Location: New York, NY
CIK: 0001027796 · Show all filings
Period: Q4 2013 (← Previous) (Next →)
Filing Date: Feb 7, 2014
Total Value: $17.14B (100.0% shares, 0.0% debt)
| Ticker | Issuer | Shares | Value | % | Share Price | Est. Cost/Share | Unrealized @ Report Date | Class | CUSIP |
|---|---|---|---|---|---|---|---|---|---|
| — | HEWLETT-PACKARD CO | 30,611,328 | $857M | 5.0% | $27.98 | $24.80 | — | COM | 428236103 |
| ORCL | ORACLE CORP | 17,097,751 | $654M | 3.8% | $38.26 * | $27.49 | +16.6% | COM | 68389X105 |
| — | BAKER HUGHES INC | 9,699,551 | $536M | 3.1% | $55.26 | $46.46 | — | COM | 057224107 |
| BP | BP PLC - SPONS ADR | 10,866,679 | $528M | 3.1% | $48.61 | $42.50 | +14.4% | COM | 055622104 |
| AIG | AMERICAN INTERNATIONAL GROUP | 10,302,937 | $526M | 3.1% | $51.05 * | $32.51 | +19.5% | COM | 026874784 |
| OMC | OMNICOM GROUP | 6,920,672 | $515M | 3.0% | $74.37 * | $40.69 | +23.4% | COM | 681919106 |
| — | ROYAL DUTCH SHELL PLC ADR | 6,998,451 | $499M | 2.9% | $71.27 | $64.03 | — | COM | 780259206 |
| — | STAPLES INC | 29,738,968 | $473M | 2.8% | $15.89 | $15.86 | — | COM | 855030102 |
| C | CITIGROUP INC | 8,029,964 | $418M | 2.4% | $52.11 * | $35.76 | +8.4% | COM | 172967424 |
| MSFT | MICROSOFT CORP | 10,942,967 | $410M | 2.4% | $37.43 * | $26.75 | +16.0% | COM | 594918104 |
| BAC | BANK OF AMERICA CORP | 26,235,806 | $408M | 2.4% | $15.57 * | $10.10 | +21.4% | COM | 060505104 |
| PH | PARKER HANNIFIN CORPORATION | 3,065,485 | $394M | 2.3% | $128.64 * | $77.80 | +35.4% | COM | 701094104 |
| MS | MORGAN STANLEY | 12,484,310 | $392M | 2.3% | $31.36 * | $17.33 | +32.8% | COM | 617446448 |
| — | CIGNA CORP | 4,145,441 | $363M | 2.1% | $87.48 | $78.30 | — | COM | 125509109 |
| XOM | EXXON MOBIL CORP | 3,502,728 | $354M | 2.1% | $101.20 * | $53.81 | +14.1% | COM | 30231G102 |
| JPM | JP MORGAN CHASE & CO | 6,010,456 | $351M | 2.1% | $58.48 * | $36.30 | +16.6% | COM | 46625H100 |
| MET | METLIFE INC | 6,236,260 | $336M | 2.0% | $53.92 * | $24.43 | +32.5% | COM | 59156R108 |
| GS | GOLDMAN SACHS GROUP INC | 1,780,879 | $316M | 1.8% | $177.26 * | $120.06 | +17.2% | COM | 38141G104 |
| BDX | BECTON DICKINSON & CO | 2,634,751 | $291M | 1.7% | $110.49 * | $78.11 | +14.6% | COM | 075887109 |
| GM | GENERAL MOTORS CO | 7,068,976 | $289M | 1.7% | $40.87 * | $26.91 | +13.3% | COM | 37045V100 |
| NWSA | NEWS CORP - CLASS A | 15,993,890 | $288M | 1.7% | $18.02 * | $15.15 | +4.4% | COM | 65249B109 |
| — | UBS AG | 14,571,957 | $281M | 1.6% | $19.25 | $17.12 | — | COM | H89231338 |
| PNC | PNC FINANCIAL SERVICES | 3,580,168 | $278M | 1.6% | $77.58 * | $47.34 | +13.5% | COM | 693475105 |
| AXS | AXIS CAPITAL HOLDINGS LTD | 5,546,522 | $264M | 1.5% | $47.57 * | $31.36 | +10.0% | COM | G0692U109 |
| IVZ | NVESCO LTD | 7,150,439 | $260M | 1.5% | $36.40 * | $18.88 | +15.7% | COM | G491BT108 |
| — | ING US INC | 7,277,925 | $256M | 1.5% | $35.15 | $27.66 | — | COM | 45685E106 |
| — | TE CONNECTIVITY LTD. | 4,495,996 | $248M | 1.4% | $55.11 | $45.54 | — | COM | H84989104 |
| ABT | ABBOTT LABORATORIES | 6,426,564 | $246M | 1.4% | $38.33 * | $28.47 | +6.8% | COM | 002824100 |
| INTC | INTEL CORPORATION | 9,414,423 | $244M | 1.4% | $25.96 * | $17.71 | +9.0% | COM | 458140100 |
| STT | STATE STREET CORP | 3,249,689 | $238M | 1.4% | $73.39 * | $44.60 | +19.3% | COM | 857477103 |
| ETR | ENTERGY CORP | 3,743,077 | $237M | 1.4% | $63.27 * | $20.56 | -5.1% | COM | 29364G103 |
| — | TRW AUTOMOTIVE HOLDINGS CORP | 3,050,149 | $227M | 1.3% | $74.39 | $71.37 | — | COM | 87264S106 |
| — | LABORATORY CORPORATION OF AMERICA HOLDINGS | 2,405,081 | $220M | 1.3% | $91.37 | $99.74 | — | COM | 50540R409 |
| — | WILLIS GROUP HOLDINGS LTD | 4,671,514 | $209M | 1.2% | $44.81 | $40.78 | — | COM | G96666105 |
| AVT | AVNET INC | 4,723,594 | $208M | 1.2% | $44.11 * | $26.39 | +29.5% | COM | 053807103 |
| MAS | MASCO CORP | 8,948,423 | $204M | 1.2% | $22.77 * | $14.92 | +12.1% | COM | 574599106 |
| — | INTERPUBLIC GROUP OF COS INC | 11,392,166 | $202M | 1.2% | $17.70 * | $9.21 | +26.5% | COM | 460690100 |
| — | L-3 COMMUNICATIONS | 1,761,862 | $188M | 1.1% | $106.86 | $85.74 | — | COM | 502424104 |
| BEN | FRANKLIN RESOURCES INC. | 3,229,729 | $186M | 1.1% | $57.73 * | $29.21 | +18.0% | COM | 354613101 |
| CMA | COMERICA INC | 3,861,810 | $184M | 1.1% | $47.54 * | $26.40 | +17.9% | COM | 200340107 |
| WFC | WELLS FARGO CO | 3,981,017 | $181M | 1.1% | $45.40 * | $28.02 | +15.7% | COM | 949746101 |
| — | PARTNERRE LTD | 1,515,602 | $160M | 0.9% | $105.43 | $90.68 | — | COM | G6852T105 |
| — | DELPHI AUTOMOTIVE PLC | 2,461,140 | $148M | 0.9% | $60.13 | $50.69 | — | COM | G27823106 |
| NWS | NEWS CORP - CLASS B | 6,444,698 | $115M | 0.7% | $17.83 * | $14.57 | +7.9% | COM | 65249B208 |
| KEY | KEY CORP | 6,819,825 | $91.52M | 0.5% | $13.42 * | $6.48 | +32.1% | COM | 493267108 |
| — | GOOGLE INC. | 77,999 | $87.41M | 0.5% | $1120.71 | $880.32 | — | COM | 38259P508 |
| CSCO | CISCO SYSTEMS INC | 3,829,275 | $85.97M | 0.5% | $22.45 * | $15.34 | +0.5% | COM | 17275R102 |
| — | APACHE CORP | 946,593 | $81.35M | 0.5% | $85.94 | $84.02 | — | COM | 037411105 |
| WMT | WAL-MART STORES | 1,024,768 | $80.64M | 0.5% | $78.69 * | $19.97 | +3.9% | COM | 931142103 |
| JNJ | JOHNSON & JOHNSON | 866,458 | $79.36M | 0.5% | $91.59 * | $63.54 | +3.3% | COM | 478160104 |
| — | SUPERIOR ENERGY SERVICES INC | 2,935,169 | $78.11M | 0.5% | $26.61 | $25.37 | — | COM | 868157108 |
| KSS | KOHLS CORP | 1,348,315 | $76.52M | 0.4% | $56.75 | $51.59 | +10.0% | COM | 500255104 |
| — | LEGG MASON INC | 1,692,830 | $73.6M | 0.4% | $43.48 | $32.55 | — | COM | 524901105 |
| AIZ | ASSURANT INC | 1,090,868 | $72.4M | 0.4% | $66.37 * | $37.94 | +38.4% | COM | 04621X108 |
| DGX | QUEST DIAGNOSTICS | 1,215,050 | $65.05M | 0.4% | $53.54 * | $46.32 | -9.5% | COM | 74834L100 |
| — | MASONITE INTERNATIONAL CORP | 998,326 | $59.9M | 0.3% | $60.00 | $51.58 | — | COM | 575385109 |
| — | URS CORP | 1,097,526 | $58.16M | 0.3% | $52.99 | $47.58 | — | COM | 903236107 |
| ALL | ALLSTATE CORP | 1,027,165 | $56.02M | 0.3% | $54.54 * | $37.12 | +13.6% | COM | 020002101 |
| RF | REGIONS FINL CORP | 5,592,411 | $55.31M | 0.3% | $9.89 * | $5.80 | +14.6% | COM | 7591EP100 |
| OC | OWENS CORNING | 1,352,272 | $55.06M | 0.3% | $40.72 | $41.36 | -1.6% | COM | 690742101 |
| GD | GENERAL DYNAMICS CORP | 567,825 | $54.26M | 0.3% | $95.55 * | $56.44 | +30.3% | COM | 369550108 |
| GLW | CORNING INC | 2,971,813 | $52.96M | 0.3% | $17.82 * | $12.05 | +8.5% | COM | 219350105 |
| HIG | THE HARTFORD FINANCIAL SERVICES GROUP INC | 1,428,894 | $51.77M | 0.3% | $36.23 * | $22.98 | +22.8% | COM | 416515104 |
| — | AETNA INC | 733,946 | $50.34M | 0.3% | $68.59 | $63.54 | — | COM | 00817Y108 |
| FITB | FIFTH THIRD BANCORP | 2,368,300 | $49.8M | 0.3% | $21.03 * | $11.47 | +23.0% | COM | 316773100 |
| — | INGRAM MICRO INC CL-A | 2,096,169 | $49.18M | 0.3% | $23.46 | $18.99 | — | COM | 457153104 |
| DAN | DANA HOLDING CORP | 2,414,609 | $47.38M | 0.3% | $19.62 * | $14.60 | +7.0% | COM | 235825205 |
| TAP | MOLSON COORS BREWING CO. -B | 790,600 | $44.39M | 0.3% | $56.15 * | $37.25 | +12.8% | COM | 60871R209 |
| TTEK | TETRA TECH INC | 1,467,594 | $41.06M | 0.2% | $27.98 * | $5.16 | +8.6% | COM | 88162G103 |
| — | HOSPITALITY PROPERTIES TRUST | 1,504,933 | $40.68M | 0.2% | $27.03 | $26.28 | — | COM | 44106M102 |
| — | ASPEN INSURANCE HOLDINGS LTD | 971,374 | $40.13M | 0.2% | $41.31 | $36.99 | — | COM | G05384105 |
| — | ARGO GROUP INTERNATIONAL | 840,198 | $39.06M | 0.2% | $46.49 | $42.39 | — | COM | G0464B107 |
| — | CON-WAY INC | 979,301 | $38.89M | 0.2% | $39.71 | $38.96 | — | COM | 205944101 |
| MUSA | MURPHY USA INC | 915,399 | $38.04M | 0.2% | $41.56 * | $41.23 | -2.0% | COM | 626755102 |
| — | WELLCARE HEALTH PLANS INC | 529,860 | $37.31M | 0.2% | $70.42 | $55.55 | — | COM | 94946T106 |
| — | ANIXTER INTERNATIONAL INC | 398,159 | $35.77M | 0.2% | $89.84 | $75.81 | — | COM | 035290105 |
| BRC | BRADY CORP CL A | 1,144,940 | $35.41M | 0.2% | $30.93 * | $24.80 | -3.7% | COM | 104674106 |
| TMUS | T MOBILE US INC | 1,050,850 | $35.35M | 0.2% | $33.64 * | $19.47 | +66.9% | COM | 872590104 |
| — | BANCORPSOUTH INC | 1,383,593 | $35.17M | 0.2% | $25.42 | $17.70 | — | COM | 059692103 |
| — | AMERICAN EQUITY INVT LIFE | 1,330,127 | $35.09M | 0.2% | $26.38 | $15.70 | — | COM | 025676206 |
| — | BBCN BANCORP INC | 2,078,726 | $34.49M | 0.2% | $16.59 | $14.22 | — | COM | 073295107 |
| DIOD | DIODES INC. | 1,429,730 | $33.68M | 0.2% | $23.56 | $22.26 | +5.9% | COM | 254543101 |
| — | VCA ANTECH INC | 1,065,569 | $33.42M | 0.2% | $31.36 | $26.09 | — | COM | 918194101 |
| TPC | TUTOR PERINI CORP | 1,250,819 | $32.9M | 0.2% | $26.30 | $17.65 | +49.0% | COM | 901109108 |
| — | TCF FINANCIAL CORP | 1,990,640 | $32.35M | 0.2% | $16.25 | $14.18 | — | COM | 872275102 |
| UPBD | RENT A CENTER INC | 954,853 | $31.84M | 0.2% | $33.34 | $36.45 | -8.5% | COM | 76009N100 |
| WBS | WEBSTER FINANCIAL CORP. | 1,012,589 | $31.57M | 0.2% | $31.18 | $23.57 | +32.3% | COM | 947890109 |
| PRI | PRIMERICA INC | 724,055 | $31.07M | 0.2% | $42.91 | $34.51 | +24.3% | COM | 74164M108 |
| PIPR | PIPER JAFFRAY COS | 752,901 | $29.78M | 0.2% | $39.55 | $34.87 | +13.4% | COM | 724078100 |
| — | ACTUANT CORP- A | 793,849 | $29.09M | 0.2% | $36.64 | $32.97 | — | COM | 00508X203 |
| NSIT | INSIGHT ENTERPRISES INC | 1,237,693 | $28.11M | 0.2% | $22.71 | $18.64 | +21.8% | COM | 45765U103 |
| — | NATIONAL PENN BANCSHARES INC | 2,480,323 | $28.1M | 0.2% | $11.33 | $10.18 | — | COM | 637138108 |
| CHE | CHEMED CORP | 362,343 | $27.76M | 0.2% | $76.62 * | $67.07 | +8.1% | COM | 16359R103 |
| — | JONES GROUP INC | 1,837,433 | $27.49M | 0.2% | $14.96 | $13.75 | — | COM | 48020T101 |
| — | SCHNITZER STEEL INDS INC - A | 838,207 | $27.38M | 0.2% | $32.67 | $30.26 | — | COM | 806882106 |
| — | PHH CORP | 1,083,788 | $26.39M | 0.2% | $24.35 | $20.38 | — | COM | 693320202 |
| GFF | GRIFFON CORPORATION | 1,958,937 | $25.88M | 0.2% | $13.21 * | $7.76 | +21.0% | COM | 398433102 |
| — | ENGILITY HOLDINGS INC | 771,731 | $25.78M | 0.2% | $33.40 | $28.42 | — | COM | 29285W104 |
| MATW | MATTHEWS INTL CORP - CL A | 588,536 | $25.08M | 0.1% | $42.61 * | $27.75 | +16.6% | COM | 577128101 |
| DRH | DIAMONDROCK HOSPITALITY CO. | 2,144,094 | $24.76M | 0.1% | $11.55 | $9.32 | — | COM | 252784301 |
| — | MONSTER WORLDWIDE INC | 3,238,671 | $23.09M | 0.1% | $7.13 | $4.91 | — | COM | 611742107 |
| — | HARTE-HANKS INC. | 2,914,559 | $22.79M | 0.1% | $7.82 | $8.60 | — | COM | 416196103 |
| FLEX | FLEXTRONICS INTERNATIONAL LTD | 2,908,950 | $22.6M | 0.1% | $7.77 * | $6.19 | -5.3% | COM | Y2573F102 |
| LLY | LILLY ELI | 432,150 | $22.04M | 0.1% | $51.00 * | $40.99 | -1.2% | COM | 532457108 |
| MWA | MUELLER WATER PRODUCTS INC | 2,306,217 | $21.61M | 0.1% | $9.37 * | $5.51 | +42.2% | COM | 624758108 |
| — | ARC DOCUMENT SOLUTIONS INC | 2,554,462 | $21M | 0.1% | $8.22 | $4.16 | — | COM | 00191G103 |
| — | AEROPOSTALE INC. | 2,143,973 | $19.49M | 0.1% | $9.09 | $13.80 | — | COM | 007865108 |
| CMCO | COLUMBUS MCKINNON CORP | 701,904 | $19.05M | 0.1% | $27.14 * | $23.80 | +3.9% | COM | 199333105 |
| MLKN | HERMAN MILLER INC | 640,720 | $18.91M | 0.1% | $29.52 * | $19.62 | +13.2% | COM | 600544100 |
| — | SYNOVUS FINANCIAL CORP | 5,211,566 | $18.76M | 0.1% | $3.60 | $2.92 | — | COM | 87161C105 |
| — | FIRST MIDWEST BANCORP INC | 1,058,209 | $18.55M | 0.1% | $17.53 | $15.29 | — | COM | 320867104 |
| ON | ON SEMICONDUCTOR CORP | 2,072,956 | $17.08M | 0.1% | $8.24 | $7.29 | +13.0% | COM | 682189105 |
| WSFS | WSFS FINANCIAL CORP | 200,545 | $15.55M | 0.1% | $77.53 * | $16.60 | +55.7% | COM | 929328102 |
| RNR | RENAISSANCE RE HLDGS LTD | 143,036 | $13.92M | 0.1% | $97.34 | $88.30 | +10.2% | COM | G7496G103 |
| ACM | AECOM TECHNOLOGY CORP | 384,425 | $11.31M | 0.1% | $29.43 * | $29.39 | -3.7% | COM | 00766T100 |
| PG | PROCTER & GAMBLE COMPANY | 110,062 | $8.96M | 0.1% | $81.41 * | $56.54 | +2.7% | COM | 742718109 |
| — | TORCHMARK CORP | 105,824 | $8.27M | 0.0% | $78.15 | $65.14 | — | COM | 891027104 |
| — | PROTECTIVE LIFE CORP | 153,948 | $7.799M | 0.0% | $50.66 | $38.41 | — | COM | 743674103 |
| TSM | TAIWAN SEMICONDUCTOR - SP ADR | 385,844 | $6.729M | 0.0% | $17.44 | $17.52 | -0.5% | COM | 874039100 |
| — | UNITED STATIONERS INC | 139,595 | $6.406M | 0.0% | $45.89 | $33.55 | — | COM | 913004107 |
| — | VALIDUS HOLDINGS LTD | 148,216 | $5.972M | 0.0% | $40.29 | $36.23 | — | COM | G9319H102 |
| — | ADVANCED SEMICONDUCTOR E-ADR | 1,188,100 | $5.703M | 0.0% | $4.80 | $4.74 | — | COM | 00756M404 |
| TEX | TEREX CORP | 126,294 | $5.303M | 0.0% | $41.99 | $36.24 | +15.9% | COM | 880779103 |
| SRI | STONERIDGE INC | 345,018 | $4.399M | 0.0% | $12.75 | $12.41 | +2.8% | COM | 86183P102 |
| SHG | SHINHAN FINANCIAL GROUP - ADR | 83,025 | $3.794M | 0.0% | $45.70 | $42.78 | +6.8% | COM | 824596100 |
| BPOP | POPULAR INC. | 111,303 | $3.198M | 0.0% | $28.73 * | $21.46 | +0.9% | COM | 733174700 |
| — | STEEL EXCEL INC | 81,567 | $2.407M | 0.0% | $29.51 | $29.00 | — | COM | 858122104 |
| NOC | NORTHROP GRUMMAN CORP | 19,216 | $2.202M | 0.0% | $114.59 * | $62.64 | +49.7% | COM | 666807102 |
| E | ENI SPA -SPONSORED ADR | 27,500 | $1.333M | 0.0% | $48.47 | $45.81 | +5.9% | COM | 26874R108 |
| HAL | HALLIBURTON CO | 5,050 | $256K | 0.0% | $50.69 * | $37.32 | +8.9% | COM | 406216101 |