Location: Novato, CA
CIK: 0001145255 · Show all filings
Period: Q3 2019 (← Previous) (Next →)
Filing Date: Oct 7, 2019
Total Value: $1.99B (100.0% shares, 0.0% debt)
| Ticker | Issuer | Shares | Value | % | Share Price | Est. Cost/Share | Unrealized @ Report Date | Class | CUSIP |
|---|---|---|---|---|---|---|---|---|---|
| SO | SOUTHERN CO | 739,200 | $45.66M | 2.3% | $61.77 * | $34.76 | +39.5% | COM | 842587107 |
| D | DOMINION ENERGY INC | 560,877 | $45.45M | 2.3% | $81.04 * | $39.36 | +56.8% | COM | 25746U109 |
| ATO | ATMOS ENERGY CORP | 397,086 | $45.22M | 2.3% | $113.89 * | $40.36 | +141.9% | COM | 049560105 |
| SRE | SEMPRA ENERGY | 305,340 | $45.07M | 2.3% | $147.61 * | $30.45 | +98.1% | COM | 816851109 |
| KMI | KINDER MORGAN INC DEL | 2,170,101 | $44.73M | 2.2% | $20.61 * | $16.86 | -15.9% | COM | 49456B101 |
| TRP | TC ENERGY CORP | 847,353 | $43.88M | 2.2% | $51.79 * | $34.25 | +10.2% | ADR | 87807B107 |
| ENB | ENBRIDGE INC | 1,246,765 | $43.74M | 2.2% | $35.08 * | $23.83 | -2.8% | COM | 29250N105 |
| LNG | CHENIERE ENERGY INC | 681,917 | $43M | 2.2% | $63.06 | $39.55 | +59.4% | COM NEW | 16411R208 |
| WEC | WEC ENERGY GROUP INC | 430,740 | $40.96M | 2.1% | $95.10 * | $36.43 | +113.6% | COM | 92939U106 |
| NGG | NATIONAL GRID PLC | 688,844 | $37.29M | 1.9% | $54.13 | $68.28 | -20.7% | SPON ADR NEW | 636274409 |
| NI | NISOURCE INC | 979,781 | $29.32M | 1.5% | $29.92 * | $11.44 | +112.1% | COM | 65473P105 |
| PEG | PUBLIC SVC ENTERPRISE GRP INC COM | 441,490 | $27.41M | 1.4% | $62.08 * | $26.65 | +88.5% | COM | 744573106 |
| ED | CONSOLIDATED EDISON INC | 274,936 | $25.97M | 1.3% | $94.47 * | $40.03 | +88.2% | COM | 209115104 |
| DUK | DUKE ENERGY CORP NEW | 264,787 | $25.38M | 1.3% | $95.86 * | $52.14 | +43.2% | COM | 26441C204 |
| UGI | UGI CORP NEW | 498,452 | $25.06M | 1.3% | $50.27 | $48.01 | +4.7% | COM | 902681105 |
| CMS | CMS ENERGY CORP | 381,998 | $24.43M | 1.2% | $63.95 * | $22.36 | +137.5% | COM | 125896100 |
| DTE | DTE ENERGY CO | 182,304 | $24.24M | 1.2% | $132.96 * | $47.28 | +93.8% | COM | 233331107 |
| BAH | BOOZ ALLEN HAMILTON HLDG CORP CL A | 321,454 | $22.83M | 1.1% | $71.02 * | $43.35 | +45.9% | CL A | 099502106 |
| BRK/A | BERKSHIRE HATHAWAY INC - CL A | 72 | $22.45M | 1.1% | $311833.33 | $292788.47 | +6.5% | CL A | 084670108 |
| OGS | ONE GAS INC | 227,675 | $21.88M | 1.1% | $96.11 | $41.00 | +134.4% | COM | 68235P108 |
| AES | AES CORP | 1,220,500 | $19.94M | 1.0% | $16.34 * | $10.45 | +24.8% | COM | 00130H105 |
| CASY | CASEYS GEN STORES INC | 121,600 | $19.6M | 1.0% | $161.16 * | $109.30 | +41.5% | COM | 147528103 |
| CROX | CROCS INC | 674,600 | $18.73M | 0.9% | $27.76 | $18.29 | +51.8% | COM | 227046109 |
| POST | POST HLDGS INC | 170,342 | $18.03M | 0.9% | $105.84 * | $61.87 | +12.0% | COM | 737446104 |
| — | AARONS INC | 275,800 | $17.72M | 0.9% | $64.26 | $54.46 | — | COM PAR $0.50 | 002535300 |
| SWX | SOUTHWEST GAS HOLDINGS INC | 192,317 | $17.51M | 0.9% | $91.04 | $55.10 | +65.2% | COM | 844895102 |
| AIZ | ASSURANT INC | 137,100 | $17.25M | 0.9% | $125.82 * | $92.18 | +22.0% | COM | 04621X108 |
| CNP | CENTERPOINT ENERGY INC | 561,828 | $16.96M | 0.9% | $30.18 * | $18.11 | +40.1% | COM | 15189T107 |
| XEL | XCEL ENERGY INC | 258,899 | $16.8M | 0.8% | $64.89 * | $21.87 | +145.1% | COM | 98389B100 |
| CACI | CACI INTL INC | 71,200 | $16.47M | 0.8% | $231.26 | $184.58 | +25.3% | CL A | 127190304 |
| RH | RH | 92,600 | $15.82M | 0.8% | $170.83 | $140.28 | +21.8% | COM | 74967X103 |
| SR | SPIRE INC | 179,491 | $15.66M | 0.8% | $87.24 | $70.15 | — | COM | 84857L101 |
| CLH | CLEAN HARBORS INC COM | 202,800 | $15.66M | 0.8% | $77.20 | $63.60 | +21.4% | COM | 184496107 |
| ORI | OLD REP INTL CORP | 630,800 | $14.87M | 0.7% | $23.57 * | $12.01 | +19.0% | COM | 680223104 |
| JPM | JPMORGAN CHASE & CO. | 123,050 | $14.48M | 0.7% | $117.69 * | $83.05 | +19.2% | COM | 46625H100 |
| MUSA | MURPHY USA INC | 165,800 | $14.14M | 0.7% | $85.30 * | $80.24 | +3.3% | COM | 626755102 |
| IBM | INTERNATIONAL BUSINESS MACHS COM | 96,095 | $13.97M | 0.7% | $145.42 * | $95.80 | +10.8% | COM | 459200101 |
| — | EQUITRANS MIDSTREAM CORPORATIO COM | 958,345 | $13.94M | 0.7% | $14.55 | $20.07 | — | COM | 294600101 |
| VZ | VERIZON COMMUNICATIONS INC | 230,600 | $13.92M | 0.7% | $60.36 * | $28.67 | +47.9% | COM | 92343V104 |
| NSP | INSPERITY INC | 137,600 | $13.57M | 0.7% | $98.62 * | $82.97 | +0.1% | COM | 45778Q107 |
| LSTR | LANDSTAR SYS INC | 118,600 | $13.35M | 0.7% | $112.58 | $122.00 | — | COM | 515098101 |
| ASH | ASHLAND GLOBAL HLDGS INC | 167,100 | $12.88M | 0.6% | $77.05 * | $73.66 | -6.2% | COM | 044186104 |
| FTS | FORTIS INC | 296,276 | $12.54M | 0.6% | $42.33 * | $22.21 | +50.3% | COM | 349553107 |
| NJR | NEW JERSEY RES | 251,634 | $11.38M | 0.6% | $45.22 * | $20.31 | +76.9% | COM | 646025106 |
| TGT | TARGET CORP | 105,700 | $11.3M | 0.6% | $106.91 * | $53.76 | +68.6% | COM | 87612E106 |
| MOH | MOLINA HEALTHCARE INC | 101,700 | $11.16M | 0.6% | $109.72 | $127.64 | -14.0% | COM | 60855R100 |
| EXC | EXELON CORP | 229,631 | $11.09M | 0.6% | $48.31 * | $15.53 | +77.6% | COM | 30161N101 |
| — | SOUTH JERSEY INDS INC | 336,171 | $11.06M | 0.6% | $32.91 | $36.94 | — | COM | 838518108 |
| KO | COCA COLA CO | 203,000 | $11.05M | 0.6% | $54.44 * | $31.71 | +41.8% | COM | 191216100 |
| NFG | NATIONAL FUEL GAS CO N J | 234,924 | $11.02M | 0.6% | $46.92 | $62.15 | -24.5% | COM | 636180101 |
| PG | PROCTER & GAMBLE CO | 87,100 | $10.83M | 0.5% | $124.37 * | $66.16 | +60.9% | COM | 742718109 |
| — | SPIRIT AIRLS INC | 292,800 | $10.63M | 0.5% | $36.30 | $46.97 | — | COM | 848577102 |
| MDRX | ALLSCRIPTS HEALTHCARE SOLUTNS COM | 962,900 | $10.57M | 0.5% | $10.98 | $13.59 | -19.2% | COM | 01988P108 |
| MDU | MDU RES GROUP INC | 370,407 | $10.44M | 0.5% | $28.19 * | $7.75 | +15.0% | COM | 552690109 |
| CLF | CLEVELAND CLIFFS INC | 1,434,000 | $10.35M | 0.5% | $7.22 * | $9.74 | -28.7% | COM | 185899101 |
| BKH | BLACK HILLS CORP | 134,547 | $10.32M | 0.5% | $76.73 * | $44.38 | +34.5% | COM | 092113109 |
| CVX | CHEVRON CORP NEW | 85,625 | $10.15M | 0.5% | $118.60 * | $71.13 | +26.3% | COM | 166764100 |
| SFM | SPROUTS FMRS MKT INC | 510,000 | $9.863M | 0.5% | $19.34 | $24.68 | -21.6% | COM | 85208M102 |
| XOM | EXXON MOBIL CORP | 136,510 | $9.639M | 0.5% | $70.61 * | $55.41 | -4.7% | COM | 30231G102 |
| DNOW | NOW INC/DE | 831,000 | $9.532M | 0.5% | $11.47 | $15.86 | -27.7% | COM | 67011P100 |
| — | AVANGRID INC | 177,700 | $9.285M | 0.5% | $52.25 | $50.05 | — | COM | 05351W103 |
| NWN | NORTHWEST NAT HLDG CO | 128,803 | $9.189M | 0.5% | $71.34 | $66.85 | +6.7% | COM | 66765N105 |
| PFE | PFIZER INC | 251,300 | $9.029M | 0.5% | $35.93 * | $18.04 | +40.9% | COM | 717081103 |
| PEP | PEPSICO INC | 65,700 | $9.007M | 0.5% | $137.09 * | $90.24 | +25.6% | COM | 713448108 |
| AEO | AMERICAN EAGLE OUTFITTERS INC COM | 528,061 | $8.565M | 0.4% | $16.22 * | $20.86 | -34.1% | COM | 02553E106 |
| PPL | PPL CORP | 270,419 | $8.515M | 0.4% | $31.49 * | $19.77 | +22.7% | COM | 69351T106 |
| PAGP | PLAINS GP HLDGS L P | 396,255 | $8.412M | 0.4% | $21.23 | $33.42 | — | LTP PARTNR INT A | 72651A207 |
| ES | EVERSOURCE ENERGY | 97,075 | $8.297M | 0.4% | $85.47 * | $36.71 | +86.0% | COM | 30040W108 |
| UPS | UNITED PARCEL SERVICE INC | 67,900 | $8.136M | 0.4% | $119.82 * | $77.20 | +21.3% | CL B | 911312106 |
| AEE | AMEREN CORP | 101,240 | $8.104M | 0.4% | $80.05 * | $27.01 | +147.9% | COM | 023608102 |
| AMGN | AMGEN INC | 40,000 | $7.74M | 0.4% | $193.50 * | $147.16 | +8.6% | COM | 031162100 |
| PENN | PENN NATL GAMING INC | 415,358 | $7.736M | 0.4% | $18.62 | $27.26 | -31.7% | COM | 707569109 |
| TRN | TRINITY INDS INC | 390,000 | $7.675M | 0.4% | $19.68 * | $19.96 | -23.0% | COM | 896522109 |
| — | ENLINK MIDSTREAM LLC | 878,785 | $7.47M | 0.4% | $8.50 | $12.78 | — | COM UNIT REP LTD | 29336T100 |
| QCOM | QUALCOMM INC | 96,651 | $7.373M | 0.4% | $76.28 * | $45.74 | +44.9% | COM | 747525103 |
| BJRI | BJS RESTAURANTS INC | 185,700 | $7.213M | 0.4% | $38.84 | $65.91 | -41.5% | COM | 09180C106 |
| LVS | LAS VEGAS SANDS CORP | 124,300 | $7.18M | 0.4% | $57.76 * | $46.12 | +15.9% | COM | 517834107 |
| PBF | PBF ENERGY INC | 262,200 | $7.129M | 0.4% | $27.19 | $46.68 | -41.8% | CL A | 69318G106 |
| DCH | AMERICAN AXLE & MFG HLDGS INC COM | 809,400 | $6.653M | 0.3% | $8.22 | $17.19 | -52.2% | COM | 024061103 |
| — | TELLURIAN INC NEW | 795,690 | $6.616M | 0.3% | $8.31 | $10.23 | — | COM | 87968A104 |
| — | MERIDIAN BANCORP INC MD | 335,000 | $6.281M | 0.3% | $18.75 | $13.66 | — | COM | 58958U103 |
| T | AT&T INC | 165,660 | $6.269M | 0.3% | $37.84 * | $14.47 | +26.9% | COM | 00206R102 |
| JCI | JOHNSON CTLS INTL PLC | 142,600 | $6.259M | 0.3% | $43.89 * | $31.74 | +21.4% | SHS | G51502105 |
| MO | ALTRIA GROUP INC | 150,600 | $6.16M | 0.3% | $40.90 * | $31.24 | -20.2% | COM | 02209S103 |
| TXN | TEXAS INSTRS INC | 47,046 | $6.08M | 0.3% | $129.24 * | $85.38 | +26.6% | COM | 882508104 |
| GIS | GENERAL MLS INC | 110,100 | $6.069M | 0.3% | $55.12 * | $42.98 | +3.3% | COM | 370334104 |
| FBP | FIRST BANCORP P R | 590,000 | $5.888M | 0.3% | $9.98 * | $3.95 | +108.5% | COM NEW | 318672706 |
| PCG | PG&E CORP | 587,449 | $5.874M | 0.3% | $10.00 | $42.57 | -76.8% | COM | 69331C108 |
| WFC | WELLS FARGO CO NEW | 112,700 | $5.685M | 0.3% | $50.44 * | $40.77 | +5.0% | COM | 949746101 |
| CNOB | CONNECTONE BANCORP INC NEW | 255,000 | $5.661M | 0.3% | $22.20 * | $20.28 | -7.4% | COM | 20786W107 |
| DE | DEERE & CO | 33,500 | $5.651M | 0.3% | $168.69 * | $107.21 | +44.3% | COM | 244199105 |
| INDB | INDEPENDENT BANK CORP MASS | 75,000 | $5.599M | 0.3% | $74.65 * | $43.22 | +41.3% | COM | 453836108 |
| MS | MORGAN STANLEY | 128,500 | $5.483M | 0.3% | $42.67 * | $33.50 | +4.6% | COM | 617446448 |
| BBT | BERKSHIRE HILLS BANCORP INC | 185,000 | $5.419M | 0.3% | $29.29 * | $23.51 | +2.2% | COM | 084680107 |
| — | UNILEVER PLC | 90,000 | $5.409M | 0.3% | $60.10 | $55.56 | — | SPON ADR NEW | 904767704 |
| PSX | PHILLIPS 66 | 52,500 | $5.376M | 0.3% | $102.40 * | $57.27 | +38.5% | COM | 718546104 |
| F | FORD MTR CO DEL | 583,545 | $5.345M | 0.3% | $9.16 * | $7.53 | -10.7% | COM PAR $0.01 | 345370860 |
| RY | ROYAL BK CDA MONTREAL QUE | 64,900 | $5.267M | 0.3% | $81.16 | $66.15 | +22.7% | COM | 780087102 |
| MET | METLIFE INC | 111,400 | $5.254M | 0.3% | $47.16 * | $35.04 | +9.0% | COM | 59156R108 |
| MRK | MERCK & CO INC | 62,250 | $5.24M | 0.3% | $84.18 * | $44.16 | +49.4% | COM | 58933Y105 |
| HIFS | HINGHAM INSTN SVGS MASS | 27,500 | $5.198M | 0.3% | $189.02 * | $55.69 | +214.4% | COM | 433323102 |
| — | GLAXOSMITHKLINE PLC | 121,800 | $5.198M | 0.3% | $42.68 | $41.56 | — | SPONSORED ADR | 37733W105 |
| BTI | BRITISH AMERN TOB PLC | 138,900 | $5.125M | 0.3% | $36.90 | $36.38 | +1.4% | SPONSORED ADR | 110448107 |
| — | OPUS BK IRVINE CALIF | 235,000 | $5.116M | 0.3% | $21.77 | $23.43 | — | COM | 684000102 |
| MMM | 3M CO | 31,050 | $5.105M | 0.3% | $164.41 * | $127.10 | -14.0% | COM | 88579Y101 |
| TD | TORONTO DOMINION BK ONT | 87,600 | $5.104M | 0.3% | $58.26 | $46.48 | +25.4% | COM NEW | 891160509 |
| CPK | CHESAPEAKE UTILS CORP | 53,158 | $5.067M | 0.3% | $95.32 * | $35.45 | +138.8% | COM | 165303108 |
| BMY | BRISTOL MYERS SQUIBB CO | 99,300 | $5.036M | 0.3% | $50.72 * | $46.93 | -15.4% | COM | 110122108 |
| CNQ | CANADIAN NAT RES LTD | 183,400 | $4.884M | 0.2% | $26.63 * | $10.82 | -12.6% | COM | 136385101 |
| BANC | BANC OF CALIFORNIA INC | 345,000 | $4.878M | 0.2% | $14.14 * | $15.32 | -19.4% | COM | 05990K106 |
| MPC | MARATHON PETE CORP | 79,800 | $4.848M | 0.2% | $60.75 * | $53.75 | -7.0% | COM | 56585A102 |
| EMR | EMERSON ELEC CO | 72,500 | $4.847M | 0.2% | $66.86 * | $40.96 | +41.8% | COM | 291011104 |
| — | FRANKLIN FINL NETWORK INC | 160,000 | $4.834M | 0.2% | $30.21 | $28.91 | — | COM | 35352P104 |
| SU | SUNCOR ENERGY INC NEW | 151,800 | $4.794M | 0.2% | $31.58 * | $21.23 | +16.3% | COM | 867224107 |
| ADM | ARCHER DANIELS MIDLAND CO | 116,600 | $4.789M | 0.2% | $41.07 * | $34.90 | -1.8% | COM | 039483102 |
| GILD | GILEAD SCIENCES INC | 75,500 | $4.785M | 0.2% | $63.38 * | $57.89 | -14.0% | COM | 375558103 |
| GM | GENERAL MTRS CO | 126,500 | $4.741M | 0.2% | $37.48 * | $31.23 | +13.2% | COM | 37045V100 |
| ABBV | ABBVIE INC | 61,800 | $4.679M | 0.2% | $75.71 * | $61.01 | -4.6% | COM | 00287Y109 |
| PM | PHILIP MORRIS INTL INC | 61,300 | $4.655M | 0.2% | $75.94 * | $57.67 | -4.3% | COM | 718172109 |
| CVS | CVS HEALTH CORP | 73,700 | $4.648M | 0.2% | $63.07 * | $55.85 | -7.6% | COM | 126650100 |
| — | TOTAL S A | 88,800 | $4.618M | 0.2% | $52.00 | $50.42 | — | SPONSORED ADR | 89151E109 |
| — | ROYAL DUTCH SHELL PLC | 75,800 | $4.54M | 0.2% | $59.89 | $65.53 | — | SPON ADR B | 780259107 |
| HSBC | HSBC HLDGS PLC | 117,310 | $4.489M | 0.2% | $38.27 | $41.56 | -7.9% | SPON ADR NEW | 404280406 |
| BP | BP PLC | 116,400 | $4.422M | 0.2% | $37.99 | $35.17 | +8.0% | SPONSORED ADR | 055622104 |
| — | BROOKLINE BANCORP INC DEL | 300,000 | $4.419M | 0.2% | $14.73 | $11.51 | — | COM | 11373M107 |
| ACA | ARCOSA INC | 128,166 | $4.385M | 0.2% | $34.21 * | $26.73 | +25.2% | COM | 039653100 |
| — | LAKELAND BANCORP INC | 280,000 | $4.32M | 0.2% | $15.43 | $14.87 | — | COM | 511637100 |
| — | AEROJET ROCKETDYNE HLDGS INC COM | 82,800 | $4.182M | 0.2% | $50.51 | $44.77 | — | COM | 007800105 |
| CSCO | CISCO SYS INC | 80,400 | $3.973M | 0.2% | $49.42 * | $21.09 | +92.9% | COM | 17275R102 |
| OCFC | OCEANFIRST FINL CORP | 165,000 | $3.894M | 0.2% | $23.60 * | $14.17 | +27.4% | COM | 675234108 |
| WKC | WORLD FUEL SVCS CORP | 96,000 | $3.834M | 0.2% | $39.94 | $31.37 | +27.3% | COM | 981475106 |
| SLB | SCHLUMBERGER LTD | 112,100 | $3.83M | 0.2% | $34.17 * | $48.64 | -39.9% | COM | 806857108 |
| CCL | CARNIVAL CORP | 87,300 | $3.816M | 0.2% | $43.71 * | $61.52 | -30.6% | UNIT 99/99/9999 | 143658300 |
| FCN | FTI CONSULTING INC | 35,700 | $3.784M | 0.2% | $105.99 | $82.21 | +28.9% | COM | 302941109 |
| CNDT | CONDUENT INC | 606,500 | $3.772M | 0.2% | $6.22 | $20.52 | -69.7% | COM | 206787103 |
| DG | DOLLAR GEN CORP NEW | 23,700 | $3.767M | 0.2% | $158.95 * | $115.73 | +26.1% | COM | 256677105 |
| KLAC | KLA CORP | 23,435 | $3.737M | 0.2% | $159.46 * | $98.08 | +50.6% | COM NEW | 482480100 |
| NVR | NVR INC | 1,000 | $3.717M | 0.2% | $3717.00 | $2631.79 | +41.2% | COM | 62944T105 |
| — | UNITED FINL BANCORP INC NEW | 270,000 | $3.68M | 0.2% | $13.63 | $13.85 | — | COM | 910304104 |
| CDW | CDW CORP | 28,603 | $3.525M | 0.2% | $123.24 * | $96.89 | +18.0% | COM | 12514G108 |
| AAPL | APPLE INC | 15,428 | $3.455M | 0.2% | $223.94 * | $28.37 | +89.9% | COM | 037833100 |
| UPBD | RENT A CTR INC NEW | 132,900 | $3.427M | 0.2% | $25.79 | $18.43 | +39.9% | COM | 76009N100 |
| CAT | CATERPILLAR INC DEL | 27,100 | $3.423M | 0.2% | $126.31 * | $113.62 | -2.6% | COM | 149123101 |
| DHI | D R HORTON INC | 64,900 | $3.421M | 0.2% | $52.71 * | $36.40 | +35.7% | COM | 23331A109 |
| NOC | NORTHROP GRUMMAN CORP | 9,000 | $3.373M | 0.2% | $374.78 * | $243.65 | +38.8% | COM | 666807102 |
| — | LAM RESEARCH CORP | 14,564 | $3.366M | 0.2% | $231.12 | $203.16 | — | COM | 512807108 |
| COST | COSTCO WHSL CORP NEW | 11,600 | $3.342M | 0.2% | $288.10 * | $226.60 | +16.0% | COM | 22160K105 |
| OXY | OCCIDENTAL PETE CORP | 75,060 | $3.338M | 0.2% | $44.47 * | $55.88 | -28.8% | COM | 674599105 |
| BOOT | BOOT BARN HLDGS INC | 95,300 | $3.326M | 0.2% | $34.90 | $30.12 | +15.9% | COM | 099406100 |
| AMAT | APPLIED MATLS INC | 66,300 | $3.308M | 0.2% | $49.89 * | $47.81 | -1.7% | COM | 038222105 |
| PFGC | PERFORMANCE FOOD GROUP CO | 71,700 | $3.299M | 0.2% | $46.01 | $40.05 | +14.9% | COM | 71377A103 |
| — | CADENCE BANCORPORATION | 185,000 | $3.245M | 0.2% | $17.54 | $17.54 | — | CL A | 12739A100 |
| AQN | ALGONQUIN PWR UTILS CORP | 235,664 | $3.229M | 0.2% | $13.70 * | $5.48 | +82.7% | COM | 015857105 |
| — | FIRST MIDWEST BANCORP DEL | 165,000 | $3.214M | 0.2% | $19.48 | $20.14 | — | COM | 320867104 |
| GLDD | GREAT LAKES DREDGE & DOCK CORP COM | 304,600 | $3.183M | 0.2% | $10.45 | $10.32 | +2.4% | COM | 390607109 |
| NWE | NORTHWESTERN CORP | 42,398 | $3.182M | 0.2% | $75.05 * | $29.01 | +95.9% | COM NEW | 668074305 |
| LPLA | LPL FINL HLDGS INC | 38,700 | $3.17M | 0.2% | $81.91 | $61.98 | +32.1% | COM | 50212V100 |
| OSIS | OSI SYSTEMS INC | 31,200 | $3.169M | 0.2% | $101.57 | $100.77 | +0.8% | COM | 671044105 |
| — | BROOKFIELD ASSET MGMT INC | 59,100 | $3.138M | 0.2% | $53.10 | $47.79 | — | CL A LTD VT SH | 112585104 |
| CNNE | CANNAE HLDGS INC | 113,700 | $3.123M | 0.2% | $27.47 * | $25.08 | +4.2% | COM | 13765N107 |
| SCL | STEPAN CO | 31,800 | $3.087M | 0.2% | $97.08 | $89.22 | +8.8% | COM | 858586100 |
| CE | CELANESE CORP DEL | 25,100 | $3.069M | 0.2% | $122.27 * | $86.22 | +26.1% | COM | 150870103 |
| MA | MASTERCARD INC | 11,292 | $3.067M | 0.2% | $271.61 * | $110.44 | +137.5% | CL A | 57636Q104 |
| GDOT | GREEN DOT CORP | 120,000 | $3.03M | 0.2% | $25.25 | $40.65 | -37.9% | CL A | 39304D102 |
| TROW | PRICE T ROWE GROUP INC | 26,300 | $3.005M | 0.2% | $114.26 * | $73.21 | +20.8% | COM | 74144T108 |
| WM | WASTE MGMT INC DEL | 26,000 | $2.99M | 0.2% | $115.00 * | $74.90 | +38.6% | COM | 94106L109 |
| CVNA | CARVANA CO | 45,200 | $2.983M | 0.1% | $66.00 | $64.21 | +2.8% | CL A | 146869102 |
| PGR | PROGRESSIVE CORP OHIO | 38,400 | $2.966M | 0.1% | $77.24 * | $44.72 | +41.9% | COM | 743315103 |
| BBY | BEST BUY INC | 42,900 | $2.96M | 0.1% | $69.00 * | $39.13 | +37.9% | COM | 086516101 |
| DIS | DISNEY WALT CO | 22,700 | $2.958M | 0.1% | $130.31 * | $102.13 | +23.9% | COM DISNEY | 254687106 |
| CVI | CVR ENERGY INC | 66,626 | $2.934M | 0.1% | $44.04 * | $16.65 | +58.4% | COM | 12662P108 |
| V | VISA INC | 16,951 | $2.916M | 0.1% | $172.03 * | $77.96 | +111.1% | COM CL A | 92826C839 |
| DAL | DELTA AIR LINES INC DEL | 50,400 | $2.903M | 0.1% | $57.60 * | $43.64 | +26.6% | COM NEW | 247361702 |
| CRMT | AMERICAS CAR MART INC | 31,500 | $2.889M | 0.1% | $91.71 | $92.01 | -0.3% | COM | 03062T105 |
| — | SYNEOS HEALTH INC | 54,100 | $2.879M | 0.1% | $53.22 | $51.08 | — | CL A | 87166B102 |
| MAS | MASCO CORP | 68,800 | $2.868M | 0.1% | $41.69 * | $31.91 | +17.6% | COM | 574599106 |
| AMP | AMERIPRISE FINL INC | 19,500 | $2.868M | 0.1% | $147.08 * | $109.49 | +20.4% | COM | 03076C106 |
| KHC | KRAFT HEINZ CO | 102,600 | $2.866M | 0.1% | $27.93 * | $42.61 | -51.3% | COM | 500754106 |
| LYV | LIVE NATION ENTERTAINMENT INC COM | 43,200 | $2.866M | 0.1% | $66.34 | $44.35 | +49.6% | COM | 538034109 |
| — | ARGO GROUP INTL HLDGS LTD | 40,500 | $2.845M | 0.1% | $70.25 | $74.06 | — | ADR | G0464B107 |
| — | KELLOGG CO | 44,200 | $2.844M | 0.1% | $64.34 * | $41.45 | +16.4% | COM | 487836108 |
| — | TECH DATA CORP | 27,159 | $2.831M | 0.1% | $104.24 | $104.59 | — | COM | 878237106 |
| NSIT | INSIGHT ENTERPRISES INC | 50,300 | $2.801M | 0.1% | $55.69 | $55.73 | -0.1% | COM | 45765U103 |
| FISV | FISERV INC | 26,754 | $2.771M | 0.1% | $103.57 | $90.24 | +14.8% | COM | 337738108 |
| CSIQ | CANADIAN SOLAR INC | 146,400 | $2.764M | 0.1% | $18.88 | $19.81 | -4.7% | COM | 136635109 |
| GD | GENERAL DYNAMICS CORP | 14,800 | $2.704M | 0.1% | $182.70 * | $143.71 | +9.8% | COM | 369550108 |
| OMC | OMNICOM GROUP INC | 34,500 | $2.701M | 0.1% | $78.29 * | $54.76 | +14.0% | COM | 681919106 |
| CMI | CUMMINS INC | 16,600 | $2.7M | 0.1% | $162.65 * | $125.76 | +10.6% | COM | 231021106 |
| FN | FABRINET | 51,300 | $2.683M | 0.1% | $52.30 | $52.82 | -1.0% | SHS | G3323L100 |
| PH | PARKER HANNIFIN CORP | 14,700 | $2.655M | 0.1% | $180.61 * | $149.77 | +10.3% | COM | 701094104 |
| AVA | AVISTA CORP | 54,572 | $2.643M | 0.1% | $48.43 * | $19.35 | +88.8% | COM | 05379B107 |
| FNKO | FUNKO INC | 128,200 | $2.638M | 0.1% | $20.58 | $21.26 | -3.2% | COM CL A | 361008105 |
| SON | SONOCO PRODS CO | 45,300 | $2.637M | 0.1% | $58.21 * | $50.02 | -6.9% | COM | 835495102 |
| ENSG | ENSIGN GROUP INC | 55,400 | $2.628M | 0.1% | $47.44 * | $42.86 | +1.8% | COM | 29358P101 |
| MU | MICRON TECHNOLOGY INC | 61,300 | $2.627M | 0.1% | $42.85 * | $46.70 | -10.5% | COM | 595112103 |
| PCAR | PACCAR INC | 37,500 | $2.625M | 0.1% | $70.00 * | $34.80 | +5.2% | COM | 693718108 |
| NRG | NRG ENERGY INC | 66,200 | $2.622M | 0.1% | $39.61 * | $31.38 | +5.2% | COM NEW | 629377508 |
| INTC | INTEL CORP | 50,250 | $2.589M | 0.1% | $51.52 * | $37.00 | +22.2% | COM | 458140100 |
| LUV | SOUTHWEST AIRLS CO | 47,500 | $2.565M | 0.1% | $54.00 * | $31.30 | +59.4% | COM | 844741108 |
| DOW | DOW INC | 53,166 | $2.533M | 0.1% | $47.64 * | $34.90 | -3.5% | COM | 260557103 |
| — | TREEHOUSE FOODS INC | 45,500 | $2.523M | 0.1% | $55.45 | $54.11 | — | COM | 89469A104 |
| BRK/B | BERKSHIRE HATHAWAY INC DEL | 12,000 | $2.496M | 0.1% | $208.00 | $164.97 | +26.1% | CL B NEW | 084670702 |
| — | R1 RCM INC | 278,800 | $2.49M | 0.1% | $8.93 | $12.58 | — | COM | 749397105 |
| SWKS | SKYWORKS SOLUTIONS INC | 31,400 | $2.488M | 0.1% | $79.24 * | $65.62 | +4.1% | COM | 83088M102 |
| GPC | GENUINE PARTS CO | 24,900 | $2.48M | 0.1% | $99.60 * | $85.44 | -2.5% | COM | 372460105 |
| — | HOLLYFRONTIER CORP | 46,100 | $2.473M | 0.1% | $53.64 | $50.84 | — | COM | 436106108 |
| SNBR | SLEEP NUMBER CORP | 59,800 | $2.471M | 0.1% | $41.32 * | $38.64 | +10.8% | COM | 83125X103 |
| COR | AMERISOURCEBERGEN CORP | 30,000 | $2.47M | 0.1% | $82.33 * | $62.97 | +8.3% | COM | 03073E105 |
| PYPL | PAYPAL HLDGS INC | 23,735 | $2.459M | 0.1% | $103.60 | $51.22 | +101.8% | COM | 70450Y103 |
| MCO | MOODYS CORP | 12,000 | $2.458M | 0.1% | $204.83 * | $126.23 | +54.0% | COM | 615369105 |
| MGEE | MGE ENERGY INC | 30,229 | $2.414M | 0.1% | $79.86 * | $30.41 | +130.0% | COM | 55277P104 |
| HVT | HAVERTY FURNITURE INC | 119,106 | $2.414M | 0.1% | $20.27 | $19.70 | +2.9% | COM | 419596101 |
| — | CORE MARK HOLDING CO INC | 75,100 | $2.412M | 0.1% | $32.12 | $39.71 | — | COM | 218681104 |
| — | CARDTRONICS PLC | 79,000 | $2.389M | 0.1% | $30.24 | $27.32 | — | SHS CL A | G1991C105 |
| UTL | UNITIL CORP | 37,198 | $2.36M | 0.1% | $63.44 | $33.02 | +92.1% | COM | 913259107 |
| C | CITIGROUP INC | 34,000 | $2.349M | 0.1% | $69.09 * | $46.20 | +19.4% | COM NEW | 172967424 |
| KRNY | KEARNY FINL CORP MD | 180,000 | $2.347M | 0.1% | $13.04 | $12.58 | +3.6% | COM | 48716P108 |
| ADP | AUTOMATIC DATA PROCESSING INC COM | 14,487 | $2.338M | 0.1% | $161.39 * | $142.59 | -0.9% | COM | 053015103 |
| BAC | BANK AMER CORP | 80,000 | $2.334M | 0.1% | $29.18 * | $15.57 | +60.8% | COM | 060505104 |
| DD | DUPONT DE NEMOURS INC | 31,516 | $2.247M | 0.1% | $71.30 * | $27.24 | -3.2% | COM | 26614N102 |
| EGBN | EAGLE BANCORP INC MD | 50,000 | $2.231M | 0.1% | $44.62 * | $40.82 | -14.3% | COM | 268948106 |
| — | STERLING BANCORP DEL | 110,000 | $2.207M | 0.1% | $20.06 | $22.82 | — | COM | 85917A100 |
| HCA | HCA HEALTHCARE INC | 18,200 | $2.192M | 0.1% | $120.44 * | $72.47 | +57.8% | COM | 40412C101 |
| TCBI | TEXAS CAPITAL BANCSHARES INC COM | 40,000 | $2.186M | 0.1% | $54.65 | $60.54 | -9.7% | COM | 88224Q107 |
| — | SPIRIT AEROSYSTEMS HLDGS INC COM CL A | 26,400 | $2.171M | 0.1% | $82.23 | $91.53 | — | COM CL A | 848574109 |
| SFBS | SERVISFIRST BANCSHARES INC | 65,000 | $2.155M | 0.1% | $33.15 * | $28.89 | +3.2% | COM | 81768T108 |
| NUE | NUCOR CORP | 42,100 | $2.143M | 0.1% | $50.90 * | $55.70 | -19.2% | COM | 670346105 |
| CLBK | COLUMBIA FINL INC | 135,000 | $2.132M | 0.1% | $15.79 | $16.65 | -5.2% | COM | 197641103 |
| INTU | INTUIT | 8,000 | $2.128M | 0.1% | $266.00 * | $250.64 | +1.8% | COM | 461202103 |
| — | VIACOM INC NEW | 88,200 | $2.119M | 0.1% | $24.02 | $28.07 | — | CL B | 92553P201 |
| WLK | WESTLAKE CHEM CORP | 32,300 | $2.116M | 0.1% | $65.51 * | $64.77 | -8.6% | COM | 960413102 |
| — | K12 INC | 79,800 | $2.107M | 0.1% | $26.40 | $34.13 | — | COM | 48273U102 |
| XYZ | SQUARE INC | 34,000 | $2.106M | 0.1% | $61.94 | $69.18 | -10.5% | CL A | 852234103 |
| HPQ | HP INC | 110,600 | $2.093M | 0.1% | $18.92 * | $9.96 | +53.2% | COM | 40434L105 |
| COP | CONOCOPHILLIPS | 36,600 | $2.085M | 0.1% | $56.97 * | $52.98 | -14.3% | COM | 20825C104 |
| THC | TENET HEALTHCARE CORP | 93,300 | $2.064M | 0.1% | $22.12 | $23.05 | -4.0% | COM NEW | 88033G407 |
| — | AVID TECHNOLOGY INC | 329,600 | $2.04M | 0.1% | $6.19 | $9.12 | — | COM | 05367P100 |
| — | CBS CORP NEW | 50,500 | $2.039M | 0.1% | $40.38 | $60.91 | — | CL B | 124857202 |
| AXP | AMERICAN EXPRESS CO | 17,000 | $2.011M | 0.1% | $118.29 * | $97.19 | +11.7% | COM | 025816109 |
| KSS | KOHLS CORP | 39,500 | $1.962M | 0.1% | $49.67 | $63.46 | -21.7% | COM | 500255104 |
| AUB | ATLANTIC UN BANKSHARES CORP | 52,500 | $1.955M | 0.1% | $37.24 * | $27.30 | +8.0% | COM | 04911A107 |
| CBOE | CBOE GLOBAL MARKETS INC | 17,000 | $1.953M | 0.1% | $114.88 * | $106.30 | -0.5% | COM | 12503M108 |
| LEA | LEAR CORP | 16,400 | $1.934M | 0.1% | $117.93 * | $129.68 | -19.9% | COM NEW | 521865204 |
| TPR | TAPESTRY INC | 73,900 | $1.925M | 0.1% | $26.05 * | $29.11 | -23.1% | COM | 876030107 |
| CME | CME GROUP INC | 9,000 | $1.902M | 0.1% | $211.33 * | $164.33 | +1.4% | COM | 12572Q105 |
| FICO | FAIR ISAAC CORP | 6,225 | $1.889M | 0.1% | $303.45 | $273.26 | +11.1% | COM | 303250104 |
| GAP | GAP INC | 102,800 | $1.785M | 0.1% | $17.36 * | $21.10 | -34.0% | COM | 364760108 |
| HCC | WARRIOR MET COAL INC | 91,100 | $1.778M | 0.1% | $19.52 | $26.34 | -25.9% | COM | 93627C101 |
| SSP | SCRIPPS E W CO OHIO | 131,200 | $1.742M | 0.1% | $13.28 * | $14.07 | -29.0% | CL A NEW | 811054402 |
| LXFR | LUXFER HOLDINGS PLC | 109,241 | $1.702M | 0.1% | $15.58 | $24.31 | -35.9% | SHS | G5698W116 |
| COF | CAPITAL ONE FINL CORP | 18,000 | $1.638M | 0.1% | $91.00 * | $77.58 | +5.4% | COM | 14040H105 |
| TCBK | TRICO BANCSHARES | 45,000 | $1.634M | 0.1% | $36.31 | $37.05 | -2.0% | COM | 896095106 |
| GS | GOLDMAN SACHS GROUP INC | 7,500 | $1.554M | 0.1% | $207.20 * | $178.19 | +0.3% | COM | 38141G104 |
| IMXI | INTERNATIONAL MNY EXPRESS INC COM | 100,000 | $1.374M | 0.1% | $13.74 | $13.58 | +1.2% | COM | 46005L101 |
| WAFD | WASHINGTON FED INC | 35,000 | $1.295M | 0.1% | $37.00 * | $15.32 | +95.6% | COM | 938824109 |
| EXPI | EXP WORLD HOLDINGS INC | 150,000 | $1.257M | 0.1% | $8.38 * | $4.61 | -14.7% | COM | 30212W100 |
| — | WALGREENS BOOTS ALLIANCE INC COM | 22,200 | $1.228M | 0.1% | $55.32 | $55.32 | — | COM | 931427108 |
| PUMP | PROPETRO HLDG CORP | 128,100 | $1.164M | 0.1% | $9.09 | $21.24 | -57.2% | COM | 74347M108 |
| DXC | DXC TECHNOLOGY CO | 38,900 | $1.148M | 0.1% | $29.51 * | $61.50 | -53.2% | COM | 23355L106 |
| RGCO | RGC RES INC | 34,254 | $1.002M | 0.1% | $29.25 | $15.34 | +90.6% | COM | 74955L103 |
| PAYS | PAYSIGN INC | 95,000 | $960K | 0.0% | $10.11 | $11.72 | -13.8% | COM | 70451A104 |
| MSBI | MIDLAND STS BANCORP INC ILL | 35,000 | $912K | 0.0% | $26.06 * | $18.06 | +1.9% | COM | 597742105 |
| CTVA | CORTEVA INC | 30,866 | $864K | 0.0% | $27.99 * | $25.02 | +3.4% | COM | 22052L104 |
| ETR | ENTERGY CORP NEW | 7,360 | $864K | 0.0% | $117.39 * | $23.11 | +102.4% | COM | 29364G103 |
| — | HARBORONE BANCORP INC NEW | 85,000 | $856K | 0.0% | $10.07 | $10.07 | — | COM NEW | 41165Y100 |
| — | PACWEST BANCORP DEL | 22,500 | $818K | 0.0% | $36.36 | $43.92 | — | COM | 695263103 |
| JNJ | JOHNSON & JOHNSON | 5,800 | $750K | 0.0% | $129.31 * | $110.00 | -1.3% | COM | 478160104 |
| MTB | M & T BK CORP | 3,500 | $553K | 0.0% | $158.00 * | $131.85 | -2.2% | COM | 55261F104 |
| WTFC | WINTRUST FINL CORP | 7,500 | $485K | 0.0% | $64.67 | $48.87 | +32.3% | COM | 97650W108 |
| USB | US BANCORP DEL | 8,500 | $470K | 0.0% | $55.29 * | $41.13 | +3.2% | COM NEW | 902973304 |
| — | MONEYGRAM INTL INC | 100,000 | $398K | 0.0% | $3.98 | $2.62 | — | COM NEW | 60935Y208 |
| ZG | ZILLOW GROUP INC | 10,000 | $295K | 0.0% | $29.50 | $39.37 | -24.9% | CL A | 98954M101 |
| — | CORNING NAT GAS HLDG CORP | 11,099 | $203K | 0.0% | $18.29 | $19.13 | — | COM | 219387107 |
| — | CELESTICA INC | 12,326 | $88,000 | 0.0% | $7.14 | $6.82 | — | SUB VTG SHS | 15101Q108 |
| EGAN | EGAIN CORP | 10,204 | $82,000 | 0.0% | $8.04 | $7.65 | +4.6% | COM NEW | 28225C806 |
| — | GREENSKY INC | 11,717 | $80,000 | 0.0% | $6.83 | $6.83 | — | CL A | 39572G100 |