CIK: 0001027796 · Show all filings
Period: Q3 2016 (← Previous) (Next →)
Filing Date: Nov 4, 2016
Total Value ($000): $16,364,819 (100.0% shares, 0.0% debt)
| Ticker | Issuer | Shares | Value ($000) | % | Est. Cost | Unrealized | Class | CUSIP |
|---|---|---|---|---|---|---|---|---|
| VOYA | VOYA FINANCIAL INC. | 17,077,755 | $492,181 | 3.0% | $29.02 | -15.6% | COM | 929089100 |
| PH | PARKER HANNIFIN CORPORATION | 3,508,922 | $440,475 | 2.7% | $83.16 | +23.8% | COM | 701094104 |
| BAC | BANK OF AMERICA CORP | 28,110,981 | $439,937 | 2.7% | $10.54 | +14.5% | COM | 060505104 |
| HPE | HEWLETT PACKARD ENTERPRISE COMPANY | 18,885,018 | $429,634 | 2.6% | $6.49 | +45.2% | COM | 42824C109 |
| C | CITIGROUP INC | 9,074,918 | $428,608 | 2.6% | $35.64 | -4.2% | COM | 172967424 |
| DOV | DOVER CORP | 5,794,644 | $426,718 | 2.6% | $43.27 | +14.4% | COM | 260003108 |
| — | SEAGATE TECHNOLOGY | 11,068,116 | $426,676 | 2.6% | $30.86 | — | COM | G7945M107 |
| OMC | OMNICOM GROUP | 4,503,223 | $382,774 | 2.3% | $41.47 | +46.0% | COM | 681919106 |
| — | ROYAL DUTCH SHELL PLC ADR | 7,537,249 | $377,390 | 2.3% | $59.60 | — | COM | 780259206 |
| WMT | WAL-MART STORES | 5,216,832 | $376,238 | 2.3% | $20.34 | +1.3% | COM | 931142103 |
| BEN | FRANKLIN RESOURCES INC. | 10,535,639 | $374,753 | 2.3% | $27.71 | -20.4% | COM | 354613101 |
| MS | MORGAN STANLEY | 11,342,485 | $363,640 | 2.2% | $18.07 | +26.4% | COM | 617446448 |
| AIG | AMERICAN INTERNATIONAL GROUP | 6,117,797 | $363,030 | 2.2% | $32.51 | +38.6% | COM | 026874784 |
| ORCL | ORACLE CORP | 9,218,507 | $362,103 | 2.2% | $27.49 | +28.9% | COM | 68389X105 |
| NWSA | NEWS CORP - CLASS A | 25,123,524 | $351,227 | 2.1% | $14.85 | -20.5% | COM | 65249B109 |
| XOM | EXXON MOBIL CORP | 3,851,170 | $336,130 | 2.1% | $53.23 | +10.0% | COM | 30231G102 |
| JPM | JP MORGAN CHASE & CO | 4,948,740 | $329,537 | 2.0% | $36.69 | +38.6% | COM | 46625H100 |
| INTC | INTEL CORPORATION | 8,562,439 | $323,232 | 2.0% | $18.51 | +54.7% | COM | 458140100 |
| — | STAPLES INC | 34,174,464 | $292,192 | 1.8% | $13.55 | — | COM | 855030102 |
| MUR | MURPHY OIL CORP | 9,557,669 | $290,553 | 1.8% | $24.79 | -18.1% | COM | 626717102 |
| RF | REGIONS FINL CORP | 27,450,466 | $270,936 | 1.7% | $6.44 | +3.3% | COM | 7591EP100 |
| GS | GOLDMAN SACHS GROUP INC | 1,674,601 | $270,063 | 1.7% | $121.71 | +9.9% | COM | 38141G104 |
| HPQ | HP INC | 17,311,624 | $268,850 | 1.6% | $9.07 | +15.5% | COM | 40434L105 |
| AXS | AXIS CAPITAL HOLDINGS LTD | 4,876,934 | $264,964 | 1.6% | $32.09 | +32.3% | COM | G0692U109 |
| MET | METLIFE INC | 5,935,485 | $263,714 | 1.6% | $24.72 | +10.8% | COM | 59156R108 |
| BP | BP PLC - SPONS ADR | 7,446,839 | $261,831 | 1.6% | $41.64 | — | COM | 055622104 |
| — | INTERPUBLIC GROUP OF COS INC | 11,088,543 | $247,829 | 1.5% | $9.90 | +61.9% | COM | 460690100 |
| COF | CAPITAL ONE FINL CORP | 3,190,520 | $229,175 | 1.4% | $58.25 | 0.0% | COM | 14040H105 |
| — | HILTON WORLDWIDE HOLDINGS IN | 9,804,419 | $224,815 | 1.4% | $22.93 | — | COM | 43300A104 |
| SWK | STANLEY BLACK & DECKER INC | 1,811,837 | $222,820 | 1.4% | $70.52 | +33.8% | COM | 854502101 |
| ABT | ABBOTT LABORATORIES | 5,017,660 | $212,197 | 1.3% | $29.39 | +22.9% | COM | 002824100 |
| F | FORD MOTOR COMPANY | 17,419,992 | $210,259 | 1.3% | $8.25 | -6.9% | COM | 345370860 |
| STT | STATE STREET CORP | 2,963,003 | $206,314 | 1.3% | $46.51 | +6.8% | COM | 857477103 |
| CVE | CENOVUS ENERGY INC. | 13,375,530 | $192,206 | 1.2% | $10.69 | +13.0% | COM | 15135U109 |
| AVT | AVNET INC | 4,586,045 | $188,303 | 1.2% | $28.39 | +15.7% | COM | 053807103 |
| TEX | TEREX CORP | 7,293,443 | $185,326 | 1.1% | $30.35 | -23.2% | COM | 880779103 |
| — | XL GROUP LTD | 5,072,010 | $170,572 | 1.0% | $33.63 | — | COM | G98294104 |
| MSFT | MICROSOFT CORP | 2,811,349 | $161,934 | 1.0% | $29.16 | +72.5% | COM | 594918104 |
| UBS | UBS GROUP AG | 11,569,209 | $157,573 | 1.0% | $17.20 | -20.9% | COM | H42097107 |
| ON | ON SEMICONDUCTOR CORP | 12,481,544 | $153,773 | 0.9% | $8.83 | +17.1% | COM | 682189105 |
| WTW | WILLIS TOWERS WATSON PLC | 1,056,829 | $140,315 | 0.9% | $100.14 | +8.9% | COM | G96629103 |
| HAL | HALLIBURTON CO | 3,125,142 | $140,256 | 0.9% | $27.15 | +34.0% | COM | 406216101 |
| JNJ | JOHNSON & JOHNSON | 1,002,314 | $118,403 | 0.7% | $66.17 | +41.4% | COM | 478160104 |
| — | CIGNA CORP | 906,125 | $118,086 | 0.7% | $88.63 | — | COM | 125509109 |
| COP | CONOCOPHILLIPS | 2,679,121 | $116,461 | 0.7% | $30.73 | +1.3% | COM | 20825C104 |
| LAMR | LAMAR ADVERTISING CO -A | 1,777,927 | $116,116 | 0.7% | $53.64 | — | COM | 512816109 |
| CMA | COMERICA INC | 2,449,727 | $115,921 | 0.7% | $26.39 | +17.8% | COM | 200340107 |
| EIX | EDISON INTERNATIONAL | 1,578,886 | $114,075 | 0.7% | $40.01 | +27.6% | COM | 281020107 |
| KEY | KEY CORP | 7,486,993 | $91,117 | 0.6% | $7.25 | +11.6% | COM | 493267108 |
| CSCO | CISCO SYSTEMS INC | 2,832,899 | $89,860 | 0.5% | $16.36 | +41.0% | COM | 17275R102 |
| MRK | MERCK & CO INC | 1,408,678 | $87,916 | 0.5% | $37.24 | +17.4% | COM | 58933Y105 |
| FLEX | FLEX LTD | 6,400,643 | $87,177 | 0.5% | $7.07 | +37.4% | COM | Y2573F102 |
| ACM | AECOM | 2,793,775 | $83,059 | 0.5% | $28.89 | +7.3% | COM | 00766T100 |
| ALL | ALLSTATE CORP | 1,176,727 | $81,406 | 0.5% | $48.90 | +14.3% | COM | 020002101 |
| FITB | FIFTH THIRD BANCORP | 3,877,875 | $79,341 | 0.5% | $12.24 | +13.0% | COM | 316773100 |
| PFE | PFIZER INC | 2,329,636 | $78,905 | 0.5% | $18.24 | +22.0% | COM | 717081103 |
| IVZ | INVESCO LTD | 2,523,211 | $78,901 | 0.5% | $19.18 | -0.4% | COM | G491BT108 |
| — | KELLOGG COMPANY | 970,849 | $75,212 | 0.5% | $41.49 | +31.8% | COM | 487836108 |
| WBS | WEBSTER FINANCIAL CORP. | 1,933,810 | $73,504 | 0.4% | $28.60 | +28.7% | COM | 947890109 |
| KBR | KBR INC | 4,774,681 | $72,241 | 0.4% | $15.22 | -15.2% | COM | 48242W106 |
| — | SUPERIOR ENERGY SERVICES INC | 4,016,036 | $71,887 | 0.4% | $23.45 | — | COM | 868157108 |
| DAN | DANA INC | 4,572,452 | $71,285 | 0.4% | $14.44 | -22.3% | COM | 235825205 |
| — | BAKER HUGHES INC | 1,384,985 | $69,900 | 0.4% | $46.86 | — | COM | 057224107 |
| — | ACTUANT CORP- A | 2,947,227 | $68,494 | 0.4% | $27.20 | — | COM | 00508X203 |
| ETR | ENTERGY CORP | 797,778 | $61,214 | 0.4% | $20.56 | +34.7% | COM | 29364G103 |
| QCOM | QUALCOMM INC | 883,045 | $60,489 | 0.4% | $44.14 | +6.3% | COM | 747525103 |
| — | TELEFONICA BRASIL - ADR | 4,105,806 | $59,411 | 0.4% | $12.73 | — | COM | 87936R106 |
| G | GENPACT LTD | 2,433,316 | $58,278 | 0.4% | $20.79 | +7.8% | COM | G3922B107 |
| — | TE CONNECTIVITY LTD. | 876,215 | $56,411 | 0.3% | $45.54 | — | COM | H84989104 |
| — | ENDURANCE SPECIALTY HOLDINGS | 816,510 | $53,441 | 0.3% | $55.73 | — | COM | G30397106 |
| CFG | CITIZENS FINANCIAL GROUP | 2,092,046 | $51,694 | 0.3% | $15.71 | +2.5% | COM | 174610105 |
| GTLS | CHART INDUSTRIES INC | 1,545,118 | $50,726 | 0.3% | $24.74 | +17.1% | COM | 16115Q308 |
| — | SYNOVUS FINANCIAL CORP | 1,556,737 | $50,641 | 0.3% | $25.05 | — | COM | 87161C501 |
| BAX | BAXTER INTERNATIONAL INC | 1,061,577 | $50,531 | 0.3% | $32.15 | +25.7% | COM | 071813109 |
| ASB | ASSOCIATED BANC CORP | 2,428,717 | $47,579 | 0.3% | $11.96 | +13.7% | COM | 045487105 |
| CVS | CVS HEALTH CORPORATION | 529,858 | $47,152 | 0.3% | $74.28 | -4.6% | COM | 126650100 |
| WFC | WELLS FARGO CO | 1,017,204 | $45,042 | 0.3% | $28.02 | +31.4% | COM | 949746101 |
| — | AMERICAN EQUITY INVT LIFE | 2,538,067 | $45,000 | 0.3% | $14.81 | — | COM | 025676206 |
| CTSH | COGNIZANT TECH SOLUTIONS - A | 940,451 | $44,869 | 0.3% | $52.75 | -4.4% | COM | 192446102 |
| — | MASONITE INTERNATIONAL CORP | 721,605 | $44,862 | 0.3% | $55.71 | — | COM | 575385109 |
| PNC | PNC FINANCIAL SERVICES | 489,885 | $44,134 | 0.3% | $49.68 | +27.4% | COM | 693475105 |
| — | TRIPLE-S MANAGEMENT CORP-B | 1,971,750 | $43,240 | 0.3% | $23.21 | — | COM | 896749108 |
| — | ANIXTER INTERNATIONAL INC | 653,454 | $42,148 | 0.3% | $53.26 | — | COM | 035290105 |
| GLW | CORNING INC | 1,756,052 | $41,531 | 0.3% | $13.55 | +28.2% | COM | 219350105 |
| — | CUBIC CORP | 869,384 | $40,696 | 0.2% | $46.26 | — | COM | 229669106 |
| HOPE | HOPE BANCORP INC | 2,310,964 | $40,141 | 0.2% | $16.20 | 0.0% | COM | 43940T109 |
| NSIT | INSIGHT ENTERPRISES INC | 1,222,338 | $39,787 | 0.2% | $19.94 | +47.4% | COM | 45765U103 |
| SCSC | SCANSOURCE INC | 1,076,702 | $39,300 | 0.2% | $37.44 | +4.1% | COM | 806037107 |
| — | VALIDUS HOLDINGS LTD | 701,669 | $34,957 | 0.2% | $39.11 | — | COM | G9319H102 |
| GNW | GENWORTH FINANCIAL INC CL A | 6,919,984 | $34,323 | 0.2% | $11.28 | -65.9% | COM | 37247D106 |
| DIOD | DIODES INC. | 1,583,658 | $33,795 | 0.2% | $22.67 | -13.9% | COM | 254543101 |
| T | AT&T INC | 823,993 | $33,462 | 0.2% | $12.21 | +33.4% | COM | 00206R102 |
| — | TORCHMARK CORP | 518,808 | $33,147 | 0.2% | $56.51 | — | COM | 891027104 |
| ACH | OWENS & MINOR INC | 942,143 | $32,721 | 0.2% | $30.14 | +3.8% | COM | 690732102 |
| — | FIRST MIDWEST BANCORP INC | 1,673,166 | $32,392 | 0.2% | $16.16 | — | COM | 320867104 |
| — | ASPEN INSURANCE HOLDINGS LTD | 688,448 | $32,075 | 0.2% | $41.10 | — | COM | G05384105 |
| — | ARGO GROUP INTERNATIONAL | 525,702 | $29,660 | 0.2% | $44.21 | — | COM | G0464B107 |
| UVV | UNIVERSAL CORP | 485,490 | $28,265 | 0.2% | $52.41 | +12.6% | COM | 913456109 |
| CMCO | COLUMBUS MCKINNON CORP | 1,543,733 | $27,540 | 0.2% | $21.94 | -29.2% | COM | 199333105 |
| — | FMC TECHNOLOGIES INC | 910,350 | $27,010 | 0.2% | $27.13 | — | COM | 30249U101 |
| SRI | STONERIDGE INC | 1,460,399 | $26,871 | 0.2% | $11.39 | +51.3% | COM | 86183P102 |
| TRS | TRIMAS CORP | 1,376,062 | $25,609 | 0.2% | $20.43 | -9.5% | COM | 896215209 |
| — | GENERAL CABLE CORP DEL NE | 1,708,742 | $25,597 | 0.2% | $14.95 | — | COM | 369300108 |
| — | L-3 COMMUNICATIONS | 168,400 | $25,383 | 0.2% | $85.74 | — | COM | 502424104 |
| — | ESSENDANT INC | 1,203,461 | $24,695 | 0.2% | $36.02 | — | COM | 296689102 |
| UPBD | RENT A CENTER INC | 1,825,479 | $23,074 | 0.1% | $25.45 | -50.9% | COM | 76009N100 |
| — | TCF FINANCIAL CORP | 1,578,394 | $22,902 | 0.1% | $14.21 | — | COM | 872275102 |
| — | SCHNITZER STEEL INDS INC - A | 1,037,754 | $21,689 | 0.1% | $26.15 | — | COM | 806882106 |
| WSFS | WSFS FINANCIAL CORP | 590,212 | $21,537 | 0.1% | $23.73 | +51.9% | COM | 929328102 |
| — | LEGG MASON INC | 639,775 | $21,420 | 0.1% | $35.28 | — | COM | 524901105 |
| ROCK | GIBRALTAR INDUSTRIES INC | 567,077 | $21,067 | 0.1% | $16.23 | +125.6% | COM | 374689107 |
| TTEK | TETRA TECH INC | 593,806 | $21,062 | 0.1% | $5.19 | +30.6% | COM | 88162G103 |
| ARW | ARROW ELECTRONICS INC | 304,670 | $19,490 | 0.1% | $56.63 | +14.1% | COM | 042735100 |
| PCG | PG&E CORP | 312,782 | $19,133 | 0.1% | $48.18 | +25.4% | COM | 69331C108 |
| — | BB&T CORP | 477,752 | $18,021 | 0.1% | $35.61 | — | COM | 054937107 |
| — | AETNA INC | 155,248 | $17,923 | 0.1% | $66.35 | — | COM | 00817Y108 |
| — | HOSPITALITY PROPERTIES TRUST | 587,608 | $17,464 | 0.1% | $26.87 | — | COM | 44106M102 |
| EG | EVEREST RE GROUP LTD | 91,703 | $17,421 | 0.1% | $128.55 | +20.3% | COM | G3223R108 |
| EXC | EXELON CORP | 487,151 | $16,217 | 0.1% | $14.88 | +21.5% | COM | 30161N101 |
| PG | PROCTER & GAMBLE COMPANY | 179,170 | $16,081 | 0.1% | $60.32 | +11.9% | COM | 742718109 |
| TSM | TAIWAN SEMICONDUCTOR - SP ADR | 513,528 | $15,709 | 0.1% | $19.57 | — | COM | 874039100 |
| PGR | PROGRESSIVE CORP | 496,260 | $15,632 | 0.1% | $17.72 | +39.4% | COM | 743315103 |
| JBL | JABIL CIRCUIT INC | 712,955 | $15,557 | 0.1% | $17.65 | +10.2% | COM | 466313103 |
| KSS | KOHLS CORP | 351,299 | $15,369 | 0.1% | $51.96 | -19.4% | COM | 500255104 |
| — | ROWAN COMPANIES PLC - A | 996,725 | $15,110 | 0.1% | $25.24 | — | COM | G7665A101 |
| — | ARC DOCUMENT SOLUTIONS INC | 3,983,936 | $14,900 | 0.1% | $4.43 | — | COM | 00191G103 |
| HIG | THE HARTFORD FINANCIAL SERVICES GROUP INC | 314,390 | $13,462 | 0.1% | $23.83 | +43.3% | COM | 416515104 |
| NWS | NEWS CORP - CLASS B | 888,815 | $12,639 | 0.1% | $14.59 | -16.3% | COM | 65249B208 |
| OC | OWENS CORNING | 203,330 | $10,856 | 0.1% | $39.75 | +35.2% | COM | 690742101 |
| CB | CHUBB LTD | 83,429 | $10,483 | 0.1% | $96.06 | +11.6% | COM | H1467J104 |
| — | KKR & CO LP | 612,618 | $8,736 | 0.1% | $15.06 | — | COM | 48248M102 |
| DRH | DIAMONDROCK HOSPITALITY CO. | 846,653 | $7,705 | 0.0% | $9.32 | — | COM | 252784301 |
| AIZ | ASSURANT INC | 80,124 | $7,391 | 0.0% | $43.91 | +65.6% | COM | 04621X108 |
| CDW | CDW CORP | 146,082 | $6,680 | 0.0% | $33.01 | +18.9% | COM | 12514G108 |
| — | APOLLO GLOBAL MANAGEMENT-A | 348,100 | $6,252 | 0.0% | $16.31 | — | COM | 037612306 |
| — | WESCO AIRCRAFT HOLDINGS INC | 379,177 | $5,092 | 0.0% | $13.43 | — | COM | 950814103 |
| BPOP | POPULAR INC. | 114,425 | $4,373 | 0.0% | $23.60 | +16.2% | COM | 733174700 |
| INFY | INFOSYS LTD - SP ADR | 114,700 | $1,810 | 0.0% | $25.46 | — | COM | 456788108 |
| SHG | SHINHAN FINANCIAL GROUP - ADR | 33,600 | $1,224 | 0.0% | $40.20 | — | COM | 824596100 |
| — | APACHE CORP | 17,450 | $1,115 | 0.0% | $52.18 | — | COM | 037411105 |
| PKX | POSCO - ADR | 18,900 | $965 | 0.0% | $47.10 | — | COM | 693483109 |
| PBR | PETROLEO BRASILEIRO S.A. - ADR | 76,100 | $710 | 0.0% | $14.63 | — | COM | 71654V408 |
| RNR | RENAISSANCE RE HLDGS LTD | 2,530 | $304 | 0.0% | $117.88 | 0.0% | COM | G7496G103 |
| — | LABORATORY CORP OF AMERICA HOLDINGS | 2,185 | $300 | 0.0% | $137.30 | — | COM | 50540R409 |
| — | VARIAN MEDICAL SYSTEMS INC | 2,998 | $298 | 0.0% | $99.40 | — | COM | 92220P105 |
| DG | DOLLAR GENERAL CORP | 4,077 | $285 | 0.0% | $75.05 | 0.0% | COM | 256677105 |
| — | EXPRESS SCRIPTS HOLDING CO | 3,507 | $247 | 0.0% | $70.43 | — | COM | 30219G108 |
| — | ANNALY CAPITAL MANAGMENT INC | 20,355 | $214 | 0.0% | $10.35 | — | COM | 035710409 |
| BIIB | BIOGEN INC | 642 | $201 | 0.0% | $296.18 | 0.0% | COM | 09062X103 |
| MSM | MSC INDUSTRIAL DIRECT CO-A | 2,730 | $200 | 0.0% | $72.67 | 0.0% | COM | 553530106 |
| AMGN | AMGEN INC | 1,196 | $200 | 0.0% | $127.72 | 0.0% | COM | 031162100 |
| CFFN | CAPITOL FEDERAL FINANCIAL INC | 11,400 | $160 | 0.0% | $7.54 | 0.0% | COM | 14057J101 |