Location: Novato, CA
CIK: 0001145255 · Show all filings
Period: Q2 2021 (← Previous) (Next →)
Filing Date: Jul 28, 2021
Total Value: $1.801B (100.0% shares, 0.0% debt)
| Ticker | Issuer | Shares | Value | % | Share Price | Est. Cost/Share | Unrealized @ Report Date | Class | CUSIP |
|---|---|---|---|---|---|---|---|---|---|
| ENB | ENBRIDGE INC | 697,065 | $27.91M | 1.5% | $40.04 * | $23.83 | +25.3% | COM | 29250N105 |
| LNG | CHENIERE ENERGY INC | 315,317 | $27.35M | 1.5% | $86.74 | $41.86 | +107.2% | COM NEW | 16411R208 |
| — | VISTA OUTDOOR INC | 580,100 | $26.85M | 1.5% | $46.28 | $24.55 | — | COM | 928377100 |
| KMI | KINDER MORGAN INC DEL | 1,461,101 | $26.64M | 1.5% | $18.23 * | $15.80 | -10.8% | COM | 49456B101 |
| SRE | SEMPRA ENERGY | 198,740 | $26.33M | 1.5% | $132.48 * | $30.45 | +87.1% | COM | 816851109 |
| D | DOMINION ENERGY INC | 356,677 | $26.24M | 1.5% | $73.57 * | $40.22 | +49.4% | COM | 25746U109 |
| ATO | ATMOS ENERGY CORP | 272,086 | $26.15M | 1.5% | $96.11 * | $41.22 | +108.3% | COM | 049560105 |
| BRK/A | BERKSHIRE HATHAWAY INC - CL A | 62 | $25.95M | 1.4% | $418596.77 | $307393.60 | +36.2% | CL A | 084670108 |
| WEC | WEC ENERGY GROUP INC | 288,840 | $25.69M | 1.4% | $88.95 * | $37.85 | +101.8% | COM | 92939U106 |
| SO | SOUTHERN CO | 422,400 | $25.56M | 1.4% | $60.51 * | $34.76 | +47.1% | COM | 842587107 |
| NGG | NATIONAL GRID PLC | 399,044 | $25.52M | 1.4% | $63.94 | $68.28 | -6.4% | SPON ADR NEW | 636274409 |
| ACH | OWENS & MINOR INC NEW | 495,800 | $20.99M | 1.2% | $42.33 | $26.47 | +59.9% | COM | 690732102 |
| WSM | WILLIAMS SONOMA INC | 115,900 | $18.5M | 1.0% | $159.65 * | $30.39 | +140.6% | COM | 969904101 |
| PWR | QUANTA SVCS INC | 199,300 | $18.05M | 1.0% | $90.57 | $67.02 | +34.1% | COM | 74762E102 |
| MDRX | ALLSCRIPTS HEALTHCARE SOLUTNS COM | 946,800 | $17.52M | 1.0% | $18.51 | $12.10 | +52.9% | COM | 01988P108 |
| VMI | VALMONT INDS INC | 73,303 | $17.3M | 1.0% | $236.05 | $155.73 | +51.6% | COM | 920253101 |
| JEF | JEFFERIES FINL GROUP INC | 502,500 | $17.19M | 1.0% | $34.20 * | $17.89 | +58.4% | COM | 47233W109 |
| SNBR | SLEEP NUMBER CORP | 156,100 | $17.16M | 1.0% | $109.95 * | $69.37 | +64.2% | COM | 83125X103 |
| DUK | DUKE ENERGY CORP NEW | 167,087 | $16.5M | 0.9% | $98.72 * | $52.78 | +56.9% | COM | 26441C204 |
| LPLA | LPL FINL HLDGS INC | 120,100 | $16.21M | 0.9% | $134.98 | $81.51 | +65.6% | COM | 50212V100 |
| BIGGQ | BIG LOTS INC | 245,400 | $16.2M | 0.9% | $66.01 * | $45.63 | +32.5% | COM | 089302103 |
| CNP | CENTERPOINT ENERGY INC | 654,028 | $16.04M | 0.9% | $24.52 * | $18.19 | +20.1% | COM | 15189T107 |
| MAT | MATTEL INC | 795,200 | $15.98M | 0.9% | $20.10 | $14.73 | +36.4% | COM | 577081102 |
| LAD | LITHIA MTRS INC | 46,100 | $15.84M | 0.9% | $343.64 | $176.12 | +95.1% | CL A | 536797103 |
| LKQ | LKQ CORP | 316,500 | $15.58M | 0.9% | $49.22 * | $30.70 | +43.9% | COM | 501889208 |
| AVNT | AVIENT CORPORATION | 313,800 | $15.43M | 0.9% | $49.16 * | $31.09 | +41.3% | COM | 05368V106 |
| DTE | DTE ENERGY CO | 117,304 | $15.2M | 0.8% | $129.60 * | $47.93 | +98.5% | COM | 233331107 |
| — | BED BATH & BEYOND INC | 456,500 | $15.2M | 0.8% | $33.29 | $18.35 | — | COM | 075896100 |
| NI | NISOURCE INC | 609,181 | $14.93M | 0.8% | $24.50 * | $11.61 | +81.3% | COM | 65473P105 |
| BJ | BJS WHSL CLUB HLDGS INC | 312,800 | $14.88M | 0.8% | $47.58 | $40.26 | +18.2% | COM | 05550J101 |
| — | COLFAX CORP | 318,300 | $14.58M | 0.8% | $45.81 | $35.15 | — | COM | 194014106 |
| CMC | COMMERCIAL METALS CO | 471,800 | $14.49M | 0.8% | $30.72 * | $19.23 | +50.3% | COM | 201723103 |
| PEG | PUBLIC SVC ENTERPRISE GRP INC COM | 239,990 | $14.34M | 0.8% | $59.74 * | $26.65 | +92.9% | COM | 744573106 |
| SEE | SEALED AIR CORP NEW | 240,700 | $14.26M | 0.8% | $59.25 * | $39.33 | +38.0% | COM | 81211K100 |
| CMS | CMS ENERGY CORP | 234,398 | $13.85M | 0.8% | $59.08 * | $22.36 | +129.9% | COM | 125896100 |
| CSCO | CISCO SYS INC | 259,600 | $13.76M | 0.8% | $53.00 * | $32.60 | +41.7% | COM | 17275R102 |
| ED | CONSOLIDATED EDISON INC | 191,736 | $13.75M | 0.8% | $71.72 * | $41.06 | +49.1% | COM | 209115104 |
| ARW | ARROW ELECTRS INC | 120,110 | $13.67M | 0.8% | $113.83 | $88.50 | +28.6% | COM | 042735100 |
| TKR | TIMKEN CO | 167,600 | $13.51M | 0.7% | $80.59 | $68.10 | +18.3% | COM | 887389104 |
| — | RENEWABLE ENERGY GROUP INC | 210,600 | $13.13M | 0.7% | $62.34 | $70.45 | — | COM NEW | 75972A301 |
| PCG | PG&E CORP | 1,289,649 | $13.12M | 0.7% | $10.17 | $18.44 | -45.5% | COM | 69331C108 |
| — | BERRY GLOBAL GROUP INC | 201,000 | $13.11M | 0.7% | $65.22 | $56.19 | — | COM | 08579W103 |
| — | MAXAR TECHNOLOGIES INC | 320,400 | $12.79M | 0.7% | $39.92 | $38.59 | — | COM | 57778K105 |
| VZ | VERIZON COMMUNICATIONS INC | 205,600 | $11.52M | 0.6% | $56.03 * | $32.06 | +32.3% | COM | 92343V104 |
| MRK | MERCK & CO INC | 146,450 | $11.39M | 0.6% | $77.77 * | $60.73 | +11.2% | COM | 58933Y105 |
| WTRG | ESSENTIAL UTILS INC | 242,100 | $11.06M | 0.6% | $45.70 | $45.15 | +1.2% | COM | 29670G102 |
| JPM | JPMORGAN CHASE & CO. | 70,600 | $10.98M | 0.6% | $155.54 * | $85.72 | +61.5% | COM | 46625H100 |
| XEL | XCEL ENERGY INC | 163,499 | $10.77M | 0.6% | $65.88 * | $21.87 | +160.7% | COM | 98389B100 |
| CNXC | CONCENTRIX CORP | 66,600 | $10.71M | 0.6% | $160.80 * | $90.48 | +64.7% | COM | 20602D101 |
| CASY | CASEYS GEN STORES INC | 54,800 | $10.67M | 0.6% | $194.64 * | $175.67 | +7.7% | COM | 147528103 |
| IBM | INTERNATIONAL BUSINESS MACHS COM | 71,250 | $10.45M | 0.6% | $146.60 * | $95.80 | +21.9% | COM | 459200101 |
| OGS | ONE GAS INC | 137,875 | $10.22M | 0.6% | $74.12 | $41.00 | +80.8% | COM | 68235P108 |
| KBH | KB HOME | 246,400 | $10.03M | 0.6% | $40.72 * | $31.08 | +21.6% | COM | 48666K109 |
| CVX | CHEVRON CORP NEW | 93,725 | $9.817M | 0.5% | $104.74 * | $71.85 | +21.0% | COM | 166764100 |
| DOW | DOW INC | 150,350 | $9.514M | 0.5% | $63.28 * | $38.89 | +26.6% | COM | 260557103 |
| KO | COCA COLA CO | 169,850 | $9.191M | 0.5% | $54.11 * | $32.63 | +45.0% | COM | 191216100 |
| HD | HOME DEPOT INC | 28,500 | $9.088M | 0.5% | $318.88 * | $244.44 | +16.8% | COM | 437076102 |
| KR | KROGER CO | 227,000 | $8.696M | 0.5% | $38.31 * | $30.80 | +13.0% | COM | 501044101 |
| PM | PHILIP MORRIS INTL INC | 87,600 | $8.682M | 0.5% | $99.11 * | $61.43 | +29.9% | COM | 718172109 |
| GO | GROCERY OUTLET HLDG CORP | 245,700 | $8.516M | 0.5% | $34.66 | $40.37 | -14.1% | COM | 39874R101 |
| MTH | MERITAGE HOMES CORP | 90,500 | $8.514M | 0.5% | $94.08 * | $34.31 | +37.1% | COM | 59001A102 |
| FTS | FORTIS INC | 190,476 | $8.425M | 0.5% | $44.23 * | $22.21 | +67.4% | COM | 349553107 |
| DAC | DANAOS CORPORATION | 108,703 | $8.347M | 0.5% | $76.79 * | $31.60 | +106.9% | SHS | Y1968P121 |
| SNX | SYNNEX CORP | 67,981 | $8.277M | 0.5% | $121.75 * | $56.45 | +102.8% | COM | 87162W100 |
| SWX | SOUTHWEST GAS HLDGS INC | 121,217 | $8.023M | 0.4% | $66.19 | $55.10 | +20.1% | COM | 844895102 |
| MMM | 3M CO | 40,200 | $7.985M | 0.4% | $198.63 * | $115.18 | +21.8% | COM | 88579Y101 |
| C | CITIGROUP INC | 110,400 | $7.811M | 0.4% | $70.75 * | $52.04 | +15.5% | COM NEW | 172967424 |
| ABBV | ABBVIE INC | 68,500 | $7.716M | 0.4% | $112.64 * | $69.09 | +37.4% | COM | 00287Y109 |
| HPQ | HP INC | 252,400 | $7.62M | 0.4% | $30.19 * | $23.33 | +10.6% | COM | 40434L105 |
| NJR | NEW JERSEY RES CORP | 185,834 | $7.353M | 0.4% | $39.57 * | $20.93 | +60.1% | COM | 646025106 |
| PBR | PETROLEO BRASILEIRO SA PETROBR SPONSORED ADR | 595,800 | $7.287M | 0.4% | $12.23 | $9.55 | +28.1% | SPONSORED ADR | 71654V408 |
| NFG | NATIONAL FUEL GAS CO | 135,724 | $7.092M | 0.4% | $52.25 | $62.15 | -15.9% | COM | 636180101 |
| HTB | HOMETRUST BANCSHARES INC | 250,000 | $6.975M | 0.4% | $27.90 | $22.74 | +22.7% | COM | 437872104 |
| INTC | INTEL CORP | 121,673 | $6.831M | 0.4% | $56.14 * | $48.49 | +5.9% | COM | 458140100 |
| SR | SPIRE INC | 94,391 | $6.822M | 0.4% | $72.27 | $70.21 | — | COM | 84857L101 |
| EXC | EXELON CORP | 153,131 | $6.785M | 0.4% | $44.31 * | $15.78 | +70.9% | COM | 30161N101 |
| — | AVANGRID INC | 131,000 | $6.737M | 0.4% | $51.43 | $50.25 | — | COM | 05351W103 |
| HIFS | HINGHAM INSTN SVGS MASS | 23,000 | $6.682M | 0.4% | $290.52 * | $147.62 | +86.4% | COM | 433323102 |
| ES | EVERSOURCE ENERGY | 82,675 | $6.634M | 0.4% | $80.24 * | $43.25 | +55.5% | COM | 30040W108 |
| HOV | HOVNANIAN ENTERPRISES INC | 61,900 | $6.579M | 0.4% | $106.28 | $65.09 | +63.3% | CL A NEW | 442487401 |
| UGI | UGI CORP NEW | 141,952 | $6.574M | 0.4% | $46.31 | $48.01 | -3.5% | COM | 902681105 |
| — | SOUTH JERSEY INDS INC | 251,771 | $6.528M | 0.4% | $25.93 | $36.07 | — | COM | 838518108 |
| BANR | BANNER CORP | 120,000 | $6.505M | 0.4% | $54.21 * | $46.07 | +0.4% | COM NEW | 06652V208 |
| — | CIT GROUP INC | 126,000 | $6.5M | 0.4% | $51.59 | $21.24 | — | COM NEW | 125581801 |
| BBT | BERKSHIRE HILLS BANCORP INC | 235,000 | $6.441M | 0.4% | $27.41 * | $16.13 | +48.9% | COM | 084680107 |
| CNOB | CONNECTONE BANCORP INC | 245,000 | $6.412M | 0.4% | $26.17 * | $21.46 | +6.6% | COM | 20786W107 |
| — | LAKELAND BANCORP INC | 365,000 | $6.38M | 0.4% | $17.48 | $15.89 | — | COM | 511637100 |
| FBP | FIRST BANCORP P R | 535,000 | $6.377M | 0.4% | $11.92 * | $5.26 | +95.7% | COM NEW | 318672706 |
| BFH | ALLIANCE DATA SYSTEMS CORP | 61,000 | $6.356M | 0.4% | $104.20 * | $47.58 | +60.9% | COM | 018581108 |
| FFIC | FLUSHING FINL CORP | 295,000 | $6.322M | 0.4% | $21.43 * | $17.52 | 0.0% | COM | 343873105 |
| — | FIRST MIDWEST BANCORP DEL | 315,000 | $6.246M | 0.3% | $19.83 | $19.56 | — | COM | 320867104 |
| MDU | MDU RES GROUP INC | 191,207 | $5.992M | 0.3% | $31.34 * | $7.75 | +35.0% | COM | 552690109 |
| UPS | UNITED PARCEL SERVICE INC | 28,800 | $5.99M | 0.3% | $207.99 * | $77.90 | +119.6% | CL B | 911312106 |
| — | INVESTORS BANCORP INC NEW | 415,000 | $5.918M | 0.3% | $14.26 | $12.12 | — | COM | 46146L101 |
| CNQ | CANADIAN NAT RES LTD | 163,100 | $5.917M | 0.3% | $36.28 * | $10.82 | +33.9% | COM | 136385101 |
| TCBI | TEXAS CAP BANCSHARES INC | 92,000 | $5.841M | 0.3% | $63.49 | $53.59 | +18.5% | COM | 88224Q107 |
| BKH | BLACK HILLS CORP | 88,847 | $5.831M | 0.3% | $65.63 * | $44.38 | +22.0% | COM | 092113109 |
| WSFS | WSFS FINL CORP | 125,000 | $5.824M | 0.3% | $46.59 | $49.27 | -5.4% | COM | 929328102 |
| CVS | CVS HEALTH CORP | 67,200 | $5.607M | 0.3% | $83.44 * | $56.14 | +28.1% | COM | 126650100 |
| HWC | HANCOCK WHITNEY CORPORATION | 126,000 | $5.599M | 0.3% | $44.44 | $19.58 | +127.0% | COM | 410120109 |
| SIG | SIGNET JEWELERS LIMITED | 68,300 | $5.518M | 0.3% | $80.79 * | $44.48 | +72.0% | SHS | G81276100 |
| SU | SUNCOR ENERGY INC NEW | 229,900 | $5.511M | 0.3% | $23.97 * | $19.47 | +3.0% | COM | 867224107 |
| — | GLAXOSMITHKLINE PLC | 138,000 | $5.495M | 0.3% | $39.82 | $40.20 | — | SPONSORED ADR | 37733W105 |
| BK | BANK NEW YORK MELLON CORP | 106,500 | $5.456M | 0.3% | $51.23 * | $35.49 | +26.7% | COM | 064058100 |
| RY | ROYAL BK CDA | 53,600 | $5.43M | 0.3% | $101.31 | $66.15 | +53.2% | COM | 780087102 |
| MDLZ | MONDELEZ INTL INC | 86,700 | $5.414M | 0.3% | $62.45 * | $49.78 | +11.7% | CL A | 609207105 |
| PFE | PFIZER INC | 138,100 | $5.408M | 0.3% | $39.16 * | $18.82 | +66.4% | COM | 717081103 |
| NEM | NEWMONT CORP | 85,100 | $5.394M | 0.3% | $63.38 * | $51.26 | +7.4% | COM | 651639106 |
| COP | CONOCOPHILLIPS | 88,400 | $5.384M | 0.3% | $60.90 * | $44.04 | +17.5% | COM | 20825C104 |
| — | BIG 5 SPORTING GOODS CORP | 208,000 | $5.341M | 0.3% | $25.68 | $15.70 | — | COM | 08915P101 |
| RTX | RAYTHEON TECHNOLOGIES CORP | 62,600 | $5.34M | 0.3% | $85.30 * | $65.24 | +18.0% | COM | 75513E101 |
| TD | TORONTO DOMINION BK ONT | 75,700 | $5.303M | 0.3% | $70.05 | $46.73 | +49.9% | COM NEW | 891160509 |
| WTFC | WINTRUST FINL CORP | 70,000 | $5.294M | 0.3% | $75.63 | $57.10 | +32.5% | COM | 97650W108 |
| BCE | BCE INC | 107,100 | $5.282M | 0.3% | $49.32 * | $31.47 | +14.7% | COM NEW | 05534B760 |
| PEP | PEPSICO INC | 35,600 | $5.275M | 0.3% | $148.17 * | $93.43 | +38.0% | COM | 713448108 |
| XOM | EXXON MOBIL CORP | 82,510 | $5.205M | 0.3% | $63.08 * | $52.39 | +1.5% | COM | 30231G102 |
| TXN | TEXAS INSTRS INC | 26,907 | $5.174M | 0.3% | $192.29 * | $85.38 | +97.7% | COM | 882508104 |
| — | UNILEVER PLC | 88,400 | $5.171M | 0.3% | $58.50 | $55.59 | — | SPON ADR NEW | 904767704 |
| MCD | MCDONALDS CORP | 22,300 | $5.151M | 0.3% | $230.99 * | $191.26 | +9.0% | COM | 580135101 |
| GILD | GILEAD SCIENCES INC | 74,500 | $5.13M | 0.3% | $68.86 * | $57.36 | +1.2% | COM | 375558103 |
| KHC | KRAFT HEINZ CO | 125,500 | $5.118M | 0.3% | $40.78 * | $32.25 | +2.2% | COM | 500754106 |
| BTI | BRITISH AMERN TOB PLC | 129,900 | $5.106M | 0.3% | $39.31 | $37.65 | +4.4% | SPONSORED ADR | 110448107 |
| — | SYNOVUS FINL CORP | 115,000 | $5.046M | 0.3% | $43.88 | $20.53 | — | COM NEW | 87161C501 |
| PG | PROCTER AND GAMBLE CO | 37,400 | $5.046M | 0.3% | $134.92 * | $115.68 | +4.2% | COM | 742718109 |
| BMY | BRISTOL-MYERS SQUIBB CO | 75,500 | $5.045M | 0.3% | $66.82 * | $47.23 | +16.9% | COM | 110122108 |
| AEE | AMEREN CORP | 62,840 | $5.03M | 0.3% | $80.04 * | $27.01 | +159.5% | COM | 023608102 |
| CL | COLGATE PALMOLIVE CO | 61,500 | $5.003M | 0.3% | $81.35 * | $69.98 | +4.5% | COM | 194162103 |
| BP | BP PLC | 189,300 | $5.001M | 0.3% | $26.42 | $31.25 | -15.5% | SPONSORED ADR | 055622104 |
| SGRY | SURGERY PARTNERS INC | 74,800 | $4.983M | 0.3% | $66.62 | $37.13 | +79.4% | COM | 86881A100 |
| MO | ALTRIA GROUP INC | 104,500 | $4.983M | 0.3% | $47.68 * | $31.21 | +7.1% | COM | 02209S103 |
| — | WALGREENS BOOTS ALLIANCE INC COM | 94,450 | $4.969M | 0.3% | $52.61 | $49.67 | — | COM | 931427108 |
| AMGN | AMGEN INC | 20,200 | $4.924M | 0.3% | $243.76 * | $150.88 | +40.0% | COM | 031162100 |
| — | MERIDIAN BANCORP INC MD | 240,000 | $4.91M | 0.3% | $20.46 | $14.44 | — | COM | 58958U103 |
| — | CADENCE BANCORPORATION | 235,000 | $4.907M | 0.3% | $20.88 | $16.88 | — | CL A | 12739A100 |
| CYH | COMMUNITY HEALTH SYS INC NEW COM | 315,200 | $4.867M | 0.3% | $15.44 | $9.82 | +57.2% | COM | 203668108 |
| GLW | CORNING INC | 117,900 | $4.822M | 0.3% | $40.90 * | $33.60 | +7.4% | COM | 219350105 |
| JNJ | JOHNSON & JOHNSON | 29,200 | $4.81M | 0.3% | $164.73 * | $140.78 | +2.8% | COM | 478160104 |
| T | AT&T INC | 165,660 | $4.768M | 0.3% | $28.78 * | $14.94 | +8.8% | COM | 00206R102 |
| — | HIBBETT INC | 52,300 | $4.688M | 0.3% | $89.64 | $68.89 | — | COM | 428567101 |
| MET | METLIFE INC | 78,300 | $4.686M | 0.3% | $59.85 * | $35.04 | +48.9% | COM | 59156R108 |
| — | PACWEST BANCORP DEL | 112,500 | $4.631M | 0.3% | $41.16 | $25.40 | — | COM | 695263103 |
| — | ROYAL DUTCH SHELL PLC | 113,500 | $4.585M | 0.3% | $40.40 | $35.66 | — | SPON ADR B | 780259206 |
| — | TOTALENERGIES SE | 99,500 | $4.503M | 0.3% | $45.26 | $47.78 | — | SPONSORED ADS | 89151E109 |
| MYRG | MYR GROUP INC DEL | 49,500 | $4.501M | 0.2% | $90.93 | $63.27 | +43.7% | COM | 55405W104 |
| MFC | MANULIFE FINL CORP | 226,200 | $4.456M | 0.2% | $19.70 | $19.92 | -1.1% | COM | 56501R106 |
| KRNY | KEARNY FINL CORP MD | 365,000 | $4.362M | 0.2% | $11.95 | $11.72 | +2.0% | COM | 48716P108 |
| INDB | INDEPENDENT BK CORP MASS | 57,500 | $4.341M | 0.2% | $75.50 * | $52.46 | +23.4% | COM | 453836108 |
| CTRN | CITI TRENDS INC | 49,400 | $4.298M | 0.2% | $87.00 | $71.25 | +22.1% | COM | 17306X102 |
| LE | LANDS END INC NEW | 104,400 | $4.286M | 0.2% | $41.05 | $29.33 | +40.0% | COM | 51509F105 |
| UNFI | UNITED NAT FOODS INC | 114,400 | $4.231M | 0.2% | $36.98 | $27.85 | +32.8% | COM | 911163103 |
| — | NEW YORK CMNTY BANCORP INC | 375,000 | $4.133M | 0.2% | $11.02 | $11.19 | — | COM | 649445103 |
| TITN | TITAN MACHY INC | 131,600 | $4.072M | 0.2% | $30.94 | $24.07 | +28.5% | COM | 88830R101 |
| NWN | NORTHWEST NAT HLDG CO | 74,803 | $3.929M | 0.2% | $52.52 | $66.85 | -21.4% | COM | 66765N105 |
| CPK | CHESAPEAKE UTILS CORP | 32,058 | $3.858M | 0.2% | $120.34 * | $35.45 | +211.1% | COM | 165303108 |
| GEN | NORTONLIFELOCK INC. | 141,200 | $3.843M | 0.2% | $27.22 * | $19.01 | +30.4% | COM | 668771108 |
| BKU | BANKUNITED INC | 90,000 | $3.842M | 0.2% | $42.69 * | $23.10 | +57.8% | COM | 06652K103 |
| BXC | BLUELINX HLDGS INC | 76,400 | $3.841M | 0.2% | $50.27 | $38.87 | +29.4% | COM NEW | 09624H208 |
| TROX | TRONOX HOLDINGS PLC | 171,300 | $3.837M | 0.2% | $22.40 | $17.46 | +28.3% | SHS | G9087Q102 |
| UCTT | ULTRA CLEAN HLDGS INC | 71,200 | $3.825M | 0.2% | $53.72 | $46.05 | +16.6% | COM | 90385V107 |
| — | TELLURIAN INC NEW | 810,690 | $3.77M | 0.2% | $4.65 | $7.55 | — | COM | 87968A104 |
| AN | AUTONATION INC | 39,700 | $3.764M | 0.2% | $94.81 | $80.15 | +18.3% | COM | 05329W102 |
| — | MONEYGRAM INTL INC | 365,200 | $3.681M | 0.2% | $10.08 | $6.57 | — | COM NEW | 60935Y208 |
| BAC | BK OF AMERICA CORP | 89,000 | $3.669M | 0.2% | $41.22 * | $16.91 | +118.1% | COM | 060505104 |
| WFC | WELLS FARGO CO NEW | 81,000 | $3.668M | 0.2% | $45.28 * | $37.23 | +9.0% | COM | 949746101 |
| CENX | CENTURY ALUM CO | 282,100 | $3.636M | 0.2% | $12.89 | $14.25 | -9.5% | COM | 156431108 |
| COF | CAPITAL ONE FINL CORP | 23,500 | $3.635M | 0.2% | $154.68 * | $78.27 | +81.8% | COM | 14040H105 |
| TGT | TARGET CORP | 15,000 | $3.626M | 0.2% | $241.73 * | $55.60 | +281.0% | COM | 87612E106 |
| YELLQ | YELLOW CORP | 555,100 | $3.614M | 0.2% | $6.51 * | $6.45 | +15.3% | COM | 985510106 |
| KKR | KKR & CO INC | 60,500 | $3.584M | 0.2% | $59.24 * | $43.07 | +32.3% | COM | 48251W104 |
| AZO | AUTOZONE INC | 2,400 | $3.581M | 0.2% | $1492.08 | $1064.59 | +40.2% | COM | 053332102 |
| EBAY | EBAY INC. | 50,992 | $3.58M | 0.2% | $70.21 * | $33.05 | +95.9% | COM | 278642103 |
| PAGP | PLAINS GP HLDGS L P | 299,255 | $3.573M | 0.2% | $11.94 | $32.40 | — | LTP PARTNR INT A | 72651A207 |
| ORLY | OREILLY AUTOMOTIVE INC | 6,200 | $3.511M | 0.2% | $566.29 * | $31.14 | +21.2% | COM | 67103H107 |
| PYPL | PAYPAL HLDGS INC | 12,000 | $3.498M | 0.2% | $291.50 | $53.93 | +439.3% | COM | 70450Y103 |
| BIIB | BIOGEN INC | 10,100 | $3.497M | 0.2% | $346.24 | $293.43 | +18.0% | COM | 09062X103 |
| MOH | MOLINA HEALTHCARE INC | 13,800 | $3.492M | 0.2% | $253.04 | $222.99 | +13.5% | COM | 60855R100 |
| ORCL | ORACLE CORP | 44,370 | $3.454M | 0.2% | $77.85 * | $47.98 | +52.6% | COM | 68389X105 |
| — | INTERPUBLIC GROUP COS INC | 105,500 | $3.428M | 0.2% | $32.49 * | $22.09 | +24.3% | COM | 460690100 |
| GS | GOLDMAN SACHS GROUP INC | 9,000 | $3.416M | 0.2% | $379.56 * | $180.82 | +87.8% | COM | 38141G104 |
| REGN | REGENERON PHARMACEUTICALS | 6,100 | $3.407M | 0.2% | $558.52 | $484.51 | +14.6% | COM | 75886F107 |
| LEU | CENTRUS ENERGY CORP | 133,900 | $3.398M | 0.2% | $25.38 | $23.95 | +6.0% | CL A | 15643U104 |
| — | PACIFIC PREMIER BANCORP | 80,000 | $3.383M | 0.2% | $42.29 | $21.55 | — | COM | 69478X105 |
| HZO | MARINEMAX INC | 69,300 | $3.378M | 0.2% | $48.74 | $47.17 | +3.3% | COM | 567908108 |
| V | VISA INC | 14,400 | $3.367M | 0.2% | $233.82 * | $107.54 | +110.3% | COM CL A | 92826C839 |
| TROW | PRICE T ROWE GROUP INC | 17,000 | $3.365M | 0.2% | $197.94 * | $74.59 | +119.0% | COM | 74144T108 |
| ALL | ALLSTATE CORP | 25,800 | $3.365M | 0.2% | $130.43 * | $97.97 | +19.3% | COM | 020002101 |
| MA | MASTERCARD INCORPORATED | 9,163 | $3.345M | 0.2% | $365.06 * | $156.48 | +127.4% | CL A | 57636Q104 |
| LOW | LOWES COS INC | 17,200 | $3.336M | 0.2% | $193.95 * | $157.37 | +13.2% | COM | 548661107 |
| PHM | PULTE GROUP INC | 61,100 | $3.334M | 0.2% | $54.57 * | $37.78 | +38.3% | COM | 745867101 |
| UNH | UNITEDHEALTH GROUP INC | 8,300 | $3.324M | 0.2% | $400.48 * | $320.85 | +15.9% | COM | 91324P102 |
| HCA | HCA HEALTHCARE INC | 16,000 | $3.308M | 0.2% | $206.75 * | $79.38 | +150.6% | COM | 40412C101 |
| MS | MORGAN STANLEY | 36,000 | $3.301M | 0.2% | $91.69 * | $65.58 | +20.3% | COM NEW | 617446448 |
| GPRO | GOPRO INC | 282,700 | $3.293M | 0.2% | $11.65 | $9.45 | +23.3% | CL A | 38268T103 |
| ASB | ASSOCIATED BANC CORP | 160,000 | $3.277M | 0.2% | $20.48 * | $14.87 | +15.2% | COM | 045487105 |
| TBCH | TURTLE BEACH CORP | 102,300 | $3.265M | 0.2% | $31.92 | $27.38 | +16.6% | COM NEW | 900450206 |
| — | QURATE RETAIL INC | 248,118 | $3.248M | 0.2% | $13.09 | $11.81 | — | COM SER A | 74915M100 |
| DHI | D R HORTON INC | 35,800 | $3.235M | 0.2% | $90.36 * | $37.29 | +131.6% | COM | 23331A109 |
| HUM | HUMANA INC | 7,300 | $3.232M | 0.2% | $442.74 * | $382.33 | +11.0% | COM | 444859102 |
| OMC | OMNICOM GROUP INC | 40,100 | $3.208M | 0.2% | $80.00 * | $55.86 | +22.3% | COM | 681919106 |
| GRBK | GREEN BRICK PARTNERS INC | 139,600 | $3.175M | 0.2% | $22.74 | $21.31 | +6.7% | COM | 392709101 |
| TW | TRADEWEB MKTS INC | 37,500 | $3.171M | 0.2% | $84.56 | $60.74 | +39.2% | CL A | 892672106 |
| BBY | BEST BUY INC | 27,500 | $3.162M | 0.2% | $114.98 * | $48.19 | +95.1% | COM | 086516101 |
| WHR | WHIRLPOOL CORP | 14,500 | $3.161M | 0.2% | $218.00 | $199.20 | +9.4% | COM | 963320106 |
| AAPL | APPLE INC | 23,075 | $3.16M | 0.2% | $136.94 * | $97.17 | +37.6% | COM | 037833100 |
| DG | DOLLAR GEN CORP NEW | 14,600 | $3.159M | 0.2% | $216.37 * | $184.68 | +9.1% | COM | 256677105 |
| PGR | PROGRESSIVE CORP | 32,100 | $3.153M | 0.2% | $98.22 * | $49.61 | +77.1% | COM | 743315103 |
| FLWS | 1 800 FLOWERS COM INC | 98,700 | $3.146M | 0.2% | $31.87 | $29.71 | +7.3% | CL A | 68243Q106 |
| DGX | QUEST DIAGNOSTICS INC | 23,800 | $3.141M | 0.2% | $131.97 * | $112.25 | +7.6% | COM | 74834L100 |
| LMT | LOCKHEED MARTIN CORP | 8,300 | $3.14M | 0.2% | $378.31 * | $300.42 | +11.4% | COM | 539830109 |
| AMP | AMERIPRISE FINL INC | 12,500 | $3.111M | 0.2% | $248.88 * | $201.66 | +15.4% | COM | 03076C106 |
| — | STERLING BANCORP DEL | 125,000 | $3.099M | 0.2% | $24.79 | $19.90 | — | COM | 85917A100 |
| EMR | EMERSON ELEC CO | 32,100 | $3.089M | 0.2% | $96.23 * | $47.62 | +84.2% | COM | 291011104 |
| — | KELLOGG CO | 47,700 | $3.069M | 0.2% | $64.34 * | $47.09 | +9.6% | COM | 487836108 |
| CAH | CARDINAL HEALTH INC | 53,500 | $3.054M | 0.2% | $57.08 * | $48.99 | +5.0% | COM | 14149Y108 |
| BAH | BOOZ ALLEN HAMILTON HLDG CORP CL A | 35,700 | $3.041M | 0.2% | $85.18 * | $76.36 | +2.1% | CL A | 099502106 |
| SNA | SNAP ON INC | 13,600 | $3.039M | 0.2% | $223.46 * | $174.54 | +13.8% | COM | 833034101 |
| WMT | WALMART INC | 21,200 | $2.99M | 0.2% | $141.04 * | $36.02 | +22.9% | COM | 931142103 |
| SPWH | SPORTSMANS WHSE HLDGS INC | 167,800 | $2.982M | 0.2% | $17.77 | $6.24 | +185.0% | COM | 84920Y106 |
| UNP | UNION PAC CORP | 13,400 | $2.947M | 0.2% | $219.93 * | $146.22 | +35.8% | COM | 907818108 |
| FMC | FMC CORP | 27,100 | $2.932M | 0.2% | $108.19 * | $94.85 | -1.6% | COM NEW | 302491303 |
| HBAN | HUNTINGTON BANCSHARES INC | 205,000 | $2.925M | 0.2% | $14.27 * | $12.11 | -3.7% | COM | 446150104 |
| BX | BLACKSTONE GROUP INC | 30,000 | $2.914M | 0.2% | $97.13 * | $45.61 | +83.3% | COM CL A | 09260D107 |
| MCO | MOODYS CORP | 8,000 | $2.899M | 0.2% | $362.38 * | $132.97 | +162.4% | COM | 615369105 |
| ALLY | ALLY FINL INC | 58,000 | $2.891M | 0.2% | $49.84 * | $43.77 | -2.8% | COM | 02005N100 |
| PFSI | PENNYMAC FINL SVCS INC NEW | 46,800 | $2.888M | 0.2% | $61.71 * | $58.26 | -0.0% | COM | 70932M107 |
| KMB | KIMBERLY-CLARK CORP | 21,500 | $2.876M | 0.2% | $133.77 * | $110.89 | +2.3% | COM | 494368103 |
| VIRT | VIRTU FINL INC | 103,200 | $2.851M | 0.2% | $27.63 | $27.58 | +0.2% | CL A | 928254101 |
| SBNY | SIGNATURE BK NEW YORK N Y | 11,500 | $2.825M | 0.2% | $245.65 | $235.13 | — | COM | 82669G104 |
| NUS | NU SKIN ENTERPRISES INC | 49,600 | $2.81M | 0.2% | $56.65 * | $45.87 | +5.1% | CL A | 67018T105 |
| DLTR | DOLLAR TREE INC | 28,100 | $2.796M | 0.2% | $99.50 | $107.47 | -7.4% | COM | 256746108 |
| AOSL | ALPHA & OMEGA SEMICONDUCTOR LT SHS | 90,200 | $2.741M | 0.2% | $30.39 | $32.84 | -7.5% | SHS | G6331P104 |
| CLX | CLOROX CO DEL | 15,200 | $2.735M | 0.2% | $179.93 * | $164.88 | -5.8% | COM | 189054109 |
| GOGO | GOGO INC | 234,000 | $2.663M | 0.1% | $11.38 | $11.87 | -4.1% | COM NEW | 38046C109 |
| TBHC | KIRKLANDS INC | 112,700 | $2.579M | 0.1% | $22.88 * | $24.96 | +7.7% | COM | 497498105 |
| HOLX | HOLOGIC INC | 38,200 | $2.549M | 0.1% | $66.73 | $75.75 | -11.9% | COM | 436440101 |
| GPN | GLOBAL PMTS INC | 13,500 | $2.532M | 0.1% | $187.56 * | $167.88 | +7.2% | COM | 37940X102 |
| AQN | ALGONQUIN PWR UTILS CORP | 168,964 | $2.514M | 0.1% | $14.88 * | $5.58 | +110.1% | COM | 015857105 |
| — | HARBORONE BANCORP INC NEW | 175,000 | $2.51M | 0.1% | $14.34 | $11.50 | — | COM NEW | 41165Y100 |
| RYAM | RAYONIER ADVANCED MATLS INC | 367,959 | $2.462M | 0.1% | $6.69 | $8.60 | -22.2% | COM | 75508B104 |
| STKL | SUNOPTA INC | 188,200 | $2.304M | 0.1% | $12.24 * | $14.32 | -8.8% | COM | 8676EP108 |
| — | COVETRUS INC | 85,200 | $2.3M | 0.1% | $27.00 | $29.96 | — | COM | 22304C100 |
| XYZ | SQUARE INC | 9,000 | $2.194M | 0.1% | $243.78 | $70.10 | +247.8% | CL A | 852234103 |
| WBS | WEBSTER FINL CORP CONN | 40,000 | $2.134M | 0.1% | $53.35 | $40.68 | +31.1% | COM | 947890109 |
| — | LUMBER LIQUIDATORS HLDGS INC COM | 100,345 | $2.117M | 0.1% | $21.10 | $25.12 | — | COM | 55003T107 |
| NWE | NORTHWESTERN CORP | 34,698 | $2.09M | 0.1% | $60.23 * | $33.47 | +46.1% | COM NEW | 668074305 |
| — | VOXX INTL CORP | 149,000 | $2.087M | 0.1% | $14.01 | $19.06 | — | CL A | 91829F104 |
| — | VIRNETX HLDG CORP | 466,100 | $1.99M | 0.1% | $4.27 | $5.57 | — | COM | 92823T108 |
| — | INFRA AND ENERGY ALTRNTIVE INC COM | 143,000 | $1.839M | 0.1% | $12.86 | $16.30 | — | COM | 45686J104 |
| PPL | PPL CORP | 61,719 | $1.726M | 0.1% | $27.97 * | $19.77 | +20.2% | COM | 69351T106 |
| SHBI | SHORE BANCSHARES INC | 100,000 | $1.675M | 0.1% | $16.75 | $15.93 | +5.1% | COM | 825107105 |
| AVA | AVISTA CORP | 35,972 | $1.535M | 0.1% | $42.67 * | $19.35 | +78.2% | COM | 05379B107 |
| — | FLUENT INC | 489,000 | $1.433M | 0.1% | $2.93 | $4.10 | — | COM | 34380C102 |
| UTL | UNITIL CORP | 23,498 | $1.245M | 0.1% | $52.98 | $33.02 | +60.4% | COM | 913259107 |
| MGEE | MGE ENERGY INC | 15,129 | $1.126M | 0.1% | $74.43 * | $30.41 | +122.1% | COM | 55277P104 |
| — | BROOKLINE BANCORP INC DEL | 65,000 | $972K | 0.1% | $14.95 | $11.51 | — | COM | 11373M107 |
| SOFI | SOFI TECHNOLOGIES INC | 46,000 | $882K | 0.0% | $19.17 | $18.54 | +3.4% | COM | 83406F102 |
| — | PCSB FINL CORP | 45,000 | $818K | 0.0% | $18.18 | $18.18 | — | COM | 69324R104 |
| — | PAYSAFE LIMITED | 52,000 | $630K | 0.0% | $12.12 | $13.51 | — | ORD | G6964L107 |
| TRV | TRAVELERS COMPANIES INC | 4,150 | $621K | 0.0% | $149.64 * | $102.46 | +33.6% | COM | 89417E109 |
| RGCO | RGC RES INC | 22,254 | $561K | 0.0% | $25.21 | $15.34 | +64.3% | COM | 74955L103 |
| ETR | ENTERGY CORP NEW | 4,960 | $495K | 0.0% | $99.80 * | $23.11 | +82.8% | COM | 29364G103 |
| WNEB | WESTERN NEW ENG BANCORP INC | 60,000 | $489K | 0.0% | $8.15 * | $7.13 | -1.1% | COM | 958892101 |
| SCHW | SCHWAB CHARLES CORP | 6,000 | $437K | 0.0% | $72.83 * | $39.70 | +72.8% | COM | 808513105 |
| SLQT | SELECTQUOTE INC | 22,000 | $424K | 0.0% | $19.27 | $24.86 | -22.5% | COM | 816307300 |
| OGN | ORGANON & CO | 10,450 | $316K | 0.0% | $30.24 * | $26.93 | -8.1% | COMMON STOCK | 68622V106 |
| — | CONTEXTLOGIC INC | 16,843 | $222K | 0.0% | $13.18 | $13.18 | — | COM CL A | 21077C107 |
| LPL | LG DISPLAY CO LTD | 12,507 | $134K | 0.0% | $10.71 | $9.99 | +7.0% | SPONS ADR REP | 50186V102 |
| — | QIWI PLC | 12,275 | $131K | 0.0% | $10.67 | $10.64 | — | SPON ADR REP B | 74735M108 |
| CNDT | CONDUENT INC | 17,433 | $131K | 0.0% | $7.51 | $5.70 | +31.6% | COM | 206787103 |
| DAKT | DAKTRONICS INC | 19,579 | $129K | 0.0% | $6.59 | $5.65 | +16.5% | COM | 234264109 |
| — | CELESTICA INC | 15,702 | $123K | 0.0% | $7.83 | $7.83 | — | SUB VTG SHS | 15101Q108 |