Location: Novato, CA
CIK: 0001145255 · Show all filings
Period: Q2 2013 (Next →)
Filing Date: Jul 17, 2013
Total Value: $1.997B (100.0% shares, 0.0% debt)
| Ticker | Issuer | Shares | Value | % | Share Price | Est. Cost/Share | Unrealized @ Report Date | Class | CUSIP |
|---|---|---|---|---|---|---|---|---|---|
| ET | ENERGY TRANSFER EQUITY L P | 838,624 | $50.17M | 2.5% | $59.82 | $59.82 | — | COM UT LTD PTN | 29273V100 |
| KMI | KINDER MORGAN INC DEL | 1,305,025 | $49.79M | 2.5% | $38.15 * | $20.66 | -1.4% | COM | 49456B101 |
| WMB | WILLIAMS COS INC DEL | 1,512,529 | $49.11M | 2.5% | $32.47 * | $18.03 | -9.1% | COM | 969457100 |
| — | SPECTRA ENERGY CORP | 1,420,660 | $48.96M | 2.5% | $34.46 | $34.46 | — | COM | 847560109 |
| — | NATIONAL GRID PLC | 863,385 | $48.93M | 2.4% | $56.67 | $56.67 | — | SPON ADR NEW | 636274300 |
| SRE | SEMPRA ENERGY | 595,134 | $48.66M | 2.4% | $81.76 * | $27.60 | +1.1% | COM | 816851109 |
| ENB | ENBRIDGE INC | 1,156,551 | $48.66M | 2.4% | $42.07 * | $23.28 | -6.4% | COM | 29250N105 |
| — | TRANSCANADA CORP | 1,123,102 | $48.42M | 2.4% | $43.11 | $43.11 | — | COM | 89353D107 |
| D | DOMINION RES INC VA NEW | 739,659 | $42.03M | 2.1% | $56.82 * | $34.53 | -2.3% | COM | 25746U109 |
| LNG | CHENIERE ENERGY INC | 1,324,692 | $36.77M | 1.8% | $27.76 | $28.08 | -1.1% | COM NEW | 16411R208 |
| OKE | ONEOK INC NEW | 885,329 | $36.57M | 1.8% | $41.31 * | $19.74 | -11.9% | COM | 682680103 |
| NI | NISOURCE INC | 1,191,131 | $34.11M | 1.7% | $28.64 * | $7.81 | -2.5% | COM | 65473P105 |
| PCG | PG&E CORP | 715,055 | $32.7M | 1.6% | $45.73 * | $38.88 | +0.0% | COM | 69331C108 |
| — | AGL RES INC | 640,916 | $27.47M | 1.4% | $42.86 | $42.86 | — | COM | 001204106 |
| ATO | ATMOS ENERGY CORP | 574,362 | $23.58M | 1.2% | $41.06 * | $31.05 | -3.2% | COM | 049560105 |
| CNP | CENTERPOINT ENERGY INC | 974,726 | $22.9M | 1.1% | $23.49 * | $15.27 | -0.7% | COM | 15189T107 |
| — | QUESTAR CORP | 939,115 | $22.4M | 1.1% | $23.85 | $23.85 | — | COM | 748356102 |
| NFG | NATIONAL FUEL GAS CO N J | 342,718 | $19.86M | 1.0% | $57.95 | $60.82 | -4.7% | COM | 636180101 |
| PEG | PUBLIC SVC ENTERPRISE GROUP | 569,790 | $18.61M | 0.9% | $32.66 * | $21.73 | -3.7% | COM | 744573106 |
| ED | CONSOLIDATED EDISON INC | 311,281 | $18.15M | 0.9% | $58.31 * | $37.50 | -2.4% | COM | 209115104 |
| — | PIEDMONT NAT GAS INC | 497,544 | $16.79M | 0.8% | $33.74 | $33.74 | — | COM | 720186105 |
| — | INTEGRYS ENERGY GROUP INC | 256,621 | $15.02M | 0.8% | $58.53 | $58.53 | — | COM | 45822P105 |
| DTE | DTE ENERGY CO | 222,148 | $14.89M | 0.7% | $67.01 * | $38.29 | -2.4% | COM | 233331107 |
| CMS | CMS ENERGY CORP | 539,148 | $14.65M | 0.7% | $27.17 * | $19.06 | -2.9% | COM | 125896100 |
| SWX | SOUTHWEST GAS CORP | 300,023 | $14.04M | 0.7% | $46.79 | $48.72 | -4.0% | COM | 844895102 |
| — | WGL HLDGS INC | 306,487 | $13.25M | 0.7% | $43.22 | $43.22 | — | COM | 92924F106 |
| KBH | KB HOME | 651,400 | $12.79M | 0.6% | $19.63 * | $19.18 | -10.6% | COM | 48666K109 |
| — | JARDEN CORP | 287,750 | $12.59M | 0.6% | $43.75 | $43.75 | — | COM | 471109108 |
| MHK | MOHAWK INDS INC | 110,200 | $12.4M | 0.6% | $112.49 | $112.71 | -0.2% | COM | 608190104 |
| — | PIER 1 IMPORTS INC | 493,700 | $11.6M | 0.6% | $23.49 | $23.49 | — | COM | 720279108 |
| — | BEACON ROOFING SUPPLY INC | 305,000 | $11.55M | 0.6% | $37.88 | $37.88 | — | COM | 073685109 |
| — | CALUMET SPECIALTY PRODS PTNRS | 314,000 | $11.42M | 0.6% | $36.38 | $36.38 | — | UT LTD PARTNER | 131476103 |
| PVH | PVH CORP | 90,700 | $11.34M | 0.6% | $125.05 | $112.68 | +9.0% | COM | 693656100 |
| INTC | INTEL CORP | 459,750 | $11.13M | 0.6% | $24.22 * | $17.18 | +2.9% | COM | 458140100 |
| MDU | MDU RES GROUP INC | 424,607 | $11M | 0.6% | $25.91 * | $6.58 | +2.9% | COM | 552690109 |
| VMI | VALMONT INDS INC | 72,800 | $10.42M | 0.5% | $143.09 | $146.58 | -2.4% | COM | 920253101 |
| XEL | XCEL ENERGY INC | 362,291 | $10.27M | 0.5% | $28.34 * | $19.78 | -4.4% | COM | 98389B100 |
| — | AXIALL CORP | 226,900 | $9.661M | 0.5% | $42.58 | $42.58 | — | COM | 05463D100 |
| EXC | EXELON CORP | 308,381 | $9.523M | 0.5% | $30.88 * | $15.41 | -8.8% | COM | 30161N101 |
| VZ | VERIZON COMMUNICATIONS INC | 187,950 | $9.461M | 0.5% | $50.34 * | $27.04 | -1.3% | COM | 92343V104 |
| — | PAREXEL INTL CORP | 197,000 | $9.05M | 0.5% | $45.94 | $45.94 | — | COM | 699462107 |
| MRK | MERCK & CO INC NEW | 194,200 | $9.021M | 0.5% | $46.45 * | $30.02 | -0.0% | COM | 58933Y105 |
| — | DU PONT E I DE NEMOURS & CO | 171,800 | $9.02M | 0.5% | $52.50 | $52.50 | — | COM | 263534109 |
| UGI | UGI CORP NEW | 229,435 | $8.973M | 0.4% | $39.11 * | $26.32 | -1.0% | COM | 902681105 |
| PFE | PFIZER INC | 319,350 | $8.945M | 0.4% | $28.01 * | $16.46 | -3.5% | COM | 717081103 |
| JNJ | JOHNSON & JOHNSON | 103,350 | $8.874M | 0.4% | $85.86 * | $59.66 | +1.6% | COM | 478160104 |
| — | SOUTH JERSEY INDS INC | 152,485 | $8.754M | 0.4% | $57.41 | $57.41 | — | COM | 838518108 |
| NJR | NEW JERSEY RES | 210,142 | $8.727M | 0.4% | $41.53 * | $14.85 | -7.5% | COM | 646025106 |
| DAL | DELTA AIR LINES INC DEL | 460,100 | $8.608M | 0.4% | $18.71 * | $14.99 | +7.9% | COM NEW | 247361702 |
| AIG | AMERICAN INTL GROUP INC | 192,400 | $8.6M | 0.4% | $44.70 * | $32.51 | +4.2% | COM NEW | 026874784 |
| — | U S G CORP | 372,600 | $8.588M | 0.4% | $23.05 | $23.05 | — | COM NEW | 903293405 |
| — | GEO GROUP INC | 246,193 | $8.358M | 0.4% | $33.95 | $33.95 | — | COM | 36159R103 |
| CVX | CHEVRON CORP NEW | 70,250 | $8.313M | 0.4% | $118.33 * | $71.30 | -1.7% | COM | 166764100 |
| — | COOPER TIRE & RUBR CO | 249,400 | $8.273M | 0.4% | $33.17 | $33.17 | — | COM | 216831107 |
| — | EXTERRAN HLDGS INC | 293,000 | $8.239M | 0.4% | $28.12 | $28.12 | — | COM | 30225X103 |
| T | AT&T INC | 231,900 | $8.209M | 0.4% | $35.40 * | $11.40 | -3.6% | COM | 00206R102 |
| — | LACLEDE GROUP INC | 175,849 | $8.029M | 0.4% | $45.66 | $45.66 | — | COM | 505597104 |
| EQT | EQT CORP | 98,960 | $7.854M | 0.4% | $79.37 * | $37.67 | +5.1% | COM | 26884L109 |
| — | HOLLYFRONTIER CORP | 182,100 | $7.79M | 0.4% | $42.78 | $42.78 | — | COM | 436106108 |
| — | GRACE W R & CO DEL NEW | 91,200 | $7.664M | 0.4% | $84.04 | $84.04 | — | COM | 38388F108 |
| FBP | FIRST BANCORP P R | 1,070,000 | $7.576M | 0.4% | $7.08 * | $5.09 | +13.5% | COM NEW | 318672706 |
| — | SCANA CORP NEW | 153,823 | $7.553M | 0.4% | $49.10 | $49.10 | — | COM | 80589M102 |
| BKU | BANKUNITED INC | 290,000 | $7.543M | 0.4% | $26.01 * | $17.43 | +2.9% | COM | 06652K103 |
| BPOP | POPULAR INC | 245,000 | $7.431M | 0.4% | $30.33 * | $21.82 | +4.9% | COM NEW | 733174700 |
| — | U S AIRWAYS GROUP INC | 450,500 | $7.397M | 0.4% | $16.42 | $16.42 | — | COM | 90341W108 |
| — | STERLING FINL CORP WASH | 310,000 | $7.372M | 0.4% | $23.78 | $23.78 | — | COM NEW | 859319303 |
| MAS | MASCO CORP | 373,900 | $7.287M | 0.4% | $19.49 * | $14.92 | -4.8% | COM | 574599106 |
| ECPG | ENCORE CAP GROUP INC | 220,000 | $7.284M | 0.4% | $33.11 | $31.92 | +3.7% | COM | 292554102 |
| — | STANDARD PAC CORP NEW | 869,000 | $7.239M | 0.4% | $8.33 | $8.33 | — | COM | 85375C101 |
| AOS | SMITH A O | 196,900 | $7.144M | 0.4% | $36.28 * | $15.38 | -2.9% | COM | 831865209 |
| MBI | MBIA INC | 535,000 | $7.121M | 0.4% | $13.31 * | $5.48 | +6.0% | COM | 55262C100 |
| — | FLAGSTAR BANCORP INC | 510,000 | $7.12M | 0.4% | $13.96 | $13.96 | — | COM PAR .001 | 337930705 |
| MTG | MGIC INVT CORP WIS | 1,165,000 | $7.072M | 0.4% | $6.07 | $5.69 | +6.6% | COM | 552848103 |
| — | VECTREN CORP | 208,916 | $7.068M | 0.4% | $33.83 | $33.83 | — | COM | 92240G101 |
| MCHB | HOMESTREET INC | 325,000 | $6.971M | 0.3% | $21.45 | $22.03 | -2.6% | COM | 43785V102 |
| WHR | WHIRLPOOL CORP | 60,300 | $6.896M | 0.3% | $114.36 | $121.27 | -5.7% | COM | 963320106 |
| — | CHEMTURA CORP | 339,600 | $6.894M | 0.3% | $20.30 | $20.30 | — | COM NEW | 163893209 |
| — | NORTHWEST NAT GAS CO | 161,564 | $6.863M | 0.3% | $42.48 | $42.48 | — | COM | 667655104 |
| MTH | MERITAGE HOMES CORP | 157,700 | $6.838M | 0.3% | $43.36 * | $23.34 | -7.1% | COM | 59001A102 |
| — | NATIONSTAR MTG HLDGS INC | 182,000 | $6.814M | 0.3% | $37.44 | $37.44 | — | COM | 63861C109 |
| SNA | SNAP ON INC | 76,100 | $6.802M | 0.3% | $89.38 * | $66.38 | +2.2% | COM | 833034101 |
| — | WISCONSIN ENERGY CORP | 165,460 | $6.782M | 0.3% | $40.99 | $40.99 | — | COM | 976657106 |
| THO | THOR INDS INC | 137,700 | $6.772M | 0.3% | $49.18 * | $31.55 | +20.4% | COM | 885160101 |
| — | OCWEN FINL CORP | 162,000 | $6.678M | 0.3% | $41.22 | $41.22 | — | COM NEW | 675746309 |
| DUK | DUKE ENERGY CORP NEW | 98,837 | $6.671M | 0.3% | $67.49 * | $41.83 | -4.0% | COM NEW | 26441C204 |
| — | GENERAL ELECTRIC CO | 283,650 | $6.578M | 0.3% | $23.19 | $23.19 | — | COM | 369604103 |
| MCD | MCDONALDS CORP | 66,400 | $6.574M | 0.3% | $99.01 * | $71.80 | -0.6% | COM | 580135101 |
| — | SYNOVUS FINL CORP | 2,225,000 | $6.497M | 0.3% | $2.92 | $2.92 | — | COM | 87161C105 |
| GNW | GENWORTH FINL INC | 565,000 | $6.447M | 0.3% | $11.41 | $10.41 | +9.6% | COM CL A | 37247D106 |
| HIFS | HINGHAM INSTN SVGS MASS | 94,000 | $6.381M | 0.3% | $67.88 * | $55.69 | +3.6% | COM | 433323102 |
| PG | PROCTER & GAMBLE CO | 81,650 | $6.286M | 0.3% | $76.99 * | $55.00 | -1.7% | COM | 742718109 |
| JPM | JPMORGAN CHASE & CO. | 118,600 | $6.261M | 0.3% | $52.79 * | $36.24 | +3.9% | COM | 46625H100 |
| FFIC | FLUSHING FINL CORP | 375,000 | $6.169M | 0.3% | $16.45 * | $9.24 | 0.0% | COM | 343873105 |
| — | CABELAS INC | 93,300 | $6.042M | 0.3% | $64.76 | $64.76 | — | COM | 126804301 |
| — | NORTHSTAR RLTY FIN CORP | 660,000 | $6.006M | 0.3% | $9.10 | $9.10 | — | COM | 66704R100 |
| — | NORTHEAST UTILS | 142,475 | $5.987M | 0.3% | $42.02 | $42.02 | — | COM | 664397106 |
| — | WALTER INVT MGMT CORP | 177,000 | $5.984M | 0.3% | $33.81 | $33.81 | — | COM | 93317W102 |
| — | FIFTH & PAC COS INC | 263,600 | $5.889M | 0.3% | $22.34 | $22.34 | — | COM | 316645100 |
| — | HOME LN SERVICING SOLUTIONS | 245,000 | $5.873M | 0.3% | $23.97 | $23.97 | — | ORD SHS | G6648D109 |
| HUN | HUNTSMAN CORP | 351,000 | $5.813M | 0.3% | $16.56 | $18.29 | -9.5% | COM | 447011107 |
| — | KKR FINL HLDGS LLC | 550,000 | $5.803M | 0.3% | $10.55 | $10.55 | — | COM | 48248A306 |
| — | ASTORIA FINL CORP | 535,000 | $5.767M | 0.3% | $10.78 | $10.78 | — | COM | 046265104 |
| — | ENERGEN CORP | 110,192 | $5.759M | 0.3% | $52.26 | $52.26 | — | COM | 29265N108 |
| DDS | DILLARDS INC | 69,900 | $5.73M | 0.3% | $81.97 * | $62.60 | -3.1% | CL A | 254067101 |
| — | HERTZ GLOBAL HOLDINGS INC | 230,800 | $5.724M | 0.3% | $24.80 | $24.80 | — | COM | 42805T105 |
| LAD | LITHIA MTRS INC | 105,500 | $5.624M | 0.3% | $53.31 | $50.23 | +6.1% | CL A | 536797103 |
| FAF | FIRST AMERN FINL CORP | 254,500 | $5.609M | 0.3% | $22.04 * | $16.55 | -10.3% | COM | 31847R102 |
| — | PHH CORP | 275,000 | $5.605M | 0.3% | $20.38 | $20.38 | — | COM NEW | 693320202 |
| — | RAIT FINANCIAL TRUST | 725,000 | $5.452M | 0.3% | $7.52 | $7.52 | — | COM NEW | 749227609 |
| — | CAPITALSOURCE INC | 580,000 | $5.44M | 0.3% | $9.38 | $9.38 | — | COM | 14055X102 |
| CAR | AVIS BUDGET GROUP | 188,900 | $5.431M | 0.3% | $28.75 * | $28.57 | -4.4% | COM | 053774105 |
| BANR | BANNER CORP | 160,000 | $5.406M | 0.3% | $33.79 * | $21.83 | +4.8% | COM NEW | 06652V208 |
| TRS | TRIMAS CORP | 144,600 | $5.391M | 0.3% | $37.28 * | $25.45 | +16.7% | COM NEW | 896215209 |
| — | CHICOS FAS INC | 314,500 | $5.365M | 0.3% | $17.06 | $17.06 | — | COM | 168615102 |
| — | CIGNA CORPORATION | 73,700 | $5.343M | 0.3% | $72.50 | $72.50 | — | COM | 125509109 |
| PZZA | PAPA JOHNS INTL INC | 81,700 | $5.341M | 0.3% | $65.37 * | $25.09 | +2.4% | COM | 698813102 |
| — | UIL HLDG CORP | 139,612 | $5.34M | 0.3% | $38.25 | $38.25 | — | COM | 902748102 |
| GEL | GENESIS ENERGY L P | 100,900 | $5.23M | 0.3% | $51.83 | $51.83 | — | UNIT LTD PARTN | 371927104 |
| LMT | LOCKHEED MARTIN CORP | 48,000 | $5.206M | 0.3% | $108.46 * | $71.65 | +6.9% | COM | 539830109 |
| HD | HOME DEPOT INC | 66,700 | $5.167M | 0.3% | $77.47 * | $56.05 | +3.5% | COM | 437076102 |
| SCI | SERVICE CORP INTL | 286,600 | $5.167M | 0.3% | $18.03 | $17.02 | +5.9% | COM | 817565104 |
| — | RAYTHEON CO | 77,800 | $5.144M | 0.3% | $66.12 | $66.12 | — | COM NEW | 755111507 |
| RDN | RADIAN GROUP INC | 440,000 | $5.113M | 0.3% | $11.62 * | $9.97 | -3.8% | COM | 750236101 |
| GD | GENERAL DYNAMICS CORP | 63,600 | $4.982M | 0.2% | $78.33 * | $56.44 | +5.3% | COM | 369550108 |
| DXPE | DXP ENTERPRISES INC NEW | 74,700 | $4.975M | 0.2% | $66.60 | $64.23 | +3.7% | COM NEW | 233377407 |
| WOR | WORTHINGTON INDS INC | 155,300 | $4.925M | 0.2% | $31.71 * | $20.24 | -3.4% | COM | 981811102 |
| — | STEELCASE INC | 337,500 | $4.921M | 0.2% | $14.58 | $14.58 | — | CL A | 858155203 |
| AMWD | AMERICAN WOODMARK CORP | 141,800 | $4.92M | 0.2% | $34.70 | $34.15 | 0.0% | COM | 030506109 |
| LII | LENNOX INTL INC | 75,800 | $4.892M | 0.2% | $64.54 * | $54.01 | +2.9% | COM | 526107107 |
| UNF | UNIFIRST CORP MASS | 53,500 | $4.882M | 0.2% | $91.25 * | $88.55 | -2.0% | COM | 904708104 |
| WFC | WELLS FARGO & CO NEW | 118,000 | $4.87M | 0.2% | $41.27 * | $27.36 | +6.2% | COM | 949746101 |
| MSFT | MICROSOFT CORP | 140,300 | $4.845M | 0.2% | $34.53 * | $26.70 | +5.8% | COM | 594918104 |
| AVY | AVERY DENNISON CORP | 112,600 | $4.815M | 0.2% | $42.76 * | $33.15 | +0.7% | COM | 053611109 |
| EME | EMCOR GROUP INC | 117,300 | $4.768M | 0.2% | $40.65 * | $36.90 | +3.8% | COM | 29084Q100 |
| — | FORESTAR GROUP INC | 235,000 | $4.714M | 0.2% | $20.06 | $20.06 | — | COM | 346233109 |
| LOW | LOWES COS INC | 115,000 | $4.704M | 0.2% | $40.90 * | $32.16 | +1.7% | COM | 548661107 |
| TRGP | TARGA RES CORP | 71,800 | $4.619M | 0.2% | $64.33 * | $37.51 | -3.0% | COM | 87612G101 |
| — | DREW INDS INC | 117,000 | $4.6M | 0.2% | $39.32 | $39.32 | — | COM NEW | 26168L205 |
| PMT | PENNYMAC MTG INVT TR | 217,000 | $4.568M | 0.2% | $21.05 | $21.05 | — | COM | 70931T103 |
| TTC | TORO CO | 98,300 | $4.464M | 0.2% | $45.41 * | $23.03 | -1.4% | COM | 891092108 |
| STC | STEWART INFORMATION SVCS CORP COM | 170,300 | $4.46M | 0.2% | $26.19 | $27.19 | -3.7% | COM | 860372101 |
| — | MWI VETERINARY SUPPLY INC | 36,000 | $4.437M | 0.2% | $123.25 | $123.25 | — | COM | 55402X105 |
| IOSP | INNOSPEC INC | 109,400 | $4.396M | 0.2% | $40.18 * | $35.20 | -3.7% | COM | 45768S105 |
| COP | CONOCOPHILLIPS | 72,600 | $4.392M | 0.2% | $60.50 * | $39.96 | +0.1% | COM | 20825C104 |
| — | EVERBANK FINL CORP | 265,000 | $4.388M | 0.2% | $16.56 | $16.56 | — | COM | 29977G102 |
| APOG | APOGEE ENTERPRISES INC | 179,937 | $4.318M | 0.2% | $24.00 * | $20.74 | -7.6% | COM | 037598109 |
| — | CATAMARAN CORP | 88,035 | $4.289M | 0.2% | $48.72 | $48.72 | — | COM | 148887102 |
| BKD | BROOKDALE SR LIVING INC | 157,600 | $4.167M | 0.2% | $26.44 | $27.55 | -4.0% | COM | 112463104 |
| — | FIDELITY NATIONAL FINANCIAL | 174,200 | $4.148M | 0.2% | $23.81 | $23.81 | — | CL A | 31620R105 |
| CSL | CARLISLE COS INC | 66,200 | $4.125M | 0.2% | $62.31 * | $55.89 | -4.6% | COM | 142339100 |
| DIN | DINEEQUITY INC | 59,700 | $4.112M | 0.2% | $68.88 * | $41.40 | -1.9% | COM | 254423106 |
| LLY | LILLY ELI & CO | 82,100 | $4.033M | 0.2% | $49.12 * | $42.21 | -9.3% | COM | 532457108 |
| FULT | FULTON FINL CORP PA | 350,000 | $4.018M | 0.2% | $11.48 * | $7.19 | +2.2% | COM | 360271100 |
| SCL | STEPAN CO | 72,200 | $4.015M | 0.2% | $55.61 | $56.48 | -1.5% | COM | 858586100 |
| CGIP | CELADON GROUP INC | 217,400 | $3.968M | 0.2% | $18.25 | $18.16 | 0.0% | COM | 150838100 |
| BC | BRUNSWICK CORP | 123,900 | $3.959M | 0.2% | $31.95 * | $26.84 | -2.0% | COM | 117043109 |
| — | TEAM INC | 100,000 | $3.785M | 0.2% | $37.85 | $37.85 | — | COM | 878155100 |
| — | SCHULMAN A INC | 140,200 | $3.76M | 0.2% | $26.82 | $26.82 | — | COM | 808194104 |
| — | INNERWORKINGS INC | 325,765 | $3.535M | 0.2% | $10.85 | $10.85 | — | COM | 45773Y105 |
| AEE | AMEREN CORP | 101,890 | $3.509M | 0.2% | $34.44 * | $23.26 | -0.6% | COM | 023608102 |
| OCFC | OCEANFIRST FINL CORP | 225,400 | $3.505M | 0.2% | $15.55 * | $9.16 | +9.7% | COM | 675234108 |
| WTFC | WINTRUST FINANCIAL CORP | 90,000 | $3.445M | 0.2% | $38.28 | $36.77 | +4.1% | COM | 97650W108 |
| FCX | FREEPORT-MCMORAN COP & GLD | 123,300 | $3.404M | 0.2% | $27.61 * | $24.45 | -6.1% | COM | 35671D857 |
| TEX | TEREX CORP NEW | 128,900 | $3.39M | 0.2% | $26.30 | $30.88 | -14.8% | COM | 880779103 |
| C | CITIGROUP INC | 70,000 | $3.358M | 0.2% | $47.97 * | $35.76 | -0.2% | COM NEW | 172967424 |
| V | VISA INC | 18,000 | $3.29M | 0.2% | $182.78 * | $40.02 | +4.5% | CL A | 92826C839 |
| BAC | BANK OF AMERICA CORPORATION | 254,000 | $3.266M | 0.2% | $12.86 * | $10.03 | +0.9% | COM | 060505104 |
| — | BLACKSTONE GROUP L P | 155,000 | $3.264M | 0.2% | $21.06 | $21.06 | — | COM UNIT LTD | 09253U108 |
| LNT | ALLIANT ENERGY CORP | 64,492 | $3.252M | 0.2% | $50.42 * | $16.89 | -0.5% | COM | 018802108 |
| RF | REGIONS FINL CORP NEW | 340,000 | $3.24M | 0.2% | $9.53 * | $5.80 | +9.7% | COM | 7591EP100 |
| — | SUNTRUST BKS INC | 102,000 | $3.22M | 0.2% | $31.57 | $31.57 | — | COM | 867914103 |
| PNC | PNC FINL SVCS GROUP INC | 44,000 | $3.208M | 0.2% | $72.91 * | $47.34 | +5.4% | COM | 693475105 |
| — | TIME WARNER CABLE INC | 28,400 | $3.194M | 0.2% | $112.46 | $112.46 | — | COM | 88732J207 |
| — | HEARTLAND PMT SYS INC | 85,000 | $3.166M | 0.2% | $37.25 | $37.25 | — | COM | 42235N108 |
| — | KRAFT FOODS GROUP INC | 56,534 | $3.159M | 0.2% | $55.88 | $55.88 | — | COM | 50076Q106 |
| BMY | BRISTOL MYERS SQUIBB CO | 69,500 | $3.106M | 0.2% | $44.69 * | $28.67 | +3.0% | COM | 110122108 |
| — | DISCOVER FINL SVCS | 65,000 | $3.097M | 0.2% | $47.65 | $47.65 | — | COM | 254709108 |
| — | TECO ENERGY INC | 179,890 | $3.092M | 0.2% | $17.19 | $17.19 | — | COM | 872375100 |
| F | FORD MTR CO DEL | 196,900 | $3.046M | 0.2% | $15.47 * | $7.61 | +8.2% | COM PAR $0.01 | 345370860 |
| — | UNITED FINANCIAL BANCORP INC | 200,294 | $3.034M | 0.2% | $15.15 | $15.15 | — | COM | 91030T109 |
| COF | CAPITAL ONE FINL CORP | 48,000 | $3.015M | 0.2% | $62.81 * | $47.00 | +6.8% | COM | 14040H105 |
| — | ROCKVILLE FINL INC NEW | 230,000 | $3.008M | 0.2% | $13.08 | $13.08 | — | COM | 774188106 |
| WDC | WESTERN DIGITAL CORP | 47,900 | $2.974M | 0.1% | $62.09 * | $35.69 | +7.5% | COM | 958102105 |
| NWE | NORTHWESTERN CORP | 74,398 | $2.968M | 0.1% | $39.89 * | $24.78 | -2.2% | COM NEW | 668074305 |
| GIS | GENERAL MLS INC | 60,800 | $2.951M | 0.1% | $48.54 * | $31.98 | -1.3% | COM | 370334104 |
| MS | MORGAN STANLEY | 120,000 | $2.932M | 0.1% | $24.43 * | $17.33 | +3.1% | COM NEW | 617446448 |
| ADP | AUTOMATIC DATA PROCESSING INC | 42,300 | $2.913M | 0.1% | $68.87 * | $45.09 | +1.8% | COM | 053015103 |
| PEP | PEPSICO INC | 35,300 | $2.887M | 0.1% | $81.78 * | $56.00 | +0.7% | COM | 713448108 |
| WSFS | WSFS FINL CORP | 54,500 | $2.855M | 0.1% | $52.39 * | $16.60 | +5.2% | COM | 929328102 |
| WM | WASTE MGMT INC DEL | 70,600 | $2.847M | 0.1% | $40.33 * | $30.75 | +0.5% | COM | 94106L109 |
| — | KELLOGG CO | 43,700 | $2.807M | 0.1% | $64.23 * | $38.95 | +0.5% | COM | 487836108 |
| — | GLAXOSMITHKLINE PLC | 56,100 | $2.803M | 0.1% | $49.96 | $49.96 | — | SPONSORED ADR | 37733W105 |
| UPS | UNITED PARCEL SERVICE INC | 32,100 | $2.776M | 0.1% | $86.48 * | $55.38 | +1.1% | CL B | 911312106 |
| KMB | KIMBERLY CLARK CORP | 28,500 | $2.768M | 0.1% | $97.12 * | $63.06 | -2.9% | COM | 494368103 |
| SYY | SYSCO CORP | 79,900 | $2.729M | 0.1% | $34.16 * | $24.40 | -0.8% | COM | 871829107 |
| CAG | CONAGRA FOODS INC | 77,500 | $2.707M | 0.1% | $34.93 * | $17.69 | +0.7% | COM | 205887102 |
| — | CIT GROUP INC | 58,000 | $2.705M | 0.1% | $46.64 | $46.64 | — | COM NEW | 125581801 |
| KEY | KEYCORP NEW | 245,000 | $2.705M | 0.1% | $11.04 * | $6.48 | +7.7% | COM | 493267108 |
| BKH | BLACK HILLS CORP | 55,100 | $2.686M | 0.1% | $48.75 * | $30.15 | +4.0% | COM | 092113109 |
| IP | INTL PAPER CO | 60,500 | $2.681M | 0.1% | $44.31 * | $25.91 | -3.9% | COM | 460146103 |
| NSC | NORFOLK SOUTHERN CORP | 36,800 | $2.674M | 0.1% | $72.66 * | $57.67 | -4.6% | COM | 655844108 |
| — | FIRST NIAGARA FINL GP INC | 265,000 | $2.669M | 0.1% | $10.07 | $10.07 | — | COM | 33582V108 |
| MO | ALTRIA GROUP INC | 75,000 | $2.624M | 0.1% | $34.99 * | $16.28 | -1.6% | COM | 02209S103 |
| HBAN | HUNTINGTON BANCSHARES INC | 330,000 | $2.6M | 0.1% | $7.88 * | $4.66 | +6.1% | COM | 446150104 |
| PPL | PPL CORP | 85,035 | $2.573M | 0.1% | $30.26 * | $16.36 | -1.5% | COM | 69351T106 |
| — | DOW CHEM CO | 78,700 | $2.532M | 0.1% | $32.17 | $32.17 | — | COM | 260543103 |
| — | UNILEVER PLC | 62,600 | $2.532M | 0.1% | $40.45 | $40.45 | — | SPON ADR NEW | 904767704 |
| PM | PHILIP MORRIS INTL INC | 29,100 | $2.521M | 0.1% | $86.63 * | $49.85 | -5.9% | COM | 718172109 |
| OPY | OPPENHEIMER HLDGS INC | 131,706 | $2.508M | 0.1% | $19.04 | $18.77 | +1.4% | CL A NON VOTING | 683797104 |
| CPK | CHESAPEAKE UTILS CORP | 48,679 | $2.506M | 0.1% | $51.48 * | $26.98 | -0.6% | COM | 165303108 |
| — | UNILEVER N V | 62,900 | $2.473M | 0.1% | $39.32 | $39.32 | — | N Y SHS NEW | 904784709 |
| WAFD | WASHINGTON FED INC | 130,000 | $2.454M | 0.1% | $18.88 * | $12.07 | +9.9% | COM | 938824109 |
| — | FIRST CONN BANCORP INC MD | 175,000 | $2.436M | 0.1% | $13.92 | $13.92 | — | COM | 319850103 |
| BP | BP PLC | 57,300 | $2.392M | 0.1% | $41.75 | $42.56 | -1.9% | SPONSORED ADR | 055622104 |
| — | TERRITORIAL BANCORP INC | 105,000 | $2.374M | 0.1% | $22.61 | $22.61 | — | COM | 88145X108 |
| NUE | NUCOR CORP | 54,600 | $2.365M | 0.1% | $43.32 * | $32.41 | -1.5% | COM | 670346105 |
| HSBC | HSBC HLDGS PLC | 45,100 | $2.341M | 0.1% | $51.91 | $54.30 | -4.4% | SPON ADR NEW | 404280406 |
| — | ROYAL DUTCH SHELL PLC | 35,200 | $2.333M | 0.1% | $66.28 | $66.28 | — | SPONSORED ADR | 780259107 |
| TBBK | BANCORP INC DEL | 155,000 | $2.323M | 0.1% | $14.99 | $13.53 | +10.8% | COM | 05969A105 |
| BA | BOEING CO | 22,600 | $2.315M | 0.1% | $102.43 * | $80.37 | +8.0% | COM | 097023105 |
| MET | METLIFE INC | 50,000 | $2.288M | 0.1% | $45.76 * | $24.43 | +11.2% | COM | 59156R108 |
| — | TOTAL S A | 46,700 | $2.274M | 0.1% | $48.69 | $48.69 | — | SPONSORED ADR | 89151E109 |
| GS | GOLDMAN SACHS GROUP INC | 15,000 | $2.269M | 0.1% | $151.27 * | $120.06 | -0.6% | COM | 38141G104 |
| GAP | GAP INC DEL | 53,300 | $2.224M | 0.1% | $41.73 * | $26.00 | +6.0% | COM | 364760108 |
| — | AMERICAN CAP LTD | 175,000 | $2.217M | 0.1% | $12.67 | $12.67 | — | COM | 02503Y103 |
| — | CENTURYLINK INC | 62,300 | $2.202M | 0.1% | $35.35 | $35.35 | — | COM | 156700106 |
| KR | KROGER CO | 63,600 | $2.197M | 0.1% | $34.54 * | $13.44 | +1.6% | COM | 501044101 |
| DLTR | DOLLAR TREE INC | 43,200 | $2.196M | 0.1% | $50.83 | $48.73 | +4.3% | COM | 256746108 |
| WU | WESTERN UN CO | 126,500 | $2.164M | 0.1% | $17.11 | $17.11 | — | COM | 959802109 |
| — | VIACOM INC NEW | 31,400 | $2.137M | 0.1% | $68.06 | $68.06 | — | CL B | 92553P201 |
| AVA | AVISTA CORP | 77,972 | $2.107M | 0.1% | $27.02 * | $16.44 | -1.0% | COM | 05379B107 |
| CPB | CAMPBELL SOUP CO | 46,800 | $2.096M | 0.1% | $44.79 * | $30.86 | -1.4% | COM | 134429109 |
| HAL | HALLIBURTON CO | 50,000 | $2.086M | 0.1% | $41.72 * | $33.21 | +0.0% | COM | 406216101 |
| UNP | UNION PAC CORP | 13,400 | $2.067M | 0.1% | $154.25 * | $57.06 | +2.7% | COM | 907818108 |
| — | DIRECTV | 33,500 | $2.064M | 0.1% | $61.61 | $61.61 | — | COM | 25490A309 |
| PCAR | PACCAR INC | 38,200 | $2.05M | 0.1% | $53.66 * | $21.67 | +3.9% | COM | 693718108 |
| — | GRAMERCY PPTY TR INC | 455,000 | $2.048M | 0.1% | $4.50 | $4.50 | — | COM | 38489R100 |
| PRU | PRUDENTIAL FINL INC | 28,000 | $2.045M | 0.1% | $73.04 * | $38.68 | +13.0% | COM | 744320102 |
| — | BED BATH & BEYOND INC | 28,800 | $2.042M | 0.1% | $70.90 | $70.90 | — | COM | 075896100 |
| UNH | UNITEDHEALTH GROUP INC | 30,800 | $2.017M | 0.1% | $65.49 * | $50.75 | +5.6% | COM | 91324P102 |
| KLAC | KLA-TENCOR CORP | 36,000 | $2.006M | 0.1% | $55.72 * | $33.95 | +2.4% | COM | 482480100 |
| SAN | BANCO SANTANDER SA | 310,000 | $2.006M | 0.1% | $6.47 | $7.03 | -8.0% | ADR | 05964H105 |
| — | PORTFOLIO RECOVERY ASSOCS | 13,000 | $1.997M | 0.1% | $153.62 | $153.62 | — | COM | 73640Q105 |
| GDOT | GREEN DOT CORP | 100,000 | $1.995M | 0.1% | $19.95 | $17.58 | +13.5% | CL A | 39304D102 |
| — | TCF FINL CORP | 140,000 | $1.985M | 0.1% | $14.18 | $14.18 | — | COM | 872275102 |
| MMM | 3M CO | 18,100 | $1.979M | 0.1% | $109.34 * | $61.26 | +1.0% | COM | 88579Y101 |
| HCA | HCA HOLDINGS INC | 54,300 | $1.958M | 0.1% | $36.06 * | $35.96 | -6.8% | COM | 40412C101 |
| — | INVESTORS BANCORP INC | 92,000 | $1.939M | 0.1% | $21.08 | $21.08 | — | COM | 46146P102 |
| HP | HELMERICH & PAYNE INC | 30,900 | $1.93M | 0.1% | $62.46 | $61.57 | +1.4% | COM | 423452101 |
| KSS | KOHLS CORP | 38,200 | $1.929M | 0.1% | $50.50 | $49.51 | +2.0% | COM | 500255104 |
| MPC | MARATHON PETE CORP | 27,100 | $1.926M | 0.1% | $71.07 * | $27.55 | -10.8% | COM | 56585A102 |
| — | NORDSTROM INC | 32,100 | $1.924M | 0.1% | $59.94 | $59.94 | — | COM | 655664100 |
| — | MARATHON OIL CORP | 55,500 | $1.919M | 0.1% | $34.58 | $34.58 | — | COM | 565849106 |
| PH | PARKER HANNIFIN CORP | 20,100 | $1.918M | 0.1% | $95.42 * | $75.97 | +2.0% | COM | 701094104 |
| CAH | CARDINAL HEALTH INC | 40,000 | $1.888M | 0.1% | $47.20 * | $32.61 | +4.0% | COM | 14149Y108 |
| — | ROCKWELL COLLINS INC | 29,600 | $1.877M | 0.1% | $63.41 | $63.41 | — | COM | 774341101 |
| AXP | AMERICAN EXPRESS CO | 25,000 | $1.869M | 0.1% | $74.76 * | $59.62 | +5.1% | COM | 025816109 |
| AAP | ADVANCE AUTO PARTS INC | 23,000 | $1.867M | 0.1% | $81.17 * | $72.11 | -1.9% | COM | 00751Y106 |
| — | SUSQUEHANNA BANCSHARES INC | 145,000 | $1.863M | 0.1% | $12.85 | $12.85 | — | COM | 869099101 |
| — | HEWLETT PACKARD CO | 73,950 | $1.834M | 0.1% | $24.80 | $24.80 | — | COM | 428236103 |
| — | FOOT LOCKER INC | 51,400 | $1.806M | 0.1% | $35.14 | $35.14 | — | COM | 344849104 |
| BAX | BAXTER INTL INC | 25,575 | $1.772M | 0.1% | $69.29 * | $30.42 | -1.3% | COM | 071813109 |
| NEM | NEWMONT MINING CORP | 58,600 | $1.755M | 0.1% | $29.95 * | $25.34 | -10.1% | COM | 651639106 |
| FLR | FLUOR CORP NEW | 29,400 | $1.744M | 0.1% | $59.32 * | $53.56 | -2.2% | COM | 343412102 |
| FHN | FIRST HORIZON NATL CORP | 155,000 | $1.736M | 0.1% | $11.20 * | $7.41 | +4.0% | COM | 320517105 |
| FITB | FIFTH THIRD BANCORP | 96,000 | $1.733M | 0.1% | $18.05 * | $11.47 | +4.3% | COM | 316773100 |
| — | DR PEPPER SNAPPLE GROUP INC | 37,700 | $1.732M | 0.1% | $45.94 | $45.94 | — | COM | 26138E109 |
| CMI | CUMMINS INC | 15,900 | $1.725M | 0.1% | $108.49 * | $81.53 | -4.2% | COM | 231021106 |
| XOM | EXXON MOBIL CORP | 18,900 | $1.708M | 0.1% | $90.37 * | $53.69 | +0.7% | COM | 30231G102 |
| — | PRIVATEBANCORP INC | 80,000 | $1.697M | 0.1% | $21.21 | $21.21 | — | COM | 742962103 |
| — | BROOKLINE BANCORP INC DEL | 195,000 | $1.693M | 0.1% | $8.68 | $8.68 | — | COM | 11373M107 |
| — | ARCELORMITTAL SA LUXEMBOURG | 146,700 | $1.643M | 0.1% | $11.20 | $11.20 | — | NY REGISTRY SH | 03938L104 |
| TRV | TRAVELERS COMPANIES INC | 20,000 | $1.598M | 0.1% | $79.90 * | $63.44 | -4.5% | COM | 89417E109 |
| DE | DEERE & CO | 19,600 | $1.593M | 0.1% | $81.28 * | $68.04 | -5.4% | COM | 244199105 |
| — | FAMILY DLR STORES INC | 25,400 | $1.583M | 0.1% | $62.32 | $62.32 | — | COM | 307000109 |
| CAT | CATERPILLAR INC DEL | 19,000 | $1.567M | 0.1% | $82.47 * | $61.55 | -2.9% | COM | 149123101 |
| — | CAPITAL BK FINL CORP | 80,000 | $1.519M | 0.1% | $18.99 | $18.99 | — | COM | 139794101 |
| INDB | INDEPENDENT BANK CORP MASS | 40,000 | $1.38M | 0.1% | $34.50 * | $22.67 | +8.0% | COM | 453836108 |
| UTL | UNITIL CORP | 47,126 | $1.361M | 0.1% | $28.88 | $29.13 | -0.9% | COM | 913259107 |
| — | JOY GLOBAL INC | 27,800 | $1.349M | 0.1% | $48.53 | $48.53 | — | COM | 481165108 |
| MGEE | MGE ENERGY INC | 24,017 | $1.315M | 0.1% | $54.75 * | $27.48 | +0.2% | COM | 55277P104 |
| PIPR | PIPER JAFFRAY COS | 40,000 | $1.264M | 0.1% | $31.60 | $33.63 | -6.0% | COM | 724078100 |
| — | COWEN GROUP INC NEW | 425,000 | $1.233M | 0.1% | $2.90 | $2.90 | — | CL A | 223622101 |
| — | PEPCO HOLDINGS INC | 57,604 | $1.161M | 0.1% | $20.15 | $20.15 | — | COM | 713291102 |
| USB | US BANCORP DEL | 30,000 | $1.085M | 0.1% | $36.17 * | $22.41 | +6.0% | COM NEW | 902973304 |
| — | NV ENERGY INC | 41,450 | $972K | 0.0% | $23.45 | $23.45 | — | COM | 67073Y106 |
| — | DELTA NAT GAS INC | 43,993 | $935K | 0.0% | $21.25 | $21.25 | — | COM | 247748106 |
| CSCO | CISCO SYS INC | 36,530 | $888K | 0.0% | $24.31 * | $15.24 | +8.2% | COM | 17275R102 |
| — | UNS ENERGY CORP | 17,880 | $800K | 0.0% | $44.74 | $44.74 | — | COM | 903119105 |
| RGCO | RGC RES INC | 33,410 | $677K | 0.0% | $20.26 * | $13.46 | +0.3% | COM | 74955L103 |
| — | SWS GROUP INC | 114,136 | $622K | 0.0% | $5.45 | $5.45 | — | COM | 78503N107 |
| — | EMPIRE DIST ELEC CO | 20,500 | $457K | 0.0% | $22.29 | $22.29 | — | COM | 291641108 |
| — | MONEYGRAM INTL INC | 20,000 | $453K | 0.0% | $22.65 | $22.65 | — | COM NEW | 60935Y208 |
| — | GAS NAT INC | 35,842 | $369K | 0.0% | $10.30 | $10.30 | — | COM | 367204104 |
| — | CORNING NAT GAS CORP | 15,135 | $255K | 0.0% | $16.85 | $16.85 | — | COM | 219381100 |