CIK: 0001217541 · Show all filings
Period: Q4 2013 (← Previous) (Next →)
Filing Date: Feb 4, 2014
Total Value ($000): $10,963,397 (100.0% shares, 0.0% debt)
| Ticker | Issuer | Shares | Value ($000) | % | Est. Cost | Unrealized | Class | CUSIP |
|---|---|---|---|---|---|---|---|---|
| — | United Technologies Corp. | 2,817,985 | $320,687 | 2.9% | $93.39 | — | COM | 913017109 |
| AIG | American International Group I | 6,019,303 | $307,285 | 2.8% | $32.60 | +16.2% | COM | 026874784 |
| — | Medtronic Inc. | 5,272,970 | $302,616 | 2.8% | $51.47 | — | COM | 585055106 |
| OXY | Occidental Petroleum Corp. | 3,150,589 | $299,621 | 2.7% | $57.93 | +9.4% | COM | 674599105 |
| C | Citigroup Inc. | 5,704,638 | $297,269 | 2.7% | $35.80 | +5.2% | COM | 172967424 |
| JPM | JPMorgan Chase & Co. | 4,870,429 | $284,823 | 2.6% | $36.24 | +9.4% | COM | 46625H100 |
| PFE | Pfizer Inc. | 8,339,063 | $255,425 | 2.3% | $16.51 | +6.8% | COM | 717081103 |
| BSX | Boston Scientific Corp. | 21,034,396 | $252,833 | 2.3% | $8.54 | +38.3% | COM | 101137107 |
| MS | Morgan Stanley | 7,892,128 | $247,497 | 2.3% | $17.33 | +25.8% | COM | 617446448 |
| DOV | Dover Corp. | 2,434,008 | $234,979 | 2.1% | $39.99 | +23.2% | COM | 260003108 |
| EOG | EOG Resources Inc. | 1,392,412 | $233,702 | 2.1% | $46.52 | +34.0% | COM | 26875P101 |
| — | Cimarex Energy Co. | 2,176,515 | $228,338 | 2.1% | $79.99 | — | COM | 171798101 |
| MSFT | Microsoft Corp. | 6,076,472 | $227,442 | 2.1% | $26.70 | +12.4% | COM | 594918104 |
| PG | The Procter & Gamble Company | 2,698,987 | $219,725 | 2.0% | $55.05 | +5.4% | COM | 742718109 |
| PEP | PepsiCo Inc. | 2,604,201 | $215,992 | 2.0% | $56.12 | +2.9% | COM | 713448108 |
| VFC | V.F. Corporation | 3,440,814 | $214,500 | 2.0% | $49.65 | +5.0% | COM | 918204108 |
| LUV | Southwest Airlines Co. | 11,026,430 | $207,738 | 1.9% | $11.87 | +28.6% | COM | 844741108 |
| KMB | Kimberly-Clark Corp. | 1,971,320 | $205,924 | 1.9% | $63.06 | +5.2% | COM | 494368103 |
| DIS | The Walt Disney Company | 2,679,036 | $204,678 | 1.9% | $56.11 | +9.9% | COM | 254687106 |
| TJX | The TJX Companies Inc. | 3,211,503 | $204,669 | 1.9% | $20.82 | +23.5% | COM | 872540109 |
| PH | Parker Hannifin Corp. | 1,571,065 | $202,102 | 1.8% | $75.97 | +25.1% | COM | 701094104 |
| CMCSA | Comcast Corporation Class A | 3,628,411 | $188,550 | 1.7% | $15.90 | +15.6% | COM | 20030N101 |
| PRU | Prudential Financial Inc. | 1,981,393 | $182,724 | 1.7% | $38.68 | +33.1% | COM | 744320102 |
| CSCO | Cisco Systems Inc. | 8,135,380 | $182,639 | 1.7% | $15.25 | -0.3% | COM | 17275R102 |
| IBM | International Business Machine | 967,574 | $181,488 | 1.7% | $116.65 | -8.8% | COM | 459200101 |
| MMM | 3M Company | 1,252,901 | $175,719 | 1.6% | $61.26 | +18.6% | COM | 88579Y101 |
| PNC | The PNC Financial Services Gro | 2,247,979 | $174,398 | 1.6% | $47.52 | +9.2% | COM | 693475105 |
| GIS | General Mills Inc. | 3,453,055 | $172,342 | 1.6% | $32.01 | +2.7% | COM | 370334104 |
| CAG | ConAgra Foods Inc. | 5,071,124 | $170,897 | 1.6% | $17.69 | -6.3% | COM | 205887102 |
| AAPL | Apple Inc. | 300,636 | $168,690 | 1.5% | $13.16 | +24.4% | COM | 037833100 |
| WFC | Wells Fargo & Co. | 3,661,712 | $166,242 | 1.5% | $27.42 | +12.2% | COM | 949746101 |
| ITW | Illinois Tool Works Inc. | 1,832,235 | $154,054 | 1.4% | $49.85 | +19.3% | COM | 452308109 |
| — | Apache Corp. | 1,666,613 | $143,229 | 1.3% | $83.83 | — | COM | 037411105 |
| MCD | McDonald's Corp. | 1,364,544 | $132,402 | 1.2% | $71.73 | -2.4% | COM | 580135101 |
| — | Juniper Networks Inc. | 5,695,858 | $128,556 | 1.2% | $19.58 | — | COM | 48203R104 |
| — | Staples Inc. | 8,027,619 | $127,559 | 1.2% | $14.78 | — | COM | 855030102 |
| BPOP | Popular Inc. | 4,365,038 | $125,408 | 1.1% | $21.88 | -6.9% | COM | 733174700 |
| BEN | Franklin Resources Inc. | 2,166,665 | $125,082 | 1.1% | $32.13 | 0.0% | COM | 354613101 |
| ABT | Abbott Laboratories | 3,088,381 | $118,378 | 1.1% | $28.77 | +1.6% | COM | 002824100 |
| MRSH | Marsh & McLennan Companies Inc | 2,398,483 | $115,991 | 1.1% | $37.39 | 0.0% | COM | 571748102 |
| BAX | Baxter International Inc. | 1,654,045 | $115,039 | 1.0% | $30.42 | -3.9% | COM | 071813109 |
| DVN | Devon Energy Corp. | 1,838,654 | $113,758 | 1.0% | $37.00 | +10.9% | COM | 25179M103 |
| — | Willis Group Holdings | 2,524,386 | $113,118 | 1.0% | $42.49 | — | COM | G96666105 |
| PGR | The Progressive Corporation | 4,105,123 | $111,947 | 1.0% | $17.13 | +6.1% | COM | 743315103 |
| DGX | Quest Diagnostics Inc. | 2,049,646 | $109,738 | 1.0% | $46.24 | +0.5% | COM | 74834L100 |
| SYY | Sysco Corp. | 2,771,042 | $100,035 | 0.9% | $24.40 | -0.1% | COM | 871829107 |
| — | Express Scripts Holding Co. | 1,373,143 | $96,450 | 0.9% | $63.83 | — | COM | 30219G108 |
| APD | Air Products & Chemicals Inc. | 807,886 | $90,305 | 0.8% | $61.55 | +21.6% | COM | 009158106 |
| — | iStar Financial Inc. | 5,616,409 | $80,146 | 0.7% | $11.40 | — | COM | 45031U101 |
| PM | Philip Morris International In | 827,112 | $72,066 | 0.7% | $49.56 | -3.5% | COM | 718172109 |
| WHR | Whirlpool Corp. | 457,786 | $71,808 | 0.7% | $132.30 | +10.8% | COM | 963320106 |
| — | Linear Technology Corp. | 1,470,853 | $66,997 | 0.6% | $37.35 | — | COM | 535678106 |
| — | Aaron's Inc. | 2,031,370 | $59,722 | 0.5% | $28.09 | — | COM | 002535300 |
| — | Jarden Corp | 915,553 | $56,169 | 0.5% | $48.32 | — | COM | 471109108 |
| HUBG | Hub Group Inc. | 1,407,286 | $56,123 | 0.5% | $18.63 | +0.5% | COM | 443320106 |
| — | The Navigators Group Inc. | 850,086 | $53,691 | 0.5% | $59.48 | — | COM | 638904102 |
| CAR | Avis Budget Group | 1,274,890 | $51,531 | 0.5% | $28.70 | +10.9% | COM | 053774105 |
| — | Energizer Holdings Inc. | 464,893 | $50,320 | 0.5% | $99.96 | — | COM | 29266R108 |
| — | HCC Insurance Holdings Inc. | 1,077,565 | $49,719 | 0.5% | $43.31 | — | COM | 404132102 |
| — | Steiner Leisure Ltd. | 945,798 | $46,524 | 0.4% | $52.60 | — | COM | P8744Y102 |
| — | Endurance Specialty Hldgs Ltd | 741,658 | $43,513 | 0.4% | $52.55 | — | COM | G30397106 |
| — | Rosetta Resources Inc. | 861,260 | $41,375 | 0.4% | $44.56 | — | COM | 777779307 |
| KMT | Kennametal Inc. | 789,940 | $41,132 | 0.4% | $28.97 | +18.5% | COM | 489170100 |
| — | Whiting Petroleum Corporation | 587,794 | $36,367 | 0.3% | $48.65 | — | COM | 966387102 |
| BGS | B&G Foods Inc. | 1,033,821 | $35,057 | 0.3% | $13.12 | +8.4% | COM | 05508R106 |
| — | DST Systems Inc. | 375,770 | $34,097 | 0.3% | $75.41 | — | COM | 233326107 |
| — | American Equity Investment Lif | 1,276,240 | $33,667 | 0.3% | $15.96 | — | COM | 025676206 |
| GLRE | Greenlight Capital Re Ltd | 985,989 | $33,238 | 0.3% | $24.69 | +26.7% | COM | G4095J109 |
| BR | Broadridge Financial Solutions | 812,069 | $32,093 | 0.3% | $20.54 | +41.2% | COM | 11133T103 |
| RGA | Reinsurance Group of America | 414,276 | $32,069 | 0.3% | $63.75 | +14.2% | COM | 759351604 |
| — | Corrections Corp. of America | 991,548 | $31,799 | 0.3% | $33.68 | — | COM | 22025Y407 |
| — | Alere Inc | 869,632 | $31,481 | 0.3% | $25.53 | — | COM | 01449J105 |
| UGI | UGI Corp. | 723,034 | $29,977 | 0.3% | $26.44 | +1.9% | COM | 902681105 |
| — | Tenneco Inc. | 523,780 | $29,630 | 0.3% | $45.28 | — | COM | 880349105 |
| — | Fortress Inv. Group LLC | 3,218,755 | $27,553 | 0.3% | $6.97 | — | COM | 34958B106 |
| — | Harris Teeter Supermarkets Inc | 553,909 | $27,335 | 0.2% | $47.07 | — | COM | 414585109 |
| — | Greatbatch Inc | 614,570 | $27,189 | 0.2% | $32.86 | — | COM | 39153L106 |
| BCO | The Brink's Company | 737,578 | $25,181 | 0.2% | $22.82 | +19.8% | COM | 109696104 |
| — | Forest Laboratories Inc. | 413,694 | $24,834 | 0.2% | $41.24 | — | COM | 345838106 |
| AGO | Assured Guaranty Ltd. | 1,024,486 | $24,168 | 0.2% | $17.51 | +0.7% | COM | G0585R106 |
| TRN | Trinity Industries Inc. | 422,718 | $23,047 | 0.2% | $10.24 | +25.1% | COM | 896522109 |
| MAA | Mid-America Apartment Communit | 361,473 | $21,956 | 0.2% | $41.88 | -3.1% | COM | 59522J103 |
| — | Enstar Group Limited | 157,837 | $21,925 | 0.2% | $135.36 | — | COM | G3075P101 |
| — | Natus Medical Inc | 973,300 | $21,899 | 0.2% | $14.14 | — | COM | 639050103 |
| — | Hillenbrand Inc. | 737,475 | $21,697 | 0.2% | $23.71 | — | COM | 431571108 |
| FLO | Flowers Foods Inc. | 1,005,110 | $21,580 | 0.2% | $14.11 | +2.6% | COM | 343498101 |
| — | First Niagara Financial Group | 1,922,298 | $20,415 | 0.2% | $10.13 | — | COM | 33582V108 |
| — | Alleghany Corp. | 49,650 | $19,858 | 0.2% | $383.31 | — | COM | 017175100 |
| — | National Penn Bancshares Inc. | 1,704,455 | $19,311 | 0.2% | $10.31 | — | COM | 637138108 |
| — | Denbury Resources Inc. | 1,123,394 | $18,457 | 0.2% | $17.39 | — | COM | 247916208 |
| — | Cleco Corp. | 392,429 | $18,295 | 0.2% | $46.43 | — | COM | 12561W105 |
| CSGS | CSG Systems International Inc. | 571,862 | $16,813 | 0.2% | $16.18 | +32.7% | COM | 126349109 |
| TRS | Trimas Corp | 413,950 | $16,512 | 0.2% | $25.45 | +19.5% | COM | 896215209 |
| LYV | Live Nation Entertainment Inc. | 829,470 | $16,390 | 0.1% | $13.58 | +37.9% | COM | 538034109 |
| — | Universal American Corp | 2,230,960 | $16,286 | 0.1% | $7.68 | — | COM | 91338E101 |
| — | Actavis plc | 93,086 | $15,638 | 0.1% | $168.00 | — | COM | G0083B108 |
| TAP | Molson Coors Brewing Co. Cl B | 273,074 | $15,333 | 0.1% | $37.30 | +6.9% | COM | 60871R209 |
| — | Nationstar Mortgage Holdings I | 413,480 | $15,282 | 0.1% | $44.52 | — | COM | 63861C109 |
| — | Winthrop Realty Trust | 1,364,597 | $15,079 | 0.1% | $11.71 | — | COM | 976391300 |
| TEVA | Teva Pharmaceutical - SP ADR | 348,631 | $13,973 | 0.1% | $38.76 | — | COM | 881624209 |
| FRCB | First Republic Bank/San Fran | 264,429 | $13,843 | 0.1% | $37.48 | +24.2% | COM | 33616C100 |
| TTC | The Toro Company | 211,793 | $13,470 | 0.1% | $23.03 | +28.1% | COM | 891092108 |
| — | Contango Oil & Gas Company | 284,454 | $13,443 | 0.1% | $36.90 | — | COM | 21075N204 |
| — | Vantiv Inc | 375,735 | $12,253 | 0.1% | $32.44 | — | COM | 92210H105 |
| — | Sterling Bancorp | 887,694 | $11,868 | 0.1% | $13.37 | — | COM | 85917A100 |
| — | Carrizo Oil & Gas Inc. | 261,575 | $11,711 | 0.1% | $28.33 | — | COM | 144577103 |
| ALK | Alaska Air Group Inc. | 158,865 | $11,656 | 0.1% | $26.61 | +20.6% | COM | 011659109 |
| HY | Hyster-Yale Materials Handling | 124,444 | $11,593 | 0.1% | $43.68 | +49.3% | COM | 449172105 |
| AIZ | Assurant Inc. | 172,029 | $11,418 | 0.1% | $37.94 | +27.3% | COM | 04621X108 |
| — | Global Sources Ltd. | 1,386,209 | $11,270 | 0.1% | $6.71 | — | COM | G39300101 |
| — | Southwestern Energy Co. | 272,095 | $10,701 | 0.1% | $36.52 | — | COM | 845467109 |
| AIR | AAR Corporation | 380,542 | $10,659 | 0.1% | $17.96 | +52.6% | COM | 000361105 |
| — | Energen Corp. | 147,043 | $10,403 | 0.1% | $56.87 | — | COM | 29265N108 |
| — | Pacer International | 1,250,261 | $10,327 | 0.1% | $6.25 | — | COM | 69373H106 |
| — | Infinity Property and Casualty | 137,156 | $9,841 | 0.1% | $69.41 | — | COM | 45665Q103 |
| POST | Post Holdings Inc. | 190,675 | $9,395 | 0.1% | $29.44 | 0.0% | COM | 737446104 |
| — | The First of Long Island Corpo | 214,822 | $9,209 | 0.1% | $33.19 | — | COM | 320734106 |
| — | XL Group PLC | 275,281 | $8,765 | 0.1% | $30.44 | — | COM | G98290102 |
| — | Noble Energy Inc. | 126,703 | $8,630 | 0.1% | $60.04 | — | COM | 655044105 |
| OM2 | Orthofix International NV | 372,646 | $8,504 | 0.1% | $26.34 | — | COM | N6748L102 |
| CRI | Carter's, Inc. | 108,044 | $7,756 | 0.1% | $50.18 | +6.8% | COM | 146229109 |
| CALY | Callaway Golf Co. | 875,513 | $7,381 | 0.1% | $6.48 | +19.8% | COM | 131193104 |
| — | Life Technologies Corp. | 97,280 | $7,374 | 0.1% | $74.14 | — | COM | 53217V109 |
| LQDT | Liquidity Services Inc. | 302,055 | $6,845 | 0.1% | $34.41 | -26.9% | COM | 53635B107 |
| SAIA | Saia Inc. | 156,902 | $5,029 | 0.0% | $28.44 | +14.9% | COM | 78709Y105 |
| — | Lifepoint Hospitals Inc. | 88,068 | $4,654 | 0.0% | $49.05 | — | COM | 53219L109 |
| KEY | KeyCorp | 330,594 | $4,437 | 0.0% | $6.60 | +21.9% | COM | 493267108 |
| — | ITC Holdings Corp. | 42,660 | $4,088 | 0.0% | $95.83 | — | COM | 465685105 |
| — | CareFusion Corp. | 98,438 | $3,920 | 0.0% | $37.13 | — | COM | 14170T101 |
| — | Core-Mark Holding Co, Inc. | 40,170 | $3,050 | 0.0% | $63.72 | — | COM | 218681104 |
| — | Rovi Corp. | 138,080 | $2,719 | 0.0% | $19.25 | — | COM | 779376102 |
| MTN | Vail Resorts, Inc. | 11,215 | $844 | 0.0% | $64.10 | +12.7% | COM | 91879Q109 |
| IWD | Ishares Russell 1000 Value | 7,722 | $727 | 0.0% | $94.15 | — | COM | 464287598 |
| — | GlaxoSmithKline PLC | 11,561 | $617 | 0.0% | $50.02 | — | COM | 37733W105 |
| — | Valeant Pharmaceuticals Intern | 4,675 | $549 | 0.0% | $94.49 | — | COM | 91911K102 |
| — | Air Methods Corp. | 8,635 | $504 | 0.0% | $42.62 | — | COM | 009128307 |
| DG | Dollar General Corp. | 8,095 | $488 | 0.0% | $45.26 | +12.9% | COM | 256677105 |
| — | ACE Ltd. | 4,393 | $455 | 0.0% | $90.36 | — | COM | H0023R105 |
| IWF | Ishares Trust (Barclays Global | 5,260 | $452 | 0.0% | $85.93 | — | TR UNIT | 464287614 |
| — | Bridge Bancorp, Inc. | 16,215 | $422 | 0.0% | $26.03 | — | COM | 108035106 |
| — | BB&T Corp. | 10,903 | $407 | 0.0% | $33.73 | — | COM | 054937107 |
| UNH | UnitedHealth Group Inc. | 4,986 | $375 | 0.0% | $50.75 | +16.4% | COM | 91324P102 |
| COF | Capital One Financial Corp. | 4,237 | $325 | 0.0% | $48.75 | +17.6% | COM | 14040H105 |
| BMRC | Bank of Marin Bancorp | 7,395 | $321 | 0.0% | $13.87 | +10.1% | COM | 063425102 |
| — | SunTrust Banks Inc. | 8,503 | $313 | 0.0% | $31.57 | — | COM | 867914103 |
| USB | U.S. Bancorp | 6,402 | $259 | 0.0% | $24.34 | +4.2% | COM | 902973304 |
| BIDU | Baidu Inc. | 1,335 | $237 | 0.0% | $94.47 | — | COM | 056752108 |
| — | Groupon Inc. | 18,350 | $216 | 0.0% | $11.77 | — | COM | 399473107 |
| — | WGL Holdings Inc. | 5,150 | $206 | 0.0% | $40.00 | — | COM | 92924F106 |
| BK | The Bank of New York Mellon Co | 5,869 | $205 | 0.0% | $24.30 | 0.0% | COM | 064058100 |
| — | RPX Corp | 11,595 | $196 | 0.0% | $17.51 | — | COM | 74972G103 |
| — | Nuveen Ohio Quality Income Mun | 12,000 | $167 | 0.0% | $14.08 | — | COM SHS | 670980101 |