Location: Ellicott City, MD
CIK: 0001179475 · Show all filings
Period: Q3 2013 (← Previous) (Next →)
Filing Date: Nov 1, 2013
Total Value: $1.82B (100.0% shares, 0.0% debt)
| Ticker | Issuer | Shares | Value | % | Est. Cost | Unrealized | Class | CUSIP |
|---|---|---|---|---|---|---|---|---|
| JACK | JACK IN THE BOX INC | 757,000 | $30.28M | 1.7% | $36.67 | +9.8% | COM | 466367109 |
| CLX | CLOROX CO DEL | 354,000 | $28.93M | 1.6% | $59.82 | -0.8% | COM | 189054109 |
| PEP | PEPSICO INC | 355,825 | $28.29M | 1.6% | $56.00 | +1.4% | COM | 713448108 |
| UTHR | UNITED THERAPEUTICS CORP DEL | 358,000 | $28.23M | 1.6% | $64.42 | +13.5% | COM | 91307C102 |
| CAKE | CHEESECAKE FACTORY INC | 642,000 | $28.22M | 1.6% | $31.16 | +8.4% | COM | 163072101 |
| AFL | AFLAC INC | 455,000 | $28.2M | 1.5% | $20.11 | +11.7% | COM | 001055102 |
| AMGN | AMGEN INC | 250,000 | $27.98M | 1.5% | $74.07 | +3.9% | COM | 031162100 |
| MUR | MURPHY OIL CORP | 450,000 | $27.14M | 1.5% | $34.50 | +9.4% | COM | 626717102 |
| ADBE | ADOBE SYS INC | 500,000 | $25.97M | 1.4% | $44.30 | +7.7% | COM | 00724F101 |
| — | CYBERONICS INC | 509,000 | $25.83M | 1.4% | $51.96 | — | COM | 23251P102 |
| — | AETNA INC NEW | 400,000 | $25.61M | 1.4% | $63.54 | — | COM | 00817Y108 |
| — | SAFEWAY INC | 798,500 | $25.54M | 1.4% | $23.66 | — | COM NEW | 786514208 |
| — | TRW AUTOMOTIVE HLDGS CORP | 350,000 | $24.96M | 1.4% | $66.44 | — | COM | 87264S106 |
| ZD | J2 GLOBAL INC | 500,000 | $24.76M | 1.4% | $34.95 | +19.8% | COM | 48123V102 |
| — | SYMANTEC CORP | 1,000,000 | $24.75M | 1.4% | $23.04 | — | COM | 871503108 |
| HP | HELMERICH & PAYNE INC | 350,000 | $24.13M | 1.3% | $61.57 | +7.2% | COM | 423452101 |
| GIS | GENERAL MLS INC | 500,000 | $23.96M | 1.3% | $32.89 | 0.0% | COM | 370334104 |
| CL | COLGATE PALMOLIVE CO | 400,000 | $23.72M | 1.3% | $44.38 | +0.4% | COM | 194162103 |
| — | GANNETT INC | 882,000 | $23.63M | 1.3% | $24.46 | — | COM | 364730101 |
| CSCO | CISCO SYS INC | 1,008,300 | $23.61M | 1.3% | $16.08 | +5.3% | COM | 17275R102 |
| — | FLIR SYS INC | 750,000 | $23.55M | 1.3% | $27.50 | — | COM | 302445101 |
| GNRC | GENERAC HLDGS INC | 545,000 | $23.24M | 1.3% | $33.61 | +23.4% | COM | 368736104 |
| — | DISH NETWORK CORP | 492,000 | $22.14M | 1.2% | $42.52 | — | CL A | 25470M109 |
| AIZ | ASSURANT INC | 400,000 | $21.64M | 1.2% | $37.94 | +12.0% | COM | 04621X108 |
| SYNA | SYNAPTICS INC | 485,000 | $21.48M | 1.2% | $39.99 | +2.3% | COM | 87157D109 |
| — | PANERA BREAD CO | 135,000 | $21.4M | 1.2% | $178.83 | — | CL A | 69840W108 |
| TGT | TARGET CORP | 329,500 | $21.08M | 1.2% | $47.95 | -1.6% | COM | 87612E106 |
| CTAS | CINTAS CORP | 400,000 | $20.48M | 1.1% | $9.70 | +7.6% | COM | 172908105 |
| CPB | CAMPBELL SOUP CO | 502,500 | $20.46M | 1.1% | $30.82 | -0.5% | COM | 134429109 |
| MAT | MATTEL INC | 488,000 | $20.43M | 1.1% | $42.78 | 0.0% | COM | 577081102 |
| — | HOLLYFRONTIER CORP | 480,000 | $20.21M | 1.1% | $42.77 | — | COM | 436106108 |
| KR | KROGER CO | 500,000 | $20.17M | 1.1% | $13.44 | +13.3% | COM | 501044101 |
| DOX | AMDOCS LTD | 550,000 | $20.15M | 1.1% | $28.91 | +5.0% | ORD | G02602103 |
| FSLR | FIRST SOLAR INC | 500,000 | $20.11M | 1.1% | $43.84 | -3.6% | COM | 336433107 |
| DECK | DECKERS OUTDOOR CORP | 300,000 | $19.78M | 1.1% | $9.07 | +6.9% | COM | 243537107 |
| OTEX | OPEN TEXT CORP | 250,000 | $18.66M | 1.0% | $13.55 | 0.0% | COM | 683715106 |
| ADM | ARCHER DANIELS MIDLAND CO | 500,000 | $18.42M | 1.0% | $23.37 | +9.7% | COM | 039483102 |
| — | SUNPOWER CORP | 700,000 | $18.31M | 1.0% | $20.70 | — | COM | 867652406 |
| AKAM | AKAMAI TECHNOLOGIES INC | 350,000 | $18.09M | 1.0% | $41.83 | +12.7% | COM | 00971T101 |
| BIIB | BIOGEN IDEC INC | 75,000 | $18.06M | 1.0% | $217.06 | +3.1% | COM | 09062X103 |
| ABBV | ABBVIE INC | 403,250 | $18.04M | 1.0% | $26.55 | +2.3% | COM | 00287Y109 |
| MMM | 3M CO | 150,000 | $17.91M | 1.0% | $63.78 | +3.5% | COM | 88579Y101 |
| — | PDL BIOPHARMA INC | 2,218,000 | $17.68M | 1.0% | $7.72 | — | COM | 69329Y104 |
| MCO | MOODYS CORP | 250,000 | $17.58M | 1.0% | $53.10 | +8.5% | COM | 615369105 |
| JNJ | JOHNSON & JOHNSON | 202,650 | $17.57M | 1.0% | $59.66 | +6.5% | COM | 478160104 |
| AMAT | APPLIED MATLS INC | 1,000,000 | $17.54M | 1.0% | $13.52 | +0.0% | COM | 038222105 |
| LUV | SOUTHWEST AIRLS CO | 1,200,000 | $17.47M | 1.0% | $11.86 | +0.2% | COM | 844741108 |
| — | MYLAN INC | 454,000 | $17.33M | 1.0% | $31.03 | — | COM | 628530107 |
| MSFT | MICROSOFT CORP | 515,000 | $17.16M | 0.9% | $26.99 | +0.0% | COM | 594918104 |
| NVS | NOVARTIS A G | 221,200 | $16.97M | 0.9% | $70.77 | — | SPONSORED ADR | 66987V109 |
| BAX | BAXTER INTL INC | 257,450 | $16.91M | 0.9% | $30.42 | +2.1% | COM | 071813109 |
| RMD | RESMED INC | 315,000 | $16.64M | 0.9% | $40.00 | +2.7% | COM | 761152107 |
| WRLD | WORLD ACCEP CORP DEL | 184,000 | $16.55M | 0.9% | $88.91 | -4.2% | COM | 981419104 |
| — | WALGREEN CO | 296,500 | $15.95M | 0.9% | $47.24 | — | COM | 931422109 |
| — | ENERGIZER HLDGS INC | 175,000 | $15.95M | 0.9% | $100.51 | — | COM | 29266R108 |
| GILD | GILEAD SCIENCES INC | 250,000 | $15.71M | 0.9% | $36.21 | +14.7% | COM | 375558103 |
| PG | PROCTER & GAMBLE CO | 206,500 | $15.61M | 0.9% | $55.00 | +2.2% | COM | 742718109 |
| APH | AMPHENOL CORP NEW | 200,000 | $15.48M | 0.9% | $8.50 | +2.1% | CL A | 032095101 |
| UNM | UNUM GROUP | 500,000 | $15.22M | 0.8% | $30.72 | 0.0% | COM | 91529Y106 |
| BK | BANK NEW YORK MELLON CORP | 500,000 | $15.1M | 0.8% | $21.22 | +7.3% | COM | 064058100 |
| — | PROTECTIVE LIFE CORP | 350,000 | $14.89M | 0.8% | $39.89 | — | COM | 743674103 |
| — | KELLOGG CO | 250,000 | $14.68M | 0.8% | $38.82 | 0.0% | COM | 487836108 |
| WAT | WATERS CORP | 138,000 | $14.66M | 0.8% | $102.55 | 0.0% | COM | 941848103 |
| HAL | HALLIBURTON CO | 300,000 | $14.45M | 0.8% | $33.21 | +12.4% | COM | 406216101 |
| — | COOPER TIRE & RUBR CO | 447,500 | $13.78M | 0.8% | $33.17 | — | COM | 216831107 |
| RHI | ROBERT HALF INTL INC | 350,000 | $13.66M | 0.8% | $34.44 | +7.0% | COM | 770323103 |
| PGR | PROGRESSIVE CORP OHIO | 500,000 | $13.62M | 0.7% | $17.48 | 0.0% | COM | 743315103 |
| CVI | CVR ENERGY INC | 350,000 | $13.48M | 0.7% | $15.85 | 0.0% | COM | 12662P108 |
| — | HEALTH MGMT ASSOC INC NEW | 1,000,000 | $12.8M | 0.7% | $12.80 | — | CL A | 421933102 |
| — | OFFICEMAX INC DEL | 1,000,000 | $12.79M | 0.7% | $12.79 | — | COM | 67622P101 |
| — | WELLPOINT INC | 150,000 | $12.54M | 0.7% | $83.61 | — | COM | 94973V107 |
| — | OUTERWALL INC | 250,000 | $12.5M | 0.7% | $49.99 | — | COM | 690070107 |
| — | HILLENBRAND INC | 450,000 | $12.32M | 0.7% | $26.75 | — | COM | 431571108 |
| — | SCRIPPS NETWORKS INTERACT IN | 150,000 | $11.72M | 0.6% | $66.76 | — | CL A COM | 811065101 |
| FDX | FEDEX CORP | 100,000 | $11.41M | 0.6% | $91.26 | 0.0% | COM | 31428X106 |
| URBN | URBAN OUTFITTERS INC | 300,000 | $11.03M | 0.6% | $41.26 | -0.5% | COM | 917047102 |
| — | MEDTRONIC INC | 205,000 | $10.92M | 0.6% | $51.51 | — | COM | 585055106 |
| TER | TERADYNE INC | 650,000 | $10.74M | 0.6% | $15.28 | 0.0% | COM | 880770102 |
| — | HARRIS CORP DEL | 173,700 | $10.3M | 0.6% | $59.08 | — | COM | 413875105 |
| BDX | BECTON DICKINSON & CO | 100,000 | $10M | 0.5% | $78.11 | +3.2% | COM | 075887109 |
| KO | COCA COLA CO | 262,000 | $9.925M | 0.5% | $26.79 | -0.0% | COM | 191216100 |
| SYY | SYSCO CORP | 301,500 | $9.597M | 0.5% | $24.40 | -1.7% | COM | 871829107 |
| WIP | SPDR SERIES TRUST | 160,000 | $9.534M | 0.5% | $57.57 | — | DB INT GVT ETF | 78464A490 |
| ITW | ILLINOIS TOOL WKS INC | 125,000 | $9.534M | 0.5% | $49.85 | +9.9% | COM | 452308109 |
| WDC | WESTERN DIGITAL CORP | 150,000 | $9.51M | 0.5% | $35.69 | +13.1% | COM | 958102105 |
| — | REGAL ENTMT GROUP | 500,000 | $9.49M | 0.5% | $17.90 | — | CL A | 758766109 |
| — | VALUECLICK INC | 440,000 | $9.174M | 0.5% | $24.68 | — | COM | 92046N102 |
| XOM | EXXON MOBIL CORP | 105,600 | $9.086M | 0.5% | $53.69 | +0.9% | COM | 30231G102 |
| — | QUESTCOR PHARMACEUTICALS INC | 150,000 | $8.7M | 0.5% | $45.46 | — | COM | 74835Y101 |
| VLO | VALERO ENERGY CORP NEW | 250,000 | $8.538M | 0.5% | $24.01 | -6.7% | COM | 91913Y100 |
| CYH | COMMUNITY HEALTH SYS INC NEW | 200,000 | $8.3M | 0.5% | $37.66 | -5.8% | COM | 203668108 |
| — | DST SYS INC DEL | 110,000 | $8.295M | 0.5% | $65.33 | — | COM | 233326107 |
| MCHP | MICROCHIP TECHNOLOGY INC | 201,000 | $8.098M | 0.4% | $15.12 | +0.2% | COM | 595017104 |
| A | AGILENT TECHNOLOGIES INC | 157,000 | $8.046M | 0.4% | $30.43 | 0.0% | COM | 00846U101 |
| — | VARIAN MEDL SYS INC | 100,000 | $7.473M | 0.4% | $74.73 | — | COM | 92220P105 |
| — | U S AIRWAYS GROUP INC | 378,000 | $7.167M | 0.4% | $16.42 | — | COM | 90341W108 |
| ADI | ANALOG DEVICES INC | 152,000 | $7.152M | 0.4% | $34.29 | +7.0% | COM | 032654105 |
| — | UNITED STATIONERS INC | 161,000 | $7.004M | 0.4% | $33.55 | — | COM | 913004107 |
| — | VISTAPRINT N V | 120,000 | $6.782M | 0.4% | $56.52 | — | SHS | N93540107 |
| PPL | PPL CORP | 203,600 | $6.185M | 0.3% | $16.36 | +0.5% | COM | 69351T106 |
| HBIO | HARVARD BIOSCIENCE INC | 1,000,000 | $5.26M | 0.3% | $3.83 | +2.7% | COM | 416906105 |
| GME | GAMESTOP CORP NEW | 100,000 | $4.965M | 0.3% | $6.27 | +36.1% | CL A | 36467W109 |
| ETR | ENTERGY CORP | 76,600 | $4.84M | 0.3% | $20.57 | -2.3% | COM | 29364G103 |
| — | DEVRY INC DEL | 154,000 | $4.706M | 0.3% | $30.56 | — | COM | 251893103 |
| ZBH | ZIMMER HLDGS INC | 56,000 | $4.6M | 0.3% | $67.30 | +5.6% | COM | 98956P102 |
| MUSA | MURPHY USA INC | 112,500 | $4.544M | 0.2% | $38.02 | 0.0% | COM | 626755102 |
| EXC | EXELON CORP | 150,000 | $4.446M | 0.2% | $15.41 | -8.9% | COM | 30161N101 |
| VRSK | VERISK ANALYTICS INC | 67,000 | $4.352M | 0.2% | $57.10 | +5.6% | CL A | 92345Y106 |
| — | COMCAST CORP NEW | 100,000 | $4.337M | 0.2% | $39.67 | — | CL A SPL | 20030N200 |
| NEU | NEWMARKET CORP | 15,000 | $4.319M | 0.2% | $215.14 | +3.1% | COM | 651587107 |
| LOPE | GRAND CANYON ED INC | 100,000 | $4.028M | 0.2% | $28.81 | +23.8% | COM | 38526M106 |
| ZBRA | ZEBRA TECHNOLOGIES CORP | 88,000 | $4.007M | 0.2% | $45.53 | +1.3% | CL A | 989207105 |
| VECO | VEECO INSTRSS INC DEL | 100,000 | $3.723M | 0.2% | $37.63 | -7.0% | COM | 922417100 |
| AZN | ASTRAZENECA PLC | 68,000 | $3.531M | 0.2% | $47.30 | — | SPONSORED ADR | 046353108 |
| — | MEDICINES CO | 104,000 | $3.486M | 0.2% | $30.76 | — | COM | 584688105 |
| — | VALASSIS COMMUNICATIONS INC | 115,000 | $3.321M | 0.2% | $24.59 | — | COM | 918866104 |
| PEG | PUBLIC SVC ENTERPRISE GROUP | 100,000 | $3.293M | 0.2% | $21.73 | -2.1% | COM | 744573106 |
| NEM | NEWMONT MINING CORP | 106,000 | $2.979M | 0.2% | $25.34 | -10.8% | COM | 651639106 |
| CE | CELANESE CORP DEL | 55,000 | $2.903M | 0.2% | $38.84 | 0.0% | COM SER A | 150870103 |
| — | BARRICK GOLD CORP | 150,000 | $2.793M | 0.2% | $15.74 | — | COM | 067901108 |
| CPA | COPA HOLDINGS SA | 20,000 | $2.773M | 0.2% | $87.82 | +7.5% | CL A | P31076105 |
| — | ANGLOGOLD ASHANTI LTD | 200,000 | $2.656M | 0.1% | $14.30 | — | SPONSORED ADR | 035128206 |
| AEM | AGNICO EAGLE MINES LTD | 100,000 | $2.647M | 0.1% | $25.33 | -8.9% | COM | 008474108 |
| — | GOLDCORP INC NEW | 100,000 | $2.601M | 0.1% | $24.73 | — | COM | 380956409 |
| SANM | SANMINA CORPORATION | 146,000 | $2.554M | 0.1% | $16.37 | 0.0% | COM | 801056102 |
| — | PATTERSON COMPANIES INC | 55,000 | $2.211M | 0.1% | $37.60 | — | COM | 703395103 |
| AEP | AMERICAN ELEC PWR INC | 50,000 | $2.168M | 0.1% | $30.44 | -6.4% | COM | 025537101 |
| PCG | PG&E CORP | 50,000 | $2.046M | 0.1% | $38.88 | -4.9% | COM | 69331C108 |
| — | RANDGOLD RES LTD | 25,000 | $1.788M | 0.1% | $64.05 | — | ADR | 752344309 |
| HMY | HARMONY GOLD MNG LTD | 500,000 | $1.69M | 0.1% | $3.81 | — | SPONSORED ADR | 413216300 |
| EWL | ISHARES | 44,000 | $1.377M | 0.1% | $28.66 | — | MSCI SZ CAP ETF | 464286749 |
| EWG | ISHARES | 49,000 | $1.363M | 0.1% | $24.69 | — | MSCI GERMANY ETF | 464286806 |
| EWQ | ISHARES | 50,000 | $1.344M | 0.1% | $26.88 | — | MSCI FRANCE ETF | 464286707 |
| EWK | ISHARES | 87,000 | $1.339M | 0.1% | $13.62 | — | BELGIUM CAPD ETF | 464286301 |
| EWN | ISHARES | 55,000 | $1.309M | 0.1% | $23.80 | — | MSCI NETHERL ETF | 464286814 |
| SNN | SMITH & NEPHEW PLC | 19,500 | $1.217M | 0.1% | $56.10 | — | SPON ADR NEW | 83175M205 |
| — | GLAXOSMITHKLINE PLC | 23,500 | $1.179M | 0.1% | $49.96 | — | SPONSORED ADR | 37733W105 |
| BVN | COMPANIA DE MINAS BUENAVENTU | 100,000 | $1.171M | 0.1% | $14.76 | — | SPONSORED ADR | 204448104 |
| GFI | GOLD FIELDS LTD NEW | 250,000 | $1.143M | 0.1% | $5.25 | — | SPONSORED ADR | 38059T106 |
| SNY | SANOFI | 22,100 | $1.119M | 0.1% | $51.49 | — | SPONSORED ADR | 80105N105 |
| TSM | TAIWAN SEMICONDUCTOR ENGR | 55,000 | $933K | 0.1% | $18.33 | — | SPONSORED ADR | 874039100 |
| — | TELECOM CORP NEW ZEALAND LTD | 92,500 | $882K | 0.0% | $8.61 | — | SPONSORED ADR | 879278208 |
| — | MINDRAY MEDICAL INTL LTD | 22,500 | $875K | 0.0% | $37.47 | — | SPON ADR | 602675100 |
| — | ISHARES GOLD TRUST | 50,000 | $645K | 0.0% | $11.99 | — | ISHARES | 464285105 |
| GLD | SPDR GOLD TRUST | 5,000 | $641K | 0.0% | $119.15 | — | GOLD SHS | 78463V107 |
| WIT | WIPRO LTD | 60,718 | $623K | 0.0% | $7.28 | — | SPON ADR 1 SH | 97651M109 |
| — | SIBANYE GOLD LTD | 119,000 | $620K | 0.0% | $2.94 | — | SPONSORED ADR | 825724206 |
| — | NATIONAL GRID PLC | 10,500 | $620K | 0.0% | $56.67 | — | SPONS ADR NEW | 636274300 |
| — | REED ELSEVIER N V | 15,100 | $606K | 0.0% | $33.11 | — | SPONS ADR NEW | 758204200 |
| NTES | NETEASE COM INC | 8,000 | $581K | 0.0% | $63.13 | — | ADR | 64110W102 |
| — | WUXI PHARMATECH CAYMAN INC | 20,000 | $548K | 0.0% | $21.00 | — | SPONS ADR SHS | 929352102 |
| INTC | INTEL CORP | 22,000 | $504K | 0.0% | $17.01 | -0.6% | COM | 458140100 |
| LLY | LILLY ELI & CO | 10,000 | $503K | 0.0% | $42.21 | -2.9% | COM | 532457108 |
| WMT | WAL MART STORES INC | 6,700 | $496K | 0.0% | $19.92 | -0.7% | COM | 931142103 |
| MCD | MCDONALDS CORP | 5,000 | $481K | 0.0% | $71.42 | -1.2% | COM | 580135101 |
| — | CA INC | 15,000 | $445K | 0.0% | $28.96 | — | COM | 12673P105 |
| CWCO | CONSOLIDATED WATER CO INC | 26,000 | $389K | 0.0% | $7.64 | +26.0% | ORD | G23773107 |
| KSS | KOHLS CORP | 7,300 | $378K | 0.0% | $49.89 | +4.7% | COM | 500255104 |
| — | DR PEPPER SNAPPLE GROUP INC | 8,000 | $359K | 0.0% | $44.88 | — | COM | 26138E109 |
| WLY | WILEY JOHN & SONS INC | 7,200 | $343K | 0.0% | $28.29 | +11.0% | CL A | 968223206 |
| WU | WESTERN UN CO | 17,500 | $327K | 0.0% | $17.09 | — | COM | 959802109 |
| CAJPY | CANON INC | 10,000 | $320K | 0.0% | $32.58 | — | ADR | 138006309 |
| — | POTASH CORP SASK INC | 10,000 | $313K | 0.0% | $31.30 | — | COM | 73755L107 |
| HAS | HASBRO INC | 6,625 | $312K | 0.0% | $30.22 | +3.4% | COM | 418056107 |
| CVX | CHEVRON CORP NEW | 2,500 | $304K | 0.0% | $73.10 | 0.0% | COM | 166764100 |
| — | MERIDIAN BIOSCIENCE INC | 12,500 | $296K | 0.0% | $21.52 | — | COM | 589584101 |
| — | ENSCO PLC | 5,000 | $269K | 0.0% | $58.20 | — | SHS CLASS A | G3157S106 |
| CCL | CARNIVAL CORP | 8,000 | $261K | 0.0% | $27.66 | +8.0% | PAIRED CTF | 143658300 |
| DRI | DARDEN RESTAURANTS INC | 5,500 | $255K | 0.0% | $31.32 | -5.0% | COM | 237194105 |
| PETS | PETMED EXPRESS INC | 15,000 | $244K | 0.0% | $13.04 | +19.6% | COM | 716382106 |
| — | MANTECH INTL CORP | 8,000 | $230K | 0.0% | $26.13 | — | CL A | 564563104 |
| — | HARTE-HANKS INC | 25,500 | $225K | 0.0% | $8.59 | — | COM | 416196103 |
| — | RAYTHEON CO | 2,800 | $216K | 0.0% | $66.07 | — | COM | 755111507 |
| KLAC | KLA-TENCOR CORP | 3,300 | $201K | 0.0% | $33.95 | +8.2% | COM | 482480100 |
| GRMN | GARMIN LTD | 4,300 | $194K | 0.0% | $23.52 | +15.8% | SHS | H2906T109 |
| NHC | NATIONAL HEALTHCARE CORP | 4,000 | $189K | 0.0% | $46.69 | +2.4% | COM | 635906100 |
| OXY | OCCIDENTAL PETE CORP DEL | 2,000 | $187K | 0.0% | $57.83 | +2.4% | COM | 674599105 |
| IBM | INTERNATIONAL BUSINESS MACHS | 1,000 | $185K | 0.0% | $111.55 | 0.0% | COM | 459200101 |
| SMG | SCOTTS MIRACLE GRO CO | 3,000 | $165K | 0.0% | $29.98 | +13.9% | CL A | 810186106 |
| — | STAPLES INC | 9,500 | $139K | 0.0% | $15.89 | — | COM | 855030102 |
| — | COACH INC | 2,500 | $136K | 0.0% | $57.00 | — | COM | 189754104 |
| — | MAXIM INTEGRATED PRODS INC | 4,500 | $134K | 0.0% | $27.78 | — | COM | 57772K101 |
| — | DIEBOLD INC | 4,500 | $132K | 0.0% | $33.78 | — | COM | 253651103 |
| — | EPIQ SYS INC | 10,000 | $132K | 0.0% | $13.50 | — | COM | 26882D109 |
| MRK | MERCK & CO INC NEW | 2,625 | $125K | 0.0% | $30.02 | +3.2% | COM | 58933Y105 |
| — | STILLWATER MNG CO | 10,000 | $110K | 0.0% | $10.70 | — | COM | 86074Q102 |
| BP | BP PLC | 2,600 | $109K | 0.0% | $41.92 | — | SPONSORED ADR | 055622104 |
| — | CLICKSOFTWARE TECHNOLOGIES L | 17,500 | $107K | 0.0% | $8.34 | — | ORD | M25082104 |
| — | NUTRI SYS INC NEW | 6,000 | $86,000 | 0.0% | $11.83 | — | COM | 67069D108 |
| NEE | NEXTERA ENERGY INC | 1,000 | $80,000 | 0.0% | $14.15 | +4.9% | COM | 65339F101 |
| CMTL | COMTECH TELECOMMUNICATIONS C | 3,000 | $73,000 | 0.0% | $18.59 | +3.5% | COM NEW | 205826209 |
| DTE | DTE ENERGY CO | 1,000 | $66,000 | 0.0% | $38.29 | -0.6% | COM | 233331107 |
| — | QUALITY SYS INC | 3,000 | $65,000 | 0.0% | $18.67 | — | COM | 747582104 |
| D | DOMINION RES INC VA NEW | 1,000 | $62,000 | 0.0% | $34.53 | +2.3% | COM | 25746U109 |
| PNW | PINNACLE WEST CAPITAL CORP | 1,000 | $55,000 | 0.0% | $35.40 | -2.4% | COM | 723484101 |
| — | ONEOK PARTNERS LP | 1,000 | $53,000 | 0.0% | $50.00 | — | UNIT LTD PARTN | 68268N103 |
| — | WILLIAMS PARTNERS L P | 1,000 | $53,000 | 0.0% | $52.00 | — | COM UNIT L P | 96950F104 |
| — | UNS ENERGY CORP | 1,000 | $47,000 | 0.0% | $45.00 | — | COM | 903119105 |
| — | SCANA CORP NEW | 1,000 | $46,000 | 0.0% | $49.00 | — | COM | 80589M102 |
| KOSS | KOSS CORP | 9,000 | $46,000 | 0.0% | $4.63 | +7.4% | COM | 500692108 |
| EIX | EDISON INTL | 1,000 | $46,000 | 0.0% | $30.71 | -3.5% | COM | 281020107 |
| — | NUSTAR ENERGY LP | 1,000 | $40,000 | 0.0% | $46.00 | — | UNIT COM | 67058H102 |
| FE | FIRSTENERGY CORP | 1,000 | $36,000 | 0.0% | $24.57 | -9.5% | COM | 337932107 |
| AEE | AMEREN CORP | 1,000 | $35,000 | 0.0% | $23.26 | +0.3% | COM | 023608102 |
| DUK | DUKE ENERGY CORP NEW | 333 | $22,000 | 0.0% | $41.83 | -2.4% | COM NEW | 26441C204 |
| — | PEPCO HOLDINGS INC | 1,000 | $18,000 | 0.0% | $20.00 | — | COM | 713291102 |
| — | TECO ENERGY INC | 1,000 | $17,000 | 0.0% | $17.00 | — | COM | 872375100 |