Location: Novato, CA
CIK: 0001145255 · Show all filings
Period: Q3 2020 (← Previous) (Next →)
Filing Date: Oct 16, 2020
Total Value: $1.437B (100.0% shares, 0.0% debt)
| Ticker | Issuer | Shares | Value | % | Share Price | Est. Cost/Share | Unrealized @ Report Date | Class | CUSIP |
|---|---|---|---|---|---|---|---|---|---|
| NGG | NATIONAL GRID PLC | 499,444 | $28.86M | 2.0% | $57.79 | $68.28 | -15.4% | SPON ADR NEW | 636274409 |
| WEC | WEC ENERGY GROUP INC | 289,340 | $28.04M | 2.0% | $96.90 * | $36.43 | +123.7% | COM | 92939U106 |
| SRE | SEMPRA ENERGY | 236,140 | $27.95M | 1.9% | $118.36 * | $30.45 | +64.4% | COM | 816851109 |
| D | DOMINION ENERGY INC | 353,477 | $27.9M | 1.9% | $78.93 * | $39.36 | +59.7% | COM | 25746U109 |
| SO | SOUTHERN CO | 512,200 | $27.77M | 1.9% | $54.22 * | $34.76 | +27.8% | COM | 842587107 |
| KMI | KINDER MORGAN INC DEL | 2,206,101 | $27.2M | 1.9% | $12.33 * | $15.80 | -42.9% | COM | 49456B101 |
| ATO | ATMOS ENERGY CORP | 283,886 | $27.14M | 1.9% | $95.59 * | $40.36 | +107.5% | COM | 049560105 |
| ENB | ENBRIDGE INC | 914,565 | $26.7M | 1.9% | $29.20 * | $23.83 | -13.6% | COM | 29250N105 |
| TRP | TC ENERGY CORP | 618,153 | $25.98M | 1.8% | $42.02 * | $34.25 | -6.2% | ADR | 87807B107 |
| LNG | CHENIERE ENERGY INC | 546,917 | $25.31M | 1.8% | $46.27 | $41.86 | +10.5% | COM NEW | 16411R208 |
| RH | RH | 52,500 | $20.09M | 1.4% | $382.63 | $140.28 | +172.8% | COM | 74967X103 |
| SYNA | SYNAPTICS INC | 227,100 | $18.26M | 1.3% | $80.42 | $52.69 | +52.6% | COM | 87157D109 |
| DUK | DUKE ENERGY CORP NEW | 198,487 | $17.58M | 1.2% | $88.56 * | $52.14 | +38.2% | COM | 26441C204 |
| CMS | CMS ENERGY CORP | 283,298 | $17.4M | 1.2% | $61.41 * | $22.36 | +134.1% | COM | 125896100 |
| ED | CONSOLIDATED EDISON INC | 212,536 | $16.54M | 1.2% | $77.80 * | $40.03 | +60.9% | COM | 209115104 |
| NI | NISOURCE INC | 746,181 | $16.42M | 1.1% | $22.00 * | $11.44 | +60.9% | COM | 65473P105 |
| DTE | DTE ENERGY CO | 141,104 | $16.23M | 1.1% | $115.04 * | $47.93 | +71.8% | COM | 233331107 |
| PEG | PUBLIC SVC ENTERPRISE GRP INC COM | 295,490 | $16.23M | 1.1% | $54.91 * | $26.65 | +72.7% | COM | 744573106 |
| LNWO | SCIENTIFIC GAMES CORP | 457,200 | $15.96M | 1.1% | $34.91 | $25.75 | +35.6% | COM | 80874P109 |
| LAD | LITHIA MTRS INC | 69,000 | $15.73M | 1.1% | $227.94 | $150.27 | +51.7% | CL A | 536797103 |
| BRK/A | BERKSHIRE HATHAWAY INC - CL A | 48 | $15.36M | 1.1% | $320000.00 | $292788.47 | +9.3% | CL A | 084670108 |
| WSM | WILLIAMS SONOMA INC | 166,000 | $15.01M | 1.0% | $90.44 * | $30.39 | +34.6% | COM | 969904101 |
| PCG | PG&E CORP | 1,591,449 | $14.94M | 1.0% | $9.39 | $18.44 | -49.7% | COM | 69331C108 |
| MTH | MERITAGE HOMES CORP | 125,300 | $13.83M | 1.0% | $110.39 * | $34.31 | +60.9% | COM | 59001A102 |
| SNX | SYNNEX CORP | 98,235 | $13.76M | 1.0% | $140.06 * | $56.45 | +16.2% | COM | 87162W100 |
| XEL | XCEL ENERGY INC | 196,499 | $13.56M | 0.9% | $69.01 * | $21.87 | +167.5% | COM | 98389B100 |
| CCK | CROWN HLDGS INC | 176,400 | $13.56M | 0.9% | $76.86 * | $67.57 | +8.1% | COM | 228368106 |
| KBH | KB HOME | 336,400 | $12.91M | 0.9% | $38.39 * | $31.08 | +13.3% | COM | 48666K109 |
| CNP | CENTERPOINT ENERGY INC | 647,628 | $12.53M | 0.9% | $19.35 * | $17.30 | -2.3% | COM | 15189T107 |
| UPS | UNITED PARCEL SERVICE INC | 72,000 | $12M | 0.8% | $166.63 * | $77.90 | +72.9% | CL B | 911312106 |
| OGS | ONE GAS INC | 172,575 | $11.91M | 0.8% | $69.01 | $41.00 | +68.3% | COM | 68235P108 |
| MMM | 3M CO | 74,050 | $11.86M | 0.8% | $160.18 * | $115.18 | -4.1% | COM | 88579Y101 |
| LPLA | LPL FINL HLDGS INC | 143,800 | $11.03M | 0.8% | $76.67 | $80.82 | -5.1% | COM | 50212V100 |
| JBL | JABIL INC | 315,970 | $10.82M | 0.8% | $34.26 * | $36.88 | -9.1% | COM | 466313103 |
| — | SUNPOWER CORP | 857,000 | $10.72M | 0.7% | $12.51 | $7.80 | — | COM | 867652406 |
| TOL | TOLL BROTHERS INC | 219,800 | $10.7M | 0.7% | $48.66 | $39.96 | +21.8% | COM | 889478103 |
| WHR | WHIRLPOOL CORP | 57,600 | $10.59M | 0.7% | $183.89 | $151.00 | +21.8% | COM | 963320106 |
| IBM | INTERNATIONAL BUSINESS MACHS COM | 85,582 | $10.41M | 0.7% | $121.67 * | $95.80 | -2.7% | COM | 459200101 |
| CSCO | CISCO SYS INC | 259,200 | $10.21M | 0.7% | $39.39 * | $32.27 | +3.8% | COM | 17275R102 |
| ACM | AECOM | 241,900 | $10.12M | 0.7% | $41.84 * | $39.85 | +1.0% | COM | 00766T100 |
| FTS | FORTIS INC | 246,476 | $10.07M | 0.7% | $40.86 * | $22.21 | +50.3% | COM | 349553107 |
| LSTR | LANDSTAR SYS INC | 79,900 | $10.03M | 0.7% | $125.49 | $122.00 | — | COM | 515098101 |
| OC | OWENS CORNING NEW | 145,400 | $10.01M | 0.7% | $68.81 | $64.02 | +7.5% | COM | 690742101 |
| VZ | VERIZON COMMUNICATIONS INC | 163,900 | $9.75M | 0.7% | $59.49 * | $28.67 | +52.2% | COM | 92343V104 |
| SWX | SOUTHWEST GAS HOLDINGS INC | 149,317 | $9.422M | 0.7% | $63.10 | $55.10 | +14.5% | COM | 844895102 |
| PKG | PACKAGING CORP AMER | 85,900 | $9.367M | 0.7% | $109.05 * | $91.47 | +1.9% | COM | 695156109 |
| ITRI | ITRON INC | 153,900 | $9.348M | 0.7% | $60.74 | $78.39 | -22.5% | COM | 465741106 |
| — | SKECHERS U S A INC | 307,000 | $9.278M | 0.6% | $30.22 | $40.83 | — | CL A | 830566105 |
| — | SYNEOS HEALTH INC | 173,500 | $9.223M | 0.6% | $53.16 | $57.79 | — | CL A | 87166B102 |
| NWSA | NEWS CORP NEW | 638,700 | $8.955M | 0.6% | $14.02 * | $12.66 | +5.9% | CL A | 65249B109 |
| PFE | PFIZER INC | 243,200 | $8.925M | 0.6% | $36.70 * | $18.82 | +43.5% | COM | 717081103 |
| TMHC | TAYLOR MORRISON HOME CORP | 345,700 | $8.501M | 0.6% | $24.59 | $24.04 | +2.3% | COM | 87724P106 |
| AMGN | AMGEN INC | 32,800 | $8.336M | 0.6% | $254.15 * | $147.16 | +46.6% | COM | 031162100 |
| KO | COCA COLA CO | 168,750 | $8.331M | 0.6% | $49.37 * | $31.71 | +32.9% | COM | 191216100 |
| GIS | GENERAL MLS INC | 134,400 | $8.29M | 0.6% | $61.68 * | $43.06 | +19.5% | COM | 370334104 |
| CAT | CATERPILLAR INC DEL | 53,500 | $7.98M | 0.6% | $149.16 * | $113.48 | +18.8% | COM | 149123101 |
| FAF | FIRST AMERN FINL CORP | 150,900 | $7.682M | 0.5% | $50.91 * | $49.52 | -14.3% | COM | 31847R102 |
| MRK | MERCK & CO. INC | 88,000 | $7.3M | 0.5% | $82.95 * | $58.81 | +13.9% | COM | 58933Y105 |
| — | WALGREENS BOOTS ALLIANCE INC COM | 196,000 | $7.04M | 0.5% | $35.92 | $49.67 | — | COM | 931427108 |
| NFG | NATIONAL FUEL GAS CO N J | 172,224 | $6.991M | 0.5% | $40.59 | $62.15 | -34.7% | COM | 636180101 |
| CVX | CHEVRON CORP NEW | 96,425 | $6.943M | 0.5% | $72.00 * | $71.85 | -20.1% | COM | 166764100 |
| — | AVANGRID INC | 134,300 | $6.777M | 0.5% | $50.46 | $50.05 | — | COM | 05351W103 |
| EMR | EMERSON ELEC CO | 102,400 | $6.714M | 0.5% | $65.57 * | $46.90 | +25.2% | COM | 291011104 |
| QCOM | QUALCOMM INC | 56,692 | $6.672M | 0.5% | $117.69 * | $45.74 | +130.0% | COM | 747525103 |
| VYX | NCR CORP NEW | 301,162 | $6.668M | 0.5% | $22.14 * | $19.46 | -30.2% | COM | 62886E108 |
| TGT | TARGET CORP | 41,800 | $6.58M | 0.5% | $157.42 * | $53.76 | +153.8% | COM | 87612E106 |
| EXC | EXELON CORP | 182,931 | $6.542M | 0.5% | $35.76 * | $15.78 | +34.2% | COM | 30161N101 |
| ES | EVERSOURCE ENERGY | 78,175 | $6.532M | 0.5% | $83.56 * | $36.71 | +86.7% | COM | 30040W108 |
| JPM | JPMORGAN CHASE & CO. | 66,300 | $6.383M | 0.4% | $96.27 * | $83.32 | +0.5% | COM | 46625H100 |
| BBY | BEST BUY INC | 56,900 | $6.332M | 0.4% | $111.28 * | $47.32 | +88.9% | COM | 086516101 |
| BHF | BRIGHTHOUSE FINL INC | 234,000 | $6.297M | 0.4% | $26.91 | $39.36 | -31.6% | COM | 10922N103 |
| CVNA | CARVANA CO | 28,000 | $6.246M | 0.4% | $223.07 | $64.21 | +247.4% | CL A | 146869102 |
| NJR | NEW JERSEY RES | 230,834 | $6.237M | 0.4% | $27.02 * | $20.93 | +6.6% | COM | 646025106 |
| THG | HANOVER INS GROUP INC | 66,300 | $6.178M | 0.4% | $93.18 * | $114.64 | -28.1% | COM | 410867105 |
| MDU | MDU RES GROUP INC | 270,107 | $6.077M | 0.4% | $22.50 * | $7.75 | -5.2% | COM | 552690109 |
| AEE | AMEREN CORP | 76,040 | $6.013M | 0.4% | $79.08 * | $27.01 | +151.2% | COM | 023608102 |
| SR | SPIRE INC | 110,991 | $5.905M | 0.4% | $53.20 | $70.15 | — | COM | 84857L101 |
| MTZ | MASTEC INC | 139,400 | $5.883M | 0.4% | $42.20 | $65.85 | -35.9% | COM | 576323109 |
| SPWH | SPORTSMANS WHSE HLDGS INC | 409,300 | $5.857M | 0.4% | $14.31 | $6.24 | +129.5% | COM | 84920Y106 |
| BKH | BLACK HILLS CORP | 106,547 | $5.699M | 0.4% | $53.49 * | $44.38 | -3.2% | COM | 092113109 |
| UGI | UGI CORP NEW | 172,352 | $5.684M | 0.4% | $32.98 | $48.01 | -31.3% | COM | 902681105 |
| AFG | AMERICAN FINL GROUP INC OHIO COM | 84,200 | $5.64M | 0.4% | $66.98 * | $59.75 | -35.7% | COM | 025932104 |
| ORI | OLD REP INTL CORP | 380,500 | $5.609M | 0.4% | $14.74 * | $12.01 | -22.2% | COM | 680223104 |
| TXN | TEXAS INSTRS INC | 38,556 | $5.505M | 0.4% | $142.78 * | $85.38 | +44.0% | COM | 882508104 |
| — | SOUTH JERSEY INDS INC | 285,271 | $5.497M | 0.4% | $19.27 | $36.94 | — | COM | 838518108 |
| XOM | EXXON MOBIL CORP | 158,610 | $5.445M | 0.4% | $34.33 * | $52.39 | -47.7% | COM | 30231G102 |
| KHC | KRAFT HEINZ CO | 178,500 | $5.346M | 0.4% | $29.95 * | $32.25 | -27.3% | COM | 500754106 |
| LVS | LAS VEGAS SANDS CORP | 112,800 | $5.263M | 0.4% | $46.66 * | $46.12 | -3.4% | COM | 517834107 |
| ADM | ARCHER DANIELS MIDLAND CO | 110,800 | $5.151M | 0.4% | $46.49 * | $34.89 | +15.1% | COM | 039483102 |
| DOW | DOW INC | 107,250 | $5.046M | 0.4% | $47.05 * | $34.93 | +1.3% | COM | 260557103 |
| — | UNILEVER PLC | 81,500 | $5.027M | 0.3% | $61.68 | $55.56 | — | SPON ADR NEW | 904767704 |
| PEP | PEPSICO INC | 33,400 | $4.629M | 0.3% | $138.59 * | $90.24 | +30.7% | COM | 713448108 |
| ABBV | ABBVIE INC | 51,200 | $4.485M | 0.3% | $87.60 * | $61.01 | +16.5% | COM | 00287Y109 |
| NTR | NUTRIEN LTD | 114,300 | $4.484M | 0.3% | $39.23 * | $32.79 | +1.9% | COM | 67077M108 |
| JKS | JINKOSOLAR HLDG CO LTD | 112,600 | $4.477M | 0.3% | $39.76 | $20.98 | +89.5% | SPONSORED ADR | 47759T100 |
| BMY | BRISTOL-MYERS SQUIBB CO | 74,100 | $4.467M | 0.3% | $60.28 * | $46.93 | +3.7% | COM | 110122108 |
| GILD | GILEAD SCIENCES INC | 69,800 | $4.411M | 0.3% | $63.19 * | $57.89 | -10.9% | COM | 375558103 |
| C | CITIGROUP INC | 101,600 | $4.38M | 0.3% | $43.11 * | $51.61 | -31.0% | COM NEW | 172967424 |
| WFC | WELLS FARGO CO NEW | 184,000 | $4.326M | 0.3% | $23.51 * | $37.71 | -44.7% | COM | 949746101 |
| NWN | NORTHWEST NAT HLDG CO | 94,503 | $4.289M | 0.3% | $45.38 | $66.85 | -32.1% | COM | 66765N105 |
| — | GLAXOSMITHKLINE PLC | 112,900 | $4.25M | 0.3% | $37.64 | $41.52 | — | SPONSORED ADR | 37733W105 |
| GM | GENERAL MTRS CO | 140,400 | $4.154M | 0.3% | $29.59 * | $30.87 | -7.5% | COM | 37045V100 |
| COP | CONOCOPHILLIPS | 126,500 | $4.154M | 0.3% | $32.84 * | $44.04 | -38.5% | COM | 20825C104 |
| RY | ROYAL BK CDA | 58,900 | $4.131M | 0.3% | $70.14 | $66.15 | +6.0% | COM | 780087102 |
| F | FORD MTR CO DEL | 616,645 | $4.107M | 0.3% | $6.66 * | $7.28 | -30.6% | COM PAR $0.01 | 345370860 |
| MO | ALTRIA GROUP INC | 106,000 | $4.096M | 0.3% | $38.64 * | $31.24 | -17.9% | COM | 02209S103 |
| PM | PHILIP MORRIS INTL INC | 54,300 | $4.072M | 0.3% | $74.99 * | $57.67 | +0.6% | COM | 718172109 |
| CVS | CVS HEALTH CORP | 68,000 | $3.971M | 0.3% | $58.40 * | $55.85 | -11.8% | COM | 126650100 |
| DAL | DELTA AIR LINES INC DEL | 129,800 | $3.969M | 0.3% | $30.58 * | $46.52 | -36.0% | COM NEW | 247361702 |
| TD | TORONTO DOMINION BK ONT | 84,900 | $3.926M | 0.3% | $46.24 | $46.73 | -1.1% | COM NEW | 891160509 |
| IBP | INSTALLED BLDG PRODS INC | 36,500 | $3.714M | 0.3% | $101.75 * | $59.64 | +57.2% | COM | 45780R101 |
| BK | BANK NEW YORK MELLON CORP | 108,000 | $3.709M | 0.3% | $34.34 * | $35.37 | -16.7% | COM | 064058100 |
| — | BMC STK HLDGS INC | 86,400 | $3.701M | 0.3% | $42.84 | $17.73 | — | COM | 05591B109 |
| T | AT&T INC | 126,160 | $3.597M | 0.3% | $28.51 * | $14.47 | +3.8% | COM | 00206R102 |
| TSCO | TRACTOR SUPPLY CO | 24,900 | $3.569M | 0.2% | $143.33 * | $16.36 | +61.0% | COM | 892356106 |
| MET | METLIFE INC | 95,000 | $3.531M | 0.2% | $37.17 * | $35.04 | -10.2% | COM | 59156R108 |
| AQN | ALGONQUIN PWR UTILS CORP | 241,664 | $3.514M | 0.2% | $14.54 * | $5.58 | +99.1% | COM | 015857105 |
| — | TOTAL SE | 101,400 | $3.478M | 0.2% | $34.30 | $47.83 | — | SPONSORED ADS | 89151E109 |
| EBAY | EBAY INC. | 63,700 | $3.319M | 0.2% | $52.10 * | $31.52 | +51.0% | COM | 278642103 |
| — | R1 RCM INC | 187,800 | $3.221M | 0.2% | $17.15 | $12.58 | — | COM | 749397105 |
| CPK | CHESAPEAKE UTILS CORP | 37,958 | $3.2M | 0.2% | $84.30 * | $35.45 | +115.4% | COM | 165303108 |
| BLDR | BUILDERS FIRSTSOURCE INC | 97,000 | $3.164M | 0.2% | $32.62 | $22.59 | +44.4% | COM | 12008R107 |
| DE | DEERE & CO | 13,900 | $3.081M | 0.2% | $221.65 * | $107.21 | +93.1% | COM | 244199105 |
| DKS | DICKS SPORTING GOODS INC | 52,800 | $3.056M | 0.2% | $57.88 * | $31.84 | +55.5% | COM | 253393102 |
| CMI | CUMMINS INC | 14,400 | $3.041M | 0.2% | $211.18 * | $125.76 | +47.8% | COM | 231021106 |
| DHI | D R HORTON INC | 40,000 | $3.025M | 0.2% | $75.63 * | $36.40 | +97.1% | COM | 23331A109 |
| URI | UNITED RENTALS INC | 17,300 | $3.019M | 0.2% | $174.51 * | $128.39 | +31.6% | COM | 911363109 |
| UFPI | UFP INDUSTRIES INC | 52,700 | $2.978M | 0.2% | $56.51 | $42.57 | +32.7% | COM | 90278Q108 |
| XYZ | SQUARE INC | 18,000 | $2.926M | 0.2% | $162.56 | $70.10 | +131.9% | CL A | 852234103 |
| MAS | MASCO CORP | 52,400 | $2.889M | 0.2% | $55.13 * | $31.91 | +57.5% | COM | 574599106 |
| EA | ELECTRONIC ARTS INC | 22,000 | $2.869M | 0.2% | $130.41 * | $102.32 | +23.9% | COM | 285512109 |
| — | SYNOVUS FINL CORP | 135,000 | $2.858M | 0.2% | $21.17 | $20.53 | — | COM NEW | 87161C501 |
| WMT | WALMART INC | 20,300 | $2.84M | 0.2% | $139.90 * | $35.37 | +22.7% | COM | 931142103 |
| PCAR | PACCAR INC | 33,200 | $2.831M | 0.2% | $85.27 * | $34.86 | +33.8% | COM | 693718108 |
| ORCL | ORACLE CORP | 47,280 | $2.823M | 0.2% | $59.71 * | $47.62 | +16.5% | COM | 68389X105 |
| SONY | SONY CORP | 36,300 | $2.786M | 0.2% | $76.75 | $65.52 | +17.1% | SPONSORED ADR | 835699307 |
| AAPL | APPLE INC | 23,753 | $2.751M | 0.2% | $115.82 * | $97.17 | +15.8% | COM | 037833100 |
| MHO | M/I HOMES INC | 59,700 | $2.749M | 0.2% | $46.05 | $36.17 | +27.3% | COM | 55305B101 |
| PGR | PROGRESSIVE CORP | 29,000 | $2.745M | 0.2% | $94.66 * | $44.72 | +80.2% | COM | 743315103 |
| BFH | ALLIANCE DATA SYSTEMS CORP | 65,000 | $2.729M | 0.2% | $41.98 * | $44.40 | -31.1% | COM | 018581108 |
| UNP | UNION PAC CORP | 13,600 | $2.677M | 0.2% | $196.84 * | $144.98 | +20.8% | COM | 907818108 |
| PYPL | PAYPAL HLDGS INC | 13,500 | $2.66M | 0.2% | $197.04 | $53.93 | +264.5% | COM | 70450Y103 |
| — | CIT GROUP INC | 150,000 | $2.657M | 0.2% | $17.71 | $18.62 | — | COM NEW | 125581801 |
| TCBI | TEXAS CAP BANCSHARES INC | 85,000 | $2.646M | 0.2% | $31.13 | $50.46 | -38.3% | COM | 88224Q107 |
| HWC | HANCOCK WHITNEY CORPORATION | 140,000 | $2.633M | 0.2% | $18.81 | $19.58 | -3.9% | COM | 410120109 |
| BBT | BERKSHIRE HILLS BANCORP INC | 260,000 | $2.629M | 0.2% | $10.11 * | $15.87 | -45.0% | COM | 084680107 |
| UPBD | RENT A CTR INC NEW | 87,300 | $2.609M | 0.2% | $29.89 | $18.43 | +62.2% | COM | 76009N100 |
| WTFC | WINTRUST FINL CORP | 65,000 | $2.603M | 0.2% | $40.05 | $55.50 | -27.8% | COM | 97650W108 |
| AAP | ADVANCE AUTO PARTS INC | 16,900 | $2.594M | 0.2% | $153.49 * | $114.23 | +19.2% | COM | 00751Y106 |
| AZO | AUTOZONE INC | 2,200 | $2.591M | 0.2% | $1177.73 | $1039.21 | +13.3% | COM | 053332102 |
| CNQ | CANADIAN NAT RES LTD | 161,700 | $2.589M | 0.2% | $16.01 * | $10.82 | -43.0% | COM | 136385101 |
| — | VIACOMCBS INC | 91,588 | $2.565M | 0.2% | $28.01 | $37.47 | — | CL B | 92556H206 |
| NSC | NORFOLK SOUTHN CORP | 11,900 | $2.546M | 0.2% | $213.95 * | $163.63 | +17.4% | COM | 655844108 |
| — | PACIFIC PREMIER BANCORP | 125,000 | $2.518M | 0.2% | $20.14 | $21.55 | — | COM | 69478X105 |
| ACA | ARCOSA INC | 56,700 | $2.5M | 0.2% | $44.09 | $41.47 | +4.6% | COM | 039653100 |
| CTSH | COGNIZANT TECHNOLOGY SOLUTIONS CL A | 36,000 | $2.499M | 0.2% | $69.42 * | $54.50 | +17.6% | CL A | 192446102 |
| — | ROYAL DUTCH SHELL PLC | 98,900 | $2.489M | 0.2% | $25.17 | $34.89 | — | SPON ADR B | 780259206 |
| PHM | PULTE GROUP INC | 53,600 | $2.481M | 0.2% | $46.29 * | $36.34 | +20.9% | COM | 745867101 |
| MA | MASTERCARD INCORPORATED | 7,270 | $2.458M | 0.2% | $338.10 * | $110.44 | +197.3% | CL A | 57636Q104 |
| MPC | MARATHON PETE CORP | 82,300 | $2.415M | 0.2% | $29.34 * | $52.04 | -51.2% | COM | 56585A102 |
| BP | BP PLC | 137,600 | $2.402M | 0.2% | $17.46 | $34.54 | -49.4% | SPONSORED ADR | 055622104 |
| CSX | CSX CORP | 30,700 | $2.384M | 0.2% | $77.65 * | $21.57 | +11.9% | COM | 126408103 |
| JELD | JELD-WEN HLDG INC | 104,500 | $2.362M | 0.2% | $22.60 | $19.94 | +13.3% | COM | 47580P103 |
| TROW | PRICE T ROWE GROUP INC | 18,400 | $2.359M | 0.2% | $128.21 * | $73.21 | +39.8% | COM | 74144T108 |
| MCO | MOODYS CORP | 8,000 | $2.319M | 0.2% | $289.88 * | $126.23 | +119.8% | COM | 615369105 |
| HIFS | HINGHAM INSTN SVGS MASS | 12,500 | $2.3M | 0.2% | $184.00 * | $55.69 | +210.1% | COM | 433323102 |
| LDOS | LEIDOS HOLDINGS INC | 25,700 | $2.291M | 0.2% | $89.14 * | $93.22 | -10.7% | COM | 525327102 |
| — | MERIDIAN BANCORP INC MD | 220,000 | $2.277M | 0.2% | $10.35 | $13.66 | — | COM | 58958U103 |
| FISV | FISERV INC | 22,000 | $2.267M | 0.2% | $103.05 | $92.18 | +11.8% | COM | 337738108 |
| — | FIRST MIDWEST BANCORP DEL | 210,000 | $2.264M | 0.2% | $10.78 | $19.98 | — | COM | 320867104 |
| CDW | CDW CORP | 18,893 | $2.258M | 0.2% | $119.52 * | $96.89 | +15.8% | COM | 12514G108 |
| ALG | ALAMO GROUP INC | 20,800 | $2.247M | 0.2% | $108.03 * | $111.55 | -5.9% | COM | 011311107 |
| INDB | INDEPENDENT BANK CORP MASS | 42,500 | $2.226M | 0.2% | $52.38 * | $46.67 | -5.5% | COM | 453836108 |
| GPN | GLOBAL PMTS INC | 12,500 | $2.22M | 0.2% | $177.60 * | $166.28 | +2.1% | COM | 37940X102 |
| FBP | FIRST BANCORP P R | 425,000 | $2.219M | 0.2% | $5.22 * | $4.11 | +7.9% | COM NEW | 318672706 |
| V | VISA INC | 10,948 | $2.189M | 0.2% | $199.95 * | $77.96 | +147.0% | COM CL A | 92826C839 |
| ZUMZ | ZUMIEZ INC | 78,700 | $2.189M | 0.2% | $27.81 | $28.19 | -1.3% | COM | 989817101 |
| HCA | HCA HEALTHCARE INC | 17,500 | $2.182M | 0.2% | $124.69 * | $77.16 | +54.4% | COM | 40412C101 |
| NTAP | NETAPP INC | 49,596 | $2.174M | 0.2% | $43.83 * | $44.08 | -13.2% | COM | 64110D104 |
| PAGP | PLAINS GP HLDGS L P | 355,455 | $2.165M | 0.2% | $6.09 | $32.40 | — | LTP PARTNR INT A | 72651A207 |
| HSIC | HENRY SCHEIN INC | 36,800 | $2.163M | 0.2% | $58.78 | $63.43 | -7.3% | COM | 806407102 |
| — | COLFAX CORP | 68,900 | $2.161M | 0.2% | $31.36 | $19.80 | — | COM | 194014106 |
| — | BROOKFIELD ASSET MGMT INC | 65,300 | $2.159M | 0.2% | $33.06 | $43.23 | — | CL A LTD VT SH | 112585104 |
| FIS | FIDELITY NATL INFORMATION SVCS COM | 14,500 | $2.135M | 0.1% | $147.24 * | $118.44 | +11.0% | COM | 31620M106 |
| GS | GOLDMAN SACHS GROUP INC | 10,500 | $2.11M | 0.1% | $200.95 * | $180.82 | -1.8% | COM | 38141G104 |
| PPL | PPL CORP | 77,519 | $2.109M | 0.1% | $27.21 * | $19.77 | +11.9% | COM | 69351T106 |
| INTC | INTEL CORP | 40,678 | $2.106M | 0.1% | $51.77 * | $37.00 | +25.6% | COM | 458140100 |
| DRI | DARDEN RESTAURANTS INC | 20,800 | $2.095M | 0.1% | $100.72 * | $82.77 | +3.6% | COM | 237194105 |
| COF | CAPITAL ONE FINL CORP | 29,000 | $2.084M | 0.1% | $71.86 * | $78.27 | -16.2% | COM | 14040H105 |
| WU | WESTERN UN CO | 96,600 | $2.07M | 0.1% | $21.43 | $18.13 | — | COM | 959802109 |
| NSIT | INSIGHT ENTERPRISES INC | 36,300 | $2.054M | 0.1% | $56.58 | $55.73 | +1.5% | COM | 45765U103 |
| WBS | WEBSTER FINL CORP CONN | 77,500 | $2.047M | 0.1% | $26.41 | $40.68 | -35.1% | COM | 947890109 |
| BIIB | BIOGEN INC | 7,200 | $2.042M | 0.1% | $283.61 | $303.47 | -6.5% | COM | 09062X103 |
| BKE | BUCKLE INC | 100,000 | $2.039M | 0.1% | $20.39 * | $12.16 | -8.9% | COM | 118440106 |
| HTB | HOMETRUST BANCSHARES INC | 150,000 | $2.037M | 0.1% | $13.58 | $23.03 | -41.0% | COM | 437872104 |
| CG | CARLYLE GROUP INC | 82,100 | $2.025M | 0.1% | $24.67 * | $23.69 | -12.4% | COM | 14316J108 |
| CRMT | AMERICAS CAR-MART INC | 23,696 | $2.011M | 0.1% | $84.87 | $92.01 | -7.7% | COM | 03062T105 |
| CBRE | CBRE GROUP INC | 42,800 | $2.01M | 0.1% | $46.96 | $55.26 | -15.0% | CL A | 12504L109 |
| SKY | SKYLINE CHAMPION CORPORATION COM | 74,800 | $2.002M | 0.1% | $26.76 | $26.70 | +0.3% | COM | 830830105 |
| VOYA | VOYA FINANCIAL INC | 41,700 | $1.999M | 0.1% | $47.94 * | $49.35 | -11.4% | COM | 929089100 |
| BAC | BK OF AMERICA CORP | 83,000 | $1.999M | 0.1% | $24.08 * | $16.34 | +29.9% | COM | 060505104 |
| SU | SUNCOR ENERGY INC NEW | 160,100 | $1.958M | 0.1% | $12.23 * | $21.17 | -52.9% | COM | 867224107 |
| RDNT | RADNET INC | 127,400 | $1.956M | 0.1% | $15.35 | $18.83 | -18.5% | COM | 750491102 |
| SYY | SYSCO CORP | 31,400 | $1.954M | 0.1% | $62.23 * | $58.83 | -8.3% | COM | 871829107 |
| BX | BLACKSTONE GROUP INC | 37,000 | $1.931M | 0.1% | $52.19 * | $45.26 | -3.9% | COM CL A | 09260D107 |
| MEI | METHODE ELECTRS INC | 66,500 | $1.895M | 0.1% | $28.50 * | $27.89 | -11.8% | COM | 591520200 |
| — | LAKELAND BANCORP INC | 190,000 | $1.891M | 0.1% | $9.95 | $14.96 | — | COM | 511637100 |
| AMWD | AMERICAN WOODMARK CORPORATION COM | 23,900 | $1.877M | 0.1% | $78.54 * | $92.43 | -11.7% | COM | 030506109 |
| GD | GENERAL DYNAMICS CORP | 13,400 | $1.855M | 0.1% | $138.43 * | $143.74 | -14.5% | COM | 369550108 |
| SLQT | SELECTQUOTE INC | 90,000 | $1.823M | 0.1% | $20.26 | $25.63 | -21.0% | COM | 816307300 |
| — | MAXEON SOLAR TECHNOLOGIES LTD SHS | 107,125 | $1.817M | 0.1% | $16.96 | $16.96 | — | SHS | Y58473102 |
| EQH | EQUITABLE HLDGS INC COM | 99,500 | $1.815M | 0.1% | $18.24 * | $18.74 | -14.6% | COM | 29452E101 |
| — | CADENCE BANCORPORATION | 210,000 | $1.804M | 0.1% | $8.59 | $16.31 | — | CL A | 12739A100 |
| NIC | NICOLET BANKSHARES INC | 33,000 | $1.802M | 0.1% | $54.61 * | $65.12 | -18.8% | COM | 65406E102 |
| CCL | CARNIVAL CORP | 116,700 | $1.772M | 0.1% | $15.18 | $53.30 | -71.5% | UNIT 99/99/9999 | 143658300 |
| LUV | SOUTHWEST AIRLS CO | 46,800 | $1.755M | 0.1% | $37.50 * | $32.99 | +5.8% | COM | 844741108 |
| — | COSAN LTD | 113,600 | $1.687M | 0.1% | $14.85 | $12.30 | — | SHS A | G25343107 |
| NWE | NORTHWESTERN CORP | 33,198 | $1.615M | 0.1% | $48.65 * | $29.01 | +32.0% | COM NEW | 668074305 |
| KOP | KOPPERS HOLDINGS INC | 76,700 | $1.604M | 0.1% | $20.91 * | $24.89 | -18.6% | COM | 50060P106 |
| OMC | OMNICOM GROUP INC | 31,400 | $1.554M | 0.1% | $49.49 * | $54.86 | -25.0% | COM | 681919106 |
| CNOB | CONNECTONE BANCORP INC | 110,000 | $1.548M | 0.1% | $14.07 * | $20.28 | -40.1% | COM | 20786W107 |
| — | PIONEER NAT RES CO | 17,900 | $1.539M | 0.1% | $85.98 | $70.16 | — | COM | 723787107 |
| AVA | AVISTA CORP | 44,372 | $1.514M | 0.1% | $34.12 * | $19.35 | +38.1% | COM | 05379B107 |
| MGEE | MGE ENERGY INC | 23,729 | $1.487M | 0.1% | $62.67 * | $30.41 | +84.0% | COM | 55277P104 |
| HWM | HOWMET AEROSPACE INC | 88,500 | $1.48M | 0.1% | $16.72 | $12.97 | +27.2% | COM | 443201108 |
| BHE | BENCHMARK ELECTRS INC | 72,900 | $1.469M | 0.1% | $20.15 * | $24.58 | -27.1% | COM | 08160H101 |
| ASB | ASSOCIATED BANC CORP | 115,000 | $1.451M | 0.1% | $12.62 * | $13.67 | -24.9% | COM | 045487105 |
| BKU | BANKUNITED INC | 65,000 | $1.424M | 0.1% | $21.91 * | $17.71 | +3.5% | COM | 06652K103 |
| ATKR | ATKORE INTL GROUP INC | 62,200 | $1.414M | 0.1% | $22.73 * | $34.57 | -36.6% | COM | 047649108 |
| XRX | XEROX HOLDINGS CORP | 75,193 | $1.411M | 0.1% | $18.77 | $31.37 | -40.2% | COM NEW | 98421M106 |
| — | STERLING BANCORP DEL | 130,000 | $1.368M | 0.1% | $10.52 | $19.85 | — | COM | 85917A100 |
| WKC | WORLD FUEL SVCS CORP | 61,000 | $1.293M | 0.1% | $21.20 | $31.37 | -32.5% | COM | 981475106 |
| BRK/B | BERKSHIRE HATHAWAY INC DEL | 6,000 | $1.278M | 0.1% | $213.00 | $164.97 | +29.1% | CL B NEW | 084670702 |
| — | BROOKLINE BANCORP INC DEL | 145,000 | $1.254M | 0.1% | $8.65 | $11.51 | — | COM | 11373M107 |
| EOG | EOG RES INC | 34,700 | $1.247M | 0.1% | $35.94 * | $49.68 | -43.7% | COM | 26875P101 |
| AAL | AMERICAN AIRLS GROUP INC | 100,500 | $1.235M | 0.1% | $12.29 | $22.75 | -46.0% | COM | 02376R102 |
| — | TEEKAY TANKERS LTD | 110,200 | $1.195M | 0.1% | $10.84 | $22.24 | — | CL A | Y8565N300 |
| OXY | OCCIDENTAL PETE CORP | 115,460 | $1.156M | 0.1% | $10.01 * | $45.47 | -79.3% | COM | 674599105 |
| UAL | UNITED AIRLS HLDGS INC | 32,900 | $1.143M | 0.1% | $34.74 | $66.12 | -47.4% | COM | 910047109 |
| UTL | UNITIL CORP | 28,598 | $1.105M | 0.1% | $38.64 | $33.02 | +17.0% | COM | 913259107 |
| PNC | PNC FINL SVCS GROUP INC | 10,000 | $1.099M | 0.1% | $109.90 * | $108.33 | -16.2% | COM | 693475105 |
| — | HARBORONE BANCORP INC NEW | 125,000 | $1.009M | 0.1% | $8.07 | $10.17 | — | COM NEW | 41165Y100 |
| AUB | ATLANTIC UN BANKSHARES CORP | 42,500 | $908K | 0.1% | $21.36 * | $26.22 | -33.1% | COM | 04911A107 |
| PFSI | PENNYMAC FINL SVCS INC NEW | 15,000 | $872K | 0.1% | $58.13 * | $29.83 | +82.2% | COM | 70932M107 |
| BANC | BANC OF CALIFORNIA INC | 85,000 | $860K | 0.1% | $10.12 * | $15.32 | -41.1% | COM | 05990K106 |
| — | UMPQUA HLDGS CORP | 80,000 | $850K | 0.1% | $10.63 | $10.89 | — | COM | 904214103 |
| CFG | CITIZENS FINL GROUP INC | 30,000 | $758K | 0.1% | $25.27 * | $25.07 | -19.6% | COM | 174610105 |
| — | TRIUMPH GROUP INC NEW | 112,400 | $732K | 0.1% | $6.51 | $6.76 | — | COM | 896818101 |
| SCHW | SCHWAB CHARLES CORP | 20,000 | $725K | 0.1% | $36.25 * | $39.70 | -14.8% | COM | 808513105 |
| — | TELLURIAN INC NEW | 904,690 | $721K | 0.1% | $0.80 | $8.32 | — | COM | 87968A104 |
| TRV | TRAVELERS COMPANIES INC | 6,050 | $655K | 0.0% | $108.26 * | $102.46 | -5.1% | COM | 89417E109 |
| RGCO | RGC RES INC | 26,254 | $616K | 0.0% | $23.46 | $15.34 | +52.9% | COM | 74955L103 |
| ETR | ENTERGY CORP NEW | 5,960 | $587K | 0.0% | $98.49 * | $23.11 | +75.8% | COM | 29364G103 |
| KRNY | KEARNY FINL CORP MD | 80,000 | $577K | 0.0% | $7.21 | $10.74 | -32.9% | COM | 48716P108 |
| — | ARCONIC CORPORATION | 21,500 | $410K | 0.0% | $19.07 | $13.93 | — | COM | 03966V107 |
| — | PEOPLES UNITED FINANCIAL INC COM | 10,000 | $103K | 0.0% | $10.30 | $16.90 | — | COM | 712704105 |
| — | NEOPHOTONICS CORP | 14,341 | $87,000 | 0.0% | $6.07 | $6.07 | — | COM | 64051T100 |
| — | CELESTICA INC | 11,844 | $82,000 | 0.0% | $6.92 | $3.47 | — | SUB VTG SHS | 15101Q108 |
| — | TELENAV INC | 20,624 | $74,000 | 0.0% | $3.59 | $3.59 | — | COM | 879455103 |