Location: New York, NY
CIK: 0001027796 · Show all filings
Period: Q1 2015 (← Previous) (Next →)
Filing Date: May 8, 2015
Total Value: $17.99B (100.0% shares, 0.0% debt)
| Ticker | Issuer | Shares | Value | % | Share Price | Est. Cost/Share | Unrealized @ Report Date | Class | CUSIP |
|---|---|---|---|---|---|---|---|---|---|
| — | CIGNA CORP | 4,718,281 | $611M | 3.4% | $129.44 | $80.75 | — | COM | 125509109 |
| — | HEWLETT-PACKARD CO | 17,683,338 | $551M | 3.1% | $31.16 | $24.80 | — | COM | 428236103 |
| ORCL | ORACLE CORP | 11,797,564 | $509M | 2.8% | $43.15 * | $27.49 | +33.4% | COM | 68389X105 |
| AIG | AMERICAN INTERNATIONAL GROUP | 9,219,859 | $505M | 2.8% | $54.79 * | $32.51 | +29.7% | COM | 026874784 |
| C | CITIGROUP INC | 9,762,477 | $503M | 2.8% | $51.52 * | $36.02 | +6.6% | COM | 172967424 |
| BAC | BANK OF AMERICA CORP | 30,912,335 | $476M | 2.6% | $15.39 * | $10.52 | +16.4% | COM | 060505104 |
| BP | BP PLC - SPONS ADR | 11,932,772 | $467M | 2.6% | $39.11 | $42.70 | -8.4% | COM | 055622104 |
| PH | PARKER HANNIFIN CORPORATION | 3,661,776 | $435M | 2.4% | $118.78 * | $82.82 | +20.1% | COM | 701094104 |
| OMC | OMNICOM GROUP | 5,516,790 | $430M | 2.4% | $77.98 * | $40.69 | +33.6% | COM | 681919106 |
| NWSA | NEWS CORP - CLASS A | 26,725,106 | $428M | 2.4% | $16.01 * | $15.04 | -6.5% | COM | 65249B109 |
| — | ROYAL DUTCH SHELL PLC ADR | 7,126,558 | $425M | 2.4% | $59.65 | $64.15 | — | COM | 780259206 |
| MS | MORGAN STANLEY | 11,053,886 | $395M | 2.2% | $35.69 * | $17.61 | +50.8% | COM | 617446448 |
| MSFT | MICROSOFT CORP | 9,216,540 | $375M | 2.1% | $40.65 * | $27.62 | +26.4% | COM | 594918104 |
| — | STAPLES INC | 22,864,122 | $372M | 2.1% | $16.28 | $15.37 | — | COM | 855030102 |
| INTC | INTEL CORPORATION | 11,713,076 | $366M | 2.0% | $31.27 * | $18.51 | +30.6% | COM | 458140100 |
| AXS | AXIS CAPITAL HOLDINGS LTD | 6,896,456 | $356M | 2.0% | $51.58 * | $32.09 | +20.0% | COM | G0692U109 |
| XOM | EXXON MOBIL CORP | 4,168,772 | $354M | 2.0% | $85.00 * | $55.12 | -3.1% | COM | 30231G102 |
| VOYA | VOYA FINANCIAL INC. | 8,137,084 | $351M | 1.9% | $43.11 * | $32.03 | +20.5% | COM | 929089100 |
| JPM | JP MORGAN CHASE & CO | 5,762,434 | $349M | 1.9% | $60.58 * | $36.69 | +23.4% | COM | 46625H100 |
| BAX | BAXTER INTERNATIONAL INC | 5,028,418 | $344M | 1.9% | $68.50 * | $32.15 | -2.9% | COM | 071813109 |
| SWK | STANLEY BLACK & DECKER INC | 3,360,265 | $320M | 1.8% | $95.36 * | $70.52 | +2.8% | COM | 854502101 |
| — | BAKER HUGHES INC | 5,019,909 | $319M | 1.8% | $63.58 | $46.86 | — | COM | 057224107 |
| PNC | PNC FINANCIAL SERVICES | 3,397,023 | $317M | 1.8% | $93.24 * | $49.68 | +33.7% | COM | 693475105 |
| MET | METLIFE INC | 6,154,256 | $311M | 1.7% | $50.55 * | $24.63 | +27.4% | COM | 59156R108 |
| — | INTERPUBLIC GROUP OF COS INC | 13,995,213 | $310M | 1.7% | $22.12 * | $9.90 | +50.7% | COM | 460690100 |
| GS | GOLDMAN SACHS GROUP INC | 1,633,832 | $307M | 1.7% | $187.97 * | $120.81 | +25.5% | COM | 38141G104 |
| STT | STATE STREET CORP | 4,141,716 | $305M | 1.7% | $73.53 * | $46.58 | +16.8% | COM | 857477103 |
| ABT | ABBOTT LABORATORIES | 6,373,745 | $295M | 1.6% | $46.33 * | $28.81 | +31.1% | COM | 002824100 |
| UBS | UBS GROUP AG | 15,506,768 | $291M | 1.6% | $18.77 | $17.24 | +8.9% | COM | H42097107 |
| F | FORD MOTOR COMPANY | 17,636,933 | $285M | 1.6% | $16.14 * | $8.26 | +9.6% | COM | 345370860 |
| AVT | AVNET INC | 5,979,096 | $266M | 1.5% | $44.50 * | $27.95 | +25.5% | COM | 053807103 |
| — | TRW AUTOMOTIVE HOLDINGS CORP | 2,469,544 | $259M | 1.4% | $104.85 | $74.34 | — | COM | 87264S106 |
| BEN | FRANKLIN RESOURCES INC. | 4,841,999 | $248M | 1.4% | $51.32 * | $30.67 | +2.0% | COM | 354613101 |
| — | ***XL GROUP PLC | 6,218,968 | $229M | 1.3% | $36.80 | $33.64 | — | COM | G98290102 |
| MUR | MURPHY OIL CORP | 4,687,046 | $218M | 1.2% | $46.60 * | $39.55 | -21.7% | COM | 626717102 |
| — | WILLIS GROUP HOLDINGS LTD | 4,490,045 | $216M | 1.2% | $48.18 | $41.22 | — | COM | G96666105 |
| GLW | CORNING INC | 7,724,858 | $175M | 1.0% | $22.68 * | $13.55 | +25.8% | COM | 219350105 |
| LAMR | LAMAR ADVERTISING CO -A | 2,715,488 | $161M | 0.9% | $59.27 | $53.64 | — | COM | 512816109 |
| MAS | MASCO CORP | 5,859,013 | $156M | 0.9% | $26.70 * | $15.12 | +32.1% | COM | 574599106 |
| ON | ON SEMICONDUCTOR CORP | 11,679,520 | $141M | 0.8% | $12.11 | $8.75 | +38.4% | COM | 682189105 |
| CMA | COMERICA INC | 3,128,023 | $141M | 0.8% | $45.13 * | $26.61 | +13.3% | COM | 200340107 |
| WFC | WELLS FARGO CO | 2,302,295 | $125M | 0.7% | $54.40 * | $28.02 | +43.5% | COM | 949746101 |
| PGR | PROGRESSIVE CORP | 4,565,394 | $124M | 0.7% | $27.20 * | $17.72 | +13.1% | COM | 743315103 |
| JNJ | JOHNSON & JOHNSON | 1,174,016 | $118M | 0.7% | $100.60 * | $66.17 | +12.7% | COM | 478160104 |
| RF | REGIONS FINL CORP | 12,204,991 | $115M | 0.6% | $9.45 * | $6.34 | +2.4% | COM | 7591EP100 |
| — | KELLOGG COMPANY | 1,677,730 | $111M | 0.6% | $65.95 * | $41.49 | +2.4% | COM | 487836108 |
| WMT | WAL-MART STORES | 1,334,049 | $110M | 0.6% | $82.25 * | $19.99 | +11.9% | COM | 931142103 |
| — | SUPERIOR ENERGY SERVICES INC | 4,456,841 | $99.57M | 0.6% | $22.34 | $24.55 | — | COM | 868157108 |
| TEX | TEREX CORP | 3,690,586 | $98.13M | 0.5% | $26.59 | $37.75 | -29.6% | COM | 880779103 |
| ETR | ENTERGY CORP | 1,232,622 | $95.52M | 0.5% | $77.49 * | $20.56 | +22.9% | COM | 29364G103 |
| — | AETNA INC | 867,609 | $92.43M | 0.5% | $106.53 | $66.35 | — | COM | 00817Y108 |
| — | LABORATORY CORP OF AMERICA HOLDINGS | 728,078 | $91.8M | 0.5% | $126.09 | $99.74 | — | COM | 50540R409 |
| NWS | NEWS CORP - CLASS B | 5,499,230 | $87.27M | 0.5% | $15.87 * | $14.59 | -4.1% | COM | 65249B208 |
| ACM | AECOM | 2,819,465 | $86.9M | 0.5% | $30.82 * | $29.28 | +1.2% | COM | 00766T100 |
| CSCO | CISCO SYSTEMS INC | 3,016,965 | $83.04M | 0.5% | $27.53 * | $15.77 | +25.6% | COM | 17275R102 |
| KEY | KEY CORP | 5,372,825 | $76.08M | 0.4% | $14.16 * | $6.87 | +34.6% | COM | 493267108 |
| PFE | PFIZER INC | 2,159,618 | $75.13M | 0.4% | $34.79 * | $17.97 | +16.5% | COM | 717081103 |
| DAN | DANA HOLDING CORP | 3,519,504 | $74.47M | 0.4% | $21.16 * | $15.45 | +10.3% | COM | 235825205 |
| FLEX | FLEXTRONICS INTERNATIONAL LTD | 5,537,807 | $70.19M | 0.4% | $12.68 * | $6.86 | +39.3% | COM | Y2573F102 |
| OC | OWENS CORNING | 1,616,621 | $70.16M | 0.4% | $43.40 | $39.75 | +9.2% | COM | 690742101 |
| — | TE CONNECTIVITY LTD. | 960,228 | $68.77M | 0.4% | $71.62 | $45.54 | — | COM | H84989104 |
| FITB | FIFTH THIRD BANCORP | 3,493,200 | $65.85M | 0.4% | $18.85 * | $12.16 | +7.3% | COM | 316773100 |
| IVZ | NVESCO LTD | 1,633,150 | $64.82M | 0.4% | $39.69 * | $19.60 | +25.6% | COM | G491BT108 |
| WBS | WEBSTER FINANCIAL CORP. | 1,655,063 | $61.32M | 0.3% | $37.05 | $26.73 | +38.6% | COM | 947890109 |
| — | SYNOVUS FINANCIAL CORP | 2,164,646 | $60.63M | 0.3% | $28.01 | $24.82 | — | COM | 87161C501 |
| CFG | CITIZENS FINANCIAL GROUP | 2,500,000 | $60.33M | 0.3% | $24.13 * | $15.71 | +4.9% | COM | 174610105 |
| CVS | CVS HEALTH CORPORATION | 527,165 | $54.41M | 0.3% | $103.21 * | $74.28 | +2.1% | COM | 126650100 |
| BDX | BECTON DICKINSON & CO | 373,824 | $53.68M | 0.3% | $143.59 * | $79.34 | +49.9% | COM | 075887109 |
| — | ACTUANT CORP- A | 2,015,332 | $47.84M | 0.3% | $23.74 | $30.11 | — | COM | 00508X203 |
| GNW | GENWORTH FINANCIAL INC CL A | 6,512,725 | $47.61M | 0.3% | $7.31 | $12.53 | -41.7% | COM | 37247D106 |
| — | TECH DATA CORP | 816,169 | $47.15M | 0.3% | $57.77 | $62.15 | — | COM | 878237106 |
| BRC | BRADY CORP CL A | 1,591,229 | $45.02M | 0.3% | $28.29 * | $20.66 | +9.8% | COM | 104674106 |
| ARW | ARROW ELECTRONICS INC | 691,263 | $42.27M | 0.2% | $61.15 | $56.85 | +7.6% | COM | 042735100 |
| — | PARTNERRE LTD | 360,861 | $41.26M | 0.2% | $114.33 | $90.94 | — | COM | G6852T105 |
| — | ENDURANCE SPECIALTY HOLDINGS | 671,903 | $41.08M | 0.2% | $61.14 | $54.09 | — | COM | G30397106 |
| HIG | THE HARTFORD FINANCIAL SERVICES GROUP INC | 977,801 | $40.89M | 0.2% | $41.82 * | $23.83 | +39.7% | COM | 416515104 |
| — | MASONITE INTERNATIONAL CORP | 593,500 | $39.92M | 0.2% | $67.26 | $51.88 | — | COM | 575385109 |
| — | GENERAL CABLE CORP DEL NE | 2,298,792 | $39.61M | 0.2% | $17.23 | $14.95 | — | COM | 369300108 |
| — | WELLCARE HEALTH PLANS INC | 426,966 | $39.05M | 0.2% | $91.46 | $58.57 | — | COM | 94946T106 |
| — | TORCHMARK CORP | 699,436 | $38.41M | 0.2% | $54.92 | $56.42 | — | COM | 891027104 |
| — | APACHE CORP | 629,308 | $37.97M | 0.2% | $60.33 | $83.86 | — | COM | 037411105 |
| KSS | KOHLS CORP | 483,850 | $37.86M | 0.2% | $78.25 | $51.96 | +50.6% | COM | 500255104 |
| NSIT | INSIGHT ENTERPRISES INC | 1,320,174 | $37.65M | 0.2% | $28.52 | $19.42 | +46.9% | COM | 45765U103 |
| PRI | PRIMERICA INC | 716,313 | $36.46M | 0.2% | $50.90 | $37.87 | +34.4% | COM | 74164M108 |
| ACH | OWENS & MINOR INC | 1,077,426 | $36.46M | 0.2% | $33.84 * | $28.88 | +1.0% | COM | 690732102 |
| ASB | ASSOCIATED BANC CORP | 1,898,825 | $35.32M | 0.2% | $18.60 * | $11.71 | +10.9% | COM | 045487105 |
| KBR | KBR INC | 2,394,550 | $34.67M | 0.2% | $14.48 * | $18.88 | -34.4% | COM | 48242W106 |
| — | UNITED STATIONERS INC | 806,874 | $33.07M | 0.2% | $40.99 | $40.21 | — | COM | 913004107 |
| DIOD | DIODES INC. | 1,130,482 | $32.29M | 0.2% | $28.56 | $23.22 | +23.0% | COM | 254543101 |
| TTEK | TETRA TECH INC | 1,333,104 | $32.02M | 0.2% | $24.02 * | $5.19 | -7.4% | COM | 88162G103 |
| — | BBCN BANCORP INC | 2,172,043 | $31.43M | 0.2% | $14.47 | $14.25 | — | COM | 073295107 |
| — | VALIDUS HOLDINGS LTD | 739,978 | $31.15M | 0.2% | $42.10 | $38.09 | — | COM | G9319H102 |
| AIZ | ASSURANT INC | 506,398 | $31.1M | 0.2% | $61.41 * | $43.17 | +14.9% | COM | 04621X108 |
| ROCK | GIBRALTAR INDUSTRIES INC | 1,847,573 | $30.32M | 0.2% | $16.41 | $15.87 | +3.4% | COM | 374689107 |
| — | FIRST MIDWEST BANCORP INC | 1,720,823 | $29.89M | 0.2% | $17.37 | $16.09 | — | COM | 320867104 |
| — | CON-WAY INC | 674,614 | $29.77M | 0.2% | $44.13 | $39.33 | — | COM | 205944101 |
| — | NATIONAL PENN BANCSHARES INC | 2,709,611 | $29.18M | 0.2% | $10.77 | $10.23 | — | COM | 637138108 |
| — | TELEFONICA BRASIL - ADR | 1,903,275 | $29.1M | 0.2% | $15.29 | $15.29 | — | COM | 87936R106 |
| — | TCF FINANCIAL CORP | 1,848,459 | $29.06M | 0.2% | $15.72 | $14.24 | — | COM | 872275102 |
| CMCO | COLUMBUS MCKINNON CORP | 1,066,128 | $28.72M | 0.2% | $26.94 * | $23.74 | +4.0% | COM | 199333105 |
| — | L-3 COMMUNICATIONS | 213,173 | $26.82M | 0.1% | $125.79 | $85.74 | — | COM | 502424104 |
| MATW | MATTHEWS INTL CORP - CL A | 500,095 | $25.76M | 0.1% | $51.51 * | $28.01 | +41.5% | COM | 577128101 |
| — | LEGG MASON INC | 458,656 | $25.32M | 0.1% | $55.20 | $32.55 | — | COM | 524901105 |
| SRI | STONERIDGE INC | 2,241,636 | $25.31M | 0.1% | $11.29 | $11.39 | -0.9% | COM | 86183P102 |
| TRS | TRIMAS CORP | 788,937 | $24.29M | 0.1% | $30.79 * | $24.77 | -0.9% | COM | 896215209 |
| UPBD | RENT A CENTER INC | 879,219 | $24.13M | 0.1% | $27.44 | $32.92 | -16.6% | COM | 76009N100 |
| — | ARGO GROUP INTERNATIONAL | 470,585 | $23.6M | 0.1% | $50.15 | $42.67 | — | COM | G0464B107 |
| — | PHH CORP | 921,948 | $22.28M | 0.1% | $24.17 | $20.38 | — | COM | 693320202 |
| JBL | JABIL CIRCUIT INC | 917,604 | $21.45M | 0.1% | $23.38 * | $17.36 | +23.2% | COM | 466313103 |
| GFF | GRIFFON CORPORATION | 1,168,562 | $20.37M | 0.1% | $17.43 * | $7.80 | +60.9% | COM | 398433102 |
| — | SYMETRA FINANCIAL CORP | 867,135 | $20.34M | 0.1% | $23.46 | $22.45 | — | COM | 87151Q106 |
| — | ASPEN INSURANCE HOLDINGS LTD | 410,262 | $19.38M | 0.1% | $47.23 | $36.99 | — | COM | G05384105 |
| — | HOSPITALITY PROPERTIES TRUST | 586,524 | $19.35M | 0.1% | $32.99 | $26.87 | — | COM | 44106M102 |
| — | AMERICAN EQUITY INVT LIFE | 639,809 | $18.64M | 0.1% | $29.13 | $15.70 | — | COM | 025676206 |
| MWA | MUELLER WATER PRODUCTS INC | 1,777,821 | $17.51M | 0.1% | $9.85 * | $5.51 | +51.0% | COM | 624758108 |
| TPC | TUTOR PERINI CORP | 747,154 | $17.45M | 0.1% | $23.35 | $17.65 | +32.3% | COM | 901109108 |
| — | SCHNITZER STEEL INDS INC - A | 1,045,126 | $16.58M | 0.1% | $15.86 | $26.26 | — | COM | 806882106 |
| — | CUBIC CORP | 309,232 | $16.01M | 0.1% | $51.77 | $52.64 | — | COM | 229669106 |
| PG | PROCTER & GAMBLE COMPANY | 187,604 | $15.37M | 0.1% | $81.94 * | $57.90 | +4.8% | COM | 742718109 |
| — | ASHLAND INC | 119,075 | $15.16M | 0.1% | $127.31 | $106.31 | — | COM | 044209104 |
| RRX | REGAL BELOIT CORP | 185,400 | $14.82M | 0.1% | $79.92 | $73.44 | +8.8% | COM | 758750103 |
| EPR | EPR PROPERTIES | 239,975 | $14.41M | 0.1% | $60.03 | $53.95 | — | COM | 26884U109 |
| ALL | ALLSTATE CORP | 189,640 | $13.5M | 0.1% | $71.17 * | $37.30 | +50.9% | COM | 020002101 |
| — | MONSTER WORLDWIDE INC | 2,063,818 | $13.09M | 0.1% | $6.34 | $4.94 | — | COM | 611742107 |
| — | ROWAN COMPANIES PLC - A | 730,525 | $12.94M | 0.1% | $17.71 | $28.56 | — | COM | G7665A101 |
| EG | EVEREST RE GROUP LTD | 71,660 | $12.47M | 0.1% | $174.00 * | $122.83 | +12.9% | COM | G3223R108 |
| COP | CONOCOPHILLIPS | 198,910 | $12.38M | 0.1% | $62.26 * | $45.57 | -3.2% | COM | 20825C104 |
| WSFS | WSFS FINANCIAL CORP | 162,142 | $12.26M | 0.1% | $75.63 * | $16.60 | +51.9% | COM | 929328102 |
| DRH | DIAMONDROCK HOSPITALITY CO. | 839,292 | $11.86M | 0.1% | $14.13 | $9.32 | — | COM | 252784301 |
| EXC | EXELON CORP | 333,668 | $11.21M | 0.1% | $33.61 * | $15.05 | +8.7% | COM | 30161N101 |
| — | INGRAM MICRO INC CL-A | 442,050 | $11.1M | 0.1% | $25.12 | $20.52 | — | COM | 457153104 |
| MLKN | HERMAN MILLER INC | 391,110 | $10.86M | 0.1% | $27.76 * | $21.04 | +1.6% | COM | 600544100 |
| EIX | EDISON INTERNATIONAL | 165,609 | $10.35M | 0.1% | $62.47 * | $42.55 | -3.6% | COM | 281020107 |
| — | STANCORP FINANCIAL GROUP | 145,766 | $10M | 0.1% | $68.60 | $68.60 | — | COM | 852891100 |
| TSM | TAIWAN SEMICONDUCTOR - SP ADR | 386,375 | $9.072M | 0.1% | $23.48 | $17.52 | +34.0% | COM | 874039100 |
| — | INTERNATIONAL GAME TECHNOLOGY | 508,254 | $8.849M | 0.0% | $17.41 | $15.29 | — | COM | 459902102 |
| — | ARC DOCUMENT SOLUTIONS INC | 809,658 | $7.473M | 0.0% | $9.23 | $4.54 | — | COM | 00191G103 |
| G | GENPACT LTD | 270,225 | $6.283M | 0.0% | $23.25 * | $19.48 | +7.9% | COM | G3922B107 |
| IBN | CICI BANK LTD - SPON ADR | 592,750 | $6.141M | 0.0% | $10.36 | $11.41 | -9.2% | COM | 45104G104 |
| CTSH | COGNIZANT TECH SOLUTIONS - A | 85,125 | $5.311M | 0.0% | $62.39 * | $52.28 | +5.8% | COM | 192446102 |
| — | ACE LTD | 47,147 | $5.256M | 0.0% | $111.48 | $104.02 | — | COM | H0023R105 |
| — | GAZPROM OAO - SPON ADR | 937,500 | $4.42M | 0.0% | $4.71 | $4.71 | — | COM | 368287207 |
| INFY | NFOSYS LTD - SP ADR | 121,878 | $4.275M | 0.0% | $35.08 | $35.22 | -0.4% | COM | 456788108 |
| — | ADVANCED SEMICONDUCTOR E-ADR | 553,800 | $3.987M | 0.0% | $7.20 | $4.74 | — | COM | 00756M404 |
| BPOP | POPULAR INC. | 110,730 | $3.808M | 0.0% | $34.39 * | $21.46 | +20.8% | COM | 733174700 |
| WIT | WIPRO LTD - ADR | 254,675 | $3.392M | 0.0% | $13.32 | $13.06 | +2.0% | COM | 97651M109 |
| — | KEY ENERGY SERVICES INC | 1,283,343 | $2.336M | 0.0% | $1.82 | $1.82 | — | COM | 492914106 |
| SHG | SHINHAN FINANCIAL GROUP - ADR | 46,325 | $1.728M | 0.0% | $37.30 | $42.66 | -12.6% | COM | 824596100 |
| — | STEEL EXCEL INC | 67,212 | $1.445M | 0.0% | $21.50 | $35.35 | — | COM | 858122203 |
| PBR | PETROLEO BRASILEIRO S.A. - ADR | 76,100 | $457K | 0.0% | $6.01 | $14.57 | -58.7% | COM | 71654V408 |
| USNZY | USINAS SIDERURG MINAS SP ADR | 37,407 | $59,000 | 0.0% | $1.58 | $1.96 | — | COM | 917302200 |