Location: Novato, CA
CIK: 0001145255 · Show all filings
Period: Q1 2018 (← Previous) (Next →)
Filing Date: May 2, 2018
Total Value: $2.976B (100.0% shares, 0.0% debt)
| Ticker | Issuer | Shares | Value | % | Est. Cost | Unrealized | Class | CUSIP |
|---|---|---|---|---|---|---|---|---|
| NGG | NATIONAL GRID PLC | 966,344 | $54.53M | 1.8% | $62.61 | — | SPON ADR NEW | 636274409 |
| ENB | ENBRIDGE INC | 1,698,765 | $53.46M | 1.8% | $23.83 | -9.8% | COM | 29250N105 |
| ATO | ATMOS ENERGY CORP | 634,086 | $53.41M | 1.8% | $40.36 | +67.0% | COM | 049560105 |
| LNG | CHENIERE ENERGY INC | 978,917 | $52.32M | 1.8% | $39.26 | +40.3% | COM NEW | 16411R208 |
| — | TRANSCANADA CORP | 1,247,853 | $51.55M | 1.7% | $44.23 | — | COM | 89353D107 |
| SRE | SEMPRA ENERGY | 462,340 | $51.42M | 1.7% | $30.45 | +37.3% | COM | 816851109 |
| D | DOMINION ENERGY INC | 752,796 | $50.76M | 1.7% | $38.66 | +34.3% | COM | 25746U109 |
| KMI | KINDER MORGAN INC DEL | 3,249,101 | $48.93M | 1.6% | $16.86 | -34.3% | COM | 49456B101 |
| XPO | XPO LOGISTICS INC | 471,100 | $47.96M | 1.6% | $24.05 | +38.7% | COM | 983793100 |
| — | ON ASSIGNMENT INC | 564,640 | $46.23M | 1.6% | $66.36 | — | COM | 682159108 |
| KFY | KORN FERRY INTL | 761,500 | $39.29M | 1.3% | $37.08 | +7.2% | COM NEW | 500643200 |
| SITE | SITEONE LANDSCAPE SUPPLY INC COM | 505,200 | $38.92M | 1.3% | $67.96 | +8.4% | COM | 82982L103 |
| BCC | BOISE CASCADE CO DEL | 959,100 | $37.02M | 1.2% | $25.29 | +10.4% | COM | 09739D100 |
| — | HOLLYFRONTIER CORP | 745,400 | $36.42M | 1.2% | $51.13 | — | COM | 436106108 |
| BLDR | BUILDERS FIRSTSOURCE INC | 1,800,500 | $35.72M | 1.2% | $19.05 | +11.2% | COM | 12008R107 |
| TNET | TRINET GROUP INC | 770,000 | $35.67M | 1.2% | $36.79 | +17.0% | COM | 896288107 |
| WEC | WEC ENERGY GROUP INC | 567,740 | $35.6M | 1.2% | $35.78 | +34.8% | COM | 92939U106 |
| PCG | PG&E CORP | 809,849 | $35.58M | 1.2% | $42.57 | -1.5% | COM | 69331C108 |
| LGIH | LGI HOMES INC | 501,800 | $35.41M | 1.2% | $63.66 | +6.3% | COM | 50187T106 |
| — | PINNACLE ENTMT INC NEW | 1,174,400 | $35.41M | 1.2% | $32.63 | — | COM | 72348Y105 |
| KBH | KB HOME | 1,242,800 | $35.36M | 1.2% | $26.11 | +7.2% | COM | 48666K109 |
| SO | SOUTHERN CO | 780,200 | $34.84M | 1.2% | $35.55 | -9.5% | COM | 842587107 |
| AA | ALCOA CORP | 770,800 | $34.66M | 1.2% | $44.19 | +7.0% | COM | 013872106 |
| PENN | PENN NATL GAMING INC | 1,317,800 | $34.6M | 1.2% | $27.26 | +6.0% | COM | 707569109 |
| NRG | NRG ENERGY INC | 1,125,800 | $34.37M | 1.2% | $22.54 | +1.8% | COM | 629377508 |
| CVI | CVR ENERGY INC | 1,130,900 | $34.18M | 1.1% | $16.65 | +7.9% | COM | 12662P108 |
| HUN | HUNTSMAN CORP | 1,117,900 | $32.7M | 1.1% | $30.92 | +5.9% | COM | 447011107 |
| — | AMERICAN EQTY INVT LIFE HLD CO COM | 1,106,900 | $32.5M | 1.1% | $30.68 | — | COM | 025676206 |
| NI | NISOURCE INC | 1,277,781 | $30.55M | 1.0% | $11.29 | +62.0% | COM | 65473P105 |
| THO | THOR INDS INC | 263,440 | $30.34M | 1.0% | $75.21 | +50.3% | COM | 885160101 |
| PHM | PULTE GROUP INC | 1,020,600 | $30.1M | 1.0% | $28.36 | +0.1% | COM | 745867101 |
| ECPG | ENCORE CAP GROUP INC | 654,500 | $29.58M | 1.0% | $45.57 | -6.1% | COM | 292554102 |
| BCO | BRINKS CO | 401,365 | $28.64M | 1.0% | $37.71 | +87.0% | COM | 109696104 |
| DUK | DUKE ENERGY CORP NEW | 359,787 | $27.87M | 0.9% | $51.67 | +8.5% | COM | 26441C204 |
| KMPR | KEMPER CORP DEL | 486,100 | $27.71M | 0.9% | $64.37 | -4.6% | COM | 488401100 |
| VC | VISTEON CORP | 250,100 | $27.57M | 0.9% | $126.02 | -1.2% | COM NEW | 92839U206 |
| ED | CONSOLIDATED EDISON INC | 349,936 | $27.27M | 0.9% | $40.03 | +46.1% | COM | 209115104 |
| LNWO | SCIENTIFIC GAMES CORP | 653,800 | $27.2M | 0.9% | $41.84 | +11.9% | COM | 80874P109 |
| RUSHA | RUSH ENTERPRISES INC | 632,800 | $26.89M | 0.9% | $21.68 | -4.2% | CL A | 781846209 |
| PEG | PUBLIC SVC ENTERPRISE GROUP | 529,490 | $26.6M | 0.9% | $24.31 | +54.5% | COM | 744573106 |
| DTE | DTE ENERGY CO | 254,604 | $26.58M | 0.9% | $46.09 | +45.9% | COM | 233331107 |
| DAN | DANA INC | 1,011,400 | $26.05M | 0.9% | $25.68 | -3.5% | COM | 235825205 |
| — | MERITOR INC | 1,217,000 | $25.02M | 0.8% | $22.37 | — | COM | 59001K100 |
| WGO | WINNEBAGO INDS INC | 657,200 | $24.71M | 0.8% | $47.40 | -2.8% | COM | 974637100 |
| — | SANDERSON FARMS INC | 206,900 | $24.63M | 0.8% | $138.04 | — | COM | 800013104 |
| CMS | CMS ENERGY CORP | 538,998 | $24.41M | 0.8% | $21.66 | +60.4% | COM | 125896100 |
| MTW | MANITOWOC CO INC | 782,400 | $22.27M | 0.7% | $38.51 | -10.9% | COM | 563571405 |
| OGS | ONE GAS INC | 330,675 | $21.83M | 0.7% | $39.60 | +69.9% | COM | 68235P108 |
| CNP | CENTERPOINT ENERGY INC | 771,028 | $21.13M | 0.7% | $15.88 | +35.1% | COM | 15189T107 |
| — | WGL HLDGS INC | 244,842 | $20.48M | 0.7% | $48.60 | — | COM | 92924F106 |
| SR | SPIRE INC | 263,491 | $19.05M | 0.6% | $70.15 | — | COM | 84857L101 |
| NFG | NATIONAL FUEL GAS CO N J | 358,924 | $18.47M | 0.6% | $62.15 | -15.9% | COM | 636180101 |
| SWX | SOUTHWEST GAS HOLDINGS INC | 271,317 | $18.35M | 0.6% | $54.53 | +30.3% | COM | 844895102 |
| — | VECTREN CORP | 282,628 | $18.07M | 0.6% | $39.97 | — | COM | 92240G101 |
| XEL | XCEL ENERGY INC | 361,399 | $16.44M | 0.6% | $21.50 | +62.5% | COM | 98389B100 |
| MDU | MDU RES GROUP INC | 556,267 | $15.66M | 0.5% | $7.75 | +3.6% | COM | 552690109 |
| NJR | NEW JERSEY RES | 377,634 | $15.14M | 0.5% | $20.31 | +45.9% | COM | 646025106 |
| FTS | FORTIS INC | 430,776 | $14.55M | 0.5% | $22.21 | +13.1% | COM | 349553107 |
| IBM | INTERNATIONAL BUSINESS MACHS COM | 93,253 | $14.31M | 0.5% | $96.40 | +11.3% | COM | 459200101 |
| VZ | VERIZON COMMUNICATIONS INC | 285,808 | $13.67M | 0.5% | $28.67 | +15.2% | COM | 92343V104 |
| EQT | EQT CORP | 283,982 | $13.49M | 0.5% | $41.83 | -36.6% | COM | 26884L109 |
| CSCO | CISCO SYS INC | 308,171 | $13.22M | 0.4% | $21.09 | +58.6% | COM | 17275R102 |
| INTC | INTEL CORP | 252,550 | $13.15M | 0.4% | $37.00 | +8.3% | COM | 458140100 |
| UGI | UGI CORP NEW | 288,752 | $12.83M | 0.4% | $36.28 | +23.6% | COM | 902681105 |
| ES | EVERSOURCE ENERGY | 215,075 | $12.67M | 0.4% | $36.71 | +22.3% | COM | 30040W108 |
| EXC | EXELON CORP | 315,631 | $12.31M | 0.4% | $15.53 | +32.2% | COM | 30161N101 |
| PAGP | PLAINS GP HLDGS L P | 559,255 | $12.16M | 0.4% | $33.42 | — | LTP PARTNR INT A | 72651A207 |
| PPL | PPL CORP | 415,419 | $11.75M | 0.4% | $19.77 | +5.6% | COM | 69351T106 |
| PFE | PFIZER INC | 320,752 | $11.38M | 0.4% | $18.04 | +34.4% | COM | 717081103 |
| CVX | CHEVRON CORP NEW | 96,205 | $10.97M | 0.4% | $70.90 | +19.9% | COM | 166764100 |
| — | NORTHWEST NAT GAS CO | 188,803 | $10.88M | 0.4% | $45.33 | — | COM | 667655104 |
| KO | COCA COLA CO | 245,343 | $10.65M | 0.4% | $31.71 | +10.6% | COM | 191216100 |
| MPC | MARATHON PETE CORP | 143,900 | $10.52M | 0.4% | $53.75 | 0.0% | COM | 56585A102 |
| PG | PROCTER AND GAMBLE CO | 129,750 | $10.29M | 0.3% | $66.21 | +2.5% | COM | 742718109 |
| XOM | EXXON MOBIL CORP | 137,277 | $10.24M | 0.3% | $55.38 | +0.6% | COM | 30231G102 |
| — | SOUTH JERSEY INDS INC | 358,671 | $10.1M | 0.3% | $37.46 | — | COM | 838518108 |
| HIFS | HINGHAM INSTN SVGS MASS | 48,000 | $9.888M | 0.3% | $55.69 | +242.7% | COM | 433323102 |
| BKH | BLACK HILLS CORP | 173,747 | $9.434M | 0.3% | $44.38 | -10.7% | COM | 092113109 |
| — | BROOKLINE BANCORP INC DEL | 575,000 | $9.315M | 0.3% | $11.51 | — | COM | 11373M107 |
| OCFC | OCEANFIRST FINL CORP | 340,000 | $9.095M | 0.3% | $14.17 | +39.7% | COM | 675234108 |
| HPQ | HP INC | 398,000 | $8.724M | 0.3% | $9.96 | +74.3% | COM | 40434L105 |
| — | MERIDIAN BANCORP INC MD | 425,000 | $8.564M | 0.3% | $13.28 | — | COM | 58958U103 |
| CNOB | CONNECTONE BANCORP INC NEW | 295,000 | $8.496M | 0.3% | $20.70 | +16.4% | COM | 20786W107 |
| BANC | BANC OF CALIFORNIA INC | 440,000 | $8.492M | 0.3% | $16.44 | +3.1% | COM | 05990K106 |
| — | GENERAL ELECTRIC CO | 627,576 | $8.46M | 0.3% | $20.44 | — | COM | 369604103 |
| MRK | MERCK & CO INC | 154,750 | $8.429M | 0.3% | $42.44 | -0.4% | COM | 58933Y105 |
| — | OPUS BK IRVINE CALIF | 300,000 | $8.4M | 0.3% | $23.89 | — | COM | 684000102 |
| TGT | TARGET CORP | 119,500 | $8.297M | 0.3% | $53.76 | +8.7% | COM | 87612E106 |
| MO | ALTRIA GROUP INC | 129,200 | $8.052M | 0.3% | $31.66 | +15.5% | COM | 02209S103 |
| AEE | AMEREN CORP | 140,240 | $7.942M | 0.3% | $27.01 | +63.4% | COM | 023608102 |
| — | FCB FINL HLDGS INC | 150,000 | $7.665M | 0.3% | $38.42 | — | CL A | 30255G103 |
| GM | GENERAL MTRS CO | 209,400 | $7.61M | 0.3% | $31.23 | +14.4% | COM | 37045V100 |
| CNC | CENTENE CORP DEL | 69,000 | $7.374M | 0.2% | $52.13 | 0.0% | COM | 15135B101 |
| KSS | KOHLS CORP | 112,100 | $7.344M | 0.2% | $63.46 | 0.0% | COM | 500255104 |
| CVS | CVS HEALTH CORP | 117,400 | $7.303M | 0.2% | $55.85 | 0.0% | COM | 126650100 |
| GIS | GENERAL MLS INC | 154,700 | $6.971M | 0.2% | $42.98 | -4.6% | COM | 370334104 |
| BBY | BEST BUY INC | 99,100 | $6.936M | 0.2% | $38.89 | +37.9% | COM | 086516101 |
| BRK/A | BERKSHIRE HATHAWAY INC - CL A | 23 | $6.879M | 0.2% | $220334.50 | +39.9% | CL A | 084670108 |
| BKU | BANKUNITED INC | 170,000 | $6.797M | 0.2% | $26.12 | +23.0% | COM | 06652K103 |
| EGBN | EAGLE BANCORP INC MD | 110,000 | $6.584M | 0.2% | $39.01 | +23.9% | COM | 268948106 |
| WAFD | WASHINGTON FED INC | 185,000 | $6.401M | 0.2% | $15.32 | +80.8% | COM | 938824109 |
| — | GLAXOSMITHKLINE PLC | 155,200 | $6.064M | 0.2% | $41.56 | — | SPONSORED ADR | 37733W105 |
| BMY | BRISTOL MYERS SQUIBB CO | 93,000 | $5.882M | 0.2% | $48.10 | 0.0% | COM | 110122108 |
| F | FORD MTR CO DEL | 530,645 | $5.88M | 0.2% | $7.77 | -3.7% | COM PAR $0.01 | 345370860 |
| — | STATOIL ASA | 248,300 | $5.872M | 0.2% | $17.18 | — | SPONSORED ADR | 85771P102 |
| — | IBERIABANK CORP | 75,000 | $5.85M | 0.2% | $82.47 | — | COM | 450828108 |
| — | TOTAL S A | 100,300 | $5.786M | 0.2% | $50.42 | — | SPONSORED ADR | 89151E109 |
| — | UNILEVER PLC | 103,100 | $5.728M | 0.2% | $55.56 | — | SPON ADR NEW | 904767704 |
| — | TELLURIAN INC NEW | 787,690 | $5.679M | 0.2% | $10.68 | — | COM | 87968A104 |
| PGR | PROGRESSIVE CORP OHIO | 93,060 | $5.67M | 0.2% | $44.72 | 0.0% | COM | 743315103 |
| SU | SUNCOR ENERGY INC NEW | 160,600 | $5.547M | 0.2% | $21.23 | +21.9% | COM | 867224107 |
| T | AT&T INC | 155,460 | $5.542M | 0.2% | $14.51 | +9.0% | COM | 00206R102 |
| LLY | LILLY ELI & CO | 71,500 | $5.532M | 0.2% | $71.71 | 0.0% | COM | 532457108 |
| BP | BP PLC | 136,000 | $5.513M | 0.2% | $34.52 | — | SPONSORED ADR | 055622104 |
| EMR | EMERSON ELEC CO | 80,600 | $5.505M | 0.2% | $40.96 | +44.0% | COM | 291011104 |
| PSX | PHILLIPS 66 | 56,800 | $5.448M | 0.2% | $57.27 | +24.8% | COM | 718546104 |
| TD | TORONTO DOMINION BK ONT | 95,700 | $5.441M | 0.2% | $46.48 | +25.9% | COM NEW | 891160509 |
| LVS | LAS VEGAS SANDS CORP | 75,100 | $5.4M | 0.2% | $41.23 | +51.4% | COM | 517834107 |
| BNS | BANK N S HALIFAX | 87,500 | $5.399M | 0.2% | $32.91 | +27.4% | COM | 064149107 |
| PM | PHILIP MORRIS INTL INC | 54,300 | $5.397M | 0.2% | $57.99 | +18.5% | COM | 718172109 |
| JNJ | JOHNSON & JOHNSON | 42,100 | $5.395M | 0.2% | $108.36 | 0.0% | COM | 478160104 |
| BURL | BURLINGTON STORES INC | 40,510 | $5.394M | 0.2% | $123.55 | 0.0% | COM | 122017106 |
| CPK | CHESAPEAKE UTILS CORP | 76,658 | $5.393M | 0.2% | $35.45 | +73.1% | COM | 165303108 |
| CNQ | CANADIAN NAT RES LTD | 170,500 | $5.366M | 0.2% | $11.03 | 0.0% | COM | 136385101 |
| AMGN | AMGEN INC | 31,300 | $5.336M | 0.2% | $144.43 | 0.0% | COM | 031162100 |
| CCL | CARNIVAL CORP | 81,300 | $5.332M | 0.2% | $62.77 | 0.0% | UNIT 99/99/9999 | 143658300 |
| — | ROYAL DUTCH SHELL PLC | 80,900 | $5.301M | 0.2% | $65.53 | — | SPON ADR B | 780259107 |
| PEP | PEPSICO INC | 48,400 | $5.283M | 0.2% | $89.25 | 0.0% | COM | 713448108 |
| RY | ROYAL BK CDA MONTREAL QUE | 67,900 | $5.248M | 0.2% | $65.99 | +23.0% | COM | 780087102 |
| JCI | JOHNSON CTLS INTL PLC | 148,800 | $5.244M | 0.2% | $31.78 | 0.0% | SHS | G51502105 |
| GILD | GILEAD SCIENCES INC | 69,500 | $5.24M | 0.2% | $58.99 | -0.1% | COM | 375558103 |
| — | THOMSON REUTERS CORP | 134,400 | $5.195M | 0.2% | $38.94 | — | COM | 884903105 |
| — | SCANA CORP NEW | 137,966 | $5.181M | 0.2% | $53.67 | — | COM | 80589M102 |
| HSBC | HSBC HLDGS PLC | 108,000 | $5.148M | 0.2% | $40.82 | — | SPON ADR NEW | 404280406 |
| — | UNION BANKSHARES CORP NEW | 140,000 | $5.139M | 0.2% | $36.71 | — | COM | 90539J109 |
| SLB | SCHLUMBERGER LTD | 79,100 | $5.124M | 0.2% | $55.18 | +1.0% | COM | 806857108 |
| MFC | MANULIFE FINL CORP | 274,200 | $5.095M | 0.2% | $17.52 | +14.2% | COM | 56501R106 |
| CMTL | COMTECH TELECOMMUNICATIONS CP COM NEW | 169,600 | $5.069M | 0.2% | $21.77 | 0.0% | COM NEW | 205826209 |
| OXY | OCCIDENTAL PETE CORP DEL | 77,660 | $5.045M | 0.2% | $55.86 | +2.8% | COM | 674599105 |
| — | GREEN BANCORP INC | 225,000 | $5.006M | 0.2% | $17.04 | — | COM | 39260X100 |
| CROX | CROCS INC | 294,900 | $4.792M | 0.2% | $13.87 | 0.0% | COM | 227046109 |
| UPS | UNITED PARCEL SERVICE INC | 45,700 | $4.783M | 0.2% | $75.01 | +13.9% | CL B | 911312106 |
| — | FIRST CONN BANCORP INC MD | 185,000 | $4.736M | 0.2% | $17.23 | — | COM | 319850103 |
| BANR | BANNER CORP | 85,000 | $4.717M | 0.2% | $30.66 | +36.1% | COM NEW | 06652V208 |
| — | LAM RESEARCH CORP | 23,070 | $4.687M | 0.2% | $203.16 | — | COM | 512807108 |
| TITN | TITAN MACHY INC | 198,700 | $4.681M | 0.2% | $20.92 | 0.0% | COM | 88830R101 |
| — | HARBORONE BANCORP INC | 265,000 | $4.68M | 0.2% | $17.66 | — | COM | 41165F101 |
| KHC | KRAFT HEINZ CO | 74,300 | $4.628M | 0.2% | $48.97 | 0.0% | COM | 500754106 |
| — | DIME CMNTY BANCSHARES | 250,000 | $4.6M | 0.2% | $20.40 | — | COM | 253922108 |
| FFIC | FLUSHING FINL CORP | 170,000 | $4.583M | 0.2% | $10.56 | +77.1% | COM | 343873105 |
| — | STERLING BANCORP DEL | 200,000 | $4.51M | 0.2% | $24.60 | — | COM | 85917A100 |
| LYV | LIVE NATION ENTERTAINMENT INC COM | 106,330 | $4.481M | 0.2% | $44.35 | 0.0% | COM | 538034109 |
| — | PACWEST BANCORP DEL | 90,000 | $4.458M | 0.1% | $44.23 | — | COM | 695263103 |
| AVA | AVISTA CORP | 85,572 | $4.386M | 0.1% | $19.35 | +86.6% | COM | 05379B107 |
| — | CONNS INC | 127,700 | $4.342M | 0.1% | $34.00 | — | COM | 208242107 |
| — | PROVIDENCE SVC CORP | 62,300 | $4.307M | 0.1% | $69.13 | — | COM | 743815102 |
| MSBI | MIDLAND STS BANCORP INC ILL | 135,000 | $4.261M | 0.1% | $19.63 | +9.5% | COM | 597742105 |
| NSP | INSPERITY INC | 60,800 | $4.229M | 0.1% | $52.97 | 0.0% | COM | 45778Q107 |
| CALY | CALLAWAY GOLF CO | 253,900 | $4.154M | 0.1% | $15.14 | 0.0% | COM | 131193104 |
| BOOT | BOOT BARN HLDGS INC | 233,600 | $4.142M | 0.1% | $18.01 | 0.0% | COM | 099406100 |
| — | SPX FLOW INC | 83,700 | $4.117M | 0.1% | $49.19 | — | COM | 78469X107 |
| — | MANTECH INTL CORP | 74,000 | $4.105M | 0.1% | $55.47 | — | CL A | 564563104 |
| SAIA | SAIA INC | 54,400 | $4.088M | 0.1% | $74.36 | 0.0% | COM | 78709Y105 |
| FAF | FIRST AMERN FINL CORP | 69,400 | $4.072M | 0.1% | $45.00 | 0.0% | COM | 31847R102 |
| CBZ | CBIZ INC | 221,000 | $4.033M | 0.1% | $17.40 | 0.0% | COM | 124805102 |
| — | UNITED FINL BANCORP INC NEW | 245,000 | $3.969M | 0.1% | $13.77 | — | COM | 910304104 |
| EZPW | EZCORP INC | 300,500 | $3.967M | 0.1% | $12.77 | 0.0% | CL A NON VTG | 302301106 |
| AMN | AMN HEALTHCARE SERVICES INC | 69,700 | $3.955M | 0.1% | $54.37 | 0.0% | COM | 001744101 |
| INDB | INDEPENDENT BANK CORP MASS | 55,000 | $3.935M | 0.1% | $31.15 | +82.0% | COM | 453836108 |
| ENVA | ENOVA INTL INC | 177,500 | $3.914M | 0.1% | $20.12 | 0.0% | COM | 29357K103 |
| SNBR | SLEEP NUMBER CORP | 109,900 | $3.863M | 0.1% | $36.60 | 0.0% | COM | 83125X103 |
| — | CAPSTAR FINL HLDGS INC | 205,000 | $3.86M | 0.1% | $19.76 | — | COM | 14070T102 |
| LEA | LEAR CORP | 20,700 | $3.852M | 0.1% | $132.02 | +21.7% | COM NEW | 521865204 |
| LPLA | LPL FINL HLDGS INC | 62,700 | $3.829M | 0.1% | $61.98 | 0.0% | COM | 50212V100 |
| — | VERSO CORP | 226,300 | $3.811M | 0.1% | $16.84 | — | CL A | 92531L207 |
| — | TOTAL SYS SVCS INC | 43,950 | $3.791M | 0.1% | $80.83 | — | COM | 891906109 |
| WTFC | WINTRUST FINL CORP | 44,000 | $3.786M | 0.1% | $41.78 | +106.1% | COM | 97650W108 |
| UNH | UNITEDHEALTH GROUP INC | 17,600 | $3.766M | 0.1% | $196.37 | +2.4% | COM | 91324P102 |
| ELV | ANTHEM INC | 17,100 | $3.757M | 0.1% | $211.75 | 0.0% | COM | 036752103 |
| AQN | ALGONQUIN PWR UTILS CORP | 378,664 | $3.756M | 0.1% | $5.48 | +26.7% | COM | 015857105 |
| MU | MICRON TECHNOLOGY INC | 71,800 | $3.744M | 0.1% | $46.70 | 0.0% | COM | 595112103 |
| — | AVANGRID INC | 73,200 | $3.742M | 0.1% | $45.71 | — | COM | 05351W103 |
| PLCE | CHILDRENS PLACE INC/THE | 27,400 | $3.706M | 0.1% | $145.38 | 0.0% | COM | 168905107 |
| KRNY | KEARNY FINL CORP MD | 285,000 | $3.705M | 0.1% | $11.51 | +17.6% | COM | 48716P108 |
| NOMD | NOMAD FOODS LTD | 235,200 | $3.702M | 0.1% | $16.53 | 0.0% | USD ORD SHS | G6564A105 |
| — | FIAT CHRYSLER AUTOMOBILES N V SHS | 180,300 | $3.7M | 0.1% | $20.52 | — | SHS | N31738102 |
| MTZ | MASTEC INC | 78,300 | $3.684M | 0.1% | $50.70 | 0.0% | COM | 576323109 |
| — | CARLYLE GROUP L P | 172,400 | $3.681M | 0.1% | $21.35 | — | COM UTS LTD PTN | 14309L102 |
| — | PENNYMAC FINL SVCS INC | 161,900 | $3.667M | 0.1% | $22.65 | — | CL A | 70932B101 |
| — | SCHNITZER STL INDS | 113,200 | $3.662M | 0.1% | $32.35 | — | CL A | 806882106 |
| — | BENEFICIAL BANCORP INC | 235,000 | $3.654M | 0.1% | $12.76 | — | COM | 08171T102 |
| — | REGIS CORP MINN | 241,300 | $3.651M | 0.1% | $15.13 | — | COM | 758932107 |
| — | BOFI HLDG INC | 90,000 | $3.648M | 0.1% | $29.90 | — | COM | 05566U108 |
| VIPS | VIPSHOP HLDGS LTD | 215,700 | $3.585M | 0.1% | $16.62 | — | SPONSORED ADR | 92763W103 |
| SFM | SPROUTS FMRS MKT INC | 151,800 | $3.563M | 0.1% | $25.63 | 0.0% | COM | 85208M102 |
| DLTR | DOLLAR TREE INC | 37,500 | $3.559M | 0.1% | $104.83 | 0.0% | COM | 256746108 |
| — | LIBERTY INTERACTIVE CORP | 140,800 | $3.544M | 0.1% | $25.17 | — | QVC GP COM SER A | 53071M104 |
| — | CONSTELLIUM NV | 325,100 | $3.527M | 0.1% | $10.85 | — | CL A | N22035104 |
| FBP | FIRST BANCORP P R | 585,000 | $3.522M | 0.1% | $3.34 | +43.8% | COM NEW | 318672706 |
| CNH | CNH INDL N V | 281,100 | $3.486M | 0.1% | $10.44 | 0.0% | SHS | N20944109 |
| AMAT | APPLIED MATLS INC | 61,200 | $3.403M | 0.1% | $50.88 | 0.0% | COM | 038222105 |
| EMN | EASTMAN CHEM CO | 31,100 | $3.284M | 0.1% | $77.04 | 0.0% | COM | 277432100 |
| UAL | UNITED CONTL HLDGS INC | 47,200 | $3.279M | 0.1% | $56.03 | +23.3% | COM | 910047109 |
| NWE | NORTHWESTERN CORP | 60,398 | $3.249M | 0.1% | $29.01 | +29.9% | COM NEW | 668074305 |
| AAPL | APPLE INC | 19,046 | $3.196M | 0.1% | $28.37 | +42.5% | COM | 037833100 |
| DAL | DELTA AIR LINES INC DEL | 58,200 | $3.19M | 0.1% | $43.64 | +16.3% | COM NEW | 247361702 |
| CSX | CSX CORP | 57,000 | $3.175M | 0.1% | $16.81 | 0.0% | COM | 126408103 |
| UNP | UNION PAC CORP | 23,598 | $3.172M | 0.1% | $74.66 | +51.4% | COM | 907818108 |
| ALL | ALLSTATE CORP | 33,400 | $3.166M | 0.1% | $80.71 | 0.0% | COM | 020002101 |
| SBUX | STARBUCKS CORP | 54,670 | $3.165M | 0.1% | $48.47 | +0.5% | COM | 855244109 |
| WM | WASTE MGMT INC DEL | 37,600 | $3.163M | 0.1% | $74.90 | 0.0% | COM | 94106L109 |
| AAL | AMERICAN AIRLS GROUP INC | 60,500 | $3.144M | 0.1% | $42.36 | +23.4% | COM | 02376R102 |
| CAG | CONAGRA BRANDS INC | 84,900 | $3.131M | 0.1% | $27.24 | 0.0% | COM | 205887102 |
| LUV | SOUTHWEST AIRLS CO | 53,300 | $3.053M | 0.1% | $30.80 | +76.4% | COM | 844741108 |
| FCX | FREEPORT-MCMORAN INC | 172,400 | $3.029M | 0.1% | $13.03 | +30.6% | CL B | 35671D857 |
| FDX | FEDEX CORP | 12,600 | $3.025M | 0.1% | $220.51 | 0.0% | COM | 31428X106 |
| GAP | GAP INC DEL | 96,400 | $3.008M | 0.1% | $21.35 | +16.2% | COM | 364760108 |
| STLD | STEEL DYNAMICS INC | 67,700 | $2.994M | 0.1% | $29.67 | +31.5% | COM | 858119100 |
| HCA | HCA HEALTHCARE INC | 30,800 | $2.988M | 0.1% | $72.47 | +24.6% | COM | 40412C101 |
| — | WYNDHAM WORLDWIDE CORP | 26,000 | $2.975M | 0.1% | $114.42 | — | COM | 98310W108 |
| TSN | TYSON FOODS INC | 40,600 | $2.972M | 0.1% | $61.52 | 0.0% | CL A | 902494103 |
| DE | DEERE & CO | 19,000 | $2.951M | 0.1% | $71.96 | +100.1% | COM | 244199105 |
| DIS | DISNEY WALT CO | 29,300 | $2.943M | 0.1% | $102.13 | -1.1% | COM DISNEY | 254687106 |
| PFS | PROVIDENT FINL SVCS INC | 115,000 | $2.943M | 0.1% | $10.41 | +71.2% | COM | 74386T105 |
| PCAR | PACCAR INC | 44,400 | $2.938M | 0.1% | $34.80 | 0.0% | COM | 693718108 |
| KMB | KIMBERLY CLARK CORP | 26,600 | $2.929M | 0.1% | $86.21 | 0.0% | COM | 494368103 |
| — | CBS CORP NEW | 57,000 | $2.929M | 0.1% | $61.20 | — | CL B | 124857202 |
| NUE | NUCOR CORP | 47,800 | $2.92M | 0.1% | $55.79 | 0.0% | COM | 670346105 |
| — | WALGREENS BOOTS ALLIANCE INC COM | 44,200 | $2.894M | 0.1% | $65.48 | — | COM | 931427108 |
| — | EXPRESS SCRIPTS HLDG CO | 41,600 | $2.874M | 0.1% | $69.09 | — | COM | 30219G108 |
| AMP | AMERIPRISE FINL INC | 19,400 | $2.87M | 0.1% | $109.51 | +27.8% | COM | 03076C106 |
| CPB | CAMPBELL SOUP CO | 65,400 | $2.832M | 0.1% | $34.67 | 0.0% | COM | 134429109 |
| OMC | OMNICOM GROUP INC | 38,500 | $2.798M | 0.1% | $54.64 | +3.4% | COM | 681919106 |
| DRI | DARDEN RESTAURANTS INC | 32,200 | $2.745M | 0.1% | $52.80 | +44.2% | COM | 237194105 |
| WMT | WALMART INC | 30,400 | $2.705M | 0.1% | $28.34 | 0.0% | COM | 931142103 |
| KR | KROGER CO | 111,400 | $2.667M | 0.1% | $24.06 | -4.5% | COM | 501044101 |
| AZO | AUTOZONE INC | 4,100 | $2.66M | 0.1% | $726.99 | -1.5% | COM | 053332102 |
| HOPE | HOPE BANCORP INC | 140,000 | $2.547M | 0.1% | $18.95 | -2.2% | COM | 43940T109 |
| WAL | WESTERN ALLIANCE BANCORP | 43,590 | $2.533M | 0.1% | $35.70 | +43.9% | COM | 957638109 |
| MA | MASTERCARD INCORPORATED | 14,413 | $2.525M | 0.1% | $110.44 | +48.2% | CL A | 57636Q104 |
| V | VISA INC | 21,000 | $2.512M | 0.1% | $75.76 | +51.5% | COM CL A | 92826C839 |
| PYPL | PAYPAL HLDGS INC | 32,000 | $2.428M | 0.1% | $49.89 | +58.6% | COM | 70450Y103 |
| MCO | MOODYS CORP | 15,000 | $2.42M | 0.1% | $119.64 | +26.2% | COM | 615369105 |
| JPM | JPMORGAN CHASE & CO. | 22,000 | $2.419M | 0.1% | $65.85 | +38.8% | COM | 46625H100 |
| GPN | GLOBAL PMTS INC | 21,600 | $2.409M | 0.1% | $88.28 | +19.1% | COM | 37940X102 |
| BAC | BANK AMER CORP | 80,000 | $2.399M | 0.1% | $14.41 | +80.9% | COM | 060505104 |
| BRK/B | BERKSHIRE HATHAWAY INC DEL | 12,000 | $2.394M | 0.1% | $155.17 | +32.3% | CL B NEW | 084670702 |
| — | L BRANDS INC | 62,200 | $2.377M | 0.1% | $43.02 | — | COM | 501797104 |
| MS | MORGAN STANLEY | 44,000 | $2.374M | 0.1% | $31.15 | +40.2% | COM | 617446448 |
| SCHW | SCHWAB CHARLES CORP NEW | 44,500 | $2.324M | 0.1% | $42.01 | +14.6% | COM | 808513105 |
| MGEE | MGE ENERGY INC | 41,229 | $2.313M | 0.1% | $30.41 | +58.3% | COM | 55277P104 |
| PNC | PNC FINL SVCS GROUP INC | 15,250 | $2.306M | 0.1% | $80.30 | +47.2% | COM | 693475105 |
| COF | CAPITAL ONE FINL CORP | 24,000 | $2.3M | 0.1% | $77.80 | +11.7% | COM | 14040H105 |
| UTL | UNITIL CORP | 49,198 | $2.283M | 0.1% | $32.22 | +36.2% | COM | 913259107 |
| — | CLIFTON BANCORP INC | 145,000 | $2.269M | 0.1% | $12.80 | — | COM | 186873105 |
| GS | GOLDMAN SACHS GROUP INC | 9,000 | $2.267M | 0.1% | $176.15 | +24.0% | COM | 38141G104 |
| C | CITIGROUP INC | 33,500 | $2.261M | 0.1% | $44.95 | +28.2% | COM NEW | 172967424 |
| RNG | RINGCENTRAL INC | 34,630 | $2.199M | 0.1% | $58.57 | 0.0% | CL A | 76680R206 |
| — | SUNTRUST BKS INC | 32,000 | $2.177M | 0.1% | $50.16 | — | COM | 867914103 |
| ZION | ZIONS BANCORPORATION | 40,000 | $2.109M | 0.1% | $50.71 | +6.1% | COM | 989701107 |
| CFG | CITIZENS FINL GROUP INC | 50,000 | $2.099M | 0.1% | $26.60 | +21.5% | COM | 174610105 |
| ZG | ZILLOW GROUP INC | 37,500 | $2.025M | 0.1% | $48.23 | 0.0% | CL A | 98954M101 |
| TFX | TELEFLEX INC | 7,900 | $2.014M | 0.1% | $251.09 | 0.0% | COM | 879369106 |
| AOS | SMITH A O | 30,980 | $1.97M | 0.1% | $56.02 | 0.0% | COM | 831865209 |
| EVR | EVERCORE INC | 21,950 | $1.914M | 0.1% | $79.15 | 0.0% | CLASS A | 29977A105 |
| AXP | AMERICAN EXPRESS CO | 20,000 | $1.866M | 0.1% | $79.05 | +10.1% | COM | 025816109 |
| MRCY | MERCURY SYS INC | 34,390 | $1.662M | 0.1% | $47.69 | 0.0% | COM | 589378108 |
| FTNT | FORTINET INC | 28,325 | $1.518M | 0.1% | $9.74 | 0.0% | COM | 34959E109 |
| OSK | OSHKOSH CORP | 19,110 | $1.477M | 0.0% | $59.83 | +25.4% | COM | 688239201 |
| TTEK | TETRA TECH INC NEW | 30,180 | $1.477M | 0.0% | $9.88 | 0.0% | COM | 88162G103 |
| — | E TRADE FINANCIAL CORP | 25,610 | $1.419M | 0.0% | $55.41 | — | COM NEW | 269246401 |
| FIX | COMFORT SYS USA INC | 34,030 | $1.404M | 0.0% | $40.05 | 0.0% | COM | 199908104 |
| RJF | RAYMOND JAMES FINANCIAL INC | 15,340 | $1.372M | 0.0% | $52.43 | +5.1% | COM | 754730109 |
| FITB | FIFTH THIRD BANCORP | 43,000 | $1.365M | 0.0% | $14.70 | +64.6% | COM | 316773100 |
| EQIX | EQUINIX INC | 3,250 | $1.359M | 0.0% | $361.54 | 0.0% | COM PAR $0.001 | 29444U700 |
| PAYC | PAYCOM SOFTWARE INC | 12,461 | $1.338M | 0.0% | $94.10 | 0.0% | COM | 70432V102 |
| CSGP | COSTAR GROUP INC | 3,660 | $1.327M | 0.0% | $34.47 | 0.0% | COM | 22160N109 |
| — | PINNACLE FOODS INC DEL | 24,480 | $1.324M | 0.0% | $54.08 | — | COM | 72348P104 |
| — | COUPA SOFTWARE INC | 28,110 | $1.282M | 0.0% | $45.61 | — | COM | 22266L106 |
| — | MARVELL TECHNOLOGY GROUP LTD ORD | 59,700 | $1.254M | 0.0% | $21.01 | — | ORD | G5876H105 |
| MHK | MOHAWK INDS INC | 5,340 | $1.24M | 0.0% | $261.96 | -1.7% | COM | 608190104 |
| RGCO | RGC RES INC | 48,549 | $1.233M | 0.0% | $15.34 | +64.4% | COM | 74955L103 |
| — | BANK OF THE OZARKS | 24,940 | $1.204M | 0.0% | $48.28 | — | COM | 063904106 |
| FRCB | FIRST REP BK SAN FRANCISCO CAL COM | 12,890 | $1.194M | 0.0% | $90.37 | -1.4% | COM | 33616C100 |
| PWR | QUANTA SVCS INC | 34,160 | $1.173M | 0.0% | $35.57 | 0.0% | COM | 74762E102 |
| — | GUARANTY BANCSHARES INC TEX | 35,000 | $1.166M | 0.0% | $31.96 | — | COM | 400764106 |
| NCLH | NORWEGIAN CRUISE LINE HLDGS LT SHS | 21,940 | $1.162M | 0.0% | $56.85 | 0.0% | SHS | G66721104 |
| EWBC | EAST WEST BANCORP INC | 18,330 | $1.146M | 0.0% | $46.59 | +16.0% | COM | 27579R104 |
| AWK | AMERICAN WTR WKS CO INC NEW | 13,670 | $1.123M | 0.0% | $72.39 | -2.9% | COM | 030420103 |
| FANG | DIAMONDBACK ENERGY INC | 8,710 | $1.102M | 0.0% | $97.43 | 0.0% | COM | 25278X109 |
| MTDR | MATADOR RES CO | 36,240 | $1.084M | 0.0% | $30.35 | 0.0% | COM | 576485205 |
| PANW | PALO ALTO NETWORKS INC | 5,906 | $1.072M | 0.0% | $27.78 | 0.0% | COM | 697435105 |
| HUBS | HUBSPOT INC | 9,830 | $1.065M | 0.0% | $104.22 | 0.0% | COM | 443573100 |
| USB | US BANCORP DEL | 21,000 | $1.061M | 0.0% | $33.86 | +17.9% | COM NEW | 902973304 |
| MIDD | MIDDLEBY CORP | 8,510 | $1.053M | 0.0% | $130.96 | 0.0% | COM | 596278101 |
| AXTA | AXALTA COATING SYS LTD | 34,560 | $1.043M | 0.0% | $31.45 | -0.6% | COM | G0750C108 |
| LII | LENNOX INTL INC | 4,980 | $1.018M | 0.0% | $188.99 | 0.0% | COM | 526107107 |
| EXP | EAGLE MATERIALS INC | 9,770 | $1.007M | 0.0% | $103.73 | 0.0% | COM | 26969P108 |
| SWKS | SKYWORKS SOLUTIONS INC | 10,000 | $1.003M | 0.0% | $56.47 | +54.0% | COM | 83088M102 |
| ON | ON SEMICONDUCTOR CORP | 40,050 | $980K | 0.0% | $24.12 | 0.0% | COM | 682189105 |
| — | PINNACLE FINL PARTNERS INC | 15,050 | $966K | 0.0% | $64.19 | — | COM | 72346Q104 |
| VMC | VULCAN MATLS CO | 8,430 | $962K | 0.0% | $114.85 | +2.3% | COM | 929160109 |
| — | FLEETCOR TECHNOLOGIES INC | 4,720 | $956K | 0.0% | $193.18 | — | COM | 339041105 |
| PODD | INSULET CORP | 10,810 | $937K | 0.0% | $77.68 | 0.0% | COM | 45784P101 |
| — | NATUS MEDICAL INC DEL | 27,780 | $935K | 0.0% | $33.66 | — | COM | 639050103 |
| — | PROOFPOINT INC | 7,988 | $908K | 0.0% | $113.67 | — | COM | 743424103 |
| NSA | NATIONAL STORAGE AFFILIATES TR COM SHS BEN IN | 36,150 | $907K | 0.0% | $25.09 | — | COM SHS BEN IN | 637870106 |
| — | MONMOUTH REAL ESTATE INVT CORP CL A | 60,100 | $904K | 0.0% | $15.04 | — | CL A | 609720107 |
| JBLU | JETBLUE AIRWAYS CORP | 44,300 | $900K | 0.0% | $21.26 | 0.0% | COM | 477143101 |
| LITE | LUMENTUM HLDGS INC | 13,290 | $848K | 0.0% | $57.38 | 0.0% | COM | 55024U109 |
| TYL | TYLER TECHNOLOGIES INC | 4,020 | $848K | 0.0% | $200.06 | 0.0% | COM | 902252105 |
| SBNY | SIGNATURE BK NEW YORK N Y | 5,970 | $847K | 0.0% | $128.00 | — | COM | 82669G104 |
| — | NUVASIVE INC | 16,020 | $836K | 0.0% | $52.18 | — | COM | 670704105 |
| — | HUDSON PAC PPTYS INC | 25,270 | $822K | 0.0% | $32.53 | — | COM | 444097109 |
| WFC | WELLS FARGO CO NEW | 15,000 | $786K | 0.0% | $39.86 | +19.7% | COM | 949746101 |
| OSIS | OSI SYSTEMS INC | 11,810 | $771K | 0.0% | $64.89 | 0.0% | COM | 671044105 |
| — | NEWFIELD EXPL CO | 31,390 | $767K | 0.0% | $27.34 | — | COM | 651290108 |
| CASH | META FINL GROUP INC | 7,000 | $764K | 0.0% | $26.63 | +28.9% | COM | 59100U108 |
| EEFT | EURONET WORLDWIDE INC | 9,640 | $761K | 0.0% | $88.03 | 0.0% | COM | 298736109 |
| — | RETAIL OPPORTUNITY INVTS CORP COM | 42,640 | $753K | 0.0% | $17.66 | — | COM | 76131N101 |
| ETR | ENTERGY CORP NEW | 9,560 | $753K | 0.0% | $22.06 | +30.8% | COM | 29364G103 |
| BC | BRUNSWICK CORP | 12,520 | $744K | 0.0% | $51.14 | 0.0% | COM | 117043109 |
| — | AMEDISYS INC | 12,110 | $731K | 0.0% | $60.36 | — | COM | 023436108 |
| — | PHYSICIANS RLTY TR | 46,950 | $731K | 0.0% | $15.57 | — | COM | 71943U104 |
| OLLI | OLLIES BARGAIN OUTLT HLDGS INC COM | 11,890 | $717K | 0.0% | $56.91 | 0.0% | COM | 681116109 |
| — | PRA HEALTH SCIENCES INC | 7,920 | $657K | 0.0% | $82.95 | — | COM | 69354M108 |
| PRGO | PERRIGO CO PLC | 7,680 | $640K | 0.0% | $87.26 | 0.0% | SHS | G97822103 |
| KEY | KEYCORP NEW | 32,000 | $626K | 0.0% | $14.60 | 0.0% | COM | 493267108 |
| ULTA | ULTA BEAUTY INC | 2,990 | $611K | 0.0% | $216.39 | 0.0% | COM | 90384S303 |
| IT | GARTNER INC | 5,150 | $606K | 0.0% | $124.90 | 0.0% | COM | 366651107 |
| — | K2M GROUP HLDGS INC | 30,810 | $584K | 0.0% | $18.95 | — | COM | 48273J107 |
| APOG | APOGEE ENTERPRISES INC | 13,130 | $569K | 0.0% | $37.54 | 0.0% | COM | 037598109 |
| BA | BOEING CO | 1,156 | $379K | 0.0% | $119.27 | +170.7% | COM | 097023105 |
| CDNS | CADENCE DESIGN SYSTEM INC | 9,210 | $339K | 0.0% | $40.78 | 0.0% | COM | 127387108 |
| IONS | IONIS PHARMACEUTICALS INC | 7,650 | $337K | 0.0% | $50.80 | 0.0% | COM | 462222100 |
| — | PARATEK PHARMACEUTICALS INC | 25,490 | $331K | 0.0% | $12.99 | — | COM | 699374302 |
| — | CORNING NAT GAS HLDG CORP | 17,499 | $308K | 0.0% | $19.13 | — | COM | 219387107 |
| GVA | GRANITE CONSTR INC | 4,970 | $278K | 0.0% | $61.64 | 0.0% | COM | 387328107 |
| CAT | CATERPILLAR INC DEL | 1,762 | $260K | 0.0% | $60.31 | +120.6% | COM | 149123101 |
| XYZ | SQUARE INC | 5,000 | $246K | 0.0% | $26.18 | +75.3% | CL A | 852234103 |
| QTWO | Q2 HLDGS INC | 5,000 | $228K | 0.0% | $38.54 | +12.0% | COM | 74736L109 |
| — | SEMICONDUCTOR MFG INTL CORP | 10,594 | $70,000 | 0.0% | $6.61 | — | SPONSORED ADR | 81663N206 |