Location: New York, NY
CIK: 0001027796 · Show all filings
Period: Q1 2019 (← Previous) (Next →)
Filing Date: May 3, 2019
Total Value: $18.38B (100.0% shares, 0.0% debt)
| Ticker | Issuer | Shares | Value | % | Est. Cost | Unrealized | Class | CUSIP |
|---|---|---|---|---|---|---|---|---|
| — | GENERAL ELECTRIC CO | 60,448,711 | $604M | 3.3% | $10.14 | — | COM | 369604103 |
| — | MYLAN NV | 21,027,676 | $596M | 3.2% | $35.50 | — | COM | N59465109 |
| CTSH | COGNIZANT TECH SOLUTIONS - A | 7,636,219 | $553M | 3.0% | $52.48 | +20.4% | COM | 192446102 |
| AIG | AMERICAN INTERNATIONAL GROUP | 12,303,898 | $530M | 2.9% | $36.88 | -3.1% | COM | 026874784 |
| HPE | HEWLETT PACKARD ENTERPRISE COMPANY | 33,707,809 | $520M | 2.8% | $9.11 | +35.7% | COM | 42824C109 |
| C | CITIGROUP INC | 7,849,790 | $488M | 2.7% | $36.50 | +33.6% | COM | 172967424 |
| EIX | EDISON INTERNATIONAL | 7,515,474 | $465M | 2.5% | $44.07 | +0.1% | COM | 281020107 |
| ORCL | ORACLE CORP | 8,609,269 | $462M | 2.5% | $30.12 | +53.0% | COM | 68389X105 |
| COF | CAPITAL ONE FINL CORP | 5,653,425 | $462M | 2.5% | $66.37 | +8.8% | COM | 14040H105 |
| — | NATIONAL OILWELL VARCO INC | 16,608,676 | $442M | 2.4% | $35.61 | — | COM | 637071101 |
| MCK | MCKESSON CORPORATION | 3,683,196 | $431M | 2.3% | $133.37 | -12.1% | COM | 58155Q103 |
| OMC | OMNICOM GROUP | 5,614,271 | $410M | 2.2% | $48.42 | +20.8% | COM | 681919106 |
| BAC | BANK OF AMERICA CORP | 14,842,164 | $409M | 2.2% | $10.54 | +126.7% | COM | 060505104 |
| VOYA | VOYA FINANCIAL INC. | 8,121,485 | $406M | 2.2% | $29.02 | +47.0% | COM | 929089100 |
| NWL | NEWELL BRANDS INC. | 24,817,839 | $381M | 2.1% | $16.66 | -20.5% | COM | 651229106 |
| MS | MORGAN STANLEY | 8,986,084 | $379M | 2.1% | $20.20 | +68.4% | COM | 617446448 |
| HAL | HALLIBURTON CO | 12,427,763 | $364M | 2.0% | $29.47 | -11.0% | COM | 406216101 |
| WFC | WELLS FARGO CO | 7,522,689 | $363M | 2.0% | $41.50 | -1.8% | COM | 949746101 |
| LEA | LEAR CORP | 2,610,736 | $354M | 1.9% | $115.32 | +10.3% | COM | 521865204 |
| — | INTERPUBLIC GROUP OF COS INC | 16,473,776 | $346M | 1.9% | $12.27 | +37.5% | COM | 460690100 |
| F | FORD MOTOR COMPANY | 39,023,700 | $343M | 1.9% | $7.64 | -20.4% | COM | 345370860 |
| SWK | STANLEY BLACK & DECKER INC | 2,423,147 | $330M | 1.8% | $99.31 | +7.4% | COM | 854502101 |
| AVT | AVNET INC | 7,522,682 | $326M | 1.8% | $30.79 | +15.2% | COM | 053807103 |
| — | AXA EQUITABLE HOLDINGS INC | 15,899,582 | $320M | 1.7% | $20.64 | — | COM | 054561105 |
| MET | METLIFE INC | 7,436,058 | $317M | 1.7% | $28.78 | +21.7% | COM | 59156R108 |
| AXS | AXIS CAPITAL HOLDINGS LTD | 5,523,338 | $303M | 1.6% | $35.46 | +28.6% | COM | G0692U109 |
| JPM | JP MORGAN CHASE & CO | 2,898,845 | $293M | 1.6% | $36.69 | +132.6% | COM | 46625H100 |
| BEN | FRANKLIN RESOURCES INC. | 8,641,808 | $286M | 1.6% | $27.39 | -17.1% | COM | 354613101 |
| NWSA | NEWS CORP - CLASS A | 22,033,613 | $274M | 1.5% | $14.82 | -21.1% | COM | 65249B109 |
| XOM | EXXON MOBIL CORP | 2,952,786 | $239M | 1.3% | $54.28 | +2.1% | COM | 30231G102 |
| PVH | PVH CORP | 1,945,755 | $237M | 1.3% | $108.39 | 0.0% | COM | 693656100 |
| — | ROYAL DUTCH SHELL PLC ADR | 3,622,973 | $227M | 1.2% | $59.41 | — | COM | 780259206 |
| GS | GOLDMAN SACHS GROUP INC | 1,130,041 | $217M | 1.2% | $123.47 | +33.0% | COM | 38141G104 |
| KKR | KKR & CO INC | 8,712,832 | $205M | 1.1% | $24.47 | -13.9% | COM | 48251W104 |
| CVE | CENOVUS ENERGY INC. | 20,900,424 | $181M | 1.0% | $9.95 | -27.0% | COM | 15135U109 |
| AMGN | AMGEN INC | 950,019 | $180M | 1.0% | $143.78 | +7.6% | COM | 031162100 |
| MHK | MOHAWK INDUSTRIES INC | 1,364,708 | $172M | 0.9% | $130.19 | 0.0% | COM | 608190104 |
| WMT | WALMART INC | 1,656,483 | $162M | 0.9% | $20.92 | +39.8% | COM | 931142103 |
| MRK | MERCK & CO INC | 1,911,056 | $159M | 0.9% | $42.23 | +42.8% | COM | 58933Y105 |
| BKR | BAKER HUGHES A GE CO | 5,540,588 | $154M | 0.8% | $21.36 | -2.7% | COM | 05722G100 |
| CAH | CARDINAL HEALTH INC | 3,023,563 | $146M | 0.8% | $54.09 | -24.1% | COM | 14149Y108 |
| JELD | JELD-WEN HOLDING INC | 7,680,921 | $136M | 0.7% | $29.54 | -39.1% | COM | 47580P103 |
| PFE | PFIZER INC | 3,193,206 | $136M | 0.7% | $20.40 | +43.3% | COM | 717081103 |
| R | RYDER SYSTEM INC. | 2,171,807 | $135M | 0.7% | $73.97 | -20.9% | COM | 783549108 |
| GIL | GILDAN ACTIVEWEAR INC | 3,718,142 | $134M | 0.7% | $28.89 | +5.6% | COM | 375916103 |
| BIDU | BAIDU INC - SPON ADR | 717,245 | $118M | 0.6% | $170.26 | — | COM | 056752108 |
| WTW | WILLIS TOWERS WATSON PLC | 667,887 | $117M | 0.6% | $106.16 | +42.3% | COM | G96629103 |
| FTI | TECHNIPFMC PLC | 4,977,275 | $117M | 0.6% | $18.11 | -12.3% | COM | G87110105 |
| KEY | KEY CORP | 6,982,487 | $110M | 0.6% | $7.37 | +62.5% | COM | 493267108 |
| — | AVANGRID INC | 2,123,879 | $107M | 0.6% | $44.19 | — | COM | 05351W103 |
| — | ANIXTER INTERNATIONAL INC | 1,871,017 | $105M | 0.6% | $63.49 | — | COM | 035290105 |
| — | ACTUANT CORP- A | 4,305,588 | $105M | 0.6% | $26.69 | — | COM | 00508X203 |
| FITB | FIFTH THIRD BANCORP | 4,129,273 | $104M | 0.6% | $15.09 | +34.4% | COM | 316773100 |
| TEX | TEREX CORP | 3,222,716 | $104M | 0.6% | $30.81 | +2.9% | COM | 880779103 |
| CAR | AVIS BUDGET GROUP INC | 2,866,895 | $99.94M | 0.5% | $33.69 | -15.5% | COM | 053774105 |
| DOV | DOVER CORP | 1,059,685 | $99.4M | 0.5% | $44.65 | +75.1% | COM | 260003108 |
| UBS | UBS GROUP AG | 7,988,546 | $96.74M | 0.5% | $17.11 | -26.0% | COM | H42097107 |
| FLEX | FLEX LTD | 9,453,985 | $94.54M | 0.5% | $7.96 | -10.1% | COM | Y2573F102 |
| KBR | KBR INC | 4,913,275 | $93.79M | 0.5% | $15.69 | +5.9% | COM | 48242W106 |
| ACM | AECOM | 2,678,166 | $79.46M | 0.4% | $29.28 | -1.8% | COM | 00766T100 |
| CI | CIGNA CORP | 462,050 | $74.31M | 0.4% | $190.77 | -12.5% | COM | 125523100 |
| — | JUNIPER NETWORKS INC | 2,607,739 | $69.03M | 0.4% | $26.91 | — | COM | 48203R104 |
| RF | REGIONS FINL CORP | 4,802,529 | $67.96M | 0.4% | $6.52 | +76.9% | COM | 7591EP100 |
| WAB | WABTEC CORP | 919,252 | $67.77M | 0.4% | $69.17 | 0.0% | COM | 929740108 |
| MD | MEDNAX INC | 2,288,341 | $62.17M | 0.3% | $49.60 | -32.4% | COM | 58502B106 |
| CSL | CARLISLE COS INC | 482,521 | $59.17M | 0.3% | $99.08 | +7.1% | COM | 142339100 |
| WBS | WEBSTER FINANCIAL CORP. | 1,129,220 | $57.22M | 0.3% | $29.02 | +86.8% | COM | 947890109 |
| — | KELLOGG COMPANY | 993,660 | $57.02M | 0.3% | $41.57 | -0.3% | COM | 487836108 |
| PH | PARKER HANNIFIN CORPORATION | 328,373 | $56.35M | 0.3% | $84.86 | +76.5% | COM | 701094104 |
| T | AT&T INC | 1,725,759 | $54.12M | 0.3% | $13.23 | +7.0% | COM | 00206R102 |
| TRS | TRIMAS CORP | 1,786,935 | $54.02M | 0.3% | $20.81 | +42.6% | COM | 896215209 |
| IVZ | INVESCO LTD | 2,645,891 | $51.09M | 0.3% | $18.80 | -28.4% | COM | G491BT108 |
| — | MASONITE INTERNATIONAL CORP | 990,426 | $49.41M | 0.3% | $61.69 | — | COM | 575385109 |
| MUR | MURPHY OIL CORP | 1,566,073 | $45.89M | 0.2% | $24.07 | -8.4% | COM | 626717102 |
| G | GENPACT LTD | 1,295,181 | $45.56M | 0.2% | $22.01 | +32.2% | COM | G3922B107 |
| ASB | ASSOCIATED BANC CORP | 2,108,842 | $45.02M | 0.2% | $12.28 | +36.6% | COM | 045487105 |
| ROCK | GIBRALTAR INDUSTRIES INC | 1,064,148 | $43.22M | 0.2% | $32.92 | +15.9% | COM | 374689107 |
| — | REV GROUP INC | 3,931,134 | $43.05M | 0.2% | $9.66 | — | COM | 749527107 |
| SNA | SNAP-ON INC | 267,616 | $41.89M | 0.2% | $134.24 | -1.2% | COM | 833034101 |
| JBL | JABIL CIRCUIT INC | 1,505,818 | $40.04M | 0.2% | $21.21 | +21.3% | COM | 466313103 |
| CNO | CNO FINANCIAL GROUP INC | 2,404,373 | $38.9M | 0.2% | $14.44 | 0.0% | COM | 12621E103 |
| SCSC | SCANSOURCE INC | 1,085,145 | $38.87M | 0.2% | $37.47 | -0.2% | COM | 806037107 |
| CVS | CVS HEALTH CORPORATION | 718,884 | $38.77M | 0.2% | $70.45 | -29.8% | COM | 126650100 |
| — | C&J ENERGY SERVICES INC | 2,492,932 | $38.69M | 0.2% | $14.57 | — | COM | 12674R100 |
| HOPE | HOPE BANCORP INC | 2,883,025 | $37.71M | 0.2% | $16.69 | -16.4% | COM | 43940T109 |
| MSFT | MICROSOFT CORP | 318,873 | $37.61M | 0.2% | $29.16 | +250.8% | COM | 594918104 |
| ETR | ENTERGY CORP | 379,428 | $36.28M | 0.2% | $20.83 | +69.1% | COM | 29364G103 |
| VREX | VAREX IMAGING CORP | 1,059,706 | $35.9M | 0.2% | $25.40 | +19.0% | COM | 92214X106 |
| — | L3 TECHNOLOGIES, INC. | 170,782 | $35.24M | 0.2% | $165.74 | — | COM | 502413107 |
| — | REALOGY HOLDINGS CORP | 3,052,470 | $34.8M | 0.2% | $23.16 | — | COM | 75605Y106 |
| IBN | ICICI BANK LTD - SPON ADR | 2,943,591 | $33.73M | 0.2% | $8.25 | — | COM | 45104G104 |
| — | CELESTICA INC. | 3,970,756 | $33.55M | 0.2% | $10.60 | — | COM | 15101Q108 |
| SPB | SPECTRUM BRANDS HOLDINGS INC | 609,735 | $33.4M | 0.2% | $53.45 | 0.0% | COM | 84790A105 |
| — | ARGO GROUP INTERNATIONAL | 469,895 | $33.2M | 0.2% | $47.28 | — | COM | G0464B107 |
| — | AMERICAN EQUITY INVT LIFE | 1,180,245 | $31.89M | 0.2% | $14.81 | — | COM | 025676206 |
| — | SYNOVUS FINANCIAL CORP | 910,926 | $31.3M | 0.2% | $27.87 | — | COM | 87161C501 |
| CSCO | CISCO SYSTEMS INC | 579,112 | $31.27M | 0.2% | $18.00 | +119.5% | COM | 17275R102 |
| — | FIRST MIDWEST BANCORP INC | 1,497,276 | $30.63M | 0.2% | $17.33 | — | COM | 320867104 |
| — | TRIPLE-S MANAGEMENT CORP-B | 1,335,896 | $30.48M | 0.2% | $23.06 | — | COM | 896749108 |
| UVV | UNIVERSAL CORP | 473,265 | $27.27M | 0.1% | $55.81 | +2.9% | COM | 913456109 |
| — | TCF FINANCIAL CORP | 1,294,537 | $26.78M | 0.1% | $14.56 | — | COM | 872275102 |
| WSFS | WSFS FINANCIAL CORP | 658,829 | $25.43M | 0.1% | $38.87 | +7.0% | COM | 929328102 |
| TSM | TAIWAN SEMICONDUCTOR - SP ADR | 597,355 | $24.47M | 0.1% | $26.96 | — | COM | 874039100 |
| ALL | ALLSTATE CORP | 252,290 | $23.76M | 0.1% | $50.60 | +52.0% | COM | 020002101 |
| ARW | ARROW ELECTRONICS INC | 304,547 | $23.47M | 0.1% | $56.63 | +35.5% | COM | 042735100 |
| — | TORCHMARK CORP | 279,538 | $22.91M | 0.1% | $56.51 | — | COM | 891027104 |
| THG | HANOVER INSURANCE GROUP | 198,464 | $22.66M | 0.1% | $74.10 | +29.6% | COM | 410867105 |
| NSIT | INSIGHT ENTERPRISES INC | 410,909 | $22.63M | 0.1% | $22.97 | +119.5% | COM | 45765U103 |
| HIG | THE HARTFORD FINANCIAL SERVICES GROUP INC | 424,371 | $21.1M | 0.1% | $29.45 | +38.4% | COM | 416515104 |
| EG | EVEREST RE GROUP LTD | 91,025 | $19.66M | 0.1% | $128.98 | +45.8% | COM | G3223R108 |
| — | LEGG MASON INC | 639,775 | $17.51M | 0.1% | $35.28 | — | COM | 524901105 |
| — | HOSPITALITY PROPERTIES TRUST | 596,722 | $15.7M | 0.1% | $26.87 | — | COM | 44106M102 |
| — | TELEFONICA BRASIL - ADR | 1,241,712 | $14.99M | 0.1% | $12.88 | — | COM | 87936R106 |
| — | FOOT LOCKER INC | 233,279 | $14.14M | 0.1% | $52.65 | — | COM | 344849104 |
| DRH | DIAMONDROCK HOSPITALITY CO. | 1,277,729 | $13.84M | 0.1% | $10.17 | — | COM | 252784301 |
| MPAA | MOTORCAR PARTS OF AMERICA INC | 653,637 | $12.33M | 0.1% | $19.38 | +2.8% | COM | 620071100 |
| — | STEELCASE INC - CL A | 838,435 | $12.2M | 0.1% | $13.82 | — | COM | 858155203 |
| — | WESCO AIRCRAFT HOLDINGS INC | 1,378,243 | $12.12M | 0.1% | $13.21 | — | COM | 950814103 |
| — | SUPER MICRO COMPUTER INC | 550,239 | $11.63M | 0.1% | $21.13 | — | COM | 86800U104 |
| — | ROWAN COMPANIES PLC - A | 996,725 | $10.76M | 0.1% | $25.24 | — | COM | G7665A101 |
| — | NAVIGANT CONSULTING INC | 544,412 | $10.6M | 0.1% | $22.14 | — | COM | 63935N107 |
| CMA | COMERICA INC | 121,055 | $8.876M | 0.0% | $26.39 | +117.8% | COM | 200340107 |
| PKX | POSCO - ADR | 146,728 | $8.101M | 0.0% | $61.92 | — | COM | 693483109 |
| — | APOLLO GLOBAL MANAGEMENT-A | 251,642 | $7.109M | 0.0% | $18.49 | — | COM | 037612306 |
| SHG | SHINHAN FINANCIAL GROUP - ADR | 148,485 | $5.516M | 0.0% | $40.58 | — | COM | 824596100 |
| LUKOY | LUKOIL PJSC - SPON ADR | 50,911 | $4.552M | 0.0% | $73.13 | — | COM | 69343P105 |
| LNVGY | LENOVO GROUP LTD ADR | 235,995 | $4.244M | 0.0% | $14.55 | — | COM | 526250105 |
| — | ARC DOCUMENT SOLUTIONS INC | 1,870,417 | $4.171M | 0.0% | $4.43 | — | COM | 00191G103 |
| — | CHINA MOBILE LTD-SPON ADR | 72,284 | $3.686M | 0.0% | $49.26 | — | COM | 16941M109 |
| SSL | SASOL LTD-SPONS ADR | 118,526 | $3.667M | 0.0% | $35.33 | — | COM | 803866300 |
| PCFBY | PACIFIC BASIN SHIP-UNSP ADR | 851,215 | $3.665M | 0.0% | $4.60 | — | COM | 69402P103 |
| SSNHZ | SAMSUNG ELECTR-GDR | 3,474 | $3.416M | 0.0% | $1042.94 | — | COM | 796050888 |
| WLMIY | WILMAR INTERNATIONAL - UNS ADR | 138,338 | $3.389M | 0.0% | $23.53 | — | COM | 971433107 |
| — | HYUNDAI MOTOR-GDR | 64,300 | $3.385M | 0.0% | $58.37 | — | COM | 449187707 |
| HNHAY | HON HAI PRECISION INDUSTRY 144A ADR | 607,573 | $2.898M | 0.0% | $4.61 | — | COM | 438090888 |
| — | SIAM COMMERCIAL BANK - UNSP ADR | 169,185 | $2.754M | 0.0% | $17.21 | — | COM | 825715105 |
| CRPJY | CHINA RESOURCES-UNSPON ADR | 120,778 | $2.657M | 0.0% | $26.57 | — | COM | 16943S104 |
| — | CEZ AS - ADR | 211,609 | $2.486M | 0.0% | $12.79 | — | COM | 157214305 |
| DNFGY | DONGFENG MOTOR GRP-H-UNS ADR | 46,264 | $2.27M | 0.0% | $50.63 | — | COM | 257738203 |
| SBKFF | STATE BANK OF INDIA GDR REG S | 48,598 | $2.25M | 0.0% | $36.43 | — | COM | 856552203 |
| — | CHINA AGRI-INDUSTRIES-UN ADR | 327,200 | $2.242M | 0.0% | $7.72 | — | COM | 168924108 |
| GBXXY | GRAND BAOXIN AUTO - UNSP ADR | 489,200 | $1.689M | 0.0% | $2.95 | — | COM | 38523M109 |
| RNRTY | REUNERT LTD-UNSPONSORED ADR | 159,600 | $1.572M | 0.0% | $10.74 | — | COM | 76131U105 |
| KB | KB FINANCIAL GROUP INC - ADR | 39,441 | $1.462M | 0.0% | $48.14 | — | COM | 48241A105 |
| CICHY | CHINA CONSTRUCTION UNSPON ADR | 69,588 | $1.191M | 0.0% | $17.39 | — | COM | 168919108 |
| CDGXY | CHINA DONGXIANG GRP-UNSP ADR | 159,562 | $1.159M | 0.0% | $7.95 | — | COM | 16947S100 |
| CSUAY | CHINA SHENHUA UNSPON ADR | 126,700 | $1.156M | 0.0% | $9.12 | — | COM | 16942A302 |
| OHI | OMEGA HEALTHCARE INVESTORS | 23,235 | $886K | 0.0% | $32.86 | — | COM | 681936100 |
| LAMR | LAMAR ADVERTISING CO -A | 11,008 | $872K | 0.0% | $59.12 | — | COM | 512816109 |
| VZ | VERIZON COMMUNICATIONS INC | 14,666 | $867K | 0.0% | $38.69 | +0.7% | COM | 92343V104 |
| ELV | ANTHEM INC | 2,830 | $812K | 0.0% | $263.72 | 0.0% | COM | 036752103 |
| META | FACEBOOK INC - A | 4,470 | $745K | 0.0% | $150.31 | +5.1% | COM | 30303M102 |
| DOX | AMDOCS LTD | 13,695 | $741K | 0.0% | $51.45 | -5.4% | COM | G02602103 |
| BKNG | BOOKING HOLDINGS INC | 394 | $687K | 0.0% | $1908.77 | -8.0% | COM | 09857L108 |
| BIIB | BIOGEN INC | 2,451 | $579K | 0.0% | $316.36 | -0.5% | COM | 09062X103 |
| CHRW | CH ROBINSON WORLDWIDE INC | 6,638 | $577K | 0.0% | $75.15 | -0.9% | COM | 12541W209 |
| LGEIY | LG ELECTRONICS INC-GDR 144A | 16,600 | $549K | 0.0% | $31.99 | — | COM | 50186Q103 |
| ZD | J2 GLOBAL INC | 6,023 | $522K | 0.0% | $69.03 | 0.0% | COM | 48123V102 |
| CRI | CARTERS INC | 5,105 | $515K | 0.0% | $87.26 | -17.5% | COM | 146229109 |
| JLL | JONES LANG LASALLE INC | 3,100 | $478K | 0.0% | $164.95 | -9.4% | COM | 48020Q107 |
| LDOS | LEIDOS HOLDINGS INC. | 6,502 | $417K | 0.0% | $55.86 | -1.8% | COM | 525327102 |
| QRVO | QORVO INC | 5,100 | $366K | 0.0% | $76.73 | -13.7% | COM | 74736K101 |
| EXEL | EXELIXIS INC | 15,220 | $362K | 0.0% | $22.80 | 0.0% | COM | 30161Q104 |
| CBRE | CBRE GROUP INC A | 6,726 | $333K | 0.0% | $47.52 | -1.2% | COM | 12504L109 |
| AAPL | APPLE INC | 1,580 | $300K | 0.0% | $40.43 | 0.0% | COM | 037833100 |
| PK | PARK HOTELS & RESORTS INC | 9,504 | $295K | 0.0% | $32.63 | — | COM | 700517105 |
| RNR | RENAISSANCE RE HLDGS LTD | 2,056 | $295K | 0.0% | $139.93 | 0.0% | COM | G7496G103 |
| HRB | H&R BLOCK INC | 9,535 | $228K | 0.0% | $19.97 | -6.0% | COM | 093671105 |
| COR | AMERISOURCEBERGEN CORP | 2,749 | $219K | 0.0% | $67.21 | -6.3% | COM | 03073E105 |
| UAL | UNITED CONTINENTAL HOLDINGS | 2,587 | $206K | 0.0% | $87.73 | -3.8% | COM | 910047109 |
| — | ANNALY CAPITAL MANAGMENT INC | 11,354 | $113K | 0.0% | $10.22 | — | COM | 035710409 |