Location: New York, NY
CIK: 0001027796 · Show all filings
Period: Q2 2016 (← Previous) (Next →)
Filing Date: Aug 5, 2016
Total Value: $15.98B (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 | 8,941,688 | $494M | 3.1% | $55.22 | $59.60 | — | COM | 780259206 |
| XOM | EXXON MOBIL CORP | 4,772,418 | $447M | 2.8% | $93.74 * | $53.23 | +15.6% | COM | 30231G102 |
| DOV | DOVER CORP | 6,194,201 | $429M | 2.7% | $69.32 * | $43.27 | +10.5% | COM | 260003108 |
| PH | PARKER HANNIFIN CORPORATION | 3,835,028 | $414M | 2.6% | $108.05 * | $83.16 | +12.0% | COM | 701094104 |
| C | CITIGROUP INC | 9,647,065 | $409M | 2.6% | $42.39 * | $35.64 | -10.9% | COM | 172967424 |
| BAC | BANK OF AMERICA CORP | 29,946,738 | $397M | 2.5% | $13.27 * | $10.54 | +1.9% | COM | 060505104 |
| ORCL | ORACLE CORP | 9,587,982 | $392M | 2.5% | $40.93 * | $27.49 | +29.0% | COM | 68389X105 |
| WMT | WAL-MART STORES | 5,368,914 | $392M | 2.5% | $73.02 * | $20.34 | +1.2% | COM | 931142103 |
| HPE | HEWLETT PACKARD ENTERPRISE COMPANY | 20,764,556 | $379M | 2.4% | $18.27 * | $6.49 | +24.9% | COM | 42824C109 |
| — | SEAGATE TECHNOLOGY | 15,500,305 | $378M | 2.4% | $24.36 | $30.86 | — | COM | G7945M107 |
| OMC | OMNICOM GROUP | 4,624,761 | $377M | 2.4% | $81.49 * | $41.47 | +41.8% | COM | 681919106 |
| VOYA | VOYA FINANCIAL INC. | 15,175,429 | $376M | 2.4% | $24.76 * | $29.58 | -25.0% | COM | 929089100 |
| BEN | FRANKLIN RESOURCES INC. | 10,670,335 | $356M | 2.2% | $33.37 * | $27.71 | -24.9% | COM | 354613101 |
| AIG | AMERICAN INTERNATIONAL GROUP | 6,495,886 | $344M | 2.1% | $52.89 * | $32.51 | +28.2% | COM | 026874784 |
| MS | MORGAN STANLEY | 12,892,657 | $335M | 2.1% | $25.98 * | $18.07 | +9.5% | COM | 617446448 |
| JPM | JP MORGAN CHASE & CO | 5,363,320 | $333M | 2.1% | $62.14 * | $36.69 | +31.0% | COM | 46625H100 |
| BP | BP PLC - SPONS ADR | 8,878,224 | $315M | 2.0% | $35.51 | $42.70 | -16.8% | COM | 055622104 |
| INTC | INTEL CORPORATION | 9,324,290 | $306M | 1.9% | $32.80 * | $18.51 | +42.5% | COM | 458140100 |
| NWSA | NEWS CORP - CLASS A | 26,908,102 | $305M | 1.9% | $11.35 * | $14.85 | -31.7% | COM | 65249B109 |
| AXS | AXIS CAPITAL HOLDINGS LTD | 5,315,007 | $292M | 1.8% | $55.00 * | $32.09 | +31.8% | COM | G0692U109 |
| — | STAPLES INC | 33,904,301 | $292M | 1.8% | $8.62 | $13.55 | — | COM | 855030102 |
| MUR | MURPHY OIL CORP | 9,186,692 | $292M | 1.8% | $31.75 * | $24.98 | -10.0% | COM | 626717102 |
| GS | GOLDMAN SACHS GROUP INC | 1,854,044 | $275M | 1.7% | $148.58 * | $121.71 | +0.3% | COM | 38141G104 |
| — | INTERPUBLIC GROUP OF COS INC | 11,372,595 | $263M | 1.6% | $23.10 * | $9.90 | +62.3% | COM | 460690100 |
| HPQ | HP INC | 20,913,999 | $262M | 1.6% | $12.55 * | $9.07 | +1.5% | COM | 40434L105 |
| RF | REGIONS FINL CORP | 30,403,525 | $259M | 1.6% | $8.51 * | $6.44 | -6.3% | COM | 7591EP100 |
| SWK | STANLEY BLACK & DECKER INC | 2,319,041 | $258M | 1.6% | $111.22 * | $70.52 | +23.1% | COM | 854502101 |
| MET | METLIFE INC | 6,140,192 | $245M | 1.5% | $39.83 * | $24.72 | +4.0% | COM | 59156R108 |
| F | FORD MOTOR COMPANY | 18,453,743 | $232M | 1.5% | $12.57 * | $8.25 | -8.0% | COM | 345370860 |
| ABT | ABBOTT LABORATORIES | 5,327,448 | $209M | 1.3% | $39.31 * | $29.39 | +12.2% | COM | 002824100 |
| CVE | CENOVUS ENERGY INC. | 14,530,992 | $201M | 1.3% | $13.82 * | $10.69 | +9.3% | COM | 15135U109 |
| STT | STATE STREET CORP | 3,330,276 | $180M | 1.1% | $53.92 * | $46.51 | -11.9% | COM | 857477103 |
| AVT | AVNET INC | 4,335,912 | $176M | 1.1% | $40.51 * | $28.13 | +15.8% | COM | 053807103 |
| MSFT | MICROSOFT CORP | 3,423,007 | $175M | 1.1% | $51.17 * | $29.16 | +55.8% | COM | 594918104 |
| PNC | PNC FINANCIAL SERVICES | 2,141,005 | $174M | 1.1% | $81.39 * | $49.68 | +20.1% | COM | 693475105 |
| — | XL GROUP PLC | 5,161,867 | $172M | 1.1% | $33.31 | $33.64 | — | COM | G98290102 |
| HAL | HALLIBURTON CO | 3,636,273 | $165M | 1.0% | $45.29 * | $27.15 | +38.8% | COM | 406216101 |
| UBS | UBS GROUP AG | 12,387,311 | $161M | 1.0% | $12.96 | $17.20 | -24.7% | COM | H42097107 |
| WTW | WILLIS TOWERS WATSON PLC | 1,211,101 | $151M | 0.9% | $124.31 * | $100.14 | +8.8% | COM | G96629103 |
| TEX | TEREX CORP | 7,164,504 | $146M | 0.9% | $20.31 | $30.48 | -33.4% | COM | 880779103 |
| BAX | BAXTER INTERNATIONAL INC | 3,115,865 | $141M | 0.9% | $45.22 * | $32.15 | +20.4% | COM | 071813109 |
| JNJ | JOHNSON & JOHNSON | 1,103,032 | $134M | 0.8% | $121.30 * | $66.17 | +41.0% | COM | 478160104 |
| EIX | EDISON INTERNATIONAL | 1,616,335 | $126M | 0.8% | $77.67 * | $40.01 | +32.0% | COM | 281020107 |
| LAMR | LAMAR ADVERTISING CO -A | 1,885,825 | $125M | 0.8% | $66.30 | $53.64 | — | COM | 512816109 |
| ON | ON SEMICONDUCTOR CORP | 13,177,864 | $116M | 0.7% | $8.82 | $8.83 | -0.2% | COM | 682189105 |
| ACM | AECOM | 3,497,198 | $111M | 0.7% | $31.77 * | $28.89 | +5.7% | COM | 00766T100 |
| CMA | COMERICA INC | 2,455,354 | $101M | 0.6% | $41.13 * | $26.39 | +6.8% | COM | 200340107 |
| — | CIGNA CORP | 771,405 | $98.73M | 0.6% | $127.99 | $81.35 | — | COM | 125509109 |
| ALL | ALLSTATE CORP | 1,288,423 | $90.13M | 0.6% | $69.95 * | $48.90 | +15.9% | COM | 020002101 |
| COP | CONOCOPHILLIPS | 2,015,064 | $87.86M | 0.5% | $43.60 * | $30.59 | +6.3% | COM | 20825C104 |
| MRK | MERCK & CO INC | 1,415,390 | $81.54M | 0.5% | $57.61 * | $37.24 | +10.2% | COM | 58933Y105 |
| — | KELLOGG COMPANY | 973,180 | $79.46M | 0.5% | $81.65 * | $41.49 | +31.7% | COM | 487836108 |
| KEY | KEY CORP | 7,181,553 | $79.36M | 0.5% | $11.05 * | $7.22 | +3.0% | COM | 493267108 |
| — | SUPERIOR ENERGY SERVICES INC | 4,264,415 | $78.51M | 0.5% | $18.41 | $23.45 | — | COM | 868157108 |
| PFE | PFIZER INC | 2,186,404 | $76.98M | 0.5% | $35.21 * | $17.98 | +23.0% | COM | 717081103 |
| FLEX | FLEXTRONICS INTERNATIONAL LTD | 6,372,403 | $75.19M | 0.5% | $11.80 * | $7.07 | +25.8% | COM | Y2573F102 |
| CSCO | CISCO SYSTEMS INC | 2,602,784 | $74.67M | 0.5% | $28.69 * | $15.77 | +35.2% | COM | 17275R102 |
| IVZ | INVESCO LTD | 2,891,452 | $73.85M | 0.5% | $25.54 * | $19.18 | -13.9% | COM | G491BT108 |
| GLW | CORNING INC | 3,568,545 | $73.08M | 0.5% | $20.48 * | $13.55 | +17.5% | COM | 219350105 |
| WBS | WEBSTER FINANCIAL CORP. | 1,934,946 | $65.69M | 0.4% | $33.95 | $28.60 | +18.7% | COM | 947890109 |
| — | ***TELEFONICA BRASIL - ADR | 4,824,877 | $65.62M | 0.4% | $13.60 | $12.73 | — | COM | 87936R106 |
| FITB | FIFTH THIRD BANCORP | 3,722,350 | $65.48M | 0.4% | $17.59 * | $12.18 | +3.5% | COM | 316773100 |
| ETR | ENTERGY CORP | 799,844 | $65.07M | 0.4% | $81.35 * | $20.56 | +36.9% | COM | 29364G103 |
| KBR | KBR INC | 4,888,123 | $64.72M | 0.4% | $13.24 * | $15.22 | -23.8% | COM | 48242W106 |
| — | ACTUANT CORP- A | 2,769,506 | $62.62M | 0.4% | $22.61 | $27.46 | — | COM | 00508X203 |
| — | BAKER HUGHES INC | 1,384,985 | $62.5M | 0.4% | $45.13 | $46.86 | — | COM | 057224107 |
| G | GENPACT LTD | 2,223,016 | $59.67M | 0.4% | $26.84 * | $20.64 | +17.6% | COM | G3922B107 |
| DAN | DANA HOLDING CORP | 5,299,270 | $55.96M | 0.4% | $10.56 * | $14.44 | -39.9% | COM | 235825205 |
| — | ENDURANCE SPECIALTY HOLDINGS | 803,625 | $53.97M | 0.3% | $67.16 | $55.57 | — | COM | G30397106 |
| — | TORCHMARK CORP | 849,491 | $52.52M | 0.3% | $61.82 | $56.51 | — | COM | 891027104 |
| — | APACHE CORP | 932,140 | $51.89M | 0.3% | $55.67 | $52.18 | — | COM | 037411105 |
| CVS | CVS HEALTH CORPORATION | 529,884 | $50.73M | 0.3% | $95.74 * | $74.28 | -3.5% | COM | 126650100 |
| — | TE CONNECTIVITY LTD. | 878,715 | $50.18M | 0.3% | $57.11 | $45.54 | — | COM | H84989104 |
| WFC | WELLS FARGO CO | 1,019,329 | $48.24M | 0.3% | $47.33 * | $28.02 | +29.3% | COM | 949746101 |
| QCOM | QUALCOMM INC | 888,541 | $47.6M | 0.3% | $53.57 * | $44.14 | -6.7% | COM | 747525103 |
| — | SYNOVUS FINANCIAL CORP | 1,531,317 | $44.39M | 0.3% | $28.99 | $24.92 | — | COM | 87161C501 |
| CFG | CITIZENS FINANCIAL GROUP | 2,095,671 | $41.87M | 0.3% | $19.98 * | $15.71 | -11.3% | COM | 174610105 |
| — | MASONITE INTERNATIONAL CORP | 629,640 | $41.64M | 0.3% | $66.14 | $54.77 | — | COM | 575385109 |
| GTLS | CHART INDUSTRIES INC | 1,675,388 | $40.43M | 0.3% | $24.13 | $24.74 | -2.5% | COM | 16115Q308 |
| ASB | ASSOCIATED BANC CORP | 2,314,511 | $39.69M | 0.2% | $17.15 * | $11.88 | +3.7% | COM | 045487105 |
| — | AMERICAN EQUITY INVT LIFE | 2,675,697 | $38.13M | 0.2% | $14.25 | $14.81 | — | COM | 025676206 |
| — | TRIPLE-S MANAGEMENT CORP-B | 1,559,649 | $38.1M | 0.2% | $24.43 | $23.54 | — | COM | 896749108 |
| — | ESSENDANT INC | 1,173,329 | $35.86M | 0.2% | $30.56 | $36.42 | — | COM | 296689102 |
| T | AT&T INC | 826,158 | $35.7M | 0.2% | $43.21 * | $12.21 | +35.8% | COM | 00206R102 |
| ROCK | GIBRALTAR INDUSTRIES INC | 1,125,789 | $35.54M | 0.2% | $31.57 | $16.23 | +94.5% | COM | 374689107 |
| — | VALIDUS HOLDINGS LTD | 730,472 | $35.49M | 0.2% | $48.59 | $39.11 | — | COM | G9319H102 |
| SCSC | SCANSOURCE INC | 925,541 | $34.35M | 0.2% | $37.11 | $37.19 | -0.2% | COM | 806037107 |
| NSIT | INSIGHT ENTERPRISES INC | 1,317,814 | $34.26M | 0.2% | $26.00 | $19.94 | +30.4% | COM | 45765U103 |
| — | CUBIC CORP | 850,674 | $34.16M | 0.2% | $40.16 | $46.25 | — | COM | 229669106 |
| — | BBCN BANCORP INC | 2,260,405 | $33.73M | 0.2% | $14.92 | $14.36 | — | COM | 073295107 |
| — | ANIXTER INTERNATIONAL INC | 618,924 | $32.98M | 0.2% | $53.28 | $52.63 | — | COM | 035290105 |
| CTSH | COGNIZANT TECH SOLUTIONS - A | 552,498 | $31.63M | 0.2% | $57.24 * | $54.38 | -6.7% | COM | 192446102 |
| — | L-3 COMMUNICATIONS | 214,175 | $31.42M | 0.2% | $146.69 | $85.74 | — | COM | 502424104 |
| DIOD | DIODES INC. | 1,633,795 | $30.7M | 0.2% | $18.79 | $22.67 | -17.1% | COM | 254543101 |
| TTEK | TETRA TECH INC | 972,107 | $29.89M | 0.2% | $30.74 * | $5.19 | +18.6% | COM | 88162G103 |
| UVV | UNIVERSAL CORP | 500,604 | $28.91M | 0.2% | $57.74 | $52.41 | +10.2% | COM | 913456109 |
| — | FIRST MIDWEST BANCORP INC | 1,636,052 | $28.73M | 0.2% | $17.56 | $16.09 | — | COM | 320867104 |
| — | ASPEN INSURANCE HOLDINGS LTD | 606,995 | $28.15M | 0.2% | $46.38 | $40.36 | — | COM | G05384105 |
| SRI | STONERIDGE INC | 1,872,997 | $27.98M | 0.2% | $14.94 | $11.39 | +31.1% | COM | 86183P102 |
| — | ARGO GROUP INTERNATIONAL | 512,641 | $26.61M | 0.2% | $51.90 | $43.90 | — | COM | G0464B107 |
| NWS | NEWS CORP - CLASS B | 2,253,975 | $26.3M | 0.2% | $11.67 * | $14.59 | -28.4% | COM | 65249B208 |
| MAS | MASCO CORP | 846,154 | $26.18M | 0.2% | $30.94 * | $15.12 | +77.2% | COM | 574599106 |
| — | FMC TECHNOLOGIES INC | 953,866 | $25.44M | 0.2% | $26.67 | $27.13 | — | COM | 30249U101 |
| EPR | EPR PROPERTIES | 288,275 | $23.26M | 0.1% | $80.68 | $56.08 | — | COM | 26884U109 |
| EXC | EXELON CORP | 610,976 | $22.21M | 0.1% | $36.36 * | $14.88 | +24.8% | COM | 30161N101 |
| UPBD | RENT A CENTER INC | 1,777,408 | $21.83M | 0.1% | $12.28 | $25.80 | -52.4% | COM | 76009N100 |
| CMCO | COLUMBUS MCKINNON CORP | 1,523,044 | $21.55M | 0.1% | $14.15 * | $22.03 | -40.4% | COM | 199333105 |
| — | GENERAL CABLE CORP DEL NE | 1,674,245 | $21.28M | 0.1% | $12.71 | $14.95 | — | COM | 369300108 |
| PCG | PG&E CORP | 312,569 | $19.98M | 0.1% | $63.92 * | $48.18 | +26.1% | COM | 69331C108 |
| — | TCF FINANCIAL CORP | 1,542,538 | $19.51M | 0.1% | $12.65 | $14.21 | — | COM | 872275102 |
| — | AETNA INC | 155,102 | $18.94M | 0.1% | $122.13 | $66.35 | — | COM | 00817Y108 |
| — | LEGG MASON INC | 639,775 | $18.87M | 0.1% | $29.49 | $35.28 | — | COM | 524901105 |
| ARW | ARROW ELECTRONICS INC | 304,670 | $18.86M | 0.1% | $61.90 | $56.63 | +9.3% | COM | 042735100 |
| WSFS | WSFS FINANCIAL CORP | 578,654 | $18.63M | 0.1% | $32.19 | $23.48 | +37.1% | COM | 929328102 |
| TRS | TRIMAS CORP | 996,886 | $17.94M | 0.1% | $18.00 | $21.17 | -15.0% | COM | 896215209 |
| — | SCHNITZER STEEL INDS INC - A | 1,016,166 | $17.89M | 0.1% | $17.60 | $26.26 | — | COM | 806882106 |
| CB | CHUBB LTD | 135,979 | $17.77M | 0.1% | $130.71 * | $96.06 | +15.0% | COM | H1467J104 |
| GNW | GENWORTH FINANCIAL INC CL A | 6,851,300 | $17.68M | 0.1% | $2.58 | $11.35 | -77.3% | COM | 37247D106 |
| — | ROWAN COMPANIES PLC - A | 996,725 | $17.6M | 0.1% | $17.66 | $25.24 | — | COM | G7665A101 |
| — | BB&T CORP | 481,014 | $17.13M | 0.1% | $35.61 | $35.61 | — | COM | 054937107 |
| — | HOSPITALITY PROPERTIES TRUST | 587,962 | $16.93M | 0.1% | $28.80 | $26.87 | — | COM | 44106M102 |
| ACH | OWENS & MINOR INC | 449,443 | $16.8M | 0.1% | $37.38 * | $28.88 | +15.5% | COM | 690732102 |
| EG | EVEREST RE GROUP LTD | 91,689 | $16.75M | 0.1% | $182.67 * | $128.55 | +16.6% | COM | G3223R108 |
| PGR | PROGRESSIVE CORP | 496,260 | $16.63M | 0.1% | $33.50 * | $17.72 | +43.4% | COM | 743315103 |
| — | ARC DOCUMENT SOLUTIONS INC | 3,916,110 | $15.23M | 0.1% | $3.89 | $4.44 | — | COM | 00191G103 |
| TSM | TAIWAN SEMICONDUCTOR - SP ADR | 549,878 | $14.42M | 0.1% | $26.23 | $19.60 | +33.9% | COM | 874039100 |
| HIG | THE HARTFORD FINANCIAL SERVICES GROUP INC | 314,390 | $13.95M | 0.1% | $44.38 * | $23.83 | +51.7% | COM | 416515104 |
| KSS | KOHLS CORP | 352,924 | $13.38M | 0.1% | $37.92 | $51.96 | -27.0% | COM | 500255104 |
| JBL | JABIL CIRCUIT INC | 713,963 | $13.19M | 0.1% | $18.47 * | $17.65 | -2.4% | COM | 466313103 |
| PG | PROCTER & GAMBLE COMPANY | 135,169 | $11.45M | 0.1% | $84.67 * | $57.98 | +12.8% | COM | 742718109 |
| OC | OWENS CORNING | 203,330 | $10.48M | 0.1% | $51.52 | $39.75 | +29.6% | COM | 690742101 |
| — | KKR & CO LP | 695,268 | $8.58M | 0.1% | $12.34 | $15.06 | — | COM | 48248M102 |
| DRH | DIAMONDROCK HOSPITALITY CO. | 816,616 | $7.374M | 0.0% | $9.03 | $9.33 | — | COM | 252784301 |
| PRI | PRIMERICA INC | 125,265 | $7.17M | 0.0% | $57.24 | $37.87 | +51.1% | COM | 74164M108 |
| AIZ | ASSURANT INC | 80,260 | $6.927M | 0.0% | $86.31 * | $43.91 | +63.1% | COM | 04621X108 |
| CDW | CDW CORP | 146,082 | $5.855M | 0.0% | $40.08 * | $33.01 | +8.5% | COM | 12514G108 |
| — | APOLLO GLOBAL MANAGEMENT-A | 381,650 | $5.782M | 0.0% | $15.15 | $16.31 | — | COM | 037612306 |
| BPOP | POPULAR INC. | 188,830 | $5.533M | 0.0% | $29.30 * | $23.60 | -4.4% | COM | 733174700 |
| INFY | INFOSYS LTD - SP ADR | 114,700 | $2.047M | 0.0% | $17.85 | $17.61 | +1.4% | COM | 456788108 |
| — | KEY ENERGY SERVICES INC | 5,842,346 | $1.355M | 0.0% | $0.23 | $0.79 | — | COM | 492914106 |
| SHG | SHINHAN FINANCIAL GROUP - ADR | 33,600 | $1.1M | 0.0% | $32.74 | $37.79 | -13.4% | COM | 824596100 |
| PKX | POSCO - ADR | 18,900 | $841K | 0.0% | $44.50 | $40.19 | +10.7% | COM | 693483109 |
| PBR | PETROLEO BRASILEIRO S.A. - ADR | 76,100 | $545K | 0.0% | $7.16 | $14.57 | -50.8% | COM | 71654V408 |
| — | ANNALY CAPITAL MANAGMENT INC | 12,402 | $137K | 0.0% | $11.05 | $10.24 | — | COM | 035710409 |