CIK: 0001027796 · Show all filings
Period: Q1 2017 (← Previous) (Next →)
Filing Date: May 5, 2017
Total Value ($000): $17,727,302 (100.0% shares, 0.0% debt)
| Ticker | Issuer | Shares | Value ($000) | % | Est. Cost | Unrealized | Class | CUSIP |
|---|---|---|---|---|---|---|---|---|
| BAC | BANK OF AMERICA CORP | 21,393,274 | $504,667 | 2.8% | $10.54 | +83.9% | COM | 060505104 |
| C | CITIGROUP INC | 8,391,768 | $501,996 | 2.8% | $35.64 | +25.4% | COM | 172967424 |
| VOYA | VOYA FINANCIAL INC. | 12,801,547 | $485,947 | 2.7% | $29.02 | +24.5% | COM | 929089100 |
| DOV | DOVER CORP | 5,581,569 | $448,479 | 2.5% | $43.27 | +27.6% | COM | 260003108 |
| ORCL | ORACLE CORP | 10,043,940 | $448,060 | 2.5% | $28.11 | +29.8% | COM | 68389X105 |
| BEN | FRANKLIN RESOURCES INC. | 10,102,113 | $425,703 | 2.4% | $27.71 | -5.6% | COM | 354613101 |
| XOM | EXXON MOBIL CORP | 5,184,090 | $425,147 | 2.4% | $53.98 | +4.0% | COM | 30231G102 |
| OMC | OMNICOM GROUP | 4,929,240 | $424,950 | 2.4% | $43.19 | +44.6% | COM | 681919106 |
| HPE | HEWLETT PACKARD ENTERPRISE COMPANY | 17,334,846 | $410,836 | 2.3% | $6.49 | +59.0% | COM | 42824C109 |
| CTSH | COGNIZANT TECH SOLUTIONS - A | 6,713,981 | $399,616 | 2.3% | $49.23 | +3.5% | COM | 192446102 |
| AIG | AMERICAN INTERNATIONAL GROUP | 6,389,150 | $398,875 | 2.3% | $33.72 | +51.7% | COM | 026874784 |
| MS | MORGAN STANLEY | 9,216,815 | $394,848 | 2.2% | $18.07 | +90.2% | COM | 617446448 |
| — | ROYAL DUTCH SHELL PLC ADR | 7,458,231 | $393,273 | 2.2% | $59.48 | — | COM | 780259206 |
| WMT | WAL-MART STORES | 5,115,038 | $368,692 | 2.1% | $20.32 | -2.6% | COM | 931142103 |
| JPM | JP MORGAN CHASE & CO | 4,169,609 | $366,258 | 2.1% | $36.69 | +89.9% | COM | 46625H100 |
| — | CIGNA CORP | 2,256,353 | $330,533 | 1.9% | $115.89 | — | COM | 125509109 |
| GS | GOLDMAN SACHS GROUP INC | 1,418,891 | $325,948 | 1.8% | $121.71 | +64.4% | COM | 38141G104 |
| AXS | AXIS CAPITAL HOLDINGS LTD | 4,740,492 | $317,755 | 1.8% | $32.09 | +62.7% | COM | G0692U109 |
| NWSA | NEWS CORP - CLASS A | 24,353,441 | $316,595 | 1.8% | $14.85 | -24.0% | COM | 65249B109 |
| MCK | MCKESSON CORPORATION | 2,077,104 | $307,951 | 1.7% | $136.55 | -0.0% | COM | 58155Q103 |
| INTC | INTEL CORPORATION | 8,395,710 | $302,833 | 1.7% | $18.70 | +58.7% | COM | 458140100 |
| RF | REGIONS FINL CORP | 19,965,102 | $290,093 | 1.6% | $6.44 | +64.5% | COM | 7591EP100 |
| MET | METLIFE INC | 5,474,227 | $289,149 | 1.6% | $24.72 | +42.9% | COM | 59156R108 |
| — | MYLAN NV | 7,262,316 | $283,158 | 1.6% | $38.99 | — | COM | N59465109 |
| — | STAPLES INC | 31,228,241 | $273,872 | 1.5% | $13.55 | — | COM | 855030102 |
| COF | CAPITAL ONE FINL CORP | 3,155,712 | $273,474 | 1.5% | $58.80 | +29.8% | COM | 14040H105 |
| PH | PARKER HANNIFIN CORPORATION | 1,701,815 | $272,835 | 1.5% | $83.16 | +59.4% | COM | 701094104 |
| MUR | MURPHY OIL CORP | 9,114,773 | $260,591 | 1.5% | $24.58 | -15.0% | COM | 626717102 |
| AVT | AVNET INC | 5,450,045 | $249,394 | 1.4% | $29.69 | +26.4% | COM | 053807103 |
| HLT | HILTON WORLDWIDE HOLDINGS INC | 4,256,903 | $248,859 | 1.4% | $55.58 | 0.0% | COM | 43300A203 |
| SWK | STANLEY BLACK & DECKER INC | 1,713,256 | $227,640 | 1.3% | $70.52 | +40.4% | COM | 854502101 |
| STT | STATE STREET CORP | 2,832,878 | $225,525 | 1.3% | $46.51 | +31.0% | COM | 857477103 |
| — | INTERPUBLIC GROUP OF COS INC | 9,161,457 | $225,097 | 1.3% | $9.90 | +71.2% | COM | 460690100 |
| CVE | CENOVUS ENERGY INC. | 19,032,719 | $215,070 | 1.2% | $10.92 | +4.6% | COM | 15135U109 |
| BP | BP PLC - SPONS ADR | 6,223,152 | $214,823 | 1.2% | $41.64 | — | COM | 055622104 |
| — | XL GROUP LTD | 5,111,936 | $203,762 | 1.1% | $33.73 | — | COM | G98294104 |
| F | FORD MOTOR COMPANY | 17,201,293 | $200,223 | 1.1% | $8.25 | -5.6% | COM | 345370860 |
| TEX | TEREX CORP | 5,743,227 | $180,337 | 1.0% | $30.35 | +3.5% | COM | 880779103 |
| UBS | UBS GROUP AG | 11,174,816 | $178,238 | 1.0% | $17.20 | -6.4% | COM | H42097107 |
| ON | ON SEMICONDUCTOR CORP | 11,088,675 | $171,764 | 1.0% | $8.83 | +64.1% | COM | 682189105 |
| WTW | WILLIS TOWERS WATSON PLC | 1,238,446 | $162,100 | 0.9% | $101.59 | +10.5% | COM | G96629103 |
| — | SEAGATE TECHNOLOGY | 3,443,251 | $158,149 | 0.9% | $30.86 | — | COM | G7945M107 |
| EIX | EDISON INTERNATIONAL | 1,790,588 | $142,549 | 0.8% | $40.95 | +27.8% | COM | 281020107 |
| LAMR | LAMAR ADVERTISING CO -A | 1,754,122 | $131,103 | 0.7% | $53.64 | — | COM | 512816109 |
| ABT | ABBOTT LABORATORIES | 2,922,096 | $129,770 | 0.7% | $29.39 | +25.6% | COM | 002824100 |
| COP | CONOCOPHILLIPS | 2,502,552 | $124,802 | 0.7% | $30.73 | +19.0% | COM | 20825C104 |
| KEY | KEY CORP | 6,912,571 | $122,906 | 0.7% | $7.25 | +72.2% | COM | 493267108 |
| ALL | ALLSTATE CORP | 1,464,140 | $119,313 | 0.7% | $50.60 | +27.5% | COM | 020002101 |
| JNJ | JOHNSON & JOHNSON | 914,439 | $113,893 | 0.6% | $66.17 | +41.2% | COM | 478160104 |
| HPQ | HP INC | 6,263,058 | $111,983 | 0.6% | $9.07 | +33.4% | COM | 40434L105 |
| FLEX | FLEX LTD | 5,719,698 | $96,091 | 0.5% | $7.07 | +69.4% | COM | Y2573F102 |
| FITB | FIFTH THIRD BANCORP | 3,591,997 | $91,237 | 0.5% | $12.24 | +57.8% | COM | 316773100 |
| MSFT | MICROSOFT CORP | 1,377,964 | $90,753 | 0.5% | $29.16 | +98.3% | COM | 594918104 |
| — | ACTUANT CORP- A | 3,300,324 | $86,964 | 0.5% | $27.10 | — | COM | 00508X203 |
| CAH | CARDINAL HEALTH INC | 1,059,303 | $86,386 | 0.5% | $60.58 | 0.0% | COM | 14149Y108 |
| CSCO | CISCO SYSTEMS INC | 2,507,355 | $84,749 | 0.5% | $16.36 | +51.2% | COM | 17275R102 |
| WBS | WEBSTER FINANCIAL CORP. | 1,663,136 | $83,223 | 0.5% | $28.60 | +86.7% | COM | 947890109 |
| JELD | JELD-WEN HOLDING INC | 2,507,051 | $82,357 | 0.5% | $30.46 | 0.0% | COM | 47580P103 |
| CMA | COMERICA INC | 1,162,325 | $79,712 | 0.4% | $26.39 | +82.8% | COM | 200340107 |
| ACM | AECOM | 2,225,695 | $79,212 | 0.4% | $28.89 | +21.7% | COM | 00766T100 |
| IVZ | INVESCO LTD | 2,512,119 | $76,946 | 0.4% | $19.18 | +7.9% | COM | G491BT108 |
| PFE | PFIZER INC | 2,217,509 | $75,861 | 0.4% | $18.24 | +17.4% | COM | 717081103 |
| KBR | KBR INC | 4,942,159 | $74,281 | 0.4% | $15.18 | -7.2% | COM | 48242W106 |
| — | AVANGRID INC | 1,720,977 | $73,555 | 0.4% | $42.74 | — | COM | 05351W103 |
| BIDU | BAIDU INC - SPON ADR | 425,160 | $73,348 | 0.4% | $172.52 | — | COM | 056752108 |
| — | MASONITE INTERNATIONAL CORP | 909,280 | $72,060 | 0.4% | $58.46 | — | COM | 575385109 |
| — | KELLOGG COMPANY | 970,849 | $70,493 | 0.4% | $41.49 | +20.6% | COM | 487836108 |
| G | GENPACT LTD | 2,631,711 | $65,161 | 0.4% | $20.89 | +5.6% | COM | G3922B107 |
| DAN | DANA INC | 3,162,214 | $61,062 | 0.3% | $14.44 | +11.2% | COM | 235825205 |
| CFG | CITIZENS FINANCIAL GROUP | 1,765,783 | $61,008 | 0.3% | $15.71 | +64.1% | COM | 174610105 |
| ASB | ASSOCIATED BANC CORP | 2,378,954 | $58,046 | 0.3% | $11.96 | +52.8% | COM | 045487105 |
| — | AMERICAN EQUITY INVT LIFE | 2,427,963 | $57,373 | 0.3% | $14.81 | — | COM | 025676206 |
| WFC | WELLS FARGO CO | 1,017,334 | $56,625 | 0.3% | $28.02 | +58.3% | COM | 949746101 |
| — | SUPERIOR ENERGY SERVICES INC | 3,949,817 | $56,324 | 0.3% | $23.45 | — | COM | 868157108 |
| TRS | TRIMAS CORP | 2,708,647 | $56,204 | 0.3% | $20.81 | +5.3% | COM | 896215209 |
| — | SYNOVUS FINANCIAL CORP | 1,353,254 | $55,510 | 0.3% | $25.49 | — | COM | 87161C501 |
| ACH | OWENS & MINOR INC | 1,579,596 | $54,654 | 0.3% | $30.57 | +6.0% | COM | 690732102 |
| — | TE CONNECTIVITY LTD. | 730,972 | $54,494 | 0.3% | $45.54 | — | COM | H84989104 |
| — | ASPEN INSURANCE HOLDINGS LTD | 1,044,312 | $54,356 | 0.3% | $45.75 | — | COM | G05384105 |
| — | TELEFONICA BRASIL - ADR | 3,594,488 | $53,379 | 0.3% | $12.82 | — | COM | 87936R106 |
| MRK | MERCK & CO INC | 826,233 | $52,499 | 0.3% | $37.24 | +23.7% | COM | 58933Y105 |
| — | ESSENDANT INC | 3,434,765 | $52,037 | 0.3% | $24.33 | — | COM | 296689102 |
| SCSC | SCANSOURCE INC | 1,281,823 | $50,312 | 0.3% | $37.38 | +9.1% | COM | 806037107 |
| — | CUBIC CORP | 918,538 | $48,499 | 0.3% | $46.39 | — | COM | 229669106 |
| GTLS | CHART INDUSTRIES INC | 1,327,785 | $46,393 | 0.3% | $24.74 | +49.7% | COM | 16115Q308 |
| — | VERIFONE SYSTEMS INC | 2,425,979 | $45,439 | 0.3% | $18.73 | — | COM | 92342Y109 |
| HOPE | HOPE BANCORP INC | 2,294,878 | $43,993 | 0.2% | $16.20 | +29.6% | COM | 43940T109 |
| QCOM | QUALCOMM INC | 743,776 | $42,648 | 0.2% | $44.14 | +3.1% | COM | 747525103 |
| CVS | CVS HEALTH CORPORATION | 534,035 | $41,922 | 0.2% | $74.28 | -18.4% | COM | 126650100 |
| FTI | TECHNIPFMC PLC | 1,288,273 | $41,869 | 0.2% | $22.64 | 0.0% | COM | G87110105 |
| GLW | CORNING INC | 1,480,948 | $39,986 | 0.2% | $13.55 | +54.8% | COM | 219350105 |
| — | VALIDUS HOLDINGS LTD | 695,638 | $39,227 | 0.2% | $39.11 | — | COM | G9319H102 |
| — | ARGO GROUP INTERNATIONAL | 575,001 | $38,985 | 0.2% | $46.12 | — | COM | G0464B107 |
| HAL | HALLIBURTON CO | 763,105 | $37,552 | 0.2% | $27.15 | +66.3% | COM | 406216101 |
| — | ANIXTER INTERNATIONAL INC | 470,798 | $37,334 | 0.2% | $53.26 | — | COM | 035290105 |
| — | TORCHMARK CORP | 480,175 | $36,993 | 0.2% | $56.51 | — | COM | 891027104 |
| — | TRIPLE-S MANAGEMENT CORP-B | 2,079,325 | $36,534 | 0.2% | $23.06 | — | COM | 896749108 |
| NSIT | INSIGHT ENTERPRISES INC | 885,468 | $36,384 | 0.2% | $19.94 | +105.1% | COM | 45765U103 |
| — | BAKER HUGHES INC | 580,451 | $34,723 | 0.2% | $46.86 | — | COM | 057224107 |
| T | AT&T INC | 823,827 | $34,230 | 0.2% | $12.21 | +37.0% | COM | 00206R102 |
| — | GENERAL CABLE CORP DEL NE | 1,726,761 | $30,995 | 0.2% | $15.01 | — | COM | 369300108 |
| — | FIRST MIDWEST BANCORP INC | 1,283,148 | $30,385 | 0.2% | $16.16 | — | COM | 320867104 |
| DIOD | DIODES INC. | 1,234,932 | $29,700 | 0.2% | $22.67 | +9.8% | COM | 254543101 |
| GNW | GENWORTH FINANCIAL INC CL A | 6,983,931 | $28,774 | 0.2% | $11.28 | -65.9% | COM | 37247D106 |
| ETR | ENTERGY CORP | 371,942 | $28,253 | 0.2% | $20.56 | +27.2% | COM | 29364G103 |
| — | TCF FINANCIAL CORP | 1,640,076 | $27,914 | 0.2% | $14.37 | — | COM | 872275102 |
| — | L3 TECHNOLOGIES, INC. | 168,525 | $27,855 | 0.2% | $165.29 | — | COM | 502413107 |
| UVV | UNIVERSAL CORP | 370,436 | $26,208 | 0.1% | $53.40 | +30.5% | COM | 913456109 |
| SRI | STONERIDGE INC | 1,412,992 | $25,632 | 0.1% | $11.70 | +50.5% | COM | 86183P102 |
| — | LEGG MASON INC | 639,775 | $23,102 | 0.1% | $35.28 | — | COM | 524901105 |
| ARW | ARROW ELECTRONICS INC | 304,670 | $22,366 | 0.1% | $56.63 | +29.3% | COM | 042735100 |
| EG | EVEREST RE GROUP LTD | 92,450 | $21,616 | 0.1% | $128.98 | +47.3% | COM | G3223R108 |
| PCG | PG&E CORP | 313,010 | $20,771 | 0.1% | $48.18 | +27.9% | COM | 69331C108 |
| JBL | JABIL CIRCUIT INC | 712,955 | $20,619 | 0.1% | $17.65 | +36.4% | COM | 466313103 |
| — | AETNA INC | 154,946 | $19,763 | 0.1% | $66.35 | — | COM | 00817Y108 |
| PGR | PROGRESSIVE CORP | 496,808 | $19,465 | 0.1% | $17.72 | +65.4% | COM | 743315103 |
| — | PLY GEM HOLDINGS INC | 947,914 | $18,674 | 0.1% | $19.05 | — | COM | 72941W100 |
| — | HOSPITALITY PROPERTIES TRUST | 586,622 | $18,496 | 0.1% | $26.87 | — | COM | 44106M102 |
| TSM | TAIWAN SEMICONDUCTOR - SP ADR | 549,525 | $18,046 | 0.1% | $20.17 | — | COM | 874039100 |
| — | WESCO AIRCRAFT HOLDINGS INC | 1,556,462 | $17,744 | 0.1% | $13.31 | — | COM | 950814103 |
| — | VIRTUSA CORP | 541,256 | $16,357 | 0.1% | $26.38 | — | COM | 92827P102 |
| WSFS | WSFS FINANCIAL CORP | 342,554 | $15,740 | 0.1% | $23.73 | +91.5% | COM | 929328102 |
| — | ROWAN COMPANIES PLC - A | 996,725 | $15,529 | 0.1% | $25.24 | — | COM | G7665A101 |
| HIG | THE HARTFORD FINANCIAL SERVICES GROUP INC | 314,390 | $15,113 | 0.1% | $23.83 | +67.4% | COM | 416515104 |
| KSS | KOHLS CORP | 351,174 | $13,980 | 0.1% | $51.96 | -21.4% | COM | 500255104 |
| — | ARC DOCUMENT SOLUTIONS INC | 3,853,116 | $13,293 | 0.1% | $4.43 | — | COM | 00191G103 |
| OC | OWENS CORNING | 203,330 | $12,478 | 0.1% | $39.75 | +44.3% | COM | 690742101 |
| DRH | DIAMONDROCK HOSPITALITY CO. | 1,046,199 | $11,665 | 0.1% | $9.74 | — | COM | 252784301 |
| — | KKR & CO LP | 612,118 | $11,159 | 0.1% | $15.16 | — | COM | 48248M102 |
| CB | CHUBB LTD | 81,854 | $11,153 | 0.1% | $96.06 | +19.6% | COM | H1467J104 |
| CMCO | COLUMBUS MCKINNON CORP | 404,406 | $10,037 | 0.1% | $21.94 | +11.7% | COM | 199333105 |
| CDW | CDW CORP | 160,561 | $9,266 | 0.1% | $33.98 | +49.1% | COM | 12514G108 |
| NWS | NEWS CORP - CLASS B | 656,034 | $8,856 | 0.0% | $14.59 | -20.1% | COM | 65249B208 |
| — | APOLLO GLOBAL MANAGEMENT-A | 334,519 | $8,136 | 0.0% | $16.31 | — | COM | 037612306 |
| BPOP | POPULAR INC. | 99,314 | $4,045 | 0.0% | $23.60 | +41.9% | COM | 733174700 |
| PKX | POSCO - ADR | 60,300 | $3,889 | 0.0% | $50.92 | — | COM | 693483109 |
| EEM | ISHARES MSCI EMERGING MKT IN | 66,918 | $2,636 | 0.0% | $39.39 | — | COM | 464287234 |
| SHG | SHINHAN FINANCIAL GROUP - ADR | 60,275 | $2,519 | 0.0% | $39.07 | — | COM | 824596100 |
| INFY | INFOSYS LTD - SP ADR | 114,700 | $1,812 | 0.0% | $25.46 | — | COM | 456788108 |
| LUKOY | LUKOIL PJSC - SPON ADR | 16,350 | $868 | 0.0% | $56.15 | — | COM | 69343P105 |
| MDT | MEDTRONIC PLC | 4,560 | $367 | 0.0% | $62.35 | +0.0% | COM | G5960L103 |
| DOX | AMDOCS LTD | 5,651 | $345 | 0.0% | $49.45 | +2.2% | COM | G02602103 |
| SO | SOUTHERN CO | 6,918 | $344 | 0.0% | $34.16 | 0.0% | COM | 842587107 |
| — | PREMIER INC CLASS A | 10,483 | $334 | 0.0% | $30.33 | — | COM | 74051N102 |
| — | LABORATORY CORP OF AMERICA HOLDINGS | 2,230 | $320 | 0.0% | $136.76 | — | COM | 50540R409 |
| ORI | OLD REPUBLIC INTL CORP | 13,581 | $278 | 0.0% | $10.11 | 0.0% | COM | 680223104 |
| ABBV | ABBVIE INC | 4,170 | $272 | 0.0% | $42.07 | +3.3% | COM | 00287Y109 |
| — | ALLEGHANY CORP | 423 | $260 | 0.0% | $614.66 | — | COM | 017175100 |
| TDG | TRANSDIGM GROUP INC. | 1,086 | $239 | 0.0% | $163.01 | 0.0% | COM | 893641100 |
| DVA | DAVITA HEALTHCARE PARTNERS INC | 3,327 | $226 | 0.0% | $62.28 | +6.3% | COM | 23918K108 |
| COR | AMERISOURCEBERGEN CORP | 2,502 | $221 | 0.0% | $58.75 | +13.1% | COM | 03073E105 |
| AMGN | AMGEN INC | 1,297 | $213 | 0.0% | $126.01 | +0.9% | COM | 031162100 |
| BIIB | BIOGEN INC | 759 | $208 | 0.0% | $282.75 | 0.0% | COM | 09062X103 |
| BRO | BROWN & BROWN INC | 4,949 | $206 | 0.0% | $20.11 | 0.0% | COM | 115236101 |
| — | ANNALY CAPITAL MANAGMENT INC | 12,906 | $143 | 0.0% | $11.08 | — | COM | 035710409 |