Location: New York, NY
CIK: 0001027796 · Show all filings
Period: Q3 2014 (← Previous) (Next →)
Filing Date: Nov 7, 2014
Total Value: $18.29B (100.0% shares, 0.0% debt)
| Ticker | Issuer | Shares | Value | % | Share Price | Est. Cost/Share | Unrealized @ Report Date | Class | CUSIP |
|---|---|---|---|---|---|---|---|---|---|
| — | HEWLETT-PACKARD CO | 20,836,112 | $739M | 4.0% | $35.47 | $24.80 | — | COM | 428236103 |
| BAC | BANK OF AMERICA CORP | 31,650,403 | $540M | 2.9% | $17.05 * | $10.52 | +28.2% | COM | 060505104 |
| — | ROYAL DUTCH SHELL PLC ADR | 6,964,781 | $530M | 2.9% | $76.13 | $64.03 | — | COM | 780259206 |
| C | CITIGROUP INC | 10,152,529 | $526M | 2.9% | $51.82 * | $36.02 | +7.1% | COM | 172967424 |
| AIG | AMERICAN INTERNATIONAL GROUP | 9,737,296 | $526M | 2.9% | $54.02 * | $32.51 | +27.3% | COM | 026874784 |
| — | CIGNA CORP | 5,584,763 | $506M | 2.8% | $90.69 | $80.75 | — | COM | 125509109 |
| BP | BP PLC - SPONS ADR | 11,343,006 | $499M | 2.7% | $43.95 | $42.85 | +2.6% | COM | 055622104 |
| MSFT | MICROSOFT CORP | 10,131,902 | $470M | 2.6% | $46.36 * | $26.75 | +46.8% | COM | 594918104 |
| ORCL | ORACLE CORP | 12,199,933 | $467M | 2.6% | $38.28 * | $27.49 | +17.7% | COM | 68389X105 |
| INTC | INTEL CORPORATION | 13,014,868 | $453M | 2.5% | $34.82 * | $18.51 | +43.4% | COM | 458140100 |
| OMC | OMNICOM GROUP | 6,334,510 | $436M | 2.4% | $68.86 * | $40.69 | +16.5% | COM | 681919106 |
| MS | MORGAN STANLEY | 12,550,716 | $434M | 2.4% | $34.57 * | $17.61 | +45.2% | COM | 617446448 |
| PH | PARKER HANNIFIN CORPORATION | 3,790,663 | $433M | 2.4% | $114.15 * | $82.58 | +14.6% | COM | 701094104 |
| STT | STATE STREET CORP | 5,798,406 | $427M | 2.3% | $73.61 * | $46.58 | +16.0% | COM | 857477103 |
| XOM | EXXON MOBIL CORP | 4,306,551 | $405M | 2.2% | $94.05 * | $55.12 | +5.7% | COM | 30231G102 |
| — | STAPLES INC | 33,308,825 | $403M | 2.2% | $12.10 | $15.37 | — | COM | 855030102 |
| NWSA | NEWS CORP - CLASS A | 24,399,642 | $399M | 2.2% | $16.35 * | $15.17 | -5.4% | COM | 65249B109 |
| JPM | JP MORGAN CHASE & CO | 6,346,529 | $382M | 2.1% | $60.24 * | $36.69 | +21.1% | COM | 46625H100 |
| VOYA | VOYA FINANCIAL INC. | 8,959,814 | $350M | 1.9% | $39.10 * | $32.03 | +9.3% | COM | 929089100 |
| GS | GOLDMAN SACHS GROUP INC | 1,903,198 | $349M | 1.9% | $183.57 * | $120.81 | +21.8% | COM | 38141G104 |
| — | TRW AUTOMOTIVE HOLDINGS CORP | 3,361,631 | $340M | 1.9% | $101.25 | $74.34 | — | COM | 87264S106 |
| MET | METLIFE INC | 6,177,965 | $332M | 1.8% | $53.72 * | $24.53 | +34.1% | COM | 59156R108 |
| — | BAKER HUGHES INC | 4,942,070 | $322M | 1.8% | $65.06 | $46.46 | — | COM | 057224107 |
| BDX | BECTON DICKINSON & CO | 2,731,408 | $311M | 1.7% | $113.81 * | $79.34 | +17.9% | COM | 075887109 |
| ABT | ABBOTT LABORATORIES | 7,287,523 | $303M | 1.7% | $41.59 * | $28.81 | +16.5% | COM | 002824100 |
| AXS | AXIS CAPITAL HOLDINGS LTD | 6,345,849 | $300M | 1.6% | $47.33 * | $31.62 | +10.4% | COM | G0692U109 |
| — | INTERPUBLIC GROUP OF COS INC | 14,846,993 | $272M | 1.5% | $18.32 * | $9.90 | +23.6% | COM | 460690100 |
| PNC | PNC FINANCIAL SERVICES | 3,106,074 | $266M | 1.5% | $85.58 * | $47.49 | +26.9% | COM | 693475105 |
| MAS | MASCO CORP | 11,025,399 | $264M | 1.4% | $23.92 * | $15.12 | +17.4% | COM | 574599106 |
| — | UBS AG | 15,133,540 | $263M | 1.4% | $17.37 | $17.14 | — | COM | H89231338 |
| GM | GENERAL MOTORS CO | 7,502,229 | $240M | 1.3% | $31.94 * | $26.94 | -9.3% | COM | 37045V100 |
| MUR | MURPHY OIL CORP | 4,084,131 | $232M | 1.3% | $56.91 * | $40.56 | -7.9% | COM | 626717102 |
| AVT | AVNET INC | 5,299,000 | $220M | 1.2% | $41.50 * | $27.23 | +19.3% | COM | 053807103 |
| GLW | CORNING INC | 10,440,873 | $202M | 1.1% | $19.34 * | $13.40 | +7.4% | COM | 219350105 |
| — | WILLIS GROUP HOLDINGS LTD | 4,745,620 | $196M | 1.1% | $41.40 | $41.22 | — | COM | G96666105 |
| CMA | COMERICA INC | 3,630,268 | $181M | 1.0% | $49.86 * | $26.61 | +24.1% | COM | 200340107 |
| — | LAMAR ADVERTISING CO -A | 3,513,960 | $173M | 0.9% | $49.25 | $50.63 | — | COM | 512815101 |
| — | PARTNERRE LTD | 1,522,062 | $167M | 0.9% | $109.89 | $90.94 | — | COM | G6852T105 |
| WFC | WELLS FARGO CO | 3,128,858 | $162M | 0.9% | $51.87 * | $28.02 | +35.0% | COM | 949746101 |
| — | LABORATORY CORP OF AMERICA HOLDINGS | 1,558,296 | $159M | 0.9% | $101.75 | $99.74 | — | COM | 50540R409 |
| BEN | FRANKLIN RESOURCES INC. | 2,657,604 | $145M | 0.8% | $54.61 * | $29.21 | +12.4% | COM | 354613101 |
| JNJ | JOHNSON & JOHNSON | 1,184,416 | $126M | 0.7% | $106.59 * | $66.17 | +17.8% | COM | 478160104 |
| PGR | PROGRESSIVE CORP | 4,498,243 | $114M | 0.6% | $25.28 * | $17.72 | +2.3% | COM | 743315103 |
| ON | ON SEMICONDUCTOR CORP | 12,410,896 | $111M | 0.6% | $8.94 | $8.74 | +2.3% | COM | 682189105 |
| ETR | ENTERGY CORP | 1,400,601 | $108M | 0.6% | $77.33 * | $20.56 | +20.2% | COM | 29364G103 |
| TEX | TEREX CORP | 3,384,526 | $108M | 0.6% | $31.77 | $38.55 | -17.6% | COM | 880779103 |
| — | SUPERIOR ENERGY SERVICES INC | 3,214,210 | $106M | 0.6% | $32.87 | $26.30 | — | COM | 868157108 |
| WMT | WAL-MART STORES | 1,362,638 | $104M | 0.6% | $76.47 * | $19.99 | +2.8% | COM | 931142103 |
| NWS | NEWS CORP - CLASS B | 6,098,582 | $98.37M | 0.5% | $16.13 * | $14.59 | -2.6% | COM | 65249B208 |
| — | KELLOGG COMPANY | 1,576,503 | $97.11M | 0.5% | $61.60 * | $41.49 | -5.9% | COM | 487836108 |
| — | TE CONNECTIVITY LTD. | 1,738,229 | $96.11M | 0.5% | $55.29 | $45.54 | — | COM | H84989104 |
| KSS | KOHLS CORP | 1,537,750 | $93.85M | 0.5% | $61.03 | $51.96 | +17.4% | COM | 500255104 |
| — | XL GROUP PLC | 2,781,550 | $92.26M | 0.5% | $33.17 | $32.76 | — | COM | G98290102 |
| KEY | KEY CORP | 5,373,500 | $71.63M | 0.4% | $13.33 * | $6.85 | +25.9% | COM | 493267108 |
| RF | REGIONS FINL CORP | 7,006,620 | $70.35M | 0.4% | $10.04 * | $6.03 | +13.1% | COM | 7591EP100 |
| — | AETNA INC | 864,356 | $70.01M | 0.4% | $81.00 | $65.88 | — | COM | 00817Y108 |
| CSCO | CISCO SYSTEMS INC | 2,669,084 | $67.18M | 0.4% | $25.17 * | $15.45 | +15.5% | COM | 17275R102 |
| — | LEGG MASON INC | 1,294,100 | $66.21M | 0.4% | $51.16 | $32.55 | — | COM | 524901105 |
| HIG | THE HARTFORD FINANCIAL SERVICES GROUP INC | 1,739,776 | $64.81M | 0.4% | $37.25 * | $23.83 | +23.3% | COM | 416515104 |
| IVZ | INVESCO LTD | 1,614,821 | $63.75M | 0.3% | $39.48 * | $19.50 | +24.0% | COM | G491BT108 |
| — | URS CORP | 1,058,876 | $61M | 0.3% | $57.61 | $47.34 | — | COM | 903236107 |
| — | APACHE CORP | 631,633 | $59.29M | 0.3% | $93.87 | $83.86 | — | COM | 037411105 |
| CFG | CITIZENS FINANCIAL GROUP | 2,500,000 | $58.55M | 0.3% | $23.42 * | $15.71 | +0.9% | COM | 174610105 |
| FITB | FIFTH THIRD BANCORP | 2,924,275 | $58.54M | 0.3% | $20.02 * | $11.99 | +14.0% | COM | 316773100 |
| OC | OWENS CORNING | 1,834,986 | $58.26M | 0.3% | $31.75 | $39.75 | -20.1% | COM | 690742101 |
| — | WELLCARE HEALTH PLANS INC | 955,450 | $57.65M | 0.3% | $60.34 | $58.57 | — | COM | 94946T106 |
| — | MASONITE INTERNATIONAL CORP | 1,026,983 | $56.87M | 0.3% | $55.38 | $51.88 | — | COM | 575385109 |
| — | HOSPITALITY PROPERTIES TRUST | 1,989,531 | $53.42M | 0.3% | $26.85 | $26.87 | — | COM | 44106M102 |
| AIZ | ASSURANT INC | 815,719 | $52.45M | 0.3% | $64.30 * | $39.59 | +30.0% | COM | 04621X108 |
| PRI | PRIMERICA INC | 1,020,292 | $49.2M | 0.3% | $48.22 | $37.87 | +27.3% | COM | 74164M108 |
| FLEX | FLEXTRONICS INTERNATIONAL LTD | 4,566,125 | $47.12M | 0.3% | $10.32 * | $6.53 | +19.1% | COM | Y2573F102 |
| — | TECH DATA CORP | 793,983 | $46.73M | 0.3% | $58.86 | $62.26 | — | COM | 878237106 |
| DAN | DANA HOLDING CORP | 2,404,591 | $46.1M | 0.3% | $19.17 * | $15.04 | +2.1% | COM | 235825205 |
| — | ACTUANT CORP- A | 1,484,612 | $45.31M | 0.2% | $30.52 | $32.62 | — | COM | 00508X203 |
| GNW | GENWORTH FINANCIAL INC CL A | 3,376,250 | $44.23M | 0.2% | $13.10 | $17.09 | -23.3% | COM | 37247D106 |
| WBS | WEBSTER FINANCIAL CORP. | 1,475,682 | $43M | 0.2% | $29.14 | $25.61 | +13.8% | COM | 947890109 |
| — | SYNOVUS FINANCIAL CORP | 1,802,069 | $42.6M | 0.2% | $23.64 | $24.27 | — | COM | 87161C501 |
| UPBD | RENT A CENTER INC | 1,331,683 | $40.42M | 0.2% | $30.35 | $32.92 | -7.8% | COM | 76009N100 |
| BRC | BRADY CORP CL A | 1,770,349 | $39.73M | 0.2% | $22.44 * | $20.66 | -14.4% | COM | 104674106 |
| TTEK | TETRA TECH INC | 1,585,540 | $39.61M | 0.2% | $24.98 * | $5.19 | -3.7% | COM | 88162G103 |
| ARW | ARROW ELECTRONICS INC | 681,555 | $37.72M | 0.2% | $55.35 | $56.81 | -2.6% | COM | 042735100 |
| ASB | ASSOCIATED BANC CORP | 2,109,923 | $36.76M | 0.2% | $17.42 * | $11.71 | +2.8% | COM | 045487105 |
| — | UNITED STATIONERS INC | 944,022 | $35.47M | 0.2% | $37.57 | $40.21 | — | COM | 913004107 |
| — | CON-WAY INC | 723,757 | $34.38M | 0.2% | $47.50 | $39.33 | — | COM | 205944101 |
| KBR | KBR INC | 1,736,600 | $32.7M | 0.2% | $18.83 * | $20.31 | -21.5% | COM | 48242W106 |
| MLKN | HERMAN MILLER INC | 1,066,328 | $31.83M | 0.2% | $29.85 * | $21.04 | +8.3% | COM | 600544100 |
| — | SYMETRA FINANCIAL CORP | 1,349,225 | $31.48M | 0.2% | $23.33 | $22.45 | — | COM | 87151Q106 |
| — | FIRST MIDWEST BANCORP INC | 1,920,691 | $30.9M | 0.2% | $16.09 | $16.09 | — | COM | 320867104 |
| DIOD | DIODES INC. | 1,277,711 | $30.56M | 0.2% | $23.92 | $23.22 | +3.0% | COM | 254543101 |
| — | ENDURANCE SPECIALTY HOLDINGS | 536,224 | $29.59M | 0.2% | $55.18 | $52.55 | — | COM | G30397106 |
| — | NATIONAL PENN BANCSHARES INC | 2,970,779 | $28.85M | 0.2% | $9.71 | $10.23 | — | COM | 637138108 |
| — | TCF FINANCIAL CORP | 1,850,357 | $28.74M | 0.2% | $15.53 | $14.18 | — | COM | 872275102 |
| — | VALIDUS HOLDINGS LTD | 728,176 | $28.5M | 0.2% | $39.14 | $38.03 | — | COM | G9319H102 |
| GD | GENERAL DYNAMICS CORP | 222,875 | $28.32M | 0.2% | $127.09 * | $56.44 | +76.3% | COM | 369550108 |
| CMCO | COLUMBUS MCKINNON CORP | 1,277,536 | $28.09M | 0.2% | $21.99 * | $23.74 | -15.3% | COM | 199333105 |
| LLY | LILLY ELI | 430,175 | $27.9M | 0.2% | $64.85 * | $40.99 | +28.9% | COM | 532457108 |
| — | BBCN BANCORP INC | 1,889,366 | $27.57M | 0.2% | $14.59 | $14.22 | — | COM | 073295107 |
| — | AMERICAN EQUITY INVT LIFE | 1,203,123 | $27.53M | 0.2% | $22.88 | $15.70 | — | COM | 025676206 |
| SRI | STONERIDGE INC | 2,414,484 | $27.21M | 0.1% | $11.27 | $11.39 | -1.1% | COM | 86183P102 |
| NSIT | INSIGHT ENTERPRISES INC | 1,156,327 | $26.17M | 0.1% | $22.63 | $18.64 | +21.4% | COM | 45765U103 |
| DGX | QUEST DIAGNOSTICS | 429,700 | $26.07M | 0.1% | $60.68 * | $46.32 | +4.3% | COM | 74834L100 |
| — | L-3 COMMUNICATIONS | 217,663 | $25.88M | 0.1% | $118.92 | $85.74 | — | COM | 502424104 |
| ACM | AECOM TECHNOLOGY CORP | 765,025 | $25.82M | 0.1% | $33.75 * | $29.88 | +8.6% | COM | 00766T100 |
| DRH | DIAMONDROCK HOSPITALITY CO. | 1,996,101 | $25.31M | 0.1% | $12.68 | $9.32 | — | COM | 252784301 |
| — | ARGO GROUP INTERNATIONAL | 499,361 | $25.12M | 0.1% | $50.31 | $42.39 | — | COM | G0464B107 |
| — | ARC DOCUMENT SOLUTIONS INC | 3,061,348 | $24.8M | 0.1% | $8.10 | $4.54 | — | COM | 00191G103 |
| MATW | MATTHEWS INTL CORP - CL A | 560,613 | $24.61M | 0.1% | $43.89 * | $28.01 | +19.9% | COM | 577128101 |
| ROCK | GIBRALTAR INDUSTRIES INC | 1,675,631 | $22.94M | 0.1% | $13.69 | $15.99 | -14.4% | COM | 374689107 |
| GFF | GRIFFON CORPORATION | 1,998,583 | $22.76M | 0.1% | $11.39 * | $7.80 | +4.6% | COM | 398433102 |
| — | PHH CORP | 1,004,898 | $22.47M | 0.1% | $22.36 | $20.38 | — | COM | 693320202 |
| TPC | TUTOR PERINI CORP | 810,599 | $21.4M | 0.1% | $26.40 | $17.65 | +49.6% | COM | 901109108 |
| — | SCHNITZER STEEL INDS INC - A | 803,642 | $19.33M | 0.1% | $24.05 | $30.26 | — | COM | 806882106 |
| — | ASPEN INSURANCE HOLDINGS LTD | 419,861 | $17.96M | 0.1% | $42.77 | $36.99 | — | COM | G05384105 |
| — | MONSTER WORLDWIDE INC | 3,194,903 | $17.57M | 0.1% | $5.50 | $4.94 | — | COM | 611742107 |
| FE | FIRSTENERGY CORP | 522,529 | $17.54M | 0.1% | $33.57 * | $20.29 | +3.5% | COM | 337932107 |
| MWA | MUELLER WATER PRODUCTS INC | 2,080,258 | $17.23M | 0.1% | $8.28 * | $5.51 | +26.5% | COM | 624758108 |
| ACH | OWENS & MINOR INC | 525,138 | $17.19M | 0.1% | $32.74 * | $28.72 | -3.2% | COM | 690732102 |
| JBL | JABIL CIRCUIT INC | 814,863 | $16.44M | 0.1% | $20.17 * | $17.21 | +6.3% | COM | 466313103 |
| MUSA | MURPHY USA INC | 301,887 | $16.02M | 0.1% | $53.06 * | $40.94 | +26.0% | COM | 626755102 |
| — | ROWAN COMPANIES PLC - A | 628,825 | $15.92M | 0.1% | $25.31 | $29.41 | — | COM | G7665A101 |
| PG | PROCTER & GAMBLE COMPANY | 174,779 | $14.64M | 0.1% | $83.74 * | $57.48 | +6.3% | COM | 742718109 |
| PIPR | PIPER JAFFRAY COS | 270,654 | $14.14M | 0.1% | $52.24 | $36.02 | +45.0% | COM | 724078100 |
| RNR | RENAISSANCE RE HLDGS LTD | 139,894 | $13.99M | 0.1% | $99.99 | $89.85 | +11.3% | COM | G7496G103 |
| WSFS | WSFS FINANCIAL CORP | 184,593 | $13.22M | 0.1% | $71.61 * | $16.60 | +43.8% | COM | 929328102 |
| ALL | ALLSTATE CORP | 189,640 | $11.64M | 0.1% | $61.37 * | $37.30 | +29.0% | COM | 020002101 |
| EG | EVEREST RE GROUP LTD | 71,600 | $11.6M | 0.1% | $162.01 * | $122.83 | +4.0% | COM | G3223R108 |
| EXC | EXELON CORP | 336,366 | $11.47M | 0.1% | $34.09 * | $15.05 | +8.3% | COM | 30161N101 |
| — | ASHLAND INC | 108,375 | $11.28M | 0.1% | $104.10 | $104.99 | — | COM | 044209104 |
| — | GENERAL CABLE CORP DEL NE | 741,319 | $11.18M | 0.1% | $15.08 | $15.08 | — | COM | 369300108 |
| EPR | EPR PROPERTIES | 213,400 | $10.81M | 0.1% | $50.68 | $53.49 | — | COM | 26884U109 |
| RRX | REGAL BELOIT CORP | 167,700 | $10.78M | 0.1% | $64.25 | $73.78 | -12.9% | COM | 758750103 |
| WDC | WESTERN DIGITAL CORP | 105,750 | $10.29M | 0.1% | $97.32 * | $56.48 | +8.1% | COM | 958102105 |
| — | TORCHMARK CORP | 190,597 | $9.982M | 0.1% | $52.37 | $60.41 | — | COM | 891027104 |
| TRS | TRIMAS CORP | 410,202 | $9.98M | 0.1% | $24.33 * | $25.91 | -25.2% | COM | 896215209 |
| — | INGRAM MICRO INC CL-A | 331,700 | $8.561M | 0.0% | $25.81 | $18.99 | — | COM | 457153104 |
| — | INTERNATIONAL GAME TECHNOLOGY | 506,350 | $8.542M | 0.0% | $16.87 | $15.29 | — | COM | 459902102 |
| TSM | TAIWAN SEMICONDUCTOR - SP ADR | 386,375 | $7.797M | 0.0% | $20.18 | $17.52 | +15.2% | COM | 874039100 |
| — | ACE LTD | 45,684 | $4.791M | 0.0% | $104.87 | $103.43 | — | COM | H0023R105 |
| — | ADVANCED SEMICONDUCTOR E-ADR | 553,800 | $3.273M | 0.0% | $5.91 | $4.74 | — | COM | 00756M404 |
| BPOP | POPULAR INC. | 110,730 | $3.259M | 0.0% | $29.43 * | $21.46 | +3.4% | COM | 733174700 |
| SHG | SHINHAN FINANCIAL GROUP - ADR | 67,600 | $3.073M | 0.0% | $45.46 | $42.61 | +6.7% | COM | 824596100 |
| — | STEEL EXCEL INC | 68,662 | $2.232M | 0.0% | $32.51 | $35.35 | — | COM | 858122203 |
| PBR | PETROLEO BRASILEIRO S.A. - ADR | 77,100 | $1.094M | 0.0% | $14.19 | $14.57 | -2.6% | COM | 71654V408 |
| USNZY | USINAS SIDERURG MINAS - SP ADR | 13,782 | $36,000 | 0.0% | $2.61 | $2.61 | — | COM | 917302200 |