Location: New York, NY
CIK: 0001027796 · Show all filings
Period: Q3 2017 (← Previous) (Next →)
Filing Date: Nov 3, 2017
Total Value: $18.92B (100.0% shares, 0.0% debt)
| Ticker | Issuer | Shares | Value | % | Share Price | Est. Cost/Share | Unrealized @ Report Date | Class | CUSIP |
|---|---|---|---|---|---|---|---|---|---|
| — | MYLAN NV | 22,721,384 | $713M | 3.8% | $31.37 | $35.47 | — | COM | N59465109 |
| C | CITIGROUP INC | 8,321,384 | $605M | 3.2% | $72.74 * | $35.64 | +55.4% | COM | 172967424 |
| HPE | HEWLETT PACKARD ENTERPRISE COMPANY | 37,560,840 | $553M | 2.9% | $14.71 * | $8.70 | +31.3% | COM | 42824C109 |
| DOV | DOVER CORP | 5,613,811 | $513M | 2.7% | $91.39 * | $43.27 | +49.9% | COM | 260003108 |
| VOYA | VOYA FINANCIAL INC. | 12,812,884 | $511M | 2.7% | $39.89 * | $29.02 | +23.4% | COM | 929089100 |
| CTSH | COGNIZANT TECH SOLUTIONS - A | 6,925,051 | $502M | 2.7% | $72.54 * | $49.53 | +30.4% | COM | 192446102 |
| BAC | BANK OF AMERICA CORP | 19,628,386 | $497M | 2.6% | $25.34 * | $10.54 | +98.4% | COM | 060505104 |
| ORCL | ORACLE CORP | 9,937,040 | $480M | 2.5% | $48.35 * | $28.11 | +52.0% | COM | 68389X105 |
| OMC | OMNICOM GROUP | 6,343,295 | $470M | 2.5% | $74.07 * | $47.01 | +17.5% | COM | 681919106 |
| BEN | FRANKLIN RESOURCES INC. | 10,343,161 | $460M | 2.4% | $44.51 * | $27.69 | +2.7% | COM | 354613101 |
| — | ROYAL DUTCH SHELL PLC ADR | 7,521,061 | $456M | 2.4% | $60.58 | $59.41 | — | COM | 780259206 |
| MS | MORGAN STANLEY | 9,028,020 | $435M | 2.3% | $48.17 * | $18.07 | +108.7% | COM | 617446448 |
| WMT | WAL-MART STORES | 5,201,567 | $406M | 2.1% | $78.14 * | $20.35 | +12.0% | COM | 931142103 |
| AIG | AMERICAN INTERNATIONAL GROUP | 6,507,357 | $399M | 2.1% | $61.39 * | $33.90 | +46.4% | COM | 026874784 |
| JPM | JP MORGAN CHASE & CO | 4,111,732 | $393M | 2.1% | $95.51 * | $36.69 | +107.9% | COM | 46625H100 |
| COF | CAPITAL ONE FINL CORP | 4,588,908 | $388M | 2.1% | $84.66 * | $62.45 | +17.5% | COM | 14040H105 |
| MCK | MCKESSON CORPORATION | 2,458,531 | $378M | 2.0% | $153.61 * | $137.94 | +4.3% | COM | 58155Q103 |
| XOM | EXXON MOBIL CORP | 4,164,184 | $341M | 1.8% | $81.98 * | $53.98 | +4.4% | COM | 30231G102 |
| GS | GOLDMAN SACHS GROUP INC | 1,403,492 | $333M | 1.8% | $237.19 * | $121.71 | +62.8% | COM | 38141G104 |
| AVT | AVNET INC | 8,154,011 | $320M | 1.7% | $39.30 * | $30.49 | +5.9% | COM | 053807103 |
| NWSA | NEWS CORP - CLASS A | 23,381,277 | $310M | 1.6% | $13.26 * | $14.85 | -18.4% | COM | 65249B109 |
| WFC | WELLS FARGO CO | 5,517,855 | $304M | 1.6% | $55.15 * | $39.54 | +10.9% | COM | 949746101 |
| F | FORD MOTOR COMPANY | 25,409,816 | $304M | 1.6% | $11.97 * | $7.88 | -2.1% | COM | 345370860 |
| MET | METLIFE INC | 5,596,775 | $291M | 1.5% | $51.95 * | $24.96 | +56.9% | COM | 59156R108 |
| HLT | HILTON WORLDWIDE HOLDINGS INC | 4,171,275 | $290M | 1.5% | $69.45 * | $55.58 | +21.2% | COM | 43300A203 |
| STT | STATE STREET CORP | 2,782,766 | $266M | 1.4% | $95.54 * | $46.51 | +59.9% | COM | 857477103 |
| AXS | AXIS CAPITAL HOLDINGS LTD | 4,576,149 | $262M | 1.4% | $57.31 * | $32.09 | +40.7% | COM | G0692U109 |
| MUR | MURPHY OIL CORP | 9,609,282 | $255M | 1.3% | $26.56 * | $24.29 | -18.9% | COM | 626717102 |
| — | CIGNA CORP | 1,350,411 | $252M | 1.3% | $186.94 | $115.89 | — | COM | 125509109 |
| BP | BP PLC - SPONS ADR | 6,193,921 | $238M | 1.3% | $38.43 | $42.70 | -10.0% | COM | 055622104 |
| CVE | CENOVUS ENERGY INC. | 23,437,925 | $235M | 1.2% | $10.02 * | $10.30 | -16.4% | COM | 15135U109 |
| — | EXPRESS SCRIPTS HOLDING CO | 3,509,800 | $222M | 1.2% | $63.32 | $63.74 | — | COM | 30219G108 |
| TEX | TEREX CORP | 4,522,248 | $204M | 1.1% | $45.02 | $30.35 | +48.3% | COM | 880779103 |
| — | XL GROUP LTD | 5,135,631 | $203M | 1.1% | $39.45 | $33.89 | — | COM | G98294104 |
| WTW | WILLIS TOWERS WATSON PLC | 1,263,039 | $195M | 1.0% | $154.23 * | $103.10 | +33.5% | COM | G96629103 |
| UBS | UBS GROUP AG | 11,073,595 | $190M | 1.0% | $17.15 | $17.20 | -0.3% | COM | H42097107 |
| HAL | HALLIBURTON CO | 4,052,148 | $187M | 1.0% | $46.03 * | $33.89 | +15.2% | COM | 406216101 |
| — | INTERPUBLIC GROUP OF COS INC | 8,964,724 | $186M | 1.0% | $20.79 * | $9.90 | +51.5% | COM | 460690100 |
| RF | REGIONS FINL CORP | 11,817,778 | $180M | 1.0% | $15.23 * | $6.44 | +72.4% | COM | 7591EP100 |
| PH | PARKER HANNIFIN CORPORATION | 890,562 | $156M | 0.8% | $175.02 * | $83.16 | +85.7% | COM | 701094104 |
| PFE | PFIZER INC | 4,008,274 | $143M | 0.8% | $35.70 * | $20.01 | +17.5% | COM | 717081103 |
| — | MICRO FOCUS INTL-SPN ADR | 4,387,043 | $140M | 0.7% | $31.90 | $31.90 | — | COM | 594837304 |
| JELD | JELD-WEN HOLDING INC | 3,926,448 | $139M | 0.7% | $35.52 | $31.02 | +14.5% | COM | 47580P103 |
| EIX | EDISON INTERNATIONAL | 1,782,467 | $138M | 0.7% | $77.17 * | $40.95 | +32.7% | COM | 281020107 |
| SWK | STANLEY BLACK & DECKER INC | 868,306 | $131M | 0.7% | $150.97 * | $70.52 | +70.9% | COM | 854502101 |
| KEY | KEY CORP | 6,846,555 | $129M | 0.7% | $18.82 * | $7.25 | +79.4% | COM | 493267108 |
| CAH | CARDINAL HEALTH INC | 1,806,522 | $121M | 0.6% | $66.92 * | $58.28 | -10.0% | COM | 14149Y108 |
| ALL | ALLSTATE CORP | 1,283,852 | $118M | 0.6% | $91.91 * | $50.60 | +50.6% | COM | 020002101 |
| HPQ | HP INC | 5,503,587 | $110M | 0.6% | $19.96 * | $9.07 | +67.9% | COM | 40434L105 |
| LAMR | LAMAR ADVERTISING CO -A | 1,590,436 | $109M | 0.6% | $68.53 | $53.64 | — | COM | 512816109 |
| ON | ON SEMICONDUCTOR CORP | 5,786,917 | $107M | 0.6% | $18.47 | $8.83 | +109.1% | COM | 682189105 |
| — | SEAGATE TECHNOLOGY | 3,138,486 | $104M | 0.6% | $33.17 | $30.86 | — | COM | G7945M107 |
| BIDU | BAIDU INC - SPON ADR | 418,814 | $104M | 0.5% | $247.69 | $176.07 | +40.7% | COM | 056752108 |
| — | ACTUANT CORP- A | 3,917,524 | $100M | 0.5% | $25.60 | $26.87 | — | COM | 00508X203 |
| MRK | MERCK & CO INC | 1,519,959 | $97.32M | 0.5% | $64.03 * | $41.56 | +13.9% | COM | 58933Y105 |
| MSFT | MICROSOFT CORP | 1,274,898 | $94.97M | 0.5% | $74.49 * | $29.16 | +133.7% | COM | 594918104 |
| FITB | FIFTH THIRD BANCORP | 3,165,147 | $88.56M | 0.5% | $27.98 * | $12.24 | +68.5% | COM | 316773100 |
| IVZ | NVESCO LTD | 2,511,163 | $87.99M | 0.5% | $35.04 * | $19.18 | +23.6% | COM | G491BT108 |
| CSCO | CISCO SYSTEMS INC | 2,517,046 | $84.65M | 0.4% | $33.63 * | $16.36 | +59.6% | COM | 17275R102 |
| ACM | AECOM | 2,227,773 | $82M | 0.4% | $36.81 * | $28.89 | +22.5% | COM | 00766T100 |
| — | AVANGRID INC | 1,721,190 | $81.62M | 0.4% | $47.42 | $42.74 | — | COM | 05351W103 |
| WBS | WEBSTER FINANCIAL CORP. | 1,543,338 | $81.1M | 0.4% | $52.55 | $29.02 | +81.1% | COM | 947890109 |
| G | GENPACT LTD | 2,639,134 | $75.88M | 0.4% | $28.75 * | $20.93 | +25.1% | COM | G3922B107 |
| FLEX | FLEX LTD | 4,427,995 | $73.37M | 0.4% | $16.57 * | $7.07 | +76.7% | COM | Y2573F102 |
| THG | HANOVER INSURANCE GROUP | 746,426 | $72.35M | 0.4% | $96.93 * | $74.10 | +2.3% | COM | 410867105 |
| COP | CONOCOPHILLIPS | 1,442,900 | $72.22M | 0.4% | $50.05 * | $30.73 | +25.0% | COM | 20825C104 |
| KBR | KBR INC | 3,988,595 | $71.32M | 0.4% | $17.88 * | $15.18 | +5.9% | COM | 48242W106 |
| — | ASPEN INSURANCE HOLDINGS LTD | 1,687,551 | $68.18M | 0.4% | $40.40 | $43.99 | — | COM | G05384105 |
| TRS | TRIMAS CORP | 2,469,675 | $66.68M | 0.4% | $27.00 | $20.81 | +29.7% | COM | 896215209 |
| — | TELEFONICA BRASIL - ADR | 3,837,652 | $60.79M | 0.3% | $15.84 | $12.87 | — | COM | 87936R106 |
| — | TE CONNECTIVITY LTD. | 729,627 | $60.6M | 0.3% | $83.06 | $45.54 | — | COM | H84989104 |
| — | KELLOGG COMPANY | 971,006 | $60.56M | 0.3% | $62.37 * | $41.49 | +4.5% | COM | 487836108 |
| — | MASONITE INTERNATIONAL CORP | 858,682 | $59.42M | 0.3% | $69.20 | $59.36 | — | COM | 575385109 |
| CFG | CITIZENS FINANCIAL GROUP | 1,560,442 | $59.09M | 0.3% | $37.87 * | $15.71 | +72.1% | COM | 174610105 |
| ASB | ASSOCIATED BANC CORP | 2,433,590 | $59.02M | 0.3% | $24.25 * | $12.10 | +47.8% | COM | 045487105 |
| ROCK | GIBRALTAR INDUSTRIES INC | 1,852,838 | $57.72M | 0.3% | $31.15 | $32.36 | -3.8% | COM | 374689107 |
| SCSC | SCANSOURCE INC | 1,317,928 | $57.53M | 0.3% | $43.65 | $37.45 | +16.6% | COM | 806037107 |
| — | ESSENDANT INC | 4,325,038 | $56.96M | 0.3% | $13.17 | $22.05 | — | COM | 296689102 |
| CVS | CVS HEALTH CORPORATION | 699,872 | $56.91M | 0.3% | $81.32 * | $70.97 | -11.8% | COM | 126650100 |
| CMA | COMERICA INC | 745,540 | $56.85M | 0.3% | $76.26 * | $26.39 | +101.8% | COM | 200340107 |
| — | SYNOVUS FINANCIAL CORP | 1,168,695 | $53.83M | 0.3% | $46.06 | $25.49 | — | COM | 87161C501 |
| — | AMERICAN EQUITY INVT LIFE | 1,848,605 | $53.76M | 0.3% | $29.08 | $14.81 | — | COM | 025676206 |
| GTLS | CHART INDUSTRIES INC | 1,353,367 | $53.09M | 0.3% | $39.23 | $25.03 | +56.7% | COM | 16115Q308 |
| — | VERIFONE SYSTEMS INC | 2,469,466 | $50.08M | 0.3% | $20.28 | $18.77 | — | COM | 92342Y109 |
| — | CUBIC CORP | 946,046 | $48.25M | 0.3% | $51.00 | $46.55 | — | COM | 229669106 |
| R | RYDER SYSTEM INC. | 563,280 | $47.63M | 0.3% | $84.55 | $75.70 | +11.7% | COM | 783549108 |
| ACH | OWENS & MINOR INC | 1,617,568 | $47.23M | 0.2% | $29.20 * | $30.46 | -11.0% | COM | 690732102 |
| — | TRIPLE-S MANAGEMENT CORP-B | 1,943,218 | $46.02M | 0.2% | $23.68 | $23.06 | — | COM | 896749108 |
| — | SUPERIOR ENERGY SERVICES INC | 4,232,913 | $45.21M | 0.2% | $10.68 | $22.60 | — | COM | 868157108 |
| HOPE | HOPE BANCORP INC | 2,429,412 | $43.02M | 0.2% | $17.71 | $16.25 | +9.0% | COM | 43940T109 |
| — | DIEBOLD NIXDORF INC | 1,849,198 | $42.25M | 0.2% | $22.85 | $22.85 | — | COM | 253651103 |
| — | ANIXTER INTERNATIONAL INC | 484,032 | $41.14M | 0.2% | $85.00 | $54.28 | — | COM | 035290105 |
| NSIT | INSIGHT ENTERPRISES INC | 857,501 | $39.38M | 0.2% | $45.92 | $20.55 | +123.5% | COM | 45765U103 |
| QCOM | QUALCOMM INC | 743,776 | $38.56M | 0.2% | $51.84 * | $44.14 | -5.4% | COM | 747525103 |
| CAR | AVIS BUDGET GROUP INC | 990,635 | $37.7M | 0.2% | $38.06 * | $31.95 | +13.2% | COM | 053774105 |
| — | ARGO GROUP INTERNATIONAL | 594,713 | $36.58M | 0.2% | $61.50 | $46.69 | — | COM | G0464B107 |
| FTI | TECHNIPFMC PLC | 1,271,841 | $35.51M | 0.2% | $27.92 * | $22.64 | -15.8% | COM | G87110105 |
| — | VALIDUS HOLDINGS LTD | 689,064 | $33.91M | 0.2% | $49.21 | $39.11 | — | COM | G9319H102 |
| — | PLY GEM HOLDINGS INC | 1,952,430 | $33.29M | 0.2% | $17.05 | $17.93 | — | COM | 72941W100 |
| — | GENERAL CABLE CORP DEL NE | 1,751,815 | $33.02M | 0.2% | $18.85 | $15.10 | — | COM | 369300108 |
| T | AT&T INC | 824,665 | $32.3M | 0.2% | $39.17 * | $12.21 | +33.2% | COM | 00206R102 |
| — | L3 TECHNOLOGIES, INC. | 168,036 | $31.66M | 0.2% | $188.43 | $165.29 | — | COM | 502413107 |
| — | FIRST MIDWEST BANCORP INC | 1,325,864 | $31.05M | 0.2% | $23.42 | $16.42 | — | COM | 320867104 |
| BHF | BRIGHTHOUSE FINANCIAL INC | 498,285 | $30.3M | 0.2% | $60.80 | $59.99 | +1.3% | COM | 10922N103 |
| ETR | ENTERGY CORP | 370,263 | $28.27M | 0.1% | $76.36 * | $20.56 | +36.2% | COM | 29364G103 |
| — | TORCHMARK CORP | 329,857 | $26.42M | 0.1% | $80.09 | $56.51 | — | COM | 891027104 |
| — | TCF FINANCIAL CORP | 1,543,959 | $26.31M | 0.1% | $17.04 | $14.40 | — | COM | 872275102 |
| — | LEGG MASON INC | 639,775 | $25.15M | 0.1% | $39.31 | $35.28 | — | COM | 524901105 |
| UVV | UNIVERSAL CORP | 433,248 | $24.82M | 0.1% | $57.30 | $54.37 | +5.4% | COM | 913456109 |
| ARW | ARROW ELECTRONICS INC | 304,670 | $24.5M | 0.1% | $80.41 | $56.63 | +42.0% | COM | 042735100 |
| PGR | PROGRESSIVE CORP | 495,450 | $23.99M | 0.1% | $48.42 * | $17.72 | +111.1% | COM | 743315103 |
| GLW | CORNING INC | 713,246 | $21.34M | 0.1% | $29.92 * | $13.55 | +76.5% | COM | 219350105 |
| PCG | PG&E CORP | 313,010 | $21.31M | 0.1% | $68.09 | $48.18 | +39.7% | COM | 69331C108 |
| BKR | BAKER HUGHES A GE CO | 580,451 | $21.26M | 0.1% | $36.62 * | $28.18 | +3.2% | COM | 05722G100 |
| EG | EVEREST RE GROUP LTD | 91,099 | $20.81M | 0.1% | $228.39 * | $128.98 | +49.3% | COM | G3223R108 |
| JBL | JABIL CIRCUIT INC | 712,955 | $20.36M | 0.1% | $28.55 * | $17.65 | +53.3% | COM | 466313103 |
| TSM | TAIWAN SEMICONDUCTOR - SP ADR | 535,958 | $20.13M | 0.1% | $37.55 | $20.28 | +85.1% | COM | 874039100 |
| HIG | THE HARTFORD FINANCIAL SERVICES GROUP INC | 314,390 | $17.43M | 0.1% | $55.43 * | $23.83 | +94.0% | COM | 416515104 |
| SRI | STONERIDGE INC | 861,904 | $17.07M | 0.1% | $19.81 | $11.70 | +69.3% | COM | 86183P102 |
| — | HOSPITALITY PROPERTIES TRUST | 586,728 | $16.72M | 0.1% | $28.49 | $26.87 | — | COM | 44106M102 |
| KSS | KOHLS CORP | 347,073 | $15.84M | 0.1% | $45.65 | $51.96 | -12.2% | COM | 500255104 |
| GNW | GENWORTH FINANCIAL INC CL A | 3,966,700 | $15.27M | 0.1% | $3.85 | $11.28 | -65.9% | COM | 37247D106 |
| — | WESCO AIRCRAFT HOLDINGS INC | 1,559,373 | $14.66M | 0.1% | $9.40 | $13.31 | — | COM | 950814103 |
| — | ARC DOCUMENT SOLUTIONS INC | 3,373,756 | $13.8M | 0.1% | $4.09 | $4.43 | — | COM | 00191G103 |
| — | ROWAN COMPANIES PLC - A | 996,725 | $12.81M | 0.1% | $12.85 | $25.24 | — | COM | G7665A101 |
| DXC | DXC TECHNOLOGY COMPANY | 142,637 | $12.25M | 0.1% | $85.88 * | $62.87 | +12.4% | COM | 23355L106 |
| DRH | DIAMONDROCK HOSPITALITY CO. | 1,099,717 | $12.04M | 0.1% | $10.95 | $9.80 | — | COM | 252784301 |
| — | KKR & CO LP | 568,442 | $11.56M | 0.1% | $20.33 | $15.16 | — | COM | 48248M102 |
| — | VIRTUSA CORP | 256,969 | $9.708M | 0.1% | $37.78 | $26.38 | — | COM | 92827P102 |
| — | APOLLO GLOBAL MANAGEMENT-A | 290,089 | $8.732M | 0.0% | $30.10 | $16.31 | — | COM | 037612306 |
| WSFS | WSFS FINANCIAL CORP | 161,373 | $7.867M | 0.0% | $48.75 | $23.73 | +105.5% | COM | 929328102 |
| NWS | NEWS CORP - CLASS B | 547,085 | $7.468M | 0.0% | $13.65 * | $14.59 | -14.3% | COM | 65249B208 |
| PKX | POSCO - ADR | 93,495 | $6.489M | 0.0% | $69.40 | $53.41 | +29.9% | COM | 693483109 |
| SHG | SHINHAN FINANCIAL GROUP - ADR | 77,844 | $3.448M | 0.0% | $44.29 | $39.13 | +13.2% | COM | 824596100 |
| DIOD | DIODES INC. | 45,273 | $1.355M | 0.0% | $29.93 | $22.67 | +32.0% | COM | 254543101 |
| LUKOY | LUKOIL PJSC - SPON ADR | 16,350 | $867K | 0.0% | $53.03 | $56.15 | — | COM | 69343P105 |
| SO | SOUTHERN CO | 7,800 | $383K | 0.0% | $49.10 * | $34.23 | +2.2% | COM | 842587107 |
| DOX | AMDOCS LTD | 5,737 | $369K | 0.0% | $64.32 * | $49.53 | +10.3% | COM | G02602103 |
| VST | VISTRA ENERGY CORP | 19,628 | $367K | 0.0% | $18.70 * | $14.74 | +8.5% | COM | 92840M102 |
| INGR | INGREDION INC | 3,033 | $366K | 0.0% | $120.67 | $121.92 | -1.0% | COM | 457187102 |
| CB | CHUBB LTD | 2,551 | $364K | 0.0% | $142.69 * | $96.06 | +28.7% | COM | H1467J104 |
| BRO | BROWN & BROWN INC | 7,295 | $352K | 0.0% | $48.25 * | $20.37 | +10.8% | COM | 115236101 |
| — | PREMIER INC CLASS A | 10,508 | $342K | 0.0% | $32.55 | $30.44 | — | COM | 74051N102 |
| ZBH | ZIMMER BIOMET HOLDINGS INC | 2,023 | $237K | 0.0% | $117.15 * | $110.49 | -3.8% | COM | 98956P102 |
| AMGN | AMGEN INC | 1,255 | $234K | 0.0% | $186.45 * | $125.99 | +15.2% | COM | 031162100 |
| INTC | INTEL CORPORATION | 6,152 | $234K | 0.0% | $38.04 * | $18.82 | +68.9% | COM | 458140100 |
| GILD | GILEAD SCIENCES INC | 2,869 | $232K | 0.0% | $80.86 * | $55.94 | +6.5% | COM | 375558103 |
| — | ALLEGHANY CORP | 419 | $232K | 0.0% | $553.70 | $608.72 | — | COM | 017175100 |
| OHI | OMEGA HEALTHCARE INVESTORS | 6,989 | $223K | 0.0% | $31.91 | $33.05 | — | COM | 681936100 |
| COR | AMERISOURCEBERGEN CORP | 2,433 | $201K | 0.0% | $82.61 * | $59.09 | +7.1% | COM | 03073E105 |
| — | ANNALY CAPITAL MANAGMENT INC | 11,795 | $144K | 0.0% | $12.21 | $11.08 | — | COM | 035710409 |