Location: New York, NY
CIK: 0001027796 · Show all filings
Period: Q1 2014 (← Previous) (Next →)
Filing Date: May 9, 2014
Total Value: $17.45B (100.0% shares, 0.0% debt)
| Ticker | Issuer | Shares | Value | % | Est. Cost | Unrealized | Class | CUSIP |
|---|---|---|---|---|---|---|---|---|
| — | HEWLETT-PACKARD CO | 27,025,248 | $875M | 5.0% | $24.80 | — | Common Stocks | 428236103 |
| ORCL | ORACLE CORP | 14,734,795 | $603M | 3.5% | $27.49 | +16.3% | Common Stocks | 68389X105 |
| — | BAKER HUGHES INC | 8,907,656 | $579M | 3.3% | $46.46 | — | Common Stocks | 057224107 |
| BP | BP PLC - SPONS ADR | 10,891,504 | $524M | 3.0% | $41.77 | — | Common Stocks | 055622104 |
| — | ROYAL DUTCH SHELL PLC ADR | 6,911,709 | $505M | 2.9% | $64.03 | — | Common Stocks | 780259206 |
| AIG | AMERICAN INTERNATIONAL GROUP | 10,030,795 | $502M | 2.9% | $32.51 | +16.5% | Common Stocks | 026874784 |
| OMC | OMNICOM GROUP | 6,544,833 | $475M | 2.7% | $40.69 | +22.2% | Common Stocks | 681919106 |
| C | CITIGROUP INC | 9,974,473 | $475M | 2.7% | $36.02 | +2.9% | Common Stocks | 172967424 |
| MSFT | MICROSOFT CORP | 10,758,726 | $441M | 2.5% | $26.75 | +16.9% | Common Stocks | 594918104 |
| BAC | BANK OF AMERICA CORP | 25,296,661 | $435M | 2.5% | $10.10 | +31.2% | Common Stocks | 060505104 |
| — | CIGNA CORP | 4,823,204 | $404M | 2.3% | $79.06 | — | Common Stocks | 125509109 |
| MS | MORGAN STANLEY | 12,280,237 | $383M | 2.2% | $17.33 | +31.0% | Common Stocks | 617446448 |
| NWSA | NEWS CORP - CLASS A | 21,618,548 | $372M | 2.1% | $15.16 | +0.2% | Common Stocks | 65249B109 |
| XOM | EXXON MOBIL CORP | 3,715,591 | $363M | 2.1% | $54.06 | +7.4% | Common Stocks | 30231G102 |
| — | STAPLES INC | 31,883,452 | $362M | 2.1% | $15.56 | — | Common Stocks | 855030102 |
| JPM | JP MORGAN CHASE & CO | 5,863,895 | $356M | 2.0% | $36.30 | +15.9% | Common Stocks | 46625H100 |
| PH | PARKER HANNIFIN CORPORATION | 2,944,096 | $352M | 2.0% | $77.80 | +26.6% | Common Stocks | 701094104 |
| INTC | INTEL CORPORATION | 13,169,524 | $340M | 1.9% | $17.98 | +3.8% | Common Stocks | 458140100 |
| MET | METLIFE INC | 6,165,962 | $326M | 1.9% | $24.43 | +27.2% | Common Stocks | 59156R108 |
| STT | STATE STREET CORP | 4,618,131 | $321M | 1.8% | $46.25 | +8.5% | Common Stocks | 857477103 |
| PNC | PNC FINANCIAL SERVICES | 3,477,644 | $303M | 1.7% | $47.34 | +20.0% | Common Stocks | 693475105 |
| — | ING US INC | 8,238,533 | $299M | 1.7% | $28.67 | — | Common Stocks | 45685E106 |
| BDX | BECTON DICKINSON & CO | 2,537,209 | $297M | 1.7% | $78.11 | +17.0% | Common Stocks | 075887109 |
| — | TRW AUTOMOTIVE HOLDINGS CORP | 3,624,742 | $296M | 1.7% | $73.00 | — | Common Stocks | 87264S106 |
| — | UBS AG | 14,169,028 | $294M | 1.7% | $17.12 | — | Common Stocks | H89231338 |
| GS | GOLDMAN SACHS GROUP INC | 1,734,213 | $284M | 1.6% | $120.06 | +11.4% | Common Stocks | 38141G104 |
| ABT | ABBOTT LABORATORIES | 6,934,282 | $267M | 1.5% | $28.63 | +7.3% | Common Stocks | 002824100 |
| GM | GENERAL MOTORS CO | 7,506,631 | $258M | 1.5% | $26.94 | +1.8% | Common Stocks | 37045V100 |
| AXS | AXIS CAPITAL HOLDINGS LTD | 5,577,515 | $256M | 1.5% | $31.36 | +3.7% | Common Stocks | G0692U109 |
| IVZ | INVESCO LTD | 6,508,696 | $241M | 1.4% | $18.88 | +10.5% | Common Stocks | G491BT108 |
| ETR | ENTERGY CORP | 3,579,922 | $239M | 1.4% | $20.56 | -4.5% | Common Stocks | 29364G103 |
| GLW | CORNING INC | 11,113,952 | $231M | 1.3% | $13.34 | +3.5% | Common Stocks | 219350105 |
| AVT | AVNET INC | 4,874,652 | $227M | 1.3% | $26.60 | +24.9% | Common Stocks | 053807103 |
| — | INTERPUBLIC GROUP OF COS INC | 13,095,449 | $224M | 1.3% | $9.48 | +18.9% | Common Stocks | 460690100 |
| — | LABORATORY CORPORATION OF AMERICA HOLDINGS | 2,256,910 | $222M | 1.3% | $99.74 | — | Common Stocks | 50540R409 |
| — | WILLIS GROUP HOLDINGS LTD | 4,911,399 | $217M | 1.2% | $40.94 | — | Common Stocks | G96666105 |
| MAS | MASCO CORP | 8,857,969 | $197M | 1.1% | $14.92 | +10.8% | Common Stocks | 574599106 |
| CMA | COMERICA INC | 3,730,059 | $193M | 1.1% | $26.40 | +19.4% | Common Stocks | 200340107 |
| WFC | WELLS FARGO CO | 3,554,823 | $177M | 1.0% | $28.02 | +19.2% | Common Stocks | 949746101 |
| — | TE CONNECTIVITY LTD. | 2,880,432 | $173M | 1.0% | $45.54 | — | Common Stocks | H84989104 |
| BEN | FRANKLIN RESOURCES INC. | 3,138,724 | $170M | 1.0% | $29.21 | +10.1% | Common Stocks | 354613101 |
| — | PARTNERRE LTD | 1,546,777 | $160M | 0.9% | $90.94 | — | Common Stocks | G6852T105 |
| NWS | NEWS CORP - CLASS B | 6,291,920 | $105M | 0.6% | $14.57 | +2.8% | Common Stocks | 65249B208 |
| WMT | WAL-MART STORES | 1,288,713 | $98.5M | 0.6% | $19.95 | -0.3% | Common Stocks | 931142103 |
| — | SUPERIOR ENERGY SERVICES INC | 3,161,577 | $97.25M | 0.6% | $25.76 | — | Common Stocks | 868157108 |
| — | APACHE CORP | 1,113,734 | $92.38M | 0.5% | $83.86 | — | Common Stocks | 037411105 |
| ON | ON SEMICONDUCTOR CORP | 9,392,052 | $88.28M | 0.5% | $8.61 | +4.3% | Common Stocks | 682189105 |
| CSCO | CISCO SYSTEMS INC | 3,825,300 | $85.72M | 0.5% | $15.34 | -0.2% | Common Stocks | 17275R102 |
| JNJ | JOHNSON & JOHNSON | 868,139 | $85.28M | 0.5% | $63.54 | +4.9% | Common Stocks | 478160104 |
| KSS | KOHLS CORP | 1,391,675 | $79.05M | 0.5% | $51.66 | +3.8% | Common Stocks | 500255104 |
| — | LEGG MASON INC | 1,535,849 | $75.32M | 0.4% | $32.55 | — | Common Stocks | 524901105 |
| AIZ | ASSURANT INC | 1,121,234 | $72.83M | 0.4% | $38.32 | +35.5% | Common Stocks | 04621X108 |
| KEY | KEY CORP | 4,536,975 | $64.61M | 0.4% | $6.48 | +32.1% | Common Stocks | 493267108 |
| RF | REGIONS FINL CORP | 5,770,361 | $64.11M | 0.4% | $5.84 | +21.3% | Common Stocks | 7591EP100 |
| ALL | ALLSTATE CORP | 1,071,697 | $60.64M | 0.3% | $37.30 | +11.4% | Common Stocks | 020002101 |
| — | URS CORP | 1,245,093 | $58.59M | 0.3% | $47.51 | — | Common Stocks | 903236107 |
| — | AETNA INC | 776,431 | $58.21M | 0.3% | $64.17 | — | Common Stocks | 00817Y108 |
| FITB | FIFTH THIRD BANCORP | 2,469,250 | $56.67M | 0.3% | $11.60 | +26.0% | Common Stocks | 316773100 |
| DGX | QUEST DIAGNOSTICS | 972,200 | $56.31M | 0.3% | $46.32 | -8.9% | Common Stocks | 74834L100 |
| — | DELPHI AUTOMOTIVE PLC | 829,678 | $56.3M | 0.3% | $50.69 | — | Common Stocks | G27823106 |
| — | MASONITE INTERNATIONAL CORP | 973,695 | $55.03M | 0.3% | $51.58 | — | Common Stocks | 575385109 |
| TEX | TEREX CORP | 1,230,566 | $54.51M | 0.3% | $41.43 | +1.4% | Common Stocks | 880779103 |
| HIG | THE HARTFORD FINANCIAL SERVICES GROUP INC | 1,497,369 | $52.81M | 0.3% | $23.17 | +17.1% | Common Stocks | 416515104 |
| DAN | DANA HOLDING CORP | 2,249,595 | $52.35M | 0.3% | $14.60 | +13.2% | Common Stocks | 235825205 |
| OC | OWENS CORNING | 1,202,105 | $51.9M | 0.3% | $41.36 | +1.7% | Common Stocks | 690742101 |
| — | HOSPITALITY PROPERTIES TRUST | 1,706,653 | $49.02M | 0.3% | $26.57 | — | Common Stocks | 44106M102 |
| — | CON-WAY INC | 1,189,444 | $48.86M | 0.3% | $39.33 | — | Common Stocks | 205944101 |
| TAP | MOLSON COORS BREWING CO. -B | 789,850 | $46.49M | 0.3% | $37.25 | +12.5% | Common Stocks | 60871R209 |
| — | L-3 COMMUNICATIONS | 383,648 | $45.33M | 0.3% | $85.74 | — | Common Stocks | 502424104 |
| MUSA | MURPHY USA INC | 1,077,569 | $43.74M | 0.3% | $40.94 | -4.0% | Common Stocks | 626755102 |
| PIPR | PIPER JAFFRAY COS | 939,963 | $43.05M | 0.2% | $36.02 | +12.9% | Common Stocks | 724078100 |
| DIOD | DIODES INC. | 1,645,500 | $42.98M | 0.2% | $22.49 | +6.8% | Common Stocks | 254543101 |
| BRC | BRADY CORP CL A | 1,515,363 | $41.14M | 0.2% | $24.06 | -9.5% | Common Stocks | 104674106 |
| UPBD | RENT A CENTER INC | 1,533,547 | $40.79M | 0.2% | $32.92 | -17.7% | Common Stocks | 76009N100 |
| GD | GENERAL DYNAMICS CORP | 367,625 | $40.04M | 0.2% | $56.44 | +41.9% | Common Stocks | 369550108 |
| PRI | PRIMERICA INC | 844,745 | $39.8M | 0.2% | $35.93 | +23.7% | Common Stocks | 74164M108 |
| TTEK | TETRA TECH INC | 1,308,457 | $38.72M | 0.2% | $5.16 | +12.9% | Common Stocks | 88162G103 |
| — | ARGO GROUP INTERNATIONAL | 816,406 | $37.47M | 0.2% | $42.39 | — | Common Stocks | G0464B107 |
| — | ASPEN INSURANCE HOLDINGS LTD | 943,737 | $37.47M | 0.2% | $36.99 | — | Common Stocks | G05384105 |
| — | ACTUANT CORP- A | 1,090,284 | $37.23M | 0.2% | $33.29 | — | Common Stocks | 00508X203 |
| — | WELLCARE HEALTH PLANS INC | 574,333 | $36.48M | 0.2% | $56.17 | — | Common Stocks | 94946T106 |
| FLEX | FLEXTRONICS INTERNATIONAL LTD | 3,840,050 | $35.48M | 0.2% | $6.25 | +3.4% | Common Stocks | Y2573F102 |
| TPC | TUTOR PERINI CORP | 1,201,649 | $34.45M | 0.2% | $17.65 | +43.8% | Common Stocks | 901109108 |
| — | BBCN BANCORP INC | 1,993,124 | $34.16M | 0.2% | $14.22 | — | Common Stocks | 073295107 |
| — | SYNOVUS FINANCIAL CORP | 10,064,075 | $34.12M | 0.2% | $3.15 | — | Common Stocks | 87161C105 |
| — | INGRAM MICRO INC CL-A | 1,151,280 | $34.03M | 0.2% | $18.99 | — | Common Stocks | 457153104 |
| WBS | WEBSTER FINANCIAL CORP. | 1,093,314 | $33.96M | 0.2% | $24.10 | +27.4% | Common Stocks | 947890109 |
| — | NATIONAL PENN BANCSHARES INC | 3,061,223 | $31.99M | 0.2% | $10.23 | — | Common Stocks | 637138108 |
| — | TCF FINANCIAL CORP | 1,918,296 | $31.96M | 0.2% | $14.18 | — | Common Stocks | 872275102 |
| CHE | CHEMED CORP | 347,051 | $31.04M | 0.2% | $67.07 | +15.1% | Common Stocks | 16359R103 |
| ASB | ASSOCIATED BANC CORP | 1,687,823 | $30.48M | 0.2% | $11.62 | 0.0% | Common Stocks | 045487105 |
| NSIT | INSIGHT ENTERPRISES INC | 1,198,988 | $30.11M | 0.2% | $18.64 | +23.4% | Common Stocks | 45765U103 |
| — | AMERICAN EQUITY INVT LIFE | 1,252,453 | $29.58M | 0.2% | $15.70 | — | Common Stocks | 025676206 |
| CMCO | COLUMBUS MCKINNON CORP | 1,029,573 | $27.58M | 0.2% | $23.75 | -0.5% | Common Stocks | 199333105 |
| — | PHH CORP | 1,035,567 | $26.76M | 0.2% | $20.38 | — | Common Stocks | 693320202 |
| LLY | LILLY ELI | 431,625 | $25.41M | 0.1% | $40.99 | +8.7% | Common Stocks | 532457108 |
| — | VCA ANTECH INC | 764,519 | $24.64M | 0.1% | $26.09 | — | Common Stocks | 918194101 |
| DRH | DIAMONDROCK HOSPITALITY CO. | 2,081,578 | $24.46M | 0.1% | $9.32 | — | Common Stocks | 252784301 |
| — | SCHNITZER STEEL INDS INC - A | 828,741 | $23.91M | 0.1% | $30.26 | — | Common Stocks | 806882106 |
| — | MONSTER WORLDWIDE INC | 3,159,782 | $23.64M | 0.1% | $4.91 | — | Common Stocks | 611742107 |
| SRI | STONERIDGE INC | 2,067,707 | $23.22M | 0.1% | $11.44 | -1.7% | Common Stocks | 86183P102 |
| MATW | MATTHEWS INTL CORP - CL A | 567,120 | $23.14M | 0.1% | $27.75 | +13.1% | Common Stocks | 577128101 |
| GFF | GRIFFON CORPORATION | 1,929,351 | $23.04M | 0.1% | $7.76 | +17.4% | Common Stocks | 398433102 |
| MWA | MUELLER WATER PRODUCTS INC | 2,154,405 | $20.47M | 0.1% | $5.51 | +39.5% | Common Stocks | 624758108 |
| MLKN | HERMAN MILLER INC | 625,294 | $20.09M | 0.1% | $19.62 | +10.5% | Common Stocks | 600544100 |
| ARW | ARROW ELECTRONICS INC | 336,650 | $19.98M | 0.1% | $54.43 | 0.0% | Common Stocks | 042735100 |
| RNR | RENAISSANCE RE HLDGS LTD | 200,949 | $19.61M | 0.1% | $89.85 | +4.2% | Common Stocks | G7496G103 |
| — | FIRST MIDWEST BANCORP INC | 1,047,099 | $17.88M | 0.1% | $15.29 | — | Common Stocks | 320867104 |
| — | ARC DOCUMENT SOLUTIONS INC | 2,395,685 | $17.82M | 0.1% | $4.16 | — | Common Stocks | 00191G103 |
| ACM | AECOM TECHNOLOGY CORP | 528,256 | $16.99M | 0.1% | $29.37 | -0.2% | Common Stocks | 00766T100 |
| — | UNITED STATIONERS INC | 406,203 | $16.68M | 0.1% | $38.49 | — | Common Stocks | 913004107 |
| WSFS | WSFS FINANCIAL CORP | 190,301 | $13.59M | 0.1% | $16.60 | +45.0% | Common Stocks | 929328102 |
| — | ENGILITY HOLDINGS INC | 251,366 | $11.32M | 0.1% | $28.42 | — | Common Stocks | 29285W104 |
| — | VALIDUS HOLDINGS LTD | 287,595 | $10.85M | 0.1% | $36.94 | — | Common Stocks | G9319H102 |
| PG | PROCTER & GAMBLE COMPANY | 114,251 | $9.209M | 0.1% | $56.54 | -0.1% | Common Stocks | 742718109 |
| — | TORCHMARK CORP | 106,124 | $8.352M | 0.0% | $65.14 | — | Common Stocks | 891027104 |
| KBR | KBR INC | 311,475 | $8.31M | 0.0% | $25.32 | 0.0% | Common Stocks | 48242W106 |
| TSM | TAIWAN SEMICONDUCTOR - SP ADR | 388,650 | $7.781M | 0.0% | $17.28 | — | Common Stocks | 874039100 |
| — | BANCORPSOUTH INC | 269,735 | $6.733M | 0.0% | $17.70 | — | Common Stocks | 059692103 |
| — | ADVANCED SEMICONDUCTOR E-ADR | 1,197,375 | $6.645M | 0.0% | $4.74 | — | Common Stocks | 00756M404 |
| MUR | MURPHY OIL CORP | 98,495 | $6.191M | 0.0% | $38.91 | 0.0% | Common Stocks | 626717102 |
| EXC | EXELON CORP | 149,382 | $5.013M | 0.0% | $13.80 | 0.0% | Common Stocks | 30161N101 |
| FE | FIRSTENERGY CORP | 144,650 | $4.922M | 0.0% | $19.25 | 0.0% | Common Stocks | 337932107 |
| JBL | JABIL CIRCUIT INC | 271,400 | $4.885M | 0.0% | $16.18 | 0.0% | Common Stocks | 466313103 |
| SHG | SHINHAN FINANCIAL GROUP - ADR | 100,475 | $4.416M | 0.0% | $45.39 | — | Common Stocks | 824596100 |
| — | ROWAN COMPANIES PLC - A | 128,496 | $4.328M | 0.0% | $33.68 | — | Common Stocks | G7665A101 |
| BPOP | POPULAR INC. | 111,303 | $3.449M | 0.0% | $21.46 | -0.0% | Common Stocks | 733174700 |
| — | SYMETRA FINANCIAL CORP | 167,550 | $3.321M | 0.0% | $19.82 | — | Common Stocks | 87151Q106 |
| PGR | PROGRESSIVE CORP | 136,200 | $3.299M | 0.0% | $17.14 | 0.0% | Common Stocks | 743315103 |
| EG | EVEREST RE GROUP LTD | 17,800 | $2.724M | 0.0% | $114.97 | 0.0% | Common Stocks | G3223R108 |
| WDC | WESTERN DIGITAL CORP | 28,400 | $2.608M | 0.0% | $53.80 | 0.0% | Common Stocks | 958102105 |
| — | KELLOGG COMPANY | 41,541 | $2.605M | 0.0% | $37.53 | 0.0% | Common Stocks | 487836108 |
| — | STEEL EXCEL INC | 81,192 | $2.598M | 0.0% | $29.00 | — | Common Stocks | 858122104 |
| — | ASHLAND INC | 25,600 | $2.547M | 0.0% | $99.49 | — | Common Stocks | 044209104 |
| — | ENDURANCE SPECIALTY HOLDINGS | 47,200 | $2.541M | 0.0% | $53.83 | — | Common Stocks | G30397106 |
| EPR | EPR PROPERTIES | 47,200 | $2.52M | 0.0% | $53.39 | — | Common Stocks | 26884U109 |
| RRX | REGAL BELOIT CORP | 34,400 | $2.501M | 0.0% | $73.83 | 0.0% | Common Stocks | 758750103 |
| — | INTERNATIONAL GAME TECHNOLOGY | 168,800 | $2.373M | 0.0% | $14.06 | — | Common Stocks | 459902102 |
| NOC | NORTHROP GRUMMAN CORP | 19,184 | $2.367M | 0.0% | $62.64 | +55.1% | Common Stocks | 666807102 |
| — | TECH DATA CORP | 36,375 | $2.217M | 0.0% | $60.95 | — | Common Stocks | 878237106 |
| E | ENI SPA -SPONSORED ADR | 27,500 | $1.38M | 0.0% | $43.21 | — | Common Stocks | 26874R108 |
| TMUS | T MOBILE US INC | 17,600 | $581K | 0.0% | $19.47 | +57.3% | Common Stocks | 872590104 |
| — | PROTECTIVE LIFE CORP | 9,275 | $488K | 0.0% | $38.41 | — | Common Stocks | 743674103 |
| — | ACE LTD | 3,342 | $331K | 0.0% | $99.04 | — | Common Stocks | H0023R105 |
| — | HARTE-HANKS INC. | 36,124 | $319K | 0.0% | $8.60 | — | Common Stocks | 416196103 |
| HAL | HALLIBURTON CO | 5,050 | $297K | 0.0% | $37.32 | +14.7% | Common Stocks | 406216101 |