Location: Novato, CA
CIK: 0001145255 · Show all filings
Period: Q4 2015 (← Previous) (Next →)
Filing Date: Jan 22, 2016
Total Value: $3.197B (100.0% shares, 0.0% debt)
| Ticker | Issuer | Shares | Value | % | Est. Cost | Unrealized | Class | CUSIP |
|---|---|---|---|---|---|---|---|---|
| ATO | ATMOS ENERGY CORP | 1,352,788 | $85.28M | 2.7% | $37.89 | +27.5% | COM | 049560105 |
| WMB | WILLIAMS COS INC DEL | 2,685,057 | $69.01M | 2.2% | $25.10 | -22.0% | COM | 969457100 |
| — | SPECTRA ENERGY CORP | 2,877,915 | $68.9M | 2.2% | $36.33 | — | COM | 847560109 |
| D | DOMINION RES INC VA NEW | 997,446 | $67.47M | 2.1% | $38.33 | +16.3% | COM | 25746U109 |
| — | NATIONAL GRID PLC | 959,058 | $66.69M | 2.1% | $63.07 | — | SPON ADR NEW | 636274300 |
| — | TRANSCANADA CORP | 2,039,368 | $66.46M | 2.1% | $44.23 | — | COM | 89353D107 |
| SRE | SEMPRA ENERGY | 705,840 | $66.36M | 2.1% | $30.07 | +19.2% | COM | 816851109 |
| KMI | KINDER MORGAN INC DEL | 4,298,225 | $64.13M | 2.0% | $17.80 | -19.8% | COM | 49456B101 |
| LNG | CHENIERE ENERGY INC | 1,561,117 | $58.15M | 1.8% | $39.42 | +15.6% | COM NEW | 16411R208 |
| ENB | ENBRIDGE INC | 1,590,821 | $52.8M | 1.7% | $23.70 | -11.9% | COM | 29250N105 |
| — | AGL RES INC | 816,730 | $52.12M | 1.6% | $46.55 | — | COM | 001204106 |
| PCG | PG&E CORP | 964,299 | $51.29M | 1.6% | $38.82 | +27.1% | COM | 69331C108 |
| — | COLUMBIA PIPELINE GROUP INC | 2,525,582 | $50.51M | 1.6% | $18.29 | — | COM | 198280109 |
| LEA | LEAR CORP | 350,900 | $43.1M | 1.3% | $98.02 | +3.2% | COM NEW | 521865204 |
| WEC | WEC ENERGY GROUP INC | 763,090 | $39.15M | 1.2% | $33.98 | +8.2% | COM | 92939U106 |
| CDW | CDW CORP | 931,300 | $39.15M | 1.2% | $37.62 | +2.7% | COM | 12514G108 |
| CASY | CASEYS GEN STORES INC | 318,300 | $38.34M | 1.2% | $105.96 | 0.0% | COM | 147528103 |
| — | AMTRUST FINL SVCS INC | 620,500 | $38.21M | 1.2% | $60.86 | — | COM | 032359309 |
| JBLU | JETBLUE AIRWAYS CORP | 1,682,100 | $38.1M | 1.2% | $16.96 | +46.9% | COM | 477143101 |
| W | WAYFAIR INC | 799,047 | $38.05M | 1.2% | $42.32 | 0.0% | CL A | 94419L101 |
| — | SINCLAIR BROADCAST GROUP INC | 1,110,800 | $36.15M | 1.1% | $32.54 | — | CL A | 829226109 |
| SNX | SYNNEX CORP | 390,500 | $35.12M | 1.1% | $41.17 | 0.0% | COM | 87162W100 |
| — | HAWAIIAN HOLDINGS INC | 985,300 | $34.81M | 1.1% | $35.33 | — | COM | 419879101 |
| INGR | INGREDION INC | 363,200 | $34.81M | 1.1% | $94.78 | 0.0% | COM | 457187102 |
| NVR | NVR INC | 21,114 | $34.69M | 1.1% | $1356.64 | +20.6% | COM | 62944T105 |
| ACH | OWENS & MINOR INC NEW | 960,300 | $34.55M | 1.1% | $31.68 | 0.0% | COM | 690732102 |
| — | INTERPUBLIC GROUP COS INC | 1,482,400 | $34.51M | 1.1% | $15.38 | 0.0% | COM | 460690100 |
| POOL | POOL CORPORATION | 425,000 | $34.33M | 1.1% | $71.24 | 0.0% | COM | 73278L105 |
| — | PIEDMONT NAT GAS INC | 596,361 | $34.01M | 1.1% | $34.24 | — | COM | 720186105 |
| GT | GOODYEAR TIRE & RUBR CO | 1,038,900 | $33.94M | 1.1% | $32.79 | 0.0% | COM | 382550101 |
| BYD | BOYD GAMING CORP | 1,704,600 | $33.87M | 1.1% | $18.02 | 0.0% | COM | 103304101 |
| LEN | LENNAR CORP | 691,100 | $33.8M | 1.1% | $43.35 | 0.0% | CL A | 526057104 |
| AVY | AVERY DENNISON CORP | 529,600 | $33.19M | 1.0% | $52.41 | 0.0% | COM | 053611109 |
| THG | HANOVER INS GROUP INC | 403,600 | $32.83M | 1.0% | $61.90 | 0.0% | COM | 410867105 |
| AN | AUTONATION INC | 549,200 | $32.77M | 1.0% | $61.90 | 0.0% | COM | 05329W102 |
| LAD | LITHIA MTRS INC | 296,218 | $31.6M | 1.0% | $114.91 | 0.0% | CL A | 536797103 |
| MAN | MANPOWERGROUP INC | 374,600 | $31.57M | 1.0% | $87.41 | 0.0% | COM | 56418H100 |
| — | TECH DATA CORP | 470,600 | $31.24M | 1.0% | $66.38 | — | COM | 878237106 |
| — | EXPRESS INC | 1,788,800 | $30.91M | 1.0% | $17.28 | — | COM | 30219E103 |
| EXPD | EXPEDITORS INTL WASH INC | 684,900 | $30.89M | 1.0% | $42.54 | 0.0% | COM | 302130109 |
| DY | DYCOM INDS INC | 433,900 | $30.36M | 0.9% | $79.48 | 0.0% | COM | 267475101 |
| CIEN | CIENA CORP | 1,424,100 | $29.46M | 0.9% | $22.97 | 0.0% | COM NEW | 171779309 |
| — | WGL HLDGS INC | 439,192 | $27.66M | 0.9% | $45.32 | — | COM | 92924F106 |
| PEG | PUBLIC SVC ENTERPRISE GROUP | 695,790 | $26.92M | 0.8% | $22.97 | +22.7% | COM | 744573106 |
| — | PENNEY J C INC | 3,870,000 | $25.77M | 0.8% | $7.80 | — | COM | 708160106 |
| ED | CONSOLIDATED EDISON INC | 382,786 | $24.6M | 0.8% | $36.89 | +20.9% | COM | 209115104 |
| NI | NISOURCE INC | 1,260,131 | $24.59M | 0.8% | $8.76 | +59.2% | COM | 65473P105 |
| CMS | CMS ENERGY CORP | 673,148 | $24.29M | 0.8% | $19.65 | +34.4% | COM | 125896100 |
| DTE | DTE ENERGY CO | 271,954 | $21.81M | 0.7% | $40.53 | +21.1% | COM | 233331107 |
| GME | GAMESTOP CORP NEW | 753,400 | $21.13M | 0.7% | $7.39 | 0.0% | CL A | 36467W109 |
| OGS | ONE GAS INC | 405,125 | $20.32M | 0.6% | $34.84 | +38.6% | COM | 68235P108 |
| — | QUESTAR CORP | 1,034,426 | $20.15M | 0.6% | $23.67 | — | COM | 748356102 |
| — | LACLEDE GROUP INC | 312,492 | $18.57M | 0.6% | $46.19 | — | COM | 505597104 |
| SWX | SOUTHWEST GAS CORP | 326,445 | $18.01M | 0.6% | $50.44 | +13.1% | COM | 844895102 |
| PPL | PPL CORP | 489,719 | $16.71M | 0.5% | $18.87 | +13.8% | COM | 69351T106 |
| XEL | XCEL ENERGY INC | 460,399 | $16.53M | 0.5% | $20.12 | +29.3% | COM | 98389B100 |
| NJR | NEW JERSEY RES | 453,884 | $14.96M | 0.5% | $18.80 | +16.6% | COM | 646025106 |
| EQT | EQT CORP | 285,732 | $14.89M | 0.5% | $49.43 | -37.6% | COM | 26884L109 |
| CNP | CENTERPOINT ENERGY INC | 796,226 | $14.62M | 0.5% | $15.42 | -17.9% | COM | 15189T107 |
| NFG | NATIONAL FUEL GAS CO N J | 320,924 | $13.72M | 0.4% | $65.27 | -27.2% | COM | 636180101 |
| — | VECTREN CORP | 323,228 | $13.71M | 0.4% | $37.46 | — | COM | 92240G101 |
| ES | EVERSOURCE ENERGY | 259,975 | $13.28M | 0.4% | $36.21 | -0.9% | COM | 30040W108 |
| — | TECO ENERGY INC | 488,051 | $13.01M | 0.4% | $17.50 | — | COM | 872375100 |
| — | NORTHWEST NAT GAS CO | 223,700 | $11.32M | 0.4% | $43.07 | — | COM | 667655104 |
| MDU | MDU RES GROUP INC | 599,407 | $10.98M | 0.3% | $7.64 | -33.3% | COM | 552690109 |
| EXC | EXELON CORP | 391,131 | $10.86M | 0.3% | $15.21 | -6.8% | COM | 30161N101 |
| WSFS | WSFS FINL CORP | 325,000 | $10.52M | 0.3% | $24.89 | +28.3% | COM | 929328102 |
| FFIC | FLUSHING FINL CORP | 480,000 | $10.39M | 0.3% | $10.28 | +31.9% | COM | 343873105 |
| INDB | INDEPENDENT BANK CORP MASS | 223,000 | $10.37M | 0.3% | $30.36 | +18.7% | COM | 453836108 |
| UGI | UGI CORP NEW | 305,402 | $10.31M | 0.3% | $33.70 | +3.0% | COM NEW | 902681105 |
| PFS | PROVIDENT FINL SVCS INC | 510,000 | $10.28M | 0.3% | $10.41 | +22.6% | COM | 74386T105 |
| — | SCANA CORP NEW | 167,966 | $10.16M | 0.3% | $49.48 | — | COM | 80589M102 |
| VZ | VERIZON COMMUNICATIONS INC | 217,700 | $10.06M | 0.3% | $27.13 | -0.7% | COM | 92343V104 |
| AMWD | AMERICAN WOODMARK CORP | 124,700 | $9.974M | 0.3% | $47.36 | +59.2% | COM | 030506109 |
| — | YADKIN FINL CORP | 395,000 | $9.942M | 0.3% | $25.17 | — | COM | 984305102 |
| WAFD | WASHINGTON FED INC | 417,000 | $9.937M | 0.3% | $14.66 | +24.2% | COM | 938824109 |
| HIFS | HINGHAM INSTN SVGS MASS | 82,500 | $9.884M | 0.3% | $55.69 | +102.7% | COM | 433323102 |
| — | U S CONCRETE INC | 186,500 | $9.821M | 0.3% | $34.99 | — | COM NEW | 90333L201 |
| MCD | MCDONALDS CORP | 81,550 | $9.634M | 0.3% | $71.36 | +22.2% | COM | 580135101 |
| BKU | BANKUNITED INC | 265,000 | $9.556M | 0.3% | $18.72 | +46.2% | COM | 06652K103 |
| XOM | EXXON MOBIL CORP | 122,100 | $9.518M | 0.3% | $54.79 | -6.2% | COM | 30231G102 |
| — | CLIFTON BANCORP INC | 650,000 | $9.321M | 0.3% | $12.80 | — | COM | 186873105 |
| KRNY | KEARNY FINL CORP MD | 730,000 | $9.249M | 0.3% | $11.51 | +5.8% | COM | 48716P108 |
| — | SYNOVUS FINL CORP | 285,000 | $9.228M | 0.3% | $24.38 | — | COM NEW | 87161C501 |
| WTFC | WINTRUST FINL CORP | 187,500 | $9.098M | 0.3% | $41.39 | +23.3% | COM | 97650W108 |
| CAT | CATERPILLAR INC DEL | 132,300 | $8.991M | 0.3% | $60.59 | -9.9% | COM | 149123101 |
| DUK | DUKE ENERGY CORP NEW | 124,337 | $8.876M | 0.3% | $42.90 | +8.0% | COM | 26441C204 |
| — | IBERIABANK CORP | 160,000 | $8.811M | 0.3% | $55.07 | — | COM | 450828108 |
| — | GENERAL ELECTRIC CO | 276,550 | $8.615M | 0.3% | $24.17 | — | COM | 369604103 |
| BANR | BANNER CORP | 187,500 | $8.599M | 0.3% | $24.83 | +40.3% | COM NEW | 06652V208 |
| — | SOUTH JERSEY INDS INC | 359,671 | $8.459M | 0.3% | $39.93 | — | COM | 838518108 |
| — | PLAINS GP HLDGS L P | 891,777 | $8.427M | 0.3% | $29.24 | — | SH A REP LTPN | 72651A108 |
| PG | PROCTER & GAMBLE CO | 99,250 | $7.881M | 0.2% | $56.05 | +3.4% | COM | 742718109 |
| — | ASTORIA FINL CORP | 495,000 | $7.846M | 0.2% | $11.50 | — | COM | 046265104 |
| HCA | HCA HOLDINGS INC | 114,400 | $7.737M | 0.2% | $67.53 | -4.0% | COM | 40412C101 |
| PFE | PFIZER INC | 239,150 | $7.72M | 0.2% | $16.51 | +23.4% | COM | 717081103 |
| — | INVESTORS BANCORP INC NEW | 620,000 | $7.713M | 0.2% | $11.02 | — | COM | 46146L101 |
| — | AMEDISYS INC | 195,000 | $7.667M | 0.2% | $27.66 | — | COM | 023436108 |
| CVX | CHEVRON CORP NEW | 84,400 | $7.593M | 0.2% | $70.43 | -17.0% | COM | 166764100 |
| SFBS | SERVISFIRST BANCSHARES INC | 159,500 | $7.581M | 0.2% | $13.79 | +41.4% | COM | 81768T108 |
| — | SKECHERS U S A INC | 250,600 | $7.571M | 0.2% | $66.24 | — | CL A | 830566105 |
| MRK | MERCK & CO INC NEW | 139,550 | $7.371M | 0.2% | $30.08 | +22.2% | COM | 58933Y105 |
| AEE | AMEREN CORP | 168,490 | $7.284M | 0.2% | $25.13 | +27.7% | COM | 023608102 |
| VLO | VALERO ENERGY CORP NEW | 99,300 | $7.022M | 0.2% | $36.62 | +24.2% | COM | 91913Y100 |
| OCFC | OCEANFIRST FINL CORP | 339,246 | $6.795M | 0.2% | $10.63 | +25.4% | COM | 675234108 |
| — | CORE MARK HOLDING CO INC | 82,544 | $6.764M | 0.2% | $60.05 | — | COM | 218681104 |
| — | AVANGRID INC | 174,368 | $6.696M | 0.2% | $38.40 | — | COM | 05351W103 |
| — | TESORO CORP | 63,500 | $6.691M | 0.2% | $91.83 | — | COM | 881609101 |
| KR | KROGER CO | 159,600 | $6.676M | 0.2% | $24.66 | +28.3% | COM | 501044101 |
| PLUS | EPLUS INC | 70,800 | $6.603M | 0.2% | $19.46 | +15.4% | COM | 294268107 |
| PATK | PATRICK INDS INC | 150,900 | $6.564M | 0.2% | $14.13 | +16.3% | COM | 703343103 |
| NOC | NORTHROP GRUMMAN CORP | 34,200 | $6.457M | 0.2% | $101.33 | +53.6% | COM | 666807102 |
| — | BROOKLINE BANCORP INC DEL | 560,000 | $6.44M | 0.2% | $11.43 | — | COM | 11373M107 |
| — | LYDALL INC DEL | 179,500 | $6.369M | 0.2% | $31.57 | — | COM | 550819106 |
| BRK/A | BERKSHIRE HATHAWAY INC | 32 | $6.33M | 0.2% | $177211.72 | +13.6% | CL A | 084670108 |
| — | AETNA INC NEW | 58,000 | $6.271M | 0.2% | $106.73 | — | COM | 00817Y108 |
| IBM | INTERNATIONAL BUSINESS MACHS | 44,650 | $6.145M | 0.2% | $96.57 | -9.4% | COM | 459200101 |
| ERIE | ERIE INDTY CO | 63,040 | $6.029M | 0.2% | $68.95 | +5.2% | CL A | 29530P102 |
| UNH | UNITEDHEALTH GROUP INC | 50,600 | $5.953M | 0.2% | $71.43 | +39.0% | COM | 91324P102 |
| IMKTA | INGLES MKTS INC | 134,500 | $5.929M | 0.2% | $38.93 | +11.3% | CL A | 457030104 |
| LOW | LOWES COS INC | 77,600 | $5.901M | 0.2% | $44.65 | +38.2% | COM | 548661107 |
| CPK | CHESAPEAKE UTILS CORP | 103,608 | $5.88M | 0.2% | $32.22 | +37.6% | COM | 165303108 |
| NWE | NORTHWESTERN CORP | 108,198 | $5.87M | 0.2% | $27.91 | +28.4% | COM NEW | 668074305 |
| BALL | BALL CORP | 80,000 | $5.818M | 0.2% | $30.39 | +1.2% | COM | 058498106 |
| — | SPIRIT AEROSYSTEMS HLDGS INC | 116,200 | $5.818M | 0.2% | $51.94 | — | COM CL A | 848574109 |
| JLL | JONES LANG LASALLE INC | 35,400 | $5.659M | 0.2% | $154.03 | +0.3% | COM | 48020Q107 |
| WBS | WEBSTER FINL CORP CONN | 150,000 | $5.579M | 0.2% | $36.56 | +3.6% | COM | 947890109 |
| — | MERIDIAN BANCORP INC MD | 390,000 | $5.499M | 0.2% | $11.87 | — | COM | 58958U103 |
| — | PACWEST BANCORP DEL | 127,500 | $5.495M | 0.2% | $46.31 | — | COM | 695263103 |
| CVS | CVS HEALTH CORP | 55,800 | $5.456M | 0.2% | $74.47 | -2.5% | COM | 126650100 |
| — | OPUS BK IRVINE CALIF | 147,500 | $5.453M | 0.2% | $36.97 | — | COM | 684000102 |
| SEE | SEALED AIR CORP NEW | 121,500 | $5.419M | 0.2% | $37.88 | +2.9% | COM | 81211K100 |
| — | KELLOGG CO | 74,900 | $5.413M | 0.2% | $40.12 | +13.9% | COM | 487836108 |
| — | ATLAS AIR WORLDWIDE HLDGS INC | 125,500 | $5.188M | 0.2% | $42.48 | — | COM NEW | 049164205 |
| HII | HUNTINGTON INGALLS INDS INC | 40,600 | $5.15M | 0.2% | $67.67 | +49.1% | COM | 446413106 |
| TSEM | TOWER SEMICONDUCTOR LTD | 363,700 | $5.114M | 0.2% | $15.21 | -5.0% | SHS NEW | M87915274 |
| — | MULTI COLOR CORP | 83,600 | $5M | 0.2% | $69.66 | — | COM | 625383104 |
| ABG | ASBURY AUTOMOTIVE GROUP INC | 74,100 | $4.997M | 0.2% | $77.63 | -2.0% | COM | 043436104 |
| — | UNITED FINL BANCORP INC NEW | 385,000 | $4.959M | 0.2% | $13.46 | — | COM | 910304104 |
| — | CAPITAL BK FINL CORP | 154,500 | $4.941M | 0.2% | $22.10 | — | COM | 139794101 |
| MUSA | MURPHY USA INC | 81,300 | $4.938M | 0.2% | $67.16 | -13.5% | COM | 626755102 |
| CBRL | CRACKER BARREL OLD CTRY STORE | 38,600 | $4.896M | 0.2% | $87.97 | -1.2% | COM | 22410J106 |
| SAIC | SCIENCE APPLICATNS INTL CP NEW | 106,400 | $4.871M | 0.2% | $52.00 | -12.2% | COM | 808625107 |
| — | STAPLES INC | 510,000 | $4.83M | 0.2% | $16.09 | — | COM | 855030102 |
| UAL | UNITED CONTL HLDGS INC | 84,100 | $4.819M | 0.2% | $46.53 | +24.1% | COM | 910047109 |
| GIII | G-III APPAREL GROUP LTD | 108,300 | $4.793M | 0.1% | $48.68 | +6.8% | COM | 36237H101 |
| FITB | FIFTH THIRD BANCORP | 235,000 | $4.724M | 0.1% | $12.76 | +8.8% | COM | 316773100 |
| BAC | BANK AMER CORP | 279,000 | $4.696M | 0.1% | $11.32 | +19.8% | COM | 060505104 |
| — | SUNTRUST BKS INC | 108,000 | $4.627M | 0.1% | $34.21 | — | COM | 867914103 |
| — | WILSHIRE BANCORP INC | 400,000 | $4.62M | 0.1% | $11.23 | — | COM | 97186T108 |
| KMX | CARMAX INC | 84,800 | $4.577M | 0.1% | $64.94 | -12.1% | COM | 143130102 |
| C | CITIGROUP INC | 88,000 | $4.554M | 0.1% | $37.10 | +6.8% | COM NEW | 172967424 |
| LNT | ALLIANT ENERGY CORP | 72,904 | $4.553M | 0.1% | $17.86 | +22.3% | COM | 018802108 |
| COF | CAPITAL ONE FINL CORP | 63,000 | $4.547M | 0.1% | $54.41 | +17.3% | COM | 14040H105 |
| SYF | SYNCHRONY FINL | 149,000 | $4.531M | 0.1% | $24.39 | +2.5% | COM | 87165B103 |
| JPM | JPMORGAN CHASE & CO. | 68,000 | $4.49M | 0.1% | $40.91 | +21.4% | COM | 46625H100 |
| CFG | CITIZENS FINL GROUP INC | 170,000 | $4.452M | 0.1% | $17.60 | -1.3% | COM | 174610105 |
| KEY | KEYCORP NEW | 332,000 | $4.379M | 0.1% | $8.37 | +3.6% | COM | 493267108 |
| USB | US BANCORP DEL | 101,000 | $4.31M | 0.1% | $26.96 | +9.7% | COM NEW | 902973304 |
| — | BB&T CORP | 110,000 | $4.159M | 0.1% | $36.30 | — | COM | 054937107 |
| WAL | WESTERN ALLIANCE BANCORP | 115,500 | $4.142M | 0.1% | $30.75 | +1.8% | COM | 957638109 |
| RF | REGIONS FINL CORP NEW | 425,000 | $4.08M | 0.1% | $6.19 | +7.9% | COM | 7591EP100 |
| HNI | HNI CORP | 113,100 | $4.078M | 0.1% | $50.96 | -16.9% | COM | 404251100 |
| WFC | WELLS FARGO & CO NEW | 75,000 | $4.077M | 0.1% | $33.13 | +23.3% | COM | 949746101 |
| KO | COCA COLA CO | 94,700 | $4.068M | 0.1% | $27.83 | +10.9% | COM | 191216100 |
| LVS | LAS VEGAS SANDS CORP | 92,200 | $4.042M | 0.1% | $40.73 | -15.2% | COM | 517834107 |
| MTB | M & T BK CORP | 33,000 | $3.999M | 0.1% | $92.97 | -1.4% | COM | 55261F104 |
| CUBI | CUSTOMERS BANCORP INC | 145,000 | $3.947M | 0.1% | $17.32 | +61.0% | COM | 23204G100 |
| V | VISA INC | 50,385 | $3.907M | 0.1% | $55.59 | +29.8% | CL A | 92826C839 |
| — | TRAVELCENTERS AMER LLC | 412,500 | $3.878M | 0.1% | $16.90 | — | COM | 894174101 |
| PNC | PNC FINL SVCS GROUP INC | 40,000 | $3.812M | 0.1% | $54.85 | +22.5% | COM | 693475105 |
| BKH | BLACK HILLS CORP | 81,959 | $3.805M | 0.1% | $33.10 | -8.0% | COM | 092113109 |
| — | UMPQUA HLDGS CORP | 237,500 | $3.776M | 0.1% | $17.80 | — | COM | 904214103 |
| MERC | MERCER INTL INC | 409,600 | $3.707M | 0.1% | $9.03 | -22.3% | COM | 588056101 |
| MSFT | MICROSOFT CORP | 65,900 | $3.656M | 0.1% | $27.85 | +64.9% | COM | 594918104 |
| — | WEST CORP | 165,300 | $3.566M | 0.1% | $32.87 | — | COM | 952355204 |
| — | SUPER MICRO COMPUTER INC | 143,800 | $3.525M | 0.1% | $19.19 | — | COM | 86800U104 |
| FLWS | 1 800 FLOWERS COM | 484,100 | $3.524M | 0.1% | $10.12 | -14.9% | CL A | 68243Q106 |
| FULT | FULTON FINL CORP PA | 270,000 | $3.513M | 0.1% | $7.35 | +24.4% | COM | 360271100 |
| MS | MORGAN STANLEY | 110,000 | $3.499M | 0.1% | $20.99 | +19.1% | COM | 617446448 |
| AVA | AVISTA CORP | 97,972 | $3.465M | 0.1% | $17.75 | +28.2% | COM | 05379B107 |
| CVLG | COVENANT TRANS INC - CL A | 181,400 | $3.427M | 0.1% | $14.27 | -33.7% | CL A | 22284P105 |
| KMB | KIMBERLY CLARK CORP | 25,800 | $3.284M | 0.1% | $65.92 | +28.9% | COM | 494368103 |
| — | DISCOVER FINL SVCS | 58,000 | $3.11M | 0.1% | $50.10 | — | COM | 254709108 |
| T | AT&T INC | 90,300 | $3.107M | 0.1% | $11.35 | +9.6% | COM | 00206R102 |
| ASB | ASSOCIATED BANC CORP | 165,000 | $3.094M | 0.1% | $11.69 | +17.4% | COM | 045487105 |
| BBT | BERKSHIRE HILLS BANCORP INC | 105,000 | $3.057M | 0.1% | $18.39 | +17.0% | COM | 084680107 |
| MO | ALTRIA GROUP INC | 52,500 | $3.056M | 0.1% | $16.86 | +74.8% | COM | 02209S103 |
| GIS | GENERAL MLS INC | 52,600 | $3.033M | 0.1% | $32.64 | +24.0% | COM | 370334104 |
| PM | PHILIP MORRIS INTL INC | 34,500 | $3.033M | 0.1% | $47.32 | +10.5% | COM | 718172109 |
| ABBV | ABBVIE INC | 50,300 | $2.98M | 0.1% | $31.63 | +20.0% | COM | 00287Y109 |
| — | DOW CHEM CO | 57,800 | $2.976M | 0.1% | $33.88 | — | COM | 260543103 |
| — | FIRST CONN BANCORP INC MD | 170,000 | $2.96M | 0.1% | $16.81 | — | COM | 319850103 |
| PRU | PRUDENTIAL FINL INC | 36,100 | $2.939M | 0.1% | $50.47 | +4.2% | COM | 744320102 |
| MPC | MARATHON PETE CORP | 55,700 | $2.887M | 0.1% | $32.68 | +16.5% | COM | 56585A102 |
| SYY | SYSCO CORP | 69,600 | $2.854M | 0.1% | $25.25 | +24.7% | COM | 871829107 |
| WM | WASTE MGMT INC DEL | 53,100 | $2.834M | 0.1% | $31.07 | +41.3% | COM | 94106L109 |
| AZO | AUTOZONE INC | 3,800 | $2.819M | 0.1% | $441.24 | +72.9% | COM | 053332102 |
| — | FOOT LOCKER INC | 43,200 | $2.812M | 0.1% | $64.64 | — | COM | 344849104 |
| ALK | ALASKA AIR GROUP INC | 34,700 | $2.794M | 0.1% | $38.66 | +89.2% | COM | 011659109 |
| LYB | LYONDELLBASELL INDUSTRIES N V | 31,600 | $2.746M | 0.1% | $46.71 | +11.4% | SHS - A - | N53745100 |
| MET | METLIFE INC | 56,300 | $2.714M | 0.1% | $29.04 | +7.4% | COM | 59156R108 |
| PGR | PROGRESSIVE CORP OHIO | 85,100 | $2.706M | 0.1% | $19.56 | +19.7% | COM | 743315103 |
| CFR | CULLEN FROST BANKERS INC | 45,000 | $2.7M | 0.1% | $49.85 | -1.2% | COM | 229899109 |
| — | NEW YORK CMNTY BANCORP INC | 165,000 | $2.693M | 0.1% | $16.32 | — | COM | 649445103 |
| — | THOMSON REUTERS CORP | 70,200 | $2.657M | 0.1% | $34.40 | — | COM | 884903105 |
| WMT | WAL-MART STORES INC | 43,250 | $2.651M | 0.1% | $16.63 | 0.0% | COM | 931142103 |
| GM | GENERAL MTRS CO | 77,500 | $2.636M | 0.1% | $27.35 | +1.3% | COM | 37045V100 |
| INTC | INTEL CORP | 74,225 | $2.557M | 0.1% | $17.44 | +52.8% | COM | 458140100 |
| — | COCA COLA ENTERPRISES INC NEW | 51,600 | $2.541M | 0.1% | $44.29 | — | COM | 19122T109 |
| GS | GOLDMAN SACHS GROUP INC | 14,000 | $2.523M | 0.1% | $142.14 | +6.3% | COM | 38141G104 |
| CPB | CAMPBELL SOUP CO | 47,700 | $2.507M | 0.1% | $33.00 | +12.9% | COM | 134429109 |
| TD | TORONTO DOMINION BK ONT | 63,700 | $2.495M | 0.1% | $42.97 | -5.8% | COM NEW | 891160509 |
| BA | BOEING CO | 17,100 | $2.472M | 0.1% | $127.69 | +0.9% | COM | 097023105 |
| F | FORD MTR CO DEL | 175,200 | $2.469M | 0.1% | $7.97 | +4.6% | COM PAR $0.01 | 345370860 |
| BCE | BCE INC | 63,400 | $2.449M | 0.1% | $23.65 | -1.9% | COM NEW | 05534B760 |
| RY | ROYAL BK CDA MONTREAL QUE | 45,500 | $2.438M | 0.1% | $61.49 | -8.8% | COM | 780087102 |
| — | BARD C R INC | 12,700 | $2.406M | 0.1% | $167.80 | — | COM | 067383109 |
| WY | WEYERHAEUSER CO | 80,000 | $2.398M | 0.1% | $22.86 | -10.9% | COM | 962166104 |
| MFC | MANULIFE FINL CORP | 159,800 | $2.394M | 0.1% | $17.21 | -6.3% | COM | 56501R106 |
| BRK/B | BERKSHIRE HATHAWAY INC DEL | 18,000 | $2.377M | 0.1% | $135.78 | -1.2% | CL B NEW | 084670702 |
| LUV | SOUTHWEST AIRLS CO | 54,900 | $2.364M | 0.1% | $20.39 | +92.9% | COM | 844741108 |
| WU | WESTERN UN CO | 131,600 | $2.357M | 0.1% | $20.76 | — | COM | 959802109 |
| AAPL | APPLE INC | 22,131 | $2.33M | 0.1% | $18.69 | +37.6% | COM | 037833100 |
| EMR | EMERSON ELEC CO | 48,600 | $2.325M | 0.1% | $43.40 | -15.9% | COM | 291011104 |
| OXY | OCCIDENTAL PETE CORP DEL | 34,300 | $2.319M | 0.1% | $62.02 | -13.8% | COM | 674599105 |
| OMC | OMNICOM GROUP INC | 30,400 | $2.3M | 0.1% | $52.95 | -1.8% | COM | 681919106 |
| UTL | UNITIL CORP | 64,015 | $2.297M | 0.1% | $30.68 | +17.0% | COM | 913259107 |
| HRB | BLOCK H & R INC | 68,700 | $2.288M | 0.1% | $22.35 | +8.1% | COM | 093671105 |
| ZUMZ | ZUMIEZ INC | 151,200 | $2.286M | 0.1% | $37.49 | -56.8% | COM | 989817101 |
| SU | SUNCOR ENERGY INC NEW | 88,500 | $2.283M | 0.1% | $20.25 | -4.9% | COM | 867224107 |
| JNJ | JOHNSON & JOHNSON | 22,100 | $2.27M | 0.1% | $59.94 | +26.7% | COM | 478160104 |
| — | BENEFICIAL BANCORP INC | 165,000 | $2.198M | 0.1% | $11.48 | — | COM | 08171T102 |
| MGEE | MGE ENERGY INC | 47,054 | $2.183M | 0.1% | $29.22 | +18.3% | COM | 55277P104 |
| — | FIRST NIAGARA FINL GP INC | 200,000 | $2.17M | 0.1% | $10.85 | — | COM | 33582V108 |
| ALB | ALBEMARLE CORP | 38,700 | $2.168M | 0.1% | $46.49 | -3.9% | COM | 012653101 |
| SCCO | SOUTHERN COPPER CORP | 82,800 | $2.163M | 0.1% | $18.85 | -5.4% | COM | 84265V105 |
| BNS | BANK N S HALIFAX | 53,000 | $2.143M | 0.1% | $29.69 | -9.5% | COM | 064149107 |
| — | COACH INC | 62,100 | $2.033M | 0.1% | $45.35 | — | COM | 189754104 |
| DE | DEERE & CO | 25,700 | $1.96M | 0.1% | $69.34 | -6.2% | COM | 244199105 |
| DOV | DOVER CORP | 31,900 | $1.956M | 0.1% | $47.35 | -10.1% | COM | 260003108 |
| IP | INTL PAPER CO | 51,500 | $1.942M | 0.1% | $26.02 | -4.3% | COM | 460146103 |
| FLR | FLUOR CORP NEW | 41,100 | $1.941M | 0.1% | $50.88 | -15.9% | COM | 343412102 |
| HP | HELMERICH & PAYNE INC | 36,200 | $1.939M | 0.1% | $65.25 | -15.2% | COM | 423452101 |
| COP | CONOCOPHILLIPS | 41,100 | $1.919M | 0.1% | $41.08 | -6.6% | COM | 20825C104 |
| — | PEPCO HOLDINGS INC | 71,904 | $1.87M | 0.1% | $21.61 | — | COM | 713291102 |
| SRCE | 1ST SOURCE CORP | 60,000 | $1.852M | 0.1% | $30.84 | — | COM | 336901103 |
| — | REPUBLIC AWYS HLDGS INC | 450,800 | $1.772M | 0.1% | $12.94 | — | COM | 760276105 |
| — | NATIONAL OILWELL VARCO INC | 52,900 | $1.772M | 0.1% | $49.98 | — | COM | 637071101 |
| MA | MASTERCARD INC | 18,195 | $1.771M | 0.1% | $71.74 | +28.5% | CL A | 57636Q104 |
| — | CENTURYLINK INC | 70,300 | $1.769M | 0.1% | $34.66 | — | COM | 156700106 |
| CVE | CENOVUS ENERGY INC | 136,300 | $1.72M | 0.1% | $14.89 | -17.3% | COM | 15135U109 |
| — | SEAGATE TECHNOLOGY PLC | 46,200 | $1.694M | 0.1% | $52.03 | — | SHS | G7945M107 |
| BAX | BAXTER INTL INC | 44,100 | $1.682M | 0.1% | $30.60 | +1.5% | COM | 071813109 |
| FLS | FLOWSERVE CORP | 39,900 | $1.679M | 0.1% | $46.66 | -22.7% | COM | 34354P105 |
| — | FMC TECHNOLOGIES INC | 57,500 | $1.668M | 0.1% | $36.90 | — | COM | 30249U101 |
| FRCB | FIRST REP BK SAN FRANCISCO CAL | 25,000 | $1.652M | 0.1% | $62.70 | 0.0% | COM | 33616C100 |
| PCAR | PACCAR INC | 34,700 | $1.645M | 0.1% | $28.18 | -18.4% | COM | 693718108 |
| — | UNION BANKSHARES CORP NEW | 65,000 | $1.641M | 0.1% | $25.25 | — | COM | 90539J109 |
| HOG | HARLEY DAVIDSON INC | 35,300 | $1.602M | 0.1% | $62.75 | -21.5% | COM | 412822108 |
| BEN | FRANKLIN RES INC | 43,400 | $1.598M | 0.0% | $32.15 | -25.3% | COM | 354613101 |
| FMC | F M C CORP | 38,700 | $1.514M | 0.0% | $40.65 | -33.3% | COM NEW | 302491303 |
| — | NORDSTROM INC | 29,600 | $1.474M | 0.0% | $80.15 | — | COM | 655664100 |
| — | BED BATH & BEYOND INC | 30,500 | $1.472M | 0.0% | $70.62 | — | COM | 075896100 |
| — | BAXALTA INC | 36,300 | $1.417M | 0.0% | $31.51 | — | COM | 07177M103 |
| — | VIACOM INC NEW | 33,700 | $1.387M | 0.0% | $67.79 | — | CL B | 92553P201 |
| PPC | PILGRIMS PRIDE CORP NEW | 62,700 | $1.385M | 0.0% | $22.32 | -8.3% | COM | 72147K108 |
| GAP | GAP INC DEL | 55,400 | $1.368M | 0.0% | $26.17 | -28.9% | COM | 364760108 |
| TDC | TERADATA CORP DEL | 51,700 | $1.366M | 0.0% | $43.49 | -35.1% | COM | 88076W103 |
| — | MARATHON OIL CORP | 98,500 | $1.24M | 0.0% | $31.78 | — | COM | 565849106 |
| M | MACYS INC | 35,400 | $1.238M | 0.0% | $55.92 | -22.5% | COM | 55616P104 |
| — | DELTA NAT GAS INC | 58,860 | $1.235M | 0.0% | $21.30 | — | COM | 247748106 |
| CSCO | CISCO SYS INC | 43,690 | $1.186M | 0.0% | $16.61 | +21.4% | COM | 17275R102 |
| MU | MICRON TECHNOLOGY INC | 75,500 | $1.069M | 0.0% | $29.16 | -46.5% | COM | 595112103 |
| FCX | FREEPORT-MCMORAN INC | 143,000 | $968K | 0.0% | $21.98 | -60.7% | COM | 35671D857 |
| ALLY | ALLY FINL INC | 50,000 | $932K | 0.0% | $16.60 | -8.9% | COM | 02005N100 |
| RGCO | RGC RES INC | 40,273 | $848K | 0.0% | $13.29 | +6.0% | COM | 74955L103 |
| ETR | ENTERGY CORP NEW | 10,400 | $711K | 0.0% | $21.02 | +7.5% | COM | 29364G103 |
| — | EMPIRE DIST ELEC CO | 18,825 | $528K | 0.0% | $22.78 | — | COM | 291641108 |
| — | GAS NAT INC | 50,388 | $375K | 0.0% | $10.13 | — | COM | 367204104 |
| — | CORNING NAT GAS HLDG CORP | 21,567 | $348K | 0.0% | $19.10 | — | COM | 219387107 |
| — | DU PONT E I DE NEMOURS & CO | 4,950 | $330K | 0.0% | $48.28 | — | COM | 263534109 |
| GOOG | ALPHABET INC | 266 | $202K | 0.0% | $35.61 | 0.0% | CAP STK CL C | 02079K107 |