CIK: 0001145255 · Show all filings
Period: Q4 2013 (← Previous) (Next →)
Filing Date: Jan 22, 2014
Total Value ($000): $2,450,773 (100.0% shares, 0.0% debt)
| Ticker | Issuer | Shares | Value ($000) | % | Est. Cost | Unrealized | Class | CUSIP |
|---|---|---|---|---|---|---|---|---|
| — | SPECTRA ENERGY CORP | 1,786,115 | $63,621 | 2.6% | $34.56 | — | COM | 847560109 |
| OKE | ONEOK INC NEW | 1,017,315 | $63,257 | 2.6% | $20.24 | +20.5% | COM | 682680103 |
| KMI | KINDER MORGAN INC DEL | 1,753,225 | $63,116 | 2.6% | $20.38 | -6.5% | COM | 49456B101 |
| ET | ENERGY TRANSFER EQUITY L P | 768,704 | $62,834 | 2.6% | $59.89 | — | COM UT LTD PTN | 29273V100 |
| — | NATIONAL GRID PLC | 956,198 | $62,459 | 2.5% | $57.19 | — | SPON ADR NEW | 636274300 |
| — | TRANSCANADA CORP | 1,357,827 | $61,998 | 2.5% | $43.43 | — | COM | 89353D107 |
| LNG | CHENIERE ENERGY INC | 1,435,117 | $61,882 | 2.5% | $28.40 | +40.2% | COM NEW | 16411R208 |
| SRE | SEMPRA ENERGY | 688,440 | $61,794 | 2.5% | $27.94 | +9.3% | COM | 816851109 |
| ENB | ENBRIDGE INC | 1,401,348 | $61,211 | 2.5% | $23.07 | -4.3% | COM | 29250N105 |
| D | DOMINION RES INC VA NEW | 946,096 | $61,203 | 2.5% | $35.06 | +10.4% | COM | 25746U109 |
| NI | NISOURCE INC | 1,527,631 | $50,229 | 2.0% | $7.91 | +7.4% | COM | 65473P105 |
| — | AGL RES INC | 788,416 | $37,237 | 1.5% | $43.62 | — | COM | 001204106 |
| PCG | PG&E CORP | 868,799 | $34,995 | 1.4% | $38.31 | -7.9% | COM | 69331C108 |
| ATO | ATMOS ENERGY CORP | 747,762 | $33,963 | 1.4% | $31.26 | +4.6% | COM | 049560105 |
| CNP | CENTERPOINT ENERGY INC | 1,263,226 | $29,282 | 1.2% | $15.34 | +2.3% | COM | 15189T107 |
| NFG | NATIONAL FUEL GAS CO N J | 388,824 | $27,762 | 1.1% | $62.15 | +11.8% | COM | 636180101 |
| — | QUESTAR CORP | 1,110,115 | $25,522 | 1.0% | $23.71 | — | COM | 748356102 |
| PEG | PUBLIC SVC ENTERPRISE GROUP | 790,790 | $25,337 | 1.0% | $21.64 | -0.6% | COM | 744573106 |
| ED | CONSOLIDATED EDISON INC | 390,886 | $21,608 | 0.9% | $37.19 | -3.5% | COM | 209115104 |
| — | PIEDMONT NAT GAS INC | 610,068 | $20,230 | 0.8% | $33.62 | — | COM | 720186105 |
| SWX | SOUTHWEST GAS CORP | 359,725 | $20,112 | 0.8% | $49.33 | +7.2% | COM | 844895102 |
| — | INTEGRYS ENERGY GROUP INC | 328,488 | $17,873 | 0.7% | $57.71 | — | COM | 45822P105 |
| GNW | GENWORTH FINL INC | 1,127,300 | $17,507 | 0.7% | $11.48 | +25.9% | COM CL A | 37247D106 |
| CMS | CMS ENERGY CORP | 644,148 | $17,244 | 0.7% | $18.98 | -2.0% | COM | 125896100 |
| MDU | MDU RES GROUP INC | 541,107 | $16,531 | 0.7% | $6.82 | +14.5% | COM | 552690109 |
| CAR | AVIS BUDGET GROUP | 407,000 | $16,451 | 0.7% | $28.48 | +11.7% | COM | 053774105 |
| PPL | PPL CORP | 532,035 | $16,009 | 0.7% | $16.42 | -0.3% | COM | 69351T106 |
| — | WGL HLDGS INC | 368,487 | $14,762 | 0.6% | $42.69 | — | COM | 92924F106 |
| DTE | DTE ENERGY CO | 220,454 | $14,636 | 0.6% | $38.24 | -0.6% | COM | 233331107 |
| LAD | LITHIA MTRS INC | 187,400 | $13,009 | 0.5% | $57.09 | +17.6% | CL A | 536797103 |
| BC | BRUNSWICK CORP | 278,700 | $12,837 | 0.5% | $28.93 | +26.6% | COM | 117043109 |
| XEL | XCEL ENERGY INC | 445,899 | $12,458 | 0.5% | $19.64 | -3.0% | COM | 98389B100 |
| INTC | INTEL CORP | 477,450 | $12,395 | 0.5% | $17.20 | +4.2% | COM | 458140100 |
| NJR | NEW JERSEY RES | 264,642 | $12,237 | 0.5% | $14.88 | +1.1% | COM | 646025106 |
| DAL | DELTA AIR LINES INC DEL | 424,100 | $11,650 | 0.5% | $14.99 | +55.6% | COM NEW | 247361702 |
| — | LACLEDE GROUP INC | 253,333 | $11,537 | 0.5% | $45.54 | — | COM | 505597104 |
| EQT | EQT CORP | 124,960 | $11,219 | 0.5% | $38.85 | +11.5% | COM | 26884L109 |
| — | FLAGSTAR BANCORP INC | 550,000 | $10,791 | 0.4% | $14.28 | — | COM PAR .001 | 337930705 |
| EXC | EXELON CORP | 392,381 | $10,747 | 0.4% | $14.95 | -12.8% | COM | 30161N101 |
| — | SOUTH JERSEY INDS INC | 183,877 | $10,290 | 0.4% | $57.13 | — | COM | 838518108 |
| CVX | CHEVRON CORP NEW | 81,350 | $10,161 | 0.4% | $71.52 | +1.3% | COM | 166764100 |
| WTFC | WINTRUST FINL CORP | 220,000 | $10,146 | 0.4% | $39.63 | +11.6% | COM | 97650W108 |
| MCHB | HOMESTREET INC | 505,000 | $10,100 | 0.4% | $21.48 | -7.8% | COM | 43785V102 |
| — | GENERAL ELECTRIC CO | 359,000 | $10,063 | 0.4% | $24.06 | — | COM | 369604103 |
| MRK | MERCK & CO INC NEW | 200,800 | $10,050 | 0.4% | $30.08 | +4.0% | COM | 58933Y105 |
| BKU | BANKUNITED INC | 305,000 | $10,041 | 0.4% | $17.74 | +25.4% | COM | 06652K103 |
| BPOP | POPULAR INC | 345,000 | $9,912 | 0.4% | $22.08 | -7.7% | COM NEW | 733174700 |
| BANR | BANNER CORP | 220,000 | $9,860 | 0.4% | $22.82 | +20.7% | COM NEW | 06652V208 |
| — | SCANA CORP NEW | 209,466 | $9,830 | 0.4% | $48.43 | — | COM | 80589M102 |
| RDN | RADIAN GROUP INC | 695,000 | $9,813 | 0.4% | $10.45 | +10.6% | COM | 750236101 |
| — | SYNOVUS FINL CORP | 2,720,000 | $9,792 | 0.4% | $3.03 | — | COM | 87161C105 |
| AIG | AMERICAN INTL GROUP INC | 187,900 | $9,592 | 0.4% | $32.60 | +16.1% | COM NEW | 026874784 |
| VZ | VERIZON COMMUNICATIONS INC | 194,850 | $9,575 | 0.4% | $27.02 | -1.5% | COM | 92343V104 |
| PFE | PFIZER INC | 312,050 | $9,558 | 0.4% | $16.48 | +6.9% | COM | 717081103 |
| MTG | MGIC INVT CORP WIS | 1,120,000 | $9,453 | 0.4% | $5.72 | +39.5% | COM | 552848103 |
| ECPG | ENCORE CAP GROUP INC | 188,000 | $9,449 | 0.4% | $31.92 | +49.1% | COM | 292554102 |
| — | ASTORIA FINL CORP | 680,000 | $9,404 | 0.4% | $11.23 | — | COM | 046265104 |
| T | AT&T INC | 266,300 | $9,363 | 0.4% | $11.36 | -1.6% | COM | 00206R102 |
| — | DU PONT E I DE NEMOURS & CO | 142,350 | $9,248 | 0.4% | $52.50 | — | COM | 263534109 |
| — | VECTREN CORP | 258,916 | $9,192 | 0.4% | $34.15 | — | COM | 92240G101 |
| FFIC | FLUSHING FINL CORP | 425,000 | $8,798 | 0.4% | $9.47 | +25.8% | COM | 343873105 |
| HII | HUNTINGTON INGALLS INDS INC | 97,700 | $8,794 | 0.4% | $51.34 | +21.5% | COM | 446413106 |
| MCD | MCDONALDS CORP | 89,650 | $8,699 | 0.4% | $71.45 | -2.0% | COM | 580135101 |
| — | STERLING FINL CORP WASH | 255,000 | $8,690 | 0.4% | $23.78 | — | COM NEW | 859319303 |
| — | NORTHWEST NAT GAS CO | 201,694 | $8,637 | 0.4% | $42.51 | — | COM | 667655104 |
| — | WISCONSIN ENERGY CORP | 208,460 | $8,618 | 0.4% | $41.01 | — | COM | 976657106 |
| TBBK | BANCORP INC DEL | 475,000 | $8,507 | 0.3% | $15.73 | +11.2% | COM | 05969A105 |
| — | ENERGEN CORP | 118,492 | $8,383 | 0.3% | $56.01 | — | COM | 29265N108 |
| UGI | UGI CORP NEW | 200,935 | $8,331 | 0.3% | $26.44 | +1.9% | COM NEW | 902681105 |
| — | AMERICAN EQTY INVT LIFE HLD CO | 310,400 | $8,188 | 0.3% | $21.22 | — | COM | 025676206 |
| — | ALLIANT TECHSYSTEMS INC | 67,000 | $8,153 | 0.3% | $97.57 | — | COM | 018804104 |
| — | NORTHSTAR RLTY FIN CORP | 600,000 | $8,070 | 0.3% | $9.13 | — | COM | 66704R100 |
| DUK | DUKE ENERGY CORP NEW | 116,837 | $8,063 | 0.3% | $41.88 | +1.1% | COM NEW | 26441C204 |
| MSFT | MICROSOFT CORP | 215,050 | $8,049 | 0.3% | $27.85 | +7.8% | COM | 594918104 |
| — | ITT CORP NEW | 181,100 | $7,863 | 0.3% | $35.95 | — | COM | 450911201 |
| DXPE | DXP ENTERPRISES INC NEW | 68,000 | $7,834 | 0.3% | $64.23 | +46.3% | COM NEW | 233377407 |
| — | SUNPOWER CORP | 258,900 | $7,718 | 0.3% | $26.16 | — | COM | 867652406 |
| PG | PROCTER & GAMBLE CO | 94,650 | $7,705 | 0.3% | $55.55 | +4.4% | COM | 742718109 |
| — | FIFTH & PAC COS INC | 240,100 | $7,700 | 0.3% | $22.34 | — | COM | 316645100 |
| WAFD | WASHINGTON FED INC | 325,000 | $7,569 | 0.3% | $14.02 | +14.9% | COM | 938824109 |
| — | OCWEN FINL CORP | 136,000 | $7,541 | 0.3% | $42.30 | — | COM NEW | 675746309 |
| ALK | ALASKA AIR GROUP INC | 102,600 | $7,528 | 0.3% | $26.91 | +19.3% | COM | 011659109 |
| FBP | FIRST BANCORP P R | 1,210,000 | $7,490 | 0.3% | $5.07 | -7.8% | COM NEW | 318672706 |
| HIFS | HINGHAM INSTN SVGS MASS | 94,000 | $7,378 | 0.3% | $55.69 | +14.2% | COM | 433323102 |
| LEA | LEAR CORP | 91,100 | $7,376 | 0.3% | $56.05 | +14.0% | COM NEW | 521865204 |
| — | SWIFT TRANSN CO | 332,100 | $7,376 | 0.3% | $20.19 | — | CL A | 87074U101 |
| — | TENNECO INC | 129,800 | $7,343 | 0.3% | $50.50 | — | COM | 880349105 |
| — | HANESBRANDS INC | 104,300 | $7,329 | 0.3% | $62.31 | — | COM | 410345102 |
| — | UIL HLDG CORP | 188,633 | $7,310 | 0.3% | $38.38 | — | COM | 902748102 |
| — | OMNICARE INC | 119,700 | $7,225 | 0.3% | $55.50 | — | COM | 681904108 |
| MBI | MBIA INC | 605,000 | $7,224 | 0.3% | $5.45 | -7.8% | COM | 55262C100 |
| UHS | UNIVERSAL HLTH SVCS INC | 88,700 | $7,208 | 0.3% | $66.39 | +14.6% | CL B | 913903100 |
| — | SKECHERS U S A INC | 217,200 | $7,196 | 0.3% | $31.11 | — | CL A | 830566105 |
| VC | VISTEON CORP | 86,900 | $7,116 | 0.3% | $40.07 | +11.1% | COM NEW | 92839U206 |
| — | COMPUTER SCIENCES CORP | 127,200 | $7,108 | 0.3% | $51.74 | — | COM | 205363104 |
| CBRL | CRACKER BARREL OLD CTRY STORE COM | 63,400 | $6,978 | 0.3% | $59.07 | +9.1% | COM | 22410J106 |
| PFS | PROVIDENT FINL SVCS INC | 360,000 | $6,955 | 0.3% | $10.23 | +5.2% | COM | 74386T105 |
| GT | GOODYEAR TIRE & RUBR CO | 291,600 | $6,955 | 0.3% | $19.14 | +15.6% | COM | 382550101 |
| LMT | LOCKHEED MARTIN CORP | 46,500 | $6,913 | 0.3% | $71.65 | +35.6% | COM | 539830109 |
| — | RAYTHEON CO | 75,300 | $6,830 | 0.3% | $66.12 | — | COM NEW | 755111507 |
| OSK | OSHKOSH CORP | 135,500 | $6,826 | 0.3% | $36.85 | +12.2% | COM | 688239201 |
| WEN | WENDYS CO | 778,000 | $6,784 | 0.3% | $7.50 | +14.6% | COM | 95058W100 |
| — | NORTHEAST UTILS | 159,975 | $6,781 | 0.3% | $42.10 | — | COM | 664397106 |
| PZZA | PAPA JOHNS INTL INC | 148,700 | $6,751 | 0.3% | $28.15 | +12.1% | COM | 698813102 |
| DCH | AMERICAN AXLE & MFG HLDGS INC | 329,300 | $6,734 | 0.3% | $19.72 | -3.2% | COM | 024061103 |
| — | SAFEWAY INC | 202,500 | $6,595 | 0.3% | $31.99 | — | COM | 786514208 |
| FLO | FLOWERS FOODS INC | 300,300 | $6,447 | 0.3% | $14.27 | +1.4% | COM | 343498101 |
| BRK/A | BERKSHIRE HATHAWAY INC | 36 | $6,404 | 0.3% | $173060.48 | +0.2% | CL A | 084670108 |
| PPC | PILGRIMS PRIDE CORP NEW | 392,200 | $6,373 | 0.3% | $16.49 | -5.0% | COM | 72147K108 |
| — | WALTER INVT MGMT CORP | 180,000 | $6,365 | 0.3% | $34.93 | — | COM | 93317W102 |
| WFC | WELLS FARGO & CO NEW | 139,700 | $6,342 | 0.3% | $27.83 | +10.5% | COM | 949746101 |
| — | URS CORP NEW | 118,900 | $6,301 | 0.3% | $53.75 | — | COM | 903236107 |
| — | JARDEN CORP | 102,500 | $6,288 | 0.3% | $43.75 | — | COM | 471109108 |
| CIEN | CIENA CORP | 260,500 | $6,234 | 0.3% | $22.53 | +5.7% | COM NEW | 171779309 |
| — | KKR FINL HLDGS LLC | 510,000 | $6,217 | 0.3% | $10.53 | — | COM | 48248A306 |
| — | PHH CORP | 255,000 | $6,209 | 0.3% | $20.98 | — | COM NEW | 693320202 |
| — | RAIT FINANCIAL TRUST | 685,000 | $6,144 | 0.3% | $7.51 | — | COM NEW | 749227609 |
| — | HERTZ GLOBAL HOLDINGS INC | 210,200 | $6,016 | 0.2% | $24.80 | — | COM | 42805T105 |
| WOR | WORTHINGTON INDS INC | 141,400 | $5,950 | 0.2% | $20.24 | +22.7% | COM | 981811102 |
| GD | GENERAL DYNAMICS CORP | 61,600 | $5,886 | 0.2% | $56.44 | +21.7% | COM | 369550108 |
| APOG | APOGEE ENTERPRISES INC | 163,837 | $5,883 | 0.2% | $20.74 | +28.8% | COM | 037598109 |
| — | CIGNA CORPORATION | 67,100 | $5,870 | 0.2% | $72.50 | — | COM | 125509109 |
| LII | LENNOX INTL INC | 69,000 | $5,869 | 0.2% | $54.01 | +27.0% | COM | 526107107 |
| TRGP | TARGA RES CORP | 65,300 | $5,758 | 0.2% | $37.51 | +20.7% | COM | 87612G101 |
| TTC | TORO CO | 89,500 | $5,692 | 0.2% | $23.03 | +28.1% | COM | 891092108 |
| — | CABELAS INC | 85,000 | $5,666 | 0.2% | $64.76 | — | COM | 126804301 |
| MHK | MOHAWK INDS INC | 38,000 | $5,658 | 0.2% | $112.71 | +21.2% | COM | 608190104 |
| — | MWI VETERINARY SUPPLY INC | 32,800 | $5,595 | 0.2% | $123.25 | — | COM | 55402X105 |
| AEE | AMEREN CORP | 153,390 | $5,547 | 0.2% | $23.46 | +4.3% | COM | 023608102 |
| — | STONEGATE MTG CORP | 335,000 | $5,538 | 0.2% | $16.53 | — | COM | 86181Q300 |
| — | DREW INDS INC | 106,600 | $5,458 | 0.2% | $39.32 | — | COM NEW | 26168L205 |
| — | AMTRUST FINL SVCS INC | 166,100 | $5,430 | 0.2% | $39.06 | — | COM | 032359309 |
| JPM | JPMORGAN CHASE & CO. | 89,850 | $5,254 | 0.2% | $36.24 | +9.4% | COM | 46625H100 |
| TRS | TRIMAS CORP | 131,700 | $5,254 | 0.2% | $25.45 | +19.5% | COM NEW | 896215209 |
| — | INVESTORS BANCORP INC | 205,000 | $5,244 | 0.2% | $22.87 | — | COM | 46146P102 |
| CUBI | CUSTOMERS BANCORP INC | 255,000 | $5,217 | 0.2% | $15.49 | +2.9% | COM | 23204G100 |
| UNF | UNIFIRST CORP MASS | 48,700 | $5,211 | 0.2% | $88.55 | +9.5% | COM | 904708104 |
| KBH | KB HOME | 285,000 | $5,210 | 0.2% | $19.18 | -21.6% | COM | 48666K109 |
| LOW | LOWES COS INC | 104,800 | $5,193 | 0.2% | $32.16 | +21.7% | COM | 548661107 |
| AVY | AVERY DENNISON CORP | 102,600 | $5,149 | 0.2% | $33.15 | +11.9% | COM | 053611109 |
| — | FIDELITY NATIONAL FINANCIAL IN CL A | 158,600 | $5,147 | 0.2% | $23.81 | — | CL A | 31620R105 |
| — | NATIONSTAR MTG HLDGS INC | 139,000 | $5,137 | 0.2% | $37.74 | — | COM | 63861C109 |
| AMWD | AMERICAN WOODMARK CORP | 129,100 | $5,103 | 0.2% | $34.15 | +1.6% | COM | 030506109 |
| JNJ | JOHNSON & JOHNSON | 55,600 | $5,092 | 0.2% | $59.66 | +10.2% | COM | 478160104 |
| — | CAPITALSOURCE INC | 350,000 | $5,030 | 0.2% | $9.38 | — | COM | 14055X102 |
| STC | STEWART INFORMATION SVCS CORP COM | 155,100 | $5,005 | 0.2% | $27.19 | +13.9% | COM | 860372101 |
| HD | HOME DEPOT INC | 60,700 | $4,998 | 0.2% | $56.05 | +4.8% | COM | 437076102 |
| BFH | ALLIANCE DATA SYSTEMS CORP | 19,000 | $4,996 | 0.2% | $164.88 | 0.0% | COM | 018581108 |
| COP | CONOCOPHILLIPS | 70,200 | $4,960 | 0.2% | $39.96 | +21.1% | COM | 20825C104 |
| TEX | TEREX CORP NEW | 117,400 | $4,930 | 0.2% | $30.88 | +17.4% | COM | 880779103 |
| — | STEELCASE INC | 307,400 | $4,875 | 0.2% | $14.58 | — | CL A | 858155203 |
| GEL | GENESIS ENERGY L P | 91,900 | $4,831 | 0.2% | $51.83 | — | UNIT LTD PARTN | 371927104 |
| — | TOTAL SYS SVCS INC | 145,000 | $4,826 | 0.2% | $33.28 | — | COM | 891906109 |
| CSL | CARLISLE COS INC | 60,300 | $4,788 | 0.2% | $55.89 | +12.9% | COM | 142339100 |
| SCI | SERVICE CORP INTL | 261,000 | $4,732 | 0.2% | $17.02 | +6.7% | COM | 817565104 |
| FULT | FULTON FINL CORP PA | 355,000 | $4,643 | 0.2% | $7.21 | +11.5% | COM | 360271100 |
| PVH | PVH CORP | 34,100 | $4,638 | 0.2% | $112.68 | +11.0% | COM | 693656100 |
| IOSP | INNOSPEC INC | 99,700 | $4,608 | 0.2% | $35.20 | +10.5% | COM | 45768S105 |
| MA | MASTERCARD INC | 5,500 | $4,595 | 0.2% | $58.30 | +18.4% | CL A | 57636Q104 |
| DIN | DINEEQUITY INC | 54,400 | $4,545 | 0.2% | $41.40 | +13.9% | COM | 254423106 |
| EME | EMCOR GROUP INC | 106,900 | $4,537 | 0.2% | $36.90 | -0.1% | COM | 29084Q100 |
| C | CITIGROUP INC | 87,000 | $4,534 | 0.2% | $36.13 | +4.2% | COM NEW | 172967424 |
| — | SCHULMAN A INC | 127,700 | $4,503 | 0.2% | $26.82 | — | COM | 808194104 |
| FCX | FREEPORT-MCMORAN COPPER & GOLD COM | 119,300 | $4,502 | 0.2% | $24.45 | +23.0% | COM | 35671D857 |
| MET | METLIFE INC | 83,000 | $4,475 | 0.2% | $26.20 | +15.0% | COM | 59156R108 |
| FITB | FIFTH THIRD BANCORP | 212,000 | $4,458 | 0.2% | $12.08 | +8.2% | COM | 316773100 |
| V | VISA INC | 20,000 | $4,454 | 0.2% | $40.35 | +14.7% | CL A | 92826C839 |
| COF | CAPITAL ONE FINL CORP | 58,000 | $4,443 | 0.2% | $48.39 | +18.5% | COM | 14040H105 |
| BAC | BANK OF AMERICA CORPORATION | 285,000 | $4,437 | 0.2% | $10.18 | +14.8% | COM | 060505104 |
| — | CIT GROUP INC | 85,000 | $4,431 | 0.2% | $47.55 | — | COM NEW | 125581801 |
| PNC | PNC FINL SVCS GROUP INC | 57,000 | $4,422 | 0.2% | $48.28 | +7.5% | COM | 693475105 |
| — | SUNTRUST BKS INC | 120,000 | $4,417 | 0.2% | $31.74 | — | COM | 867914103 |
| — | BLACKSTONE GROUP L P | 138,000 | $4,347 | 0.2% | $21.06 | — | COM UNIT LTD | 09253U108 |
| ZION | ZIONS BANCORPORATION | 145,000 | $4,344 | 0.2% | $28.78 | 0.0% | COM | 989701107 |
| RF | REGIONS FINL CORP NEW | 438,000 | $4,332 | 0.2% | $5.96 | +8.3% | COM | 7591EP100 |
| SCL | STEPAN CO | 65,800 | $4,318 | 0.2% | $56.48 | +8.0% | COM | 858586100 |
| — | EVERBANK FINL CORP | 235,000 | $4,310 | 0.2% | $16.60 | — | COM | 29977G102 |
| — | BEACON ROOFING SUPPLY INC | 106,600 | $4,294 | 0.2% | $37.88 | — | COM | 073685109 |
| — | PIER 1 IMPORTS INC | 182,200 | $4,205 | 0.2% | $23.49 | — | COM | 720279108 |
| — | TECO ENERGY INC | 243,736 | $4,202 | 0.2% | $17.12 | — | COM | 872375100 |
| MS | MORGAN STANLEY | 133,000 | $4,171 | 0.2% | $17.66 | +23.5% | COM NEW | 617446448 |
| GS | GOLDMAN SACHS GROUP INC | 23,500 | $4,166 | 0.2% | $123.45 | +5.9% | COM | 38141G104 |
| — | DISCOVER FINL SVCS | 73,000 | $4,084 | 0.2% | $48.25 | — | COM | 254709108 |
| LLY | LILLY ELI & CO | 79,300 | $4,044 | 0.2% | $42.21 | -6.2% | COM | 532457108 |
| NWE | NORTHWESTERN CORP | 92,998 | $4,029 | 0.2% | $25.18 | +8.8% | COM NEW | 668074305 |
| — | HOME LN SERVICING SOLUTIONS LT ORD SHS | 175,000 | $4,020 | 0.2% | $23.97 | — | ORD SH | G6648D109 |
| BKD | BROOKDALE SR LIVING INC | 143,500 | $3,900 | 0.2% | $27.55 | +0.6% | COM | 112463104 |
| — | TEAM INC | 91,100 | $3,857 | 0.2% | $37.85 | — | COM | 878155100 |
| CGIP | CELADON GROUP INC | 198,000 | $3,857 | 0.2% | $18.16 | +2.5% | COM | 150838100 |
| BKH | BLACK HILLS CORP | 73,459 | $3,857 | 0.2% | $30.84 | +7.1% | COM | 092113109 |
| VMI | VALMONT INDS INC | 25,800 | $3,847 | 0.2% | $146.58 | -3.6% | COM | 920253101 |
| — | U S G CORP | 134,700 | $3,823 | 0.2% | $23.05 | — | COM | 903293405 |
| — | TIME WARNER CABLE INC | 27,900 | $3,780 | 0.2% | $112.46 | — | COM | 88732J207 |
| CPK | CHESAPEAKE UTILS CORP | 62,469 | $3,749 | 0.2% | $27.47 | +7.0% | COM | 165303108 |
| BMY | BRISTOL MYERS SQUIBB CO | 68,300 | $3,630 | 0.1% | $28.67 | +19.2% | COM | 110122108 |
| LNT | ALLIANT ENERGY CORP | 70,354 | $3,630 | 0.1% | $17.00 | +2.8% | COM | 018802108 |
| — | CATAMARAN CORP | 76,400 | $3,627 | 0.1% | $48.72 | — | COM | 148887102 |
| OCFC | OCEANFIRST FINL CORP | 210,400 | $3,604 | 0.1% | $9.20 | +25.8% | COM | 675234108 |
| TRV | TRAVELERS COMPANIES INC | 39,000 | $3,531 | 0.1% | $63.11 | +5.8% | COM | 89417E109 |
| WDC | WESTERN DIGITAL CORP | 41,900 | $3,515 | 0.1% | $35.69 | +28.6% | COM | 958102105 |
| PRU | PRUDENTIAL FINL INC | 38,000 | $3,504 | 0.1% | $41.47 | +24.2% | COM | 744320102 |
| — | DOW CHEM CO | 77,300 | $3,432 | 0.1% | $32.17 | — | COM | 260543103 |
| NSC | NORFOLK SOUTHERN CORP | 36,200 | $3,360 | 0.1% | $57.67 | +13.9% | COM | 655844108 |
| ADP | AUTOMATIC DATA PROCESSING INC | 41,500 | $3,354 | 0.1% | $45.09 | +14.1% | COM | 053015103 |
| — | CAPITAL BK FINL CORP | 146,308 | $3,329 | 0.1% | $20.59 | — | COM | 139794101 |
| UPS | UNITED PARCEL SERVICE INC | 31,500 | $3,310 | 0.1% | $55.38 | +16.4% | CL B | 911312106 |
| IBCP | INDEPENDENT BANK CORP MICH | 274,815 | $3,298 | 0.1% | $6.55 | +11.8% | COM NEW | 453838609 |
| HBAN | HUNTINGTON BANCSHARES INC | 340,000 | $3,281 | 0.1% | $4.69 | +21.0% | COM | 446150104 |
| — | AXIALL CORP | 68,900 | $3,269 | 0.1% | $42.58 | — | COM | 05463D100 |
| WM | WASTE MGMT INC DEL | 69,400 | $3,114 | 0.1% | $30.75 | +10.2% | COM | 94106L109 |
| — | KRAFT FOODS GROUP INC | 55,634 | $3,000 | 0.1% | $55.88 | — | COM | 50076Q106 |
| F | FORD MTR CO DEL | 193,500 | $2,986 | 0.1% | $7.61 | +18.4% | COM PAR $0.01 | 345370860 |
| GIS | GENERAL MLS INC | 59,800 | $2,985 | 0.1% | $31.98 | +2.8% | COM | 370334104 |
| — | CALUMET SPECIALTY PRODS PTNRS | 113,400 | $2,951 | 0.1% | $36.38 | — | UT LTD PARTNER | 131476103 |
| — | GLAXOSMITHKLINE PLC | 55,200 | $2,947 | 0.1% | $49.96 | — | SPONSORED ADR | 37733W105 |
| WSFS | WSFS FINL CORP | 38,000 | $2,946 | 0.1% | $16.60 | +40.7% | COM | 929328102 |
| KMB | KIMBERLY CLARK CORP | 28,000 | $2,925 | 0.1% | $63.06 | +5.2% | COM | 494368103 |
| IP | INTL PAPER CO | 59,500 | $2,917 | 0.1% | $25.91 | +0.4% | COM | 460146103 |
| BA | BOEING CO | 21,300 | $2,907 | 0.1% | $80.37 | +38.0% | COM | 097023105 |
| PEP | PEPSICO INC | 34,700 | $2,878 | 0.1% | $56.00 | +3.1% | COM | 713448108 |
| NUE | NUCOR CORP | 53,600 | $2,861 | 0.1% | $32.41 | +18.2% | COM | 670346105 |
| CMA | COMERICA INC | 60,000 | $2,852 | 0.1% | $27.00 | +6.2% | COM | 200340107 |
| SYY | SYSCO CORP | 78,500 | $2,834 | 0.1% | $24.40 | -0.1% | COM | 871829107 |
| MO | ALTRIA GROUP INC | 73,700 | $2,829 | 0.1% | $16.28 | +5.3% | COM | 02209S103 |
| — | TOTAL S A | 45,900 | $2,812 | 0.1% | $48.69 | — | SPONSORED ADR | 89151E109 |
| NBHC | NATIONAL BK HLDGS CORP | 130,000 | $2,782 | 0.1% | $15.78 | +3.8% | CL A | 633707104 |
| SAN | BANCO SANTANDER SA | 304,700 | $2,764 | 0.1% | $6.47 | — | ADR | 05964H105 |
| AVA | AVISTA CORP | 97,472 | $2,748 | 0.1% | $16.51 | +1.7% | COM | 05379B107 |
| BP | BP PLC | 56,300 | $2,737 | 0.1% | $41.75 | — | SPONSORED ADR | 055622104 |
| — | KELLOGG CO | 43,000 | $2,626 | 0.1% | $38.95 | -3.0% | COM | 487836108 |
| — | ROYAL DUTCH SHELL PLC | 34,600 | $2,599 | 0.1% | $66.28 | — | SPONSORED ADR | 780259107 |
| — | VIACOM INC NEW | 29,700 | $2,594 | 0.1% | $68.06 | — | CL B | 92553P201 |
| — | ARCELORMITTAL SA LUXEMBOURG | 144,200 | $2,573 | 0.1% | $11.20 | — | NY REGISTRY SH | 03938L104 |
| CAG | CONAGRA FOODS INC | 76,200 | $2,568 | 0.1% | $17.69 | -6.3% | COM | 205887102 |
| — | UNILEVER PLC | 61,500 | $2,534 | 0.1% | $40.45 | — | SPON ADR NEW | 904767704 |
| CAH | CARDINAL HEALTH INC | 37,800 | $2,525 | 0.1% | $32.61 | +35.5% | COM | 14149Y108 |
| — | FIRST CONN BANCORP INC MD | 155,000 | $2,499 | 0.1% | $13.92 | — | COM | 319850103 |
| PM | PHILIP MORRIS INTL INC | 28,600 | $2,492 | 0.1% | $49.85 | -4.0% | COM | 718172109 |
| — | UNILEVER N V | 61,900 | $2,490 | 0.1% | $39.32 | — | NY SHS NEW | 904784709 |
| INBK | FIRST INTERNET BANCORP | 110,000 | $2,475 | 0.1% | $24.39 | 0.0% | COM | 320557101 |
| — | UNITED FINANCIAL BANCORP INC COM | 130,000 | $2,456 | 0.1% | $15.15 | — | COM | 91030T109 |
| HP | HELMERICH & PAYNE INC | 29,200 | $2,455 | 0.1% | $61.57 | +26.4% | COM | 423452101 |
| HCA | HCA HOLDINGS INC | 51,300 | $2,448 | 0.1% | $35.96 | +19.5% | COM | 40412C101 |
| PH | PARKER HANNIFIN CORP | 19,000 | $2,444 | 0.1% | $75.97 | +25.1% | COM | 701094104 |
| HSBC | HSBC HLDGS PLC | 44,300 | $2,442 | 0.1% | $51.91 | — | SPON ADR NEW | 404280406 |
| AAP | ADVANCE AUTO PARTS INC | 21,700 | $2,402 | 0.1% | $72.11 | +20.1% | COM | 00751Y106 |
| HAL | HALLIBURTON CO | 47,300 | $2,400 | 0.1% | $33.21 | +24.3% | COM | 406216101 |
| MMM | 3M CO | 17,100 | $2,398 | 0.1% | $61.26 | +18.6% | COM | 88579Y101 |
| KR | KROGER CO | 60,100 | $2,376 | 0.1% | $13.44 | +22.4% | COM | 501044101 |
| MPC | MARATHON PETE CORP | 25,600 | $2,348 | 0.1% | $27.55 | -2.6% | COM | 56585A102 |
| — | TERRITORIAL BANCORP INC | 100,000 | $2,320 | 0.1% | $22.61 | — | COM | 88145X108 |
| — | INNERWORKINGS INC | 296,665 | $2,311 | 0.1% | $10.85 | — | COM | 45773Y105 |
| DLTR | DOLLAR TREE INC | 40,800 | $2,302 | 0.1% | $48.73 | +18.2% | COM | 256746108 |
| PMT | PENNYMAC MTG INVT TR | 100,000 | $2,296 | 0.1% | $21.27 | — | COM | 70931T103 |
| — | ROCKVILLE FINL INC NEW | 160,000 | $2,274 | 0.1% | $13.08 | — | COM | 774188106 |
| FLR | FLUOR CORP NEW | 27,800 | $2,232 | 0.1% | $53.56 | +26.3% | COM | 343412102 |
| KLAC | KLA-TENCOR CORP | 34,000 | $2,192 | 0.1% | $33.95 | +17.2% | COM | 482480100 |
| UNH | UNITEDHEALTH GROUP INC | 29,100 | $2,191 | 0.1% | $50.75 | +16.4% | COM | 91324P102 |
| — | DIRECTV | 31,700 | $2,190 | 0.1% | $61.61 | — | COM | 25490A309 |
| — | BED BATH & BEYOND INC | 27,200 | $2,184 | 0.1% | $70.90 | — | COM | 075896100 |
| USB | US BANCORP DEL | 53,000 | $2,141 | 0.1% | $23.29 | +9.0% | COM NEW | 902973304 |
| PCAR | PACCAR INC | 36,100 | $2,136 | 0.1% | $21.67 | +10.8% | COM | 693718108 |
| UNP | UNION PAC CORP | 12,700 | $2,134 | 0.1% | $57.06 | +6.1% | COM | 907818108 |
| CMI | CUMMINS INC | 15,000 | $2,115 | 0.1% | $81.53 | +18.1% | COM | 231021106 |
| AZO | AUTOZONE INC | 4,400 | $2,103 | 0.1% | $427.95 | +4.9% | COM | 053332102 |
| — | ROCKWELL COLLINS INC | 28,000 | $2,070 | 0.1% | $63.41 | — | COM | 774341101 |
| WU | WESTERN UN CO | 119,500 | $2,061 | 0.1% | $17.11 | — | COM | 959802109 |
| KSS | KOHLS CORP | 36,100 | $2,049 | 0.1% | $49.51 | +10.7% | COM | 500255104 |
| — | FOOT LOCKER INC | 48,600 | $2,014 | 0.1% | $35.14 | — | COM | 344849104 |
| GDOT | GREEN DOT CORP | 80,000 | $2,012 | 0.1% | $19.01 | +22.5% | CL A | 39304D102 |
| GAP | GAP INC DEL | 50,300 | $1,966 | 0.1% | $26.00 | +0.3% | COM | 364760108 |
| — | CENTURYLINK INC | 61,200 | $1,949 | 0.1% | $35.35 | — | COM | 156700106 |
| CPB | CAMPBELL SOUP CO | 44,200 | $1,913 | 0.1% | $30.86 | -7.6% | COM | 134429109 |
| — | PORTFOLIO RECOVERY ASSOCS INC COM | 36,000 | $1,902 | 0.1% | $91.17 | — | COM | 73640Q105 |
| — | NORDSTROM INC | 30,400 | $1,879 | 0.1% | $59.94 | — | COM | 655664100 |
| UTL | UNITIL CORP | 61,390 | $1,872 | 0.1% | $29.29 | +2.8% | COM | 913259107 |
| — | MARATHON OIL CORP | 52,500 | $1,853 | 0.1% | $34.58 | — | COM | 565849106 |
| CF | CF INDS HLDGS INC | 7,800 | $1,818 | 0.1% | $27.49 | +14.5% | COM | 125269100 |
| XOM | EXXON MOBIL CORP | 17,900 | $1,811 | 0.1% | $53.69 | +4.2% | COM | 30231G102 |
| — | FIRST NIAGARA FINL GP INC | 170,000 | $1,805 | 0.1% | $10.07 | — | COM | 33582V108 |
| — | HOLLYFRONTIER CORP | 35,000 | $1,739 | 0.1% | $42.78 | — | COM | 436106108 |
| — | DR PEPPER SNAPPLE GROUP INC | 35,700 | $1,739 | 0.1% | $45.94 | — | COM | 26138E109 |
| DE | DEERE & CO | 18,500 | $1,690 | 0.1% | $68.04 | -0.9% | COM | 244199105 |
| BAX | BAXTER INTL INC | 24,075 | $1,674 | 0.1% | $30.42 | -3.9% | COM | 071813109 |
| AAPL | APPLE INC | 2,950 | $1,655 | 0.1% | $14.28 | +14.6% | COM | 037833100 |
| CAT | CATERPILLAR INC DEL | 17,900 | $1,625 | 0.1% | $61.55 | +1.8% | COM | 149123101 |
| MGEE | MGE ENERGY INC | 27,831 | $1,611 | 0.1% | $27.58 | +2.4% | COM | 55277P104 |
| — | FAMILY DLR STORES INC | 24,000 | $1,559 | 0.1% | $62.32 | — | COM | 307000109 |
| IBM | INTERNATIONAL BUSINESS MACHS COM | 8,300 | $1,557 | 0.1% | $111.55 | -4.6% | COM | 459200101 |
| — | JOY GLOBAL INC | 26,200 | $1,532 | 0.1% | $48.53 | — | COM | 481165108 |
| KEY | KEYCORP NEW | 110,000 | $1,476 | 0.1% | $6.48 | +24.3% | COM | 493267108 |
| INDB | INDEPENDENT BANK CORP MASS | 35,000 | $1,372 | 0.1% | $22.67 | +15.6% | COM | 453836108 |
| NEM | NEWMONT MINING CORP | 57,700 | $1,329 | 0.1% | $25.34 | -22.1% | COM | 651639106 |
| — | DELTA NAT GAS INC | 58,566 | $1,311 | 0.1% | $21.51 | — | COM | 247748106 |
| — | PEPCO HOLDINGS INC | 67,904 | $1,299 | 0.1% | $20.00 | — | COM | 713291102 |
| — | UNS ENERGY CORP | 19,480 | $1,166 | 0.0% | $46.76 | — | COM | 903119105 |
| — | TCF FINL CORP | 70,000 | $1,138 | 0.0% | $14.18 | — | COM | 872275102 |
| — | ENSTAR GROUP LIMITED | 7,000 | $972 | 0.0% | $138.86 | — | SHS | G3075P101 |
| ETR | ENTERGY CORP NEW | 11,700 | $740 | 0.0% | $19.99 | -2.3% | COM | 29364G103 |
| — | MOVE INC | 45,000 | $720 | 0.0% | $16.00 | — | COM NEW | 62458M207 |
| RGCO | RGC RES INC | 35,679 | $681 | 0.0% | $13.40 | -6.3% | COM | 74955L103 |
| ICE | INTERCONTINENTALEXCHANGE GROUP COM | 3,000 | $675 | 0.0% | $35.28 | 0.0% | COM | 45866F104 |
| CSCO | CISCO SYS INC | 28,900 | $649 | 0.0% | $15.24 | -0.2% | COM | 17275R102 |
| — | EMPIRE DIST ELEC CO | 24,900 | $565 | 0.0% | $22.37 | — | COM | 291641108 |
| — | GAS NAT INC | 64,943 | $521 | 0.0% | $9.75 | — | COM | 367204104 |
| NMIH | NMI HLDGS INC | 40,000 | $509 | 0.0% | $13.30 | 0.0% | CL A | 629209305 |
| — | AMERICAN CAP LTD COM | 25,000 | $391 | 0.0% | $12.67 | — | COM | 02503Y103 |
| — | CORNING NAT GAS HLDG CORP | 17,634 | $324 | 0.0% | $18.37 | — | COM | 219387107 |
| ILMN | ILLUMINA INC | 2,458 | $272 | 0.0% | $76.50 | +19.7% | COM | 452327109 |
| DOV | DOVER CORP | 2,800 | $270 | 0.0% | $46.39 | +6.2% | COM | 260003108 |
| — | SANDISK CORP | 3,805 | $268 | 0.0% | $59.45 | — | COM | 80004C101 |
| — | ALEXION PHARMACEUTICALS INC | 2,005 | $267 | 0.0% | $115.96 | — | COM | 015351109 |
| — | LIBERTY MEDIA CORP DELAWARE | 1,800 | $264 | 0.0% | $146.67 | — | CL A | 531229102 |
| BIIB | BIOGEN IDEC INC | 945 | $264 | 0.0% | $258.65 | 0.0% | COM | 09062X103 |
| CRM | SALESFORCE COM INC | 4,765 | $263 | 0.0% | $45.04 | +17.3% | COM | 79466L302 |
| — | LINKEDIN CORP | 1,205 | $261 | 0.0% | $240.58 | — | COM CL A | 53578A108 |
| AMZN | AMAZON COM INC | 645 | $257 | 0.0% | $17.98 | 0.0% | COM | 023135106 |
| — | PRICELINE COM INC | 220 | $256 | 0.0% | $1012.50 | — | COM NEW | 741503403 |
| NFLX | NETFLIX INC | 690 | $254 | 0.0% | $3.86 | +27.1% | COM | 64110L106 |
| — | BROOKLINE BANCORP INC DEL | 25,000 | $239 | 0.0% | $8.68 | — | COM | 11373M107 |
| TRIP | TRIPADVISOR INC | 2,805 | $232 | 0.0% | $63.00 | +15.5% | COM | 896945201 |
| — | AMERICAN CAPITAL AGENCY CORP | 10,000 | $193 | 0.0% | $19.30 | — | COM | 02503X105 |
| — | ANNALY CAP MGMT INC | 15,000 | $150 | 0.0% | $10.00 | — | COM | 035710409 |