CIK: 0001027796 · Show all filings
Period: Q1 2018 (← Previous) (Next →)
Filing Date: May 4, 2018
Total Value ($000): $19,665,670 (100.0% shares, 0.0% debt)
| Ticker | Issuer | Shares | Value ($000) | % | Est. Cost | Unrealized | Class | CUSIP |
|---|---|---|---|---|---|---|---|---|
| — | MYLAN NV | 21,293,375 | $876,648 | 4.5% | $35.47 | — | COM | N59465109 |
| HPE | HEWLETT PACKARD ENTERPRISE COMPANY | 35,384,460 | $620,643 | 3.2% | $9.07 | +46.3% | COM | 42824C109 |
| OMC | OMNICOM GROUP | 7,924,253 | $575,855 | 2.9% | $48.42 | +16.7% | COM | 681919106 |
| DOV | DOVER CORP | 5,753,153 | $565,075 | 2.9% | $44.65 | +62.3% | COM | 260003108 |
| C | CITIGROUP INC | 8,208,270 | $554,058 | 2.8% | $35.64 | +61.7% | COM | 172967424 |
| CTSH | COGNIZANT TECH SOLUTIONS - A | 6,691,984 | $538,705 | 2.7% | $49.96 | +41.3% | COM | 192446102 |
| VOYA | VOYA FINANCIAL INC. | 10,653,774 | $538,016 | 2.7% | $29.02 | +59.9% | COM | 929089100 |
| ORCL | ORACLE CORP | 11,178,377 | $511,411 | 2.6% | $29.88 | +48.1% | COM | 68389X105 |
| BAC | BANK OF AMERICA CORP | 16,966,578 | $508,828 | 2.6% | $10.54 | +147.3% | COM | 060505104 |
| F | FORD MOTOR COMPANY | 44,818,988 | $496,594 | 2.5% | $7.72 | -3.0% | COM | 345370860 |
| COF | CAPITAL ONE FINL CORP | 4,877,701 | $467,381 | 2.4% | $63.79 | +36.2% | COM | 14040H105 |
| MS | MORGAN STANLEY | 8,200,006 | $442,472 | 2.2% | $18.07 | +141.7% | COM | 617446448 |
| — | ROYAL DUTCH SHELL PLC ADR | 6,558,222 | $418,480 | 2.1% | $59.41 | — | COM | 780259206 |
| WFC | WELLS FARGO CO | 7,752,137 | $406,290 | 2.1% | $41.45 | +15.1% | COM | 949746101 |
| — | INTERPUBLIC GROUP OF COS INC | 17,620,856 | $405,808 | 2.1% | $12.16 | +34.9% | COM | 460690100 |
| AIG | AMERICAN INTERNATIONAL GROUP | 7,450,456 | $405,454 | 2.1% | $35.79 | +34.3% | COM | 026874784 |
| JPM | JP MORGAN CHASE & CO | 3,599,814 | $395,872 | 2.0% | $36.69 | +149.2% | COM | 46625H100 |
| AVT | AVNET INC | 9,181,546 | $383,421 | 1.9% | $30.79 | +13.4% | COM | 053807103 |
| MCK | MCKESSON CORPORATION | 2,635,648 | $371,284 | 1.9% | $138.10 | +6.0% | COM | 58155Q103 |
| BEN | FRANKLIN RESOURCES INC. | 10,656,848 | $369,579 | 1.9% | $27.66 | -5.3% | COM | 354613101 |
| AXS | AXIS CAPITAL HOLDINGS LTD | 6,377,926 | $367,177 | 1.9% | $34.68 | +18.9% | COM | G0692U109 |
| EIX | EDISON INTERNATIONAL | 5,475,064 | $348,543 | 1.8% | $42.87 | +2.2% | COM | 281020107 |
| NWSA | NEWS CORP - CLASS A | 21,991,335 | $347,463 | 1.8% | $14.85 | +1.3% | COM | 65249B109 |
| WMT | WALMART INC | 3,874,978 | $344,757 | 1.8% | $20.35 | +39.3% | COM | 931142103 |
| GS | GOLDMAN SACHS GROUP INC | 1,349,412 | $339,863 | 1.7% | $121.71 | +79.4% | COM | 38141G104 |
| XOM | EXXON MOBIL CORP | 4,424,055 | $330,079 | 1.7% | $54.12 | +3.0% | COM | 30231G102 |
| MUR | MURPHY OIL CORP | 10,601,453 | $273,942 | 1.4% | $24.07 | -9.8% | COM | 626717102 |
| MET | METLIFE INC | 5,967,922 | $273,868 | 1.4% | $25.80 | +43.5% | COM | 59156R108 |
| STT | STATE STREET CORP | 2,487,563 | $248,085 | 1.3% | $46.51 | +76.2% | COM | 857477103 |
| MRK | MERCK & CO INC | 4,524,430 | $246,446 | 1.3% | $42.04 | +0.5% | COM | 58933Y105 |
| AMGN | AMGEN INC | 1,341,311 | $228,667 | 1.2% | $144.41 | +0.0% | COM | 031162100 |
| BP | BP PLC - SPONS ADR | 5,408,029 | $219,241 | 1.1% | $41.64 | — | COM | 055622104 |
| — | EXPRESS SCRIPTS HOLDING CO | 3,106,946 | $214,628 | 1.1% | $64.02 | — | COM | 30219G108 |
| CVE | CENOVUS ENERGY INC. | 24,658,950 | $210,587 | 1.1% | $10.13 | -24.8% | COM | 15135U109 |
| HAL | HALLIBURTON CO | 4,192,614 | $196,801 | 1.0% | $34.18 | +23.1% | COM | 406216101 |
| WTW | WILLIS TOWERS WATSON PLC | 1,275,726 | $194,153 | 1.0% | $104.27 | +34.9% | COM | G96629103 |
| UBS | UBS GROUP AG | 10,688,586 | $188,760 | 1.0% | $17.20 | +10.5% | COM | H42097107 |
| RF | REGIONS FINL CORP | 9,758,134 | $181,306 | 0.9% | $6.44 | +115.8% | COM | 7591EP100 |
| CAH | CARDINAL HEALTH INC | 2,873,639 | $180,120 | 0.9% | $56.47 | -4.1% | COM | 14149Y108 |
| JELD | JELD-WEN HOLDING INC | 5,679,507 | $173,907 | 0.9% | $32.76 | +10.6% | COM | 47580P103 |
| PFE | PFIZER INC | 4,367,493 | $155,002 | 0.8% | $20.32 | +19.3% | COM | 717081103 |
| — | XL GROUP LTD | 2,800,319 | $154,746 | 0.8% | $33.89 | — | COM | G98294104 |
| KEY | KEY CORP | 7,013,737 | $137,119 | 0.7% | $7.37 | +98.3% | COM | 493267108 |
| MD | MEDNAX INC | 2,258,712 | $125,652 | 0.6% | $51.56 | +6.3% | COM | 58502B106 |
| FITB | FIFTH THIRD BANCORP | 3,945,755 | $125,278 | 0.6% | $14.61 | +65.6% | COM | 316773100 |
| R | RYDER SYSTEM INC. | 1,658,741 | $120,740 | 0.6% | $79.46 | +1.4% | COM | 783549108 |
| CSCO | CISCO SYSTEMS INC | 2,724,652 | $116,860 | 0.6% | $17.78 | +88.1% | COM | 17275R102 |
| TEX | TEREX CORP | 3,108,316 | $116,282 | 0.6% | $30.35 | +42.9% | COM | 880779103 |
| — | ACTUANT CORP- A | 4,358,516 | $101,335 | 0.5% | $26.67 | — | COM | 00508X203 |
| G | GENPACT LTD | 3,001,426 | $96,016 | 0.5% | $21.89 | +35.5% | COM | G3922B107 |
| BIDU | BAIDU INC - SPON ADR | 424,873 | $94,827 | 0.5% | $174.45 | — | COM | 056752108 |
| — | AVANGRID INC | 1,732,380 | $88,559 | 0.5% | $42.74 | — | COM | 05351W103 |
| THG | HANOVER INSURANCE GROUP | 750,653 | $88,494 | 0.4% | $74.10 | +19.4% | COM | 410867105 |
| COP | CONOCOPHILLIPS | 1,469,519 | $87,128 | 0.4% | $30.86 | +41.8% | COM | 20825C104 |
| CAR | AVIS BUDGET GROUP INC | 1,810,500 | $84,804 | 0.4% | $35.01 | +22.2% | COM | 053774105 |
| HPQ | HP INC | 3,854,805 | $84,497 | 0.4% | $9.07 | +91.4% | COM | 40434L105 |
| IVZ | INVESCO LTD | 2,607,199 | $83,456 | 0.4% | $19.33 | +22.2% | COM | G491BT108 |
| ACM | AECOM | 2,312,710 | $82,402 | 0.4% | $29.14 | +21.9% | COM | 00766T100 |
| WBS | WEBSTER FINANCIAL CORP. | 1,452,258 | $80,455 | 0.4% | $29.02 | +94.8% | COM | 947890109 |
| FLEX | FLEX LTD | 4,864,991 | $79,446 | 0.4% | $7.65 | +78.3% | COM | Y2573F102 |
| CSL | CARLISLE COS INC | 729,979 | $76,217 | 0.4% | $99.37 | 0.0% | COM | 142339100 |
| — | TELEFONICA BRASIL - ADR | 4,824,254 | $74,100 | 0.4% | $13.31 | — | COM | 87936R106 |
| ALL | ALLSTATE CORP | 771,903 | $73,176 | 0.4% | $50.60 | +59.5% | COM | 020002101 |
| — | TE CONNECTIVITY LTD. | 729,656 | $72,893 | 0.4% | $45.54 | — | COM | H84989104 |
| — | ASPEN INSURANCE HOLDINGS LTD | 1,574,494 | $70,616 | 0.4% | $43.99 | — | COM | G05384105 |
| — | KELLOGG COMPANY | 972,922 | $63,250 | 0.3% | $41.49 | +13.9% | COM | 487836108 |
| — | MICRO FOCUS INTL-SPN ADR | 4,405,079 | $61,847 | 0.3% | $31.90 | — | COM | 594837304 |
| FTI | TECHNIPFMC PLC | 2,076,120 | $61,142 | 0.3% | $21.30 | +0.3% | COM | G87110105 |
| TRS | TRIMAS CORP | 2,320,711 | $60,919 | 0.3% | $20.81 | +24.4% | COM | 896215209 |
| MSFT | MICROSOFT CORP | 652,741 | $59,576 | 0.3% | $29.16 | +189.1% | COM | 594918104 |
| KBR | KBR INC | 3,660,720 | $59,267 | 0.3% | $15.23 | +7.7% | COM | 48242W106 |
| — | ANIXTER INTERNATIONAL INC | 780,189 | $59,099 | 0.3% | $63.78 | — | COM | 035290105 |
| SWK | STANLEY BLACK & DECKER INC | 373,505 | $57,221 | 0.3% | $70.52 | +84.6% | COM | 854502101 |
| — | MASONITE INTERNATIONAL CORP | 926,190 | $56,822 | 0.3% | $60.81 | — | COM | 575385109 |
| PH | PARKER HANNIFIN CORPORATION | 322,629 | $55,179 | 0.3% | $83.16 | +102.1% | COM | 701094104 |
| ASB | ASSOCIATED BANC CORP | 2,188,954 | $54,396 | 0.3% | $12.10 | +56.1% | COM | 045487105 |
| — | VALIDUS HOLDINGS LTD | 787,102 | $53,090 | 0.3% | $42.75 | — | COM | G9319H102 |
| — | GENERAL ELECTRIC CO | 3,923,237 | $52,885 | 0.3% | $13.48 | — | COM | 369604103 |
| HOPE | HOPE BANCORP INC | 2,887,381 | $52,521 | 0.3% | $16.62 | +11.5% | COM | 43940T109 |
| ROCK | GIBRALTAR INDUSTRIES INC | 1,531,107 | $51,828 | 0.3% | $32.36 | +7.3% | COM | 374689107 |
| — | AMERICAN EQUITY INVT LIFE | 1,641,482 | $48,194 | 0.2% | $14.81 | — | COM | 025676206 |
| — | CUBIC CORP | 713,870 | $45,402 | 0.2% | $46.55 | — | COM | 229669106 |
| SNA | SNAP-ON INC | 307,533 | $45,373 | 0.2% | $134.24 | 0.0% | COM | 833034101 |
| SCSC | SCANSOURCE INC | 1,263,432 | $44,915 | 0.2% | $37.47 | -8.8% | COM | 806037107 |
| — | TRIPLE-S MANAGEMENT CORP-B | 1,676,159 | $43,815 | 0.2% | $23.06 | — | COM | 896749108 |
| CVS | CVS HEALTH CORPORATION | 703,641 | $43,774 | 0.2% | $70.97 | -21.3% | COM | 126650100 |
| — | SYNOVUS FINANCIAL CORP | 873,259 | $43,611 | 0.2% | $25.49 | — | COM | 87161C501 |
| — | DIEBOLD NIXDORF INC | 2,824,601 | $43,499 | 0.2% | $20.48 | — | COM | 253651103 |
| — | VERIFONE SYSTEMS INC | 2,827,595 | $43,488 | 0.2% | $18.60 | — | COM | 92342Y109 |
| — | STEELCASE INC - CL A | 2,976,916 | $40,486 | 0.2% | $13.86 | — | COM | 858155203 |
| QCOM | QUALCOMM INC | 700,983 | $38,841 | 0.2% | $44.14 | +17.6% | COM | 747525103 |
| — | ESSENDANT INC | 4,866,890 | $37,962 | 0.2% | $20.19 | — | COM | 296689102 |
| — | L3 TECHNOLOGIES, INC. | 168,036 | $34,951 | 0.2% | $165.29 | — | COM | 502413107 |
| GTLS | CHART INDUSTRIES INC | 590,099 | $34,834 | 0.2% | $25.03 | +114.9% | COM | 16115Q308 |
| — | ARGO GROUP INTERNATIONAL | 603,338 | $34,632 | 0.2% | $47.28 | — | COM | G0464B107 |
| UVV | UNIVERSAL CORP | 705,706 | $34,227 | 0.2% | $54.40 | -8.8% | COM | 913456109 |
| — | SUPERIOR ENERGY SERVICES INC | 3,933,849 | $33,162 | 0.2% | $22.60 | — | COM | 868157108 |
| NSIT | INSIGHT ENTERPRISES INC | 940,099 | $32,838 | 0.2% | $22.97 | +57.5% | COM | 45765U103 |
| — | CIGNA CORP | 191,526 | $32,127 | 0.2% | $115.89 | — | COM | 125509109 |
| — | TCF FINANCIAL CORP | 1,376,728 | $31,403 | 0.2% | $14.40 | — | COM | 872275102 |
| CFG | CITIZENS FINANCIAL GROUP | 735,799 | $30,889 | 0.2% | $15.71 | +105.6% | COM | 174610105 |
| T | AT&T INC | 826,748 | $29,474 | 0.1% | $12.21 | +29.5% | COM | 00206R102 |
| — | FIRST MIDWEST BANCORP INC | 1,196,259 | $29,416 | 0.1% | $16.42 | — | COM | 320867104 |
| ETR | ENTERGY CORP | 373,348 | $29,412 | 0.1% | $20.64 | +39.7% | COM | 29364G103 |
| — | TORCHMARK CORP | 329,821 | $27,761 | 0.1% | $56.51 | — | COM | 891027104 |
| TSM | TAIWAN SEMICONDUCTOR - SP ADR | 623,501 | $27,284 | 0.1% | $23.06 | — | COM | 874039100 |
| — | LEGG MASON INC | 639,905 | $26,012 | 0.1% | $35.28 | — | COM | 524901105 |
| EVTC | EVERTEC INC | 1,570,680 | $25,681 | 0.1% | $15.07 | 0.0% | COM | 30040P103 |
| — | PLY GEM HOLDINGS INC | 1,088,198 | $23,505 | 0.1% | $17.93 | — | COM | 72941W100 |
| ARW | ARROW ELECTRONICS INC | 304,547 | $23,456 | 0.1% | $56.63 | +43.3% | COM | 042735100 |
| EG | EVEREST RE GROUP LTD | 91,025 | $23,377 | 0.1% | $128.98 | +58.1% | COM | G3223R108 |
| CMA | COMERICA INC | 240,292 | $23,051 | 0.1% | $26.39 | +153.4% | COM | 200340107 |
| ACH | OWENS & MINOR INC | 1,474,535 | $22,929 | 0.1% | $30.46 | -44.8% | COM | 690732102 |
| KSS | KOHLS CORP | 346,078 | $22,672 | 0.1% | $51.96 | +22.1% | COM | 500255104 |
| HIG | THE HARTFORD FINANCIAL SERVICES GROUP INC | 424,540 | $21,872 | 0.1% | $29.45 | +55.9% | COM | 416515104 |
| BHF | BRIGHTHOUSE FINANCIAL INC | 413,395 | $21,249 | 0.1% | $59.99 | -3.7% | COM | 10922N103 |
| JBL | JABIL CIRCUIT INC | 712,758 | $20,478 | 0.1% | $17.65 | +46.9% | COM | 466313103 |
| BKR | BAKER HUGHES A GE CO | 587,422 | $16,313 | 0.1% | $28.10 | -12.8% | COM | 05722G100 |
| — | WESCO AIRCRAFT HOLDINGS INC | 1,558,248 | $15,972 | 0.1% | $13.21 | — | COM | 950814103 |
| — | HOSPITALITY PROPERTIES TRUST | 590,723 | $14,969 | 0.1% | $26.87 | — | COM | 44106M102 |
| — | KKR & CO LP | 655,801 | $13,313 | 0.1% | $15.86 | — | COM | 48248M102 |
| — | ROWAN COMPANIES PLC - A | 996,725 | $11,502 | 0.1% | $25.24 | — | COM | G7665A101 |
| GNW | GENWORTH FINANCIAL INC CL A | 3,806,435 | $10,772 | 0.1% | $11.28 | -73.4% | COM | 37247D106 |
| DRH | DIAMONDROCK HOSPITALITY CO. | 1,005,192 | $10,494 | 0.1% | $9.80 | — | COM | 252784301 |
| — | APOLLO GLOBAL MANAGEMENT-A | 326,430 | $9,669 | 0.0% | $17.68 | — | COM | 037612306 |
| PKX | POSCO - ADR | 101,726 | $8,021 | 0.0% | $59.84 | — | COM | 693483109 |
| — | REALOGY HOLDINGS CORP | 278,724 | $7,604 | 0.0% | $27.28 | — | COM | 75605Y106 |
| LAMR | LAMAR ADVERTISING CO -A | 117,981 | $7,511 | 0.0% | $53.64 | — | COM | 512816109 |
| WSFS | WSFS FINANCIAL CORP | 119,881 | $5,742 | 0.0% | $23.73 | +108.4% | COM | 929328102 |
| — | ARC DOCUMENT SOLUTIONS INC | 2,031,488 | $4,469 | 0.0% | $4.43 | — | COM | 00191G103 |
| IBN | ICICI BANK LTD - SPON ADR | 446,105 | $3,948 | 0.0% | $8.85 | — | COM | 45104G104 |
| SHG | SHINHAN FINANCIAL GROUP - ADR | 80,968 | $3,433 | 0.0% | $41.13 | — | COM | 824596100 |
| NWS | NEWS CORP - CLASS B | 191,591 | $3,085 | 0.0% | $14.59 | +5.3% | COM | 65249B208 |
| ON | ON SEMICONDUCTOR CORP | 48,407 | $1,184 | 0.0% | $8.83 | +173.0% | COM | 682189105 |
| LUKOY | LUKOIL PJSC - SPON ADR | 16,350 | $1,132 | 0.0% | $56.15 | — | COM | 69343P105 |
| — | CHINA MOBILE LTD-SPON ADR | 20,500 | $938 | 0.0% | $50.54 | — | COM | 16941M109 |
| SO | SOUTHERN CO | 16,519 | $738 | 0.0% | $33.63 | -4.4% | COM | 842587107 |
| PCG | PG&E CORP | 15,836 | $696 | 0.0% | $53.81 | -22.1% | COM | 69331C108 |
| BKNG | BOOKING HOLDINGS INC | 332 | $691 | 0.0% | $1933.58 | 0.0% | COM | 09857L108 |
| BRO | BROWN & BROWN INC | 27,100 | $689 | 0.0% | $23.39 | +5.1% | COM | 115236101 |
| INGR | INGREDION INC | 5,286 | $681 | 0.0% | $126.82 | +5.5% | COM | 457187102 |
| CB | CHUBB LTD | 4,239 | $580 | 0.0% | $108.54 | +16.3% | COM | H1467J104 |
| DOX | AMDOCS LTD | 8,635 | $576 | 0.0% | $51.89 | +10.5% | COM | G02602103 |
| — | ALLEGHANY CORP | 825 | $507 | 0.0% | $608.50 | — | COM | 017175100 |
| ZBH | ZIMMER BIOMET HOLDINGS INC | 4,567 | $498 | 0.0% | $109.16 | -0.3% | COM | 98956P102 |
| BIIB | BIOGEN INC | 1,747 | $478 | 0.0% | $315.95 | -1.8% | COM | 09062X103 |
| WRB | WR BERKLEY CORP | 6,139 | $446 | 0.0% | $17.46 | 0.0% | COM | 084423102 |
| — | CELGENE CORP | 4,825 | $430 | 0.0% | $96.52 | — | COM | 151020104 |
| COR | AMERISOURCEBERGEN CORP | 4,920 | $424 | 0.0% | $64.78 | +14.1% | COM | 03073E105 |
| CRI | CARTERS INC | 3,872 | $403 | 0.0% | $92.13 | 0.0% | COM | 146229109 |
| — | PREMIER INC CLASS A | 12,524 | $392 | 0.0% | $30.66 | — | COM | 74051N102 |
| ORI | OLD REPUBLIC INTL CORP | 17,511 | $376 | 0.0% | $10.53 | +7.3% | COM | 680223104 |
| OHI | OMEGA HEALTHCARE INVESTORS | 13,336 | $361 | 0.0% | $30.34 | — | COM | 681936100 |
| — | GENERAL CABLE CORP DEL NE | 11,704 | $346 | 0.0% | $15.10 | — | COM | 369300108 |
| NEU | NEWMARKET CORP | 727 | $292 | 0.0% | $347.26 | 0.0% | COM | 651587107 |
| AZO | AUTOZONE INC. | 437 | $283 | 0.0% | $715.82 | 0.0% | COM | 053332102 |
| MOH | MOLINA HEALTHCARE INC | 3,094 | $251 | 0.0% | $80.43 | 0.0% | COM | 60855R100 |