CIK: 0001027796 · Show all filings
Period: Q4 2015 (← Previous) (Next →)
Filing Date: Feb 5, 2016
Total Value ($000): $16,189,765 (100.0% shares, 0.0% debt)
| Ticker | Issuer | Shares | Value ($000) | % | Est. Cost | Unrealized | Class | CUSIP |
|---|---|---|---|---|---|---|---|---|
| BAC | BANK OF AMERICA CORP | 28,668,804 | $482,496 | 3.0% | $10.52 | +28.8% | COM | 060505104 |
| XOM | EXXON MOBIL CORP | 6,072,604 | $473,359 | 2.9% | $53.23 | -3.4% | COM | 30231G102 |
| C | CITIGROUP INC | 9,076,626 | $469,715 | 2.9% | $36.02 | +10.0% | COM | 172967424 |
| AIG | AMERICAN INTERNATIONAL GROUP | 7,578,036 | $469,611 | 2.9% | $32.51 | +45.6% | COM | 026874784 |
| — | ROYAL DUTCH SHELL PLC ADR | 9,969,381 | $456,498 | 2.8% | $59.60 | — | COM | 780259206 |
| OMC | OMNICOM GROUP | 5,600,639 | $423,744 | 2.6% | $41.47 | +25.4% | COM | 681919106 |
| MSFT | MICROSOFT CORP | 7,348,676 | $407,705 | 2.5% | $29.16 | +57.5% | COM | 594918104 |
| NWSA | NEWS CORP - CLASS A | 29,402,189 | $392,813 | 2.4% | $14.85 | -15.9% | COM | 65249B109 |
| ORCL | ORACLE CORP | 10,747,914 | $392,621 | 2.4% | $27.49 | +19.4% | COM | 68389X105 |
| WMT | WAL-MART STORES | 6,145,803 | $376,738 | 2.3% | $20.34 | -18.2% | COM | 931142103 |
| PH | PARKER HANNIFIN CORPORATION | 3,839,731 | $372,377 | 2.3% | $83.10 | +3.6% | COM | 701094104 |
| JPM | JP MORGAN CHASE & CO | 5,423,977 | $358,145 | 2.2% | $36.69 | +35.4% | COM | 46625H100 |
| INTC | INTEL CORPORATION | 10,200,462 | $351,406 | 2.2% | $18.51 | +44.0% | COM | 458140100 |
| BEN | FRANKLIN RESOURCES INC. | 9,462,920 | $348,425 | 2.2% | $28.41 | -15.4% | COM | 354613101 |
| DOV | DOVER CORP | 5,671,522 | $347,721 | 2.1% | $43.46 | -2.1% | COM | 260003108 |
| AXS | AXIS CAPITAL HOLDINGS LTD | 5,637,010 | $316,913 | 2.0% | $32.09 | +29.8% | COM | G0692U109 |
| — | STAPLES INC | 33,304,711 | $315,396 | 1.9% | $13.63 | — | COM | 855030102 |
| SWK | STANLEY BLACK & DECKER INC | 2,944,212 | $314,236 | 1.9% | $70.52 | +15.1% | COM | 854502101 |
| HPE | HEWLETT PACKARD ENTERPRISE COMPANY | 20,321,861 | $308,892 | 1.9% | $6.50 | 0.0% | COM | 42824C109 |
| BP | BP PLC - SPONS ADR | 9,664,508 | $302,113 | 1.9% | $41.64 | — | COM | 055622104 |
| MS | MORGAN STANLEY | 9,483,618 | $301,674 | 1.9% | $17.61 | +41.9% | COM | 617446448 |
| — | INTERPUBLIC GROUP OF COS INC | 12,784,823 | $297,631 | 1.8% | $9.90 | +55.2% | COM | 460690100 |
| MET | METLIFE INC | 5,992,271 | $288,887 | 1.8% | $24.63 | +26.6% | COM | 59156R108 |
| GS | GOLDMAN SACHS GROUP INC | 1,538,730 | $277,325 | 1.7% | $120.81 | +25.1% | COM | 38141G104 |
| VOYA | VOYA FINANCIAL INC. | 7,395,161 | $272,955 | 1.7% | $32.03 | +10.8% | COM | 929089100 |
| — | WILLIS GROUP HOLDINGS LTD | 5,493,939 | $266,841 | 1.6% | $41.16 | — | COM | G96666105 |
| PNC | PNC FINANCIAL SERVICES | 2,717,749 | $259,029 | 1.6% | $49.68 | +35.3% | COM | 693475105 |
| F | FORD MOTOR COMPANY | 18,287,179 | $257,666 | 1.6% | $8.25 | +1.1% | COM | 345370860 |
| RF | REGIONS FINL CORP | 25,863,310 | $248,288 | 1.5% | $6.60 | +1.2% | COM | 7591EP100 |
| HPQ | HP INC | 20,339,606 | $240,821 | 1.5% | $9.12 | 0.0% | COM | 40434L105 |
| UBS | UBS GROUP AG | 12,336,997 | $238,968 | 1.5% | $17.24 | +13.2% | COM | H42097107 |
| — | XL GROUP PLC | 5,695,677 | $223,157 | 1.4% | $33.64 | — | COM | G98290102 |
| ABT | ABBOTT LABORATORIES | 4,861,129 | $218,313 | 1.3% | $28.81 | +26.9% | COM | 002824100 |
| STT | STATE STREET CORP | 3,233,807 | $214,595 | 1.3% | $46.58 | +11.4% | COM | 857477103 |
| — | CIGNA CORP | 1,278,327 | $187,058 | 1.2% | $80.75 | — | COM | 125509109 |
| BAX | BAXTER INTERNATIONAL INC | 4,736,982 | $180,716 | 1.1% | $32.15 | -3.4% | COM | 071813109 |
| AVT | AVNET INC | 4,144,718 | $177,560 | 1.1% | $27.95 | +28.0% | COM | 053807103 |
| LAMR | LAMAR ADVERTISING CO -A | 2,343,982 | $140,592 | 0.9% | $53.64 | — | COM | 512816109 |
| — | BAXALTA INC | 3,593,273 | $140,245 | 0.9% | $31.51 | — | COM | 07177M103 |
| JNJ | JOHNSON & JOHNSON | 1,174,524 | $120,647 | 0.7% | $66.17 | +14.8% | COM | 478160104 |
| ON | ON SEMICONDUCTOR CORP | 11,151,916 | $109,289 | 0.7% | $8.87 | +18.5% | COM | 682189105 |
| MUR | MURPHY OIL CORP | 4,712,018 | $105,785 | 0.7% | $39.31 | -53.2% | COM | 626717102 |
| — | KELLOGG COMPANY | 1,298,005 | $93,807 | 0.6% | $41.49 | +10.1% | COM | 487836108 |
| EIX | EDISON INTERNATIONAL | 1,553,114 | $91,960 | 0.6% | $39.78 | +2.4% | COM | 281020107 |
| WFC | WELLS FARGO CO | 1,675,568 | $91,084 | 0.6% | $28.02 | +45.7% | COM | 949746101 |
| GLW | CORNING INC | 4,806,511 | $87,863 | 0.5% | $13.55 | +2.3% | COM | 219350105 |
| PGR | PROGRESSIVE CORP | 2,678,066 | $85,162 | 0.5% | $17.72 | +32.1% | COM | 743315103 |
| TEX | TEREX CORP | 4,538,358 | $83,869 | 0.5% | $34.99 | -43.5% | COM | 880779103 |
| KEY | KEY CORP | 6,309,728 | $83,225 | 0.5% | $7.18 | +20.8% | COM | 493267108 |
| CSCO | CISCO SYSTEMS INC | 3,038,190 | $82,502 | 0.5% | $15.77 | +27.9% | COM | 17275R102 |
| — | APACHE CORP | 1,803,214 | $80,189 | 0.5% | $52.18 | — | COM | 037411105 |
| ACM | AECOM | 2,633,890 | $79,096 | 0.5% | $29.28 | -1.3% | COM | 00766T100 |
| ALL | ALLSTATE CORP | 1,224,908 | $76,055 | 0.5% | $48.72 | +2.1% | COM | 020002101 |
| MAS | MASCO CORP | 2,627,217 | $74,350 | 0.5% | $15.12 | +62.0% | COM | 574599106 |
| CMA | COMERICA INC | 1,755,338 | $73,426 | 0.5% | $26.61 | +10.9% | COM | 200340107 |
| — | BAKER HUGHES INC | 1,574,808 | $72,677 | 0.4% | $46.86 | — | COM | 057224107 |
| FITB | FIFTH THIRD BANCORP | 3,575,428 | $71,866 | 0.4% | $12.20 | +13.8% | COM | 316773100 |
| PFE | PFIZER INC | 2,161,593 | $69,776 | 0.4% | $17.97 | +13.4% | COM | 717081103 |
| — | SUPERIOR ENERGY SERVICES INC | 5,133,425 | $69,147 | 0.4% | $23.45 | — | COM | 868157108 |
| NWS | NEWS CORP - CLASS B | 4,749,059 | $66,297 | 0.4% | $14.59 | -12.7% | COM | 65249B208 |
| — | ACTUANT CORP- A | 2,705,683 | $64,828 | 0.4% | $27.65 | — | COM | 00508X203 |
| FLEX | FLEXTRONICS INTERNATIONAL LTD | 5,725,816 | $64,186 | 0.4% | $6.96 | +21.5% | COM | Y2573F102 |
| DAN | DANA HOLDING CORP | 4,630,966 | $63,907 | 0.4% | $15.05 | -14.9% | COM | 235825205 |
| — | AETNA INC | 586,750 | $63,439 | 0.4% | $66.35 | — | COM | 00817Y108 |
| WBS | WEBSTER FINANCIAL CORP. | 1,645,546 | $61,198 | 0.4% | $27.36 | +38.4% | COM | 947890109 |
| — | TE CONNECTIVITY LTD. | 872,388 | $56,365 | 0.3% | $45.54 | — | COM | H84989104 |
| ETR | ENTERGY CORP | 796,759 | $54,466 | 0.3% | $20.56 | +9.9% | COM | 29364G103 |
| CFG | CITIZENS FINANCIAL GROUP | 2,074,421 | $54,329 | 0.3% | $15.71 | +10.5% | COM | 174610105 |
| CVE | CENOVUS ENERGY INC. | 4,097,423 | $51,709 | 0.3% | $11.69 | +5.3% | COM | 15135U109 |
| CVS | CVS HEALTH CORPORATION | 527,389 | $51,563 | 0.3% | $74.28 | -2.2% | COM | 126650100 |
| G | GENPACT LTD | 2,014,631 | $50,325 | 0.3% | $20.40 | +9.7% | COM | G3922B107 |
| — | SYNOVUS FINANCIAL CORP | 1,522,475 | $49,298 | 0.3% | $24.92 | — | COM | 87161C501 |
| — | ENDURANCE SPECIALTY HOLDINGS | 758,856 | $48,559 | 0.3% | $54.95 | — | COM | G30397106 |
| — | TORCHMARK CORP | 828,929 | $47,382 | 0.3% | $56.84 | — | COM | 891027104 |
| IVZ | INVESCO LTD | 1,339,937 | $44,861 | 0.3% | $19.66 | +5.2% | COM | G491BT108 |
| QCOM | QUALCOMM INC | 881,855 | $44,080 | 0.3% | $44.14 | -9.4% | COM | 747525103 |
| — | TELEFONICA BRASIL - ADR | 4,484,102 | $40,491 | 0.3% | $12.75 | — | COM | 87936R106 |
| — | TRIPLE-S MANAGEMENT CORP-B | 1,607,929 | $38,446 | 0.2% | $23.45 | — | COM | 896749108 |
| DIOD | DIODES INC. | 1,627,663 | $37,404 | 0.2% | $22.71 | -1.3% | COM | 254543101 |
| ROCK | GIBRALTAR INDUSTRIES INC | 1,467,986 | $37,346 | 0.2% | $16.23 | +47.7% | COM | 374689107 |
| ACH | OWENS & MINOR INC | 1,029,003 | $37,024 | 0.2% | $28.88 | +9.7% | COM | 690732102 |
| KBR | KBR INC | 2,169,517 | $36,708 | 0.2% | $18.88 | -16.0% | COM | 48242W106 |
| — | MASONITE INTERNATIONAL CORP | 572,441 | $35,051 | 0.2% | $52.14 | — | COM | 575385109 |
| — | ESSENDANT INC | 1,075,262 | $34,957 | 0.2% | $36.94 | — | COM | 296689102 |
| — | BBCN BANCORP INC | 2,022,814 | $34,833 | 0.2% | $14.29 | — | COM | 073295107 |
| ASB | ASSOCIATED BANC CORP | 1,832,700 | $34,363 | 0.2% | $11.71 | +17.2% | COM | 045487105 |
| — | TECH DATA CORP | 495,497 | $32,891 | 0.2% | $61.85 | — | COM | 878237106 |
| SRI | STONERIDGE INC | 2,172,941 | $32,160 | 0.2% | $11.39 | +18.0% | COM | 86183P102 |
| — | NATIONAL PENN BANCSHARES INC | 2,549,492 | $31,435 | 0.2% | $10.23 | — | COM | 637138108 |
| NSIT | INSIGHT ENTERPRISES INC | 1,223,407 | $30,732 | 0.2% | $19.42 | +35.7% | COM | 45765U103 |
| — | VALIDUS HOLDINGS LTD | 662,702 | $30,676 | 0.2% | $38.22 | — | COM | G9319H102 |
| GNW | GENWORTH FINANCIAL INC CL A | 8,170,865 | $30,477 | 0.2% | $11.35 | -59.2% | COM | 37247D106 |
| — | SEAGATE TECHNOLOGY | 826,469 | $30,298 | 0.2% | $36.66 | — | COM | G7945M107 |
| — | FIRST MIDWEST BANCORP INC | 1,640,523 | $30,235 | 0.2% | $16.09 | — | COM | 320867104 |
| — | ASPEN INSURANCE HOLDINGS LTD | 604,616 | $29,203 | 0.2% | $40.36 | — | COM | G05384105 |
| — | LEGG MASON INC | 738,912 | $28,988 | 0.2% | $35.28 | — | COM | 524901105 |
| GTLS | CHART INDUSTRIES INC | 1,608,879 | $28,895 | 0.2% | $25.12 | -20.1% | COM | 16115Q308 |
| CMCO | COLUMBUS MCKINNON CORP | 1,519,816 | $28,725 | 0.2% | $22.03 | -19.2% | COM | 199333105 |
| TTEK | TETRA TECH INC | 1,089,986 | $28,361 | 0.2% | $5.19 | +3.0% | COM | 88162G103 |
| T | AT&T INC | 823,058 | $28,321 | 0.2% | $12.21 | +1.8% | COM | 00206R102 |
| UVV | UNIVERSAL CORP | 499,285 | $28,000 | 0.2% | $52.41 | +4.4% | COM | 913456109 |
| — | ARGO GROUP INTERNATIONAL | 452,537 | $27,080 | 0.2% | $42.67 | — | COM | G0464B107 |
| UPBD | RENT A CENTER INC | 1,793,691 | $26,852 | 0.2% | $25.80 | -26.0% | COM | 76009N100 |
| OC | OWENS CORNING | 567,195 | $26,675 | 0.2% | $39.75 | +15.5% | COM | 690742101 |
| — | L-3 COMMUNICATIONS | 213,075 | $25,465 | 0.2% | $85.74 | — | COM | 502424104 |
| BRC | BRADY CORP CL A | 1,061,087 | $24,384 | 0.2% | $20.66 | -7.2% | COM | 104674106 |
| — | CUBIC CORP | 501,384 | $23,690 | 0.1% | $50.61 | — | COM | 229669106 |
| — | GENERAL CABLE CORP DEL NE | 1,723,104 | $23,141 | 0.1% | $14.95 | — | COM | 369300108 |
| CTSH | COGNIZANT TECH SOLUTIONS - A | 370,923 | $22,263 | 0.1% | $55.03 | +3.8% | COM | 192446102 |
| — | TCF FINANCIAL CORP | 1,512,268 | $21,353 | 0.1% | $14.24 | — | COM | 872275102 |
| — | STANCORP FINANCIAL GROUP | 173,476 | $19,755 | 0.1% | $73.35 | — | COM | 852891100 |
| WSFS | WSFS FINANCIAL CORP | 590,483 | $19,108 | 0.1% | $23.48 | +36.0% | COM | 929328102 |
| — | ARC DOCUMENT SOLUTIONS INC | 3,821,153 | $16,889 | 0.1% | $4.44 | — | COM | 00191G103 |
| KSS | KOHLS CORP | 347,249 | $16,539 | 0.1% | $51.96 | -11.0% | COM | 500255104 |
| — | ACE LTD | 139,011 | $16,243 | 0.1% | $103.26 | — | COM | H0023R105 |
| MATW | MATTHEWS INTL CORP - CL A | 300,893 | $16,083 | 0.1% | $28.01 | +54.5% | COM | 577128101 |
| — | HOSPITALITY PROPERTIES TRUST | 586,621 | $15,340 | 0.1% | $26.87 | — | COM | 44106M102 |
| — | PHH CORP | 922,863 | $14,950 | 0.1% | $20.33 | — | COM | 693320202 |
| — | SCHNITZER STEEL INDS INC - A | 1,024,051 | $14,716 | 0.1% | $26.26 | — | COM | 806882106 |
| PG | PROCTER & GAMBLE COMPANY | 185,224 | $14,709 | 0.1% | $57.90 | +0.1% | COM | 742718109 |
| EXC | EXELON CORP | 528,251 | $14,670 | 0.1% | $14.73 | -3.8% | COM | 30161N101 |
| — | INGRAM MICRO INC CL-A | 474,607 | $14,419 | 0.1% | $21.95 | — | COM | 457153104 |
| EG | EVEREST RE GROUP LTD | 78,041 | $14,289 | 0.1% | $124.80 | +17.5% | COM | G3223R108 |
| EPR | EPR PROPERTIES | 239,975 | $14,027 | 0.1% | $53.95 | — | COM | 26884U109 |
| PCG | PG&E CORP | 262,800 | $13,978 | 0.1% | $47.42 | +4.1% | COM | 69331C108 |
| ARW | ARROW ELECTRONICS INC | 253,945 | $13,759 | 0.1% | $56.85 | +0.3% | COM | 042735100 |
| HIG | THE HARTFORD FINANCIAL SERVICES GROUP INC | 314,390 | $13,663 | 0.1% | $23.83 | +54.8% | COM | 416515104 |
| JBL | JABIL CIRCUIT INC | 557,730 | $12,990 | 0.1% | $17.36 | +26.5% | COM | 466313103 |
| TPC | TUTOR PERINI CORP | 749,454 | $12,546 | 0.1% | $17.70 | -3.8% | COM | 901109108 |
| — | ROWAN COMPANIES PLC - A | 730,525 | $12,382 | 0.1% | $28.56 | — | COM | G7665A101 |
| COP | CONOCOPHILLIPS | 264,999 | $12,373 | 0.1% | $45.77 | -16.2% | COM | 20825C104 |
| TSM | TAIWAN SEMICONDUCTOR - SP ADR | 539,578 | $12,275 | 0.1% | $18.43 | — | COM | 874039100 |
| PRI | PRIMERICA INC | 227,759 | $10,757 | 0.1% | $37.87 | +29.1% | COM | 74164M108 |
| TRS | TRIMAS CORP | 525,784 | $9,806 | 0.1% | $24.60 | -21.2% | COM | 896215209 |
| — | MONSTER WORLDWIDE INC | 1,581,709 | $9,063 | 0.1% | $4.94 | — | COM | 611742107 |
| AIZ | ASSURANT INC | 101,422 | $8,169 | 0.1% | $43.91 | +53.3% | COM | 04621X108 |
| DRH | DIAMONDROCK HOSPITALITY CO. | 805,935 | $7,777 | 0.0% | $9.32 | — | COM | 252784301 |
| CDW | CDW CORP | 146,082 | $6,141 | 0.0% | $33.01 | +17.1% | COM | 12514G108 |
| BPOP | POPULAR INC. | 214,380 | $6,076 | 0.0% | $23.60 | -5.0% | COM | 733174700 |
| — | KKR & CO LP | 288,472 | $4,497 | 0.0% | $15.59 | — | COM | 48248M102 |
| — | KEY ENERGY SERVICES INC | 5,495,425 | $2,649 | 0.0% | $0.82 | — | COM | 492914106 |
| — | LABORATORY CORP OF AMERICA HOLDINGS | 17,560 | $2,171 | 0.0% | $99.74 | — | COM | 50540R409 |
| IBN | ICICI BANK LTD - SPON ADR | 277,050 | $2,169 | 0.0% | $10.36 | — | COM | 45104G104 |
| INFY | INFOSYS LTD - SP ADR | 114,700 | $1,921 | 0.0% | $25.46 | — | COM | 456788108 |
| EEM | ISHARES MSCI EMERGING MKT IN | 45,925 | $1,478 | 0.0% | $32.18 | — | COM | 464287234 |
| — | STEEL EXCEL INC | 63,567 | $935 | 0.0% | $35.35 | — | COM | 858122203 |
| CVX | CHEVRON CORPORATION | 7,862 | $707 | 0.0% | $58.43 | 0.0% | COM | 166764100 |
| SHG | SHINHAN FINANCIAL GROUP - ADR | 17,025 | $572 | 0.0% | $45.25 | — | COM | 824596100 |
| PBR | PETROLEO BRASILEIRO S.A. - ADR | 76,100 | $327 | 0.0% | $14.63 | — | COM | 71654V408 |
| — | WEATHERFORD INTL PLC | 13,296 | $112 | 0.0% | $8.42 | — | COM | G48833100 |