Location: Novato, CA
CIK: 0001145255 · Show all filings
Period: Q3 2021 (← Previous) (Next →)
Filing Date: Oct 12, 2021
Total Value: $1.676B (100.0% shares, 0.0% debt)
| Ticker | Issuer | Shares | Value | % | Share Price | Est. Cost/Share | Unrealized @ Report Date | Class | CUSIP |
|---|---|---|---|---|---|---|---|---|---|
| LNG | CHENIERE ENERGY INC | 262,217 | $25.61M | 1.5% | $97.67 | $41.86 | +133.3% | COM NEW | 16411R208 |
| KMI | KINDER MORGAN INC DEL | 1,507,101 | $25.21M | 1.5% | $16.73 * | $15.72 | -16.5% | COM | 49456B101 |
| ATO | ATMOS ENERGY CORP | 285,286 | $25.16M | 1.5% | $88.20 * | $43.33 | +83.0% | COM | 049560105 |
| ENB | ENBRIDGE INC | 631,765 | $25.14M | 1.5% | $39.80 * | $23.83 | +26.7% | COM | 29250N105 |
| BRK/A | BERKSHIRE HATHAWAY INC - CL A | 61 | $25.09M | 1.5% | $411377.05 | $307393.60 | +33.8% | CL A | 084670108 |
| SO | SOUTHERN CO | 402,200 | $24.92M | 1.5% | $61.97 * | $34.76 | +52.1% | COM | 842587107 |
| SRE | SEMPRA | 196,940 | $24.91M | 1.5% | $126.50 * | $30.45 | +81.7% | COM | 816851109 |
| WEC | WEC ENERGY GROUP INC | 282,040 | $24.88M | 1.5% | $88.20 * | $37.85 | +101.5% | COM | 92939U106 |
| D | DOMINION ENERGY INC | 339,477 | $24.79M | 1.5% | $73.02 * | $40.22 | +49.5% | COM | 25746U109 |
| NGG | NATIONAL GRID PLC | 408,444 | $24.36M | 1.5% | $59.63 | $68.20 | -12.6% | SPON ADR NEW | 636274409 |
| — | VISTA OUTDOOR INC | 548,300 | $22.1M | 1.3% | $40.31 | $24.55 | — | COM | 928377100 |
| PWR | QUANTA SVCS INC | 188,600 | $21.47M | 1.3% | $113.82 | $67.02 | +68.6% | COM | 74762E102 |
| WSM | WILLIAMS SONOMA INC | 109,900 | $19.49M | 1.2% | $177.33 * | $30.39 | +168.3% | COM | 969904101 |
| LPLA | LPL FINL HLDGS INC | 113,000 | $17.71M | 1.1% | $156.76 | $81.51 | +92.3% | COM | 50212V100 |
| JEF | JEFFERIES FINL GROUP INC | 472,700 | $17.55M | 1.0% | $37.13 * | $17.89 | +73.2% | COM | 47233W109 |
| BJ | BJS WHSL CLUB HLDGS INC | 296,200 | $16.27M | 1.0% | $54.92 | $40.26 | +36.4% | COM | 05550J101 |
| VMI | VALMONT INDS INC | 69,003 | $16.22M | 1.0% | $235.12 | $155.73 | +51.0% | COM | 920253101 |
| DUK | DUKE ENERGY CORP NEW | 162,487 | $15.86M | 0.9% | $97.59 * | $52.78 | +56.5% | COM | 26441C204 |
| CNP | CENTERPOINT ENERGY INC | 643,628 | $15.83M | 0.9% | $24.60 * | $18.19 | +21.2% | COM | 15189T107 |
| PCG | PG&E CORP | 1,564,649 | $15.02M | 0.9% | $9.60 | $16.84 | -43.6% | COM | 69331C108 |
| LKQ | LKQ CORP | 297,700 | $14.98M | 0.9% | $50.32 * | $30.70 | +47.1% | COM | 501889208 |
| ACH | OWENS & MINOR INC NEW | 469,100 | $14.68M | 0.9% | $31.29 | $26.47 | +18.2% | COM | 690732102 |
| NI | NISOURCE INC | 592,581 | $14.36M | 0.9% | $24.23 * | $11.61 | +80.9% | COM | 65473P105 |
| PEG | PUBLIC SVC ENTERPRISE GRP INC COM | 234,190 | $14.26M | 0.9% | $60.90 * | $26.65 | +98.2% | COM | 744573106 |
| ED | CONSOLIDATED EDISON INC | 192,536 | $13.98M | 0.8% | $72.59 * | $41.06 | +52.4% | COM | 209115104 |
| MAT | MATTEL INC | 748,000 | $13.88M | 0.8% | $18.56 | $14.73 | +26.0% | COM | 577081102 |
| LAD | LITHIA MTRS INC | 43,600 | $13.82M | 0.8% | $317.04 | $176.12 | +80.0% | CL A | 536797103 |
| CSCO | CISCO SYS INC | 253,100 | $13.78M | 0.8% | $54.43 * | $32.60 | +46.5% | COM | 17275R102 |
| — | COLFAX CORP | 299,400 | $13.74M | 0.8% | $45.90 | $35.15 | — | COM | 194014106 |
| SNBR | SLEEP NUMBER CORP | 146,800 | $13.72M | 0.8% | $93.48 * | $69.37 | +43.1% | COM | 83125X103 |
| AVNT | AVIENT CORPORATION | 295,200 | $13.68M | 0.8% | $46.35 * | $31.09 | +33.8% | COM | 05368V106 |
| CMS | CMS ENERGY CORP | 228,098 | $13.62M | 0.8% | $59.73 * | $22.36 | +134.1% | COM | 125896100 |
| CMC | COMMERCIAL METALS CO | 443,800 | $13.52M | 0.8% | $30.46 * | $19.23 | +49.0% | COM | 201723103 |
| ARW | ARROW ELECTRS INC | 113,061 | $12.7M | 0.8% | $112.29 | $88.50 | +26.9% | COM | 042735100 |
| SEE | SEALED AIR CORP NEW | 226,400 | $12.4M | 0.7% | $54.79 * | $39.33 | +28.1% | COM | 81211K100 |
| MDRX | ALLSCRIPTS HEALTHCARE SOLUTNS COM | 890,600 | $11.91M | 0.7% | $13.37 | $12.10 | +10.5% | COM | 01988P108 |
| — | BERRY GLOBAL GROUP INC | 189,000 | $11.51M | 0.7% | $60.88 | $56.19 | — | COM | 08579W103 |
| MRK | MERCK & CO INC | 151,350 | $11.37M | 0.7% | $75.11 * | $60.91 | +8.0% | COM | 58933Y105 |
| CNXC | CONCENTRIX CORP | 62,700 | $11.1M | 0.7% | $177.00 * | $90.48 | +81.2% | COM | 20602D101 |
| WTRG | ESSENTIAL UTILS INC | 238,300 | $10.98M | 0.7% | $46.08 | $45.15 | +2.1% | COM | 29670G102 |
| VZ | VERIZON COMMUNICATIONS INC | 202,400 | $10.93M | 0.7% | $54.01 * | $32.06 | +29.0% | COM | 92343V104 |
| JPM | JPMORGAN CHASE & CO. | 65,200 | $10.67M | 0.6% | $163.70 * | $85.72 | +70.9% | COM | 46625H100 |
| TKR | TIMKEN CO | 157,700 | $10.32M | 0.6% | $65.42 | $68.10 | -3.9% | COM | 887389104 |
| BIGGQ | BIG LOTS INC | 232,300 | $10.07M | 0.6% | $43.36 * | $45.63 | -12.4% | COM | 089302103 |
| XEL | XCEL ENERGY INC | 160,399 | $10.03M | 0.6% | $62.50 * | $21.87 | +149.0% | COM | 98389B100 |
| — | RENEWABLE ENERGY GROUP INC | 199,000 | $9.99M | 0.6% | $50.20 | $70.45 | — | COM NEW | 75972A301 |
| CASY | CASEYS GEN STORES INC | 51,600 | $9.724M | 0.6% | $188.45 * | $175.67 | +4.5% | COM | 147528103 |
| IBM | INTERNATIONAL BUSINESS MACHS COM | 69,950 | $9.718M | 0.6% | $138.93 * | $95.80 | +16.8% | COM | 459200101 |
| CVX | CHEVRON CORP NEW | 91,875 | $9.321M | 0.6% | $101.45 * | $71.85 | +18.8% | COM | 166764100 |
| HD | HOME DEPOT INC | 28,000 | $9.191M | 0.5% | $328.25 * | $244.44 | +20.9% | COM | 437076102 |
| KR | KROGER CO | 223,200 | $9.024M | 0.5% | $40.43 * | $30.80 | +19.8% | COM | 501044101 |
| KBH | KB HOME | 231,700 | $9.018M | 0.5% | $38.92 * | $31.08 | +16.7% | COM | 48666K109 |
| KO | COCA COLA CO | 171,150 | $8.98M | 0.5% | $52.47 * | $32.63 | +41.6% | COM | 191216100 |
| DTE | DTE ENERGY CO | 77,504 | $8.658M | 0.5% | $111.71 * | $47.93 | +102.5% | COM | 233331107 |
| DAC | DANAOS CORPORATION | 105,303 | $8.624M | 0.5% | $81.90 * | $31.60 | +122.2% | SHS | Y1968P121 |
| — | MAXAR TECHNOLOGIES INC | 301,300 | $8.533M | 0.5% | $28.32 | $38.59 | — | COM | 57778K105 |
| DOW | DOW INC | 148,150 | $8.528M | 0.5% | $57.56 * | $38.89 | +16.4% | COM | 260557103 |
| OGS | ONE GAS INC | 133,375 | $8.452M | 0.5% | $63.37 | $41.00 | +54.6% | COM | 68235P108 |
| FTS | FORTIS INC | 186,876 | $8.284M | 0.5% | $44.33 * | $22.21 | +69.2% | COM | 349553107 |
| MTH | MERITAGE HOMES CORP | 85,100 | $8.255M | 0.5% | $97.00 * | $34.31 | +41.4% | COM | 59001A102 |
| PM | PHILIP MORRIS INTL INC | 86,100 | $8.161M | 0.5% | $94.79 * | $61.43 | +25.8% | COM | 718172109 |
| SWX | SOUTHWEST GAS HLDGS INC | 121,217 | $8.107M | 0.5% | $66.88 | $55.10 | +21.4% | COM | 844895102 |
| C | CITIGROUP INC | 109,400 | $7.678M | 0.5% | $70.18 * | $52.04 | +15.4% | COM NEW | 172967424 |
| HIFS | HINGHAM INSTN SVGS MASS | 22,500 | $7.576M | 0.5% | $336.71 * | $147.62 | +116.5% | COM | 433323102 |
| — | BED BATH & BEYOND INC | 432,600 | $7.473M | 0.4% | $17.27 | $18.35 | — | COM | 075896100 |
| ABBV | ABBVIE INC | 67,400 | $7.27M | 0.4% | $107.86 * | $69.09 | +33.0% | COM | 00287Y109 |
| EXC | EXELON CORP | 149,031 | $7.204M | 0.4% | $48.34 * | $15.78 | +88.0% | COM | 30161N101 |
| CNOB | CONNECTONE BANCORP INC | 236,000 | $7.082M | 0.4% | $30.01 * | $21.46 | +22.7% | COM | 20786W107 |
| MMM | 3M CO | 39,550 | $6.938M | 0.4% | $175.42 * | $115.18 | +8.4% | COM | 88579Y101 |
| NFG | NATIONAL FUEL GAS CO | 131,924 | $6.929M | 0.4% | $52.52 | $62.15 | -15.5% | COM | 636180101 |
| FFIC | FLUSHING FINL CORP | 305,000 | $6.893M | 0.4% | $22.60 * | $17.51 | -1.3% | COM | 343873105 |
| HPQ | HP INC | 248,200 | $6.791M | 0.4% | $27.36 * | $23.33 | +0.9% | COM | 40434L105 |
| WSFS | WSFS FINL CORP | 132,000 | $6.773M | 0.4% | $51.31 | $49.04 | +4.6% | COM | 929328102 |
| FBP | FIRST BANCORP P R | 515,000 | $6.772M | 0.4% | $13.15 * | $5.26 | +117.1% | COM NEW | 318672706 |
| ES | EVERSOURCE ENERGY | 82,675 | $6.76M | 0.4% | $81.77 * | $43.25 | +59.5% | COM | 30040W108 |
| BFH | ALLIANCE DATA SYSTEMS CORP | 67,000 | $6.76M | 0.4% | $100.90 * | $49.69 | +49.5% | COM | 018581108 |
| SNX | SYNNEX CORP | 63,969 | $6.659M | 0.4% | $104.10 * | $56.45 | +73.7% | COM | 87162W100 |
| BANR | BANNER CORP | 120,000 | $6.625M | 0.4% | $55.21 * | $46.07 | +3.0% | COM NEW | 06652V208 |
| — | LAKELAND BANCORP INC | 375,000 | $6.611M | 0.4% | $17.63 | $15.94 | — | COM | 511637100 |
| — | CIT GROUP INC | 126,000 | $6.546M | 0.4% | $51.95 | $21.24 | — | COM NEW | 125581801 |
| INTC | INTEL CORP | 119,903 | $6.388M | 0.4% | $53.28 * | $48.49 | +1.2% | COM | 458140100 |
| — | AVANGRID INC | 131,000 | $6.367M | 0.4% | $48.60 | $50.25 | — | COM | 05351W103 |
| NJR | NEW JERSEY RES CORP | 180,934 | $6.298M | 0.4% | $34.81 * | $20.93 | +42.3% | COM | 646025106 |
| HTB | HOMETRUST BANCSHARES INC | 223,000 | $6.24M | 0.4% | $27.98 | $22.74 | +23.1% | COM | 437872104 |
| — | FIRST MIDWEST BANCORP DEL | 325,000 | $6.178M | 0.4% | $19.01 | $19.54 | — | COM | 320867104 |
| HWC | HANCOCK WHITNEY CORPORATION | 130,000 | $6.126M | 0.4% | $47.12 | $20.34 | +131.7% | COM | 410120109 |
| PBR | PETROLEO BRASILEIRO SA PETROBR SPONSORED ADR | 586,600 | $6.065M | 0.4% | $10.34 | $9.55 | +8.3% | SPONSORED ADR | 71654V408 |
| TCBI | TEXAS CAP BANCSHARES INC | 101,000 | $6.062M | 0.4% | $60.02 | $54.37 | +10.4% | COM | 88224Q107 |
| COP | CONOCOPHILLIPS | 87,100 | $5.903M | 0.4% | $67.77 * | $44.04 | +31.7% | COM | 20825C104 |
| UGI | UGI CORP NEW | 138,152 | $5.888M | 0.4% | $42.62 | $48.01 | -11.2% | COM | 902681105 |
| CNQ | CANADIAN NAT RES LTD | 160,600 | $5.868M | 0.4% | $36.54 * | $10.82 | +36.3% | COM | 136385101 |
| PFE | PFIZER INC | 136,000 | $5.849M | 0.3% | $43.01 * | $18.82 | +84.4% | COM | 717081103 |
| HOV | HOVNANIAN ENTERPRISES INC | 59,900 | $5.774M | 0.3% | $96.39 | $65.09 | +48.1% | CL A NEW | 442487401 |
| MDU | MDU RES GROUP INC | 191,207 | $5.673M | 0.3% | $29.67 * | $7.75 | +28.7% | COM | 552690109 |
| SR | SPIRE INC | 91,991 | $5.628M | 0.3% | $61.18 | $70.21 | — | COM | 84857L101 |
| WTFC | WINTRUST FINL CORP | 70,000 | $5.626M | 0.3% | $80.37 | $57.10 | +40.8% | COM | 97650W108 |
| CVS | CVS HEALTH CORP | 66,100 | $5.609M | 0.3% | $84.86 * | $56.14 | +31.1% | COM | 126650100 |
| BK | BANK NEW YORK MELLON CORP | 104,900 | $5.438M | 0.3% | $51.84 * | $35.49 | +29.1% | COM | 064058100 |
| UNFI | UNITED NAT FOODS INC | 110,800 | $5.365M | 0.3% | $48.42 | $27.85 | +73.8% | COM | 911163103 |
| — | SOUTH JERSEY INDS INC | 251,771 | $5.353M | 0.3% | $21.26 | $36.07 | — | COM | 838518108 |
| BKH | BLACK HILLS CORP | 85,247 | $5.35M | 0.3% | $62.76 * | $44.38 | +17.6% | COM | 092113109 |
| MCD | MCDONALDS CORP | 22,000 | $5.304M | 0.3% | $241.09 * | $191.26 | +14.4% | COM | 580135101 |
| RTX | RAYTHEON TECHNOLOGIES CORP | 61,600 | $5.295M | 0.3% | $85.96 * | $65.24 | +19.6% | COM | 75513E101 |
| PEP | PEPSICO INC | 35,100 | $5.279M | 0.3% | $150.40 * | $93.43 | +41.1% | COM | 713448108 |
| BCE | BCE INC | 105,400 | $5.276M | 0.3% | $50.06 * | $31.47 | +18.0% | COM NEW | 05534B760 |
| RY | ROYAL BK CDA | 52,800 | $5.253M | 0.3% | $99.49 | $66.15 | +50.4% | COM | 780087102 |
| SIG | SIGNET JEWELERS LIMITED | 66,100 | $5.219M | 0.3% | $78.96 * | $44.48 | +68.6% | SHS | G81276100 |
| — | GLAXOSMITHKLINE PLC | 135,800 | $5.189M | 0.3% | $38.21 | $40.20 | — | SPONSORED ADR | 37733W105 |
| UPS | UNITED PARCEL SERVICE INC | 28,400 | $5.172M | 0.3% | $182.11 * | $77.90 | +93.3% | CL B | 911312106 |
| PG | PROCTER AND GAMBLE CO | 36,900 | $5.159M | 0.3% | $139.81 * | $115.68 | +8.6% | COM | 742718109 |
| GILD | GILEAD SCIENCES INC | 73,400 | $5.127M | 0.3% | $69.85 * | $57.36 | +3.7% | COM | 375558103 |
| — | PACWEST BANCORP DEL | 113,000 | $5.121M | 0.3% | $45.32 | $25.40 | — | COM | 695263103 |
| TXN | TEXAS INSTRS INC | 26,533 | $5.1M | 0.3% | $192.21 * | $85.38 | +98.7% | COM | 882508104 |
| BP | BP PLC | 186,400 | $5.094M | 0.3% | $27.33 | $31.25 | -12.5% | SPONSORED ADR | 055622104 |
| AEE | AMEREN CORP | 62,840 | $5.09M | 0.3% | $81.00 * | $27.01 | +164.3% | COM | 023608102 |
| — | NEW YORK CMNTY BANCORP INC | 390,000 | $5.019M | 0.3% | $12.87 | $11.25 | — | COM | 649445103 |
| LEU | CENTRUS ENERGY CORP | 129,700 | $5.014M | 0.3% | $38.66 | $23.95 | +61.4% | CL A | 15643U104 |
| GO | GROCERY OUTLET HLDG CORP | 231,200 | $4.987M | 0.3% | $21.57 | $40.37 | -46.6% | COM | 39874R101 |
| — | ROYAL DUTCH SHELL PLC | 111,700 | $4.978M | 0.3% | $44.57 | $35.66 | — | SPON ADR B | 780259206 |
| MDLZ | MONDELEZ INTL INC | 85,400 | $4.969M | 0.3% | $58.19 * | $49.78 | +4.7% | CL A | 609207105 |
| TD | TORONTO DOMINION BK ONT | 74,600 | $4.935M | 0.3% | $66.15 | $46.73 | +41.6% | COM NEW | 891160509 |
| — | CADENCE BANCORPORATION | 220,000 | $4.831M | 0.3% | $21.96 | $16.88 | — | CL A | 12739A100 |
| XOM | EXXON MOBIL CORP | 81,210 | $4.777M | 0.3% | $58.82 * | $52.39 | -3.9% | COM | 30231G102 |
| — | TOTALENERGIES SE | 99,500 | $4.769M | 0.3% | $47.93 | $47.78 | — | SPONSORED ADS | 89151E109 |
| MYRG | MYR GROUP INC DEL | 47,900 | $4.766M | 0.3% | $99.50 | $63.27 | +57.3% | COM | 55405W104 |
| MET | METLIFE INC | 77,100 | $4.759M | 0.3% | $61.73 * | $35.04 | +54.8% | COM | 59156R108 |
| — | UNILEVER PLC | 87,000 | $4.717M | 0.3% | $54.22 | $55.59 | — | SPON ADR NEW | 904767704 |
| AMGN | AMGEN INC | 22,150 | $4.71M | 0.3% | $212.64 * | $155.23 | +19.7% | COM | 031162100 |
| SU | SUNCOR ENERGY INC NEW | 226,400 | $4.696M | 0.3% | $20.74 * | $19.47 | -10.1% | COM | 867224107 |
| MO | ALTRIA GROUP INC | 102,900 | $4.684M | 0.3% | $45.52 * | $31.21 | +4.1% | COM | 02209S103 |
| AN | AUTONATION INC | 38,400 | $4.676M | 0.3% | $121.77 | $80.15 | +51.9% | COM | 05329W102 |
| KRNY | KEARNY FINL CORP MD | 375,000 | $4.661M | 0.3% | $12.43 | $11.73 | +5.9% | COM | 48716P108 |
| JNJ | JOHNSON & JOHNSON | 28,800 | $4.651M | 0.3% | $161.49 * | $140.78 | +1.4% | COM | 478160104 |
| — | BIG 5 SPORTING GOODS CORP | 201,300 | $4.638M | 0.3% | $23.04 | $15.70 | — | COM | 08915P101 |
| CL | COLGATE PALMOLIVE CO | 60,600 | $4.58M | 0.3% | $75.58 * | $69.98 | -2.4% | COM | 194162103 |
| NEM | NEWMONT CORP | 83,800 | $4.55M | 0.3% | $54.30 * | $51.26 | -7.1% | COM | 651639106 |
| KHC | KRAFT HEINZ CO | 123,500 | $4.547M | 0.3% | $36.82 * | $32.25 | -6.7% | COM | 500754106 |
| BTI | BRITISH AMERN TOB PLC | 127,900 | $4.512M | 0.3% | $35.28 | $37.65 | -6.3% | SPONSORED ADR | 110448107 |
| T | AT&T INC | 163,060 | $4.404M | 0.3% | $27.01 * | $14.94 | +4.6% | COM | 00206R102 |
| BMY | BRISTOL-MYERS SQUIBB CO | 74,300 | $4.396M | 0.3% | $59.17 * | $47.23 | +5.2% | COM | 110122108 |
| INDB | INDEPENDENT BK CORP MASS | 57,500 | $4.379M | 0.3% | $76.16 * | $52.46 | +25.2% | COM | 453836108 |
| — | WALGREENS BOOTS ALLIANCE INC COM | 91,450 | $4.303M | 0.3% | $47.05 | $49.67 | — | COM | 931427108 |
| MFC | MANULIFE FINL CORP | 222,700 | $4.285M | 0.3% | $19.24 | $19.92 | -3.4% | COM | 56501R106 |
| GLW | CORNING INC | 116,100 | $4.236M | 0.3% | $36.49 * | $33.60 | -3.6% | COM | 219350105 |
| TROX | TRONOX HOLDINGS PLC | 165,900 | $4.089M | 0.2% | $24.65 | $17.46 | +41.2% | SHS | G9087Q102 |
| — | SYNOVUS FINL CORP | 93,000 | $4.082M | 0.2% | $43.89 | $20.53 | — | COM NEW | 87161C501 |
| GOGO | GOGO INC | 226,500 | $3.918M | 0.2% | $17.30 | $11.87 | +45.7% | COM NEW | 38046C109 |
| AZO | AUTOZONE INC | 2,300 | $3.905M | 0.2% | $1697.83 | $1064.59 | +59.5% | COM | 053332102 |
| ASB | ASSOCIATED BANC CORP | 180,000 | $3.856M | 0.2% | $21.42 * | $15.11 | +19.7% | COM | 045487105 |
| HCA | HCA HEALTHCARE INC | 15,700 | $3.811M | 0.2% | $242.74 * | $79.38 | +194.8% | COM | 40412C101 |
| — | INTERPUBLIC GROUP COS INC | 103,400 | $3.792M | 0.2% | $36.67 * | $22.09 | +41.4% | COM | 460690100 |
| ORCL | ORACLE CORP | 43,439 | $3.785M | 0.2% | $87.13 * | $47.98 | +71.4% | COM | 68389X105 |
| CPK | CHESAPEAKE UTILS CORP | 30,958 | $3.717M | 0.2% | $120.07 * | $35.45 | +211.5% | COM | 165303108 |
| CENX | CENTURY ALUM CO | 273,100 | $3.673M | 0.2% | $13.45 | $14.25 | -5.6% | COM | 156431108 |
| ORLY | OREILLY AUTOMOTIVE INC | 6,000 | $3.666M | 0.2% | $611.00 * | $31.14 | +30.8% | COM | 67103H107 |
| — | MERIDIAN BANCORP INC MD | 176,000 | $3.654M | 0.2% | $20.76 | $14.44 | — | COM | 58958U103 |
| REGN | REGENERON PHARMACEUTICALS | 6,000 | $3.631M | 0.2% | $605.17 | $484.51 | +24.2% | COM | 75886F107 |
| BXC | BLUELINX HLDGS INC | 73,900 | $3.612M | 0.2% | $48.88 | $38.87 | +25.8% | COM NEW | 09624H208 |
| KKR | KKR & CO INC | 59,300 | $3.61M | 0.2% | $60.88 * | $43.07 | +36.3% | COM | 48251W104 |
| MOH | MOLINA HEALTHCARE INC | 13,300 | $3.608M | 0.2% | $271.28 | $222.99 | +21.7% | COM | 60855R100 |
| — | HIBBETT INC | 50,700 | $3.587M | 0.2% | $70.75 | $68.89 | — | COM | 428567101 |
| CYH | COMMUNITY HEALTH SYS INC NEW COM | 305,200 | $3.571M | 0.2% | $11.70 | $9.82 | +19.1% | COM | 203668108 |
| — | TELLURIAN INC NEW | 908,690 | $3.553M | 0.2% | $3.91 | $7.16 | — | COM | 87968A104 |
| BAC | BK OF AMERICA CORP | 83,000 | $3.523M | 0.2% | $42.45 * | $16.91 | +125.7% | COM | 060505104 |
| GEN | NORTONLIFELOCK INC. | 138,500 | $3.504M | 0.2% | $25.30 * | $19.01 | +21.8% | COM | 668771108 |
| CTRN | CITI TRENDS INC | 47,800 | $3.487M | 0.2% | $72.95 | $71.25 | +2.4% | COM | 17306X102 |
| LOW | LOWES COS INC | 16,900 | $3.428M | 0.2% | $202.84 * | $157.37 | +18.8% | COM | 548661107 |
| COF | CAPITAL ONE FINL CORP | 21,000 | $3.401M | 0.2% | $161.95 * | $78.27 | +91.7% | COM | 14040H105 |
| DGX | QUEST DIAGNOSTICS INC | 23,400 | $3.4M | 0.2% | $145.30 * | $112.25 | +19.0% | COM | 74834L100 |
| BBT | BERKSHIRE HILLS BANCORP INC | 126,000 | $3.399M | 0.2% | $26.98 * | $16.13 | +47.3% | COM | 084680107 |
| GS | GOLDMAN SACHS GROUP INC | 8,900 | $3.364M | 0.2% | $377.98 * | $180.82 | +87.9% | COM | 38141G104 |
| TGT | TARGET CORP | 14,700 | $3.363M | 0.2% | $228.78 * | $55.60 | +261.8% | COM | 87612E106 |
| MS | MORGAN STANLEY | 34,500 | $3.357M | 0.2% | $97.30 * | $65.58 | +28.6% | COM NEW | 617446448 |
| NWN | NORTHWEST NAT HLDG CO | 72,703 | $3.344M | 0.2% | $46.00 | $66.85 | -31.2% | COM | 66765N105 |
| EBAY | EBAY INC. | 47,900 | $3.337M | 0.2% | $69.67 * | $33.05 | +94.8% | COM | 278642103 |
| TITN | TITAN MACHY INC | 127,400 | $3.301M | 0.2% | $25.91 | $24.07 | +7.6% | COM | 88830R101 |
| TROW | PRICE T ROWE GROUP INC | 16,700 | $3.285M | 0.2% | $196.71 * | $74.59 | +118.7% | COM | 74144T108 |
| HZO | MARINEMAX INC | 67,100 | $3.256M | 0.2% | $48.52 | $47.17 | +2.9% | COM | 567908108 |
| WFC | WELLS FARGO CO NEW | 69,500 | $3.225M | 0.2% | $46.40 * | $37.23 | +12.2% | COM | 949746101 |
| AMP | AMERIPRISE FINL INC | 12,200 | $3.222M | 0.2% | $264.10 * | $201.66 | +23.0% | COM | 03076C106 |
| ALL | ALLSTATE CORP | 25,300 | $3.221M | 0.2% | $127.31 * | $97.97 | +17.1% | COM | 020002101 |
| AAPL | APPLE INC | 22,397 | $3.169M | 0.2% | $141.49 * | $97.17 | +42.4% | COM | 037833100 |
| UNH | UNITEDHEALTH GROUP INC | 8,100 | $3.165M | 0.2% | $390.74 * | $320.85 | +13.5% | COM | 91324P102 |
| BX | BLACKSTONE INC | 27,000 | $3.141M | 0.2% | $116.33 * | $45.61 | +120.9% | COM CL A | 09260D107 |
| PAGP | PLAINS GP HLDGS L P | 291,255 | $3.138M | 0.2% | $10.77 | $32.40 | — | LTP PARTNR INT A | 72651A207 |
| BKU | BANKUNITED INC | 75,000 | $3.137M | 0.2% | $41.83 * | $23.10 | +55.5% | COM | 06652K103 |
| PYPL | PAYPAL HLDGS INC | 12,000 | $3.123M | 0.2% | $260.25 | $53.93 | +381.4% | COM | 70450Y103 |
| ALLY | ALLY FINL INC | 61,000 | $3.114M | 0.2% | $51.05 * | $43.80 | -0.0% | COM | 02005N100 |
| SGRY | SURGERY PARTNERS INC | 72,400 | $3.065M | 0.2% | $42.33 | $37.13 | +14.0% | COM | 86881A100 |
| YELLQ | YELLOW CORP | 537,400 | $3.036M | 0.2% | $5.65 * | $6.45 | -10.0% | COM | 985510106 |
| DG | DOLLAR GEN CORP NEW | 14,300 | $3.034M | 0.2% | $212.17 * | $184.68 | +7.1% | COM | 256677105 |
| MA | MASTERCARD INCORPORATED | 8,701 | $3.025M | 0.2% | $347.66 * | $156.48 | +116.8% | CL A | 57636Q104 |
| V | VISA INC | 13,500 | $3.007M | 0.2% | $222.74 * | $107.54 | +100.6% | COM CL A | 92826C839 |
| — | KELLOGG CO | 46,800 | $2.991M | 0.2% | $63.91 * | $47.09 | +9.9% | COM | 487836108 |
| EMR | EMERSON ELEC CO | 31,500 | $2.967M | 0.2% | $94.19 * | $47.62 | +81.2% | COM | 291011104 |
| DHI | D R HORTON INC | 35,100 | $2.947M | 0.2% | $83.96 * | $37.29 | +115.7% | COM | 23331A109 |
| UCTT | ULTRA CLEAN HLDGS INC | 69,000 | $2.939M | 0.2% | $42.59 | $46.05 | -7.5% | COM | 90385V107 |
| — | BLACKROCK INC | 3,500 | $2.935M | 0.2% | $838.57 | $838.57 | — | COM | 09247X101 |
| FLWS | 1 800 FLOWERS COM INC | 95,600 | $2.917M | 0.2% | $30.51 | $29.71 | +2.7% | CL A | 68243Q106 |
| TW | TRADEWEB MKTS INC | 36,000 | $2.908M | 0.2% | $80.78 | $60.74 | +33.0% | CL A | 892672106 |
| WMT | WALMART INC | 20,800 | $2.899M | 0.2% | $139.38 * | $36.02 | +21.9% | COM | 931142103 |
| WHR | WHIRLPOOL CORP | 14,200 | $2.895M | 0.2% | $203.87 | $199.20 | +2.3% | COM | 963320106 |
| TBCH | TURTLE BEACH CORP | 103,860 | $2.889M | 0.2% | $27.82 | $27.41 | +1.5% | COM NEW | 900450206 |
| SPWH | SPORTSMANS WHSE HLDGS INC | 162,500 | $2.86M | 0.2% | $17.60 | $6.24 | +182.3% | COM | 84920Y106 |
| OMC | OMNICOM GROUP INC | 39,300 | $2.848M | 0.2% | $72.47 * | $55.86 | +11.9% | COM | 681919106 |
| BBY | BEST BUY INC | 26,900 | $2.844M | 0.2% | $105.72 * | $48.19 | +80.5% | COM | 086516101 |
| MCO | MOODYS CORP | 8,000 | $2.841M | 0.2% | $355.13 * | $132.97 | +157.6% | COM | 615369105 |
| PGR | PROGRESSIVE CORP | 31,400 | $2.838M | 0.2% | $90.38 * | $49.61 | +63.2% | COM | 743315103 |
| — | MONEYGRAM INTL INC | 353,600 | $2.836M | 0.2% | $8.02 | $6.57 | — | COM NEW | 60935Y208 |
| LMT | LOCKHEED MARTIN CORP | 8,200 | $2.83M | 0.2% | $345.12 * | $300.42 | +2.3% | COM | 539830109 |
| BIIB | BIOGEN INC | 9,900 | $2.802M | 0.2% | $283.03 | $293.43 | -3.6% | COM | 09062X103 |
| KMB | KIMBERLY-CLARK CORP | 21,100 | $2.794M | 0.2% | $132.42 * | $110.89 | +2.0% | COM | 494368103 |
| SNA | SNAP ON INC | 13,300 | $2.779M | 0.2% | $208.95 * | $174.54 | +7.0% | COM | 833034101 |
| BAH | BOOZ ALLEN HAMILTON HLDG CORP CL A | 35,000 | $2.777M | 0.2% | $79.34 * | $76.36 | -4.4% | CL A | 099502106 |
| GRBK | GREEN BRICK PARTNERS INC | 135,200 | $2.774M | 0.2% | $20.52 | $21.31 | -3.7% | COM | 392709101 |
| PFSI | PENNYMAC FINL SVCS INC NEW | 45,300 | $2.769M | 0.2% | $61.13 * | $58.26 | -0.7% | COM | 70932M107 |
| HOLX | HOLOGIC INC | 37,500 | $2.768M | 0.2% | $73.81 | $75.75 | -2.6% | COM | 436440101 |
| HUM | HUMANA INC | 7,100 | $2.763M | 0.2% | $389.15 * | $382.33 | -2.3% | COM | 444859102 |
| PHM | PULTE GROUP INC | 59,900 | $2.751M | 0.2% | $45.93 * | $37.78 | +16.7% | COM | 745867101 |
| — | STERLING BANCORP DEL | 110,000 | $2.746M | 0.2% | $24.96 | $19.90 | — | COM | 85917A100 |
| AOSL | ALPHA & OMEGA SEMICONDUCTOR LT SHS | 87,400 | $2.742M | 0.2% | $31.37 | $32.84 | -4.5% | SHS | G6331P104 |
| HBAN | HUNTINGTON BANCSHARES INC | 173,000 | $2.675M | 0.2% | $15.46 * | $12.11 | +5.3% | COM | 446150104 |
| RYAM | RAYONIER ADVANCED MATLS INC | 356,259 | $2.672M | 0.2% | $7.50 | $8.60 | -12.8% | COM | 75508B104 |
| DLTR | DOLLAR TREE INC | 27,500 | $2.632M | 0.2% | $95.71 | $107.47 | -10.9% | COM | 256746108 |
| CAH | CARDINAL HEALTH INC | 52,400 | $2.592M | 0.2% | $49.47 * | $48.99 | -8.2% | COM | 14149Y108 |
| SBNY | SIGNATURE BK NEW YORK N Y | 9,500 | $2.587M | 0.2% | $272.32 | $235.13 | — | COM | 82669G104 |
| UNP | UNION PAC CORP | 13,100 | $2.568M | 0.2% | $196.03 * | $146.22 | +21.6% | COM | 907818108 |
| GPRO | GOPRO INC | 273,800 | $2.563M | 0.2% | $9.36 | $9.45 | -0.9% | CL A | 38268T103 |
| — | PACIFIC PREMIER BANCORP | 61,000 | $2.528M | 0.2% | $41.44 | $21.55 | — | COM | 69478X105 |
| AQN | ALGONQUIN PWR UTILS CORP | 170,764 | $2.503M | 0.1% | $14.66 * | $5.65 | +106.7% | COM | 015857105 |
| — | QURATE RETAIL INC | 243,412 | $2.48M | 0.1% | $10.19 | $11.81 | — | COM SER A | 74915M100 |
| CLX | CLOROX CO DEL | 14,900 | $2.468M | 0.1% | $165.64 * | $164.88 | -12.7% | COM | 189054109 |
| VIRT | VIRTU FINL INC | 99,900 | $2.441M | 0.1% | $24.43 | $27.58 | -11.4% | CL A | 928254101 |
| FMC | FMC CORP | 26,600 | $2.435M | 0.1% | $91.54 * | $94.85 | -16.3% | COM NEW | 302491303 |
| LE | LANDS END INC NEW | 101,100 | $2.38M | 0.1% | $23.54 | $29.33 | -19.7% | COM | 51509F105 |
| — | INVESTORS BANCORP INC NEW | 155,000 | $2.342M | 0.1% | $15.11 | $12.12 | — | COM | 46146L101 |
| — | HARBORONE BANCORP INC NEW | 160,000 | $2.246M | 0.1% | $14.04 | $11.50 | — | COM NEW | 41165Y100 |
| KEY | KEYCORP | 100,000 | $2.162M | 0.1% | $21.62 * | $16.22 | +7.6% | COM | 493267108 |
| TBHC | KIRKLANDS INC | 109,100 | $2.096M | 0.1% | $19.21 * | $24.96 | -20.9% | COM | 497498105 |
| XYZ | SQUARE INC | 8,500 | $2.039M | 0.1% | $239.88 | $70.10 | +242.1% | CL A | 852234103 |
| NWE | NORTHWESTERN CORP | 34,698 | $1.988M | 0.1% | $57.29 * | $33.47 | +40.4% | COM NEW | 668074305 |
| NUS | NU SKIN ENTERPRISES INC | 48,000 | $1.943M | 0.1% | $40.48 * | $45.87 | -24.3% | CL A | 67018T105 |
| EBC | EASTERN BANKSHARES INC | 95,000 | $1.929M | 0.1% | $20.31 * | $16.99 | +6.4% | COM | 27627N105 |
| SOFI | SOFI TECHNOLOGIES INC | 120,000 | $1.906M | 0.1% | $15.88 | $16.77 | -5.3% | COM | 83406F102 |
| — | LUMBER LIQUIDATORS HLDGS INC COM | 97,145 | $1.815M | 0.1% | $18.68 | $25.12 | — | COM | 55003T107 |
| — | VIRNETX HLDG CORP | 451,300 | $1.769M | 0.1% | $3.92 | $5.57 | — | COM | 92823T108 |
| PPL | PPL CORP | 61,719 | $1.721M | 0.1% | $27.88 * | $19.77 | +21.4% | COM | 69351T106 |
| WBS | WEBSTER FINL CORP CONN | 31,000 | $1.688M | 0.1% | $54.45 | $40.68 | +33.9% | COM | 947890109 |
| — | VOXX INTL CORP | 144,200 | $1.651M | 0.1% | $11.45 | $19.06 | — | CL A | 91829F104 |
| STKL | SUNOPTA INC | 182,200 | $1.627M | 0.1% | $8.93 * | $14.32 | -29.4% | COM | 8676EP108 |
| — | INFRA AND ENERGY ALTRNTIVE INC COM | 138,500 | $1.583M | 0.1% | $11.43 | $16.30 | — | COM | 45686J104 |
| — | COVETRUS INC | 82,500 | $1.497M | 0.1% | $18.15 | $29.96 | — | COM | 22304C100 |
| AVA | AVISTA CORP | 34,972 | $1.368M | 0.1% | $39.12 * | $19.35 | +65.0% | COM | 05379B107 |
| SHBI | SHORE BANCSHARES INC | 70,000 | $1.241M | 0.1% | $17.73 | $15.93 | +11.3% | COM | 825107105 |
| MGEE | MGE ENERGY INC | 15,129 | $1.112M | 0.1% | $73.50 * | $30.41 | +120.4% | COM | 55277P104 |
| — | FLUENT INC | 473,400 | $1.075M | 0.1% | $2.27 | $4.10 | — | COM | 34380C102 |
| UTL | UNITIL CORP | 23,598 | $1.01M | 0.1% | $42.80 | $33.02 | +29.6% | COM | 913259107 |
| WNEB | WESTERN NEW ENG BANCORP INC | 106,000 | $904K | 0.1% | $8.53 * | $7.19 | +3.2% | COM | 958892101 |
| RGCO | RGC RES INC | 22,254 | $504K | 0.0% | $22.65 | $15.34 | +46.7% | COM | 74955L103 |
| ETR | ENTERGY CORP NEW | 4,960 | $493K | 0.0% | $99.40 * | $23.11 | +83.7% | COM | 29364G103 |
| OGN | ORGANON & CO | 10,450 | $343K | 0.0% | $32.82 * | $26.93 | +0.4% | COMMON STOCK | 68622V106 |
| DAKT | DAKTRONICS INC | 23,922 | $130K | 0.0% | $5.43 | $5.71 | -4.8% | COM | 234264109 |
| ERIC | ERICSSON | 11,427 | $128K | 0.0% | $11.20 | $11.81 | -5.2% | ADR B SEK 10 | 294821608 |
| LPL | LG DISPLAY CO LTD | 15,739 | $125K | 0.0% | $7.94 | $9.83 | -19.1% | SPONS ADR REP | 50186V102 |
| — | QIWI PLC | 14,850 | $124K | 0.0% | $8.35 | $10.25 | — | SPON ADR REP B | 74735M108 |
| CNDT | CONDUENT INC | 18,839 | $124K | 0.0% | $6.58 | $5.79 | +13.9% | COM | 206787103 |
| NOK | NOKIA CORP | 22,230 | $121K | 0.0% | $5.44 | $5.81 | -6.1% | SPONSORED ADR | 654902204 |
| ASX | ASE TECHNOLOGY HLDG CO LTD | 14,922 | $117K | 0.0% | $7.84 | $8.69 | -9.7% | SPONSORED ADS | 00215W100 |
| MOMO | HELLO GROUP INC | 10,202 | $108K | 0.0% | $10.59 | $12.53 | -15.5% | ADS | 423403104 |