Location: New York, NY
CIK: 0001027796 · Show all filings
Period: Q2 2017 (← Previous) (Next →)
Filing Date: Aug 4, 2017
Total Value: $18.26B (100.0% shares, 0.0% debt)
| Ticker | Issuer | Shares | Value | % | Share Price | Est. Cost/Share | Unrealized @ Report Date | Class | CUSIP |
|---|---|---|---|---|---|---|---|---|---|
| C | CITIGROUP INC | 8,366,402 | $560M | 3.1% | $66.88 * | $35.64 | +42.3% | COM | 172967424 |
| ORCL | ORACLE CORP | 10,065,272 | $505M | 2.8% | $50.14 * | $28.11 | +57.0% | COM | 68389X105 |
| BAC | BANK OF AMERICA CORP | 20,490,554 | $497M | 2.7% | $24.26 * | $10.54 | +89.0% | COM | 060505104 |
| OMC | OMNICOM GROUP | 5,978,986 | $496M | 2.7% | $82.90 * | $46.39 | +32.3% | COM | 681919106 |
| — | MYLAN NV | 12,339,687 | $479M | 2.6% | $38.82 | $38.92 | — | COM | N59465109 |
| VOYA | VOYA FINANCIAL INC. | 12,825,081 | $473M | 2.6% | $36.89 * | $29.02 | +14.1% | COM | 929089100 |
| CTSH | COGNIZANT TECH SOLUTIONS - A | 7,010,880 | $466M | 2.5% | $66.40 * | $49.53 | +19.1% | COM | 192446102 |
| BEN | FRANKLIN RESOURCES INC. | 10,348,419 | $464M | 2.5% | $44.79 * | $27.69 | +2.9% | COM | 354613101 |
| DOV | DOVER CORP | 5,599,307 | $449M | 2.5% | $80.22 * | $43.27 | +30.8% | COM | 260003108 |
| XOM | EXXON MOBIL CORP | 5,216,886 | $421M | 2.3% | $80.73 * | $53.98 | +1.8% | COM | 30231G102 |
| MS | MORGAN STANLEY | 9,104,754 | $406M | 2.2% | $44.56 * | $18.07 | +92.1% | COM | 617446448 |
| AIG | AMERICAN INTERNATIONAL GROUP | 6,460,619 | $404M | 2.2% | $62.52 * | $33.90 | +48.3% | COM | 026874784 |
| — | ROYAL DUTCH SHELL PLC ADR | 7,543,786 | $401M | 2.2% | $53.19 | $59.41 | — | COM | 780259206 |
| WMT | WAL-MART STORES | 5,134,336 | $389M | 2.1% | $75.68 * | $20.32 | +8.0% | COM | 931142103 |
| JPM | JP MORGAN CHASE & CO | 4,154,377 | $380M | 2.1% | $91.40 * | $36.69 | +97.9% | COM | 46625H100 |
| HPE | HEWLETT PACKARD ENTERPRISE COMPANY | 22,129,234 | $367M | 2.0% | $16.59 * | $7.41 | +34.2% | COM | 42824C109 |
| MCK | MCKESSON CORPORATION | 2,097,855 | $345M | 1.9% | $164.54 * | $136.55 | +12.6% | COM | 58155Q103 |
| COF | CAPITAL ONE FINL CORP | 4,041,646 | $334M | 1.8% | $82.62 * | $61.25 | +16.4% | COM | 14040H105 |
| NWSA | NEWS CORP - CLASS A | 23,190,514 | $318M | 1.7% | $13.70 * | $14.85 | -16.3% | COM | 65249B109 |
| GS | GOLDMAN SACHS GROUP INC | 1,414,300 | $314M | 1.7% | $221.90 * | $121.71 | +51.8% | COM | 38141G104 |
| MET | METLIFE INC | 5,482,597 | $301M | 1.6% | $54.94 * | $24.72 | +48.3% | COM | 59156R108 |
| — | CIGNA CORP | 1,783,177 | $298M | 1.6% | $167.39 | $115.89 | — | COM | 125509109 |
| — | STAPLES INC | 29,636,356 | $298M | 1.6% | $10.07 | $13.55 | — | COM | 855030102 |
| AXS | AXIS CAPITAL HOLDINGS LTD | 4,582,706 | $296M | 1.6% | $64.66 * | $32.09 | +58.7% | COM | G0692U109 |
| AVT | AVNET INC | 7,583,434 | $295M | 1.6% | $38.88 * | $30.42 | +4.5% | COM | 053807103 |
| RF | REGIONS FINL CORP | 19,918,612 | $292M | 1.6% | $14.64 * | $6.44 | +64.6% | COM | 7591EP100 |
| INTC | INTEL CORPORATION | 8,490,243 | $286M | 1.6% | $33.74 * | $18.82 | +48.5% | COM | 458140100 |
| F | FORD MOTOR COMPANY | 23,812,718 | $266M | 1.5% | $11.19 * | $7.92 | -10.1% | COM | 345370860 |
| HLT | HILTON WORLDWIDE HOLDINGS INC | 4,152,880 | $257M | 1.4% | $61.85 * | $55.58 | +7.7% | COM | 43300A203 |
| STT | STATE STREET CORP | 2,813,464 | $252M | 1.4% | $89.73 * | $46.51 | +49.5% | COM | 857477103 |
| MUR | MURPHY OIL CORP | 9,510,782 | $244M | 1.3% | $25.63 * | $24.35 | -22.7% | COM | 626717102 |
| — | XL GROUP LTD | 5,197,849 | $228M | 1.2% | $43.80 | $33.89 | — | COM | G98294104 |
| — | INTERPUBLIC GROUP OF COS INC | 8,940,925 | $220M | 1.2% | $24.60 * | $9.90 | +77.6% | COM | 460690100 |
| BP | BP PLC - SPONS ADR | 6,190,476 | $215M | 1.2% | $34.65 | $42.70 | -18.9% | COM | 055622104 |
| PH | PARKER HANNIFIN CORPORATION | 1,283,268 | $205M | 1.1% | $159.82 * | $83.16 | +68.9% | COM | 701094104 |
| TEX | TEREX CORP | 5,181,944 | $194M | 1.1% | $37.50 | $30.35 | +23.6% | COM | 880779103 |
| WTW | WILLIS TOWERS WATSON PLC | 1,329,037 | $193M | 1.1% | $145.46 * | $103.10 | +25.5% | COM | G96629103 |
| UBS | UBS GROUP AG | 11,120,923 | $189M | 1.0% | $16.98 | $17.20 | -1.3% | COM | H42097107 |
| — | EXPRESS SCRIPTS HOLDING CO | 2,838,878 | $181M | 1.0% | $63.84 | $63.84 | — | COM | 30219G108 |
| SWK | STANLEY BLACK & DECKER INC | 1,235,586 | $174M | 1.0% | $140.73 * | $70.52 | +58.6% | COM | 854502101 |
| CVE | CENOVUS ENERGY INC. | 22,078,963 | $163M | 0.9% | $7.37 * | $10.50 | -39.9% | COM | 15135U109 |
| EIX | EDISON INTERNATIONAL | 1,784,386 | $140M | 0.8% | $78.19 * | $40.95 | +33.5% | COM | 281020107 |
| KEY | KEY CORP | 6,869,516 | $129M | 0.7% | $18.74 * | $7.25 | +77.7% | COM | 493267108 |
| ALL | ALLSTATE CORP | 1,450,578 | $128M | 0.7% | $88.44 * | $50.60 | +44.3% | COM | 020002101 |
| ON | ON SEMICONDUCTOR CORP | 8,920,698 | $125M | 0.7% | $14.04 | $8.83 | +58.9% | COM | 682189105 |
| — | SEAGATE TECHNOLOGY | 3,146,522 | $122M | 0.7% | $38.75 | $30.86 | — | COM | G7945M107 |
| LAMR | LAMAR ADVERTISING CO -A | 1,592,425 | $117M | 0.6% | $73.57 | $53.64 | — | COM | 512816109 |
| ABT | ABBOTT LABORATORIES | 2,298,718 | $112M | 0.6% | $48.61 * | $29.39 | +42.2% | COM | 002824100 |
| COP | CONOCOPHILLIPS | 2,501,175 | $110M | 0.6% | $43.96 * | $30.73 | +9.1% | COM | 20825C104 |
| HPQ | HP INC | 6,112,050 | $107M | 0.6% | $17.48 * | $9.07 | +46.0% | COM | 40434L105 |
| JELD | JELD-WEN HOLDING INC | 3,163,282 | $103M | 0.6% | $32.46 | $30.86 | +5.2% | COM | 47580P103 |
| JNJ | JOHNSON & JOHNSON | 737,844 | $97.61M | 0.5% | $132.29 * | $66.17 | +57.9% | COM | 478160104 |
| MSFT | MICROSOFT CORP | 1,346,933 | $92.84M | 0.5% | $68.93 * | $29.16 | +115.2% | COM | 594918104 |
| IVZ | INVESCO LTD | 2,512,726 | $88.42M | 0.5% | $35.19 * | $19.18 | +23.0% | COM | G491BT108 |
| WFC | WELLS FARGO CO | 1,503,167 | $83.29M | 0.5% | $55.41 * | $32.60 | +34.1% | COM | 949746101 |
| CAH | CARDINAL HEALTH INC | 1,058,804 | $82.5M | 0.5% | $77.92 * | $60.58 | +0.1% | COM | 14149Y108 |
| FITB | FIFTH THIRD BANCORP | 3,168,331 | $82.25M | 0.5% | $25.96 * | $12.24 | +55.4% | COM | 316773100 |
| — | ACTUANT CORP- A | 3,311,551 | $81.46M | 0.4% | $24.60 | $27.10 | — | COM | 00508X203 |
| WBS | WEBSTER FINANCIAL CORP. | 1,513,122 | $79.02M | 0.4% | $52.22 | $28.60 | +82.6% | COM | 947890109 |
| CSCO | CISCO SYSTEMS INC | 2,506,781 | $78.46M | 0.4% | $31.30 * | $16.36 | +47.2% | COM | 17275R102 |
| PFE | PFIZER INC | 2,332,274 | $78.34M | 0.4% | $33.59 * | $18.41 | +19.1% | COM | 717081103 |
| BIDU | BAIDU INC - SPON ADR | 431,862 | $77.24M | 0.4% | $178.86 | $176.07 | +1.6% | COM | 056752108 |
| — | AVANGRID INC | 1,720,464 | $75.96M | 0.4% | $44.15 | $42.74 | — | COM | 05351W103 |
| G | GENPACT LTD | 2,670,064 | $74.31M | 0.4% | $27.83 * | $20.93 | +20.8% | COM | G3922B107 |
| FLEX | FLEX LTD | 4,552,258 | $74.25M | 0.4% | $16.31 * | $7.07 | +73.9% | COM | Y2573F102 |
| KBR | KBR INC | 4,769,262 | $72.59M | 0.4% | $15.22 * | $15.18 | -10.3% | COM | 48242W106 |
| ACM | AECOM | 2,227,578 | $72.02M | 0.4% | $32.33 * | $28.89 | +7.6% | COM | 00766T100 |
| — | KELLOGG COMPANY | 970,849 | $67.44M | 0.4% | $69.46 * | $41.49 | +15.4% | COM | 487836108 |
| DAN | DANA INC | 3,017,256 | $67.38M | 0.4% | $22.33 * | $14.44 | +28.8% | COM | 235825205 |
| — | AMERICAN EQUITY INVT LIFE | 2,437,159 | $64.05M | 0.4% | $26.28 | $14.81 | — | COM | 025676206 |
| ASB | ASSOCIATED BANC CORP | 2,365,210 | $59.6M | 0.3% | $25.20 * | $11.96 | +54.5% | COM | 045487105 |
| — | MASONITE INTERNATIONAL CORP | 786,818 | $59.41M | 0.3% | $75.50 | $58.46 | — | COM | 575385109 |
| — | TE CONNECTIVITY LTD. | 729,498 | $57.4M | 0.3% | $78.68 | $45.54 | — | COM | H84989104 |
| CMA | COMERICA INC | 774,101 | $56.7M | 0.3% | $73.24 * | $26.39 | +93.0% | COM | 200340107 |
| CVS | CVS HEALTH CORPORATION | 700,074 | $56.33M | 0.3% | $80.46 * | $70.97 | -13.3% | COM | 126650100 |
| TRS | TRIMAS CORP | 2,689,007 | $56.07M | 0.3% | $20.85 | $20.81 | +0.2% | COM | 896215209 |
| CFG | CITIZENS FINANCIAL GROUP | 1,560,442 | $55.68M | 0.3% | $35.68 * | $15.71 | +61.3% | COM | 174610105 |
| — | ASPEN INSURANCE HOLDINGS LTD | 1,094,283 | $54.55M | 0.3% | $49.85 | $45.94 | — | COM | G05384105 |
| MRK | MERCK & CO INC | 824,940 | $52.87M | 0.3% | $64.09 * | $37.24 | +26.3% | COM | 58933Y105 |
| — | SYNOVUS FINANCIAL CORP | 1,178,496 | $52.14M | 0.3% | $44.24 | $25.49 | — | COM | 87161C501 |
| — | TELEFONICA BRASIL - ADR | 3,844,520 | $51.86M | 0.3% | $13.49 | $12.87 | — | COM | 87936R106 |
| — | ESSENDANT INC | 3,492,271 | $51.79M | 0.3% | $14.83 | $24.17 | — | COM | 296689102 |
| SCSC | SCANSOURCE INC | 1,275,903 | $51.42M | 0.3% | $40.30 | $37.38 | +7.8% | COM | 806037107 |
| ACH | OWENS & MINOR INC | 1,567,412 | $50.45M | 0.3% | $32.19 * | $30.57 | -3.2% | COM | 690732102 |
| GTLS | CHART INDUSTRIES INC | 1,315,403 | $45.68M | 0.3% | $34.73 | $24.74 | +40.4% | COM | 16115Q308 |
| GLW | CORNING INC | 1,456,133 | $43.76M | 0.2% | $30.05 * | $13.55 | +76.3% | COM | 219350105 |
| — | VERIFONE SYSTEMS INC | 2,408,238 | $43.59M | 0.2% | $18.10 | $18.73 | — | COM | 92342Y109 |
| HOPE | HOPE BANCORP INC | 2,285,505 | $42.63M | 0.2% | $18.65 | $16.20 | +15.1% | COM | 43940T109 |
| — | CUBIC CORP | 914,129 | $42.32M | 0.2% | $46.30 | $46.39 | — | COM | 229669106 |
| — | SUPERIOR ENERGY SERVICES INC | 3,998,348 | $41.7M | 0.2% | $10.43 | $23.30 | — | COM | 868157108 |
| QCOM | QUALCOMM INC | 743,776 | $41.07M | 0.2% | $55.22 * | $44.14 | -0.3% | COM | 747525103 |
| — | ANIXTER INTERNATIONAL INC | 468,465 | $36.63M | 0.2% | $78.20 | $53.26 | — | COM | 035290105 |
| — | TORCHMARK CORP | 477,661 | $36.54M | 0.2% | $76.50 | $56.51 | — | COM | 891027104 |
| — | VALIDUS HOLDINGS LTD | 689,124 | $35.81M | 0.2% | $51.97 | $39.11 | — | COM | G9319H102 |
| — | TRIPLE-S MANAGEMENT CORP-B | 2,069,718 | $35M | 0.2% | $16.91 | $23.06 | — | COM | 896749108 |
| — | ARGO GROUP INTERNATIONAL | 572,635 | $34.7M | 0.2% | $60.60 | $46.12 | — | COM | G0464B107 |
| FTI | TECHNIPFMC PLC | 1,271,841 | $34.59M | 0.2% | $27.20 * | $22.64 | -18.0% | COM | G87110105 |
| NSIT | INSIGHT ENTERPRISES INC | 832,926 | $33.31M | 0.2% | $39.99 | $19.94 | +100.6% | COM | 45765U103 |
| HAL | HALLIBURTON CO | 752,886 | $32.16M | 0.2% | $42.71 * | $27.15 | +32.9% | COM | 406216101 |
| — | BAKER HUGHES INC | 580,451 | $31.64M | 0.2% | $54.51 | $46.86 | — | COM | 057224107 |
| T | AT&T INC | 824,085 | $31.09M | 0.2% | $37.73 * | $12.21 | +26.1% | COM | 00206R102 |
| — | FIRST MIDWEST BANCORP INC | 1,278,104 | $29.79M | 0.2% | $23.31 | $16.16 | — | COM | 320867104 |
| ETR | ENTERGY CORP | 370,134 | $28.41M | 0.2% | $76.77 * | $20.56 | +35.3% | COM | 29364G103 |
| ROCK | GIBRALTAR INDUSTRIES INC | 793,663 | $28.29M | 0.2% | $35.65 | $35.29 | +1.0% | COM | 374689107 |
| — | L3 TECHNOLOGIES, INC. | 168,036 | $28.07M | 0.2% | $167.08 | $165.29 | — | COM | 502413107 |
| — | GENERAL CABLE CORP DEL NE | 1,710,959 | $27.97M | 0.2% | $16.35 | $15.01 | — | COM | 369300108 |
| — | TCF FINANCIAL CORP | 1,670,379 | $26.63M | 0.1% | $15.94 | $14.40 | — | COM | 872275102 |
| — | LEGG MASON INC | 639,775 | $24.41M | 0.1% | $38.16 | $35.28 | — | COM | 524901105 |
| ARW | ARROW ELECTRONICS INC | 304,670 | $23.89M | 0.1% | $78.42 | $56.63 | +38.5% | COM | 042735100 |
| UVV | UNIVERSAL CORP | 367,692 | $23.79M | 0.1% | $64.70 | $53.40 | +21.2% | COM | 913456109 |
| — | AETNA INC | 154,946 | $23.52M | 0.1% | $151.83 | $66.35 | — | COM | 00817Y108 |
| EG | EVEREST RE GROUP LTD | 91,194 | $23.22M | 0.1% | $254.59 * | $128.98 | +65.7% | COM | G3223R108 |
| DIOD | DIODES INC. | 939,163 | $22.57M | 0.1% | $24.03 | $22.67 | +6.0% | COM | 254543101 |
| PGR | PROGRESSIVE CORP | 496,033 | $21.87M | 0.1% | $44.09 * | $17.72 | +92.2% | COM | 743315103 |
| JBL | JABIL CIRCUIT INC | 712,955 | $20.81M | 0.1% | $29.19 * | $17.65 | +56.3% | COM | 466313103 |
| PCG | PG&E CORP | 313,010 | $20.77M | 0.1% | $66.37 | $48.18 | +35.1% | COM | 69331C108 |
| SRI | STONERIDGE INC | 1,248,090 | $19.23M | 0.1% | $15.41 | $11.70 | +31.7% | COM | 86183P102 |
| TSM | TAIWAN SEMICONDUCTOR - SP ADR | 548,866 | $19.19M | 0.1% | $34.96 | $20.28 | +72.4% | COM | 874039100 |
| — | HOSPITALITY PROPERTIES TRUST | 586,728 | $17.1M | 0.1% | $29.15 | $26.87 | — | COM | 44106M102 |
| — | WESCO AIRCRAFT HOLDINGS INC | 1,552,004 | $16.84M | 0.1% | $10.85 | $13.31 | — | COM | 950814103 |
| HIG | THE HARTFORD FINANCIAL SERVICES GROUP INC | 314,390 | $16.53M | 0.1% | $52.57 * | $23.83 | +83.2% | COM | 416515104 |
| — | ARC DOCUMENT SOLUTIONS INC | 3,826,438 | $15.92M | 0.1% | $4.16 | $4.43 | — | COM | 00191G103 |
| — | VIRTUSA CORP | 536,604 | $15.78M | 0.1% | $29.40 | $26.38 | — | COM | 92827P102 |
| — | PLY GEM HOLDINGS INC | 859,716 | $15.43M | 0.1% | $17.95 | $19.05 | — | COM | 72941W100 |
| WSFS | WSFS FINANCIAL CORP | 338,149 | $15.34M | 0.1% | $45.35 | $23.73 | +91.1% | COM | 929328102 |
| GNW | GENWORTH FINANCIAL INC CL A | 4,003,626 | $15.09M | 0.1% | $3.77 | $11.28 | -66.6% | COM | 37247D106 |
| OC | OWENS CORNING | 203,330 | $13.61M | 0.1% | $66.92 | $39.75 | +68.4% | COM | 690742101 |
| KSS | KOHLS CORP | 351,174 | $13.58M | 0.1% | $38.67 | $51.96 | -25.6% | COM | 500255104 |
| DXC | DXC TECHNOLOGY COMPANY | 169,514 | $13.01M | 0.1% | $76.72 * | $62.87 | +0.2% | COM | 23355L106 |
| DRH | DIAMONDROCK HOSPITALITY CO. | 1,045,949 | $11.45M | 0.1% | $10.95 | $9.74 | — | COM | 252784301 |
| — | KKR & CO LP | 575,974 | $10.71M | 0.1% | $18.60 | $15.16 | — | COM | 48248M102 |
| — | ROWAN COMPANIES PLC - A | 996,725 | $10.21M | 0.1% | $10.24 | $25.24 | — | COM | G7665A101 |
| NWS | NEWS CORP - CLASS B | 560,534 | $7.932M | 0.0% | $14.15 * | $14.59 | -11.8% | COM | 65249B208 |
| — | APOLLO GLOBAL MANAGEMENT-A | 298,175 | $7.887M | 0.0% | $26.45 | $16.31 | — | COM | 037612306 |
| CB | CHUBB LTD | 51,626 | $7.505M | 0.0% | $145.37 * | $96.06 | +30.6% | COM | H1467J104 |
| CMCO | COLUMBUS MCKINNON CORP | 293,625 | $7.464M | 0.0% | $25.42 * | $21.94 | +8.2% | COM | 199333105 |
| PKX | POSCO - ADR | 93,495 | $5.852M | 0.0% | $62.59 | $53.41 | +17.2% | COM | 693483109 |
| SHG | SHINHAN FINANCIAL GROUP - ADR | 77,844 | $3.385M | 0.0% | $43.48 | $39.13 | +11.1% | COM | 824596100 |
| LUKOY | LUKOIL PJSC - SPON ADR | 16,350 | $798K | 0.0% | $48.81 | $56.15 | — | COM | 69343P105 |
| ABBV | ABBVIE INC | 5,137 | $372K | 0.0% | $72.42 * | $42.99 | +17.9% | COM | 00287Y109 |
| DOX | AMDOCS LTD | 5,778 | $372K | 0.0% | $64.38 * | $49.53 | +10.2% | COM | G02602103 |
| — | PREMIER INC CLASS A | 10,029 | $361K | 0.0% | $36.00 | $30.33 | — | COM | 74051N102 |
| — | ALLEGHANY CORP | 602 | $358K | 0.0% | $594.68 | $608.72 | — | COM | 017175100 |
| SO | SOUTHERN CO | 7,454 | $357K | 0.0% | $47.89 * | $34.22 | -1.6% | COM | 842587107 |
| OHI | OMEGA HEALTHCARE INVESTORS | 10,286 | $340K | 0.0% | $33.05 | $33.05 | — | COM | 681936100 |
| ZBH | ZIMMER BIOMET HOLDINGS INC | 2,023 | $260K | 0.0% | $128.52 * | $110.49 | +5.3% | COM | 98956P102 |
| COR | AMERISOURCEBERGEN CORP | 2,602 | $246K | 0.0% | $94.54 * | $59.09 | +21.7% | COM | 03073E105 |
| AMGN | AMGEN INC | 1,339 | $231K | 0.0% | $172.52 * | $125.99 | +5.7% | COM | 031162100 |
| DVA | DAVITA HEALTHCARE PARTNERS INC | 3,398 | $220K | 0.0% | $64.74 | $62.36 | +3.8% | COM | 23918K108 |
| BRO | BROWN & BROWN INC | 5,087 | $219K | 0.0% | $43.05 * | $20.10 | +0.0% | COM | 115236101 |
| TDG | TRANSDIGM GROUP INC. | 758 | $204K | 0.0% | $269.13 * | $163.01 | +12.7% | COM | 893641100 |
| — | ANNALY CAPITAL MANAGMENT INC | 12,906 | $156K | 0.0% | $12.09 | $11.08 | — | COM | 035710409 |