Location: New York, NY
CIK: 0001027796 · Show all filings
Period: Q1 2016 (← Previous) (Next →)
Filing Date: May 6, 2016
Total Value: $16.29B (100.0% shares, 0.0% debt)
| Ticker | Issuer | Shares | Value | % | Share Price | Est. Cost/Share | Unrealized @ Report Date | Class | CUSIP |
|---|---|---|---|---|---|---|---|---|---|
| — | ROYAL DUTCH SHELL PLC ADR | 10,019,575 | $485M | 3.0% | $48.45 | $59.60 | — | COM | 780259206 |
| PH | PARKER HANNIFIN CORPORATION | 3,927,461 | $436M | 2.7% | $111.08 * | $83.16 | +14.5% | COM | 701094104 |
| ORCL | ORACLE CORP | 10,412,043 | $426M | 2.6% | $40.91 * | $27.49 | +28.5% | COM | 68389X105 |
| XOM | EXXON MOBIL CORP | 4,980,581 | $416M | 2.6% | $83.59 * | $53.23 | +2.3% | COM | 30231G102 |
| BEN | FRANKLIN RESOURCES INC. | 10,597,669 | $414M | 2.5% | $39.05 * | $27.71 | -12.6% | COM | 354613101 |
| C | CITIGROUP INC | 9,863,370 | $412M | 2.5% | $41.75 * | $35.64 | -12.4% | COM | 172967424 |
| BAC | BANK OF AMERICA CORP | 30,276,786 | $409M | 2.5% | $13.52 * | $10.54 | +3.4% | COM | 060505104 |
| DOV | DOVER CORP | 6,134,956 | $395M | 2.4% | $64.33 * | $43.27 | +1.9% | COM | 260003108 |
| WMT | WAL-MART STORES | 5,714,764 | $391M | 2.4% | $68.49 * | $20.34 | -5.7% | COM | 931142103 |
| OMC | OMNICOM GROUP | 4,660,163 | $388M | 2.4% | $83.23 * | $41.47 | +43.8% | COM | 681919106 |
| — | STAPLES INC | 34,361,523 | $379M | 2.3% | $11.03 | $13.55 | — | COM | 855030102 |
| NWSA | NEWS CORP - CLASS A | 29,310,269 | $374M | 2.3% | $12.77 * | $14.85 | -23.2% | COM | 65249B109 |
| HPE | HEWLETT PACKARD ENTERPRISE COMPANY | 20,837,525 | $369M | 2.3% | $17.73 * | $6.49 | +20.8% | COM | 42824C109 |
| AIG | AMERICAN INTERNATIONAL GROUP | 6,607,420 | $357M | 2.2% | $54.05 * | $32.51 | +30.2% | COM | 026874784 |
| VOYA | VOYA FINANCIAL INC. | 11,563,391 | $344M | 2.1% | $29.77 * | $30.26 | -11.8% | COM | 929089100 |
| — | SEAGATE TECHNOLOGY | 9,804,268 | $338M | 2.1% | $34.45 | $34.64 | — | COM | G7945M107 |
| JPM | JP MORGAN CHASE & CO | 5,378,062 | $318M | 2.0% | $59.22 * | $36.69 | +24.0% | COM | 46625H100 |
| MS | MORGAN STANLEY | 12,649,083 | $316M | 1.9% | $25.01 * | $18.04 | +5.1% | COM | 617446448 |
| INTC | INTEL CORPORATION | 9,405,645 | $304M | 1.9% | $32.35 * | $18.51 | +39.4% | COM | 458140100 |
| AXS | AXIS CAPITAL HOLDINGS LTD | 5,303,536 | $294M | 1.8% | $55.46 * | $32.09 | +32.0% | COM | G0692U109 |
| GS | GOLDMAN SACHS GROUP INC | 1,843,793 | $289M | 1.8% | $156.98 * | $121.71 | +5.6% | COM | 38141G104 |
| — | INTERPUBLIC GROUP OF COS INC | 12,221,112 | $280M | 1.7% | $22.95 * | $9.90 | +60.2% | COM | 460690100 |
| MET | METLIFE INC | 6,232,310 | $274M | 1.7% | $43.94 * | $24.72 | +13.7% | COM | 59156R108 |
| MUR | MURPHY OIL CORP | 10,812,354 | $272M | 1.7% | $25.19 * | $24.98 | -29.4% | COM | 626717102 |
| BP | BP PLC - SPONS ADR | 8,987,246 | $271M | 1.7% | $30.18 | $42.70 | -29.3% | COM | 055622104 |
| HPQ | HP INC | 21,188,101 | $261M | 1.6% | $12.32 * | $9.07 | -1.3% | COM | 40434L105 |
| SWK | STANLEY BLACK & DECKER INC | 2,388,244 | $251M | 1.5% | $105.21 * | $70.52 | +15.9% | COM | 854502101 |
| F | FORD MOTOR COMPANY | 18,433,504 | $249M | 1.5% | $13.50 * | $8.25 | -2.3% | COM | 345370860 |
| RF | REGIONS FINL CORP | 30,951,769 | $243M | 1.5% | $7.85 * | $6.44 | -14.1% | COM | 7591EP100 |
| MSFT | MICROSOFT CORP | 4,104,570 | $227M | 1.4% | $55.23 * | $29.16 | +67.0% | COM | 594918104 |
| UBS | UBS GROUP AG | 12,141,704 | $195M | 1.2% | $16.02 | $17.24 | -7.1% | COM | H42097107 |
| ABT | ABBOTT LABORATORIES | 4,642,170 | $194M | 1.2% | $41.83 * | $28.81 | +21.0% | COM | 002824100 |
| STT | STATE STREET CORP | 3,279,296 | $192M | 1.2% | $58.52 * | $46.53 | -5.0% | COM | 857477103 |
| AVT | AVNET INC | 4,300,793 | $191M | 1.2% | $44.30 * | $28.13 | +26.1% | COM | 053807103 |
| — | XL GROUP PLC | 5,122,904 | $189M | 1.2% | $36.80 | $33.64 | — | COM | G98290102 |
| PNC | PNC FINANCIAL SERVICES | 2,203,011 | $186M | 1.1% | $84.57 * | $49.68 | +24.0% | COM | 693475105 |
| CVE | CENOVUS ENERGY INC. | 13,390,425 | $174M | 1.1% | $13.00 * | $10.56 | +3.8% | COM | 15135U109 |
| BAX | BAXTER INTERNATIONAL INC | 4,084,406 | $168M | 1.0% | $41.08 * | $32.15 | +9.1% | COM | 071813109 |
| WTW | WILLIS TOWERS WATSON PLC | 1,251,011 | $148M | 0.9% | $118.66 * | $100.14 | +3.4% | COM | G96629103 |
| LAMR | LAMAR ADVERTISING CO -A | 2,254,188 | $139M | 0.9% | $61.50 | $53.64 | — | COM | 512816109 |
| JNJ | JOHNSON & JOHNSON | 1,185,329 | $128M | 0.8% | $108.20 * | $66.17 | +24.9% | COM | 478160104 |
| HAL | HALLIBURTON CO | 3,534,585 | $126M | 0.8% | $35.72 * | $26.95 | +9.8% | COM | 406216101 |
| ON | ON SEMICONDUCTOR CORP | 13,030,043 | $125M | 0.8% | $9.59 | $8.83 | +8.7% | COM | 682189105 |
| TEX | TEREX CORP | 4,804,769 | $120M | 0.7% | $24.88 | $34.21 | -27.3% | COM | 880779103 |
| EIX | EDISON INTERNATIONAL | 1,586,887 | $114M | 0.7% | $71.89 * | $39.86 | +21.9% | COM | 281020107 |
| — | CIGNA CORP | 761,695 | $105M | 0.6% | $137.24 | $80.75 | — | COM | 125509109 |
| ACM | AECOM | 3,257,294 | $100M | 0.6% | $30.79 * | $28.78 | +2.9% | COM | 00766T100 |
| GLW | CORNING INC | 4,588,670 | $95.86M | 0.6% | $20.89 * | $13.55 | +19.0% | COM | 219350105 |
| — | APACHE CORP | 1,818,639 | $88.77M | 0.5% | $48.81 | $52.18 | — | COM | 037411105 |
| — | KELLOGG COMPANY | 1,113,983 | $85.28M | 0.5% | $76.55 * | $41.49 | +22.6% | COM | 487836108 |
| CMA | COMERICA INC | 2,244,512 | $85M | 0.5% | $37.87 * | $26.14 | -1.3% | COM | 200340107 |
| ALL | ALLSTATE CORP | 1,257,340 | $84.71M | 0.5% | $67.37 * | $48.77 | +11.4% | COM | 020002101 |
| CSCO | CISCO SYSTEMS INC | 2,757,432 | $78.5M | 0.5% | $28.47 * | $15.77 | +33.0% | COM | 17275R102 |
| COP | CONOCOPHILLIPS | 1,940,954 | $78.16M | 0.5% | $40.27 * | $30.51 | -2.1% | COM | 20825C104 |
| KEY | KEY CORP | 7,065,553 | $78M | 0.5% | $11.04 * | $7.20 | +2.4% | COM | 493267108 |
| WFC | WELLS FARGO CO | 1,592,870 | $77.03M | 0.5% | $48.36 * | $28.02 | +31.1% | COM | 949746101 |
| FLEX | FLEXTRONICS INTERNATIONAL LTD | 6,372,016 | $76.85M | 0.5% | $12.06 * | $7.07 | +28.6% | COM | Y2573F102 |
| DAN | DANA HOLDING CORP | 5,303,153 | $74.72M | 0.5% | $14.09 * | $14.44 | -20.3% | COM | 235825205 |
| KBR | KBR INC | 4,642,323 | $71.86M | 0.4% | $15.48 * | $15.36 | -12.2% | COM | 48242W106 |
| — | ACTUANT CORP- A | 2,896,871 | $71.58M | 0.4% | $24.71 | $27.46 | — | COM | 00508X203 |
| — | SUPERIOR ENERGY SERVICES INC | 5,116,467 | $68.51M | 0.4% | $13.39 | $23.45 | — | COM | 868157108 |
| PFE | PFIZER INC | 2,187,104 | $64.83M | 0.4% | $29.64 * | $17.98 | +2.7% | COM | 717081103 |
| IVZ | INVESCO LTD | 2,074,213 | $63.82M | 0.4% | $30.77 * | $19.21 | +2.6% | COM | G491BT108 |
| — | BAKER HUGHES INC | 1,445,923 | $63.38M | 0.4% | $43.83 | $46.86 | — | COM | 057224107 |
| ETR | ENTERGY CORP | 796,919 | $63.18M | 0.4% | $79.28 * | $20.56 | +31.9% | COM | 29364G103 |
| WBS | WEBSTER FINANCIAL CORP. | 1,742,097 | $62.54M | 0.4% | $35.90 | $27.74 | +29.4% | COM | 947890109 |
| FITB | FIFTH THIRD BANCORP | 3,718,600 | $62.06M | 0.4% | $16.69 * | $12.18 | -2.6% | COM | 316773100 |
| — | TELEFONICA BRASIL - ADR | 4,922,277 | $61.48M | 0.4% | $12.49 | $12.73 | — | COM | 87936R106 |
| NWS | NEWS CORP - CLASS B | 4,610,218 | $61.09M | 0.4% | $13.25 * | $14.59 | -18.7% | COM | 65249B208 |
| G | GENPACT LTD | 2,232,720 | $60.71M | 0.4% | $27.19 * | $20.64 | +19.1% | COM | G3922B107 |
| CVS | CVS HEALTH CORPORATION | 528,659 | $54.84M | 0.3% | $103.73 * | $74.28 | +4.1% | COM | 126650100 |
| — | TE CONNECTIVITY LTD. | 875,559 | $54.22M | 0.3% | $61.92 | $45.54 | — | COM | H84989104 |
| — | ENDURANCE SPECIALTY HOLDINGS | 807,616 | $52.77M | 0.3% | $65.34 | $55.57 | — | COM | G30397106 |
| — | BAXALTA INC | 1,277,007 | $51.59M | 0.3% | $40.40 | $31.51 | — | COM | 07177M103 |
| — | TORCHMARK CORP | 946,406 | $51.26M | 0.3% | $54.16 | $56.51 | — | COM | 891027104 |
| MRK | MERCK & CO INC | 921,365 | $48.75M | 0.3% | $52.91 * | $36.03 | +3.8% | COM | 58933Y105 |
| — | MASONITE INTERNATIONAL CORP | 712,522 | $46.67M | 0.3% | $65.50 | $54.77 | — | COM | 575385109 |
| QCOM | QUALCOMM INC | 887,191 | $45.37M | 0.3% | $51.14 * | $44.14 | -11.8% | COM | 747525103 |
| — | SYNOVUS FINANCIAL CORP | 1,532,901 | $44.32M | 0.3% | $28.91 | $24.92 | — | COM | 87161C501 |
| CFG | CITIZENS FINANCIAL GROUP | 2,091,046 | $43.81M | 0.3% | $20.95 * | $15.71 | -7.4% | COM | 174610105 |
| ROCK | GIBRALTAR INDUSTRIES INC | 1,408,780 | $40.29M | 0.2% | $28.60 | $16.23 | +76.2% | COM | 374689107 |
| ASB | ASSOCIATED BANC CORP | 2,180,070 | $39.11M | 0.2% | $17.94 * | $11.82 | +8.4% | COM | 045487105 |
| GTLS | CHART INDUSTRIES INC | 1,698,111 | $36.88M | 0.2% | $21.72 | $24.74 | -12.2% | COM | 16115Q308 |
| — | TRIPLE-S MANAGEMENT CORP-B | 1,417,632 | $35.24M | 0.2% | $24.86 | $23.45 | — | COM | 896749108 |
| NSIT | INSIGHT ENTERPRISES INC | 1,224,273 | $35.06M | 0.2% | $28.64 | $19.42 | +47.5% | COM | 45765U103 |
| — | ESSENDANT INC | 1,086,985 | $34.71M | 0.2% | $31.93 | $36.89 | — | COM | 296689102 |
| DIOD | DIODES INC. | 1,644,271 | $33.05M | 0.2% | $20.10 | $22.67 | -11.4% | COM | 254543101 |
| — | VALIDUS HOLDINGS LTD | 700,180 | $33.04M | 0.2% | $47.19 | $38.70 | — | COM | G9319H102 |
| TTEK | TETRA TECH INC | 1,092,735 | $32.59M | 0.2% | $29.82 * | $5.19 | +15.0% | COM | 88162G103 |
| T | AT&T INC | 823,058 | $32.24M | 0.2% | $39.17 * | $12.21 | +21.1% | COM | 00206R102 |
| — | CUBIC CORP | 801,665 | $32.03M | 0.2% | $39.96 | $46.62 | — | COM | 229669106 |
| SRI | STONERIDGE INC | 2,138,971 | $31.14M | 0.2% | $14.56 | $11.39 | +27.8% | COM | 86183P102 |
| — | BBCN BANCORP INC | 2,048,261 | $31.11M | 0.2% | $15.19 | $14.30 | — | COM | 073295107 |
| — | FIRST MIDWEST BANCORP INC | 1,643,896 | $29.62M | 0.2% | $18.02 | $16.09 | — | COM | 320867104 |
| — | ASPEN INSURANCE HOLDINGS LTD | 607,948 | $29M | 0.2% | $47.70 | $40.36 | — | COM | G05384105 |
| UVV | UNIVERSAL CORP | 503,326 | $28.59M | 0.2% | $56.81 | $52.41 | +8.4% | COM | 913456109 |
| UPBD | RENT A CENTER INC | 1,783,256 | $28.27M | 0.2% | $15.85 | $25.80 | -38.6% | COM | 76009N100 |
| — | NATIONAL PENN BANCSHARES INC | 2,540,359 | $27.03M | 0.2% | $10.64 | $10.23 | — | COM | 637138108 |
| — | ARGO GROUP INTERNATIONAL | 466,563 | $26.78M | 0.2% | $57.39 | $43.11 | — | COM | G0464B107 |
| MAS | MASCO CORP | 846,671 | $26.63M | 0.2% | $31.45 * | $15.12 | +79.6% | COM | 574599106 |
| CTSH | COGNIZANT TECH SOLUTIONS - A | 418,612 | $26.25M | 0.2% | $62.70 * | $54.63 | +1.7% | COM | 192446102 |
| — | L-3 COMMUNICATIONS | 213,500 | $25.3M | 0.2% | $118.50 | $85.74 | — | COM | 502424104 |
| — | MARATHON OIL CORP COM | 2,261,047 | $25.19M | 0.2% | $11.14 | $11.14 | — | COM | 565849106 |
| — | LEGG MASON INC | 706,600 | $24.5M | 0.2% | $34.68 | $35.28 | — | COM | 524901105 |
| CMCO | COLUMBUS MCKINNON CORP | 1,530,895 | $24.13M | 0.1% | $15.76 * | $22.03 | -33.8% | COM | 199333105 |
| EXC | EXELON CORP | 611,055 | $21.91M | 0.1% | $35.86 * | $14.88 | +22.0% | COM | 30161N101 |
| — | GENERAL CABLE CORP DEL NE | 1,675,043 | $20.45M | 0.1% | $12.21 | $14.95 | — | COM | 369300108 |
| ARW | ARROW ELECTRONICS INC | 304,670 | $19.62M | 0.1% | $64.41 | $56.63 | +13.7% | COM | 042735100 |
| OC | OWENS CORNING | 414,675 | $19.61M | 0.1% | $47.28 | $39.75 | +19.0% | COM | 690742101 |
| EPR | EPR PROPERTIES | 288,275 | $19.2M | 0.1% | $66.62 | $56.08 | — | COM | 26884U109 |
| WSFS | WSFS FINANCIAL CORP | 587,338 | $19.1M | 0.1% | $32.52 | $23.48 | +38.5% | COM | 929328102 |
| — | TCF FINANCIAL CORP | 1,540,587 | $18.89M | 0.1% | $12.26 | $14.21 | — | COM | 872275102 |
| — | SCHNITZER STEEL INDS INC - A | 1,021,731 | $18.84M | 0.1% | $18.44 | $26.26 | — | COM | 806882106 |
| GNW | GENWORTH FINANCIAL INC CL A | 6,873,293 | $18.76M | 0.1% | $2.73 | $11.35 | -76.0% | COM | 37247D106 |
| PCG | PG&E CORP | 312,561 | $18.67M | 0.1% | $59.72 * | $48.18 | +16.9% | COM | 69331C108 |
| — | TECH DATA CORP | 238,205 | $18.29M | 0.1% | $76.77 | $61.85 | — | COM | 878237106 |
| ACH | OWENS & MINOR INC | 449,414 | $18.16M | 0.1% | $40.42 * | $28.88 | +24.1% | COM | 690732102 |
| EG | EVEREST RE GROUP LTD | 91,636 | $18.09M | 0.1% | $197.43 * | $128.55 | +25.2% | COM | G3223R108 |
| — | ANIXTER INTERNATIONAL INC | 341,684 | $17.8M | 0.1% | $52.11 | $52.11 | — | COM | 035290105 |
| SCSC | SCANSOURCE INC | 437,819 | $17.68M | 0.1% | $40.38 | $34.88 | +15.8% | COM | 806037107 |
| — | ARC DOCUMENT SOLUTIONS INC | 3,905,326 | $17.57M | 0.1% | $4.50 | $4.44 | — | COM | 00191G103 |
| — | FMC TECHNOLOGIES INC | 637,749 | $17.45M | 0.1% | $27.36 | $27.36 | — | COM | 30249U101 |
| PGR | PROGRESSIVE CORP | 496,260 | $17.44M | 0.1% | $35.14 * | $17.72 | +50.4% | COM | 743315103 |
| — | AETNA INC | 155,193 | $17.44M | 0.1% | $112.35 | $66.35 | — | COM | 00817Y108 |
| CB | CHUBB LTD | 141,813 | $16.9M | 0.1% | $119.15 * | $96.06 | +4.2% | COM | H1467J104 |
| KSS | KOHLS CORP | 349,774 | $16.3M | 0.1% | $46.61 | $51.96 | -10.3% | COM | 500255104 |
| — | ROWAN COMPANIES PLC - A | 996,725 | $16.05M | 0.1% | $16.10 | $25.24 | — | COM | G7665A101 |
| — | HOSPITALITY PROPERTIES TRUST | 587,962 | $15.62M | 0.1% | $26.56 | $26.87 | — | COM | 44106M102 |
| HIG | THE HARTFORD FINANCIAL SERVICES GROUP INC | 314,390 | $14.49M | 0.1% | $46.08 * | $23.83 | +56.8% | COM | 416515104 |
| JBL | JABIL CIRCUIT INC | 714,997 | $13.78M | 0.1% | $19.27 * | $17.65 | +1.3% | COM | 466313103 |
| TSM | TAIWAN SEMICONDUCTOR - SP ADR | 469,278 | $12.29M | 0.1% | $26.20 | $18.67 | +40.3% | COM | 874039100 |
| — | PHH CORP | 928,249 | $11.64M | 0.1% | $12.54 | $20.33 | — | COM | 693320202 |
| PG | PROCTER & GAMBLE COMPANY | 133,274 | $10.97M | 0.1% | $82.31 * | $57.90 | +8.9% | COM | 742718109 |
| — | KKR & CO LP | 695,268 | $10.21M | 0.1% | $14.69 | $15.06 | — | COM | 48248M102 |
| PRI | PRIMERICA INC | 228,490 | $10.18M | 0.1% | $44.53 | $37.87 | +17.6% | COM | 74164M108 |
| — | AMERICAN EQUITY INVT LIFE | 590,141 | $9.914M | 0.1% | $16.80 | $16.80 | — | COM | 025676206 |
| TRS | TRIMAS CORP | 542,568 | $9.506M | 0.1% | $17.52 | $24.37 | -28.1% | COM | 896215209 |
| DRH | DIAMONDROCK HOSPITALITY CO. | 815,735 | $8.255M | 0.1% | $10.12 | $9.33 | — | COM | 252784301 |
| MATW | MATTHEWS INTL CORP - CL A | 128,197 | $6.598M | 0.0% | $51.47 * | $28.01 | +42.9% | COM | 577128101 |
| AIZ | ASSURANT INC | 80,508 | $6.211M | 0.0% | $77.15 * | $43.91 | +45.0% | COM | 04621X108 |
| CDW | CDW CORP | 146,082 | $6.062M | 0.0% | $41.50 * | $33.01 | +12.1% | COM | 12514G108 |
| BPOP | POPULAR INC. | 188,830 | $5.402M | 0.0% | $28.61 * | $23.60 | -7.2% | COM | 733174700 |
| — | APOLLO GLOBAL MANAGEMENT-A | 225,350 | $3.858M | 0.0% | $17.12 | $17.12 | — | COM | 037612306 |
| INFY | INFOSYS LTD | 114,700 | $2.182M | 0.0% | $19.02 | $17.61 | +8.0% | COM | 456788108 |
| — | KEY ENERGY SERVICES INC | 5,825,628 | $2.152M | 0.0% | $0.37 | $0.79 | — | COM | 492914106 |
| IBN | ICICI BANK LTD | 277,050 | $1.984M | 0.0% | $7.16 | $11.41 | -37.3% | COM | 45104G104 |
| — | MONSTER WORLDWIDE INC | 384,426 | $1.253M | 0.0% | $3.26 | $4.94 | — | COM | 611742107 |
| SHG | SHINHAN FINANCIAL GROUP - ADR | 32,225 | $1.135M | 0.0% | $35.22 | $37.94 | -7.2% | COM | 824596100 |
| TPC | TUTOR PERINI CORP | 60,200 | $936K | 0.0% | $15.55 | $17.70 | -12.2% | COM | 901109108 |
| PKX | POSCO | 17,300 | $819K | 0.0% | $47.34 | $39.57 | +19.6% | COM | 693483109 |
| PBR | PETROLEO BRASILEIRO S.A. - ADR | 76,100 | $444K | 0.0% | $5.83 | $14.57 | -59.9% | COM | 71654V408 |
| — | ANNALY CAPITAL MANAGMENT INC | 12,402 | $127K | 0.0% | $10.24 | $10.24 | — | COM | 035710409 |