Location: Novato, CA
CIK: 0001145255 · Show all filings
Period: Q1 2016 (← Previous) (Next →)
Filing Date: Apr 21, 2016
Total Value: $3.293B (100.0% shares, 0.0% debt)
| Ticker | Issuer | Shares | Value | % | Est. Cost | Unrealized | Class | CUSIP |
|---|---|---|---|---|---|---|---|---|
| ATO | ATMOS ENERGY CORP | 1,330,186 | $98.78M | 3.0% | $37.89 | +43.4% | COM | 049560105 |
| — | TRANSCANADA CORP | 1,892,868 | $74.41M | 2.3% | $44.23 | — | COM | 89353D107 |
| D | DOMINION RES INC VA NEW | 968,446 | $72.75M | 2.2% | $38.33 | +20.3% | COM | 25746U109 |
| SRE | SEMPRA ENERGY | 697,340 | $72.56M | 2.2% | $30.07 | +17.1% | COM | 816851109 |
| — | COLUMBIA PIPELINE GROUP INC | 2,862,782 | $71.86M | 2.2% | $19.09 | — | COM | 198280109 |
| — | SPECTRA ENERGY CORP | 2,345,415 | $71.77M | 2.2% | $36.33 | — | COM | 847560109 |
| — | NATIONAL GRID PLC | 1,004,058 | $71.71M | 2.2% | $63.44 | — | SPON ADR NEW | 636274300 |
| KMI | KINDER MORGAN INC DEL | 4,008,225 | $71.59M | 2.2% | $17.80 | -44.1% | COM | 49456B101 |
| ENB | ENBRIDGE INC | 1,520,821 | $59.17M | 1.8% | $23.70 | -18.9% | COM | 29250N105 |
| PCG | PG&E CORP | 924,299 | $55.2M | 1.7% | $38.82 | +34.4% | COM | 69331C108 |
| — | HAWAIIAN HOLDINGS INC | 1,124,000 | $53.04M | 1.6% | $36.79 | — | COM | 419879101 |
| — | AGL RES INC | 771,730 | $50.27M | 1.5% | $46.55 | — | COM | 001204106 |
| LNG | CHENIERE ENERGY INC | 1,485,617 | $50.26M | 1.5% | $39.42 | -17.8% | COM NEW | 16411R208 |
| WMB | WILLIAMS COS INC DEL | 2,907,557 | $46.72M | 1.4% | $23.94 | -58.6% | COM | 969457100 |
| INGR | INGREDION INC | 420,500 | $44.91M | 1.4% | $95.44 | +4.4% | COM | 457187102 |
| ACH | OWENS & MINOR INC NEW | 1,108,100 | $44.79M | 1.4% | $31.84 | +3.2% | COM | 690732102 |
| AVY | AVERY DENNISON CORP | 617,500 | $44.53M | 1.4% | $52.63 | +2.6% | COM | 053611109 |
| — | PENNEY J C INC | 3,991,800 | $44.15M | 1.3% | $7.90 | — | COM | 708160106 |
| WEC | WEC ENERGY GROUP INC | 725,590 | $43.59M | 1.3% | $33.98 | +19.8% | COM | 92939U106 |
| — | TECH DATA CORP | 551,200 | $42.32M | 1.3% | $67.90 | — | COM | 878237106 |
| SNX | SYNNEX CORP | 452,100 | $41.86M | 1.3% | $40.99 | -2.7% | COM | 87162W100 |
| — | EXPRESS INC | 1,845,100 | $39.5M | 1.2% | $17.41 | — | COM | 30219E103 |
| POOL | POOL CORPORATION | 438,300 | $38.46M | 1.2% | $71.25 | +0.6% | COM | 73278L105 |
| NVR | NVR INC | 21,714 | $37.62M | 1.1% | $1363.84 | +18.6% | COM | 62944T105 |
| THG | HANOVER INS GROUP INC | 416,300 | $37.56M | 1.1% | $61.91 | +0.4% | COM | 410867105 |
| CASY | CASEYS GEN STORES INC | 328,400 | $37.21M | 1.1% | $105.91 | -1.7% | COM | 147528103 |
| BYD | BOYD GAMING CORP | 1,758,300 | $36.33M | 1.1% | $17.97 | -7.7% | COM | 103304101 |
| W | WAYFAIR INC | 824,147 | $35.62M | 1.1% | $42.29 | -2.1% | CL A | 94419L101 |
| GT | GOODYEAR TIRE & RUBR CO | 1,071,600 | $35.34M | 1.1% | $32.71 | -7.9% | COM | 382550101 |
| — | SINCLAIR BROADCAST GROUP INC CL A | 1,145,800 | $35.23M | 1.1% | $32.48 | — | CL A | 829226109 |
| — | INTERPUBLIC GROUP COS INC | 1,529,000 | $35.09M | 1.1% | $15.36 | -3.1% | COM | 460690100 |
| EXPD | EXPEDITORS INTL WASH INC | 706,400 | $34.48M | 1.0% | $42.48 | -4.9% | COM | 302130109 |
| LEN | LENNAR CORP | 712,900 | $34.48M | 1.0% | $43.17 | -13.5% | CL A | 526057104 |
| — | PIEDMONT NAT GAS INC | 571,361 | $34.19M | 1.0% | $34.24 | — | COM | 720186105 |
| CDW | CDW CORP | 803,900 | $33.36M | 1.0% | $37.62 | -7.7% | COM | 12514G108 |
| LEA | LEAR CORP | 284,000 | $31.57M | 1.0% | $98.02 | -10.0% | COM NEW | 521865204 |
| MAN | MANPOWERGROUP INC | 386,400 | $31.46M | 1.0% | $87.08 | -12.0% | COM | 56418H100 |
| JBLU | JETBLUE AIRWAYS CORP | 1,485,800 | $31.38M | 1.0% | $16.96 | +24.0% | COM | 477143101 |
| PEG | PUBLIC SVC ENTERPRISE GROUP | 652,790 | $30.77M | 0.9% | $22.97 | +31.3% | COM | 744573106 |
| DY | DYCOM INDS INC | 447,600 | $28.95M | 0.9% | $78.91 | -22.7% | COM | 267475101 |
| NI | NISOURCE INC | 1,210,131 | $28.51M | 0.9% | $8.76 | +78.8% | COM | 65473P105 |
| ED | CONSOLIDATED EDISON INC | 367,786 | $28.18M | 0.9% | $36.89 | +35.0% | COM | 209115104 |
| CIEN | CIENA CORP | 1,469,000 | $27.94M | 0.8% | $22.83 | -19.1% | COM NEW | 171779309 |
| — | AMTRUST FINL SVCS INC | 1,059,700 | $27.43M | 0.8% | $46.36 | — | COM | 032359309 |
| CMS | CMS ENERGY CORP | 640,148 | $27.17M | 0.8% | $19.65 | +48.9% | COM | 125896100 |
| LAD | LITHIA MTRS INC | 305,618 | $26.69M | 0.8% | $114.02 | -24.6% | CL A | 536797103 |
| AN | AUTONATION INC | 566,500 | $26.44M | 0.8% | $61.49 | -21.2% | COM | 05329W102 |
| GME | GAMESTOP CORP NEW | 777,100 | $24.66M | 0.7% | $7.34 | -24.1% | CL A | 36467W109 |
| — | QUESTAR CORP | 961,426 | $23.84M | 0.7% | $23.67 | — | COM | 748356102 |
| OGS | ONE GAS INC | 387,625 | $23.68M | 0.7% | $34.84 | +61.9% | COM | 68235P108 |
| DTE | DTE ENERGY CO | 252,954 | $22.93M | 0.7% | $40.53 | +28.2% | COM | 233331107 |
| — | WGL HLDGS INC | 304,592 | $22.04M | 0.7% | $45.32 | — | COM | 92924F106 |
| SWX | SOUTHWEST GAS CORP | 318,317 | $20.96M | 0.6% | $50.44 | +19.4% | COM | 844895102 |
| — | LACLEDE GROUP INC | 286,791 | $19.43M | 0.6% | $46.19 | — | COM | 505597104 |
| EQT | EQT CORP | 284,232 | $19.12M | 0.6% | $49.43 | -40.4% | COM | 26884L109 |
| EXC | EXELON CORP | 509,731 | $18.28M | 0.6% | $15.36 | +3.1% | COM | 30161N101 |
| XEL | XCEL ENERGY INC | 430,399 | $18M | 0.5% | $20.12 | +42.6% | COM | 98389B100 |
| PPL | PPL CORP | 441,219 | $16.8M | 0.5% | $18.87 | +21.3% | COM | 69351T106 |
| UGI | UGI CORP NEW | 409,802 | $16.51M | 0.5% | $34.35 | +5.6% | COM NEW | 902681105 |
| CNP | CENTERPOINT ENERGY INC | 754,726 | $15.79M | 0.5% | $15.42 | -11.3% | COM | 15189T107 |
| NJR | NEW JERSEY RES | 432,884 | $15.77M | 0.5% | $18.80 | +33.0% | COM | 646025106 |
| — | VECTREN CORP | 311,228 | $15.74M | 0.5% | $37.46 | — | COM | 92240G101 |
| NFG | NATIONAL FUEL GAS CO N J | 305,924 | $15.31M | 0.5% | $65.27 | -29.5% | COM | 636180101 |
| ES | EVERSOURCE ENERGY | 244,975 | $14.29M | 0.4% | $36.21 | +7.3% | COM | 30040W108 |
| — | TECO ENERGY INC | 470,551 | $12.95M | 0.4% | $17.50 | — | COM | 872375100 |
| — | NORTHWEST NAT GAS CO | 205,786 | $11.08M | 0.3% | $43.07 | — | COM | 667655104 |
| MDU | MDU RES GROUP INC | 566,407 | $11.02M | 0.3% | $7.64 | -34.4% | COM | 552690109 |
| VZ | VERIZON COMMUNICATIONS INC | 200,050 | $10.82M | 0.3% | $27.13 | +10.7% | COM | 92343V104 |
| CAT | CATERPILLAR INC DEL | 140,500 | $10.75M | 0.3% | $60.15 | -11.8% | COM | 149123101 |
| — | SCANA CORP NEW | 152,966 | $10.73M | 0.3% | $49.48 | — | COM | 80589M102 |
| — | YADKIN FINL CORP | 435,000 | $10.3M | 0.3% | $25.03 | — | COM | 984305102 |
| IBM | INTERNATIONAL BUSINESS MACHS COM | 67,550 | $10.23M | 0.3% | $92.33 | -8.9% | COM | 459200101 |
| WAFD | WASHINGTON FED INC | 440,000 | $9.966M | 0.3% | $14.74 | +9.4% | COM | 938824109 |
| — | SOUTH JERSEY INDS INC | 344,671 | $9.806M | 0.3% | $39.93 | — | COM | 838518108 |
| INDB | INDEPENDENT BANK CORP MASS | 210,000 | $9.652M | 0.3% | $30.36 | +10.7% | COM | 453836108 |
| FFIC | FLUSHING FINL CORP | 445,000 | $9.621M | 0.3% | $10.28 | +28.8% | COM | 343873105 |
| HIFS | HINGHAM INSTN SVGS MASS | 80,000 | $9.529M | 0.3% | $55.69 | +92.9% | COM | 433323102 |
| — | CLIFTON BANCORP INC | 625,000 | $9.45M | 0.3% | $12.80 | — | COM | 186873105 |
| PFS | PROVIDENT FINL SVCS INC | 445,000 | $8.985M | 0.3% | $10.41 | +15.3% | COM | 74386T105 |
| KRNY | KEARNY FINL CORP MD | 720,000 | $8.892M | 0.3% | $11.51 | +4.2% | COM | 48716P108 |
| — | BROOKLINE BANCORP INC DEL | 780,000 | $8.588M | 0.3% | $11.31 | — | COM | 11373M107 |
| DUK | DUKE ENERGY CORP NEW | 106,337 | $8.579M | 0.3% | $42.90 | +17.6% | COM | 26441C204 |
| WSFS | WSFS FINL CORP | 262,500 | $8.537M | 0.3% | $24.89 | +21.4% | COM | 929328102 |
| WTFC | WINTRUST FINL CORP | 190,000 | $8.425M | 0.3% | $41.41 | +3.5% | COM | 97650W108 |
| CVX | CHEVRON CORP NEW | 87,750 | $8.371M | 0.3% | $69.93 | -17.9% | COM | 166764100 |
| XOM | EXXON MOBIL CORP | 97,900 | $8.183M | 0.2% | $54.79 | -5.2% | COM | 30231G102 |
| AEE | AMEREN CORP | 159,490 | $7.99M | 0.2% | $25.13 | +37.3% | COM | 023608102 |
| — | PLAINS GP HLDGS L P | 911,277 | $7.919M | 0.2% | $28.80 | — | SH A REP LTPN | 72651A108 |
| BANR | BANNER CORP | 185,000 | $7.777M | 0.2% | $24.83 | +16.8% | COM NEW | 06652V208 |
| PG | PROCTER & GAMBLE CO | 94,350 | $7.766M | 0.2% | $56.05 | +10.0% | COM | 742718109 |
| BKU | BANKUNITED INC | 225,000 | $7.749M | 0.2% | $18.72 | +32.4% | COM | 06652K103 |
| MRK | MERCK & CO INC NEW | 142,600 | $7.545M | 0.2% | $30.21 | +19.3% | COM | 58933Y105 |
| — | GENERAL ELECTRIC CO | 228,550 | $7.266M | 0.2% | $24.17 | — | COM | 369604103 |
| — | SYNOVUS FINL CORP | 250,000 | $7.228M | 0.2% | $24.38 | — | COM NEW | 87161C501 |
| PGR | PROGRESSIVE CORP OHIO | 203,900 | $7.165M | 0.2% | $22.17 | +8.4% | COM | 743315103 |
| PFE | PFIZER INC | 241,650 | $7.163M | 0.2% | $16.53 | +13.0% | COM | 717081103 |
| — | MERIDIAN BANCORP INC MD | 510,000 | $7.099M | 0.2% | $12.35 | — | COM | 58958U103 |
| TGT | TARGET CORP | 84,500 | $6.953M | 0.2% | $56.38 | 0.0% | COM | 87612E106 |
| NWE | NORTHWESTERN CORP | 110,698 | $6.836M | 0.2% | $28.15 | +36.2% | COM NEW | 668074305 |
| — | AIR TRANSPORT SERVICES GRP INC COM | 401,200 | $6.17M | 0.2% | $15.38 | — | COM | 00922R105 |
| BRK/A | BERKSHIRE HATHAWAY INC - CL A | 28 | $5.977M | 0.2% | $177211.72 | +12.6% | CL A | 084670108 |
| — | NEOPHOTONICS CORP | 422,800 | $5.936M | 0.2% | $14.04 | — | COM | 64051T100 |
| OCFC | OCEANFIRST FINL CORP | 331,246 | $5.856M | 0.2% | $10.63 | +15.4% | COM | 675234108 |
| SFBS | SERVISFIRST BANCSHARES INC | 130,000 | $5.772M | 0.2% | $13.79 | +22.5% | COM | 81768T108 |
| — | INVESTORS BANCORP INC NEW | 495,000 | $5.762M | 0.2% | $11.02 | — | COM | 46146L101 |
| CPK | CHESAPEAKE UTILS CORP | 90,908 | $5.724M | 0.2% | $32.22 | +56.8% | COM | 165303108 |
| PLCE | CHILDRENS PLACE INC/THE | 68,000 | $5.676M | 0.2% | $67.92 | 0.0% | COM | 168905107 |
| INTC | INTEL CORP | 169,425 | $5.481M | 0.2% | $21.35 | +14.3% | COM | 458140100 |
| — | ASTORIA FINL CORP | 345,000 | $5.465M | 0.2% | $11.50 | — | COM | 046265104 |
| IIIN | INSTEEL INDUSTRIES INC | 177,000 | $5.411M | 0.2% | $16.31 | 0.0% | COM | 45774W108 |
| — | IBERIABANK CORP | 105,000 | $5.383M | 0.2% | $55.07 | — | COM | 450828108 |
| DG | DOLLAR GEN CORP NEW | 62,400 | $5.341M | 0.2% | $66.64 | 0.0% | COM | 256677105 |
| — | CASH AMER INTL INC | 137,500 | $5.313M | 0.2% | $38.64 | — | COM | 14754D100 |
| — | OPUS BK IRVINE CALIF | 155,000 | $5.27M | 0.2% | $36.83 | — | COM | 684000102 |
| RS | RELIANCE STEEL & ALUMINUM CO COM | 76,100 | $5.265M | 0.2% | $60.51 | 0.0% | COM | 759509102 |
| ARW | ARROW ELECTRS INC | 81,100 | $5.224M | 0.2% | $55.49 | 0.0% | COM | 042735100 |
| — | BRIGGS & STRATTON CORP | 217,900 | $5.212M | 0.2% | $23.92 | — | COM | 109043109 |
| — | SUPERIOR INDS INTL INC | 234,600 | $5.18M | 0.2% | $22.08 | — | COM | 868168105 |
| SON | SONOCO PRODS CO | 106,000 | $5.148M | 0.2% | $30.54 | 0.0% | COM | 835495102 |
| GPC | GENUINE PARTS CO | 51,400 | $5.107M | 0.2% | $66.65 | 0.0% | COM | 372460105 |
| BA | BOEING CO | 40,000 | $5.078M | 0.2% | $118.64 | -5.7% | COM | 097023105 |
| GCO | GENESCO INC | 70,200 | $5.072M | 0.2% | $64.52 | 0.0% | COM | 371532102 |
| NSP | INSPERITY INC | 97,600 | $5.049M | 0.2% | $18.64 | 0.0% | COM | 45778Q107 |
| UFCS | UNITED FIRE GROUP INC | 114,900 | $5.035M | 0.2% | $39.39 | 0.0% | COM | 910340108 |
| — | POTBELLY CORP | 369,200 | $5.025M | 0.2% | $13.61 | — | COM | 73754Y100 |
| — | PACWEST BANCORP DEL | 135,000 | $5.015M | 0.2% | $45.80 | — | COM | 695263103 |
| UNH | UNITEDHEALTH GROUP INC | 38,900 | $5.014M | 0.2% | $71.43 | +41.3% | COM | 91324P102 |
| — | CONVERGYS CORP | 179,700 | $4.99M | 0.2% | $27.77 | — | COM | 212485106 |
| ASTE | ASTEC INDS INC | 106,700 | $4.98M | 0.2% | $36.02 | 0.0% | COM | 046224101 |
| JBTM | JOHN BEAN TECHNOLOGIES CORP | 88,100 | $4.97M | 0.2% | $46.79 | 0.0% | COM | 477839104 |
| OMC | OMNICOM GROUP INC | 59,600 | $4.961M | 0.2% | $53.35 | +0.8% | COM | 681919106 |
| CHRW | C H ROBINSON WORLDWIDE INC | 66,400 | $4.929M | 0.1% | $54.33 | 0.0% | COM NEW | 12541W209 |
| WSO | WATSCO INC | 36,300 | $4.891M | 0.1% | $121.32 | 0.0% | COM | 942622200 |
| — | BEMIS INC | 94,400 | $4.888M | 0.1% | $51.78 | — | COM | 081437105 |
| WMT | WAL-MART STORES INC | 71,350 | $4.887M | 0.1% | $17.29 | +5.9% | COM | 931142103 |
| — | VISTA OUTDOOR INC | 94,000 | $4.88M | 0.1% | $51.91 | — | COM | 928377100 |
| — | ORBOTECH LTD | 204,600 | $4.865M | 0.1% | $23.78 | — | ORD | M75253100 |
| GAP | GAP INC DEL | 165,400 | $4.863M | 0.1% | $21.06 | -12.2% | COM | 364760108 |
| ITRI | ITRON INC | 116,300 | $4.852M | 0.1% | $36.97 | 0.0% | COM | 465741106 |
| HII | HUNTINGTON INGALLS INDS INC | 35,400 | $4.848M | 0.1% | $67.67 | +59.2% | COM | 446413106 |
| HSIC | SCHEIN HENRY INC | 28,000 | $4.834M | 0.1% | $62.44 | 0.0% | COM | 806407102 |
| EMR | EMERSON ELEC CO | 88,500 | $4.813M | 0.1% | $40.69 | -8.1% | COM | 291011104 |
| TSN | TYSON FOODS INC | 71,600 | $4.773M | 0.1% | $47.25 | 0.0% | CL A | 902494103 |
| BRC | BRADY CORP | 177,300 | $4.759M | 0.1% | $19.95 | 0.0% | CL A | 104674106 |
| BKH | BLACK HILLS CORP | 78,959 | $4.748M | 0.1% | $33.10 | +12.8% | COM | 092113109 |
| LVS | LAS VEGAS SANDS CORP | 91,700 | $4.739M | 0.1% | $40.73 | -13.3% | COM | 517834107 |
| LNT | ALLIANT ENERGY CORP | 62,904 | $4.673M | 0.1% | $17.86 | +38.5% | COM | 018802108 |
| BURL | BURLINGTON STORES INC | 82,700 | $4.651M | 0.1% | $52.23 | 0.0% | COM | 122017106 |
| JBSS | SANFILIPPO JOHN B & SON INC | 66,600 | $4.601M | 0.1% | $62.45 | 0.0% | COM | 800422107 |
| — | UNITED FINL BANCORP INC NEW | 365,000 | $4.595M | 0.1% | $13.46 | — | COM | 910304104 |
| POST | POST HLDGS INC | 66,700 | $4.587M | 0.1% | $42.18 | 0.0% | COM | 737446104 |
| QCOM | QUALCOMM INC | 88,900 | $4.546M | 0.1% | $36.92 | 0.0% | COM | 747525103 |
| — | KAMAN CORP | 105,500 | $4.504M | 0.1% | $42.69 | — | COM | 483548103 |
| — | TRIPLE-S MGMT CORP | 176,700 | $4.393M | 0.1% | $24.86 | — | CL B | 896749108 |
| BJRI | BJS RESTAURANTS INC | 105,100 | $4.369M | 0.1% | $41.56 | 0.0% | COM | 09180C106 |
| MOV | MOVADO GROUP INC | 158,600 | $4.366M | 0.1% | $26.77 | 0.0% | COM | 624580106 |
| VLO | VALERO ENERGY CORP NEW | 67,700 | $4.342M | 0.1% | $36.62 | +17.1% | COM | 91913Y100 |
| WAL | WESTERN ALLIANCE BANCORP | 130,000 | $4.339M | 0.1% | $30.34 | -10.5% | COM | 957638109 |
| BAC | BANK AMER CORP | 320,000 | $4.326M | 0.1% | $11.26 | -3.6% | COM | 060505104 |
| — | VIACOM INC NEW | 104,600 | $4.318M | 0.1% | $49.82 | — | CL B | 92553P201 |
| CSCO | CISCO SYS INC | 150,930 | $4.297M | 0.1% | $18.27 | +3.7% | COM | 17275R102 |
| MPC | MARATHON PETE CORP | 114,500 | $4.257M | 0.1% | $30.21 | -7.7% | COM | 56585A102 |
| — | DEAN FOODS CO NEW | 240,200 | $4.16M | 0.1% | $17.32 | — | COM NEW | 242370203 |
| JPM | JPMORGAN CHASE & CO. | 69,000 | $4.086M | 0.1% | $40.97 | +9.5% | COM | 46625H100 |
| PRU | PRUDENTIAL FINL INC | 54,500 | $3.936M | 0.1% | $48.56 | -7.7% | COM | 744320102 |
| MET | METLIFE INC | 88,500 | $3.889M | 0.1% | $28.20 | -5.2% | COM | 59156R108 |
| SYF | SYNCHRONY FINL | 130,000 | $3.726M | 0.1% | $24.39 | -9.1% | COM | 87165B103 |
| — | CAPITAL BK FINL CORP | 120,000 | $3.702M | 0.1% | $22.10 | — | COM | 139794101 |
| — | SUNTRUST BKS INC | 102,000 | $3.68M | 0.1% | $34.21 | — | COM | 867914103 |
| CFG | CITIZENS FINL GROUP INC | 175,000 | $3.666M | 0.1% | $17.51 | -16.1% | COM | 174610105 |
| FITB | FIFTH THIRD BANCORP | 215,000 | $3.588M | 0.1% | $12.76 | -9.1% | COM | 316773100 |
| — | AMIRA NATURE FOODS LTD | 364,000 | $3.556M | 0.1% | $9.77 | — | SHS | G0335L102 |
| PNC | PNC FINL SVCS GROUP INC | 42,000 | $3.552M | 0.1% | $55.19 | +12.3% | COM | 693475105 |
| V | VISA INC | 46,385 | $3.548M | 0.1% | $55.59 | +22.0% | CL A | 92826C839 |
| C | CITIGROUP INC | 84,000 | $3.507M | 0.1% | $37.10 | -15.8% | COM NEW | 172967424 |
| AVA | AVISTA CORP | 85,972 | $3.506M | 0.1% | $17.75 | +42.2% | COM | 05379B107 |
| FBP | FIRST BANCORP P R | 1,150,000 | $3.358M | 0.1% | $2.17 | 0.0% | COM NEW | 318672706 |
| KEY | KEYCORP NEW | 295,000 | $3.257M | 0.1% | $8.37 | -11.2% | COM | 493267108 |
| WFC | WELLS FARGO & CO NEW | 65,000 | $3.143M | 0.1% | $33.13 | +12.0% | COM | 949746101 |
| — | WILSHIRE BANCORP INC | 305,000 | $3.142M | 0.1% | $11.23 | — | COM | 97186T108 |
| USB | US BANCORP DEL | 75,000 | $3.044M | 0.1% | $26.96 | +3.1% | COM NEW | 902973304 |
| — | NEW YORK CMNTY BANCORP INC | 185,000 | $2.942M | 0.1% | $16.28 | — | COM | 649445103 |
| MCD | MCDONALDS CORP | 23,350 | $2.935M | 0.1% | $71.36 | +31.7% | COM | 580135101 |
| RF | REGIONS FINL CORP NEW | 370,000 | $2.905M | 0.1% | $6.19 | -8.9% | COM | 7591EP100 |
| HPQ | HP INC | 228,000 | $2.809M | 0.1% | $7.71 | 0.0% | COM | 40434L105 |
| — | XEROX CORP | 249,600 | $2.786M | 0.1% | $11.16 | — | COM | 984121103 |
| BNS | BANK N S HALIFAX | 56,000 | $2.736M | 0.1% | $29.46 | -13.5% | COM | 064149107 |
| COF | CAPITAL ONE FINL CORP | 39,000 | $2.703M | 0.1% | $54.41 | +1.8% | COM | 14040H105 |
| SU | SUNCOR ENERGY INC NEW | 95,800 | $2.664M | 0.1% | $20.00 | -14.9% | COM | 867224107 |
| MTB | M & T BK CORP | 24,000 | $2.664M | 0.1% | $92.97 | -11.9% | COM | 55261F104 |
| IP | INTL PAPER CO | 64,600 | $2.651M | 0.1% | $25.37 | -10.1% | COM | 460146103 |
| MS | MORGAN STANLEY | 105,000 | $2.626M | 0.1% | $20.99 | -8.0% | COM | 617446448 |
| UTL | UNITIL CORP | 61,515 | $2.614M | 0.1% | $30.68 | +27.2% | COM | 913259107 |
| RCI | ROGERS COMMUNICATIONS INC | 64,700 | $2.589M | 0.1% | $36.18 | 0.0% | CL B | 775109200 |
| TD | TORONTO DOMINION BK ONT | 59,900 | $2.583M | 0.1% | $42.97 | -10.2% | COM NEW | 891160509 |
| BPOP | POPULAR INC | 90,000 | $2.575M | 0.1% | $19.98 | 0.0% | COM NEW | 733174700 |
| ETN | EATON CORP PLC | 41,000 | $2.565M | 0.1% | $44.23 | 0.0% | SHS | G29183103 |
| BMO | BANK MONTREAL QUE | 42,200 | $2.561M | 0.1% | $36.81 | 0.0% | COM | 063671101 |
| RY | ROYAL BK CDA MONTREAL QUE | 44,400 | $2.556M | 0.1% | $61.49 | -15.7% | COM | 780087102 |
| — | THOMSON REUTERS CORP | 62,900 | $2.546M | 0.1% | $34.40 | — | COM | 884903105 |
| FULT | FULTON FINL CORP PA | 190,000 | $2.542M | 0.1% | $7.35 | +19.1% | COM | 360271100 |
| F | FORD MTR CO DEL | 187,300 | $2.529M | 0.1% | $7.94 | -6.2% | COM PAR $0.01 | 345370860 |
| ADM | ARCHER DANIELS MIDLAND CO | 68,800 | $2.498M | 0.1% | $25.95 | 0.0% | COM | 039483102 |
| LYB | LYONDELLBASELL INDUSTRIES N V SHS - A - | 29,100 | $2.49M | 0.1% | $46.71 | -2.0% | SHS - A - | N53745100 |
| MFC | MANULIFE FINL CORP | 176,100 | $2.488M | 0.1% | $16.86 | -20.5% | COM | 56501R106 |
| — | JOHNSON CTLS INC | 63,500 | $2.475M | 0.1% | $38.98 | — | COM | 478366107 |
| PM | PHILIP MORRIS INTL INC | 25,200 | $2.472M | 0.1% | $47.32 | +18.1% | COM | 718172109 |
| — | CENTURYLINK INC | 77,300 | $2.471M | 0.1% | $34.42 | — | COM | 156700106 |
| BCE | BCE INC | 54,200 | $2.468M | 0.1% | $23.65 | -1.7% | COM NEW | 05534B760 |
| GM | GENERAL MTRS CO | 78,500 | $2.467M | 0.1% | $27.31 | -11.1% | COM | 37045V100 |
| MGEE | MGE ENERGY INC | 47,054 | $2.459M | 0.1% | $29.22 | +36.8% | COM | 55277P104 |
| UPS | UNITED PARCEL SERVICE INC | 23,300 | $2.457M | 0.1% | $67.69 | 0.0% | CL B | 911312106 |
| T | AT&T INC | 62,700 | $2.456M | 0.1% | $11.35 | +21.9% | COM | 00206R102 |
| — | NATIONAL OILWELL VARCO INC | 78,900 | $2.454M | 0.1% | $43.76 | — | COM | 637071101 |
| MOS | MOSAIC CO NEW | 90,800 | $2.452M | 0.1% | $21.61 | 0.0% | COM | 61945C103 |
| — | DOW CHEM CO | 47,900 | $2.436M | 0.1% | $33.88 | — | COM | 260543103 |
| ABBV | ABBVIE INC | 41,800 | $2.388M | 0.1% | $31.63 | +17.4% | COM | 00287Y109 |
| MO | ALTRIA GROUP INC | 38,000 | $2.381M | 0.1% | $16.86 | +84.4% | COM | 02209S103 |
| HOG | HARLEY DAVIDSON INC | 46,300 | $2.377M | 0.1% | $58.21 | -25.0% | COM | 412822108 |
| — | REYNOLDS AMERICAN INC | 46,800 | $2.355M | 0.1% | $50.32 | — | COM | 761713106 |
| UAL | UNITED CONTL HLDGS INC | 39,100 | $2.341M | 0.1% | $46.53 | +14.1% | COM | 910047109 |
| — | FIRST CONN BANCORP INC MD | 145,000 | $2.314M | 0.1% | $16.81 | — | COM | 319850103 |
| — | UMPQUA HLDGS CORP | 145,000 | $2.3M | 0.1% | $17.80 | — | COM | 904214103 |
| FDX | FEDEX CORP | 14,100 | $2.294M | 0.1% | $119.20 | 0.0% | COM | 31428X106 |
| CMI | CUMMINS INC | 20,700 | $2.276M | 0.1% | $74.19 | 0.0% | COM | 231021106 |
| AAPL | APPLE INC | 20,816 | $2.269M | 0.1% | $18.69 | +20.6% | COM | 037833100 |
| LUV | SOUTHWEST AIRLS CO | 49,800 | $2.231M | 0.1% | $20.39 | +77.6% | COM | 844741108 |
| OXY | OCCIDENTAL PETE CORP DEL | 32,500 | $2.224M | 0.1% | $62.02 | -18.8% | COM | 674599105 |
| BBY | BEST BUY INC | 66,900 | $2.17M | 0.1% | $21.17 | 0.0% | COM | 086516101 |
| SWKS | SKYWORKS SOLUTIONS INC | 27,800 | $2.166M | 0.1% | $55.21 | 0.0% | COM | 83088M102 |
| ALK | ALASKA AIR GROUP INC | 26,300 | $2.157M | 0.1% | $38.66 | +77.1% | COM | 011659109 |
| — | TIFFANY & CO NEW | 29,400 | $2.157M | 0.1% | $73.37 | — | COM | 886547108 |
| — | NORDSTROM INC | 37,600 | $2.151M | 0.1% | $75.27 | — | COM | 655664100 |
| BBT | BERKSHIRE HILLS BANCORP INC | 80,000 | $2.151M | 0.1% | $18.39 | +8.4% | COM | 084680107 |
| — | BED BATH & BEYOND INC | 43,000 | $2.135M | 0.1% | $64.52 | — | COM | 075896100 |
| PH | PARKER HANNIFIN CORP | 19,200 | $2.133M | 0.1% | $85.95 | 0.0% | COM | 701094104 |
| BEN | FRANKLIN RES INC | 54,100 | $2.113M | 0.1% | $30.11 | -27.5% | COM | 354613101 |
| — | PRAXAIR INC | 18,400 | $2.106M | 0.1% | $114.46 | — | COM | 74005P104 |
| — | UNITED TECHNOLOGIES CORP | 20,900 | $2.092M | 0.1% | $100.10 | — | COM | 913017109 |
| HCA | HCA HOLDINGS INC | 26,700 | $2.084M | 0.1% | $67.53 | -3.9% | COM | 40412C101 |
| PCAR | PACCAR INC | 38,100 | $2.084M | 0.1% | $27.74 | -16.1% | COM | 693718108 |
| BAX | BAXTER INTL INC | 50,500 | $2.075M | 0.1% | $30.83 | +5.3% | COM | 071813109 |
| DOV | DOVER CORP | 31,900 | $2.052M | 0.1% | $47.35 | -13.5% | COM | 260003108 |
| UNP | UNION PAC CORP | 25,700 | $2.044M | 0.1% | $61.97 | 0.0% | COM | 907818108 |
| GS | GOLDMAN SACHS GROUP INC | 13,000 | $2.041M | 0.1% | $142.14 | -11.2% | COM | 38141G104 |
| GILD | GILEAD SCIENCES INC | 22,193 | $2.039M | 0.1% | $63.47 | 0.0% | COM | 375558103 |
| DAL | DELTA AIR LINES INC DEL | 41,700 | $2.03M | 0.1% | $41.37 | 0.0% | COM NEW | 247361702 |
| M | MACYS INC | 45,600 | $2.011M | 0.1% | $52.65 | -21.5% | COM | 55616P104 |
| — | BENEFICIAL BANCORP INC | 145,000 | $1.985M | 0.1% | $11.48 | — | COM | 08171T102 |
| — | WHOLE FOODS MKT INC | 62,500 | $1.944M | 0.1% | $31.10 | — | COM | 966837106 |
| AAL | AMERICAN AIRLS GROUP INC | 47,300 | $1.94M | 0.1% | $38.53 | 0.0% | COM | 02376R102 |
| LNC | LINCOLN NATL CORP IND | 49,000 | $1.921M | 0.1% | $26.78 | 0.0% | COM | 534187109 |
| DRI | DARDEN RESTAURANTS INC | 28,500 | $1.89M | 0.1% | $47.83 | 0.0% | COM | 237194105 |
| CUBI | CUSTOMERS BANCORP INC | 80,000 | $1.89M | 0.1% | $17.32 | +37.9% | COM | 23204G100 |
| EBAY | EBAY INC | 78,000 | $1.861M | 0.1% | $21.65 | 0.0% | COM | 278642103 |
| DE | DEERE & CO | 24,100 | $1.855M | 0.1% | $69.34 | -4.4% | COM | 244199105 |
| — | TESORO CORP | 21,500 | $1.849M | 0.1% | $91.83 | — | COM | 881609101 |
| GD | GENERAL DYNAMICS CORP | 14,000 | $1.839M | 0.1% | $106.81 | 0.0% | COM | 369550108 |
| KR | KROGER CO | 47,700 | $1.825M | 0.1% | $24.66 | +28.1% | COM | 501044101 |
| KSS | KOHLS CORP | 37,600 | $1.753M | 0.1% | $46.93 | 0.0% | COM | 500255104 |
| RL | RALPH LAUREN CORP | 16,400 | $1.579M | 0.0% | $80.25 | 0.0% | CL A | 751212101 |
| BRK/B | BERKSHIRE HATHAWAY INC DEL | 11,000 | $1.561M | 0.0% | $135.78 | -2.4% | CL B NEW | 084670702 |
| VOYA | VOYA FINL INC | 52,000 | $1.548M | 0.0% | $27.12 | 0.0% | COM | 929089100 |
| — | BB&T CORP | 40,000 | $1.331M | 0.0% | $36.30 | — | COM | 054937107 |
| — | DELTA NAT GAS INC | 52,538 | $1.216M | 0.0% | $21.30 | — | COM | 247748106 |
| — | INDEPENDENT BK GROUP INC | 40,000 | $1.096M | 0.0% | $27.40 | — | COM | 45384B106 |
| WBS | WEBSTER FINL CORP CONN | 30,000 | $1.077M | 0.0% | $36.56 | -6.3% | COM | 947890109 |
| KO | COCA COLA CO | 19,200 | $891K | 0.0% | $27.83 | +14.4% | COM | 191216100 |
| ZION | ZIONS BANCORPORATION | 35,000 | $847K | 0.0% | $23.00 | 0.0% | COM | 989701107 |
| RGCO | RGC RES INC | 38,576 | $834K | 0.0% | $13.29 | +7.6% | COM | 74955L103 |
| ETR | ENTERGY CORP NEW | 10,400 | $825K | 0.0% | $21.02 | +17.6% | COM | 29364G103 |
| ASB | ASSOCIATED BANC CORP | 45,000 | $807K | 0.0% | $11.69 | +6.5% | COM | 045487105 |
| — | EMPIRE DIST ELEC CO | 18,325 | $606K | 0.0% | $22.78 | — | COM | 291641108 |
| — | UNION BANKSHARES CORP NEW | 20,000 | $493K | 0.0% | $25.25 | — | COM | 90539J109 |
| — | GAS NAT INC | 47,939 | $374K | 0.0% | $10.13 | — | COM | 367204104 |
| — | DU PONT E I DE NEMOURS & CO | 4,950 | $313K | 0.0% | $48.28 | — | COM | 263534109 |
| — | CORNING NAT GAS HLDG CORP | 19,064 | $310K | 0.0% | $19.10 | — | COM | 219387107 |