Location: New York, NY
CIK: 0001027796 · Show all filings
Period: Q4 2017 (← Previous) (Next →)
Filing Date: Feb 9, 2018
Total Value: $20.39B (100.0% shares, 0.0% debt)
| Ticker | Issuer | Shares | Value | % | Share Price | Est. Cost/Share | Unrealized @ Report Date | Class | CUSIP |
|---|---|---|---|---|---|---|---|---|---|
| — | MYLAN NV | 21,978,042 | $930M | 4.6% | $42.31 | $35.47 | — | COM | N59465109 |
| HPE | HEWLETT PACKARD ENTERPRISE COMPANY | 44,553,009 | $640M | 3.1% | $14.36 * | $9.07 | +23.6% | COM | 42824C109 |
| C | CITIGROUP INC | 8,363,979 | $622M | 3.1% | $74.41 * | $35.64 | +59.7% | COM | 172967424 |
| VOYA | VOYA FINANCIAL INC. | 12,390,640 | $613M | 3.0% | $49.47 * | $29.02 | +53.1% | COM | 929089100 |
| DOV | DOVER CORP | 5,942,675 | $600M | 2.9% | $100.99 * | $44.65 | +61.3% | COM | 260003108 |
| BAC | BANK OF AMERICA CORP | 19,595,313 | $578M | 2.8% | $29.52 * | $10.54 | +132.1% | COM | 060505104 |
| OMC | OMNICOM GROUP | 7,653,555 | $557M | 2.7% | $72.83 * | $48.13 | +13.8% | COM | 681919106 |
| ORCL | ORACLE CORP | 11,229,017 | $531M | 2.6% | $47.28 * | $29.88 | +40.3% | COM | 68389X105 |
| CTSH | COGNIZANT TECH SOLUTIONS - A | 7,119,634 | $506M | 2.5% | $71.02 * | $49.96 | +26.8% | COM | 192446102 |
| WMT | WAL-MART STORES | 5,051,710 | $499M | 2.4% | $98.75 * | $20.35 | +42.3% | COM | 931142103 |
| COF | CAPITAL ONE FINL CORP | 4,660,524 | $464M | 2.3% | $99.58 * | $62.71 | +38.3% | COM | 14040H105 |
| MS | MORGAN STANLEY | 8,703,173 | $457M | 2.2% | $52.47 * | $18.07 | +128.5% | COM | 617446448 |
| BEN | FRANKLIN RESOURCES INC. | 10,390,099 | $450M | 2.2% | $43.33 * | $27.69 | +0.5% | COM | 354613101 |
| — | ROYAL DUTCH SHELL PLC ADR | 6,712,510 | $448M | 2.2% | $66.71 | $59.41 | — | COM | 780259206 |
| JPM | JP MORGAN CHASE & CO | 3,883,833 | $415M | 2.0% | $106.94 * | $36.69 | +134.2% | COM | 46625H100 |
| WFC | WELLS FARGO CO | 6,828,830 | $414M | 2.0% | $60.67 * | $40.61 | +19.6% | COM | 949746101 |
| AIG | AMERICAN INTERNATIONAL GROUP | 6,950,107 | $414M | 2.0% | $59.58 * | $34.91 | +38.7% | COM | 026874784 |
| MCK | MCKESSON CORPORATION | 2,600,401 | $406M | 2.0% | $155.95 * | $137.99 | +6.1% | COM | 58155Q103 |
| NWSA | NEWS CORP - CLASS A | 22,548,294 | $366M | 1.8% | $16.21 * | $14.85 | -0.2% | COM | 65249B109 |
| — | INTERPUBLIC GROUP OF COS INC | 17,855,163 | $360M | 1.8% | $20.16 * | $12.16 | +20.7% | COM | 460690100 |
| GS | GOLDMAN SACHS GROUP INC | 1,408,263 | $359M | 1.8% | $254.76 * | $121.71 | +75.4% | COM | 38141G104 |
| AVT | AVNET INC | 9,031,623 | $358M | 1.8% | $39.62 * | $30.73 | +6.4% | COM | 053807103 |
| XOM | EXXON MOBIL CORP | 4,266,158 | $357M | 1.8% | $83.64 * | $54.06 | +7.3% | COM | 30231G102 |
| F | FORD MOTOR COMPANY | 25,856,377 | $323M | 1.6% | $12.49 * | $7.89 | +3.4% | COM | 345370860 |
| MUR | MURPHY OIL CORP | 9,703,852 | $301M | 1.5% | $31.05 * | $24.29 | -4.4% | COM | 626717102 |
| MET | METLIFE INC | 5,789,379 | $293M | 1.4% | $50.56 * | $25.45 | +50.8% | COM | 59156R108 |
| — | EXPRESS SCRIPTS HOLDING CO | 3,602,780 | $269M | 1.3% | $74.64 | $64.02 | — | COM | 30219G108 |
| STT | STATE STREET CORP | 2,749,738 | $268M | 1.3% | $97.61 * | $46.51 | +64.1% | COM | 857477103 |
| BP | BP PLC - SPONS ADR | 5,608,977 | $236M | 1.2% | $42.03 | $42.70 | -1.6% | COM | 055622104 |
| AXS | AXIS CAPITAL HOLDINGS LTD | 4,628,962 | $233M | 1.1% | $50.26 * | $32.20 | +24.7% | COM | G0692U109 |
| CVE | CENOVUS ENERGY INC. | 23,107,613 | $211M | 1.0% | $9.13 * | $10.30 | -23.5% | COM | 15135U109 |
| — | CIGNA CORP | 1,008,999 | $205M | 1.0% | $203.09 | $115.89 | — | COM | 125509109 |
| RF | REGIONS FINL CORP | 11,811,834 | $204M | 1.0% | $17.28 * | $6.44 | +96.6% | COM | 7591EP100 |
| UBS | UBS GROUP AG | 11,068,827 | $204M | 1.0% | $18.39 | $17.20 | +6.9% | COM | H42097107 |
| HLT | HILTON WORLDWIDE HOLDINGS INC | 2,544,692 | $203M | 1.0% | $79.86 * | $55.58 | +39.7% | COM | 43300A203 |
| HAL | HALLIBURTON CO | 4,045,333 | $198M | 1.0% | $48.87 * | $33.89 | +22.8% | COM | 406216101 |
| JELD | JELD-WEN HOLDING INC | 4,755,987 | $187M | 0.9% | $39.37 | $32.08 | +22.7% | COM | 47580P103 |
| WTW | WILLIS TOWERS WATSON PLC | 1,236,137 | $186M | 0.9% | $150.69 * | $103.10 | +30.9% | COM | G96629103 |
| — | XL GROUP LTD | 5,112,567 | $180M | 0.9% | $35.16 | $33.89 | — | COM | G98294104 |
| PFE | PFIZER INC | 4,361,143 | $158M | 0.8% | $36.22 * | $20.32 | +18.5% | COM | 717081103 |
| TEX | TEREX CORP | 3,250,900 | $157M | 0.8% | $48.22 | $30.35 | +58.9% | COM | 880779103 |
| PH | PARKER HANNIFIN CORPORATION | 745,343 | $149M | 0.7% | $199.58 * | $83.16 | +112.5% | COM | 701094104 |
| — | MICRO FOCUS INTL-SPN ADR | 4,394,396 | $148M | 0.7% | $33.59 | $31.90 | — | COM | 594837304 |
| KEY | KEY CORP | 6,906,772 | $139M | 0.7% | $20.17 * | $7.25 | +93.4% | COM | 493267108 |
| ALL | ALLSTATE CORP | 1,280,343 | $134M | 0.7% | $104.71 * | $50.60 | +72.2% | COM | 020002101 |
| CAH | CARDINAL HEALTH INC | 1,950,460 | $120M | 0.6% | $61.27 * | $57.56 | -15.9% | COM | 14149Y108 |
| LAMR | LAMAR ADVERTISING CO -A | 1,581,874 | $117M | 0.6% | $74.24 | $53.64 | — | COM | 512816109 |
| — | SEAGATE TECHNOLOGY | 2,791,030 | $117M | 0.6% | $41.84 | $30.86 | — | COM | G7945M107 |
| R | RYDER SYSTEM INC. | 1,380,890 | $116M | 0.6% | $84.17 | $79.24 | +6.2% | COM | 783549108 |
| EIX | EDISON INTERNATIONAL | 1,787,588 | $113M | 0.6% | $63.24 * | $40.95 | +9.8% | COM | 281020107 |
| CSCO | CISCO SYSTEMS INC | 2,868,976 | $110M | 0.5% | $38.30 * | $17.78 | +68.7% | COM | 17275R102 |
| — | ACTUANT CORP- A | 4,274,245 | $108M | 0.5% | $25.30 | $26.74 | — | COM | 00508X203 |
| SWK | STANLEY BLACK & DECKER INC | 584,934 | $99.26M | 0.5% | $169.69 * | $70.52 | +92.9% | COM | 854502101 |
| HPQ | HP INC | 4,581,722 | $96.26M | 0.5% | $21.01 * | $9.07 | +77.9% | COM | 40434L105 |
| FITB | FIFTH THIRD BANCORP | 3,165,147 | $96.03M | 0.5% | $30.34 * | $12.24 | +83.6% | COM | 316773100 |
| BIDU | BAIDU INC - SPON ADR | 409,468 | $95.9M | 0.5% | $234.21 | $176.07 | +33.0% | COM | 056752108 |
| MRK | MERCK & CO INC | 1,640,524 | $92.31M | 0.5% | $56.27 * | $41.66 | +0.7% | COM | 58933Y105 |
| IVZ | INVESCO LTD | 2,518,196 | $92.02M | 0.5% | $36.54 * | $19.18 | +29.9% | COM | G491BT108 |
| MSFT | MICROSOFT CORP | 1,069,794 | $91.51M | 0.4% | $85.54 * | $29.16 | +169.8% | COM | 594918104 |
| G | GENPACT LTD | 2,843,211 | $90.24M | 0.4% | $31.74 * | $21.45 | +35.0% | COM | G3922B107 |
| — | AVANGRID INC | 1,721,190 | $87.06M | 0.4% | $50.58 | $42.74 | — | COM | 05351W103 |
| WBS | WEBSTER FINANCIAL CORP. | 1,493,462 | $83.87M | 0.4% | $56.16 | $29.02 | +93.5% | COM | 947890109 |
| FLEX | FLEX LTD | 4,648,765 | $83.63M | 0.4% | $17.99 * | $7.37 | +83.8% | COM | Y2573F102 |
| ACM | AECOM | 2,226,022 | $82.7M | 0.4% | $37.15 * | $28.89 | +23.7% | COM | 00766T100 |
| THG | HANOVER INSURANCE GROUP | 752,763 | $81.36M | 0.4% | $108.08 * | $74.10 | +14.7% | COM | 410867105 |
| COP | CONOCOPHILLIPS | 1,465,160 | $80.42M | 0.4% | $54.89 * | $30.86 | +37.2% | COM | 20825C104 |
| CAR | AVIS BUDGET GROUP INC | 1,660,313 | $72.86M | 0.4% | $43.88 * | $34.31 | +21.5% | COM | 053774105 |
| — | MASONITE INTERNATIONAL CORP | 952,166 | $70.6M | 0.3% | $74.15 | $60.81 | — | COM | 575385109 |
| KBR | KBR INC | 3,528,822 | $69.98M | 0.3% | $19.83 * | $15.18 | +17.9% | COM | 48242W106 |
| — | TE CONNECTIVITY LTD. | 729,627 | $69.34M | 0.3% | $95.04 | $45.54 | — | COM | H84989104 |
| — | KELLOGG COMPANY | 973,315 | $66.17M | 0.3% | $67.98 * | $41.49 | +14.9% | COM | 487836108 |
| — | TELEFONICA BRASIL - ADR | 4,439,830 | $65.84M | 0.3% | $14.83 | $13.13 | — | COM | 87936R106 |
| — | ASPEN INSURANCE HOLDINGS LTD | 1,616,063 | $65.61M | 0.3% | $40.60 | $43.99 | — | COM | G05384105 |
| — | ANIXTER INTERNATIONAL INC | 860,348 | $65.39M | 0.3% | $76.00 | $63.78 | — | COM | 035290105 |
| PCG | PG&E CORP | 1,442,561 | $64.67M | 0.3% | $44.83 | $53.81 | -17.6% | COM | 69331C108 |
| FTI | TECHNIPFMC PLC | 2,026,224 | $63.44M | 0.3% | $31.31 * | $21.30 | +0.9% | COM | G87110105 |
| TRS | TRIMAS CORP | 2,356,457 | $63.03M | 0.3% | $26.75 | $20.81 | +28.5% | COM | 896215209 |
| CMA | COMERICA INC | 716,953 | $62.24M | 0.3% | $86.81 * | $26.39 | +130.6% | COM | 200340107 |
| — | VALIDUS HOLDINGS LTD | 1,290,251 | $60.54M | 0.3% | $46.92 | $42.75 | — | COM | G9319H102 |
| GTLS | CHART INDUSTRIES INC | 1,283,149 | $60.13M | 0.3% | $46.86 | $25.03 | +87.2% | COM | 16115Q308 |
| ASB | ASSOCIATED BANC CORP | 2,347,623 | $59.63M | 0.3% | $25.40 * | $12.10 | +55.6% | COM | 045487105 |
| ROCK | GIBRALTAR INDUSTRIES INC | 1,764,060 | $58.21M | 0.3% | $33.00 | $32.36 | +2.0% | COM | 374689107 |
| HOPE | HOPE BANCORP INC | 3,026,113 | $55.23M | 0.3% | $18.25 | $16.62 | +9.8% | COM | 43940T109 |
| — | AMERICAN EQUITY INVT LIFE | 1,746,560 | $53.67M | 0.3% | $30.73 | $14.81 | — | COM | 025676206 |
| — | VERIFONE SYSTEMS INC | 2,942,690 | $52.12M | 0.3% | $17.71 | $18.60 | — | COM | 92342Y109 |
| MD | MEDNAX INC | 962,030 | $51.41M | 0.3% | $53.44 | $47.18 | +13.3% | COM | 58502B106 |
| CVS | CVS HEALTH CORPORATION | 701,082 | $50.83M | 0.2% | $72.50 * | $70.97 | -20.8% | COM | 126650100 |
| SCSC | SCANSOURCE INC | 1,335,617 | $47.81M | 0.2% | $35.80 | $37.47 | -4.4% | COM | 806037107 |
| QCOM | QUALCOMM INC | 744,080 | $47.64M | 0.2% | $64.02 * | $44.14 | +17.8% | COM | 747525103 |
| — | ESSENDANT INC | 5,061,547 | $46.92M | 0.2% | $9.27 | $20.19 | — | COM | 296689102 |
| — | CUBIC CORP | 760,371 | $44.82M | 0.2% | $58.95 | $46.55 | — | COM | 229669106 |
| — | SYNOVUS FINANCIAL CORP | 913,804 | $43.81M | 0.2% | $47.94 | $25.49 | — | COM | 87161C501 |
| — | TRIPLE-S MANAGEMENT CORP-B | 1,701,200 | $42.27M | 0.2% | $24.85 | $23.06 | — | COM | 896749108 |
| — | DIEBOLD NIXDORF INC | 2,440,289 | $39.9M | 0.2% | $16.35 | $21.28 | — | COM | 253651103 |
| — | SUPERIOR ENERGY SERVICES INC | 4,142,393 | $39.89M | 0.2% | $9.63 | $22.60 | — | COM | 868157108 |
| NSIT | INSIGHT ENTERPRISES INC | 973,385 | $37.27M | 0.2% | $38.29 | $22.97 | +66.7% | COM | 45765U103 |
| — | PLY GEM HOLDINGS INC | 1,918,393 | $35.49M | 0.2% | $18.50 | $17.93 | — | COM | 72941W100 |
| — | ARGO GROUP INTERNATIONAL | 570,252 | $35.16M | 0.2% | $61.65 | $46.69 | — | COM | G0464B107 |
| UVV | UNIVERSAL CORP | 655,409 | $34.41M | 0.2% | $52.50 | $54.77 | -4.1% | COM | 913456109 |
| — | L3 TECHNOLOGIES, INC. | 168,036 | $33.25M | 0.2% | $197.85 | $165.29 | — | COM | 502413107 |
| T | AT&T INC | 824,665 | $32.06M | 0.2% | $38.88 * | $12.21 | +34.4% | COM | 00206R102 |
| CFG | CITIZENS FINANCIAL GROUP | 736,038 | $30.9M | 0.2% | $41.98 * | $15.71 | +91.7% | COM | 174610105 |
| ACH | OWENS & MINOR INC | 1,601,913 | $30.24M | 0.1% | $18.88 * | $30.46 | -41.7% | COM | 690732102 |
| — | FIRST MIDWEST BANCORP INC | 1,255,466 | $30.14M | 0.1% | $24.01 | $16.42 | — | COM | 320867104 |
| ETR | ENTERGY CORP | 369,635 | $30.09M | 0.1% | $81.39 * | $20.56 | +46.6% | COM | 29364G103 |
| — | TORCHMARK CORP | 330,135 | $29.95M | 0.1% | $90.71 | $56.51 | — | COM | 891027104 |
| — | TCF FINANCIAL CORP | 1,440,506 | $29.53M | 0.1% | $20.50 | $14.40 | — | COM | 872275102 |
| — | LEGG MASON INC | 639,775 | $26.86M | 0.1% | $41.98 | $35.28 | — | COM | 524901105 |
| ARW | ARROW ELECTRONICS INC | 305,140 | $24.54M | 0.1% | $80.41 | $56.63 | +42.0% | COM | 042735100 |
| BHF | BRIGHTHOUSE FINANCIAL INC | 413,648 | $24.26M | 0.1% | $58.64 | $59.99 | -2.3% | COM | 10922N103 |
| TSM | TAIWAN SEMICONDUCTOR - SP ADR | 600,277 | $23.8M | 0.1% | $39.65 | $22.45 | +76.6% | COM | 874039100 |
| EG | EVEREST RE GROUP LTD | 91,068 | $20.15M | 0.1% | $221.26 * | $128.98 | +45.5% | COM | G3223R108 |
| KSS | KOHLS CORP | 346,192 | $18.77M | 0.1% | $54.23 | $51.96 | +4.4% | COM | 500255104 |
| JBL | JABIL CIRCUIT INC | 712,955 | $18.71M | 0.1% | $26.25 * | $17.65 | +41.3% | COM | 466313103 |
| BKR | BAKER HUGHES A GE CO | 575,126 | $18.2M | 0.1% | $31.64 * | $28.18 | -10.3% | COM | 05722G100 |
| HIG | THE HARTFORD FINANCIAL SERVICES GROUP INC | 316,546 | $17.82M | 0.1% | $56.28 * | $23.83 | +97.8% | COM | 416515104 |
| — | HOSPITALITY PROPERTIES TRUST | 587,765 | $17.55M | 0.1% | $29.85 | $26.87 | — | COM | 44106M102 |
| — | ROWAN COMPANIES PLC - A | 996,725 | $15.61M | 0.1% | $15.66 | $25.24 | — | COM | G7665A101 |
| DXC | DXC TECHNOLOGY COMPANY | 142,652 | $13.54M | 0.1% | $94.90 * | $62.87 | +24.4% | COM | 23355L106 |
| — | GENERAL CABLE CORP DEL NE | 440,960 | $13.05M | 0.1% | $29.60 | $15.10 | — | COM | 369300108 |
| — | KKR & CO LP | 577,720 | $12.17M | 0.1% | $21.06 | $15.26 | — | COM | 48248M102 |
| GNW | GENWORTH FINANCIAL INC CL A | 3,808,323 | $11.84M | 0.1% | $3.11 | $11.28 | -72.4% | COM | 37247D106 |
| — | WESCO AIRCRAFT HOLDINGS INC | 1,588,064 | $11.75M | 0.1% | $7.40 | $13.21 | — | COM | 950814103 |
| DRH | DIAMONDROCK HOSPITALITY CO. | 1,038,016 | $11.72M | 0.1% | $11.29 | $9.80 | — | COM | 252784301 |
| — | APOLLO GLOBAL MANAGEMENT-A | 292,861 | $9.802M | 0.0% | $33.47 | $16.31 | — | COM | 037612306 |
| PKX | POSCO - ADR | 117,930 | $9.214M | 0.0% | $78.13 | $57.67 | +35.5% | COM | 693483109 |
| — | STEELCASE INC - CL A | 491,144 | $7.465M | 0.0% | $15.20 | $15.20 | — | COM | 858155203 |
| WSFS | WSFS FINANCIAL CORP | 149,043 | $7.132M | 0.0% | $47.85 | $23.73 | +101.7% | COM | 929328102 |
| — | ARC DOCUMENT SOLUTIONS INC | 2,031,488 | $5.18M | 0.0% | $2.55 | $4.43 | — | COM | 00191G103 |
| SHG | SHINHAN FINANCIAL GROUP - ADR | 93,568 | $4.342M | 0.0% | $46.40 | $40.09 | +15.7% | COM | 824596100 |
| NWS | NEWS CORP - CLASS B | 194,536 | $3.229M | 0.0% | $16.60 * | $14.59 | +4.2% | COM | 65249B208 |
| ON | ON SEMICONDUCTOR CORP | 114,610 | $2.4M | 0.0% | $20.94 | $8.83 | +137.0% | COM | 682189105 |
| — | VIRTUSA CORP | 50,636 | $2.232M | 0.0% | $44.08 | $26.38 | — | COM | 92827P102 |
| — | CHINA MOBILE LTD-SPON ADR | 20,500 | $1.036M | 0.0% | $50.54 | $50.54 | — | COM | 16941M109 |
| GM | GENERAL MOTORS CO | 23,148 | $949K | 0.0% | $41.00 * | $37.86 | -4.9% | COM | 37045V100 |
| LUKOY | LUKOIL PJSC - SPON ADR | 16,350 | $943K | 0.0% | $57.68 | $56.15 | — | COM | 69343P105 |
| SRI | STONERIDGE INC | 36,516 | $835K | 0.0% | $22.87 | $11.70 | +95.4% | COM | 86183P102 |
| IWN | ISHARES RUSSELL 2000 VALUE | 5,788 | $728K | 0.0% | $125.78 | $124.99 | +0.6% | COM | 464287630 |
| INGR | INGREDION INC | 3,495 | $489K | 0.0% | $139.91 | $123.25 | +13.4% | COM | 457187102 |
| SO | SOUTHERN CO | 9,701 | $467K | 0.0% | $48.14 * | $34.66 | -0.1% | COM | 842587107 |
| CB | CHUBB LTD | 3,161 | $462K | 0.0% | $146.16 * | $102.52 | +24.2% | COM | H1467J104 |
| BRO | BROWN & BROWN INC | 8,859 | $456K | 0.0% | $51.47 * | $20.93 | +15.4% | COM | 115236101 |
| DOX | AMDOCS LTD | 6,773 | $443K | 0.0% | $65.41 * | $50.39 | +10.8% | COM | G02602103 |
| VST | VISTRA ENERGY CORP | 22,686 | $416K | 0.0% | $18.34 * | $14.91 | +5.1% | COM | 92840M102 |
| ORI | OLD REPUBLIC INTL CORP | 17,909 | $383K | 0.0% | $21.39 * | $10.53 | +5.3% | COM | 680223104 |
| — | ALLEGHANY CORP | 554 | $330K | 0.0% | $595.67 | $605.54 | — | COM | 017175100 |
| — | PRICELINE GROUP INC. | 188 | $327K | 0.0% | $1739.36 | $1739.36 | — | COM | 741503403 |
| INTC | INTEL CORPORATION | 7,019 | $324K | 0.0% | $46.16 * | $21.01 | +84.4% | COM | 458140100 |
| ZBH | ZIMMER BIOMET HOLDINGS INC | 2,641 | $319K | 0.0% | $120.79 * | $109.39 | +0.4% | COM | 98956P102 |
| COR | AMERISOURCEBERGEN CORP | 3,278 | $301K | 0.0% | $91.82 * | $60.20 | +17.2% | COM | 03073E105 |
| BIIB | BIOGEN INC | 931 | $297K | 0.0% | $319.01 | $320.80 | -0.7% | COM | 09062X103 |
| AMGN | AMGEN INC | 1,688 | $294K | 0.0% | $174.17 * | $129.12 | +5.6% | COM | 031162100 |
| OHI | OMEGA HEALTHCARE INVESTORS | 10,590 | $292K | 0.0% | $27.57 | $31.19 | — | COM | 681936100 |
| — | PREMIER INC CLASS A | 9,219 | $269K | 0.0% | $29.18 | $30.44 | — | COM | 74051N102 |
| — | CELGENE CORP | 2,371 | $247K | 0.0% | $104.18 | $104.18 | — | COM | 151020104 |
| — | ANNALY CAPITAL MANAGMENT INC | 11,795 | $140K | 0.0% | $11.87 | $11.08 | — | COM | 035710409 |