CIK: 0001164833 · Show all filings
Period: Q2 2013 (Next →)
Filing Date: Aug 14, 2013
Total Value ($000): $20,063,679 (99.9% shares, 0.1% debt)
| Ticker | Issuer | Shares | Value ($000) | % | Est. Cost | Unrealized | Class | CUSIP |
|---|---|---|---|---|---|---|---|---|
| AIG | AMERICAN INTL GROUP INC | 15,396,372 | $688,218 | 3.4% | $32.51 | 0.0% | COM NEW | 026874784 |
| JPM | JPMORGAN CHASE & CO | 12,246,377 | $646,486 | 3.2% | $36.24 | 0.0% | COM | 46625H100 |
| — | HEWLETT PACKARD CO | 23,799,233 | $590,221 | 2.9% | $24.80 | — | COM | 428236103 |
| MSFT | MICROSOFT CORP | 16,765,947 | $578,928 | 2.9% | $26.70 | 0.0% | COM | 594918104 |
| C | CITIGROUP INC | 11,437,103 | $548,638 | 2.7% | $35.76 | 0.0% | COM NEW | 172967424 |
| BAC | BANK OF AMERICA CORPORATION | 42,129,472 | $541,785 | 2.7% | $10.03 | 0.0% | COM | 060505104 |
| — | ROYAL DUTCH SHELL PLC | 7,716,774 | $511,391 | 2.5% | $66.27 | — | SPON ADR B | 780259107 |
| — | TOTAL S A | 9,802,466 | $477,380 | 2.4% | $48.70 | — | SPONSORED ADR | 89151E109 |
| — | VODAFONE GROUP PLC NEW | 16,109,963 | $463,000 | 2.3% | $28.74 | — | SPONS ADR NEW | 92857W209 |
| EXC | EXELON CORP | 14,208,753 | $438,766 | 2.2% | $15.41 | 0.0% | COM | 30161N101 |
| COF | CAPITAL ONE FINL CORP | 6,909,053 | $433,958 | 2.2% | $47.00 | 0.0% | COM | 14040H105 |
| GLW | CORNING INC | 28,506,484 | $405,647 | 2.0% | $10.49 | 0.0% | COM | 219350105 |
| NRG | NRG ENERGY INC | 14,246,987 | $380,395 | 1.9% | $20.46 | 0.0% | COM NEW | 629377508 |
| UNH | UNITEDHEALTH GROUP INC | 5,792,331 | $379,282 | 1.9% | $50.75 | 0.0% | COM | 91324P102 |
| UNM | UNUM GROUP | 12,668,009 | $372,059 | 1.9% | $27.85 | 0.0% | COM | 91529Y106 |
| ALL | ALLSTATE CORP | 7,675,447 | $369,343 | 1.8% | $37.12 | 0.0% | COM | 020002101 |
| JNJ | JOHNSON & JOHNSON | 4,274,708 | $367,026 | 1.8% | $59.66 | 0.0% | COM | 478160104 |
| WFC | WELLS FARGO & CO NEW | 8,474,207 | $349,731 | 1.7% | $27.36 | 0.0% | COM | 949746101 |
| ORCL | ORACLE CORP | 11,336,081 | $348,244 | 1.7% | $27.58 | 0.0% | COM | 68389X105 |
| PEG | PUBLIC SVC ENTERPRISE GROUP | 10,583,465 | $345,656 | 1.7% | $21.73 | 0.0% | COM | 744573106 |
| — | JOHNSON CTLS INC | 9,345,948 | $334,491 | 1.7% | $35.79 | — | COM | 478366107 |
| — | COBALT INTL ENERGY INC | 12,526,649 | $332,833 | 1.7% | $26.57 | — | COM | 19075F106 |
| WMT | WAL-MART STORES INC | 4,248,029 | $316,436 | 1.6% | $19.98 | 0.0% | COM | 931142103 |
| CMI | CUMMINS INC | 2,598,664 | $281,851 | 1.4% | $81.53 | 0.0% | COM | 231021106 |
| — | SUNTRUST BKS INC | 8,712,584 | $275,056 | 1.4% | $31.57 | — | COM | 867914103 |
| TGT | TARGET CORP | 3,897,639 | $268,391 | 1.3% | $47.95 | 0.0% | COM | 87612E106 |
| LMT | LOCKHEED MARTIN CORP | 2,452,286 | $265,975 | 1.3% | $71.65 | 0.0% | COM | 539830109 |
| — | INTERPUBLIC GROUP COS INC | 17,807,873 | $259,105 | 1.3% | $9.16 | 0.0% | COM | 460690100 |
| — | WELLPOINT INC | 3,157,899 | $258,442 | 1.3% | $81.84 | — | COM | 94973V107 |
| AZN | ASTRAZENECA PLC | 4,944,742 | $233,886 | 1.2% | $47.30 | — | SPONSORED ADR | 046353108 |
| PCAR | PACCAR INC | 4,315,752 | $231,583 | 1.2% | $21.67 | 0.0% | COM | 693718108 |
| BA | BOEING CO | 2,206,015 | $225,984 | 1.1% | $80.37 | 0.0% | COM | 097023105 |
| MGA | MAGNA INTL INC | 2,835,274 | $201,928 | 1.0% | $22.60 | 0.0% | COM | 559222401 |
| — | TE CONNECTIVITY LTD | 4,428,135 | $201,657 | 1.0% | $45.54 | — | REG SHS | H84989104 |
| SWK | STANLEY BLACK & DECKER INC | 2,441,050 | $188,693 | 0.9% | $56.98 | 0.0% | COM | 854502101 |
| SNY | SANOFI | 3,633,907 | $187,183 | 0.9% | $51.51 | — | SPONSORED ADR | 80105N105 |
| — | MARATHON OIL CORP | 5,360,501 | $185,366 | 0.9% | $34.58 | — | COM | 565849106 |
| — | VALASSIS COMMUNICATIONS INC | 7,348,030 | $180,688 | 0.9% | $24.59 | — | COM | 918866104 |
| — | AETNA INC NEW | 2,838,123 | $180,334 | 0.9% | $63.54 | — | COM | 00817Y108 |
| MUR | MURPHY OIL CORP | 2,820,516 | $171,741 | 0.9% | $34.50 | 0.0% | COM | 626717102 |
| MAN | MANPOWERGROUP INC | 2,770,136 | $151,803 | 0.8% | $55.02 | 0.0% | COM | 56418H100 |
| NVS | NOVARTIS A G | 2,137,631 | $151,152 | 0.8% | $70.71 | — | SPONSORED ADR | 66987V109 |
| — | ARRIS GROUP INC NEW | 10,180,226 | $146,086 | 0.7% | $14.35 | — | COM | 04270V106 |
| LOW | LOWES COS INC | 3,473,384 | $142,061 | 0.7% | $32.16 | 0.0% | COM | 548661107 |
| ZBH | ZIMMER HLDGS INC | 1,829,063 | $137,070 | 0.7% | $67.30 | 0.0% | COM | 98956P102 |
| CNO | CNO FINL GROUP INC | 10,475,034 | $135,756 | 0.7% | $9.21 | 0.0% | COM | 12621E103 |
| — | CON-WAY INC | 3,448,662 | $134,360 | 0.7% | $38.96 | — | COM | 205944101 |
| — | GREAT PLAINS ENERGY INC | 5,949,648 | $134,105 | 0.7% | $22.54 | — | COM | 391164100 |
| HUM | HUMANA INC | 1,574,100 | $132,823 | 0.7% | $71.14 | 0.0% | COM | 444859102 |
| LEA | LEAR CORP | 2,146,728 | $129,791 | 0.6% | $46.85 | 0.0% | COM NEW | 521865204 |
| FDX | FEDEX CORP | 1,273,300 | $125,522 | 0.6% | $81.95 | 0.0% | COM | 31428X106 |
| — | TIME WARNER CABLE INC | 1,097,500 | $123,447 | 0.6% | $112.48 | — | COM | 88732J207 |
| HII | HUNTINGTON INGALLS INDS INC | 2,122,133 | $119,858 | 0.6% | $43.35 | 0.0% | COM | 446413106 |
| TXN | TEXAS INSTRS INC | 3,392,817 | $118,308 | 0.6% | $25.31 | 0.0% | COM | 882508104 |
| RF | REGIONS FINL CORP NEW | 12,362,604 | $117,816 | 0.6% | $5.80 | 0.0% | COM | 7591EP100 |
| PEP | PEPSICO INC | 1,425,781 | $116,615 | 0.6% | $56.00 | 0.0% | COM | 713448108 |
| — | KOSMOS ENERGY LTD | 11,469,636 | $116,532 | 0.6% | $10.16 | — | SHS | G5315B107 |
| — | COMCAST CORP NEW | 2,932,319 | $116,325 | 0.6% | $39.67 | — | CL A SPL | 20030N200 |
| UPBD | RENT A CTR INC NEW | 3,081,170 | $115,698 | 0.6% | $36.22 | 0.0% | COM | 76009N100 |
| MDLZ | MONDELEZ INTL INC | 3,918,794 | $111,803 | 0.6% | $23.16 | 0.0% | CL A | 609207105 |
| AIZ | ASSURANT INC | 2,176,434 | $110,802 | 0.6% | $37.94 | 0.0% | COM | 04621X108 |
| — | PHH CORP | 5,299,900 | $108,012 | 0.5% | $20.38 | — | COM NEW | 693320202 |
| EIX | EDISON INTL | 2,203,174 | $106,105 | 0.5% | $30.71 | 0.0% | COM | 281020107 |
| — | CA INC | 3,606,517 | $103,255 | 0.5% | $28.63 | — | COM | 12673P105 |
| GT | GOODYEAR TIRE & RUBR CO | 6,716,514 | $102,695 | 0.5% | $13.66 | 0.0% | COM | 382550101 |
| FHN | FIRST HORIZON NATL CORP | 9,153,829 | $102,523 | 0.5% | $7.41 | 0.0% | COM | 320517105 |
| EMBJ | EMBRAER S A | 2,707,898 | $99,894 | 0.5% | $36.89 | — | SP ADR REP 4 COM | 29082A107 |
| NOC | NORTHROP GRUMMAN CORP | 1,101,209 | $91,180 | 0.5% | $62.64 | 0.0% | COM | 666807102 |
| — | MEDTRONIC INC | 1,758,047 | $90,487 | 0.5% | $51.47 | — | COM | 585055106 |
| ON | ON SEMICONDUCTOR CORP | 11,150,800 | $90,098 | 0.4% | $8.02 | 0.0% | COM | 682189105 |
| PPL | PPL CORP | 2,836,686 | $85,838 | 0.4% | $16.36 | 0.0% | COM | 69351T106 |
| GM | GENERAL MTRS CO | 2,533,740 | $84,399 | 0.4% | $23.62 | 0.0% | COM | 37045V100 |
| — | DELPHI AUTOMOTIVE PLC | 1,647,409 | $83,507 | 0.4% | $50.69 | — | SHS | G27823106 |
| CAR | AVIS BUDGET GROUP | 2,829,000 | $81,334 | 0.4% | $28.57 | 0.0% | COM | 053774105 |
| DGX | QUEST DIAGNOSTICS INC | 1,294,300 | $78,473 | 0.4% | $46.22 | 0.0% | COM | 74834L100 |
| — | COVIDIEN PLC | 1,232,618 | $77,458 | 0.4% | $62.84 | — | SHS | G2554F113 |
| BK | BANK NEW YORK MELLON CORP | 2,748,800 | $77,104 | 0.4% | $21.22 | 0.0% | COM | 064058100 |
| — | ALLIANT TECHSYSTEMS INC | 925,739 | $76,216 | 0.4% | $82.33 | — | COM | 018804104 |
| KSS | KOHLS CORP | 1,451,500 | $73,315 | 0.4% | $49.51 | 0.0% | COM | 500255104 |
| TAP | MOLSON COORS BREWING CO | 1,509,276 | $72,234 | 0.4% | $37.25 | 0.0% | CL B | 60871R209 |
| — | WILLIS GROUP HOLDINGS PUBLIC | 1,765,617 | $72,002 | 0.4% | $40.78 | — | SHS | G96666105 |
| — | INGRAM MICRO INC | 3,639,442 | $69,113 | 0.3% | $18.99 | — | CL A | 457153104 |
| IBM | INTERNATIONAL BUSINESS MACHS | 335,900 | $64,194 | 0.3% | $118.94 | 0.0% | COM | 459200101 |
| MS | MORGAN STANLEY | 2,605,500 | $63,652 | 0.3% | $17.33 | 0.0% | COM NEW | 617446448 |
| KEY | KEYCORP NEW | 5,566,717 | $61,457 | 0.3% | $6.48 | 0.0% | COM | 493267108 |
| ZION | ZIONS BANCORPORATION | 1,938,701 | $55,990 | 0.3% | $26.15 | 0.0% | COM | 989701107 |
| — | STAPLES INC | 3,452,600 | $54,758 | 0.3% | $15.86 | — | COM | 855030102 |
| MRK | MERCK & CO INC NEW | 1,028,832 | $47,789 | 0.2% | $30.02 | 0.0% | COM | 58933Y105 |
| — | LIFEPOINT HOSPITALS INC | 955,000 | $46,642 | 0.2% | $48.84 | — | COM | 53219L109 |
| — | HESS CORP | 699,100 | $46,483 | 0.2% | $66.49 | — | COM | 42809H107 |
| — | MARVELL TECHNOLOGY GROUP LTD | 3,919,186 | $45,894 | 0.2% | $11.71 | — | ORD | G5876H105 |
| — | STONE ENERGY CORP | 1,908,626 | $42,047 | 0.2% | $22.03 | — | COM | 861642106 |
| — | HEALTH MGMT ASSOC INC NEW | 2,612,200 | $41,064 | 0.2% | $15.72 | — | CL A | 421933102 |
| — | BB&T CORP | 1,183,802 | $40,107 | 0.2% | $33.88 | — | COM | 054937107 |
| — | SYMETRA FINL CORP | 2,428,732 | $38,835 | 0.2% | $15.99 | — | COM | 87151Q106 |
| CCL | CARNIVAL CORP | 1,102,547 | $37,806 | 0.2% | $27.66 | 0.0% | PAIRED CTF | 143658300 |
| RUSHA | RUSH ENTERPRISES INC | 1,405,900 | $34,796 | 0.2% | $11.00 | 0.0% | CL A | 781846209 |
| JBLU | JETBLUE AIRWAYS CORP | 5,301,162 | $33,397 | 0.2% | $6.54 | 0.0% | COM | 477143101 |
| HMN | HORACE MANN EDUCATORS CORP N | 1,324,229 | $32,285 | 0.2% | $23.24 | 0.0% | COM | 440327104 |
| — | TORCHMARK CORP | 478,900 | $31,196 | 0.2% | $65.14 | — | COM | 891027104 |
| — | QUIKSILVER INC | 4,630,900 | $29,823 | 0.1% | $6.44 | — | COM | 74838C106 |
| — | GLOBAL INDEMNITY PLC | 1,207,667 | $28,441 | 0.1% | $23.55 | — | SHS | G39319101 |
| — | ARGO GROUP INTL HLDGS LTD | 659,330 | $27,949 | 0.1% | $42.39 | — | COM | G0464B107 |
| MLR | MILLER INDS INC TENN | 1,670,628 | $25,694 | 0.1% | $11.36 | 0.0% | COM NEW | 600551204 |
| — | CIRCOR INTL INC | 500,000 | $25,430 | 0.1% | $50.86 | — | COM | 17273K109 |
| — | COMVERSE INC | 811,662 | $24,155 | 0.1% | $29.76 | — | COM | 20585P105 |
| — | MERITOR INC | 3,271,473 | $23,064 | 0.1% | $7.05 | — | COM | 59001K100 |
| — | HORSEHEAD HLDG CORP | 1,775,100 | $22,739 | 0.1% | $12.81 | — | COM | 440694305 |
| FDP | FRESH DEL MONTE PRODUCE INC | 797,858 | $22,244 | 0.1% | $21.26 | 0.0% | ORD | G36738105 |
| — | QUESTCOR PHARMACEUTICALS INC | 475,700 | $21,625 | 0.1% | $45.46 | — | COM | 74835Y101 |
| — | GEO GROUP INC | 631,677 | $21,445 | 0.1% | $33.95 | — | COM | 36159R103 |
| — | MCDERMOTT INTL INC | 2,223,900 | $18,192 | 0.1% | $8.18 | — | COM | 580037109 |
| ASB | ASSOCIATED BANC CORP | 1,153,497 | $17,937 | 0.1% | $9.98 | 0.0% | COM | 045487105 |
| WU | WESTERN UN CO | 1,034,300 | $17,697 | 0.1% | $17.11 | — | COM | 959802109 |
| — | E TRADE FINANCIAL CORP | 1,377,335 | $17,437 | 0.1% | $12.66 | — | COM NEW | 269246401 |
| — | SYNOVUS FINL CORP | 5,951,465 | $17,378 | 0.1% | $2.92 | — | COM | 87161C105 |
| — | PHARMERICA CORP | 1,199,595 | $16,626 | 0.1% | $13.86 | — | COM | 71714F104 |
| CMA | COMERICA INC | 414,100 | $16,494 | 0.1% | $24.17 | 0.0% | COM | 200340107 |
| FIBK | FIRST INTST BANCSYSTEM INC | 781,182 | $16,194 | 0.1% | $11.61 | 0.0% | COM CL A | 32055Y201 |
| — | CAPLEASE INC | 1,788,100 | $15,092 | 0.1% | $8.44 | — | COM | 140288101 |
| WBS | WEBSTER FINL CORP CONN | 580,992 | $14,920 | 0.1% | $23.57 | 0.0% | COM | 947890109 |
| — | NORANDA ALUM HLDG CORP | 4,469,298 | $14,436 | 0.1% | $3.23 | — | COM | 65542W107 |
| — | ENDURANCE SPECIALTY HLDGS LT | 274,100 | $14,102 | 0.1% | $51.45 | — | SHS | G30397106 |
| — | DEVRY INC DEL | 452,223 | $14,028 | 0.1% | $31.02 | — | COM | 251893103 |
| — | QLOGIC CORP | 1,452,857 | $13,889 | 0.1% | $9.56 | — | COM | 747277101 |
| — | GRANITE REAL ESTATE INVT TR | 384,500 | $13,284 | 0.1% | $34.55 | — | UNIT 99/99/9999 | 387437114 |
| TPC | TUTOR PERINI CORP | 718,599 | $12,999 | 0.1% | $17.65 | 0.0% | COM | 901109108 |
| — | OVERHILL FARMS INC | 2,606,752 | $12,903 | 0.1% | $4.95 | — | COM | 690212105 |
| — | SYMANTEC CORP | 569,600 | $12,799 | 0.1% | $22.47 | — | COM | 871503108 |
| IWN | ISHARES TR | 142,100 | $12,206 | 0.1% | $85.90 | — | RUSL 2000 VALU | 464287630 |
| IWM | ISHARES TR | 125,400 | $12,184 | 0.1% | $97.16 | — | RUSSELL 2000 | 464287655 |
| — | ROYAL BK SCOTLAND GROUP PLC | 555,844 | $12,112 | 0.1% | $21.79 | — | SP ADR PREF S | 780097739 |
| — | HUDSON GLOBAL INC | 4,749,975 | $11,780 | 0.1% | $2.48 | — | COM | 443787106 |
| — | GOODYEAR TIRE & RUBR CO | 231,100 | $11,384 | 0.1% | $49.26 | — | PFD CONV 5.875% | 382550309 |
| — | NAVISTAR INTL CORP NEW | 377,000 | $10,466 | 0.1% | $27.76 | — | COM | 63934E108 |
| — | ARVINMERITOR INC | 9,775,000 | $8,688 | 0.0% | $0.89 | — | FRNT 4.000% 2/1 | 043353AH4 |
| KFY | KORN FERRY INTL | 415,100 | $7,779 | 0.0% | $14.64 | 0.0% | COM NEW | 500643200 |
| — | RUBY TUESDAY INC | 834,800 | $7,705 | 0.0% | $9.23 | — | COM | 781182100 |
| — | FIRST NIAGARA FINL GP INC | 694,700 | $6,996 | 0.0% | $10.07 | — | COM | 33582V108 |
| — | HEIDRICK & STRUGGLES INTL IN | 369,100 | $6,171 | 0.0% | $16.72 | — | COM | 422819102 |
| — | WESTAR ENERGY INC | 190,700 | $6,095 | 0.0% | $31.96 | — | COM | 95709T100 |
| — | INTERSIL CORP | 770,600 | $6,026 | 0.0% | $7.82 | — | CL A | 46069S109 |
| PFE | PFIZER INC | 205,000 | $5,742 | 0.0% | $16.46 | 0.0% | COM | 717081103 |
| THG | HANOVER INS GROUP INC | 97,200 | $4,756 | 0.0% | $34.64 | 0.0% | COM | 410867105 |
| — | FIRST FINL HLDGS INC | 222,029 | $4,709 | 0.0% | $21.21 | — | COM | 320239106 |
| POR | PORTLAND GEN ELEC CO | 151,300 | $4,628 | 0.0% | $19.65 | 0.0% | COM NEW | 736508847 |
| — | CITY NATL CORP | 68,220 | $4,323 | 0.0% | $63.37 | — | COM | 178566105 |
| — | SYMMETRICOM INC | 840,100 | $3,772 | 0.0% | $4.49 | — | COM | 871543104 |
| — | NATIONAL WESTN LIFE INS CO | 17,737 | $3,367 | 0.0% | $189.83 | — | CL A | 638522102 |
| — | HOME FED BANCORP INC MD | 171,000 | $2,179 | 0.0% | $12.74 | — | COM | 43710G105 |
| — | AMERICAN INTL GROUP INC | 117,400 | $2,141 | 0.0% | $18.24 | — | *W EXP 01/19/202 | 026874156 |
| — | LAKES ENTMNT INC | 596,400 | $2,099 | 0.0% | $3.52 | — | COM | 51206P109 |
| — | UNITED STATES STL CORP NEW | 75,000 | $1,512 | 0.0% | — | — | Put | 912909108 |
| — | CIBER INC | 306,100 | $1,022 | 0.0% | $3.34 | — | COM | 17163B102 |
| — | FURNITURE BRANDS INTL INC | 248,869 | $995 | 0.0% | $4.00 | — | COM NEW | 360921209 |
| F | FORD MTR CO DEL | 62,400 | $965 | 0.0% | $7.61 | 0.0% | COM PAR $0.01 | 345370860 |
| — | BOULDER TOTAL RETURN FD INC | 37,900 | $802 | 0.0% | $21.16 | — | COM | 101541100 |
| NEE | NEXTERA ENERGY INC | 9,600 | $782 | 0.0% | $14.15 | 0.0% | COM | 65339F101 |
| GIS | GENERAL MLS INC | 14,400 | $699 | 0.0% | $31.98 | 0.0% | COM | 370334104 |
| PM | PHILIP MORRIS INTL INC | 7,534 | $653 | 0.0% | $49.85 | 0.0% | COM | 718172109 |
| AIRT | AIR T INC | 42,900 | $441 | 0.0% | $6.38 | 0.0% | COM | 009207101 |
| — | CORRECTIONS CORP AMER NEW | 8,524 | $289 | 0.0% | $33.90 | — | COM NEW | 22025Y407 |
| — | JAKKS PAC INC | 50,000 | $51 | 0.0% | $1.02 | — | NOTE 4.500%11/0 | 47012EAD8 |