Location: Novato, CA
CIK: 0001145255 · Show all filings
Period: Q2 2020 (← Previous) (Next →)
Filing Date: Jul 20, 2020
Total Value: $1.436B (100.0% shares, 0.0% debt)
| Ticker | Issuer | Shares | Value | % | Share Price | Est. Cost/Share | Unrealized @ Report Date | Class | CUSIP |
|---|---|---|---|---|---|---|---|---|---|
| NGG | NATIONAL GRID PLC | 540,644 | $32.84M | 2.3% | $60.74 | $68.28 | -11.0% | SPON ADR NEW | 636274409 |
| LNG | CHENIERE ENERGY INC | 649,917 | $31.4M | 2.2% | $48.32 | $41.86 | +15.4% | COM NEW | 16411R208 |
| ATO | ATMOS ENERGY CORP | 303,086 | $30.18M | 2.1% | $99.58 * | $40.36 | +114.9% | COM | 049560105 |
| ENB | ENBRIDGE INC | 984,765 | $29.96M | 2.1% | $30.42 * | $23.83 | -11.6% | COM | 29250N105 |
| WEC | WEC ENERGY GROUP INC | 341,740 | $29.95M | 2.1% | $87.65 * | $36.43 | +100.9% | COM | 92939U106 |
| D | DOMINION ENERGY INC | 368,077 | $29.88M | 2.1% | $81.18 * | $39.36 | +62.3% | COM | 25746U109 |
| TRP | TC ENERGY CORP | 694,753 | $29.78M | 2.1% | $42.86 * | $34.25 | -5.5% | ADR | 87807B107 |
| KMI | KINDER MORGAN INC DEL | 1,959,101 | $29.72M | 2.1% | $15.17 * | $16.51 | -34.1% | COM | 49456B101 |
| SRE | SEMPRA ENERGY | 247,440 | $29.01M | 2.0% | $117.23 * | $30.45 | +61.3% | COM | 816851109 |
| SO | SOUTHERN CO | 547,200 | $28.37M | 2.0% | $51.85 * | $34.76 | +20.8% | COM | 842587107 |
| NI | NISOURCE INC | 873,181 | $19.86M | 1.4% | $22.74 * | $11.44 | +64.9% | COM | 65473P105 |
| CMS | CMS ENERGY CORP | 332,998 | $19.45M | 1.4% | $58.42 * | $22.36 | +121.2% | COM | 125896100 |
| DUK | DUKE ENERGY CORP NEW | 231,287 | $18.48M | 1.3% | $79.89 * | $52.14 | +23.3% | COM | 26441C204 |
| ED | CONSOLIDATED EDISON INC | 246,836 | $17.75M | 1.2% | $71.93 * | $40.03 | +47.3% | COM | 209115104 |
| DTE | DTE ENERGY CO | 164,504 | $17.68M | 1.2% | $107.50 * | $47.93 | +59.1% | COM | 233331107 |
| PEG | PUBLIC SVC ENTERPRISE GRP INC COM | 332,690 | $16.36M | 1.1% | $49.16 * | $26.65 | +53.2% | COM | 744573106 |
| BRK/A | BERKSHIRE HATHAWAY INC - CL A | 61 | $16.3M | 1.1% | $267295.08 | $292788.47 | -8.7% | CL A | 084670108 |
| OGS | ONE GAS INC | 191,875 | $14.78M | 1.0% | $77.05 | $41.00 | +87.9% | COM | 68235P108 |
| SYNA | SYNAPTICS INC | 242,100 | $14.55M | 1.0% | $60.12 | $52.69 | +14.1% | COM | 87157D109 |
| WSM | WILLIAMS SONOMA INC | 176,000 | $14.43M | 1.0% | $82.01 * | $30.39 | +21.3% | COM | 969904101 |
| XEL | XCEL ENERGY INC | 225,699 | $14.11M | 1.0% | $62.50 * | $21.87 | +140.7% | COM | 98389B100 |
| RH | RH | 55,900 | $13.91M | 1.0% | $248.91 | $140.28 | +77.4% | COM | 74967X103 |
| CNP | CENTERPOINT ENERGY INC | 674,828 | $12.6M | 0.9% | $18.67 * | $17.30 | -6.4% | COM | 15189T107 |
| SNX | SYNNEX CORP | 104,418 | $12.51M | 0.9% | $119.77 * | $56.45 | -0.6% | COM | 87162W100 |
| CCK | CROWN HLDGS INC | 187,200 | $12.19M | 0.8% | $65.13 * | $67.57 | -8.4% | COM | 228368106 |
| LPLA | LPL FINL HLDGS INC | 152,600 | $11.96M | 0.8% | $78.40 | $80.82 | -3.0% | COM | 50212V100 |
| MMM | 3M CO | 76,700 | $11.96M | 0.8% | $155.98 * | $115.18 | -7.5% | COM | 88579Y101 |
| CSCO | CISCO SYS INC | 245,050 | $11.43M | 0.8% | $46.64 * | $31.99 | +23.0% | COM | 17275R102 |
| LAD | LITHIA MTRS INC | 73,500 | $11.12M | 0.8% | $151.33 | $150.27 | +0.7% | CL A | 536797103 |
| SWX | SOUTHWEST GAS HOLDINGS INC | 160,817 | $11.1M | 0.8% | $69.05 | $55.10 | +25.3% | COM | 844895102 |
| KBH | KB HOME | 356,800 | $10.95M | 0.8% | $30.68 * | $31.08 | -9.7% | COM | 48666K109 |
| ITRI | ITRON INC | 163,300 | $10.82M | 0.8% | $66.25 | $78.39 | -15.5% | COM | 465741106 |
| — | SYNEOS HEALTH INC | 184,900 | $10.77M | 0.8% | $58.25 | $57.79 | — | CL A | 87166B102 |
| JBL | JABIL INC | 332,400 | $10.66M | 0.7% | $32.08 * | $36.88 | -15.0% | COM | 466313103 |
| IBM | INTERNATIONAL BUSINESS MACHS COM | 87,155 | $10.53M | 0.7% | $120.77 * | $95.80 | -4.7% | COM | 459200101 |
| FTS | FORTIS INC | 271,276 | $10.33M | 0.7% | $38.08 * | $22.21 | +38.8% | COM | 349553107 |
| — | SKECHERS U S A INC | 325,700 | $10.22M | 0.7% | $31.38 | $40.83 | — | CL A | 830566105 |
| MTH | MERITAGE HOMES CORP | 133,600 | $10.17M | 0.7% | $76.12 * | $34.31 | +10.9% | COM | 59001A102 |
| ACM | AECOM | 257,800 | $9.688M | 0.7% | $37.58 * | $39.85 | -9.3% | COM | 00766T100 |
| LSTR | LANDSTAR SYS INC | 85,200 | $9.569M | 0.7% | $112.31 | $122.00 | — | COM | 515098101 |
| VZ | VERIZON COMMUNICATIONS INC | 170,750 | $9.413M | 0.7% | $55.13 * | $28.67 | +39.4% | COM | 92343V104 |
| PKG | PACKAGING CORP AMER | 91,500 | $9.132M | 0.6% | $99.80 * | $91.47 | -7.4% | COM | 695156109 |
| PFE | PFIZER INC | 272,050 | $8.896M | 0.6% | $32.70 * | $18.82 | +26.6% | COM | 717081103 |
| CVX | CHEVRON CORP NEW | 96,925 | $8.649M | 0.6% | $89.23 * | $71.85 | -2.4% | COM | 166764100 |
| OC | OWENS CORNING NEW | 154,900 | $8.637M | 0.6% | $55.76 | $64.02 | -12.9% | COM | 690742101 |
| NJR | NEW JERSEY RES | 259,534 | $8.474M | 0.6% | $32.65 * | $20.93 | +27.2% | COM | 646025106 |
| GIS | GENERAL MLS INC | 137,200 | $8.458M | 0.6% | $61.65 * | $43.06 | +18.5% | COM | 370334104 |
| SR | SPIRE INC | 127,691 | $8.391M | 0.6% | $65.71 | $70.15 | — | COM | 84857L101 |
| — | WALGREENS BOOTS ALLIANCE INC COM | 196,400 | $8.325M | 0.6% | $42.39 | $49.67 | — | COM | 931427108 |
| UPS | UNITED PARCEL SERVICE INC | 73,400 | $8.161M | 0.6% | $111.19 * | $77.90 | +14.7% | CL B | 911312106 |
| NWSA | NEWS CORP NEW | 680,900 | $8.075M | 0.6% | $11.86 * | $12.66 | -11.0% | CL A | 65249B109 |
| WHR | WHIRLPOOL CORP | 61,400 | $7.953M | 0.6% | $129.53 | $151.00 | -14.2% | COM | 963320106 |
| AMGN | AMGEN INC | 33,500 | $7.901M | 0.6% | $235.85 * | $147.16 | +35.1% | COM | 031162100 |
| XOM | EXXON MOBIL CORP | 175,060 | $7.829M | 0.5% | $44.72 * | $52.39 | -33.2% | COM | 30231G102 |
| CAT | CATERPILLAR INC DEL | 61,800 | $7.818M | 0.5% | $126.50 * | $113.48 | +0.0% | COM | 149123101 |
| NFG | NATIONAL FUEL GAS CO N J | 184,724 | $7.745M | 0.5% | $41.93 | $62.15 | -32.5% | COM | 636180101 |
| FAF | FIRST AMERN FINL CORP | 160,800 | $7.722M | 0.5% | $48.02 * | $49.52 | -19.9% | COM | 31847R102 |
| EXC | EXELON CORP | 210,831 | $7.651M | 0.5% | $36.29 * | $15.78 | +34.8% | COM | 30161N101 |
| KO | COCA COLA CO | 171,250 | $7.651M | 0.5% | $44.68 * | $31.71 | +19.3% | COM | 191216100 |
| TOL | TOLL BROTHERS INC | 234,300 | $7.636M | 0.5% | $32.59 | $39.96 | -18.4% | COM | 889478103 |
| LNWO | SCIENTIFIC GAMES CORP | 487,400 | $7.535M | 0.5% | $15.46 | $25.75 | -40.0% | COM | 80874P109 |
| — | SOUTH JERSEY INDS INC | 296,671 | $7.414M | 0.5% | $24.99 | $36.94 | — | COM | 838518108 |
| ES | EVERSOURCE ENERGY | 87,175 | $7.259M | 0.5% | $83.27 * | $36.71 | +84.8% | COM | 30040W108 |
| THG | HANOVER INS GROUP INC | 70,700 | $7.164M | 0.5% | $101.33 * | $114.64 | -22.4% | COM | 410867105 |
| TMHC | TAYLOR MORRISON HOME CORP | 368,500 | $7.108M | 0.5% | $19.29 | $24.04 | -19.7% | COM | 87724P106 |
| — | SUNPOWER CORP | 913,500 | $6.997M | 0.5% | $7.66 | $7.80 | — | COM | 867652406 |
| BKH | BLACK HILLS CORP | 123,147 | $6.978M | 0.5% | $56.66 * | $44.38 | +1.6% | COM | 092113109 |
| MRK | MERCK & CO. INC | 89,800 | $6.944M | 0.5% | $77.33 * | $58.81 | +5.5% | COM | 58933Y105 |
| BHF | BRIGHTHOUSE FINL INC | 249,400 | $6.938M | 0.5% | $27.82 | $39.36 | -29.3% | COM | 10922N103 |
| MDU | MDU RES GROUP INC | 304,807 | $6.761M | 0.5% | $22.18 * | $7.75 | -7.4% | COM | 552690109 |
| MTZ | MASTEC INC | 148,600 | $6.668M | 0.5% | $44.87 | $65.85 | -31.9% | COM | 576323109 |
| ORI | OLD REP INTL CORP | 405,600 | $6.615M | 0.5% | $16.31 * | $12.01 | -15.0% | COM | 680223104 |
| EMR | EMERSON ELEC CO | 104,400 | $6.476M | 0.5% | $62.03 * | $46.90 | +17.6% | COM | 291011104 |
| — | AVANGRID INC | 151,300 | $6.352M | 0.4% | $41.98 | $50.05 | — | COM | 05351W103 |
| UGI | UGI CORP NEW | 194,152 | $6.174M | 0.4% | $31.80 | $48.01 | -33.8% | COM | 902681105 |
| SPWH | SPORTSMANS WHSE HLDGS INC | 426,300 | $6.075M | 0.4% | $14.25 | $6.24 | +128.5% | COM | 84920Y106 |
| AEE | AMEREN CORP | 85,640 | $6.026M | 0.4% | $70.36 * | $27.01 | +122.1% | COM | 023608102 |
| NWN | NORTHWEST NAT HLDG CO | 106,503 | $5.942M | 0.4% | $55.79 | $66.85 | -16.5% | COM | 66765N105 |
| KHC | KRAFT HEINZ CO | 182,600 | $5.823M | 0.4% | $31.89 * | $32.25 | -23.4% | COM | 500754106 |
| AFG | AMERICAN FINL GROUP INC OHIO COM | 89,800 | $5.699M | 0.4% | $63.46 * | $59.75 | -39.6% | COM | 025932104 |
| VYX | NCR CORP NEW | 320,726 | $5.555M | 0.4% | $17.32 * | $19.46 | -45.4% | COM | 62886E108 |
| GILD | GILEAD SCIENCES INC | 71,400 | $5.494M | 0.4% | $76.95 * | $57.89 | +7.3% | COM | 375558103 |
| JPM | JPMORGAN CHASE & CO. | 58,200 | $5.474M | 0.4% | $94.05 * | $83.03 | -2.4% | COM | 46625H100 |
| COP | CONOCOPHILLIPS | 129,000 | $5.421M | 0.4% | $42.02 * | $44.04 | -22.1% | COM | 20825C104 |
| QCOM | QUALCOMM INC | 58,229 | $5.311M | 0.4% | $91.21 * | $45.74 | +77.3% | COM | 747525103 |
| LVS | LAS VEGAS SANDS CORP | 115,100 | $5.242M | 0.4% | $45.54 * | $46.12 | -5.7% | COM | 517834107 |
| C | CITIGROUP INC | 102,100 | $5.217M | 0.4% | $51.10 * | $51.61 | -19.0% | COM NEW | 172967424 |
| TGT | TARGET CORP | 43,000 | $5.157M | 0.4% | $119.93 * | $53.76 | +92.4% | COM | 87612E106 |
| ABBV | ABBVIE INC | 52,400 | $5.145M | 0.4% | $98.19 * | $61.01 | +29.1% | COM | 00287Y109 |
| BBY | BEST BUY INC | 58,500 | $5.105M | 0.4% | $87.26 * | $47.32 | +47.4% | COM | 086516101 |
| TXN | TEXAS INSTRS INC | 39,410 | $5.004M | 0.3% | $126.97 * | $85.38 | +27.2% | COM | 882508104 |
| — | GLAXOSMITHKLINE PLC | 115,500 | $4.711M | 0.3% | $40.79 | $41.52 | — | SPONSORED ADR | 37733W105 |
| DOW | DOW INC | 112,900 | $4.602M | 0.3% | $40.76 * | $34.93 | -13.6% | COM | 260557103 |
| — | UNILEVER PLC | 83,400 | $4.577M | 0.3% | $54.88 | $55.56 | — | SPON ADR NEW | 904767704 |
| PCG | PG&E CORP | 512,449 | $4.545M | 0.3% | $8.87 | $37.97 | -76.9% | COM | 69331C108 |
| ADM | ARCHER DANIELS MIDLAND CO | 113,400 | $4.525M | 0.3% | $39.90 * | $34.89 | -2.0% | COM | 039483102 |
| CVS | CVS HEALTH CORP | 69,600 | $4.522M | 0.3% | $64.97 * | $55.85 | -2.7% | COM | 126650100 |
| PEP | PEPSICO INC | 34,100 | $4.51M | 0.3% | $132.26 * | $90.24 | +23.8% | COM | 713448108 |
| BMY | BRISTOL-MYERS SQUIBB CO | 75,800 | $4.457M | 0.3% | $58.80 * | $46.93 | +0.4% | COM | 110122108 |
| WFC | WELLS FARGO CO NEW | 169,300 | $4.334M | 0.3% | $25.60 * | $39.09 | -42.1% | COM | 949746101 |
| BK | BANK NEW YORK MELLON CORP | 110,500 | $4.271M | 0.3% | $38.65 * | $35.37 | -7.0% | COM | 064058100 |
| MO | ALTRIA GROUP INC | 108,400 | $4.255M | 0.3% | $39.25 * | $31.24 | -18.3% | COM | 02209S103 |
| RY | ROYAL BK CDA | 60,200 | $4.082M | 0.3% | $67.81 | $66.15 | +2.5% | COM | 780087102 |
| — | TOTAL S.A. | 103,700 | $3.988M | 0.3% | $38.46 | $47.83 | — | SPONSORED ADS | 89151E109 |
| T | AT&T INC | 129,060 | $3.901M | 0.3% | $30.23 * | $14.47 | +7.6% | COM | 00206R102 |
| PM | PHILIP MORRIS INTL INC | 55,500 | $3.888M | 0.3% | $70.05 * | $57.67 | -7.5% | COM | 718172109 |
| TD | TORONTO DOMINION BK ONT | 86,800 | $3.872M | 0.3% | $44.61 | $46.73 | -4.5% | COM NEW | 891160509 |
| F | FORD MTR CO DEL | 630,745 | $3.835M | 0.3% | $6.08 * | $7.28 | -36.6% | COM PAR $0.01 | 345370860 |
| NTR | NUTRIEN LTD | 116,900 | $3.752M | 0.3% | $32.10 * | $32.79 | -17.5% | COM | 67077M108 |
| DAL | DELTA AIR LINES INC DEL | 132,300 | $3.711M | 0.3% | $28.05 * | $46.52 | -41.3% | COM NEW | 247361702 |
| GM | GENERAL MTRS CO | 143,600 | $3.633M | 0.3% | $25.30 * | $30.87 | -20.9% | COM | 37045V100 |
| MET | METLIFE INC | 97,100 | $3.546M | 0.2% | $36.52 * | $35.04 | -12.8% | COM | 59156R108 |
| CPK | CHESAPEAKE UTILS CORP | 41,858 | $3.516M | 0.2% | $84.00 * | $35.45 | +113.4% | COM | 165303108 |
| CVNA | CARVANA CO | 29,200 | $3.51M | 0.2% | $120.21 | $64.21 | +87.2% | CL A | 146869102 |
| PAGP | PLAINS GP HLDGS L P | 394,055 | $3.507M | 0.2% | $8.90 | $32.40 | — | LTP PARTNR INT A | 72651A207 |
| EBAY | EBAY INC. | 66,587 | $3.492M | 0.2% | $52.44 * | $31.52 | +51.6% | COM | 278642103 |
| TSCO | TRACTOR SUPPLY CO | 25,300 | $3.334M | 0.2% | $131.78 * | $16.36 | +47.7% | COM | 892356106 |
| — | ROYAL DUTCH SHELL PLC | 101,200 | $3.308M | 0.2% | $32.69 | $34.89 | — | SPON ADR B | 780259206 |
| BP | BP PLC | 140,700 | $3.281M | 0.2% | $23.32 | $34.54 | -32.5% | SPONSORED ADR | 055622104 |
| MPC | MARATHON PETE CORP | 84,200 | $3.147M | 0.2% | $37.38 * | $52.04 | -38.8% | COM | 56585A102 |
| AQN | ALGONQUIN PWR UTILS CORP | 240,664 | $3.114M | 0.2% | $12.94 * | $5.58 | +75.3% | COM | 015857105 |
| HIFS | HINGHAM INSTN SVGS MASS | 18,000 | $3.02M | 0.2% | $167.78 * | $55.69 | +182.0% | COM | 433323102 |
| EA | ELECTRONIC ARTS INC | 22,400 | $2.958M | 0.2% | $132.05 * | $102.32 | +25.5% | COM | 285512109 |
| — | MERIDIAN BANCORP INC MD | 255,000 | $2.958M | 0.2% | $11.60 | $13.66 | — | COM | 58958U103 |
| XYZ | SQUARE INC | 28,000 | $2.938M | 0.2% | $104.93 | $70.10 | +49.7% | CL A | 852234103 |
| CNQ | CANADIAN NAT RES LTD | 165,400 | $2.883M | 0.2% | $17.43 * | $10.82 | -39.0% | COM | 136385101 |
| — | SYNOVUS FINL CORP | 140,000 | $2.874M | 0.2% | $20.53 | $20.53 | — | COM NEW | 87161C501 |
| WTFC | WINTRUST FINL CORP | 65,000 | $2.835M | 0.2% | $43.62 | $55.50 | -21.4% | COM | 97650W108 |
| — | FIRST MIDWEST BANCORP DEL | 210,000 | $2.804M | 0.2% | $13.35 | $19.98 | — | COM | 320867104 |
| PYPL | PAYPAL HLDGS INC | 16,000 | $2.788M | 0.2% | $174.25 | $53.93 | +222.3% | COM | 70450Y103 |
| SU | SUNCOR ENERGY INC NEW | 163,700 | $2.76M | 0.2% | $16.86 * | $21.17 | -35.7% | COM | 867224107 |
| UFPI | UFP INDUSTRIES INC | 54,900 | $2.718M | 0.2% | $49.51 | $42.57 | +16.3% | COM | 90278Q108 |
| PFSI | PENNYMAC FINL SVCS INC NEW | 65,000 | $2.716M | 0.2% | $41.78 * | $29.83 | +30.6% | COM | 70932M107 |
| INDB | INDEPENDENT BANK CORP MASS | 40,000 | $2.684M | 0.2% | $67.10 * | $46.34 | +20.8% | COM | 453836108 |
| MAS | MASCO CORP | 53,200 | $2.671M | 0.2% | $50.21 * | $31.91 | +43.0% | COM | 574599106 |
| TCBI | TEXAS CAP BANCSHARES INC | 85,000 | $2.624M | 0.2% | $30.87 | $50.46 | -38.8% | COM | 88224Q107 |
| IBP | INSTALLED BLDG PRODS INC | 38,000 | $2.614M | 0.2% | $68.79 * | $59.64 | +6.3% | COM | 45780R101 |
| SONY | SONY CORP | 37,800 | $2.613M | 0.2% | $69.13 | $65.52 | +5.5% | SPONSORED ADR | 835699307 |
| URI | UNITED RENTALS INC | 17,500 | $2.608M | 0.2% | $149.03 * | $128.39 | +12.4% | COM | 911363109 |
| AZO | AUTOZONE INC | 2,300 | $2.595M | 0.2% | $1128.26 | $1039.21 | +8.6% | COM | 053332102 |
| ORCL | ORACLE CORP | 46,200 | $2.553M | 0.2% | $55.26 * | $47.50 | +7.6% | COM | 68389X105 |
| BBT | BERKSHIRE HILLS BANCORP INC | 230,000 | $2.535M | 0.2% | $11.02 * | $16.84 | -44.2% | COM | 084680107 |
| UPBD | RENT A CTR INC NEW | 91,000 | $2.532M | 0.2% | $27.82 | $18.43 | +51.0% | COM | 76009N100 |
| CMI | CUMMINS INC | 14,600 | $2.53M | 0.2% | $173.29 * | $125.76 | +20.6% | COM | 231021106 |
| PCAR | PACCAR INC | 33,700 | $2.522M | 0.2% | $74.84 * | $34.86 | +17.0% | COM | 693718108 |
| — | LAKELAND BANCORP INC | 220,000 | $2.515M | 0.2% | $11.43 | $14.96 | — | COM | 511637100 |
| LDOS | LEIDOS HOLDINGS INC | 26,800 | $2.51M | 0.2% | $93.66 * | $93.22 | -6.5% | COM | 525327102 |
| ACA | ARCOSA INC | 59,000 | $2.49M | 0.2% | $42.20 | $41.47 | -0.0% | COM | 039653100 |
| FBP | FIRST BANCORP P R | 445,000 | $2.488M | 0.2% | $5.59 * | $4.11 | +14.6% | COM NEW | 318672706 |
| — | CIT GROUP INC | 120,000 | $2.488M | 0.2% | $20.73 | $18.85 | — | COM NEW | 125581801 |
| BFH | ALLIANCE DATA SYSTEMS CORP | 55,000 | $2.482M | 0.2% | $45.13 * | $46.57 | -29.7% | COM | 018581108 |
| — | PACIFIC PREMIER BANCORP | 114,000 | $2.472M | 0.2% | $21.68 | $21.68 | — | COM | 69478X105 |
| AAPL | APPLE INC | 6,768 | $2.469M | 0.2% | $364.80 * | $75.09 | +17.8% | COM | 037833100 |
| WMT | WALMART INC | 20,600 | $2.467M | 0.2% | $119.76 * | $35.37 | +4.6% | COM | 931142103 |
| INTC | INTEL CORP | 40,902 | $2.447M | 0.2% | $59.83 * | $37.00 | +44.2% | COM | 458140100 |
| — | CADENCE BANCORPORATION | 275,000 | $2.437M | 0.2% | $8.86 | $16.31 | — | CL A | 12739A100 |
| AAP | ADVANCE AUTO PARTS INC | 17,100 | $2.436M | 0.2% | $142.46 * | $114.23 | +10.4% | COM | 00751Y106 |
| CG | CARLYLE GROUP INC | 85,600 | $2.388M | 0.2% | $27.90 * | $23.69 | -1.9% | COM | 14316J108 |
| PGR | PROGRESSIVE CORP OHIO | 29,500 | $2.363M | 0.2% | $80.10 * | $44.72 | +52.3% | COM | 743315103 |
| UNP | UNION PAC CORP | 13,800 | $2.333M | 0.2% | $169.06 * | $144.98 | +3.3% | COM | 907818108 |
| TROW | PRICE T ROWE GROUP INC | 18,600 | $2.297M | 0.2% | $123.49 * | $73.21 | +33.7% | COM | 74144T108 |
| WBS | WEBSTER FINL CORP CONN | 80,000 | $2.289M | 0.2% | $28.61 | $40.68 | -29.7% | COM | 947890109 |
| CDW | CDW CORP | 19,690 | $2.288M | 0.2% | $116.20 * | $96.89 | +12.2% | COM | 12514G108 |
| DKS | DICKS SPORTING GOODS INC | 55,000 | $2.269M | 0.2% | $41.25 * | $31.84 | +10.2% | COM | 253393102 |
| — | BMC STK HLDGS INC | 89,900 | $2.26M | 0.2% | $25.14 | $17.73 | — | COM | 05591B109 |
| CNOB | CONNECTONE BANCORP INC NEW | 140,000 | $2.257M | 0.2% | $16.12 * | $20.28 | -31.8% | COM | 20786W107 |
| DHI | D R HORTON INC | 40,600 | $2.251M | 0.2% | $55.44 * | $36.40 | +44.2% | COM | 23331A109 |
| MEI | METHODE ELECTRS INC | 71,947 | $2.249M | 0.2% | $31.26 * | $27.89 | -3.6% | COM | 591520200 |
| ZUMZ | ZUMIEZ INC | 81,900 | $2.242M | 0.2% | $27.37 | $28.19 | -2.9% | COM | 989817101 |
| — | BROOKFIELD ASSET MGMT INC | 68,000 | $2.237M | 0.2% | $32.90 | $43.23 | — | CL A LTD VT SH | 112585104 |
| PPL | PPL CORP | 86,319 | $2.23M | 0.2% | $25.83 * | $19.77 | +4.7% | COM | 69351T106 |
| NTAP | NETAPP INC | 50,235 | $2.229M | 0.2% | $44.37 * | $44.08 | -13.1% | COM | 64110D104 |
| ALG | ALAMO GROUP INC | 21,700 | $2.227M | 0.2% | $102.63 * | $111.55 | -10.7% | COM | 011311107 |
| DE | DEERE & CO | 14,100 | $2.216M | 0.2% | $157.16 * | $107.21 | +36.5% | COM | 244199105 |
| MCO | MOODYS CORP | 8,000 | $2.198M | 0.2% | $274.75 * | $126.23 | +107.9% | COM | 615369105 |
| — | R1 RCM INC | 195,600 | $2.181M | 0.2% | $11.15 | $12.58 | — | COM | 749397105 |
| HSIC | HENRY SCHEIN INC | 37,300 | $2.178M | 0.2% | $58.39 | $63.43 | -7.9% | COM | 806407102 |
| CSX | CSX CORP | 31,200 | $2.176M | 0.2% | $69.74 * | $21.57 | +0.1% | COM | 126408103 |
| CRMT | AMERICAS CAR MART INC | 24,696 | $2.17M | 0.2% | $87.87 | $92.01 | -4.5% | COM | 03062T105 |
| — | VIACOMCBS INC | 92,888 | $2.166M | 0.2% | $23.32 | $37.47 | — | CL B | 92556H206 |
| OXY | OCCIDENTAL PETE CORP | 118,160 | $2.162M | 0.2% | $18.30 * | $45.47 | -62.1% | COM | 674599105 |
| HTB | HOMETRUST BANCSHARES INC | 135,000 | $2.16M | 0.2% | $16.00 | $23.99 | -33.3% | COM | 437872104 |
| MA | MASTERCARD INCORPORATED | 7,297 | $2.158M | 0.2% | $295.74 * | $110.44 | +159.6% | CL A | 57636Q104 |
| MHO | M/I HOMES INC | 62,100 | $2.139M | 0.1% | $34.44 | $36.17 | -4.8% | COM | 55305B101 |
| NSC | NORFOLK SOUTHERN CORP | 12,100 | $2.124M | 0.1% | $175.54 * | $163.63 | -4.2% | COM | 655844108 |
| V | VISA INC | 10,960 | $2.117M | 0.1% | $193.16 * | $77.96 | +138.2% | COM CL A | 92826C839 |
| WU | WESTERN UN CO | 97,900 | $2.117M | 0.1% | $21.62 | $18.13 | — | COM | 959802109 |
| RDNT | RADNET INC | 132,700 | $2.106M | 0.1% | $15.87 | $18.83 | -15.7% | COM | 750491102 |
| BX | BLACKSTONE GROUP INC | 37,000 | $2.096M | 0.1% | $56.65 * | $45.26 | +3.6% | COM CL A | 09260D107 |
| BLDR | BUILDERS FIRSTSOURCE INC | 101,000 | $2.091M | 0.1% | $20.70 | $22.59 | -8.4% | COM | 12008R107 |
| JKS | JINKOSOLAR HLDG CO LTD | 117,200 | $2.076M | 0.1% | $17.71 | $20.98 | -15.6% | SPONSORED ADR | 47759T100 |
| CTSH | COGNIZANT TECHNOLOGY SOLUTIONS CL A | 36,500 | $2.074M | 0.1% | $56.82 * | $54.50 | -4.1% | CL A | 192446102 |
| NWE | NORTHWESTERN CORP | 37,498 | $2.044M | 0.1% | $54.51 * | $29.01 | +46.2% | COM NEW | 668074305 |
| VOYA | VOYA FINANCIAL INC | 43,400 | $2.025M | 0.1% | $46.66 * | $49.35 | -14.0% | COM | 929089100 |
| GD | GENERAL DYNAMICS CORP | 13,500 | $2.018M | 0.1% | $149.48 * | $143.74 | -8.4% | COM | 369550108 |
| CBRE | CBRE GROUP INC | 44,600 | $2.017M | 0.1% | $45.22 | $55.26 | -18.2% | CL A | 12504L109 |
| — | COLFAX CORP | 71,800 | $2.003M | 0.1% | $27.90 | $19.80 | — | COM | 194014106 |
| EQH | EQUITABLE HLDGS INC COM | 103,600 | $1.998M | 0.1% | $19.29 * | $18.74 | -10.4% | COM | 29452E101 |
| ASB | ASSOCIATED BANC CORP | 145,000 | $1.984M | 0.1% | $13.68 * | $13.67 | -19.7% | COM | 045487105 |
| CCL | CARNIVAL CORP | 119,400 | $1.961M | 0.1% | $16.42 | $53.30 | -69.2% | UNIT 99/99/9999 | 143658300 |
| BIIB | BIOGEN INC | 7,300 | $1.953M | 0.1% | $267.53 | $303.47 | -11.8% | COM | 09062X103 |
| NIC | NICOLET BANKSHARES INC | 35,000 | $1.918M | 0.1% | $54.80 * | $65.12 | -18.5% | COM | 65406E102 |
| SKY | SKYLINE CHAMPION CORPORATION COM | 77,900 | $1.896M | 0.1% | $24.34 | $26.70 | -8.8% | COM | 830830105 |
| AMWD | AMERICAN WOODMARK CORPORATION COM | 24,900 | $1.884M | 0.1% | $75.66 * | $92.43 | -38.1% | COM | 030506109 |
| GS | GOLDMAN SACHS GROUP INC | 9,500 | $1.877M | 0.1% | $197.58 * | $181.01 | -4.2% | COM | 38141G104 |
| FIS | FIDELITY NATL INFORMATION SVCS COM | 14,000 | $1.877M | 0.1% | $134.07 * | $118.06 | +1.2% | COM | 31620M106 |
| BAC | BK OF AMERICA CORP | 79,000 | $1.876M | 0.1% | $23.75 * | $16.06 | +29.3% | COM | 060505104 |
| NSIT | INSIGHT ENTERPRISES INC | 37,800 | $1.86M | 0.1% | $49.21 | $55.73 | -11.7% | COM | 45765U103 |
| PHM | PULTE GROUP INC | 54,300 | $1.848M | 0.1% | $34.03 * | $36.34 | -11.3% | COM | 745867101 |
| SLQT | SELECTQUOTE INC | 72,000 | $1.824M | 0.1% | $25.33 | $26.84 | -5.6% | COM | 816307300 |
| AVA | AVISTA CORP | 49,772 | $1.811M | 0.1% | $36.39 * | $19.35 | +45.6% | COM | 05379B107 |
| EOG | EOG RES INC | 35,200 | $1.783M | 0.1% | $50.65 * | $49.68 | -21.3% | COM | 26875P101 |
| — | COSAN LTD | 118,300 | $1.782M | 0.1% | $15.06 | $12.30 | — | SHS A | G25343107 |
| ATKR | ATKORE INTL GROUP INC | 64,800 | $1.772M | 0.1% | $27.35 * | $34.57 | -23.7% | COM | 047649108 |
| — | PIONEER NAT RES CO | 18,100 | $1.768M | 0.1% | $97.68 | $70.16 | — | COM | 723787107 |
| FISV | FISERV INC | 18,050 | $1.762M | 0.1% | $97.62 | $90.56 | +7.8% | COM | 337738108 |
| JELD | JELD-WEN HLDG INC | 108,800 | $1.753M | 0.1% | $16.11 | $19.94 | -19.2% | COM | 47580P103 |
| SYY | SYSCO CORP | 31,800 | $1.738M | 0.1% | $54.65 * | $58.83 | -20.1% | COM | 871829107 |
| OMC | OMNICOM GROUP INC | 31,800 | $1.736M | 0.1% | $54.59 * | $54.86 | -18.3% | COM | 681919106 |
| MGEE | MGE ENERGY INC | 26,729 | $1.724M | 0.1% | $64.50 * | $30.41 | +88.4% | COM | 55277P104 |
| HCA | HCA HEALTHCARE INC | 17,700 | $1.718M | 0.1% | $97.06 * | $77.16 | +20.2% | COM | 40412C101 |
| COF | CAPITAL ONE FINL CORP | 27,000 | $1.69M | 0.1% | $62.59 * | $79.55 | -28.3% | COM | 14040H105 |
| BHE | BENCHMARK ELECTRS INC | 75,900 | $1.639M | 0.1% | $21.59 * | $24.58 | -22.4% | COM | 08160H101 |
| WKC | WORLD FUEL SVCS CORP | 63,500 | $1.636M | 0.1% | $25.76 | $31.37 | -17.9% | COM | 981475106 |
| BKE | BUCKLE INC | 104,200 | $1.634M | 0.1% | $15.68 * | $12.16 | -30.0% | COM | 118440106 |
| LUV | SOUTHWEST AIRLS CO | 47,400 | $1.62M | 0.1% | $34.18 * | $32.99 | -3.6% | COM | 844741108 |
| DRI | DARDEN RESTAURANTS INC | 21,100 | $1.599M | 0.1% | $75.78 * | $82.77 | -22.1% | COM | 237194105 |
| — | UMPQUA HLDGS CORP | 150,000 | $1.596M | 0.1% | $10.64 | $10.89 | — | COM | 904214103 |
| BANC | BANC OF CALIFORNIA INC | 145,000 | $1.57M | 0.1% | $10.83 * | $15.32 | -37.4% | COM | 05990K106 |
| — | BROOKLINE BANCORP INC DEL | 150,000 | $1.512M | 0.1% | $10.08 | $11.51 | — | COM | 11373M107 |
| KOP | KOPPERS HOLDINGS INC | 79,800 | $1.503M | 0.1% | $18.83 * | $24.89 | -26.6% | COM | 50060P106 |
| UTL | UNITIL CORP | 33,098 | $1.483M | 0.1% | $44.81 | $33.02 | +35.8% | COM | 913259107 |
| — | TEEKAY TANKERS LTD | 114,800 | $1.472M | 0.1% | $12.82 | $22.24 | — | CL A | Y8565N300 |
| HWM | HOWMET AEROSPACE INC | 92,200 | $1.461M | 0.1% | $15.85 | $12.97 | +20.6% | COM | 443201108 |
| — | STERLING BANCORP DEL | 123,500 | $1.447M | 0.1% | $11.72 | $20.35 | — | COM | 85917A100 |
| PNC | PNC FINL SVCS GROUP INC | 13,500 | $1.42M | 0.1% | $105.19 * | $108.33 | -20.7% | COM | 693475105 |
| AAL | AMERICAN AIRLS GROUP INC | 101,900 | $1.332M | 0.1% | $13.07 | $22.75 | -42.6% | COM | 02376R102 |
| CFG | CITIZENS FINANCIAL GROUP INC COM | 52,000 | $1.312M | 0.1% | $25.23 * | $25.07 | -21.0% | COM | 174610105 |
| BRK/B | BERKSHIRE HATHAWAY INC DEL | 7,000 | $1.25M | 0.1% | $178.57 | $164.97 | +8.2% | CL B NEW | 084670702 |
| UAL | UNITED AIRLS HLDGS INC | 33,400 | $1.156M | 0.1% | $34.61 | $66.12 | -47.7% | COM | 910047109 |
| XRX | XEROX HOLDINGS CORP | 73,100 | $1.118M | 0.1% | $15.29 | $31.77 | -51.9% | COM NEW | 98421M106 |
| — | TRIUMPH GROUP INC NEW | 117,000 | $1.054M | 0.1% | $9.01 | $6.76 | — | COM | 896818101 |
| AUB | ATLANTIC UN BANKSHARES CORP | 45,000 | $1.042M | 0.1% | $23.16 * | $26.22 | -28.3% | COM | 04911A107 |
| SCHW | SCHWAB CHARLES CORP | 29,000 | $978K | 0.1% | $33.72 * | $39.70 | -21.1% | COM | 808513105 |
| — | TELLURIAN INC NEW | 838,690 | $964K | 0.1% | $1.15 | $8.92 | — | COM | 87968A104 |
| — | HARBORONE BANCORP INC NEW | 110,000 | $939K | 0.1% | $8.54 | $10.45 | — | COM NEW | 41165Y100 |
| RGCO | RGC RES INC | 34,254 | $828K | 0.1% | $24.17 | $15.34 | +57.5% | COM | 74955L103 |
| — | PEOPLES UNITED FINANCIAL INC COM | 60,000 | $694K | 0.0% | $11.57 | $16.90 | — | COM | 712704105 |
| JNJ | JOHNSON & JOHNSON | 4,300 | $605K | 0.0% | $140.70 * | $110.00 | +9.4% | COM | 478160104 |
| ETR | ENTERGY CORP NEW | 6,360 | $597K | 0.0% | $93.87 * | $23.11 | +65.8% | COM | 29364G103 |
| KRNY | KEARNY FINL CORP MD | 50,000 | $409K | 0.0% | $8.18 | $12.58 | -35.0% | COM | 48716P108 |
| — | ARCONIC CORPORATION | 22,400 | $312K | 0.0% | $13.93 | $13.93 | — | COM | 03966V107 |
| FITB | FIFTH THIRD BANCORP | 12,000 | $231K | 0.0% | $19.25 * | $19.66 | -20.3% | COM | 316773100 |
| GPN | GLOBAL PMTS INC | 1,300 | $221K | 0.0% | $170.00 * | $174.25 | -7.0% | COM | 37940X102 |
| — | CORNING NAT GAS HLDG CORP | 11,099 | $188K | 0.0% | $16.94 | $19.13 | — | COM | 219387107 |
| CLBK | COLUMBIA FINL INC | 10,000 | $140K | 0.0% | $14.00 | $16.65 | -16.2% | COM | 197641103 |
| APPS | DIGITAL TURBINE INC | 10,511 | $132K | 0.0% | $12.56 | $7.13 | +76.3% | COM NEW | 25400W102 |
| — | CELESTICA INC | 12,751 | $87,000 | 0.0% | $6.82 | $3.47 | — | SUB VTG SHS | 15101Q108 |