CIK: 0001217541 · Show all filings
Period: Q2 2014 (← Previous) (Next →)
Filing Date: Aug 11, 2014
Total Value ($000): $12,710,451 (100.0% shares, 0.0% debt)
| Ticker | Issuer | Shares | Value ($000) | % | Est. Cost | Unrealized | Class | CUSIP |
|---|---|---|---|---|---|---|---|---|
| — | United Technologies Corp. | 3,026,688 | $349,431 | 2.7% | $94.94 | — | COM | 913017109 |
| AIG | American International Group I | 6,391,124 | $348,828 | 2.7% | $32.94 | +22.7% | COM | 026874784 |
| EOG | EOG Resources Inc. | 2,911,783 | $340,271 | 2.7% | $61.85 | +24.0% | COM | 26875P101 |
| DVN | Devon Energy Corp. | 4,282,218 | $340,008 | 2.7% | $42.41 | +15.6% | COM | 25179M103 |
| — | Cimarex Energy Co. | 2,343,414 | $336,186 | 2.6% | $84.21 | — | COM | 171798101 |
| PG | The Procter & Gamble Company | 4,020,636 | $315,982 | 2.5% | $55.61 | +4.8% | COM | 742718109 |
| C | Citigroup Inc. | 6,564,166 | $309,172 | 2.4% | $35.88 | -1.3% | COM | 172967424 |
| JPM | JPMorgan Chase & Co. | 5,323,054 | $306,714 | 2.4% | $36.69 | +12.3% | COM | 46625H100 |
| — | Medtronic Inc. | 4,605,630 | $293,655 | 2.3% | $51.61 | — | COM | 585055106 |
| MS | Morgan Stanley | 8,661,231 | $280,018 | 2.2% | $17.92 | +26.7% | COM | 617446448 |
| PFE | Pfizer Inc. | 9,378,812 | $278,363 | 2.2% | $16.65 | +5.4% | COM | 717081103 |
| BSX | Boston Scientific Corp. | 21,615,122 | $276,025 | 2.2% | $8.66 | +50.2% | COM | 101137107 |
| MSFT | Microsoft Corp. | 6,397,776 | $266,787 | 2.1% | $26.94 | +26.1% | COM | 594918104 |
| ABT | Abbott Laboratories | 6,422,284 | $262,671 | 2.1% | $29.84 | +5.5% | COM | 002824100 |
| PEP | PepsiCo Inc. | 2,858,894 | $255,414 | 2.0% | $56.27 | +8.3% | COM | 713448108 |
| DOV | Dover Corp. | 2,792,743 | $254,000 | 2.0% | $41.42 | +37.1% | COM | 260003108 |
| PRU | Prudential Financial Inc. | 2,643,803 | $234,690 | 1.8% | $42.03 | +22.2% | COM | 744320102 |
| DIS | The Walt Disney Company | 2,694,019 | $230,985 | 1.8% | $56.11 | +30.9% | COM | 254687106 |
| KMB | Kimberly-Clark Corp. | 2,009,298 | $223,474 | 1.8% | $63.14 | +13.7% | COM | 494368103 |
| OXY | Occidental Petroleum Corp. | 2,169,992 | $222,706 | 1.8% | $58.07 | +14.0% | COM | 674599105 |
| VFC | V.F. Corporation | 3,448,813 | $217,275 | 1.7% | $49.65 | +17.1% | COM | 918204108 |
| CSCO | Cisco Systems Inc. | 8,533,111 | $212,048 | 1.7% | $15.28 | +8.9% | COM | 17275R102 |
| IBM | International Business Machine | 1,166,973 | $211,537 | 1.7% | $115.47 | -2.8% | COM | 459200101 |
| CMCSA | Comcast Corporation Class A | 3,898,292 | $209,260 | 1.6% | $16.17 | +22.3% | COM | 20030N101 |
| PH | Parker Hannifin Corp. | 1,654,779 | $208,055 | 1.6% | $77.23 | +33.0% | COM | 701094104 |
| BEN | Franklin Resources Inc. | 3,359,765 | $194,329 | 1.5% | $32.17 | +1.8% | COM | 354613101 |
| AAPL | Apple Inc. | 2,069,758 | $192,343 | 1.5% | $17.84 | +4.6% | COM | 037833100 |
| MMM | 3M Company | 1,340,669 | $192,037 | 1.5% | $62.23 | +30.2% | COM | 88579Y101 |
| PNC | The PNC Financial Services Gro | 2,150,401 | $191,493 | 1.5% | $47.52 | +25.8% | COM | 693475105 |
| TJX | The TJX Companies Inc. | 3,459,568 | $183,876 | 1.4% | $21.10 | +15.3% | COM | 872540109 |
| WFC | Wells Fargo & Co. | 3,337,469 | $175,417 | 1.4% | $27.42 | +32.4% | COM | 949746101 |
| BPOP | Popular Inc. | 5,080,312 | $173,645 | 1.4% | $21.87 | +6.3% | COM | 733174700 |
| — | Willis Group Holdings | 3,912,162 | $169,397 | 1.3% | $42.93 | — | COM | G96666105 |
| ITW | Illinois Tool Works Inc. | 1,908,741 | $167,129 | 1.3% | $50.26 | +30.2% | COM | 452308109 |
| PGR | The Progressive Corporation | 6,299,108 | $159,745 | 1.3% | $17.17 | +3.5% | COM | 743315103 |
| — | Vantiv Inc | 4,693,803 | $157,806 | 1.2% | $30.87 | — | COM | 92210H105 |
| WHR | Whirlpool Corp. | 1,121,227 | $156,097 | 1.2% | $140.40 | +4.5% | COM | 963320106 |
| — | Gannett Co. Inc. | 4,923,010 | $154,139 | 1.2% | $27.93 | — | COM | 364730101 |
| SYY | Sysco Corp. | 3,972,684 | $148,777 | 1.2% | $24.96 | +7.8% | COM | 871829107 |
| — | Juniper Networks Inc. | 5,928,261 | $145,480 | 1.1% | $19.79 | — | COM | 48203R104 |
| MET | MetLife Inc. | 2,562,159 | $142,354 | 1.1% | $31.84 | 0.0% | COM | 59156R108 |
| MRSH | Marsh & McLennan Companies Inc | 2,664,062 | $138,052 | 1.1% | $37.61 | +7.7% | COM | 571748102 |
| GIS | General Mills Inc. | 2,497,295 | $131,208 | 1.0% | $32.09 | +11.5% | COM | 370334104 |
| BRO | Brown & Brown, Inc. | 3,868,427 | $118,799 | 0.9% | $13.64 | -1.5% | COM | 115236101 |
| BAX | Baxter International Inc. | 1,635,153 | $118,222 | 0.9% | $30.42 | +7.5% | COM | 071813109 |
| MCD | McDonald's Corp. | 1,147,432 | $115,592 | 0.9% | $71.82 | +4.2% | COM | 580135101 |
| — | Noble Energy Inc. | 1,468,937 | $113,784 | 0.9% | $75.93 | — | COM | 655044105 |
| — | Express Scripts Holding Co. | 1,549,555 | $107,431 | 0.8% | $64.72 | — | COM | 30219G108 |
| PM | Philip Morris International In | 1,159,609 | $97,767 | 0.8% | $48.26 | -0.0% | COM | 718172109 |
| — | Twenty-First Century Fox Inc | 2,582,702 | $88,406 | 0.7% | $34.23 | — | COM | 90130A200 |
| HUBG | Hub Group Inc. | 1,594,339 | $80,355 | 0.6% | $18.90 | +20.6% | COM | 443320106 |
| — | iStar Financial Inc. | 5,309,165 | $79,531 | 0.6% | $11.57 | — | COM | 45031U101 |
| — | Linear Technology Corp. | 1,567,328 | $73,774 | 0.6% | $38.00 | — | COM | 535678106 |
| — | Jarden Corp | 1,223,523 | $72,616 | 0.6% | $51.14 | — | COM | 471109108 |
| CAR | Avis Budget Group | 1,153,305 | $68,841 | 0.5% | $28.70 | +81.5% | COM | 053774105 |
| — | The Navigators Group Inc. | 1,017,666 | $68,235 | 0.5% | $60.35 | — | COM | 638904102 |
| — | Steiner Leisure Ltd. | 1,301,190 | $56,329 | 0.4% | $50.52 | — | COM | P8744Y102 |
| — | HCC Insurance Holdings Inc. | 1,138,100 | $55,699 | 0.4% | $43.56 | — | COM | 404132102 |
| — | Endurance Specialty Hldgs Ltd | 1,038,037 | $53,552 | 0.4% | $52.61 | — | COM | G30397106 |
| — | Whiting Petroleum Corporation | 658,475 | $52,843 | 0.4% | $51.45 | — | COM | 966387102 |
| FLO | Flowers Foods Inc. | 2,366,776 | $49,892 | 0.4% | $13.72 | -2.3% | COM | 343498101 |
| — | Rosetta Resources Inc. | 861,040 | $47,228 | 0.4% | $44.56 | — | COM | 777779307 |
| BGS | B&G Foods Inc. | 1,400,246 | $45,774 | 0.4% | $13.18 | +5.3% | COM | 05508R106 |
| — | Alere Inc | 1,066,212 | $39,898 | 0.3% | $27.39 | — | COM | 01449J105 |
| KMT | Kennametal Inc. | 859,531 | $39,779 | 0.3% | $29.35 | +15.2% | COM | 489170100 |
| UGI | UGI Corp. | 780,167 | $39,398 | 0.3% | $26.79 | +18.1% | COM | 902681105 |
| — | Energizer Holdings Inc. | 315,318 | $38,478 | 0.3% | $99.97 | — | COM | 29266R108 |
| — | Corrections Corp. of America | 1,131,735 | $37,177 | 0.3% | $33.47 | — | COM | 22025Y407 |
| — | Praxair Inc. | 271,528 | $36,070 | 0.3% | $132.84 | — | COM | 74005P104 |
| — | American Equity Investment Lif | 1,445,803 | $35,567 | 0.3% | $16.95 | — | COM | 025676206 |
| APD | Air Products & Chemicals Inc. | 275,346 | $35,415 | 0.3% | $61.55 | +36.3% | COM | 009158106 |
| GLRE | Greenlight Capital Re Ltd | 1,069,239 | $35,221 | 0.3% | $25.29 | +28.0% | COM | G4095J109 |
| TRN | Trinity Industries Inc. | 800,840 | $35,013 | 0.3% | $15.19 | +32.5% | COM | 896522109 |
| BR | Broadridge Financial Solutions | 839,709 | $34,965 | 0.3% | $20.85 | +52.3% | COM | 11133T103 |
| — | DST Systems Inc. | 375,705 | $34,629 | 0.3% | $75.41 | — | COM | 233326107 |
| — | Aaron's Inc. | 945,324 | $33,691 | 0.3% | $28.09 | — | COM | 002535300 |
| MAA | Mid-America Apartment Communit | 440,613 | $32,187 | 0.3% | $42.30 | +11.0% | COM | 59522J103 |
| — | Enstar Group Limited | 210,482 | $31,726 | 0.2% | $136.55 | — | COM | G3075P101 |
| RGA | Reinsurance Group of America | 377,810 | $29,809 | 0.2% | $63.91 | +22.0% | COM | 759351604 |
| — | Tenneco Inc. | 408,440 | $26,835 | 0.2% | $45.28 | — | COM | 880349105 |
| — | Universal American Corp | 3,186,945 | $26,547 | 0.2% | $7.62 | — | COM | 91338E101 |
| — | Natus Medical Inc | 969,630 | $24,376 | 0.2% | $14.14 | — | COM | 639050103 |
| TAP | Molson Coors Brewing Co. Cl B | 327,326 | $24,274 | 0.2% | $38.83 | +25.3% | COM | 60871R209 |
| — | Staples Inc. | 2,201,291 | $23,862 | 0.2% | $13.07 | — | COM | 855030102 |
| — | Lifepoint Hospitals Inc. | 374,508 | $23,257 | 0.2% | $55.08 | — | COM | 53219L109 |
| FHN | First Horizon National Corp. | 1,724,220 | $20,449 | 0.2% | $8.27 | -1.3% | COM | 320517105 |
| — | Greatbatch Inc | 414,221 | $20,322 | 0.2% | $32.86 | — | COM | 39153L106 |
| BCO | The Brink's Company | 712,902 | $20,118 | 0.2% | $22.87 | +2.8% | COM | 109696104 |
| POST | Post Holdings Inc. | 395,049 | $20,112 | 0.2% | $31.55 | +6.0% | COM | 737446104 |
| — | ITC Holdings Corp. | 551,112 | $20,105 | 0.2% | $41.81 | — | COM | 465685105 |
| — | National Penn Bancshares Inc. | 1,881,698 | $19,908 | 0.2% | $10.33 | — | COM | 637138108 |
| — | Aircastle Ltd. | 1,085,073 | $19,282 | 0.2% | $17.77 | — | COM | G0129K104 |
| — | Nationstar Mortgage Holdings I | 528,151 | $19,172 | 0.2% | $42.10 | — | COM | 63861C109 |
| — | Fortress Inv. Group LLC | 2,555,536 | $19,013 | 0.1% | $6.98 | — | COM | 34958B106 |
| — | Denbury Resources Inc. | 1,014,214 | $18,722 | 0.1% | $17.44 | — | COM | 247916208 |
| — | Valeant Pharmaceuticals Intern | 147,867 | $18,649 | 0.1% | $126.07 | — | COM | 91911K102 |
| — | First Niagara Financial Group | 2,128,971 | $18,607 | 0.1% | $9.99 | — | COM | 33582V108 |
| FRCB | First Republic Bank/San Fran | 329,604 | $18,125 | 0.1% | $39.73 | +23.5% | COM | 33616C100 |
| — | Carrizo Oil & Gas Inc. | 261,555 | $18,115 | 0.1% | $28.33 | — | COM | 144577103 |
| — | Alleghany Corp. | 41,346 | $18,115 | 0.1% | $383.31 | — | COM | 017175100 |
| — | Catamaran Corporation | 406,774 | $17,963 | 0.1% | $44.39 | — | COM | 148887102 |
| MTN | Vail Resorts, Inc. | 229,580 | $17,719 | 0.1% | $70.59 | -0.6% | COM | 91879Q109 |
| — | Cleco Corp. | 299,062 | $17,630 | 0.1% | $46.43 | — | COM | 12561W105 |
| — | Energen Corp. | 196,383 | $17,455 | 0.1% | $63.76 | — | COM | 29265N108 |
| — | Winthrop Realty Trust | 1,089,204 | $16,719 | 0.1% | $11.71 | — | COM | 976391300 |
| OM2 | Orthofix International NV | 454,236 | $16,466 | 0.1% | $27.87 | — | COM | N6748L102 |
| TRS | Trimas Corp | 414,390 | $15,801 | 0.1% | $25.45 | +9.4% | COM | 896215209 |
| — | Contango Oil & Gas Company | 348,084 | $14,727 | 0.1% | $37.85 | — | COM | 21075N204 |
| TTC | The Toro Company | 211,743 | $13,467 | 0.1% | $23.03 | +38.5% | COM | 891092108 |
| — | Hillenbrand Inc. | 412,469 | $13,455 | 0.1% | $23.71 | — | COM | 431571108 |
| LYV | Live Nation Entertainment Inc. | 521,965 | $12,887 | 0.1% | $13.58 | +65.6% | COM | 538034109 |
| ALK | Alaska Air Group Inc. | 132,173 | $12,563 | 0.1% | $26.61 | +62.6% | COM | 011659109 |
| TEVA | Teva Pharmaceutical - SP ADR | 231,779 | $12,150 | 0.1% | $38.76 | — | COM | 881624209 |
| — | Infinity Property and Casualty | 177,895 | $11,960 | 0.1% | $68.91 | — | COM | 45665Q103 |
| CAG | ConAgra Foods Inc. | 396,475 | $11,767 | 0.1% | $17.69 | -7.8% | COM | 205887102 |
| — | XL Group PLC | 339,798 | $11,122 | 0.1% | $30.79 | — | COM | G98290102 |
| HY | Hyster-Yale Materials Handling | 124,434 | $11,017 | 0.1% | $43.68 | +56.4% | COM | 449172105 |
| — | CareFusion Corp. | 242,594 | $10,759 | 0.1% | $39.46 | — | COM | 14170T101 |
| — | Sterling Bancorp | 884,135 | $10,610 | 0.1% | $13.37 | — | COM | 85917A100 |
| AIR | AAR Corporation | 382,182 | $10,533 | 0.1% | $17.96 | +36.1% | COM | 000361105 |
| AGO | Assured Guaranty Ltd. | 417,806 | $10,236 | 0.1% | $17.51 | +15.9% | COM | G0585R106 |
| — | GlaxoSmithKline PLC | 189,641 | $10,142 | 0.1% | $53.22 | — | COM | 37733W105 |
| — | Southwestern Energy Co. | 203,090 | $9,239 | 0.1% | $36.52 | — | COM | 845467109 |
| COTY | Coty Inc. Class A | 526,090 | $9,012 | 0.1% | $12.60 | +9.7% | COM | 222070203 |
| — | The First of Long Island Corpo | 215,917 | $8,438 | 0.1% | $33.19 | — | COM | 320734106 |
| CRI | Carter's, Inc. | 107,994 | $7,444 | 0.1% | $50.18 | +9.4% | COM | 146229109 |
| DGX | Quest Diagnostics Inc. | 124,800 | $7,325 | 0.1% | $46.24 | +0.3% | COM | 74834L100 |
| — | Global Sources Ltd. | 874,073 | $7,237 | 0.1% | $6.71 | — | COM | G39300101 |
| CSGS | CSG Systems International Inc. | 236,204 | $6,167 | 0.0% | $16.18 | +26.2% | COM | 126349109 |
| KN | Knowles Corp. | 149,062 | $4,582 | 0.0% | $30.49 | -0.8% | COM | 49926D109 |
| LQDT | Liquidity Services Inc. | 269,510 | $4,247 | 0.0% | $34.41 | -52.7% | COM | 53635B107 |
| — | State Bank Financial Corporati | 246,175 | $4,163 | 0.0% | $16.91 | — | COM | 856190103 |
| XPO | XPO Logistics Inc. | 127,139 | $3,639 | 0.0% | $9.14 | 0.0% | COM | 983793100 |
| CALY | Callaway Golf Co. | 418,931 | $3,486 | 0.0% | $6.48 | +30.1% | COM | 131193104 |
| — | Rovi Corp. | 138,025 | $3,307 | 0.0% | $19.25 | — | COM | 779376102 |
| LUV | Southwest Airlines Co. | 87,974 | $2,363 | 0.0% | $11.87 | +86.6% | COM | 844741108 |
| DG | Dollar General Corp. | 10,005 | $574 | 0.0% | $46.26 | +7.5% | COM | 256677105 |
| UNH | UnitedHealth Group Inc. | 5,612 | $459 | 0.0% | $52.01 | +25.3% | COM | 91324P102 |
| ROST | Ross Stores Inc. | 6,543 | $433 | 0.0% | $31.28 | -2.2% | COM | 778296103 |
| — | SunTrust Banks Inc. | 9,852 | $395 | 0.0% | $32.70 | — | COM | 867914103 |
| COF | Capital One Financial Corp. | 4,233 | $350 | 0.0% | $48.75 | +29.3% | COM | 14040H105 |
| — | Groupon Inc. | 51,025 | $338 | 0.0% | $8.89 | — | COM | 399473107 |
| BMRC | Bank of Marin Bancorp | 7,395 | $337 | 0.0% | $13.87 | +14.4% | COM | 063425102 |
| — | ACE Ltd. | 3,150 | $327 | 0.0% | $90.36 | — | COM | H0023R105 |
| KEY | KeyCorp | 18,003 | $258 | 0.0% | $6.60 | +34.3% | COM | 493267108 |
| — | WGL Holdings Inc. | 5,150 | $222 | 0.0% | $40.00 | — | COM | 92924F106 |
| BK | The Bank of New York Mellon Co | 5,858 | $220 | 0.0% | $24.30 | +7.3% | COM | 064058100 |
| CCBG | Capital City Bank Group | 14,045 | $204 | 0.0% | $10.50 | +4.1% | COM | 139674105 |