CIK: 0001027796 · Show all filings
Period: Q2 2017 (← Previous) (Next →)
Filing Date: Aug 4, 2017
Total Value ($000): $18,261,398 (100.0% shares, 0.0% debt)
| Ticker | Issuer | Shares | Value ($000) | % | Est. Cost | Unrealized | Class | CUSIP |
|---|---|---|---|---|---|---|---|---|
| C | CITIGROUP INC | 8,366,402 | $559,545 | 3.1% | $35.64 | +30.4% | COM | 172967424 |
| ORCL | ORACLE CORP | 10,065,272 | $504,673 | 2.8% | $28.11 | +42.7% | COM | 68389X105 |
| BAC | BANK OF AMERICA CORP | 20,490,554 | $497,101 | 2.7% | $10.54 | +81.2% | COM | 060505104 |
| OMC | OMNICOM GROUP | 5,978,986 | $495,658 | 2.7% | $46.39 | +32.4% | COM | 681919106 |
| — | MYLAN NV | 12,339,687 | $479,027 | 2.6% | $38.92 | — | COM | N59465109 |
| VOYA | VOYA FINANCIAL INC. | 12,825,081 | $473,117 | 2.6% | $29.02 | +12.5% | COM | 929089100 |
| CTSH | COGNIZANT TECH SOLUTIONS - A | 7,010,880 | $465,522 | 2.5% | $49.53 | +13.9% | COM | 192446102 |
| BEN | FRANKLIN RESOURCES INC. | 10,348,419 | $463,506 | 2.5% | $27.69 | -2.3% | COM | 354613101 |
| DOV | DOVER CORP | 5,599,307 | $449,176 | 2.5% | $43.27 | +31.2% | COM | 260003108 |
| XOM | EXXON MOBIL CORP | 5,216,886 | $421,159 | 2.3% | $53.98 | +2.8% | COM | 30231G102 |
| MS | MORGAN STANLEY | 9,104,754 | $405,708 | 2.2% | $18.07 | +85.6% | COM | 617446448 |
| AIG | AMERICAN INTERNATIONAL GROUP | 6,460,619 | $403,918 | 2.2% | $33.90 | +46.9% | COM | 026874784 |
| — | ROYAL DUTCH SHELL PLC ADR | 7,543,786 | $401,254 | 2.2% | $59.41 | — | COM | 780259206 |
| WMT | WAL-MART STORES | 5,134,336 | $388,567 | 2.1% | $20.32 | +8.4% | COM | 931142103 |
| JPM | JP MORGAN CHASE & CO | 4,154,377 | $379,710 | 2.1% | $36.69 | +86.8% | COM | 46625H100 |
| HPE | HEWLETT PACKARD ENTERPRISE COMPANY | 22,129,234 | $367,124 | 2.0% | $7.41 | +44.8% | COM | 42824C109 |
| MCK | MCKESSON CORPORATION | 2,097,855 | $345,181 | 1.9% | $136.55 | +3.7% | COM | 58155Q103 |
| COF | CAPITAL ONE FINL CORP | 4,041,646 | $333,921 | 1.8% | $61.25 | +14.2% | COM | 14040H105 |
| NWSA | NEWS CORP - CLASS A | 23,190,514 | $317,710 | 1.7% | $14.85 | -20.1% | COM | 65249B109 |
| GS | GOLDMAN SACHS GROUP INC | 1,414,300 | $313,833 | 1.7% | $121.71 | +51.7% | COM | 38141G104 |
| MET | METLIFE INC | 5,482,597 | $301,214 | 1.6% | $24.72 | +40.1% | COM | 59156R108 |
| — | CIGNA CORP | 1,783,177 | $298,486 | 1.6% | $115.89 | — | COM | 125509109 |
| — | STAPLES INC | 29,636,356 | $298,438 | 1.6% | $13.55 | — | COM | 855030102 |
| AXS | AXIS CAPITAL HOLDINGS LTD | 4,582,706 | $296,318 | 1.6% | $32.09 | +59.2% | COM | G0692U109 |
| AVT | AVNET INC | 7,583,434 | $294,844 | 1.6% | $30.42 | +6.1% | COM | 053807103 |
| RF | REGIONS FINL CORP | 19,918,612 | $291,608 | 1.6% | $6.44 | +57.7% | COM | 7591EP100 |
| INTC | INTEL CORPORATION | 8,490,243 | $286,461 | 1.6% | $18.82 | +57.1% | COM | 458140100 |
| F | FORD MOTOR COMPANY | 23,812,718 | $266,464 | 1.5% | $7.92 | -10.5% | COM | 345370860 |
| HLT | HILTON WORLDWIDE HOLDINGS INC | 4,152,880 | $256,856 | 1.4% | $55.58 | +8.3% | COM | 43300A203 |
| STT | STATE STREET CORP | 2,813,464 | $252,452 | 1.4% | $46.51 | +38.0% | COM | 857477103 |
| MUR | MURPHY OIL CORP | 9,510,782 | $243,761 | 1.3% | $24.35 | -21.6% | COM | 626717102 |
| — | XL GROUP LTD | 5,197,849 | $227,666 | 1.2% | $33.89 | — | COM | G98294104 |
| — | INTERPUBLIC GROUP OF COS INC | 8,940,925 | $219,947 | 1.2% | $9.90 | +75.6% | COM | 460690100 |
| BP | BP PLC - SPONS ADR | 6,190,476 | $214,500 | 1.2% | $41.64 | — | COM | 055622104 |
| PH | PARKER HANNIFIN CORPORATION | 1,283,268 | $205,092 | 1.1% | $83.16 | +67.2% | COM | 701094104 |
| TEX | TEREX CORP | 5,181,944 | $194,323 | 1.1% | $30.35 | +11.5% | COM | 880779103 |
| WTW | WILLIS TOWERS WATSON PLC | 1,329,037 | $193,322 | 1.1% | $103.10 | +20.1% | COM | G96629103 |
| UBS | UBS GROUP AG | 11,120,923 | $188,833 | 1.0% | $17.20 | -5.5% | COM | H42097107 |
| — | EXPRESS SCRIPTS HOLDING CO | 2,838,878 | $181,234 | 1.0% | $63.84 | — | COM | 30219G108 |
| SWK | STANLEY BLACK & DECKER INC | 1,235,586 | $173,884 | 1.0% | $70.52 | +54.1% | COM | 854502101 |
| CVE | CENOVUS ENERGY INC. | 22,078,963 | $162,722 | 0.9% | $10.50 | -24.7% | COM | 15135U109 |
| EIX | EDISON INTERNATIONAL | 1,784,386 | $139,521 | 0.8% | $40.95 | +35.9% | COM | 281020107 |
| KEY | KEY CORP | 6,869,516 | $128,735 | 0.7% | $7.25 | +71.0% | COM | 493267108 |
| ALL | ALLSTATE CORP | 1,450,578 | $128,289 | 0.7% | $50.60 | +37.9% | COM | 020002101 |
| ON | ON SEMICONDUCTOR CORP | 8,920,698 | $125,247 | 0.7% | $8.83 | +70.1% | COM | 682189105 |
| — | SEAGATE TECHNOLOGY | 3,146,522 | $121,928 | 0.7% | $30.86 | — | COM | G7945M107 |
| LAMR | LAMAR ADVERTISING CO -A | 1,592,425 | $117,155 | 0.6% | $53.64 | — | COM | 512816109 |
| ABT | ABBOTT LABORATORIES | 2,298,718 | $111,741 | 0.6% | $29.39 | +32.4% | COM | 002824100 |
| COP | CONOCOPHILLIPS | 2,501,175 | $109,952 | 0.6% | $30.73 | +15.5% | COM | 20825C104 |
| HPQ | HP INC | 6,112,050 | $106,839 | 0.6% | $9.07 | +52.5% | COM | 40434L105 |
| JELD | JELD-WEN HOLDING INC | 3,163,282 | $102,680 | 0.6% | $30.86 | +5.0% | COM | 47580P103 |
| JNJ | JOHNSON & JOHNSON | 737,844 | $97,609 | 0.5% | $66.17 | +51.7% | COM | 478160104 |
| MSFT | MICROSOFT CORP | 1,346,933 | $92,844 | 0.5% | $29.16 | +113.7% | COM | 594918104 |
| IVZ | INVESCO LTD | 2,512,726 | $88,423 | 0.5% | $19.18 | +13.6% | COM | G491BT108 |
| WFC | WELLS FARGO CO | 1,503,167 | $83,290 | 0.5% | $32.60 | +29.4% | COM | 949746101 |
| CAH | CARDINAL HEALTH INC | 1,058,804 | $82,502 | 0.5% | $60.58 | -3.6% | COM | 14149Y108 |
| FITB | FIFTH THIRD BANCORP | 3,168,331 | $82,250 | 0.5% | $12.24 | +47.2% | COM | 316773100 |
| — | ACTUANT CORP- A | 3,311,551 | $81,464 | 0.4% | $27.10 | — | COM | 00508X203 |
| WBS | WEBSTER FINANCIAL CORP. | 1,513,122 | $79,015 | 0.4% | $28.60 | +76.6% | COM | 947890109 |
| CSCO | CISCO SYSTEMS INC | 2,506,781 | $78,462 | 0.4% | $16.36 | +53.2% | COM | 17275R102 |
| PFE | PFIZER INC | 2,332,274 | $78,341 | 0.4% | $18.41 | +17.4% | COM | 717081103 |
| BIDU | BAIDU INC - SPON ADR | 431,862 | $77,242 | 0.4% | $172.62 | — | COM | 056752108 |
| — | AVANGRID INC | 1,720,464 | $75,958 | 0.4% | $42.74 | — | COM | 05351W103 |
| G | GENPACT LTD | 2,670,064 | $74,308 | 0.4% | $20.93 | +12.5% | COM | G3922B107 |
| FLEX | FLEX LTD | 4,552,258 | $74,247 | 0.4% | $7.07 | +75.2% | COM | Y2573F102 |
| KBR | KBR INC | 4,769,262 | $72,588 | 0.4% | $15.18 | -13.0% | COM | 48242W106 |
| ACM | AECOM | 2,227,578 | $72,018 | 0.4% | $28.89 | +10.3% | COM | 00766T100 |
| — | KELLOGG COMPANY | 970,849 | $67,435 | 0.4% | $41.49 | +18.4% | COM | 487836108 |
| DAN | DANA INC | 3,017,256 | $67,375 | 0.4% | $14.44 | +17.0% | COM | 235825205 |
| — | AMERICAN EQUITY INVT LIFE | 2,437,159 | $64,049 | 0.4% | $14.81 | — | COM | 025676206 |
| ASB | ASSOCIATED BANC CORP | 2,365,210 | $59,603 | 0.3% | $11.96 | +50.3% | COM | 045487105 |
| — | MASONITE INTERNATIONAL CORP | 786,818 | $59,405 | 0.3% | $58.46 | — | COM | 575385109 |
| — | TE CONNECTIVITY LTD. | 729,498 | $57,397 | 0.3% | $45.54 | — | COM | H84989104 |
| CMA | COMERICA INC | 774,101 | $56,695 | 0.3% | $26.39 | +84.4% | COM | 200340107 |
| CVS | CVS HEALTH CORPORATION | 700,074 | $56,328 | 0.3% | $70.97 | -15.0% | COM | 126650100 |
| TRS | TRIMAS CORP | 2,689,007 | $56,066 | 0.3% | $20.81 | +3.7% | COM | 896215209 |
| CFG | CITIZENS FINANCIAL GROUP | 1,560,442 | $55,677 | 0.3% | $15.71 | +60.1% | COM | 174610105 |
| — | ASPEN INSURANCE HOLDINGS LTD | 1,094,283 | $54,550 | 0.3% | $45.94 | — | COM | G05384105 |
| MRK | MERCK & CO INC | 824,940 | $52,870 | 0.3% | $37.24 | +25.0% | COM | 58933Y105 |
| — | SYNOVUS FINANCIAL CORP | 1,178,496 | $52,137 | 0.3% | $25.49 | — | COM | 87161C501 |
| — | TELEFONICA BRASIL - ADR | 3,844,520 | $51,863 | 0.3% | $12.87 | — | COM | 87936R106 |
| — | ESSENDANT INC | 3,492,271 | $51,790 | 0.3% | $24.17 | — | COM | 296689102 |
| SCSC | SCANSOURCE INC | 1,275,903 | $51,419 | 0.3% | $37.38 | +3.9% | COM | 806037107 |
| ACH | OWENS & MINOR INC | 1,567,412 | $50,455 | 0.3% | $30.57 | -1.9% | COM | 690732102 |
| GTLS | CHART INDUSTRIES INC | 1,315,403 | $45,684 | 0.3% | $24.74 | +41.0% | COM | 16115Q308 |
| GLW | CORNING INC | 1,456,133 | $43,757 | 0.2% | $13.55 | +68.1% | COM | 219350105 |
| — | VERIFONE SYSTEMS INC | 2,408,238 | $43,589 | 0.2% | $18.73 | — | COM | 92342Y109 |
| HOPE | HOPE BANCORP INC | 2,285,505 | $42,625 | 0.2% | $16.20 | +14.6% | COM | 43940T109 |
| — | CUBIC CORP | 914,129 | $42,324 | 0.2% | $46.39 | — | COM | 229669106 |
| — | SUPERIOR ENERGY SERVICES INC | 3,998,348 | $41,703 | 0.2% | $23.30 | — | COM | 868157108 |
| QCOM | QUALCOMM INC | 743,776 | $41,071 | 0.2% | $44.14 | +0.2% | COM | 747525103 |
| — | ANIXTER INTERNATIONAL INC | 468,465 | $36,634 | 0.2% | $53.26 | — | COM | 035290105 |
| — | TORCHMARK CORP | 477,661 | $36,541 | 0.2% | $56.51 | — | COM | 891027104 |
| — | VALIDUS HOLDINGS LTD | 689,124 | $35,814 | 0.2% | $39.11 | — | COM | G9319H102 |
| — | TRIPLE-S MANAGEMENT CORP-B | 2,069,718 | $34,999 | 0.2% | $23.06 | — | COM | 896749108 |
| — | ARGO GROUP INTERNATIONAL | 572,635 | $34,702 | 0.2% | $46.12 | — | COM | G0464B107 |
| FTI | TECHNIPFMC PLC | 1,271,841 | $34,594 | 0.2% | $22.64 | -8.6% | COM | G87110105 |
| NSIT | INSIGHT ENTERPRISES INC | 832,926 | $33,309 | 0.2% | $19.94 | +111.9% | COM | 45765U103 |
| HAL | HALLIBURTON CO | 752,886 | $32,156 | 0.2% | $27.15 | +42.4% | COM | 406216101 |
| — | BAKER HUGHES INC | 580,451 | $31,640 | 0.2% | $46.86 | — | COM | 057224107 |
| T | AT&T INC | 824,085 | $31,093 | 0.2% | $12.21 | +30.4% | COM | 00206R102 |
| — | FIRST MIDWEST BANCORP INC | 1,278,104 | $29,793 | 0.2% | $16.16 | — | COM | 320867104 |
| ETR | ENTERGY CORP | 370,134 | $28,415 | 0.2% | $20.56 | +35.8% | COM | 29364G103 |
| ROCK | GIBRALTAR INDUSTRIES INC | 793,663 | $28,294 | 0.2% | $35.29 | 0.0% | COM | 374689107 |
| — | L3 TECHNOLOGIES, INC. | 168,036 | $28,075 | 0.2% | $165.29 | — | COM | 502413107 |
| — | GENERAL CABLE CORP DEL NE | 1,710,959 | $27,974 | 0.2% | $15.01 | — | COM | 369300108 |
| — | TCF FINANCIAL CORP | 1,670,379 | $26,626 | 0.1% | $14.40 | — | COM | 872275102 |
| — | LEGG MASON INC | 639,775 | $24,414 | 0.1% | $35.28 | — | COM | 524901105 |
| ARW | ARROW ELECTRONICS INC | 304,670 | $23,892 | 0.1% | $56.63 | +31.9% | COM | 042735100 |
| UVV | UNIVERSAL CORP | 367,692 | $23,790 | 0.1% | $53.40 | +29.9% | COM | 913456109 |
| — | AETNA INC | 154,946 | $23,525 | 0.1% | $66.35 | — | COM | 00817Y108 |
| EG | EVEREST RE GROUP LTD | 91,194 | $23,217 | 0.1% | $128.98 | +60.1% | COM | G3223R108 |
| DIOD | DIODES INC. | 939,163 | $22,568 | 0.1% | $22.67 | +9.0% | COM | 254543101 |
| PGR | PROGRESSIVE CORP | 496,033 | $21,870 | 0.1% | $17.72 | +81.1% | COM | 743315103 |
| JBL | JABIL CIRCUIT INC | 712,955 | $20,811 | 0.1% | $17.65 | +57.2% | COM | 466313103 |
| PCG | PG&E CORP | 313,010 | $20,774 | 0.1% | $48.18 | +36.1% | COM | 69331C108 |
| SRI | STONERIDGE INC | 1,248,090 | $19,233 | 0.1% | $11.70 | +43.3% | COM | 86183P102 |
| TSM | TAIWAN SEMICONDUCTOR - SP ADR | 548,866 | $19,188 | 0.1% | $20.17 | — | COM | 874039100 |
| — | HOSPITALITY PROPERTIES TRUST | 586,728 | $17,103 | 0.1% | $26.87 | — | COM | 44106M102 |
| — | WESCO AIRCRAFT HOLDINGS INC | 1,552,004 | $16,839 | 0.1% | $13.31 | — | COM | 950814103 |
| HIG | THE HARTFORD FINANCIAL SERVICES GROUP INC | 314,390 | $16,527 | 0.1% | $23.83 | +72.2% | COM | 416515104 |
| — | ARC DOCUMENT SOLUTIONS INC | 3,826,438 | $15,918 | 0.1% | $4.43 | — | COM | 00191G103 |
| — | VIRTUSA CORP | 536,604 | $15,776 | 0.1% | $26.38 | — | COM | 92827P102 |
| — | PLY GEM HOLDINGS INC | 859,716 | $15,432 | 0.1% | $19.05 | — | COM | 72941W100 |
| WSFS | WSFS FINANCIAL CORP | 338,149 | $15,335 | 0.1% | $23.73 | +92.7% | COM | 929328102 |
| GNW | GENWORTH FINANCIAL INC CL A | 4,003,626 | $15,094 | 0.1% | $11.28 | -66.4% | COM | 37247D106 |
| OC | OWENS CORNING | 203,330 | $13,607 | 0.1% | $39.75 | +57.7% | COM | 690742101 |
| KSS | KOHLS CORP | 351,174 | $13,580 | 0.1% | $51.96 | -26.2% | COM | 500255104 |
| DXC | DXC TECHNOLOGY COMPANY | 169,514 | $13,005 | 0.1% | $62.87 | 0.0% | COM | 23355L106 |
| DRH | DIAMONDROCK HOSPITALITY CO. | 1,045,949 | $11,453 | 0.1% | $9.74 | — | COM | 252784301 |
| — | KKR & CO LP | 575,974 | $10,713 | 0.1% | $15.16 | — | COM | 48248M102 |
| — | ROWAN COMPANIES PLC - A | 996,725 | $10,206 | 0.1% | $25.24 | — | COM | G7665A101 |
| NWS | NEWS CORP - CLASS B | 560,534 | $7,932 | 0.0% | $14.59 | -16.1% | COM | 65249B208 |
| — | APOLLO GLOBAL MANAGEMENT-A | 298,175 | $7,887 | 0.0% | $16.31 | — | COM | 037612306 |
| CB | CHUBB LTD | 51,626 | $7,505 | 0.0% | $96.06 | +25.8% | COM | H1467J104 |
| CMCO | COLUMBUS MCKINNON CORP | 293,625 | $7,464 | 0.0% | $21.94 | +10.1% | COM | 199333105 |
| PKX | POSCO - ADR | 93,495 | $5,852 | 0.0% | $55.06 | — | COM | 693483109 |
| SHG | SHINHAN FINANCIAL GROUP - ADR | 77,844 | $3,385 | 0.0% | $40.07 | — | COM | 824596100 |
| LUKOY | LUKOIL PJSC - SPON ADR | 16,350 | $798 | 0.0% | $56.15 | — | COM | 69343P105 |
| DOX | AMDOCS LTD | 5,778 | $372 | 0.0% | $49.53 | +7.5% | COM | G02602103 |
| ABBV | ABBVIE INC | 5,137 | $372 | 0.0% | $42.99 | +9.2% | COM | 00287Y109 |
| — | PREMIER INC CLASS A | 10,029 | $361 | 0.0% | $30.33 | — | COM | 74051N102 |
| — | ALLEGHANY CORP | 602 | $358 | 0.0% | $608.72 | — | COM | 017175100 |
| SO | SOUTHERN CO | 7,454 | $357 | 0.0% | $34.22 | +2.5% | COM | 842587107 |
| OHI | OMEGA HEALTHCARE INVESTORS | 10,286 | $340 | 0.0% | $33.05 | — | COM | 681936100 |
| ZBH | ZIMMER BIOMET HOLDINGS INC | 2,023 | $260 | 0.0% | $110.49 | 0.0% | COM | 98956P102 |
| COR | AMERISOURCEBERGEN CORP | 2,602 | $246 | 0.0% | $59.09 | +14.5% | COM | 03073E105 |
| AMGN | AMGEN INC | 1,339 | $231 | 0.0% | $125.99 | -0.5% | COM | 031162100 |
| DVA | DAVITA HEALTHCARE PARTNERS INC | 3,398 | $220 | 0.0% | $62.36 | +6.2% | COM | 23918K108 |
| BRO | BROWN & BROWN INC | 5,087 | $219 | 0.0% | $20.10 | -0.6% | COM | 115236101 |
| TDG | TRANSDIGM GROUP INC. | 758 | $204 | 0.0% | $163.01 | +6.4% | COM | 893641100 |
| — | ANNALY CAPITAL MANAGMENT INC | 12,906 | $156 | 0.0% | $11.08 | — | COM | 035710409 |