Location: New York, NY
CIK: 0001027796 · Show all filings
Period: Q4 2014 (← Previous) (Next →)
Filing Date: Feb 6, 2015
Total Value: $18.72B (100.0% shares, 0.0% debt)
| Ticker | Issuer | Shares | Value | % | Share Price | Est. Cost/Share | Unrealized @ Report Date | Class | CUSIP |
|---|---|---|---|---|---|---|---|---|---|
| — | HEWLETT-PACKARD CO | 18,226,607 | $731M | 3.9% | $40.13 | $24.80 | — | COM | 428236103 |
| BAC | BANK OF AMERICA CORP | 31,223,345 | $559M | 3.0% | $17.89 * | $10.52 | +34.9% | COM | 060505104 |
| ORCL | ORACLE CORP | 12,248,441 | $551M | 2.9% | $44.97 * | $27.49 | +38.7% | COM | 68389X105 |
| C | CITIGROUP INC | 9,906,230 | $536M | 2.9% | $54.11 * | $36.02 | +11.9% | COM | 172967424 |
| — | CIGNA CORP | 5,158,791 | $531M | 2.8% | $102.91 | $80.75 | — | COM | 125509109 |
| AIG | AMERICAN INTERNATIONAL GROUP | 9,416,582 | $527M | 2.8% | $56.01 * | $32.51 | +32.3% | COM | 026874784 |
| — | ROYAL DUTCH SHELL PLC ADR | 7,252,999 | $486M | 2.6% | $66.95 | $64.15 | — | COM | 780259206 |
| OMC | OMNICOM GROUP | 6,104,146 | $473M | 2.5% | $77.47 * | $40.69 | +31.9% | COM | 681919106 |
| PH | PARKER HANNIFIN CORPORATION | 3,614,628 | $466M | 2.5% | $128.95 * | $82.58 | +30.1% | COM | 701094104 |
| BP | BP PLC - SPONS ADR | 12,170,845 | $464M | 2.5% | $38.12 | $42.70 | -10.7% | COM | 055622104 |
| — | STAPLES INC | 25,452,479 | $461M | 2.5% | $18.12 | $15.37 | — | COM | 855030102 |
| INTC | INTEL CORPORATION | 12,489,655 | $453M | 2.4% | $36.29 * | $18.51 | +50.4% | COM | 458140100 |
| MS | MORGAN STANLEY | 11,568,574 | $449M | 2.4% | $38.80 * | $17.61 | +63.4% | COM | 617446448 |
| NWSA | NEWS CORP - CLASS A | 26,499,842 | $416M | 2.2% | $15.69 * | $15.04 | -8.4% | COM | 65249B109 |
| STT | STATE STREET CORP | 5,044,580 | $396M | 2.1% | $78.50 * | $46.58 | +24.2% | COM | 857477103 |
| XOM | EXXON MOBIL CORP | 4,274,944 | $395M | 2.1% | $92.45 * | $55.12 | +4.6% | COM | 30231G102 |
| MSFT | MICROSOFT CORP | 8,451,927 | $393M | 2.1% | $46.45 * | $26.75 | +48.0% | COM | 594918104 |
| JPM | JP MORGAN CHASE & CO | 5,915,463 | $370M | 2.0% | $62.58 * | $36.69 | +26.7% | COM | 46625H100 |
| AXS | AXIS CAPITAL HOLDINGS LTD | 7,078,975 | $362M | 1.9% | $51.09 * | $32.09 | +18.2% | COM | G0692U109 |
| VOYA | VOYA FINANCIAL INC. | 8,369,969 | $355M | 1.9% | $42.38 * | $32.03 | +18.5% | COM | 929089100 |
| GS | GOLDMAN SACHS GROUP INC | 1,773,174 | $344M | 1.8% | $193.83 * | $120.81 | +29.0% | COM | 38141G104 |
| MET | METLIFE INC | 6,055,902 | $328M | 1.8% | $54.09 * | $24.53 | +35.9% | COM | 59156R108 |
| — | INTERPUBLIC GROUP OF COS INC | 14,870,805 | $309M | 1.7% | $20.77 * | $9.90 | +40.8% | COM | 460690100 |
| ABT | ABBOTT LABORATORIES | 6,860,439 | $309M | 1.7% | $45.02 * | $28.81 | +26.8% | COM | 002824100 |
| — | TRW AUTOMOTIVE HOLDINGS CORP | 2,932,176 | $302M | 1.6% | $102.85 | $74.34 | — | COM | 87264S106 |
| BAX | BAXTER INTERNATIONAL INC | 3,944,140 | $289M | 1.5% | $73.29 * | $32.29 | +2.7% | COM | 071813109 |
| — | BAKER HUGHES INC | 5,155,311 | $289M | 1.5% | $56.07 | $46.86 | — | COM | 057224107 |
| PNC | PNC FINANCIAL SERVICES | 2,953,199 | $269M | 1.4% | $91.23 * | $47.49 | +36.1% | COM | 693475105 |
| UBS | UBS GROUP AG | 15,718,432 | $268M | 1.4% | $17.05 | $17.24 | -1.1% | COM | H42097107 |
| GLW | CORNING INC | 11,357,075 | $260M | 1.4% | $22.93 * | $13.55 | +26.6% | COM | 219350105 |
| MAS | MASCO CORP | 10,120,875 | $255M | 1.4% | $25.20 * | $15.12 | +24.2% | COM | 574599106 |
| AVT | AVNET INC | 5,808,009 | $250M | 1.3% | $43.02 * | $27.75 | +21.8% | COM | 053807103 |
| MUR | MURPHY OIL CORP | 4,787,751 | $242M | 1.3% | $50.52 * | $39.55 | -15.7% | COM | 626717102 |
| F | FORD MOTOR COMPANY | 15,053,523 | $233M | 1.2% | $15.50 * | $8.16 | +5.5% | COM | 345370860 |
| — | WILLIS GROUP HOLDINGS LTD | 4,757,456 | $213M | 1.1% | $44.81 | $41.22 | — | COM | G96666105 |
| SWK | STANLEY BLACK & DECKER INC | 2,209,389 | $212M | 1.1% | $96.08 * | $69.48 | +4.6% | COM | 854502101 |
| — | ***XL GROUP PLC | 6,166,478 | $212M | 1.1% | $34.37 | $33.64 | — | COM | G98290102 |
| LAMR | LAMAR ADVERTISING CO -A | 3,415,838 | $183M | 1.0% | $53.64 | $53.64 | — | COM | 512816109 |
| ON | ON SEMICONDUCTOR CORP | 17,240,221 | $175M | 0.9% | $10.13 | $8.75 | +15.8% | COM | 682189105 |
| BEN | FRANKLIN RESOURCES INC. | 3,057,445 | $169M | 0.9% | $55.37 * | $29.74 | +13.2% | COM | 354613101 |
| CMA | COMERICA INC | 3,552,661 | $166M | 0.9% | $46.84 * | $26.61 | +17.1% | COM | 200340107 |
| WFC | WELLS FARGO CO | 2,507,783 | $137M | 0.7% | $54.82 * | $28.02 | +43.6% | COM | 949746101 |
| JNJ | JOHNSON & JOHNSON | 1,183,966 | $124M | 0.7% | $104.57 * | $66.17 | +16.4% | COM | 478160104 |
| PGR | PROGRESSIVE CORP | 4,532,718 | $122M | 0.7% | $26.99 * | $17.72 | +9.3% | COM | 743315103 |
| RF | REGIONS FINL CORP | 11,406,580 | $120M | 0.6% | $10.56 * | $6.33 | +14.0% | COM | 7591EP100 |
| ETR | ENTERGY CORP | 1,346,826 | $118M | 0.6% | $87.48 * | $20.56 | +37.3% | COM | 29364G103 |
| WMT | WAL-MART STORES | 1,362,063 | $117M | 0.6% | $85.88 * | $19.99 | +16.1% | COM | 931142103 |
| — | KELLOGG COMPANY | 1,592,353 | $104M | 0.6% | $65.44 * | $41.48 | +0.8% | COM | 487836108 |
| TEX | TEREX CORP | 3,678,906 | $103M | 0.5% | $27.88 | $37.75 | -26.2% | COM | 880779103 |
| — | TE CONNECTIVITY LTD. | 1,620,040 | $102M | 0.5% | $63.25 | $45.54 | — | COM | H84989104 |
| — | SUPERIOR ENERGY SERVICES INC | 4,497,396 | $90.62M | 0.5% | $20.15 | $24.55 | — | COM | 868157108 |
| — | LABORATORY CORP OF AMERICA HOLDINGS | 830,648 | $89.63M | 0.5% | $107.90 | $99.74 | — | COM | 50540R409 |
| NWS | NEWS CORP - CLASS B | 5,697,438 | $85.92M | 0.5% | $15.08 * | $14.59 | -8.9% | COM | 65249B208 |
| CSCO | CISCO SYSTEMS INC | 3,003,808 | $83.55M | 0.4% | $27.82 * | $15.77 | +25.1% | COM | 17275R102 |
| — | AETNA INC | 882,256 | $78.37M | 0.4% | $88.83 | $66.35 | — | COM | 00817Y108 |
| KEY | KEY CORP | 5,445,875 | $75.7M | 0.4% | $13.90 * | $6.87 | +31.5% | COM | 493267108 |
| DAN | DANA HOLDING CORP | 3,411,341 | $74.16M | 0.4% | $21.74 * | $15.39 | +13.5% | COM | 235825205 |
| HIG | THE HARTFORD FINANCIAL SERVICES GROUP INC | 1,739,251 | $72.51M | 0.4% | $41.69 * | $23.83 | +38.6% | COM | 416515104 |
| PFE | PFIZER INC | 2,170,568 | $67.61M | 0.4% | $31.15 * | $17.97 | +3.4% | COM | 717081103 |
| OC | OWENS CORNING | 1,835,756 | $65.74M | 0.4% | $35.81 | $39.75 | -9.9% | COM | 690742101 |
| IVZ | INVESCO LTD | 1,648,866 | $65.16M | 0.3% | $39.52 * | $19.60 | +24.2% | COM | G491BT108 |
| — | PARTNERRE LTD | 556,563 | $63.52M | 0.3% | $114.13 | $90.94 | — | COM | G6852T105 |
| — | WELLCARE HEALTH PLANS INC | 769,004 | $63.1M | 0.3% | $82.06 | $58.57 | — | COM | 94946T106 |
| ACM | AECOM TECHNOLOGY CORP | 2,055,826 | $62.44M | 0.3% | $30.37 * | $29.96 | -2.5% | COM | 00766T100 |
| CFG | CITIZENS FINANCIAL GROUP | 2,500,000 | $62.15M | 0.3% | $24.86 * | $15.71 | +7.6% | COM | 174610105 |
| FITB | FIFTH THIRD BANCORP | 2,968,250 | $60.48M | 0.3% | $20.37 * | $12.02 | +16.5% | COM | 316773100 |
| — | MASONITE INTERNATIONAL CORP | 959,033 | $58.94M | 0.3% | $61.46 | $51.88 | — | COM | 575385109 |
| BDX | BECTON DICKINSON & CO | 402,735 | $56.05M | 0.3% | $139.16 * | $79.34 | +44.7% | COM | 075887109 |
| FLEX | FLEXTRONICS INTERNATIONAL LTD | 4,977,532 | $55.65M | 0.3% | $11.18 * | $6.64 | +26.8% | COM | Y2573F102 |
| — | SYNOVUS FINANCIAL CORP | 1,977,103 | $53.56M | 0.3% | $27.09 | $24.52 | — | COM | 87161C501 |
| — | TECH DATA CORP | 797,058 | $50.4M | 0.3% | $63.23 | $62.26 | — | COM | 878237106 |
| WBS | WEBSTER FINANCIAL CORP. | 1,422,907 | $46.29M | 0.2% | $32.53 | $25.61 | +27.0% | COM | 947890109 |
| BRC | BRADY CORP CL A | 1,622,484 | $44.36M | 0.2% | $27.34 * | $20.66 | +5.3% | COM | 104674106 |
| KSS | KOHLS CORP | 684,550 | $41.78M | 0.2% | $61.04 | $51.96 | +17.5% | COM | 500255104 |
| — | ENDURANCE SPECIALTY HOLDINGS | 680,150 | $40.7M | 0.2% | $59.84 | $54.09 | — | COM | G30397106 |
| KBR | KBR INC | 2,350,825 | $39.85M | 0.2% | $16.95 * | $18.98 | -24.0% | COM | 48242W106 |
| — | GENERAL CABLE CORP DEL NE | 2,662,468 | $39.67M | 0.2% | $14.90 | $14.95 | — | COM | 369300108 |
| — | APACHE CORP | 631,133 | $39.55M | 0.2% | $62.67 | $83.86 | — | COM | 037411105 |
| ARW | ARROW ELECTRONICS INC | 681,555 | $39.45M | 0.2% | $57.89 | $56.81 | +1.9% | COM | 042735100 |
| — | ACTUANT CORP- A | 1,446,212 | $39.4M | 0.2% | $27.24 | $32.62 | — | COM | 00508X203 |
| PRI | PRIMERICA INC | 717,390 | $38.93M | 0.2% | $54.26 | $37.87 | +43.3% | COM | 74164M108 |
| TTEK | TETRA TECH INC | 1,455,167 | $38.85M | 0.2% | $26.70 * | $5.19 | +3.0% | COM | 88162G103 |
| — | UNITED STATIONERS INC | 866,972 | $36.55M | 0.2% | $42.16 | $40.21 | — | COM | 913004107 |
| ASB | ASSOCIATED BANC CORP | 1,961,723 | $36.55M | 0.2% | $18.63 * | $11.71 | +10.5% | COM | 045487105 |
| — | HOSPITALITY PROPERTIES TRUST | 1,174,495 | $36.41M | 0.2% | $31.00 | $26.87 | — | COM | 44106M102 |
| — | CON-WAY INC | 699,082 | $34.38M | 0.2% | $49.18 | $39.33 | — | COM | 205944101 |
| UPBD | RENT A CENTER INC | 921,503 | $33.47M | 0.2% | $36.32 | $32.92 | +10.3% | COM | 76009N100 |
| DIOD | DIODES INC. | 1,192,336 | $32.87M | 0.2% | $27.57 | $23.22 | +18.7% | COM | 254543101 |
| NSIT | INSIGHT ENTERPRISES INC | 1,228,843 | $31.82M | 0.2% | $25.89 | $18.95 | +36.6% | COM | 45765U103 |
| CMCO | COLUMBUS MCKINNON CORP | 1,124,311 | $31.53M | 0.2% | $28.04 * | $23.74 | +8.1% | COM | 199333105 |
| ACH | OWENS & MINOR INC | 893,816 | $31.38M | 0.2% | $35.11 * | $28.68 | +4.7% | COM | 690732102 |
| — | LEGG MASON INC | 572,607 | $30.56M | 0.2% | $53.37 | $32.55 | — | COM | 524901105 |
| — | FIRST MIDWEST BANCORP INC | 1,783,841 | $30.52M | 0.2% | $17.11 | $16.09 | — | COM | 320867104 |
| — | VALIDUS HOLDINGS LTD | 729,413 | $30.31M | 0.2% | $41.56 | $38.03 | — | COM | G9319H102 |
| ROCK | GIBRALTAR INDUSTRIES INC | 1,857,795 | $30.21M | 0.2% | $16.26 | $15.87 | +2.4% | COM | 374689107 |
| SRI | STONERIDGE INC | 2,313,934 | $29.76M | 0.2% | $12.86 | $11.39 | +12.9% | COM | 86183P102 |
| — | NATIONAL PENN BANCSHARES INC | 2,789,079 | $29.36M | 0.2% | $10.52 | $10.23 | — | COM | 637138108 |
| GNW | GENWORTH FINANCIAL INC CL A | 3,379,775 | $28.73M | 0.2% | $8.50 | $17.09 | -50.3% | COM | 37247D106 |
| — | TCF FINANCIAL CORP | 1,771,757 | $28.15M | 0.2% | $15.89 | $14.18 | — | COM | 872275102 |
| — | L-3 COMMUNICATIONS | 217,523 | $27.45M | 0.1% | $126.21 | $85.74 | — | COM | 502424104 |
| — | BBCN BANCORP INC | 1,871,819 | $26.92M | 0.1% | $14.38 | $14.22 | — | COM | 073295107 |
| — | AMERICAN EQUITY INVT LIFE | 888,485 | $25.93M | 0.1% | $29.19 | $15.70 | — | COM | 025676206 |
| GFF | GRIFFON CORPORATION | 1,912,533 | $25.44M | 0.1% | $13.30 * | $7.80 | +22.5% | COM | 398433102 |
| MATW | MATTHEWS INTL CORP - CL A | 522,438 | $25.43M | 0.1% | $48.67 * | $28.01 | +33.4% | COM | 577128101 |
| TRS | TRIMAS CORP | 812,107 | $25.41M | 0.1% | $31.29 * | $24.77 | +0.7% | COM | 896215209 |
| — | ARGO GROUP INTERNATIONAL | 453,861 | $25.18M | 0.1% | $55.47 | $42.39 | — | COM | G0464B107 |
| AIZ | ASSURANT INC | 347,892 | $23.81M | 0.1% | $68.43 * | $39.59 | +39.0% | COM | 04621X108 |
| — | PHH CORP | 953,648 | $22.85M | 0.1% | $23.96 | $20.38 | — | COM | 693320202 |
| JBL | JABIL CIRCUIT INC | 918,146 | $20.04M | 0.1% | $21.83 * | $17.36 | +14.6% | COM | 466313103 |
| MWA | MUELLER WATER PRODUCTS INC | 1,955,158 | $20.02M | 0.1% | $10.24 * | $5.51 | +56.7% | COM | 624758108 |
| — | SYMETRA FINANCIAL CORP | 868,260 | $20.01M | 0.1% | $23.05 | $22.45 | — | COM | 87151Q106 |
| TPC | TUTOR PERINI CORP | 768,299 | $18.49M | 0.1% | $24.07 | $17.65 | +36.4% | COM | 901109108 |
| — | ASPEN INSURANCE HOLDINGS LTD | 408,386 | $17.88M | 0.1% | $43.77 | $36.99 | — | COM | G05384105 |
| — | ROWAN COMPANIES PLC - A | 730,525 | $17.04M | 0.1% | $23.32 | $28.56 | — | COM | G7665A101 |
| — | SCHNITZER STEEL INDS INC - A | 755,117 | $17.04M | 0.1% | $22.56 | $30.26 | — | COM | 806882106 |
| — | CUBIC CORP | 312,615 | $16.46M | 0.1% | $52.64 | $52.64 | — | COM | 229669106 |
| PG | PROCTER & GAMBLE COMPANY | 174,629 | $15.91M | 0.1% | $91.09 * | $57.48 | +16.6% | COM | 742718109 |
| MLKN | HERMAN MILLER INC | 525,608 | $15.47M | 0.1% | $29.43 * | $21.04 | +7.3% | COM | 600544100 |
| — | ASHLAND INC | 119,075 | $14.26M | 0.1% | $119.76 | $106.31 | — | COM | 044209104 |
| RRX | REGAL BELOIT CORP | 185,400 | $13.94M | 0.1% | $75.20 | $73.44 | +2.4% | COM | 758750103 |
| EPR | EPR PROPERTIES | 239,975 | $13.83M | 0.1% | $57.63 | $53.95 | — | COM | 26884U109 |
| — | MONSTER WORLDWIDE INC | 2,980,853 | $13.77M | 0.1% | $4.62 | $4.94 | — | COM | 611742107 |
| ALL | ALLSTATE CORP | 189,640 | $13.32M | 0.1% | $70.25 * | $37.30 | +48.3% | COM | 020002101 |
| WSFS | WSFS FINANCIAL CORP | 170,643 | $13.12M | 0.1% | $76.89 * | $16.60 | +54.4% | COM | 929328102 |
| DRH | DIAMONDROCK HOSPITALITY CO. | 844,178 | $12.55M | 0.1% | $14.87 | $9.32 | — | COM | 252784301 |
| EXC | EXELON CORP | 336,366 | $12.47M | 0.1% | $37.08 * | $15.05 | +18.8% | COM | 30161N101 |
| EG | EVEREST RE GROUP LTD | 71,600 | $12.19M | 0.1% | $170.29 * | $122.83 | +9.9% | COM | G3223R108 |
| — | TORCHMARK CORP | 190,597 | $10.32M | 0.1% | $54.17 | $60.41 | — | COM | 891027104 |
| — | INGRAM MICRO INC CL-A | 331,700 | $9.168M | 0.0% | $27.64 | $18.99 | — | COM | 457153104 |
| — | ARC DOCUMENT SOLUTIONS INC | 874,849 | $8.941M | 0.0% | $10.22 | $4.54 | — | COM | 00191G103 |
| — | INTERNATIONAL GAME TECHNOLOGY | 506,350 | $8.735M | 0.0% | $17.25 | $15.29 | — | COM | 459902102 |
| TSM | TAIWAN SEMICONDUCTOR - SP ADR | 386,375 | $8.647M | 0.0% | $22.38 | $17.52 | +27.7% | COM | 874039100 |
| — | ACE LTD | 43,684 | $5.018M | 0.0% | $114.87 | $103.43 | — | COM | H0023R105 |
| BPOP | POPULAR INC. | 110,730 | $3.77M | 0.0% | $34.05 * | $21.46 | +19.6% | COM | 733174700 |
| — | ADVANCED SEMICONDUCTOR E-ADR | 553,800 | $3.395M | 0.0% | $6.13 | $4.74 | — | COM | 00756M404 |
| SHG | SHINHAN FINANCIAL GROUP - ADR | 69,800 | $2.819M | 0.0% | $40.39 | $42.66 | -5.3% | COM | 824596100 |
| — | STEEL EXCEL INC | 67,212 | $1.711M | 0.0% | $25.46 | $35.35 | — | COM | 858122203 |
| MUSA | MURPHY USA INC | 22,011 | $1.516M | 0.0% | $68.87 * | $40.94 | +63.5% | COM | 626755102 |
| PBR | PETROLEO BRASILEIRO S.A. - ADR | 76,100 | $556K | 0.0% | $7.31 | $14.57 | -49.9% | COM | 71654V408 |
| PIPR | PIPER JAFFRAY COS | 4,688 | $272K | 0.0% | $58.02 | $36.02 | +61.3% | COM | 724078100 |
| USNZY | USINAS SIDERURG MINAS SP ADR | 13,782 | $26,000 | 0.0% | $1.89 | $2.61 | — | COM | 917302200 |