Location: Novato, CA
CIK: 0001145255 · Show all filings
Period: Q1 2020 (← Previous) (Next →)
Filing Date: Apr 14, 2020
Total Value: $1.331B (100.0% shares, 0.0% debt)
| Ticker | Issuer | Shares | Value | % | Share Price | Est. Cost/Share | Unrealized @ Report Date | Class | CUSIP |
|---|---|---|---|---|---|---|---|---|---|
| TRP | TC ENERGY CORP | 760,353 | $33.68M | 2.5% | $44.30 * | $34.25 | -3.6% | ADR | 87807B107 |
| NGG | NATIONAL GRID PLC | 549,844 | $32.04M | 2.4% | $58.27 | $68.28 | -14.7% | SPON ADR NEW | 636274409 |
| SO | SOUTHERN CO | 588,200 | $31.84M | 2.4% | $54.14 * | $34.76 | +24.6% | COM | 842587107 |
| ATO | ATMOS ENERGY CORP | 319,086 | $31.66M | 2.4% | $99.23 * | $40.36 | +112.9% | COM | 049560105 |
| KMI | KINDER MORGAN INC DEL | 2,264,101 | $31.52M | 2.4% | $13.92 * | $16.51 | -40.6% | COM | 49456B101 |
| WEC | WEC ENERGY GROUP INC | 352,940 | $31.11M | 2.3% | $88.13 * | $36.43 | +100.5% | COM | 92939U106 |
| D | DOMINION ENERGY INC | 412,877 | $29.81M | 2.2% | $72.19 * | $39.36 | +42.8% | COM | 25746U109 |
| SRE | SEMPRA ENERGY | 262,240 | $29.63M | 2.2% | $112.99 * | $30.45 | +54.2% | COM | 816851109 |
| ENB | ENBRIDGE INC | 1,015,765 | $29.55M | 2.2% | $29.09 * | $23.83 | -17.0% | COM | 29250N105 |
| LNG | CHENIERE ENERGY INC | 850,917 | $28.51M | 2.1% | $33.50 | $41.86 | -20.0% | COM NEW | 16411R208 |
| NI | NISOURCE INC | 890,781 | $22.24M | 1.7% | $24.97 * | $11.44 | +79.6% | COM | 65473P105 |
| CMS | CMS ENERGY CORP | 339,498 | $19.95M | 1.5% | $58.75 * | $22.36 | +120.8% | COM | 125896100 |
| ED | CONSOLIDATED EDISON INC | 246,136 | $19.2M | 1.4% | $78.00 * | $40.03 | +58.0% | COM | 209115104 |
| DUK | DUKE ENERGY CORP NEW | 233,687 | $18.9M | 1.4% | $80.88 * | $52.14 | +23.4% | COM | 26441C204 |
| PEG | PUBLIC SVC ENTERPRISE GRP INC COM | 385,690 | $17.32M | 1.3% | $44.91 * | $26.65 | +38.7% | COM | 744573106 |
| BRK/A | BERKSHIRE HATHAWAY INC - CL A | 63 | $17.14M | 1.3% | $272000.00 | $292788.47 | -7.1% | CL A | 084670108 |
| OGS | ONE GAS INC | 197,875 | $16.55M | 1.2% | $83.62 | $41.00 | +104.0% | COM | 68235P108 |
| DTE | DTE ENERGY CO | 168,904 | $16.04M | 1.2% | $94.97 * | $47.93 | +39.2% | COM | 233331107 |
| SYNA | SYNAPTICS INC | 262,000 | $15.16M | 1.1% | $57.87 | $52.69 | +9.8% | COM | 87157D109 |
| XEL | XCEL ENERGY INC | 234,699 | $14.15M | 1.1% | $60.30 * | $21.87 | +130.7% | COM | 98389B100 |
| SR | SPIRE INC | 157,491 | $11.73M | 0.9% | $74.48 | $70.15 | — | COM | 84857L101 |
| CCK | CROWN HLDGS INC | 201,000 | $11.67M | 0.9% | $58.04 * | $67.57 | -18.4% | COM | 228368106 |
| SWX | SOUTHWEST GAS HOLDINGS INC | 166,817 | $11.6M | 0.9% | $69.56 | $55.10 | +26.2% | COM | 844895102 |
| MMM | 3M CO | 79,500 | $10.85M | 0.8% | $136.52 * | $115.18 | -19.8% | COM | 88579Y101 |
| FTS | FORTIS INC | 269,276 | $10.38M | 0.8% | $38.55 * | $22.21 | +39.2% | COM | 349553107 |
| CSCO | CISCO SYS INC | 258,350 | $10.16M | 0.8% | $39.31 * | $31.99 | +2.7% | COM | 17275R102 |
| IBM | INTERNATIONAL BUSINESS MACHS COM | 90,113 | $9.996M | 0.8% | $110.93 * | $95.80 | -13.6% | COM | 459200101 |
| ITRI | ITRON INC | 175,400 | $9.793M | 0.7% | $55.83 | $78.39 | -28.8% | COM | 465741106 |
| VZ | VERIZON COMMUNICATIONS INC | 177,700 | $9.548M | 0.7% | $53.73 * | $28.67 | +34.4% | COM | 92343V104 |
| PFE | PFIZER INC | 280,800 | $9.165M | 0.7% | $32.64 * | $18.82 | +25.1% | COM | 717081103 |
| LPLA | LPL FINL HLDGS INC | 164,000 | $8.927M | 0.7% | $54.43 | $80.82 | -32.7% | COM | 50212V100 |
| — | WALGREENS BOOTS ALLIANCE INC COM | 195,050 | $8.924M | 0.7% | $45.75 | $49.67 | — | COM | 931427108 |
| LSTR | LANDSTAR SYS INC | 92,200 | $8.838M | 0.7% | $95.86 | $122.00 | — | COM | 515098101 |
| JBL | JABIL INC | 359,501 | $8.837M | 0.7% | $24.58 * | $36.88 | -35.1% | COM | 466313103 |
| PKG | PACKAGING CORP AMER | 99,100 | $8.605M | 0.6% | $86.83 * | $91.47 | -20.1% | COM | 695156109 |
| ACM | AECOM | 279,000 | $8.328M | 0.6% | $29.85 * | $39.85 | -28.0% | COM | 00766T100 |
| — | SKECHERS U S A INC | 349,900 | $8.307M | 0.6% | $23.74 | $40.83 | — | CL A | 830566105 |
| SNX | SYNNEX CORP | 112,057 | $8.191M | 0.6% | $73.10 * | $56.45 | -39.4% | COM | 87162W100 |
| WSM | WILLIAMS SONOMA INC | 189,100 | $8.041M | 0.6% | $42.52 * | $30.39 | -37.7% | COM | 969904101 |
| BKH | BLACK HILLS CORP | 125,347 | $8.026M | 0.6% | $64.03 * | $44.38 | +13.8% | COM | 092113109 |
| NJR | NEW JERSEY RES | 234,634 | $7.971M | 0.6% | $33.97 * | $20.31 | +35.1% | COM | 646025106 |
| — | SYNEOS HEALTH INC | 200,100 | $7.888M | 0.6% | $39.42 | $57.79 | — | CL A | 87166B102 |
| CNP | CENTERPOINT ENERGY INC | 504,828 | $7.8M | 0.6% | $15.45 * | $18.11 | -26.7% | COM | 15189T107 |
| KO | COCA COLA CO | 175,500 | $7.766M | 0.6% | $44.25 * | $31.71 | +17.1% | COM | 191216100 |
| NFG | NATIONAL FUEL GAS CO N J | 202,924 | $7.567M | 0.6% | $37.29 | $62.15 | -40.0% | COM | 636180101 |
| EXC | EXELON CORP | 202,231 | $7.444M | 0.6% | $36.81 * | $15.53 | +37.5% | COM | 30161N101 |
| GIS | GENERAL MLS INC | 140,700 | $7.425M | 0.6% | $52.77 * | $43.06 | +0.6% | COM | 370334104 |
| — | SOUTH JERSEY INDS INC | 296,671 | $7.417M | 0.6% | $25.00 | $36.94 | — | COM | 838518108 |
| CAT | CATERPILLAR INC DEL | 63,800 | $7.403M | 0.6% | $116.03 * | $113.48 | -9.1% | COM | 149123101 |
| FAF | FIRST AMERN FINL CORP | 174,100 | $7.384M | 0.6% | $42.41 * | $49.52 | -29.8% | COM | 31847R102 |
| MRK | MERCK & CO. INC | 93,100 | $7.163M | 0.5% | $76.94 * | $58.81 | +4.1% | COM | 58933Y105 |
| MDU | MDU RES GROUP INC | 328,407 | $7.061M | 0.5% | $21.50 * | $7.75 | -11.0% | COM | 552690109 |
| UPS | UNITED PARCEL SERVICE INC | 75,400 | $7.044M | 0.5% | $93.42 * | $77.90 | -4.7% | CL B | 911312106 |
| CVX | CHEVRON CORP NEW | 96,625 | $7.001M | 0.5% | $72.46 * | $71.85 | -21.9% | COM | 166764100 |
| AMGN | AMGEN INC | 34,400 | $6.974M | 0.5% | $202.73 * | $147.16 | +15.3% | COM | 031162100 |
| NWN | NORTHWEST NAT HLDG CO | 112,503 | $6.947M | 0.5% | $61.75 | $66.85 | -7.6% | COM | 66765N105 |
| ES | EVERSOURCE ENERGY | 88,775 | $6.943M | 0.5% | $78.21 * | $36.71 | +72.4% | COM | 30040W108 |
| KBH | KB HOME | 383,000 | $6.932M | 0.5% | $18.10 * | $31.08 | -46.9% | COM | 48666K109 |
| THG | HANOVER INS GROUP INC | 76,500 | $6.929M | 0.5% | $90.58 * | $114.64 | -31.0% | COM | 410867105 |
| — | AVANGRID INC | 155,900 | $6.825M | 0.5% | $43.78 | $50.05 | — | COM | 05351W103 |
| AFG | AMERICAN FINL GROUP INC OHIO COM | 97,200 | $6.812M | 0.5% | $70.08 * | $59.75 | -33.7% | COM | 025932104 |
| ORI | OLD REP INTL CORP | 439,000 | $6.695M | 0.5% | $15.25 * | $12.01 | -21.5% | COM | 680223104 |
| NWSA | NEWS CORP NEW | 736,900 | $6.614M | 0.5% | $8.98 * | $12.66 | -32.6% | CL A | 65249B109 |
| XOM | EXXON MOBIL CORP | 173,110 | $6.573M | 0.5% | $37.97 * | $52.59 | -44.6% | COM | 30231G102 |
| BHF | BRIGHTHOUSE FINL INC | 270,000 | $6.526M | 0.5% | $24.17 | $39.36 | -38.6% | COM | 10922N103 |
| LAD | LITHIA MTRS INC | 79,600 | $6.51M | 0.5% | $81.78 | $150.27 | -45.6% | CL A | 536797103 |
| OC | OWENS CORNING NEW | 167,700 | $6.508M | 0.5% | $38.81 | $64.02 | -39.4% | COM | 690742101 |
| AEE | AMEREN CORP | 88,840 | $6.47M | 0.5% | $72.83 * | $27.01 | +128.4% | COM | 023608102 |
| PPL | PPL CORP | 260,919 | $6.439M | 0.5% | $24.68 * | $19.77 | -1.4% | COM | 69351T106 |
| VYX | NCR CORP NEW | 345,474 | $6.115M | 0.5% | $17.70 * | $19.46 | -44.2% | COM | 62886E108 |
| RH | RH | 60,500 | $6.078M | 0.5% | $100.46 | $140.28 | -28.4% | COM | 74967X103 |
| UGI | UGI CORP NEW | 224,352 | $5.983M | 0.4% | $26.67 | $48.01 | -44.4% | COM | 902681105 |
| WHR | WHIRLPOOL CORP | 66,500 | $5.706M | 0.4% | $85.80 | $151.00 | -43.2% | COM | 963320106 |
| GILD | GILEAD SCIENCES INC | 72,700 | $5.435M | 0.4% | $74.76 * | $57.89 | +3.4% | COM | 375558103 |
| MTH | MERITAGE HOMES CORP | 144,600 | $5.279M | 0.4% | $36.51 * | $34.31 | -46.8% | COM | 59001A102 |
| MTZ | MASTEC INC | 160,800 | $5.263M | 0.4% | $32.73 | $65.85 | -50.3% | COM | 576323109 |
| JPM | JPMORGAN CHASE & CO. | 57,500 | $5.177M | 0.4% | $90.03 * | $83.05 | -7.5% | COM | 46625H100 |
| LNWO | SCIENTIFIC GAMES CORP | 527,500 | $5.117M | 0.4% | $9.70 | $25.75 | -62.3% | COM | 80874P109 |
| EMR | EMERSON ELEC CO | 107,200 | $5.108M | 0.4% | $47.65 * | $46.90 | -10.5% | COM | 291011104 |
| LVS | LAS VEGAS SANDS CORP | 118,100 | $5.016M | 0.4% | $42.47 * | $46.12 | -12.1% | COM | 517834107 |
| — | SUNPOWER CORP | 988,700 | $5.013M | 0.4% | $5.07 | $7.80 | — | COM | 867652406 |
| TOL | TOLL BROTHERS INC | 253,500 | $4.88M | 0.4% | $19.25 | $39.96 | -51.8% | COM | 889478103 |
| WFC | WELLS FARGO CO NEW | 163,200 | $4.684M | 0.4% | $28.70 * | $39.66 | -37.3% | COM | 949746101 |
| PCG | PG&E CORP | 512,449 | $4.607M | 0.3% | $8.99 | $37.97 | -76.6% | COM | 69331C108 |
| KHC | KRAFT HEINZ CO | 185,800 | $4.597M | 0.3% | $24.74 * | $32.25 | -41.4% | COM | 500754106 |
| — | GLAXOSMITHKLINE PLC | 117,600 | $4.456M | 0.3% | $37.89 | $41.52 | — | SPONSORED ADR | 37733W105 |
| TMHC | TAYLOR MORRISON HOME CORP | 398,800 | $4.387M | 0.3% | $11.00 | $24.04 | -54.2% | COM | 87724P106 |
| C | CITIGROUP INC | 102,300 | $4.309M | 0.3% | $42.12 * | $51.61 | -33.9% | COM NEW | 172967424 |
| BMY | BRISTOL-MYERS SQUIBB CO | 77,200 | $4.303M | 0.3% | $55.74 * | $46.93 | -5.6% | COM | 110122108 |
| — | UNILEVER PLC | 84,800 | $4.288M | 0.3% | $50.57 | $55.56 | — | SPON ADR NEW | 904767704 |
| MO | ALTRIA GROUP INC | 110,400 | $4.269M | 0.3% | $38.67 * | $31.24 | -21.2% | COM | 02209S103 |
| CPK | CHESAPEAKE UTILS CORP | 49,158 | $4.213M | 0.3% | $85.70 * | $35.45 | +116.5% | COM | 165303108 |
| CVS | CVS HEALTH CORP | 70,800 | $4.201M | 0.3% | $59.34 * | $55.85 | -11.8% | COM | 126650100 |
| PEP | PEPSICO INC | 34,700 | $4.167M | 0.3% | $120.09 * | $90.24 | +11.6% | COM | 713448108 |
| TGT | TARGET CORP | 44,700 | $4.156M | 0.3% | $92.98 * | $53.76 | +48.4% | COM | 87612E106 |
| PM | PHILIP MORRIS INTL INC | 56,500 | $4.122M | 0.3% | $72.96 * | $57.67 | -5.1% | COM | 718172109 |
| COP | CONOCOPHILLIPS | 132,400 | $4.078M | 0.3% | $30.80 * | $44.04 | -43.4% | COM | 20825C104 |
| ABBV | ABBVIE INC | 53,300 | $4.061M | 0.3% | $76.19 * | $61.01 | -1.3% | COM | 00287Y109 |
| ADM | ARCHER DANIELS MIDLAND CO | 115,400 | $4.06M | 0.3% | $35.18 * | $34.89 | -14.5% | COM | 039483102 |
| NTR | NUTRIEN LTD | 119,000 | $4.039M | 0.3% | $33.94 * | $32.79 | -14.0% | COM | 67077M108 |
| TXN | TEXAS INSTRS INC | 40,122 | $4.009M | 0.3% | $99.92 * | $85.38 | -0.7% | COM | 882508104 |
| QCOM | QUALCOMM INC | 59,229 | $4.007M | 0.3% | $67.65 * | $45.74 | +30.5% | COM | 747525103 |
| — | TOTAL S.A. | 105,500 | $3.929M | 0.3% | $37.24 | $47.83 | — | SPONSORED ADS | 89151E109 |
| DAL | DELTA AIR LINES INC DEL | 135,800 | $3.874M | 0.3% | $28.53 * | $46.52 | -40.3% | COM NEW | 247361702 |
| T | AT&T INC | 131,360 | $3.829M | 0.3% | $29.15 * | $14.47 | +1.4% | COM | 00206R102 |
| BK | BANK NEW YORK MELLON CORP | 112,500 | $3.789M | 0.3% | $33.68 * | $35.37 | -19.7% | COM | 064058100 |
| RY | ROYAL BK CDA | 61,300 | $3.773M | 0.3% | $61.55 | $66.15 | -7.0% | COM | 780087102 |
| TD | TORONTO DOMINION BK ONT | 88,400 | $3.747M | 0.3% | $42.39 | $46.73 | -9.3% | COM NEW | 891160509 |
| — | ROYAL DUTCH SHELL PLC | 103,000 | $3.594M | 0.3% | $34.89 | $34.89 | — | SPON ADR B | 780259206 |
| BP | BP PLC | 143,200 | $3.493M | 0.3% | $24.39 | $34.54 | -29.4% | SPONSORED ADR | 055622104 |
| BBY | BEST BUY INC | 60,900 | $3.471M | 0.3% | $57.00 * | $47.32 | -4.4% | COM | 086516101 |
| HIFS | HINGHAM INSTN SVGS MASS | 22,000 | $3.19M | 0.2% | $145.00 * | $55.69 | +142.9% | COM | 433323102 |
| DOW | DOW INC | 108,950 | $3.186M | 0.2% | $29.24 * | $35.23 | -39.6% | COM | 260557103 |
| AQN | ALGONQUIN PWR UTILS CORP | 235,664 | $3.158M | 0.2% | $13.40 * | $5.48 | +82.5% | COM | 015857105 |
| F | FORD MTR CO DEL | 641,945 | $3.101M | 0.2% | $4.83 * | $7.28 | -49.7% | COM PAR $0.01 | 345370860 |
| — | MERIDIAN BANCORP INC MD | 275,000 | $3.086M | 0.2% | $11.22 | $13.66 | — | COM | 58958U103 |
| GM | GENERAL MTRS CO | 146,200 | $3.038M | 0.2% | $20.78 * | $30.87 | -35.1% | COM | 37045V100 |
| MET | METLIFE INC | 98,900 | $3.023M | 0.2% | $30.57 * | $35.04 | -28.0% | COM | 59156R108 |
| FBP | FIRST BANCORP P R | 555,000 | $2.953M | 0.2% | $5.32 * | $4.11 | +8.1% | COM NEW | 318672706 |
| — | LAKELAND BANCORP INC | 270,000 | $2.919M | 0.2% | $10.81 | $14.96 | — | COM | 511637100 |
| — | FIRST MIDWEST BANCORP DEL | 220,000 | $2.912M | 0.2% | $13.24 | $19.98 | — | COM | 320867104 |
| — | OPUS BK IRVINE CALIF | 165,000 | $2.859M | 0.2% | $17.33 | $23.43 | — | COM | 684000102 |
| SPWH | SPORTSMANS WHSE HLDGS INC | 443,400 | $2.731M | 0.2% | $6.16 | $6.24 | -1.2% | COM | 84920Y106 |
| — | TEEKAY TANKERS LTD | 119,400 | $2.655M | 0.2% | $22.24 | $22.24 | — | CL A | Y8565N300 |
| SU | SUNCOR ENERGY INC NEW | 166,700 | $2.634M | 0.2% | $15.80 * | $21.17 | -40.3% | COM | 867224107 |
| LDOS | LEIDOS HOLDINGS INC | 27,800 | $2.548M | 0.2% | $91.65 * | $93.22 | -8.9% | COM | 525327102 |
| WMT | WALMART INC | 21,500 | $2.443M | 0.2% | $113.63 * | $35.37 | -1.2% | COM | 931142103 |
| ACA | ARCOSA INC | 61,400 | $2.44M | 0.2% | $39.74 | $41.47 | -6.0% | COM | 039653100 |
| ORCL | ORACLE CORP | 49,997 | $2.416M | 0.2% | $48.32 * | $47.50 | -6.3% | COM | 68389X105 |
| EA | ELECTRONIC ARTS INC | 24,087 | $2.413M | 0.2% | $100.18 * | $102.32 | -4.8% | COM | 285512109 |
| BIIB | BIOGEN INC | 7,600 | $2.404M | 0.2% | $316.32 | $303.47 | +4.3% | COM | 09062X103 |
| SONY | SONY CORP | 39,300 | $2.326M | 0.2% | $59.19 | $65.52 | -9.7% | SPONSORED ADR | 835699307 |
| NWE | NORTHWESTERN CORP | 38,798 | $2.321M | 0.2% | $59.82 * | $29.01 | +58.7% | COM NEW | 668074305 |
| INTC | INTEL CORP | 42,616 | $2.306M | 0.2% | $54.11 * | $37.00 | +29.7% | COM | 458140100 |
| PAGP | PLAINS GP HLDGS L P | 408,055 | $2.289M | 0.2% | $5.61 | $32.40 | — | LTP PARTNR INT A | 72651A207 |
| CNQ | CANADIAN NAT RES LTD | 168,300 | $2.28M | 0.2% | $13.55 * | $10.82 | -53.3% | COM | 136385101 |
| PGR | PROGRESSIVE CORP OHIO | 30,700 | $2.267M | 0.2% | $73.84 * | $44.72 | +40.2% | COM | 743315103 |
| TSCO | TRACTOR SUPPLY CO | 26,400 | $2.232M | 0.2% | $84.55 * | $16.36 | -5.6% | COM | 892356106 |
| NTAP | NETAPP INC | 52,190 | $2.176M | 0.2% | $41.69 * | $44.08 | -19.4% | COM | 64110D104 |
| PCAR | PACCAR INC | 35,100 | $2.146M | 0.2% | $61.14 * | $34.86 | -4.8% | COM | 693718108 |
| CNOB | CONNECTONE BANCORP INC NEW | 159,000 | $2.137M | 0.2% | $13.44 * | $20.28 | -43.5% | COM | 20786W107 |
| WTFC | WINTRUST FINL CORP | 65,000 | $2.136M | 0.2% | $32.86 | $55.50 | -40.8% | COM | 97650W108 |
| — | UNIVERSAL FST PRODS INC | 57,100 | $2.124M | 0.2% | $37.20 | $37.20 | — | COM | 913543104 |
| AVA | AVISTA CORP | 49,972 | $2.123M | 0.2% | $42.48 * | $19.35 | +68.3% | COM | 05379B107 |
| — | BROOKFIELD ASSET MGMT INC | 47,200 | $2.089M | 0.2% | $44.26 | $47.79 | — | CL A LTD VT SH | 112585104 |
| CMI | CUMMINS INC | 15,300 | $2.07M | 0.2% | $135.29 * | $125.76 | -6.6% | COM | 231021106 |
| — | CADENCE BANCORPORATION | 315,000 | $2.063M | 0.2% | $6.55 | $16.31 | — | CL A | 12739A100 |
| WBS | WEBSTER FINL CORP CONN | 90,000 | $2.061M | 0.2% | $22.90 | $40.68 | -43.7% | COM | 947890109 |
| DE | DEERE & CO | 14,800 | $2.045M | 0.2% | $138.18 * | $107.21 | +19.4% | COM | 244199105 |
| UNP | UNION PAC CORP | 14,400 | $2.031M | 0.2% | $141.04 * | $144.98 | -14.3% | COM | 907818108 |
| AZO | AUTOZONE INC | 2,400 | $2.03M | 0.2% | $845.83 | $1039.21 | -18.6% | COM | 053332102 |
| EBAY | EBAY INC | 67,400 | $2.026M | 0.2% | $30.06 * | $31.52 | -13.4% | COM | 278642103 |
| MPC | MARATHON PETE CORP | 85,700 | $2.024M | 0.2% | $23.62 * | $52.04 | -62.0% | COM | 56585A102 |
| ALG | ALAMO GROUP INC | 22,500 | $1.998M | 0.2% | $88.80 * | $111.55 | -22.9% | COM | 011311107 |
| PFSI | PENNYMAC FINL SVCS INC | 90,000 | $1.99M | 0.1% | $22.11 * | $29.83 | -31.2% | COM | 70932M107 |
| MEI | METHODE ELECTRS INC | 74,747 | $1.976M | 0.1% | $26.44 * | $27.89 | -18.8% | COM | 591520200 |
| HSIC | HENRY SCHEIN INC | 38,900 | $1.965M | 0.1% | $50.51 | $63.43 | -20.4% | COM | 806407102 |
| INDB | INDEPENDENT BANK CORP MASS | 30,000 | $1.931M | 0.1% | $64.37 * | $43.22 | +23.4% | COM | 453836108 |
| CG | CARLYLE GROUP INC | 89,000 | $1.927M | 0.1% | $21.65 * | $23.69 | -24.6% | COM | 14316J108 |
| MAS | MASCO CORP | 55,500 | $1.919M | 0.1% | $34.58 * | $31.91 | -1.9% | COM | 574599106 |
| NIC | NICOLET BANKSHARES INC | 35,000 | $1.91M | 0.1% | $54.57 * | $65.12 | -18.8% | COM | 65406E102 |
| MCO | MOODYS CORP | 9,000 | $1.904M | 0.1% | $211.56 * | $126.23 | +59.7% | COM | 615369105 |
| CDW | CDW CORP | 20,313 | $1.895M | 0.1% | $93.29 * | $96.89 | -10.2% | COM | 12514G108 |
| TROW | PRICE T ROWE GROUP INC | 19,400 | $1.894M | 0.1% | $97.63 * | $73.21 | +4.9% | COM | 74144T108 |
| URI | UNITED RENTALS INC | 18,300 | $1.883M | 0.1% | $102.90 * | $128.39 | -22.4% | COM | 911363109 |
| — | PEOPLES UTD FINL INC | 170,000 | $1.879M | 0.1% | $11.05 | $16.90 | — | COM | 712704105 |
| GD | GENERAL DYNAMICS CORP | 14,100 | $1.866M | 0.1% | $132.34 * | $143.74 | -19.6% | COM | 369550108 |
| CSX | CSX CORP | 32,500 | $1.862M | 0.1% | $57.29 * | $21.57 | -18.0% | COM | 126408103 |
| WU | WESTERN UN CO | 102,200 | $1.853M | 0.1% | $18.13 | $18.13 | — | COM | 959802109 |
| — | R1 RCM INC | 203,400 | $1.849M | 0.1% | $9.09 | $12.58 | — | COM | 749397105 |
| MGEE | MGE ENERGY INC | 28,129 | $1.842M | 0.1% | $65.48 * | $30.41 | +90.2% | COM | 55277P104 |
| NSC | NORFOLK SOUTHERN CORP | 12,600 | $1.84M | 0.1% | $146.03 * | $163.63 | -20.8% | COM | 655844108 |
| VOYA | VOYA FINANCIAL INC | 45,200 | $1.833M | 0.1% | $40.55 * | $49.35 | -25.5% | COM | 929089100 |
| HTB | HOMETRUST BANCSHARES INC | 115,000 | $1.831M | 0.1% | $15.92 | $25.55 | -37.7% | COM | 437872104 |
| OMC | OMNICOM GROUP INC | 33,200 | $1.823M | 0.1% | $54.91 * | $54.86 | -18.8% | COM | 681919106 |
| JKS | JINKOSOLAR HLDG CO LTD | 121,900 | $1.81M | 0.1% | $14.85 | $20.98 | -29.2% | SPONSORED ADR | 47759T100 |
| UTL | UNITIL CORP | 34,598 | $1.81M | 0.1% | $52.32 | $33.02 | +58.5% | COM | 913259107 |
| BAC | BK OF AMERICA CORP | 84,000 | $1.783M | 0.1% | $21.23 * | $16.06 | +14.8% | COM | 060505104 |
| SCHW | SCHWAB CHARLES CORP | 53,000 | $1.782M | 0.1% | $33.62 * | $39.70 | -21.8% | COM | 808513105 |
| CTSH | COGNIZANT TECHNOLOGY SOLUTIONS CL A | 38,100 | $1.771M | 0.1% | $46.48 * | $54.50 | -21.9% | CL A | 192446102 |
| V | VISA INC | 10,956 | $1.765M | 0.1% | $161.10 * | $77.96 | +98.4% | COM CL A | 92826C839 |
| LUV | SOUTHWEST AIRLS CO | 49,500 | $1.763M | 0.1% | $35.62 * | $32.99 | +0.4% | COM | 844741108 |
| MA | MASTERCARD INC | 7,282 | $1.759M | 0.1% | $241.55 * | $110.44 | +111.8% | CL A | 57636Q104 |
| OCFC | OCEANFIRST FINL CORP | 110,000 | $1.75M | 0.1% | $15.91 * | $14.17 | -12.9% | COM | 675234108 |
| CBRE | CBRE GROUP INC | 46,400 | $1.75M | 0.1% | $37.72 | $55.26 | -31.8% | CL A | 12504L109 |
| BRK/B | BERKSHIRE HATHAWAY INC DEL | 9,500 | $1.737M | 0.1% | $182.84 | $164.97 | +10.8% | CL B NEW | 084670702 |
| PNC | PNC FINL SVCS GROUP INC | 18,000 | $1.723M | 0.1% | $95.72 * | $108.33 | -28.6% | COM | 693475105 |
| BANC | BANC OF CALIFORNIA INC | 215,000 | $1.72M | 0.1% | $8.00 * | $15.32 | -54.0% | COM | 05990K106 |
| GS | GOLDMAN SACHS GROUP INC | 11,000 | $1.7M | 0.1% | $154.55 * | $181.01 | -25.5% | COM | 38141G104 |
| — | BROOKLINE BANCORP INC DEL | 150,000 | $1.692M | 0.1% | $11.28 | $11.51 | — | COM | 11373M107 |
| BX | BLACKSTONE GROUP INC | 37,000 | $1.686M | 0.1% | $45.57 * | $45.26 | -17.3% | COM CL A | 09260D107 |
| AAP | ADVANCE AUTO PARTS INC | 17,900 | $1.67M | 0.1% | $93.30 * | $114.23 | -27.8% | COM | 00751Y106 |
| CVNA | CARVANA CO | 30,300 | $1.669M | 0.1% | $55.08 | $64.21 | -14.2% | CL A | 146869102 |
| WKC | WORLD FUEL SVCS CORP | 66,100 | $1.664M | 0.1% | $25.17 | $31.37 | -19.7% | COM | 981475106 |
| COF | CAPITAL ONE FINL CORP | 33,000 | $1.664M | 0.1% | $50.42 * | $79.55 | -42.6% | COM | 14040H105 |
| TCBI | TEXAS CAPITAL BANCSHARES INC COM | 75,000 | $1.663M | 0.1% | $22.17 | $53.46 | -58.5% | COM | 88224Q107 |
| FISV | FISERV INC | 17,500 | $1.662M | 0.1% | $94.97 | $90.24 | +5.3% | COM | 337738108 |
| HCA | HCA HEALTHCARE INC | 18,500 | $1.662M | 0.1% | $89.84 * | $77.16 | +11.3% | COM | 40412C101 |
| — | BMC STK HLDGS INC | 93,500 | $1.658M | 0.1% | $17.73 | $17.73 | — | COM | 05591B109 |
| NSIT | INSIGHT ENTERPRISES INC | 39,300 | $1.656M | 0.1% | $42.14 | $55.73 | -24.4% | COM | 45765U103 |
| AUB | ATLANTIC UN BANKSHARES CORP | 75,000 | $1.643M | 0.1% | $21.91 * | $26.22 | -32.9% | COM | 04911A107 |
| BHE | BENCHMARK ELECTRS INC | 81,974 | $1.639M | 0.1% | $19.99 * | $24.58 | -28.8% | COM | 08160H101 |
| BBT | BERKSHIRE HILLS BANCORP INC | 110,000 | $1.635M | 0.1% | $14.86 * | $23.51 | -47.3% | COM | 084680107 |
| CCL | CARNIVAL CORP | 121,500 | $1.6M | 0.1% | $13.17 | $53.30 | -75.3% | UNIT 99/99/9999 | 143658300 |
| ASB | ASSOCIATED BANC CORP | 125,000 | $1.599M | 0.1% | $12.79 * | $14.13 | -28.2% | COM | 045487105 |
| — | UMPQUA HLDGS CORP | 145,000 | $1.581M | 0.1% | $10.90 | $10.90 | — | COM | 904214103 |
| IBP | INSTALLED BLDG PRODS INC | 39,500 | $1.575M | 0.1% | $39.87 * | $59.64 | -38.4% | COM | 45780R101 |
| EQH | EQUITABLE HLDGS INC COM | 107,800 | $1.558M | 0.1% | $14.45 * | $18.74 | -33.4% | COM | 29452E101 |
| — | ARCONIC INC | 95,600 | $1.535M | 0.1% | $16.06 | $16.06 | — | COM | 03965L100 |
| SYY | SYSCO CORP | 33,200 | $1.515M | 0.1% | $45.63 * | $58.83 | -34.0% | COM | 871829107 |
| — | COSAN LTD | 123,000 | $1.513M | 0.1% | $12.30 | $12.30 | — | SHS A | G25343107 |
| XRX | XEROX HOLDINGS CORP | 78,489 | $1.487M | 0.1% | $18.95 | $31.77 | -40.4% | COM NEW | 98421M106 |
| BKE | BUCKLE INC | 108,400 | $1.486M | 0.1% | $13.71 * | $12.16 | -38.8% | COM | 118440106 |
| PYPL | PAYPAL HLDGS INC | 15,500 | $1.484M | 0.1% | $95.74 | $51.22 | +86.5% | COM | 70450Y103 |
| — | COLFAX CORP | 74,600 | $1.477M | 0.1% | $19.80 | $19.80 | — | COM | 194014106 |
| ZUMZ | ZUMIEZ INC | 85,200 | $1.476M | 0.1% | $17.32 | $28.19 | -38.6% | COM | 989817101 |
| RDNT | RADNET INC | 138,000 | $1.45M | 0.1% | $10.51 | $18.83 | -44.2% | COM | 750491102 |
| CRMT | AMERICAS CAR MART INC | 25,596 | $1.442M | 0.1% | $56.34 | $92.01 | -38.8% | COM | 03062T105 |
| DHI | D R HORTON INC | 42,300 | $1.438M | 0.1% | $34.00 * | $36.40 | -11.9% | COM | 23331A109 |
| ATKR | ATKORE INTL GROUP INC | 67,400 | $1.42M | 0.1% | $21.07 * | $34.57 | -41.2% | COM | 047649108 |
| GDOT | GREEN DOT CORP | 55,000 | $1.396M | 0.1% | $25.38 | $40.65 | -37.5% | CL A | 39304D102 |
| OXY | OCCIDENTAL PETE CORP | 120,260 | $1.393M | 0.1% | $11.58 * | $45.47 | -76.1% | COM | 674599105 |
| — | VIACOMCBS INC | 96,988 | $1.359M | 0.1% | $14.01 | $37.47 | — | CL B | 92556H206 |
| UPBD | RENT A CTR INC NEW | 94,600 | $1.338M | 0.1% | $14.14 | $18.43 | -23.3% | COM | 76009N100 |
| — | PIONEER NAT RES CO | 18,900 | $1.326M | 0.1% | $70.16 | $70.16 | — | COM | 723787107 |
| EOG | EOG RES INC | 36,700 | $1.318M | 0.1% | $35.91 * | $49.68 | -44.7% | COM | 26875P101 |
| CFG | CITIZENS FINANCIAL GROUP INC COM | 70,000 | $1.317M | 0.1% | $18.81 * | $25.07 | -42.2% | COM | 174610105 |
| — | STERLING BANCORP DEL | 125,000 | $1.306M | 0.1% | $10.45 | $20.35 | — | COM | 85917A100 |
| AAL | AMERICAN AIRLS GROUP INC | 106,400 | $1.297M | 0.1% | $12.19 | $22.75 | -46.4% | COM | 02376R102 |
| BLDR | BUILDERS FIRSTSOURCE INC | 105,100 | $1.285M | 0.1% | $12.23 | $22.59 | -45.9% | COM | 12008R107 |
| XYZ | SQUARE INC | 24,500 | $1.283M | 0.1% | $52.37 | $69.18 | -24.3% | CL A | 852234103 |
| SKY | SKYLINE CHAMPION CORPORATION COM | 81,000 | $1.27M | 0.1% | $15.68 | $26.70 | -41.3% | COM | 830830105 |
| PHM | PULTE GROUP INC | 56,700 | $1.266M | 0.1% | $22.33 * | $36.34 | -42.0% | COM | 745867101 |
| FIS | FIDELITY NATL INFORMATION SVCS COM | 10,000 | $1.216M | 0.1% | $121.60 * | $118.59 | -8.9% | COM | 31620M106 |
| DKS | DICKS SPORTING GOODS INC | 57,200 | $1.216M | 0.1% | $21.26 * | $31.84 | -43.6% | COM | 253393102 |
| DRI | DARDEN RESTAURANTS INC | 22,000 | $1.198M | 0.1% | $54.45 * | $82.77 | -44.0% | COM | 237194105 |
| AMWD | AMERICAN WOODMARK CORPORATION COM | 25,900 | $1.18M | 0.1% | $45.56 * | $92.43 | 0.0% | COM | 030506109 |
| CMA | COMERICA INC | 40,000 | $1.174M | 0.1% | $29.35 * | $40.46 | -45.1% | COM | 200340107 |
| — | CIT GROUP INC | 65,000 | $1.122M | 0.1% | $17.26 | $17.26 | — | COM NEW | 125581801 |
| JELD | JELD-WEN HLDG INC | 113,200 | $1.101M | 0.1% | $9.73 | $19.94 | -51.2% | COM | 47580P103 |
| UAL | UNITED AIRLS HLDGS INC | 34,800 | $1.098M | 0.1% | $31.55 | $66.12 | -52.3% | COM | 910047109 |
| MHO | M/I HOMES INC | 64,600 | $1.068M | 0.1% | $16.53 | $36.17 | -54.3% | COM | 55305B101 |
| KOP | KOPPERS HOLDINGS INC | 83,000 | $1.027M | 0.1% | $12.37 * | $24.89 | -51.8% | COM | 50060P106 |
| RGCO | RGC RES INC | 34,254 | $991K | 0.1% | $28.93 | $15.34 | +88.6% | COM | 74955L103 |
| BFH | ALLIANCE DATA SYSTEMS CORP | 27,000 | $909K | 0.1% | $33.67 * | $61.41 | -60.4% | COM | 018581108 |
| AXP | AMERICAN EXPRESS CO | 10,500 | $899K | 0.1% | $85.62 * | $97.19 | -18.5% | COM | 025816109 |
| ADP | AUTOMATIC DATA PROCESSING INC COM | 6,526 | $892K | 0.1% | $136.68 * | $142.59 | -15.1% | COM | 053015103 |
| — | HARBORONE BANCORP INC NEW | 115,000 | $866K | 0.1% | $7.53 | $10.45 | — | COM NEW | 41165Y100 |
| CLBK | COLUMBIA FINL INC | 60,000 | $864K | 0.1% | $14.40 | $16.65 | -13.5% | COM | 197641103 |
| SPG | SIMON PPTY GROUP INC NEW | 15,000 | $823K | 0.1% | $54.87 * | $86.10 | -53.7% | COM | 828806109 |
| — | TRIUMPH GROUP INC NEW | 121,700 | $823K | 0.1% | $6.76 | $6.76 | — | COM | 896818101 |
| GPN | GLOBAL PMTS INC | 5,500 | $793K | 0.1% | $144.18 * | $174.25 | -21.0% | COM | 37940X102 |
| FITB | FIFTH THIRD BANCORP | 50,000 | $743K | 0.1% | $14.86 * | $19.66 | -39.5% | COM | 316773100 |
| ETR | ENTERGY CORP NEW | 7,360 | $692K | 0.1% | $94.02 * | $23.11 | +64.5% | COM | 29364G103 |
| KRNY | KEARNY FINL CORP MD | 80,000 | $687K | 0.1% | $8.59 | $12.58 | -31.7% | COM | 48716P108 |
| FICO | FAIR ISAAC CORP | 2,225 | $685K | 0.1% | $307.87 | $273.26 | +12.6% | COM | 303250104 |
| — | TELLURIAN INC NEW | 717,690 | $649K | 0.0% | $0.90 | $10.23 | — | COM | 87968A104 |
| CBOE | CBOE GLOBAL MARKETS INC | 7,000 | $625K | 0.0% | $89.29 * | $106.30 | -22.3% | COM | 12503M108 |
| JNJ | JOHNSON & JOHNSON | 4,300 | $564K | 0.0% | $131.16 * | $110.00 | +1.3% | COM | 478160104 |
| — | PACWEST BANCORP DEL | 30,000 | $538K | 0.0% | $17.93 | $30.93 | — | COM | 695263103 |
| — | CORNING NAT GAS HLDG CORP | 11,099 | $184K | 0.0% | $16.58 | $19.13 | — | COM | 219387107 |
| — | ANNALY CAPITAL MANAGEMENT INC COM | 25,000 | $127K | 0.0% | $5.08 | $5.08 | — | COM | 035710409 |
| — | QURATE RETAIL INC | 13,325 | $81,000 | 0.0% | $6.08 | $6.08 | — | COM SER A | 74915M100 |
| EGAN | EGAIN CORP | 10,267 | $75,000 | 0.0% | $7.30 | $7.66 | -4.4% | COM NEW | 28225C806 |
| VRRM | VERRA MOBILITY CORP | 10,000 | $71,000 | 0.0% | $7.10 | $13.31 | -46.4% | COM | 92511U102 |
| APPS | DIGITAL TURBINE INC | 14,022 | $60,000 | 0.0% | $4.28 | $7.13 | -39.6% | COM NEW | 25400W102 |
| — | GREENSKY INC | 12,170 | $46,000 | 0.0% | $3.78 | $6.94 | — | CL A | 39572G100 |
| — | CELESTICA INC | 12,962 | $45,000 | 0.0% | $3.47 | $3.47 | — | SUB VTG SHS | 15101Q108 |