.2% | $146.33 | $80.75 | — | COM | 125509109 |
| BAX | BAXTER INTERNATIONAL INC | 4,736,982 | $181M | 1.1% | $38.15 * | $32.15 | +1.0% | COM | 071813109 |
| AVT | AVNET INC | 4,144,718 | $178M | 1.1% | $42.84 * | $27.95 | +22.2% | COM | 053807103 |
| LAMR | LAMAR ADVERTISING CO -A | 2,343,982 | $141M | 0.9% | $59.98 | $53.64 | — | COM | 512816109 |
| — | BAXALTA INC | 3,593,273 | $140M | 0.9% | $39.03 | $31.51 | — | COM | 07177M103 |
| JNJ | JOHNSON & JOHNSON | 1,174,524 | $121M | 0.7% | $102.72 * | $66.17 | +17.7% | COM | 478160104 |
| ON | ON SEMICONDUCTOR CORP | 11,151,916 | $109M | 0.7% | $9.80 | $8.87 | +10.5% | COM | 682189105 |
| MUR | MURPHY OIL CORP | 4,712,018 | $106M | 0.7% | $22.45 * | $39.31 | -60.9% | COM | 626717102 |
| — | KELLOGG COMPANY | 1,298,005 | $93.81M | 0.6% | $72.27 * | $41.49 | +14.9% | COM | 487836108 |
| EIX | EDISON INTERNATIONAL | 1,553,114 | $91.96M | 0.6% | $59.21 * | $39.78 | -0.1% | COM | 281020107 |
| WFC | WELLS FARGO CO | 1,675,568 | $91.08M | 0.6% | $54.36 * | $28.02 | +46.3% | COM | 949746101 |
| GLW | CORNING INC | 4,806,511 | $87.86M | 0.5% | $18.28 * | $13.55 | +3.4% | COM | 219350105 |
| PGR | PROGRESSIVE CORP | 2,678,066 | $85.16M | 0.5% | $31.80 * | $17.72 | +32.2% | COM | 743315103 |
| TEX | TEREX CORP | 4,538,358 | $83.87M | 0.5% | $18.48 | $34.99 | -47.2% | COM | 880779103 |
| KEY | KEY CORP | 6,309,728 | $83.22M | 0.5% | $13.19 * | $7.18 | +22.0% | COM | 493267108 |
| CSCO | CISCO SYSTEMS INC | 3,038,190 | $82.5M | 0.5% | $27.15 * | $15.77 | +25.9% | COM | 17275R102 |
| — | APACHE CORP | 1,803,214 | $80.19M | 0.5% | $44.47 | $52.18 | — | COM | 037411105 |
| ACM | AECOM | 2,633,890 | $79.1M | 0.5% | $30.03 * | $29.28 | -1.4% | COM | 00766T100 |
| ALL | ALLSTATE CORP | 1,224,908 | $76.06M | 0.5% | $62.09 * | $48.72 | +2.3% | COM | 020002101 |
| MAS | MASCO CORP | 2,627,217 | $74.35M | 0.5% | $28.30 * | $15.12 | +61.1% | COM | 574599106 |
| CMA | COMERICA INC | 1,755,338 | $73.43M | 0.5% | $41.83 * | $26.61 | +6.5% | COM | 200340107 |
| — | BAKER HUGHES INC | 1,574,808 | $72.68M | 0.4% | $46.15 | $46.86 | — | COM | 057224107 |
| FITB | FIFTH THIRD BANCORP | 3,575,428 | $71.87M | 0.4% | $20.10 * | $12.20 | +16.2% | COM | 316773100 |
| PFE | PFIZER INC | 2,161,593 | $69.78M | 0.4% | $32.28 * | $17.97 | +10.7% | COM | 717081103 |
| — | SUPERIOR ENERGY SERVICES INC | 5,133,425 | $69.15M | 0.4% | $13.47 | $23.45 | — | COM | 868157108 |
| NWS | NEWS CORP - CLASS B | 4,749,059 | $66.3M | 0.4% | $13.96 * | $14.59 | -15.0% | COM | 65249B208 |
| — | ACTUANT CORP- A | 2,705,683 | $64.83M | 0.4% | $23.96 | $27.65 | — | COM | 00508X203 |
| FLEX | FLEXTRONICS INTERNATIONAL LTD | 5,725,816 | $64.19M | 0.4% | $11.21 * | $6.96 | +21.4% | COM | Y2573F102 |
| DAN | DANA HOLDING CORP | 4,630,966 | $63.91M | 0.4% | $13.80 * | $15.05 | -25.5% | COM | 235825205 |
| — | AETNA INC | 586,750 | $63.44M | 0.4% | $108.12 | $66.35 | — | COM | 00817Y108 |
| WBS | WEBSTER FINANCIAL CORP. | 1,645,546 | $61.2M | 0.4% | $37.19 | $27.36 | +36.0% | COM | 947890109 |
| — | TE CONNECTIVITY LTD. | 872,388 | $56.37M | 0.3% | $64.61 | $45.54 | — | COM | H84989104 |
| ETR | ENTERGY CORP | 796,759 | $54.47M | 0.3% | $68.36 * | $20.56 | +12.4% | COM | 29364G103 |
| CFG | CITIZENS FINANCIAL GROUP | 2,074,421 | $54.33M | 0.3% | $26.19 * | $15.71 | +15.2% | COM | 174610105 |
| CVE | CENOVUS ENERGY INC. | 4,097,423 | $51.71M | 0.3% | $12.62 * | $11.69 | -9.3% | COM | 15135U109 |
| CVS | CVS HEALTH CORPORATION | 527,389 | $51.56M | 0.3% | $97.77 * | $74.28 | -2.3% | COM | 126650100 |
| G | GENPACT LTD | 2,014,631 | $50.33M | 0.3% | $24.98 * | $20.40 | +10.8% | COM | G3922B107 |
| — | SYNOVUS FINANCIAL CORP | 1,522,475 | $49.3M | 0.3% | $32.38 | $24.92 | — | COM | 87161C501 |
| — | ENDURANCE SPECIALTY HOLDINGS | 758,856 | $48.56M | 0.3% | $63.99 | $54.95 | — | COM | G30397106 |
| — | TORCHMARK CORP | 828,929 | $47.38M | 0.3% | $57.16 | $56.84 | — | COM | 891027104 |
| IVZ | INVESCO LTD | 1,339,937 | $44.86M | 0.3% | $33.48 * | $19.66 | +8.0% | COM | G491BT108 |
| QCOM | QUALCOMM INC | 881,855 | $44.08M | 0.3% | $49.99 * | $44.14 | -14.5% | COM | 747525103 |
| — | TELEFONICA BRASIL - ADR | 4,484,102 | $40.49M | 0.3% | $9.03 | $12.75 | — | COM | 87936R106 |
| — | TRIPLE-S MANAGEMENT CORP-B | 1,607,929 | $38.45M | 0.2% | $23.91 | $23.45 | — | COM | 896749108 |
| DIOD | DIODES INC. | 1,627,663 | $37.4M | 0.2% | $22.98 | $22.71 | +1.2% | COM | 254543101 |
| ROCK | GIBRALTAR INDUSTRIES INC | 1,467,986 | $37.35M | 0.2% | $25.44 | $16.23 | +56.7% | COM | 374689107 |
| ACH | OWENS & MINOR INC | 1,029,003 | $37.02M | 0.2% | $35.98 * | $28.88 | +9.7% | COM | 690732102 |
| KBR | KBR INC | 2,169,517 | $36.71M | 0.2% | $16.92 * | $18.88 | -22.3% | COM | 48242W106 |
| — | MASONITE INTERNATIONAL CORP | 572,441 | $35.05M | 0.2% | $61.23 | $52.14 | — | COM | 575385109 |
| — | ESSENDANT INC | 1,075,262 | $34.96M | 0.2% | $32.51 | $36.94 | — | COM | 296689102 |
| — | BBCN BANCORP INC | 2,022,814 | $34.83M | 0.2% | $17.22 | $14.29 | — | COM | 073295107 |
| ASB | ASSOCIATED BANC CORP | 1,832,700 | $34.36M | 0.2% | $18.75 * | $11.71 | +13.7% | COM | 045487105 |
| — | TECH DATA CORP | 495,497 | $32.89M | 0.2% | $66.38 | $61.85 | — | COM | 878237106 |
| SRI | STONERIDGE INC | 2,172,941 | $32.16M | 0.2% | $14.80 | $11.39 | +29.9% | COM | 86183P102 |
| — | NATIONAL PENN BANCSHARES INC | 2,549,492 | $31.43M | 0.2% | $12.33 | $10.23 | — | COM | 637138108 |
| NSIT | INSIGHT ENTERPRISES INC | 1,223,407 | $30.73M | 0.2% | $25.12 | $19.42 | +29.4% | COM | 45765U103 |
| — | VALIDUS HOLDINGS LTD | 662,702 | $30.68M | 0.2% | $46.29 | $38.22 | — | COM | G9319H102 |
| GNW | GENWORTH FINANCIAL INC CL A | 8,170,865 | $30.48M | 0.2% | $3.73 | $11.35 | -67.1% | COM | 37247D106 |
| — | SEAGATE TECHNOLOGY | 826,469 | $30.3M | 0.2% | $36.66 | $36.66 | — | COM | G7945M107 |
| — | FIRST MIDWEST BANCORP INC | 1,640,523 | $30.23M | 0.2% | $18.43 | $16.09 | — | COM | 320867104 |
| — | ASPEN INSURANCE HOLDINGS LTD | 604,616 | $29.2M | 0.2% | $48.30 | $40.36 | — | COM | G05384105 |
| — | LEGG MASON INC | 738,912 | $28.99M | 0.2% | $39.23 | $35.28 | — | COM | 524901105 |
| GTLS | CHART INDUSTRIES INC | 1,608,879 | $28.89M | 0.2% | $17.96 | $25.12 | -28.5% | COM | 16115Q308 |
| CMCO | COLUMBUS MCKINNON CORP | 1,519,816 | $28.73M | 0.2% | $18.90 * | $22.03 | -20.9% | COM | 199333105 |
| TTEK | TETRA TECH INC | 1,089,986 | $28.36M | 0.2% | $26.02 * | $5.19 | +0.3% | COM | 88162G103 |
| T | AT&T INC | 823,058 | $28.32M | 0.2% | $34.41 * | $12.21 | +4.4% | COM | 00206R102 |
| UVV | UNIVERSAL CORP | 499,285 | $28M | 0.2% | $56.08 | $52.41 | +7.0% | COM | 913456109 |
| — | ARGO GROUP INTERNATIONAL | 452,537 | $27.08M | 0.2% | $59.84 | $42.67 | — | COM | G0464B107 |
| UPBD | RENT A CENTER INC | 1,793,691 | $26.85M | 0.2% | $14.97 | $25.80 | -42.0% | COM | 76009N100 |
| OC | OWENS CORNING | 567,195 | $26.68M | 0.2% | $47.03 | $39.75 | +18.3% | COM | 690742101 |
| — | L-3 COMMUNICATIONS | 213,075 | $25.46M | 0.2% | $119.51 | $85.74 | — | COM | 502424104 |
| BRC | BRADY CORP CL A | 1,061,087 | $24.38M | 0.2% | $22.98 * | $20.66 | -8.5% | COM | 104674106 |
| — | CUBIC CORP | 501,384 | $23.69M | 0.1% | $47.25 | $50.61 | — | COM | 229669106 |
| — | GENERAL CABLE CORP DEL NE | 1,723,104 | $23.14M | 0.1% | $13.43 | $14.95 | — | COM | 369300108 |
| CTSH | COGNIZANT TECH SOLUTIONS - A | 370,923 | $22.26M | 0.1% | $60.02 * | $55.03 | -3.3% | COM | 192446102 |
| — | TCF FINANCIAL CORP | 1,512,268 | $21.35M | 0.1% | $14.12 | $14.24 | — | COM | 872275102 |
| — | STANCORP FINANCIAL GROUP | 173,476 | $19.75M | 0.1% | $113.88 | $73.35 | — | COM | 852891100 |
| WSFS | WSFS FINANCIAL CORP | 590,483 | $19.11M | 0.1% | $32.36 | $23.48 | +37.8% | COM | 929328102 |
| — | ARC DOCUMENT SOLUTIONS INC | 3,821,153 | $16.89M | 0.1% | $4.42 | $4.44 | — | COM | 00191G103 |
| KSS | KOHLS CORP | 347,249 | $16.54M | 0.1% | $47.63 | $51.96 | -8.3% | COM | 500255104 |
| — | ACE LTD | 139,011 | $16.24M | 0.1% | $116.85 | $103.26 | — | COM | H0023R105 |
| MATW | MATTHEWS INTL CORP - CL A | 300,893 | $16.08M | 0.1% | $53.45 * | $28.01 | +48.0% | COM | 577128101 |
| — | HOSPITALITY PROPERTIES TRUST | 586,621 | $15.34M | 0.1% | $26.15 | $26.87 | — | COM | 44106M102 |
| — | PHH CORP | 922,863 | $14.95M | 0.1% | $16.20 | $20.33 | — | COM | 693320202 |
| — | SCHNITZER STEEL INDS INC - A | 1,024,051 | $14.72M | 0.1% | $14.37 | $26.26 | — | COM | 806882106 |
| PG | PROCTER & GAMBLE COMPANY | 185,224 | $14.71M | 0.1% | $79.41 * | $57.90 | +4.2% | COM | 742718109 |
| EXC | EXELON CORP | 528,251 | $14.67M | 0.1% | $27.77 * | $14.73 | -5.5% | COM | 30161N101 |
| — | INGRAM MICRO INC CL-A | 474,607 | $14.42M | 0.1% | $30.38 | $21.95 | — | COM | 457153104 |
| EG | EVEREST RE GROUP LTD | 78,041 | $14.29M | 0.1% | $183.10 * | $124.80 | +18.9% | COM | G3223R108 |
| EPR | EPR PROPERTIES | 239,975 | $14.03M | 0.1% | $58.45 | $53.95 | — | COM | 26884U109 |
| PCG | PG&E CORP | 262,800 | $13.98M | 0.1% | $53.19 * | $47.42 | +5.0% | COM | 69331C108 |
| ARW | ARROW ELECTRONICS INC | 253,945 | $13.76M | 0.1% | $54.18 | $56.85 | -4.7% | COM | 042735100 |
| HIG | THE HARTFORD FINANCIAL SERVICES GROUP INC | 314,390 | $13.66M | 0.1% | $43.46 * | $23.83 | +47.1% | COM | 416515104 |
| JBL | JABIL CIRCUIT INC | 557,730 | $12.99M | 0.1% | $23.29 * | $17.36 | +24.0% | COM | 466313103 |
| TPC | TUTOR PERINI CORP | 749,454 | $12.55M | 0.1% | $16.74 | $17.70 | -5.4% | COM | 901109108 |
| — | ROWAN COMPANIES PLC - A | 730,525 | $12.38M | 0.1% | $16.95 | $28.56 | — | COM | G7665A101 |
| COP | CONOCOPHILLIPS | 264,999 | $12.37M | 0.1% | $46.69 * | $45.77 | -25.0% | COM | 20825C104 |
| TSM | TAIWAN SEMICONDUCTOR - SP ADR | 539,578 | $12.28M | 0.1% | $22.75 | $18.67 | +21.8% | COM | 874039100 |
| PRI | PRIMERICA INC | 227,759 | $10.76M | 0.1% | $47.23 | $37.87 | +24.7% | COM | 74164M108 |
| TRS | TRIMAS CORP | 525,784 | $9.806M | 0.1% | $18.65 | $24.60 | -24.2% | COM | 896215209 |
| — | MONSTER WORLDWIDE INC | 1,581,709 | $9.063M | 0.1% | $5.73 | $4.94 | — | COM | 611742107 |
| AIZ | ASSURANT INC | 101,422 | $8.169M | 0.1% | $80.54 * | $43.91 | +50.3% | COM | 04621X108 |
| DRH | DIAMONDROCK HOSPITALITY CO. | 805,935 | $7.777M | 0.0% | $9.65 | $9.32 | — | COM | 252784301 |
| CDW | CDW CORP | 146,082 | $6.141M | 0.0% | $42.04 * | $33.01 | +13.2% | COM | 12514G108 |
| BPOP | POPULAR INC. | 214,380 | $6.076M | 0.0% | $28.34 * | $23.60 | -8.5% | COM | 733174700 |
| — | KKR & CO LP | 288,472 | $4.497M | 0.0% | $15.59 | $15.59 | — | COM | 48248M102 |
| — | KEY ENERGY SERVICES INC | 5,495,425 | $2.649M | 0.0% | $0.48 | $0.82 | — | COM | 492914106 |
| — | LABORATORY CORP OF AMERICA HOLDINGS | 17,560 | $2.171M | 0.0% | $123.63 | $99.74 | — | COM | 50540R409 |
| IBN | ICICI BANK LTD - SPON ADR | 277,050 | $2.169M | 0.0% | $7.83 | $11.41 | -31.4% | COM | 45104G104 |
| INFY | INFOSYS LTD - SP ADR | 114,700 | $1.921M | 0.0% | $16.75 | $17.61 | -4.9% | COM | 456788108 |
| EEM | ISHARES MSCI EMERGING MKT IN | 45,925 | $1.478M | 0.0% | $32.18 | $34.29 | -6.1% | COM | 464287234 |
| — | STEEL EXCEL INC | 63,567 | $935K | 0.0% | $14.71 | $35.35 | — | COM | 858122203 |
| CVX | CHEVRON CORPORATION | 7,862 | $707K | 0.0% | $89.93 * | $58.43 | +0.4% | COM | 166764100 |
| SHG | SHINHAN FINANCIAL GROUP - ADR | 17,025 | $572K | 0.0% | $33.60 | $42.66 | -21.3% | COM | 824596100 |
| PBR | PETROLEO BRASILEIRO S.A. - ADR | 76,100 | $327K | 0.0% | $4.30 | $14.57 | -70.5% | COM | 71654V408 |
| — | WEATHERFORD INTL PLC | 13,296 | $112K | 0.0% | $8.42 | $8.42 | — | COM | G48833100 |