CIK: 0000021175 · Show all filings
Period: Q4 2013 (← Previous) (Next →)
Filing Date: Feb 14, 2014
Total Value ($000): $511,443 (100.0% shares, 0.0% debt)
| Ticker | Issuer | Shares | Value ($000) | % | Est. Cost | Unrealized | Class | CUSIP |
|---|---|---|---|---|---|---|---|---|
| GLD | SPDR GOLD TRUST | 250,000 | $29,030 | 5.7% | $119.11 | — | SHS | 78463V107 |
| ORCL | ORACLE CORP | 528,695 | $20,228 | 4.0% | $27.50 | +4.7% | COM | 68389X105 |
| MSFT | MICROSOFT CORP | 439,281 | $16,434 | 3.2% | $26.72 | +12.3% | COM | 594918104 |
| FDX | FEDEX CORPORATION | 80,000 | $11,502 | 2.2% | $81.95 | +36.8% | COM | 31428X106 |
| TRV | TRAVELERS COS INC/THE | 125,000 | $11,318 | 2.2% | $66.32 | +0.7% | COM | 89417E109 |
| — | ANADARKO PETROLEUM CORP | 135,000 | $10,708 | 2.1% | $85.93 | — | COM | 032511107 |
| PFE | PFIZER INC COMMON STOCK | 337,071 | $10,324 | 2.0% | $16.45 | +7.1% | COM | 717081103 |
| IBM | INTERNATIONAL BUSINESS MACHINE COMMON STOCK | 54,895 | $10,297 | 2.0% | $111.10 | -4.2% | COM | 459200101 |
| OXY | OCCIDENTAL PETROLEUM | 107,195 | $10,194 | 2.0% | $57.92 | +9.4% | COM | 674599105 |
| LNC | LINCOLN NATIONAL CORP INDIANA | 195,000 | $10,066 | 2.0% | $22.50 | +41.3% | COM | 534187109 |
| JPM | JPMORGAN CHASE & COMPANY | 171,175 | $10,010 | 2.0% | $36.24 | +9.4% | COM | 46625H100 |
| AIZ | ASSURANT INC | 149,550 | $9,926 | 1.9% | $38.12 | +26.7% | COM | 04621X108 |
| MET | METLIFE INC | 161,075 | $8,685 | 1.7% | $25.57 | +17.8% | COM | 59156R108 |
| MRK | MERCK & CO. INC. | 159,824 | $7,999 | 1.6% | $30.74 | +1.8% | COM | 58933Y105 |
| — | RENTECH NITROGEN PARTNERS LP | 406,148 | $7,148 | 1.4% | $24.69 | — | COM | 760113100 |
| DAL | DELTA AIR LINES INC | 255,890 | $7,029 | 1.4% | $15.52 | +50.3% | COM NEW | 247361702 |
| — | HEWLETT-PACKARED CO COMMON STOCK | 245,505 | $6,869 | 1.3% | $24.80 | — | COM | 428236103 |
| — | PIONEER NATURAL RESOURCES CO | 36,000 | $6,627 | 1.3% | $144.75 | — | COM | 723787107 |
| — | COMCAST CORP CL A SPL | 132,000 | $6,584 | 1.3% | $39.67 | — | CL A | 20030N200 |
| — | ENBRIDGE ENERGY PARTNERS LP | 220,000 | $6,571 | 1.3% | $30.49 | — | COM | 29250R106 |
| C | CITIGROUP INC | 117,291 | $6,112 | 1.2% | $35.76 | +5.3% | COM | 172967424 |
| — | APACHE CORP | 65,000 | $5,586 | 1.1% | $83.83 | — | COM | 037411105 |
| NWSA | NEWS CORP - CLASS A | 306,255 | $5,519 | 1.1% | $14.63 | +3.6% | CL A | 65249B109 |
| DE | DEERE & CO | 60,000 | $5,480 | 1.1% | $68.04 | -0.9% | COM | 244199105 |
| BA | BOEING COMPANY | 40,000 | $5,460 | 1.1% | $85.74 | +29.4% | COM | 097023105 |
| JNJ | JOHNSON & JOHNSON COMMON STOCK | 56,750 | $5,198 | 1.0% | $59.66 | +10.2% | COM | 478160104 |
| PHM | PULTE CORP | 245,000 | $4,991 | 1.0% | $14.59 | +4.4% | COM | 745867101 |
| — | AETNA INC | 70,000 | $4,801 | 0.9% | $68.59 | — | COM | 00817Y108 |
| — | WPX ENERGY INC-W/I | 218,063 | $4,444 | 0.9% | $18.94 | — | COM | 98212B103 |
| BP | BP PLC-SPONS ADR | 86,282 | $4,194 | 0.8% | $41.74 | — | SPONSORED ADR | 055622104 |
| — | SUPERIOR ENERGY SERVICES INC | 150,300 | $3,999 | 0.8% | $25.37 | — | COM | 868157108 |
| — | CVR PARTNERS LP | 242,100 | $3,985 | 0.8% | $21.89 | — | COM | 126633106 |
| — | STAPLES INC | 246,598 | $3,918 | 0.8% | $15.87 | — | COM | 855030102 |
| AVT | AVNET INC | 88,575 | $3,907 | 0.8% | $25.70 | +24.1% | COM | 053807103 |
| — | PETROLOGISTICS LP | 325,000 | $3,786 | 0.7% | $12.99 | — | UNIT LTD PTH INT | 71672U101 |
| PCG | PG&E CORPORATION | 93,944 | $3,784 | 0.7% | $37.03 | -4.8% | COM | 69331C108 |
| — | LEGG MASON INC | 85,825 | $3,732 | 0.7% | $31.64 | — | COM | 524901105 |
| ETN | EATON CORP PLC | 48,370 | $3,682 | 0.7% | $47.25 | +12.7% | SHS | G29183103 |
| DVN | DEVON ENERGY CORP | 59,500 | $3,681 | 0.7% | $37.00 | +10.9% | COM | 25179M103 |
| AAL | AMERICAN AIRLINES GROUP INC | 140,000 | $3,535 | 0.7% | $21.78 | 0.0% | COM | 02376R102 |
| — | ENSCO INTERNATIONAL PLC | 60,000 | $3,431 | 0.7% | $58.12 | — | SHS CL A | G3157S106 |
| AIG | AMERICAN INTERNATIONAL GROUP | 64,700 | $3,303 | 0.6% | $32.51 | +16.5% | COM NEW | 026874784 |
| — | BARRICK GOLD CORP | 177,159 | $3,123 | 0.6% | $15.99 | — | COM | 067901108 |
| — | BAKER HUGHES INC | 56,425 | $3,118 | 0.6% | $46.13 | — | COM | 057224107 |
| — | ROYAL DUTCH SHELL PLC-ADR | 43,458 | $3,097 | 0.6% | $63.93 | — | SPONSORED ADR | 780259206 |
| — | HEALTH MGMT ASSOCIATES INC-A | 221,905 | $2,907 | 0.6% | $12.90 | — | CL A | 421933102 |
| — | CRAY INC | 100,908 | $2,771 | 0.5% | $19.64 | — | COM NEW | 225223304 |
| — | CIGNA CORP | 30,850 | $2,699 | 0.5% | $87.49 | — | COM | 125509109 |
| GS | GOLDMAN SACHS GROUP INC | 15,075 | $2,672 | 0.5% | $120.06 | +8.8% | COM | 38141G104 |
| — | ING US INC | 74,875 | $2,632 | 0.5% | $27.94 | — | COM | 45685E106 |
| — | MASONITE INTERNATIONAL CORP | 43,625 | $2,618 | 0.5% | $51.04 | — | COM | 575385109 |
| OC | OWENS CORNING | 63,550 | $2,588 | 0.5% | $41.37 | -8.3% | COM | 690742101 |
| — | URS CORP | 48,475 | $2,569 | 0.5% | $47.22 | — | COM | 903236107 |
| — | COVANTA HOLDING CORP | 2,180,000 | $2,555 | 0.5% | $1.17 | — | NOTE 3.250% 6/0 | 22282EAC6 |
| — | DENBURY RESOURCES INC | 155,000 | $2,547 | 0.5% | $17.32 | — | COM | 247916208 |
| PNC | PNC FINANCIAL SERVICES GROUP | 32,644 | $2,533 | 0.5% | $47.34 | +9.6% | COM | 693475105 |
| — | ROWAN COS INC (FORMERLY ROWAN DRILLING) | 70,000 | $2,475 | 0.5% | $34.07 | — | SHS CL A | G7665A101 |
| PH | PARKER HANNIFIN CORP | 19,125 | $2,460 | 0.5% | $75.97 | +25.1% | COM | 701094104 |
| UPBD | RENT-A-CENTER INC | 73,650 | $2,455 | 0.5% | $36.11 | -4.1% | COM | 76009N100 |
| — | GOOGLE INC-CL A | 2,175 | $2,438 | 0.5% | $880.30 | — | CL A | 38259P508 |
| OMC | OMNICOM GROUP | 32,725 | $2,434 | 0.5% | $40.69 | +13.5% | COM | 681919106 |
| — | WALTER INDUSTRIES INC | 144,600 | $2,405 | 0.5% | $10.40 | — | COM | 93317Q105 |
| AR | ANTERO RESOURCES CORP | 37,200 | $2,360 | 0.5% | $55.97 | 0.0% | COM | 03674X106 |
| CNO | CNO FINANCIAL GROUP | 132,500 | $2,344 | 0.5% | $9.21 | +36.1% | COM | 12621E103 |
| BK | BANK OF NEW YORK_MELLON COMMON STK | 67,012 | $2,341 | 0.5% | $21.22 | +14.5% | COM | 064058100 |
| MS | MORGAN STANLEY | 72,550 | $2,275 | 0.4% | $17.33 | +25.8% | COM | 617446448 |
| BAC | BANK OF AMERICA CORP | 146,050 | $2,274 | 0.4% | $10.03 | +16.5% | COM | 060505104 |
| — | BLUEKNIGHT ENERGY PARTNERS LP | 261,363 | $2,224 | 0.4% | $8.77 | — | COM UNIT | 09625U109 |
| GM | GENREAL MOTORS CO | 53,825 | $2,200 | 0.4% | $28.17 | 0.0% | COM | 37045V100 |
| VRTS | VIRTUS INVESTMENT PARTNERS | 10,795 | $2,160 | 0.4% | $146.86 | -3.2% | COM | 92828Q109 |
| STT | STATE STREET CORP | 29,375 | $2,156 | 0.4% | $44.60 | +13.5% | COM | 857477103 |
| — | PARTNERRE LTD | 20,350 | $2,146 | 0.4% | $90.58 | — | COM | G6852T105 |
| IVZ | INVESCO LTD | 57,300 | $2,086 | 0.4% | $18.88 | +7.5% | SHS | G491BT108 |
| NWS | NEWS CORP - CLASS B | 115,750 | $2,064 | 0.4% | $14.24 | +8.0% | CL B | 65249B208 |
| — | ATMEL CORP | 262,307 | $2,054 | 0.4% | $7.83 | — | COM | 049513104 |
| — | TRW AUTOMOTIVE HOLDINGS CORP | 26,825 | $1,996 | 0.4% | $71.31 | — | COM | 87264S106 |
| BDX | BECTON DICKINSON & CO | 17,625 | $1,947 | 0.4% | $78.11 | +9.8% | COM | 075887109 |
| UAL | UAL CORP | 50,000 | $1,892 | 0.4% | $31.81 | +10.1% | COM | 910047109 |
| — | ASPEN INSURANCE HOLDINGS LTD | 45,800 | $1,892 | 0.4% | $36.96 | — | SHS | G05384105 |
| — | QEP MIDSTREAM PARTNERS LP | 80,000 | $1,858 | 0.4% | $22.64 | — | COM UNIT RP LTD | 74735R115 |
| RGA | REINSURANCE GROUP OF AMERICA | 24,000 | $1,858 | 0.4% | $67.49 | +7.9% | COM NEW | 759351604 |
| DAN | DANA HOLDING CORP | 93,824 | $1,841 | 0.4% | $14.77 | +9.3% | COM | 235825205 |
| — | ARGO GROUP INTERNATIONAL | 39,300 | $1,827 | 0.4% | $42.40 | — | COM | G0464B107 |
| — | TE CONNECTIVITY LTD. | 33,125 | $1,826 | 0.4% | $45.54 | — | REG SHS | H84989104 |
| — | HOSPITALITY PROPERTIES TRUST | 67,350 | $1,820 | 0.4% | $26.28 | — | COM SHS | 44106M102 |
| TTEK | TETRA TECH INC | 64,725 | $1,811 | 0.4% | $5.19 | +4.1% | COM | 88162G103 |
| XOM | EXXON MOBIL CORP | 17,850 | $1,806 | 0.4% | $53.69 | +4.2% | COM | 30231G102 |
| TEVA | TEVA PHARMACEUTICAL-SP ADR | 44,455 | $1,782 | 0.3% | $39.20 | — | COM | 881624209 |
| TPC | TUTOR PERINI CORP | 66,250 | $1,742 | 0.3% | $17.65 | +33.2% | COM | 901109108 |
| MUSA | MURPHY USA INC | 41,875 | $1,740 | 0.3% | $41.23 | 0.0% | COM | 626755102 |
| — | GENERAL MOTORS-CW16 | 54,576 | $1,699 | 0.3% | $24.00 | — | WARRANT | 37045V118 |
| — | BBCN BANCORP INC | 102,050 | $1,693 | 0.3% | $14.22 | — | COM | 073295107 |
| — | LABORATORY CRP OF AMER HLDGS | 18,250 | $1,668 | 0.3% | $100.11 | — | COM NEW | 50540R409 |
| — | INGRAM MICRO INC-CL A | 70,125 | $1,645 | 0.3% | $18.99 | — | CL A | 457153104 |
| — | TCF FINANCIAL CORP | 99,075 | $1,610 | 0.3% | $14.18 | — | COM | 872275102 |
| — | WELLCARE GROUP INC | 22,710 | $1,599 | 0.3% | $55.54 | — | COM | 94946T106 |
| — | VCA ANTECH INC | 50,475 | $1,583 | 0.3% | $26.09 | — | COM | 918194101 |
| CSCO | CISCO SYSTEMS INC | 70,000 | $1,570 | 0.3% | $16.93 | -10.2% | COM | 17275R102 |
| — | BANCORPSOUTH INC | 61,005 | $1,551 | 0.3% | $17.70 | — | COM | 059692103 |
| — | AMERICAN EQUITY INVT LIFE HL | 58,050 | $1,531 | 0.3% | $15.70 | — | COM | 025676206 |
| — | EMC CORPORATION COMMON STOCK | 60,000 | $1,509 | 0.3% | $23.62 | — | COM | 268648102 |
| DIOD | DIODES INC | 61,450 | $1,448 | 0.3% | $22.21 | +1.5% | COM | 254543101 |
| — | NATL PENN BCSHS INC | 126,475 | $1,433 | 0.3% | $10.16 | — | COM | 637138108 |
| — | ACTUANT CORP-CL A | 38,725 | $1,419 | 0.3% | $32.96 | — | CL A | 00508X203 |
| — | GRANITE REAL ESTATE INVESTMENT TRST | 38,900 | $1,419 | 0.3% | $34.92 | — | UNIT | 387437114 |
| AAPL | APPLE COMPUTER INC | 2,475 | $1,389 | 0.3% | $13.16 | +24.4% | COM | 037833100 |
| — | OCI PARTNERS LP | 50,000 | $1,380 | 0.3% | $27.60 | — | COM UNIT REP LP | 67091N108 |
| — | ENGILITY HOLDINGS INC - W/I | 40,680 | $1,359 | 0.3% | $28.42 | — | COM | 29285W104 |
| — | PHOTOMEDEX INC | 104,770 | $1,357 | 0.3% | $15.94 | — | COM | 719358301 |
| WBS | WEBSTER FINANCIAL CORP | 43,400 | $1,353 | 0.3% | $23.57 | +20.6% | COM | 947890109 |
| MWA | MUELLER WATER PRODUCTS INC-A | 144,125 | $1,350 | 0.3% | $5.51 | +29.4% | COM | 624758108 |
| NSIT | INSIGHT ENTERPRISES INC | 58,968 | $1,339 | 0.3% | $18.64 | +17.5% | COM | 45765U103 |
| — | THE JONES GROUP INC | 88,334 | $1,321 | 0.3% | $13.75 | — | COM | 48020T101 |
| CHE | CHEMED CORP | 16,900 | $1,295 | 0.3% | $67.07 | +3.9% | COM | 16359R103 |
| — | SCHNITZER STEEL INDS INC-A | 38,650 | $1,263 | 0.2% | $30.04 | — | CL A | 806882106 |
| — | GLOBAL CASH ACCESS INC | 125,816 | $1,257 | 0.2% | $6.26 | — | COM | 378967103 |
| — | CON-WAY INC | 31,650 | $1,257 | 0.2% | $38.97 | — | COM | 205944101 |
| DRH | DIAMONDROCK HOSPITALITY CO | 105,771 | $1,222 | 0.2% | $9.32 | — | COM | 252784301 |
| PIPR | PIPER JAFFRAY COS | 30,870 | $1,221 | 0.2% | $34.76 | +4.9% | COM | 724078100 |
| GFF | GRIFFON CORPORATION | 89,919 | $1,188 | 0.2% | $7.76 | +16.7% | COM | 398433102 |
| — | MEDTRONIC INC | 20,680 | $1,187 | 0.2% | $51.47 | — | COM | 585055106 |
| — | ALLERGAN INC | 10,665 | $1,185 | 0.2% | $90.48 | — | COM | 018490102 |
| PRI | PRIMERICA INC | 27,356 | $1,174 | 0.2% | $34.51 | +22.9% | COM | 74164M108 |
| MATW | MATTHEWS INTL CORP-CLASS A | 27,400 | $1,168 | 0.2% | $27.75 | +11.5% | CL A | 577128101 |
| — | MONSTER WORLDWIDE INC | 160,675 | $1,146 | 0.2% | $4.91 | — | COM | 611742107 |
| BRC | BRADY CORPORATION - CL A | 36,350 | $1,124 | 0.2% | $24.82 | -7.6% | CL A | 104674106 |
| — | ANIXTER INTERNATIONAL INC | 12,500 | $1,123 | 0.2% | $77.65 | — | COM | 035290105 |
| — | BARNES & NOBLE INC | 75,041 | $1,122 | 0.2% | $15.96 | — | COM | 067774109 |
| ABT | ABBOTT LABORATORIES | 27,725 | $1,063 | 0.2% | $28.85 | +1.3% | COM | 002824100 |
| — | PHH CORP | 43,425 | $1,057 | 0.2% | $20.37 | — | COM | 693320202 |
| — | ICONIX BRAND GROUP INC | 26,100 | $1,036 | 0.2% | $29.39 | — | COM | 451055107 |
| IOSP | Inorg Chem Nec | 21,398 | $989 | 0.2% | $35.94 | +8.2% | COM | 45768S105 |
| NRG | NRG ENERGY INC | 34,446 | $989 | 0.2% | $20.46 | +4.8% | COM NEW | 629377508 |
| — | ARC DOCUMENT SOLUTIONS INC | 118,475 | $974 | 0.2% | $4.00 | — | COM | 00191G103 |
| CRS | CARPENTER TECHNOLOGY | 15,500 | $964 | 0.2% | $37.61 | +30.4% | COM | 144285103 |
| — | HARTE-HANKS INC | 122,850 | $961 | 0.2% | $8.60 | — | COM | 416196103 |
| — | ARRIS CORP | 37,100 | $903 | 0.2% | $16.33 | — | COM | 04270V106 |
| CMCO | COLUMBUS MCKINNON CORP/NY | 32,665 | $887 | 0.2% | $22.52 | +5.7% | COM | 199333105 |
| — | AEROPOSTALE INC | 93,750 | $852 | 0.2% | $13.80 | — | COM | 007865108 |
| NG | NOVAGOLD RESOURCES INC | 334,744 | $850 | 0.2% | $2.32 | -1.9% | COM NEW | 66987E206 |
| — | FIRST MIDWEST BANCORP INC/IL | 46,700 | $819 | 0.2% | $15.36 | — | COM | 320867104 |
| — | TUPPERWARE CORP | 8,600 | $813 | 0.2% | $77.73 | — | COM | 899896104 |
| — | SYNOVUS FINANCIAL CORP | 224,900 | $810 | 0.2% | $3.03 | — | COM | 87161C105 |
| MLKN | HERMAN MILLER INC | 27,075 | $799 | 0.2% | $19.62 | +14.5% | COM | 600544100 |
| LEN/B | LENNAR CORP - B SHS | 22,780 | $768 | 0.2% | $24.66 | -1.4% | CL B | 526057302 |
| — | OCEAN RIG UDW INC | 39,144 | $754 | 0.1% | $18.43 | — | SHS | Y64354205 |
| NVRI | HARSCO CORP | 26,600 | $746 | 0.1% | $22.78 | +17.9% | COM | 415864107 |
| — | ENDO HEALTH SOLUTIONS INC | 11,000 | $742 | 0.1% | $36.79 | — | COM | 29264F205 |
| WSFS | WSFS FINANCIAL CORP | 9,400 | $729 | 0.1% | $16.60 | +40.7% | COM | 929328102 |
| — | GOVERNMENT PROPERTIES INCOME | 28,900 | $718 | 0.1% | $24.86 | — | COM SHS BEN INT | 38376A103 |
| — | VALERO ENERGY PARTNERS LP | 20,000 | $689 | 0.1% | $34.45 | — | COM UNT REP LP | 91914J102 |
| KO | COCA COLA CO COMMON STOCK | 16,600 | $686 | 0.1% | $27.85 | -3.3% | COM | 191216100 |
| KALU | KAISER ALUMINUM CORP | 9,700 | $681 | 0.1% | $43.17 | +10.0% | COM | 483007704 |
| — | CASTLE (A.M.) & CO | 44,900 | $663 | 0.1% | $15.78 | — | COM | 148411101 |
| EZPW | EZCORP INC-CL A | 56,500 | $660 | 0.1% | $17.90 | -25.8% | CL A | 302301106 |
| UEC | URANIUM ENERGY CORP | 329,700 | $659 | 0.1% | $1.84 | +2.1% | COM | 916896103 |
| FCNCA | FIRST CITIZENS BCSHS -CL A | 2,945 | $656 | 0.1% | $187.52 | +9.9% | CL A | 31946M103 |
| — | PARK STERLING CORP | 91,866 | $656 | 0.1% | $5.91 | — | COM | 70086Y105 |
| — | GREAT PLAINS ENERGY INC | 26,700 | $647 | 0.1% | $22.94 | — | COM | 391164100 |
| — | CAPITAL PRODUCT PARTNERS LP | 60,000 | $628 | 0.1% | $9.28 | — | COM UNIT | Y11082107 |
| TMO | THERMO FISHER SCIENTIFIC INC COMMON STOCK | 5,458 | $608 | 0.1% | $79.76 | +19.9% | COM | 883556102 |
| CDVIQ | CAL DIVE INTERNATIONAL INC | 301,800 | $607 | 0.1% | $1.90 | +1.1% | COM | 12802T101 |
| WLY | WILEY (JOHN) & SONS-CLASS A | 10,800 | $596 | 0.1% | $27.09 | +31.7% | CL A | 968223206 |
| ON | ON SEMICONDUCTOR CORPORATION | 71,615 | $590 | 0.1% | $7.29 | 0.0% | COM | 682189105 |
| — | LEXMARK INTL GROUP INC-CL A | 16,100 | $572 | 0.1% | $30.58 | — | CL A | 529771107 |
| — | HESS CORP | 6,055 | $503 | 0.1% | $66.50 | — | COM | 42809H107 |
| — | XL GROUP PLC | 15,200 | $484 | 0.1% | $30.33 | — | SHS | G98290102 |
| — | GENTIVA HEALTH SERVICES | 38,491 | $478 | 0.1% | $9.95 | — | COM | 37247A102 |
| THC | TENET HEALTHCARE CORP | 11,125 | $469 | 0.1% | $44.51 | -2.2% | COM NEW | 88033G407 |
| AGX | ARGAN INC | 14,851 | $409 | 0.1% | $11.86 | +47.6% | COM | 04010E109 |
| TITN | TITAN MACHINERY INC | 21,200 | $378 | 0.1% | $18.28 | -7.7% | COM | 88830R101 |
| — | KAPSTONE PAPER AND PACKAGING | 6,700 | $374 | 0.1% | $40.16 | — | COM | 48562P103 |
| UFPT | UFP TECHNOLOGIES INC | 14,443 | $364 | 0.1% | $19.28 | +25.5% | COM | 902673102 |
| NNI | NELNET INC-CL A | 8,600 | $362 | 0.1% | $35.78 | +17.9% | CL A | 64031N108 |
| — | VALASSIS COMMUNICATIONS INC | 10,166 | $348 | 0.1% | $24.59 | — | COM | 918866104 |
| CALY | CALLAWAY GOLF COMPANY | 38,600 | $325 | 0.1% | $6.48 | +19.8% | COM | 131193104 |
| POR | PORTLAND GENERAL ELECTRIC | 10,500 | $317 | 0.1% | $19.04 | -0.6% | COM | 736508847 |
| MLR | MILLER INDUSTRIES INC/TENN | 16,262 | $303 | 0.1% | $11.36 | +17.7% | COM | 600551204 |
| — | PROTECTIVE LIFE CORP | 5,929 | $300 | 0.1% | $38.42 | — | COM | 743674103 |
| — | UNITED STATIONERS INC | 6,350 | $291 | 0.1% | $33.54 | — | COM | 913004107 |
| SAIC | SCIENCE APPLICATIONS INTE | 8,700 | $288 | 0.1% | $34.76 | 0.0% | COM | 808625107 |
| — | CASH AMERICA INTL INC | 7,300 | $280 | 0.1% | $44.59 | — | COM | 14754D100 |
| — | INTERVAL LEISURE GROUP | 8,568 | $265 | 0.1% | $23.58 | — | COM | 46113M108 |
| — | WET SEAL INC/THE CLASS A | 70,400 | $192 | 0.0% | $4.61 | — | CL A | 961840105 |
| SRI | STONERIDGE INC | 10,150 | $129 | 0.0% | $12.41 | 0.0% | COM | 86183P102 |
| — | HEALTH INSURANCE INNOVATIO-A | 11,000 | $111 | 0.0% | $10.09 | — | COM CL A | 42225K106 |