Location: Novato, CA
CIK: 0001145255 · Show all filings
Period: Q4 2017 (← Previous) (Next →)
Filing Date: Jan 23, 2018
Total Value: $3.259B (100.0% shares, 0.0% debt)
| Ticker | Issuer | Shares | Value | % | Est. Cost | Unrealized | Class | CUSIP |
|---|---|---|---|---|---|---|---|---|
| LNG | CHENIERE ENERGY INC | 1,286,917 | $69.29M | 2.1% | $39.26 | +22.9% | COM NEW | 16411R208 |
| NGG | NATIONAL GRID PLC | 1,140,345 | $67.06M | 2.1% | $62.61 | — | SPON ADR NEW | 636274409 |
| ENB | ENBRIDGE INC | 1,710,765 | $66.91M | 2.1% | $23.83 | -2.2% | COM | 29250N105 |
| KMI | KINDER MORGAN INC DEL | 3,699,101 | $66.84M | 2.1% | $16.86 | -32.4% | COM | 49456B101 |
| — | TRANSCANADA CORP | 1,366,853 | $66.48M | 2.0% | $44.23 | — | COM | 89353D107 |
| D | DOMINION ENERGY INC | 814,796 | $66.05M | 2.0% | $38.66 | +45.9% | COM | 25746U109 |
| ATO | ATMOS ENERGY CORP | 743,086 | $63.82M | 2.0% | $40.36 | +79.4% | COM | 049560105 |
| SRE | SEMPRA ENERGY | 569,340 | $60.87M | 1.9% | $30.45 | +46.3% | COM | 816851109 |
| XPO | XPO LOGISTICS INC | 493,900 | $45.24M | 1.4% | $24.05 | +6.3% | COM | 983793100 |
| WEC | WEC ENERGY GROUP INC | 660,740 | $43.89M | 1.3% | $35.78 | +44.5% | COM | 92939U106 |
| SO | SOUTHERN CO | 910,200 | $43.77M | 1.3% | $35.55 | +2.6% | COM | 842587107 |
| PCG | PG&E CORP | 942,849 | $42.27M | 1.3% | $42.57 | +30.1% | COM | 69331C108 |
| LNWO | SCIENTIFIC GAMES CORP | 822,100 | $42.17M | 1.3% | $41.84 | +16.5% | CL A | 80874P109 |
| WGO | WINNEBAGO INDS INC | 747,600 | $41.57M | 1.3% | $47.40 | +5.9% | COM | 974637100 |
| THO | THOR INDS INC | 270,420 | $40.76M | 1.3% | $75.21 | +56.0% | COM | 885160101 |
| TNET | TRINET GROUP INC | 895,500 | $39.71M | 1.2% | $36.79 | +6.0% | COM | 896288107 |
| NI | NISOURCE INC | 1,486,781 | $38.17M | 1.2% | $11.29 | +80.4% | COM | 65473P105 |
| BLDR | BUILDERS FIRSTSOURCE INC | 1,733,400 | $37.77M | 1.2% | $18.96 | 0.0% | COM | 12008R107 |
| SITE | SITEONE LANDSCAPE SUPPLY INC COM | 486,400 | $37.31M | 1.1% | $67.74 | 0.0% | COM | 82982L103 |
| — | PINNACLE ENTMT INC NEW | 1,130,700 | $37.01M | 1.1% | $32.73 | — | COM | 72348Y105 |
| — | HOLLYFRONTIER CORP | 717,600 | $36.76M | 1.1% | $51.22 | — | COM | 436106108 |
| LGIH | LGI HOMES INC | 483,100 | $36.25M | 1.1% | $63.51 | 0.0% | COM | 50187T106 |
| CVI | CVR ENERGY INC | 970,600 | $36.15M | 1.1% | $16.44 | 0.0% | COM | 12662P108 |
| AA | ALCOA CORP | 661,800 | $35.65M | 1.1% | $43.68 | 0.0% | COM | 013872106 |
| DUK | DUKE ENERGY CORP NEW | 423,787 | $35.65M | 1.1% | $51.67 | +21.3% | COM | 26441C204 |
| PENN | PENN NATL GAMING INC | 1,128,200 | $35.35M | 1.1% | $26.99 | 0.0% | COM | 707569109 |
| KBH | KB HOME | 1,071,600 | $34.24M | 1.1% | $25.81 | 0.0% | COM | 48666K109 |
| ED | CONSOLIDATED EDISON INC | 399,936 | $33.98M | 1.0% | $40.03 | +60.1% | COM | 209115104 |
| BCC | BOISE CASCADE CO DEL | 835,500 | $33.34M | 1.0% | $24.90 | 0.0% | COM | 09739D100 |
| — | MERITOR INC | 1,415,600 | $33.21M | 1.0% | $22.37 | — | COM | 59001K100 |
| — | AMERICAN EQTY INVT LIFE HLD CO COM | 1,065,600 | $32.75M | 1.0% | $30.73 | — | COM | 025676206 |
| PHM | PULTE GROUP INC | 982,500 | $32.67M | 1.0% | $28.36 | 0.0% | COM | 745867101 |
| DTE | DTE ENERGY CO | 297,604 | $32.58M | 1.0% | $46.09 | +56.8% | COM | 233331107 |
| KMPR | KEMPER CORP DEL | 468,000 | $32.24M | 1.0% | $64.49 | 0.0% | COM | 488401100 |
| HUN | HUNTSMAN CORP | 962,600 | $32.05M | 1.0% | $30.63 | 0.0% | COM | 447011107 |
| — | ON ASSIGNMENT INC | 497,800 | $31.99M | 1.0% | $64.27 | — | COM | 682159108 |
| PEG | PUBLIC SVC ENTERPRISE GROUP | 617,490 | $31.8M | 1.0% | $24.31 | +57.2% | COM | 744573106 |
| DAN | DANA INC | 973,700 | $31.17M | 1.0% | $25.71 | 0.0% | COM | 235825205 |
| RUSHA | RUSH ENTERPRISES INC | 609,200 | $30.95M | 0.9% | $21.72 | 0.0% | CL A | 781846209 |
| NRG | NRG ENERGY INC | 1,083,900 | $30.87M | 0.9% | $22.53 | 0.0% | COM | 629377508 |
| BCO | BRINKS CO | 386,365 | $30.41M | 0.9% | $36.44 | +103.5% | COM | 109696104 |
| KFY | KORN FERRY INTL | 733,200 | $30.34M | 0.9% | $36.98 | 0.0% | COM NEW | 500643200 |
| VC | VISTEON CORP | 240,800 | $30.13M | 0.9% | $126.08 | 0.0% | COM NEW | 92839U206 |
| CMS | CMS ENERGY CORP | 628,498 | $29.73M | 0.9% | $21.66 | +75.9% | COM | 125896100 |
| MTW | MANITOWOC CO INC | 753,200 | $29.63M | 0.9% | $38.67 | 0.0% | COM NEW | 563571405 |
| OGS | ONE GAS INC | 389,675 | $28.55M | 0.9% | $39.60 | +91.4% | COM | 68235P108 |
| — | SANDERSON FARMS INC | 199,200 | $27.64M | 0.8% | $138.78 | — | COM | 800013104 |
| ECPG | ENCORE CAP GROUP INC | 630,100 | $26.53M | 0.8% | $45.68 | 0.0% | COM | 292554102 |
| SWX | SOUTHWEST GAS HOLDINGS INC | 317,317 | $25.54M | 0.8% | $54.53 | +48.9% | COM | 844895102 |
| CNP | CENTERPOINT ENERGY INC | 899,028 | $25.5M | 0.8% | $15.88 | +43.2% | COM | 15189T107 |
| — | WGL HLDGS INC | 292,842 | $25.14M | 0.8% | $48.60 | — | COM | 92924F106 |
| SR | SPIRE INC | 308,491 | $23.18M | 0.7% | $70.15 | — | COM | 84857L101 |
| NFG | NATIONAL FUEL GAS CO N J | 417,924 | $22.95M | 0.7% | $62.15 | -8.1% | COM | 636180101 |
| — | VECTREN CORP | 329,628 | $21.43M | 0.7% | $39.97 | — | COM | 92240G101 |
| XEL | XCEL ENERGY INC | 428,399 | $20.61M | 0.6% | $21.50 | +79.4% | COM | 98389B100 |
| EQT | EQT CORP | 323,982 | $18.44M | 0.6% | $41.83 | -27.7% | COM | 26884L109 |
| FTS | FORTIS INC | 498,776 | $18.29M | 0.6% | $22.21 | +21.9% | COM | 349553107 |
| NJR | NEW JERSEY RES | 437,634 | $17.59M | 0.5% | $20.31 | +59.9% | COM | 646025106 |
| MDU | MDU RES GROUP INC | 617,407 | $16.6M | 0.5% | $7.75 | +3.7% | COM | 552690109 |
| ES | EVERSOURCE ENERGY | 243,075 | $15.36M | 0.5% | $36.71 | +29.5% | COM | 30040W108 |
| UGI | UGI CORP NEW | 325,752 | $15.29M | 0.5% | $36.28 | +31.7% | COM | 902681105 |
| EXC | EXELON CORP | 366,631 | $14.45M | 0.4% | $15.53 | +39.5% | COM | 30161N101 |
| PPL | PPL CORP | 466,419 | $14.44M | 0.4% | $19.77 | +25.8% | COM | 69351T106 |
| PAGP | PLAINS GP HLDGS L P | 644,255 | $14.14M | 0.4% | $33.42 | — | SH A REP LTPN | 72651A207 |
| VZ | VERIZON COMMUNICATIONS INC | 264,150 | $13.98M | 0.4% | $28.32 | +12.9% | COM | 92343V104 |
| — | NORTHWEST NAT GAS CO | 215,303 | $12.84M | 0.4% | $45.33 | — | COM | 667655104 |
| — | SOUTH JERSEY INDS INC | 400,671 | $12.51M | 0.4% | $37.46 | — | COM | 838518108 |
| CSCO | CISCO SYS INC | 325,460 | $12.46M | 0.4% | $21.09 | +32.6% | COM | 17275R102 |
| BKH | BLACK HILLS CORP | 203,747 | $12.25M | 0.4% | $44.38 | +2.4% | COM | 092113109 |
| CVX | CHEVRON CORP NEW | 97,375 | $12.19M | 0.4% | $70.90 | +17.8% | COM | 166764100 |
| IBM | INTERNATIONAL BUSINESS MACHS COM | 78,302 | $12.01M | 0.4% | $94.32 | +8.3% | COM | 459200101 |
| PFE | PFIZER INC | 317,300 | $11.49M | 0.4% | $17.97 | +32.4% | COM | 717081103 |
| KO | COCA COLA CO | 248,500 | $11.4M | 0.3% | $31.71 | +12.4% | COM | 191216100 |
| ABBV | ABBVIE INC | 117,400 | $11.35M | 0.3% | $39.67 | +68.6% | COM | 00287Y109 |
| XOM | EXXON MOBIL CORP | 133,960 | $11.2M | 0.3% | $55.37 | +3.2% | COM | 30231G102 |
| BA | BOEING CO | 36,650 | $10.81M | 0.3% | $119.27 | +115.8% | COM | 097023105 |
| CAT | CATERPILLAR INC DEL | 66,450 | $10.47M | 0.3% | $60.31 | +92.9% | COM | 149123101 |
| VFC | V F CORP | 139,400 | $10.32M | 0.3% | $49.43 | +33.7% | COM | 918204108 |
| HIFS | HINGHAM INSTN SVGS MASS | 48,000 | $9.936M | 0.3% | $55.69 | +230.8% | COM | 433323102 |
| — | OPUS BK IRVINE CALIF | 355,000 | $9.692M | 0.3% | $23.89 | — | COM | 684000102 |
| BANC | BANC OF CALIFORNIA INC | 465,000 | $9.602M | 0.3% | $16.44 | +5.5% | COM | 05990K106 |
| AEE | AMEREN CORP | 161,240 | $9.512M | 0.3% | $27.01 | +80.1% | COM | 023608102 |
| — | BROOKLINE BANCORP INC DEL | 605,000 | $9.499M | 0.3% | $11.51 | — | COM | 11373M107 |
| HPQ | HP INC | 425,700 | $8.944M | 0.3% | $9.96 | +63.1% | COM | 40434L105 |
| EXTR | EXTREME NETWORKS INC | 673,600 | $8.433M | 0.3% | $5.99 | +106.0% | COM | 30226D106 |
| — | FCB FINL HLDGS INC | 160,000 | $8.128M | 0.2% | $38.42 | — | CL A | 30255G103 |
| UPS | UNITED PARCEL SERVICE INC | 68,100 | $8.114M | 0.2% | $75.01 | +15.0% | CL B | 911312106 |
| — | TELLURIAN INC NEW | 825,690 | $8.042M | 0.2% | $10.68 | — | COM | 87968A104 |
| BRK/A | BERKSHIRE HATHAWAY INC - CL A | 27 | $8.035M | 0.2% | $220334.50 | +29.3% | CL A | 084670108 |
| — | MERIDIAN BANCORP INC MD | 385,000 | $7.931M | 0.2% | $12.57 | — | COM | 58958U103 |
| OCFC | OCEANFIRST FINL CORP | 290,000 | $7.613M | 0.2% | $13.20 | +50.7% | COM | 675234108 |
| BKU | BANKUNITED INC | 185,000 | $7.533M | 0.2% | $26.12 | +7.8% | COM | 06652K103 |
| KRO | KRONOS WORLDWIDE INC | 285,200 | $7.35M | 0.2% | $8.90 | +92.4% | COM | 50105F105 |
| — | KEMET CORP | 481,700 | $7.254M | 0.2% | $12.00 | — | COM NEW | 488360207 |
| VLO | VALERO ENERGY CORP NEW | 78,115 | $7.18M | 0.2% | $38.57 | +54.7% | COM | 91913Y100 |
| CPK | CHESAPEAKE UTILS CORP | 91,158 | $7.16M | 0.2% | $35.45 | +95.6% | COM | 165303108 |
| TGT | TARGET CORP | 109,600 | $7.151M | 0.2% | $53.34 | -9.9% | COM | 87612E106 |
| WAFD | WASHINGTON FED INC | 205,000 | $7.021M | 0.2% | $15.32 | +74.0% | COM | 938824109 |
| STRL | STERLING CONSTRUCTION CO INC COM | 429,300 | $6.989M | 0.2% | $9.13 | +80.5% | COM | 859241101 |
| — | IBERIABANK CORP | 90,000 | $6.975M | 0.2% | $82.47 | — | COM | 450828108 |
| LVS | LAS VEGAS SANDS CORP | 99,900 | $6.942M | 0.2% | $41.23 | +36.4% | COM | 517834107 |
| FFIC | FLUSHING FINL CORP | 250,000 | $6.875M | 0.2% | $10.56 | +82.2% | COM | 343873105 |
| — | GENERAL ELECTRIC CO | 389,384 | $6.795M | 0.2% | $24.70 | — | COM | 369604103 |
| PSX | PHILLIPS 66 | 66,800 | $6.757M | 0.2% | $57.27 | +21.0% | COM | 718546104 |
| — | ROYAL DUTCH SHELL PLC | 100,800 | $6.724M | 0.2% | $52.73 | — | SPON ADR A | 780259206 |
| — | SCANA CORP NEW | 168,466 | $6.702M | 0.2% | $53.67 | — | COM | 80589M102 |
| HSBC | HSBC HLDGS PLC | 128,200 | $6.62M | 0.2% | $40.82 | — | SPON ADR NEW | 404280406 |
| RIO | RIO TINTO PLC | 125,000 | $6.616M | 0.2% | $40.68 | — | SPONSORED ADR | 767204100 |
| CNOB | CONNECTONE BANCORP INC NEW | 255,000 | $6.566M | 0.2% | $20.17 | +7.4% | COM | 20786W107 |
| BP | BP PLC | 155,600 | $6.54M | 0.2% | $34.52 | — | COM | 055622104 |
| VOD | VODAFONE GROUP PLC NEW | 202,600 | $6.463M | 0.2% | $26.43 | — | SPONSORED ADR | 92857W308 |
| — | STATOIL ASA | 299,400 | $6.413M | 0.2% | $17.18 | — | SPONSORED ADR | 85771P102 |
| — | DIME CMNTY BANCSHARES | 305,000 | $6.39M | 0.2% | $20.40 | — | COM | 253922108 |
| ARCO | ARCOS DORADOS HOLDINGS INC | 614,800 | $6.363M | 0.2% | $5.48 | +58.5% | SHS CLASS - A - | G0457F107 |
| EGBN | EAGLE BANCORP INC MD | 108,000 | $6.253M | 0.2% | $38.84 | +28.7% | COM | 268948106 |
| LYB | LYONDELLBASELL INDUSTRIES N V SHS - A - | 56,400 | $6.222M | 0.2% | $50.58 | +25.5% | SHS - A - | N53745100 |
| AZN | ASTRAZENECA PLC | 177,600 | $6.163M | 0.2% | $31.14 | — | SPONSORED ADR | 046353108 |
| LNT | ALLIANT ENERGY CORP | 143,008 | $6.094M | 0.2% | $23.87 | +41.6% | COM | 018802108 |
| SU | SUNCOR ENERGY INC NEW | 165,500 | $6.077M | 0.2% | $21.23 | +20.6% | COM | 867224107 |
| CC | CHEMOURS CO | 120,500 | $6.032M | 0.2% | $22.02 | +74.4% | COM | 163851108 |
| EMR | EMERSON ELEC CO | 86,200 | $6.007M | 0.2% | $40.96 | +30.1% | COM | 291011104 |
| MFC | MANULIFE FINL CORP | 286,400 | $5.974M | 0.2% | $17.52 | +18.6% | COM | 56501R106 |
| OXY | OCCIDENTAL PETE CORP DEL | 80,360 | $5.919M | 0.2% | $55.86 | -1.3% | COM | 674599105 |
| — | CAPSTAR FINL HLDGS INC | 280,000 | $5.816M | 0.2% | $19.76 | — | COM | 14070T102 |
| GM | GENERAL MTRS CO | 141,300 | $5.792M | 0.2% | $29.05 | +30.3% | COM | 37045V100 |
| SKYW | SKYWEST INC | 108,900 | $5.783M | 0.2% | $35.67 | +37.2% | COM | 830879102 |
| TD | TORONTO DOMINION BK ONT | 98,600 | $5.776M | 0.2% | $46.48 | +22.9% | COM NEW | 891160509 |
| RY | ROYAL BK CDA MONTREAL QUE | 70,700 | $5.773M | 0.2% | $65.99 | +20.2% | COM | 780087102 |
| CMCO | COLUMBUS MCKINNON CORP N Y | 143,900 | $5.753M | 0.2% | $24.52 | +46.1% | COM | 199333105 |
| IP | INTL PAPER CO | 99,100 | $5.742M | 0.2% | $28.79 | +30.6% | COM | 460146103 |
| — | TOTAL S A | 103,700 | $5.733M | 0.2% | $50.42 | — | SPONSORED ADR | 89151E109 |
| PG | PROCTER AND GAMBLE CO | 61,950 | $5.692M | 0.2% | $64.40 | +12.8% | COM | 742718109 |
| ETN | EATON CORP PLC | 72,000 | $5.689M | 0.2% | $51.08 | +29.7% | SHS | G29183103 |
| BCE | BCE INC | 117,400 | $5.636M | 0.2% | $24.81 | +16.0% | COM NEW | 05534B760 |
| — | TRONOX LTD | 267,800 | $5.493M | 0.2% | $18.45 | — | SHS CL A | Q9235V101 |
| BNS | BANK N S HALIFAX | 85,000 | $5.485M | 0.2% | $32.65 | +29.9% | COM | 064149107 |
| — | GREEN BANCORP INC | 270,000 | $5.481M | 0.2% | $17.04 | — | COM | 39260X100 |
| BMO | BANK MONTREAL QUE | 68,200 | $5.457M | 0.2% | $43.53 | +28.6% | COM | 063671101 |
| — | XENITH BANKSHARES INC NEW | 160,000 | $5.413M | 0.2% | $26.29 | — | COM NEW | 984102202 |
| BANR | BANNER CORP | 97,500 | $5.374M | 0.2% | $30.66 | +40.7% | COM NEW | 06652V208 |
| — | THOMSON REUTERS CORP | 122,100 | $5.322M | 0.2% | $38.97 | — | COM | 884903105 |
| F | FORD MTR CO DEL | 418,045 | $5.221M | 0.2% | $7.85 | +2.1% | COM PAR $0.01 | 345370860 |
| — | STERLING BANCORP DEL | 210,000 | $5.166M | 0.2% | $24.60 | — | COM | 85917A100 |
| OSK | OSHKOSH CORP | 56,700 | $5.153M | 0.2% | $59.83 | +28.6% | COM | 688239201 |
| PM | PHILIP MORRIS INTL INC | 48,400 | $5.113M | 0.2% | $56.69 | +22.7% | COM | 718172109 |
| GIS | GENERAL MLS INC | 84,900 | $5.034M | 0.2% | $44.62 | -9.2% | COM | 370334104 |
| CVSA | ADTALEM GLOBAL ED INC | 119,400 | $5.021M | 0.2% | $37.28 | +5.1% | COM | 00737L103 |
| MET | METLIFE INC | 99,300 | $5.021M | 0.2% | $31.40 | +27.1% | COM | 59156R108 |
| MO | ALTRIA GROUP INC | 70,000 | $4.999M | 0.2% | $27.52 | +33.2% | COM | 02209S103 |
| AVA | AVISTA CORP | 95,572 | $4.921M | 0.2% | $19.35 | +90.2% | COM | 05379B107 |
| PATK | PATRICK INDS INC | 70,200 | $4.875M | 0.1% | $32.59 | +11.8% | COM | 703343103 |
| — | SPX CORP | 154,900 | $4.862M | 0.1% | $24.25 | — | COM | 784635104 |
| — | PACWEST BANCORP DEL | 95,000 | $4.788M | 0.1% | $44.23 | — | COM | 695263103 |
| T | AT&T INC | 123,060 | $4.785M | 0.1% | $14.16 | +7.7% | COM | 00206R102 |
| AAPL | APPLE INC | 28,249 | $4.781M | 0.1% | $28.37 | +37.7% | COM | 037833100 |
| AQN | ALGONQUIN PWR UTILS CORP | 423,664 | $4.728M | 0.1% | $5.48 | +32.3% | COM | 015857105 |
| — | CHINA MOBILE LIMITED | 92,800 | $4.69M | 0.1% | $55.23 | — | SPONSORED ADR | 16941M109 |
| FCX | FREEPORT-MCMORAN INC | 242,700 | $4.602M | 0.1% | $13.03 | +5.0% | CL B | 35671D857 |
| — | FIRST CONN BANCORP INC MD | 175,000 | $4.576M | 0.1% | $16.75 | — | COM | 319850103 |
| NWE | NORTHWESTERN CORP | 76,398 | $4.561M | 0.1% | $29.01 | +46.6% | COM NEW | 668074305 |
| CENT | CENTRAL GARDEN & PET CO | 115,400 | $4.491M | 0.1% | $27.02 | +11.0% | COM | 153527106 |
| — | GLAXOSMITHKLINE PLC | 125,400 | $4.448M | 0.1% | $42.16 | — | SPONSORED ADR | 37733W105 |
| STLD | STEEL DYNAMICS INC | 102,700 | $4.429M | 0.1% | $29.67 | +9.4% | COM | 858119100 |
| UNM | UNUM GROUP | 80,300 | $4.408M | 0.1% | $40.01 | +34.2% | COM | 91529Y106 |
| INDB | INDEPENDENT BANK CORP MASS | 62,500 | $4.366M | 0.1% | $31.15 | +80.4% | COM | 453836108 |
| KRNY | KEARNY FINL CORP MD | 300,000 | $4.335M | 0.1% | $11.51 | +29.0% | COM | 48716P108 |
| — | AVANGRID INC | 85,200 | $4.309M | 0.1% | $45.71 | — | COM | 05351W103 |
| — | COSAN LTD | 432,300 | $4.193M | 0.1% | $8.54 | — | SHS A | G25343107 |
| LNC | LINCOLN NATL CORP IND | 54,500 | $4.189M | 0.1% | $47.98 | +12.1% | COM | 534187109 |
| INTC | INTEL CORP | 89,550 | $4.134M | 0.1% | $31.42 | +16.3% | COM | 458140100 |
| WTFC | WINTRUST FINL CORP | 50,000 | $4.119M | 0.1% | $41.78 | +92.7% | COM | 97650W108 |
| — | UNIVAR INC | 130,900 | $4.053M | 0.1% | $30.66 | — | COM | 91336L107 |
| — | TRINSEO S A | 55,200 | $4.008M | 0.1% | $67.10 | — | COM | L9340P101 |
| GEF | GREIF INC | 66,100 | $4.004M | 0.1% | $40.48 | +4.7% | CL A | 397624107 |
| — | UNITED FINL BANCORP INC NEW | 225,000 | $3.969M | 0.1% | $13.55 | — | COM | 910304104 |
| JPM | JPMORGAN CHASE & CO. | 35,370 | $3.782M | 0.1% | $65.85 | +23.5% | COM | 46625H100 |
| TWI | TITAN INTL INC ILL | 291,200 | $3.751M | 0.1% | $11.72 | -6.2% | COM | 88830M102 |
| ACCO | ACCO BRANDS CORP | 300,300 | $3.664M | 0.1% | $9.07 | -1.1% | COM | 00081T108 |
| UNP | UNION PAC CORP | 27,198 | $3.647M | 0.1% | $74.66 | +35.0% | COM | 907818108 |
| ET | ENERGY TRANSFER EQUITY L P | 208,500 | $3.599M | 0.1% | $19.73 | — | COM UT LTD PTN | 29273V100 |
| — | BOFI HLDG INC | 120,000 | $3.588M | 0.1% | $29.90 | — | COM | 05566U108 |
| MSBI | MIDLAND STS BANCORP INC ILL | 110,000 | $3.573M | 0.1% | $19.21 | +12.5% | COM | 597742105 |
| SAIC | SCIENCE APPLICATNS INTL CP NEW COM | 46,659 | $3.573M | 0.1% | $76.71 | -5.7% | COM | 808625107 |
| — | CENTURYLINK INC | 212,100 | $3.538M | 0.1% | $27.27 | — | COM | 156700106 |
| TTMI | TTM TECHNOLOGIES INC | 219,500 | $3.44M | 0.1% | $13.03 | +23.4% | COM | 87305R109 |
| WLDN | WILLDAN GROUP INC | 143,400 | $3.433M | 0.1% | $28.51 | -4.8% | COM | 96924N100 |
| PFS | PROVIDENT FINL SVCS INC | 125,000 | $3.371M | 0.1% | $10.41 | +74.9% | COM | 74386T105 |
| — | K12 INC | 211,400 | $3.361M | 0.1% | $19.15 | — | COM | 48273U102 |
| NSIT | INSIGHT ENTERPRISES INC | 87,300 | $3.343M | 0.1% | $40.89 | +0.0% | COM | 45765U103 |
| ZEUS | OLYMPIC STEEL INC | 154,400 | $3.318M | 0.1% | $22.72 | -10.3% | COM | 68162K106 |
| TPC | TUTOR PERINI CORP | 128,700 | $3.263M | 0.1% | $29.67 | -10.3% | COM | 901109108 |
| — | BENEFICIAL BANCORP INC | 195,000 | $3.208M | 0.1% | $12.18 | — | COM | 08171T102 |
| V | VISA INC | 28,120 | $3.206M | 0.1% | $75.76 | +37.8% | CL A | 92826C839 |
| — | MCDERMOTT INTL INC | 481,100 | $3.166M | 0.1% | $6.75 | — | COM | 580037109 |
| BBY | BEST BUY INC | 46,100 | $3.156M | 0.1% | $21.95 | +100.2% | COM | 086516101 |
| — | SIERRA WIRELESS INC | 154,300 | $3.155M | 0.1% | $26.55 | — | COM | 826516106 |
| TROW | PRICE T ROWE GROUP INC | 29,900 | $3.137M | 0.1% | $51.39 | +39.6% | COM | 74144T108 |
| DXPE | DXP ENTERPRISES INC NEW | 102,600 | $3.034M | 0.1% | $35.69 | -18.5% | COM NEW | 233377407 |
| — | PLATFORM SPECIALTY PRODS CORP COM | 301,600 | $2.992M | 0.1% | $13.02 | — | COM | 72766Q105 |
| DAL | DELTA AIR LINES INC DEL | 53,200 | $2.979M | 0.1% | $42.97 | +11.2% | COM NEW | 247361702 |
| CASH | META FINL GROUP INC | 32,000 | $2.965M | 0.1% | $26.63 | +4.5% | COM | 59100U108 |
| GAP | GAP INC DEL | 86,700 | $2.953M | 0.1% | $20.96 | +7.0% | COM | 364760108 |
| DE | DEERE & CO | 18,700 | $2.927M | 0.1% | $70.80 | +74.8% | COM | 244199105 |
| MGEE | MGE ENERGY INC | 46,229 | $2.917M | 0.1% | $30.41 | +79.9% | COM | 55277P104 |
| VYX | NCR CORP NEW | 85,100 | $2.893M | 0.1% | $22.45 | -9.6% | COM | 62886E108 |
| MA | MASTERCARD INCORPORATED | 18,768 | $2.841M | 0.1% | $110.44 | +28.8% | CL A | 57636Q104 |
| — | VARIAN MED SYS INC | 25,500 | $2.834M | 0.1% | $91.45 | — | COM | 92220P105 |
| HOPE | HOPE BANCORP INC | 155,000 | $2.829M | 0.1% | $18.95 | -4.3% | COM | 43940T109 |
| — | CLIFTON BANCORP INC | 165,000 | $2.822M | 0.1% | $12.80 | — | COM | 186873105 |
| AMP | AMERIPRISE FINL INC | 16,600 | $2.813M | 0.1% | $104.37 | +31.1% | COM | 03076C106 |
| TEVA | TEVA PHARMACEUTICAL INDS LTD SPONSORED ADR | 147,300 | $2.791M | 0.1% | $32.09 | — | SPONSORED ADR | 881624209 |
| UTL | UNITIL CORP | 60,198 | $2.746M | 0.1% | $32.22 | +55.8% | COM | 913259107 |
| DRI | DARDEN RESTAURANTS INC | 27,500 | $2.641M | 0.1% | $48.81 | +38.2% | COM | 237194105 |
| GS | GOLDMAN SACHS GROUP INC | 10,190 | $2.596M | 0.1% | $176.15 | +16.5% | COM | 38141G104 |
| — | SPRINT CORP | 438,100 | $2.58M | 0.1% | $8.68 | — | COM SER 1 | 85207U105 |
| LEA | LEAR CORP | 14,500 | $2.562M | 0.1% | $119.79 | +24.5% | COM NEW | 521865204 |
| LMT | LOCKHEED MARTIN CORP | 7,900 | $2.536M | 0.1% | $208.00 | +21.9% | COM | 539830109 |
| KLAC | KLA-TENCOR CORP | 23,998 | $2.521M | 0.1% | $76.58 | +21.3% | COM | 482480100 |
| — | AK STL HLDG CORP | 442,200 | $2.503M | 0.1% | $7.19 | — | COM | 001547108 |
| DG | DOLLAR GEN CORP NEW | 26,900 | $2.502M | 0.1% | $66.66 | +16.2% | COM | 256677105 |
| LUV | SOUTHWEST AIRLS CO | 38,200 | $2.5M | 0.1% | $21.50 | +147.1% | COM | 844741108 |
| YUM | YUM BRANDS INC | 30,400 | $2.481M | 0.1% | $55.90 | +22.0% | COM | 988498101 |
| CMI | CUMMINS INC | 13,900 | $2.455M | 0.1% | $76.20 | +81.4% | COM | 231021106 |
| MSFT | MICROSOFT CORP | 28,240 | $2.416M | 0.1% | $75.26 | 0.0% | COM | 594918104 |
| APD | AIR PRODS & CHEMS INC | 14,600 | $2.396M | 0.1% | $113.38 | +14.9% | COM | 009158106 |
| BIIB | BIOGEN INC | 7,500 | $2.389M | 0.1% | $283.28 | +13.2% | COM | 09062X103 |
| TPR | TAPESTRY INC | 54,000 | $2.388M | 0.1% | $32.95 | 0.0% | COM | 876030107 |
| HPE | HEWLETT PACKARD ENTERPRISE CO COM | 165,619 | $2.378M | 0.1% | $10.32 | +7.0% | COM | 42824C109 |
| JBHT | HUNT J B TRANS SVCS INC | 20,600 | $2.369M | 0.1% | $89.29 | +12.0% | COM | 445658107 |
| AAL | AMERICAN AIRLS GROUP INC | 44,900 | $2.336M | 0.1% | $38.91 | +24.7% | COM | 02376R102 |
| FBP | FIRST BANCORP P R | 445,000 | $2.27M | 0.1% | $2.88 | +41.2% | COM NEW | 318672706 |
| MCK | MCKESSON CORP | 14,300 | $2.23M | 0.1% | $136.85 | +1.5% | COM | 58155Q103 |
| MRK | MERCK & CO INC | 38,950 | $2.192M | 0.1% | $43.00 | 0.0% | COM | 58933Y105 |
| GILD | GILEAD SCIENCES INC | 30,300 | $2.171M | 0.1% | $59.07 | -5.4% | COM | 375558103 |
| — | NORDSTROM INC | 45,400 | $2.151M | 0.1% | $68.00 | — | COM | 655664100 |
| HCA | HCA HEALTHCARE INC | 24,400 | $2.143M | 0.1% | $67.80 | +10.1% | COM | 40412C101 |
| SWKS | SKYWORKS SOLUTIONS INC | 22,100 | $2.098M | 0.1% | $56.47 | +54.0% | COM | 83088M102 |
| — | L BRANDS INC | 34,500 | $2.078M | 0.1% | $46.88 | — | COM | 501797104 |
| COR | AMERISOURCEBERGEN CORP | 22,200 | $2.038M | 0.1% | $66.41 | -4.6% | COM | 03073E105 |
| — | VERITIV CORP | 69,300 | $2.003M | 0.1% | $51.80 | — | COM | 923454102 |
| DIS | DISNEY WALT CO | 18,500 | $1.989M | 0.1% | $102.82 | -5.4% | COM DISNEY | 254687106 |
| GOOGL | ALPHABET INC | 1,886 | $1.987M | 0.1% | $51.24 | 0.0% | CAP STK CL A | 02079K305 |
| WU | WESTERN UN CO | 101,500 | $1.93M | 0.1% | $20.31 | — | COM | 959802109 |
| AZO | AUTOZONE INC | 2,700 | $1.921M | 0.1% | $732.79 | -12.8% | COM | 053332102 |
| UAL | UNITED CONTL HLDGS INC | 28,200 | $1.901M | 0.1% | $47.24 | +32.0% | COM | 910047109 |
| — | CBS CORP NEW | 31,800 | $1.876M | 0.1% | $68.97 | — | CL B | 124857202 |
| BAC | BANK AMER CORP | 63,000 | $1.86M | 0.1% | $11.26 | +102.3% | COM | 060505104 |
| QTWO | Q2 HLDGS INC | 50,000 | $1.843M | 0.1% | $38.54 | +6.3% | COM | 74736L109 |
| WAL | WESTERN ALLIANCE BANCORP | 32,500 | $1.84M | 0.1% | $30.34 | +59.3% | COM | 957638109 |
| HOG | HARLEY DAVIDSON INC | 35,600 | $1.811M | 0.1% | $57.86 | -16.0% | COM | 412822108 |
| SCHW | SCHWAB CHARLES CORP NEW | 35,000 | $1.798M | 0.1% | $40.35 | +4.4% | COM | 808513105 |
| BRK/B | BERKSHIRE HATHAWAY INC DEL | 9,000 | $1.784M | 0.1% | $138.45 | +37.1% | CL B NEW | 084670702 |
| AMZN | AMAZON COM INC | 1,522 | $1.78M | 0.1% | $55.02 | 0.0% | COM | 023135106 |
| — | INTERPUBLIC GROUP COS INC | 87,700 | $1.768M | 0.1% | $16.91 | -14.6% | COM | 460690100 |
| OMC | OMNICOM GROUP INC | 23,800 | $1.733M | 0.1% | $53.49 | +0.2% | COM | 681919106 |
| — | TOTAL SYS SVCS INC | 21,900 | $1.732M | 0.1% | $75.36 | — | COM | 891906109 |
| PYPL | PAYPAL HLDGS INC | 23,000 | $1.693M | 0.1% | $38.45 | +87.6% | COM | 70450Y103 |
| KR | KROGER CO | 61,600 | $1.691M | 0.1% | $24.94 | -21.4% | COM | 501044101 |
| AXP | AMERICAN EXPRESS CO | 17,000 | $1.688M | 0.1% | $77.65 | +9.8% | COM | 025816109 |
| MS | MORGAN STANLEY | 32,000 | $1.679M | 0.1% | $26.46 | +50.2% | COM | 617446448 |
| C | CITIGROUP INC | 22,500 | $1.674M | 0.1% | $38.75 | +45.7% | COM NEW | 172967424 |
| MCO | MOODYS CORP | 11,000 | $1.624M | 0.0% | $108.23 | +25.9% | COM | 615369105 |
| — | SUNTRUST BKS INC | 25,000 | $1.615M | 0.0% | $45.15 | — | COM | 867914103 |
| CAH | CARDINAL HEALTH INC | 26,000 | $1.593M | 0.0% | $60.37 | -19.7% | COM | 14149Y108 |
| RGCO | RGC RES INC | 56,849 | $1.539M | 0.0% | $15.34 | +81.4% | COM | 74955L103 |
| — | GUARANTY BANCSHARES INC TEX | 50,000 | $1.533M | 0.0% | $31.96 | — | COM | 400764106 |
| ALK | ALASKA AIR GROUP INC | 20,800 | $1.529M | 0.0% | $40.15 | +68.5% | COM | 011659109 |
| — | BLACKROCK INC | 2,920 | $1.5M | 0.0% | $513.70 | — | COM | 09247X101 |
| GPN | GLOBAL PMTS INC | 14,500 | $1.453M | 0.0% | $80.01 | +18.9% | COM | 37940X102 |
| — | PCM INC | 141,600 | $1.402M | 0.0% | $28.05 | — | COM | 69323K100 |
| PNC | PNC FINL SVCS GROUP INC | 9,500 | $1.371M | 0.0% | $57.37 | +82.4% | COM | 693475105 |
| META | FACEBOOK INC | 7,730 | $1.364M | 0.0% | $175.52 | 0.0% | CL A | 30303M102 |
| — | FOOT LOCKER INC | 29,000 | $1.36M | 0.0% | $70.89 | — | COM | 344849104 |
| HD | HOME DEPOT INC | 7,010 | $1.329M | 0.0% | $141.67 | 0.0% | COM | 437076102 |
| UNH | UNITEDHEALTH GROUP INC | 5,560 | $1.226M | 0.0% | $186.06 | 0.0% | COM | 91324P102 |
| AMT | AMERICAN TOWER CORP | 8,360 | $1.193M | 0.0% | $115.75 | 0.0% | COM | 03027X100 |
| FITB | FIFTH THIRD BANCORP | 38,000 | $1.153M | 0.0% | $13.45 | +59.8% | COM | 316773100 |
| — | RAYTHEON CO | 5,800 | $1.09M | 0.0% | $187.93 | — | COM NEW | 755111507 |
| ZION | ZIONS BANCORPORATION | 21,000 | $1.067M | 0.0% | $47.89 | 0.0% | COM | 989701107 |
| CTAS | CINTAS CORP | 6,800 | $1.06M | 0.0% | $35.02 | 0.0% | COM | 172908105 |
| WCN | WASTE CONNECTIONS INC | 14,920 | $1.058M | 0.0% | $66.07 | 0.0% | COM | 94106B101 |
| FTV | FORTIVE CORP | 13,230 | $957K | 0.0% | $44.30 | 0.0% | COM | 34959J108 |
| SHW | SHERWIN WILLIAMS CO | 2,330 | $955K | 0.0% | $122.31 | 0.0% | COM | 824348106 |
| ETR | ENTERGY CORP NEW | 11,560 | $941K | 0.0% | $22.06 | +40.1% | COM | 29364G103 |
| — | SHIRE PLC | 6,030 | $935K | 0.0% | $155.06 | — | SPONSORED ADR | 82481R106 |
| SBNY | SIGNATURE BK NEW YORK N Y | 6,500 | $892K | 0.0% | $128.00 | — | COM | 82669G104 |
| ICE | INTERCONTINENTAL EXCHANGE INC COM | 12,470 | $880K | 0.0% | $61.83 | 0.0% | COM | 45866F104 |
| RJF | RAYMOND JAMES FINANCIAL INC | 9,710 | $867K | 0.0% | $50.88 | 0.0% | COM | 754730109 |
| USB | US BANCORP DEL | 16,000 | $857K | 0.0% | $31.97 | +22.1% | COM NEW | 902973304 |
| — | FLEETCOR TECHNOLOGIES INC | 4,400 | $847K | 0.0% | $192.50 | — | COM | 339041105 |
| CFG | CITIZENS FINL GROUP INC | 20,000 | $840K | 0.0% | $18.04 | +55.3% | COM | 174610105 |
| COF | CAPITAL ONE FINL CORP | 8,000 | $797K | 0.0% | $59.64 | +33.0% | COM | 14040H105 |
| COST | COSTCO WHSL CORP NEW | 4,245 | $790K | 0.0% | $154.45 | 0.0% | COM | 22160K105 |
| STZ | CONSTELLATION BRANDS INC | 3,430 | $784K | 0.0% | $190.09 | 0.0% | CL A | 21036P108 |
| FRCB | FIRST REP BK SAN FRANCISCO CAL COM | 9,000 | $780K | 0.0% | $90.90 | +0.5% | COM | 33616C100 |
| — | COOPER COS INC | 3,530 | $769K | 0.0% | $217.85 | — | COM NEW | 216648402 |
| VMC | VULCAN MATLS CO | 5,910 | $759K | 0.0% | $113.72 | 0.0% | COM | 929160109 |
| REGN | REGENERON PHARMACEUTICALS | 2,010 | $756K | 0.0% | $402.77 | 0.0% | COM | 75886F107 |
| — | MICRO FOCUS INTERNATIONAL PLC SPON ADR NEW | 22,054 | $741K | 0.0% | $31.92 | — | SPON ADR NEW | 594837304 |
| NOC | NORTHROP GRUMMAN CORP | 2,380 | $730K | 0.0% | $263.02 | 0.0% | COM | 666807102 |
| EWBC | EAST WEST BANCORP INC | 12,000 | $730K | 0.0% | $42.66 | +14.7% | COM | 27579R104 |
| WFC | WELLS FARGO CO NEW | 11,000 | $667K | 0.0% | $37.00 | +21.9% | COM | 949746101 |
| CME | CME GROUP INC | 4,550 | $665K | 0.0% | $105.45 | 0.0% | COM CL A | 12572Q105 |
| SLB | SCHLUMBERGER LTD | 9,813 | $661K | 0.0% | $51.22 | 0.0% | COM | 806857108 |
| — | ALEXION PHARMACEUTICALS INC | 5,260 | $629K | 0.0% | $119.58 | — | COM | 015351109 |
| CRM | SALESFORCE COM INC | 6,090 | $623K | 0.0% | $100.69 | 0.0% | COM | 79466L302 |
| ORLY | O REILLY AUTOMOTIVE INC NEW | 2,500 | $601K | 0.0% | $14.89 | 0.0% | COM | 67103H107 |
| MNST | MONSTER BEVERAGE CORP NEW | 9,480 | $600K | 0.0% | $29.95 | 0.0% | COM | 61174X109 |
| MHK | MOHAWK INDS INC | 2,170 | $599K | 0.0% | $268.29 | 0.0% | COM | 608190104 |
| CMCSA | COMCAST CORP NEW | 14,380 | $576K | 0.0% | $30.68 | 0.0% | CL A | 20030N101 |
| — | CELGENE CORP | 5,510 | $575K | 0.0% | $104.36 | — | COM | 151020104 |
| SBUX | STARBUCKS CORP | 9,670 | $555K | 0.0% | $47.41 | 0.0% | COM | 855244109 |
| EOG | EOG RES INC | 5,030 | $543K | 0.0% | $75.40 | 0.0% | COM | 26875P101 |
| BHF | BRIGHTHOUSE FINL INC | 9,027 | $529K | 0.0% | $59.99 | -1.4% | COM | 10922N103 |
| — | BROADCOM LTD | 2,040 | $524K | 0.0% | $256.86 | — | SHS | Y09827109 |
| AXTA | AXALTA COATING SYS LTD | 16,080 | $520K | 0.0% | $31.67 | 0.0% | COM | G0750C108 |
| — | CONCHO RES INC | 3,410 | $512K | 0.0% | $150.15 | — | COM | 20605P101 |
| — | STERLING BANCORP INC | 40,000 | $508K | 0.0% | $12.70 | — | COM | 85917W102 |
| CHD | CHURCH & DWIGHT INC | 9,856 | $494K | 0.0% | $42.33 | 0.0% | COM | 171340102 |
| AWK | AMERICAN WTR WKS CO INC NEW | 5,270 | $482K | 0.0% | $75.72 | 0.0% | COM | 030420103 |
| BSX | BOSTON SCIENTIFIC CORP | 19,070 | $473K | 0.0% | $27.58 | 0.0% | COM | 101137107 |
| — | CONTINENTAL RESOURCES INC | 8,050 | $426K | 0.0% | $52.92 | — | COM | 212015101 |
| — | INGERSOLL-RAND PLC | 4,750 | $424K | 0.0% | $89.26 | — | SHS | G47791101 |
| ADBE | ADOBE SYS INC | 2,380 | $417K | 0.0% | $172.04 | 0.0% | COM | 00724F101 |
| — | SPECTRUM BRANDS HLDGS INC | 3,610 | $406K | 0.0% | $112.47 | — | COM | 84763R101 |
| — | NEWFIELD EXPL CO | 12,880 | $406K | 0.0% | $31.52 | — | COM | 651290108 |
| — | ANADARKO PETE CORP | 7,520 | $403K | 0.0% | $53.59 | — | COM | 032511107 |
| — | CIMAREX ENERGY CO | 3,200 | $390K | 0.0% | $121.88 | — | COM | 171798101 |
| WSFS | WSFS FINL CORP | 7,500 | $359K | 0.0% | $24.89 | +98.1% | COM | 929328102 |
| — | CORNING NAT GAS HLDG CORP | 17,949 | $350K | 0.0% | $19.13 | — | COM | 219387107 |
| XYZ | SQUARE INC | 10,000 | $347K | 0.0% | $26.18 | +39.9% | CL A | 852234103 |
| — | FTD COS INC | 10,080 | $72,000 | 0.0% | $7.14 | — | COM | 30281V108 |
| NOK | NOKIA CORP | 14,919 | $70,000 | 0.0% | $4.69 | — | SPONSORED ADR | 654902204 |