CIK: 0000823621 · Show all filings
Period: Q2 2013 (← Previous) (Next →)
Filing Date: Jul 24, 2013
Total Value ($000): $6,194,551 (100.0% shares, 0.0% debt)
| Ticker | Issuer | Shares | Value ($000) | % | Est. Cost | Unrealized | Class | CUSIP |
|---|---|---|---|---|---|---|---|---|
| F | FORD MTR CO DEL | 10,614,875 | $164,212 | 2.7% | $7.14 | +6.5% | COM PAR $0.01 | 345370860 |
| — | GOOGLE INC | 183,387 | $161,448 | 2.6% | $804.96 | — | CL A | 38259P508 |
| OXY | OCCIDENTAL PETE CORP DEL | 1,626,593 | $145,141 | 2.3% | $54.70 | +5.7% | COM | 674599105 |
| — | DOW CHEM CO | 4,501,257 | $144,805 | 2.3% | $31.88 | — | COM | 260543103 |
| MRK | MERCK & CO INC NEW | 3,073,420 | $142,760 | 2.3% | $30.02 | 0.0% | COM | 58933Y105 |
| VLO | VALERO ENERGY CORP NEW | 3,939,321 | $136,970 | 2.2% | $24.26 | -1.0% | COM | 91913Y100 |
| — | VODAFONE GROUP PLC NEW | 4,093,048 | $117,655 | 1.9% | $28.40 | — | SPONS ADR NEW | 92857W209 |
| DVN | DEVON ENERGY CORP NEW | 2,195,297 | $113,892 | 1.8% | $37.12 | -0.3% | COM | 25179M103 |
| FLEX | FLEXTRONICS INTL LTD | 14,484,134 | $112,107 | 1.8% | $4.97 | +9.3% | ORD | Y2573F102 |
| PRU | PRUDENTIAL FINL INC | 1,499,077 | $109,478 | 1.8% | $34.18 | +13.2% | COM | 744320102 |
| MET | METLIFE INC | 2,363,984 | $108,176 | 1.7% | $21.84 | +11.9% | COM | 59156R108 |
| HAL | HALLIBURTON CO | 2,573,992 | $107,387 | 1.7% | $31.52 | +5.4% | COM | 406216101 |
| KBR | KBR INC | 3,290,514 | $106,942 | 1.7% | $25.72 | +3.2% | COM | 48242W106 |
| MOS | MOSAIC CO NEW | 1,980,820 | $106,588 | 1.7% | $46.46 | -0.4% | COM | 61945C103 |
| — | EXPRESS SCRIPTS HLDG CO | 1,719,642 | $106,171 | 1.7% | $57.62 | — | COM | 30219G108 |
| COF | CAPITAL ONE FINL CORP | 1,690,123 | $106,157 | 1.7% | $44.63 | +5.3% | COM | 14040H105 |
| CCL | CARNIVAL CORP | 3,072,352 | $105,351 | 1.7% | $29.58 | -6.5% | PAIRED CTF | 143658300 |
| — | AETNA INC NEW | 1,655,263 | $105,175 | 1.7% | $51.13 | — | COM | 00817Y108 |
| BAX | BAXTER INTL INC | 1,511,523 | $104,703 | 1.7% | $29.66 | +2.5% | COM | 071813109 |
| TGT | TARGET CORP | 1,513,710 | $104,234 | 1.7% | $43.55 | +10.1% | COM | 87612E106 |
| — | ACE LTD | 1,164,813 | $104,227 | 1.7% | $89.05 | — | SHS | H0023R105 |
| NVS | NOVARTIS A G | 1,465,871 | $103,652 | 1.7% | $70.78 | — | SPONSORED ADR | 66987V109 |
| — | NATIONAL OILWELL VARCO INC | 1,483,239 | $102,195 | 1.6% | $70.75 | — | COM | 637071101 |
| HON | HONEYWELL INTL INC | 1,268,927 | $100,677 | 1.6% | $48.29 | +10.0% | COM | 438516106 |
| SWK | STANLEY BLACK & DECKER INC | 1,298,929 | $100,407 | 1.6% | $56.18 | +1.4% | COM | 854502101 |
| DRI | DARDEN RESTAURANTS INC | 1,979,583 | $99,929 | 1.6% | $28.07 | +11.6% | COM | 237194105 |
| PG | PROCTER & GAMBLE CO | 1,295,803 | $99,764 | 1.6% | $51.91 | +6.0% | COM | 742718109 |
| — | SYMANTEC CORP | 4,419,531 | $99,351 | 1.6% | $24.68 | — | COM | 871503108 |
| RF | REGIONS FINL CORP NEW | 10,407,568 | $99,184 | 1.6% | $5.20 | +11.5% | COM | 7591EP100 |
| ABT | ABBOTT LABS | 2,840,592 | $99,080 | 1.6% | $26.54 | +8.7% | COM | 002824100 |
| NSC | NORFOLK SOUTHERN CORP | 1,272,639 | $92,457 | 1.5% | $53.13 | +8.6% | COM | 655844108 |
| ON | ON SEMICONDUCTOR CORP | 11,128,959 | $89,922 | 1.5% | $8.01 | +0.2% | COM | 682189105 |
| — | SUPERIOR ENERGY SVCS INC | 3,331,143 | $86,410 | 1.4% | $25.97 | — | COM | 868157108 |
| CVS | CVS CAREMARK CORPORATION | 1,494,990 | $85,484 | 1.4% | $37.07 | +11.8% | COM | 126650100 |
| APD | AIR PRODS & CHEMS INC | 919,950 | $84,240 | 1.4% | $61.55 | 0.0% | COM | 009158106 |
| ROK | ROCKWELL AUTOMATION INC | 969,260 | $80,584 | 1.3% | $68.45 | -1.8% | COM | 773903109 |
| — | WILLIS GROUP HOLDINGS PUBLIC | 1,896,071 | $77,322 | 1.2% | $39.49 | — | SHS | G96666105 |
| — | ROYAL DUTCH SHELL PLC | 1,147,521 | $73,212 | 1.2% | $64.60 | — | SPONS ADR A | 780259206 |
| — | HARMAN INTL INDS INC | 947,842 | $51,373 | 0.8% | $44.63 | — | COM | 413086109 |
| AER | AERCAP HOLDINGS NV | 2,807,245 | $49,014 | 0.8% | $14.91 | +7.7% | SHS | N00985106 |
| — | DIEBOLD INC | 1,285,888 | $43,322 | 0.7% | $30.32 | — | COM | 253651103 |
| — | MAGELLAN HEALTH SVCS INC | 763,898 | $42,839 | 0.7% | $47.57 | — | COM NEW | 559079207 |
| — | ANN INC | 1,281,690 | $42,552 | 0.7% | $33.20 | — | COM | 035623107 |
| — | WELLCARE HEALTH PLANS INC | 748,548 | $41,582 | 0.7% | $57.96 | — | COM | 94946T106 |
| — | EXELIS INC | 2,998,755 | $41,353 | 0.7% | $10.89 | — | COM | 30162A108 |
| — | FINISAR CORP | 2,430,932 | $41,204 | 0.7% | $13.19 | — | COM NEW | 31787A507 |
| AL | AIR LEASE CORP | 1,488,351 | $41,064 | 0.7% | $21.94 | +8.2% | CL A | 00912X302 |
| — | UMPQUA HLDGS CORP | 2,731,301 | $40,997 | 0.7% | $13.26 | — | COM | 904214103 |
| — | HEALTH NET INC | 1,278,860 | $40,693 | 0.7% | $28.62 | — | COM | 42222G108 |
| — | CRANE CO | 678,981 | $40,685 | 0.7% | $55.86 | — | COM | 224399105 |
| SMG | SCOTTS MIRACLE GRO CO | 834,557 | $40,317 | 0.7% | $28.69 | +4.5% | CL A | 810186106 |
| — | TREEHOUSE FOODS INC | 614,596 | $40,281 | 0.7% | $65.15 | — | COM | 89469A104 |
| — | FIRST NIAGARA FINL GP INC | 3,982,981 | $40,109 | 0.6% | $8.86 | — | COM | 33582V108 |
| THG | HANOVER INS GROUP INC | 818,793 | $40,064 | 0.6% | $29.67 | +16.7% | COM | 410867105 |
| PTC | PTC INC | 1,632,002 | $40,033 | 0.6% | $24.00 | +0.0% | COM | 69370C100 |
| TER | TERADYNE INC | 2,276,468 | $39,998 | 0.6% | $15.45 | -1.0% | COM | 880770102 |
| — | ATMEL CORP | 5,431,293 | $39,866 | 0.6% | $7.09 | — | COM | 049513104 |
| — | SOTHEBYS | 1,028,945 | $39,007 | 0.6% | $37.41 | — | COM | 835898107 |
| — | MICROSEMI CORP | 1,713,151 | $38,974 | 0.6% | $23.17 | — | COM | 595137100 |
| TTEK | TETRA TECH INC NEW | 1,652,297 | $38,846 | 0.6% | $5.31 | 0.0% | COM | 88162G103 |
| — | TCF FINL CORP | 2,736,619 | $38,805 | 0.6% | $14.96 | — | COM | 872275102 |
| DAR | DARLING INTL INC | 2,078,684 | $38,788 | 0.6% | $17.09 | +8.3% | COM | 237266101 |
| WEN | WENDYS CO | 6,636,183 | $38,689 | 0.6% | $5.27 | +9.9% | COM | 95058W100 |
| CATY | CATHAY GENERAL BANCORP | 1,893,984 | $38,543 | 0.6% | $14.04 | -0.0% | COM | 149150104 |
| CBT | CABOT CORP | 1,019,056 | $38,133 | 0.6% | $28.47 | -2.8% | COM | 127055101 |
| BRKR | BRUKER CORP | 2,352,792 | $37,998 | 0.6% | $16.76 | -0.9% | COM | 116794108 |
| — | FOSTER WHEELER AG | 1,740,226 | $37,780 | 0.6% | $22.44 | — | COM | H27178104 |
| — | ASPEN INSURANCE HOLDINGS LTD | 1,017,995 | $37,757 | 0.6% | $38.58 | — | SHS | G05384105 |
| — | C&J ENERGY SVCS INC | 1,937,032 | $37,520 | 0.6% | $22.50 | — | COM | 12467B304 |
| CRS | CARPENTER TECHNOLOGY CORP | 824,093 | $37,142 | 0.6% | $39.95 | -5.9% | COM | 144285103 |
| PRKS | SEAWORLD ENTMT INC | 1,046,591 | $36,735 | 0.6% | $35.92 | 0.0% | COM | 81282V100 |
| — | WESTERN REFNG INC | 1,295,376 | $36,361 | 0.6% | $28.07 | — | COM | 959319104 |
| — | KEY ENERGY SVCS INC | 5,909,899 | $35,164 | 0.6% | $7.76 | — | COM | 492914106 |
| — | JDS UNIPHASE CORP | 2,427,831 | $34,936 | 0.6% | $13.36 | — | COM PAR $0.001 | 46612J507 |
| — | INTREPID POTASH INC | 1,810,924 | $34,498 | 0.6% | $18.76 | — | COM | 46121Y102 |
| NVRI | HARSCO CORP | 1,438,303 | $33,354 | 0.5% | $24.69 | -7.7% | COM | 415864107 |
| — | AEROPOSTALE | 2,277,728 | $31,433 | 0.5% | $13.61 | — | COM | 007865108 |
| KFY | KORN FERRY INTL | 1,652,647 | $30,971 | 0.5% | $14.87 | -1.5% | COM NEW | 500643200 |
| FDP | FRESH DEL MONTE PRODUCE INC | 1,106,944 | $30,862 | 0.5% | $21.06 | +0.9% | ORD | G36738105 |
| — | QUALITY SYS INC | 1,638,541 | $30,657 | 0.5% | $18.29 | — | COM | 747582104 |
| LSCC | LATTICE SEMICONDUCTOR CORP | 6,017,353 | $30,508 | 0.5% | $5.45 | — | COM | 518415104 |
| — | FINISH LINE INC | 1,391,478 | $30,418 | 0.5% | $19.59 | — | CL A | 317923100 |
| — | MCDERMOTT INTL INC | 3,715,999 | $30,397 | 0.5% | $10.82 | — | COM | 580037109 |
| ABM | ABM INDS INC | 1,230,026 | $30,148 | 0.5% | $16.73 | +5.7% | COM | 000957100 |
| IART | INTEGRA LIFESCIENCES HLDGS C | 822,416 | $30,125 | 0.5% | $18.47 | -12.3% | COM NEW | 457985208 |
| — | APPROACH RESOURCES INC | 1,132,073 | $27,815 | 0.4% | $24.57 | — | COM | 03834A103 |
| BCO | BRINKS CO | 1,070,244 | $27,302 | 0.4% | $24.25 | -6.1% | COM | 109696104 |
| — | ATWOOD OCEANICS INC | 364,634 | $18,979 | 0.3% | $52.54 | — | COM | 050095108 |
| NJDCY | NIDEC CORP | 1,002,875 | $17,570 | 0.3% | $17.52 | — | SPONSORED ADR | 654090109 |
| NTTYY | NIPPON TELEG & TEL CORP | 522,811 | $13,598 | 0.2% | $26.01 | — | SPONSORED ADR | 654624105 |
| — | AMERICA MOVIL SAB DE CV | 615,572 | $13,389 | 0.2% | $21.14 | — | SPON ADR L SHS | 02364W105 |
| CHKP | CHECK POINT SOFTWARE TECH LT | 264,426 | $13,137 | 0.2% | $49.35 | -2.5% | ORD | M22465104 |
| SLB | SCHLUMBERGER LTD | 176,705 | $12,663 | 0.2% | $54.02 | -2.1% | COM | 806857108 |
| — | SHIRE PLC | 132,995 | $12,649 | 0.2% | $95.11 | — | SPONSORED ADR | 82481R106 |
| — | LIFEPOINT HOSPITALS INC | 258,063 | $12,604 | 0.2% | $48.46 | — | COM | 53219L109 |
| — | U S AIRWAYS GROUP INC | 764,115 | $12,547 | 0.2% | $16.42 | — | COM | 90341W108 |
| SU | SUNCOR ENERGY INC NEW | 424,500 | $12,519 | 0.2% | $20.88 | -5.9% | COM | 867224107 |
| WPP | WPP PLC NEW | 144,190 | $12,312 | 0.2% | $81.34 | — | ADR | 92937A102 |
| SAP | SAP AG | 165,980 | $12,088 | 0.2% | $78.07 | — | SPON ADR | 803054204 |
| — | COCA COLA ENTERPRISES INC NE | 338,918 | $11,916 | 0.2% | $36.54 | — | COM | 19122T109 |
| — | AMERICAN EQTY INVT LIFE HLD | 726,762 | $11,410 | 0.2% | $14.89 | — | COM | 025676206 |
| BBVA | BANCO BILBAO VIZCAYA ARGENTA | 1,350,613 | $11,359 | 0.2% | $8.41 | — | SPONSORED ADR | 05946K101 |
| ITUB | ITAU UNIBANCO HLDG SA | 821,259 | $10,611 | 0.2% | $16.15 | — | SPON ADR REP PFD | 465562106 |
| MOS | MOSAIC CO NEW | 190,000 | $10,224 | 0.2% | $46.46 | -0.4% | Call | 61945C103 |
| — | ROYAL DUTCH SHELL PLC | 108,789 | $7,209 | 0.1% | $66.82 | — | SPON ADR B | 780259107 |
| HAL | HALLIBURTON CO | 150,000 | $6,258 | 0.1% | $31.52 | +5.4% | Call | 406216101 |
| VLO | VALERO ENERGY CORP NEW | 175,000 | $6,085 | 0.1% | $24.26 | -1.0% | Call | 91913Y100 |
| DVN | DEVON ENERGY CORP NEW | 100,000 | $5,188 | 0.1% | $37.12 | -0.3% | Call | 25179M103 |
| — | LSI CORPORATION | 690,818 | $4,932 | 0.1% | $6.78 | — | COM | 502161102 |
| BCS | BARCLAYS PLC | 263,586 | $4,513 | 0.1% | $17.12 | — | ADR | 06738E204 |
| VZ | VERIZON COMMUNICATIONS INC | 65,610 | $3,303 | 0.1% | $23.81 | +13.5% | COM | 92343V104 |
| JBL | JABIL CIRCUIT INC | 152,225 | $3,102 | 0.1% | $16.99 | -1.4% | COM | 466313103 |
| SHY | ISHARES TR | 30,458 | $2,567 | 0.0% | $84.47 | — | BARCLYS 1-3 YR | 464287457 |
| AGZ | ISHARES TR | 22,789 | $2,523 | 0.0% | $113.40 | — | AGENCY BD FD | 464288166 |
| LQD | ISHARES TR | 21,677 | $2,464 | 0.0% | $119.90 | — | IBOXX INV CPBD | 464287242 |
| MUB | ISHARES TR | 10,000 | $1,050 | 0.0% | $109.10 | — | S&P NTL AMTFREE | 464288414 |
| — | ING U S INC | 14,450 | $391 | 0.0% | $27.06 | — | COM | 45685E106 |
| — | CAREFUSION CORP | 10,502 | $387 | 0.0% | $35.02 | — | COM | 14170T101 |
| CE | CELANESE CORP DEL | 7,334 | $329 | 0.0% | $36.95 | +0.6% | COM SER A | 150870103 |
| AGG | ISHARES TR | 2,000 | $214 | 0.0% | $107.00 | — | CORE TOTUSBD ETF | 464287226 |