Location: New York, NY
CIK: 0001027796 · Show all filings
Period: Q3 2016 (← Previous) (Next →)
Filing Date: Nov 4, 2016
Total Value: $16.36B (100.0% shares, 0.0% debt)
| Ticker | Issuer | Shares | Value | % | Share Price | Est. Cost/Share | Unrealized @ Report Date | Class | CUSIP |
|---|---|---|---|---|---|---|---|---|---|
| VOYA | VOYA FINANCIAL INC. | 17,077,755 | $492M | 3.0% | $28.82 * | $29.02 | -10.9% | COM | 929089100 |
| PH | PARKER HANNIFIN CORPORATION | 3,508,922 | $440M | 2.7% | $125.53 * | $83.16 | +30.8% | COM | 701094104 |
| BAC | BANK OF AMERICA CORP | 28,110,981 | $440M | 2.7% | $15.65 * | $10.54 | +20.7% | COM | 060505104 |
| HPE | HEWLETT PACKARD ENTERPRISE COMPANY | 18,885,018 | $430M | 2.6% | $22.75 * | $6.49 | +55.5% | COM | 42824C109 |
| C | CITIGROUP INC | 9,074,918 | $429M | 2.6% | $47.23 * | $35.64 | -0.4% | COM | 172967424 |
| DOV | DOVER CORP | 5,794,644 | $427M | 2.6% | $73.64 * | $43.27 | +18.1% | COM | 260003108 |
| — | SEAGATE TECHNOLOGY | 11,068,116 | $427M | 2.6% | $38.55 | $30.86 | — | COM | G7945M107 |
| OMC | OMNICOM GROUP | 4,503,223 | $383M | 2.3% | $85.00 * | $41.47 | +48.8% | COM | 681919106 |
| — | ROYAL DUTCH SHELL PLC ADR | 7,537,249 | $377M | 2.3% | $50.07 | $59.60 | — | COM | 780259206 |
| WMT | WAL-MART STORES | 5,216,832 | $376M | 2.3% | $72.12 * | $20.34 | +0.7% | COM | 931142103 |
| BEN | FRANKLIN RESOURCES INC. | 10,535,639 | $375M | 2.3% | $35.57 * | $27.71 | -19.5% | COM | 354613101 |
| MS | MORGAN STANLEY | 11,342,485 | $364M | 2.2% | $32.06 * | $18.07 | +36.1% | COM | 617446448 |
| AIG | AMERICAN INTERNATIONAL GROUP | 6,117,797 | $363M | 2.2% | $59.34 * | $32.51 | +44.6% | COM | 026874784 |
| ORCL | ORACLE CORP | 9,218,507 | $362M | 2.2% | $39.28 * | $27.49 | +24.3% | COM | 68389X105 |
| NWSA | NEWS CORP - CLASS A | 25,123,524 | $351M | 2.1% | $13.98 * | $14.85 | -15.3% | COM | 65249B109 |
| XOM | EXXON MOBIL CORP | 3,851,170 | $336M | 2.1% | $87.28 * | $53.23 | +8.6% | COM | 30231G102 |
| JPM | JP MORGAN CHASE & CO | 4,948,740 | $330M | 2.0% | $66.59 * | $36.69 | +41.5% | COM | 46625H100 |
| INTC | INTEL CORPORATION | 8,562,439 | $323M | 2.0% | $37.75 * | $18.51 | +65.3% | COM | 458140100 |
| — | STAPLES INC | 34,174,464 | $292M | 1.8% | $8.55 | $13.55 | — | COM | 855030102 |
| MUR | MURPHY OIL CORP | 9,557,669 | $291M | 1.8% | $30.40 * | $24.79 | -12.4% | COM | 626717102 |
| RF | REGIONS FINL CORP | 27,450,466 | $271M | 1.7% | $9.87 * | $6.44 | +9.4% | COM | 7591EP100 |
| GS | GOLDMAN SACHS GROUP INC | 1,674,601 | $270M | 1.7% | $161.27 * | $121.71 | +9.3% | COM | 38141G104 |
| HPQ | HP INC | 17,311,624 | $269M | 1.6% | $15.53 * | $9.07 | +26.7% | COM | 40434L105 |
| AXS | AXIS CAPITAL HOLDINGS LTD | 4,876,934 | $265M | 1.6% | $54.33 * | $32.09 | +31.1% | COM | G0692U109 |
| MET | METLIFE INC | 5,935,485 | $264M | 1.6% | $44.43 * | $24.72 | +17.1% | COM | 59156R108 |
| BP | BP PLC - SPONS ADR | 7,446,839 | $262M | 1.6% | $35.16 | $42.70 | -17.7% | COM | 055622104 |
| — | INTERPUBLIC GROUP OF COS INC | 11,088,543 | $248M | 1.5% | $22.35 * | $9.90 | +58.0% | COM | 460690100 |
| COF | CAPITAL ONE FINL CORP | 3,190,520 | $229M | 1.4% | $71.83 * | $58.25 | +4.8% | COM | 14040H105 |
| — | HILTON WORLDWIDE HOLDINGS IN | 9,804,419 | $225M | 1.4% | $22.93 | $22.93 | — | COM | 43300A104 |
| SWK | STANLEY BLACK & DECKER INC | 1,811,837 | $223M | 1.4% | $122.98 * | $70.52 | +36.7% | COM | 854502101 |
| ABT | ABBOTT LABORATORIES | 5,017,660 | $212M | 1.3% | $42.29 * | $29.39 | +21.4% | COM | 002824100 |
| F | FORD MOTOR COMPANY | 17,419,992 | $210M | 1.3% | $12.07 * | $8.25 | -10.7% | COM | 345370860 |
| STT | STATE STREET CORP | 2,963,003 | $206M | 1.3% | $69.63 * | $46.51 | +14.4% | COM | 857477103 |
| CVE | CENOVUS ENERGY INC. | 13,375,530 | $192M | 1.2% | $14.37 * | $10.69 | +13.9% | COM | 15135U109 |
| AVT | AVNET INC | 4,586,045 | $188M | 1.2% | $41.06 * | $28.39 | +16.8% | COM | 053807103 |
| TEX | TEREX CORP | 7,293,443 | $185M | 1.1% | $25.41 | $30.35 | -16.3% | COM | 880779103 |
| — | XL GROUP LTD | 5,072,010 | $171M | 1.0% | $33.63 | $33.63 | — | COM | G98294104 |
| MSFT | MICROSOFT CORP | 2,811,349 | $162M | 1.0% | $57.60 * | $29.16 | +76.5% | COM | 594918104 |
| UBS | UBS GROUP AG | 11,569,209 | $158M | 1.0% | $13.62 | $17.20 | -20.8% | COM | H42097107 |
| ON | ON SEMICONDUCTOR CORP | 12,481,544 | $154M | 0.9% | $12.32 | $8.83 | +39.5% | COM | 682189105 |
| WTW | WILLIS TOWERS WATSON PLC | 1,056,829 | $140M | 0.9% | $132.77 * | $100.14 | +16.6% | COM | G96629103 |
| HAL | HALLIBURTON CO | 3,125,142 | $140M | 0.9% | $44.88 * | $27.15 | +38.1% | COM | 406216101 |
| JNJ | JOHNSON & JOHNSON | 1,002,314 | $118M | 0.7% | $118.13 * | $66.17 | +38.2% | COM | 478160104 |
| — | CIGNA CORP | 906,125 | $118M | 0.7% | $130.32 | $88.63 | — | COM | 125509109 |
| COP | CONOCOPHILLIPS | 2,679,121 | $116M | 0.7% | $43.47 * | $30.73 | +6.1% | COM | 20825C104 |
| LAMR | LAMAR ADVERTISING CO -A | 1,777,927 | $116M | 0.7% | $65.31 | $53.64 | — | COM | 512816109 |
| CMA | COMERICA INC | 2,449,727 | $116M | 0.7% | $47.32 * | $26.39 | +23.4% | COM | 200340107 |
| EIX | EDISON INTERNATIONAL | 1,578,886 | $114M | 0.7% | $72.25 * | $40.01 | +23.6% | COM | 281020107 |
| KEY | KEY CORP | 7,486,993 | $91.12M | 0.6% | $12.17 * | $7.25 | +13.7% | COM | 493267108 |
| CSCO | CISCO SYSTEMS INC | 2,832,899 | $89.86M | 0.5% | $31.72 * | $16.36 | +45.4% | COM | 17275R102 |
| MRK | MERCK & CO INC | 1,408,678 | $87.92M | 0.5% | $62.41 * | $37.24 | +20.3% | COM | 58933Y105 |
| FLEX | FLEX LTD | 6,400,643 | $87.18M | 0.5% | $13.62 * | $7.07 | +45.2% | COM | Y2573F102 |
| ACM | AECOM | 2,793,775 | $83.06M | 0.5% | $29.73 * | $28.89 | -1.0% | COM | 00766T100 |
| ALL | ALLSTATE CORP | 1,176,727 | $81.41M | 0.5% | $69.18 * | $48.90 | +15.2% | COM | 020002101 |
| FITB | FIFTH THIRD BANCORP | 3,877,875 | $79.34M | 0.5% | $20.46 * | $12.24 | +20.5% | COM | 316773100 |
| PFE | PFIZER INC | 2,329,636 | $78.91M | 0.5% | $33.87 * | $18.24 | +17.6% | COM | 717081103 |
| IVZ | INVESCO LTD | 2,523,211 | $78.9M | 0.5% | $31.27 * | $19.18 | +6.4% | COM | G491BT108 |
| — | KELLOGG COMPANY | 970,849 | $75.21M | 0.5% | $77.47 * | $41.49 | +25.8% | COM | 487836108 |
| WBS | WEBSTER FINANCIAL CORP. | 1,933,810 | $73.5M | 0.4% | $38.01 | $28.60 | +32.9% | COM | 947890109 |
| KBR | KBR INC | 4,774,681 | $72.24M | 0.4% | $15.13 * | $15.22 | -12.4% | COM | 48242W106 |
| — | SUPERIOR ENERGY SERVICES INC | 4,016,036 | $71.89M | 0.4% | $17.90 | $23.45 | — | COM | 868157108 |
| DAN | DANA INC | 4,572,452 | $71.28M | 0.4% | $15.59 * | $14.44 | -11.0% | COM | 235825205 |
| — | BAKER HUGHES INC | 1,384,985 | $69.9M | 0.4% | $50.47 | $46.86 | — | COM | 057224107 |
| — | ACTUANT CORP- A | 2,947,227 | $68.49M | 0.4% | $23.24 | $27.20 | — | COM | 00508X203 |
| ETR | ENTERGY CORP | 797,778 | $61.21M | 0.4% | $76.73 * | $20.56 | +30.5% | COM | 29364G103 |
| QCOM | QUALCOMM INC | 883,045 | $60.49M | 0.4% | $68.50 * | $44.14 | +20.3% | COM | 747525103 |
| — | TELEFONICA BRASIL - ADR | 4,105,806 | $59.41M | 0.4% | $14.47 | $12.73 | — | COM | 87936R106 |
| G | GENPACT LTD | 2,433,316 | $58.28M | 0.4% | $23.95 * | $20.79 | +4.2% | COM | G3922B107 |
| — | TE CONNECTIVITY LTD. | 876,215 | $56.41M | 0.3% | $64.38 | $45.54 | — | COM | H84989104 |
| — | ENDURANCE SPECIALTY HOLDINGS | 816,510 | $53.44M | 0.3% | $65.45 | $55.73 | — | COM | G30397106 |
| CFG | CITIZENS FINANCIAL GROUP | 2,092,046 | $51.69M | 0.3% | $24.71 * | $15.71 | +10.3% | COM | 174610105 |
| GTLS | CHART INDUSTRIES INC | 1,545,118 | $50.73M | 0.3% | $32.83 | $24.74 | +32.7% | COM | 16115Q308 |
| — | SYNOVUS FINANCIAL CORP | 1,556,737 | $50.64M | 0.3% | $32.53 | $25.05 | — | COM | 87161C501 |
| BAX | BAXTER INTERNATIONAL INC | 1,061,577 | $50.53M | 0.3% | $47.60 * | $32.15 | +27.1% | COM | 071813109 |
| ASB | ASSOCIATED BANC CORP | 2,428,717 | $47.58M | 0.3% | $19.59 * | $11.96 | +18.4% | COM | 045487105 |
| CVS | CVS HEALTH CORPORATION | 529,858 | $47.15M | 0.3% | $88.99 * | $74.28 | -10.0% | COM | 126650100 |
| WFC | WELLS FARGO CO | 1,017,204 | $45.04M | 0.3% | $44.28 * | $28.02 | +22.0% | COM | 949746101 |
| — | AMERICAN EQUITY INVT LIFE | 2,538,067 | $45M | 0.3% | $17.73 | $14.81 | — | COM | 025676206 |
| CTSH | COGNIZANT TECH SOLUTIONS - A | 940,451 | $44.87M | 0.3% | $47.71 * | $52.75 | -19.8% | COM | 192446102 |
| — | MASONITE INTERNATIONAL CORP | 721,605 | $44.86M | 0.3% | $62.17 | $55.71 | — | COM | 575385109 |
| PNC | PNC FINANCIAL SERVICES | 489,885 | $44.13M | 0.3% | $90.09 * | $49.68 | +33.8% | COM | 693475105 |
| — | TRIPLE-S MANAGEMENT CORP-B | 1,971,750 | $43.24M | 0.3% | $21.93 | $23.21 | — | COM | 896749108 |
| — | ANIXTER INTERNATIONAL INC | 653,454 | $42.15M | 0.3% | $64.50 | $53.26 | — | COM | 035290105 |
| GLW | CORNING INC | 1,756,052 | $41.53M | 0.3% | $23.65 * | $13.55 | +36.5% | COM | 219350105 |
| — | CUBIC CORP | 869,384 | $40.7M | 0.2% | $46.81 | $46.26 | — | COM | 229669106 |
| HOPE | HOPE BANCORP INC | 2,310,964 | $40.14M | 0.2% | $17.37 | $16.20 | +7.2% | COM | 43940T109 |
| NSIT | INSIGHT ENTERPRISES INC | 1,222,338 | $39.79M | 0.2% | $32.55 | $19.94 | +63.3% | COM | 45765U103 |
| SCSC | SCANSOURCE INC | 1,076,702 | $39.3M | 0.2% | $36.50 | $37.44 | -2.5% | COM | 806037107 |
| — | VALIDUS HOLDINGS LTD | 701,669 | $34.96M | 0.2% | $49.82 | $39.11 | — | COM | G9319H102 |
| GNW | GENWORTH FINANCIAL INC CL A | 6,919,984 | $34.32M | 0.2% | $4.96 | $11.28 | -56.0% | COM | 37247D106 |
| DIOD | DIODES INC. | 1,583,658 | $33.8M | 0.2% | $21.34 | $22.67 | -5.9% | COM | 254543101 |
| T | AT&T INC | 823,993 | $33.46M | 0.2% | $40.61 * | $12.21 | +29.5% | COM | 00206R102 |
| — | TORCHMARK CORP | 518,808 | $33.15M | 0.2% | $63.89 | $56.51 | — | COM | 891027104 |
| ACH | OWENS & MINOR INC | 942,143 | $32.72M | 0.2% | $34.73 * | $30.14 | +3.6% | COM | 690732102 |
| — | FIRST MIDWEST BANCORP INC | 1,673,166 | $32.39M | 0.2% | $19.36 | $16.16 | — | COM | 320867104 |
| — | ASPEN INSURANCE HOLDINGS LTD | 688,448 | $32.08M | 0.2% | $46.59 | $41.10 | — | COM | G05384105 |
| — | ARGO GROUP INTERNATIONAL | 525,702 | $29.66M | 0.2% | $56.42 | $44.21 | — | COM | G0464B107 |
| UVV | UNIVERSAL CORP | 485,490 | $28.27M | 0.2% | $58.22 | $52.41 | +11.1% | COM | 913456109 |
| CMCO | COLUMBUS MCKINNON CORP | 1,543,733 | $27.54M | 0.2% | $17.84 * | $21.94 | -24.4% | COM | 199333105 |
| — | FMC TECHNOLOGIES INC | 910,350 | $27.01M | 0.2% | $29.67 | $27.13 | — | COM | 30249U101 |
| SRI | STONERIDGE INC | 1,460,399 | $26.87M | 0.2% | $18.40 | $11.39 | +61.5% | COM | 86183P102 |
| TRS | TRIMAS CORP | 1,376,062 | $25.61M | 0.2% | $18.61 | $20.43 | -8.9% | COM | 896215209 |
| — | GENERAL CABLE CORP DEL NE | 1,708,742 | $25.6M | 0.2% | $14.98 | $14.95 | — | COM | 369300108 |
| — | L-3 COMMUNICATIONS | 168,400 | $25.38M | 0.2% | $150.73 | $85.74 | — | COM | 502424104 |
| — | ESSENDANT INC | 1,203,461 | $24.7M | 0.2% | $20.52 | $36.02 | — | COM | 296689102 |
| UPBD | RENT A CENTER INC | 1,825,479 | $23.07M | 0.1% | $12.64 | $25.45 | -50.3% | COM | 76009N100 |
| — | TCF FINANCIAL CORP | 1,578,394 | $22.9M | 0.1% | $14.51 | $14.21 | — | COM | 872275102 |
| — | SCHNITZER STEEL INDS INC - A | 1,037,754 | $21.69M | 0.1% | $20.90 | $26.15 | — | COM | 806882106 |
| WSFS | WSFS FINANCIAL CORP | 590,212 | $21.54M | 0.1% | $36.49 | $23.73 | +53.8% | COM | 929328102 |
| — | LEGG MASON INC | 639,775 | $21.42M | 0.1% | $33.48 | $35.28 | — | COM | 524901105 |
| ROCK | GIBRALTAR INDUSTRIES INC | 567,077 | $21.07M | 0.1% | $37.15 | $16.23 | +128.9% | COM | 374689107 |
| TTEK | TETRA TECH INC | 593,806 | $21.06M | 0.1% | $35.47 * | $5.19 | +36.8% | COM | 88162G103 |
| ARW | ARROW ELECTRONICS INC | 304,670 | $19.49M | 0.1% | $63.97 | $56.63 | +13.0% | COM | 042735100 |
| PCG | PG&E CORP | 312,782 | $19.13M | 0.1% | $61.17 * | $48.18 | +21.7% | COM | 69331C108 |
| — | BB&T CORP | 477,752 | $18.02M | 0.1% | $37.72 | $35.61 | — | COM | 054937107 |
| — | AETNA INC | 155,248 | $17.92M | 0.1% | $115.45 | $66.35 | — | COM | 00817Y108 |
| — | HOSPITALITY PROPERTIES TRUST | 587,608 | $17.46M | 0.1% | $29.72 | $26.87 | — | COM | 44106M102 |
| EG | EVEREST RE GROUP LTD | 91,703 | $17.42M | 0.1% | $189.97 * | $128.55 | +22.0% | COM | G3223R108 |
| EXC | EXELON CORP | 487,151 | $16.22M | 0.1% | $33.29 * | $14.88 | +15.3% | COM | 30161N101 |
| PG | PROCTER & GAMBLE COMPANY | 179,170 | $16.08M | 0.1% | $89.75 * | $60.32 | +15.8% | COM | 742718109 |
| TSM | TAIWAN SEMICONDUCTOR - SP ADR | 513,528 | $15.71M | 0.1% | $30.59 | $19.60 | +56.1% | COM | 874039100 |
| PGR | PROGRESSIVE CORP | 496,260 | $15.63M | 0.1% | $31.50 * | $17.72 | +34.8% | COM | 743315103 |
| JBL | JABIL CIRCUIT INC | 712,955 | $15.56M | 0.1% | $21.82 * | $17.65 | +15.7% | COM | 466313103 |
| KSS | KOHLS CORP | 351,299 | $15.37M | 0.1% | $43.75 | $51.96 | -15.8% | COM | 500255104 |
| — | ROWAN COMPANIES PLC - A | 996,725 | $15.11M | 0.1% | $15.16 | $25.24 | — | COM | G7665A101 |
| — | ARC DOCUMENT SOLUTIONS INC | 3,983,936 | $14.9M | 0.1% | $3.74 | $4.43 | — | COM | 00191G103 |
| HIG | THE HARTFORD FINANCIAL SERVICES GROUP INC | 314,390 | $13.46M | 0.1% | $42.82 * | $23.83 | +47.1% | COM | 416515104 |
| NWS | NEWS CORP - CLASS B | 888,815 | $12.64M | 0.1% | $14.22 * | $14.59 | -12.1% | COM | 65249B208 |
| OC | OWENS CORNING | 203,330 | $10.86M | 0.1% | $53.39 | $39.75 | +34.3% | COM | 690742101 |
| CB | CHUBB LTD | 83,429 | $10.48M | 0.1% | $125.65 * | $96.06 | +11.1% | COM | H1467J104 |
| — | KKR & CO LP | 612,618 | $8.736M | 0.1% | $14.26 | $15.06 | — | COM | 48248M102 |
| DRH | DIAMONDROCK HOSPITALITY CO. | 846,653 | $7.705M | 0.0% | $9.10 | $9.32 | — | COM | 252784301 |
| AIZ | ASSURANT INC | 80,124 | $7.391M | 0.0% | $92.24 * | $43.91 | +75.3% | COM | 04621X108 |
| CDW | CDW CORP | 146,082 | $6.68M | 0.0% | $45.73 * | $33.01 | +24.1% | COM | 12514G108 |
| — | APOLLO GLOBAL MANAGEMENT-A | 348,100 | $6.252M | 0.0% | $17.96 | $16.31 | — | COM | 037612306 |
| — | WESCO AIRCRAFT HOLDINGS INC | 379,177 | $5.092M | 0.0% | $13.43 | $13.43 | — | COM | 950814103 |
| BPOP | POPULAR INC. | 114,425 | $4.373M | 0.0% | $38.22 * | $23.60 | +25.1% | COM | 733174700 |
| INFY | INFOSYS LTD - SP ADR | 114,700 | $1.81M | 0.0% | $15.78 | $17.61 | -10.4% | COM | 456788108 |
| SHG | SHINHAN FINANCIAL GROUP - ADR | 33,600 | $1.224M | 0.0% | $36.43 | $37.79 | -3.6% | COM | 824596100 |
| — | APACHE CORP | 17,450 | $1.115M | 0.0% | $63.90 | $52.18 | — | COM | 037411105 |
| PKX | POSCO - ADR | 18,900 | $965K | 0.0% | $51.06 | $40.19 | +27.1% | COM | 693483109 |
| PBR | PETROLEO BRASILEIRO S.A. - ADR | 76,100 | $710K | 0.0% | $9.33 | $14.57 | -36.0% | COM | 71654V408 |
| RNR | RENAISSANCE RE HLDGS LTD | 2,530 | $304K | 0.0% | $120.16 | $117.88 | +1.9% | COM | G7496G103 |
| — | LABORATORY CORP OF AMERICA HOLDINGS | 2,185 | $300K | 0.0% | $137.30 | $137.30 | — | COM | 50540R409 |
| — | VARIAN MEDICAL SYSTEMS INC | 2,998 | $298K | 0.0% | $99.40 | $99.40 | — | COM | 92220P105 |
| DG | DOLLAR GENERAL CORP | 4,077 | $285K | 0.0% | $69.90 * | $75.05 | -17.2% | COM | 256677105 |
| — | EXPRESS SCRIPTS HOLDING CO | 3,507 | $247K | 0.0% | $70.43 | $70.43 | — | COM | 30219G108 |
| — | ANNALY CAPITAL MANAGMENT INC | 20,355 | $214K | 0.0% | $10.51 | $10.35 | — | COM | 035710409 |
| BIIB | BIOGEN INC | 642 | $201K | 0.0% | $313.08 | $296.18 | +5.7% | COM | 09062X103 |
| MSM | MSC INDUSTRIAL DIRECT CO-A | 2,730 | $200K | 0.0% | $73.26 | $72.67 | +1.0% | COM | 553530106 |
| AMGN | AMGEN INC | 1,196 | $200K | 0.0% | $167.22 * | $127.72 | -1.1% | COM | 031162100 |
| CFFN | CAPITOL FEDERAL FINANCIAL INC | 11,400 | $160K | 0.0% | $14.04 * | $7.54 | -0.3% | COM | 14057J101 |