CIK: 0001217541 · Show all filings
Period: Q2 2013 (Next →)
Filing Date: Jul 16, 2013
Total Value ($000): $9,282,652 (100.0% shares, 0.0% debt)
| Ticker | Issuer | Shares | Value ($000) | % | Est. Cost | Unrealized | Class | CUSIP |
|---|---|---|---|---|---|---|---|---|
| PRU | Prudential Financial Inc. | 3,879,270 | $283,303 | 3.1% | $38.68 | 0.0% | COM | 744320102 |
| — | Medtronic Inc. | 5,357,310 | $275,741 | 3.0% | $51.47 | — | COM | 585055106 |
| OXY | Occidental Petroleum Corp. | 3,086,588 | $275,416 | 3.0% | $57.83 | 0.0% | COM | 674599105 |
| C | Citigroup Inc. | 5,597,626 | $268,518 | 2.9% | $35.76 | 0.0% | COM | 172967424 |
| AIG | American International Group I | 5,988,820 | $267,700 | 2.9% | $32.51 | 0.0% | COM | 026874784 |
| JPM | JPMorgan Chase & Co. | 4,881,065 | $257,671 | 2.8% | $36.24 | 0.0% | COM | 46625H100 |
| — | United Technologies Corp. | 2,766,987 | $257,164 | 2.8% | $92.94 | — | COM | 913017109 |
| PFE | Pfizer Inc. | 7,951,442 | $222,720 | 2.4% | $16.46 | 0.0% | COM | 717081103 |
| MS | Morgan Stanley | 9,064,766 | $221,452 | 2.4% | $17.33 | 0.0% | COM | 617446448 |
| MSFT | Microsoft Corp. | 6,201,222 | $214,128 | 2.3% | $26.70 | 0.0% | COM | 594918104 |
| EOG | EOG Resources Inc. | 1,588,742 | $209,206 | 2.3% | $46.52 | 0.0% | COM | 26875P101 |
| PG | Procter & Gamble Co. | 2,652,105 | $204,186 | 2.2% | $55.00 | 0.0% | COM | 742718109 |
| PEP | PepsiCo Inc. | 2,409,713 | $197,090 | 2.1% | $56.00 | 0.0% | COM | 713448108 |
| DOV | Dover Corp. | 2,474,860 | $192,198 | 2.1% | $39.99 | 0.0% | COM | 260003108 |
| KMB | Kimberly-Clark Corp. | 1,976,347 | $191,982 | 2.1% | $63.06 | 0.0% | COM | 494368103 |
| BSX | Boston Scientific Corp. | 20,465,802 | $189,718 | 2.0% | $8.48 | 0.0% | COM | 101137107 |
| CSCO | Cisco Systems Inc. | 7,594,744 | $184,628 | 2.0% | $15.24 | 0.0% | COM | 17275R102 |
| CAG | ConAgra Foods Inc. | 5,254,353 | $183,535 | 2.0% | $17.69 | 0.0% | COM | 205887102 |
| DIS | Walt Disney Co. | 2,862,828 | $180,788 | 1.9% | $56.11 | 0.0% | COM | 254687106 |
| VFC | VF Corp. | 879,522 | $169,801 | 1.8% | $42.45 | 0.0% | COM | 918204108 |
| TJX | TJX Cos. | 3,303,306 | $165,363 | 1.8% | $20.82 | 0.0% | COM | 872540109 |
| PNC | PNC Financial Services Group I | 2,238,677 | $163,244 | 1.8% | $47.34 | 0.0% | COM | 693475105 |
| GIS | General Mills Inc. | 3,340,248 | $162,102 | 1.7% | $31.98 | 0.0% | COM | 370334104 |
| PH | Parker Hannifin Corp. | 1,578,940 | $150,631 | 1.6% | $75.97 | 0.0% | COM | 701094104 |
| WFC | Wells Fargo & Co. | 3,635,853 | $150,052 | 1.6% | $27.36 | 0.0% | COM | 949746101 |
| — | Apache Corp. | 1,751,355 | $146,816 | 1.6% | $83.83 | — | COM | 037411105 |
| MMM | 3M Company | 1,321,085 | $144,461 | 1.6% | $61.26 | 0.0% | COM | 88579Y101 |
| IBM | International Business Machine | 752,951 | $143,896 | 1.6% | $118.94 | 0.0% | COM | 459200101 |
| MCD | McDonald's Corp. | 1,402,617 | $138,859 | 1.5% | $71.80 | 0.0% | COM | 580135101 |
| ITW | Illinois Tool Works Inc. | 1,860,858 | $128,716 | 1.4% | $49.85 | 0.0% | COM | 452308109 |
| SYY | Sysco Corp. | 3,738,702 | $127,714 | 1.4% | $24.40 | 0.0% | COM | 871829107 |
| PGR | Progressive Corp. | 4,868,467 | $123,756 | 1.3% | $17.04 | 0.0% | COM | 743315103 |
| SCHW | Charles Schwab Corp. | 5,741,763 | $121,898 | 1.3% | $15.92 | 0.0% | COM | 808513105 |
| AAPL | Apple Inc. | 303,281 | $120,124 | 1.3% | $13.16 | 0.0% | COM | 037833100 |
| HIG | Hartford Financial Services Gr | 3,880,907 | $119,998 | 1.3% | $22.20 | 0.0% | COM | 416515104 |
| BAX | Baxter International Inc. | 1,710,635 | $118,496 | 1.3% | $30.42 | 0.0% | COM | 071813109 |
| DGX | Quest Diagnostics Inc. | 1,895,222 | $114,907 | 1.2% | $46.22 | 0.0% | COM | 74834L100 |
| DVN | Devon Energy Corp. | 2,171,546 | $112,660 | 1.2% | $37.00 | 0.0% | COM | 25179M103 |
| CMCSA | Comcast Corp. Cl A | 2,557,194 | $107,095 | 1.2% | $15.62 | 0.0% | COM | 20030N101 |
| NKE | Nike Inc. Cl B | 1,596,336 | $101,655 | 1.1% | $26.53 | 0.0% | COM | 654106103 |
| ABT | Abbott Laboratories | 2,877,757 | $100,376 | 1.1% | $28.85 | 0.0% | COM | 002824100 |
| LUV | Southwest Airlines Co. | 7,739,129 | $99,757 | 1.1% | $11.86 | 0.0% | COM | 844741108 |
| BPOP | Popular Inc. | 3,251,340 | $98,613 | 1.1% | $21.82 | 0.0% | COM | 733174700 |
| — | Juniper Networks Inc. | 5,102,284 | $98,525 | 1.1% | $19.31 | — | COM | 48203R104 |
| — | Cimarex Energy Co. | 1,218,247 | $79,174 | 0.9% | $64.99 | — | COM | 171798101 |
| APD | Air Products & Chemicals Inc. | 825,781 | $75,617 | 0.8% | $61.55 | 0.0% | COM | 009158106 |
| — | Express Scripts Holding Co. | 1,033,697 | $63,769 | 0.7% | $61.69 | — | COM | 30219G108 |
| PM | Philip Morris International In | 728,866 | $63,134 | 0.7% | $49.85 | 0.0% | COM | 718172109 |
| — | Willis Group Holdings | 1,343,285 | $54,779 | 0.6% | $40.78 | — | COM | G96666105 |
| — | iStar Financial Inc. | 4,806,768 | $54,268 | 0.6% | $11.29 | — | COM | 45031U101 |
| — | Linear Technology Corp. | 1,367,477 | $50,378 | 0.5% | $36.84 | — | COM | 535678106 |
| — | Energizer Holdings Inc. | 494,437 | $49,696 | 0.5% | $100.51 | — | COM | 29266R108 |
| — | Steiner Leisure Ltd. | 891,262 | $47,112 | 0.5% | $52.86 | — | COM | P8744Y102 |
| AGO | Assured Guaranty Ltd. | 2,039,184 | $44,984 | 0.5% | $17.51 | 0.0% | COM | G0585R106 |
| — | HCC Insurance Holdings Inc. | 932,433 | $40,197 | 0.4% | $43.11 | — | COM | 404132102 |
| — | Tenneco Inc. | 843,426 | $38,190 | 0.4% | $45.28 | — | COM | 880349105 |
| — | Aaron's Inc. | 1,343,417 | $37,629 | 0.4% | $28.01 | — | COM | 002535300 |
| HUBG | Hub Group Inc. | 881,188 | $32,093 | 0.3% | $18.55 | 0.0% | COM | 443320106 |
| — | Forest Laboratories Inc. | 730,293 | $29,942 | 0.3% | $41.00 | — | COM | 345838106 |
| WHR | Whirlpool Corp. | 255,760 | $29,249 | 0.3% | $121.27 | 0.0% | COM | 963320106 |
| BR | Broadridge Financial Solutions | 1,072,760 | $28,514 | 0.3% | $20.36 | 0.0% | COM | 11133T103 |
| — | Warner Chilcott LTD | 1,418,393 | $28,198 | 0.3% | $19.88 | — | COM | G94368100 |
| KMT | Kennametal Inc. | 719,453 | $27,936 | 0.3% | $28.75 | 0.0% | COM | 489170100 |
| — | Rosetta Resources Inc. | 653,355 | $27,781 | 0.3% | $42.52 | — | COM | 777779307 |
| CAR | Avis Budget Group | 962,975 | $27,686 | 0.3% | $28.57 | 0.0% | COM | 053774105 |
| RGA | Reinsurance Group of America | 374,395 | $25,874 | 0.3% | $63.27 | 0.0% | COM | 759351604 |
| AIZ | Assurant Inc. | 492,059 | $25,051 | 0.3% | $37.94 | 0.0% | COM | 04621X108 |
| — | Endurance Specialty Hldgs Ltd | 463,696 | $23,857 | 0.3% | $51.45 | — | COM | G30397106 |
| — | Alleghany Corp. | 61,859 | $23,711 | 0.3% | $383.31 | — | COM | 017175100 |
| — | Harris Teeter Supermarkets Inc | 500,781 | $23,467 | 0.3% | $46.86 | — | COM | 414585109 |
| GLRE | Greenlight Capital Re Ltd | 926,010 | $22,715 | 0.2% | $24.55 | 0.0% | COM | G4095J109 |
| — | Corrections Corp. of America | 669,040 | $22,660 | 0.2% | $33.87 | — | COM | 22025Y407 |
| — | Whiting Petroleum Corp. | 488,243 | $22,503 | 0.2% | $46.09 | — | COM | 966387102 |
| UGI | UGI Corp. | 573,224 | $22,419 | 0.2% | $26.32 | 0.0% | COM | 902681105 |
| BGS | B & G Foods Inc. | 655,411 | $22,317 | 0.2% | $12.47 | 0.0% | COM | 05508R106 |
| AIR | AAR Corporation | 1,002,927 | $22,044 | 0.2% | $17.96 | 0.0% | COM | 000361105 |
| — | Hillenbrand Inc. | 906,699 | $21,498 | 0.2% | $23.71 | — | COM | 431571108 |
| — | Greatbatch Inc | 590,564 | $19,365 | 0.2% | $32.79 | — | COM | 39153L106 |
| — | Alere Inc | 785,000 | $19,233 | 0.2% | $24.50 | — | COM | 01449J105 |
| — | American Equity Investment Lif | 1,221,800 | $19,182 | 0.2% | $15.70 | — | COM | 025676206 |
| — | Denbury Resources Inc. | 1,090,320 | $18,884 | 0.2% | $17.32 | — | COM | 247916208 |
| — | Cleco Corp. | 397,401 | $18,451 | 0.2% | $46.43 | — | COM | 12561W105 |
| OM2 | Orthofix International NV | 682,278 | $18,353 | 0.2% | $26.90 | — | COM | N6748L102 |
| LYV | Live Nation Entertainment Inc. | 1,181,245 | $18,309 | 0.2% | $13.58 | 0.0% | COM | 538034109 |
| CSGS | CSG Systems International Inc. | 833,896 | $18,096 | 0.2% | $16.18 | 0.0% | COM | 126349109 |
| BCO | Brink's Co. | 696,692 | $17,773 | 0.2% | $22.78 | 0.0% | COM | 109696104 |
| — | Fortress Inv. Group LLC | 2,555,471 | $16,764 | 0.2% | $6.56 | — | COM | 34958B106 |
| — | Noble Energy Inc. | 274,497 | $16,481 | 0.2% | $60.04 | — | COM | 655044105 |
| TRN | Trinity Industries Inc. | 424,413 | $16,314 | 0.2% | $10.24 | 0.0% | COM | 896522109 |
| — | First Niagara Financial Group | 1,582,376 | $15,935 | 0.2% | $10.07 | — | COM | 33582V108 |
| TRS | Trimas Corp | 419,375 | $15,634 | 0.2% | $25.45 | 0.0% | COM | 896215209 |
| FLO | Flowers Foods Inc. | 612,465 | $13,505 | 0.1% | $13.91 | 0.0% | COM | 343498101 |
| SAIA | Saia Inc. | 444,449 | $13,320 | 0.1% | $28.44 | 0.0% | COM | 78709Y105 |
| — | Enstar Group Limited | 94,562 | $12,575 | 0.1% | $132.98 | — | COM | G3075P101 |
| — | National Penn Bancshares Inc. | 1,221,535 | $12,411 | 0.1% | $10.16 | — | COM | 637138108 |
| — | Staples Inc. | 727,420 | $11,537 | 0.1% | $15.86 | — | COM | 855030102 |
| LQDT | Liquidity Services Inc. | 325,831 | $11,297 | 0.1% | $34.41 | 0.0% | COM | 53635B107 |
| — | Winthrop Realty Trust | 914,492 | $11,001 | 0.1% | $12.03 | — | COM | 976391300 |
| — | Navigators Group, Inc. | 189,415 | $10,804 | 0.1% | $57.04 | — | COM | 638904102 |
| TAP | Molson Coors Brewing Co. Cl B | 219,307 | $10,496 | 0.1% | $37.25 | 0.0% | COM | 60871R209 |
| MAA | Mid-America Apartment Communit | 145,338 | $9,850 | 0.1% | $43.70 | 0.0% | COM | 59522J103 |
| TTC | Toro Co. | 214,878 | $9,758 | 0.1% | $23.03 | 0.0% | COM | 891092108 |
| — | Southwestern Energy Co. | 259,040 | $9,463 | 0.1% | $36.53 | — | COM | 845467109 |
| — | Global Sources Ltd. | 1,401,398 | $9,403 | 0.1% | $6.71 | — | COM | G39300101 |
| CALY | Callaway Golf Co. | 1,357,635 | $8,933 | 0.1% | $6.48 | 0.0% | COM | 131193104 |
| — | Stamps.com Inc. | 221,970 | $8,743 | 0.1% | $39.39 | — | COM | 852857200 |
| — | Nationstar Mortgage Holdings I | 231,115 | $8,653 | 0.1% | $37.44 | — | COM | 63861C109 |
| — | Sterling Bancorp | 717,887 | $8,342 | 0.1% | $11.62 | — | COM | 859158107 |
| ALK | Alaska Air Group Inc. | 159,645 | $8,302 | 0.1% | $26.50 | 0.0% | COM | 011659109 |
| — | XL Group PLC | 270,902 | $8,214 | 0.1% | $30.32 | — | COM | G98290102 |
| CRI | Carter's, Inc. | 108,744 | $8,055 | 0.1% | $50.18 | 0.0% | COM | 146229109 |
| KEY | KeyCorp | 726,922 | $8,025 | 0.1% | $6.48 | 0.0% | COM | 493267108 |
| HY | Hyster-Yale Materials Handling | 125,189 | $7,861 | 0.1% | $43.68 | 0.0% | COM | 449172105 |
| — | Carrizo Oil & Gas Inc. | 269,450 | $7,634 | 0.1% | $28.33 | — | COM | 144577103 |
| — | First of Long Island Corp. | 222,507 | $7,385 | 0.1% | $33.19 | — | COM | 320734106 |
| — | Contango Oil and Gas Inc | 201,381 | $6,797 | 0.1% | $33.75 | — | COM | 21075N204 |
| — | Energen Corp. | 124,294 | $6,496 | 0.1% | $52.26 | — | COM | 29265N108 |
| FRCB | First Republic Bank/San Fran | 168,588 | $6,487 | 0.1% | $35.36 | 0.0% | COM | 33616C100 |
| — | Life Technologies Corp. | 81,748 | $6,050 | 0.1% | $74.01 | — | COM | 53217V109 |
| UNH | UnitedHealth Group Inc. | 88,777 | $5,813 | 0.1% | $50.75 | 0.0% | COM | 91324P102 |
| SIGI | Selective Insurance Group | 238,030 | $5,479 | 0.1% | $19.16 | 0.0% | COM | 816300107 |
| — | Berry Petroleum Co. (Cl A) | 116,648 | $4,937 | 0.1% | $42.32 | — | COM | 085789105 |
| — | Lifepoint Hospitals Inc. | 83,383 | $4,072 | 0.0% | $48.83 | — | COM | 53219L109 |
| TEVA | Teva Pharmaceutical - SP ADR | 103,665 | $4,064 | 0.0% | $39.20 | — | COM | 881624209 |
| — | Diamond Foods, Inc. | 172,568 | $3,581 | 0.0% | $20.75 | — | COM | 252603105 |
| — | City National Corp | 54,795 | $3,472 | 0.0% | $63.36 | — | COM | 178566105 |
| — | Kaydon Corp. | 104,862 | $2,889 | 0.0% | $27.55 | — | COM | 486587108 |
| — | Hanesbrands Inc. | 52,510 | $2,700 | 0.0% | $51.42 | — | COM | 410345102 |
| — | SunTrust Banks Inc. | 79,770 | $2,518 | 0.0% | $31.57 | — | COM | 867914103 |
| — | CareFusion Corp. | 67,262 | $2,479 | 0.0% | $36.86 | — | COM | 14170T101 |
| — | Pacer Intl, Inc. | 388,377 | $2,451 | 0.0% | $6.31 | — | COM | 69373H106 |
| — | Core-Mark Holding Co, Inc. | 37,760 | $2,398 | 0.0% | $63.51 | — | COM | 218681104 |
| — | Universal American Corp | 253,570 | $2,254 | 0.0% | $8.89 | — | COM | 91338E101 |
| — | Crimson Exploration Inc | 607,379 | $1,713 | 0.0% | $2.82 | — | COM | 22662K207 |
| — | Forest Oil Corp. | 262,637 | $1,074 | 0.0% | $4.09 | — | COM | 346091705 |
| — | Natus Medical Inc | 66,530 | $908 | 0.0% | $13.65 | — | COM | 639050103 |
| — | Jarden Corp | 15,300 | $669 | 0.0% | $43.73 | — | COM | 471109108 |
| MTN | Vail Resorts, Inc. | 9,075 | $558 | 0.0% | $62.47 | 0.0% | COM | 91879Q109 |
| — | GlaxoSmithKline PLC | 9,561 | $478 | 0.0% | $49.99 | — | COM | 37733W105 |
| DG | Dollar General Corp. | 7,598 | $383 | 0.0% | $45.09 | 0.0% | COM | 256677105 |
| AZO | AutoZone Inc. | 848 | $359 | 0.0% | $407.86 | 0.0% | COM | 053332102 |
| COF | Capital One Financial Corp. | 4,994 | $314 | 0.0% | $47.00 | 0.0% | COM | 14040H105 |
| — | ACE Ltd. | 3,496 | $313 | 0.0% | $89.53 | — | COM | H0023R105 |
| — | Valeant Pharmaceuticals Intern | 3,250 | $280 | 0.0% | $86.15 | — | COM | 91911K102 |
| BMRC | Bank of Marin Bancorp | 6,695 | $268 | 0.0% | $13.79 | 0.0% | COM | 063425102 |
| BIDU | Baidu Inc. | 2,530 | $239 | 0.0% | $94.47 | — | COM | 056752108 |
| — | Rovi Corp. | 9,035 | $206 | 0.0% | $22.80 | — | COM | 779376102 |
| — | WGL Holdings Inc. | 4,725 | $204 | 0.0% | $43.17 | — | COM | 92924F106 |
| — | Vantiv Inc | 7,295 | $201 | 0.0% | $27.55 | — | COM | 92210H105 |
| HBAN | Huntington Bancshares Inc. | 13,409 | $106 | 0.0% | $4.66 | 0.0% | COM | 446150104 |