CIK: 0001027796 · Show all filings
Period: Q3 2017 (← Previous) (Next →)
Filing Date: Nov 3, 2017
Total Value ($000): $18,920,190 (100.0% shares, 0.0% debt)
| Ticker | Issuer | Shares | Value ($000) | % | Est. Cost | Unrealized | Class | CUSIP |
|---|---|---|---|---|---|---|---|---|
| — | MYLAN NV | 22,721,384 | $712,770 | 3.8% | $35.47 | — | COM | N59465109 |
| C | CITIGROUP INC | 8,321,384 | $605,297 | 3.2% | $35.64 | +45.7% | COM | 172967424 |
| HPE | HEWLETT PACKARD ENTERPRISE COMPANY | 37,560,840 | $552,520 | 2.9% | $8.70 | +21.3% | COM | 42824C109 |
| DOV | DOVER CORP | 5,613,811 | $513,046 | 2.7% | $43.27 | +40.6% | COM | 260003108 |
| VOYA | VOYA FINANCIAL INC. | 12,812,884 | $511,106 | 2.7% | $29.02 | +18.5% | COM | 929089100 |
| CTSH | COGNIZANT TECH SOLUTIONS - A | 6,925,051 | $502,343 | 2.7% | $49.53 | +26.1% | COM | 192446102 |
| BAC | BANK OF AMERICA CORP | 19,628,386 | $497,383 | 2.6% | $10.54 | +89.4% | COM | 060505104 |
| ORCL | ORACLE CORP | 9,937,040 | $480,456 | 2.5% | $28.11 | +56.3% | COM | 68389X105 |
| OMC | OMNICOM GROUP | 6,343,295 | $469,848 | 2.5% | $47.01 | +21.5% | COM | 681919106 |
| BEN | FRANKLIN RESOURCES INC. | 10,343,161 | $460,374 | 2.4% | $27.69 | +0.6% | COM | 354613101 |
| — | ROYAL DUTCH SHELL PLC ADR | 7,521,061 | $455,626 | 2.4% | $59.41 | — | COM | 780259206 |
| MS | MORGAN STANLEY | 9,028,020 | $434,880 | 2.3% | $18.07 | +100.7% | COM | 617446448 |
| WMT | WAL-MART STORES | 5,201,567 | $406,450 | 2.1% | $20.35 | +12.5% | COM | 931142103 |
| AIG | AMERICAN INTERNATIONAL GROUP | 6,507,357 | $399,487 | 2.1% | $33.90 | +48.0% | COM | 026874784 |
| JPM | JP MORGAN CHASE & CO | 4,111,732 | $392,712 | 2.1% | $36.69 | +100.7% | COM | 46625H100 |
| COF | CAPITAL ONE FINL CORP | 4,588,908 | $388,497 | 2.1% | $62.45 | +14.2% | COM | 14040H105 |
| MCK | MCKESSON CORPORATION | 2,458,531 | $377,655 | 2.0% | $137.94 | +5.9% | COM | 58155Q103 |
| XOM | EXXON MOBIL CORP | 4,164,184 | $341,380 | 1.8% | $53.98 | +0.7% | COM | 30231G102 |
| GS | GOLDMAN SACHS GROUP INC | 1,403,492 | $332,894 | 1.8% | $121.71 | +54.5% | COM | 38141G104 |
| AVT | AVNET INC | 8,154,011 | $320,453 | 1.7% | $30.49 | +2.8% | COM | 053807103 |
| NWSA | NEWS CORP - CLASS A | 23,381,277 | $310,036 | 1.6% | $14.85 | -17.2% | COM | 65249B109 |
| WFC | WELLS FARGO CO | 5,517,855 | $304,310 | 1.6% | $39.54 | +6.6% | COM | 949746101 |
| F | FORD MOTOR COMPANY | 25,409,816 | $304,155 | 1.6% | $7.88 | -8.0% | COM | 345370860 |
| MET | METLIFE INC | 5,596,775 | $290,752 | 1.5% | $24.96 | +46.8% | COM | 59156R108 |
| HLT | HILTON WORLDWIDE HOLDINGS INC | 4,171,275 | $289,695 | 1.5% | $55.58 | +11.1% | COM | 43300A203 |
| STT | STATE STREET CORP | 2,782,766 | $265,865 | 1.4% | $46.51 | +55.2% | COM | 857477103 |
| AXS | AXIS CAPITAL HOLDINGS LTD | 4,576,149 | $262,259 | 1.4% | $32.09 | +51.5% | COM | G0692U109 |
| MUR | MURPHY OIL CORP | 9,609,282 | $255,223 | 1.3% | $24.29 | -23.7% | COM | 626717102 |
| — | CIGNA CORP | 1,350,411 | $252,446 | 1.3% | $115.89 | — | COM | 125509109 |
| BP | BP PLC - SPONS ADR | 6,193,921 | $238,032 | 1.3% | $41.64 | — | COM | 055622104 |
| CVE | CENOVUS ENERGY INC. | 23,437,925 | $234,848 | 1.2% | $10.30 | -32.0% | COM | 15135U109 |
| — | EXPRESS SCRIPTS HOLDING CO | 3,509,800 | $222,241 | 1.2% | $63.74 | — | COM | 30219G108 |
| TEX | TEREX CORP | 4,522,248 | $203,592 | 1.1% | $30.35 | +30.4% | COM | 880779103 |
| — | XL GROUP LTD | 5,135,631 | $202,601 | 1.1% | $33.89 | — | COM | G98294104 |
| WTW | WILLIS TOWERS WATSON PLC | 1,263,039 | $194,799 | 1.0% | $103.10 | +28.9% | COM | G96629103 |
| UBS | UBS GROUP AG | 11,073,595 | $189,912 | 1.0% | $17.20 | -0.6% | COM | H42097107 |
| HAL | HALLIBURTON CO | 4,052,148 | $186,520 | 1.0% | $33.89 | +4.5% | COM | 406216101 |
| — | INTERPUBLIC GROUP OF COS INC | 8,964,724 | $186,377 | 1.0% | $9.90 | +57.5% | COM | 460690100 |
| RF | REGIONS FINL CORP | 11,817,778 | $179,985 | 1.0% | $6.44 | +61.9% | COM | 7591EP100 |
| PH | PARKER HANNIFIN CORPORATION | 890,562 | $155,866 | 0.8% | $83.16 | +73.8% | COM | 701094104 |
| PFE | PFIZER INC | 4,008,274 | $143,095 | 0.8% | $20.01 | +11.2% | COM | 717081103 |
| — | MICRO FOCUS INTL-SPN ADR | 4,387,043 | $139,947 | 0.7% | $31.90 | — | COM | 594837304 |
| JELD | JELD-WEN HOLDING INC | 3,926,448 | $139,467 | 0.7% | $31.02 | +2.1% | COM | 47580P103 |
| EIX | EDISON INTERNATIONAL | 1,782,467 | $137,553 | 0.7% | $40.95 | +35.1% | COM | 281020107 |
| SWK | STANLEY BLACK & DECKER INC | 868,306 | $131,088 | 0.7% | $70.52 | +62.3% | COM | 854502101 |
| KEY | KEY CORP | 6,846,555 | $128,852 | 0.7% | $7.25 | +71.9% | COM | 493267108 |
| CAH | CARDINAL HEALTH INC | 1,806,522 | $120,892 | 0.6% | $58.28 | -5.6% | COM | 14149Y108 |
| ALL | ALLSTATE CORP | 1,283,852 | $117,999 | 0.6% | $50.60 | +48.6% | COM | 020002101 |
| HPQ | HP INC | 5,503,587 | $109,852 | 0.6% | $9.07 | +59.2% | COM | 40434L105 |
| LAMR | LAMAR ADVERTISING CO -A | 1,590,436 | $108,993 | 0.6% | $53.64 | — | COM | 512816109 |
| ON | ON SEMICONDUCTOR CORP | 5,786,917 | $106,884 | 0.6% | $8.83 | +82.2% | COM | 682189105 |
| — | SEAGATE TECHNOLOGY | 3,138,486 | $104,104 | 0.6% | $30.86 | — | COM | G7945M107 |
| BIDU | BAIDU INC - SPON ADR | 418,814 | $103,736 | 0.5% | $172.62 | — | COM | 056752108 |
| — | ACTUANT CORP- A | 3,917,524 | $100,289 | 0.5% | $26.87 | — | COM | 00508X203 |
| MRK | MERCK & CO INC | 1,519,959 | $97,323 | 0.5% | $41.56 | +12.3% | COM | 58933Y105 |
| MSFT | MICROSOFT CORP | 1,274,898 | $94,967 | 0.5% | $29.16 | +128.6% | COM | 594918104 |
| FITB | FIFTH THIRD BANCORP | 3,165,147 | $88,561 | 0.5% | $12.24 | +58.8% | COM | 316773100 |
| IVZ | NVESCO LTD | 2,511,163 | $87,991 | 0.5% | $19.18 | +19.9% | COM | G491BT108 |
| CSCO | CISCO SYSTEMS INC | 2,517,046 | $84,648 | 0.4% | $16.36 | +51.1% | COM | 17275R102 |
| ACM | AECOM | 2,227,773 | $82,004 | 0.4% | $28.89 | +9.4% | COM | 00766T100 |
| — | AVANGRID INC | 1,721,190 | $81,619 | 0.4% | $42.74 | — | COM | 05351W103 |
| WBS | WEBSTER FINANCIAL CORP. | 1,543,338 | $81,102 | 0.4% | $29.02 | +72.2% | COM | 947890109 |
| G | GENPACT LTD | 2,639,134 | $75,875 | 0.4% | $20.93 | +23.7% | COM | G3922B107 |
| FLEX | FLEX LTD | 4,427,995 | $73,372 | 0.4% | $7.07 | +74.4% | COM | Y2573F102 |
| THG | HANOVER INSURANCE GROUP | 746,426 | $72,351 | 0.4% | $74.10 | 0.0% | COM | 410867105 |
| COP | CONOCOPHILLIPS | 1,442,900 | $72,217 | 0.4% | $30.73 | +12.1% | COM | 20825C104 |
| KBR | KBR INC | 3,988,595 | $71,316 | 0.4% | $15.18 | -4.6% | COM | 48242W106 |
| — | ASPEN INSURANCE HOLDINGS LTD | 1,687,551 | $68,177 | 0.4% | $43.99 | — | COM | G05384105 |
| TRS | TRIMAS CORP | 2,469,675 | $66,681 | 0.4% | $20.81 | +15.3% | COM | 896215209 |
| — | TELEFONICA BRASIL - ADR | 3,837,652 | $60,788 | 0.3% | $12.87 | — | COM | 87936R106 |
| — | TE CONNECTIVITY LTD. | 729,627 | $60,603 | 0.3% | $45.54 | — | COM | H84989104 |
| — | KELLOGG COMPANY | 971,006 | $60,562 | 0.3% | $41.49 | +12.1% | COM | 487836108 |
| — | MASONITE INTERNATIONAL CORP | 858,682 | $59,421 | 0.3% | $59.36 | — | COM | 575385109 |
| CFG | CITIZENS FINANCIAL GROUP | 1,560,442 | $59,094 | 0.3% | $15.71 | +58.7% | COM | 174610105 |
| ASB | ASSOCIATED BANC CORP | 2,433,590 | $59,015 | 0.3% | $12.10 | +41.4% | COM | 045487105 |
| ROCK | GIBRALTAR INDUSTRIES INC | 1,852,838 | $57,716 | 0.3% | $32.36 | -6.8% | COM | 374689107 |
| SCSC | SCANSOURCE INC | 1,317,928 | $57,528 | 0.3% | $37.45 | +5.0% | COM | 806037107 |
| — | ESSENDANT INC | 4,325,038 | $56,961 | 0.3% | $22.05 | — | COM | 296689102 |
| CVS | CVS HEALTH CORPORATION | 699,872 | $56,914 | 0.3% | $70.97 | -14.3% | COM | 126650100 |
| CMA | COMERICA INC | 745,540 | $56,855 | 0.3% | $26.39 | +88.9% | COM | 200340107 |
| — | SYNOVUS FINANCIAL CORP | 1,168,695 | $53,830 | 0.3% | $25.49 | — | COM | 87161C501 |
| — | AMERICAN EQUITY INVT LIFE | 1,848,605 | $53,757 | 0.3% | $14.81 | — | COM | 025676206 |
| GTLS | CHART INDUSTRIES INC | 1,353,367 | $53,093 | 0.3% | $25.03 | +40.4% | COM | 16115Q308 |
| — | VERIFONE SYSTEMS INC | 2,469,466 | $50,081 | 0.3% | $18.77 | — | COM | 92342Y109 |
| — | CUBIC CORP | 946,046 | $48,248 | 0.3% | $46.55 | — | COM | 229669106 |
| R | RYDER SYSTEM INC. | 563,280 | $47,625 | 0.3% | $75.70 | 0.0% | COM | 783549108 |
| ACH | OWENS & MINOR INC | 1,617,568 | $47,233 | 0.2% | $30.46 | -10.7% | COM | 690732102 |
| — | TRIPLE-S MANAGEMENT CORP-B | 1,943,218 | $46,015 | 0.2% | $23.06 | — | COM | 896749108 |
| — | SUPERIOR ENERGY SERVICES INC | 4,232,913 | $45,208 | 0.2% | $22.60 | — | COM | 868157108 |
| HOPE | HOPE BANCORP INC | 2,429,412 | $43,025 | 0.2% | $16.25 | +5.2% | COM | 43940T109 |
| — | DIEBOLD NIXDORF INC | 1,849,198 | $42,254 | 0.2% | $22.85 | — | COM | 253651103 |
| — | ANIXTER INTERNATIONAL INC | 484,032 | $41,143 | 0.2% | $54.28 | — | COM | 035290105 |
| NSIT | INSIGHT ENTERPRISES INC | 857,501 | $39,376 | 0.2% | $20.55 | +100.3% | COM | 45765U103 |
| QCOM | QUALCOMM INC | 743,776 | $38,557 | 0.2% | $44.14 | -4.1% | COM | 747525103 |
| CAR | AVIS BUDGET GROUP INC | 990,635 | $37,704 | 0.2% | $31.95 | 0.0% | COM | 053774105 |
| — | ARGO GROUP INTERNATIONAL | 594,713 | $36,575 | 0.2% | $46.69 | — | COM | G0464B107 |
| FTI | TECHNIPFMC PLC | 1,271,841 | $35,510 | 0.2% | $22.64 | -18.7% | COM | G87110105 |
| — | VALIDUS HOLDINGS LTD | 689,064 | $33,909 | 0.2% | $39.11 | — | COM | G9319H102 |
| — | PLY GEM HOLDINGS INC | 1,952,430 | $33,289 | 0.2% | $17.93 | — | COM | 72941W100 |
| — | GENERAL CABLE CORP DEL NE | 1,751,815 | $33,022 | 0.2% | $15.10 | — | COM | 369300108 |
| T | AT&T INC | 824,665 | $32,302 | 0.2% | $12.21 | +27.7% | COM | 00206R102 |
| — | L3 TECHNOLOGIES, INC. | 168,036 | $31,663 | 0.2% | $165.29 | — | COM | 502413107 |
| — | FIRST MIDWEST BANCORP INC | 1,325,864 | $31,052 | 0.2% | $16.42 | — | COM | 320867104 |
| BHF | BRIGHTHOUSE FINANCIAL INC | 498,285 | $30,296 | 0.2% | $59.99 | 0.0% | COM | 10922N103 |
| ETR | ENTERGY CORP | 370,263 | $28,273 | 0.1% | $20.56 | +37.4% | COM | 29364G103 |
| — | TORCHMARK CORP | 329,857 | $26,418 | 0.1% | $56.51 | — | COM | 891027104 |
| — | TCF FINANCIAL CORP | 1,543,959 | $26,309 | 0.1% | $14.40 | — | COM | 872275102 |
| — | LEGG MASON INC | 639,775 | $25,150 | 0.1% | $35.28 | — | COM | 524901105 |
| UVV | UNIVERSAL CORP | 433,248 | $24,825 | 0.1% | $54.37 | +10.0% | COM | 913456109 |
| ARW | ARROW ELECTRONICS INC | 304,670 | $24,499 | 0.1% | $56.63 | +39.5% | COM | 042735100 |
| PGR | PROGRESSIVE CORP | 495,450 | $23,990 | 0.1% | $17.72 | +103.9% | COM | 743315103 |
| GLW | CORNING INC | 713,246 | $21,340 | 0.1% | $13.55 | +74.1% | COM | 219350105 |
| PCG | PG&E CORP | 313,010 | $21,313 | 0.1% | $48.18 | +39.6% | COM | 69331C108 |
| BKR | BAKER HUGHES A GE CO | 580,451 | $21,256 | 0.1% | $28.18 | 0.0% | COM | 05722G100 |
| EG | EVEREST RE GROUP LTD | 91,099 | $20,806 | 0.1% | $128.98 | +64.2% | COM | G3223R108 |
| JBL | JABIL CIRCUIT INC | 712,955 | $20,355 | 0.1% | $17.65 | +62.1% | COM | 466313103 |
| TSM | TAIWAN SEMICONDUCTOR - SP ADR | 535,958 | $20,126 | 0.1% | $20.17 | — | COM | 874039100 |
| HIG | THE HARTFORD FINANCIAL SERVICES GROUP INC | 314,390 | $17,427 | 0.1% | $23.83 | +89.8% | COM | 416515104 |
| SRI | STONERIDGE INC | 861,904 | $17,074 | 0.1% | $11.70 | +41.5% | COM | 86183P102 |
| — | HOSPITALITY PROPERTIES TRUST | 586,728 | $16,716 | 0.1% | $26.87 | — | COM | 44106M102 |
| KSS | KOHLS CORP | 347,073 | $15,844 | 0.1% | $51.96 | -21.1% | COM | 500255104 |
| GNW | GENWORTH FINANCIAL INC CL A | 3,966,700 | $15,272 | 0.1% | $11.28 | -68.4% | COM | 37247D106 |
| — | WESCO AIRCRAFT HOLDINGS INC | 1,559,373 | $14,658 | 0.1% | $13.31 | — | COM | 950814103 |
| — | ARC DOCUMENT SOLUTIONS INC | 3,373,756 | $13,799 | 0.1% | $4.43 | — | COM | 00191G103 |
| — | ROWAN COMPANIES PLC - A | 996,725 | $12,808 | 0.1% | $25.24 | — | COM | G7665A101 |
| DXC | DXC TECHNOLOGY COMPANY | 142,637 | $12,250 | 0.1% | $62.87 | +7.2% | COM | 23355L106 |
| DRH | DIAMONDROCK HOSPITALITY CO. | 1,099,717 | $12,042 | 0.1% | $9.80 | — | COM | 252784301 |
| — | KKR & CO LP | 568,442 | $11,556 | 0.1% | $15.16 | — | COM | 48248M102 |
| — | VIRTUSA CORP | 256,969 | $9,708 | 0.1% | $26.38 | — | COM | 92827P102 |
| — | APOLLO GLOBAL MANAGEMENT-A | 290,089 | $8,732 | 0.0% | $16.31 | — | COM | 037612306 |
| WSFS | WSFS FINANCIAL CORP | 161,373 | $7,867 | 0.0% | $23.73 | +90.1% | COM | 929328102 |
| NWS | NEWS CORP - CLASS B | 547,085 | $7,468 | 0.0% | $14.59 | -13.1% | COM | 65249B208 |
| PKX | POSCO - ADR | 93,495 | $6,489 | 0.0% | $55.06 | — | COM | 693483109 |
| SHG | SHINHAN FINANCIAL GROUP - ADR | 77,844 | $3,448 | 0.0% | $40.07 | — | COM | 824596100 |
| DIOD | DIODES INC. | 45,273 | $1,355 | 0.0% | $22.67 | +18.7% | COM | 254543101 |
| LUKOY | LUKOIL PJSC - SPON ADR | 16,350 | $867 | 0.0% | $56.15 | — | COM | 69343P105 |
| SO | SOUTHERN CO | 7,800 | $383 | 0.0% | $34.23 | +0.2% | COM | 842587107 |
| DOX | AMDOCS LTD | 5,737 | $369 | 0.0% | $49.53 | +10.4% | COM | G02602103 |
| VST | VISTRA ENERGY CORP | 19,628 | $367 | 0.0% | $14.74 | 0.0% | COM | 92840M102 |
| INGR | INGREDION INC | 3,033 | $366 | 0.0% | $121.92 | 0.0% | COM | 457187102 |
| CB | CHUBB LTD | 2,551 | $364 | 0.0% | $96.06 | +30.0% | COM | H1467J104 |
| BRO | BROWN & BROWN INC | 7,295 | $352 | 0.0% | $20.37 | +3.0% | COM | 115236101 |
| — | PREMIER INC CLASS A | 10,508 | $342 | 0.0% | $30.44 | — | COM | 74051N102 |
| ZBH | ZIMMER BIOMET HOLDINGS INC | 2,023 | $237 | 0.0% | $110.49 | -2.5% | COM | 98956P102 |
| AMGN | AMGEN INC | 1,255 | $234 | 0.0% | $125.99 | +9.1% | COM | 031162100 |
| INTC | INTEL CORPORATION | 6,152 | $234 | 0.0% | $18.82 | +57.2% | COM | 458140100 |
| GILD | GILEAD SCIENCES INC | 2,869 | $232 | 0.0% | $55.94 | 0.0% | COM | 375558103 |
| — | ALLEGHANY CORP | 419 | $232 | 0.0% | $608.72 | — | COM | 017175100 |
| OHI | OMEGA HEALTHCARE INVESTORS | 6,989 | $223 | 0.0% | $33.05 | — | COM | 681936100 |
| COR | AMERISOURCEBERGEN CORP | 2,433 | $201 | 0.0% | $59.09 | +9.5% | COM | 03073E105 |
| — | ANNALY CAPITAL MANAGMENT INC | 11,795 | $144 | 0.0% | $11.08 | — | COM | 035710409 |