CIK: 0001145255 · Show all filings
Period: Q3 2013 (← Previous) (Next →)
Filing Date: Oct 30, 2013
Total Value ($000): $2,210,429 (100.0% shares, 0.0% debt)
| Ticker | Issuer | Shares | Value ($000) | % | Est. Cost | Unrealized | Class | CUSIP |
|---|---|---|---|---|---|---|---|---|
| LNG | CHENIERE ENERGY INC | 1,651,617 | $56,386 | 2.6% | $28.40 | +4.5% | COM NEW | 16411R208 |
| ET | ENERGY TRANSFER EQUITY L P | 848,704 | $55,828 | 2.5% | $59.89 | — | COM UT LTD PTN | 29273V100 |
| — | SPECTRA ENERGY CORP | 1,593,615 | $54,549 | 2.5% | $34.44 | — | COM | 847560109 |
| — | NATIONAL GRID PLC | 911,698 | $53,836 | 2.4% | $56.80 | — | SPON ADR NEW | 636274300 |
| KMI | KINDER MORGAN INC DEL | 1,511,225 | $53,754 | 2.4% | $20.60 | -2.0% | COM | 49456B101 |
| — | TRANSCANADA CORP | 1,214,827 | $53,379 | 2.4% | $43.17 | — | COM | 89353D107 |
| SRE | SEMPRA ENERGY | 619,440 | $53,024 | 2.4% | $27.65 | +4.8% | COM | 816851109 |
| D | DOMINION RES INC VA NEW | 845,596 | $52,833 | 2.4% | $34.63 | +2.0% | COM | 25746U109 |
| ENB | ENBRIDGE INC | 1,245,348 | $51,981 | 2.4% | $23.20 | -4.5% | COM | 29250N105 |
| WMB | WILLIAMS COS INC DEL | 1,343,825 | $48,861 | 2.2% | $18.03 | -1.7% | COM | 969457100 |
| OKE | ONEOK INC NEW | 916,315 | $48,858 | 2.2% | $19.78 | +6.1% | COM | 682680103 |
| NI | NISOURCE INC | 1,348,631 | $41,659 | 1.9% | $7.84 | +2.8% | COM | 65473P105 |
| — | AGL RES INC | 681,416 | $31,366 | 1.4% | $43.05 | — | COM | 001204106 |
| PCG | PG&E CORP | 747,799 | $30,600 | 1.4% | $38.80 | -4.7% | COM | 69331C108 |
| ATO | ATMOS ENERGY CORP | 652,262 | $27,780 | 1.3% | $31.05 | -0.1% | COM | 049560105 |
| CNP | CENTERPOINT ENERGY INC | 1,104,226 | $26,468 | 1.2% | $15.29 | +1.0% | COM | 15189T107 |
| NFG | NATIONAL FUEL GAS CO N J | 328,724 | $22,603 | 1.0% | $60.82 | +6.9% | COM | 636180101 |
| PEG | PUBLIC SVC ENTERPRISE GROUP | 664,790 | $21,892 | 1.0% | $21.67 | -1.8% | COM | 744573106 |
| — | QUESTAR CORP | 949,115 | $21,346 | 1.0% | $23.84 | — | COM | 748356102 |
| ED | CONSOLIDATED EDISON INC | 331,886 | $18,300 | 0.8% | $37.43 | -2.8% | COM | 209115104 |
| — | PIEDMONT NAT GAS INC | 522,566 | $17,182 | 0.8% | $33.70 | — | COM | 720186105 |
| SWX | SOUTHWEST GAS CORP | 306,423 | $15,321 | 0.7% | $48.71 | -0.4% | COM | 844895102 |
| — | INTEGRYS ENERGY GROUP INC | 273,988 | $15,313 | 0.7% | $58.36 | — | COM | 45822P105 |
| GNW | GENWORTH FINL INC | 1,132,300 | $14,482 | 0.7% | $11.48 | +9.2% | COM CL A | 37247D106 |
| CMS | CMS ENERGY CORP | 539,148 | $14,190 | 0.6% | $19.06 | -2.3% | COM | 125896100 |
| LAD | LITHIA MTRS INC | 192,800 | $14,067 | 0.6% | $57.09 | +14.5% | CL A | 536797103 |
| PPL | PPL CORP | 455,035 | $13,824 | 0.6% | $16.43 | +0.1% | COM | 69351T106 |
| — | WGL HLDGS INC | 306,487 | $13,090 | 0.6% | $43.22 | — | COM | 92924F106 |
| MDU | MDU RES GROUP INC | 449,607 | $12,576 | 0.6% | $6.62 | +9.7% | COM | 552690109 |
| CAR | AVIS BUDGET GROUP | 416,600 | $12,011 | 0.5% | $28.48 | -0.3% | COM | 053774105 |
| DTE | DTE ENERGY CO | 180,454 | $11,906 | 0.5% | $38.29 | -0.6% | COM | 233331107 |
| BC | BRUNSWICK CORP | 285,000 | $11,374 | 0.5% | $28.93 | +5.6% | COM | 117043109 |
| INTC | INTEL CORP | 463,850 | $10,631 | 0.5% | $17.18 | -1.6% | COM | 458140100 |
| DAL | DELTA AIR LINES INC DEL | 443,600 | $10,465 | 0.5% | $14.99 | +20.4% | COM NEW | 247361702 |
| — | NATIONSTAR MTG HLDGS INC | 185,000 | $10,403 | 0.5% | $37.74 | — | COM | 63861C109 |
| XEL | XCEL ENERGY INC | 368,899 | $10,185 | 0.5% | $19.76 | -3.3% | COM | 98389B100 |
| — | DU PONT E I DE NEMOURS & CO | 170,600 | $9,990 | 0.5% | $52.50 | — | COM | 263534109 |
| BKU | BANKUNITED INC | 320,000 | $9,981 | 0.5% | $17.74 | +16.6% | COM | 06652K103 |
| ECPG | ENCORE CAP GROUP INC | 215,000 | $9,860 | 0.4% | $31.92 | +27.0% | COM | 292554102 |
| — | OCWEN FINL CORP | 175,000 | $9,760 | 0.4% | $42.30 | — | COM NEW | 675746309 |
| EXC | EXELON CORP | 328,381 | $9,733 | 0.4% | $15.32 | -8.4% | COM | 30161N101 |
| — | LACLEDE GROUP INC | 214,833 | $9,667 | 0.4% | $45.54 | — | COM | 505597104 |
| AIG | AMERICAN INTL GROUP INC | 197,900 | $9,624 | 0.4% | $32.60 | +10.5% | COM NEW | 026874784 |
| CVX | CHEVRON CORP NEW | 78,800 | $9,574 | 0.4% | $71.49 | +2.2% | COM | 166764100 |
| BANR | BANNER CORP | 250,000 | $9,540 | 0.4% | $22.82 | +7.7% | COM NEW | 06652V208 |
| NJR | NEW JERSEY RES | 215,142 | $9,477 | 0.4% | $14.84 | -2.2% | COM | 646025106 |
| MRK | MERCK & CO INC NEW | 190,300 | $9,060 | 0.4% | $30.02 | +3.2% | COM | 58933Y105 |
| PFE | PFIZER INC | 306,050 | $8,787 | 0.4% | $16.46 | -0.6% | COM | 717081103 |
| EQT | EQT CORP | 98,960 | $8,780 | 0.4% | $37.67 | +12.9% | COM | 26884L109 |
| — | WALTER INVT MGMT CORP | 220,000 | $8,699 | 0.4% | $34.93 | — | COM | 93317W102 |
| — | SOUTH JERSEY INDS INC | 148,485 | $8,698 | 0.4% | $57.41 | — | COM | 838518108 |
| VZ | VERIZON COMMUNICATIONS INC | 185,800 | $8,669 | 0.4% | $27.04 | -3.4% | COM | 92343V104 |
| MTG | MGIC INVT CORP WIS | 1,187,000 | $8,641 | 0.4% | $5.72 | +24.1% | COM | 552848103 |
| MCHB | HOMESTREET INC | 445,000 | $8,589 | 0.4% | $21.71 | -3.9% | COM | 43785V102 |
| T | AT&T INC | 246,750 | $8,345 | 0.4% | $11.37 | -3.6% | COM | 00206R102 |
| BPOP | POPULAR INC | 315,000 | $8,262 | 0.4% | $22.24 | +6.7% | COM NEW | 733174700 |
| MCD | MCDONALDS CORP | 85,850 | $8,260 | 0.4% | $71.51 | -1.4% | COM | 580135101 |
| — | STERLING FINL CORP WASH | 285,000 | $8,165 | 0.4% | $23.78 | — | COM NEW | 859319303 |
| — | SCANA CORP NEW | 176,466 | $8,124 | 0.4% | $48.71 | — | COM | 80589M102 |
| RDN | RADIAN GROUP INC | 580,000 | $8,079 | 0.4% | $10.23 | +7.8% | COM | 750236101 |
| — | PHH CORP | 335,000 | $7,953 | 0.4% | $20.98 | — | COM NEW | 693320202 |
| — | ASTORIA FINL CORP | 635,000 | $7,899 | 0.4% | $11.04 | — | COM | 046265104 |
| — | SYNOVUS FINL CORP | 2,330,000 | $7,689 | 0.3% | $2.94 | — | COM | 87161C105 |
| — | FLAGSTAR BANCORP INC | 520,000 | $7,675 | 0.3% | $13.98 | — | COM PAR .001 | 337930705 |
| WTFC | WINTRUST FINL CORP | 185,000 | $7,598 | 0.3% | $38.76 | +4.9% | COM | 97650W108 |
| FFIC | FLUSHING FINL CORP | 410,000 | $7,565 | 0.3% | $9.38 | +16.1% | COM | 343873105 |
| — | NORTHSTAR RLTY FIN CORP | 780,000 | $7,238 | 0.3% | $9.13 | — | COM | 66704R100 |
| — | ENERGEN CORP | 94,492 | $7,218 | 0.3% | $52.26 | — | COM | 29265N108 |
| — | NORTHWEST NAT GAS CO | 171,564 | $7,202 | 0.3% | $42.45 | — | COM | 667655104 |
| — | WISCONSIN ENERGY CORP | 177,460 | $7,166 | 0.3% | $40.95 | — | COM | 976657106 |
| — | GENERAL ELECTRIC CO | 296,400 | $7,081 | 0.3% | $23.22 | — | COM | 369604103 |
| — | VECTREN CORP | 208,916 | $6,967 | 0.3% | $33.83 | — | COM | 92240G101 |
| — | SUNPOWER CORP | 258,900 | $6,773 | 0.3% | $26.16 | — | COM | 867652406 |
| — | SKECHERS U S A INC | 217,200 | $6,757 | 0.3% | $31.11 | — | CL A | 830566105 |
| DUK | DUKE ENERGY CORP NEW | 100,837 | $6,734 | 0.3% | $41.81 | -2.3% | COM NEW | 26441C204 |
| — | SWIFT TRANSN CO | 332,100 | $6,705 | 0.3% | $20.19 | — | CL A | 87074U101 |
| UHS | UNIVERSAL HLTH SVCS INC | 88,700 | $6,652 | 0.3% | $66.39 | 0.0% | CL B | 913903100 |
| — | OMNICARE INC | 119,700 | $6,643 | 0.3% | $55.50 | — | COM | 681904108 |
| OSK | OSHKOSH CORP | 135,500 | $6,637 | 0.3% | $36.85 | 0.0% | COM | 688239201 |
| WEN | WENDYS CO | 778,000 | $6,597 | 0.3% | $7.50 | 0.0% | COM | 95058W100 |
| — | AMERICAN EQTY INVT LIFE HLD | 310,400 | $6,587 | 0.3% | $21.22 | — | COM | 025676206 |
| HII | HUNTINGTON INGALLS INDS INC | 97,700 | $6,585 | 0.3% | $51.34 | 0.0% | COM | 446413106 |
| PPC | PILGRIMS PRIDE CORP NEW | 392,200 | $6,585 | 0.3% | $16.49 | 0.0% | COM | 72147K108 |
| — | COMPUTER SCIENCES CORP | 127,200 | $6,581 | 0.3% | $51.74 | — | COM | 205363104 |
| JNJ | JOHNSON & JOHNSON | 75,900 | $6,580 | 0.3% | $59.66 | +6.5% | COM | 478160104 |
| VC | VISTEON CORP | 86,900 | $6,573 | 0.3% | $40.07 | 0.0% | COM NEW | 92839U206 |
| HIFS | HINGHAM INSTN SVGS MASS | 94,000 | $6,572 | 0.3% | $55.69 | +6.5% | COM | 433323102 |
| — | TENNECO INC | 129,800 | $6,555 | 0.3% | $50.50 | — | COM | 880349105 |
| GT | GOODYEAR TIRE & RUBR CO | 291,600 | $6,546 | 0.3% | $19.14 | 0.0% | COM | 382550101 |
| CBRL | CRACKER BARREL OLD CTRY STORE | 63,400 | $6,545 | 0.3% | $59.07 | 0.0% | COM | 22410J106 |
| — | ALLIANT TECHSYSTEMS INC | 67,000 | $6,537 | 0.3% | $97.57 | — | COM | 018804104 |
| LEA | LEAR CORP | 91,100 | $6,520 | 0.3% | $56.05 | 0.0% | COM NEW | 521865204 |
| — | ITT CORP NEW | 181,100 | $6,511 | 0.3% | $35.95 | — | COM | 450911201 |
| CIEN | CIENA CORP | 260,500 | $6,507 | 0.3% | $22.53 | 0.0% | COM NEW | 171779309 |
| — | HANESBRANDS INC | 104,300 | $6,499 | 0.3% | $62.31 | — | COM | 410345102 |
| DCH | AMERICAN AXLE & MFG HLDGS INC | 329,300 | $6,494 | 0.3% | $19.72 | 0.0% | COM | 024061103 |
| — | AMTRUST FINL SVCS INC | 166,100 | $6,488 | 0.3% | $39.06 | — | COM | 032359309 |
| — | SAFEWAY INC | 202,500 | $6,478 | 0.3% | $31.99 | — | COM NEW | 786514208 |
| FLO | FLOWERS FOODS INC | 300,300 | $6,438 | 0.3% | $14.27 | 0.0% | COM | 343498101 |
| UGI | UGI CORP NEW | 164,435 | $6,434 | 0.3% | $26.32 | +1.8% | COM NEW | 902681105 |
| ALK | ALASKA AIR GROUP INC | 102,600 | $6,425 | 0.3% | $26.91 | 0.0% | COM | 011659109 |
| — | URS CORP NEW | 118,900 | $6,391 | 0.3% | $53.75 | — | COM | 903236107 |
| — | FIFTH & PAC COS INC | 253,500 | $6,370 | 0.3% | $22.34 | — | COM | 316645100 |
| — | KKR FINL HLDGS LLC | 610,000 | $6,301 | 0.3% | $10.53 | — | COM | 48248A306 |
| FBP | FIRST BANCORP P R | 1,105,000 | $6,276 | 0.3% | $5.11 | +12.9% | COM NEW | 318672706 |
| LMT | LOCKHEED MARTIN CORP | 47,500 | $6,059 | 0.3% | $71.65 | +20.1% | COM | 539830109 |
| — | RAYTHEON CO | 77,000 | $5,934 | 0.3% | $66.12 | — | COM NEW | 755111507 |
| PG | PROCTER & GAMBLE CO | 77,400 | $5,851 | 0.3% | $55.00 | +2.2% | COM | 742718109 |
| TBBK | BANCORP INC DEL | 330,000 | $5,848 | 0.3% | $14.96 | +8.4% | COM | 05969A105 |
| MBI | MBIA INC | 570,000 | $5,831 | 0.3% | $5.48 | +0.2% | COM | 55262C100 |
| DXPE | DXP ENTERPRISES INC NEW | 71,800 | $5,670 | 0.3% | $64.23 | +9.9% | COM NEW | 233377407 |
| PMT | PENNYMAC MTG INVT TR | 250,000 | $5,670 | 0.3% | $21.27 | — | COM | 70931T103 |
| — | CABELAS INC | 89,800 | $5,660 | 0.3% | $64.76 | — | COM | 126804301 |
| BRK/A | BERKSHIRE HATHAWAY INC | 33 | $5,624 | 0.3% | $173021.84 | 0.0% | CL A | 084670108 |
| — | CAPITALSOURCE INC | 470,000 | $5,584 | 0.3% | $9.38 | — | COM | 14055X102 |
| WAFD | WASHINGTON FED INC | 270,000 | $5,584 | 0.3% | $13.59 | +10.4% | COM | 938824109 |
| WFC | WELLS FARGO & CO NEW | 133,000 | $5,496 | 0.2% | $27.68 | +9.1% | COM | 949746101 |
| GD | GENERAL DYNAMICS CORP | 62,800 | $5,496 | 0.2% | $56.44 | +15.0% | COM | 369550108 |
| PZZA | PAPA JOHNS INTL INC | 78,500 | $5,486 | 0.2% | $25.09 | +8.3% | COM | 698813102 |
| LII | LENNOX INTL INC | 72,900 | $5,486 | 0.2% | $54.01 | +12.6% | COM | 526107107 |
| — | CIGNA CORPORATION | 70,900 | $5,449 | 0.2% | $72.50 | — | COM | 125509109 |
| — | STEELCASE INC | 324,600 | $5,395 | 0.2% | $14.58 | — | CL A | 858155203 |
| UNF | UNIFIRST CORP MASS | 51,400 | $5,367 | 0.2% | $88.55 | +6.1% | COM | 904708104 |
| LOW | LOWES COS INC | 110,600 | $5,266 | 0.2% | $32.16 | +13.2% | COM | 548661107 |
| — | NORTHEAST UTILS | 127,475 | $5,258 | 0.2% | $42.02 | — | COM | 664397106 |
| STC | STEWART INFORMATION SVCS CORP | 163,800 | $5,240 | 0.2% | $27.19 | +12.5% | COM | 860372101 |
| — | RAIT FINANCIAL TRUST | 740,000 | $5,239 | 0.2% | $7.51 | — | COM NEW | 749227609 |
| — | JARDEN CORP | 108,200 | $5,237 | 0.2% | $43.75 | — | COM | 471109108 |
| MHK | MOHAWK INDS INC | 40,200 | $5,236 | 0.2% | $112.71 | +8.2% | COM | 608190104 |
| KBH | KB HOME | 290,000 | $5,226 | 0.2% | $19.18 | -20.2% | COM | 48666K109 |
| TRS | TRIMAS CORP | 139,100 | $5,188 | 0.2% | $25.45 | +17.0% | COM NEW | 896215209 |
| — | UIL HLDG CORP | 139,433 | $5,184 | 0.2% | $38.25 | — | COM | 902748102 |
| — | MWI VETERINARY SUPPLY INC | 34,600 | $5,168 | 0.2% | $123.25 | — | COM | 55402X105 |
| WOR | WORTHINGTON INDS INC | 149,400 | $5,144 | 0.2% | $20.24 | +5.8% | COM | 981811102 |
| TTC | TORO CO | 94,500 | $5,136 | 0.2% | $23.03 | +10.3% | COM | 891092108 |
| APOG | APOGEE ENTERPRISES INC | 173,037 | $5,136 | 0.2% | $20.74 | +6.6% | COM | 037598109 |
| SCI | SERVICE CORP INTL | 275,600 | $5,132 | 0.2% | $17.02 | +9.3% | COM | 817565104 |
| — | DREW INDS INC | 112,600 | $5,128 | 0.2% | $39.32 | — | COM NEW | 26168L205 |
| — | HOME LN SERVICING SOLUTIONS | 230,000 | $5,062 | 0.2% | $23.97 | — | ORD SHS | G6648D109 |
| TRGP | TARGA RES CORP | 69,000 | $5,034 | 0.2% | $37.51 | +4.7% | COM | 87612G101 |
| COP | CONOCOPHILLIPS | 71,700 | $4,984 | 0.2% | $39.96 | +11.3% | COM | 20825C104 |
| — | HERTZ GLOBAL HOLDINGS INC | 221,900 | $4,917 | 0.2% | $24.80 | — | COM | 42805T105 |
| IOSP | INNOSPEC INC | 105,200 | $4,909 | 0.2% | $35.20 | +3.3% | COM | 45768S105 |
| HD | HOME DEPOT INC | 64,100 | $4,862 | 0.2% | $56.05 | +3.2% | COM | 437076102 |
| GEL | GENESIS ENERGY L P | 97,100 | $4,862 | 0.2% | $51.83 | — | UNIT LTD PARTN | 371927104 |
| JPM | JPMORGAN CHASE & CO. | 92,850 | $4,799 | 0.2% | $36.24 | +6.3% | COM | 46625H100 |
| AMWD | AMERICAN WOODMARK CORP | 136,400 | $4,726 | 0.2% | $34.15 | +4.8% | COM | 030506109 |
| AVY | AVERY DENNISON CORP | 108,300 | $4,713 | 0.2% | $33.15 | +4.6% | COM | 053611109 |
| MSFT | MICROSOFT CORP | 140,300 | $4,673 | 0.2% | $26.70 | +1.1% | COM | 594918104 |
| — | FORESTAR GROUP INC | 215,000 | $4,629 | 0.2% | $20.06 | — | COM | 346233109 |
| AEE | AMEREN CORP | 129,890 | $4,525 | 0.2% | $23.27 | +0.3% | COM | 023608102 |
| CSL | CARLISLE COS INC | 63,700 | $4,477 | 0.2% | $55.89 | +3.4% | COM | 142339100 |
| — | FIDELITY NATIONAL FINANCIAL | 167,500 | $4,456 | 0.2% | $23.81 | — | CL A | 31620R105 |
| EME | EMCOR GROUP INC | 112,800 | $4,414 | 0.2% | $36.90 | +3.6% | COM | 29084Q100 |
| PVH | PVH CORP | 36,100 | $4,285 | 0.2% | $112.68 | +11.9% | COM | 693656100 |
| FULT | FULTON FINL CORP PA | 365,000 | $4,263 | 0.2% | $7.21 | +8.2% | COM | 360271100 |
| TEX | TEREX CORP NEW | 124,000 | $4,166 | 0.2% | $30.88 | -1.8% | COM | 880779103 |
| — | BEACON ROOFING SUPPLY INC | 112,600 | $4,152 | 0.2% | $37.88 | — | COM | 073685109 |
| — | DISCOVER FINL SVCS | 82,000 | $4,144 | 0.2% | $48.25 | — | COM | 254709108 |
| COF | CAPITAL ONE FINL CORP | 60,000 | $4,124 | 0.2% | $48.39 | +11.5% | COM | 14040H105 |
| C | CITIGROUP INC | 85,000 | $4,123 | 0.2% | $36.09 | +4.2% | COM NEW | 172967424 |
| — | SUNTRUST BKS INC | 127,000 | $4,117 | 0.2% | $31.74 | — | COM | 867914103 |
| LLY | LILLY ELI & CO | 81,000 | $4,077 | 0.2% | $42.21 | -2.9% | COM | 532457108 |
| — | U S G CORP | 142,200 | $4,064 | 0.2% | $23.05 | — | COM NEW | 903293405 |
| FCX | FREEPORT-MCMORAN COPPER & GOLD | 121,700 | $4,026 | 0.2% | $24.45 | +5.0% | COM | 35671D857 |
| BAC | BANK OF AMERICA CORPORATION | 291,000 | $4,016 | 0.2% | $10.18 | +10.4% | COM | 060505104 |
| V | VISA INC | 21,000 | $4,013 | 0.2% | $40.35 | +4.9% | CL A | 92826C839 |
| SCL | STEPAN CO | 69,400 | $4,006 | 0.2% | $56.48 | +2.5% | COM | 858586100 |
| BKD | BROOKDALE SR LIVING INC | 151,600 | $3,987 | 0.2% | $27.55 | -0.5% | COM | 112463104 |
| — | SCHULMAN A INC | 134,800 | $3,971 | 0.2% | $26.82 | — | COM | 808194104 |
| DIN | DINEEQUITY INC | 57,400 | $3,961 | 0.2% | $41.40 | -2.0% | COM | 254423106 |
| PNC | PNC FINL SVCS GROUP INC | 54,000 | $3,912 | 0.2% | $48.08 | +6.8% | COM | 693475105 |
| CGIP | CELADON GROUP INC | 209,100 | $3,904 | 0.2% | $18.16 | +1.8% | COM | 150838100 |
| OCFC | OCEANFIRST FINL CORP | 230,400 | $3,896 | 0.2% | $9.20 | +19.2% | COM | 675234108 |
| — | CIT GROUP INC | 79,000 | $3,853 | 0.2% | $47.21 | — | COM NEW | 125581801 |
| — | CAPITAL BK FINL CORP | 175,000 | $3,841 | 0.2% | $20.59 | — | COM | 139794101 |
| MA | MASTERCARD INC | 5,700 | $3,835 | 0.2% | $58.30 | 0.0% | CL A | 57636Q104 |
| — | TEAM INC | 96,200 | $3,824 | 0.2% | $37.85 | — | COM | 878155100 |
| MET | METLIFE INC | 81,000 | $3,803 | 0.2% | $26.10 | +10.3% | COM | 59156R108 |
| VMI | VALMONT INDS INC | 27,200 | $3,778 | 0.2% | $146.58 | -2.5% | COM | 920253101 |
| MS | MORGAN STANLEY | 140,000 | $3,773 | 0.2% | $17.66 | +11.2% | COM NEW | 617446448 |
| — | PIER 1 IMPORTS INC | 192,400 | $3,756 | 0.2% | $23.49 | — | COM | 720279108 |
| RF | REGIONS FINL CORP NEW | 405,000 | $3,750 | 0.2% | $5.92 | +10.5% | COM | 7591EP100 |
| — | CATAMARAN CORP | 80,700 | $3,708 | 0.2% | $48.72 | — | COM | 148887102 |
| NWE | NORTHWESTERN CORP | 80,398 | $3,611 | 0.2% | $24.83 | +2.5% | COM NEW | 668074305 |
| — | BLACKSTONE GROUP L P | 145,000 | $3,609 | 0.2% | $21.06 | — | COM UNIT LTD | 09253U108 |
| GDOT | GREEN DOT CORP | 135,000 | $3,555 | 0.2% | $19.01 | +21.6% | CL A | 39304D102 |
| FITB | FIFTH THIRD BANCORP | 191,000 | $3,446 | 0.2% | $11.97 | +4.2% | COM | 316773100 |
| — | EVERBANK FINL CORP | 230,000 | $3,445 | 0.2% | $16.56 | — | COM | 29977G102 |
| — | TECO ENERGY INC | 206,736 | $3,419 | 0.2% | $17.10 | — | COM | 872375100 |
| TRV | TRAVELERS COMPANIES INC | 40,000 | $3,391 | 0.2% | $63.11 | -0.5% | COM | 89417E109 |
| F | FORD MTR CO DEL | 196,900 | $3,322 | 0.2% | $7.61 | +18.6% | COM PAR $0.01 | 345370860 |
| PRU | PRUDENTIAL FINL INC | 42,000 | $3,275 | 0.1% | $41.47 | +13.5% | COM | 744320102 |
| — | CALUMET SPECIALTY PRODS PTNRS | 119,800 | $3,269 | 0.1% | $36.38 | — | UT LTD PARTNER | 131476103 |
| BMY | BRISTOL MYERS SQUIBB CO | 69,500 | $3,216 | 0.1% | $28.67 | +1.9% | COM | 110122108 |
| — | TIME WARNER CABLE INC | 28,400 | $3,169 | 0.1% | $112.46 | — | COM | 88732J207 |
| PFS | PROVIDENT FINL SVCS INC | 195,000 | $3,161 | 0.1% | $9.79 | 0.0% | COM | 74386T105 |
| — | UNITED FINANCIAL BANCORP INC | 195,294 | $3,158 | 0.1% | $15.15 | — | COM | 91030T109 |
| BKH | BLACK HILLS CORP | 62,100 | $3,096 | 0.1% | $30.44 | +7.4% | COM | 092113109 |
| — | INNERWORKINGS INC | 313,265 | $3,076 | 0.1% | $10.85 | — | COM | 45773Y105 |
| ADP | AUTOMATIC DATA PROCESSING INC | 42,300 | $3,062 | 0.1% | $45.09 | +7.2% | COM | 053015103 |
| — | DOW CHEM CO | 78,700 | $3,022 | 0.1% | $32.17 | — | COM | 260543103 |
| WSFS | WSFS FINL CORP | 50,000 | $3,013 | 0.1% | $16.60 | +20.6% | COM | 929328102 |
| — | ROCKVILLE FINL INC NEW | 230,000 | $2,990 | 0.1% | $13.08 | — | COM | 774188106 |
| — | KRAFT FOODS GROUP INC | 56,534 | $2,965 | 0.1% | $55.88 | — | COM | 50076Q106 |
| UPS | UNITED PARCEL SERVICE INC | 32,100 | $2,933 | 0.1% | $55.38 | +3.1% | CL B | 911312106 |
| GIS | GENERAL MLS INC | 60,800 | $2,914 | 0.1% | $31.98 | +2.9% | COM | 370334104 |
| WM | WASTE MGMT INC DEL | 70,600 | $2,912 | 0.1% | $30.75 | +4.1% | COM | 94106L109 |
| HBAN | HUNTINGTON BANCSHARES INC | 350,000 | $2,891 | 0.1% | $4.69 | +13.1% | COM | 446150104 |
| LNT | ALLIANT ENERGY CORP | 57,654 | $2,857 | 0.1% | $16.89 | +1.5% | COM | 018802108 |
| GS | GOLDMAN SACHS GROUP INC | 18,000 | $2,848 | 0.1% | $121.24 | +4.9% | COM | 38141G104 |
| NSC | NORFOLK SOUTHERN CORP | 36,800 | $2,846 | 0.1% | $57.67 | -1.2% | COM | 655844108 |
| — | INVESTORS BANCORP INC | 130,000 | $2,844 | 0.1% | $21.31 | — | COM | 46146P102 |
| — | GLAXOSMITHKLINE PLC | 56,100 | $2,815 | 0.1% | $49.96 | — | SPONSORED ADR | 37733W105 |
| PEP | PEPSICO INC | 35,300 | $2,806 | 0.1% | $56.00 | +1.4% | COM | 713448108 |
| — | HEARTLAND PMT SYS INC | 70,000 | $2,780 | 0.1% | $37.25 | — | COM | 42235N108 |
| — | AXIALL CORP | 72,800 | $2,751 | 0.1% | $42.58 | — | COM | 05463D100 |
| CPK | CHESAPEAKE UTILS CORP | 52,068 | $2,733 | 0.1% | $27.09 | +5.6% | COM | 165303108 |
| WDC | WESTERN DIGITAL CORP | 43,000 | $2,726 | 0.1% | $35.69 | +13.1% | COM | 958102105 |
| IP | INTL PAPER CO | 60,500 | $2,710 | 0.1% | $25.91 | +3.7% | COM | 460146103 |
| — | TOTAL S A | 46,700 | $2,705 | 0.1% | $48.69 | — | SPONSORED ADR | 89151E109 |
| KMB | KIMBERLY CLARK CORP | 28,500 | $2,685 | 0.1% | $63.06 | -3.1% | COM | 494368103 |
| NUE | NUCOR CORP | 54,600 | $2,676 | 0.1% | $32.41 | +6.6% | COM | 670346105 |
| NBHC | NATIONAL BK HLDGS CORP | 130,000 | $2,670 | 0.1% | $15.78 | 0.0% | CL A | 633707104 |
| MO | ALTRIA GROUP INC | 75,000 | $2,576 | 0.1% | $16.28 | -0.7% | COM | 02209S103 |
| BA | BOEING CO | 21,900 | $2,573 | 0.1% | $80.37 | +13.9% | COM | 097023105 |
| — | FIRST CONN BANCORP INC MD | 175,000 | $2,573 | 0.1% | $13.92 | — | COM | 319850103 |
| — | KELLOGG CO | 43,700 | $2,567 | 0.1% | $38.95 | -0.3% | COM | 487836108 |
| CMA | COMERICA INC | 65,000 | $2,555 | 0.1% | $27.00 | 0.0% | COM | 200340107 |
| — | VIACOM INC NEW | 30,500 | $2,549 | 0.1% | $68.06 | — | CL B | 92553P201 |
| SYY | SYSCO CORP | 79,900 | $2,543 | 0.1% | $24.40 | -1.7% | COM | 871829107 |
| SAN | BANCO SANTANDER SA | 310,000 | $2,533 | 0.1% | $6.47 | — | ADR | 05964H105 |
| PM | PHILIP MORRIS INTL INC | 29,100 | $2,520 | 0.1% | $49.85 | -5.0% | COM | 718172109 |
| CUBI | CUSTOMERS BANCORP INC | 155,800 | $2,508 | 0.1% | $15.21 | 0.0% | COM | 23204G100 |
| KR | KROGER CO | 61,700 | $2,489 | 0.1% | $13.44 | +13.3% | COM | 501044101 |
| HSBC | HSBC HLDGS PLC | 45,100 | $2,447 | 0.1% | $51.91 | — | SPON ADR NEW | 404280406 |
| — | FIRST NIAGARA FINL GP INC | 235,000 | $2,437 | 0.1% | $10.07 | — | COM | 33582V108 |
| — | ROYAL DUTCH SHELL PLC | 35,200 | $2,424 | 0.1% | $66.28 | — | SPONSORED ADR | 780259107 |
| — | UNILEVER PLC | 62,600 | $2,415 | 0.1% | $40.45 | — | SPON ADR NEW | 904767704 |
| BP | BP PLC | 57,300 | $2,408 | 0.1% | $41.75 | — | SPONSORED ADR | 055622104 |
| DLTR | DOLLAR TREE INC | 41,800 | $2,389 | 0.1% | $48.73 | +10.8% | COM | 256746108 |
| — | UNILEVER N V | 62,900 | $2,373 | 0.1% | $39.32 | — | NY SHS NEW | 904784709 |
| CAG | CONAGRA FOODS INC | 77,500 | $2,351 | 0.1% | $17.69 | +0.4% | COM | 205887102 |
| — | PORTFOLIO RECOVERY ASSOCS INC | 39,000 | $2,338 | 0.1% | $91.17 | — | COM | 73640Q105 |
| HAL | HALLIBURTON CO | 48,500 | $2,335 | 0.1% | $33.21 | +12.4% | COM | 406216101 |
| — | TERRITORIAL BANCORP INC | 105,000 | $2,307 | 0.1% | $22.61 | — | COM | 88145X108 |
| WU | WESTERN UN CO | 122,700 | $2,290 | 0.1% | $17.11 | — | COM | 959802109 |
| HCA | HCA HOLDINGS INC | 52,700 | $2,253 | 0.1% | $35.96 | +1.0% | COM | 40412C101 |
| — | AMERICAN CAP LTD COM | 160,000 | $2,200 | 0.1% | $12.67 | — | COM | 02503Y103 |
| — | BED BATH & BEYOND INC | 27,900 | $2,158 | 0.1% | $70.90 | — | COM | 075896100 |
| UNH | UNITEDHEALTH GROUP INC | 29,900 | $2,141 | 0.1% | $50.75 | +15.5% | COM | 91324P102 |
| KLAC | KLA-TENCOR CORP | 34,900 | $2,124 | 0.1% | $33.95 | +8.2% | COM | 482480100 |
| PH | PARKER HANNIFIN CORP | 19,500 | $2,120 | 0.1% | $75.97 | +10.3% | COM | 701094104 |
| MMM | 3M CO | 17,600 | $2,102 | 0.1% | $61.26 | +7.7% | COM | 88579Y101 |
| GAP | GAP INC DEL | 51,600 | $2,078 | 0.1% | $26.00 | +9.9% | COM | 364760108 |
| HP | HELMERICH & PAYNE INC | 30,000 | $2,069 | 0.1% | $61.57 | +7.2% | COM | 423452101 |
| PCAR | PACCAR INC | 37,000 | $2,059 | 0.1% | $21.67 | +8.2% | COM | 693718108 |
| AVA | AVISTA CORP | 77,972 | $2,058 | 0.1% | $16.44 | +0.8% | COM | 05379B107 |
| CMI | CUMMINS INC | 15,400 | $2,046 | 0.1% | $81.53 | +9.3% | COM | 231021106 |
| CAH | CARDINAL HEALTH INC | 38,800 | $2,023 | 0.1% | $32.61 | +11.9% | COM | 14149Y108 |
| FLR | FLUOR CORP NEW | 28,500 | $2,022 | 0.1% | $53.56 | +7.0% | COM | 343412102 |
| UNP | UNION PAC CORP | 13,000 | $2,019 | 0.1% | $57.06 | +5.4% | COM | 907818108 |
| USB | US BANCORP DEL | 55,000 | $2,012 | 0.1% | $23.29 | +4.5% | COM NEW | 902973304 |
| — | ARCELORMITTAL SA LUXEMBOURG | 146,700 | $2,005 | 0.1% | $11.20 | — | NY REGISTRY SH | 03938L104 |
| — | CENTURYLINK INC | 62,300 | $1,955 | 0.1% | $35.35 | — | COM | 156700106 |
| — | ROCKWELL COLLINS INC | 28,700 | $1,948 | 0.1% | $63.41 | — | COM | 774341101 |
| — | DIRECTV | 32,500 | $1,942 | 0.1% | $61.61 | — | COM | 25490A309 |
| KSS | KOHLS CORP | 37,000 | $1,915 | 0.1% | $49.51 | +5.5% | COM | 500255104 |
| AZO | AUTOZONE INC | 4,500 | $1,902 | 0.1% | $427.95 | 0.0% | COM | 053332102 |
| — | MARATHON OIL CORP | 53,800 | $1,877 | 0.1% | $34.58 | — | COM | 565849106 |
| CPB | CAMPBELL SOUP CO | 45,400 | $1,848 | 0.1% | $30.86 | -0.7% | COM | 134429109 |
| AAP | ADVANCE AUTO PARTS INC | 22,300 | $1,844 | 0.1% | $72.11 | -1.1% | COM | 00751Y106 |
| — | TCF FINL CORP | 125,000 | $1,785 | 0.1% | $14.18 | — | COM | 872275102 |
| — | FAMILY DLR STORES INC | 24,700 | $1,779 | 0.1% | $62.32 | — | COM | 307000109 |
| KEY | KEYCORP NEW | 155,000 | $1,767 | 0.1% | $6.48 | +16.8% | COM | 493267108 |
| — | NORDSTROM INC | 31,200 | $1,753 | 0.1% | $59.94 | — | COM | 655664100 |
| — | FOOT LOCKER INC | 49,900 | $1,694 | 0.1% | $35.14 | — | COM | 344849104 |
| MPC | MARATHON PETE CORP | 26,300 | $1,692 | 0.1% | $27.55 | -11.5% | COM | 56585A102 |
| CF | CF INDS HLDGS INC | 8,000 | $1,687 | 0.1% | $27.49 | 0.0% | COM | 125269100 |
| NEM | NEWMONT MINING CORP | 58,600 | $1,647 | 0.1% | $25.34 | -10.8% | COM | 651639106 |
| — | DR PEPPER SNAPPLE GROUP INC | 36,600 | $1,640 | 0.1% | $45.94 | — | COM | 26138E109 |
| BAX | BAXTER INTL INC | 24,775 | $1,627 | 0.1% | $30.42 | +2.1% | COM | 071813109 |
| XOM | EXXON MOBIL CORP | 18,300 | $1,575 | 0.1% | $53.69 | +0.9% | COM | 30231G102 |
| IBM | INTERNATIONAL BUSINESS MACHS | 8,500 | $1,574 | 0.1% | $111.55 | 0.0% | COM | 459200101 |
| UTL | UNITIL CORP | 53,523 | $1,567 | 0.1% | $29.17 | +1.1% | COM | 913259107 |
| — | HEWLETT PACKARD CO | 73,950 | $1,551 | 0.1% | $24.80 | — | COM | 428236103 |
| DE | DEERE & CO | 19,000 | $1,546 | 0.1% | $68.04 | -3.1% | COM | 244199105 |
| — | GRAMERCY PPTY TR INC | 370,000 | $1,536 | 0.1% | $4.50 | — | COM | 38489R100 |
| CAT | CATERPILLAR INC DEL | 18,400 | $1,534 | 0.1% | $61.55 | +0.1% | COM | 149123101 |
| — | HOLLYFRONTIER CORP | 35,900 | $1,512 | 0.1% | $42.78 | — | COM | 436106108 |
| — | BROOKLINE BANCORP INC DEL | 155,000 | $1,459 | 0.1% | $8.68 | — | COM | 11373M107 |
| AAPL | APPLE INC | 3,050 | $1,454 | 0.1% | $14.28 | 0.0% | COM | 037833100 |
| — | JOY GLOBAL INC | 26,900 | $1,373 | 0.1% | $48.53 | — | COM | 481165108 |
| IBCP | INDEPENDENT BANK CORP MICH | 136,000 | $1,360 | 0.1% | $5.76 | 0.0% | COM NEW | 453838609 |
| FHN | FIRST HORIZON NATL CORP | 120,000 | $1,319 | 0.1% | $7.41 | +9.6% | COM | 320517105 |
| — | SUSQUEHANNA BANCSHARES INC | 105,000 | $1,318 | 0.1% | $12.85 | — | COM | 869099101 |
| MGEE | MGE ENERGY INC | 24,017 | $1,310 | 0.1% | $27.48 | +2.8% | COM | 55277P104 |
| — | PRIVATEBANCORP INC | 61,000 | $1,305 | 0.1% | $21.21 | — | COM | 742962103 |
| INDB | INDEPENDENT BANK CORP MASS | 35,000 | $1,250 | 0.1% | $22.67 | +14.1% | COM | 453836108 |
| — | DELTA NAT GAS INC | 48,605 | $1,074 | 0.0% | $21.33 | — | COM | 247748106 |
| — | PEPCO HOLDINGS INC | 57,604 | $1,063 | 0.0% | $20.15 | — | COM | 713291102 |
| OPY | OPPENHEIMER HLDGS INC | 59,406 | $1,056 | 0.0% | $18.77 | -2.4% | CL A NON VOTING | 683797104 |
| — | NV ENERGY INC | 42,350 | $1,000 | 0.0% | $23.45 | — | COM | 67073Y106 |
| — | UNS ENERGY CORP | 16,880 | $787 | 0.0% | $44.74 | — | COM | 903119105 |
| CSCO | CISCO SYS INC | 27,350 | $641 | 0.0% | $15.24 | +11.1% | COM | 17275R102 |
| RGCO | RGC RES INC | 33,310 | $614 | 0.0% | $13.46 | -6.1% | COM | 74955L103 |
| ETR | ENTERGY CORP NEW | 9,400 | $594 | 0.0% | $20.11 | 0.0% | COM | 29364G103 |
| — | GAS NAT INC | 49,943 | $509 | 0.0% | $10.27 | — | COM | 367204104 |
| — | COWEN GROUP INC NEW | 140,000 | $483 | 0.0% | $2.90 | — | CL A | 223622101 |
| — | EMPIRE DIST ELEC CO | 20,300 | $440 | 0.0% | $22.29 | — | COM | 291641108 |
| AXP | AMERICAN EXPRESS CO | 5,000 | $378 | 0.0% | $59.62 | +6.1% | COM | 025816109 |
| PIPR | PIPER JAFFRAY COS | 10,000 | $343 | 0.0% | $33.63 | +0.2% | COM | 724078100 |
| — | CORNING NAT GAS CORP | 15,135 | $263 | 0.0% | $16.85 | — | COM | 219381100 |
| — | ALEXION PHARMACEUTICALS INC | 2,130 | $247 | 0.0% | $115.96 | — | COM | 015351109 |
| — | PRICELINE COM INC | 240 | $243 | 0.0% | $1012.50 | — | COM NEW | 741503403 |
| CRM | SALESFORCE COM INC | 4,650 | $241 | 0.0% | $44.85 | 0.0% | COM | 79466L302 |
| — | SANDISK CORP | 4,020 | $239 | 0.0% | $59.45 | — | COM | 80004C101 |
| — | LINKEDIN CORP | 970 | $239 | 0.0% | $246.39 | — | COM CL A | 53578A108 |
| TRIP | TRIPADVISOR INC | 3,145 | $239 | 0.0% | $63.00 | 0.0% | COM | 896945201 |
| DOV | DOVER CORP | 2,650 | $238 | 0.0% | $46.22 | 0.0% | COM | 260003108 |
| NFLX | NETFLIX INC | 770 | $238 | 0.0% | $3.86 | 0.0% | COM | 64110L106 |
| ILMN | ILLUMINA INC | 2,873 | $232 | 0.0% | $76.50 | 0.0% | COM | 452327109 |
| — | NETSUITE INC | 2,000 | $216 | 0.0% | $108.00 | — | COM | 64118Q107 |
| MCHP | MICROCHIP TECHNOLOGY INC | 5,300 | $214 | 0.0% | $15.14 | 0.0% | COM | 595017104 |