Location: New York, NY
CIK: 0001027796 · Show all filings
Period: Q2 2013 (Next →)
Filing Date: Aug 9, 2013
Total Value: $15.03B (100.0% shares, 0.0% debt)
| Ticker | Issuer | Shares | Value | % | Share Price | Est. Cost/Share | Unrealized @ Report Date | Class | CUSIP |
|---|---|---|---|---|---|---|---|---|---|
| — | HEWLETT-PACKARD CO | 32,922,187 | $816M | 5.4% | $24.80 | $24.80 | — | COM | 428236103 |
| — | STAPLES INC | 34,969,289 | $555M | 3.7% | $15.86 | $15.86 | — | COM | 855030102 |
| OMC | OMNICOM GROUP | 7,662,119 | $482M | 3.2% | $62.87 * | $40.69 | +3.1% | COM | 681919106 |
| AIG | AMERICAN INTERNATIONAL GROUP | 10,562,975 | $472M | 3.1% | $44.70 * | $32.51 | +4.2% | COM | 026874784 |
| — | BAKER HUGHES INC | 9,425,678 | $435M | 2.9% | $46.13 | $46.13 | — | COM | 057224107 |
| ORCL | ORACLE CORP | 14,109,021 | $433M | 2.9% | $30.72 * | $27.58 | -7.4% | COM | 68389X105 |
| MSFT | MICROSOFT CORP | 12,425,297 | $429M | 2.9% | $34.53 * | $26.70 | +5.8% | COM | 594918104 |
| BP | BP PLC - SPONS ADR | 10,087,451 | $421M | 2.8% | $41.74 | $42.56 | -1.9% | COM | 055622104 |
| — | TE CONNECTIVITY LTD. | 8,991,623 | $409M | 2.7% | $45.54 | $45.54 | — | COM | H84989104 |
| C | CITIGROUP INC | 8,422,933 | $404M | 2.7% | $47.97 * | $35.76 | -0.2% | COM | 172967424 |
| — | ROYAL DUTCH SHELL PLC ADR | 6,113,781 | $390M | 2.6% | $63.80 | $63.80 | — | COM | 780259206 |
| — | DELPHI AUTOMOTIVE PLC | 7,261,352 | $368M | 2.4% | $50.69 | $50.69 | — | COM | G27823106 |
| MET | METLIFE INC | 7,450,433 | $341M | 2.3% | $45.76 * | $24.43 | +11.2% | COM | 59156R108 |
| MS | MORGAN STANLEY | 13,271,340 | $324M | 2.2% | $24.43 * | $17.33 | +3.1% | COM | 617446448 |
| BAC | BANK OF AMERICA CORP | 24,906,945 | $320M | 2.1% | $12.86 * | $10.03 | +0.9% | COM | 060505104 |
| NOC | NORTHROP GRUMMAN CORP | 3,863,605 | $320M | 2.1% | $82.80 * | $62.64 | +6.8% | COM | 666807102 |
| — | GOOGLE INC. | 356,851 | $314M | 2.1% | $880.37 | $880.37 | — | COM | 38259P508 |
| JPM | JP MORGAN CHASE & CO | 5,917,734 | $312M | 2.1% | $52.79 * | $36.24 | +3.9% | COM | 46625H100 |
| ETR | ENTERGY CORP | 4,027,053 | $281M | 1.9% | $69.68 * | $20.57 | +1.8% | COM | 29364G103 |
| STT | STATE STREET CORP | 4,266,679 | $278M | 1.9% | $65.21 * | $44.60 | +5.3% | COM | 857477103 |
| BDX | BECTON DICKINSON & CO | 2,773,109 | $274M | 1.8% | $98.83 * | $78.11 | +1.5% | COM | 075887109 |
| GS | GOLDMAN SACHS GROUP INC | 1,803,875 | $273M | 1.8% | $151.25 * | $120.06 | -0.6% | COM | 38141G104 |
| — | L-3 COMMUNICATIONS | 3,125,479 | $268M | 1.8% | $85.74 | $85.74 | — | COM | 502424104 |
| XOM | EXXON MOBIL CORP | 2,916,996 | $264M | 1.8% | $90.35 * | $53.69 | +0.7% | COM | 30231G102 |
| AXS | AXIS CAPITAL HOLDINGS LTD | 5,729,802 | $262M | 1.7% | $45.78 * | $31.36 | +4.6% | COM | G0692U109 |
| PNC | PNC FINANCIAL SERVICES | 3,568,028 | $260M | 1.7% | $72.92 * | $47.34 | +5.4% | COM | 693475105 |
| — | UBS AG | 14,917,171 | $253M | 1.7% | $16.95 | $16.95 | — | COM | H89231338 |
| IVZ | INVESCO LTD | 7,612,102 | $242M | 1.6% | $31.80 * | $18.88 | -0.3% | COM | G491BT108 |
| PH | PARKER HANNIFIN CORPORATION | 2,395,634 | $229M | 1.5% | $95.40 * | $75.97 | +2.0% | COM | 701094104 |
| — | LABORATORY CORPORATION OF AMERICA HOLDINGS | 2,268,529 | $227M | 1.5% | $100.10 | $100.10 | — | COM | 50540R409 |
| MAS | MASCO CORP | 10,350,879 | $202M | 1.3% | $19.49 * | $14.92 | -4.8% | COM | 574599106 |
| — | WILLIS GROUP HOLDINGS LTD | 4,881,373 | $199M | 1.3% | $40.78 | $40.78 | — | COM | G96666105 |
| — | ING US INC | 6,886,227 | $186M | 1.2% | $27.06 | $27.06 | — | COM | 45685E106 |
| — | DELL INC | 13,767,123 | $184M | 1.2% | $13.35 | $13.35 | — | COM | 24702R101 |
| — | INTERPUBLIC GROUP OF COS INC | 10,919,784 | $159M | 1.1% | $14.55 * | $9.16 | +3.6% | COM | 460690100 |
| BEN | FRANKLIN RESOURCES INC. | 1,117,818 | $152M | 1.0% | $136.02 * | $30.23 | -10.8% | COM | 354613101 |
| ABT | ABBOTT LABORATORIES | 4,322,041 | $151M | 1.0% | $34.88 * | $28.85 | -4.9% | COM | 002824100 |
| AVT | AVNET INC | 3,967,050 | $133M | 0.9% | $33.60 * | $25.70 | +0.5% | COM | 053807103 |
| ALL | ALLSTATE CORP | 2,715,340 | $131M | 0.9% | $48.12 * | $37.12 | -0.8% | COM | 020002101 |
| — | AETNA INC | 2,037,266 | $129M | 0.9% | $63.54 | $63.54 | — | COM | 00817Y108 |
| WFC | WELLS FARGO CO | 3,065,076 | $126M | 0.8% | $41.27 * | $27.36 | +6.2% | COM | 949746101 |
| — | PARTNERRE LTD | 1,358,885 | $123M | 0.8% | $90.56 | $90.56 | — | COM | G6852T105 |
| TAP | MOLSON COORS BREWING CO. -B | 1,938,575 | $92.78M | 0.6% | $47.86 * | $37.25 | -5.0% | COM | 60871R209 |
| CMA | COMERICA INC | 1,941,726 | $77.34M | 0.5% | $39.83 * | $24.17 | +7.1% | COM | 200340107 |
| KEY | KEY CORP | 6,874,350 | $75.89M | 0.5% | $11.04 * | $6.48 | +7.7% | COM | 493267108 |
| GM | GENERAL MOTORS CO | 2,266,125 | $75.48M | 0.5% | $33.31 * | $23.62 | +5.2% | COM | 37045V100 |
| CSCO | CISCO SYSTEMS INC | 2,981,950 | $72.49M | 0.5% | $24.31 * | $15.24 | +8.2% | COM | 17275R102 |
| — | APACHE CORP | 825,770 | $69.22M | 0.5% | $83.83 | $83.83 | — | COM | 037411105 |
| AIZ | ASSURANT INC | 1,279,272 | $65.13M | 0.4% | $50.91 * | $37.94 | +5.3% | COM | 04621X108 |
| — | INGRAM MICRO INC CL-A | 3,063,929 | $58.18M | 0.4% | $18.99 | $18.99 | — | COM | 457153104 |
| — | CIGNA CORP | 743,388 | $53.89M | 0.4% | $72.49 | $72.49 | — | COM | 125509109 |
| RF | REGIONS FINL CORP | 5,603,243 | $53.4M | 0.4% | $9.53 * | $5.80 | +9.7% | COM | 7591EP100 |
| — | CON-WAY INC | 1,258,028 | $49.01M | 0.3% | $38.96 | $38.96 | — | COM | 205944101 |
| — | URS CORP | 1,033,565 | $48.8M | 0.3% | $47.22 | $47.22 | — | COM | 903236107 |
| DAN | DANA HOLDING CORP | 2,496,509 | $48.08M | 0.3% | $19.26 * | $14.00 | +9.0% | COM | 235825205 |
| OC | OWENS CORNING | 1,217,935 | $47.6M | 0.3% | $39.08 | $41.69 | -6.3% | COM | 690742101 |
| — | ANIXTER INTERNATIONAL INC | 617,891 | $46.84M | 0.3% | $75.81 | $75.81 | — | COM | 035290105 |
| — | HOSPITALITY PROPERTIES TRUST | 1,747,731 | $45.93M | 0.3% | $26.28 | $26.28 | — | COM | 44106M102 |
| BRC | BRADY CORP CL A | 1,447,090 | $44.47M | 0.3% | $30.73 * | $24.80 | -5.5% | COM | 104674106 |
| GD | GENERAL DYNAMICS CORP | 567,200 | $44.43M | 0.3% | $78.33 * | $56.44 | +5.3% | COM | 369550108 |
| — | WELLCARE HEALTH PLANS INC | 785,100 | $43.61M | 0.3% | $55.55 | $55.55 | — | COM | 94946T106 |
| FITB | FIFTH THIRD BANCORP | 2,361,350 | $42.62M | 0.3% | $18.05 * | $11.47 | +4.3% | COM | 316773100 |
| KSS | KOHLS CORP | 814,225 | $41.13M | 0.3% | $50.51 | $49.51 | +2.0% | COM | 500255104 |
| — | VALASSIS COMMUNICATIONS INC | 1,671,086 | $41.09M | 0.3% | $24.59 | $24.59 | — | COM | 918866104 |
| — | HOSPIRA INC | 1,059,750 | $40.6M | 0.3% | $38.31 | $38.31 | — | COM | 441060100 |
| DGX | QUEST DIAGNOSTICS | 665,375 | $40.34M | 0.3% | $60.63 * | $46.22 | +2.3% | COM | 74834L100 |
| — | ARGO GROUP INTERNATIONAL | 932,998 | $39.55M | 0.3% | $42.39 | $42.39 | — | COM | G0464B107 |
| DIOD | DIODES INC. | 1,506,495 | $39.12M | 0.3% | $25.97 | $22.21 | +16.9% | COM | 254543101 |
| — | FOREST LABORATORIES INC | 925,100 | $37.93M | 0.3% | $41.00 | $41.00 | — | COM | 345838106 |
| CW | CURTISS-WRIGHT CORP | 1,015,649 | $37.64M | 0.3% | $37.06 * | $32.35 | +7.1% | COM | 231561101 |
| — | ACTUANT CORP- A | 1,140,989 | $37.62M | 0.3% | $32.97 | $32.97 | — | COM | 00508X203 |
| — | JONES GROUP INC | 2,530,682 | $34.8M | 0.2% | $13.75 | $13.75 | — | COM | 48020T101 |
| PRI | PRIMERICA INC | 927,301 | $34.72M | 0.2% | $37.44 | $34.51 | +8.5% | COM | 74164M108 |
| — | BBCN BANCORP INC | 2,397,838 | $34.1M | 0.2% | $14.22 | $14.22 | — | COM | 073295107 |
| — | HARTE-HANKS INC. | 3,936,002 | $33.85M | 0.2% | $8.60 | $8.60 | — | COM | 416196103 |
| — | BANCORPSOUTH INC | 1,820,955 | $32.23M | 0.2% | $17.70 | $17.70 | — | COM | 059692103 |
| UPBD | RENT A CENTER INC | 854,754 | $32.1M | 0.2% | $37.55 | $36.22 | +3.7% | COM | 76009N100 |
| — | ASPEN INSURANCE HOLDINGS LTD | 846,833 | $31.41M | 0.2% | $37.09 | $37.09 | — | COM | G05384105 |
| — | TCF FINANCIAL CORP | 2,197,265 | $31.16M | 0.2% | $14.18 | $14.18 | — | COM | 872275102 |
| — | VCA ANTECH INC | 1,190,040 | $31.05M | 0.2% | $26.09 | $26.09 | — | COM | 918194101 |
| — | AMERICAN EQUITY INVT LIFE | 1,960,247 | $30.78M | 0.2% | $15.70 | $15.70 | — | COM | 025676206 |
| — | AEROPOSTALE INC. | 2,182,958 | $30.13M | 0.2% | $13.80 | $13.80 | — | COM | 007865108 |
| — | TORCHMARK CORP | 461,074 | $30.03M | 0.2% | $65.14 | $65.14 | — | COM | 891027104 |
| WBS | WEBSTER FINANCIAL CORP. | 1,156,614 | $29.7M | 0.2% | $25.68 | $23.57 | +8.9% | COM | 947890109 |
| — | ENGILITY HOLDINGS INC | 982,260 | $27.92M | 0.2% | $28.42 | $28.42 | — | COM | 29285W104 |
| NSIT | INSIGHT ENTERPRISES INC | 1,570,248 | $27.86M | 0.2% | $17.74 | $18.64 | -4.8% | COM | 45765U103 |
| — | NATIONAL PENN BANCSHARES INC | 2,704,323 | $27.48M | 0.2% | $10.16 | $10.16 | — | COM | 637138108 |
| HIG | THE HARTFORD FINANCIAL SERVICES GROUP INC | 856,142 | $26.47M | 0.2% | $30.92 * | $22.20 | +7.4% | COM | 416515104 |
| TMUS | T MOBILE US INC | 1,033,250 | $25.64M | 0.2% | $24.81 * | $19.37 | +23.8% | COM | 872590104 |
| — | PHH CORP | 1,220,813 | $24.88M | 0.2% | $20.38 | $20.38 | — | COM | 693320202 |
| TPC | TUTOR PERINI CORP | 1,368,450 | $24.75M | 0.2% | $18.09 | $17.65 | +2.5% | COM | 901109108 |
| MATW | MATTHEWS INTL CORP - CL A | 645,666 | $24.34M | 0.2% | $37.70 * | $27.75 | +2.6% | COM | 577128101 |
| GFF | GRIFFON CORPORATION | 2,147,087 | $24.16M | 0.2% | $11.25 * | $7.76 | +2.6% | COM | 398433102 |
| MLKN | HERMAN MILLER INC | 870,797 | $23.57M | 0.2% | $27.07 * | $19.62 | +2.9% | COM | 600544100 |
| MWA | MUELLER WATER PRODUCTS INC | 3,288,446 | $22.72M | 0.2% | $6.91 * | $5.51 | +4.4% | COM | 624758108 |
| DRH | DIAMONDROCK HOSPITALITY CO. | 2,334,442 | $21.76M | 0.1% | $9.32 | $9.32 | — | COM | 252784301 |
| — | SKECHERS USA INC.- CL A | 868,209 | $20.85M | 0.1% | $24.01 | $24.01 | — | COM | 830566105 |
| NVRI | HARSCO CORP | 896,674 | $20.79M | 0.1% | $23.19 | $22.78 | +1.8% | COM | 415864107 |
| — | SYNOVUS FINANCIAL CORP | 7,045,491 | $20.57M | 0.1% | $2.92 | $2.92 | — | COM | 87161C105 |
| — | LEGG MASON INC | 662,510 | $20.54M | 0.1% | $31.01 | $31.01 | — | COM | 524901105 |
| — | UNITED STATIONERS INC | 588,238 | $19.73M | 0.1% | $33.55 | $33.55 | — | COM | 913004107 |
| — | APOLLO GROUP INC - CL A | 1,082,185 | $19.18M | 0.1% | $17.72 | $17.72 | — | COM | 037604105 |
| — | PROTECTIVE LIFE CORP | 483,264 | $18.56M | 0.1% | $38.41 | $38.41 | — | COM | 743674103 |
| — | MONSTER WORLDWIDE INC | 3,760,288 | $18.46M | 0.1% | $4.91 | $4.91 | — | COM | 611742107 |
| WSFS | WSFS FINANCIAL CORP | 350,311 | $18.35M | 0.1% | $52.39 * | $16.60 | +5.2% | COM | 929328102 |
| — | JAKKS PACIFIC INC | 1,371,624 | $15.43M | 0.1% | $11.25 | $11.25 | — | COM | 47012E106 |
| HII | HUNTINGTON INGALLS INDUSTRIES | 227,160 | $12.83M | 0.1% | $56.48 * | $43.35 | +4.8% | COM | 446413106 |
| — | CIRCOR INTERNATIONAL INC | 226,862 | $11.54M | 0.1% | $50.86 | $50.86 | — | COM | 17273K109 |
| RNR | RENAISSANCE RE HLDGS LTD | 122,011 | $10.59M | 0.1% | $86.79 | $88.61 | -2.1% | COM | G7496G103 |
| — | ARC DOCUMENT SOLUTIONS INC | 2,602,865 | $10.41M | 0.1% | $4.00 | $4.00 | — | COM | 00191G103 |
| ACM | AECOM TECHNOLOGY CORP | 247,525 | $7.869M | 0.1% | $31.79 * | $29.07 | +5.2% | COM | 00766T100 |
| — | VALIDUS HOLDINGS LTD | 154,037 | $5.564M | 0.0% | $36.12 | $36.12 | — | COM | G9319H102 |
| FBIN | FORTUNE BRANDS HOME & SECURITY INC | 66,875 | $2.591M | 0.0% | $38.74 * | $27.93 | -0.2% | COM | 34964C106 |
| BPOP | POPULAR INC. | 83,778 | $2.541M | 0.0% | $30.33 * | $21.82 | +4.9% | COM | 733174700 |
| — | STEEL EXCEL INC | 85,439 | $2.478M | 0.0% | $29.00 | $29.00 | — | COM | 858122104 |
| — | DEVRY INC. | 71,375 | $2.214M | 0.0% | $31.02 | $31.02 | — | COM | 251893103 |
| — | FIRST MIDWEST BANCORP INC | 128,500 | $1.763M | 0.0% | $13.72 | $13.72 | — | COM | 320867104 |
| JNJ | JOHNSON & JOHNSON | 10,401 | $893K | 0.0% | $85.86 * | $59.66 | +1.6% | COM | 478160104 |
| PG | PROCTER & GAMBLE COMPANY | 10,561 | $813K | 0.0% | $76.98 * | $55.00 | -1.7% | COM | 742718109 |
| E | ENI SPA -SPONSORED ADR | 17,000 | $698K | 0.0% | $41.06 | $45.85 | -10.5% | COM | 26874R108 |
| WMT | WAL-MART STORES | 8,193 | $610K | 0.0% | $74.45 * | $19.98 | -2.9% | COM | 931142103 |
| — | ADVANCED SEMICONDUCTOR E-ADR | 87,200 | $354K | 0.0% | $4.06 | $4.06 | — | COM | 00756M404 |