CIK: 0001145255 · Show all filings
Period: Q3 2016 (← Previous) (Next →)
Filing Date: Oct 13, 2016
Total Value ($000): $3,521,410 (100.0% shares, 0.0% debt)
| Ticker | Issuer | Shares | Value ($000) | % | Est. Cost | Unrealized | Class | CUSIP |
|---|---|---|---|---|---|---|---|---|
| ATO | ATMOS ENERGY CORP | 1,422,136 | $105,906 | 3.0% | $39.33 | +56.6% | COM | 049560105 |
| KMI | KINDER MORGAN INC DEL | 3,423,225 | $79,179 | 2.2% | $17.58 | -25.7% | COM | 49456B101 |
| — | SPECTRA ENERGY CORP | 1,798,915 | $76,904 | 2.2% | $36.33 | — | COM | 847560109 |
| LNG | CHENIERE ENERGY INC | 1,748,117 | $76,218 | 2.2% | $38.94 | +8.3% | COM NEW | 16411R208 |
| — | NATIONAL GRID PLC | 1,062,058 | $75,523 | 2.1% | $64.12 | — | SPON ADR NEW | 636274300 |
| — | TRANSCANADA CORP | 1,587,868 | $75,519 | 2.1% | $44.23 | — | COM | 89353D107 |
| SRE | SEMPRA ENERGY | 701,340 | $75,177 | 2.1% | $30.45 | +32.5% | COM | 816851109 |
| D | DOMINION RES INC VA NEW | 1,008,446 | $74,897 | 2.1% | $38.66 | +30.9% | COM | 25746U109 |
| ENB | ENBRIDGE INC | 1,692,321 | $74,851 | 2.1% | $23.74 | +1.4% | COM | 29250N105 |
| PCG | PG&E CORP | 1,094,149 | $66,929 | 1.9% | $42.02 | +43.7% | COM | 69331C108 |
| SO | SOUTHERN CO | 1,225,600 | $62,873 | 1.8% | $35.60 | 0.0% | COM | 842587107 |
| WEC | WEC ENERGY GROUP INC | 844,590 | $50,574 | 1.4% | $35.64 | +29.5% | COM | 92939U106 |
| INGR | INGREDION INC | 377,700 | $50,257 | 1.4% | $95.90 | +39.3% | COM | 457187102 |
| — | HAWAIIAN HOLDINGS INC | 1,010,000 | $49,086 | 1.4% | $36.82 | — | COM | 419879101 |
| SNX | SYNNEX CORP | 406,000 | $46,329 | 1.3% | $40.95 | +12.9% | COM | 87162W100 |
| — | INTERPUBLIC GROUP COS INC | 1,969,779 | $44,025 | 1.3% | $15.52 | +3.3% | COM | 460690100 |
| SNPS | SYNOPSYS INC | 735,812 | $43,670 | 1.2% | $56.78 | 0.0% | COM | 871607107 |
| AVY | AVERY DENNISON CORP | 554,400 | $43,127 | 1.2% | $52.84 | +21.9% | COM | 053611109 |
| — | TECH DATA CORP | 494,900 | $41,923 | 1.2% | $67.98 | — | COM | 878237106 |
| — | PIEDMONT NAT GAS INC | 667,361 | $40,068 | 1.1% | $37.96 | — | COM | 720186105 |
| NI | NISOURCE INC | 1,622,631 | $39,122 | 1.1% | $11.12 | +66.7% | COM | 65473P105 |
| POOL | POOL CORPORATION | 395,000 | $37,335 | 1.1% | $71.52 | +23.4% | COM | 73278L105 |
| CASY | CASEYS GEN STORES INC | 295,900 | $35,552 | 1.0% | $105.97 | +13.4% | COM | 147528103 |
| PTC | PTC INC | 788,500 | $34,938 | 1.0% | $41.47 | 0.0% | COM | 69370C100 |
| ACH | OWENS & MINOR INC NEW | 995,300 | $34,567 | 1.0% | $31.87 | -1.8% | COM | 690732102 |
| — | PENNEY J C INC | 3,597,600 | $33,170 | 0.9% | $7.93 | — | COM | 708160106 |
| CDW | CDW CORP | 724,500 | $33,131 | 0.9% | $37.61 | +4.4% | COM | 12514G108 |
| DY | DYCOM INDS INC | 403,400 | $32,990 | 0.9% | $78.82 | +12.0% | COM | 267475101 |
| EXPD | EXPEDITORS INTL WASH INC | 636,700 | $32,803 | 0.9% | $42.49 | +5.9% | COM | 302130109 |
| ED | CONSOLIDATED EDISON INC | 434,286 | $32,702 | 0.9% | $39.62 | +40.0% | COM | 209115104 |
| NVR | NVR INC | 19,614 | $32,164 | 0.9% | $1374.64 | +24.0% | COM | 62944T105 |
| BYD | BOYD GAMING CORP | 1,584,600 | $31,343 | 0.9% | $17.98 | +0.2% | COM | 103304101 |
| GT | GOODYEAR TIRE & RUBR CO | 965,700 | $31,192 | 0.9% | $32.60 | -10.8% | COM | 382550101 |
| PEG | PUBLIC SVC ENTERPRISE GROUP | 743,290 | $31,122 | 0.9% | $24.08 | +32.3% | COM | 744573106 |
| CMS | CMS ENERGY CORP | 739,148 | $31,052 | 0.9% | $21.43 | +54.5% | COM | 125896100 |
| LEA | LEAR CORP | 256,000 | $31,032 | 0.9% | $97.90 | -2.6% | COM NEW | 521865204 |
| — | SINCLAIR BROADCAST GROUP INC CL A | 1,032,600 | $29,821 | 0.8% | $32.41 | — | CL A | 829226109 |
| EOG | EOG RES INC | 304,000 | $29,400 | 0.8% | $65.14 | 0.0% | COM | 26875P101 |
| W | WAYFAIR INC | 742,727 | $29,241 | 0.8% | $42.22 | -4.3% | CL A | 94419L101 |
| CIEN | CIENA CORP | 1,323,900 | $28,861 | 0.8% | $22.70 | -8.1% | COM NEW | 171779309 |
| THG | HANOVER INS GROUP INC | 375,200 | $28,298 | 0.8% | $62.00 | -2.5% | COM | 410867105 |
| OGS | ONE GAS INC | 454,625 | $28,114 | 0.8% | $38.95 | +62.9% | COM | 68235P108 |
| UHS | UNIVERSAL HLTH SVCS INC | 222,627 | $27,432 | 0.8% | $121.65 | 0.0% | CL B | 913903100 |
| LEN | LENNAR CORP | 642,500 | $27,203 | 0.8% | $43.07 | -6.2% | CL A | 526057104 |
| DTE | DTE ENERGY CO | 287,254 | $26,907 | 0.8% | $42.74 | +39.4% | COM | 233331107 |
| SWX | SOUTHWEST GAS CORP | 376,817 | $26,324 | 0.7% | $53.97 | +36.6% | COM | 844895102 |
| LAD | LITHIA MTRS INC | 275,418 | $26,308 | 0.7% | $113.05 | -25.7% | CL A | 536797103 |
| EQT | EQT CORP | 356,532 | $25,891 | 0.7% | $46.73 | -22.1% | COM | 26884L109 |
| — | AMTRUST FINL SVCS INC | 955,000 | $25,623 | 0.7% | $45.74 | — | COM | 032359309 |
| MAN | MANPOWERGROUP INC | 348,300 | $25,168 | 0.7% | $86.81 | -20.6% | COM | 56418H100 |
| AN | AUTONATION INC | 510,500 | $24,866 | 0.7% | $61.10 | -19.5% | COM | 05329W102 |
| JBLU | JETBLUE AIRWAYS CORP | 1,345,400 | $23,195 | 0.7% | $17.00 | +0.5% | COM | 477143101 |
| CNP | CENTERPOINT ENERGY INC | 995,328 | $23,121 | 0.7% | $15.72 | +10.1% | COM | 15189T107 |
| — | WGL HLDGS INC | 354,092 | $22,202 | 0.6% | $47.94 | — | COM | 92924F106 |
| SR | SPIRE INC | 342,291 | $21,818 | 0.6% | $70.15 | — | COM | 84857L101 |
| NFG | NATIONAL FUEL GAS CO N J | 394,524 | $21,332 | 0.6% | $63.01 | -10.3% | COM | 636180101 |
| — | VARIAN MED SYS INC | 209,300 | $20,832 | 0.6% | $99.53 | — | COM | 92220P105 |
| FDX | FEDEX CORP | 115,800 | $20,228 | 0.6% | $138.29 | +1.9% | COM | 31428X106 |
| UGI | UGI CORP NEW | 446,802 | $20,213 | 0.6% | $35.21 | +29.6% | COM | 902681105 |
| XEL | XCEL ENERGY INC | 489,399 | $20,134 | 0.6% | $21.50 | +48.8% | COM | 98389B100 |
| CHKP | CHECK POINT SOFTWARE TECH LTD ORD | 256,500 | $19,907 | 0.6% | $77.56 | 0.0% | ORD | M22465104 |
| — | EXPRESS INC | 1,662,900 | $19,606 | 0.6% | $17.32 | — | COM | 30219E103 |
| GME | GAMESTOP CORP NEW | 700,400 | $19,324 | 0.5% | $7.29 | -20.7% | CL A | 36467W109 |
| ROST | ROSS STORES INC | 298,400 | $19,187 | 0.5% | $56.04 | 0.0% | COM | 778296103 |
| EXC | EXELON CORP | 548,231 | $18,251 | 0.5% | $15.53 | +16.5% | COM | 30161N101 |
| PPL | PPL CORP | 526,819 | $18,212 | 0.5% | $19.69 | +20.0% | COM | 69351T106 |
| APH | AMPHENOL CORP NEW | 280,200 | $18,191 | 0.5% | $13.90 | 0.0% | CL A | 032095101 |
| — | VECTREN CORP | 357,228 | $17,933 | 0.5% | $39.18 | — | COM | 92240G101 |
| NJR | NEW JERSEY RES | 530,084 | $17,419 | 0.5% | $20.12 | +28.5% | COM | 646025106 |
| — | TIME WARNER INC | 218,500 | $17,395 | 0.5% | $79.61 | — | COM NEW | 887317303 |
| MDU | MDU RES GROUP INC | 666,907 | $16,966 | 0.5% | $7.48 | -7.6% | COM | 552690109 |
| — | PLAINS GP HLDGS L P | 1,250,277 | $16,179 | 0.5% | $24.08 | — | SH A REP LTPN | 72651A108 |
| MA | MASTERCARD INCORPORATED | 146,445 | $14,904 | 0.4% | $90.84 | 0.0% | CL A | 57636Q104 |
| ES | EVERSOURCE ENERGY | 273,475 | $14,817 | 0.4% | $36.71 | +11.1% | COM | 30040W108 |
| FMC | F M C CORP | 304,000 | $14,695 | 0.4% | $33.05 | 0.0% | COM NEW | 302491303 |
| — | NORTHWEST NAT GAS CO | 234,286 | $14,083 | 0.4% | $45.03 | — | COM | 667655104 |
| — | SOUTH JERSEY INDS INC | 463,921 | $13,709 | 0.4% | $37.48 | — | COM | 838518108 |
| — | SCANA CORP NEW | 184,966 | $13,386 | 0.4% | $53.67 | — | COM | 80589M102 |
| CAT | CATERPILLAR INC DEL | 145,800 | $12,943 | 0.4% | $60.31 | +9.4% | COM | 149123101 |
| URI | UNITED RENTALS INC | 164,700 | $12,927 | 0.4% | $74.22 | 0.0% | COM | 911363109 |
| CVS | CVS HEALTH CORP | 134,990 | $12,013 | 0.3% | $70.89 | 0.0% | COM | 126650100 |
| IPGP | IPG PHOTONICS CORP | 145,400 | $11,974 | 0.3% | $83.55 | 0.0% | COM | 44980X109 |
| IBM | INTERNATIONAL BUSINESS MACHS COM | 74,900 | $11,898 | 0.3% | $92.94 | +9.5% | COM | 459200101 |
| WTW | WILLIS TOWERS WATSON PUB LTD SHS | 85,500 | $11,352 | 0.3% | $109.08 | 0.0% | SHS | G96629103 |
| BIGGQ | BIG LOTS INC | 231,000 | $11,030 | 0.3% | $40.02 | 0.0% | COM | 089302103 |
| VZ | VERIZON COMMUNICATIONS INC | 207,500 | $10,786 | 0.3% | $27.38 | +20.1% | COM | 92343V104 |
| CRL | CHARLES RIV LABS INTL INC | 118,700 | $9,892 | 0.3% | $83.83 | 0.0% | COM | 159864107 |
| DUK | DUKE ENERGY CORP NEW | 120,737 | $9,664 | 0.3% | $44.42 | +26.9% | COM | 26441C204 |
| ROG | ROGERS CORP | 154,400 | $9,431 | 0.3% | $60.70 | 0.0% | COM | 775133101 |
| CVX | CHEVRON CORP NEW | 90,300 | $9,294 | 0.3% | $69.89 | -2.0% | COM | 166764100 |
| HIFS | HINGHAM INSTN SVGS MASS | 67,000 | $9,280 | 0.3% | $55.69 | +112.4% | COM | 433323102 |
| PFE | PFIZER INC | 270,750 | $9,170 | 0.3% | $17.12 | +30.0% | COM | 717081103 |
| XOM | EXXON MOBIL CORP | 104,350 | $9,108 | 0.3% | $55.03 | +6.4% | COM | 30231G102 |
| AEE | AMEREN CORP | 181,990 | $8,950 | 0.3% | $26.77 | +45.0% | COM | 023608102 |
| INDB | INDEPENDENT BANK CORP MASS | 165,000 | $8,925 | 0.3% | $30.36 | +28.0% | COM | 453836108 |
| — | BROOKLINE BANCORP INC DEL | 720,000 | $8,777 | 0.2% | $11.30 | — | COM | 11373M107 |
| BA | BOEING CO | 65,050 | $8,570 | 0.2% | $119.27 | +1.3% | COM | 097023105 |
| FFIC | FLUSHING FINL CORP | 360,000 | $8,539 | 0.2% | $10.28 | +39.9% | COM | 343873105 |
| CSCO | CISCO SYS INC | 262,400 | $8,323 | 0.2% | $20.08 | +14.9% | COM | 17275R102 |
| — | ANADARKO PETE CORP | 130,600 | $8,275 | 0.2% | $63.36 | — | COM | 032511107 |
| KRNY | KEARNY FINL CORP MD | 605,000 | $8,234 | 0.2% | $11.51 | +16.1% | COM | 48716P108 |
| MRK | MERCK & CO INC | 129,650 | $8,091 | 0.2% | $30.52 | +43.3% | COM | 58933Y105 |
| WAFD | WASHINGTON FED INC | 300,000 | $8,004 | 0.2% | $14.74 | +31.1% | COM | 938824109 |
| — | PACWEST BANCORP DEL | 172,500 | $7,402 | 0.2% | $44.23 | — | COM | 695263103 |
| — | MERIDIAN BANCORP INC MD | 472,500 | $7,357 | 0.2% | $12.35 | — | COM | 58958U103 |
| EGBN | EAGLE BANCORP INC MD | 145,000 | $7,153 | 0.2% | $38.71 | +1.2% | COM | 268948106 |
| — | CLIFTON BANCORP INC | 455,000 | $6,957 | 0.2% | $12.80 | — | COM | 186873105 |
| INTC | INTEL CORP | 181,245 | $6,842 | 0.2% | $21.82 | +31.2% | COM | 458140100 |
| BRK/A | BERKSHIRE HATHAWAY INC - CL A | 31 | $6,703 | 0.2% | $219349.66 | 0.0% | CL A | 084670108 |
| PG | PROCTER AND GAMBLE CO | 73,300 | $6,579 | 0.2% | $56.05 | +20.5% | COM | 742718109 |
| — | YADKIN FINL CORP | 245,000 | $6,441 | 0.2% | $25.03 | — | COM | 984305102 |
| CPK | CHESAPEAKE UTILS CORP | 103,658 | $6,329 | 0.2% | $35.09 | +53.5% | COM | 165303108 |
| NSP | INSPERITY INC | 85,200 | $6,189 | 0.2% | $18.64 | +53.6% | COM | 45778Q107 |
| TDC | TERADATA CORP DEL | 197,780 | $6,131 | 0.2% | $29.78 | 0.0% | COM | 88076W103 |
| — | NEOPHOTONICS CORP | 369,100 | $6,031 | 0.2% | $14.04 | — | COM | 64051T100 |
| — | SUPERIOR INDS INTL INC | 204,800 | $5,972 | 0.2% | $22.08 | — | COM | 868168105 |
| PFS | PROVIDENT FINL SVCS INC | 280,000 | $5,944 | 0.2% | $10.41 | +27.4% | COM | 74386T105 |
| QCOM | QUALCOMM INC | 86,200 | $5,905 | 0.2% | $36.92 | +27.1% | COM | 747525103 |
| BURL | BURLINGTON STORES INC | 72,200 | $5,850 | 0.2% | $52.23 | +48.1% | COM | 122017106 |
| ABT | ABBOTT LABS | 137,700 | $5,823 | 0.2% | $36.13 | 0.0% | COM | 002824100 |
| PGR | PROGRESSIVE CORP OHIO | 183,700 | $5,787 | 0.2% | $22.17 | +11.4% | COM | 743315103 |
| ITRI | ITRON INC | 101,500 | $5,660 | 0.2% | $36.97 | +29.7% | COM | 465741106 |
| — | ROCKWELL COLLINS INC | 66,500 | $5,609 | 0.2% | $84.35 | — | COM | 774341101 |
| LNT | ALLIANT ENERGY CORP | 146,308 | $5,605 | 0.2% | $23.55 | +24.2% | COM | 018802108 |
| IIIN | INSTEEL INDUSTRIES INC | 154,500 | $5,599 | 0.2% | $16.31 | +35.3% | COM | 45774W108 |
| ASTE | ASTEC INDS INC | 93,100 | $5,574 | 0.2% | $36.02 | +45.8% | COM | 046224101 |
| JBTM | JOHN BEAN TECHNOLOGIES CORP | 76,900 | $5,425 | 0.2% | $46.79 | +37.9% | COM | 477839104 |
| — | FCB FINL HLDGS INC | 140,000 | $5,380 | 0.2% | $34.71 | — | CL A | 30255G103 |
| BRC | BRADY CORP | 154,800 | $5,358 | 0.2% | $19.95 | +38.9% | CL A | 104674106 |
| — | ORBOTECH LTD | 178,600 | $5,288 | 0.2% | $23.78 | — | ORD | M75253100 |
| TGT | TARGET CORP | 76,300 | $5,240 | 0.1% | $56.38 | -3.6% | COM | 87612E106 |
| — | UNITED FINL BANCORP INC NEW | 375,000 | $5,190 | 0.1% | $13.46 | — | COM | 910304104 |
| LVS | LAS VEGAS SANDS CORP | 89,000 | $5,121 | 0.1% | $40.73 | +0.4% | COM | 517834107 |
| WMT | WAL-MART STORES INC | 70,550 | $5,088 | 0.1% | $17.29 | +19.1% | COM | 931142103 |
| — | AIR TRANSPORT SERVICES GRP INC COM | 350,200 | $5,025 | 0.1% | $15.38 | — | COM | 00922R105 |
| WTFC | WINTRUST FINL CORP | 90,000 | $5,001 | 0.1% | $41.41 | +30.0% | COM | 97650W108 |
| BKH | BLACK HILLS CORP | 79,959 | $4,895 | 0.1% | $33.73 | +28.0% | COM | 092113109 |
| SON | SONOCO PRODS CO | 92,600 | $4,892 | 0.1% | $30.54 | +23.2% | COM | 835495102 |
| NWE | NORTHWESTERN CORP | 84,648 | $4,870 | 0.1% | $29.01 | +38.9% | COM NEW | 668074305 |
| RS | RELIANCE STEEL & ALUMINUM CO COM | 66,400 | $4,783 | 0.1% | $60.51 | +24.0% | COM | 759509102 |
| — | CONVERGYS CORP | 156,900 | $4,773 | 0.1% | $27.77 | — | COM | 212485106 |
| UNH | UNITEDHEALTH GROUP INC | 34,000 | $4,760 | 0.1% | $71.43 | +68.7% | COM | 91324P102 |
| PLCE | CHILDRENS PLACE INC/THE | 59,400 | $4,744 | 0.1% | $67.92 | +21.3% | COM | 168905107 |
| HII | HUNTINGTON INGALLS INDS INC | 30,900 | $4,741 | 0.1% | $67.67 | +104.4% | COM | 446413106 |
| EMR | EMERSON ELEC CO | 85,900 | $4,682 | 0.1% | $40.69 | +3.9% | COM | 291011104 |
| — | FIRST CONN BANCORP INC MD | 262,483 | $4,670 | 0.1% | $16.75 | — | COM | 319850103 |
| TSN | TYSON FOODS INC | 62,500 | $4,667 | 0.1% | $47.25 | +22.5% | CL A | 902494103 |
| — | BENEFICIAL BANCORP INC | 315,000 | $4,634 | 0.1% | $12.18 | — | COM | 08171T102 |
| — | AVANGRID INC | 108,800 | $4,546 | 0.1% | $45.71 | — | COM | 05351W103 |
| ZBRA | ZEBRA TECHNOLOGIES CORP | 65,100 | $4,532 | 0.1% | $61.48 | 0.0% | CL A | 989207105 |
| ARW | ARROW ELECTRS INC | 70,800 | $4,529 | 0.1% | $55.49 | +16.4% | COM | 042735100 |
| MPC | MARATHON PETE CORP | 111,200 | $4,514 | 0.1% | $30.21 | +0.4% | COM | 56585A102 |
| GPC | GENUINE PARTS CO | 44,900 | $4,510 | 0.1% | $66.65 | +15.9% | COM | 372460105 |
| POST | POST HLDGS INC | 58,200 | $4,491 | 0.1% | $42.18 | +30.1% | COM | 737446104 |
| WSO | WATSCO INC | 31,700 | $4,467 | 0.1% | $121.32 | +18.1% | COM | 942622200 |
| OCFC | OCEANFIRST FINL CORP | 230,000 | $4,430 | 0.1% | $10.63 | +27.1% | COM | 675234108 |
| OMC | OMNICOM GROUP INC | 52,000 | $4,420 | 0.1% | $53.35 | +13.4% | COM | 681919106 |
| UFCS | UNITED FIRE GROUP INC | 100,300 | $4,245 | 0.1% | $39.39 | +8.1% | COM | 910340108 |
| — | BEMIS INC | 82,400 | $4,203 | 0.1% | $51.78 | — | COM | 081437105 |
| AVA | AVISTA CORP | 99,472 | $4,157 | 0.1% | $19.27 | +50.4% | COM | 05379B107 |
| CHRW | C H ROBINSON WORLDWIDE INC | 57,900 | $4,080 | 0.1% | $54.33 | +3.4% | COM NEW | 12541W209 |
| — | KAMAN CORP | 92,100 | $4,045 | 0.1% | $42.69 | — | COM | 483548103 |
| — | POTBELLY CORP | 322,300 | $4,006 | 0.1% | $13.61 | — | COM | 73754Y100 |
| HSIC | SCHEIN HENRY INC | 24,400 | $3,977 | 0.1% | $62.44 | +6.3% | COM | 806407102 |
| — | GENERAL ELECTRIC CO | 134,200 | $3,975 | 0.1% | $24.17 | — | COM | 369604103 |
| BANR | BANNER CORP | 90,000 | $3,937 | 0.1% | $24.83 | +24.0% | COM NEW | 06652V208 |
| — | VIACOM INC NEW | 101,400 | $3,863 | 0.1% | $49.82 | — | CL B | 92553P201 |
| WSFS | WSFS FINL CORP | 105,000 | $3,831 | 0.1% | $24.89 | +44.8% | COM | 929328102 |
| DG | DOLLAR GEN CORP NEW | 54,500 | $3,814 | 0.1% | $66.64 | +12.6% | COM | 256677105 |
| FBP | FIRST BANCORP P R | 725,000 | $3,770 | 0.1% | $2.17 | +73.7% | COM NEW | 318672706 |
| — | OPUS BK IRVINE CALIF | 102,500 | $3,625 | 0.1% | $36.83 | — | COM | 684000102 |
| GAP | GAP INC DEL | 160,500 | $3,570 | 0.1% | $21.06 | -17.8% | COM | 364760108 |
| WAL | WESTERN ALLIANCE BANCORP | 95,000 | $3,566 | 0.1% | $30.34 | +1.7% | COM | 957638109 |
| — | BRIGGS & STRATTON CORP | 190,200 | $3,547 | 0.1% | $23.92 | — | COM | 109043109 |
| VLO | VALERO ENERGY CORP NEW | 65,700 | $3,482 | 0.1% | $36.62 | +0.3% | COM | 91913Y100 |
| — | DEAN FOODS CO NEW | 209,700 | $3,439 | 0.1% | $17.32 | — | COM NEW | 242370203 |
| HPQ | HP INC | 221,000 | $3,432 | 0.1% | $7.71 | +35.9% | COM | 40434L105 |
| — | TRIPLE-S MGMT CORP | 154,300 | $3,384 | 0.1% | $24.86 | — | CL B | 896749108 |
| CACI | CACI INTL INC | 33,200 | $3,350 | 0.1% | $96.47 | 0.0% | CL A | 127190304 |
| GCO | GENESCO INC | 61,300 | $3,338 | 0.1% | $64.52 | -2.2% | COM | 371532102 |
| — | VISTA OUTDOOR INC | 82,000 | $3,269 | 0.1% | $51.91 | — | COM | 928377100 |
| BJRI | BJS RESTAURANTS INC | 91,800 | $3,263 | 0.1% | $41.56 | -5.8% | COM | 09180C106 |
| MHK | MOHAWK INDS INC | 15,200 | $3,045 | 0.1% | $205.53 | 0.0% | COM | 608190104 |
| — | AGRIUM INC | 33,200 | $3,011 | 0.1% | $90.69 | — | COM | 008916108 |
| IP | INTL PAPER CO | 62,600 | $3,004 | 0.1% | $25.37 | +16.3% | COM | 460146103 |
| JBSS | SANFILIPPO JOHN B & SON INC | 58,100 | $2,982 | 0.1% | $62.45 | -23.0% | COM | 800422107 |
| MOV | MOVADO GROUP INC | 138,500 | $2,975 | 0.1% | $26.77 | -16.3% | COM | 624580106 |
| BNS | BANK N S HALIFAX | 54,300 | $2,877 | 0.1% | $29.46 | +9.4% | COM | 064149107 |
| BKU | BANKUNITED INC | 95,000 | $2,869 | 0.1% | $18.72 | +22.9% | COM | 06652K103 |
| MGEE | MGE ENERGY INC | 50,054 | $2,829 | 0.1% | $30.41 | +52.0% | COM | 55277P104 |
| ADM | ARCHER DANIELS MIDLAND CO | 66,700 | $2,813 | 0.1% | $25.95 | +26.2% | COM | 039483102 |
| — | NATIONAL OILWELL VARCO INC | 76,500 | $2,811 | 0.1% | $43.76 | — | COM | 637071101 |
| PRU | PRUDENTIAL FINL INC | 33,400 | $2,727 | 0.1% | $48.59 | +3.4% | COM | 744320102 |
| UTL | UNITIL CORP | 69,698 | $2,722 | 0.1% | $32.22 | +28.1% | COM | 913259107 |
| BMO | BANK MONTREAL QUE | 40,900 | $2,682 | 0.1% | $36.81 | +21.1% | COM | 063671101 |
| RY | ROYAL BK CDA MONTREAL QUE | 43,100 | $2,670 | 0.1% | $61.49 | -0.0% | COM | 780087102 |
| RCI | ROGERS COMMUNICATIONS INC | 62,700 | $2,660 | 0.1% | $36.18 | +18.6% | CL B | 775109200 |
| — | AMIRA NATURE FOODS LTD | 317,700 | $2,637 | 0.1% | $9.77 | — | SHS | G0335L102 |
| ETN | EATON CORP PLC | 39,800 | $2,615 | 0.1% | $44.23 | +19.6% | SHS | G29183103 |
| SU | SUNCOR ENERGY INC NEW | 92,900 | $2,581 | 0.1% | $20.00 | -2.4% | COM | 867224107 |
| TD | TORONTO DOMINION BK ONT | 58,100 | $2,580 | 0.1% | $42.97 | +2.0% | COM NEW | 891160509 |
| CMI | CUMMINS INC | 20,100 | $2,576 | 0.1% | $74.19 | +27.7% | COM | 231021106 |
| ABBV | ABBVIE INC | 40,500 | $2,554 | 0.1% | $31.63 | +38.9% | COM | 00287Y109 |
| EBAY | EBAY INC | 76,865 | $2,529 | 0.1% | $21.65 | +24.1% | COM | 278642103 |
| — | THOMSON REUTERS CORP | 60,900 | $2,520 | 0.1% | $34.40 | — | COM | 884903105 |
| MET | METLIFE INC | 56,700 | $2,519 | 0.1% | $28.20 | -2.9% | COM | 59156R108 |
| UPS | UNITED PARCEL SERVICE INC | 22,700 | $2,482 | 0.1% | $67.69 | +14.1% | CL B | 911312106 |
| BBY | BEST BUY INC | 65,000 | $2,482 | 0.1% | $21.17 | +19.2% | COM | 086516101 |
| T | AT&T INC | 60,800 | $2,469 | 0.1% | $11.35 | +43.6% | COM | 00206R102 |
| — | XEROX CORP | 242,400 | $2,456 | 0.1% | $11.16 | — | COM | 984121103 |
| UNP | UNION PAC CORP | 25,000 | $2,438 | 0.1% | $61.97 | +22.5% | COM | 907818108 |
| BCE | BCE INC | 52,600 | $2,429 | 0.1% | $23.65 | +14.2% | COM NEW | 05534B760 |
| GM | GENERAL MTRS CO | 76,100 | $2,418 | 0.1% | $27.31 | -5.3% | COM | 37045V100 |
| MFC | MANULIFE FINL CORP | 170,700 | $2,409 | 0.1% | $16.86 | -19.3% | COM | 56501R106 |
| — | DOW CHEM CO | 46,400 | $2,405 | 0.1% | $33.88 | — | COM | 260543103 |
| PM | PHILIP MORRIS INTL INC | 24,400 | $2,372 | 0.1% | $47.32 | +31.6% | COM | 718172109 |
| HOG | HARLEY DAVIDSON INC | 45,000 | $2,367 | 0.1% | $58.21 | -11.2% | COM | 412822108 |
| BAX | BAXTER INTL INC | 49,100 | $2,337 | 0.1% | $30.83 | +31.1% | COM | 071813109 |
| PH | PARKER HANNIFIN CORP | 18,600 | $2,335 | 0.1% | $85.95 | +19.8% | COM | 701094104 |
| MO | ALTRIA GROUP INC | 36,900 | $2,333 | 0.1% | $16.86 | +106.2% | COM | 02209S103 |
| OXY | OCCIDENTAL PETE CORP DEL | 31,500 | $2,297 | 0.1% | $62.02 | -7.5% | COM | 674599105 |
| LYB | LYONDELLBASELL INDUSTRIES N V SHS - A - | 28,200 | $2,275 | 0.1% | $46.71 | -3.5% | SHS - A - | N53745100 |
| DOV | DOVER CORP | 30,900 | $2,275 | 0.1% | $47.35 | +4.6% | COM | 260003108 |
| AAPL | APPLE INC | 20,106 | $2,273 | 0.1% | $18.69 | +29.6% | COM | 037833100 |
| — | CAPSTAR FINL HLDGS INC | 130,000 | $2,204 | 0.1% | $16.95 | — | COM | 14070T102 |
| F | FORD MTR CO DEL | 181,600 | $2,192 | 0.1% | $7.94 | -3.2% | COM PAR $0.01 | 345370860 |
| PCAR | PACCAR INC | 37,000 | $2,175 | 0.1% | $27.74 | -3.8% | COM | 693718108 |
| MOS | MOSAIC CO NEW | 88,000 | $2,152 | 0.1% | $21.61 | +6.5% | COM | 61945C103 |
| — | PRAXAIR INC | 17,800 | $2,151 | 0.1% | $114.46 | — | COM | 74005P104 |
| — | REYNOLDS AMERICAN INC | 45,500 | $2,145 | 0.1% | $50.32 | — | COM | 761713106 |
| GD | GENERAL DYNAMICS CORP | 13,600 | $2,110 | 0.1% | $106.81 | +13.9% | COM | 369550108 |
| — | TIFFANY & CO NEW | 28,500 | $2,070 | 0.1% | $73.37 | — | COM | 886547108 |
| — | UNITED TECHNOLOGIES CORP | 20,300 | $2,062 | 0.1% | $100.10 | — | COM | 913017109 |
| SWKS | SKYWORKS SOLUTIONS INC | 27,000 | $2,056 | 0.1% | $55.21 | +3.7% | COM | 83088M102 |
| — | CENTURYLINK INC | 74,900 | $2,055 | 0.1% | $34.42 | — | COM | 156700106 |
| DE | DEERE & CO | 23,400 | $1,997 | 0.1% | $69.34 | +1.4% | COM | 244199105 |
| UAL | UNITED CONTL HLDGS INC | 38,000 | $1,994 | 0.1% | $46.53 | +3.4% | COM | 910047109 |
| HCA | HCA HOLDINGS INC | 25,900 | $1,959 | 0.1% | $67.53 | +5.4% | COM | 40412C101 |
| — | NORDSTROM INC | 36,500 | $1,894 | 0.1% | $75.27 | — | COM | 655664100 |
| LUV | SOUTHWEST AIRLS CO | 48,400 | $1,882 | 0.1% | $20.39 | +66.7% | COM | 844741108 |
| BEN | FRANKLIN RES INC | 52,600 | $1,871 | 0.1% | $30.11 | -26.7% | COM | 354613101 |
| — | BED BATH & BEYOND INC | 41,800 | $1,802 | 0.1% | $64.52 | — | COM | 075896100 |
| KO | COCA COLA CO | 40,800 | $1,727 | 0.0% | $32.56 | 0.0% | COM | 191216100 |
| — | WHOLE FOODS MKT INC | 60,700 | $1,721 | 0.0% | $31.10 | — | COM | 966837106 |
| DRI | DARDEN RESTAURANTS INC | 27,700 | $1,699 | 0.0% | $47.83 | -0.4% | COM | 237194105 |
| AAL | AMERICAN AIRLS GROUP INC | 45,900 | $1,680 | 0.0% | $38.53 | -11.7% | COM | 02376R102 |
| ALK | ALASKA AIR GROUP INC | 25,500 | $1,679 | 0.0% | $38.66 | +58.9% | COM | 011659109 |
| GILD | GILEAD SCIENCES INC | 21,078 | $1,668 | 0.0% | $63.47 | -9.0% | COM | 375558103 |
| — | TESORO CORP | 20,900 | $1,663 | 0.0% | $91.83 | — | COM | 881609101 |
| M | MACYS INC | 44,300 | $1,641 | 0.0% | $52.65 | -31.2% | COM | 55616P104 |
| RL | RALPH LAUREN CORP | 16,000 | $1,618 | 0.0% | $80.25 | +3.6% | CL A | 751212101 |
| DAL | DELTA AIR LINES INC DEL | 40,600 | $1,598 | 0.0% | $41.37 | -18.4% | COM NEW | 247361702 |
| KSS | KOHLS CORP | 36,500 | $1,597 | 0.0% | $46.93 | -10.7% | COM | 500255104 |
| V | VISA INC | 19,300 | $1,596 | 0.0% | $55.59 | +34.9% | CL A | 92826C839 |
| MCD | MCDONALDS CORP | 13,550 | $1,563 | 0.0% | $71.36 | +32.5% | COM | 580135101 |
| PYPL | PAYPAL HLDGS INC | 36,892 | $1,511 | 0.0% | $38.14 | +0.5% | COM | 70450Y103 |
| PNC | PNC FINL SVCS GROUP INC | 16,500 | $1,486 | 0.0% | $55.19 | +14.7% | COM | 693475105 |
| FITB | FIFTH THIRD BANCORP | 72,000 | $1,473 | 0.0% | $12.76 | +8.4% | COM | 316773100 |
| — | DELTA NAT GAS INC | 60,928 | $1,453 | 0.0% | $21.71 | — | COM | 247748106 |
| BRK/B | BERKSHIRE HATHAWAY INC DEL | 10,000 | $1,445 | 0.0% | $138.45 | +5.6% | CL B NEW | 084670702 |
| — | SUNTRUST BKS INC | 33,000 | $1,445 | 0.0% | $34.21 | — | COM | 867914103 |
| VTR | VENTAS INC | 20,000 | $1,413 | 0.0% | $43.45 | +11.3% | COM | 92276F100 |
| PSA | PUBLIC STORAGE | 6,250 | $1,395 | 0.0% | $159.74 | 0.0% | COM | 74460D109 |
| KR | KROGER CO | 46,300 | $1,374 | 0.0% | $24.66 | +11.1% | COM | 501044101 |
| BAC | BANK AMER CORP | 80,000 | $1,252 | 0.0% | $11.26 | +7.2% | COM | 060505104 |
| CFG | CITIZENS FINL GROUP INC | 46,000 | $1,137 | 0.0% | $17.51 | -8.1% | COM | 174610105 |
| RGCO | RGC RES INC | 40,244 | $982 | 0.0% | $13.55 | +19.0% | COM | 74955L103 |
| ETR | ENTERGY CORP NEW | 12,300 | $944 | 0.0% | $22.06 | +25.6% | COM | 29364G103 |
| COF | CAPITAL ONE FINL CORP | 13,000 | $934 | 0.0% | $54.41 | +7.1% | COM | 14040H105 |
| USB | US BANCORP DEL | 21,000 | $901 | 0.0% | $26.96 | +11.1% | COM NEW | 902973304 |
| C | CITIGROUP INC | 19,000 | $897 | 0.0% | $37.10 | -8.0% | COM NEW | 172967424 |
| KEY | KEYCORP NEW | 72,000 | $876 | 0.0% | $8.37 | -3.3% | COM | 493267108 |
| JPM | JPMORGAN CHASE & CO. | 12,000 | $799 | 0.0% | $40.97 | +24.1% | COM | 46625H100 |
| CMA | COMERICA INC | 15,500 | $733 | 0.0% | $29.09 | +6.9% | COM | 200340107 |
| SYF | SYNCHRONY FINL | 26,000 | $728 | 0.0% | $24.39 | -9.9% | COM | 87165B103 |
| MS | MORGAN STANLEY | 22,000 | $705 | 0.0% | $20.99 | +8.9% | COM | 617446448 |
| — | EMPIRE DIST ELEC CO | 18,825 | $643 | 0.0% | $23.08 | — | COM | 291641108 |
| AMH | AMERICAN HOMES 4 RENT | 25,000 | $541 | 0.0% | $21.64 | — | CL A | 02665T306 |
| — | GAS NAT INC | 66,010 | $506 | 0.0% | $9.41 | — | COM | 367204104 |
| RF | REGIONS FINL CORP NEW | 50,000 | $494 | 0.0% | $6.19 | +7.5% | COM | 7591EP100 |
| GS | GOLDMAN SACHS GROUP INC | 3,000 | $484 | 0.0% | $142.14 | -5.9% | COM | 38141G104 |
| WFC | WELLS FARGO & CO NEW | 10,000 | $443 | 0.0% | $33.13 | +11.2% | COM | 949746101 |
| SFBS | SERVISFIRST BANCSHARES INC | 7,500 | $389 | 0.0% | $13.79 | +61.0% | COM | 81768T108 |
| — | CORNING NAT GAS HLDG CORP | 20,064 | $367 | 0.0% | $19.06 | — | COM | 219387107 |
| SPG | SIMON PPTY GROUP INC NEW | 1,500 | $311 | 0.0% | $124.15 | +7.1% | COM | 828806109 |
| — | COLONY STARWOOD HOMES | 10,000 | $287 | 0.0% | $28.70 | — | COM | 19625X102 |
| LNC | LINCOLN NATL CORP IND | 6,000 | $282 | 0.0% | $26.78 | +16.2% | COM | 534187109 |
| HBAN | HUNTINGTON BANCSHARES INC | 25,000 | $247 | 0.0% | $6.42 | 0.0% | COM | 446150104 |