|
|
|
|
|
|
|
|
|
|
|
Shares
|
|
|
Value
|
|
Common Stocks
|
|
|
|
|
|
|
|
|
Building Products 1.8%
|
|
|
|
|
|
|
|
|
AO Smith Corp.(a)
|
|
|
53,450
|
|
|
$
|
2,288,194
|
|
Masco Corp.(a)
|
|
|
240,500
|
|
|
|
3,203,460
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
5,491,654
|
|
|
|
|
|
|
|
|
|
|
Capital Markets 2.4%
|
|
|
|
|
|
|
|
|
Eaton Vance Corp.(a)
|
|
|
166,600
|
|
|
|
5,047,980
|
|
Federated Investors, Inc., Class B
|
|
|
87,146
|
|
|
|
2,359,914
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
7,407,894
|
|
|
|
|
|
|
|
|
|
|
Chemicals 1.7%
|
|
|
|
|
|
|
|
|
RPM International, Inc.(a)
|
|
|
151,400
|
|
|
|
3,547,302
|
|
Stepan Co.(a)
|
|
|
24,150
|
|
|
|
1,751,358
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
5,298,660
|
|
|
|
|
|
|
|
|
|
|
Commercial Banks 8.9%
|
|
|
|
|
|
|
|
|
BancFirst Corp.(a)
|
|
|
28,699
|
|
|
|
1,164,031
|
|
BancorpSouth, Inc.(a)
|
|
|
121,654
|
|
|
|
1,902,668
|
|
Bank of Hawaii Corp.(a)
|
|
|
99,800
|
|
|
|
4,677,626
|
|
Bank of the Ozarks, Inc.(a)
|
|
|
45,359
|
|
|
|
1,956,334
|
|
Chemical Financial Corp.(a)
|
|
|
56,145
|
|
|
|
1,165,570
|
|
Community Bank System, Inc.(a)
|
|
|
67,600
|
|
|
|
1,708,928
|
|
Community Trust BanCorp, Inc.(a)
|
|
|
40,515
|
|
|
|
1,171,289
|
|
Cullen/Frost Bankers, Inc.(a)
|
|
|
94,938
|
|
|
|
5,485,518
|
|
Iberiabank Corp.
|
|
|
19,585
|
|
|
|
1,110,861
|
|
S&T BanCorp, Inc.(a)
|
|
|
31,200
|
|
|
|
681,720
|
|
Trustmark Corp.(a)
|
|
|
60,200
|
|
|
|
1,444,198
|
|
United Bankshares, Inc.(a)
|
|
|
88,000
|
|
|
|
2,481,600
|
|
Valley National BanCorp(a)
|
|
|
129,000
|
|
|
|
1,745,370
|
|
WesBanco, Inc.(a)
|
|
|
60,200
|
|
|
|
1,134,770
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
27,830,483
|
|
|
|
|
|
|
|
|
|
|
Commercial Services & Supplies 4.9%
|
|
|
|
|
|
|
|
|
ABM Industries, Inc.(a)
|
|
|
136,030
|
|
|
|
3,495,971
|
|
Avery Dennison Corp.(a)
|
|
|
76,941
|
|
|
|
3,238,447
|
|
McGrath RentCorp(a)
|
|
|
52,261
|
|
|
|
1,319,068
|
|
Mine Safety Appliances Co.(a)
|
|
|
72,700
|
|
|
|
2,266,786
|
|
Pitney Bowes, Inc.(a)
|
|
|
209,700
|
|
|
|
5,091,516
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
15,411,788
|
|
|
|
|
|
|
|
|
|
|
Computers & Peripherals 0.9%
|
|
|
|
|
|
|
|
|
Diebold, Inc.(a)
|
|
|
87,530
|
|
|
|
2,683,670
|
|
|
|
|
|
|
|
|
|
|
Containers & Packaging 2.5%
|
|
|
|
|
|
|
|
|
Bemis Co., Inc.(a)
|
|
|
95,500
|
|
|
|
3,108,525
|
|
Myers Industries, Inc.(a)
|
|
|
110,348
|
|
|
|
1,008,581
|
|
Sonoco Products Co.(a)
|
|
|
101,500
|
|
|
|
3,608,325
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
7,725,431
|
|
|
|
|
|
|
|
|
|
|
Contruction Materials 2.3%
|
|
|
|
|
|
|
|
|
Martin Marietta Materials, Inc.(a)
|
|
|
43,400
|
|
|
|
3,623,900
|
|
Vulcan Materials Co.(a)
|
|
|
82,800
|
|
|
|
3,523,968
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
7,147,868
|
|
|
|
|
|
|
|
|
|
|
Distributors 0.6%
|
|
|
|
|
|
|
|
|
Genuine Parts Co.(a)
|
|
|
34,000
|
|
|
|
1,759,500
|
|
|
|
|
|
|
|
|
|
|
Diversified Consumer Services 1.3%
|
|
|
|
|
|
|
|
|
H&R Block, Inc.(a)
|
|
|
326,921
|
|
|
|
4,093,051
|
|
|
|
|
|
|
|
|
|
|
Diversified Telecommunication Services 1.1%
|
|
|
|
|
|
|
|
|
CenturyLink, Inc.(a)
|
|
|
80,300
|
|
|
|
3,472,172
|
|
|
|
|
|
|
|
|
|
|
Electric Utilities 2.7%
|
|
|
|
|
|
|
|
|
MGE Energy, Inc.(a)
|
|
|
40,371
|
|
|
|
1,643,100
|
|
Northeast Utilities(a)
|
|
|
166,400
|
|
|
|
5,477,888
|
|
Otter Tail Corp.(a)
|
|
|
56,461
|
|
|
|
1,279,971
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
8,400,959
|
|
|
|
|
|
|
|
|
|
|
Electrical Equipment 2.9%
|
|
|
|
|
|
|
|
|
Brady Corp., Class A(a)
|
|
|
110,700
|
|
|
|
3,625,425
|
|
Roper Industries, Inc.(a)
|
|
|
70,300
|
|
|
|
5,461,607
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
9,087,032
|
|
|
|
|
|
|
|
|
|
|
Energy Equipment & Services 1.3%
|
|
|
|
|
|
|
|
|
Helmerich & Payne, Inc.(a)
|
|
|
66,700
|
|
|
|
3,917,291
|
|
|
|
|
|
|
|
|
|
|
Food & Staples Retailing 1.3%
|
|
|
|
|
|
|
|
|
Caseys General Stores, Inc.(a)
|
|
|
38,400
|
|
|
|
1,631,616
|
|
SUPERVALU, Inc.(a)
|
|
|
333,500
|
|
|
|
2,431,215
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
4,062,831
|
|
|
|
|
|
|
|
|
|
|
Food Products 5.0%
|
|
|
|
|
|
|
|
|
Hormel Foods Corp.(a)
|
|
|
142,350
|
|
|
|
7,032,090
|
|
JM Smucker Co. (The)(a)
|
|
|
39,105
|
|
|
|
2,430,767
|
|
Lancaster Colony Corp.(a)
|
|
|
47,600
|
|
|
|
2,645,132
|
|
McCormick & Co., Inc.(a)
|
|
|
75,000
|
|
|
|
3,315,000
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
15,422,989
|
|
|
|
|
|
|
|
|
|
|
Gas Utilities 10.6%
|
|
|
|
|
|
|
|
|
Atmos Energy Corp.(a)
|
|
|
93,900
|
|
|
|
3,061,140
|
|
Energen Corp.(a)
|
|
|
63,000
|
|
|
|
3,521,700
|
|
National Fuel Gas Co.(a)
|
|
|
66,100
|
|
|
|
4,517,274
|
|
New Jersey Resources Corp.(a)
|
|
|
123,000
|
|
|
|
5,161,080
|
|
Northwest Natural Gas Co.(a)
|
|
|
80,600
|
|
|
|
3,591,536
|
|
Piedmont Natural Gas Co., Inc.(a)
|
|
|
101,600
|
|
|
|
2,850,896
|
|
South Jersey Industries, Inc.(a)
|
|
|
79,700
|
|
|
|
4,163,528
|
|
UGI Corp.(a)
|
|
|
105,400
|
|
|
|
3,304,290
|
|
WGL Holdings, Inc.(a)
|
|
|
80,585
|
|
|
|
2,905,895
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
33,077,339
|
|
|
|
|
|
|
|
|
|
|
Health Care Equipment & Supplies 2.4%
|
|
|
|
|
|
|
|
|
Beckman Coulter, Inc.(a)
|
|
|
43,291
|
|
|
|
3,117,385
|
|
Meridian Bioscience, Inc.(a)
|
|
|
65,000
|
|
|
|
1,426,100
|
|
Teleflex, Inc.(a)
|
|
|
53,000
|
|
|
|
3,037,960
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
7,581,445
|
|
|
|
|
|
|
|
|
|
|
Household Durables 4.2%
|
|
|
|
|
|
|
|
|
Fortune Brands, Inc.(a)
|
|
|
29,000
|
|
|
|
1,788,720
|
|
Leggett & Platt, Inc.(a)
|
|
|
149,433
|
|
|
|
3,366,725
|
|
Stanley Black & Decker, Inc.(a)
|
|
|
109,548
|
|
|
|
7,961,949
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
13,117,394
|
|
|
|
|
|
|
|
|
|
|
Industrial Conglomerates 0.6%
|
|
|
|
|
|
|
|
|
Raven Industries, Inc.(a)
|
|
|
42,600
|
|
|
|
2,012,424
|
|
|
|
|
|
|
|
|
|
|
Insurance 6.3%
|
|
|
|
|
|
|
|
|
Arthur J. Gallagher & Co.(a)
|
|
|
108,400
|
|
|
|
3,217,312
|
|
Cincinnati Financial Corp.(a)
|
|
|
186,642
|
|
|
|
5,980,010
|
|
Erie Indemnity Co., Class A
|
|
|
53,400
|
|
|
|
3,546,828
|
|
Harleysville Group, Inc.(a)
|
|
|
47,200
|
|
|
|
1,667,576
|
|
Mercury General Corp.(a)
|
|
|
57,700
|
|
|
|
2,449,365
|
|
Old Republic International Corp.(a)
|
|
|
234,800
|
|
|
|
2,871,604
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
19,732,695
|
|
|
|
|
|
|
|
|
|
|
Leisure Equipment & Products 1.6%
|
|
|
|
|
|
|
|
|
Polaris Industries, Inc.(a)
|
|
|
65,200
|
|
|
|
5,015,184
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Shares
|
|
|
Value
|
|
Common Stocks
|
|
|
|
|
|
|
|
|
Machinery 5.9%
|
|
|
|
|
|
|
|
|
Badger Meter, Inc.(a)
|
|
|
59,000
|
|
|
$
|
2,418,410
|
|
Dover Corp.(a)
|
|
|
57,000
|
|
|
|
3,653,700
|
|
Graco, Inc.(a)
|
|
|
43,100
|
|
|
|
1,830,888
|
|
NACCO Industries, Inc., Class A(a)
|
|
|
26,200
|
|
|
|
2,626,550
|
|
Pentair, Inc.(a)
|
|
|
149,100
|
|
|
|
5,392,947
|
|
Tennant Co.(a)
|
|
|
62,202
|
|
|
|
2,509,229
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
18,431,724
|
|
|
|
|
|
|
|
|
|
|
Media 0.5%
|
|
|
|
|
|
|
|
|
Meredith Corp.(a)
|
|
|
43,300
|
|
|
|
1,459,210
|
|
|
|
|
|
|
|
|
|
|
Multiline Retail 0.7%
|
|
|
|
|
|
|
|
|
Family Dollar Stores, Inc.(a)
|
|
|
53,800
|
|
|
|
2,285,424
|
|
|
|
|
|
|
|
|
|
|
Multi-Utilities 5.8%
|
|
|
|
|
|
|
|
|
Black Hills Corp.(a)
|
|
|
58,500
|
|
|
|
1,814,085
|
|
Integrys Energy Group, Inc.(a)
|
|
|
78,200
|
|
|
|
3,721,538
|
|
MDU Resources Group, Inc.(a)
|
|
|
190,900
|
|
|
|
4,052,807
|
|
NSTAR(a)
|
|
|
126,200
|
|
|
|
5,474,556
|
|
Vectren Corp.(a)
|
|
|
110,050
|
|
|
|
2,915,224
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
17,978,210
|
|
|
|
|
|
|
|
|
|
|
Real Estate Investment Trusts (REITS) 9.6%
|
|
|
|
|
|
|
|
|
Federal Realty Investment Trust(a)
|
|
|
38,400
|
|
|
|
3,088,512
|
|
Getty Realty Corp.(a)
|
|
|
91,500
|
|
|
|
2,657,160
|
|
Home Properties, Inc.(a)
|
|
|
88,700
|
|
|
|
4,938,816
|
|
Liberty Property Trust REIT
|
|
|
51,500
|
|
|
|
1,790,655
|
|
National Retail Properties, Inc.(a)
|
|
|
90,700
|
|
|
|
2,253,895
|
|
Realty Income Corp.(a)
|
|
|
70,318
|
|
|
|
2,458,317
|
|
Sovran Self Storage, Inc.(a)
|
|
|
37,880
|
|
|
|
1,456,107
|
|
Tanger Factory Outlet Centers(a)
|
|
|
67,900
|
|
|
|
1,772,869
|
|
UDR, Inc.(a)
|
|
|
148,200
|
|
|
|
3,479,736
|
|
Universal Health Realty Income Trust(a)
|
|
|
43,125
|
|
|
|
1,567,594
|
|
Washington REIT(a)
|
|
|
64,200
|
|
|
|
1,969,656
|
|
Weingarten Realty Investors(a)
|
|
|
96,500
|
|
|
|
2,366,180
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
29,799,497
|
|
|
|
|
|
|
|
|
|
|
Semiconductors & Semiconductor Equipment 1.7%
|
|
|
|
|
|
|
|
|
Linear Technology Corp.(a)
|
|
|
150,700
|
|
|
|
5,242,853
|
|
|
|
|
|
|
|
|
|
|
Tobacco 1.9%
|
|
|
|
|
|
|
|
|
Universal Corp.(a)
|
|
|
72,900
|
|
|
|
2,762,181
|
|
Vector Group Ltd.(a)
|
|
|
194,145
|
|
|
|
3,108,261
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
5,870,442
|
|
|
|
|
|
|
|
|
|
|
Trading Companies & Distributors 0.8%
|
|
|
|
|
|
|
|
|
Fastenal Co.(a)
|
|
|
40,500
|
|
|
|
2,351,430
|
|
|
|
|
|
|
|
|
|
|
Water Utilities 3.3%
|
|
|
|
|
|
|
|
|
American States Water Co.(a)
|
|
|
32,225
|
|
|
|
1,095,650
|
|
Aqua America, Inc.(a)
|
|
|
241,200
|
|
|
|
5,576,544
|
|
California Water Service Group(a)
|
|
|
33,059
|
|
|
|
1,206,653
|
|
Middlesex Water Co.(a)
|
|
|
67,000
|
|
|
|
1,191,260
|
|
SJW Corp.(a)
|
|
|
45,000
|
|
|
|
1,099,800
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
10,169,907
|
|
|
|
|
|
|
|
|
|
|
Total Long-Term Investments
(Cost $288,249,972) 97.5%
|
|
|
|
|
|
|
303,338,451
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Short-Term Securities
|
|
|
|
|
|
|
|
|
BlackRock Liquidity Funds, TempFund, Institutional Class,
|
|
|
|
|
|
|
|
|
0.17%(b)(c)
|
|
|
6,546,702
|
|
|
|
6,546,702
|
|
|
|
|
|
|
|
|
|
|
Total Short-Term Securities
(Cost $6,546,702) 2.1%
|
|
|
|
|
|
|
6,546,702
|
|
|
|
|
|
|
|
|
|
|
Total Investments Before Outstanding Options Written
(Cost $294,796,674*) 99.6%
|
|
|
|
|
|
|
309,885,153
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Contracts
|
|
|
|
|
Options Written
|
|
|
|
|
|
|
|
|
Exchange-Traded Call Options Written (0.2)%
|
|
|
|
|
|
|
|
|
Beckman Coulter, Inc., Strike Price USD 72.50, Expires 2/21/11
|
|
|
28
|
|
|
|
(7,630
|
)
|
Beckman Coulter, Inc., Strike Price USD 57.50, Expires 2/22/11
|
|
|
58
|
|
|
|
(86,710
|
)
|
Bemis Co., Inc., Strike Price USD 35, Expires 4/18/11
|
|
|
141
|
|
|
|
(3,877
|
)
|
Dover Corp., Strike Price USD 60, Expires 2/22/11
|
|
|
115
|
|
|
|
(51,175
|
)
|
Energen Corp., Strike Price USD 55, Expires 3/21/11
|
|
|
125
|
|
|
|
(24,375
|
)
|
Family Dollar Stores, Inc., Strike Price USD 44, Expires 3/21/11
|
|
|
110
|
|
|
|
(7,150
|
)
|
Fastenal Co., Strike Price USD 60, Expires 3/21/11
|
|
|
80
|
|
|
|
(8,000
|
)
|
Federal Realty Investment Trust, Strike Price USD 80, Expires 3/21/11
|
|
|
77
|
|
|
|
(18,865
|
)
|
Fortune Brands, Inc., Strike Price USD 65, Expires 3/21/11
|
|
|
35
|
|
|
|
(1,750
|
)
|
Helmerich & Payne, Inc., Strike Price USD 52.50, Expires 3/21/11
|
|
|
135
|
|
|
|
(93,150
|
)
|
Integrys Energy Group, Inc., Strike Price USD 50, Expires 2/22/11
|
|
|
155
|
|
|
|
(1,550
|
)
|
Jm Smucker Co, Strike Price USD 65, Expires 2/21/11
|
|
|
80
|
|
|
|
(3,600
|
)
|
Lancaster Colony Corp., Strike Price USD 55, Expires 3/21/11
|
|
|
95
|
|
|
|
(17,812
|
)
|
Leggett & Platt, Inc., Strike Price USD 20, Expires 3/21/11
|
|
|
300
|
|
|
|
(81,000
|
)
|
Linear Technology Corp., Strike Price USD 35, Expires 3/21/11
|
|
|
300
|
|
|
|
(29,250
|
)
|
Martin Marietta Materials, Inc., Strike Price USD 90, Expires 3/21/11
|
|
|
87
|
|
|
|
(8,047
|
)
|
Masco Corp., Strike Price USD 15, Expires 4/18/11
|
|
|
480
|
|
|
|
(21,600
|
)
|
National Fuel Gas Co., Strike Price USD 65, Expires 2/22/11
|
|
|
130
|
|
|
|
(51,350
|
)
|
Pitney Bowes, Inc., Strike Price USD 25, Expires 2/22/11
|
|
|
210
|
|
|
|
(4,200
|
)
|
Pitney Bowes, Inc., Strike Price USD 24, Expires 3/21/11
|
|
|
210
|
|
|
|
(16,800
|
)
|
Polaris Industries, Inc., Strike Price USD 75, Expires 3/21/11
|
|
|
130
|
|
|
|
(58,500
|
)
|
Realty Income Corp., Strike Price USD 35, Expires 3/21/11
|
|
|
140
|
|
|
|
(10,150
|
)
|
Roper Industries, Inc., Strike Price USD 80, Expires 2/22/11
|
|
|
140
|
|
|
|
(6,650
|
)
|
Sonoco Products Co, Strike Price USD 35, Expires 2/22/11
|
|
|
200
|
|
|
|
(23,500
|
)
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Contracts
|
|
Value
|
Options Written
|
|
|
|
|
|
|
|
|
|
|
Exchange-Traded Call Options Written (continued)
|
|
|
|
|
|
|
|
|
|
|
Sovran Self Storage, Inc., Strike Price USD 40, Expires 3/21/11
|
|
|
|
76
|
|
|
|
$
|
(15,200
|
)
|
Stanley Black & Decker, Inc., Strike Price USD 67.50, Expires 3/21/11
|
|
|
|
220
|
|
|
|
|
(128,700
|
)
|
SUPERVALU, Inc., Strike Price USD 10, Expires 2/22/11
|
|
|
|
334
|
|
|
|
|
(1,670
|
)
|
Tanger Factory Outlet Centers, Strike Price USD 25, Expires 2/21/11
|
|
|
|
131
|
|
|
|
|
(15,393
|
)
|
Vulcan Materials Co., Strike Price USD 42, Expires 2/21/11
|
|
|
|
165
|
|
|
|
|
(30,525
|
)
|
Washington REIT, Strike Price USD 30, Expires 4/18/11
|
|
|
|
128
|
|
|
|
|
(20,800
|
)
|
|
|
|
|
|
|
|
|
|
|
|
Total Exchange-Traded Call Options Written
|
|
|
|
|
|
|
|
|
(848,979
|
)
|
|
|
|
|
|
|
|
|
|
|
|
Over-the-Counter Call Options Written (0.3)%
|
|
|
|
|
|
|
|
|
|
|
ABM Industries, Inc., Strike Price USD 23.41, Expires 2/02/11, Broker JPMorgan Chase Securities
|
|
|
|
27,000
|
|
|
|
|
(61,873
|
)
|
American States Water Co., Strike Price USD 34.54, Expires 2/09/11, Broker UBS Securities LLC
|
|
|
|
6,500
|
|
|
|
|
(2,220
|
)
|
AO Smith Corp., Strike Price USD 44.49, Expires 2/25/11, Broker Citigroup Global Markets, Inc.
|
|
|
|
10,700
|
|
|
|
|
(6,075
|
)
|
Aqua America, Inc., Strike Price USD 22, Expires 2/02/11, Broker JPMorgan Chase Securities
|
|
|
|
16,000
|
|
|
|
|
(17,920
|
)
|
Aqua America, Inc., Strike Price USD 23.50, Expires 3/07/11, Broker UBS Securities LLC
|
|
|
|
16,500
|
|
|
|
|
(4,344
|
)
|
Aqua America, Inc., Strike Price USD 23.45, Expires 3/14/11, Broker Citigroup Global Markets, Inc.
|
|
|
|
8,000
|
|
|
|
|
(3,790
|
)
|
Aqua America, Inc., Strike Price USD 23.25, Expires 3/14/11, Broker UBS Securities LLC
|
|
|
|
7,700
|
|
|
|
|
(3,234
|
)
|
Arthur J. Gallagher & Co., Strike Price USD 29.19, Expires 3/25/11, Broker Citigroup Global Markets, Inc.
|
|
|
|
21,700
|
|
|
|
|
(19,175
|
)
|
Atmos Energy Corp., Strike Price USD 32.02, Expires 2/15/11, Broker JPMorgan Chase Securities
|
|
|
|
9,500
|
|
|
|
|
(10,311
|
)
|
Atmos Energy Corp., Strike Price USD 32.02, Expires 3/07/11, Broker JPMorgan Chase Securities
|
|
|
|
9,500
|
|
|
|
|
(13,805
|
)
|
Avery Dennison Corp., Strike Price USD 42.50, Expires 2/25/11, Broker JPMorgan Chase Securities
|
|
|
|
15,000
|
|
|
|
|
(14,122
|
)
|
Badger Meter, Inc., Strike Price USD 42.23, Expires 3/11/11, Broker UBS Securities LLC
|
|
|
|
11,800
|
|
|
|
|
(11,998
|
)
|
BancFirst Corp., Strike Price USD 41.57, Expires 2/02/11, Broker UBS Securities LLC
|
|
|
|
5,700
|
|
|
|
|
(8
|
)
|
BancorpSouth, Inc., Strike Price USD 15, Expires 2/25/11, Broker Credit Suisse First Boston
|
|
|
|
24,000
|
|
|
|
|
(21,116
|
)
|
Bank of Hawaii Corp., Strike Price USD 47.48, Expires 3/31/11, Broker Morgan Stanley & Co., Inc.
|
|
|
|
20,000
|
|
|
|
|
(22,640
|
)
|
Bank of the Ozarks, Inc., Strike Price USD 41.36, Expires 2/14/11, Broker Morgan Stanley & Co., Inc.
|
|
|
|
9,000
|
|
|
|
|
(17,965
|
)
|
Bemis Co., Inc., Strike Price USD 33.32, Expires 3/31/11, Broker UBS Securities LLC
|
|
|
|
5,000
|
|
|
|
|
(3,850
|
)
|
Black Hills Corp., Strike Price USD 31.15, Expires 3/28/11, Broker Morgan Stanley & Co., Inc.
|
|
|
|
12,000
|
|
|
|
|
(7,976
|
)
|
Brady Corp., Class A, Strike Price USD 32.50, Expires 3/14/11, Broker Jefferies & Co., Inc.
|
|
|
|
220
|
|
|
|
|
(21,013
|
)
|
California Water Service Group, Strike Price USD 37.72, Expires 2/28/11, Broker Barclays Capital, Inc.
|
|
|
|
3,300
|
|
|
|
|
(481
|
)
|
California Water Service Group, Strike Price USD 37.72, Expires 3/11/11, Broker Barclays Capital, Inc.
|
|
|
|
3,300
|
|
|
|
|
(700
|
)
|
Caseys General Stores, Inc., Strike Price USD 43.30, Expires 2/22/11, Broker Jefferies & Co., Inc.
|
|
|
|
75
|
|
|
|
|
(2,598
|
)
|
CenturyLink, Inc., Strike Price USD 43.07, Expires 3/08/11, Broker Goldman Sachs & Co.
|
|
|
|
16,000
|
|
|
|
|
(13,113
|
)
|
Chemical Financial Corp., Strike Price USD 30, Expires 3/31/11, Broker Citigroup Global Markets, Inc.
|
|
|
|
11,200
|
|
|
|
|
(6,720
|
)
|
Cincinnati Financial Corp., Strike Price USD 32.25, Expires 3/21/11, Broker Jefferies & Co., Inc.
|
|
|
|
370
|
|
|
|
|
(17,675
|
)
|
Community Bank System, Inc., Strike Price USD 27, Expires 2/25/11, Broker Jefferies & Co., Inc.
|
|
|
|
135
|
|
|
|
|
(1,091
|
)
|
Community Trust BanCorp, Inc., Strike Price USD 30.10, Expires 3/14/11, Broker Citigroup Global Markets, Inc.
|
|
|
|
8,100
|
|
|
|
|
(3,147
|
)
|
Cullen/Frost Bankers, Inc., Strike Price USD 61.71, Expires 3/10/11, Broker JPMorgan Chase Securities
|
|
|
|
19,000
|
|
|
|
|
(3,342
|
)
|
Diebold, Inc., Strike Price USD 32.30, Expires 3/15/11, Broker Citigroup Global Markets, Inc.
|
|
|
|
17,500
|
|
|
|
|
(6,987
|
)
|
Eaton Vance Corp., Strike Price USD 32.19, Expires 2/14/11, Broker Barclays Capital, Inc.
|
|
|
|
33,500
|
|
|
|
|
(2,844
|
)
|
Genuine Parts Co., Strike Price USD 50.73, Expires 2/03/11, Broker UBS Securities LLC
|
|
|
|
7,000
|
|
|
|
|
(7,140
|
)
|
Getty Realty Corp., Strike Price USD 31.38, Expires 2/03/11, Broker Morgan Stanley & Co., Inc.
|
|
|
|
18,000
|
|
|
|
|
(9
|
)
|
Graco, Inc., Strike Price USD 40.67, Expires 3/15/11, Broker UBS Securities LLC
|
|
|
|
8,700
|
|
|
|
|
(19,822
|
)
|
H&R Block, Inc., Strike Price USD 13.35, Expires 3/15/11, Broker UBS Securities LLC
|
|
|
|
65,000
|
|
|
|
|
(26,833
|
)
|
Harleysville Group, Inc., Strike Price USD 37.17, Expires 3/07/11, Broker Citigroup Global Markets, Inc.
|
|
|
|
9,500
|
|
|
|
|
(2,246
|
)
|
Home Properties, Inc., Strike Price USD 55.64, Expires 3/28/11, Broker Credit Suisse First Boston
|
|
|
|
18,000
|
|
|
|
|
(23,044
|
)
|
Hormel Foods Corp., Strike Price USD 52.50, Expires 3/21/11, Broker Jefferies & Co., Inc.
|
|
|
|
285
|
|
|
|
|
(4,370
|
)
|
McCormick & Co., Inc., Strike Price USD 47.10, Expires 3/24/11, Broker Citigroup Global Markets, Inc.
|
|
|
|
15,000
|
|
|
|
|
(3,302
|
)
|
McGrath RentCorp, Strike Price USD 26.26, Expires 2/09/11, Broker Citigroup Global Markets, Inc.
|
|
|
|
10,400
|
|
|
|
|
(938
|
)
|
MDU Resources Group, Inc., Strike Price USD 20.58, Expires 3/04/11, Broker Morgan Stanley & Co., Inc.
|
|
|
|
38,000
|
|
|
|
|
(54,755
|
)
|
Mercury General Corp., Strike Price USD 42.89, Expires 3/04/11, Broker UBS Securities LLC
|
|
|
|
11,500
|
|
|
|
|
(21,998
|
)
|
Meredith Corp., Strike Price USD 35.75, Expires 2/01/11, Broker Jefferies & Co., Inc.
|
|
|
|
87
|
|
|
|
|
|
|
Meridian Bioscience, Inc., Strike Price USD 24.07, Expires 2/01/11, Broker Morgan Stanley & Co., Inc.
|
|
|
|
13,000
|
|
|
|
|
|
|
MGE Energy, Inc., Strike Price USD 42.27, Expires 2/01/11, Broker Citigroup Global Markets, Inc.
|
|
|
|
8,000
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Contracts
|
|
Value
|
Options Written
|
|
|
|
|
|
|
|
|
|
|
Over-the-Counter Call Options Written (continued)
|
|
|
|
|
|
|
|
|
|
|
Middlesex Water Co., Strike Price USD 19.01, Expires 3/14/11, Broker UBS Securities LLC
|
|
|
|
13,400
|
|
|
|
$
|
(1,818
|
)
|
Mine Safety Appliances Co., Strike Price USD 29.93, Expires 2/04/11, Broker Morgan Stanley & Co., Inc.
|
|
|
|
14,500
|
|
|
|
|
(18,300
|
)
|
Myers Industries, Inc., Strike Price USD 9.56, Expires 3/25/11, Broker Morgan Stanley & Co., Inc.
|
|
|
|
22,000
|
|
|
|
|
(16,350
|
)
|
NACCO Industries, Inc., Class A, Strike Price USD 118.70, Expires 3/15/11, Broker UBS Securities LLC
|
|
|
|
5,000
|
|
|
|
|
(7,073
|
)
|
National Retail Properties, Inc., Strike Price USD 26.50, Expires 3/21/11, Broker Jefferies & Co., Inc.
|
|
|
|
180
|
|
|
|
|
(2,722
|
)
|
New Jersey Resources Corp., Strike Price USD 44.04, Expires 2/14/11, Broker Citigroup Global Markets, Inc.
|
|
|
|
10,000
|
|
|
|
|
(1,780
|
)
|
New Jersey Resources Corp., Strike Price USD 43.58, Expires 3/07/11, Broker Barclays Capital, Inc.
|
|
|
|
14,600
|
|
|
|
|
(9,332
|
)
|
Northeast Utilities, Strike Price USD 32.02, Expires 3/11/11, Broker Morgan Stanley & Co., Inc.
|
|
|
|
33,100
|
|
|
|
|
(54,433
|
)
|
Northwest Natural Gas Co., Strike Price USD 47.20, Expires 2/14/11, Broker Jefferies & Co., Inc.
|
|
|
|
161
|
|
|
|
|
(103
|
)
|
NSTAR, Strike Price USD 42.91, Expires 2/11/11, Broker JPMorgan Chase Securities
|
|
|
|
14,000
|
|
|
|
|
(11,517
|
)
|
Old Republic International Corp., Strike Price USD 13.01, Expires 2/01/11, Broker Citigroup Global Markets, Inc.
|
|
|
|
47,000
|
|
|
|
|
|
|
Otter Tail Corp., Strike Price USD 23.08, Expires 3/15/11, Broker UBS Securities LLC
|
|
|
|
11,300
|
|
|
|
|
(4,813
|
)
|
Peidmont Natural Gas, Strike Price USD 28.25, Expires 3/11/11, Broker Jefferies & Co., Inc.
|
|
|
|
200
|
|
|
|
|
(15,193
|
)
|
Pentair, Inc., Strike Price USD 36.75, Expires 2/22/11, Broker Morgan Stanley & Co., Inc.
|
|
|
|
14,900
|
|
|
|
|
(10,372
|
)
|
Pentair, Inc., Strike Price USD 36.75, Expires 3/04/11, Broker Morgan Stanley & Co., Inc.
|
|
|
|
14,900
|
|
|
|
|
(13,074
|
)
|
Raven Industries, Inc., Strike Price USD 49.27, Expires 2/22/11, Broker Citigroup Global Markets, Inc.
|
|
|
|
8,500
|
|
|
|
|
(5,653
|
)
|
RPM International, Inc., Strike Price USD 24.06, Expires 3/24/11, Broker Goldman Sachs & Co.
|
|
|
|
30,000
|
|
|
|
|
(12,610
|
)
|
S&T BanCorp, Inc., Strike Price USD 22.95, Expires 3/25/11, Broker UBS Securities LLC
|
|
|
|
6,000
|
|
|
|
|
(2,769
|
)
|
SJW Corp., Strike Price USD 26.20, Expires 3/15/11, Broker Goldman Sachs & Co.
|
|
|
|
9,000
|
|
|
|
|
(2,236
|
)
|
South Jersey Industries, Inc., Strike Price USD 53.53, Expires 2/14/11, Broker Morgan Stanley & Co., Inc.
|
|
|
|
16,000
|
|
|
|
|
(4,780
|
)
|
Stepan Co., Strike Price USD 77.62, Expires 2/11/11, Broker UBS Securities LLC
|
|
|
|
4,800
|
|
|
|
|
(307
|
)
|
SUPERVALU, Inc., Strike Price USD 9.50, Expires 2/15/11, Broker Jefferies & Co., Inc.
|
|
|
|
334
|
|
|
|
|
(12
|
)
|
Teleflex, Inc., Strike Price USD 55.95, Expires 2/25/11, Broker Citigroup Global Markets, Inc.
|
|
|
|
10,600
|
|
|
|
|
(19,014
|
)
|
Tennant Co., Strike Price USD 36.64, Expires 3/07/11, Broker Barclays Capital, Inc.
|
|
|
|
12,500
|
|
|
|
|
(51,598
|
)
|
Trustmark Corp., Strike Price USD 24.89, Expires 2/11/11, Broker Morgan Stanley & Co., Inc.
|
|
|
|
12,000
|
|
|
|
|
(1,637
|
)
|
UDR, Inc., Strike Price USD 22.50, Expires 2/25/11, Broker Credit Suisse First Boston
|
|
|
|
30,000
|
|
|
|
|
(36,646
|
)
|
UGI Corp., Strike Price USD 31.90, Expires 2/22/11, Broker Jefferies & Co., Inc.
|
|
|
|
210
|
|
|
|
|
(7,361
|
)
|
United Bankshares, Inc., Strike Price USD 31, Expires 3/21/11, Broker Jefferies & Co., Inc.
|
|
|
|
176
|
|
|
|
|
(3,762
|
)
|
Universal Corp., Strike Price USD 38.70, Expires 3/15/11, Broker Morgan Stanley & Co., Inc.
|
|
|
|
3,650
|
|
|
|
|
(4,139
|
)
|
Universal Corp., Strike Price USD 38.70, Expires 3/25/11, Broker Morgan Stanley & Co., Inc.
|
|
|
|
3,650
|
|
|
|
|
(4,709
|
)
|
Universal Health Realty Income Trust, Strike Price USD 36.73, Expires 3/14/11, Broker UBS Securities LLC
|
|
|
|
8,700
|
|
|
|
|
(4,008
|
)
|
Valley National BanCorp, Strike Price USD 14.35, Expires 2/28/11, Broker Citigroup Global Markets, Inc.
|
|
|
|
26,000
|
|
|
|
|
(439
|
)
|
Vector Group Ltd., Strike Price USD 16.48, Expires 3/10/11, Broker Goldman Sachs & Co.
|
|
|
|
38,800
|
|
|
|
|
(10,613
|
)
|
Vectren Corp., Strike Price USD 26.65, Expires 3/08/11, Broker UBS Securities LLC
|
|
|
|
9,000
|
|
|
|
|
(4,736
|
)
|
Vectren Corp., Strike Price USD 26.56, Expires 3/31/11, Broker Goldman Sachs & Co.
|
|
|
|
13,300
|
|
|
|
|
(9,442
|
)
|
Weingarten Realty Investors, Strike Price USD 23.25, Expires 2/04/11, Broker JPMorgan Chase Securities
|
|
|
|
19,300
|
|
|
|
|
(24,463
|
)
|
WesBanco, Inc., Strike Price USD 18.98, Expires 3/15/11, Broker UBS Securities LLC
|
|
|
|
12,000
|
|
|
|
|
(8,944
|
)
|
WGL Holdings, Inc., Strike Price USD 36.40, Expires 2/04/11, Broker Goldman Sachs & Co.
|
|
|
|
16,100
|
|
|
|
|
(2,420
|
)
|
|
|
|
|
|
|
|
|
|
|
|
Total Over-the-Counter Call Options Written
|
|
|
|
|
|
|
|
|
(875,768
|
)
|
|
|
|
|
|
|
|
|
|
|
|
Total Options Written
(Premiums Received $1,584,237) (0.5)%
|
|
|
|
|
|
|
|
|
(1,724,747
|
)
|
|
|
|
|
|
|
|
|
|
|
|
Total Investments Net of Outstanding Options Written 99.1%
|
|
|
|
|
|
|
|
|
308,160,406
|
|
Other Assets in Excess of Liabilities 0.9%
|
|
|
|
|
|
|
|
|
2,832,458
|
|
|
|
|
|
|
|
|
|
|
|
|
Net Assets 100.0%
|
|
|
|
|
|
|
|
$
|
310,992,864
|
|
|
|
|
|
|
|
|
|
|
|
|