Location: New York, NY
CIK: 0001027796 · Show all filings
Period: Q2 2014 (← Previous) (Next →)
Filing Date: Aug 8, 2014
Total Value: $18.01B (100.0% shares, 0.0% debt)
| Ticker | Issuer | Shares | Value | % | Share Price | Est. Cost/Share | Unrealized @ Report Date | Class | CUSIP |
|---|---|---|---|---|---|---|---|---|---|
| — | HEWLETT-PACKARD CO | 24,317,414 | $819M | 4.5% | $33.68 | $24.80 | — | COM | 428236103 |
| — | ROYAL DUTCH SHELL PLC ADR | 6,945,699 | $572M | 3.2% | $82.37 | $64.03 | — | COM | 780259206 |
| BP | BP PLC - SPONS ADR | 10,679,954 | $563M | 3.1% | $52.75 | $42.50 | +24.1% | COM | 055622104 |
| AIG | AMERICAN INTERNATIONAL GROUP | 9,825,424 | $536M | 3.0% | $54.58 * | $32.51 | +28.4% | COM | 026874784 |
| INTC | INTEL CORPORATION | 16,333,339 | $505M | 2.8% | $30.90 * | $18.51 | +26.4% | COM | 458140100 |
| ORCL | ORACLE CORP | 12,273,978 | $497M | 2.8% | $40.53 * | $27.49 | +24.2% | COM | 68389X105 |
| — | CIGNA CORP | 5,281,715 | $486M | 2.7% | $91.97 | $80.18 | — | COM | 125509109 |
| BAC | BANK OF AMERICA CORP | 31,436,311 | $483M | 2.7% | $15.37 * | $10.52 | +15.2% | COM | 060505104 |
| C | CITIGROUP INC | 10,068,251 | $474M | 2.6% | $47.10 * | $36.02 | -2.6% | COM | 172967424 |
| OMC | OMNICOM GROUP | 6,558,083 | $467M | 2.6% | $71.22 * | $40.69 | +19.6% | COM | 681919106 |
| MSFT | MICROSOFT CORP | 10,241,463 | $427M | 2.4% | $41.70 * | $26.75 | +31.2% | COM | 594918104 |
| XOM | EXXON MOBIL CORP | 4,211,548 | $424M | 2.4% | $100.68 * | $54.98 | +12.7% | COM | 30231G102 |
| NWSA | NEWS CORP - CLASS A | 23,617,742 | $424M | 2.4% | $17.94 * | $15.16 | +3.9% | COM | 65249B109 |
| MS | MORGAN STANLEY | 12,957,017 | $419M | 2.3% | $32.33 * | $17.61 | +35.4% | COM | 617446448 |
| STT | STATE STREET CORP | 5,814,240 | $391M | 2.2% | $67.26 * | $46.58 | +5.6% | COM | 857477103 |
| — | BAKER HUGHES INC | 5,133,571 | $382M | 2.1% | $74.45 | $46.46 | — | COM | 057224107 |
| JPM | JP MORGAN CHASE & CO | 6,272,406 | $361M | 2.0% | $57.62 * | $36.62 | +15.3% | COM | 46625H100 |
| PH | PARKER HANNIFIN CORPORATION | 2,870,465 | $361M | 2.0% | $125.73 * | $77.80 | +33.4% | COM | 701094104 |
| — | STAPLES INC | 32,759,270 | $355M | 2.0% | $10.84 | $15.43 | — | COM | 855030102 |
| — | TRW AUTOMOTIVE HOLDINGS CORP | 3,944,455 | $353M | 2.0% | $89.52 | $74.34 | — | COM | 87264S106 |
| MET | METLIFE INC | 6,109,317 | $339M | 1.9% | $55.56 * | $24.43 | +38.3% | COM | 59156R108 |
| GS | GOLDMAN SACHS GROUP INC | 1,898,978 | $318M | 1.8% | $167.44 * | $120.81 | +10.8% | COM | 38141G104 |
| VOYA | VOYA FINANCIAL INC. | 8,746,768 | $318M | 1.8% | $36.34 * | $31.98 | +1.7% | COM | 929089100 |
| BDX | BECTON DICKINSON & CO | 2,600,468 | $308M | 1.7% | $118.30 * | $78.51 | +23.2% | COM | 075887109 |
| — | INTERPUBLIC GROUP OF COS INC | 15,735,405 | $307M | 1.7% | $19.51 * | $9.90 | +31.0% | COM | 460690100 |
| ABT | ABBOTT LABORATORIES | 7,197,691 | $294M | 1.6% | $40.90 * | $28.74 | +14.2% | COM | 002824100 |
| PNC | PNC FINANCIAL SERVICES | 3,068,684 | $273M | 1.5% | $89.05 * | $47.34 | +31.7% | COM | 693475105 |
| GM | GENERAL MOTORS CO | 7,475,961 | $271M | 1.5% | $36.30 * | $26.94 | +2.2% | COM | 37045V100 |
| AXS | AXIS CAPITAL HOLDINGS LTD | 6,116,467 | $271M | 1.5% | $44.28 * | $31.54 | +3.0% | COM | G0692U109 |
| — | UBS AG | 13,879,543 | $254M | 1.4% | $18.32 | $17.12 | — | COM | H89231338 |
| — | WILLIS GROUP HOLDINGS LTD | 5,577,087 | $241M | 1.3% | $43.30 | $41.22 | — | COM | G96666105 |
| MAS | MASCO CORP | 10,814,171 | $240M | 1.3% | $22.20 * | $15.09 | +9.2% | COM | 574599106 |
| GLW | CORNING INC | 10,149,295 | $223M | 1.2% | $21.95 * | $13.34 | +21.8% | COM | 219350105 |
| AVT | AVNET INC | 4,849,354 | $215M | 1.2% | $44.31 * | $26.60 | +29.9% | COM | 053807103 |
| BEN | FRANKLIN RESOURCES INC. | 3,150,471 | $182M | 1.0% | $57.84 * | $29.21 | +18.8% | COM | 354613101 |
| CMA | COMERICA INC | 3,518,311 | $176M | 1.0% | $50.16 * | $26.40 | +25.4% | COM | 200340107 |
| WFC | WELLS FARGO CO | 3,267,447 | $172M | 1.0% | $52.56 * | $28.02 | +35.8% | COM | 949746101 |
| — | LABORATORY CORP OF AMERICA HOLDINGS | 1,654,529 | $169M | 0.9% | $102.40 | $99.74 | — | COM | 50540R409 |
| — | PARTNERRE LTD | 1,533,562 | $167M | 0.9% | $109.21 | $90.94 | — | COM | G6852T105 |
| ETR | ENTERGY CORP | 1,644,594 | $135M | 0.7% | $82.09 * | $20.56 | +26.1% | COM | 29364G103 |
| — | TE CONNECTIVITY LTD. | 2,164,740 | $134M | 0.7% | $61.84 | $45.54 | — | COM | H84989104 |
| JNJ | JOHNSON & JOHNSON | 1,155,666 | $121M | 0.7% | $104.62 * | $65.93 | +15.3% | COM | 478160104 |
| — | SUPERIOR ENERGY SERVICES INC | 2,969,760 | $107M | 0.6% | $36.14 | $25.76 | — | COM | 868157108 |
| ON | ON SEMICONDUCTOR CORP | 11,653,082 | $107M | 0.6% | $9.14 | $8.71 | +5.0% | COM | 682189105 |
| MUR | MURPHY OIL CORP | 1,571,830 | $104M | 0.6% | $66.48 * | $40.67 | +6.6% | COM | 626717102 |
| WMT | WAL-MART STORES | 1,365,763 | $103M | 0.6% | $75.07 * | $19.99 | +0.3% | COM | 931142103 |
| NWS | NEWS CORP - CLASS B | 5,870,845 | $102M | 0.6% | $17.45 * | $14.57 | +5.6% | COM | 65249B208 |
| — | APACHE CORP | 1,000,631 | $101M | 0.6% | $100.62 | $83.86 | — | COM | 037411105 |
| — | KELLOGG COMPANY | 1,383,828 | $90.92M | 0.5% | $65.70 * | $41.63 | -0.7% | COM | 487836108 |
| — | XL GROUP PLC | 2,584,925 | $84.61M | 0.5% | $32.73 | $32.73 | — | COM | G98290102 |
| KSS | KOHLS CORP | 1,494,500 | $78.73M | 0.4% | $52.68 | $51.83 | +1.6% | COM | 500255104 |
| PGR | PROGRESSIVE CORP | 2,928,498 | $74.27M | 0.4% | $25.36 * | $17.74 | +2.5% | COM | 743315103 |
| KEY | KEY CORP | 4,938,275 | $70.77M | 0.4% | $14.33 * | $6.67 | +38.2% | COM | 493267108 |
| — | LAMAR ADVERTISING CO -A | 1,290,161 | $68.38M | 0.4% | $53.00 | $53.00 | — | COM | 512815101 |
| — | LEGG MASON INC | 1,304,475 | $66.93M | 0.4% | $51.31 | $32.55 | — | COM | 524901105 |
| — | AETNA INC | 824,931 | $66.89M | 0.4% | $81.08 | $65.16 | — | COM | 00817Y108 |
| RF | REGIONS FINL CORP | 6,266,836 | $66.55M | 0.4% | $10.62 * | $5.93 | +21.1% | COM | 7591EP100 |
| — | URS CORP | 1,392,973 | $63.87M | 0.4% | $45.85 | $47.34 | — | COM | 903236107 |
| CSCO | CISCO SYSTEMS INC | 2,543,609 | $63.21M | 0.4% | $24.85 * | $15.34 | +13.1% | COM | 17275R102 |
| — | CON-WAY INC | 1,191,924 | $60.09M | 0.3% | $50.41 | $39.33 | — | COM | 205944101 |
| HIG | THE HARTFORD FINANCIAL SERVICES GROUP INC | 1,640,026 | $58.73M | 0.3% | $35.81 * | $23.55 | +19.4% | COM | 416515104 |
| TEX | TEREX CORP | 1,415,040 | $58.16M | 0.3% | $41.10 | $41.33 | -0.5% | COM | 880779103 |
| FITB | FIFTH THIRD BANCORP | 2,713,900 | $57.94M | 0.3% | $21.35 * | $11.84 | +22.3% | COM | 316773100 |
| — | HOSPITALITY PROPERTIES TRUST | 1,855,220 | $56.4M | 0.3% | $30.40 | $26.88 | — | COM | 44106M102 |
| FLEX | FLEXTRONICS INTERNATIONAL LTD | 4,892,800 | $54.16M | 0.3% | $11.07 * | $6.53 | +27.8% | COM | Y2573F102 |
| IVZ | NVESCO LTD | 1,419,341 | $53.58M | 0.3% | $37.75 * | $18.88 | +21.7% | COM | G491BT108 |
| — | MASONITE INTERNATIONAL CORP | 946,782 | $53.27M | 0.3% | $56.26 | $51.58 | — | COM | 575385109 |
| OC | OWENS CORNING | 1,351,852 | $52.29M | 0.3% | $38.68 | $41.34 | -6.4% | COM | 690742101 |
| DAN | DANA HOLDING CORP | 2,103,116 | $51.36M | 0.3% | $24.42 * | $14.60 | +33.8% | COM | 235825205 |
| GNW | GENWORTH FINANCIAL INC CL A | 2,933,175 | $51.04M | 0.3% | $17.40 | $17.49 | -0.5% | COM | 37247D106 |
| AIZ | ASSURANT INC | 741,256 | $48.59M | 0.3% | $65.55 * | $38.32 | +36.4% | COM | 04621X108 |
| — | TECH DATA CORP | 752,605 | $47.05M | 0.3% | $62.52 | $62.44 | — | COM | 878237106 |
| PRI | PRIMERICA INC | 926,192 | $44.32M | 0.2% | $47.85 | $36.81 | +30.0% | COM | 74164M108 |
| PIPR | PIPER JAFFRAY COS | 805,479 | $41.7M | 0.2% | $51.77 | $36.02 | +43.7% | COM | 724078100 |
| — | UNITED STATIONERS INC | 959,091 | $39.77M | 0.2% | $41.47 | $40.21 | — | COM | 913004107 |
| TTEK | TETRA TECH INC | 1,442,326 | $39.66M | 0.2% | $27.50 * | $5.18 | +6.1% | COM | 88162G103 |
| — | ACTUANT CORP- A | 1,113,707 | $38.5M | 0.2% | $34.57 | $33.32 | — | COM | 00508X203 |
| ASB | ASSOCIATED BANC CORP | 2,117,748 | $38.29M | 0.2% | $18.08 * | $11.71 | +6.2% | COM | 045487105 |
| UPBD | RENT A CENTER INC | 1,319,702 | $37.85M | 0.2% | $28.68 | $32.92 | -12.9% | COM | 76009N100 |
| WBS | WEBSTER FINANCIAL CORP. | 1,199,998 | $37.85M | 0.2% | $31.54 | $24.67 | +27.9% | COM | 947890109 |
| — | SYNOVUS FINANCIAL CORP | 1,540,945 | $37.57M | 0.2% | $24.38 | $24.38 | — | COM | 87161C501 |
| MUSA | MURPHY USA INC | 755,157 | $36.92M | 0.2% | $48.89 * | $40.94 | +16.1% | COM | 626755102 |
| NSIT | INSIGHT ENTERPRISES INC | 1,163,002 | $35.75M | 0.2% | $30.74 | $18.64 | +64.9% | COM | 45765U103 |
| — | FIRST MIDWEST BANCORP INC | 1,932,666 | $32.91M | 0.2% | $17.03 | $16.09 | — | COM | 320867104 |
| ARW | ARROW ELECTRONICS INC | 534,375 | $32.28M | 0.2% | $60.41 | $55.85 | +8.2% | COM | 042735100 |
| — | NATIONAL PENN BANCSHARES INC | 2,972,929 | $31.45M | 0.2% | $10.58 | $10.23 | — | COM | 637138108 |
| — | TCF FINANCIAL CORP | 1,862,582 | $30.49M | 0.2% | $16.37 | $14.18 | — | COM | 872275102 |
| — | WELLCARE HEALTH PLANS INC | 405,464 | $30.27M | 0.2% | $74.66 | $56.17 | — | COM | 94946T106 |
| — | BBCN BANCORP INC | 1,896,716 | $30.25M | 0.2% | $15.95 | $14.22 | — | COM | 073295107 |
| CMCO | COLUMBUS MCKINNON CORP | 1,117,917 | $30.24M | 0.2% | $27.05 * | $23.84 | +3.5% | COM | 199333105 |
| DIOD | DIODES INC. | 1,040,773 | $30.14M | 0.2% | $28.96 | $22.49 | +28.8% | COM | 254543101 |
| — | AMERICAN EQUITY INVT LIFE | 1,211,573 | $29.8M | 0.2% | $24.60 | $15.70 | — | COM | 025676206 |
| — | SYMETRA FINANCIAL CORP | 1,186,675 | $26.98M | 0.1% | $22.74 | $22.33 | — | COM | 87151Q106 |
| LLY | LILLY ELI | 431,350 | $26.82M | 0.1% | $62.17 * | $40.99 | +22.5% | COM | 532457108 |
| CHE | CHEMED CORP | 281,109 | $26.35M | 0.1% | $93.72 * | $67.07 | +32.9% | COM | 16359R103 |
| — | L-3 COMMUNICATIONS | 218,038 | $26.33M | 0.1% | $120.75 | $85.74 | — | COM | 502424104 |
| GD | GENERAL DYNAMICS CORP | 223,500 | $26.05M | 0.1% | $116.55 * | $56.44 | +60.8% | COM | 369550108 |
| TPC | TUTOR PERINI CORP | 814,399 | $25.85M | 0.1% | $31.74 | $17.65 | +79.9% | COM | 901109108 |
| DRH | DIAMONDROCK HOSPITALITY CO. | 2,016,076 | $25.85M | 0.1% | $12.82 | $9.32 | — | COM | 252784301 |
| — | ARGO GROUP INTERNATIONAL | 502,711 | $25.69M | 0.1% | $51.11 | $42.39 | — | COM | G0464B107 |
| MATW | MATTHEWS INTL CORP - CL A | 614,676 | $25.55M | 0.1% | $41.57 * | $28.01 | +13.3% | COM | 577128101 |
| DGX | QUEST DIAGNOSTICS | 431,100 | $25.3M | 0.1% | $58.69 * | $46.32 | +0.4% | COM | 74834L100 |
| ACM | AECOM TECHNOLOGY CORP | 759,150 | $24.45M | 0.1% | $32.20 * | $29.88 | +3.7% | COM | 00766T100 |
| SRI | STONERIDGE INC | 2,218,384 | $23.78M | 0.1% | $10.72 | $11.37 | -5.7% | COM | 86183P102 |
| — | PHH CORP | 1,010,448 | $23.22M | 0.1% | $22.98 | $20.38 | — | COM | 693320202 |
| GFF | GRIFFON CORPORATION | 1,871,089 | $23.2M | 0.1% | $12.40 * | $7.76 | +14.2% | COM | 398433102 |
| — | ENDURANCE SPECIALTY HOLDINGS | 422,544 | $21.8M | 0.1% | $51.59 | $51.84 | — | COM | G30397106 |
| — | MONSTER WORLDWIDE INC | 3,222,853 | $21.08M | 0.1% | $6.54 | $4.94 | — | COM | 611742107 |
| — | SCHNITZER STEEL INDS INC - A | 805,242 | $20.99M | 0.1% | $26.07 | $30.26 | — | COM | 806882106 |
| — | ASPEN INSURANCE HOLDINGS LTD | 422,536 | $19.19M | 0.1% | $45.42 | $36.99 | — | COM | G05384105 |
| — | VALIDUS HOLDINGS LTD | 486,308 | $18.6M | 0.1% | $38.24 | $37.47 | — | COM | G9319H102 |
| ALL | ALLSTATE CORP | 315,151 | $18.51M | 0.1% | $58.72 * | $37.30 | +22.9% | COM | 020002101 |
| KBR | KBR INC | 770,200 | $18.37M | 0.1% | $23.85 * | $22.81 | -11.8% | COM | 48242W106 |
| MLKN | HERMAN MILLER INC | 601,632 | $18.19M | 0.1% | $30.24 * | $19.62 | +17.1% | COM | 600544100 |
| — | ARC DOCUMENT SOLUTIONS INC | 3,079,648 | $18.05M | 0.1% | $5.86 | $4.54 | — | COM | 00191G103 |
| MWA | MUELLER WATER PRODUCTS INC | 2,088,783 | $18.05M | 0.1% | $8.64 * | $5.51 | +31.7% | COM | 624758108 |
| RNR | RENAISSANCE RE HLDGS LTD | 148,928 | $15.94M | 0.1% | $107.00 | $89.85 | +19.1% | COM | G7496G103 |
| FE | FIRSTENERGY CORP | 421,249 | $14.63M | 0.1% | $34.72 * | $20.21 | +6.2% | COM | 337932107 |
| ROCK | GIBRALTAR INDUSTRIES INC | 892,994 | $13.85M | 0.1% | $15.51 | $16.58 | -6.4% | COM | 374689107 |
| WSFS | WSFS FINANCIAL CORP | 185,618 | $13.67M | 0.1% | $73.67 * | $16.60 | +47.9% | COM | 929328102 |
| JBL | JABIL CIRCUIT INC | 572,050 | $11.96M | 0.1% | $20.90 * | $16.49 | +14.6% | COM | 466313103 |
| — | ROWAN COMPANIES PLC - A | 355,650 | $11.36M | 0.1% | $31.93 | $32.56 | — | COM | G7665A101 |
| — | VCA INC | 312,197 | $10.96M | 0.1% | $35.09 | $26.09 | — | COM | 918194101 |
| PG | PROCTER & GAMBLE COMPANY | 134,354 | $10.56M | 0.1% | $78.59 * | $56.80 | +0.2% | COM | 742718109 |
| — | INGRAM MICRO INC CL-A | 341,625 | $9.979M | 0.1% | $29.21 | $18.99 | — | COM | 457153104 |
| — | TORCHMARK CORP | 112,149 | $9.187M | 0.1% | $81.92 | $66.04 | — | COM | 891027104 |
| TSM | TAIWAN SEMICONDUCTOR - SP ADR | 386,375 | $8.265M | 0.0% | $21.39 | $17.52 | +22.1% | COM | 874039100 |
| — | INTERNATIONAL GAME TECHNOLOGY | 506,350 | $8.056M | 0.0% | $15.91 | $15.29 | — | COM | 459902102 |
| EXC | EXELON CORP | 213,642 | $7.794M | 0.0% | $36.48 * | $14.72 | +17.4% | COM | 30161N101 |
| — | ASHLAND INC | 71,675 | $7.794M | 0.0% | $108.74 | $105.44 | — | COM | 044209104 |
| EPR | EPR PROPERTIES | 138,325 | $7.728M | 0.0% | $55.87 | $55.02 | — | COM | 26884U109 |
| WDC | WESTERN DIGITAL CORP | 83,125 | $7.672M | 0.0% | $92.29 * | $54.87 | +5.6% | COM | 958102105 |
| RRX | REGAL BELOIT CORP | 96,125 | $7.552M | 0.0% | $78.56 | $75.15 | +4.5% | COM | 758750103 |
| EG | EVEREST RE GROUP LTD | 46,925 | $7.531M | 0.0% | $160.49 * | $120.47 | +4.6% | COM | G3223R108 |
| — | ACE LTD | 56,109 | $5.819M | 0.0% | $103.71 | $103.43 | — | COM | H0023R105 |
| SHG | SHINHAN FINANCIAL GROUP - ADR | 103,075 | $4.727M | 0.0% | $45.86 | $42.61 | +7.6% | COM | 824596100 |
| — | ADVANCED SEMICONDUCTOR E-ADR | 706,068 | $4.589M | 0.0% | $6.50 | $4.74 | — | COM | 00756M404 |
| BPOP | POPULAR INC. | 110,730 | $3.785M | 0.0% | $34.18 * | $21.46 | +20.0% | COM | 733174700 |
| — | STEEL EXCEL INC | 68,762 | $2.431M | 0.0% | $35.35 | $35.35 | — | COM | 858122203 |
| PBR | PETROLEO BRASILEIRO S.A. - ADR | 77,100 | $1.128M | 0.0% | $14.63 | $14.57 | +0.4% | COM | 71654V408 |