Location: Novato, CA
CIK: 0001145255 · Show all filings
Period: Q1 2014 (← Previous) (Next →)
Filing Date: Apr 24, 2014
Total Value: $2.699B (100.0% shares, 0.0% debt)
| Ticker | Issuer | Shares | Value | % | Est. Cost | Unrealized | Class | CUSIP |
|---|---|---|---|---|---|---|---|---|
| KMI | KINDER MORGAN INC DEL | 2,379,225 | $77.3M | 2.9% | $19.87 | -7.2% | COM | 49456B101 |
| LNG | CHENIERE ENERGY INC | 1,384,117 | $76.61M | 2.8% | $28.40 | +68.8% | COM NEW | 16411R208 |
| ET | ENERGY TRANSFER EQUITY L P | 1,637,408 | $76.55M | 2.8% | $52.92 | — | COM UT LTD PTN | 29273V100 |
| SRE | SEMPRA ENERGY | 781,940 | $75.66M | 2.8% | $28.45 | +13.2% | COM | 816851109 |
| — | NATIONAL GRID PLC | 1,091,198 | $75.01M | 2.8% | $58.62 | — | SPON ADR NEW | 636274300 |
| D | DOMINION RES INC VA NEW | 1,056,596 | $75.01M | 2.8% | $35.73 | +16.0% | COM | 25746U109 |
| — | SPECTRA ENERGY CORP | 2,023,615 | $74.75M | 2.8% | $34.84 | — | COM | 847560109 |
| — | TRANSCANADA CORP | 1,637,827 | $74.55M | 2.8% | $43.79 | — | COM | 89353D107 |
| ENB | ENBRIDGE INC | 1,605,848 | $73.08M | 2.7% | $23.04 | -1.1% | COM | 29250N105 |
| NI | NISOURCE INC | 1,763,631 | $62.66M | 2.3% | $8.10 | +15.2% | COM | 65473P105 |
| OKE | ONEOK INC NEW | 924,315 | $54.77M | 2.0% | $20.24 | +41.6% | COM | 682680103 |
| — | AGL RES INC | 897,916 | $43.96M | 1.6% | $44.27 | — | COM | 001204106 |
| PCG | PG&E CORP | 1,011,799 | $43.71M | 1.6% | $38.11 | -3.1% | COM | 69331C108 |
| ATO | ATMOS ENERGY CORP | 919,762 | $43.35M | 1.6% | $31.84 | +8.0% | COM | 049560105 |
| CNP | CENTERPOINT ENERGY INC | 1,428,226 | $33.84M | 1.3% | $15.36 | +1.0% | COM | 15189T107 |
| PEG | PUBLIC SVC ENTERPRISE GROUP | 885,790 | $33.78M | 1.3% | $21.75 | +4.3% | COM | 744573106 |
| NFG | NATIONAL FUEL GAS CO N J | 453,324 | $31.75M | 1.2% | $63.72 | +14.8% | COM | 636180101 |
| — | QUESTAR CORP | 1,235,615 | $29.38M | 1.1% | $23.72 | — | COM | 748356102 |
| — | PIEDMONT NAT GAS INC | 722,068 | $25.55M | 0.9% | $33.90 | — | COM | 720186105 |
| ED | CONSOLIDATED EDISON INC | 455,886 | $24.46M | 0.9% | $36.88 | -5.2% | COM | 209115104 |
| — | INTEGRYS ENERGY GROUP INC | 375,488 | $22.4M | 0.8% | $57.95 | — | COM | 45822P105 |
| SWX | SOUTHWEST GAS CORP | 411,178 | $21.98M | 0.8% | $49.88 | +7.6% | COM | 844895102 |
| CMS | CMS ENERGY CORP | 739,648 | $21.66M | 0.8% | $19.03 | +1.6% | COM | 125896100 |
| MDU | MDU RES GROUP INC | 604,107 | $20.73M | 0.8% | $7.01 | +23.5% | COM | 552690109 |
| GNW | GENWORTH FINL INC | 1,150,900 | $20.41M | 0.8% | $11.57 | +38.7% | CL A | 37247D106 |
| PPL | PPL CORP | 587,035 | $19.45M | 0.7% | $16.49 | +3.6% | COM | 69351T106 |
| DTE | DTE ENERGY CO | 254,954 | $18.94M | 0.7% | $38.40 | +2.7% | COM | 233331107 |
| OGS | ONE GAS INC | 507,078 | $18.22M | 0.7% | $34.23 | 0.0% | COM | 68235P108 |
| — | WGL HLDGS INC | 402,987 | $16.14M | 0.6% | $42.46 | — | COM | 92924F106 |
| XEL | XCEL ENERGY INC | 518,399 | $15.74M | 0.6% | $19.68 | +1.1% | COM | 98389B100 |
| EXC | EXELON CORP | 447,881 | $15.03M | 0.6% | $14.81 | -6.8% | COM | 30161N101 |
| ALK | ALASKA AIR GROUP INC | 160,300 | $14.96M | 0.6% | $30.74 | +22.2% | COM | 011659109 |
| HII | HUNTINGTON INGALLS INDS INC | 144,800 | $14.81M | 0.5% | $60.12 | +30.3% | COM | 446413106 |
| NJR | NEW JERSEY RES | 289,642 | $14.42M | 0.5% | $14.93 | +3.8% | COM | 646025106 |
| — | ALLIANT TECHSYSTEMS INC | 100,700 | $14.31M | 0.5% | $112.49 | — | COM | 018804104 |
| — | LACLEDE GROUP INC | 297,133 | $14.01M | 0.5% | $45.78 | — | COM | 505597104 |
| VC | VISTEON CORP | 142,000 | $12.56M | 0.5% | $43.15 | +11.2% | COM NEW | 92839U206 |
| — | SOUTH JERSEY INDS INC | 214,677 | $12.04M | 0.4% | $56.98 | — | COM | 838518108 |
| GT | GOODYEAR TIRE & RUBR CO | 460,500 | $12.03M | 0.4% | $21.46 | +18.7% | COM | 382550101 |
| — | SCANA CORP NEW | 233,966 | $12.01M | 0.4% | $48.73 | — | COM | 80589M102 |
| INTC | INTEL CORP | 455,700 | $11.76M | 0.4% | $17.20 | +8.6% | COM | 458140100 |
| — | ENERGEN CORP | 141,492 | $11.43M | 0.4% | $60.04 | — | COM | 29265N108 |
| — | VECTREN CORP | 288,416 | $11.36M | 0.4% | $34.69 | — | COM | 92240G101 |
| — | PLAINS GP HLDGS L P | 406,000 | $11.36M | 0.4% | $27.98 | — | SHS A REP LTPN | 72651A108 |
| CVX | CHEVRON CORP NEW | 94,050 | $11.18M | 0.4% | $71.37 | -1.4% | COM | 166764100 |
| CAR | AVIS BUDGET GROUP | 227,000 | $11.05M | 0.4% | $28.48 | +43.4% | COM | 053774105 |
| MCD | MCDONALDS CORP | 112,750 | $11.05M | 0.4% | $71.21 | -1.3% | COM | 580135101 |
| — | WISCONSIN ENERGY CORP | 233,460 | $10.87M | 0.4% | $41.60 | — | COM | 976657106 |
| UGI | UGI CORP NEW | 234,935 | $10.71M | 0.4% | $26.78 | +7.5% | COM NEW | 902681105 |
| WTFC | WINTRUST FINL CORP | 220,000 | $10.71M | 0.4% | $39.63 | +16.2% | COM | 97650W108 |
| MRK | MERCK & CO INC NEW | 185,600 | $10.54M | 0.4% | $30.08 | +18.9% | COM | 58933Y105 |
| BRK/A | BERKSHIRE HATHAWAY INC | 55 | $10.3M | 0.4% | $173908.48 | +0.9% | CL A | 084670108 |
| BKU | BANKUNITED INC | 295,000 | $10.26M | 0.4% | $17.74 | +29.9% | COM | 06652K103 |
| WAFD | WASHINGTON FED INC | 440,000 | $10.25M | 0.4% | $14.58 | +10.9% | COM | 938824109 |
| FFIC | FLUSHING FINL CORP | 480,000 | $10.11M | 0.4% | $9.79 | +25.1% | COM | 343873105 |
| — | FLAGSTAR BANCORP INC | 455,000 | $10.11M | 0.4% | $14.28 | — | COM PAR .001 | 337930705 |
| — | ASTORIA FINL CORP | 730,000 | $10.09M | 0.4% | $11.40 | — | COM | 046265104 |
| BPOP | POPULAR INC | 325,000 | $10.07M | 0.4% | $22.08 | -2.9% | COM NEW | 733174700 |
| RDN | RADIAN GROUP INC | 670,000 | $10.07M | 0.4% | $10.45 | +20.6% | COM | 750236101 |
| — | NORTHWEST NAT GAS CO | 228,594 | $10.06M | 0.4% | $42.68 | — | COM | 667655104 |
| — | SYNOVUS FINL CORP | 2,950,000 | $10M | 0.4% | $3.06 | — | COM | 87161C105 |
| DUK | DUKE ENERGY CORP NEW | 138,837 | $9.888M | 0.4% | $42.00 | +1.6% | COM NEW | 26441C204 |
| LMT | LOCKHEED MARTIN CORP | 60,500 | $9.876M | 0.4% | $81.30 | +39.4% | COM | 539830109 |
| ECPG | ENCORE CAP GROUP INC | 215,000 | $9.826M | 0.4% | $33.97 | +42.1% | COM | 292554102 |
| PFE | PFIZER INC | 300,550 | $9.654M | 0.4% | $16.48 | +10.5% | COM | 717081103 |
| ZION | ZIONS BANCORPORATION | 310,000 | $9.604M | 0.4% | $29.63 | +2.5% | COM | 989701107 |
| EQT | EQT CORP | 98,960 | $9.596M | 0.4% | $38.85 | +23.0% | COM | 26884L109 |
| T | AT&T INC | 273,200 | $9.581M | 0.4% | $11.34 | -4.3% | COM | 00206R102 |
| TBBK | BANCORP INC DEL | 500,000 | $9.405M | 0.3% | $15.89 | +18.8% | COM | 05969A105 |
| VZ | VERIZON COMMUNICATIONS INC | 193,050 | $9.183M | 0.3% | $27.02 | -4.2% | COM | 92343V104 |
| JPM | JPMORGAN CHASE & CO. | 146,950 | $8.921M | 0.3% | $38.51 | +9.3% | COM | 46625H100 |
| MCHB | HOMESTREET INC | 455,000 | $8.895M | 0.3% | $21.48 | -12.2% | COM | 43785V102 |
| MSFT | MICROSOFT CORP | 216,300 | $8.866M | 0.3% | $27.85 | +12.2% | COM | 594918104 |
| — | GENERAL ELECTRIC CO | 338,850 | $8.773M | 0.3% | $24.06 | — | COM | 369604103 |
| PFS | PROVIDENT FINL SVCS INC | 470,000 | $8.634M | 0.3% | $10.34 | +3.3% | COM | 74386T105 |
| MBI | MBIA INC | 595,000 | $8.324M | 0.3% | $5.45 | +2.0% | COM | 55262C100 |
| — | UIL HLDG CORP | 219,633 | $8.085M | 0.3% | $38.16 | — | COM | 902748102 |
| — | NORTHEAST UTILS | 177,475 | $8.075M | 0.3% | $42.43 | — | COM | 664397106 |
| — | SUNPOWER CORP | 247,500 | $7.984M | 0.3% | $26.16 | — | COM | 867652406 |
| — | SWIFT TRANSN CO | 321,700 | $7.962M | 0.3% | $20.19 | — | CL A | 87074U101 |
| — | HANESBRANDS INC | 103,400 | $7.908M | 0.3% | $62.31 | — | COM | 410345102 |
| PPC | PILGRIMS PRIDE CORP NEW | 374,400 | $7.832M | 0.3% | $16.49 | +4.4% | COM | 72147K108 |
| OSK | OSHKOSH CORP | 133,000 | $7.83M | 0.3% | $36.85 | +23.8% | COM | 688239201 |
| — | SKECHERS U S A INC | 212,700 | $7.772M | 0.3% | $31.11 | — | CL A | 830566105 |
| MTG | MGIC INVT CORP WIS | 910,000 | $7.753M | 0.3% | $5.72 | +52.2% | COM | 552848103 |
| — | ITT CORP NEW | 180,500 | $7.718M | 0.3% | $35.95 | — | COM | 450911201 |
| BANR | BANNER CORP | 185,000 | $7.624M | 0.3% | $22.82 | +21.1% | COM NEW | 06652V208 |
| DAL | DELTA AIR LINES INC DEL | 218,900 | $7.585M | 0.3% | $14.99 | +86.6% | COM NEW | 247361702 |
| — | COMPUTER SCIENCES CORP | 124,500 | $7.572M | 0.3% | $51.74 | — | COM | 205363104 |
| LEA | LEAR CORP | 90,100 | $7.543M | 0.3% | $56.05 | +16.2% | COM NEW | 521865204 |
| PG | PROCTER & GAMBLE CO | 92,850 | $7.484M | 0.3% | $55.55 | +1.7% | COM | 742718109 |
| — | TENNECO INC | 128,300 | $7.45M | 0.3% | $50.50 | — | COM | 880349105 |
| — | HEWLETT PACKARD CO | 228,700 | $7.401M | 0.3% | $32.36 | — | COM | 428236103 |
| HIFS | HINGHAM INSTN SVGS MASS | 94,000 | $7.379M | 0.3% | $55.69 | +21.0% | COM | 433323102 |
| BC | BRUNSWICK CORP | 162,200 | $7.346M | 0.3% | $28.93 | +25.6% | COM | 117043109 |
| — | AMERICAN EQTY INVT LIFE HLD CO | 306,400 | $7.237M | 0.3% | $21.22 | — | COM | 025676206 |
| — | DU PONT E I DE NEMOURS & CO | 106,950 | $7.176M | 0.3% | $52.50 | — | COM | 263534109 |
| UHS | UNIVERSAL HLTH SVCS INC | 87,200 | $7.157M | 0.3% | $66.39 | +15.5% | CL B | 913903100 |
| AEE | AMEREN CORP | 173,390 | $7.144M | 0.3% | $23.81 | +11.5% | COM | 023608102 |
| — | STONEGATE MTG CORP | 480,000 | $7.133M | 0.3% | $16.03 | — | COM | 86181Q300 |
| — | RAYTHEON CO | 72,100 | $7.123M | 0.3% | $66.12 | — | COM NEW | 755111507 |
| NOC | NORTHROP GRUMMAN CORP | 57,300 | $7.07M | 0.3% | $97.12 | 0.0% | COM | 666807102 |
| — | OMNICARE INC | 117,200 | $6.993M | 0.3% | $55.50 | — | COM | 681904108 |
| WEN | WENDYS CO | 757,500 | $6.908M | 0.3% | $7.50 | +22.2% | COM | 95058W100 |
| — | STERLING FINL CORP WASH | 205,000 | $6.833M | 0.3% | $23.78 | — | COM NEW | 859319303 |
| ASB | ASSOCIATED BANC CORP | 370,000 | $6.682M | 0.2% | $11.62 | 0.0% | COM | 045487105 |
| FLO | FLOWERS FOODS INC | 298,100 | $6.394M | 0.2% | $14.27 | -5.8% | COM | 343498101 |
| — | AMTRUST FINL SVCS INC | 165,900 | $6.239M | 0.2% | $39.06 | — | COM | 032359309 |
| CBRL | CRACKER BARREL OLD CTRY STORE | 62,800 | $6.107M | 0.2% | $59.07 | +2.1% | COM | 22410J106 |
| DCH | AMERICAN AXLE & MFG HLDGS INC | 327,400 | $6.063M | 0.2% | $19.72 | -2.4% | COM | 024061103 |
| FBP | FIRST BANCORP P R | 1,100,000 | $5.984M | 0.2% | $5.07 | -14.8% | COM NEW | 318672706 |
| — | INVESTORS BANCORP INC | 215,000 | $5.943M | 0.2% | $23.09 | — | COM | 46146P102 |
| CIEN | CIENA CORP | 260,300 | $5.919M | 0.2% | $22.53 | +4.4% | COM NEW | 171779309 |
| LAD | LITHIA MTRS INC | 88,900 | $5.908M | 0.2% | $57.09 | +9.4% | CL A | 536797103 |
| — | KKR FINL HLDGS LLC | 495,000 | $5.727M | 0.2% | $10.53 | — | COM | 48248A306 |
| — | EXTERRAN HLDGS INC | 129,400 | $5.678M | 0.2% | $43.88 | — | COM | 30225X103 |
| — | URS CORP NEW | 120,100 | $5.652M | 0.2% | $53.68 | — | COM | 903236107 |
| GPRE | GREEN PLAINS RENEWABLE ENERGY | 187,800 | $5.626M | 0.2% | $24.52 | 0.0% | COM | 393222104 |
| NYT | NEW YORK TIMES CO | 322,100 | $5.514M | 0.2% | $13.77 | 0.0% | CL A | 650111107 |
| TSN | TYSON FOODS INC | 123,800 | $5.448M | 0.2% | $29.21 | 0.0% | CL A | 902494103 |
| CUBI | CUSTOMERS BANCORP INC | 260,000 | $5.426M | 0.2% | $15.55 | +17.3% | COM | 23204G100 |
| URI | UNITED RENTALS INC | 56,100 | $5.326M | 0.2% | $82.10 | 0.0% | COM | 911363109 |
| — | TOTAL SYS SVCS INC | 175,000 | $5.322M | 0.2% | $32.79 | — | COM | 891906109 |
| NWE | NORTHWESTERN CORP | 112,198 | $5.322M | 0.2% | $25.66 | +9.0% | COM NEW | 668074305 |
| PNC | PNC FINL SVCS GROUP INC | 61,000 | $5.307M | 0.2% | $48.84 | +16.3% | COM | 693475105 |
| LLY | LILLY ELI & CO | 89,500 | $5.268M | 0.2% | $42.48 | +4.9% | COM | 532457108 |
| MTRX | MATRIX SVC CO | 154,327 | $5.213M | 0.2% | $29.94 | 0.0% | COM | 576853105 |
| JACK | JACK IN THE BOX INC | 88,200 | $5.199M | 0.2% | $54.49 | 0.0% | COM | 466367109 |
| — | SUNTRUST BKS INC | 130,000 | $5.173M | 0.2% | $32.36 | — | COM | 867914103 |
| LUV | SOUTHWEST AIRLS CO | 218,800 | $5.166M | 0.2% | $19.19 | 0.0% | COM | 844741108 |
| BKH | BLACK HILLS CORP | 89,459 | $5.157M | 0.2% | $31.79 | +13.7% | COM | 092113109 |
| AIG | AMERICAN INTL GROUP INC | 103,000 | $5.151M | 0.2% | $32.60 | +16.1% | COM NEW | 026874784 |
| — | ENGILITY HLDGS INC | 113,846 | $5.129M | 0.2% | $45.05 | — | COM | 29285W104 |
| BAC | BANK OF AMERICA CORPORATION | 298,000 | $5.126M | 0.2% | $10.31 | +28.5% | COM | 060505104 |
| FITB | FIFTH THIRD BANCORP | 223,000 | $5.118M | 0.2% | $12.20 | +19.8% | COM | 316773100 |
| RF | REGIONS FINL CORP NEW | 460,000 | $5.111M | 0.2% | $6.01 | +17.8% | COM | 7591EP100 |
| — | CIGNA CORPORATION | 60,900 | $5.099M | 0.2% | $72.50 | — | COM | 125509109 |
| — | MANITOWOC INC | 161,200 | $5.07M | 0.2% | $31.45 | — | COM | 563571108 |
| MET | METLIFE INC | 96,000 | $5.069M | 0.2% | $26.86 | +15.7% | COM | 59156R108 |
| BAX | BAXTER INTL INC | 68,675 | $5.053M | 0.2% | $30.37 | -0.1% | COM | 071813109 |
| GIS | GENERAL MLS INC | 97,100 | $5.032M | 0.2% | $32.36 | +1.9% | COM | 370334104 |
| TRV | TRAVELERS COMPANIES INC | 59,000 | $5.021M | 0.2% | $63.62 | +1.6% | COM | 89417E109 |
| — | KRAFT FOODS GROUP INC | 89,200 | $5.004M | 0.2% | $55.96 | — | COM | 50076Q106 |
| PZZA | PAPA JOHNS INTL INC | 96,000 | $5.003M | 0.2% | $28.15 | +39.1% | COM | 698813102 |
| — | CIT GROUP INC | 102,000 | $5M | 0.2% | $47.80 | — | COM NEW | 125581801 |
| C | CITIGROUP INC | 105,000 | $4.998M | 0.2% | $36.29 | +2.2% | COM NEW | 172967424 |
| GIII | G-III APPAREL GROUP LTD | 69,000 | $4.939M | 0.2% | $35.06 | 0.0% | COM | 36237H101 |
| UVE | UNIVERSAL INS HLDGS INC | 388,400 | $4.933M | 0.2% | $12.72 | 0.0% | COM | 91359V107 |
| — | ACETO CORP | 245,484 | $4.932M | 0.2% | $20.09 | — | COM | 004446100 |
| COP | CONOCOPHILLIPS | 70,000 | $4.925M | 0.2% | $39.96 | +13.7% | COM | 20825C104 |
| — | AK STL HLDG CORP | 677,000 | $4.888M | 0.2% | $7.22 | — | COM | 001547108 |
| MO | ALTRIA GROUP INC | 130,500 | $4.885M | 0.2% | $16.64 | +2.9% | COM | 02209S103 |
| KMB | KIMBERLY CLARK CORP | 44,300 | $4.884M | 0.2% | $65.39 | +6.1% | COM | 494368103 |
| JBTM | JOHN BEAN TECHNOLOGIES CORP | 157,786 | $4.876M | 0.2% | $28.68 | 0.0% | COM | 477839104 |
| F | FORD MTR CO DEL | 310,900 | $4.85M | 0.2% | $7.89 | +6.0% | COM PAR $0.01 | 345370860 |
| — | L-3 COMMUNICATIONS HLDGS INC | 41,000 | $4.844M | 0.2% | $118.15 | — | COM | 502424104 |
| PEP | PEPSICO INC | 58,000 | $4.843M | 0.2% | $56.34 | +0.9% | COM | 713448108 |
| — | RAIT FINANCIAL TRUST | 570,000 | $4.839M | 0.2% | $7.51 | — | COM NEW | 749227609 |
| — | CARMIKE CINEMAS INC | 162,027 | $4.838M | 0.2% | $29.86 | — | COM | 143436400 |
| NGL | NGL ENERGY PARTNERS LP | 128,879 | $4.837M | 0.2% | $37.53 | — | COM UNIT REPST | 62913M107 |
| XOM | EXXON MOBIL CORP | 49,500 | $4.835M | 0.2% | $56.49 | +2.8% | COM | 30231G102 |
| PM | PHILIP MORRIS INTL INC | 58,500 | $4.789M | 0.2% | $47.24 | -5.3% | COM | 718172109 |
| TRGP | TARGA RES CORP | 48,200 | $4.784M | 0.2% | $37.51 | +43.8% | COM | 87612G101 |
| SYY | SYSCO CORP | 132,300 | $4.78M | 0.2% | $25.10 | +4.0% | COM | 871829107 |
| LII | LENNOX INTL INC | 52,500 | $4.773M | 0.2% | $54.01 | +42.7% | COM | 526107107 |
| — | ORBITAL SCIENCES CORP | 169,696 | $4.735M | 0.2% | $27.90 | — | COM | 685564106 |
| — | POLYONE CORP | 128,900 | $4.725M | 0.2% | $36.66 | — | COM | 73179P106 |
| — | TECO ENERGY INC | 274,736 | $4.712M | 0.2% | $17.13 | — | COM | 872375100 |
| LNT | ALLIANT ENERGY CORP | 82,354 | $4.679M | 0.2% | $17.16 | +5.3% | COM | 018802108 |
| — | CAPITAL BK FINL CORP | 186,308 | $4.678M | 0.2% | $21.56 | — | COM | 139794101 |
| — | TUESDAY MORNING CORP | 329,611 | $4.664M | 0.2% | $14.15 | — | COM NEW | 899035505 |
| — | JARDEN CORP | 77,700 | $4.649M | 0.2% | $43.75 | — | COM | 471109108 |
| AAP | ADVANCE AUTO PARTS INC | 36,700 | $4.643M | 0.2% | $85.91 | +23.3% | COM | 00751Y106 |
| CW | CURTISS WRIGHT CORP | 72,800 | $4.626M | 0.2% | $59.36 | 0.0% | COM | 231561101 |
| CNO | CNO FINL GROUP INC | 254,300 | $4.603M | 0.2% | $14.10 | 0.0% | COM | 12621E103 |
| LZB | LA Z BOY INC | 169,600 | $4.596M | 0.2% | $27.33 | 0.0% | COM | 505336107 |
| FULT | FULTON FINL CORP PA | 365,000 | $4.592M | 0.2% | $7.24 | +12.7% | COM | 360271100 |
| UAL | UNITED CONTL HLDGS INC | 102,800 | $4.588M | 0.2% | $44.98 | 0.0% | COM | 910047109 |
| — | MWI VETERINARY SUPPLY INC | 29,300 | $4.56M | 0.2% | $123.25 | — | COM | 55402X105 |
| V | VISA INC | 21,000 | $4.533M | 0.2% | $40.86 | +25.1% | CL A | 92826C839 |
| LPLA | LPL FINL HLDGS INC | 86,000 | $4.518M | 0.2% | $52.79 | 0.0% | COM | 50212V100 |
| — | ALERE INC | 131,200 | $4.507M | 0.2% | $34.35 | — | COM | 01449J105 |
| CSGS | CSG SYS INTL INC | 172,700 | $4.497M | 0.2% | $22.02 | 0.0% | COM | 126349109 |
| MS | MORGAN STANLEY | 144,000 | $4.488M | 0.2% | $18.05 | +25.8% | COM NEW | 617446448 |
| INBK | FIRST INTERNET BANCORP | 197,017 | $4.486M | 0.2% | $23.55 | -4.5% | COM | 320557101 |
| CPK | CHESAPEAKE UTILS CORP | 70,969 | $4.482M | 0.2% | $27.98 | +13.3% | COM | 165303108 |
| USB | US BANCORP DEL | 103,000 | $4.415M | 0.2% | $25.26 | +8.3% | COM NEW | 902973304 |
| CSCO | CISCO SYS INC | 196,950 | $4.414M | 0.2% | $15.29 | +0.1% | COM | 17275R102 |
| — | BLACKSTONE GROUP L P | 132,000 | $4.389M | 0.2% | $21.06 | — | COM UNIT LTD | 09253U108 |
| — | CORE MARK HOLDING CO INC | 60,172 | $4.368M | 0.2% | $72.59 | — | COM | 218681104 |
| — | BGC PARTNERS INC | 662,473 | $4.333M | 0.2% | $6.54 | — | CL A | 05541T101 |
| COF | CAPITAL ONE FINL CORP | 55,000 | $4.244M | 0.2% | $48.39 | +22.6% | COM | 14040H105 |
| PRIM | PRIMORIS SVCS CORP | 141,200 | $4.233M | 0.2% | $31.61 | 0.0% | COM | 74164F103 |
| — | MDC PARTNERS INC | 184,797 | $4.217M | 0.2% | $22.82 | — | CL A SUB VTG | 552697104 |
| IBCP | INDEPENDENT BANK CORP MICH | 320,815 | $4.164M | 0.2% | $6.87 | +28.6% | COM NEW | 453838609 |
| KBH | KB HOME | 245,000 | $4.163M | 0.2% | $19.18 | -16.1% | COM | 48666K109 |
| — | NORTHSTAR RLTY FIN CORP | 255,000 | $4.116M | 0.2% | $9.13 | — | COM | 66704R100 |
| MA | MASTERCARD INC | 54,000 | $4.034M | 0.1% | $71.25 | +2.1% | CL A | 57636Q104 |
| GS | GOLDMAN SACHS GROUP INC | 24,000 | $3.932M | 0.1% | $123.66 | +8.1% | COM | 38141G104 |
| OCFC | OCEANFIRST FINL CORP | 215,400 | $3.81M | 0.1% | $9.26 | +25.7% | COM | 675234108 |
| — | CAPITALSOURCE INC | 260,000 | $3.793M | 0.1% | $9.38 | — | COM | 14055X102 |
| — | SUSQUEHANNA BANCSHARES INC PA | 330,000 | $3.759M | 0.1% | $11.39 | — | COM | 869099101 |
| HBAN | HUNTINGTON BANCSHARES INC | 375,000 | $3.739M | 0.1% | $4.82 | +25.3% | COM | 446150104 |
| PRU | PRUDENTIAL FINL INC | 44,000 | $3.725M | 0.1% | $42.94 | +21.7% | COM | 744320102 |
| — | DISCOVER FINL SVCS | 64,000 | $3.724M | 0.1% | $48.25 | — | COM | 254709108 |
| — | SUPER MICRO COMPUTER INC | 212,200 | $3.686M | 0.1% | $17.37 | — | COM | 86800U104 |
| KO | COCA COLA CO | 94,400 | $3.65M | 0.1% | $26.56 | 0.0% | COM | 191216100 |
| WFC | WELLS FARGO & CO NEW | 70,000 | $3.482M | 0.1% | $27.83 | +20.1% | COM | 949746101 |
| JNJ | JOHNSON & JOHNSON | 35,000 | $3.438M | 0.1% | $59.66 | +11.7% | COM | 478160104 |
| AVA | AVISTA CORP | 107,972 | $3.309M | 0.1% | $16.66 | +8.0% | COM | 05379B107 |
| — | EVERBANK FINL CORP | 155,000 | $3.058M | 0.1% | $16.60 | — | COM | 29977G102 |
| — | CENTURYLINK INC | 91,600 | $3.008M | 0.1% | $34.51 | — | COM | 156700106 |
| CMA | COMERICA INC | 58,000 | $3.004M | 0.1% | $27.00 | +16.7% | COM | 200340107 |
| — | TOTAL S A | 45,800 | $3.004M | 0.1% | $48.69 | — | SPONSORED ADR | 89151E109 |
| SAN | BANCO SANTANDER SA | 308,200 | $2.953M | 0.1% | $6.51 | — | ADR | 05964H105 |
| TXN | TEXAS INSTRS INC | 62,100 | $2.928M | 0.1% | $31.94 | 0.0% | COM | 882508104 |
| — | UNILEVER PLC | 67,800 | $2.9M | 0.1% | $40.66 | — | NY SHS NEW | 904767704 |
| — | KELLOGG CO | 45,300 | $2.841M | 0.1% | $38.87 | -3.5% | COM | 487836108 |
| MMM | 3M CO | 20,800 | $2.822M | 0.1% | $63.93 | +19.3% | COM | 88579Y101 |
| — | ROYAL DUTCH SHELL PLC | 36,100 | $2.82M | 0.1% | $66.77 | — | SPONSORED ADR | 780259107 |
| TGT | TARGET CORP | 46,500 | $2.814M | 0.1% | $41.65 | 0.0% | COM | 87612E106 |
| OXY | OCCIDENTAL PETE CORP DEL | 29,500 | $2.811M | 0.1% | $62.47 | 0.0% | COM | 674599105 |
| — | DOW CHEM CO | 57,700 | $2.804M | 0.1% | $32.17 | — | COM | 260543103 |
| ABBV | ABBVIE INC | 54,400 | $2.796M | 0.1% | $31.49 | 0.0% | COM | 00287Y109 |
| NUE | NUCOR CORP | 55,300 | $2.795M | 0.1% | $32.57 | +15.2% | COM | 670346105 |
| — | MOVE INC | 240,000 | $2.774M | 0.1% | $12.39 | — | COM NEW | 62458M207 |
| BMY | BRISTOL MYERS SQUIBB CO | 53,000 | $2.753M | 0.1% | $28.67 | +25.3% | COM | 110122108 |
| — | SANDISK CORP | 33,875 | $2.75M | 0.1% | $78.74 | — | COM | 80004C101 |
| FCX | FREEPORT-MCMORAN COPPER & GOLD | 82,900 | $2.742M | 0.1% | $24.45 | +16.4% | COM | 35671D857 |
| — | GLAXOSMITHKLINE PLC | 50,500 | $2.698M | 0.1% | $49.96 | — | SPONSORED ADR | 37733W105 |
| BP | BP PLC | 55,900 | $2.689M | 0.1% | $41.75 | — | SPONSORED ADR | 055622104 |
| WM | WASTE MGMT INC DEL | 62,800 | $2.642M | 0.1% | $30.75 | +6.5% | COM | 94106L109 |
| CAG | CONAGRA FOODS INC | 83,900 | $2.603M | 0.1% | $17.53 | -8.5% | COM | 205887102 |
| IP | INTL PAPER CO | 55,900 | $2.565M | 0.1% | $25.91 | +5.1% | COM | 460146103 |
| GM | GENERAL MTRS CO | 73,100 | $2.516M | 0.1% | $27.43 | 0.0% | COM | 37045V100 |
| WSFS | WSFS FINL CORP | 35,000 | $2.5M | 0.1% | $16.60 | +45.0% | COM | 929328102 |
| — | THOMSON REUTERS CORP | 72,500 | $2.48M | 0.1% | $34.21 | — | COM | 884903105 |
| HAL | HALLIBURTON CO | 41,400 | $2.438M | 0.1% | $33.21 | +28.8% | COM | 406216101 |
| AZO | AUTOZONE INC | 4,400 | $2.363M | 0.1% | $427.95 | +21.2% | COM | 053332102 |
| UNP | UNION PAC CORP | 12,400 | $2.327M | 0.1% | $57.06 | +19.6% | COM | 907818108 |
| CF | CF INDS HLDGS INC | 8,900 | $2.32M | 0.1% | $28.45 | +23.8% | COM | 125269100 |
| KR | KROGER CO | 53,100 | $2.318M | 0.1% | $13.44 | +18.3% | COM | 501044101 |
| M | MACYS INC | 38,800 | $2.3M | 0.1% | $55.60 | 0.0% | COM | 55616P104 |
| — | DIRECTV | 30,100 | $2.3M | 0.1% | $61.61 | — | COM | 25490A309 |
| CAT | CATERPILLAR INC DEL | 23,100 | $2.295M | 0.1% | $63.39 | +9.9% | COM | 149123101 |
| WDC | WESTERN DIGITAL CORP | 24,900 | $2.286M | 0.1% | $35.69 | +50.7% | COM | 958102105 |
| UNH | UNITEDHEALTH GROUP INC | 27,600 | $2.263M | 0.1% | $50.75 | +22.4% | COM | 91324P102 |
| ORCL | ORACLE CORP | 55,200 | $2.258M | 0.1% | $31.98 | 0.0% | COM | 68389X105 |
| — | LORILLARD INC | 41,700 | $2.255M | 0.1% | $54.08 | — | COM | 544147101 |
| UTL | UNITIL CORP | 68,140 | $2.238M | 0.1% | $29.47 | +5.3% | COM | 913259107 |
| CMI | CUMMINS INC | 14,900 | $2.22M | 0.1% | $81.53 | +24.2% | COM | 231021106 |
| — | TERRITORIAL BANCORP INC | 100,000 | $2.16M | 0.1% | $22.61 | — | COM | 88145X108 |
| — | UNITED TECHNOLOGIES CORP | 18,400 | $2.15M | 0.1% | $116.85 | — | COM | 913017109 |
| IBM | INTERNATIONAL BUSINESS MACHS | 11,100 | $2.137M | 0.1% | $110.97 | -1.6% | COM | 459200101 |
| — | MARATHON OIL CORP | 60,100 | $2.135M | 0.1% | $34.70 | — | COM | 565849106 |
| CSX | CSX CORP | 73,000 | $2.115M | 0.1% | $7.67 | 0.0% | COM | 126408103 |
| GAP | GAP INC DEL | 52,500 | $2.103M | 0.1% | $26.04 | +4.0% | COM | 364760108 |
| DE | DEERE & CO | 22,900 | $2.079M | 0.1% | $68.44 | +2.4% | COM | 244199105 |
| LOW | LOWES COS INC | 42,400 | $2.073M | 0.1% | $32.16 | +21.3% | COM | 548661107 |
| AAPL | APPLE INC | 3,850 | $2.066M | 0.1% | $14.82 | +11.9% | COM | 037833100 |
| MPC | MARATHON PETE CORP | 23,500 | $2.045M | 0.1% | $27.55 | +11.5% | COM | 56585A102 |
| WMT | WAL-MART STORES INC | 26,400 | $2.018M | 0.1% | $19.90 | 0.0% | COM | 931142103 |
| ITW | ILLINOIS TOOL WKS INC | 24,800 | $2.017M | 0.1% | $61.28 | 0.0% | COM | 452308109 |
| — | HOLLYFRONTIER CORP | 42,100 | $2.003M | 0.1% | $43.59 | — | COM | 436106108 |
| — | ROCKVILLE FINL INC NEW | 145,000 | $1.971M | 0.1% | $13.08 | — | COM | 774188106 |
| MGEE | MGE ENERGY INC | 48,997 | $1.922M | 0.1% | $28.35 | +3.6% | COM | 55277P104 |
| DG | DOLLAR GEN CORP NEW | 34,000 | $1.886M | 0.1% | $50.61 | 0.0% | COM | 256677105 |
| — | COACH INC | 36,900 | $1.832M | 0.1% | $49.65 | — | COM | 189754104 |
| — | FIRST CONN BANCORP INC MD | 115,000 | $1.801M | 0.1% | $13.92 | — | COM | 319850103 |
| — | BED BATH & BEYOND INC | 25,800 | $1.775M | 0.1% | $70.90 | — | COM | 075896100 |
| KEY | KEYCORP NEW | 120,000 | $1.709M | 0.1% | $6.65 | +28.7% | COM | 493267108 |
| NBHC | NATIONAL BK HLDGS CORP | 85,000 | $1.706M | 0.1% | $15.78 | +1.0% | COM | 633707104 |
| — | PEPCO HOLDINGS INC | 82,404 | $1.688M | 0.1% | $20.08 | — | COM | 713291102 |
| ALL | ALLSTATE CORP | 28,000 | $1.584M | 0.1% | $41.54 | 0.0% | COM | 020002101 |
| — | UNITED FINANCIAL BANCORP INC | 85,000 | $1.563M | 0.1% | $15.15 | — | COM | 91030T109 |
| — | PORTFOLIO RECOVERY ASSOCS INC | 27,000 | $1.562M | 0.1% | $91.17 | — | COM | 73640Q105 |
| GDOT | GREEN DOT CORP | 75,000 | $1.465M | 0.1% | $19.01 | +16.4% | CL A | 39304D102 |
| INDB | INDEPENDENT BANK CORP MASS | 35,000 | $1.378M | 0.1% | $22.67 | +18.6% | COM | 453836108 |
| — | UNS ENERGY CORP | 22,480 | $1.349M | 0.0% | $48.53 | — | COM | 903119105 |
| — | DELTA NAT GAS INC | 64,692 | $1.34M | 0.0% | $21.44 | — | COM | 247748106 |
| WEX | WEX INC | 13,000 | $1.236M | 0.0% | $91.59 | 0.0% | COM | 96208T104 |
| — | WALTER INVT MGMT CORP | 40,000 | $1.193M | 0.0% | $34.93 | — | COM | 93317W102 |
| BFH | ALLIANCE DATA SYSTEMS CORP | 4,000 | $1.09M | 0.0% | $164.88 | +12.5% | COM | 018581108 |
| — | NATIONSTAR MTG HLDGS INC | 30,000 | $974K | 0.0% | $37.74 | — | COM | 63861C109 |
| RGCO | RGC RES INC | 46,767 | $889K | 0.0% | $13.27 | -3.1% | COM | 74955L103 |
| ETR | ENTERGY CORP NEW | 12,900 | $862K | 0.0% | $19.96 | -1.6% | COM | 29364G103 |
| — | OCWEN FINL CORP | 20,000 | $784K | 0.0% | $42.30 | — | COM NEW | 675746309 |
| — | GAS NAT INC | 70,993 | $716K | 0.0% | $9.78 | — | COM | 367204104 |
| — | EMPIRE DIST ELEC CO | 27,750 | $675K | 0.0% | $22.57 | — | COM | 291641108 |
| — | CENTERSTATE BANKS INC | 55,000 | $601K | 0.0% | $10.93 | — | COM | 15201P109 |
| NMIH | NMI HLDGS INC | 39,800 | $466K | 0.0% | $13.30 | -10.7% | CL A | 629209305 |
| — | HOME LN SERVICING SOLUTIONS LT | 20,000 | $432K | 0.0% | $23.97 | — | ORD SH | G6648D109 |
| — | CORNING NAT GAS HLDG CORP | 21,163 | $381K | 0.0% | $18.31 | — | COM | 219387107 |
| MU | MICRON TECHNOLOGY INC | 13,260 | $314K | 0.0% | $23.18 | 0.0% | COM | 595112103 |
| AMAT | APPLIED MATLS INC | 14,800 | $302K | 0.0% | $15.75 | 0.0% | COM | 038222105 |
| TMUS | T-MOBILE US INC | 9,100 | $301K | 0.0% | $30.63 | 0.0% | COM | 872590104 |
| CRM | SALESFORCE COM INC | 5,200 | $297K | 0.0% | $46.21 | +27.8% | COM | 79466L302 |
| ILMN | ILLUMINA INC | 1,973 | $293K | 0.0% | $76.50 | +92.1% | COM | 452327109 |
| — | ALEXION PHARMACEUTICALS INC | 1,920 | $292K | 0.0% | $115.96 | — | COM | 015351109 |
| GILD | GILEAD SCIENCES INC | 4,065 | $288K | 0.0% | $54.49 | 0.0% | COM | 375558103 |
| BIIB | BIOGEN IDEC INC | 935 | $286K | 0.0% | $258.65 | +22.7% | COM | 09062X103 |
| AMZN | AMAZON COM INC | 845 | $284K | 0.0% | $18.12 | +2.4% | COM | 023135106 |
| TMO | THERMO FISHER SCIENTIFIC INC | 2,350 | $283K | 0.0% | $114.47 | 0.0% | COM | 883556102 |
| — | PRICELINE COM INC | 236 | $281K | 0.0% | $1024.58 | — | COM NEW | 741503403 |
| NFLX | NETFLIX INC | 770 | $271K | 0.0% | $4.05 | +41.2% | COM | 64110L106 |
| TRIP | TRIPADVISOR INC | 2,450 | $222K | 0.0% | $63.00 | +28.7% | COM | 896945201 |
| FTEK | FUEL TECH INC | 10,200 | $51,000 | 0.0% | $6.44 | 0.0% | COM | 359523107 |