CIK: 0000823621 · Show all filings
Period: Q2 2016 (← Previous) (Next →)
Filing Date: Jul 27, 2016
Total Value ($000): $7,045,972 (100.0% shares, 0.0% debt)
| Ticker | Issuer | Shares | Value ($000) | % | Est. Cost | Unrealized | Class | CUSIP |
|---|---|---|---|---|---|---|---|---|
| — | ROYAL DUTCH SHELL PLC | 6,712,151 | $370,645 | 5.3% | $48.12 | — | SPONS ADR A | 780259206 |
| VOD | VODAFONE GROUP PLC NEW | 7,732,953 | $238,871 | 3.4% | $33.01 | — | SPNSR ADR | 92857W308 |
| AZN | ASTRAZENECA PLC | 7,359,789 | $222,192 | 3.2% | $41.13 | — | SPONSORED ADR | 046353108 |
| NVS | NOVARTIS A G | 2,117,314 | $174,700 | 2.5% | $75.81 | — | SPONSORED ADR | 66987V109 |
| — | CHINA MOBILE LIMITED | 2,978,031 | $172,428 | 2.4% | $56.22 | — | SPONSORED ADR | 16941M109 |
| SLB | SCHLUMBERGER LTD | 2,165,034 | $171,211 | 2.4% | $58.24 | 0.0% | COM | 806857108 |
| — | TOTAL S A | 3,445,881 | $165,747 | 2.4% | $45.38 | — | SPONSORED ADR | 89151E109 |
| — | MARKIT LTD | 5,005,059 | $163,165 | 2.3% | $28.07 | — | SHS | G58249106 |
| — | NATIONAL GRID PLC | 2,183,030 | $162,265 | 2.3% | $70.51 | — | SPON ADR NEW | 636274300 |
| SNN | SMITH & NEPHEW PLC | 4,692,137 | $161,034 | 2.3% | $34.13 | — | SPDN ADR NEW | 83175M205 |
| AER | AERCAP HOLDINGS NV | 4,754,026 | $159,688 | 2.3% | $34.37 | +10.0% | SHS | N00985106 |
| HSBC | HSBC HLDGS PLC | 4,983,252 | $156,026 | 2.2% | $38.03 | — | SPON ADR NEW | 404280406 |
| ERIC | ERICSSON | 18,024,576 | $138,429 | 2.0% | $9.88 | — | ADR B SEK 10 | 294821608 |
| BBVA | BANCO BILBAO VIZCAYA ARGENTA | 22,429,092 | $128,743 | 1.8% | $8.05 | — | SPONSORED ADR | 05946K101 |
| PHG | KONINKLIJKE PHILIPS N V | 4,163,464 | $103,837 | 1.5% | $28.67 | — | NY REG SH NEW | 500472303 |
| FMS | FRESENIUS MED CARE AG&CO KGA | 2,333,733 | $101,681 | 1.4% | $44.05 | — | SPONSORED ADR | 358029106 |
| ORANY | ORANGE | 6,079,433 | $99,824 | 1.4% | $16.42 | — | SPONSORED ADR | 684060106 |
| MCK | MCKESSON CORP | 507,698 | $94,762 | 1.3% | $149.58 | +8.7% | COM | 58155Q103 |
| WPP | WPP PLC NEW | 897,876 | $93,846 | 1.3% | $106.06 | — | ADR | 92937A102 |
| QCOM | QUALCOMM INC | 1,751,196 | $93,812 | 1.3% | $51.88 | -22.4% | COM | 747525103 |
| EBAY | EBAY INC | 3,899,239 | $91,281 | 1.3% | $24.36 | -11.9% | COM | 278642103 |
| ORCL | ORACLE CORP | 2,229,671 | $91,260 | 1.3% | $35.68 | -3.1% | COM | 68389X105 |
| TGT | TARGET CORP | 1,276,882 | $89,152 | 1.3% | $56.11 | 0.0% | COM | 87612E106 |
| UPS | UNITED PARCEL SERVICE INC | 814,814 | $87,772 | 1.2% | $68.80 | +6.2% | CL B | 911312106 |
| EOG | EOG RES INC | 1,049,364 | $87,538 | 1.2% | $62.08 | -4.4% | COM | 26875P101 |
| MGM | MGM RESORTS INTERNATIONAL | 3,862,175 | $87,401 | 1.2% | $22.73 | -5.6% | COM | 552953101 |
| CVS | CVS HEALTH CORP | 895,684 | $85,753 | 1.2% | $51.07 | +45.9% | COM | 126650100 |
| KO | COCA COLA CO | 1,891,546 | $85,744 | 1.2% | $29.04 | +14.7% | COM | 191216100 |
| WFC | WELLS FARGO & CO NEW | 1,746,204 | $82,648 | 1.2% | $37.23 | 0.0% | COM | 949746101 |
| — | BB&T CORP | 2,299,816 | $81,896 | 1.2% | $37.57 | — | COM | 054937107 |
| GOOGL | ALPHABET INC | 116,081 | $81,666 | 1.2% | $36.73 | -0.8% | CAP STK CL A | 02079K305 |
| COF | CAPITAL ONE FINL CORP | 1,280,408 | $81,319 | 1.2% | $53.30 | +10.1% | COM | 14040H105 |
| BIIB | BIOGEN INC | 330,936 | $80,027 | 1.1% | $322.40 | -18.3% | COM | 09062X103 |
| SYF | SYNCHRONY FINL | 3,092,142 | $78,169 | 1.1% | $21.70 | +7.0% | COM | 87165B103 |
| — | AEGON N V | 18,508,180 | $74,218 | 1.1% | $6.80 | — | NY REGISTRY SH | 007924103 |
| MET | METLIFE INC | 1,853,913 | $73,841 | 1.0% | $24.11 | +16.8% | COM | 59156R108 |
| — | SYMANTEC CORP | 3,275,438 | $67,277 | 1.0% | $18.38 | — | COM | 871503108 |
| DOX | AMDOCS LTD | 1,144,066 | $66,035 | 0.9% | $31.95 | +49.4% | SHS | G02602103 |
| NSC | NORFOLK SOUTHERN CORP | 736,634 | $62,710 | 0.9% | $61.54 | +13.3% | COM | 655844108 |
| OXY | OCCIDENTAL PETE CORP DEL | 820,205 | $61,975 | 0.9% | $50.37 | +12.6% | COM | 674599105 |
| UHS | UNIVERSAL HLTH SVCS INC | 446,789 | $59,914 | 0.9% | $100.60 | +25.8% | CL B | 913903100 |
| HPQ | HP INC | 4,743,850 | $59,535 | 0.8% | $9.12 | -0.7% | COM | 40434L105 |
| CSX | CSX CORP | 2,259,341 | $58,924 | 0.8% | $7.58 | 0.0% | COM | 126408103 |
| — | AETNA INC NEW | 482,296 | $58,903 | 0.8% | $51.80 | — | COM | 00817Y108 |
| RF | REGIONS FINL CORP NEW | 6,909,387 | $58,799 | 0.8% | $5.32 | +20.2% | COM | 7591EP100 |
| VZ | VERIZON COMMUNICATIONS INC | 1,046,436 | $58,433 | 0.8% | $26.96 | +16.7% | COM | 92343V104 |
| — | XL GROUP PLC | 1,740,242 | $57,967 | 0.8% | $33.31 | — | SHS | G98290102 |
| A | AGILENT TECHNOLOGIES INC | 1,295,834 | $57,483 | 0.8% | $36.40 | +9.9% | COM | 00846U101 |
| — | HOST HOTELS & RESORTS INC | 3,493,810 | $56,635 | 0.8% | $15.77 | — | COM | 44107p104 |
| C | CITIGROUP INC | 1,333,614 | $56,532 | 0.8% | $37.93 | -12.8% | COM NEW | 172967424 |
| CFG | CITIZENS FINL GROUP INC | 2,730,487 | $54,555 | 0.8% | $15.99 | -3.3% | COM | 174610105 |
| — | BAKER HUGHES INC | 1,186,031 | $53,526 | 0.8% | $45.13 | — | COM | 057224107 |
| WTW | WILLIS TOWERS WATSON PUB LTD | 420,701 | $52,297 | 0.7% | $100.14 | +7.5% | SHS | G96629103 |
| AXP | AMERICAN EXPRESS CO | 828,783 | $50,357 | 0.7% | $75.26 | -26.6% | COM | 025816109 |
| MAN | MANPOWERGROUP INC | 771,338 | $49,628 | 0.7% | $66.99 | +15.7% | COM | 56418H100 |
| — | VERIFONE SYS INC | 1,827,284 | $33,878 | 0.5% | $27.00 | — | COM | 92342Y109 |
| SYNA | SYNAPTICS INC | 613,223 | $32,961 | 0.5% | $75.15 | -8.6% | COM | 87157D109 |
| — | UMPQUA HLDGS CORP | 2,103,118 | $32,535 | 0.5% | $13.66 | — | COM | 904214103 |
| — | DIEBOLD INC | 1,273,127 | $31,612 | 0.4% | $30.70 | — | COM | 253651103 |
| — | MICROSEMI CORP | 952,003 | $31,111 | 0.4% | $23.54 | — | COM | 595137100 |
| MATV | SCHWEITZER-MAUDUIT INTL INC | 875,198 | $30,877 | 0.4% | $22.66 | -6.6% | COM | 808541106 |
| — | COLONY STARWOOD HOMES | 1,010,841 | $30,750 | 0.4% | $24.75 | — | COM | 19625X102 |
| PRA | PROASSURANCE CORP | 573,934 | $30,734 | 0.4% | $46.52 | +7.7% | COM | 74267C106 |
| — | AVG TECHNOLOGIES N V | 1,601,509 | $30,413 | 0.4% | $20.13 | — | SHS | N07831105 |
| TDS | TELEPHONE & DATA SYS INC | 1,000,927 | $29,687 | 0.4% | $25.48 | +12.9% | COM NEW | 879433829 |
| — | MAGELLAN HEALTH INC | 444,818 | $29,256 | 0.4% | $48.69 | — | COM NEW | 559079207 |
| WTFC | WINTRUST FINL CORP | 570,227 | $29,082 | 0.4% | $42.84 | +16.8% | COM | 97650W108 |
| UNFI | UNITED NAT FOODS INC | 615,482 | $28,805 | 0.4% | $38.40 | 0.0% | COM | 911163103 |
| ENR | ENERGIZER HLDGS INC NEW | 557,418 | $28,701 | 0.4% | $28.77 | +16.2% | COM | 29272W109 |
| SAIC | SCIENCE APPLICATNS INTL CP N | 488,352 | $28,495 | 0.4% | $44.45 | +22.3% | COM | 808625107 |
| — | DSW INC | 1,339,224 | $28,365 | 0.4% | $24.50 | — | CL A | 23334L102 |
| — | THIRD PT REINS LTD | 2,419,921 | $28,361 | 0.4% | $14.06 | — | COM | G8827U100 |
| — | BEACON ROOFING SUPPLY INC | 621,884 | $28,277 | 0.4% | $37.41 | — | COM | 073685109 |
| EAT | BRINKER INTL INC | 616,758 | $28,081 | 0.4% | $41.41 | -4.1% | COM | 109641100 |
| — | AIRCASTLE LTD | 1,423,305 | $27,840 | 0.4% | $16.68 | — | COM | G0129K104 |
| CABO | CABLE ONE INC | 54,036 | $27,635 | 0.4% | $366.69 | +16.5% | COM | 12685J105 |
| — | CARDTRONICS INC | 694,158 | $27,634 | 0.4% | $36.03 | — | COM | 14161H108 |
| AL | AIR LEASE CORP | 1,024,007 | $27,423 | 0.4% | $24.45 | +4.6% | CL A | 00912X302 |
| — | CEB INC | 441,236 | $27,215 | 0.4% | $64.73 | — | COM | 125134106 |
| HTH | HILLTOP HOLDINGS INC | 1,287,950 | $27,034 | 0.4% | $19.95 | 0.0% | COM | 432748101 |
| RMBS | RAMBUS INC DEL | 2,232,321 | $26,966 | 0.4% | $12.90 | -5.4% | COM | 750917106 |
| CBT | CABOT CORP | 590,054 | $26,942 | 0.4% | $33.14 | +11.0% | COM | 127055101 |
| GNRC | GENERAC HLDGS INC | 767,899 | $26,846 | 0.4% | $43.29 | -14.8% | COM | 368736104 |
| — | BMC STK HLDGS INC | 1,486,342 | $26,487 | 0.4% | $17.57 | — | COM | 05591B109 |
| WWW | WOLVERINE WORLD WIDE INC | 1,300,132 | $26,419 | 0.4% | $15.57 | 0.0% | COM | 978097103 |
| — | BBCN BANCORP INC | 1,764,541 | $26,327 | 0.4% | $16.35 | — | COM | 073295107 |
| LSCC | LATTICE SEMICONDUCTOR CORP | 4,916,882 | $26,305 | 0.4% | $5.86 | — | COM | 518415104 |
| ENS | ENERSYS | 441,599 | $26,262 | 0.4% | $57.12 | -5.8% | COM | 29275Y102 |
| BCO | BRINKS CO | 917,554 | $26,141 | 0.4% | $24.44 | +13.5% | COM | 109696104 |
| — | RSP PERMIAN INC | 748,667 | $26,121 | 0.4% | $24.39 | — | COM | 74978Q105 |
| — | SOTHEBYS | 952,125 | $26,088 | 0.4% | $40.45 | — | COM | 835898107 |
| — | CST BRANDS INC | 598,658 | $25,790 | 0.4% | $39.14 | — | COM | 12646R105 |
| RRX | REGAL BELOIT CORP | 466,827 | $25,699 | 0.4% | $66.81 | -10.0% | COM | 758750103 |
| DRH | DIAMONDROCK HOSPITALITY CO | 2,819,086 | $25,456 | 0.4% | $9.66 | — | COM | 252784301 |
| TILE | INTERFACE INC | 1,665,898 | $25,405 | 0.4% | $17.05 | 0.0% | COM | 458665304 |
| — | TCF FINL CORP | 1,929,739 | $24,411 | 0.3% | $14.83 | — | COM | 872275102 |
| — | QUALITY SYS INC | 2,040,944 | $24,308 | 0.3% | $17.51 | — | COM | 747582104 |
| KEX | KIRBY CORP | 386,850 | $24,136 | 0.3% | $63.17 | +3.7% | COM | 497266106 |
| KBR | KBR INC | 1,800,028 | $23,832 | 0.3% | $12.59 | 0.0% | COM | 48242W106 |
| PAG | PENSKE AUTOMOTIVE GRP INC | 745,988 | $23,469 | 0.3% | $35.60 | +2.6% | COM | 70959W103 |
| — | CALGON CARBON CORP | 1,783,498 | $23,453 | 0.3% | $13.15 | — | COM | 129603106 |
| GPI | GROUP 1 AUTOMOTIVE INC | 465,381 | $22,971 | 0.3% | $63.64 | -7.9% | COM | 398905109 |
| — | MGM GROWTH PPTYS LLC | 350,390 | $9,348 | 0.1% | $26.68 | — | CL A COM | 55303A105 |
| — | HARMAN INTL INDS INC | 110,745 | $7,954 | 0.1% | $78.88 | — | COM | 413086109 |
| SNPS | SYNOPSYS INC | 97,322 | $5,263 | 0.1% | $42.74 | +17.3% | COM | 871607107 |
| — | WHOLE FOODS MKT INC | 163,360 | $5,231 | 0.1% | $31.41 | — | COM | 966837106 |
| BIIB | BIOGEN INC | 20,000 | $4,836 | 0.1% | $322.40 | -18.3% | Call | 09062X103 |
| QCOM | QUALCOMM INC | 90,000 | $4,821 | 0.1% | $51.88 | -22.4% | Call | 747525103 |
| AZN | ASTRAZENECA PLC | 150,000 | $4,529 | 0.1% | $41.13 | — | Call | 046353108 |
| PTC | PTC INC | 111,997 | $4,209 | 0.1% | $34.62 | +3.5% | COM | 69370C100 |
| — | PACWEST BANCORP DEL | 104,025 | $4,138 | 0.1% | $37.15 | — | COM | 695263103 |
| MMS | MAXIMUS INC | 71,025 | $3,933 | 0.1% | $50.75 | +6.3% | COM | 577933104 |
| — | CIMAREX ENERGY CO | 32,457 | $3,873 | 0.1% | $106.97 | — | COM | 171798101 |
| EWBC | EAST WEST BANCORP INC | 112,778 | $3,855 | 0.1% | $26.04 | +10.9% | COM | 27579R104 |
| — | IAC INTERACTIVECORP | 68,457 | $3,854 | 0.1% | $54.69 | — | COM | 44919P508 |
| RMD | RESMED INC | 60,606 | $3,832 | 0.1% | $53.24 | -0.8% | COM | 761152107 |
| — | DUN & BRADSTREET CORP DEL NE | 31,451 | $3,832 | 0.1% | $103.69 | — | COM | 26483E100 |
| EXPD | EXPEDITORS INTL WASH INC | 76,922 | $3,772 | 0.1% | $38.80 | +10.7% | COM | 302130109 |
| LKQ | LKQ CORP | 118,323 | $3,751 | 0.1% | $24.21 | +20.4% | COM | 501889208 |
| RGA | REINSURANCE GROUP AMER INC | 38,609 | $3,745 | 0.1% | $84.51 | +13.5% | COM NEW | 759351604 |
| — | ENDURANCE SPECIALTY HLDGS LT | 55,595 | $3,734 | 0.1% | $65.34 | — | SHS | G30397106 |
| BAH | BOOZ ALLEN HAMILTON HLDG COR | 125,791 | $3,728 | 0.1% | $22.47 | +6.8% | CL A | 099502106 |
| RVTY | PERKINELMER INC | 70,741 | $3,708 | 0.1% | $43.12 | +18.5% | COM | 714046109 |
| RHI | ROBERT HALF INTL INC | 96,954 | $3,700 | 0.1% | $40.87 | 0.0% | COM | 770323103 |
| SMG | SCOTTS MIRACLE GRO CO | 51,682 | $3,613 | 0.1% | $36.17 | +39.8% | CL A | 810186106 |
| BKU | BANKUNITED INC | 117,417 | $3,607 | 0.1% | $22.56 | +10.0% | COM | 06652K103 |
| — | MAXIM INTEGRATED PRODS INC | 100,883 | $3,601 | 0.1% | $36.78 | — | COM | 57772K101 |
| HOG | HARLEY DAVIDSON INC | 78,746 | $3,567 | 0.1% | $47.67 | -3.4% | COM | 412822108 |
| NWSA | NEWS CORP NEW | 312,433 | $3,546 | 0.1% | $11.71 | -8.1% | CL A | 65249B109 |
| — | NEW YORK CMNTY BANCORP INC | 233,478 | $3,500 | 0.0% | $16.16 | — | COM | 649445103 |
| ZION | ZIONS BANCORPORATION | 137,391 | $3,453 | 0.0% | $26.80 | -1.0% | COM | 989701107 |
| WAB | WABTEC CORP | 48,654 | $3,417 | 0.0% | $65.60 | +11.9% | COM | 929740108 |
| FSLR | FIRST SOLAR INC | 70,247 | $3,406 | 0.0% | $63.48 | -16.1% | COM | 336433107 |
| — | CAPITAL ONE FINL CORP | 40,000 | $954 | 0.0% | $28.60 | — | *W EXP 11/14/201 | 14040H139 |
| HAE | HAEMONETICS CORP | 25,030 | $726 | 0.0% | $41.03 | -26.3% | COM | 405024100 |
| SAH | SONIC AUTOMOTIVE INC | 25,950 | $444 | 0.0% | $24.15 | -28.4% | CL A | 83545G102 |
| JPM | JPMORGAN CHASE & CO | 6,341 | $394 | 0.0% | $49.62 | -2.6% | COM | 46625H100 |
| TEO | TELECOM ARGENTINA S A | 20,298 | $372 | 0.0% | $18.33 | — | SPON ADR REP B | 879273209 |
| AGRO | ADECOAGRO S A | 33,400 | $366 | 0.0% | $8.30 | +17.8% | COM | L00849106 |
| ICLR | ICON PLC | 5,015 | $351 | 0.0% | $69.89 | -1.8% | SHS | G4705A100 |
| LIVN | LIVANOVA PLC | 6,705 | $337 | 0.0% | $59.33 | -14.8% | SHS | G5509L101 |