Location: Novato, CA
CIK: 0001145255 · Show all filings
Period: Q2 2018 (← Previous) (Next →)
Filing Date: Jul 20, 2018
Total Value: $2.917B (100.0% shares, 0.0% debt)
| Ticker | Issuer | Shares | Value | % | Share Price | Est. Cost/Share | Unrealized @ Report Date | Class | CUSIP |
|---|---|---|---|---|---|---|---|---|---|
| ENB | ENBRIDGE INC | 1,578,765 | $56.35M | 1.9% | $35.69 * | $23.83 | -5.8% | COM | 29250N105 |
| — | HOLLYFRONTIER CORP | 791,000 | $54.13M | 1.9% | $68.43 | $52.13 | — | COM | 436106108 |
| — | TRANSCANADA CORP | 1,187,853 | $51.31M | 1.8% | $43.20 | $44.23 | — | COM | 89353D107 |
| ATO | ATMOS ENERGY CORP | 569,086 | $51.3M | 1.8% | $90.14 * | $40.36 | +86.6% | COM | 049560105 |
| NGG | NATIONAL GRID PLC | 914,844 | $51.09M | 1.8% | $55.85 | $68.64 | -18.6% | SPON ADR NEW | 636274409 |
| D | DOMINION ENERGY INC | 748,296 | $51.02M | 1.7% | $68.18 * | $38.66 | +26.6% | COM | 25746U109 |
| SO | SOUTHERN CO | 1,100,200 | $50.95M | 1.7% | $46.31 * | $34.76 | -1.5% | COM | 842587107 |
| SRE | SEMPRA ENERGY | 438,340 | $50.9M | 1.7% | $116.11 * | $30.45 | +50.0% | COM | 816851109 |
| KMI | KINDER MORGAN INC DEL | 2,879,101 | $50.87M | 1.7% | $17.67 * | $16.86 | -32.0% | COM | 49456B101 |
| LNG | CHENIERE ENERGY INC | 755,917 | $49.28M | 1.7% | $65.19 | $39.26 | +66.0% | COM NEW | 16411R208 |
| KFY | KORN FERRY INTL | 745,400 | $46.16M | 1.6% | $61.93 * | $37.08 | +49.7% | COM NEW | 500643200 |
| XPO | XPO LOGISTICS INC | 459,400 | $46.02M | 1.6% | $100.18 * | $24.05 | +44.0% | COM | 983793100 |
| PENN | PENN NATL GAMING INC | 1,284,100 | $43.13M | 1.5% | $33.59 | $27.26 | +23.2% | COM | 707569109 |
| TNET | TRINET GROUP INC | 753,600 | $42.16M | 1.4% | $55.94 * | $36.79 | +48.2% | COM | 896288107 |
| ASGN | ASGN INC | 534,640 | $41.8M | 1.4% | $78.19 | $81.81 | -4.4% | COM | 00191U102 |
| BCC | BOISE CASCADE CO DEL | 935,100 | $41.8M | 1.4% | $44.70 * | $25.29 | +19.2% | COM | 09739D100 |
| SITE | SITEONE LANDSCAPE SUPPLY INC COM | 494,500 | $41.52M | 1.4% | $83.97 | $67.96 | +23.6% | COM | 82982L103 |
| CVI | CVR ENERGY INC | 1,102,100 | $40.77M | 1.4% | $36.99 * | $16.65 | +21.8% | COM | 12662P108 |
| — | AMERICAN EQTY INVT LIFE HLD CO COM | 1,083,400 | $39M | 1.3% | $36.00 | $30.68 | — | COM | 025676206 |
| — | PINNACLE ENTMT INC NEW | 1,149,500 | $38.77M | 1.3% | $33.73 | $32.63 | — | COM | 72348Y105 |
| WEC | WEC ENERGY GROUP INC | 579,740 | $37.48M | 1.3% | $64.65 * | $36.05 | +41.2% | COM | 92939U106 |
| KMPR | KEMPER CORP DEL | 475,800 | $35.99M | 1.2% | $75.65 | $64.37 | +17.5% | COM | 488401100 |
| NRG | NRG ENERGY INC | 1,101,900 | $33.83M | 1.2% | $30.70 * | $22.54 | +13.0% | COM | 629377508 |
| KBH | KB HOME | 1,211,300 | $33M | 1.1% | $27.24 * | $26.11 | -6.1% | COM | 48666K109 |
| BLDR | BUILDERS FIRSTSOURCE INC | 1,762,400 | $32.23M | 1.1% | $18.29 | $19.05 | -4.0% | COM | 12008R107 |
| NI | NISOURCE INC | 1,222,781 | $32.13M | 1.1% | $26.28 * | $11.29 | +81.9% | COM | 65473P105 |
| HUN | HUNTSMAN CORP | 1,089,600 | $31.82M | 1.1% | $29.20 | $30.92 | -5.6% | COM | 447011107 |
| VC | VISTEON CORP | 244,800 | $31.64M | 1.1% | $129.24 | $126.02 | +2.0% | COM NEW | 92839U206 |
| AA | ALCOA CORP | 672,800 | $31.54M | 1.1% | $46.88 * | $44.19 | +1.3% | COM | 013872106 |
| LNWO | SCIENTIFIC GAMES CORP | 639,900 | $31.45M | 1.1% | $49.15 | $41.84 | +17.5% | COM | 80874P109 |
| BCO | BRINKS CO | 392,865 | $31.33M | 1.1% | $79.75 * | $37.71 | +94.6% | COM | 109696104 |
| PCG | PG&E CORP | 732,449 | $31.17M | 1.1% | $42.56 | $42.57 | -1.2% | COM | 69331C108 |
| PHM | PULTE GROUP INC | 998,900 | $28.72M | 1.0% | $28.75 * | $28.36 | -6.7% | COM | 745867101 |
| LGIH | LGI HOMES INC | 491,100 | $28.35M | 1.0% | $57.73 | $63.66 | -9.3% | COM | 50187T106 |
| RUSHA | RUSH ENTERPRISES INC | 619,400 | $26.87M | 0.9% | $43.38 * | $21.68 | -11.1% | CL A | 781846209 |
| PEG | PUBLIC SVC ENTERPRISE GROUP | 487,490 | $26.39M | 0.9% | $54.14 * | $24.31 | +73.1% | COM | 744573106 |
| WGO | WINNEBAGO INDS INC | 643,300 | $26.12M | 0.9% | $40.60 | $47.40 | -14.3% | COM | 974637100 |
| ED | CONSOLIDATED EDISON INC | 331,936 | $25.88M | 0.9% | $77.98 * | $40.03 | +48.6% | COM | 209115104 |
| DUK | DUKE ENERGY CORP NEW | 324,787 | $25.68M | 0.9% | $79.08 * | $51.67 | +13.0% | COM | 26441C204 |
| — | MERITOR INC | 1,191,200 | $24.5M | 0.8% | $20.57 | $22.37 | — | COM | 59001K100 |
| DTE | DTE ENERGY CO | 230,304 | $23.87M | 0.8% | $103.63 * | $46.09 | +49.1% | COM | 233331107 |
| ECPG | ENCORE CAP GROUP INC | 640,600 | $23.45M | 0.8% | $36.60 | $45.57 | -19.7% | COM | 292554102 |
| THO | THOR INDS INC | 238,740 | $23.25M | 0.8% | $97.39 * | $75.21 | +10.4% | COM | 885160101 |
| CMS | CMS ENERGY CORP | 487,998 | $23.07M | 0.8% | $47.28 * | $21.66 | +74.9% | COM | 125896100 |
| OGS | ONE GAS INC | 289,675 | $21.65M | 0.7% | $74.74 | $39.60 | +88.7% | COM | 68235P108 |
| — | SANDERSON FARMS INC | 202,500 | $21.29M | 0.7% | $105.15 | $138.04 | — | COM | 800013104 |
| DAN | DANA INC | 989,900 | $19.99M | 0.7% | $20.19 * | $25.68 | -33.7% | COM | 235825205 |
| MTW | MANITOWOC CO INC | 765,800 | $19.8M | 0.7% | $25.86 | $38.51 | -32.8% | COM | 563571405 |
| — | WGL HLDGS INC | 212,842 | $18.89M | 0.6% | $88.75 | $48.60 | — | COM | 92924F106 |
| — | VECTREN CORP | 260,628 | $18.62M | 0.6% | $71.45 | $39.97 | — | COM | 92240G101 |
| SWX | SOUTHWEST GAS HOLDINGS INC | 234,317 | $17.87M | 0.6% | $76.27 | $54.53 | +39.9% | COM | 844895102 |
| CNP | CENTERPOINT ENERGY INC | 642,828 | $17.81M | 0.6% | $27.71 * | $15.88 | +39.6% | COM | 15189T107 |
| SR | SPIRE INC | 236,491 | $16.71M | 0.6% | $70.65 | $70.15 | — | COM | 84857L101 |
| NFG | NATIONAL FUEL GAS CO N J | 307,924 | $16.31M | 0.6% | $52.96 | $62.15 | -14.8% | COM | 636180101 |
| XEL | XCEL ENERGY INC | 336,399 | $15.37M | 0.5% | $45.68 * | $21.50 | +69.3% | COM | 98389B100 |
| VZ | VERIZON COMMUNICATIONS INC | 280,508 | $14.11M | 0.5% | $50.31 * | $28.67 | +16.9% | COM | 92343V104 |
| NJR | NEW JERSEY RES | 312,634 | $13.99M | 0.5% | $44.75 * | $20.31 | +69.7% | COM | 646025106 |
| MDU | MDU RES GROUP INC | 479,407 | $13.75M | 0.5% | $28.68 * | $7.75 | +12.6% | COM | 552690109 |
| UGI | UGI CORP NEW | 253,752 | $13.21M | 0.5% | $52.07 | $36.28 | +43.5% | COM | 902681105 |
| IBM | INTERNATIONAL BUSINESS MACHS COM | 91,646 | $12.8M | 0.4% | $139.70 * | $96.40 | -0.2% | COM | 459200101 |
| CSCO | CISCO SYS INC | 297,304 | $12.79M | 0.4% | $43.03 * | $21.09 | +62.3% | COM | 17275R102 |
| FTS | FORTIS INC | 387,776 | $12.36M | 0.4% | $31.88 * | $22.21 | +8.1% | COM | 349553107 |
| EXC | EXELON CORP | 283,631 | $12.08M | 0.4% | $42.60 * | $15.53 | +50.7% | COM | 30161N101 |
| INTC | INTEL CORP | 242,950 | $12.08M | 0.4% | $49.71 * | $37.00 | +14.2% | COM | 458140100 |
| — | SOUTH JERSEY INDS INC | 358,671 | $12.01M | 0.4% | $33.47 | $37.46 | — | COM | 838518108 |
| PAGP | PLAINS GP HLDGS L P | 497,255 | $11.89M | 0.4% | $23.91 | $33.42 | — | LTP PARTNR INT A | 72651A207 |
| CVX | CHEVRON CORP NEW | 93,855 | $11.87M | 0.4% | $126.43 * | $70.90 | +28.6% | COM | 166764100 |
| PFE | PFIZER INC | 315,102 | $11.43M | 0.4% | $36.28 * | $18.04 | +36.3% | COM | 717081103 |
| XOM | EXXON MOBIL CORP | 134,910 | $11.16M | 0.4% | $82.73 * | $55.38 | +5.7% | COM | 30231G102 |
| KO | COCA COLA CO | 242,850 | $10.65M | 0.4% | $43.86 * | $31.71 | +9.7% | COM | 191216100 |
| PPL | PPL CORP | 370,419 | $10.57M | 0.4% | $28.55 * | $19.77 | +4.1% | COM | 69351T106 |
| — | NORTHWEST NAT GAS CO | 161,803 | $10.32M | 0.4% | $63.80 | $45.33 | — | COM | 667655104 |
| ES | EVERSOURCE ENERGY | 175,075 | $10.26M | 0.4% | $58.61 * | $36.71 | +22.9% | COM | 30040W108 |
| PG | PROCTER AND GAMBLE CO | 131,300 | $10.25M | 0.4% | $78.06 * | $66.16 | -2.9% | COM | 742718109 |
| HIFS | HINGHAM INSTN SVGS MASS | 45,500 | $9.996M | 0.3% | $219.69 * | $55.69 | +261.2% | COM | 433323102 |
| OCFC | OCEANFIRST FINL CORP | 330,000 | $9.887M | 0.3% | $29.96 * | $14.17 | +56.4% | COM | 675234108 |
| — | BROOKLINE BANCORP INC DEL | 530,000 | $9.858M | 0.3% | $18.60 | $11.51 | — | COM | 11373M107 |
| MPC | MARATHON PETE CORP | 140,200 | $9.836M | 0.3% | $70.16 * | $53.75 | +2.9% | COM | 56585A102 |
| MRK | MERCK & CO INC | 158,500 | $9.621M | 0.3% | $60.70 * | $42.49 | +8.2% | COM | 58933Y105 |
| BKH | BLACK HILLS CORP | 151,547 | $9.276M | 0.3% | $61.21 * | $44.38 | +3.5% | COM | 092113109 |
| TGT | TARGET CORP | 118,700 | $9.035M | 0.3% | $76.12 * | $53.76 | +15.2% | COM | 87612E106 |
| HPQ | HP INC | 395,000 | $8.963M | 0.3% | $22.69 * | $9.96 | +76.9% | COM | 40434L105 |
| — | GENERAL ELECTRIC CO | 635,786 | $8.653M | 0.3% | $13.61 | $20.35 | — | COM | 369604103 |
| EGBN | EAGLE BANCORP INC MD | 140,000 | $8.582M | 0.3% | $61.30 * | $40.82 | +17.2% | COM | 268948106 |
| — | MERIDIAN BANCORP INC MD | 445,000 | $8.522M | 0.3% | $19.15 | $13.54 | — | COM | 58958U103 |
| — | UNION BANKSHARES CORP NEW | 215,000 | $8.359M | 0.3% | $38.88 | $37.46 | — | COM | 90539J109 |
| GM | GENERAL MTRS CO | 208,000 | $8.195M | 0.3% | $39.40 * | $31.23 | +13.0% | COM | 37045V100 |
| CNC | CENTENE CORP DEL | 66,000 | $8.132M | 0.3% | $123.21 * | $52.13 | +18.2% | COM | 15135B101 |
| — | OPUS BK IRVINE CALIF | 280,000 | $8.036M | 0.3% | $28.70 | $23.89 | — | COM | 684000102 |
| EQT | EQT CORP | 144,682 | $7.984M | 0.3% | $55.18 * | $41.83 | -33.6% | COM | 26884L109 |
| KSS | KOHLS CORP | 107,300 | $7.822M | 0.3% | $72.90 | $63.46 | +14.9% | COM | 500255104 |
| — | FCB FINL HLDGS INC | 133,000 | $7.82M | 0.3% | $58.80 | $38.42 | — | CL A | 30255G103 |
| — | TELLURIAN INC NEW | 925,690 | $7.702M | 0.3% | $8.32 | $10.33 | — | COM | 87968A104 |
| CVS | CVS HEALTH CORP | 116,500 | $7.497M | 0.3% | $64.35 * | $55.85 | -9.5% | COM | 126650100 |
| AEE | AMEREN CORP | 120,240 | $7.317M | 0.3% | $60.85 * | $27.01 | +82.4% | COM | 023608102 |
| MO | ALTRIA GROUP INC | 128,200 | $7.28M | 0.2% | $56.79 * | $31.66 | +1.1% | COM | 02209S103 |
| CNOB | CONNECTONE BANCORP INC NEW | 285,000 | $7.097M | 0.2% | $24.90 * | $20.70 | -0.1% | COM | 20786W107 |
| BBY | BEST BUY INC | 94,800 | $7.07M | 0.2% | $74.58 * | $38.89 | +44.7% | COM | 086516101 |
| BANC | BANC OF CALIFORNIA INC | 360,000 | $7.038M | 0.2% | $19.55 * | $16.44 | +0.4% | COM | 05990K106 |
| BKU | BANKUNITED INC | 170,000 | $6.945M | 0.2% | $40.85 * | $26.12 | +22.4% | COM | 06652K103 |
| KRNY | KEARNY FINL CORP MD | 515,000 | $6.927M | 0.2% | $13.45 | $12.58 | +6.9% | COM | 48716P108 |
| GIS | GENERAL MLS INC | 153,600 | $6.798M | 0.2% | $44.26 * | $42.98 | -21.3% | COM | 370334104 |
| EQNR | EQUINOR ASA | 248,300 | $6.558M | 0.2% | $26.41 | $26.00 | +1.6% | SPONSORED ADR | 29446M102 |
| SU | SUNCOR ENERGY INC NEW | 160,600 | $6.533M | 0.2% | $40.68 * | $21.23 | +44.2% | COM | 867224107 |
| OXY | OCCIDENTAL PETE CORP DEL | 77,660 | $6.499M | 0.2% | $83.69 * | $55.86 | +25.3% | COM | 674599105 |
| PSX | PHILLIPS 66 | 56,800 | $6.379M | 0.2% | $112.31 * | $57.27 | +45.5% | COM | 718546104 |
| — | GLAXOSMITHKLINE PLC | 155,200 | $6.256M | 0.2% | $40.31 | $41.56 | — | SPONSORED ADR | 37733W105 |
| BP | BP PLC | 136,000 | $6.21M | 0.2% | $45.66 | $35.17 | +29.8% | SPONSORED ADR | 055622104 |
| CNQ | CANADIAN NAT RES LTD | 170,500 | $6.15M | 0.2% | $36.07 * | $11.03 | +11.6% | COM | 136385101 |
| LLY | LILLY ELI & CO | 71,500 | $6.101M | 0.2% | $85.33 * | $71.71 | +7.1% | COM | 532457108 |
| ENVA | ENOVA INTL INC | 166,700 | $6.093M | 0.2% | $36.55 | $20.12 | +81.7% | COM | 29357K103 |
| — | TOTAL S A | 100,300 | $6.074M | 0.2% | $60.56 | $50.42 | — | SPONSORED ADR | 89151E109 |
| — | ROYAL DUTCH SHELL PLC | 80,900 | $5.877M | 0.2% | $72.65 | $65.53 | — | SPON ADR B | 780259107 |
| F | FORD MTR CO DEL | 530,645 | $5.874M | 0.2% | $11.07 * | $7.77 | -3.5% | COM PAR $0.01 | 345370860 |
| CLBK | COLUMBIA FINL INC | 350,000 | $5.793M | 0.2% | $16.55 | $16.65 | -0.6% | COM | 197641103 |
| AMGN | AMGEN INC | 31,300 | $5.778M | 0.2% | $184.60 * | $144.43 | +1.7% | COM | 031162100 |
| LVS | LAS VEGAS SANDS CORP | 75,100 | $5.735M | 0.2% | $76.36 * | $41.23 | +60.6% | COM | 517834107 |
| CPK | CHESAPEAKE UTILS CORP | 71,658 | $5.729M | 0.2% | $79.95 * | $35.45 | +96.1% | COM | 165303108 |
| WAFD | WASHINGTON FED INC | 175,000 | $5.723M | 0.2% | $32.70 * | $15.32 | +67.7% | COM | 938824109 |
| — | UNILEVER PLC | 103,100 | $5.699M | 0.2% | $55.28 | $55.56 | — | SPON ADR NEW | 904767704 |
| EMR | EMERSON ELEC CO | 80,600 | $5.573M | 0.2% | $69.14 * | $40.96 | +41.3% | COM | 291011104 |
| TD | TORONTO DOMINION BK ONT | 95,700 | $5.537M | 0.2% | $57.86 | $46.48 | +24.5% | COM NEW | 891160509 |
| — | IBERIABANK CORP | 72,500 | $5.496M | 0.2% | $75.81 | $82.47 | — | COM | 450828108 |
| NSP | INSPERITY INC | 57,100 | $5.439M | 0.2% | $95.25 * | $52.97 | +49.6% | COM | 45778Q107 |
| — | THOMSON REUTERS CORP | 134,400 | $5.419M | 0.2% | $40.32 | $38.94 | — | COM | 884903105 |
| — | HARBORONE BANCORP INC | 285,000 | $5.398M | 0.2% | $18.94 | $17.75 | — | COM | 41165F101 |
| BRK/A | BERKSHIRE HATHAWAY INC - CL A | 19 | $5.359M | 0.2% | $282052.63 | $220334.50 | +28.0% | CL A | 084670108 |
| — | SCANA CORP NEW | 137,966 | $5.314M | 0.2% | $38.52 | $53.67 | — | COM | 80589M102 |
| SLB | SCHLUMBERGER LTD | 79,100 | $5.302M | 0.2% | $67.03 * | $55.18 | -2.1% | COM | 806857108 |
| PEP | PEPSICO INC | 48,400 | $5.269M | 0.2% | $108.86 * | $89.25 | -2.9% | COM | 713448108 |
| BMY | BRISTOL MYERS SQUIBB CO | 93,000 | $5.147M | 0.2% | $55.34 * | $48.10 | -13.4% | COM | 110122108 |
| RY | ROYAL BK CDA MONTREAL QUE | 67,900 | $5.113M | 0.2% | $75.30 | $65.99 | +14.1% | COM | 780087102 |
| JNJ | JOHNSON & JOHNSON | 42,100 | $5.108M | 0.2% | $121.33 * | $108.36 | -9.2% | COM | 478160104 |
| HSBC | HSBC HLDGS PLC | 108,000 | $5.091M | 0.2% | $47.14 | $41.59 | +13.3% | SPON ADR NEW | 404280406 |
| CMTL | COMTECH TELECOMMUNICATIONS CP COM NEW | 159,300 | $5.078M | 0.2% | $31.88 * | $21.77 | +32.7% | COM NEW | 205826209 |
| — | FIRST CONN BANCORP INC MD | 165,000 | $5.049M | 0.2% | $30.60 | $17.23 | — | COM | 319850103 |
| BNS | BANK N S HALIFAX | 87,500 | $5.007M | 0.2% | $57.22 * | $32.91 | +17.4% | COM | 064149107 |
| T | AT&T INC | 155,460 | $4.992M | 0.2% | $32.11 * | $14.51 | -3.1% | COM | 00206R102 |
| JCI | JOHNSON CTLS INTL PLC | 148,800 | $4.977M | 0.2% | $33.45 * | $31.78 | -10.7% | SHS | G51502105 |
| MFC | MANULIFE FINL CORP | 274,200 | $4.927M | 0.2% | $17.97 | $17.52 | +2.6% | COM | 56501R106 |
| GILD | GILEAD SCIENCES INC | 69,500 | $4.923M | 0.2% | $70.83 * | $58.99 | -9.7% | COM | 375558103 |
| CROX | CROCS INC | 276,900 | $4.876M | 0.2% | $17.61 | $13.87 | +26.9% | COM | 227046109 |
| UPS | UNITED PARCEL SERVICE INC | 45,700 | $4.855M | 0.2% | $106.24 * | $75.01 | +6.0% | CL B | 911312106 |
| CBZ | CBIZ INC | 207,500 | $4.773M | 0.2% | $23.00 | $17.40 | +32.2% | COM | 124805102 |
| — | STERLING BANCORP DEL | 200,000 | $4.7M | 0.2% | $23.50 | $24.60 | — | COM | 85917A100 |
| — | DIME CMNTY BANCSHARES | 240,000 | $4.68M | 0.2% | $19.50 | $20.40 | — | COM | 253922108 |
| KHC | KRAFT HEINZ CO | 74,300 | $4.668M | 0.2% | $62.83 * | $48.97 | -10.7% | COM | 500754106 |
| CCL | CARNIVAL CORP | 81,300 | $4.659M | 0.2% | $57.31 * | $62.77 | -14.8% | UNIT 99/99/9999 | 143658300 |
| BURL | BURLINGTON STORES INC | 30,800 | $4.636M | 0.2% | $150.52 | $123.55 | +21.8% | COM | 122017106 |
| — | VERSO CORP | 212,500 | $4.624M | 0.2% | $21.76 | $16.84 | — | CL A | 92531L207 |
| — | PROVIDENCE SVC CORP | 58,500 | $4.595M | 0.2% | $78.55 | $69.13 | — | COM | 743815102 |
| BOOT | BOOT BARN HLDGS INC | 219,400 | $4.553M | 0.2% | $20.75 | $18.01 | +15.2% | COM | 099406100 |
| CALY | CALLAWAY GOLF CO | 238,500 | $4.524M | 0.2% | $18.97 | $15.14 | +24.7% | COM | 131193104 |
| BANR | BANNER CORP | 75,000 | $4.51M | 0.2% | $60.13 * | $30.66 | +47.5% | COM NEW | 06652V208 |
| — | LEGACY RESVS LP | 648,900 | $4.477M | 0.2% | $6.90 | $6.90 | — | UNIT LP INT | 524707304 |
| — | GREEN BANCORP INC | 205,000 | $4.428M | 0.2% | $21.60 | $17.04 | — | COM | 39260X100 |
| FBP | FIRST BANCORP P R | 575,000 | $4.399M | 0.2% | $7.65 * | $3.34 | +86.8% | COM NEW | 318672706 |
| PM | PHILIP MORRIS INTL INC | 54,300 | $4.384M | 0.2% | $80.74 * | $57.99 | -6.0% | COM | 718172109 |
| — | PACWEST BANCORP DEL | 88,000 | $4.349M | 0.1% | $49.42 | $44.23 | — | COM | 695263103 |
| — | BENEFICIAL BANCORP INC | 265,000 | $4.293M | 0.1% | $16.20 | $13.15 | — | COM | 08171T102 |
| — | UNITED FINL BANCORP INC NEW | 245,000 | $4.292M | 0.1% | $17.52 | $13.77 | — | COM | 910304104 |
| MSBI | MIDLAND STS BANCORP INC ILL | 125,000 | $4.283M | 0.1% | $34.26 * | $19.63 | +18.0% | COM | 597742105 |
| NOMD | NOMAD FOODS LTD | 220,900 | $4.239M | 0.1% | $19.19 | $16.53 | +16.1% | USD ORD SHS | G6564A105 |
| UNH | UNITEDHEALTH GROUP INC | 16,500 | $4.048M | 0.1% | $245.33 * | $196.37 | +10.7% | COM | 91324P102 |
| INDB | INDEPENDENT BANK CORP MASS | 50,000 | $3.92M | 0.1% | $78.40 * | $31.15 | +100.3% | COM | 453836108 |
| — | BOFI HLDG INC | 95,000 | $3.886M | 0.1% | $40.91 | $30.48 | — | COM | 05566U108 |
| LPLA | LPL FINL HLDGS INC | 58,900 | $3.86M | 0.1% | $65.53 | $61.98 | +5.7% | COM | 50212V100 |
| PGR | PROGRESSIVE CORP OHIO | 65,200 | $3.857M | 0.1% | $59.16 * | $44.72 | +4.3% | COM | 743315103 |
| AMN | AMN HEALTHCARE SERVICES INC | 65,500 | $3.838M | 0.1% | $58.60 | $54.37 | +7.8% | COM | 001744101 |
| ELV | ANTHEM INC | 16,100 | $3.832M | 0.1% | $238.01 * | $211.75 | +1.9% | COM | 036752103 |
| LYV | LIVE NATION ENTERTAINMENT INC COM | 78,700 | $3.822M | 0.1% | $48.56 | $44.35 | +9.5% | COM | 538034109 |
| — | REGIS CORP MINN | 226,600 | $3.748M | 0.1% | $16.54 | $15.13 | — | COM | 758932107 |
| MTZ | MASTEC INC | 73,500 | $3.73M | 0.1% | $50.75 | $50.70 | +0.1% | COM | 576323109 |
| — | MANTECH INTL CORP | 69,500 | $3.728M | 0.1% | $53.64 | $55.47 | — | CL A | 564563104 |
| WTFC | WINTRUST FINL CORP | 42,500 | $3.7M | 0.1% | $87.06 | $41.78 | +108.4% | COM | 97650W108 |
| MU | MICRON TECHNOLOGY INC | 70,400 | $3.692M | 0.1% | $52.44 * | $46.70 | +9.6% | COM | 595112103 |
| FFIC | FLUSHING FINL CORP | 140,000 | $3.654M | 0.1% | $26.10 * | $10.56 | +71.9% | COM | 343873105 |
| LEA | LEAR CORP | 19,400 | $3.605M | 0.1% | $185.82 * | $132.02 | +20.8% | COM NEW | 521865204 |
| ARCB | ARCBEST CORP | 78,400 | $3.583M | 0.1% | $45.70 * | $39.05 | +11.0% | COM | 03937C105 |
| — | SCHNITZER STL INDS | 106,300 | $3.582M | 0.1% | $33.70 | $32.35 | — | CL A | 806882106 |
| CSX | CSX CORP | 55,800 | $3.559M | 0.1% | $63.78 * | $16.81 | +14.4% | COM | 126408103 |
| AVA | AVISTA CORP | 67,572 | $3.558M | 0.1% | $52.65 * | $19.35 | +96.9% | COM | 05379B107 |
| — | CVR REFNG LP | 157,800 | $3.527M | 0.1% | $22.35 | $22.35 | — | COMUNIT REP LT | 12663P107 |
| AAPL | APPLE INC | 19,001 | $3.517M | 0.1% | $185.10 * | $28.37 | +54.0% | COM | 037833100 |
| TBCH | TURTLE BEACH CORP | 173,000 | $3.515M | 0.1% | $20.32 | $12.58 | +61.6% | COM NEW | 900450206 |
| BXC | BLUELINX HLDGS INC | 92,600 | $3.475M | 0.1% | $37.53 | $39.05 | -3.9% | COM NEW | 09624H208 |
| — | CARLYLE GROUP L P | 162,000 | $3.451M | 0.1% | $21.30 | $21.35 | — | COM UTS LTD PTN | 14309L102 |
| — | SPX FLOW INC | 78,600 | $3.44M | 0.1% | $43.77 | $49.19 | — | COM | 78469X107 |
| EZPW | EZCORP INC | 282,200 | $3.401M | 0.1% | $12.05 | $12.77 | -5.6% | CL A NON VTG | 302301106 |
| HCC | WARRIOR MET COAL INC | 123,100 | $3.394M | 0.1% | $27.57 | $26.34 | +4.7% | COM | 93627C101 |
| DRI | DARDEN RESTAURANTS INC | 31,500 | $3.372M | 0.1% | $107.05 * | $52.80 | +64.3% | COM | 237194105 |
| NWE | NORTHWESTERN CORP | 57,398 | $3.286M | 0.1% | $57.25 * | $29.01 | +43.3% | COM NEW | 668074305 |
| AQN | ALGONQUIN PWR UTILS CORP | 338,664 | $3.275M | 0.1% | $9.67 * | $5.48 | +21.6% | COM | 015857105 |
| UNP | UNION PAC CORP | 23,098 | $3.273M | 0.1% | $141.70 * | $74.66 | +60.8% | COM | 907818108 |
| UAL | UNITED CONTL HLDGS INC | 46,300 | $3.228M | 0.1% | $69.72 | $56.03 | +24.4% | COM | 910047109 |
| PBF | PBF ENERGY INC | 76,700 | $3.216M | 0.1% | $41.93 | $41.85 | +0.2% | CL A | 69318G106 |
| SFM | SPROUTS FMRS MKT INC | 142,600 | $3.147M | 0.1% | $22.07 | $25.63 | -13.9% | COM | 85208M102 |
| — | CONSTELLIUM NV | 305,300 | $3.145M | 0.1% | $10.30 | $10.85 | — | CL A | N22035104 |
| — | EXPRESS SCRIPTS HLDG CO | 40,700 | $3.142M | 0.1% | $77.20 | $69.09 | — | COM | 30219G108 |
| — | CBS CORP NEW | 55,800 | $3.137M | 0.1% | $56.22 | $61.20 | — | CL B | 124857202 |
| PLCE | CHILDRENS PLACE INC/THE | 25,800 | $3.117M | 0.1% | $120.81 | $145.38 | -16.9% | COM | 168905107 |
| KR | KROGER CO | 109,100 | $3.104M | 0.1% | $28.45 * | $24.06 | +0.8% | COM | 501044101 |
| — | SMART GLOBAL HLDGS INC | 97,312 | $3.101M | 0.1% | $31.87 | $31.87 | — | SHS | G8232Y101 |
| HCA | HCA HEALTHCARE INC | 30,200 | $3.099M | 0.1% | $102.62 * | $72.47 | +32.5% | COM | 40412C101 |
| GAP | GAP INC DEL | 94,500 | $3.061M | 0.1% | $32.39 * | $21.35 | +15.9% | COM | 364760108 |
| STLD | STEEL DYNAMICS INC | 66,400 | $3.051M | 0.1% | $45.95 * | $29.67 | +32.3% | COM | 858119100 |
| EMN | EASTMAN CHEM CO | 30,400 | $3.039M | 0.1% | $99.97 * | $77.04 | -0.2% | COM | 277432100 |
| — | TAILORED BRANDS INC | 118,100 | $3.014M | 0.1% | $25.52 | $25.52 | — | COM | 87403A107 |
| DIS | DISNEY WALT CO | 28,700 | $3.008M | 0.1% | $104.81 * | $102.13 | -2.5% | COM DISNEY | 254687106 |
| WM | WASTE MGMT INC DEL | 36,800 | $2.993M | 0.1% | $81.33 * | $74.90 | -4.3% | COM | 94106L109 |
| — | PENNYMAC FINL SVCS INC | 152,000 | $2.987M | 0.1% | $19.65 | $22.65 | — | CL A | 70932B101 |
| ALL | ALLSTATE CORP | 32,700 | $2.985M | 0.1% | $91.28 * | $80.71 | -5.0% | COM | 020002101 |
| — | LAM RESEARCH CORP | 17,200 | $2.973M | 0.1% | $172.85 | $203.16 | — | COM | 512807108 |
| CAG | CONAGRA BRANDS INC | 83,200 | $2.973M | 0.1% | $35.73 * | $27.24 | -2.3% | COM | 205887102 |
| — | CAPSTAR FINL HLDGS INC | 160,000 | $2.965M | 0.1% | $18.53 | $19.76 | — | COM | 14070T102 |
| NUE | NUCOR CORP | 46,800 | $2.925M | 0.1% | $62.50 * | $55.79 | -4.5% | COM | 670346105 |
| FCX | FREEPORT-MCMORAN INC | 169,000 | $2.917M | 0.1% | $17.26 * | $13.03 | +20.5% | CL B | 35671D857 |
| AMAT | APPLIED MATLS INC | 62,770 | $2.899M | 0.1% | $46.18 * | $50.79 | -16.5% | COM | 038222105 |
| OMC | OMNICOM GROUP INC | 37,700 | $2.875M | 0.1% | $76.26 * | $54.64 | +6.7% | COM | 681919106 |
| DAL | DELTA AIR LINES INC DEL | 57,000 | $2.824M | 0.1% | $49.54 * | $43.64 | +5.4% | COM NEW | 247361702 |
| MA | MASTERCARD INCORPORATED | 14,355 | $2.821M | 0.1% | $196.52 * | $110.44 | +70.7% | CL A | 57636Q104 |
| FDX | FEDEX CORP | 12,400 | $2.816M | 0.1% | $227.10 * | $220.51 | -9.8% | COM | 31428X106 |
| PYPL | PAYPAL HLDGS INC | 33,500 | $2.79M | 0.1% | $83.28 | $51.22 | +62.2% | COM | 70450Y103 |
| V | VISA INC | 21,000 | $2.781M | 0.1% | $132.43 * | $75.76 | +66.0% | COM CL A | 92826C839 |
| CNH | CNH INDL N V | 264,000 | $2.78M | 0.1% | $10.53 * | $10.44 | -23.1% | SHS | N20944109 |
| AZO | AUTOZONE INC | 4,100 | $2.751M | 0.1% | $670.98 | $726.99 | -7.7% | COM | 053332102 |
| KMB | KIMBERLY CLARK CORP | 26,100 | $2.749M | 0.1% | $105.33 * | $86.21 | -5.9% | COM | 494368103 |
| TSN | TYSON FOODS INC | 39,800 | $2.74M | 0.1% | $68.84 * | $61.52 | -9.2% | CL A | 902494103 |
| PCAR | PACCAR INC | 43,500 | $2.695M | 0.1% | $61.95 * | $34.80 | -12.1% | COM | 693718108 |
| ZG | ZILLOW GROUP INC | 45,000 | $2.689M | 0.1% | $59.76 | $49.40 | +21.0% | CL A | 98954M101 |
| PFS | PROVIDENT FINL SVCS INC | 97,500 | $2.684M | 0.1% | $27.53 * | $10.41 | +81.2% | COM | 74386T105 |
| LUV | SOUTHWEST AIRLS CO | 52,300 | $2.661M | 0.1% | $50.88 * | $30.80 | +50.2% | COM | 844741108 |
| AMP | AMERIPRISE FINL INC | 19,000 | $2.658M | 0.1% | $139.89 * | $109.51 | +10.6% | COM | 03076C106 |
| UTL | UNITIL CORP | 51,798 | $2.644M | 0.1% | $51.04 | $33.02 | +54.6% | COM | 913259107 |
| SBUX | STARBUCKS CORP | 53,570 | $2.617M | 0.1% | $48.85 * | $48.47 | -14.5% | COM | 855244109 |
| — | WALGREENS BOOTS ALLIANCE INC COM | 43,400 | $2.605M | 0.1% | $60.02 | $65.48 | — | COM | 931427108 |
| DE | DEERE & CO | 18,600 | $2.6M | 0.1% | $139.78 * | $71.96 | +74.0% | COM | 244199105 |
| CPB | CAMPBELL SOUP CO | 64,100 | $2.599M | 0.1% | $40.55 * | $34.67 | -9.2% | COM | 134429109 |
| MCO | MOODYS CORP | 15,000 | $2.558M | 0.1% | $170.53 * | $119.64 | +33.5% | COM | 615369105 |
| WMT | WALMART INC | 29,800 | $2.552M | 0.1% | $85.64 * | $28.34 | -10.3% | COM | 931142103 |
| BAC | BANK AMER CORP | 84,000 | $2.368M | 0.1% | $28.19 * | $14.90 | +58.0% | COM | 060505104 |
| MGEE | MGE ENERGY INC | 37,229 | $2.347M | 0.1% | $63.04 * | $30.41 | +77.0% | COM | 55277P104 |
| BRK/B | BERKSHIRE HATHAWAY INC DEL | 12,500 | $2.333M | 0.1% | $186.64 | $156.76 | +19.1% | CL B NEW | 084670702 |
| SCHW | SCHWAB CHARLES CORP NEW | 45,000 | $2.3M | 0.1% | $51.11 * | $42.10 | +9.3% | COM | 808513105 |
| JPM | JPMORGAN CHASE & CO. | 22,000 | $2.292M | 0.1% | $104.18 * | $65.85 | +28.4% | COM | 46625H100 |
| C | CITIGROUP INC | 34,000 | $2.275M | 0.1% | $66.91 * | $45.07 | +14.6% | COM NEW | 172967424 |
| AAL | AMERICAN AIRLS GROUP INC | 59,300 | $2.251M | 0.1% | $37.96 * | $42.36 | -12.3% | COM | 02376R102 |
| — | L BRANDS INC | 61,000 | $2.25M | 0.1% | $36.89 | $43.02 | — | COM | 501797104 |
| GPN | GLOBAL PMTS INC | 20,000 | $2.23M | 0.1% | $111.50 * | $88.28 | +20.2% | COM | 37940X102 |
| COF | CAPITAL ONE FINL CORP | 24,000 | $2.206M | 0.1% | $91.92 * | $77.80 | +3.8% | COM | 14040H105 |
| MS | MORGAN STANLEY | 45,000 | $2.133M | 0.1% | $47.40 * | $31.38 | +19.9% | COM | 617446448 |
| — | TOTAL SYS SVCS INC | 25,000 | $2.113M | 0.1% | $84.52 | $80.83 | — | COM | 891906109 |
| GS | GOLDMAN SACHS GROUP INC | 9,000 | $1.985M | 0.1% | $220.56 * | $176.15 | +5.6% | COM | 38141G104 |
| PNC | PNC FINL SVCS GROUP INC | 14,500 | $1.959M | 0.1% | $135.10 * | $80.30 | +28.8% | COM | 693475105 |
| AXP | AMERICAN EXPRESS CO | 17,000 | $1.666M | 0.1% | $98.00 * | $79.05 | +11.8% | COM | 025816109 |
| MSCI | MSCI INC | 10,000 | $1.654M | 0.1% | $165.40 * | $145.67 | +5.0% | COM | 55354G100 |
| — | SUNTRUST BKS INC | 23,000 | $1.518M | 0.1% | $66.00 | $50.16 | — | COM | 867914103 |
| WH | WYNDHAM HOTELS & RESORTS INC COM | 25,200 | $1.483M | 0.1% | $58.85 | $60.97 | -3.5% | COM | 98311A105 |
| HOPE | HOPE BANCORP INC | 80,000 | $1.426M | 0.0% | $17.82 | $18.95 | -5.9% | COM | 43940T109 |
| STT | STATE STR CORP | 15,000 | $1.396M | 0.0% | $93.07 * | $77.86 | -5.7% | COM | 857477103 |
| RGCO | RGC RES INC | 47,049 | $1.373M | 0.0% | $29.18 | $15.34 | +90.2% | COM | 74955L103 |
| ZION | ZIONS BANCORPORATION | 26,000 | $1.37M | 0.0% | $52.69 | $50.71 | +3.9% | COM | 989701107 |
| CFG | CITIZENS FINL GROUP INC | 35,000 | $1.362M | 0.0% | $38.91 * | $26.60 | +6.0% | COM | 174610105 |
| — | E TRADE FINANCIAL CORP | 21,000 | $1.284M | 0.0% | $61.14 | $55.41 | — | COM NEW | 269246401 |
| — | AVANGRID INC | 23,200 | $1.228M | 0.0% | $52.93 | $45.71 | — | COM | 05351W103 |
| — | WYNDHAM DESTINATIONS INC | 25,500 | $1.129M | 0.0% | $44.27 | $114.42 | — | COM | 98310W108 |
| FITB | FIFTH THIRD BANCORP | 36,000 | $1.033M | 0.0% | $28.69 * | $14.70 | +46.3% | COM | 316773100 |
| USB | US BANCORP DEL | 19,000 | $950K | 0.0% | $50.00 * | $33.86 | +9.1% | COM NEW | 902973304 |
| WFC | WELLS FARGO CO NEW | 16,000 | $887K | 0.0% | $55.44 * | $40.08 | +12.2% | COM | 949746101 |
| ETR | ENTERGY CORP NEW | 9,560 | $772K | 0.0% | $80.75 * | $22.06 | +38.9% | COM | 29364G103 |
| XYZ | SQUARE INC | 12,000 | $740K | 0.0% | $61.67 | $42.99 | +43.4% | CL A | 852234103 |
| WAL | WESTERN ALLIANCE BANCORP | 7,500 | $425K | 0.0% | $56.67 * | $35.70 | +37.6% | COM | 957638109 |
| — | CORNING NAT GAS HLDG CORP | 17,099 | $300K | 0.0% | $17.54 | $19.13 | — | COM | 219387107 |
| — | GUARANTY BANCSHARES INC TEX | 7,500 | $247K | 0.0% | $32.93 | $31.96 | — | COM | 400764106 |