Location: Novato, CA
CIK: 0001145255 · Show all filings
Period: Q3 2018 (← Previous) (Next →)
Filing Date: Oct 10, 2018
Total Value: $2.709B (100.0% shares, 0.0% debt)
| Ticker | Issuer | Shares | Value | % | Est. Cost | Unrealized | Class | CUSIP |
|---|---|---|---|---|---|---|---|---|
| LNG | CHENIERE ENERGY INC | 713,917 | $49.61M | 1.8% | $39.26 | +64.1% | COM NEW | 16411R208 |
| ATO | ATMOS ENERGY CORP | 524,086 | $49.22M | 1.8% | $40.36 | +91.4% | COM | 049560105 |
| D | DOMINION ENERGY INC | 693,296 | $48.73M | 1.8% | $38.66 | +31.9% | COM | 25746U109 |
| SRE | SEMPRA ENERGY | 422,840 | $48.1M | 1.8% | $30.45 | +49.7% | COM | 816851109 |
| SO | SOUTHERN CO | 1,100,200 | $47.97M | 1.8% | $34.76 | -1.4% | COM | 842587107 |
| KMI | KINDER MORGAN INC DEL | 2,699,101 | $47.85M | 1.8% | $16.86 | -30.7% | COM | 49456B101 |
| — | TRANSCANADA CORP | 1,157,853 | $46.85M | 1.7% | $44.23 | — | COM | 89353D107 |
| ENB | ENBRIDGE INC | 1,415,765 | $45.72M | 1.7% | $23.83 | -7.8% | COM | 29250N105 |
| NGG | NATIONAL GRID PLC | 855,844 | $44.38M | 1.6% | $62.61 | — | SPON ADR NEW | 636274409 |
| UGI | UGI CORP NEW | 759,752 | $42.15M | 1.6% | $48.01 | +12.3% | COM | 902681105 |
| WEC | WEC ENERGY GROUP INC | 565,740 | $37.77M | 1.4% | $36.05 | +46.3% | COM | 92939U106 |
| CLF | CLEVELAND CLIFFS INC | 2,849,100 | $36.07M | 1.3% | $9.74 | 0.0% | COM | 185899101 |
| CROX | CROCS INC | 1,608,500 | $34.24M | 1.3% | $18.29 | +5.0% | COM | 227046109 |
| NSP | INSPERITY INC | 285,700 | $33.7M | 1.2% | $82.97 | +9.0% | COM | 45778Q107 |
| PCG | PG&E CORP | 712,449 | $32.78M | 1.2% | $42.57 | +3.4% | COM | 69331C108 |
| SFM | SPROUTS FMRS MKT INC | 1,151,400 | $31.56M | 1.2% | $24.68 | -0.5% | COM | 85208M102 |
| PENN | PENN NATL GAMING INC | 958,158 | $31.54M | 1.2% | $27.26 | +22.1% | COM | 707569109 |
| CASY | CASEYS GEN STORES INC | 241,600 | $31.19M | 1.2% | $109.30 | 0.0% | COM | 147528103 |
| MOH | MOLINA HEALTHCARE INC | 202,100 | $30.05M | 1.1% | $127.64 | 0.0% | COM | 60855R100 |
| — | AARONS INC | 548,000 | $29.84M | 1.1% | $54.46 | — | COM PAR $0.50 | 002535300 |
| AES | AES CORP | 2,116,800 | $29.64M | 1.1% | $10.36 | 0.0% | COM | 00130H105 |
| NI | NISOURCE INC | 1,187,781 | $29.6M | 1.1% | $11.29 | +84.2% | COM | 65473P105 |
| AIZ | ASSURANT INC | 272,500 | $29.42M | 1.1% | $92.18 | 0.0% | COM | 04621X108 |
| CLH | CLEAN HARBORS INC COM | 403,000 | $28.85M | 1.1% | $63.60 | 0.0% | COM | 184496107 |
| LSTR | LANDSTAR SYS INC | 235,700 | $28.75M | 1.1% | $122.00 | — | COM | 515098101 |
| TRN | TRINITY INDS INC | 774,900 | $28.39M | 1.0% | $19.96 | 0.0% | COM | 896522109 |
| — | ENLINK MIDSTREAM PARTNERS LP COM UNIT REP LTD | 1,517,000 | $28.28M | 1.0% | $18.64 | — | COM UNIT REP LTD | 29336U107 |
| MUSA | MURPHY USA INC | 329,500 | $28.16M | 1.0% | $80.24 | 0.0% | COM | 626755102 |
| POST | POST HLDGS INC | 286,242 | $28.06M | 1.0% | $61.37 | 0.0% | COM | 737446104 |
| ORI | OLD REP INTL CORP | 1,253,300 | $28.05M | 1.0% | $12.01 | 0.0% | COM | 680223104 |
| DCH | AMERICAN AXLE & MFG HLDGS INC COM | 1,608,100 | $28.05M | 1.0% | $17.19 | 0.0% | COM | 024061103 |
| ASH | ASHLAND GLOBAL HLDGS INC | 332,100 | $27.85M | 1.0% | $73.66 | 0.0% | COM | 044186104 |
| RH | RH | 210,300 | $27.55M | 1.0% | $140.28 | 0.0% | COM | 74967X103 |
| — | SPIRIT AIRLS INC | 581,700 | $27.32M | 1.0% | $46.97 | — | COM | 848577102 |
| DNOW | NOW INC/DE | 1,648,600 | $27.28M | 1.0% | $15.86 | 0.0% | COM | 67011P100 |
| MDRX | ALLSCRIPTS HEALTHCARE SOLUTNS COM | 1,913,100 | $27.26M | 1.0% | $13.59 | 0.0% | COM | 01988P108 |
| CNDT | CONDUENT INC | 1,205,000 | $27.14M | 1.0% | $20.52 | 0.0% | COM | 206787103 |
| BAH | BOOZ ALLEN HAMILTON HLDG CORP CL A | 542,589 | $26.93M | 1.0% | $42.74 | 0.0% | CL A | 099502106 |
| BJRI | BJS RESTAURANTS INC | 368,900 | $26.64M | 1.0% | $65.91 | 0.0% | COM | 09180C106 |
| CACI | CACI INTL INC | 141,500 | $26.06M | 1.0% | $184.58 | 0.0% | CL A | 127190304 |
| AEO | AMERICAN EAGLE OUTFITTERS NEW COM | 1,049,261 | $26.05M | 1.0% | $20.86 | 0.0% | COM | 02553E106 |
| PBF | PBF ENERGY INC | 520,900 | $26M | 1.0% | $46.68 | +1.8% | CL A | 69318G106 |
| DUK | DUKE ENERGY CORP NEW | 319,787 | $25.59M | 0.9% | $51.67 | +16.2% | COM | 26441C204 |
| PEG | PUBLIC SVC ENTERPRISE GROUP | 470,490 | $24.84M | 0.9% | $24.31 | +67.4% | COM | 744573106 |
| ED | CONSOLIDATED EDISON INC | 319,936 | $24.38M | 0.9% | $40.03 | +50.9% | COM | 209115104 |
| DTE | DTE ENERGY CO | 222,304 | $24.26M | 0.9% | $46.09 | +57.9% | COM | 233331107 |
| OGS | ONE GAS INC | 283,675 | $23.34M | 0.9% | $39.60 | +97.7% | COM | 68235P108 |
| CMS | CMS ENERGY CORP | 471,998 | $23.13M | 0.9% | $21.66 | +81.2% | COM | 125896100 |
| SWX | SOUTHWEST GAS HOLDINGS INC | 228,317 | $18.04M | 0.7% | $54.53 | +44.9% | COM | 844895102 |
| — | VECTREN CORP | 247,628 | $17.7M | 0.7% | $39.97 | — | COM | 92240G101 |
| SR | SPIRE INC | 234,491 | $17.25M | 0.6% | $70.15 | — | COM | 84857L101 |
| CNP | CENTERPOINT ENERGY INC | 620,828 | $17.17M | 0.6% | $15.88 | +41.9% | COM | 15189T107 |
| NFG | NATIONAL FUEL GAS CO N J | 299,924 | $16.81M | 0.6% | $62.15 | -11.2% | COM | 636180101 |
| XEL | XCEL ENERGY INC | 326,399 | $15.41M | 0.6% | $21.50 | +75.2% | COM | 98389B100 |
| VZ | VERIZON COMMUNICATIONS INC | 269,308 | $14.38M | 0.5% | $28.67 | +24.3% | COM | 92343V104 |
| NJR | NEW JERSEY RES | 306,634 | $14.14M | 0.5% | $20.31 | +74.9% | COM | 646025106 |
| IBM | INTERNATIONAL BUSINESS MACHS COM | 89,846 | $13.59M | 0.5% | $96.40 | +5.0% | COM | 459200101 |
| CSCO | CISCO SYS INC | 279,098 | $13.58M | 0.5% | $21.09 | +70.9% | COM | 17275R102 |
| PFE | PFIZER INC | 301,252 | $13.28M | 0.5% | $18.04 | +53.3% | COM | 717081103 |
| — | SOUTH JERSEY INDS INC | 368,671 | $13M | 0.5% | $37.40 | — | COM | 838518108 |
| MRK | MERCK & CO INC | 176,400 | $12.51M | 0.5% | $43.32 | +16.9% | COM | 58933Y105 |
| FTS | FORTIS INC | 372,776 | $12.09M | 0.4% | $22.21 | +10.8% | COM | 349553107 |
| EXC | EXELON CORP | 276,631 | $12.08M | 0.4% | $15.53 | +53.3% | COM | 30161N101 |
| MDU | MDU RES GROUP INC | 468,407 | $12.03M | 0.4% | $7.75 | +10.7% | COM | 552690109 |
| PAGP | PLAINS GP HLDGS L P | 485,255 | $11.9M | 0.4% | $33.42 | — | LTP PARTNR INT A | 72651A207 |
| CVX | CHEVRON CORP NEW | 92,405 | $11.3M | 0.4% | $70.90 | +24.0% | COM | 166764100 |
| XOM | EXXON MOBIL CORP | 132,060 | $11.23M | 0.4% | $55.38 | +5.1% | COM | 30231G102 |
| KO | COCA COLA CO | 241,350 | $11.15M | 0.4% | $31.71 | +14.5% | COM | 191216100 |
| PG | PROCTER AND GAMBLE CO | 131,150 | $10.92M | 0.4% | $66.16 | +2.5% | COM | 742718109 |
| INTC | INTEL CORP | 229,600 | $10.86M | 0.4% | $37.00 | +12.2% | COM | 458140100 |
| — | NORTHWEST NAT GAS CO | 156,803 | $10.49M | 0.4% | $45.33 | — | COM | 667655104 |
| TGT | TARGET CORP | 117,400 | $10.36M | 0.4% | $53.76 | +26.4% | COM | 87612E106 |
| ES | EVERSOURCE ENERGY | 168,075 | $10.33M | 0.4% | $36.71 | +28.5% | COM | 30040W108 |
| HPQ | HP INC | 390,500 | $10.06M | 0.4% | $9.96 | +88.7% | COM | 40434L105 |
| PPL | PPL CORP | 332,419 | $9.727M | 0.4% | $19.77 | +6.9% | COM | 69351T106 |
| HIFS | HINGHAM INSTN SVGS MASS | 43,585 | $9.58M | 0.4% | $55.69 | +260.8% | COM | 433323102 |
| CNC | CENTENE CORP DEL | 63,900 | $9.251M | 0.3% | $52.13 | +33.2% | COM | 15135B101 |
| CVS | CVS HEALTH CORP | 115,200 | $9.069M | 0.3% | $55.85 | +1.2% | COM | 126650100 |
| — | UNION BANKSHARES CORP NEW | 235,000 | $9.055M | 0.3% | $37.56 | — | COM | 90539J109 |
| — | TELLURIAN INC NEW | 1,000,690 | $8.976M | 0.3% | $10.23 | — | COM | 87968A104 |
| OCFC | OCEANFIRST FINL CORP | 315,000 | $8.574M | 0.3% | $14.17 | +53.0% | COM | 675234108 |
| — | BROOKLINE BANCORP INC DEL | 510,000 | $8.517M | 0.3% | $11.51 | — | COM | 11373M107 |
| BKH | BLACK HILLS CORP | 146,547 | $8.513M | 0.3% | $44.38 | +1.9% | COM | 092113109 |
| KSS | KOHLS CORP | 103,900 | $7.746M | 0.3% | $63.46 | +19.2% | COM | 500255104 |
| LLY | LILLY ELI & CO | 71,500 | $7.673M | 0.3% | $71.71 | +25.9% | COM | 532457108 |
| — | MERIDIAN BANCORP INC MD | 450,000 | $7.65M | 0.3% | $13.58 | — | COM | 58958U103 |
| MO | ALTRIA GROUP INC | 126,800 | $7.647M | 0.3% | $31.66 | +6.0% | COM | 02209S103 |
| AEE | AMEREN CORP | 120,240 | $7.602M | 0.3% | $27.01 | +89.0% | COM | 023608102 |
| BBY | BEST BUY INC | 91,900 | $7.293M | 0.3% | $38.89 | +50.5% | COM | 086516101 |
| CVI | CVR ENERGY INC | 178,926 | $7.196M | 0.3% | $16.65 | +25.2% | COM | 12662P108 |
| KRNY | KEARNY FINL CORP MD | 515,000 | $7.133M | 0.3% | $12.58 | +9.3% | COM | 48716P108 |
| EQNR | EQUINOR ASA | 248,300 | $7.002M | 0.3% | $26.41 | — | SPONSORED ADR | 29446M102 |
| GM | GENERAL MTRS CO | 205,800 | $6.929M | 0.3% | $31.23 | +5.9% | COM | 37045V100 |
| — | VERSO CORP | 205,800 | $6.929M | 0.3% | $16.84 | — | CL A | 92531L207 |
| MPC | MARATHON PETE CORP | 84,000 | $6.717M | 0.2% | $53.75 | +16.3% | COM | 56585A102 |
| GIS | GENERAL MLS INC | 151,900 | $6.52M | 0.2% | $42.98 | -18.7% | COM | 370334104 |
| AMGN | AMGEN INC | 31,300 | $6.488M | 0.2% | $144.43 | +9.0% | COM | 031162100 |
| — | TOTAL S A | 100,300 | $6.458M | 0.2% | $50.42 | — | SPONSORED ADR | 89151E109 |
| PSX | PHILLIPS 66 | 56,800 | $6.402M | 0.2% | $57.27 | +50.3% | COM | 718546104 |
| OXY | OCCIDENTAL PETE CORP DEL | 77,660 | $6.381M | 0.2% | $55.86 | +21.3% | COM | 674599105 |
| EGBN | EAGLE BANCORP INC MD | 125,000 | $6.325M | 0.2% | $40.82 | +6.1% | COM | 268948106 |
| BP | BP PLC | 136,000 | $6.27M | 0.2% | $34.52 | — | SPONSORED ADR | 055622104 |
| — | GLAXOSMITHKLINE PLC | 155,200 | $6.234M | 0.2% | $41.56 | — | SPONSORED ADR | 37733W105 |
| SU | SUNCOR ENERGY INC NEW | 160,600 | $6.214M | 0.2% | $21.23 | +43.5% | COM | 867224107 |
| CNOB | CONNECTONE BANCORP INC NEW | 260,000 | $6.175M | 0.2% | $20.70 | -0.1% | COM | 20786W107 |
| EMR | EMERSON ELEC CO | 80,600 | $6.172M | 0.2% | $40.96 | +51.3% | COM | 291011104 |
| — | THOMSON REUTERS CORP | 134,400 | $6.139M | 0.2% | $38.94 | — | COM | 884903105 |
| — | GENERAL ELECTRIC CO | 541,736 | $6.116M | 0.2% | $20.35 | — | COM | 369604103 |
| EQT | EQT CORP | 137,682 | $6.09M | 0.2% | $41.83 | -39.0% | COM | 26884L109 |
| BOOT | BOOT BARN HLDGS INC | 212,500 | $6.037M | 0.2% | $18.01 | +46.7% | COM | 099406100 |
| — | OPUS BK IRVINE CALIF | 220,000 | $6.028M | 0.2% | $23.89 | — | COM | 684000102 |
| CLBK | COLUMBIA FINL INC | 355,000 | $5.929M | 0.2% | $16.65 | +0.3% | COM | 197641103 |
| TD | TORONTO DOMINION BK ONT | 95,700 | $5.819M | 0.2% | $46.48 | +28.1% | COM NEW | 891160509 |
| JNJ | JOHNSON & JOHNSON | 42,100 | $5.817M | 0.2% | $108.36 | -0.3% | COM | 478160104 |
| INDB | INDEPENDENT BANK CORP MASS | 70,000 | $5.782M | 0.2% | $42.09 | +65.0% | COM | 453836108 |
| BMY | BRISTOL MYERS SQUIBB CO | 93,000 | $5.773M | 0.2% | $48.10 | -6.5% | COM | 110122108 |
| — | ROYAL DUTCH SHELL PLC | 80,900 | $5.738M | 0.2% | $65.53 | — | SPON ADR B | 780259107 |
| — | FCB FINL HLDGS INC | 120,000 | $5.688M | 0.2% | $38.42 | — | CL A | 30255G103 |
| — | UNILEVER PLC | 103,100 | $5.667M | 0.2% | $55.56 | — | SPON ADR NEW | 904767704 |
| CALY | CALLAWAY GOLF CO | 231,000 | $5.611M | 0.2% | $15.14 | +41.3% | COM | 131193104 |
| CMTL | COMTECH TELECOMMUNICATIONS CP COM NEW | 154,300 | $5.596M | 0.2% | $21.77 | +43.1% | COM NEW | 205826209 |
| CPK | CHESAPEAKE UTILS CORP | 66,658 | $5.593M | 0.2% | $35.45 | +108.7% | COM | 165303108 |
| BANC | BANC OF CALIFORNIA INC | 295,000 | $5.576M | 0.2% | $16.44 | +1.3% | COM | 05990K106 |
| CNQ | CANADIAN NAT RES LTD | 170,500 | $5.569M | 0.2% | $11.03 | +7.1% | COM | 136385101 |
| — | HARBORONE BANCORP INC | 290,000 | $5.545M | 0.2% | $17.77 | — | COM | 41165F101 |
| RY | ROYAL BK CDA MONTREAL QUE | 67,900 | $5.445M | 0.2% | $65.99 | +18.8% | COM | 780087102 |
| BRK/A | BERKSHIRE HATHAWAY INC - CL A | 17 | $5.44M | 0.2% | $220334.50 | +40.5% | CL A | 084670108 |
| PEP | PEPSICO INC | 48,400 | $5.411M | 0.2% | $89.25 | +1.2% | COM | 713448108 |
| GILD | GILEAD SCIENCES INC | 69,500 | $5.366M | 0.2% | $58.99 | -3.6% | COM | 375558103 |
| UPS | UNITED PARCEL SERVICE INC | 45,700 | $5.335M | 0.2% | $75.01 | +17.9% | CL B | 911312106 |
| T | AT&T INC | 155,460 | $5.22M | 0.2% | $14.51 | -0.2% | COM | 00206R102 |
| BNS | BANK N S HALIFAX | 87,500 | $5.218M | 0.2% | $32.91 | +19.9% | COM | 064149107 |
| JCI | JOHNSON CTLS INTL PLC | 148,800 | $5.208M | 0.2% | $31.78 | -1.5% | SHS | G51502105 |
| CCL | CARNIVAL CORP | 81,300 | $5.185M | 0.2% | $62.77 | -9.4% | UNIT 99/99/9999 | 143658300 |
| — | SCANA CORP NEW | 132,966 | $5.171M | 0.2% | $53.67 | — | COM | 80589M102 |
| FBP | FIRST BANCORP P R | 545,000 | $4.96M | 0.2% | $3.34 | +106.8% | COM NEW | 318672706 |
| F | FORD MTR CO DEL | 530,645 | $4.908M | 0.2% | $7.77 | -11.9% | COM PAR $0.01 | 345370860 |
| MFC | MANULIFE FINL CORP | 274,200 | $4.903M | 0.2% | $17.52 | +3.7% | COM | 56501R106 |
| BURL | BURLINGTON STORES INC | 29,800 | $4.855M | 0.2% | $123.55 | +29.2% | COM | 122017106 |
| SLB | SCHLUMBERGER LTD | 79,100 | $4.819M | 0.2% | $55.18 | -5.7% | COM | 806857108 |
| WAFD | WASHINGTON FED INC | 150,000 | $4.8M | 0.2% | $15.32 | +73.1% | COM | 938824109 |
| BKU | BANKUNITED INC | 135,000 | $4.779M | 0.2% | $26.12 | +18.5% | COM | 06652K103 |
| CBZ | CBIZ INC | 201,000 | $4.764M | 0.2% | $17.40 | +33.1% | COM | 124805102 |
| HSBC | HSBC HLDGS PLC | 108,000 | $4.751M | 0.2% | $40.82 | — | SPON ADR NEW | 404280406 |
| ENVA | ENOVA INTL INC | 161,400 | $4.648M | 0.2% | $20.12 | +69.3% | COM | 29357K103 |
| — | REGIS CORP MINN | 219,500 | $4.484M | 0.2% | $15.13 | — | COM | 758932107 |
| PGR | PROGRESSIVE CORP OHIO | 63,100 | $4.483M | 0.2% | $44.72 | +13.5% | COM | 743315103 |
| LVS | LAS VEGAS SANDS CORP | 75,100 | $4.456M | 0.2% | $41.23 | +41.4% | COM | 517834107 |
| PM | PHILIP MORRIS INTL INC | 54,300 | $4.428M | 0.2% | $57.99 | -4.3% | COM | 718172109 |
| — | GREEN BANCORP INC | 200,000 | $4.42M | 0.2% | $17.04 | — | COM | 39260X100 |
| XPO | XPO LOGISTICS INC | 38,400 | $4.384M | 0.2% | $24.05 | +51.2% | COM | 983793100 |
| CHEF | CHEFS WHSE INC | 119,500 | $4.344M | 0.2% | $30.87 | 0.0% | COM | 163086101 |
| NOMD | NOMAD FOODS LTD | 214,000 | $4.336M | 0.2% | $16.53 | +19.7% | USD ORD SHS | G6564A105 |
| — | STERLING BANCORP DEL | 195,000 | $4.29M | 0.2% | $24.60 | — | COM | 85917A100 |
| ELV | ANTHEM INC | 15,600 | $4.275M | 0.2% | $211.75 | +11.2% | COM | 036752103 |
| — | MANTECH INTL CORP | 67,300 | $4.26M | 0.2% | $55.47 | — | CL A | 564563104 |
| UNH | UNITEDHEALTH GROUP INC | 16,000 | $4.257M | 0.2% | $196.37 | +17.5% | COM | 91324P102 |
| WTFC | WINTRUST FINL CORP | 50,000 | $4.247M | 0.2% | $48.87 | +82.2% | COM | 97650W108 |
| — | HOLLYFRONTIER CORP | 59,500 | $4.159M | 0.2% | $52.13 | — | COM | 436106108 |
| LYV | LIVE NATION ENTERTAINMENT INC COM | 76,200 | $4.151M | 0.2% | $44.35 | +14.2% | COM | 538034109 |
| KHC | KRAFT HEINZ CO | 74,300 | $4.095M | 0.2% | $48.97 | -14.6% | COM | 500754106 |
| HCA | HCA HEALTHCARE INC | 29,300 | $4.076M | 0.2% | $72.47 | +60.9% | COM | 40412C101 |
| — | IBERIABANK CORP | 50,000 | $4.068M | 0.2% | $82.47 | — | COM | 450828108 |
| AAPL | APPLE INC | 17,982 | $4.059M | 0.1% | $28.37 | +73.7% | COM | 037833100 |
| — | BENEFICIAL BANCORP INC | 240,000 | $4.056M | 0.1% | $13.15 | — | COM | 08171T102 |
| — | PACWEST BANCORP DEL | 85,000 | $4.05M | 0.1% | $44.23 | — | COM | 695263103 |
| BANR | BANNER CORP | 65,000 | $4.041M | 0.1% | $30.66 | +58.7% | COM NEW | 06652V208 |
| CSX | CSX CORP | 54,100 | $4.006M | 0.1% | $16.81 | +28.4% | COM | 126408103 |
| UAL | UNITED CONTL HLDGS INC | 44,800 | $3.99M | 0.1% | $56.03 | +47.2% | COM | 910047109 |
| — | SPX FLOW INC | 76,100 | $3.957M | 0.1% | $49.19 | — | COM | 78469X107 |
| — | UNITED FINL BANCORP INC NEW | 235,000 | $3.955M | 0.1% | $13.77 | — | COM | 910304104 |
| — | PROVIDENCE SVC CORP | 56,700 | $3.815M | 0.1% | $69.13 | — | COM | 743815102 |
| — | EXPRESS SCRIPTS HLDG CO | 39,400 | $3.743M | 0.1% | $69.09 | — | COM | 30219G108 |
| ARCB | ARCBEST CORP | 76,000 | $3.69M | 0.1% | $39.05 | +14.2% | COM | 03937C105 |
| — | NOODLES & CO | 304,500 | $3.684M | 0.1% | $12.10 | — | COM CL A | 65540B105 |
| LPLA | LPL FINL HLDGS INC | 57,000 | $3.677M | 0.1% | $61.98 | +7.0% | COM | 50212V100 |
| — | CONSTELLIUM NV | 295,800 | $3.653M | 0.1% | $10.85 | — | CL A | N22035104 |
| UNP | UNION PAC CORP | 22,398 | $3.647M | 0.1% | $74.66 | +71.2% | COM | 907818108 |
| — | CARLYLE GROUP L P | 156,900 | $3.538M | 0.1% | $21.35 | — | COM UTS LTD PTN | 14309L102 |
| AMN | AMN HEALTHCARE SERVICES INC | 63,400 | $3.468M | 0.1% | $54.37 | +5.3% | COM | 001744101 |
| AVA | AVISTA CORP | 67,572 | $3.416M | 0.1% | $19.35 | +91.6% | COM | 05379B107 |
| DRI | DARDEN RESTAURANTS INC | 30,500 | $3.391M | 0.1% | $52.80 | +74.0% | COM | 237194105 |
| TBCH | TURTLE BEACH CORP | 167,600 | $3.342M | 0.1% | $12.58 | +96.2% | COM NEW | 900450206 |
| DIS | DISNEY WALT CO | 27,800 | $3.251M | 0.1% | $102.13 | +4.3% | COM DISNEY | 254687106 |
| — | FIRST CONN BANCORP INC MD | 110,000 | $3.251M | 0.1% | $17.23 | — | COM | 319850103 |
| WM | WASTE MGMT INC DEL | 35,700 | $3.226M | 0.1% | $74.90 | +4.5% | COM | 94106L109 |
| HCC | WARRIOR MET COAL INC | 119,200 | $3.223M | 0.1% | $26.34 | -3.0% | COM | 93627C101 |
| AQN | ALGONQUIN PWR UTILS CORP | 308,664 | $3.198M | 0.1% | $5.48 | +27.1% | COM | 015857105 |
| DAL | DELTA AIR LINES INC DEL | 55,200 | $3.192M | 0.1% | $43.64 | +17.8% | COM NEW | 247361702 |
| MTZ | MASTEC INC | 71,200 | $3.179M | 0.1% | $50.70 | -8.7% | COM | 576323109 |
| LUV | SOUTHWEST AIRLS CO | 50,600 | $3.16M | 0.1% | $30.80 | +72.9% | COM | 844741108 |
| MA | MASTERCARD INCORPORATED | 14,077 | $3.134M | 0.1% | $110.44 | +81.4% | CL A | 57636Q104 |
| — | BLUE HILLS BANCORP INC | 130,000 | $3.133M | 0.1% | $24.10 | — | COM | 095573101 |
| ALL | ALLSTATE CORP | 31,700 | $3.129M | 0.1% | $80.71 | +1.7% | COM | 020002101 |
| — | CBS CORP NEW | 54,100 | $3.108M | 0.1% | $61.20 | — | CL B | 124857202 |
| MU | MICRON TECHNOLOGY INC | 68,200 | $3.085M | 0.1% | $46.70 | +5.4% | COM | 595112103 |
| — | PENNYMAC FINL SVCS INC | 147,300 | $3.079M | 0.1% | $22.65 | — | CL A | 70932B101 |
| KR | KROGER CO | 105,700 | $3.077M | 0.1% | $24.06 | +5.7% | COM | 501044101 |
| NWE | NORTHWESTERN CORP | 52,398 | $3.074M | 0.1% | $29.01 | +48.7% | COM NEW | 668074305 |
| CNH | CNH INDL N V | 255,700 | $3.071M | 0.1% | $10.44 | -16.5% | SHS | N20944109 |
| — | WALGREENS BOOTS ALLIANCE INC COM | 42,000 | $3.062M | 0.1% | $65.48 | — | COM | 931427108 |
| BCC | BOISE CASCADE CO DEL | 83,000 | $3.054M | 0.1% | $25.29 | +17.0% | COM | 09739D100 |
| — | LEGACY RESVS INC | 628,600 | $3.049M | 0.1% | $4.85 | — | COM | 524706108 |
| AZO | AUTOZONE INC | 3,900 | $3.025M | 0.1% | $726.99 | +1.3% | COM | 053332102 |
| V | VISA INC | 20,000 | $3.002M | 0.1% | $75.76 | +78.3% | COM CL A | 92826C839 |
| SBUX | STARBUCKS CORP | 51,870 | $2.948M | 0.1% | $48.47 | -7.0% | COM | 855244109 |
| EZPW | EZCORP INC | 273,400 | $2.925M | 0.1% | $12.77 | -10.8% | CL A NON VTG | 302301106 |
| HUN | HUNTSMAN CORP | 107,400 | $2.925M | 0.1% | $30.92 | -1.5% | COM | 447011107 |
| STLD | STEEL DYNAMICS INC | 64,300 | $2.906M | 0.1% | $29.67 | +32.6% | COM | 858119100 |
| FDX | FEDEX CORP | 12,000 | $2.889M | 0.1% | $220.51 | -3.8% | COM | 31428X106 |
| MSBI | MIDLAND STS BANCORP INC ILL | 90,000 | $2.889M | 0.1% | $19.63 | +18.9% | COM | 597742105 |
| KMB | KIMBERLY CLARK CORP | 25,300 | $2.875M | 0.1% | $86.21 | +0.4% | COM | 494368103 |
| NUE | NUCOR CORP | 45,300 | $2.874M | 0.1% | $55.79 | -2.1% | COM | 670346105 |
| PCAR | PACCAR INC | 42,100 | $2.871M | 0.1% | $34.80 | -5.9% | COM | 693718108 |
| BXC | BLUELINX HLDGS INC | 89,700 | $2.825M | 0.1% | $39.05 | -7.7% | COM NEW | 09624H208 |
| EMN | EASTMAN CHEM CO | 29,500 | $2.824M | 0.1% | $77.04 | -0.9% | COM | 277432100 |
| KBH | KB HOME | 118,000 | $2.821M | 0.1% | $26.11 | -13.5% | COM | 48666K109 |
| — | SCHNITZER STL INDS | 102,900 | $2.783M | 0.1% | $32.35 | — | CL A | 806882106 |
| PYPL | PAYPAL HLDGS INC | 31,500 | $2.767M | 0.1% | $51.22 | +71.5% | COM | 70450Y103 |
| CAG | CONAGRA BRANDS INC | 80,500 | $2.735M | 0.1% | $27.24 | +0.3% | COM | 205887102 |
| LEA | LEAR CORP | 18,800 | $2.726M | 0.1% | $132.02 | +11.4% | COM NEW | 521865204 |
| DE | DEERE & CO | 18,100 | $2.721M | 0.1% | $71.96 | +78.7% | COM | 244199105 |
| AMP | AMERIPRISE FINL INC | 18,400 | $2.717M | 0.1% | $109.51 | +13.7% | COM | 03076C106 |
| WMT | WALMART INC | 28,900 | $2.714M | 0.1% | $28.34 | -3.5% | COM | 931142103 |
| — | DIME CMNTY BANCSHARES | 150,000 | $2.678M | 0.1% | $20.40 | — | COM | 253922108 |
| BRK/B | BERKSHIRE HATHAWAY INC DEL | 12,500 | $2.676M | 0.1% | $156.76 | +30.9% | CL B NEW | 084670702 |
| GAP | GAP INC DEL | 91,500 | $2.64M | 0.1% | $21.35 | +8.0% | COM | 364760108 |
| JPM | JPMORGAN CHASE & CO. | 23,000 | $2.595M | 0.1% | $67.01 | +38.2% | COM | 46625H100 |
| — | LAM RESEARCH CORP | 17,067 | $2.589M | 0.1% | $203.16 | — | COM | 512807108 |
| GPN | GLOBAL PMTS INC | 20,000 | $2.548M | 0.1% | $88.28 | +29.7% | COM | 37940X102 |
| BAC | BANK AMER CORP | 86,000 | $2.534M | 0.1% | $15.15 | +68.1% | COM | 060505104 |
| MCO | MOODYS CORP | 15,000 | $2.508M | 0.1% | $119.64 | +37.8% | COM | 615369105 |
| OMC | OMNICOM GROUP INC | 36,500 | $2.483M | 0.1% | $54.64 | -1.8% | COM | 681919106 |
| UTL | UNITIL CORP | 47,298 | $2.407M | 0.1% | $33.02 | +54.5% | COM | 913259107 |
| AX | AXOS FINL INC | 70,000 | $2.407M | 0.1% | $38.41 | 0.0% | COM | 05465C100 |
| AAL | AMERICAN AIRLS GROUP INC | 57,400 | $2.372M | 0.1% | $42.36 | -9.5% | COM | 02376R102 |
| C | CITIGROUP INC | 33,000 | $2.367M | 0.1% | $45.07 | +21.5% | COM NEW | 172967424 |
| AMAT | APPLIED MATLS INC | 59,984 | $2.318M | 0.1% | $50.79 | -19.9% | COM | 038222105 |
| PNC | PNC FINL SVCS GROUP INC | 17,000 | $2.315M | 0.1% | $84.60 | +29.4% | COM | 693475105 |
| TSN | TYSON FOODS INC | 38,600 | $2.298M | 0.1% | $61.52 | -17.4% | CL A | 902494103 |
| FCX | FREEPORT-MCMORAN INC | 163,600 | $2.277M | 0.1% | $13.03 | +5.7% | COM | 35671D857 |
| CPB | CAMPBELL SOUP CO | 62,100 | $2.275M | 0.1% | $34.67 | -8.1% | COM | 134429109 |
| — | TOTAL SYS SVCS INC | 23,000 | $2.271M | 0.1% | $80.83 | — | COM | 891906109 |
| MGEE | MGE ENERGY INC | 35,229 | $2.249M | 0.1% | $30.41 | +82.4% | COM | 55277P104 |
| SCHW | SCHWAB CHARLES CORP NEW | 45,000 | $2.212M | 0.1% | $42.10 | +9.4% | COM | 808513105 |
| COF | CAPITAL ONE FINL CORP | 23,000 | $2.183M | 0.1% | $77.80 | +10.1% | COM | 14040H105 |
| MSCI | MSCI INC | 11,500 | $2.04M | 0.1% | $147.65 | +8.9% | COM | 55354G100 |
| ZG | ZILLOW GROUP INC | 45,000 | $1.989M | 0.1% | $49.40 | +5.9% | CL A | 98954M101 |
| STT | STATE STR CORP | 23,000 | $1.927M | 0.1% | $74.88 | -7.5% | COM | 857477103 |
| MS | MORGAN STANLEY | 41,000 | $1.909M | 0.1% | $31.38 | +24.1% | COM | 617446448 |
| — | PIONEER ENERGY SVCS CORP | 616,800 | $1.82M | 0.1% | $2.95 | — | COM | 723664108 |
| GS | GOLDMAN SACHS GROUP INC | 8,000 | $1.794M | 0.1% | $176.15 | +11.5% | COM | 38141G104 |
| — | L BRANDS INC | 59,000 | $1.788M | 0.1% | $43.02 | — | COM | 501797104 |
| — | TRIPLE-S MGMT CORP | 91,900 | $1.736M | 0.1% | $18.89 | — | CL B | 896749108 |
| FFIC | FLUSHING FINL CORP | 60,000 | $1.464M | 0.1% | $10.56 | +67.0% | COM | 343873105 |
| AXP | AMERICAN EXPRESS CO | 13,000 | $1.384M | 0.1% | $79.05 | +19.0% | COM | 025816109 |
| WH | WYNDHAM HOTELS & RESORTS INC COM | 24,400 | $1.356M | 0.1% | $60.97 | -6.1% | COM | 98311A105 |
| — | CAPSTAR FINL HLDGS INC | 75,000 | $1.253M | 0.0% | $19.76 | — | COM | 14070T102 |
| RGCO | RGC RES INC | 44,091 | $1.178M | 0.0% | $15.34 | +82.5% | COM | 74955L103 |
| — | WYNDHAM DESTINATIONS INC | 24,700 | $1.071M | 0.0% | $114.42 | — | COM | 98310W108 |
| WFC | WELLS FARGO CO NEW | 20,000 | $1.051M | 0.0% | $41.36 | +12.4% | COM | 949746101 |
| XYZ | SQUARE INC | 10,000 | $990K | 0.0% | $42.99 | +79.4% | CL A | 852234103 |
| — | AVANGRID INC | 20,200 | $968K | 0.0% | $45.71 | — | COM | 05351W103 |
| — | SUNTRUST BKS INC | 14,000 | $935K | 0.0% | $50.16 | — | COM | 867914103 |
| — | WORLDPAY INC | 9,000 | $911K | 0.0% | $101.22 | — | CL A | 981558109 |
| PFS | PROVIDENT FINL SVCS INC | 35,000 | $859K | 0.0% | $10.41 | +71.5% | COM | 74386T105 |
| SSNC | SS&C TECHNOLOGIES HLDGS INC | 15,000 | $852K | 0.0% | $55.49 | 0.0% | COM | 78467J100 |
| CFG | CITIZENS FINL GROUP INC | 21,000 | $810K | 0.0% | $26.60 | +10.4% | COM | 174610105 |
| ETR | ENTERGY CORP NEW | 8,560 | $694K | 0.0% | $22.06 | +43.1% | COM | 29364G103 |
| USB | US BANCORP DEL | 12,000 | $634K | 0.0% | $33.86 | +15.6% | COM NEW | 902973304 |
| WAL | WESTERN ALLIANCE BANCORP | 10,000 | $569K | 0.0% | $39.27 | +27.3% | COM | 957638109 |
| FITB | FIFTH THIRD BANCORP | 16,000 | $447K | 0.0% | $14.70 | +49.7% | COM | 316773100 |
| ZION | ZIONS BANCORPORATION | 7,000 | $351K | 0.0% | $50.71 | +4.1% | COM | 989701107 |
| — | E TRADE FINANCIAL CORP | 6,000 | $314K | 0.0% | $55.41 | — | COM NEW | 269246401 |
| — | CORNING NAT GAS HLDG CORP | 14,599 | $265K | 0.0% | $19.13 | — | COM | 219387107 |
| — | SEMICONDUCTOR MFG INTL CORP | 13,023 | $71,000 | 0.0% | $5.45 | — | SPONSORED ADR | 81663N206 |