Location: Novato, CA
CIK: 0001145255 · Show all filings
Period: Q4 2019 (← Previous) (Next →)
Filing Date: Jan 14, 2020
Total Value: $1.965B (100.0% shares, 0.0% debt)
| Ticker | Issuer | Shares | Value | % | Share Price | Est. Cost/Share | Unrealized @ Report Date | Class | CUSIP |
|---|---|---|---|---|---|---|---|---|---|
| KMI | KINDER MORGAN INC DEL | 2,040,101 | $43.19M | 2.2% | $21.17 * | $16.86 | -12.5% | COM | 49456B101 |
| ATO | ATMOS ENERGY CORP | 383,086 | $42.85M | 2.2% | $111.86 * | $40.36 | +138.9% | COM | 049560105 |
| TRP | TC ENERGY CORP | 799,353 | $42.61M | 2.2% | $53.31 * | $34.25 | +14.6% | ADR | 87807B107 |
| SO | SOUTHERN CO | 663,200 | $42.25M | 2.2% | $63.70 * | $34.76 | +45.3% | COM | 842587107 |
| SRE | SEMPRA ENERGY | 278,240 | $42.15M | 2.1% | $151.48 * | $30.45 | +104.6% | COM | 816851109 |
| D | DOMINION ENERGY INC | 508,877 | $42.15M | 2.1% | $82.82 * | $39.36 | +62.0% | COM | 25746U109 |
| ENB | ENBRIDGE INC | 1,055,765 | $41.99M | 2.1% | $39.77 * | $23.83 | +11.8% | COM | 29250N105 |
| NGG | NATIONAL GRID PLC | 668,844 | $41.92M | 2.1% | $62.67 | $68.28 | -8.2% | SPON ADR NEW | 636274409 |
| LNG | CHENIERE ENERGY INC | 682,917 | $41.71M | 2.1% | $61.07 | $39.55 | +54.4% | COM NEW | 16411R208 |
| WEC | WEC ENERGY GROUP INC | 416,240 | $38.39M | 2.0% | $92.23 * | $36.43 | +108.5% | COM | 92939U106 |
| NI | NISOURCE INC | 949,781 | $26.44M | 1.3% | $27.84 * | $11.44 | +98.9% | COM | 65473P105 |
| PEG | PUBLIC SVC ENTERPRISE GRP INC COM | 423,890 | $25.03M | 1.3% | $59.05 * | $26.65 | +80.7% | COM | 744573106 |
| ED | CONSOLIDATED EDISON INC | 267,436 | $24.2M | 1.2% | $90.47 * | $40.03 | +81.8% | COM | 209115104 |
| DTE | DTE ENERGY CO | 185,304 | $24.07M | 1.2% | $129.87 * | $47.93 | +88.2% | COM | 233331107 |
| BRK/A | BERKSHIRE HATHAWAY INC - CL A | 69 | $23.43M | 1.2% | $339594.20 | $292788.47 | +16.0% | CL A | 084670108 |
| CMS | CMS ENERGY CORP | 370,998 | $23.31M | 1.2% | $62.84 * | $22.36 | +134.8% | COM | 125896100 |
| DUK | DUKE ENERGY CORP NEW | 254,687 | $23.23M | 1.2% | $91.21 * | $52.14 | +37.8% | COM | 26441C204 |
| OGS | ONE GAS INC | 216,475 | $20.26M | 1.0% | $93.57 | $41.00 | +128.2% | COM | 68235P108 |
| SYNA | SYNAPTICS INC | 284,300 | $18.7M | 1.0% | $65.77 | $52.69 | +24.8% | COM | 87157D109 |
| LPLA | LPL FINL HLDGS INC | 184,300 | $17M | 0.9% | $92.25 | $80.82 | +14.1% | COM | 50212V100 |
| XEL | XCEL ENERGY INC | 258,899 | $16.44M | 0.8% | $63.49 * | $21.87 | +141.4% | COM | 98389B100 |
| — | SYNEOS HEALTH INC | 269,300 | $16.02M | 0.8% | $59.48 | $57.79 | — | CL A | 87166B102 |
| LNWO | SCIENTIFIC GAMES CORP | 572,400 | $15.33M | 0.8% | $26.78 | $25.75 | +4.0% | COM | 80874P109 |
| CNP | CENTERPOINT ENERGY INC | 536,828 | $14.64M | 0.7% | $27.27 * | $18.11 | +28.0% | COM | 15189T107 |
| SR | SPIRE INC | 173,491 | $14.45M | 0.7% | $83.31 | $70.15 | — | COM | 84857L101 |
| SWX | SOUTHWEST GAS HOLDINGS INC | 184,817 | $14.04M | 0.7% | $75.97 | $55.10 | +37.9% | COM | 844895102 |
| RH | RH | 65,700 | $14.03M | 0.7% | $213.50 | $140.28 | +52.2% | COM | 74967X103 |
| VZ | VERIZON COMMUNICATIONS INC | 219,300 | $13.46M | 0.7% | $61.40 * | $28.67 | +52.1% | COM | 92343V104 |
| JPM | JPMORGAN CHASE & CO. | 96,250 | $13.42M | 0.7% | $139.40 * | $83.05 | +42.3% | COM | 46625H100 |
| — | SKECHERS U S A INC | 307,400 | $13.28M | 0.7% | $43.19 | $43.19 | — | CL A | 830566105 |
| JBL | JABIL INC | 318,514 | $13.16M | 0.7% | $41.33 * | $37.26 | +7.8% | COM | 466313103 |
| VYX | NCR CORP NEW | 374,064 | $13.15M | 0.7% | $35.16 * | $19.46 | +10.8% | COM | 62886E108 |
| ACM | AECOM | 302,800 | $13.06M | 0.7% | $43.13 * | $39.85 | +4.1% | COM | 00766T100 |
| ITRI | ITRON INC | 154,500 | $12.97M | 0.7% | $83.95 | $78.72 | +6.6% | COM | 465741106 |
| SNX | SYNNEX CORP | 100,400 | $12.93M | 0.7% | $128.80 * | $56.34 | +6.8% | COM | 87162W100 |
| TGT | TARGET CORP | 99,800 | $12.79M | 0.7% | $128.21 * | $53.76 | +103.4% | COM | 87612E106 |
| CCK | CROWN HOLDINGS INC | 176,000 | $12.77M | 0.6% | $72.54 * | $67.77 | +1.7% | COM | 228368106 |
| LAD | LITHIA MTRS INC | 86,300 | $12.69M | 0.6% | $147.00 | $150.27 | -2.2% | CL A | 536797103 |
| — | EQUITRANS MIDSTREAM CORPORATIO COM | 918,345 | $12.27M | 0.6% | $13.36 | $20.07 | — | COM | 294600101 |
| WSM | WILLIAMS SONOMA INC | 164,700 | $12.1M | 0.6% | $73.44 * | $30.70 | +5.9% | COM | 969904101 |
| PKG | PACKAGING CORP AMER | 107,500 | $12.04M | 0.6% | $111.99 * | $91.47 | +2.1% | COM | 695156109 |
| IBM | INTERNATIONAL BUSINESS MACHS COM | 89,769 | $12.03M | 0.6% | $134.04 * | $95.80 | +3.3% | COM | 459200101 |
| OC | OWENS CORNING NEW | 182,000 | $11.85M | 0.6% | $65.12 | $64.02 | +1.7% | COM | 690742101 |
| FTS | FORTIS INC | 284,276 | $11.8M | 0.6% | $41.52 * | $22.21 | +48.7% | COM | 349553107 |
| AFG | AMERICAN FINL GROUP INC OHIO COM | 105,400 | $11.56M | 0.6% | $109.65 * | $59.75 | +3.4% | COM | 025932104 |
| BHF | BRIGHTHOUSE FINL INC | 292,900 | $11.49M | 0.6% | $39.23 | $39.36 | -0.3% | COM | 10922N103 |
| LSTR | LANDSTAR SYS INC | 100,100 | $11.4M | 0.6% | $113.87 | $122.00 | — | COM | 515098101 |
| THG | HANOVER INS GROUP INC | 83,000 | $11.34M | 0.6% | $136.67 * | $114.64 | +3.5% | COM | 410867105 |
| NWSA | NEWS CORP NEW | 799,600 | $11.31M | 0.6% | $14.14 * | $12.66 | +5.1% | CL A | 65249B109 |
| KBH | KB HOME | 328,800 | $11.27M | 0.6% | $34.27 * | $31.39 | -0.7% | COM | 48666K109 |
| MTZ | MASTEC INC | 174,500 | $11.2M | 0.6% | $64.16 | $65.85 | -2.6% | COM | 576323109 |
| FAF | FIRST AMERN FINL CORP | 188,900 | $11.02M | 0.6% | $58.32 * | $49.52 | -4.1% | COM | 31847R102 |
| TOL | TOLL BROTHERS INC | 275,100 | $10.87M | 0.6% | $39.51 | $39.96 | -1.1% | COM | 889478103 |
| KO | COCA COLA CO | 195,700 | $10.83M | 0.6% | $55.35 * | $31.71 | +45.2% | COM | 191216100 |
| NJR | NEW JERSEY RES | 241,634 | $10.77M | 0.5% | $44.57 * | $20.31 | +75.6% | COM | 646025106 |
| — | SOUTH JERSEY INDS INC | 324,671 | $10.71M | 0.5% | $32.98 | $36.94 | — | COM | 838518108 |
| MDU | MDU RES GROUP INC | 359,407 | $10.68M | 0.5% | $29.71 * | $7.75 | +22.1% | COM | 552690109 |
| ORI | OLD REP INTL CORP | 476,300 | $10.65M | 0.5% | $22.37 * | $12.01 | +13.9% | COM | 680223104 |
| WHR | WHIRLPOOL CORP | 72,100 | $10.64M | 0.5% | $147.53 | $151.00 | -2.3% | COM | 963320106 |
| UGI | UGI CORP NEW | 233,552 | $10.55M | 0.5% | $45.16 | $48.01 | -5.9% | COM | 902681105 |
| BKH | BLACK HILLS CORP | 131,047 | $10.29M | 0.5% | $78.54 * | $44.38 | +38.6% | COM | 092113109 |
| NFG | NATIONAL FUEL GAS CO N J | 220,924 | $10.28M | 0.5% | $46.54 | $62.15 | -25.1% | COM | 636180101 |
| EXC | EXELON CORP | 220,631 | $10.06M | 0.5% | $45.59 * | $15.53 | +69.0% | COM | 30161N101 |
| CVX | CHEVRON CORP NEW | 82,525 | $9.945M | 0.5% | $120.51 * | $71.13 | +29.6% | COM | 166764100 |
| PFE | PFIZER INC | 252,500 | $9.893M | 0.5% | $39.18 * | $18.04 | +55.1% | COM | 717081103 |
| MTH | MERITAGE HOMES CORP | 156,900 | $9.588M | 0.5% | $61.11 * | $34.31 | -10.9% | COM | 59001A102 |
| XOM | EXXON MOBIL CORP | 136,410 | $9.519M | 0.5% | $69.78 * | $55.41 | -4.7% | COM | 30231G102 |
| TMHC | TAYLOR MORRISON HOME CORP | 432,800 | $9.461M | 0.5% | $21.86 | $24.04 | -9.0% | COM | 87724P106 |
| PPL | PPL CORP | 260,919 | $9.362M | 0.5% | $35.88 * | $19.77 | +41.5% | COM | 69351T106 |
| AMGN | AMGEN INC | 37,800 | $9.112M | 0.5% | $241.06 * | $147.16 | +36.2% | COM | 031162100 |
| NWN | NORTHWEST NAT HLDG CO | 123,203 | $9.084M | 0.5% | $73.73 | $66.85 | +10.3% | COM | 66765N105 |
| — | AVANGRID INC | 170,400 | $8.718M | 0.4% | $51.16 | $50.05 | — | COM | 05351W103 |
| PEP | PEPSICO INC | 62,000 | $8.474M | 0.4% | $136.68 * | $90.24 | +26.1% | COM | 713448108 |
| — | SUNPOWER CORP | 1,072,800 | $8.368M | 0.4% | $7.80 | $7.80 | — | COM | 867652406 |
| QCOM | QUALCOMM INC | 92,397 | $8.152M | 0.4% | $88.23 * | $45.74 | +68.9% | COM | 747525103 |
| LVS | LAS VEGAS SANDS CORP | 117,300 | $8.098M | 0.4% | $69.04 * | $46.12 | +40.1% | COM | 517834107 |
| PAGP | PLAINS GP HLDGS L P | 426,255 | $8.078M | 0.4% | $18.95 | $32.40 | — | LTP PARTNR INT A | 72651A207 |
| ES | EVERSOURCE ENERGY | 92,975 | $7.909M | 0.4% | $85.07 * | $36.71 | +86.3% | COM | 30040W108 |
| MMM | 3M CO | 44,350 | $7.824M | 0.4% | $176.41 * | $122.50 | -3.4% | COM | 88579Y101 |
| UPS | UNITED PARCEL SERVICE INC | 64,100 | $7.504M | 0.4% | $117.07 * | $77.20 | +19.4% | CL B | 911312106 |
| PG | PROCTER & GAMBLE CO | 59,400 | $7.419M | 0.4% | $124.90 * | $66.16 | +62.6% | COM | 742718109 |
| AEE | AMEREN CORP | 94,240 | $7.238M | 0.4% | $76.80 * | $27.01 | +139.4% | COM | 023608102 |
| MO | ALTRIA GROUP INC | 142,200 | $7.097M | 0.4% | $49.91 * | $31.24 | -1.0% | COM | 02209S103 |
| WFC | WELLS FARGO CO NEW | 116,100 | $6.246M | 0.3% | $53.80 * | $40.88 | +12.8% | COM | 949746101 |
| MS | MORGAN STANLEY | 121,600 | $6.216M | 0.3% | $51.12 * | $33.50 | +26.3% | COM | 617446448 |
| T | AT&T INC | 158,160 | $6.181M | 0.3% | $39.08 * | $14.47 | +33.5% | COM | 00206R102 |
| BMY | BRISTOL MYERS SQUIBB CO | 94,900 | $6.092M | 0.3% | $64.19 * | $46.93 | +8.0% | COM | 110122108 |
| INDB | INDEPENDENT BANK CORP MASS | 70,000 | $5.828M | 0.3% | $83.26 * | $43.22 | +58.4% | COM | 453836108 |
| — | MERIDIAN BANCORP INC MD | 290,000 | $5.826M | 0.3% | $20.09 | $13.66 | — | COM | 58958U103 |
| CNOB | CONNECTONE BANCORP INC NEW | 225,000 | $5.787M | 0.3% | $25.72 * | $20.28 | +7.7% | COM | 20786W107 |
| TXN | TEXAS INSTRS INC | 45,050 | $5.779M | 0.3% | $128.28 * | $85.38 | +26.6% | COM | 882508104 |
| BBT | BERKSHIRE HILLS BANCORP INC | 175,000 | $5.754M | 0.3% | $32.88 * | $23.51 | +15.6% | COM | 084680107 |
| — | OPUS BK IRVINE CALIF | 220,000 | $5.691M | 0.3% | $25.87 | $23.43 | — | COM | 684000102 |
| HIFS | HINGHAM INSTN SVGS MASS | 27,000 | $5.675M | 0.3% | $210.19 * | $55.69 | +250.4% | COM | 433323102 |
| CNQ | CANADIAN NAT RES LTD | 175,200 | $5.668M | 0.3% | $32.35 * | $10.82 | +7.2% | COM | 136385101 |
| GIS | GENERAL MLS INC | 105,200 | $5.635M | 0.3% | $53.56 * | $42.98 | +1.3% | COM | 370334104 |
| BTI | BRITISH AMERN TOB PLC | 132,700 | $5.634M | 0.3% | $42.46 | $36.38 | +16.7% | SPONSORED ADR | 110448107 |
| PSX | PHILLIPS 66 | 50,200 | $5.593M | 0.3% | $111.41 * | $57.27 | +51.9% | COM | 718546104 |
| BANC | BANC OF CALIFORNIA INC | 325,000 | $5.584M | 0.3% | $17.18 * | $15.32 | -1.7% | COM | 05990K106 |
| FBP | FIRST BANCORP P R | 525,000 | $5.56M | 0.3% | $10.59 * | $3.95 | +122.4% | COM NEW | 318672706 |
| JCI | JOHNSON CTLS INTL PLC | 136,200 | $5.545M | 0.3% | $40.71 * | $31.74 | +13.3% | SHS | G51502105 |
| — | TELLURIAN INC NEW | 759,690 | $5.531M | 0.3% | $7.28 | $10.23 | — | COM | 87968A104 |
| — | GLAXOSMITHKLINE PLC | 116,300 | $5.465M | 0.3% | $46.99 | $41.56 | — | SPONSORED ADR | 37733W105 |
| DE | DEERE & CO | 31,500 | $5.458M | 0.3% | $173.27 * | $107.21 | +48.8% | COM | 244199105 |
| MET | METLIFE INC | 106,400 | $5.423M | 0.3% | $50.97 * | $35.04 | +18.9% | COM | 59156R108 |
| DOW | DOW INC | 98,366 | $5.384M | 0.3% | $54.73 * | $35.73 | +9.7% | COM | 260557103 |
| EMR | EMERSON ELEC CO | 69,300 | $5.285M | 0.3% | $76.26 * | $40.96 | +62.8% | COM | 291011104 |
| CVS | CVS HEALTH CORP | 70,400 | $5.23M | 0.3% | $74.29 * | $55.85 | +9.6% | COM | 126650100 |
| ABBV | ABBVIE INC | 59,000 | $5.224M | 0.3% | $88.54 * | $61.01 | +13.2% | COM | 00287Y109 |
| F | FORD MTR CO DEL | 557,345 | $5.183M | 0.3% | $9.30 * | $7.53 | -7.8% | COM PAR $0.01 | 345370860 |
| ADM | ARCHER DANIELS MIDLAND CO | 111,400 | $5.163M | 0.3% | $46.35 * | $34.90 | +11.7% | COM | 039483102 |
| — | LAKELAND BANCORP INC | 290,000 | $5.04M | 0.3% | $17.38 | $14.96 | — | COM | 511637100 |
| — | CADENCE BANCORPORATION | 275,000 | $4.986M | 0.3% | $18.13 | $17.73 | — | CL A | 12739A100 |
| PM | PHILIP MORRIS INTL INC | 58,500 | $4.978M | 0.3% | $85.09 * | $57.67 | +8.7% | COM | 718172109 |
| — | UNILEVER PLC | 85,900 | $4.911M | 0.2% | $57.17 | $55.56 | — | SPON ADR NEW | 904767704 |
| RY | ROYAL BK CDA MONTREAL QUE | 62,000 | $4.91M | 0.2% | $79.19 | $66.15 | +19.7% | COM | 780087102 |
| CPK | CHESAPEAKE UTILS CORP | 51,158 | $4.902M | 0.2% | $95.82 * | $35.45 | +141.1% | COM | 165303108 |
| SU | SUNCOR ENERGY INC NEW | 145,000 | $4.756M | 0.2% | $32.80 * | $21.23 | +22.1% | COM | 867224107 |
| PCG | PG&E CORP | 432,449 | $4.701M | 0.2% | $10.87 | $42.57 | -74.8% | COM | 69331C108 |
| TD | TORONTO DOMINION BK ONT | 83,700 | $4.698M | 0.2% | $56.13 | $46.48 | +20.8% | COM NEW | 891160509 |
| — | TOTAL S A | 84,800 | $4.689M | 0.2% | $55.29 | $50.42 | — | SPONSORED ADR | 89151E109 |
| GILD | GILEAD SCIENCES INC | 72,100 | $4.685M | 0.2% | $64.98 * | $57.89 | -11.0% | COM | 375558103 |
| — | FIRST MIDWEST BANCORP DEL | 200,000 | $4.612M | 0.2% | $23.06 | $20.65 | — | COM | 320867104 |
| — | BROOKLINE BANCORP INC DEL | 280,000 | $4.609M | 0.2% | $16.46 | $11.51 | — | COM | 11373M107 |
| MPC | MARATHON PETE CORP | 76,200 | $4.591M | 0.2% | $60.25 * | $53.75 | -7.0% | COM | 56585A102 |
| — | FRANKLIN FINL NETWORK INC | 130,000 | $4.463M | 0.2% | $34.33 | $28.91 | — | COM | 35352P104 |
| GM | GENERAL MTRS CO | 120,800 | $4.421M | 0.2% | $36.60 * | $31.23 | +11.7% | COM | 37045V100 |
| HSBC | HSBC HLDGS PLC | 112,010 | $4.378M | 0.2% | $39.09 | $41.56 | -5.9% | SPON ADR NEW | 404280406 |
| — | ROYAL DUTCH SHELL PLC | 72,400 | $4.342M | 0.2% | $59.97 | $65.53 | — | SPON ADR B | 780259107 |
| SLB | SCHLUMBERGER LTD | 107,000 | $4.301M | 0.2% | $40.20 * | $48.64 | -28.3% | COM | 806857108 |
| CCL | CARNIVAL CORP | 83,400 | $4.239M | 0.2% | $50.83 | $61.52 | -18.3% | UNIT 99/99/9999 | 143658300 |
| BP | BP PLC | 111,200 | $4.197M | 0.2% | $37.74 | $35.17 | +7.3% | SPONSORED ADR | 055622104 |
| AAPL | APPLE INC | 14,171 | $4.161M | 0.2% | $293.63 * | $28.37 | +149.7% | COM | 037833100 |
| BOOT | BOOT BARN HLDGS INC | 92,100 | $4.101M | 0.2% | $44.53 | $30.12 | +47.8% | COM | 099406100 |
| CNNE | CANNAE HLDGS INC | 109,800 | $4.083M | 0.2% | $37.19 * | $25.08 | +41.1% | COM | 13765N107 |
| WKC | WORLD FUEL SVCS CORP | 92,700 | $4.025M | 0.2% | $43.42 | $31.37 | +38.4% | COM | 981475106 |
| CVNA | CARVANA CO | 43,600 | $4.013M | 0.2% | $92.04 | $64.21 | +43.4% | CL A | 146869102 |
| CDW | CDW CORP | 27,568 | $3.938M | 0.2% | $142.85 * | $96.89 | +37.1% | COM | 12514G108 |
| — | LAM RESEARCH CORP | 13,441 | $3.93M | 0.2% | $292.39 | $203.16 | — | COM | 512807108 |
| KLAC | KLA CORP | 21,660 | $3.859M | 0.2% | $178.16 * | $98.08 | +69.1% | COM NEW | 482480100 |
| FCN | FTI CONSULTING INC | 34,400 | $3.807M | 0.2% | $110.67 | $82.21 | +34.6% | COM | 302941109 |
| CAT | CATERPILLAR INC DEL | 25,700 | $3.795M | 0.2% | $147.67 * | $113.62 | +14.7% | COM | 149123101 |
| — | WALGREENS BOOTS ALLIANCE INC COM | 64,000 | $3.773M | 0.2% | $58.95 | $57.69 | — | COM | 931427108 |
| OCFC | OCEANFIRST FINL CORP | 147,500 | $3.767M | 0.2% | $25.54 * | $14.17 | +38.8% | COM | 675234108 |
| AMAT | APPLIED MATLS INC | 61,200 | $3.736M | 0.2% | $61.05 * | $47.81 | +20.6% | COM | 038222105 |
| — | TECH DATA CORP | 26,009 | $3.735M | 0.2% | $143.60 | $104.59 | — | COM | 878237106 |
| CSCO | CISCO SYS INC | 77,600 | $3.722M | 0.2% | $47.96 * | $21.09 | +88.7% | COM | 17275R102 |
| UPBD | RENT A CTR INC NEW | 128,400 | $3.703M | 0.2% | $28.84 | $18.43 | +56.5% | COM | 76009N100 |
| — | AEROJET ROCKETDYNE HLDGS INC COM | 79,900 | $3.648M | 0.2% | $45.66 | $44.77 | — | COM | 007800105 |
| NVR | NVR INC | 950 | $3.618M | 0.2% | $3808.42 | $2631.79 | +44.7% | COM | 62944T105 |
| DG | DOLLAR GEN CORP NEW | 22,900 | $3.572M | 0.2% | $155.98 * | $115.73 | +24.0% | COM | 256677105 |
| PFGC | PERFORMANCE FOOD GROUP CO | 69,200 | $3.562M | 0.2% | $51.47 | $40.05 | +28.5% | COM | 71377A103 |
| — | PEOPLES UTD FINL INC | 210,000 | $3.549M | 0.2% | $16.90 | $16.90 | — | COM | 712704105 |
| SWKS | SKYWORKS SOLUTIONS INC | 29,000 | $3.506M | 0.2% | $120.90 * | $65.62 | +59.5% | COM | 83088M102 |
| — | R1 RCM INC | 269,300 | $3.496M | 0.2% | $12.98 | $12.58 | — | COM | 749397105 |
| BBY | BEST BUY INC | 39,500 | $3.468M | 0.2% | $87.80 * | $39.13 | +76.5% | COM | 086516101 |
| THC | TENET HEALTHCARE CORP | 90,100 | $3.427M | 0.2% | $38.04 | $23.05 | +65.0% | COM NEW | 88033G407 |
| — | VIACOMCBS INC | 81,388 | $3.416M | 0.2% | $41.97 | $41.97 | — | CL B | 92556H206 |
| NSIT | INSIGHT ENTERPRISES INC | 48,600 | $3.416M | 0.2% | $70.29 | $55.73 | +26.1% | COM | 45765U103 |
| — | CARDTRONICS PLC | 76,300 | $3.407M | 0.2% | $44.65 | $27.32 | — | SHS CL A | G1991C105 |
| BAH | BOOZ ALLEN HAMILTON HLDG CORP CL A | 47,721 | $3.394M | 0.2% | $71.12 * | $43.35 | +46.7% | CL A | 099502106 |
| CRMT | AMERICAS CAR MART INC | 30,500 | $3.345M | 0.2% | $109.67 | $92.01 | +19.2% | COM | 03062T105 |
| AQN | ALGONQUIN PWR UTILS CORP | 235,664 | $3.335M | 0.2% | $14.15 * | $5.48 | +90.6% | COM | 015857105 |
| GLDD | GREAT LAKES DREDGE & DOCK CORP COM | 294,200 | $3.333M | 0.2% | $11.33 * | $10.32 | +3.5% | COM | 390607109 |
| — | BROOKFIELD ASSET MGMT INC | 57,100 | $3.3M | 0.2% | $57.79 | $47.79 | — | CL A LTD VT SH | 112585104 |
| COST | COSTCO WHSL CORP NEW | 11,200 | $3.292M | 0.2% | $293.93 * | $226.60 | +18.6% | COM | 22160K105 |
| EGBN | EAGLE BANCORP INC MD | 67,500 | $3.283M | 0.2% | $48.64 * | $39.48 | -2.9% | COM | 268948106 |
| FN | FABRINET | 49,500 | $3.21M | 0.2% | $64.85 | $52.82 | +22.8% | SHS | G3323L100 |
| DHI | D R HORTON INC | 59,800 | $3.154M | 0.2% | $52.74 * | $36.40 | +36.2% | COM | 23331A109 |
| KHC | KRAFT HEINZ CO | 98,000 | $3.149M | 0.2% | $32.13 * | $42.61 | -43.3% | COM | 500754106 |
| SCL | STEPAN CO | 30,700 | $3.145M | 0.2% | $102.44 | $89.22 | +14.8% | COM | 858586100 |
| CSIQ | CANADIAN SOLAR INC | 141,400 | $3.125M | 0.2% | $22.10 | $19.81 | +11.6% | COM | 136635109 |
| MA | MASTERCARD INC | 10,309 | $3.078M | 0.2% | $298.57 * | $110.44 | +161.4% | CL A | 57636Q104 |
| MAS | MASCO CORP | 63,500 | $3.047M | 0.2% | $47.98 * | $31.91 | +35.8% | COM | 574599106 |
| OSIS | OSI SYSTEMS INC | 30,200 | $3.042M | 0.2% | $100.73 | $100.77 | -0.0% | COM | 671044105 |
| MU | MICRON TECHNOLOGY INC | 56,500 | $3.039M | 0.2% | $53.79 * | $46.70 | +12.4% | COM | 595112103 |
| NWE | NORTHWESTERN CORP | 42,398 | $3.039M | 0.2% | $71.68 * | $29.01 | +88.6% | COM NEW | 668074305 |
| DIS | DISNEY WALT CO | 21,000 | $3.037M | 0.2% | $144.62 * | $102.13 | +38.4% | COM DISNEY | 254687106 |
| LYV | LIVE NATION ENTERTAINMENT INC COM | 41,800 | $2.987M | 0.2% | $71.46 | $44.35 | +61.1% | COM | 538034109 |
| AMP | AMERIPRISE FINL INC | 17,900 | $2.982M | 0.2% | $166.59 * | $109.49 | +37.2% | COM | 03076C106 |
| AES | AES CORP | 149,800 | $2.981M | 0.2% | $19.90 * | $10.45 | +53.2% | COM | 00130H105 |
| TROW | PRICE T ROWE GROUP INC | 24,300 | $2.961M | 0.2% | $121.85 * | $73.21 | +29.6% | COM | 74144T108 |
| OXY | OCCIDENTAL PETE CORP | 71,760 | $2.957M | 0.2% | $41.21 * | $55.88 | -32.7% | COM | 674599105 |
| V | VISA INC | 15,485 | $2.91M | 0.1% | $187.92 * | $77.96 | +131.0% | COM CL A | 92826C839 |
| CE | CELANESE CORP DEL | 23,200 | $2.856M | 0.1% | $123.10 * | $86.22 | +27.6% | COM | 150870103 |
| NOC | NORTHROP GRUMMAN CORP | 8,300 | $2.855M | 0.1% | $343.98 * | $243.65 | +27.9% | COM | 666807102 |
| MCO | MOODYS CORP | 12,000 | $2.849M | 0.1% | $237.42 * | $126.23 | +78.9% | COM | 615369105 |
| SNBR | SLEEP NUMBER CORP | 57,800 | $2.846M | 0.1% | $49.24 * | $38.64 | +23.0% | COM | 83125X103 |
| — | KELLOGG CO | 40,800 | $2.822M | 0.1% | $69.17 * | $41.45 | +26.3% | COM | 487836108 |
| BAC | BANK AMER CORP | 80,000 | $2.818M | 0.1% | $35.23 * | $15.57 | +95.2% | COM | 060505104 |
| PH | PARKER HANNIFIN CORP | 13,600 | $2.799M | 0.1% | $205.81 * | $149.77 | +26.2% | COM | 701094104 |
| INTC | INTEL CORP | 46,450 | $2.78M | 0.1% | $59.85 * | $37.00 | +42.7% | COM | 458140100 |
| FISV | FISERV INC | 24,000 | $2.775M | 0.1% | $115.63 | $90.24 | +28.1% | COM | 337738108 |
| POST | POST HLDGS INC | 25,300 | $2.76M | 0.1% | $109.09 * | $61.87 | +15.4% | COM | 737446104 |
| CMI | CUMMINS INC | 15,300 | $2.738M | 0.1% | $178.95 * | $125.76 | +22.5% | COM | 231021106 |
| WM | WASTE MGMT INC DEL | 24,000 | $2.735M | 0.1% | $113.96 * | $74.90 | +38.0% | COM | 94106L109 |
| — | AVID TECHNOLOGY INC | 318,400 | $2.732M | 0.1% | $8.58 | $9.12 | — | COM | 05367P100 |
| PCAR | PACCAR INC | 34,500 | $2.729M | 0.1% | $79.10 * | $34.80 | +22.8% | COM | 693718108 |
| DAL | DELTA AIR LINES INC DEL | 46,500 | $2.719M | 0.1% | $58.47 * | $43.64 | +29.5% | COM NEW | 247361702 |
| BRK/B | BERKSHIRE HATHAWAY INC DEL | 12,000 | $2.718M | 0.1% | $226.50 | $164.97 | +37.3% | CL B NEW | 084670702 |
| SON | SONOCO PRODS CO | 43,800 | $2.703M | 0.1% | $61.71 * | $50.02 | -0.5% | COM | 835495102 |
| PGR | PROGRESSIVE CORP OHIO | 37,100 | $2.686M | 0.1% | $72.40 * | $44.72 | +33.1% | COM | 743315103 |
| C | CITIGROUP INC | 33,000 | $2.636M | 0.1% | $79.88 * | $46.20 | +39.0% | COM NEW | 172967424 |
| CVI | CVR ENERGY INC | 64,326 | $2.601M | 0.1% | $40.43 * | $16.65 | +48.0% | COM | 12662P108 |
| OMC | OMNICOM GROUP INC | 31,800 | $2.576M | 0.1% | $81.01 * | $54.76 | +18.9% | COM | 681919106 |
| — | ARGO GROUP INTL HLDGS LTD | 39,100 | $2.571M | 0.1% | $65.75 | $74.06 | — | ADR | G0464B107 |
| GPC | GENUINE PARTS CO | 24,000 | $2.55M | 0.1% | $106.25 * | $85.44 | +4.8% | COM | 372460105 |
| AVA | AVISTA CORP | 52,972 | $2.547M | 0.1% | $48.08 * | $19.35 | +89.0% | COM | 05379B107 |
| SFBS | SERVISFIRST BANCSHARES INC | 67,500 | $2.543M | 0.1% | $37.67 * | $29.01 | +17.3% | COM | 81768T108 |
| MRK | MERCK & CO INC | 27,950 | $2.542M | 0.1% | $90.95 * | $44.16 | +62.5% | COM | 58933Y105 |
| NRG | NRG ENERGY INC | 63,900 | $2.54M | 0.1% | $39.75 * | $31.38 | +5.6% | COM NEW | 629377508 |
| PYPL | PAYPAL HLDGS INC | 23,000 | $2.488M | 0.1% | $108.17 | $51.22 | +110.7% | COM | 70450Y103 |
| HCA | HCA HEALTHCARE INC | 16,800 | $2.483M | 0.1% | $147.80 * | $72.47 | +94.2% | COM | 40412C101 |
| ENSG | ENSIGN GROUP INC | 53,500 | $2.427M | 0.1% | $45.36 | $42.86 | +4.2% | COM | 29358P101 |
| GD | GENERAL DYNAMICS CORP | 13,700 | $2.416M | 0.1% | $176.35 * | $143.71 | +6.6% | COM | 369550108 |
| COF | CAPITAL ONE FINL CORP | 23,000 | $2.367M | 0.1% | $102.91 * | $79.58 | +16.7% | COM | 14040H105 |
| LUV | SOUTHWEST AIRLS CO | 43,800 | $2.364M | 0.1% | $53.97 * | $31.30 | +59.8% | COM | 844741108 |
| COR | AMERISOURCEBERGEN CORP | 27,600 | $2.347M | 0.1% | $85.04 * | $62.97 | +14.0% | COM | 03073E105 |
| FICO | FAIR ISAAC CORP | 6,245 | $2.34M | 0.1% | $374.70 | $273.26 | +37.1% | COM | 303250104 |
| GDOT | GREEN DOT CORP | 100,000 | $2.33M | 0.1% | $23.30 | $40.65 | -42.7% | CL A | 39304D102 |
| HVT | HAVERTY FURNITURE INC | 115,006 | $2.319M | 0.1% | $20.16 | $19.70 | +2.3% | COM | 419596101 |
| MGEE | MGE ENERGY INC | 29,129 | $2.296M | 0.1% | $78.82 * | $30.41 | +128.0% | COM | 55277P104 |
| HTB | HOMETRUST BANCSHARES INC | 85,000 | $2.281M | 0.1% | $26.84 | $26.29 | +2.1% | COM | 437872104 |
| ADP | AUTOMATIC DATA PROCESSING INC COM | 13,026 | $2.221M | 0.1% | $170.51 * | $142.59 | +5.2% | COM | 053015103 |
| UTL | UNITIL CORP | 35,798 | $2.213M | 0.1% | $61.82 | $33.02 | +87.2% | COM | 913259107 |
| COP | CONOCOPHILLIPS | 33,800 | $2.198M | 0.1% | $65.03 * | $52.98 | -1.4% | COM | 20825C104 |
| NUE | NUCOR CORP | 38,800 | $2.184M | 0.1% | $56.29 * | $55.70 | -10.1% | COM | 670346105 |
| — | HOLLYFRONTIER CORP | 42,500 | $2.155M | 0.1% | $50.71 | $50.84 | — | COM | 436106108 |
| KRNY | KEARNY FINL CORP MD | 155,000 | $2.144M | 0.1% | $13.83 | $12.58 | +9.9% | COM | 48716P108 |
| TCBI | TEXAS CAPITAL BANCSHARES INC COM | 37,500 | $2.129M | 0.1% | $56.77 | $60.54 | -6.2% | COM | 88224Q107 |
| — | TREEHOUSE FOODS INC | 43,900 | $2.129M | 0.1% | $48.50 | $54.11 | — | COM | 89469A104 |
| FNKO | FUNKO INC | 123,800 | $2.124M | 0.1% | $17.16 | $21.26 | -19.3% | COM CL A | 361008105 |
| — | STERLING BANCORP DEL | 100,000 | $2.108M | 0.1% | $21.08 | $22.82 | — | COM | 85917A100 |
| WLK | WESTLAKE CHEM CORP | 29,900 | $2.097M | 0.1% | $70.13 * | $64.77 | -1.8% | COM | 960413102 |
| HPQ | HP INC | 102,000 | $2.096M | 0.1% | $20.55 * | $9.96 | +67.9% | COM | 40434L105 |
| LEA | LEAR CORP | 15,100 | $2.072M | 0.1% | $137.22 * | $129.68 | -6.2% | COM NEW | 521865204 |
| XYZ | SQUARE INC | 33,000 | $2.064M | 0.1% | $62.55 | $69.18 | -9.6% | CL A | 852234103 |
| INTU | INTUIT | 7,844 | $2.055M | 0.1% | $261.98 * | $250.64 | +0.5% | COM | 461202103 |
| CLBK | COLUMBIA FINL INC | 120,000 | $2.033M | 0.1% | $16.94 | $16.65 | +1.7% | COM | 197641103 |
| SSP | SCRIPPS E W CO OHIO | 126,700 | $1.99M | 0.1% | $15.71 * | $14.07 | -16.0% | CL A NEW | 811054402 |
| — | CORE MARK HOLDING CO INC | 72,600 | $1.974M | 0.1% | $27.19 | $39.71 | — | COM | 218681104 |
| LXFR | LUXFER HOLDINGS PLC | 105,541 | $1.954M | 0.1% | $18.51 | $24.31 | -23.9% | SHS | G5698W116 |
| DD | DUPONT DE NEMOURS INC | 30,116 | $1.933M | 0.1% | $64.19 * | $27.24 | -12.4% | COM | 26614N102 |
| AXP | AMERICAN EXPRESS CO | 15,500 | $1.93M | 0.1% | $124.52 * | $97.19 | +18.0% | COM | 025816109 |
| CBOE | CBOE GLOBAL MARKETS INC | 15,500 | $1.86M | 0.1% | $120.00 * | $106.30 | +4.2% | COM | 12503M108 |
| HCC | WARRIOR MET COAL INC | 88,000 | $1.859M | 0.1% | $21.13 | $26.34 | -19.8% | COM | 93627C101 |
| KSS | KOHLS CORP | 36,400 | $1.855M | 0.1% | $50.96 | $63.46 | -19.7% | COM | 500255104 |
| TPR | TAPESTRY INC | 68,200 | $1.839M | 0.1% | $26.96 * | $29.11 | -19.3% | COM | 876030107 |
| NSP | INSPERITY INC | 20,900 | $1.798M | 0.1% | $86.03 * | $82.97 | -12.4% | COM | 45778Q107 |
| — | SPIRIT AEROSYSTEMS HLDGS INC COM CL A | 24,300 | $1.771M | 0.1% | $72.88 | $91.53 | — | COM CL A | 848574109 |
| TCBK | TRICO BANCSHARES | 42,500 | $1.734M | 0.1% | $40.80 | $37.05 | +10.2% | COM | 896095106 |
| GAP | GAP INC | 94,800 | $1.676M | 0.1% | $17.68 * | $21.10 | -31.8% | COM | 364760108 |
| CME | CME GROUP INC | 8,000 | $1.606M | 0.1% | $200.75 * | $164.33 | -2.1% | COM | 12572Q105 |
| AUB | ATLANTIC UN BANKSHARES CORP | 42,500 | $1.596M | 0.1% | $37.55 * | $27.30 | +9.6% | COM | 04911A107 |
| — | HARBORONE BANCORP INC NEW | 145,000 | $1.594M | 0.1% | $10.99 | $10.45 | — | COM NEW | 41165Y100 |
| — | K12 INC | 77,100 | $1.569M | 0.1% | $20.35 | $34.13 | — | COM | 48273U102 |
| DXC | DXC TECHNOLOGY CO | 38,337 | $1.441M | 0.1% | $37.59 | $61.50 | -40.1% | COM | 23355L106 |
| SCHW | THE CHARLES SCHWAB CORPORATION COM | 30,000 | $1.427M | 0.1% | $47.57 * | $40.49 | +8.1% | COM | 808513105 |
| EXPI | EXP WORLD HOLDINGS INC | 125,000 | $1.416M | 0.1% | $11.33 * | $4.61 | +15.3% | COM | 30212W100 |
| PUMP | PROPETRO HLDG CORP | 123,700 | $1.392M | 0.1% | $11.25 | $21.24 | -47.0% | COM | 74347M108 |
| FIS | FIDELITY NATL INFORMATION SVCS COM | 10,000 | $1.391M | 0.1% | $139.10 * | $118.59 | +3.9% | COM | 31620M106 |
| GS | GOLDMAN SACHS GROUP INC | 6,000 | $1.38M | 0.1% | $230.00 * | $178.19 | +11.9% | COM | 38141G104 |
| SICPQ | SILVERGATE CAP CORP | 72,000 | $1.146M | 0.1% | $15.92 | $15.46 | +2.9% | CL A | 82837P408 |
| IMXI | INTERNATIONAL MNY EXPRESS INC COM | 85,000 | $1.023M | 0.1% | $12.04 | $13.58 | -11.3% | COM | 46005L101 |
| MSBI | MIDLAND STS BANCORP INC ILL | 35,000 | $1.014M | 0.1% | $28.97 * | $18.06 | +14.2% | COM | 597742105 |
| RGCO | RGC RES INC | 34,254 | $979K | 0.0% | $28.58 | $15.34 | +86.3% | COM | 74955L103 |
| WAFD | WASHINGTON FED INC | 25,000 | $916K | 0.0% | $36.64 * | $15.32 | +94.9% | COM | 938824109 |
| PAYS | PAYSIGN INC | 90,000 | $914K | 0.0% | $10.16 | $11.72 | -13.4% | COM | 70451A104 |
| PNTG | PENNANT GROUP INC | 27,100 | $896K | 0.0% | $33.06 | $22.89 | +44.4% | COM | 70805E109 |
| ETR | ENTERGY CORP NEW | 7,360 | $882K | 0.0% | $119.84 * | $23.11 | +108.3% | COM | 29364G103 |
| CTVA | CORTEVA INC | 29,466 | $871K | 0.0% | $29.56 * | $25.02 | +9.7% | COM | 22052L104 |
| MTB | M & T BK CORP | 5,000 | $849K | 0.0% | $169.80 * | $132.15 | +5.6% | COM | 55261F104 |
| JNJ | JOHNSON & JOHNSON | 5,800 | $846K | 0.0% | $145.86 * | $110.00 | +12.0% | COM | 478160104 |
| — | PACWEST BANCORP DEL | 15,000 | $574K | 0.0% | $38.27 | $43.92 | — | COM | 695263103 |
| BILL | BILL COM HLDGS INC | 15,000 | $571K | 0.0% | $38.07 | $37.97 | +0.2% | COM | 090043100 |
| USB | US BANCORP DEL | 5,000 | $296K | 0.0% | $59.20 * | $41.13 | +11.3% | COM NEW | 902973304 |
| — | CORNING NAT GAS HLDG CORP | 11,099 | $220K | 0.0% | $19.82 | $19.13 | — | COM | 219387107 |
| — | GREENSKY INC | 12,373 | $110K | 0.0% | $8.89 | $6.94 | — | CL A | 39572G100 |
| EGAN | EGAIN CORP | 11,497 | $91,000 | 0.0% | $7.92 | $7.66 | +3.3% | COM NEW | 28225C806 |
| CNDT | CONDUENT INC | 13,130 | $81,000 | 0.0% | $6.17 | $20.52 | -69.8% | COM | 206787103 |
| APPS | DIGITAL TURBINE INC | 10,593 | $76,000 | 0.0% | $7.17 | $7.44 | -4.1% | COM NEW | 25400W102 |