Location: New York, NY
CIK: 0001027796 · Show all filings
Period: Q3 2013 (← Previous) (Next →)
Filing Date: Nov 8, 2013
Total Value: $15.48B (100.0% shares, 0.0% debt)
| Ticker | Issuer | Shares | Value | % | Share Price | Est. Cost/Share | Unrealized @ Report Date | Class | CUSIP |
|---|---|---|---|---|---|---|---|---|---|
| — | HEWLETT-PACKARD CO | 30,983,162 | $650M | 4.2% | $20.98 | $24.80 | — | COM | 428236103 |
| ORCL | ORACLE CORP | 17,238,143 | $572M | 3.7% | $33.17 * | $27.49 | +0.7% | COM | 68389X105 |
| — | BAKER HUGHES INC | 10,606,614 | $521M | 3.4% | $49.10 | $46.46 | — | COM | 057224107 |
| AIG | AMERICAN INTERNATIONAL GROUP | 10,491,924 | $510M | 3.3% | $48.63 * | $32.51 | +13.6% | COM | 026874784 |
| MSFT | MICROSOFT CORP | 14,552,334 | $485M | 3.1% | $33.31 * | $26.75 | +2.5% | COM | 594918104 |
| — | STAPLES INC | 32,431,464 | $475M | 3.1% | $14.65 | $15.86 | — | COM | 855030102 |
| OMC | OMNICOM GROUP | 7,355,064 | $467M | 3.0% | $63.44 * | $40.69 | +4.7% | COM | 681919106 |
| BP | BP PLC - SPONS ADR | 11,078,125 | $466M | 3.0% | $42.03 | $42.50 | -1.1% | COM | 055622104 |
| — | ROYAL DUTCH SHELL PLC ADR | 6,965,119 | $457M | 3.0% | $65.68 | $64.03 | — | COM | 780259206 |
| C | CITIGROUP INC | 8,073,711 | $392M | 2.5% | $48.51 * | $35.76 | +0.9% | COM | 172967424 |
| BAC | BANK OF AMERICA CORP | 25,204,706 | $348M | 2.2% | $13.80 * | $10.04 | +8.2% | COM | 060505104 |
| MS | MORGAN STANLEY | 12,730,045 | $343M | 2.2% | $26.95 * | $17.33 | +13.9% | COM | 617446448 |
| PH | PARKER HANNIFIN CORPORATION | 3,131,648 | $340M | 2.2% | $108.72 * | $77.80 | +14.0% | COM | 701094104 |
| MET | METLIFE INC | 6,832,193 | $321M | 2.1% | $46.95 * | $24.43 | +14.7% | COM | 59156R108 |
| — | GOOGLE INC. | 361,283 | $316M | 2.0% | $875.91 | $880.32 | — | COM | 38259P508 |
| JPM | JP MORGAN CHASE & CO | 6,071,408 | $314M | 2.0% | $51.69 * | $36.30 | +2.3% | COM | 46625H100 |
| — | TE CONNECTIVITY LTD. | 5,961,910 | $309M | 2.0% | $51.78 | $45.54 | — | COM | H84989104 |
| XOM | EXXON MOBIL CORP | 3,419,336 | $294M | 1.9% | $86.04 * | $53.76 | -3.6% | COM | 30231G102 |
| GS | GOLDMAN SACHS GROUP INC | 1,809,681 | $286M | 1.8% | $158.21 * | $120.06 | +4.3% | COM | 38141G104 |
| — | UBS AG | 13,474,131 | $276M | 1.8% | $20.52 | $16.95 | — | COM | H89231338 |
| BDX | BECTON DICKINSON & CO | 2,693,392 | $269M | 1.7% | $100.02 * | $78.11 | +3.2% | COM | 075887109 |
| PNC | PNC FINANCIAL SERVICES | 3,565,214 | $258M | 1.7% | $72.45 * | $47.34 | +5.3% | COM | 693475105 |
| — | L-3 COMMUNICATIONS | 2,677,339 | $253M | 1.6% | $94.50 | $85.74 | — | COM | 502424104 |
| — | CIGNA CORP | 3,278,145 | $252M | 1.6% | $76.86 | $75.87 | — | COM | 125509109 |
| AXS | AXIS CAPITAL HOLDINGS LTD | 5,668,100 | $245M | 1.6% | $43.31 * | $31.36 | -0.4% | COM | G0692U109 |
| IVZ | INVESCO LTD | 7,517,159 | $240M | 1.5% | $31.90 * | $18.88 | +0.8% | COM | G491BT108 |
| ETR | ENTERGY CORP | 3,698,145 | $234M | 1.5% | $63.19 * | $20.57 | -6.5% | COM | 29364G103 |
| — | LABORATORY CORPORATION OF AMERICA HOLDINGS | 2,309,603 | $229M | 1.5% | $99.14 | $100.08 | — | COM | 50540R409 |
| STT | STATE STREET CORP | 3,318,282 | $218M | 1.4% | $65.75 * | $44.60 | +6.5% | COM | 857477103 |
| MAS | MASCO CORP | 10,118,379 | $215M | 1.4% | $21.28 * | $14.92 | +4.3% | COM | 574599106 |
| ABT | ABBOTT LABORATORIES | 6,449,283 | $214M | 1.4% | $33.19 * | $28.47 | -7.9% | COM | 002824100 |
| — | TRW AUTOMOTIVE HOLDINGS CORP | 2,985,869 | $213M | 1.4% | $71.31 | $71.31 | — | COM | 87264S106 |
| — | WILLIS GROUP HOLDINGS LTD | 4,758,913 | $206M | 1.3% | $43.33 | $40.78 | — | COM | G96666105 |
| AVT | AVNET INC | 4,786,186 | $200M | 1.3% | $41.71 * | $26.39 | +22.0% | COM | 053807103 |
| — | ING US INC | 6,735,793 | $197M | 1.3% | $29.21 | $27.06 | — | COM | 45685E106 |
| — | INTERPUBLIC GROUP OF COS INC | 11,355,616 | $195M | 1.3% | $17.18 * | $9.21 | +22.2% | COM | 460690100 |
| — | DELPHI AUTOMOTIVE PLC | 2,971,364 | $174M | 1.1% | $58.42 | $50.69 | — | COM | G27823106 |
| — | DELL INC | 12,458,816 | $172M | 1.1% | $13.77 | $13.35 | — | COM | 24702R101 |
| BEN | FRANKLIN RESOURCES INC. | 3,372,322 | $170M | 1.1% | $50.55 * | $29.21 | +3.1% | COM | 354613101 |
| WFC | WELLS FARGO CO | 3,907,126 | $161M | 1.0% | $41.32 * | $27.97 | +4.8% | COM | 949746101 |
| — | PARTNERRE LTD | 1,554,912 | $142M | 0.9% | $91.54 | $90.68 | — | COM | G6852T105 |
| NOC | NORTHROP GRUMMAN CORP | 890,221 | $84.8M | 0.5% | $95.26 * | $62.64 | +23.7% | COM | 666807102 |
| ALL | ALLSTATE CORP | 1,607,196 | $81.24M | 0.5% | $50.55 * | $37.12 | +4.8% | COM | 020002101 |
| — | APACHE CORP | 920,495 | $78.37M | 0.5% | $85.14 | $83.96 | — | COM | 037411105 |
| KEY | KEY CORP | 6,832,375 | $77.89M | 0.5% | $11.40 * | $6.48 | +11.8% | COM | 493267108 |
| CMA | COMERICA INC | 1,947,376 | $76.55M | 0.5% | $39.31 * | $24.17 | +6.1% | COM | 200340107 |
| CSCO | CISCO SYSTEMS INC | 3,221,900 | $75.46M | 0.5% | $23.42 * | $15.36 | +4.0% | COM | 17275R102 |
| NWS | NEWS CORP - CLASS B | 4,568,753 | $75.06M | 0.5% | $16.43 * | $14.24 | +1.7% | COM | 65249B208 |
| JNJ | JOHNSON & JOHNSON | 847,758 | $73.49M | 0.5% | $86.69 * | $63.49 | -2.9% | COM | 478160104 |
| GM | GENERAL MOTORS CO | 1,960,975 | $70.54M | 0.5% | $35.97 * | $23.62 | +13.6% | COM | 37045V100 |
| AIZ | ASSURANT INC | 1,236,297 | $66.88M | 0.4% | $54.10 * | $37.94 | +12.4% | COM | 04621X108 |
| — | LEGG MASON INC | 1,801,370 | $60.24M | 0.4% | $33.44 | $32.55 | — | COM | 524901105 |
| — | SUPERIOR ENERGY SERVICES INC | 2,310,224 | $57.85M | 0.4% | $25.04 | $25.04 | — | COM | 868157108 |
| — | URS CORP | 1,061,289 | $57.04M | 0.4% | $53.75 | $47.39 | — | COM | 903236107 |
| — | INGRAM MICRO INC CL-A | 2,267,219 | $52.26M | 0.3% | $23.05 | $18.99 | — | COM | 457153104 |
| RF | REGIONS FINL CORP | 5,590,618 | $51.77M | 0.3% | $9.26 * | $5.80 | +6.9% | COM | 7591EP100 |
| WMT | WAL-MART STORES | 685,318 | $50.69M | 0.3% | $73.96 * | $19.78 | -2.0% | COM | 931142103 |
| GD | GENERAL DYNAMICS CORP | 570,125 | $49.9M | 0.3% | $87.52 * | $56.44 | +18.5% | COM | 369550108 |
| — | HOSPITALITY PROPERTIES TRUST | 1,736,364 | $49.14M | 0.3% | $28.30 | $26.28 | — | COM | 44106M102 |
| OC | OWENS CORNING | 1,278,421 | $48.55M | 0.3% | $37.98 | $41.56 | -8.6% | COM | 690742101 |
| — | AETNA INC | 754,946 | $48.33M | 0.3% | $64.02 | $63.54 | — | COM | 00817Y108 |
| — | CON-WAY INC | 1,098,526 | $47.34M | 0.3% | $43.09 | $38.96 | — | COM | 205944101 |
| INTC | INTEL CORPORATION | 2,004,454 | $45.94M | 0.3% | $22.92 * | $16.91 | -0.1% | COM | 458140100 |
| HIG | THE HARTFORD FINANCIAL SERVICES GROUP INC | 1,437,110 | $44.72M | 0.3% | $31.12 * | $22.98 | +5.0% | COM | 416515104 |
| FITB | FIFTH THIRD BANCORP | 2,377,550 | $42.89M | 0.3% | $18.04 * | $11.47 | +4.9% | COM | 316773100 |
| — | VALASSIS COMMUNICATIONS INC | 1,480,861 | $42.77M | 0.3% | $28.88 | $24.59 | — | COM | 918866104 |
| BRC | BRADY CORP CL A | 1,401,050 | $42.73M | 0.3% | $30.50 * | $24.80 | -5.6% | COM | 104674106 |
| KSS | KOHLS CORP | 820,888 | $42.48M | 0.3% | $51.75 | $49.51 | +4.5% | COM | 500255104 |
| DGX | QUEST DIAGNOSTICS | 670,650 | $41.44M | 0.3% | $61.79 * | $46.22 | +4.7% | COM | 74834L100 |
| — | WELLCARE HEALTH PLANS INC | 590,445 | $41.18M | 0.3% | $69.74 | $55.55 | — | COM | 94946T106 |
| — | ANIXTER INTERNATIONAL INC | 468,994 | $41.11M | 0.3% | $87.66 | $75.81 | — | COM | 035290105 |
| DAN | DANA HOLDING CORP | 1,747,557 | $39.91M | 0.3% | $22.84 * | $14.00 | +29.5% | COM | 235825205 |
| TAP | MOLSON COORS BREWING CO. -B | 795,525 | $39.88M | 0.3% | $50.13 * | $37.25 | +0.1% | COM | 60871R209 |
| — | MASONITE INTERNATIONAL CORP | 759,360 | $37.16M | 0.2% | $48.93 | $48.93 | — | COM | 575385109 |
| — | ARGO GROUP INTERNATIONAL | 845,573 | $36.26M | 0.2% | $42.88 | $42.39 | — | COM | G0464B107 |
| UPBD | RENT A CENTER INC | 947,078 | $36.08M | 0.2% | $38.10 | $36.45 | +4.6% | COM | 76009N100 |
| — | ASPEN INSURANCE HOLDINGS LTD | 966,874 | $35.09M | 0.2% | $36.29 | $36.99 | — | COM | G05384105 |
| — | AMERICAN EQUITY INVT LIFE | 1,573,857 | $33.4M | 0.2% | $21.22 | $15.70 | — | COM | 025676206 |
| — | ACTUANT CORP- A | 859,336 | $33.38M | 0.2% | $38.84 | $32.97 | — | COM | 00508X203 |
| PRI | PRIMERICA INC | 808,044 | $32.6M | 0.2% | $40.34 | $34.51 | +16.9% | COM | 74164M108 |
| — | BANCORPSOUTH INC | 1,629,393 | $32.49M | 0.2% | $19.94 | $17.70 | — | COM | 059692103 |
| DIOD | DIODES INC. | 1,239,191 | $30.36M | 0.2% | $24.50 | $22.21 | +10.3% | COM | 254543101 |
| — | VCA ANTECH INC | 1,061,169 | $29.14M | 0.2% | $27.46 | $26.09 | — | COM | 918194101 |
| — | BBCN BANCORP INC | 2,077,851 | $28.59M | 0.2% | $13.76 | $14.22 | — | COM | 073295107 |
| — | HARTE-HANKS INC. | 3,233,748 | $28.55M | 0.2% | $8.83 | $8.60 | — | COM | 416196103 |
| — | TCF FINANCIAL CORP | 1,984,540 | $28.34M | 0.2% | $14.28 | $14.18 | — | COM | 872275102 |
| — | JONES GROUP INC | 1,840,933 | $27.63M | 0.2% | $15.01 | $13.75 | — | COM | 48020T101 |
| TMUS | T MOBILE US INC | 1,058,200 | $27.48M | 0.2% | $25.97 * | $19.47 | +28.9% | COM | 872590104 |
| TPC | TUTOR PERINI CORP | 1,249,744 | $26.64M | 0.2% | $21.32 | $17.65 | +20.8% | COM | 901109108 |
| CHE | CHEMED CORP | 360,943 | $25.81M | 0.2% | $71.50 * | $67.07 | +0.6% | COM | 16359R103 |
| — | PHH CORP | 1,085,413 | $25.77M | 0.2% | $23.74 | $20.38 | — | COM | 693320202 |
| WBS | WEBSTER FINANCIAL CORP. | 1,006,739 | $25.7M | 0.2% | $25.53 | $23.57 | +8.3% | COM | 947890109 |
| — | NATIONAL PENN BANCSHARES INC | 2,445,173 | $24.57M | 0.2% | $10.05 | $10.16 | — | COM | 637138108 |
| GFF | GRIFFON CORPORATION | 1,947,137 | $24.42M | 0.2% | $12.54 * | $7.76 | +14.6% | COM | 398433102 |
| — | ENGILITY HOLDINGS INC | 767,056 | $24.34M | 0.2% | $31.73 | $28.42 | — | COM | 29285W104 |
| NSIT | INSIGHT ENTERPRISES INC | 1,286,037 | $24.33M | 0.2% | $18.92 | $18.64 | +1.4% | COM | 45765U103 |
| DRH | DIAMONDROCK HOSPITALITY CO. | 2,129,994 | $22.73M | 0.1% | $10.67 | $9.32 | — | COM | 252784301 |
| — | APOLLO GROUP INC - CL A | 1,089,335 | $22.67M | 0.1% | $20.81 | $17.72 | — | COM | 037604105 |
| MATW | MATTHEWS INTL CORP - CL A | 586,065 | $22.32M | 0.1% | $38.08 * | $27.75 | +3.9% | COM | 577128101 |
| LLY | LILLY ELI | 433,250 | $21.8M | 0.1% | $50.33 * | $40.99 | -3.5% | COM | 532457108 |
| MLKN | HERMAN MILLER INC | 729,595 | $21.29M | 0.1% | $29.18 * | $19.62 | +11.5% | COM | 600544100 |
| — | UNITED STATIONERS INC | 487,107 | $21.19M | 0.1% | $43.50 | $33.55 | — | COM | 913004107 |
| NVRI | HARSCO CORP | 826,799 | $20.59M | 0.1% | $24.90 | $22.78 | +9.3% | COM | 415864107 |
| — | AEROPOSTALE INC. | 2,125,083 | $19.98M | 0.1% | $9.40 | $13.80 | — | COM | 007865108 |
| MWA | MUELLER WATER PRODUCTS INC | 2,307,442 | $18.44M | 0.1% | $7.99 * | $5.51 | +21.0% | COM | 624758108 |
| — | PROTECTIVE LIFE CORP | 431,414 | $18.36M | 0.1% | $42.55 | $38.41 | — | COM | 743674103 |
| — | SYNOVUS FINANCIAL CORP | 5,172,816 | $17.07M | 0.1% | $3.30 | $2.92 | — | COM | 87161C105 |
| TTEK | TETRA TECH INC | 590,664 | $15.29M | 0.1% | $25.89 * | $4.79 | +8.0% | COM | 88162G103 |
| — | MONSTER WORLDWIDE INC | 3,433,146 | $15.18M | 0.1% | $4.42 | $4.91 | — | COM | 611742107 |
| PIPR | PIPER JAFFRAY COS | 434,400 | $14.9M | 0.1% | $34.29 | $33.69 | +1.8% | COM | 724078100 |
| RNR | RENAISSANCE RE HLDGS LTD | 159,911 | $14.48M | 0.1% | $90.53 | $88.30 | +2.5% | COM | G7496G103 |
| — | FIRST MIDWEST BANCORP INC | 904,521 | $13.67M | 0.1% | $15.11 | $14.91 | — | COM | 320867104 |
| WSFS | WSFS FINANCIAL CORP | 201,595 | $12.15M | 0.1% | $60.25 * | $16.60 | +21.0% | COM | 929328102 |
| ACM | AECOM TECHNOLOGY CORP | 365,075 | $11.42M | 0.1% | $31.27 * | $29.40 | +2.3% | COM | 00766T100 |
| — | ARC DOCUMENT SOLUTIONS INC | 2,459,388 | $11.29M | 0.1% | $4.59 | $4.00 | — | COM | 00191G103 |
| — | SCHNITZER STEEL INDS INC - A | 393,751 | $10.84M | 0.1% | $27.54 | $27.54 | — | COM | 806882106 |
| CW | CURTISS-WRIGHT CORP | 223,731 | $10.51M | 0.1% | $46.96 * | $32.35 | +35.7% | COM | 231561101 |
| — | TORCHMARK CORP | 105,824 | $7.656M | 0.0% | $72.35 | $65.14 | — | COM | 891027104 |
| HII | HUNTINGTON INGALLS INDUSTRIES | 95,855 | $6.461M | 0.0% | $67.40 * | $43.35 | +25.3% | COM | 446413106 |
| PG | PROCTER & GAMBLE COMPANY | 83,361 | $6.301M | 0.0% | $75.59 * | $56.07 | -4.6% | COM | 742718109 |
| FLEX | FLEXTRONICS INTERNATIONAL LTD | 640,441 | $5.822M | 0.0% | $9.09 * | $6.59 | +4.0% | COM | Y2573F102 |
| — | VALIDUS HOLDINGS LTD | 144,491 | $5.343M | 0.0% | $36.98 | $36.12 | — | COM | G9319H102 |
| — | SKECHERS USA INC.- CL A | 86,081 | $2.678M | 0.0% | $31.11 | $24.01 | — | COM | 830566105 |
| — | STEEL EXCEL INC | 81,567 | $2.395M | 0.0% | $29.36 | $29.00 | — | COM | 858122104 |
| TSM | TAIWAN SEMICONDUCTOR - SP ADR | 131,379 | $2.228M | 0.0% | $16.96 | $17.05 | -0.6% | COM | 874039100 |
| BPOP | POPULAR INC. | 83,778 | $2.197M | 0.0% | $26.22 * | $21.82 | -9.3% | COM | 733174700 |
| — | ADVANCED SEMICONDUCTOR E-ADR | 318,586 | $1.523M | 0.0% | $4.78 | $4.58 | — | COM | 00756M404 |
| E | ENI SPA -SPONSORED ADR | 24,675 | $1.136M | 0.0% | $46.04 | $45.58 | +1.0% | COM | 26874R108 |
| — | FOREST LABORATORIES INC | 13,075 | $559K | 0.0% | $42.75 | $41.00 | — | COM | 345838106 |
| HAL | HALLIBURTON CO | 5,050 | $243K | 0.0% | $48.12 * | $37.32 | +3.0% | COM | 406216101 |