CIK: 0001027796 · Show all filings
Period: Q4 2016 (← Previous) (Next →)
Filing Date: Feb 10, 2017
Total Value ($000): $17,538,157 (100.0% shares, 0.0% debt)
| Ticker | Issuer | Shares | Value ($000) | % | Est. Cost | Unrealized | Class | CUSIP |
|---|---|---|---|---|---|---|---|---|
| VOYA | VOYA FINANCIAL INC. | 13,917,354 | $545,839 | 3.1% | $29.02 | +9.0% | COM | 929089100 |
| BAC | BANK OF AMERICA CORP | 23,479,533 | $518,898 | 3.0% | $10.54 | +48.7% | COM | 060505104 |
| C | CITIGROUP INC | 8,509,400 | $505,714 | 2.9% | $35.64 | +14.0% | COM | 172967424 |
| DOV | DOVER CORP | 5,628,493 | $421,743 | 2.4% | $43.27 | +15.0% | COM | 260003108 |
| MS | MORGAN STANLEY | 9,972,762 | $421,349 | 2.4% | $18.07 | +61.3% | COM | 617446448 |
| BEN | FRANKLIN RESOURCES INC. | 10,337,674 | $409,165 | 2.3% | $27.71 | -15.3% | COM | 354613101 |
| OMC | OMNICOM GROUP | 4,793,791 | $408,000 | 2.3% | $42.65 | +42.9% | COM | 681919106 |
| PH | PARKER HANNIFIN CORPORATION | 2,892,713 | $404,980 | 2.3% | $83.16 | +39.0% | COM | 701094104 |
| HPE | HEWLETT PACKARD ENTERPRISE COMPANY | 17,218,172 | $398,429 | 2.3% | $6.49 | +57.6% | COM | 42824C109 |
| — | ROYAL DUTCH SHELL PLC ADR | 7,323,279 | $398,240 | 2.3% | $59.60 | — | COM | 780259206 |
| ORCL | ORACLE CORP | 10,167,717 | $390,949 | 2.2% | $28.11 | +21.4% | COM | 68389X105 |
| AIG | AMERICAN INTERNATIONAL GROUP | 5,972,998 | $390,096 | 2.2% | $32.51 | +53.2% | COM | 026874784 |
| JPM | JP MORGAN CHASE & CO | 4,358,837 | $376,124 | 2.1% | $36.69 | +63.2% | COM | 46625H100 |
| GS | GOLDMAN SACHS GROUP INC | 1,486,725 | $355,996 | 2.0% | $121.71 | +37.8% | COM | 38141G104 |
| XOM | EXXON MOBIL CORP | 3,832,620 | $345,932 | 2.0% | $53.23 | +9.3% | COM | 30231G102 |
| WMT | WAL-MART STORES | 4,955,044 | $342,493 | 2.0% | $20.34 | -2.1% | COM | 931142103 |
| — | HILTON WORLDWIDE HOLDINGS IN | 12,342,393 | $335,713 | 1.9% | $23.81 | — | COM | 43300A104 |
| — | SEAGATE TECHNOLOGY | 8,305,676 | $317,028 | 1.8% | $30.86 | — | COM | G7945M107 |
| AXS | AXIS CAPITAL HOLDINGS LTD | 4,820,702 | $314,647 | 1.8% | $32.09 | +45.2% | COM | G0692U109 |
| — | CIGNA CORP | 2,317,548 | $309,138 | 1.8% | $115.89 | — | COM | 125509109 |
| RF | REGIONS FINL CORP | 21,420,718 | $307,602 | 1.8% | $6.44 | +37.2% | COM | 7591EP100 |
| MET | METLIFE INC | 5,582,905 | $300,863 | 1.7% | $24.72 | +36.4% | COM | 59156R108 |
| INTC | INTEL CORPORATION | 8,250,579 | $299,249 | 1.7% | $18.51 | +57.5% | COM | 458140100 |
| — | STAPLES INC | 32,126,425 | $290,744 | 1.7% | $13.55 | — | COM | 855030102 |
| NWSA | NEWS CORP - CLASS A | 25,095,941 | $287,599 | 1.6% | $14.85 | -25.1% | COM | 65249B109 |
| MUR | MURPHY OIL CORP | 8,610,715 | $268,052 | 1.5% | $24.79 | -12.2% | COM | 626717102 |
| COF | CAPITAL ONE FINL CORP | 3,060,147 | $266,967 | 1.5% | $58.25 | +18.0% | COM | 14040H105 |
| CTSH | COGNIZANT TECH SOLUTIONS - A | 4,732,694 | $265,173 | 1.5% | $48.50 | -2.2% | COM | 192446102 |
| — | INTERPUBLIC GROUP OF COS INC | 10,650,781 | $249,335 | 1.4% | $9.90 | +63.8% | COM | 460690100 |
| AVT | AVNET INC | 5,108,761 | $243,228 | 1.4% | $29.17 | +23.6% | COM | 053807103 |
| BP | BP PLC - SPONS ADR | 6,407,714 | $239,520 | 1.4% | $41.64 | — | COM | 055622104 |
| STT | STATE STREET CORP | 2,846,759 | $221,250 | 1.3% | $46.51 | +23.7% | COM | 857477103 |
| F | FORD MOTOR COMPANY | 17,628,162 | $213,830 | 1.2% | $8.25 | -9.4% | COM | 345370860 |
| CVE | CENOVUS ENERGY INC. | 13,537,767 | $204,826 | 1.2% | $10.71 | +19.1% | COM | 15135U109 |
| SWK | STANLEY BLACK & DECKER INC | 1,780,877 | $204,249 | 1.2% | $70.52 | +32.7% | COM | 854502101 |
| — | XL GROUP LTD | 5,211,287 | $194,173 | 1.1% | $33.73 | — | COM | G98294104 |
| ABT | ABBOTT LABORATORIES | 5,049,688 | $193,959 | 1.1% | $29.39 | +14.5% | COM | 002824100 |
| TEX | TEREX CORP | 5,897,288 | $185,941 | 1.1% | $30.35 | -8.6% | COM | 880779103 |
| HPQ | HP INC | 12,302,586 | $182,570 | 1.0% | $9.07 | +23.7% | COM | 40434L105 |
| UBS | UBS GROUP AG | 11,502,855 | $180,250 | 1.0% | $17.20 | -12.4% | COM | H42097107 |
| ON | ON SEMICONDUCTOR CORP | 12,299,418 | $156,941 | 0.9% | $8.83 | +35.1% | COM | 682189105 |
| WTW | WILLIS TOWERS WATSON PLC | 1,215,238 | $148,599 | 0.8% | $101.38 | +8.2% | COM | G96629103 |
| CMA | COMERICA INC | 1,968,216 | $134,055 | 0.8% | $26.39 | +53.0% | COM | 200340107 |
| HAL | HALLIBURTON CO | 2,443,645 | $132,177 | 0.8% | $27.15 | +53.6% | COM | 406216101 |
| KEY | KEY CORP | 7,030,618 | $128,449 | 0.7% | $7.25 | +47.6% | COM | 493267108 |
| EIX | EDISON INTERNATIONAL | 1,780,123 | $128,151 | 0.7% | $40.95 | +18.0% | COM | 281020107 |
| COP | CONOCOPHILLIPS | 2,518,846 | $126,295 | 0.7% | $30.73 | +13.2% | COM | 20825C104 |
| LAMR | LAMAR ADVERTISING CO -A | 1,766,343 | $118,769 | 0.7% | $53.64 | — | COM | 512816109 |
| JNJ | JOHNSON & JOHNSON | 998,964 | $115,091 | 0.7% | $66.17 | +35.6% | COM | 478160104 |
| ALL | ALLSTATE CORP | 1,468,059 | $108,813 | 0.6% | $50.60 | +13.6% | COM | 020002101 |
| WBS | WEBSTER FINANCIAL CORP. | 1,894,371 | $102,826 | 0.6% | $28.60 | +60.6% | COM | 947890109 |
| MSFT | MICROSOFT CORP | 1,623,878 | $100,908 | 0.6% | $29.16 | +84.9% | COM | 594918104 |
| FITB | FIFTH THIRD BANCORP | 3,597,025 | $97,012 | 0.6% | $12.24 | +41.3% | COM | 316773100 |
| FLEX | FLEX LTD | 6,164,462 | $88,583 | 0.5% | $7.07 | +51.2% | COM | Y2573F102 |
| DAN | DANA INC | 4,401,756 | $83,545 | 0.5% | $14.44 | -4.2% | COM | 235825205 |
| CSCO | CISCO SYSTEMS INC | 2,749,349 | $83,085 | 0.5% | $16.36 | +40.9% | COM | 17275R102 |
| ACM | AECOM | 2,228,974 | $81,045 | 0.5% | $28.89 | +10.5% | COM | 00766T100 |
| KBR | KBR INC | 4,830,357 | $80,619 | 0.5% | $15.21 | -7.6% | COM | 48242W106 |
| — | ACTUANT CORP- A | 3,011,869 | $78,158 | 0.4% | $27.18 | — | COM | 00508X203 |
| IVZ | INVESCO LTD | 2,524,961 | $76,607 | 0.4% | $19.18 | +5.2% | COM | G491BT108 |
| MRK | MERCK & CO INC | 1,260,853 | $74,226 | 0.4% | $37.24 | +18.4% | COM | 58933Y105 |
| PFE | PFIZER INC | 2,217,509 | $72,025 | 0.4% | $18.24 | +12.4% | COM | 717081103 |
| — | KELLOGG COMPANY | 970,980 | $71,571 | 0.4% | $41.49 | +20.6% | COM | 487836108 |
| — | SUPERIOR ENERGY SERVICES INC | 3,988,801 | $67,331 | 0.4% | $23.45 | — | COM | 868157108 |
| — | SYNOVUS FINANCIAL CORP | 1,600,658 | $65,755 | 0.4% | $25.49 | — | COM | 87161C501 |
| — | MASONITE INTERNATIONAL CORP | 992,198 | $65,287 | 0.4% | $58.46 | — | COM | 575385109 |
| — | ENDURANCE SPECIALTY HOLDINGS | 682,748 | $63,086 | 0.4% | $55.73 | — | COM | G30397106 |
| CFG | CITIZENS FINANCIAL GROUP | 1,766,071 | $62,925 | 0.4% | $15.71 | +35.8% | COM | 174610105 |
| ASB | ASSOCIATED BANC CORP | 2,424,324 | $59,881 | 0.3% | $11.96 | +33.2% | COM | 045487105 |
| G | GENPACT LTD | 2,423,628 | $58,991 | 0.3% | $20.79 | +3.7% | COM | G3922B107 |
| ETR | ENTERGY CORP | 797,942 | $58,625 | 0.3% | $20.56 | +22.8% | COM | 29364G103 |
| — | TE CONNECTIVITY LTD. | 840,873 | $58,256 | 0.3% | $45.54 | — | COM | H84989104 |
| SCSC | SCANSOURCE INC | 1,397,801 | $56,401 | 0.3% | $37.38 | -0.5% | COM | 806037107 |
| — | BAKER HUGHES INC | 864,510 | $56,167 | 0.3% | $46.86 | — | COM | 057224107 |
| WFC | WELLS FARGO CO | 1,017,204 | $56,058 | 0.3% | $28.02 | +39.3% | COM | 949746101 |
| — | ASPEN INSURANCE HOLDINGS LTD | 1,015,230 | $55,838 | 0.3% | $45.57 | — | COM | G05384105 |
| — | AMERICAN EQUITY INVT LIFE | 2,455,566 | $55,348 | 0.3% | $14.81 | — | COM | 025676206 |
| GTLS | CHART INDUSTRIES INC | 1,478,059 | $53,240 | 0.3% | $24.74 | +37.8% | COM | 16115Q308 |
| HOPE | HOPE BANCORP INC | 2,327,221 | $50,943 | 0.3% | $16.20 | +16.7% | COM | 43940T109 |
| NSIT | INSIGHT ENTERPRISES INC | 1,233,588 | $49,886 | 0.3% | $19.94 | +72.7% | COM | 45765U103 |
| QCOM | QUALCOMM INC | 743,731 | $48,491 | 0.3% | $44.14 | +18.4% | COM | 747525103 |
| — | ESSENDANT INC | 2,315,633 | $48,397 | 0.3% | $28.76 | — | COM | 296689102 |
| — | ANIXTER INTERNATIONAL INC | 596,079 | $48,312 | 0.3% | $53.26 | — | COM | 035290105 |
| PNC | PNC FINANCIAL SERVICES | 405,338 | $47,408 | 0.3% | $49.68 | +55.3% | COM | 693475105 |
| TRS | TRIMAS CORP | 2,007,891 | $47,185 | 0.3% | $20.43 | -0.1% | COM | 896215209 |
| ACH | OWENS & MINOR INC | 1,329,333 | $46,912 | 0.3% | $30.22 | +0.7% | COM | 690732102 |
| — | TELEFONICA BRASIL - ADR | 3,428,241 | $45,869 | 0.3% | $12.73 | — | COM | 87936R106 |
| — | CUBIC CORP | 941,085 | $45,125 | 0.3% | $46.39 | — | COM | 229669106 |
| — | TRIPLE-S MANAGEMENT CORP-B | 2,096,324 | $43,394 | 0.2% | $23.06 | — | COM | 896749108 |
| CVS | CVS HEALTH CORPORATION | 533,748 | $42,118 | 0.2% | $74.28 | -17.8% | COM | 126650100 |
| UVV | UNIVERSAL CORP | 615,774 | $39,256 | 0.2% | $53.40 | +6.9% | COM | 913456109 |
| GLW | CORNING INC | 1,604,146 | $38,933 | 0.2% | $13.55 | +37.5% | COM | 219350105 |
| — | VALIDUS HOLDINGS LTD | 695,893 | $38,281 | 0.2% | $39.11 | — | COM | G9319H102 |
| — | ARGO GROUP INTERNATIONAL | 576,502 | $37,991 | 0.2% | $46.12 | — | COM | G0464B107 |
| — | TORCHMARK CORP | 513,733 | $37,893 | 0.2% | $56.51 | — | COM | 891027104 |
| T | AT&T INC | 824,065 | $35,047 | 0.2% | $12.21 | +26.5% | COM | 00206R102 |
| CMCO | COLUMBUS MCKINNON CORP | 1,219,655 | $32,979 | 0.2% | $21.94 | -4.7% | COM | 199333105 |
| — | FIRST MIDWEST BANCORP INC | 1,301,748 | $32,843 | 0.2% | $16.16 | — | COM | 320867104 |
| DIOD | DIODES INC. | 1,260,067 | $32,346 | 0.2% | $22.67 | +0.7% | COM | 254543101 |
| — | FMC TECHNOLOGIES INC | 908,825 | $32,291 | 0.2% | $27.13 | — | COM | 30249U101 |
| — | GENERAL CABLE CORP DEL NE | 1,692,150 | $32,235 | 0.2% | $14.95 | — | COM | 369300108 |
| — | TCF FINANCIAL CORP | 1,625,904 | $31,851 | 0.2% | $14.37 | — | COM | 872275102 |
| SRI | STONERIDGE INC | 1,545,651 | $27,343 | 0.2% | $11.70 | +44.6% | COM | 86183P102 |
| WSFS | WSFS FINANCIAL CORP | 586,487 | $27,184 | 0.2% | $23.73 | +69.5% | COM | 929328102 |
| GNW | GENWORTH FINANCIAL INC CL A | 6,976,943 | $26,582 | 0.2% | $11.28 | -60.9% | COM | 37247D106 |
| MCK | MCKESSON CORPORATION | 186,289 | $26,164 | 0.1% | $136.84 | 0.0% | COM | 58155Q103 |
| — | L-3 COMMUNICATIONS | 168,400 | $25,615 | 0.1% | $85.74 | — | COM | 502424104 |
| ARW | ARROW ELECTRONICS INC | 304,670 | $21,723 | 0.1% | $56.63 | +16.8% | COM | 042735100 |
| EG | EVEREST RE GROUP LTD | 92,660 | $20,052 | 0.1% | $128.98 | +32.2% | COM | G3223R108 |
| — | ARC DOCUMENT SOLUTIONS INC | 3,935,427 | $19,992 | 0.1% | $4.43 | — | COM | 00191G103 |
| UPBD | RENT A CENTER INC | 1,738,738 | $19,561 | 0.1% | $25.45 | -56.2% | COM | 76009N100 |
| — | AETNA INC | 155,248 | $19,252 | 0.1% | $66.35 | — | COM | 00817Y108 |
| — | LEGG MASON INC | 639,775 | $19,136 | 0.1% | $35.28 | — | COM | 524901105 |
| PCG | PG&E CORP | 312,690 | $19,002 | 0.1% | $48.18 | +19.2% | COM | 69331C108 |
| — | ROWAN COMPANIES PLC - A | 996,725 | $18,828 | 0.1% | $25.24 | — | COM | G7665A101 |
| — | HOSPITALITY PROPERTIES TRUST | 585,290 | $18,577 | 0.1% | $26.87 | — | COM | 44106M102 |
| PGR | PROGRESSIVE CORP | 496,260 | $17,617 | 0.1% | $17.72 | +41.5% | COM | 743315103 |
| KSS | KOHLS CORP | 351,299 | $17,347 | 0.1% | $51.96 | -4.8% | COM | 500255104 |
| EXC | EXELON CORP | 483,693 | $17,166 | 0.1% | $14.88 | +15.8% | COM | 30161N101 |
| JBL | JABIL CIRCUIT INC | 712,955 | $16,876 | 0.1% | $17.65 | +15.8% | COM | 466313103 |
| TSM | TAIWAN SEMICONDUCTOR - SP ADR | 549,525 | $15,798 | 0.1% | $20.17 | — | COM | 874039100 |
| PG | PROCTER & GAMBLE COMPANY | 180,184 | $15,150 | 0.1% | $60.32 | +10.7% | COM | 742718109 |
| HIG | THE HARTFORD FINANCIAL SERVICES GROUP INC | 314,390 | $14,981 | 0.1% | $23.83 | +57.8% | COM | 416515104 |
| — | WESCO AIRCRAFT HOLDINGS INC | 1,000,737 | $14,961 | 0.1% | $14.37 | — | COM | 950814103 |
| DRH | DIAMONDROCK HOSPITALITY CO. | 1,031,212 | $11,890 | 0.1% | $9.72 | — | COM | 252784301 |
| CB | CHUBB LTD | 81,854 | $10,815 | 0.1% | $96.06 | +12.8% | COM | H1467J104 |
| OC | OWENS CORNING | 203,330 | $10,484 | 0.1% | $39.75 | +30.3% | COM | 690742101 |
| — | VIRTUSA CORP | 407,831 | $10,245 | 0.1% | $25.12 | — | COM | 92827P102 |
| BAX | BAXTER INTERNATIONAL INC | 225,790 | $10,012 | 0.1% | $32.15 | +23.6% | COM | 071813109 |
| NWS | NEWS CORP - CLASS B | 825,807 | $9,745 | 0.1% | $14.59 | -21.4% | COM | 65249B208 |
| — | KKR & CO LP | 592,343 | $9,116 | 0.1% | $15.06 | — | COM | 48248M102 |
| CDW | CDW CORP | 160,561 | $8,364 | 0.0% | $33.98 | +28.8% | COM | 12514G108 |
| AIZ | ASSURANT INC | 80,124 | $7,440 | 0.0% | $43.91 | +66.5% | COM | 04621X108 |
| — | APOLLO GLOBAL MANAGEMENT-A | 333,800 | $6,462 | 0.0% | $16.31 | — | COM | 037612306 |
| BPOP | POPULAR INC. | 106,425 | $4,664 | 0.0% | $23.60 | +32.6% | COM | 733174700 |
| TTEK | TETRA TECH INC | 86,524 | $3,734 | 0.0% | $5.19 | +55.7% | COM | 88162G103 |
| PKX | POSCO - ADR | 63,175 | $3,320 | 0.0% | $50.92 | — | COM | 693483109 |
| — | PLY GEM HOLDINGS INC | 179,737 | $2,921 | 0.0% | $16.25 | — | COM | 72941W100 |
| SHG | SHINHAN FINANCIAL GROUP - ADR | 60,275 | $2,269 | 0.0% | $39.07 | — | COM | 824596100 |
| — | SCHNITZER STEEL INDS INC - A | 71,355 | $1,834 | 0.0% | $26.15 | — | COM | 806882106 |
| INFY | INFOSYS LTD - SP ADR | 114,700 | $1,701 | 0.0% | $25.46 | — | COM | 456788108 |
| — | AARONS INC | 50,025 | $1,600 | 0.0% | $31.98 | — | COM | 002535300 |
| — | BB&T CORP | 31,428 | $1,478 | 0.0% | $35.61 | — | COM | 054937107 |
| LUKOY | LUKOIL PJSC - SPON ADR | 16,350 | $918 | 0.0% | $56.15 | — | COM | 69343P105 |
| ROCK | GIBRALTAR INDUSTRIES INC | 10,240 | $426 | 0.0% | $16.23 | +154.6% | COM | 374689107 |
| RNR | RENAISSANCE RE HLDGS LTD | 2,530 | $345 | 0.0% | $117.88 | +8.7% | COM | G7496G103 |
| DOX | AMDOCS LTD | 5,651 | $329 | 0.0% | $49.45 | 0.0% | COM | G02602103 |
| — | PREMIER INC CLASS A | 10,483 | $318 | 0.0% | $30.33 | — | COM | 74051N102 |
| DG | DOLLAR GENERAL CORP | 4,261 | $316 | 0.0% | $74.61 | -13.0% | COM | 256677105 |
| MDT | MEDTRONIC PLC | 4,287 | $305 | 0.0% | $62.35 | 0.0% | COM | G5960L103 |
| — | LABORATORY CORP OF AMERICA HOLDINGS | 2,327 | $299 | 0.0% | $136.76 | — | COM | 50540R409 |
| — | VARIAN MEDICAL SYSTEMS INC | 2,860 | $257 | 0.0% | $99.40 | — | COM | 92220P105 |
| COR | AMERISOURCEBERGEN CORP | 2,852 | $223 | 0.0% | $58.75 | 0.0% | COM | 03073E105 |
| ABBV | ABBVIE INC | 3,476 | $218 | 0.0% | $41.79 | 0.0% | COM | 00287Y109 |
| DVA | DAVITA HEALTHCARE PARTNERS INC | 3,327 | $214 | 0.0% | $62.28 | 0.0% | COM | 23918K108 |
| — | PATTERSON COS INC | 5,082 | $209 | 0.0% | $41.13 | — | COM | 703395103 |
| AMGN | AMGEN INC | 1,372 | $201 | 0.0% | $126.01 | -9.2% | COM | 031162100 |