CIK: 0001145255 · Show all filings
Period: Q4 2016 (← Previous) (Next →)
Filing Date: Jan 17, 2017
Total Value ($000): $3,371,419 (100.0% shares, 0.0% debt)
| Ticker | Issuer | Shares | Value ($000) | % | Est. Cost | Unrealized | Class | CUSIP |
|---|---|---|---|---|---|---|---|---|
| D | DOMINION RES INC VA NEW | 936,446 | $71,722 | 2.1% | $38.66 | +27.9% | COM | 25746U109 |
| — | NATIONAL GRID PLC | 1,218,058 | $71,049 | 2.1% | $63.38 | — | SPON ADR NEW | 636274300 |
| LNG | CHENIERE ENERGY INC | 1,707,617 | $70,747 | 2.1% | $38.94 | +3.7% | COM NEW | 16411R208 |
| — | SPECTRA ENERGY CORP | 1,718,555 | $70,615 | 2.1% | $36.33 | — | COM | 847560109 |
| SRE | SEMPRA ENERGY | 700,340 | $70,482 | 2.1% | $30.45 | +24.8% | COM | 816851109 |
| — | TRANSCANADA CORP | 1,556,553 | $70,278 | 2.1% | $44.23 | — | COM | 89353D107 |
| KMI | KINDER MORGAN INC DEL | 3,354,101 | $69,463 | 2.1% | $17.58 | -25.5% | COM | 49456B101 |
| ENB | ENBRIDGE INC | 1,586,432 | $66,821 | 2.0% | $23.74 | +4.2% | ADR | 29250N105 |
| PCG | PG&E CORP | 1,035,849 | $62,949 | 1.9% | $42.02 | +36.6% | COM | 69331C108 |
| ATO | ATMOS ENERGY CORP | 847,736 | $62,860 | 1.9% | $39.33 | +47.8% | COM | 049560105 |
| MDU | MDU RES GROUP INC | 1,981,507 | $57,008 | 1.7% | $7.75 | +1.8% | COM | 552690109 |
| SO | SOUTHERN CO | 1,143,100 | $56,229 | 1.7% | $35.60 | -5.8% | COM | 842587107 |
| — | NAVISTAR INTL CORP NEW | 1,574,468 | $49,391 | 1.5% | $31.37 | — | COM | 63934E108 |
| WEC | WEC ENERGY GROUP INC | 795,590 | $46,661 | 1.4% | $35.64 | +20.0% | COM | 92939U106 |
| SANM | SANMINA CORPORATION | 1,269,863 | $46,540 | 1.4% | $31.64 | 0.0% | COM | 801056102 |
| SNX | SYNNEX CORP | 383,200 | $46,375 | 1.4% | $40.95 | +24.6% | COM | 87162W100 |
| CACI | CACI INTL INC | 358,869 | $44,607 | 1.3% | $113.72 | +1.5% | COM | 127190304 |
| THO | THOR INDS INC | 442,700 | $44,292 | 1.3% | $75.21 | 0.0% | COM | 885160101 |
| UNM | UNUM GROUP | 991,900 | $43,574 | 1.3% | $40.01 | 0.0% | COM | 91529Y106 |
| SAIC | SCIENCE APPLICATNS INTL CP NEW COM | 509,500 | $43,206 | 1.3% | $76.71 | 0.0% | COM | 808625107 |
| — | WELLCARE HEALTH PLANS INC | 309,300 | $42,399 | 1.3% | $137.08 | — | COM | 94946T106 |
| UNF | UNIFIRST CORP MASS | 286,631 | $41,175 | 1.2% | $129.40 | 0.0% | COM | 904708104 |
| EME | EMCOR GROUP INC | 580,700 | $41,090 | 1.2% | $63.22 | 0.0% | COM | 29084Q100 |
| CDW | CDW CORP | 781,800 | $40,724 | 1.2% | $38.06 | +15.0% | COM | 12514G108 |
| VYX | NCR CORP NEW | 1,001,800 | $40,633 | 1.2% | $22.45 | 0.0% | COM | 62886E108 |
| CAKE | CHEESECAKE FACTORY INC | 660,100 | $39,527 | 1.2% | $46.50 | 0.0% | COM | 163072101 |
| HUN | HUNTSMAN CORP | 2,071,500 | $39,524 | 1.2% | $18.16 | 0.0% | COM | 447011107 |
| — | BERRY PLASTICS GROUP INC | 802,600 | $39,111 | 1.2% | $48.73 | — | COM | 08579W103 |
| KMT | KENNAMETAL INC | 1,240,300 | $38,772 | 1.2% | $24.51 | 0.0% | COM | 489170100 |
| ON | ON SEMICONDUCTOR CORP | 3,008,700 | $38,391 | 1.1% | $11.94 | 0.0% | COM | 682189105 |
| — | COMPUTER SCIENCES CORP | 644,800 | $38,314 | 1.1% | $59.42 | — | COM | 205363104 |
| — | FOOT LOCKER INC | 525,900 | $37,281 | 1.1% | $70.89 | — | COM | 344849104 |
| — | CRANE CO | 516,300 | $37,236 | 1.1% | $72.12 | — | COM | 224399105 |
| BCO | BRINKS CO | 887,765 | $36,620 | 1.1% | $36.44 | 0.0% | COM | 109696104 |
| TTMI | TTM TECHNOLOGIES INC | 2,670,100 | $36,393 | 1.1% | $13.03 | 0.0% | COM | 87305R109 |
| PKG | PACKAGING CORP AMER | 425,600 | $36,099 | 1.1% | $64.06 | 0.0% | COM | 695156109 |
| WOR | WORTHINGTON INDS INC | 747,100 | $35,442 | 1.1% | $32.18 | 0.0% | COM | 981811102 |
| EAT | BRINKER INTL INC | 713,100 | $35,320 | 1.0% | $45.35 | 0.0% | COM | 109641100 |
| CBT | CABOT CORP | 673,389 | $34,033 | 1.0% | $41.21 | 0.0% | COM | 127055101 |
| NI | NISOURCE INC | 1,535,631 | $33,999 | 1.0% | $11.12 | +49.2% | COM | 65473P105 |
| ARMK | ARAMARK | 943,100 | $33,688 | 1.0% | $23.34 | 0.0% | COM | 03852U106 |
| ED | CONSOLIDATED EDISON INC | 420,786 | $31,004 | 0.9% | $39.62 | +31.4% | COM | 209115104 |
| PEG | PUBLIC SVC ENTERPRISE GROUP | 701,290 | $30,773 | 0.9% | $24.08 | +26.5% | COM | 744573106 |
| URBN | URBAN OUTFITTERS INC | 1,049,700 | $29,895 | 0.9% | $33.72 | 0.0% | COM | 917047102 |
| FTS | FORTIS INC | 967,614 | $29,880 | 0.9% | $22.16 | 0.0% | COM | 349553107 |
| PVH | PVH CORP | 328,200 | $29,617 | 0.9% | $103.84 | 0.0% | COM | 693656100 |
| CMS | CMS ENERGY CORP | 699,648 | $29,119 | 0.9% | $21.43 | +45.7% | COM | 125896100 |
| DUK | DUKE ENERGY CORP NEW | 374,237 | $29,048 | 0.9% | $50.01 | +5.3% | COM | 26441C204 |
| OGS | ONE GAS INC | 433,325 | $27,715 | 0.8% | $38.95 | +55.9% | COM | 68235P108 |
| DTE | DTE ENERGY CO | 281,254 | $27,706 | 0.8% | $42.74 | +38.7% | COM | 233331107 |
| SWX | SOUTHWEST GAS CORP | 351,317 | $26,918 | 0.8% | $53.97 | +33.8% | COM | 844895102 |
| — | WGL HLDGS INC | 338,092 | $25,790 | 0.8% | $47.94 | — | COM | 92924F106 |
| CNP | CENTERPOINT ENERGY INC | 940,328 | $23,170 | 0.7% | $15.72 | +11.5% | COM | 15189T107 |
| EQT | EQT CORP | 345,032 | $22,565 | 0.7% | $46.73 | -26.8% | COM | 26884L109 |
| SR | SPIRE INC | 340,091 | $21,953 | 0.7% | $70.15 | — | COM | 84857L101 |
| NFG | NATIONAL FUEL GAS CO N J | 373,524 | $21,156 | 0.6% | $63.01 | -13.1% | COM | 636180101 |
| UGI | UGI CORP NEW | 423,052 | $19,494 | 0.6% | $35.21 | +27.1% | COM | 902681105 |
| XEL | XCEL ENERGY INC | 470,399 | $19,145 | 0.6% | $21.50 | +40.1% | COM | 98389B100 |
| EXC | EXELON CORP | 518,531 | $18,403 | 0.5% | $15.53 | +11.0% | COM | 30161N101 |
| — | VECTREN CORP | 340,228 | $17,743 | 0.5% | $39.18 | — | COM | 92240G101 |
| NJR | NEW JERSEY RES | 494,584 | $17,558 | 0.5% | $20.12 | +24.3% | COM | 646025106 |
| PPL | PPL CORP | 496,819 | $16,917 | 0.5% | $19.69 | +13.1% | COM | 69351T106 |
| PAGP | PLAINS GP HLDGS L P | 448,355 | $15,549 | 0.5% | $34.68 | — | SH A REP LTPN | 72651A207 |
| ES | EVERSOURCE ENERGY | 272,475 | $15,049 | 0.4% | $36.71 | +6.1% | COM | 30040W108 |
| — | SOUTH JERSEY INDS INC | 431,171 | $14,526 | 0.4% | $37.48 | — | COM | 838518108 |
| — | NORTHWEST NAT GAS CO | 236,286 | $14,130 | 0.4% | $45.03 | — | COM | 667655104 |
| CAT | CATERPILLAR INC DEL | 144,050 | $13,359 | 0.4% | $60.31 | +22.3% | COM | 149123101 |
| — | SCANA CORP NEW | 179,966 | $13,188 | 0.4% | $53.67 | — | COM | 80589M102 |
| IBM | INTERNATIONAL BUSINESS MACHS COM | 76,300 | $12,665 | 0.4% | $93.12 | +10.7% | COM | 459200101 |
| VZ | VERIZON COMMUNICATIONS INC | 216,200 | $11,541 | 0.3% | $27.53 | +12.6% | COM | 92343V104 |
| CVX | CHEVRON CORP NEW | 92,550 | $10,893 | 0.3% | $69.99 | +5.4% | COM | 166764100 |
| HIFS | HINGHAM INSTN SVGS MASS | 54,000 | $10,626 | 0.3% | $55.69 | +161.5% | COM | 433323102 |
| BA | BOEING CO | 64,650 | $10,065 | 0.3% | $119.27 | +13.2% | COM | 097023105 |
| CSCO | CISCO SYS INC | 322,855 | $9,757 | 0.3% | $20.63 | +11.7% | COM | 17275R102 |
| AEE | AMEREN CORP | 185,840 | $9,749 | 0.3% | $27.01 | +40.9% | COM | 023608102 |
| XOM | EXXON MOBIL CORP | 107,900 | $9,739 | 0.3% | $55.13 | +5.5% | COM | 30231G102 |
| — | BROOKLINE BANCORP INC DEL | 590,000 | $9,676 | 0.3% | $11.30 | — | COM | 11373M107 |
| PFE | PFIZER INC | 287,400 | $9,335 | 0.3% | $17.32 | +18.4% | COM | 717081103 |
| MSBI | MIDLAND STS BANCORP INC ILL | 255,000 | $9,226 | 0.3% | $19.21 | 0.0% | COM | 597742105 |
| EGBN | EAGLE BANCORP INC MD | 150,000 | $9,143 | 0.3% | $38.84 | +10.1% | COM | 268948106 |
| WAFD | WASHINGTON FED INC | 265,000 | $9,103 | 0.3% | $14.74 | +57.0% | COM | 938824109 |
| FFIC | FLUSHING FINL CORP | 305,000 | $8,964 | 0.3% | $10.28 | +60.8% | COM | 343873105 |
| INDB | INDEPENDENT BANK CORP MASS | 122,500 | $8,630 | 0.3% | $30.36 | +55.0% | COM | 453836108 |
| CASH | META FINL GROUP INC | 83,000 | $8,541 | 0.3% | $26.63 | 0.0% | COM | 59100U108 |
| KRNY | KEARNY FINL CORP MD | 540,000 | $8,397 | 0.2% | $11.51 | +27.6% | COM | 48716P108 |
| — | FCB FINL HLDGS INC | 175,000 | $8,348 | 0.2% | $37.31 | — | CL A | 30255G103 |
| — | MERIDIAN BANCORP INC MD | 440,000 | $8,316 | 0.2% | $12.35 | — | COM | 58958U103 |
| — | PACWEST BANCORP DEL | 152,500 | $8,302 | 0.2% | $44.23 | — | COM | 695263103 |
| BRK/A | BERKSHIRE HATHAWAY INC - CL A | 31 | $7,568 | 0.2% | $219349.66 | +5.2% | CL A | 084670108 |
| — | IBERIABANK CORP | 85,000 | $7,119 | 0.2% | $83.75 | — | COM | 450828108 |
| — | CAPSTAR FINL HLDGS INC | 320,000 | $7,027 | 0.2% | $19.93 | — | COM | 14070T102 |
| OCFC | OCEANFIRST FINL CORP | 230,000 | $6,907 | 0.2% | $10.63 | +56.4% | COM | 675234108 |
| CPK | CHESAPEAKE UTILS CORP | 103,158 | $6,906 | 0.2% | $35.09 | +53.5% | COM | 165303108 |
| — | CLIFTON BANCORP INC | 390,000 | $6,599 | 0.2% | $12.80 | — | COM | 186873105 |
| INTC | INTEL CORP | 180,555 | $6,549 | 0.2% | $21.82 | +33.6% | COM | 458140100 |
| FBP | FIRST BANCORP P R | 980,000 | $6,478 | 0.2% | $2.86 | +68.0% | COM NEW | 318672706 |
| — | UNITED FINL BANCORP INC NEW | 355,000 | $6,447 | 0.2% | $13.46 | — | COM | 910304104 |
| — | YADKIN FINL CORP | 185,000 | $6,338 | 0.2% | $25.03 | — | COM | 984305102 |
| PGR | PROGRESSIVE CORP OHIO | 177,300 | $6,294 | 0.2% | $22.17 | +13.1% | COM | 743315103 |
| JBTM | JOHN BEAN TECHNOLOGIES CORP | 73,000 | $6,274 | 0.2% | $46.79 | +68.4% | COM | 477839104 |
| PFS | PROVIDENT FINL SVCS INC | 217,500 | $6,155 | 0.2% | $10.41 | +55.3% | COM | 74386T105 |
| ITRI | ITRON INC | 96,300 | $6,052 | 0.2% | $36.97 | +63.1% | COM | 465741106 |
| ASTE | ASTEC INDS INC | 88,400 | $5,963 | 0.2% | $36.02 | +57.1% | COM | 046224101 |
| WTFC | WINTRUST FINL CORP | 81,000 | $5,878 | 0.2% | $41.41 | +50.0% | COM | 97650W108 |
| BURL | BURLINGTON STORES INC | 68,500 | $5,805 | 0.2% | $52.23 | +54.5% | COM | 122017106 |
| NSP | INSPERITY INC | 80,800 | $5,733 | 0.2% | $18.64 | +55.2% | COM | 45778Q107 |
| PLCE | CHILDRENS PLACE INC/THE | 56,300 | $5,683 | 0.2% | $67.92 | +32.6% | COM | 168905107 |
| — | ORBOTECH LTD | 169,500 | $5,663 | 0.2% | $23.78 | — | ORD | M75253100 |
| QCOM | QUALCOMM INC | 86,200 | $5,620 | 0.2% | $36.92 | +41.5% | COM | 747525103 |
| MPC | MARATHON PETE CORP | 111,200 | $5,599 | 0.2% | $30.21 | +13.3% | COM | 56585A102 |
| — | FIRST CONN BANCORP INC MD | 247,000 | $5,595 | 0.2% | $16.75 | — | COM | 319850103 |
| LNT | ALLIANT ENERGY CORP | 146,308 | $5,544 | 0.2% | $23.55 | +17.8% | COM | 018802108 |
| MRK | MERCK & CO INC | 94,050 | $5,537 | 0.2% | $30.52 | +44.4% | COM | 58933Y105 |
| BRC | BRADY CORP | 146,900 | $5,516 | 0.2% | $19.95 | +52.6% | CL A | 104674106 |
| — | BENEFICIAL BANCORP INC | 295,000 | $5,428 | 0.2% | $12.18 | — | COM | 08171T102 |
| HII | HUNTINGTON INGALLS INDS INC | 29,300 | $5,397 | 0.2% | $67.67 | +109.8% | COM | 446413106 |
| TGT | TARGET CORP | 73,600 | $5,316 | 0.2% | $56.38 | -1.8% | COM | 87612E106 |
| — | AIR TRANSPORT SERVICES GRP INC COM | 332,300 | $5,304 | 0.2% | $15.38 | — | COM | 00922R105 |
| BANR | BANNER CORP | 95,000 | $5,302 | 0.2% | $25.38 | +38.9% | COM NEW | 06652V208 |
| IIIN | INSTEEL INDUSTRIES INC | 146,600 | $5,225 | 0.2% | $16.31 | +37.3% | COM | 45774W108 |
| UNH | UNITEDHEALTH GROUP INC | 32,200 | $5,153 | 0.2% | $71.43 | +80.8% | COM | 91324P102 |
| — | SUPERIOR INDS INTL INC | 194,400 | $5,122 | 0.2% | $22.08 | — | COM | 868168105 |
| — | HAWAIIAN HOLDINGS INC | 89,200 | $5,084 | 0.2% | $36.82 | — | COM | 419879101 |
| RS | RELIANCE STEEL & ALUMINUM CO COM | 63,000 | $5,011 | 0.1% | $60.51 | +25.9% | COM | 759509102 |
| BKH | BLACK HILLS CORP | 80,959 | $4,966 | 0.1% | $33.84 | +26.0% | COM | 092113109 |
| PG | PROCTER AND GAMBLE CO | 58,500 | $4,919 | 0.1% | $56.05 | +19.1% | COM | 742718109 |
| ARW | ARROW ELECTRS INC | 67,200 | $4,791 | 0.1% | $55.49 | +19.2% | COM | 042735100 |
| EMR | EMERSON ELEC CO | 85,900 | $4,789 | 0.1% | $40.69 | +5.3% | COM | 291011104 |
| LVS | LAS VEGAS SANDS CORP | 89,000 | $4,753 | 0.1% | $40.73 | +15.0% | COM | 517834107 |
| INGR | INGREDION INC | 37,900 | $4,736 | 0.1% | $95.90 | +31.7% | COM | 457187102 |
| NWE | NORTHWESTERN CORP | 82,398 | $4,686 | 0.1% | $29.01 | +32.1% | COM NEW | 668074305 |
| UFCS | UNITED FIRE GROUP INC | 95,200 | $4,681 | 0.1% | $39.39 | +12.7% | COM | 910340108 |
| SON | SONOCO PRODS CO | 87,800 | $4,627 | 0.1% | $30.54 | +25.6% | COM | 835495102 |
| — | TECH DATA CORP | 54,500 | $4,615 | 0.1% | $67.98 | — | COM | 878237106 |
| VLO | VALERO ENERGY CORP NEW | 65,700 | $4,489 | 0.1% | $36.62 | +16.8% | COM | 91913Y100 |
| AQN | ALGONQUIN PWR UTILS CORP | 528,500 | $4,482 | 0.1% | $5.39 | 0.0% | COM | 015857105 |
| WSO | WATSCO INC | 30,100 | $4,458 | 0.1% | $121.32 | +19.4% | COM | 942622200 |
| POST | POST HLDGS INC | 55,300 | $4,446 | 0.1% | $42.18 | +19.8% | COM | 737446104 |
| — | DEAN FOODS CO NEW | 199,000 | $4,334 | 0.1% | $17.32 | — | COM NEW | 242370203 |
| — | KAMAN CORP | 87,400 | $4,276 | 0.1% | $42.69 | — | COM | 483548103 |
| — | GENERAL ELECTRIC CO | 134,650 | $4,255 | 0.1% | $24.17 | — | COM | 369604103 |
| OMC | OMNICOM GROUP INC | 49,300 | $4,196 | 0.1% | $53.35 | +14.3% | COM | 681919106 |
| AVY | AVERY DENNISON CORP | 58,900 | $4,136 | 0.1% | $52.84 | +16.6% | COM | 053611109 |
| GPC | GENUINE PARTS CO | 42,600 | $4,070 | 0.1% | $66.65 | +9.6% | COM | 372460105 |
| WSFS | WSFS FINL CORP | 87,500 | $4,056 | 0.1% | $24.89 | +61.5% | COM | 929328102 |
| CHRW | C H ROBINSON WORLDWIDE INC | 55,000 | $4,029 | 0.1% | $54.33 | +7.2% | COM NEW | 12541W209 |
| — | BRIGGS & STRATTON CORP | 180,500 | $4,018 | 0.1% | $23.92 | — | COM | 109043109 |
| AVA | AVISTA CORP | 100,472 | $4,018 | 0.1% | $19.35 | +43.8% | COM | 05379B107 |
| — | AVANGRID INC | 105,800 | $4,008 | 0.1% | $45.71 | — | COM | 05351W103 |
| MCD | MCDONALDS CORP | 32,500 | $3,956 | 0.1% | $84.73 | +11.3% | COM | 580135101 |
| — | POTBELLY CORP | 305,900 | $3,946 | 0.1% | $13.61 | — | COM | 73754Y100 |
| JBSS | SANFILIPPO JOHN B & SON INC | 55,200 | $3,886 | 0.1% | $62.45 | -1.6% | COM | 800422107 |
| KO | COCA COLA CO | 92,450 | $3,833 | 0.1% | $31.81 | -1.9% | COM | 191216100 |
| DG | DOLLAR GEN CORP NEW | 51,700 | $3,829 | 0.1% | $66.64 | -2.6% | COM | 256677105 |
| — | NEOPHOTONICS CORP | 350,200 | $3,786 | 0.1% | $14.04 | — | COM | 64051T100 |
| MOV | MOVADO GROUP INC | 131,400 | $3,778 | 0.1% | $26.77 | -3.7% | COM | 624580106 |
| WAL | WESTERN ALLIANCE BANCORP | 77,500 | $3,775 | 0.1% | $30.34 | +23.1% | COM | 957638109 |
| TCBI | TEXAS CAPITAL BANCSHARES INC COM | 48,000 | $3,763 | 0.1% | $67.45 | 0.0% | COM | 88224Q107 |
| — | BEMIS INC | 78,200 | $3,740 | 0.1% | $51.78 | — | COM | 081437105 |
| HOPE | HOPE BANCORP INC | 170,000 | $3,721 | 0.1% | $18.90 | 0.0% | COM | 43940T109 |
| TSN | TYSON FOODS INC | 59,300 | $3,658 | 0.1% | $47.25 | +10.1% | CL A | 902494103 |
| — | CONVERGYS CORP | 148,900 | $3,657 | 0.1% | $27.77 | — | COM | 212485106 |
| GCO | GENESCO INC | 58,200 | $3,614 | 0.1% | $64.52 | -5.4% | COM | 371532102 |
| GAP | GAP INC DEL | 160,500 | $3,602 | 0.1% | $21.06 | -11.4% | COM | 364760108 |
| — | VIACOM INC NEW | 101,400 | $3,559 | 0.1% | $49.82 | — | CL B | 92553P201 |
| HSIC | SCHEIN HENRY INC | 23,200 | $3,520 | 0.1% | $62.44 | -3.3% | COM | 806407102 |
| PRU | PRUDENTIAL FINL INC | 33,400 | $3,476 | 0.1% | $48.59 | +28.8% | COM | 744320102 |
| ACH | OWENS & MINOR INC NEW | 97,400 | $3,437 | 0.1% | $31.87 | -4.5% | COM | 690732102 |
| BJRI | BJS RESTAURANTS INC | 87,100 | $3,423 | 0.1% | $41.56 | -12.7% | COM | 09180C106 |
| — | ASTORIA FINL CORP | 180,000 | $3,357 | 0.1% | $18.65 | — | COM | 046265104 |
| IP | INTL PAPER CO | 62,600 | $3,322 | 0.1% | $25.37 | +23.2% | COM | 460146103 |
| HPQ | HP INC | 221,000 | $3,280 | 0.1% | $7.71 | +45.5% | COM | 40434L105 |
| MGEE | MGE ENERGY INC | 49,554 | $3,236 | 0.1% | $30.41 | +62.2% | COM | 55277P104 |
| UTL | UNITIL CORP | 67,698 | $3,069 | 0.1% | $32.22 | +29.5% | COM | 913259107 |
| MET | METLIFE INC | 56,700 | $3,056 | 0.1% | $28.20 | +19.6% | COM | 59156R108 |
| ADM | ARCHER DANIELS MIDLAND CO | 66,700 | $3,045 | 0.1% | $25.95 | +30.1% | COM | 039483102 |
| MFC | MANULIFE FINL CORP | 170,700 | $3,042 | 0.1% | $16.86 | -3.4% | COM | 56501R106 |
| SU | SUNCOR ENERGY INC NEW | 92,900 | $3,037 | 0.1% | $20.00 | +10.1% | COM | 867224107 |
| — | TRIPLE-S MGMT CORP | 146,400 | $3,030 | 0.1% | $24.86 | — | CL B | 896749108 |
| BNS | BANK N S HALIFAX | 54,300 | $3,023 | 0.1% | $29.46 | +16.6% | COM | 064149107 |
| BMO | BANK MONTREAL QUE | 40,900 | $2,942 | 0.1% | $36.81 | +25.5% | COM | 063671101 |
| RY | ROYAL BK CDA MONTREAL QUE | 43,100 | $2,918 | 0.1% | $61.49 | +5.4% | COM | 780087102 |
| — | VISTA OUTDOOR INC | 77,900 | $2,875 | 0.1% | $51.91 | — | COM | 928377100 |
| TD | TORONTO DOMINION BK ONT | 58,100 | $2,867 | 0.1% | $42.97 | +8.8% | COM NEW | 891160509 |
| — | NATIONAL OILWELL VARCO INC | 76,500 | $2,864 | 0.1% | $43.76 | — | COM | 637071101 |
| BKU | BANKUNITED INC | 75,000 | $2,827 | 0.1% | $18.72 | +34.5% | COM | 06652K103 |
| BBY | BEST BUY INC | 65,000 | $2,774 | 0.1% | $21.17 | +45.4% | COM | 086516101 |
| — | PINNACLE FINL PARTNERS INC | 40,000 | $2,772 | 0.1% | $69.30 | — | COM | 72346Q104 |
| UAL | UNITED CONTL HLDGS INC | 38,000 | $2,769 | 0.1% | $46.53 | +37.0% | COM | 910047109 |
| CMI | CUMMINS INC | 20,100 | $2,747 | 0.1% | $74.19 | +42.0% | COM | 231021106 |
| WMT | WAL-MART STORES INC | 39,600 | $2,737 | 0.1% | $17.29 | +15.2% | COM | 931142103 |
| ETN | EATON CORP PLC | 40,300 | $2,704 | 0.1% | $44.36 | +22.1% | SHS | G29183103 |
| — | THOMSON REUTERS CORP | 60,900 | $2,666 | 0.1% | $34.40 | — | COM | 884903105 |
| — | DOW CHEM CO | 46,400 | $2,655 | 0.1% | $33.88 | — | COM | 260543103 |
| GM | GENERAL MTRS CO | 76,100 | $2,651 | 0.1% | $27.31 | +3.1% | COM | 37045V100 |
| HOG | HARLEY DAVIDSON INC | 45,000 | $2,625 | 0.1% | $58.21 | -2.0% | COM | 412822108 |
| PH | PARKER HANNIFIN CORP | 18,600 | $2,604 | 0.1% | $85.95 | +34.5% | COM | 701094104 |
| UPS | UNITED PARCEL SERVICE INC | 22,700 | $2,602 | 0.1% | $67.69 | +18.6% | CL B | 911312106 |
| UNP | UNION PAC CORP | 25,000 | $2,592 | 0.1% | $61.97 | +29.6% | COM | 907818108 |
| T | AT&T INC | 60,800 | $2,586 | 0.1% | $11.35 | +36.2% | COM | 00206R102 |
| MOS | MOSAIC CO NEW | 88,000 | $2,581 | 0.1% | $21.61 | +6.0% | COM | 61945C103 |
| FDX | FEDEX CORP | 13,700 | $2,551 | 0.1% | $138.29 | +14.5% | COM | 31428X106 |
| — | REYNOLDS AMERICAN INC | 45,500 | $2,550 | 0.1% | $50.32 | — | COM | 761713106 |
| ABBV | ABBVIE INC | 40,500 | $2,536 | 0.1% | $31.63 | +32.1% | COM | 00287Y109 |
| MO | ALTRIA GROUP INC | 36,900 | $2,495 | 0.1% | $16.86 | +101.5% | COM | 02209S103 |
| RCI | ROGERS COMMUNICATIONS INC | 62,700 | $2,419 | 0.1% | $36.18 | +9.1% | CL B | 775109200 |
| LYB | LYONDELLBASELL INDUSTRIES N V SHS - A - | 28,200 | $2,419 | 0.1% | $46.71 | +5.7% | SHS - A - | N53745100 |
| LUV | SOUTHWEST AIRLS CO | 48,400 | $2,412 | 0.1% | $20.39 | +97.0% | COM | 844741108 |
| DE | DEERE & CO | 23,400 | $2,411 | 0.1% | $69.34 | +17.4% | COM | 244199105 |
| PCAR | PACCAR INC | 37,000 | $2,364 | 0.1% | $27.74 | +2.5% | COM | 693718108 |
| GD | GENERAL DYNAMICS CORP | 13,600 | $2,348 | 0.1% | $106.81 | +25.5% | COM | 369550108 |
| DOV | DOVER CORP | 30,900 | $2,315 | 0.1% | $47.35 | +5.1% | COM | 260003108 |
| AAPL | APPLE INC | 19,921 | $2,307 | 0.1% | $18.69 | +39.6% | COM | 037833100 |
| EBAY | EBAY INC | 76,865 | $2,282 | 0.1% | $21.65 | +21.4% | COM | 278642103 |
| BCE | BCE INC | 52,600 | $2,274 | 0.1% | $23.65 | +7.5% | COM NEW | 05534B760 |
| ALK | ALASKA AIR GROUP INC | 25,500 | $2,263 | 0.1% | $38.66 | +91.1% | COM | 011659109 |
| — | OPUS BK IRVINE CALIF | 75,000 | $2,254 | 0.1% | $36.83 | — | COM | 684000102 |
| OXY | OCCIDENTAL PETE CORP DEL | 31,500 | $2,244 | 0.1% | $62.02 | -11.3% | COM | 674599105 |
| PM | PHILIP MORRIS INTL INC | 24,400 | $2,232 | 0.1% | $47.32 | +23.1% | COM | 718172109 |
| — | UNITED TECHNOLOGIES CORP | 20,300 | $2,225 | 0.1% | $100.10 | — | COM | 913017109 |
| — | TIFFANY & CO NEW | 28,500 | $2,207 | 0.1% | $73.37 | — | COM | 886547108 |
| F | FORD MTR CO DEL | 181,600 | $2,203 | 0.1% | $7.94 | -5.9% | COM PAR $0.01 | 345370860 |
| BAX | BAXTER INTL INC | 49,100 | $2,177 | 0.1% | $30.83 | +28.9% | COM | 071813109 |
| AAL | AMERICAN AIRLS GROUP INC | 45,900 | $2,143 | 0.1% | $38.53 | +9.1% | COM | 02376R102 |
| — | XEROX CORP | 242,400 | $2,116 | 0.1% | $11.16 | — | COM | 984121103 |
| — | XENITH BANKSHARES INC NEW | 75,000 | $2,115 | 0.1% | $28.20 | — | COM NEW | 984102202 |
| — | PRAXAIR INC | 17,800 | $2,086 | 0.1% | $114.46 | — | COM | 74005P104 |
| BEN | FRANKLIN RES INC | 52,600 | $2,082 | 0.1% | $30.11 | -22.0% | COM | 354613101 |
| SWKS | SKYWORKS SOLUTIONS INC | 27,000 | $2,016 | 0.1% | $55.21 | +14.9% | COM | 83088M102 |
| DRI | DARDEN RESTAURANTS INC | 27,700 | $2,014 | 0.1% | $47.83 | +12.7% | COM | 237194105 |
| DAL | DELTA AIR LINES INC DEL | 40,600 | $1,997 | 0.1% | $41.37 | -1.1% | COM NEW | 247361702 |
| JBLU | JETBLUE AIRWAYS CORP | 87,900 | $1,971 | 0.1% | $17.00 | +16.2% | COM | 477143101 |
| HCA | HCA HOLDINGS INC | 25,900 | $1,917 | 0.1% | $67.53 | +3.1% | COM | 40412C101 |
| — | WHOLE FOODS MKT INC | 60,700 | $1,867 | 0.1% | $31.10 | — | COM | 966837106 |
| — | AMIRA NATURE FOODS LTD | 301,500 | $1,854 | 0.1% | $9.77 | — | SHS | G0335L102 |
| — | TESORO CORP | 20,900 | $1,828 | 0.1% | $91.83 | — | COM | 881609101 |
| KSS | KOHLS CORP | 36,500 | $1,802 | 0.1% | $46.93 | +5.5% | COM | 500255104 |
| — | CENTURYLINK INC | 74,900 | $1,781 | 0.1% | $34.42 | — | COM | 156700106 |
| BAC | BANK AMER CORP | 80,000 | $1,768 | 0.1% | $11.26 | +39.2% | COM | 060505104 |
| — | NORDSTROM INC | 36,500 | $1,749 | 0.1% | $75.27 | — | COM | 655664100 |
| CMA | COMERICA INC | 25,000 | $1,703 | 0.1% | $33.38 | +21.0% | COM | 200340107 |
| — | BED BATH & BEYOND INC | 41,800 | $1,699 | 0.1% | $64.52 | — | COM | 075896100 |
| — | SUNTRUST BKS INC | 30,000 | $1,646 | 0.0% | $34.21 | — | COM | 867914103 |
| — | DELTA NAT GAS INC | 55,769 | $1,636 | 0.0% | $21.71 | — | COM | 247748106 |
| FITB | FIFTH THIRD BANCORP | 60,000 | $1,618 | 0.0% | $12.76 | +35.5% | COM | 316773100 |
| CFG | CITIZENS FINL GROUP INC | 45,000 | $1,603 | 0.0% | $17.51 | +21.8% | COM | 174610105 |
| KR | KROGER CO | 46,300 | $1,598 | 0.0% | $24.66 | +9.4% | COM | 501044101 |
| WFC | WELLS FARGO & CO NEW | 29,000 | $1,598 | 0.0% | $37.00 | +5.5% | COM | 949746101 |
| M | MACYS INC | 44,300 | $1,586 | 0.0% | $52.65 | -26.1% | COM | 55616P104 |
| PNC | PNC FINL SVCS GROUP INC | 13,000 | $1,520 | 0.0% | $55.19 | +39.8% | COM | 693475105 |
| GILD | GILEAD SCIENCES INC | 20,943 | $1,500 | 0.0% | $63.47 | -16.2% | COM | 375558103 |
| V | VISA INC | 19,160 | $1,495 | 0.0% | $55.59 | +35.7% | CL A | 92826C839 |
| UCB | UNITED CMNTY BKS BLAIRSVLE GA COM | 50,000 | $1,481 | 0.0% | $25.05 | 0.0% | COM | 90984P303 |
| BRK/B | BERKSHIRE HATHAWAY INC DEL | 9,000 | $1,467 | 0.0% | $138.45 | +11.2% | CL B NEW | 084670702 |
| RL | RALPH LAUREN CORP | 16,000 | $1,445 | 0.0% | $80.25 | +5.3% | CL A | 751212101 |
| — | GREEN BANCORP INC | 95,000 | $1,444 | 0.0% | $15.20 | — | COM | 39260X100 |
| GS | GOLDMAN SACHS GROUP INC | 6,000 | $1,437 | 0.0% | $154.95 | +8.3% | COM | 38141G104 |
| SYF | SYNCHRONY FINL | 39,000 | $1,415 | 0.0% | $24.82 | +3.4% | COM | 87165B103 |
| JPM | JPMORGAN CHASE & CO. | 16,000 | $1,381 | 0.0% | $45.70 | +31.1% | COM | 46625H100 |
| PYPL | PAYPAL HLDGS INC | 32,892 | $1,298 | 0.0% | $38.14 | +5.1% | COM | 70450Y103 |
| RF | REGIONS FINL CORP NEW | 85,000 | $1,221 | 0.0% | $7.28 | +21.4% | COM | 7591EP100 |
| C | CITIGROUP INC | 20,000 | $1,189 | 0.0% | $37.27 | +9.0% | COM NEW | 172967424 |
| KEY | KEYCORP NEW | 65,000 | $1,188 | 0.0% | $8.37 | +27.9% | COM | 493267108 |
| COF | CAPITAL ONE FINL CORP | 13,000 | $1,134 | 0.0% | $54.41 | +26.4% | COM | 14040H105 |
| HBAN | HUNTINGTON BANCSHARES INC | 85,000 | $1,124 | 0.0% | $7.47 | +5.9% | COM | 446150104 |
| BK | BANK NEW YORK MELLON CORP | 22,000 | $1,042 | 0.0% | $35.50 | 0.0% | COM | 064058100 |
| MA | MASTERCARD INCORPORATED | 9,775 | $1,009 | 0.0% | $90.84 | +8.2% | CL A | 57636Q104 |
| RGCO | RGC RES INC | 39,645 | $998 | 0.0% | $13.55 | +21.3% | COM | 74955L103 |
| ETR | ENTERGY CORP NEW | 12,300 | $904 | 0.0% | $22.06 | +14.5% | COM | 29364G103 |
| USB | US BANCORP DEL | 17,000 | $873 | 0.0% | $26.96 | +25.2% | COM NEW | 902973304 |
| MS | MORGAN STANLEY | 20,000 | $845 | 0.0% | $20.99 | +38.9% | COM | 617446448 |
| — | GAS NAT INC | 62,718 | $787 | 0.0% | $9.41 | — | COM | 367204104 |
| — | EMPIRE DIST ELEC CO | 19,825 | $676 | 0.0% | $23.63 | — | COM | 291641108 |
| — | CORNING NAT GAS HLDG CORP | 21,064 | $400 | 0.0% | $19.06 | — | COM | 219387107 |