Location: New York, NY
CIK: 0001027796 · Show all filings
Period: Q2 2015 (← Previous) (Next →)
Filing Date: Aug 7, 2015
Total Value: $17.72B (100.0% shares, 0.0% debt)
| Ticker | Issuer | Shares | Value | % | Share Price | Est. Cost/Share | Unrealized @ Report Date | Class | CUSIP |
|---|---|---|---|---|---|---|---|---|---|
| — | HEWLETT-PACKARD CO | 17,984,993 | $540M | 3.0% | $30.01 | $24.89 | — | COM | 428236103 |
| C | CITIGROUP INC | 9,562,226 | $528M | 3.0% | $55.24 * | $36.02 | +14.4% | COM | 172967424 |
| AIG | AMERICAN INTERNATIONAL GROUP | 8,509,917 | $526M | 3.0% | $61.82 * | $32.51 | +46.7% | COM | 026874784 |
| BAC | BANK OF AMERICA CORP | 30,419,181 | $518M | 2.9% | $17.02 * | $10.52 | +29.1% | COM | 060505104 |
| MSFT | MICROSOFT CORP | 10,623,172 | $469M | 2.6% | $44.15 * | $29.16 | +30.8% | COM | 594918104 |
| ORCL | ORACLE CORP | 11,398,384 | $459M | 2.6% | $40.30 * | $27.49 | +25.1% | COM | 68389X105 |
| BP | BP PLC - SPONS ADR | 11,369,511 | $454M | 2.6% | $39.96 | $42.70 | -6.4% | COM | 055622104 |
| NWSA | NEWS CORP - CLASS A | 30,442,522 | $444M | 2.5% | $14.59 * | $14.85 | -13.7% | COM | 65249B109 |
| — | CIGNA CORP | 2,705,286 | $438M | 2.5% | $162.00 | $80.75 | — | COM | 125509109 |
| — | ROYAL DUTCH SHELL PLC ADR | 7,487,007 | $427M | 2.4% | $57.01 | $63.80 | — | COM | 780259206 |
| PH | PARKER HANNIFIN CORPORATION | 3,550,288 | $413M | 2.3% | $116.33 * | $82.82 | +18.2% | COM | 701094104 |
| OMC | OMNICOM GROUP | 5,894,861 | $410M | 2.3% | $69.49 * | $41.47 | +17.7% | COM | 681919106 |
| MS | MORGAN STANLEY | 9,865,367 | $383M | 2.2% | $38.79 * | $17.61 | +64.5% | COM | 617446448 |
| JPM | JP MORGAN CHASE & CO | 5,479,983 | $371M | 2.1% | $67.76 * | $36.69 | +39.0% | COM | 46625H100 |
| WMT | WAL-MART STORES | 5,180,794 | $367M | 2.1% | $70.93 * | $20.65 | -6.0% | COM | 931142103 |
| VOYA | VOYA FINANCIAL INC. | 7,673,842 | $357M | 2.0% | $46.47 * | $32.03 | +29.9% | COM | 929089100 |
| BAX | BAXTER INTERNATIONAL INC | 5,030,632 | $352M | 2.0% | $69.93 * | $32.15 | -0.0% | COM | 071813109 |
| AXS | AXIS CAPITAL HOLDINGS LTD | 6,585,359 | $351M | 2.0% | $53.37 * | $32.09 | +24.8% | COM | G0692U109 |
| XOM | EXXON MOBIL CORP | 4,195,152 | $349M | 2.0% | $83.20 * | $55.12 | -4.3% | COM | 30231G102 |
| INTC | INTEL CORPORATION | 11,244,703 | $342M | 1.9% | $30.42 * | $18.51 | +27.9% | COM | 458140100 |
| — | STAPLES INC | 22,188,292 | $340M | 1.9% | $15.31 | $15.37 | — | COM | 855030102 |
| SWK | STANLEY BLACK & DECKER INC | 3,224,699 | $339M | 1.9% | $105.24 * | $70.52 | +14.0% | COM | 854502101 |
| MET | METLIFE INC | 5,995,550 | $336M | 1.9% | $55.99 * | $24.63 | +42.1% | COM | 59156R108 |
| GS | GOLDMAN SACHS GROUP INC | 1,545,017 | $323M | 1.8% | $208.79 * | $120.81 | +39.9% | COM | 38141G104 |
| ABT | ABBOTT LABORATORIES | 6,340,115 | $311M | 1.8% | $49.08 * | $28.81 | +39.6% | COM | 002824100 |
| PNC | PNC FINANCIAL SERVICES | 2,984,856 | $286M | 1.6% | $95.65 * | $49.68 | +37.9% | COM | 693475105 |
| UBS | UBS GROUP AG | 12,760,935 | $271M | 1.5% | $21.20 | $17.24 | +23.0% | COM | H42097107 |
| — | INTERPUBLIC GROUP OF COS INC | 13,901,251 | $268M | 1.5% | $19.27 * | $9.90 | +32.1% | COM | 460690100 |
| F | FORD MOTOR COMPANY | 17,719,859 | $266M | 1.5% | $15.01 * | $8.26 | +2.9% | COM | 345370860 |
| — | BAKER HUGHES INC | 4,232,667 | $261M | 1.5% | $61.70 | $46.86 | — | COM | 057224107 |
| BEN | FRANKLIN RESOURCES INC. | 5,306,059 | $260M | 1.5% | $49.03 * | $30.73 | -2.4% | COM | 354613101 |
| STT | STATE STREET CORP | 3,270,591 | $252M | 1.4% | $77.00 * | $46.58 | +22.8% | COM | 857477103 |
| AVT | AVNET INC | 6,035,442 | $248M | 1.4% | $41.11 * | $27.95 | +16.4% | COM | 053807103 |
| — | XL GROUP PLC | 6,102,592 | $227M | 1.3% | $37.20 | $33.64 | — | COM | G98290102 |
| MUR | MURPHY OIL CORP | 4,674,915 | $194M | 1.1% | $41.57 * | $39.55 | -29.6% | COM | 626717102 |
| — | WILLIS GROUP HOLDINGS LTD | 4,101,348 | $192M | 1.1% | $46.90 | $41.22 | — | COM | G96666105 |
| RF | REGIONS FINL CORP | 17,063,917 | $177M | 1.0% | $10.36 * | $6.51 | +10.0% | COM | 7591EP100 |
| LAMR | LAMAR ADVERTISING CO -A | 2,652,136 | $152M | 0.9% | $57.48 | $53.64 | — | COM | 512816109 |
| CMA | COMERICA INC | 2,957,942 | $152M | 0.9% | $51.32 * | $26.61 | +29.4% | COM | 200340107 |
| GLW | CORNING INC | 7,683,393 | $152M | 0.9% | $19.73 * | $13.55 | +10.1% | COM | 219350105 |
| PGR | PROGRESSIVE CORP | 4,533,665 | $126M | 0.7% | $27.83 * | $17.72 | +15.7% | COM | 743315103 |
| MAS | MASCO CORP | 4,721,623 | $126M | 0.7% | $26.67 * | $15.12 | +32.4% | COM | 574599106 |
| WFC | WELLS FARGO CO | 2,222,313 | $125M | 0.7% | $56.24 * | $28.02 | +49.3% | COM | 949746101 |
| ON | ON SEMICONDUCTOR CORP | 10,237,702 | $120M | 0.7% | $11.69 | $8.75 | +33.6% | COM | 682189105 |
| JNJ | JOHNSON & JOHNSON | 1,174,169 | $114M | 0.6% | $97.46 * | $66.17 | +10.0% | COM | 478160104 |
| — | AETNA INC | 824,734 | $105M | 0.6% | $127.46 | $66.35 | — | COM | 00817Y108 |
| — | SUPERIOR ENERGY SERVICES INC | 4,733,009 | $99.58M | 0.6% | $21.04 | $24.34 | — | COM | 868157108 |
| TEX | TEREX CORP | 3,996,888 | $92.93M | 0.5% | $23.25 | $36.88 | -37.0% | COM | 880779103 |
| ACM | AECOM | 2,797,271 | $92.53M | 0.5% | $33.08 * | $29.28 | +8.7% | COM | 00766T100 |
| EIX | EDISON INTERNATIONAL | 1,597,509 | $88.79M | 0.5% | $55.58 * | $39.78 | -7.6% | COM | 281020107 |
| — | LABORATORY CORP OF AMERICA HOLDINGS | 719,376 | $87.2M | 0.5% | $121.22 | $99.74 | — | COM | 50540R409 |
| CSCO | CISCO SYSTEMS INC | 3,031,377 | $83.24M | 0.5% | $27.46 * | $15.77 | +25.3% | COM | 17275R102 |
| — | KELLOGG COMPANY | 1,296,130 | $81.27M | 0.5% | $62.70 * | $41.49 | -1.8% | COM | 487836108 |
| KEY | KEY CORP | 5,329,700 | $80.05M | 0.5% | $15.02 * | $6.87 | +43.5% | COM | 493267108 |
| NWS | NEWS CORP - CLASS B | 5,483,700 | $78.09M | 0.4% | $14.24 * | $14.59 | -14.0% | COM | 65249B208 |
| FITB | FIFTH THIRD BANCORP | 3,493,200 | $72.73M | 0.4% | $20.82 * | $12.16 | +19.2% | COM | 316773100 |
| DAN | DANA HOLDING CORP | 3,529,729 | $72.64M | 0.4% | $20.58 * | $15.45 | +7.6% | COM | 235825205 |
| PFE | PFIZER INC | 2,159,818 | $72.42M | 0.4% | $33.53 * | $17.97 | +13.2% | COM | 717081103 |
| WBS | WEBSTER FINANCIAL CORP. | 1,754,838 | $69.4M | 0.4% | $39.55 | $27.36 | +44.6% | COM | 947890109 |
| CFG | CITIZENS FINANCIAL GROUP | 2,501,841 | $68.33M | 0.4% | $27.31 * | $15.71 | +19.1% | COM | 174610105 |
| — | SYNOVUS FINANCIAL CORP | 2,200,121 | $67.81M | 0.4% | $30.82 | $24.92 | — | COM | 87161C501 |
| FLEX | FLEXTRONICS INTERNATIONAL LTD | 5,722,407 | $64.72M | 0.4% | $11.31 * | $6.93 | +22.9% | COM | Y2573F102 |
| IVZ | INVESCO LTD | 1,631,500 | $61.16M | 0.3% | $37.49 * | $19.60 | +19.4% | COM | G491BT108 |
| DOV | DOVER CORP | 834,269 | $58.55M | 0.3% | $70.18 * | $49.33 | -4.5% | COM | 260003108 |
| GNW | GENWORTH FINANCIAL INC CL A | 7,717,118 | $58.42M | 0.3% | $7.57 | $11.82 | -35.9% | COM | 37247D106 |
| ETR | ENTERGY CORP | 796,411 | $56.15M | 0.3% | $70.50 * | $20.56 | +13.0% | COM | 29364G103 |
| — | TE CONNECTIVITY LTD. | 872,578 | $56.11M | 0.3% | $64.30 | $45.54 | — | COM | H84989104 |
| CVS | CVS HEALTH CORPORATION | 527,265 | $55.3M | 0.3% | $104.88 * | $74.28 | +4.1% | COM | 126650100 |
| — | ACTUANT CORP- A | 2,377,118 | $54.89M | 0.3% | $23.09 | $29.04 | — | COM | 00508X203 |
| — | TORCHMARK CORP | 912,243 | $53.11M | 0.3% | $58.22 | $56.84 | — | COM | 891027104 |
| BDX | BECTON DICKINSON & CO | 373,824 | $52.95M | 0.3% | $141.65 * | $79.34 | +48.6% | COM | 075887109 |
| — | TECH DATA CORP | 874,442 | $50.33M | 0.3% | $57.56 | $61.85 | — | COM | 878237106 |
| OC | OWENS CORNING | 1,169,813 | $48.26M | 0.3% | $41.25 | $39.75 | +3.8% | COM | 690742101 |
| KBR | KBR INC | 2,394,550 | $46.65M | 0.3% | $19.48 * | $18.88 | -11.4% | COM | 48242W106 |
| ROCK | GIBRALTAR INDUSTRIES INC | 2,189,654 | $44.6M | 0.3% | $20.37 | $16.23 | +25.5% | COM | 374689107 |
| — | ENDURANCE SPECIALTY HOLDINGS | 676,228 | $44.43M | 0.3% | $65.70 | $54.09 | — | COM | G30397106 |
| — | MASONITE INTERNATIONAL CORP | 594,193 | $41.66M | 0.2% | $70.11 | $51.88 | — | COM | 575385109 |
| HIG | THE HARTFORD FINANCIAL SERVICES GROUP INC | 977,801 | $40.65M | 0.2% | $41.57 * | $23.83 | +39.5% | COM | 416515104 |
| — | TELEFONICA BRASIL - ADR | 2,853,465 | $39.75M | 0.2% | $13.93 | $14.84 | — | COM | 87936R106 |
| ARW | ARROW ELECTRONICS INC | 698,095 | $38.95M | 0.2% | $55.80 | $56.85 | -1.9% | COM | 042735100 |
| ASB | ASSOCIATED BANC CORP | 1,912,475 | $38.77M | 0.2% | $20.27 * | $11.71 | +21.5% | COM | 045487105 |
| NSIT | INSIGHT ENTERPRISES INC | 1,237,026 | $37M | 0.2% | $29.91 | $19.42 | +54.0% | COM | 45765U103 |
| AIZ | ASSURANT INC | 552,001 | $36.98M | 0.2% | $67.00 * | $43.91 | +23.8% | COM | 04621X108 |
| ACH | OWENS & MINOR INC | 1,087,551 | $36.98M | 0.2% | $34.00 * | $28.88 | +2.2% | COM | 690732102 |
| BRC | BRADY CORP CL A | 1,491,492 | $36.9M | 0.2% | $24.74 * | $20.66 | -3.3% | COM | 104674106 |
| — | GENERAL CABLE CORP DEL NE | 1,768,979 | $34.9M | 0.2% | $19.73 | $14.95 | — | COM | 369300108 |
| TTEK | TETRA TECH INC | 1,344,254 | $34.47M | 0.2% | $25.64 * | $5.19 | -1.1% | COM | 88162G103 |
| — | STANCORP FINANCIAL GROUP | 452,205 | $34.19M | 0.2% | $75.61 | $73.35 | — | COM | 852891100 |
| — | VALIDUS HOLDINGS LTD | 757,398 | $33.32M | 0.2% | $43.99 | $38.22 | — | COM | G9319H102 |
| — | FIRST MIDWEST BANCORP INC | 1,733,198 | $32.88M | 0.2% | $18.97 | $16.09 | — | COM | 320867104 |
| PRI | PRIMERICA INC | 718,963 | $32.85M | 0.2% | $45.69 | $37.87 | +20.6% | COM | 74164M108 |
| — | BBCN BANCORP INC | 2,188,443 | $32.37M | 0.2% | $14.79 | $14.25 | — | COM | 073295107 |
| — | APACHE CORP | 547,150 | $31.53M | 0.2% | $57.63 | $83.86 | — | COM | 037411105 |
| — | NATIONAL PENN BANCSHARES INC | 2,733,386 | $30.83M | 0.2% | $11.28 | $10.23 | — | COM | 637138108 |
| — | TRIPLE-S MANAGEMENT CORP-B | 1,156,963 | $29.69M | 0.2% | $25.66 | $25.66 | — | COM | 896749108 |
| — | ESSENDANT INC | 745,104 | $29.25M | 0.2% | $39.25 | $39.25 | — | COM | 296689102 |
| T | AT&T INC | 823,058 | $29.23M | 0.2% | $35.52 * | $12.21 | +3.9% | COM | 00206R102 |
| TRS | TRIMAS CORP | 958,435 | $28.37M | 0.2% | $29.60 * | $24.60 | -4.1% | COM | 896215209 |
| DIOD | DIODES INC. | 1,140,007 | $27.49M | 0.2% | $24.11 | $23.22 | +3.8% | COM | 254543101 |
| CMCO | COLUMBUS MCKINNON CORP | 1,072,577 | $26.81M | 0.2% | $25.00 * | $23.74 | -3.3% | COM | 199333105 |
| MATW | MATTHEWS INTL CORP - CL A | 503,945 | $26.78M | 0.2% | $53.14 * | $28.01 | +46.4% | COM | 577128101 |
| — | TCF FINANCIAL CORP | 1,591,518 | $26.43M | 0.1% | $16.61 | $14.24 | — | COM | 872275102 |
| — | ARGO GROUP INTERNATIONAL | 474,584 | $26.43M | 0.1% | $55.70 | $42.67 | — | COM | G0464B107 |
| SRI | STONERIDGE INC | 2,256,190 | $26.42M | 0.1% | $11.71 | $11.39 | +2.8% | COM | 86183P102 |
| — | CON-WAY INC | 679,364 | $26.07M | 0.1% | $38.37 | $39.33 | — | COM | 205944101 |
| — | ASPEN INSURANCE HOLDINGS LTD | 532,742 | $25.52M | 0.1% | $47.90 | $39.50 | — | COM | G05384105 |
| UPBD | RENT A CENTER INC | 889,444 | $25.22M | 0.1% | $28.35 | $32.89 | -13.8% | COM | 76009N100 |
| — | CUBIC CORP | 516,167 | $24.56M | 0.1% | $47.58 | $50.61 | — | COM | 229669106 |
| — | PHH CORP | 929,448 | $24.19M | 0.1% | $26.03 | $20.38 | — | COM | 693320202 |
| — | L-3 COMMUNICATIONS | 213,223 | $24.18M | 0.1% | $113.38 | $85.74 | — | COM | 502424104 |
| — | LEGG MASON INC | 459,054 | $23.66M | 0.1% | $51.53 | $32.55 | — | COM | 524901105 |
| KSS | KOHLS CORP | 346,875 | $21.72M | 0.1% | $62.61 | $51.96 | +20.5% | COM | 500255104 |
| JBL | JABIL CIRCUIT INC | 918,233 | $19.55M | 0.1% | $21.29 * | $17.36 | +12.5% | COM | 466313103 |
| — | SYMETRA FINANCIAL CORP | 755,300 | $18.26M | 0.1% | $24.17 | $22.45 | — | COM | 87151Q106 |
| — | SCHNITZER STEEL INDS INC - A | 1,044,251 | $18.24M | 0.1% | $17.47 | $26.26 | — | COM | 806882106 |
| — | HOSPITALITY PROPERTIES TRUST | 587,397 | $16.93M | 0.1% | $28.82 | $26.87 | — | COM | 44106M102 |
| GTLS | CHART INDUSTRIES INC | 461,954 | $16.52M | 0.1% | $35.75 | $36.63 | -2.4% | COM | 16115Q308 |
| COP | CONOCOPHILLIPS | 265,937 | $16.33M | 0.1% | $61.41 * | $45.77 | -3.9% | COM | 20825C104 |
| TPC | TUTOR PERINI CORP | 755,354 | $16.3M | 0.1% | $21.58 | $17.70 | +21.9% | COM | 901109108 |
| — | INGRAM MICRO INC CL-A | 647,315 | $16.2M | 0.1% | $25.03 | $21.95 | — | COM | 457153104 |
| — | ROWAN COMPANIES PLC - A | 730,525 | $15.42M | 0.1% | $21.11 | $28.56 | — | COM | G7665A101 |
| PG | PROCTER & GAMBLE COMPANY | 184,904 | $14.47M | 0.1% | $78.24 * | $57.90 | +0.9% | COM | 742718109 |
| — | MONSTER WORLDWIDE INC | 2,063,818 | $13.5M | 0.1% | $6.54 | $4.94 | — | COM | 611742107 |
| RRX | REGAL BELOIT CORP | 185,400 | $13.46M | 0.1% | $72.59 | $73.44 | -1.2% | COM | 758750103 |
| WSFS | WSFS FINANCIAL CORP | 490,826 | $13.42M | 0.1% | $27.35 | $22.50 | +21.5% | COM | 929328102 |
| EPR | EPR PROPERTIES | 239,975 | $13.15M | 0.1% | $54.78 | $53.95 | — | COM | 26884U109 |
| PCG | PG&E CORP | 265,783 | $13.05M | 0.1% | $49.10 * | $47.42 | -4.7% | COM | 69331C108 |
| EG | EVEREST RE GROUP LTD | 71,600 | $13.03M | 0.1% | $182.01 * | $122.83 | +18.7% | COM | G3223R108 |
| CDW | CDW CORP | 322,409 | $11.05M | 0.1% | $34.28 * | $33.01 | -8.0% | COM | 12514G108 |
| GFF | GRIFFON CORPORATION | 692,110 | $11.02M | 0.1% | $15.92 * | $7.80 | +47.3% | COM | 398433102 |
| DRH | DIAMONDROCK HOSPITALITY CO. | 839,292 | $10.75M | 0.1% | $12.81 | $9.32 | — | COM | 252784301 |
| EXC | EXELON CORP | 333,668 | $10.48M | 0.1% | $31.42 * | $15.05 | +2.5% | COM | 30161N101 |
| TSM | TAIWAN SEMICONDUCTOR - SP ADR | 386,375 | $8.775M | 0.0% | $22.71 | $17.52 | +29.6% | COM | 874039100 |
| — | WELLCARE HEALTH PLANS INC | 99,706 | $8.458M | 0.0% | $84.83 | $58.57 | — | COM | 94946T106 |
| — | ACE LTD | 76,171 | $7.745M | 0.0% | $101.68 | $103.13 | — | COM | H0023R105 |
| BPOP | POPULAR INC. | 246,480 | $7.113M | 0.0% | $28.86 * | $23.60 | -7.8% | COM | 733174700 |
| CTSH | COGNIZANT TECH SOLUTIONS - A | 111,341 | $6.802M | 0.0% | $61.09 * | $53.07 | +2.0% | COM | 192446102 |
| ALL | ALLSTATE CORP | 102,015 | $6.618M | 0.0% | $64.87 * | $37.30 | +38.2% | COM | 020002101 |
| IBN | ICICI BANK LTD - SPON ADR | 592,750 | $6.176M | 0.0% | $10.42 | $11.41 | -8.7% | COM | 45104G104 |
| G | GENPACT LTD | 280,200 | $5.977M | 0.0% | $21.33 * | $19.51 | -1.1% | COM | G3922B107 |
| — | ARC DOCUMENT SOLUTIONS INC | 762,459 | $5.802M | 0.0% | $7.61 | $4.54 | — | COM | 00191G103 |
| INFY | NFOSYS LTD - SP ADR | 243,756 | $3.864M | 0.0% | $15.85 | $17.61 | -10.0% | COM | 456788108 |
| WIT | WIPRO LTD - ADR | 254,675 | $3.048M | 0.0% | $11.97 | $13.06 | -8.3% | COM | 97651M109 |
| — | KEY ENERGY SERVICES INC | 1,414,936 | $2.547M | 0.0% | $1.80 | $1.82 | — | COM | 492914106 |
| SHG | SHINHAN FINANCIAL GROUP - ADR | 46,325 | $1.717M | 0.0% | $37.06 | $42.66 | -13.1% | COM | 824596100 |
| UVV | UNIVERSAL CORP | 29,036 | $1.664M | 0.0% | $57.31 | $50.58 | +13.3% | COM | 913456109 |
| — | STEEL EXCEL INC | 67,212 | $1.398M | 0.0% | $20.80 | $35.35 | — | COM | 858122203 |
| IWN | ISHARES RUSSELL 2000 VALUE | 13,210 | $1.347M | 0.0% | $101.97 | $102.95 | -1.0% | COM | 464287630 |
| PBR | PETROLEO BRASILEIRO S.A. - ADR | 76,100 | $689K | 0.0% | $9.05 | $14.57 | -37.9% | COM | 71654V408 |
| MWA | MUELLER WATER PRODUCTS INC | 41,158 | $375K | 0.0% | $9.11 * | $5.51 | +39.8% | COM | 624758108 |
| USNZY | USINAS SIDERURG MINAS SP ADR | 37,407 | $51,000 | 0.0% | $1.36 | $1.96 | — | COM | 917302200 |