Location: Novato, CA
CIK: 0001145255 · Show all filings
Period: Q3 2015 (← Previous) (Next →)
Filing Date: Oct 20, 2015
Total Value: $3.324B (100.0% shares, 0.0% debt)
| Ticker | Issuer | Shares | Value | % | Share Price | Est. Cost/Share | Unrealized @ Report Date | Class | CUSIP |
|---|---|---|---|---|---|---|---|---|---|
| SRE | SEMPRA ENERGY | 846,340 | $81.86M | 2.5% | $96.72 * | $30.07 | +16.6% | COM | 816851109 |
| — | NATIONAL GRID PLC | 1,156,318 | $80.51M | 2.4% | $69.63 | $63.07 | — | SPON ADR NEW | 636274300 |
| D | DOMINION RES INC VA NEW | 1,142,446 | $80.41M | 2.4% | $70.38 * | $38.33 | +18.1% | COM | 25746U109 |
| — | TRANSCANADA CORP | 2,443,427 | $77.16M | 2.3% | $31.58 | $44.23 | — | COM | 89353D107 |
| — | SPECTRA ENERGY CORP | 2,921,415 | $76.75M | 2.3% | $26.27 | $36.33 | — | COM | 847560109 |
| KMI | KINDER MORGAN INC DEL | 2,747,725 | $76.06M | 2.3% | $27.68 * | $19.79 | -17.1% | COM | 49456B101 |
| LNG | CHENIERE ENERGY INC | 1,555,617 | $75.14M | 2.3% | $48.30 | $39.42 | +22.5% | COM NEW | 16411R208 |
| WMB | WILLIAMS COS INC DEL | 1,945,057 | $71.67M | 2.2% | $36.85 * | $27.20 | -24.5% | COM | 969457100 |
| ENB | ENBRIDGE INC | 1,890,821 | $70.21M | 2.1% | $37.13 * | $23.70 | -13.3% | COM | 29250N105 |
| PCG | PG&E CORP | 1,154,299 | $60.95M | 1.8% | $52.80 * | $38.82 | +26.3% | COM | 69331C108 |
| — | AGL RES INC | 971,730 | $59.31M | 1.8% | $61.04 | $46.55 | — | COM | 001204106 |
| JBLU | JETBLUE AIRWAYS CORP | 2,285,700 | $58.9M | 1.8% | $25.77 | $16.96 | +52.0% | COM | 477143101 |
| — | SKECHERS U S A INC | 429,800 | $57.63M | 1.7% | $134.08 | $66.24 | — | CL A | 830566105 |
| ATO | ATMOS ENERGY CORP | 953,788 | $55.49M | 1.7% | $58.18 * | $33.53 | +35.9% | COM | 049560105 |
| — | COLUMBIA PIPELINE GROUP INC | 2,997,582 | $54.83M | 1.6% | $18.29 | $18.29 | — | COM | 198280109 |
| WEC | WEC ENERGY GROUP INC | 909,090 | $47.47M | 1.4% | $52.22 * | $33.98 | +10.2% | COM | 92939U106 |
| SEE | SEALED AIR CORP NEW | 996,300 | $46.71M | 1.4% | $46.88 * | $37.88 | +4.1% | COM | 81211K100 |
| UGI | UGI CORP NEW | 1,230,502 | $42.85M | 1.3% | $34.82 | $33.70 | +3.3% | COM NEW | 902681105 |
| AAP | ADVANCE AUTO PARTS INC | 220,200 | $41.73M | 1.3% | $189.53 * | $133.33 | +24.4% | COM | 00751Y106 |
| — | FOOT LOCKER INC | 575,600 | $41.43M | 1.2% | $71.97 | $64.64 | — | COM | 344849104 |
| MHK | MOHAWK INDS INC | 220,300 | $40.05M | 1.2% | $181.79 | $174.20 | +4.4% | COM | 608190104 |
| CNC | CENTENE CORP DEL | 734,000 | $39.8M | 1.2% | $54.23 * | $30.89 | -12.2% | COM | 15135B101 |
| NVR | NVR INC | 25,914 | $39.52M | 1.2% | $1525.24 | $1356.64 | +12.4% | COM | 62944T105 |
| — | PINNACLE FOODS INC DEL | 910,600 | $38.14M | 1.1% | $41.88 | $39.78 | — | COM | 72348P104 |
| TTWO | TAKE-TWO INTERACTIVE SOFTWARE | 1,292,400 | $37.13M | 1.1% | $28.73 | $27.54 | +4.3% | COM | 874054109 |
| PEG | PUBLIC SVC ENTERPRISE GROUP | 824,790 | $34.77M | 1.0% | $42.16 * | $22.97 | +28.6% | COM | 744573106 |
| BALL | BALL CORP | 548,000 | $34.09M | 1.0% | $62.20 * | $30.39 | -8.0% | COM | 058498106 |
| RGA | REINSURANCE GROUP AMER INC | 373,800 | $33.86M | 1.0% | $90.59 | $89.68 | +1.0% | COM NEW | 759351604 |
| MAS | MASCO CORP | 1,258,300 | $31.68M | 1.0% | $25.18 * | $19.90 | +8.5% | COM | 574599106 |
| — | HD SUPPLY HLDGS INC | 1,084,100 | $31.03M | 0.9% | $28.62 | $29.93 | — | COM | 40416M105 |
| ED | CONSOLIDATED EDISON INC | 462,786 | $30.94M | 0.9% | $66.85 * | $36.89 | +25.1% | COM | 209115104 |
| — | LIFEPOINT HEALTH INC | 428,020 | $30.35M | 0.9% | $70.90 | $73.40 | — | COM | 53219L109 |
| LYV | LIVE NATION ENTERTAINMENT INC | 1,228,500 | $29.53M | 0.9% | $24.04 | $25.65 | -6.3% | COM | 538034109 |
| EAT | BRINKER INTL INC | 560,200 | $29.51M | 0.9% | $52.67 * | $47.22 | -4.5% | COM | 109641100 |
| VOYA | VOYA FINL INC | 759,400 | $29.44M | 0.9% | $38.77 * | $38.03 | -8.7% | COM | 929089100 |
| — | PENNEY J C INC | 3,135,100 | $29.13M | 0.9% | $9.29 | $8.07 | — | COM | 708160106 |
| — | WGL HLDGS INC | 497,292 | $28.68M | 0.9% | $57.67 | $45.32 | — | COM | 92924F106 |
| NI | NISOURCE INC | 1,530,131 | $28.38M | 0.9% | $18.55 * | $8.76 | +52.7% | COM | 65473P105 |
| — | PIEDMONT NAT GAS INC | 707,861 | $28.36M | 0.9% | $40.07 | $34.24 | — | COM | 720186105 |
| CMS | CMS ENERGY CORP | 800,148 | $28.26M | 0.9% | $35.32 * | $19.65 | +32.5% | COM | 125896100 |
| RPM | RPM INTL INC | 656,500 | $27.5M | 0.8% | $41.89 | $46.57 | -10.1% | COM | 749685103 |
| — | VALSPAR CORP | 380,900 | $27.38M | 0.8% | $71.88 | $79.49 | — | COM | 920355104 |
| DTE | DTE ENERGY CO | 323,454 | $26M | 0.8% | $80.37 * | $40.53 | +20.1% | COM | 233331107 |
| ACM | AECOM | 916,000 | $25.2M | 0.8% | $27.51 * | $29.12 | -9.2% | COM | 00766T100 |
| R | RYDER SYS INC | 333,300 | $24.68M | 0.7% | $74.04 | $88.40 | -16.2% | COM | 783549108 |
| — | QUESTAR CORP | 1,244,926 | $24.16M | 0.7% | $19.41 | $23.67 | — | COM | 748356102 |
| STLD | STEEL DYNAMICS INC | 1,370,100 | $23.54M | 0.7% | $17.18 * | $16.20 | -14.3% | COM | 858119100 |
| SWX | SOUTHWEST GAS CORP | 397,645 | $23.19M | 0.7% | $58.32 | $50.44 | +15.6% | COM | 844895102 |
| OGS | ONE GAS INC | 500,125 | $22.67M | 0.7% | $45.33 | $34.84 | +30.1% | COM | 68235P108 |
| EQT | EQT CORP | 346,732 | $22.46M | 0.7% | $64.77 * | $49.43 | -34.4% | COM | 26884L109 |
| — | FRONTIER COMMUNICATIONS CORP | 4,660,700 | $22.14M | 0.7% | $4.75 | $5.67 | — | COM | 35906A108 |
| PPC | PILGRIMS PRIDE CORP NEW | 994,100 | $20.66M | 0.6% | $20.78 | $22.32 | -6.9% | COM | 72147K108 |
| — | LACLEDE GROUP INC | 371,908 | $20.28M | 0.6% | $54.53 | $46.19 | — | COM | 505597104 |
| XEL | XCEL ENERGY INC | 549,899 | $19.47M | 0.6% | $35.41 * | $20.12 | +28.1% | COM | 98389B100 |
| NFG | NATIONAL FUEL GAS CO N J | 380,424 | $19.01M | 0.6% | $49.98 | $65.27 | -23.4% | COM | 636180101 |
| THC | TENET HEALTHCARE CORP | 513,400 | $18.95M | 0.6% | $36.92 | $51.43 | -28.2% | COM | 88033G407 |
| PPL | PPL CORP | 568,219 | $18.69M | 0.6% | $32.89 * | $18.87 | +10.6% | COM | 69351T106 |
| — | PLAINS GP HLDGS L P | 1,065,277 | $18.64M | 0.6% | $17.50 | $29.24 | — | SH A REP LTPN | 72651A108 |
| CNP | CENTERPOINT ENERGY INC | 971,226 | $17.52M | 0.5% | $18.04 * | $15.42 | -17.2% | COM | 15189T107 |
| — | VECTREN CORP | 404,728 | $17M | 0.5% | $42.01 | $37.46 | — | COM | 92240G101 |
| NJR | NEW JERSEY RES | 548,384 | $16.47M | 0.5% | $30.03 * | $18.80 | +14.1% | COM | 646025106 |
| ES | EVERSOURCE ENERGY | 312,475 | $15.82M | 0.5% | $50.62 * | $36.21 | -1.6% | COM | 30040W108 |
| — | TECO ENERGY INC | 600,551 | $15.77M | 0.5% | $26.26 | $17.50 | — | COM | 872375100 |
| EXC | EXELON CORP | 429,631 | $12.76M | 0.4% | $29.70 * | $15.21 | -3.2% | COM | 30161N101 |
| MDU | MDU RES GROUP INC | 721,407 | $12.41M | 0.4% | $17.20 * | $7.64 | -37.2% | COM | 552690109 |
| — | NORTHWEST NAT GAS CO | 256,951 | $11.78M | 0.4% | $45.84 | $43.07 | — | COM | 667655104 |
| MCD | MCDONALDS CORP | 113,200 | $11.15M | 0.3% | $98.53 * | $71.36 | +7.4% | COM | 580135101 |
| — | SCANA CORP NEW | 197,966 | $11.14M | 0.3% | $56.26 | $49.48 | — | COM | 80589M102 |
| — | UIL HLDG CORP | 218,368 | $10.98M | 0.3% | $50.27 | $37.81 | — | COM | 902748102 |
| — | SOUTH JERSEY INDS INC | 429,671 | $10.85M | 0.3% | $25.25 | $39.93 | — | COM | 838518108 |
| DUK | DUKE ENERGY CORP | 138,837 | $9.988M | 0.3% | $71.94 * | $42.90 | +9.8% | COM | 26441C204 |
| — | COMMUNICATIONS SALES&LEAS INC | 557,840 | $9.985M | 0.3% | $17.90 | $21.80 | — | COM | 20341J104 |
| BANR | BANNER CORP | 203,500 | $9.721M | 0.3% | $47.77 * | $24.83 | +35.1% | COM NEW | 06652V208 |
| HIFS | HINGHAM INSTN SVGS MASS | 83,600 | $9.7M | 0.3% | $116.03 * | $55.69 | +85.4% | COM | 433323102 |
| PFS | PROVIDENT FINL SVCS INC | 495,000 | $9.653M | 0.3% | $19.50 * | $10.34 | +17.6% | COM | 74386T105 |
| FFIC | FLUSHING FINL CORP | 480,000 | $9.61M | 0.3% | $20.02 * | $10.28 | +24.6% | COM | 343873105 |
| VZ | VERIZON COMMUNICATIONS INC | 220,600 | $9.598M | 0.3% | $43.51 * | $27.13 | -6.0% | COM | 92343V104 |
| WSFS | WSFS FINL CORP | 330,000 | $9.507M | 0.3% | $28.81 | $24.89 | +15.7% | COM | 929328102 |
| — | INVESTORS BANCORP INC NEW | 770,000 | $9.502M | 0.3% | $12.34 | $11.02 | — | COM | 46146L101 |
| WAFD | WASHINGTON FED INC | 417,500 | $9.498M | 0.3% | $22.75 * | $14.66 | +14.4% | COM | 938824109 |
| — | CLIFTON BANCORP INC | 665,000 | $9.23M | 0.3% | $13.88 | $12.80 | — | COM | 186873105 |
| BKU | BANKUNITED INC | 256,000 | $9.152M | 0.3% | $35.75 * | $18.41 | +43.0% | COM | 06652K103 |
| — | ASTORIA FINL CORP | 560,000 | $9.016M | 0.3% | $16.10 | $11.50 | — | COM | 046265104 |
| WTFC | WINTRUST FINL CORP | 168,500 | $9.003M | 0.3% | $53.43 | $40.30 | +32.6% | COM | 97650W108 |
| — | SYNOVUS FINL CORP | 300,000 | $8.88M | 0.3% | $29.60 | $24.38 | — | COM NEW | 87161C501 |
| HCA | HCA HOLDINGS INC | 114,500 | $8.858M | 0.3% | $77.36 * | $67.53 | +6.5% | COM | 40412C101 |
| — | U S CONCRETE INC | 184,100 | $8.798M | 0.3% | $47.79 | $34.76 | — | COM NEW | 90333L201 |
| INDB | INDEPENDENT BANK CORP MASS | 190,000 | $8.759M | 0.3% | $46.10 * | $29.38 | +17.5% | COM | 453836108 |
| AEE | AMEREN CORP | 200,490 | $8.475M | 0.3% | $42.27 * | $25.13 | +24.2% | COM | 023608102 |
| XOM | EXXON MOBIL CORP | 110,700 | $8.231M | 0.2% | $74.35 * | $55.14 | -13.7% | COM | 30231G102 |
| LEA | LEAR CORP | 75,600 | $8.224M | 0.2% | $108.78 * | $86.65 | +4.2% | COM NEW | 521865204 |
| — | GENERAL ELECTRIC CO | 326,050 | $8.223M | 0.2% | $25.22 | $24.17 | — | COM | 369604103 |
| PFE | PFIZER INC | 258,750 | $8.127M | 0.2% | $31.41 * | $16.51 | +16.3% | COM | 717081103 |
| AMWD | AMERICAN WOODMARK CORP | 123,100 | $7.985M | 0.2% | $64.87 * | $46.99 | +34.5% | COM | 030506109 |
| KRNY | KEARNY FINL CORP MD | 640,000 | $7.341M | 0.2% | $11.47 | $11.42 | +0.5% | COM | 48716P108 |
| NWE | NORTHWESTERN CORP | 135,698 | $7.305M | 0.2% | $53.83 * | $27.91 | +26.8% | COM NEW | 668074305 |
| PG | PROCTER & GAMBLE CO | 100,650 | $7.241M | 0.2% | $71.94 * | $56.05 | -3.4% | COM | 742718109 |
| — | AMEDISYS INC | 188,100 | $7.142M | 0.2% | $37.97 | $27.23 | — | COM | 023436108 |
| MRK | MERCK & CO INC NEW | 143,250 | $7.075M | 0.2% | $49.39 * | $30.08 | +14.0% | COM | 58933Y105 |
| BRK/A | BERKSHIRE HATHAWAY INC | 36 | $7.029M | 0.2% | $195250.00 | $177211.72 | +10.2% | CL A | 084670108 |
| SFBS | SERVISFIRST BANCSHARES INC | 160,000 | $6.645M | 0.2% | $41.53 * | $13.79 | +30.1% | COM | 81768T108 |
| — | AMTRUST FINL SVCS INC | 105,400 | $6.638M | 0.2% | $62.98 | $57.36 | — | COM | 032359309 |
| GIII | G-III APPAREL GROUP LTD | 107,000 | $6.598M | 0.2% | $61.66 | $48.64 | +26.4% | COM | 36237H101 |
| WBS | WEBSTER FINL CORP CONN | 185,000 | $6.592M | 0.2% | $35.63 | $36.56 | -2.5% | COM | 947890109 |
| CVX | CHEVRON CORP NEW | 83,300 | $6.571M | 0.2% | $78.88 * | $70.59 | -28.0% | COM | 166764100 |
| CAT | CATERPILLAR INC DEL | 97,450 | $6.369M | 0.2% | $65.36 * | $62.74 | -19.4% | COM | 149123101 |
| IMKTA | INGLES MKTS INC | 132,800 | $6.352M | 0.2% | $47.83 * | $38.88 | +6.4% | CL A | 457030104 |
| — | MULTI COLOR CORP | 82,600 | $6.318M | 0.2% | $76.49 | $69.78 | — | COM | 625383104 |
| — | AETNA INC NEW | 57,300 | $6.269M | 0.2% | $109.41 | $106.71 | — | COM | 00817Y108 |
| VLO | VALERO ENERGY CORP NEW | 102,300 | $6.148M | 0.2% | $60.10 * | $36.62 | +9.2% | COM | 91913Y100 |
| CDW | CDW CORP | 150,000 | $6.129M | 0.2% | $40.86 * | $32.25 | +12.4% | COM | 12514G108 |
| CPK | CHESAPEAKE UTILS CORP | 115,408 | $6.126M | 0.2% | $53.08 * | $32.22 | +36.1% | COM | 165303108 |
| — | TESORO CORP | 62,700 | $6.097M | 0.2% | $97.24 | $91.65 | — | COM | 881609101 |
| — | STAPLES INC | 509,500 | $5.976M | 0.2% | $11.73 | $16.09 | — | COM | 855030102 |
| ABG | ASBURY AUTOMOTIVE GROUP INC | 73,100 | $5.932M | 0.2% | $81.15 | $77.65 | +4.5% | COM | 043436104 |
| PATK | PATRICK INDS INC | 149,100 | $5.888M | 0.2% | $39.49 * | $14.10 | +10.4% | COM | 703343103 |
| UNH | UNITEDHEALTH GROUP INC | 50,000 | $5.801M | 0.2% | $116.02 * | $71.10 | +38.4% | COM | 91324P102 |
| KR | KROGER CO | 157,600 | $5.685M | 0.2% | $36.07 * | $24.57 | +19.6% | COM | 501044101 |
| CBRL | CRACKER BARREL OLD CTRY STORE | 38,100 | $5.611M | 0.2% | $147.27 * | $87.98 | +7.2% | COM | 22410J106 |
| NOC | NORTHROP GRUMMAN CORP | 33,800 | $5.609M | 0.2% | $165.95 * | $100.68 | +39.7% | COM | 666807102 |
| — | SPIRIT AEROSYSTEMS HLDGS INC | 114,800 | $5.549M | 0.2% | $48.34 | $51.96 | — | COM CL A | 848574109 |
| T | AT&T INC | 170,000 | $5.539M | 0.2% | $32.58 * | $11.35 | +4.4% | COM | 00206R102 |
| PLUS | EPLUS INC | 69,900 | $5.527M | 0.2% | $79.07 * | $19.42 | +1.8% | COM | 294268107 |
| — | PACWEST BANCORP DEL | 127,000 | $5.437M | 0.2% | $42.81 | $46.31 | — | COM | 695263103 |
| — | CORE MARK HOLDING CO INC | 81,444 | $5.331M | 0.2% | $65.46 | $59.75 | — | COM | 218681104 |
| CVS | CVS HEALTH CORP | 55,100 | $5.316M | 0.2% | $96.48 * | $74.49 | -4.2% | COM | 126650100 |
| — | CAPITAL BK FINL CORP | 175,000 | $5.29M | 0.2% | $30.23 | $22.10 | — | COM | 139794101 |
| LOW | LOWES COS INC | 76,600 | $5.279M | 0.2% | $68.92 * | $44.43 | +28.5% | COM | 548661107 |
| — | UNITED FINL BANCORP INC | 400,000 | $5.22M | 0.2% | $13.05 | $13.46 | — | COM | 910304104 |
| ERIE | ERIE INDTY CO | 62,240 | $5.162M | 0.2% | $82.94 * | $68.90 | -4.6% | CL A | 29530P102 |
| — | KELLOGG CO | 77,000 | $5.124M | 0.2% | $66.55 * | $40.12 | +8.6% | COM | 487836108 |
| — | LYDALL INC DEL | 177,200 | $5.048M | 0.2% | $28.49 | $31.52 | — | COM | 550819106 |
| JLL | JONES LANG LASALLE INC | 35,000 | $5.032M | 0.2% | $143.77 * | $154.02 | -8.9% | COM | 48020Q107 |
| KO | COCA COLA CO | 124,950 | $5.013M | 0.2% | $40.12 * | $27.83 | +4.5% | COM | 191216100 |
| CUBI | CUSTOMERS BANCORP INC | 195,000 | $5.012M | 0.2% | $25.70 | $17.32 | +48.4% | COM | 23204G100 |
| KMX | CARMAX INC | 83,700 | $4.965M | 0.1% | $59.32 | $65.04 | -8.8% | COM | 143130102 |
| HNI | HNI CORP | 111,700 | $4.792M | 0.1% | $42.90 | $51.07 | -16.0% | COM | 404251100 |
| LNT | ALLIANT ENERGY CORP | 81,904 | $4.791M | 0.1% | $58.50 * | $17.86 | +18.2% | COM | 018802108 |
| TSEM | TOWER SEMICONDUCTOR LTD | 359,100 | $4.622M | 0.1% | $12.87 | $15.22 | -15.4% | SHS NEW | M87915274 |
| OCFC | OCEANFIRST FINL CORP | 265,000 | $4.563M | 0.1% | $17.22 * | $9.87 | +20.5% | COM | 675234108 |
| MUSA | MURPHY USA INC | 80,300 | $4.412M | 0.1% | $54.94 * | $67.27 | -20.6% | COM | 626755102 |
| UAL | UNITED CONTL HLDGS INC | 83,000 | $4.403M | 0.1% | $53.05 | $46.38 | +14.4% | COM | 910047109 |
| JPM | JPMORGAN CHASE & CO. | 72,000 | $4.39M | 0.1% | $60.97 * | $40.91 | +12.9% | COM | 46625H100 |
| USB | US BANCORP DEL | 107,000 | $4.388M | 0.1% | $41.01 * | $26.96 | +5.3% | COM NEW | 902973304 |
| — | MERIDIAN BANCORP INC MD | 320,000 | $4.374M | 0.1% | $13.67 | $11.38 | — | COM | 58958U103 |
| WFC | WELLS FARGO & CO NEW | 85,000 | $4.365M | 0.1% | $51.35 * | $33.13 | +16.1% | COM | 949746101 |
| — | SUNTRUST BKS INC | 114,000 | $4.359M | 0.1% | $38.24 | $34.21 | — | COM | 867914103 |
| FLWS | 1 800 FLOWERS COM | 478,000 | $4.35M | 0.1% | $9.10 | $10.14 | -10.3% | CL A | 68243Q106 |
| BAC | BANK AMER CORP | 279,000 | $4.347M | 0.1% | $15.58 * | $11.32 | +10.2% | COM | 060505104 |
| BLD | TOPBUILD CORP | 139,811 | $4.33M | 0.1% | $30.97 | $30.95 | +0.1% | COM | 89055F103 |
| FITB | FIFTH THIRD BANCORP | 228,000 | $4.311M | 0.1% | $18.91 * | $12.73 | +4.1% | COM | 316773100 |
| HII | HUNTINGTON INGALLS INDS INC | 40,100 | $4.297M | 0.1% | $107.16 * | $67.25 | +31.2% | COM | 446413106 |
| — | ATLAS AIR WORLDWIDE HLDGS INC | 123,900 | $4.282M | 0.1% | $34.56 | $42.49 | — | COM | 049164205 |
| KEY | KEYCORP NEW | 329,000 | $4.28M | 0.1% | $13.01 * | $8.37 | +2.5% | COM | 493267108 |
| C | CITIGROUP INC | 86,000 | $4.266M | 0.1% | $49.60 * | $37.04 | -0.0% | COM NEW | 172967424 |
| BRK/B | BERKSHIRE HATHAWAY INC DEL | 32,500 | $4.238M | 0.1% | $130.40 | $135.78 | -4.0% | CL B NEW | 084670702 |
| SAIC | SCIENCE APPLICATNS INTL CP | 105,000 | $4.222M | 0.1% | $40.21 | $52.08 | -22.8% | COM | 808625107 |
| — | TRAVELCENTERS AMER LLC | 407,300 | $4.207M | 0.1% | $10.33 | $16.99 | — | COM | 894174101 |
| COF | CAPITAL ONE FINL CORP | 58,000 | $4.206M | 0.1% | $72.52 * | $53.60 | +12.4% | COM | 14040H105 |
| PNC | PNC FINL SVCS GROUP INC | 47,000 | $4.192M | 0.1% | $89.19 * | $54.85 | +17.1% | COM | 693475105 |
| GS | GOLDMAN SACHS GROUP INC | 23,500 | $4.083M | 0.1% | $173.74 * | $142.14 | -0.7% | COM | 38141G104 |
| — | UMPQUA HLDGS CORP | 250,000 | $4.075M | 0.1% | $16.30 | $17.80 | — | COM | 904214103 |
| MERC | MERCER INTL INC | 404,400 | $4.056M | 0.1% | $10.03 * | $9.06 | -24.1% | COM | 588056101 |
| — | DISCOVER FINL SVCS | 78,000 | $4.055M | 0.1% | $51.99 | $50.10 | — | COM | 254709108 |
| V | VISA INC | 57,385 | $3.997M | 0.1% | $69.65 * | $55.59 | +16.6% | CL A | 92826C839 |
| MS | MORGAN STANLEY | 125,000 | $3.938M | 0.1% | $31.50 * | $20.99 | +12.5% | COM | 617446448 |
| RF | REGIONS FINL CORP NEW | 435,000 | $3.919M | 0.1% | $9.01 * | $6.19 | +1.2% | COM | 7591EP100 |
| IBM | INTERNATIONAL BUSINESS MACHS COM | 26,900 | $3.9M | 0.1% | $144.98 * | $102.54 | -12.4% | COM | 459200101 |
| — | SUPER MICRO COMPUTER INC | 142,000 | $3.871M | 0.1% | $27.26 | $19.12 | — | COM | 86800U104 |
| BBT | BERKSHIRE HILLS BANCORP INC | 140,000 | $3.856M | 0.1% | $27.54 * | $18.39 | +10.6% | COM | 084680107 |
| — | WEST CORP | 163,200 | $3.656M | 0.1% | $22.40 | $33.01 | — | COM | 952355204 |
| BKH | BLACK HILLS CORP | 87,959 | $3.636M | 0.1% | $41.34 * | $33.10 | -13.9% | COM | 092113109 |
| LVS | LAS VEGAS SANDS CORP | 94,800 | $3.6M | 0.1% | $37.97 * | $40.73 | -29.4% | COM | 517834107 |
| AVA | AVISTA CORP | 106,472 | $3.54M | 0.1% | $33.25 * | $17.75 | +23.8% | COM | 05379B107 |
| ASB | ASSOCIATED BANC CORP | 190,000 | $3.414M | 0.1% | $17.97 * | $11.69 | +8.5% | COM | 045487105 |
| FULT | FULTON FINL CORP PA | 280,000 | $3.388M | 0.1% | $12.10 * | $7.35 | +12.1% | COM | 360271100 |
| MTB | M & T BK CORP | 27,000 | $3.293M | 0.1% | $121.96 * | $93.27 | -2.1% | COM | 55261F104 |
| CVLG | COVENANT TRANS INC - CL A | 179,200 | $3.22M | 0.1% | $17.97 * | $14.33 | -39.9% | CL A | 22284P105 |
| MSFT | MICROSOFT CORP | 71,755 | $3.176M | 0.1% | $44.26 * | $27.85 | +38.2% | COM | 594918104 |
| GIS | GENERAL MLS INC | 53,900 | $3.025M | 0.1% | $56.12 * | $32.64 | +20.1% | COM | 370334104 |
| SYF | SYNCHRONY FINL | 95,000 | $2.974M | 0.1% | $31.31 * | $24.05 | +3.9% | COM | 87165B103 |
| MO | ALTRIA GROUP INC | 53,700 | $2.921M | 0.1% | $54.39 * | $16.86 | +63.9% | COM | 02209S103 |
| UTL | UNITIL CORP | 78,871 | $2.909M | 0.1% | $36.88 | $30.68 | +20.2% | COM | 913259107 |
| AZO | AUTOZONE INC | 4,000 | $2.895M | 0.1% | $723.75 | $441.24 | +64.0% | COM | 053332102 |
| — | THOMSON REUTERS CORP | 71,800 | $2.891M | 0.1% | $40.26 | $34.40 | — | COM | 884903105 |
| KMB | KIMBERLY CLARK CORP | 26,400 | $2.879M | 0.1% | $109.05 * | $65.92 | +16.8% | COM | 494368103 |
| — | WINDSTREAM HLDGS INC | 464,867 | $2.854M | 0.1% | $6.14 | $6.28 | — | COM | 97382A200 |
| ALK | ALASKA AIR GROUP INC | 35,900 | $2.852M | 0.1% | $79.44 * | $38.66 | +89.5% | COM | 011659109 |
| PRU | PRUDENTIAL FINL INC | 37,000 | $2.82M | 0.1% | $76.22 * | $50.47 | -4.3% | COM | 744320102 |
| ABBV | ABBVIE INC | 51,500 | $2.802M | 0.1% | $54.41 * | $31.63 | +12.5% | COM | 00287Y109 |
| PM | PHILIP MORRIS INTL INC | 35,300 | $2.8M | 0.1% | $79.32 * | $47.32 | +0.8% | COM | 718172109 |
| SYY | SYSCO CORP | 71,200 | $2.775M | 0.1% | $38.97 * | $25.25 | +18.5% | COM | 871829107 |
| CFG | CITIZENS FINL GROUP INC | 115,000 | $2.744M | 0.1% | $23.86 * | $17.71 | -7.3% | COM | 174610105 |
| MET | METLIFE INC | 57,600 | $2.716M | 0.1% | $47.15 * | $29.04 | +2.2% | COM | 59156R108 |
| WM | WASTE MGMT INC DEL | 54,400 | $2.71M | 0.1% | $49.82 * | $31.07 | +32.2% | COM | 94106L109 |
| PGR | PROGRESSIVE CORP OHIO | 88,100 | $2.699M | 0.1% | $30.64 * | $19.56 | +15.4% | COM | 743315103 |
| LYB | LYONDELLBASELL INDUSTRIES N V | 32,300 | $2.693M | 0.1% | $83.37 * | $46.71 | +0.5% | SHS - A - | N53745100 |
| CSCO | CISCO SYS INC | 102,515 | $2.691M | 0.1% | $26.25 * | $16.61 | +14.6% | COM | 17275R102 |
| MPC | MARATHON PETE CORP | 57,700 | $2.673M | 0.1% | $46.33 * | $32.68 | +2.8% | COM | 56585A102 |
| — | BB&T CORP | 75,000 | $2.67M | 0.1% | $35.60 | $35.60 | — | COM | 054937107 |
| BCE | BCE INC | 64,900 | $2.658M | 0.1% | $40.96 * | $23.65 | -4.9% | COM NEW | 05534B760 |
| — | COCA COLA ENTERPRISES INC | 53,400 | $2.582M | 0.1% | $48.35 | $44.29 | — | COM | 19122T109 |
| HRB | BLOCK H & R INC | 71,100 | $2.574M | 0.1% | $36.20 * | $22.35 | +9.9% | COM | 093671105 |
| — | REPUBLIC AWYS HLDGS INC | 445,200 | $2.573M | 0.1% | $5.78 | $13.06 | — | COM | 760276105 |
| TD | TORONTO DOMINION BK ONT | 65,200 | $2.57M | 0.1% | $39.42 | $42.97 | -8.3% | COM NEW | 891160509 |
| RY | ROYAL BK CDA MONTREAL QUE | 46,500 | $2.569M | 0.1% | $55.25 | $61.49 | -10.2% | COM | 780087102 |
| AAPL | APPLE INC | 22,961 | $2.533M | 0.1% | $110.32 * | $18.69 | +32.5% | COM | 037833100 |
| MFC | MANULIFE FINL CORP | 163,500 | $2.531M | 0.1% | $15.48 | $17.21 | -10.1% | COM | 56501R106 |
| — | BENEFICIAL BANCORP INC | 190,000 | $2.519M | 0.1% | $13.26 | $11.48 | — | COM | 08171T102 |
| — | DOW CHEM CO | 59,200 | $2.51M | 0.1% | $42.40 | $33.88 | — | COM | 260543103 |
| CPB | CAMPBELL SOUP CO | 49,400 | $2.504M | 0.1% | $50.69 * | $33.00 | +11.1% | COM | 134429109 |
| WU | WESTERN UN CO | 136,300 | $2.502M | 0.1% | $18.36 | $20.76 | — | COM | 959802109 |
| — | BARD C R INC | 13,200 | $2.459M | 0.1% | $186.29 | $167.80 | — | COM | 067383109 |
| F | FORD MTR CO DEL | 179,400 | $2.434M | 0.1% | $13.57 * | $7.97 | -2.7% | COM PAR $0.01 | 345370860 |
| MGEE | MGE ENERGY INC | 59,054 | $2.432M | 0.1% | $41.18 * | $29.22 | +13.4% | COM | 55277P104 |
| SU | SUNCOR ENERGY INC NEW | 90,600 | $2.421M | 0.1% | $26.72 * | $20.25 | -8.2% | COM | 867224107 |
| BNS | BANK N S HALIFAX | 54,300 | $2.394M | 0.1% | $44.09 * | $29.69 | -11.7% | COM | 064149107 |
| GM | GENERAL MTRS CO | 79,300 | $2.381M | 0.1% | $30.03 * | $27.35 | -12.6% | COM | 37045V100 |
| ZUMZ | ZUMIEZ INC | 149,300 | $2.334M | 0.1% | $15.63 | $37.76 | -58.6% | COM | 989817101 |
| OXY | OCCIDENTAL PETE CORP DEL | 35,100 | $2.322M | 0.1% | $66.15 * | $62.02 | -21.1% | COM | 674599105 |
| BA | BOEING CO | 17,700 | $2.318M | 0.1% | $130.96 * | $127.69 | -8.6% | COM | 097023105 |
| INTC | INTEL CORP | 76,425 | $2.303M | 0.1% | $30.13 * | $17.44 | +35.6% | COM | 458140100 |
| SCCO | SOUTHERN COPPER CORP | 85,700 | $2.29M | 0.1% | $26.72 * | $18.85 | -6.3% | COM | 84265V105 |
| MA | MASTERCARD INC | 25,195 | $2.271M | 0.1% | $90.14 * | $71.74 | +18.1% | CL A | 57636Q104 |
| WY | WEYERHAEUSER CO | 81,900 | $2.239M | 0.1% | $27.34 * | $22.86 | -19.9% | COM | 962166104 |
| EMR | EMERSON ELEC CO | 49,800 | $2.2M | 0.1% | $44.18 * | $43.40 | -22.4% | COM | 291011104 |
| — | NORDSTROM INC | 30,600 | $2.194M | 0.1% | $71.70 | $80.15 | — | COM | 655664100 |
| LUV | SOUTHWEST AIRLS CO | 56,800 | $2.161M | 0.1% | $38.05 * | $20.39 | +65.6% | COM | 844741108 |
| JNJ | JOHNSON & JOHNSON | 22,900 | $2.138M | 0.1% | $93.36 * | $59.94 | +17.2% | COM | 478160104 |
| — | SEAGATE TECHNOLOGY PLC | 47,300 | $2.119M | 0.1% | $44.80 | $52.03 | — | SHS | G7945M107 |
| CVE | CENOVUS ENERGY INC | 139,600 | $2.116M | 0.1% | $15.16 * | $14.89 | -15.2% | COM | 15135U109 |
| OMC | OMNICOM GROUP INC | 31,400 | $2.069M | 0.1% | $65.89 * | $52.95 | -12.0% | COM | 681919106 |
| ALLY | ALLY FINL INC | 100,000 | $2.038M | 0.1% | $20.38 * | $16.60 | -6.2% | COM | 02005N100 |
| — | NATIONAL OILWELL VARCO INC | 54,100 | $2.037M | 0.1% | $37.65 | $49.98 | — | COM | 637071101 |
| COP | CONOCOPHILLIPS | 42,100 | $2.019M | 0.1% | $47.96 * | $41.08 | -15.2% | COM | 20825C104 |
| HOG | HARLEY DAVIDSON INC | 36,600 | $2.009M | 0.1% | $54.89 | $62.75 | -12.5% | COM | 412822108 |
| IP | INTL PAPER CO | 52,700 | $1.992M | 0.1% | $37.80 * | $26.02 | -11.5% | COM | 460146103 |
| DE | DEERE & CO | 26,600 | $1.968M | 0.1% | $73.98 * | $69.34 | -10.3% | COM | 244199105 |
| — | PEPCO HOLDINGS INC | 80,904 | $1.959M | 0.1% | $24.21 | $21.61 | — | COM | 713291102 |
| — | RITE AID CORP | 316,700 | $1.922M | 0.1% | $6.07 | $8.64 | — | COM | 767754104 |
| CFR | CULLEN FROST BANKERS INC | 30,000 | $1.907M | 0.1% | $63.57 * | $50.16 | -6.2% | COM | 229899109 |
| DOV | DOVER CORP | 33,100 | $1.893M | 0.1% | $57.19 * | $47.35 | -18.3% | COM | 260003108 |
| PCAR | PACCAR INC | 36,000 | $1.878M | 0.1% | $52.17 * | $28.18 | -17.3% | COM | 693718108 |
| M | MACYS INC | 36,600 | $1.878M | 0.1% | $51.31 | $55.92 | -8.2% | COM | 55616P104 |
| — | COACH INC | 64,300 | $1.86M | 0.1% | $28.93 | $45.35 | — | COM | 189754104 |
| — | FMC TECHNOLOGIES INC | 59,600 | $1.848M | 0.1% | $31.01 | $36.90 | — | COM | 30249U101 |
| — | CENTURYLINK INC | 72,000 | $1.809M | 0.1% | $25.13 | $34.66 | — | COM | 156700106 |
| FLR | FLUOR CORP NEW | 42,600 | $1.804M | 0.1% | $42.35 * | $50.88 | -24.4% | COM | 343412102 |
| — | BED BATH & BEYOND INC | 31,600 | $1.802M | 0.1% | $57.03 | $70.62 | — | COM | 075896100 |
| HP | HELMERICH & PAYNE INC | 37,500 | $1.772M | 0.1% | $47.25 | $65.25 | -27.6% | COM | 423452101 |
| ALB | ALBEMARLE CORP | 40,100 | $1.768M | 0.1% | $44.09 * | $46.49 | -17.8% | COM | 012653101 |
| — | BLACKSTONE GROUP L P | 55,000 | $1.742M | 0.1% | $31.67 | $21.75 | — | COM UNIT LTD | 09253U108 |
| FLS | FLOWSERVE CORP | 41,300 | $1.699M | 0.1% | $41.14 * | $46.66 | -28.0% | COM | 34354P105 |
| BEN | FRANKLIN RES INC | 45,000 | $1.677M | 0.1% | $37.27 * | $32.15 | -28.8% | COM | 354613101 |
| GAP | GAP INC DEL | 57,400 | $1.636M | 0.0% | $28.50 * | $26.17 | -24.7% | COM | 364760108 |
| — | SANDISK CORP | 29,400 | $1.597M | 0.0% | $54.32 | $79.21 | — | COM | 80004C101 |
| — | MARATHON OIL CORP | 100,900 | $1.554M | 0.0% | $15.40 | $31.78 | — | COM | 565849106 |
| TDC | TERADATA CORP DEL | 53,500 | $1.549M | 0.0% | $28.95 | $43.49 | -33.4% | COM | 88076W103 |
| — | VIACOM INC NEW | 34,900 | $1.506M | 0.0% | $43.15 | $67.79 | — | CL B | 92553P201 |
| — | DELTA NAT GAS INC | 70,434 | $1.441M | 0.0% | $20.46 | $21.30 | — | COM | 247748106 |
| FCX | FREEPORT-MCMORAN INC | 146,300 | $1.418M | 0.0% | $9.69 * | $21.98 | -60.2% | COM | 35671D857 |
| FMC | F M C CORP | 40,000 | $1.356M | 0.0% | $33.90 * | $40.65 | -42.7% | COM NEW | 302491303 |
| BAX | BAXTER INTL INC | 41,000 | $1.347M | 0.0% | $32.85 * | $30.56 | -8.8% | COM | 071813109 |
| — | WILSHIRE BANCORP INC | 125,000 | $1.314M | 0.0% | $10.51 | $10.51 | — | COM | 97186T108 |
| — | BAXALTA INC | 41,000 | $1.292M | 0.0% | $31.51 | $31.51 | — | COM | 07177M103 |
| — | FIRST CONN BANCORP INC MD | 80,000 | $1.29M | 0.0% | $16.13 | $16.13 | — | COM | 319850103 |
| PYPL | PAYPAL HLDGS INC | 41,372 | $1.284M | 0.0% | $31.04 | $35.85 | -13.6% | COM | 70450Y103 |
| MU | MICRON TECHNOLOGY INC | 78,100 | $1.17M | 0.0% | $14.98 * | $29.16 | -49.9% | COM | 595112103 |
| RGCO | RGC RES INC | 49,466 | $1.02M | 0.0% | $20.62 * | $13.29 | +1.3% | COM | 74955L103 |
| ETR | ENTERGY CORP NEW | 13,400 | $872K | 0.0% | $65.07 * | $21.02 | +3.3% | COM | 29364G103 |
| SRCE | 1ST SOURCE CORP | 20,000 | $616K | 0.0% | $30.80 | $30.80 | — | COM | 336901103 |
| WAL | WESTERN ALLIANCE BANCORP | 20,000 | $614K | 0.0% | $30.70 * | $28.07 | -5.1% | COM | 957638109 |
| — | GAS NAT INC | 62,282 | $557K | 0.0% | $8.94 | $10.13 | — | COM | 367204104 |
| — | EMPIRE DIST ELEC CO | 24,075 | $530K | 0.0% | $22.01 | $22.78 | — | COM | 291641108 |
| — | CORNING NAT GAS HLDG CORP | 25,267 | $405K | 0.0% | $16.03 | $19.10 | — | COM | 219387107 |
| HBAN | HUNTINGTON BANCSHARES INC | 30,000 | $318K | 0.0% | $10.60 * | $4.82 | +45.0% | COM | 446150104 |
| — | BROOKLINE BANCORP INC DEL | 30,000 | $304K | 0.0% | $10.13 | $10.13 | — | COM | 11373M107 |
| ECPG | ENCORE CAP GROUP INC | 7,500 | $278K | 0.0% | $37.07 | $33.97 | +8.9% | COM | 292554102 |
| — | DU PONT E I DE NEMOURS & CO | 4,950 | $239K | 0.0% | $48.28 | $48.28 | — | COM | 263534109 |
| — | BLUE HILLS BANCORP INC | 15,000 | $208K | 0.0% | $13.87 | $13.15 | — | COM | 095573101 |
| — | GOOGLE INC | 341 | $207K | 0.0% | $607.04 | $607.04 | — | CL C | 38259P706 |
| AMZN | AMAZON COM INC | 401 | $205K | 0.0% | $511.22 * | $20.90 | +22.5% | COM | 023135106 |