CIK: 0000823621 · Show all filings
Period: Q4 2013 (← Previous) (Next →)
Filing Date: Jan 29, 2014
Total Value ($000): $6,780,311 (100.0% shares, 0.0% debt)
| Ticker | Issuer | Shares | Value ($000) | % | Est. Cost | Unrealized | Class | CUSIP |
|---|---|---|---|---|---|---|---|---|
| VLO | VALERO ENERGY CORP NEW | 3,044,181 | $153,427 | 2.3% | $24.20 | +10.9% | COM | 91913Y100 |
| — | SYMANTEC CORP | 6,499,713 | $153,263 | 2.3% | $24.29 | — | COM | 871503108 |
| ABT | ABBOTT LABS | 3,984,705 | $152,734 | 2.3% | $26.91 | +8.6% | COM | 002824100 |
| — | E M C CORP MASS | 5,766,111 | $145,018 | 2.1% | $25.15 | — | COM | 268648102 |
| MRK | MERCK & CO INC NEW | 2,888,763 | $144,583 | 2.1% | $30.05 | +4.1% | COM | 58933Y105 |
| F | FORD MTR CO DEL | 9,230,899 | $142,433 | 2.1% | $7.38 | +22.0% | COM PAR $0.01 | 345370860 |
| TGT | TARGET CORP | 2,162,601 | $136,828 | 2.0% | $44.26 | +0.8% | COM | 87612E106 |
| — | ANADARKO PETE CORP | 1,641,237 | $130,183 | 1.9% | $79.32 | — | COM | 032511107 |
| NVS | NOVARTIS A G | 1,545,068 | $124,193 | 1.8% | $71.41 | — | SPONSORED ADR | 66987V109 |
| — | GOOGLE INC | 99,936 | $111,999 | 1.7% | $804.96 | — | CL A | 38259P508 |
| CMCSA | COMCAST CORP NEW | 2,149,084 | $111,677 | 1.6% | $16.55 | +11.1% | CL A | 20030N101 |
| MET | METLIFE INC | 2,062,102 | $111,189 | 1.6% | $21.84 | +38.0% | COM | 59156R108 |
| — | SUPERIOR ENERGY SVCS INC | 4,036,407 | $107,409 | 1.6% | $25.84 | — | COM | 868157108 |
| — | BB&T CORP | 2,860,015 | $106,736 | 1.6% | $37.32 | — | COM | 054937107 |
| HON | HONEYWELL INTL INC | 1,166,743 | $106,605 | 1.6% | $48.29 | +26.0% | COM | 438516106 |
| — | ACE LTD | 1,028,719 | $106,503 | 1.6% | $89.05 | — | SHS | H0023R105 |
| — | ACTIVISION BLIZZARD INC | 5,961,245 | $106,289 | 1.6% | $16.69 | — | COM | 00507V109 |
| DOX | AMDOCS LTD | 2,558,590 | $105,516 | 1.6% | $31.71 | 0.0% | ORD | G02602103 |
| CAG | CONAGRA FOODS INC | 3,125,641 | $105,334 | 1.6% | $16.82 | -1.4% | COM | 205887102 |
| CCL | CARNIVAL CORP | 2,617,558 | $105,147 | 1.6% | $29.58 | -1.1% | PAIRED CTF | 143658300 |
| COF | CAPITAL ONE FINL CORP | 1,371,869 | $105,099 | 1.6% | $44.63 | +28.5% | COM | 14040H105 |
| CVS | CVS CAREMARK CORPORATION | 1,466,107 | $104,929 | 1.5% | $37.60 | +23.2% | COM | 126650100 |
| — | DOW CHEM CO | 2,347,502 | $104,229 | 1.5% | $31.88 | — | COM | 260543103 |
| HAL | HALLIBURTON CO | 2,051,508 | $104,114 | 1.5% | $31.52 | +31.0% | COM | 406216101 |
| NSC | NORFOLK SOUTHERN CORP | 1,118,581 | $103,838 | 1.5% | $53.13 | +23.7% | COM | 655844108 |
| — | EXPRESS SCRIPTS HLDG CO | 1,470,585 | $103,294 | 1.5% | $57.62 | — | COM | 30219G108 |
| — | HILTON WORLDWIDE HLDGS INC | 4,541,230 | $101,042 | 1.5% | $22.25 | — | COM | 43300A104 |
| SWK | STANLEY BLACK & DECKER INC | 1,250,461 | $100,900 | 1.5% | $56.40 | +6.8% | COM | 854502101 |
| — | VANTIV INC | 3,067,960 | $100,046 | 1.5% | $32.59 | — | CL A | 92210H105 |
| KBR | KBR INC | 3,125,262 | $99,665 | 1.5% | $25.72 | +8.1% | COM | 48242W106 |
| BAX | BAXTER INTL INC | 1,429,638 | $99,431 | 1.5% | $29.66 | -1.5% | COM | 071813109 |
| RF | REGIONS FINL CORP NEW | 10,049,800 | $99,393 | 1.5% | $5.22 | +23.6% | COM | 7591EP100 |
| — | NATIONAL OILWELL VARCO INC | 1,222,437 | $97,220 | 1.4% | $70.75 | — | COM | 637071101 |
| PG | PROCTER & GAMBLE CO | 1,189,597 | $96,845 | 1.4% | $51.91 | +11.8% | COM | 742718109 |
| — | AETNA INC NEW | 1,386,304 | $95,087 | 1.4% | $51.13 | — | COM | 00817Y108 |
| AER | AERCAP HOLDINGS NV | 2,435,587 | $93,405 | 1.4% | $14.97 | +54.9% | SHS | N00985106 |
| — | WILLIS GROUP HOLDINGS PUBLIC | 1,694,506 | $75,931 | 1.1% | $39.49 | — | SHS | G96666105 |
| — | ARRIS GROUP INC NEW | 2,463,548 | $59,963 | 0.9% | $20.62 | — | COM | 04270V106 |
| PTC | PTC INC | 1,397,578 | $49,460 | 0.7% | $24.03 | +27.8% | COM | 69370C100 |
| — | UMPQUA HLDGS CORP | 2,529,953 | $48,423 | 0.7% | $13.34 | — | COM | 904214103 |
| — | WESTERN REFNG INC | 1,140,499 | $48,369 | 0.7% | $28.22 | — | COM | 959319104 |
| — | KEY ENERGY SVCS INC | 6,091,468 | $48,123 | 0.7% | $7.72 | — | COM | 492914106 |
| — | EXELIS INC | 2,498,378 | $47,619 | 0.7% | $10.89 | — | COM | 30162A108 |
| NTTYY | NIPPON TELEG & TEL CORP | 1,755,948 | $47,481 | 0.7% | $26.67 | — | SPONSORED ADR | 654624105 |
| GPI | GROUP 1 AUTOMOTIVE INC | 656,537 | $46,627 | 0.7% | $68.16 | 0.0% | COM | 398905109 |
| GCO | GENESCO INC | 635,740 | $46,447 | 0.7% | $68.39 | +2.1% | COM | 371532102 |
| CRS | CARPENTER TECHNOLOGY CORP | 745,670 | $46,381 | 0.7% | $39.95 | +22.8% | COM | 144285103 |
| CBT | CABOT CORP | 895,515 | $46,029 | 0.7% | $28.52 | +24.8% | COM | 127055101 |
| — | DIEBOLD INC | 1,390,954 | $45,915 | 0.7% | $30.36 | — | COM | 253651103 |
| — | FOSTER WHEELER AG | 1,381,111 | $45,578 | 0.7% | $22.52 | — | COM | H27178104 |
| — | TCF FINL CORP | 2,800,180 | $45,503 | 0.7% | $14.94 | — | COM | 872275102 |
| SMG | SCOTTS MIRACLE GRO CO | 731,014 | $45,484 | 0.7% | $28.78 | +33.2% | CL A | 810186106 |
| RRX | REGAL BELOIT CORP | 616,908 | $45,478 | 0.7% | $66.43 | +9.2% | COM | 758750103 |
| — | CRANE CO | 670,632 | $45,100 | 0.7% | $56.04 | — | COM | 224399105 |
| — | JDS UNIPHASE CORP | 3,463,920 | $44,979 | 0.7% | $13.48 | — | COM PAR $0.001 | 46612J507 |
| KALU | KAISER ALUMINUM CORP | 639,188 | $44,897 | 0.7% | $47.47 | 0.0% | COM PAR $0.01 | 483007704 |
| CATY | CATHAY GENERAL BANCORP | 1,676,325 | $44,808 | 0.7% | $14.08 | +27.9% | COM | 149150104 |
| — | MAGELLAN HEALTH SVCS INC | 744,804 | $44,621 | 0.7% | $47.72 | — | COM NEW | 559079207 |
| PRA | PROASSURANCE CORP | 919,933 | $44,598 | 0.7% | $46.64 | 0.0% | COM | 74267C106 |
| — | MICROSEMI CORP | 1,779,846 | $44,407 | 0.7% | $23.37 | — | COM | 595137100 |
| — | HEALTH NET INC | 1,481,683 | $43,962 | 0.6% | $28.80 | — | COM | 42222G108 |
| — | ANN INC | 1,201,295 | $43,919 | 0.6% | $33.24 | — | COM | 035623107 |
| DAR | DARLING INTL INC | 2,065,507 | $43,128 | 0.6% | $17.17 | +24.5% | COM | 237266101 |
| HAE | HAEMONETICS CORP | 1,020,705 | $43,002 | 0.6% | $41.95 | -1.9% | COM | 405024100 |
| TER | TERADYNE INC | 2,416,931 | $42,586 | 0.6% | $15.44 | +0.8% | COM | 880770102 |
| BRKR | BRUKER CORP | 2,140,226 | $42,312 | 0.6% | $16.80 | +12.1% | COM | 116794108 |
| THG | HANOVER INS GROUP INC | 706,290 | $42,173 | 0.6% | $29.83 | +41.1% | COM | 410867105 |
| — | ATMEL CORP | 5,370,711 | $42,053 | 0.6% | $7.10 | — | COM | 049513104 |
| — | FIRST NIAGARA FINL GP INC | 3,937,087 | $41,812 | 0.6% | $8.90 | — | COM | 33582V108 |
| TTEK | TETRA TECH INC NEW | 1,480,405 | $41,422 | 0.6% | $5.29 | +2.0% | COM | 88162G103 |
| — | BEACON ROOFING SUPPLY INC | 1,023,905 | $41,243 | 0.6% | $40.28 | — | COM | 073685109 |
| AL | AIR LEASE CORP | 1,304,521 | $40,545 | 0.6% | $21.98 | +17.9% | CL A | 00912X302 |
| TSM | TAIWAN SEMICONDUCTOR MFG LTD | 2,281,862 | $39,796 | 0.6% | $17.26 | — | SPONSORED ADR | 874039100 |
| NVRI | HARSCO CORP | 1,416,863 | $39,715 | 0.6% | $24.70 | +8.7% | COM | 415864107 |
| PRKS | SEAWORLD ENTMT INC | 1,374,876 | $39,555 | 0.6% | $35.52 | -16.2% | COM | 81282V100 |
| — | TIVO INC | 2,954,034 | $38,757 | 0.6% | $13.12 | — | COM | 888706108 |
| UIS | UNISYS CORP | 1,112,635 | $37,351 | 0.6% | $26.77 | +3.5% | COM NEW | 909214306 |
| BBVA | BANCO BILBAO VIZCAYA ARGENTA | 2,979,125 | $36,911 | 0.5% | $10.31 | — | SPONSORED ADR | 05946K101 |
| — | THIRD PT REINS LTD | 1,972,885 | $36,558 | 0.5% | $14.49 | — | COM | G8827U100 |
| BCO | BRINKS CO | 1,008,791 | $34,440 | 0.5% | $24.18 | +13.1% | COM | 109696104 |
| SCHL | SCHOLASTIC CORP | 1,006,076 | $34,217 | 0.5% | $23.70 | -2.2% | COM | 807066105 |
| IART | INTEGRA LIFESCIENCES HLDGS C | 708,640 | $33,809 | 0.5% | $18.47 | +9.8% | COM NEW | 457985208 |
| — | INTEGRATED DEVICE TECHNOLOGY | 3,311,919 | $33,715 | 0.5% | $9.71 | — | COM | 458118106 |
| — | QUALITY SYS INC | 1,585,101 | $33,382 | 0.5% | $18.57 | — | COM | 747582104 |
| — | HOUGHTON MIFFLIN HARCOURT CO | 1,955,578 | $33,167 | 0.5% | $16.96 | — | COM | 44157R109 |
| — | AVG TECHNOLOGIES N V | 1,856,044 | $31,943 | 0.5% | $20.99 | — | SHS | N07831105 |
| — | EXPRESS INC | 1,651,763 | $30,838 | 0.5% | $18.67 | — | COM | 30219E103 |
| — | ELIZABETH ARDEN INC | 865,205 | $30,672 | 0.5% | $36.92 | — | COM | 28660G106 |
| — | VODAFONE GROUP PLC NEW | 751,191 | $29,529 | 0.4% | $28.40 | — | SPONS ADR NEW | 92857W209 |
| BJRI | BJS RESTAURANTS INC | 948,847 | $29,471 | 0.4% | $32.89 | -14.9% | COM | 09180C106 |
| SAP | SAP AG | 338,141 | $29,466 | 0.4% | $81.26 | — | SPON ADR | 803054204 |
| — | AMERICA MOVIL SAB DE CV | 1,207,103 | $28,210 | 0.4% | $22.01 | — | SPON ADR L SHS | 02364W105 |
| SMFG | SUMITOMO MITSUI FINL GROUP I | 2,679,405 | $28,107 | 0.4% | $10.49 | — | SPONSORED ADR | 86562M209 |
| SLB | SCHLUMBERGER LTD | 308,115 | $27,764 | 0.4% | $58.58 | +11.0% | COM | 806857108 |
| CHKP | CHECK POINT SOFTWARE TECH LT | 427,973 | $27,604 | 0.4% | $53.71 | +12.0% | ORD | M22465104 |
| SU | SUNCOR ENERGY INC NEW | 766,917 | $26,880 | 0.4% | $21.88 | +6.0% | COM | 867224107 |
| — | APPROACH RESOURCES INC | 1,354,643 | $26,145 | 0.4% | $24.55 | — | COM | 03834A103 |
| PHG | KONINKLIJKE PHILIPS N V | 690,453 | $25,526 | 0.4% | $34.20 | — | NY REG SH NEW | 500472303 |
| WPP | WPP PLC NEW | 220,209 | $25,293 | 0.4% | $93.42 | — | ADR | 92937A102 |
| BCS | BARCLAYS PLC | 1,376,915 | $24,963 | 0.4% | $17.52 | — | ADR | 06738E204 |
| LSCC | LATTICE SEMICONDUCTOR CORP | 3,496,126 | $19,194 | 0.3% | $5.42 | — | COM | 518415104 |
| — | C&J ENERGY SVCS INC | 821,400 | $18,974 | 0.3% | $22.45 | — | COM | 12467B304 |
| — | FORUM ENERGY TECHNOLOGIES IN | 665,684 | $18,812 | 0.3% | $28.26 | — | COM | 34984V100 |
| TGT | TARGET CORP | 175,000 | $11,072 | 0.2% | $44.26 | +0.8% | Call | 87612E106 |
| — | E M C CORP MASS | 400,000 | $10,060 | 0.1% | $25.15 | — | Call | 268648102 |
| ABT | ABBOTT LABS | 250,000 | $9,583 | 0.1% | $26.91 | +8.6% | Call | 002824100 |
| HAL | HALLIBURTON CO | 125,000 | $6,344 | 0.1% | $31.52 | +31.0% | Call | 406216101 |
| VLO | VALERO ENERGY CORP NEW | 125,000 | $6,300 | 0.1% | $24.20 | +10.9% | Call | 91913Y100 |
| MUFG | MITSUBISHI UFJ FINL GROUP IN | 860,000 | $5,745 | 0.1% | $6.68 | — | SPONSORED ADR | 606822104 |
| — | IAC INTERACTIVECORP | 70,889 | $4,867 | 0.1% | $54.67 | — | COM PAR $.001 | 44919P508 |
| F | FORD MTR CO DEL | 300,000 | $4,629 | 0.1% | $7.38 | +22.0% | Call | 345370860 |
| — | ANADARKO PETE CORP | 50,000 | $3,966 | 0.1% | $79.32 | — | Call | 032511107 |
| — | IAC INTERACTIVECORP | 50,000 | $3,433 | 0.1% | $54.67 | — | Call | 44919P508 |
| EVTC | EVERTEC INC | 134,720 | $3,322 | 0.0% | $19.84 | 0.0% | COM | 30040P103 |
| EFA | ISHARES | 43,279 | $2,904 | 0.0% | $67.10 | — | MSCI EAFE ETF | 464287465 |
| SHY | ISHARES | 28,391 | $2,396 | 0.0% | $84.47 | — | 1-3 YR TR BD ETF | 464287457 |
| LQD | ISHARES | 19,857 | $2,267 | 0.0% | $119.90 | — | IBOXX INV CP ETF | 464287242 |
| AGZ | ISHARES | 19,070 | $2,108 | 0.0% | $113.40 | — | AGENCY BOND ETF | 464288166 |
| — | LSI CORPORATION | 95,437 | $1,053 | 0.0% | $6.78 | — | COM | 502161102 |
| IWD | ISHARES | 10,303 | $970 | 0.0% | $94.15 | — | RUS 1000 VAL ETF | 464287598 |
| — | WHITING PETE CORP NEW | 13,702 | $848 | 0.0% | $59.94 | — | COM | 966387102 |
| — | CAREFUSION CORP | 20,913 | $833 | 0.0% | $36.13 | — | COM | 14170T101 |
| CE | CELANESE CORP DEL | 14,527 | $803 | 0.0% | $38.05 | +15.9% | COM SER A | 150870103 |
| — | POWERSHARES GLOBAL ETF TRUST | 25,000 | $574 | 0.0% | $23.07 | — | INSUR NATL MUN | 73936T474 |
| — | SPX CORP | 4,685 | $467 | 0.0% | $85.47 | — | COM | 784635104 |
| ATI | ALLEGHENY TECHNOLOGIES INC | 12,945 | $461 | 0.0% | $26.27 | +17.0% | COM | 01741R102 |
| GPN | GLOBAL PMTS INC | 6,700 | $435 | 0.0% | $22.94 | +25.3% | COM | 37940X102 |
| PVH | PVH CORP | 3,200 | $435 | 0.0% | $125.04 | 0.0% | COM | 693656100 |
| HUN | HUNTSMAN CORP | 17,580 | $432 | 0.0% | $18.24 | +24.9% | COM | 447011107 |
| AXS | AXIS CAPITAL HOLDINGS LTD | 9,015 | $429 | 0.0% | $31.92 | +6.6% | SHS | G0692U109 |
| RVTY | PERKINELMER INC | 10,405 | $429 | 0.0% | $34.43 | +6.4% | COM | 714046109 |
| — | LEUCADIA NATL CORP | 15,095 | $428 | 0.0% | $28.35 | — | COM | 527288104 |
| DLB | DOLBY LABORATORIES INC | 11,050 | $426 | 0.0% | $28.72 | +8.0% | COM | 25659T107 |
| — | INFORMATICA CORP | 10,205 | $424 | 0.0% | $41.55 | — | COM | 45666Q102 |
| RGA | REINSURANCE GROUP AMER INC | 5,460 | $423 | 0.0% | $67.89 | +7.2% | COM NEW | 759351604 |
| KEX | KIRBY CORP | 4,240 | $421 | 0.0% | $83.89 | +9.5% | COM | 497266106 |
| EXPD | EXPEDITORS INTL WASH INC | 9,498 | $420 | 0.0% | $35.53 | +4.8% | COM | 302130109 |
| — | URS CORP NEW | 7,915 | $419 | 0.0% | $53.70 | — | COM | 903236107 |
| ZION | ZIONS BANCORPORATION | 13,990 | $419 | 0.0% | $29.11 | -1.1% | COM | 989701107 |
| — | ENDO HEALTH SOLUTIONS INC | 6,183 | $417 | 0.0% | $45.48 | — | COM | 29264F205 |
| — | TESORO CORP | 7,080 | $414 | 0.0% | $58.47 | — | COM | 881609101 |
| COTY | COTY INC | 26,450 | $403 | 0.0% | $13.36 | 0.0% | COM CL A | 222070203 |
| — | THE ADT CORPORATION | 9,970 | $403 | 0.0% | $40.67 | — | COM | 00101J106 |
| — | MAXIM INTEGRATED PRODS INC | 14,320 | $400 | 0.0% | $29.58 | — | COM | 57772K101 |
| MMS | MAXIMUS INC | 8,970 | $395 | 0.0% | $46.07 | 0.0% | COM | 577933104 |
| JBL | JABIL CIRCUIT INC | 20,220 | $353 | 0.0% | $17.24 | +5.2% | COM | 466313103 |
| ANF | ABERCROMBIE & FITCH CO | 7,173 | $236 | 0.0% | $33.71 | -20.9% | CL A | 002896207 |