Location: New York, NY
CIK: 0001027796 · Show all filings
Period: Q1 2017 (← Previous) (Next →)
Filing Date: May 5, 2017
Total Value: $17.73B (100.0% shares, 0.0% debt)
| Ticker | Issuer | Shares | Value | % | Share Price | Est. Cost/Share | Unrealized @ Report Date | Class | CUSIP |
|---|---|---|---|---|---|---|---|---|---|
| BAC | BANK OF AMERICA CORP | 21,393,274 | $505M | 2.8% | $23.59 * | $10.54 | +83.1% | COM | 060505104 |
| C | CITIGROUP INC | 8,391,768 | $502M | 2.8% | $59.82 * | $35.64 | +26.9% | COM | 172967424 |
| VOYA | VOYA FINANCIAL INC. | 12,801,547 | $486M | 2.7% | $37.96 * | $29.02 | +17.4% | COM | 929089100 |
| DOV | DOVER CORP | 5,581,569 | $448M | 2.5% | $80.35 * | $43.27 | +30.3% | COM | 260003108 |
| ORCL | ORACLE CORP | 10,043,940 | $448M | 2.5% | $44.61 * | $28.11 | +39.1% | COM | 68389X105 |
| BEN | FRANKLIN RESOURCES INC. | 10,102,113 | $426M | 2.4% | $42.14 * | $27.71 | -3.7% | COM | 354613101 |
| XOM | EXXON MOBIL CORP | 5,184,090 | $425M | 2.4% | $82.01 * | $53.98 | +2.4% | COM | 30231G102 |
| OMC | OMNICOM GROUP | 4,929,240 | $425M | 2.4% | $86.21 * | $43.19 | +46.8% | COM | 681919106 |
| HPE | HEWLETT PACKARD ENTERPRISE COMPANY | 17,334,846 | $411M | 2.3% | $23.70 * | $6.49 | +63.3% | COM | 42824C109 |
| CTSH | COGNIZANT TECH SOLUTIONS - A | 6,713,981 | $400M | 2.3% | $59.52 * | $49.23 | +7.2% | COM | 192446102 |
| AIG | AMERICAN INTERNATIONAL GROUP | 6,389,150 | $399M | 2.3% | $62.43 * | $33.72 | +48.1% | COM | 026874784 |
| MS | MORGAN STANLEY | 9,216,815 | $395M | 2.2% | $42.84 * | $18.07 | +83.8% | COM | 617446448 |
| — | ROYAL DUTCH SHELL PLC ADR | 7,458,231 | $393M | 2.2% | $52.73 | $59.48 | — | COM | 780259206 |
| WMT | WAL-MART STORES | 5,115,038 | $369M | 2.1% | $72.08 * | $20.32 | +2.2% | COM | 931142103 |
| JPM | JP MORGAN CHASE & CO | 4,169,609 | $366M | 2.1% | $87.84 * | $36.69 | +89.1% | COM | 46625H100 |
| — | CIGNA CORP | 2,256,353 | $331M | 1.9% | $146.49 | $115.89 | — | COM | 125509109 |
| GS | GOLDMAN SACHS GROUP INC | 1,418,891 | $326M | 1.8% | $229.72 * | $121.71 | +56.6% | COM | 38141G104 |
| AXS | AXIS CAPITAL HOLDINGS LTD | 4,740,492 | $318M | 1.8% | $67.03 * | $32.09 | +63.6% | COM | G0692U109 |
| NWSA | NEWS CORP - CLASS A | 24,353,441 | $317M | 1.8% | $13.00 * | $14.85 | -20.6% | COM | 65249B109 |
| MCK | MCKESSON CORPORATION | 2,077,104 | $308M | 1.7% | $148.26 * | $136.55 | +1.3% | COM | 58155Q103 |
| INTC | INTEL CORPORATION | 8,395,710 | $303M | 1.7% | $36.07 * | $18.70 | +58.6% | COM | 458140100 |
| RF | REGIONS FINL CORP | 19,965,102 | $290M | 1.6% | $14.53 * | $6.44 | +62.5% | COM | 7591EP100 |
| MET | METLIFE INC | 5,474,227 | $289M | 1.6% | $52.82 * | $24.72 | +41.5% | COM | 59156R108 |
| — | MYLAN NV | 7,262,316 | $283M | 1.6% | $38.99 | $38.99 | — | COM | N59465109 |
| — | STAPLES INC | 31,228,241 | $274M | 1.5% | $8.77 | $13.55 | — | COM | 855030102 |
| COF | CAPITAL ONE FINL CORP | 3,155,712 | $273M | 1.5% | $86.66 * | $58.80 | +26.5% | COM | 14040H105 |
| PH | PARKER HANNIFIN CORPORATION | 1,701,815 | $273M | 1.5% | $160.32 * | $83.16 | +68.7% | COM | 701094104 |
| MUR | MURPHY OIL CORP | 9,114,773 | $261M | 1.5% | $28.59 * | $24.58 | -15.4% | COM | 626717102 |
| AVT | AVNET INC | 5,450,045 | $249M | 1.4% | $45.76 * | $29.69 | +25.4% | COM | 053807103 |
| HLT | HILTON WORLDWIDE HOLDINGS INC | 4,256,903 | $249M | 1.4% | $58.46 * | $55.58 | +1.6% | COM | 43300A203 |
| SWK | STANLEY BLACK & DECKER INC | 1,713,256 | $228M | 1.3% | $132.87 * | $70.52 | +49.1% | COM | 854502101 |
| STT | STATE STREET CORP | 2,832,878 | $226M | 1.3% | $79.61 * | $46.51 | +32.1% | COM | 857477103 |
| — | INTERPUBLIC GROUP OF COS INC | 9,161,457 | $225M | 1.3% | $24.57 * | $9.90 | +76.1% | COM | 460690100 |
| CVE | CENOVUS ENERGY INC. | 19,032,719 | $215M | 1.2% | $11.30 * | $10.92 | -11.8% | COM | 15135U109 |
| BP | BP PLC - SPONS ADR | 6,223,152 | $215M | 1.2% | $34.52 | $42.70 | -19.2% | COM | 055622104 |
| — | XL GROUP LTD | 5,111,936 | $204M | 1.1% | $39.86 | $33.73 | — | COM | G98294104 |
| F | FORD MOTOR COMPANY | 17,201,293 | $200M | 1.1% | $11.64 * | $8.25 | -11.3% | COM | 345370860 |
| TEX | TEREX CORP | 5,743,227 | $180M | 1.0% | $31.40 | $30.35 | +3.5% | COM | 880779103 |
| UBS | UBS GROUP AG | 11,174,816 | $178M | 1.0% | $15.95 | $17.20 | -7.3% | COM | H42097107 |
| ON | ON SEMICONDUCTOR CORP | 11,088,675 | $172M | 1.0% | $15.49 | $8.83 | +75.3% | COM | 682189105 |
| WTW | WILLIS TOWERS WATSON PLC | 1,238,446 | $162M | 0.9% | $130.89 * | $101.59 | +14.2% | COM | G96629103 |
| — | SEAGATE TECHNOLOGY | 3,443,251 | $158M | 0.9% | $45.93 | $30.86 | — | COM | G7945M107 |
| EIX | EDISON INTERNATIONAL | 1,790,588 | $143M | 0.8% | $79.61 * | $40.95 | +35.0% | COM | 281020107 |
| LAMR | LAMAR ADVERTISING CO -A | 1,754,122 | $131M | 0.7% | $74.74 | $53.64 | — | COM | 512816109 |
| ABT | ABBOTT LABORATORIES | 2,922,096 | $130M | 0.7% | $44.41 * | $29.39 | +29.1% | COM | 002824100 |
| COP | CONOCOPHILLIPS | 2,502,552 | $125M | 0.7% | $49.87 * | $30.73 | +23.1% | COM | 20825C104 |
| KEY | KEY CORP | 6,912,571 | $123M | 0.7% | $17.78 * | $7.25 | +67.7% | COM | 493267108 |
| ALL | ALLSTATE CORP | 1,464,140 | $119M | 0.7% | $81.49 * | $50.60 | +32.4% | COM | 020002101 |
| JNJ | JOHNSON & JOHNSON | 914,439 | $114M | 0.6% | $124.55 * | $66.17 | +47.7% | COM | 478160104 |
| HPQ | HP INC | 6,263,058 | $112M | 0.6% | $17.88 * | $9.07 | +48.2% | COM | 40434L105 |
| FLEX | FLEX LTD | 5,719,698 | $96.09M | 0.5% | $16.80 * | $7.07 | +79.1% | COM | Y2573F102 |
| FITB | FIFTH THIRD BANCORP | 3,591,997 | $91.24M | 0.5% | $25.40 * | $12.24 | +51.2% | COM | 316773100 |
| MSFT | MICROSOFT CORP | 1,377,964 | $90.75M | 0.5% | $65.86 * | $29.16 | +104.4% | COM | 594918104 |
| — | ACTUANT CORP- A | 3,300,324 | $86.96M | 0.5% | $26.35 | $27.10 | — | COM | 00508X203 |
| CAH | CARDINAL HEALTH INC | 1,059,303 | $86.39M | 0.5% | $81.55 * | $60.58 | +4.2% | COM | 14149Y108 |
| CSCO | CISCO SYSTEMS INC | 2,507,355 | $84.75M | 0.5% | $33.80 * | $16.36 | +57.6% | COM | 17275R102 |
| WBS | WEBSTER FINANCIAL CORP. | 1,663,136 | $83.22M | 0.5% | $50.04 | $28.60 | +74.9% | COM | 947890109 |
| JELD | JELD-WEN HOLDING INC | 2,507,051 | $82.36M | 0.5% | $32.85 | $30.46 | +7.9% | COM | 47580P103 |
| CMA | COMERICA INC | 1,162,325 | $79.71M | 0.4% | $68.58 * | $26.39 | +80.1% | COM | 200340107 |
| ACM | AECOM | 2,225,695 | $79.21M | 0.4% | $35.59 * | $28.89 | +18.5% | COM | 00766T100 |
| IVZ | INVESCO LTD | 2,512,119 | $76.95M | 0.4% | $30.63 * | $19.18 | +6.1% | COM | G491BT108 |
| PFE | PFIZER INC | 2,217,509 | $75.86M | 0.4% | $34.21 * | $18.24 | +21.2% | COM | 717081103 |
| KBR | KBR INC | 4,942,159 | $74.28M | 0.4% | $15.03 * | $15.18 | -11.9% | COM | 48242W106 |
| — | AVANGRID INC | 1,720,977 | $73.56M | 0.4% | $42.74 | $42.74 | — | COM | 05351W103 |
| BIDU | BAIDU INC - SPON ADR | 425,160 | $73.35M | 0.4% | $172.52 | $175.99 | -2.0% | COM | 056752108 |
| — | MASONITE INTERNATIONAL CORP | 909,280 | $72.06M | 0.4% | $79.25 | $58.46 | — | COM | 575385109 |
| — | KELLOGG COMPANY | 970,849 | $70.49M | 0.4% | $72.61 * | $41.49 | +19.7% | COM | 487836108 |
| G | GENPACT LTD | 2,631,711 | $65.16M | 0.4% | $24.76 * | $20.89 | +7.5% | COM | G3922B107 |
| DAN | DANA INC | 3,162,214 | $61.06M | 0.3% | $19.31 * | $14.44 | +11.1% | COM | 235825205 |
| CFG | CITIZENS FINANCIAL GROUP | 1,765,783 | $61.01M | 0.3% | $34.55 * | $15.71 | +55.6% | COM | 174610105 |
| ASB | ASSOCIATED BANC CORP | 2,378,954 | $58.05M | 0.3% | $24.40 * | $11.96 | +48.9% | COM | 045487105 |
| — | AMERICAN EQUITY INVT LIFE | 2,427,963 | $57.37M | 0.3% | $23.63 | $14.81 | — | COM | 025676206 |
| WFC | WELLS FARGO CO | 1,017,334 | $56.63M | 0.3% | $55.66 * | $28.02 | +55.6% | COM | 949746101 |
| — | SUPERIOR ENERGY SERVICES INC | 3,949,817 | $56.32M | 0.3% | $14.26 | $23.45 | — | COM | 868157108 |
| TRS | TRIMAS CORP | 2,708,647 | $56.2M | 0.3% | $20.75 | $20.81 | -0.3% | COM | 896215209 |
| — | SYNOVUS FINANCIAL CORP | 1,353,254 | $55.51M | 0.3% | $41.02 | $25.49 | — | COM | 87161C501 |
| ACH | OWENS & MINOR INC | 1,579,596 | $54.65M | 0.3% | $34.60 * | $30.57 | +3.3% | COM | 690732102 |
| — | TE CONNECTIVITY LTD. | 730,972 | $54.49M | 0.3% | $74.55 | $45.54 | — | COM | H84989104 |
| — | ASPEN INSURANCE HOLDINGS LTD | 1,044,312 | $54.36M | 0.3% | $52.05 | $45.75 | — | COM | G05384105 |
| — | TELEFONICA BRASIL - ADR | 3,594,488 | $53.38M | 0.3% | $14.85 | $12.82 | — | COM | 87936R106 |
| MRK | MERCK & CO INC | 826,233 | $52.5M | 0.3% | $63.54 * | $37.24 | +24.3% | COM | 58933Y105 |
| — | ESSENDANT INC | 3,434,765 | $52.04M | 0.3% | $15.15 | $24.33 | — | COM | 296689102 |
| SCSC | SCANSOURCE INC | 1,281,823 | $50.31M | 0.3% | $39.25 | $37.38 | +5.0% | COM | 806037107 |
| — | CUBIC CORP | 918,538 | $48.5M | 0.3% | $52.80 | $46.39 | — | COM | 229669106 |
| GTLS | CHART INDUSTRIES INC | 1,327,785 | $46.39M | 0.3% | $34.94 | $24.74 | +41.3% | COM | 16115Q308 |
| — | VERIFONE SYSTEMS INC | 2,425,979 | $45.44M | 0.3% | $18.73 | $18.73 | — | COM | 92342Y109 |
| HOPE | HOPE BANCORP INC | 2,294,878 | $43.99M | 0.2% | $19.17 | $16.20 | +18.3% | COM | 43940T109 |
| QCOM | QUALCOMM INC | 743,776 | $42.65M | 0.2% | $57.34 * | $44.14 | +2.5% | COM | 747525103 |
| CVS | CVS HEALTH CORPORATION | 534,035 | $41.92M | 0.2% | $78.50 * | $74.28 | -19.7% | COM | 126650100 |
| FTI | TECHNIPFMC PLC | 1,288,273 | $41.87M | 0.2% | $32.50 * | $22.64 | -2.0% | COM | G87110105 |
| GLW | CORNING INC | 1,480,948 | $39.99M | 0.2% | $27.00 * | $13.55 | +57.6% | COM | 219350105 |
| — | VALIDUS HOLDINGS LTD | 695,638 | $39.23M | 0.2% | $56.39 | $39.11 | — | COM | G9319H102 |
| — | ARGO GROUP INTERNATIONAL | 575,001 | $38.98M | 0.2% | $67.80 | $46.12 | — | COM | G0464B107 |
| HAL | HALLIBURTON CO | 763,105 | $37.55M | 0.2% | $49.21 * | $27.15 | +52.5% | COM | 406216101 |
| — | ANIXTER INTERNATIONAL INC | 470,798 | $37.33M | 0.2% | $79.30 | $53.26 | — | COM | 035290105 |
| — | TORCHMARK CORP | 480,175 | $36.99M | 0.2% | $77.04 | $56.51 | — | COM | 891027104 |
| — | TRIPLE-S MANAGEMENT CORP-B | 2,079,325 | $36.53M | 0.2% | $17.57 | $23.06 | — | COM | 896749108 |
| NSIT | INSIGHT ENTERPRISES INC | 885,468 | $36.38M | 0.2% | $41.09 | $19.94 | +106.1% | COM | 45765U103 |
| — | BAKER HUGHES INC | 580,451 | $34.72M | 0.2% | $59.82 | $46.86 | — | COM | 057224107 |
| T | AT&T INC | 823,827 | $34.23M | 0.2% | $41.55 * | $12.21 | +36.7% | COM | 00206R102 |
| — | GENERAL CABLE CORP DEL NE | 1,726,761 | $31M | 0.2% | $17.95 | $15.01 | — | COM | 369300108 |
| — | FIRST MIDWEST BANCORP INC | 1,283,148 | $30.39M | 0.2% | $23.68 | $16.16 | — | COM | 320867104 |
| DIOD | DIODES INC. | 1,234,932 | $29.7M | 0.2% | $24.05 | $22.67 | +6.1% | COM | 254543101 |
| GNW | GENWORTH FINANCIAL INC CL A | 6,983,931 | $28.77M | 0.2% | $4.12 | $11.28 | -63.5% | COM | 37247D106 |
| ETR | ENTERGY CORP | 371,942 | $28.25M | 0.2% | $75.96 * | $20.56 | +32.4% | COM | 29364G103 |
| — | TCF FINANCIAL CORP | 1,640,076 | $27.91M | 0.2% | $17.02 | $14.37 | — | COM | 872275102 |
| — | L3 TECHNOLOGIES, INC. | 168,525 | $27.86M | 0.2% | $165.29 | $165.29 | — | COM | 502413107 |
| UVV | UNIVERSAL CORP | 370,436 | $26.21M | 0.1% | $70.75 | $53.40 | +32.5% | COM | 913456109 |
| SRI | STONERIDGE INC | 1,412,992 | $25.63M | 0.1% | $18.14 | $11.70 | +55.1% | COM | 86183P102 |
| — | LEGG MASON INC | 639,775 | $23.1M | 0.1% | $36.11 | $35.28 | — | COM | 524901105 |
| ARW | ARROW ELECTRONICS INC | 304,670 | $22.37M | 0.1% | $73.41 | $56.63 | +29.6% | COM | 042735100 |
| EG | EVEREST RE GROUP LTD | 92,450 | $21.62M | 0.1% | $233.81 * | $128.98 | +51.4% | COM | G3223R108 |
| PCG | PG&E CORP | 313,010 | $20.77M | 0.1% | $66.36 * | $48.18 | +34.0% | COM | 69331C108 |
| JBL | JABIL CIRCUIT INC | 712,955 | $20.62M | 0.1% | $28.92 * | $17.65 | +54.4% | COM | 466313103 |
| — | AETNA INC | 154,946 | $19.76M | 0.1% | $127.55 | $66.35 | — | COM | 00817Y108 |
| PGR | PROGRESSIVE CORP | 496,808 | $19.46M | 0.1% | $39.18 * | $17.72 | +70.8% | COM | 743315103 |
| — | PLY GEM HOLDINGS INC | 947,914 | $18.67M | 0.1% | $19.70 | $19.05 | — | COM | 72941W100 |
| — | HOSPITALITY PROPERTIES TRUST | 586,622 | $18.5M | 0.1% | $31.53 | $26.87 | — | COM | 44106M102 |
| TSM | TAIWAN SEMICONDUCTOR - SP ADR | 549,525 | $18.05M | 0.1% | $32.84 | $20.28 | +61.9% | COM | 874039100 |
| — | WESCO AIRCRAFT HOLDINGS INC | 1,556,462 | $17.74M | 0.1% | $11.40 | $13.31 | — | COM | 950814103 |
| — | VIRTUSA CORP | 541,256 | $16.36M | 0.1% | $30.22 | $26.38 | — | COM | 92827P102 |
| WSFS | WSFS FINANCIAL CORP | 342,554 | $15.74M | 0.1% | $45.95 | $23.73 | +93.7% | COM | 929328102 |
| — | ROWAN COMPANIES PLC - A | 996,725 | $15.53M | 0.1% | $15.58 | $25.24 | — | COM | G7665A101 |
| HIG | THE HARTFORD FINANCIAL SERVICES GROUP INC | 314,390 | $15.11M | 0.1% | $48.07 * | $23.83 | +66.7% | COM | 416515104 |
| KSS | KOHLS CORP | 351,174 | $13.98M | 0.1% | $39.81 | $51.96 | -23.4% | COM | 500255104 |
| — | ARC DOCUMENT SOLUTIONS INC | 3,853,116 | $13.29M | 0.1% | $3.45 | $4.43 | — | COM | 00191G103 |
| OC | OWENS CORNING | 203,330 | $12.48M | 0.1% | $61.37 | $39.75 | +54.4% | COM | 690742101 |
| DRH | DIAMONDROCK HOSPITALITY CO. | 1,046,199 | $11.66M | 0.1% | $11.15 | $9.74 | — | COM | 252784301 |
| — | KKR & CO LP | 612,118 | $11.16M | 0.1% | $18.23 | $15.16 | — | COM | 48248M102 |
| CB | CHUBB LTD | 81,854 | $11.15M | 0.1% | $136.25 * | $96.06 | +21.8% | COM | H1467J104 |
| CMCO | COLUMBUS MCKINNON CORP | 404,406 | $10.04M | 0.1% | $24.82 * | $21.94 | +5.5% | COM | 199333105 |
| CDW | CDW CORP | 160,561 | $9.266M | 0.1% | $57.71 * | $33.98 | +53.1% | COM | 12514G108 |
| NWS | NEWS CORP - CLASS B | 656,034 | $8.856M | 0.0% | $13.50 * | $14.59 | -15.9% | COM | 65249B208 |
| — | APOLLO GLOBAL MANAGEMENT-A | 334,519 | $8.136M | 0.0% | $24.32 | $16.31 | — | COM | 037612306 |
| BPOP | POPULAR INC. | 99,314 | $4.045M | 0.0% | $40.73 * | $23.60 | +34.6% | COM | 733174700 |
| PKX | POSCO - ADR | 60,300 | $3.889M | 0.0% | $64.49 | $49.65 | +29.9% | COM | 693483109 |
| EEM | ISHARES MSCI EMERGING MKT IN | 66,918 | $2.636M | 0.0% | $39.39 | $37.98 | +3.7% | COM | 464287234 |
| SHG | SHINHAN FINANCIAL GROUP - ADR | 60,275 | $2.519M | 0.0% | $41.79 | $37.94 | +10.2% | COM | 824596100 |
| INFY | INFOSYS LTD - SP ADR | 114,700 | $1.812M | 0.0% | $15.80 | $17.61 | -10.3% | COM | 456788108 |
| LUKOY | LUKOIL PJSC - SPON ADR | 16,350 | $868K | 0.0% | $53.09 | $56.15 | — | COM | 69343P105 |
| MDT | MEDTRONIC PLC | 4,560 | $367K | 0.0% | $80.48 * | $62.35 | +3.6% | COM | G5960L103 |
| DOX | AMDOCS LTD | 5,651 | $345K | 0.0% | $61.05 * | $49.45 | +4.1% | COM | G02602103 |
| SO | SOUTHERN CO | 6,918 | $344K | 0.0% | $49.73 * | $34.16 | +1.3% | COM | 842587107 |
| — | PREMIER INC CLASS A | 10,483 | $334K | 0.0% | $31.86 | $30.33 | — | COM | 74051N102 |
| — | LABORATORY CORP OF AMERICA HOLDINGS | 2,230 | $320K | 0.0% | $143.50 | $136.76 | — | COM | 50540R409 |
| ORI | OLD REPUBLIC INTL CORP | 13,581 | $278K | 0.0% | $20.47 * | $10.11 | +2.0% | COM | 680223104 |
| ABBV | ABBVIE INC | 4,170 | $272K | 0.0% | $65.23 * | $42.07 | +7.2% | COM | 00287Y109 |
| — | ALLEGHANY CORP | 423 | $260K | 0.0% | $614.66 | $614.66 | — | COM | 017175100 |
| TDG | TRANSDIGM GROUP INC. | 1,086 | $239K | 0.0% | $220.07 * | $163.01 | -7.7% | COM | 893641100 |
| DVA | DAVITA HEALTHCARE PARTNERS INC | 3,327 | $226K | 0.0% | $67.93 | $62.28 | +9.1% | COM | 23918K108 |
| COR | AMERISOURCEBERGEN CORP | 2,502 | $221K | 0.0% | $88.33 * | $58.75 | +14.2% | COM | 03073E105 |
| AMGN | AMGEN INC | 1,297 | $213K | 0.0% | $164.23 * | $126.01 | -0.0% | COM | 031162100 |
| BIIB | BIOGEN INC | 759 | $208K | 0.0% | $274.04 | $282.75 | -3.3% | COM | 09062X103 |
| BRO | BROWN & BROWN INC | 4,949 | $206K | 0.0% | $41.62 * | $20.11 | -3.5% | COM | 115236101 |
| — | ANNALY CAPITAL MANAGMENT INC | 12,906 | $143K | 0.0% | $11.08 | $11.08 | — | COM | 035710409 |