InvestorHennessy Advisors Inc
Portfolio Value $ 2,975,843,000
Current Positions342
Opened Positions5
Closed Positions119


Latest Holdings, Performance, AUM (from 13F, 13D)

Hennessy Advisors Inc has disclosed 342 total holdings in their latest SEC filings. Most recent portfolio value is calculated to be $ 2,975,843,000 USD. Actual Assets Under Management (AUM) is this value plus cash (which is not disclosed). Hennessy Advisors Inc's top holdings are National Grid Plc (NYSE:NGG) , Enbridge Inc. (NYSE:ENB) , Atmos Energy Corp. (NYSE:ATO) , Cheniere Energy, Inc. (AMEX:LNG) , and TransCanada Corp. (NYSE:TRP) . Hennessy Advisors Inc's new positions include Centene Corp. (NYSE:CNC) , Canadian Natural Resources Limited (NYSE:CNQ) , Amgen Inc. (NASDAQ:AMGN) , Carnival Corp. (NYSE:CCL) , and Comtech Telecommunications Corp. (NASDAQ:CMTL) .

All Hennessy Advisors Inc holdings are listed in the following tables. Data is sourced from 13D/13G, 13F, and N-Q filings. Green rows indicate new positions. Red rows indicate closed positions.

This form was filed on May 02, 2018. Click the link icon to see the full transaction history.

Reporting
Period
Form Security Imputed
Share Price
Prev
Shares
Current
Shares
Change
(Percent)
Prev Value
($1000)
Current Value
($1000)
Change
(Percent)
2018-03-31 13F-HR ALL / Allstate Corp. (The) 94.79 33,400 3,166
2018-03-31 13F-HR AMGN / Amgen Inc. 170.48 31,300 5,336
2018-03-31 13F-HR BOOT / Boot Barn Holdings, Inc. 17.73 233,600 4,142
2018-03-31 13F-HR CDNS / Cadence Design Systems, Inc. 36.81 9,210 339
2018-03-31 13F-HR ELY / Callaway Golf Company 16.36 253,900 4,154
2018-03-31 13F-HR CNQ / Canadian Natural Resources Limited 31.47 170,500 5,366
2018-03-31 13F-HR CG / The Carlyle Group L.P. 21.35 172,400 3,681
2018-03-31 13F-HR CCL / Carnival Corp. 65.58 81,300 5,332
2018-03-31 13F-HR CBZ / CBIZ, Inc. 18.25 221,000 4,033
2018-03-31 13F-HR CNHI / CNH Industrial N.V. 12.40 281,100 3,486
2018-03-31 13F-HR FIX / Comfort Systems USA, Inc. 41.26 34,030 1,404
2018-03-31 13F-HR CMTL / Comtech Telecommunications Corp. 29.89 169,600 5,069
2018-03-31 13F-HR CONN / Conn's, Inc. 34.00 127,700 4,342
2018-03-31 13F-HR CSTM / Constellium N.V. 10.85 325,100 3,527
2018-03-31 13F-HR CSGP / Costar Group, Inc. 362.57 3,660 1,327
2018-03-31 13F-HR COUP / Coupa Software Incorporated 45.61 28,110 1,282
2018-03-31 13F-HR CROX / Crocs, Inc. 16.25 294,900 4,792
2018-03-31 13F-HR FANG / Diamondback Energy, Inc. 126.52 8,710 1,102
2018-03-31 13F-HR DLTR / Dollar Tree, Inc. 94.91 37,500 3,559
2018-03-31 13F-HR EXP / Eagle Materials, Inc. 103.07 9,770 1,007
2018-03-31 13F-HR EMN / Eastman Chemical Company 105.59 31,100 3,284
2018-03-31 13F-HR EQIX / Equinix, Inc. 418.15 3,250 1,359
2018-03-31 13F-HR EVR / Evercore Partners, Inc. 87.20 21,950 1,914
2018-03-31 13F-HR ESRX / Express Scripts Holding Co. 69.09 41,600 2,874
2018-03-31 13F-HR EZPW / Ezcorp, Inc. 13.20 300,500 3,967
2018-03-31 13F-HR FCAU / Fiat Chrysler Automobiles N.V 20.52 180,300 3,700
2018-03-31 13F-HR FAF / First American Financial Corp. (The) 58.67 69,400 4,072
2018-03-31 13F-HR FTNT / Fortinet, Inc. 53.59 28,325 1,518
2018-03-31 13F-HR IT / Gartner, Inc. 117.67 5,150 606
2018-03-31 13F-HR GVA / Granite Construction, Inc. 55.94 4,970 278
2018-03-31 13F-HR HONE / HarborOne Bancorp, Inc. 17.66 265,000 4,680
2018-03-31 13F-HR HUBS / HubSpot, Inc. 108.34 9,830 1,065
2018-03-31 13F-HR HPP / Hudson Pacific Properties, Inc. 32.53 25,270 822
2018-03-31 13F-HR PODD / Insulet Corp. 86.68 10,810 937
2018-03-31 13F-HR IONS / Ionis Pharmaceuticals, Inc. 44.05 7,650 337
2018-03-31 13F-HR KTWO / K2M Group Holdings, Inc. 18.95 30,810 584
2018-03-31 13F-HR KHC / Kraft Heinz Company 62.29 74,300 4,628
2018-03-31 13F-HR QVCA / Liberty Interactive Corp. Series A QVC Group 25.17 140,800 3,544
2018-03-31 13F-HR LITE / Lumentum Holdings Inc. 63.81 13,290 848
2018-03-31 13F-HR MANT / ManTech International Corp. 55.47 74,000 4,105
2018-03-31 13F-HR MRVL / Marvell Technology Group Ltd. 21.01 59,700 1,254
2018-03-31 13F-HR MTZ / MasTec, Inc. 47.05 78,300 3,684
2018-03-31 13F-HR MTDR / Matador Resources Co. 29.91 36,240 1,084
2018-03-31 13F-HR MRCY / Mercury Systems, Inc. 48.33 34,390 1,662
2018-03-31 13F-HR MIDD / Middleby Corp. (The) 123.74 8,510 1,053
2018-03-31 13F-HR MNR / Monmouth Real Estate Investment Corp. 15.04 60,100 904
2018-03-31 13F-HR NSA / National Storage Affiliates Trust 25.09 36,150 907
2018-03-31 13F-HR BABY / Natus Medical, Inc. 33.66 27,780 935
2018-03-31 13F-HR NOMD / Nomad Foods Ltd. 15.74 235,200 3,702
2018-03-31 13F-HR NCLH / Norwegian Cruise Line Holdings Ltd 52.96 21,940 1,162
2018-03-31 13F-HR NUVA / NuVasive, Inc. 52.18 16,020 836
2018-03-31 13F-HR OLLI / Ollie's Bargain Outlet Holdings, Inc. 60.30 11,890 717
2018-03-31 13F-HR OSIS / OSI Systems, Inc. 65.28 11,810 771
2018-03-31 13F-HR PANW / Palo Alto Networks, Inc. 181.51 5,906 1,072
2018-03-31 13F-HR PRTK / Paratek Pharmaceuticals, Inc. 12.99 25,490 331
2018-03-31 13F-HR PAYC / Paycom Software, Inc. 107.38 12,461 1,338
2018-03-31 13F-HR PFSI / PennyMac Financial Services, Inc. 22.65 161,900 3,667
2018-03-31 13F-HR PRGO / Perrigo Company plc 83.33 7,680 640
2018-03-31 13F-HR DOC / Physicians Realty Trust 15.57 46,950 731
2018-03-31 13F-HR PRAH / PRA Health Sciences, Inc. 82.95 7,920 657
2018-03-31 13F-HR PFPT / Proofpoint, Inc. 113.67 7,988 908
2018-03-31 13F-HR PRSC / Providence Service Corp. (The) 69.13 62,300 4,307
2018-03-31 13F-HR RGS / Regis Corp. 15.13 241,300 3,651
2018-03-31 13F-HR ROIC / Retail Opportunity Investments Corp. 17.66 42,640 753
2018-03-31 13F-HR RNG / RingCentral, Inc. 63.50 34,630 2,199
2018-03-31 13F-HR SAIA / Saia, Inc. 75.15 54,400 4,088
2018-03-31 13F-HR SCHN / Schnitzer Steel Industries, Inc. 32.35 113,200 3,662
2018-03-31 13F-HR SMI / Semiconductor Manufacturing International Corp. 6.61 10,594 70
2018-03-31 13F-HR SNBR / Sleep Number Corporation 35.15 109,900 3,863
2018-03-31 13F-HR AOS / Smith (A.O.) Corp. 63.59 30,980 1,970
2018-03-31 13F-HR SFM / Sprouts Farmers Market, Inc. 23.47 151,800 3,563
2018-03-31 13F-HR FLOW / SPX Flow, Inc. 49.19 83,700 4,117
2018-03-31 13F-HR TFX / Teleflex, Inc. 254.94 7,900 2,014
2018-03-31 13F-HR TTEK / Tetra Tech, Inc. 48.94 30,180 1,477
2018-03-31 13F-HR TITN / Titan Machinery, Inc. 23.56 198,700 4,681
2018-03-31 13F-HR TYL / Tyler Technologies, Inc. 210.95 4,020 848
2018-03-31 13F-HR ULTA / Ulta Salon, Cosmetics & Fragrance, Inc. 204.35 2,990 611
2018-03-31 13F-HR VRSZ / Verso Corporation 16.84 226,300 3,811
2018-03-31 13F-HR VIPS / Vipshop Holdings, Inc. 16.62 215,700 3,585
2018-03-31 13F-HR WBA / Walgreens Boots Alliance, Inc. 65.48 44,200 2,894
2018-03-31 13F-HR WYN / Wyndham Worldwide Corp. 114.42 26,000 2,975
2018-03-31 13F-HR Z / Zillow Group, Inc. Class C 54.00 37,500 2,025
2018-03-31 13F-HR CPB / Campbell Soup Co. 43.30 65,400 2,832
2018-03-31 13F-HR PF / Pinnacle Foods, Inc. 54.08 24,480 1,324
2018-03-31 13F-HR PEP / PepsiCo, Inc. 109.15 0 48,400 0 5,283
2018-03-31 13F-HR LRCX / Lam Research Corp. 203.16 0 23,070 0 4,687
2018-03-31 13F-HR WMT / Walmart, Inc. 88.98 0 30,400 0 2,705
2018-03-31 13F-HR AHS / AMN Healthcare Services, Inc. 56.74 69,700 3,955
2018-03-31 13F-HR ANTM / Anthem, Inc. 219.71 17,100 3,757
2018-03-31 13F-HR APOG / Apogee Enterprises, Inc. 43.34 13,130 569
2018-03-31 13F-HR OZRK / Bank of the Ozarks, Inc. 48.28 24,940 1,204
2018-03-31 13F-HR ENVA / Enova International Inc 22.05 177,500 3,914
2018-03-31 13F-HR PWR / Quanta Services, Inc. 34.34 34,160 1,173
2018-03-31 13F-HR OGS / ONE Gas, Inc. 66.02 389,675 330,675 -15.14 28,548 21,831 -23.53
2018-03-31 13F-HR CBS / CBS Corp. 51.39 31,800 57,000 79.25 1,876 2,929 56.13
2018-03-31 13F-HR FBP / First BanCorp 6.02 445,000 585,000 31.46 2,270 3,522 55.15
2018-03-31 13F-HR EMR / Emerson Electric Co. 68.30 86,200 80,600 -6.50 6,007 5,505 -8.36
2018-03-31 13F-HR ED / Consolidated Edison, Inc. 77.94 399,936 349,936 -12.50 33,975 27,274 -19.72
2018-03-31 13F-HR CAG / ConAgra Foods, Inc. 36.88 0 84,900 0 3,131
2018-03-31 13F-HR TOT / Total S.A. 57.69 103,700 100,300 -3.28 5,733 5,786 0.92
2018-03-31 13F-HR THO / Thor Industries, Inc. 115.17 270,420 263,440 -2.58 40,758 30,340 -25.56
2018-03-31 13F-HR DTE / DTE Energy Co. 104.40 297,604 254,604 -14.45 32,576 26,581 -18.40
2018-03-31 13F-HR OCFC / OceanFirst Financial Corp. 26.75 290,000 340,000 17.24 7,613 9,095 19.47
2018-03-31 13F-HR INTC / Intel Corp. 52.08 89,550 252,550 182.02 4,134 13,153 218.17
2018-03-31 13F-HR TNET / TriNet Group, Inc. 46.32 895,500 770,000 -14.01 39,706 35,666 -10.17
2018-03-31 13F-HR AXTA / Axalta Coating Systems Ltd. 30.18 16,080 34,560 114.93 520 1,043 100.58
2018-03-31 13F-HR KMI / Kinder Morgan, Inc. 15.06 3,699,101 3,249,101 -12.17 66,843 48,931 -26.80
2018-03-31 13F-HR RJD / Raymond James Financial, Inc. 89.44 9,710 15,340 57.98 867 1,372 58.25
2018-03-31 13F-HR EWBC / East West Bancorp, Inc. 62.52 12,000 18,330 52.75 730 1,146 56.99
2018-03-31 13F-HR LII / Lennox International, Inc. 204.42 0 4,980 0 1,018
2018-03-31 13F-HR NFG / National Fuel Gas Co. 51.45 417,924 358,924 -14.12 22,948 18,467 -19.53
2018-03-31 13F-HR CASH / Meta Financial Group, Inc. 109.14 32,000 7,000 -78.12 2,965 764 -74.23
2018-03-31 13F-HR LEA / Lear Corp. 186.09 14,500 20,700 42.76 2,562 3,852 50.35
2018-03-31 13F-HR MFC / Manulife Financial Corp. 18.58 286,400 274,200 -4.26 5,974 5,095 -14.71
2018-03-31 13F-HR BURL / Burlington Stores, Inc. 133.15 0 40,510 0 5,394
2018-03-31 13F-HR VZ / Verizon Communications, Inc. 47.82 264,150 285,808 8.20 13,981 13,667 -2.25
2018-03-31 13F-HR ES / Eversource Energy 58.92 243,075 215,075 -11.52 15,357 12,672 -17.48
2018-03-31 13F-HR F / Ford Motor Co. 11.08 418,045 530,645 26.93 5,221 5,880 12.62
2018-03-31 13F-HR UGI / UGI Corp. 44.42 325,752 288,752 -11.36 15,294 12,826 -16.14
2018-03-31 13F-HR PENN / Penn National Gaming, Inc. 26.26 1,128,200 1,317,800 16.81 35,347 34,605 -2.10
2018-03-31 13F-HR DRI / Darden Restaurants, Inc. 85.25 27,500 32,200 17.09 2,641 2,745 3.94
2018-03-31 13F-HR VMC / Vulcan Materials Co. 114.12 5,910 8,430 42.64 759 962 26.75
2018-03-31 13F-HR PHM / PulteGroup, Inc. 29.49 982,500 1,020,600 3.88 32,668 30,097 -7.87
2018-03-31 13F-HR BRK.A / Berkshire Hathaway, Inc. 299,086.96 27 23 -14.81 8,035 6,879 -14.39
2018-03-31 13F-HR WAL / Western Alliance Bancorporation 58.11 32,500 43,590 34.12 1,840 2,533 37.66
2018-03-31 13F-HR PCG / PG&E Corp. 43.93 942,849 809,849 -14.11 42,268 35,577 -15.83
2018-03-31 13F-HR FFIC / Flushing Financial Corp. 26.96 250,000 170,000 -32.00 6,875 4,583 -33.34
2018-03-31 13F-HR KMB / Kimberly-Clark Corp. 110.11 0 26,600 0 2,929
2018-03-31 13F-HR QTWO / Q2 Holdings, Inc. 45.60 50,000 5,000 -90.00 1,843 228 -87.63
2018-03-31 13F-HR PNC / PNC Financial Services Group, Inc. (The) 151.21 9,500 15,250 60.53 1,371 2,306 68.20
2018-03-31 13F-HR CVX / Chevron Corp. 114.04 97,375 96,205 -1.20 12,190 10,971 -10.00
2018-03-31 13F-HR KEY / KeyCorp 19.56 0 32,000 0 626
2018-03-31 13F-HR TSN / Tyson Foods, Inc. 73.20 0 40,600 0 2,972
2018-03-31 13F-HR RDS.B / Royal Dutch Shell Plc 65.53 0 80,900 0 5,301
2018-03-31 13F-HR WGO / Winnebago Industries, Inc. 37.60 747,600 657,200 -12.09 41,567 24,711 -40.55
2018-03-31 13F-HR TRP / TransCanada Corp. 41.31 1,366,853 1,247,853 -8.71 66,484 51,549 -22.46
2018-03-31 13F-HR GPN / Global Payments, Inc. 111.53 14,500 21,600 48.97 1,453 2,409 65.79
2018-03-31 13F-HR PNFP / Pinnacle Financial Partners, Inc. 64.19 0 15,050 0 966
2018-03-31 13F-HR RUSHA / Rush Enterprises, Inc. 42.49 609,200 632,800 3.87 30,953 26,888 -13.13
2018-03-31 13F-HR PG / Procter & Gamble Co. (The) 79.28 61,950 129,750 109.44 5,692 10,287 80.73
2018-03-31 13F-HR AGR / Avangrid, Inc. 51.12 85,200 73,200 -14.08 4,309 3,742 -13.16
2018-03-31 13F-HR EXC / Exelon Corp. 39.01 366,631 315,631 -13.91 14,449 12,313 -14.78
2018-03-31 13F-HR TSS / Total System Services, Inc. 86.26 21,900 43,950 100.68 1,732 3,791 118.88
2018-03-31 13F-HR FLT / FleetCor Technologies, Inc. 202.54 4,400 4,720 7.27 847 956 12.87
2018-03-31 13F-HR VVC / Vectren Corp. 63.92 329,628 282,628 -14.26 21,432 18,066 -15.71
2018-03-31 13F-HR SQ / Square, Inc. 49.20 10,000 5,000 -50.00 347 246 -29.11
2018-03-31 13F-HR RY / Royal Bank of Canada (Montreal, PQ) 77.29 70,700 67,900 -3.96 5,773 5,248 -9.09
2018-03-31 13F-HR JCI / Johnson Controls International plc 35.24 0 148,800 0 5,244
2018-03-31 13F-HR SBNYW / Signature Bank 141.88 6,500 5,970 -8.15 892 847 -5.04
2018-03-31 13F-HR MTW / Manitowoc Co., Inc. (The) 28.46 753,200 782,400 3.88 29,631 22,267 -24.85
2018-03-31 13F-HR NFX / Newfield Exploration Company 24.43 12,880 31,390 143.71 406 767 88.92
2018-03-31 13F-HR DUK / Duke Energy Corp. 77.47 423,787 359,787 -15.10 35,645 27,873 -21.80
2018-03-31 13F-HR SRE / Sempra Energy 111.22 569,340 462,340 -18.79 60,874 51,421 -15.53
2018-03-31 13F-HR ON / ON Semiconductor Corporation 24.47 0 40,050 0 980
2018-03-31 13F-HR STO / Statoil ASA 23.65 299,400 248,300 -17.07 6,413 5,872 -8.44
2018-03-31 13F-HR CFG / Citizens Financial Group, Inc. 41.98 20,000 50,000 150.00 840 2,099 149.88
2018-03-31 13F-HR PNK / Pinnacle Entertainment, Inc. 30.15 1,130,700 1,174,400 3.86 37,008 35,408 -4.32
2018-03-31 13F-HR BNCL / Beneficial Bancorp, Inc. 15.55 195,000 235,000 20.51 3,208 3,654 13.90
2018-03-31 13F-HR PYPL / PayPal Holdings, Inc. 75.88 23,000 32,000 39.13 1,693 2,428 43.41
2018-03-31 13F-HR OSK / Oshkosh Corporation 77.29 56,700 19,110 -66.30 5,153 1,477 -71.34
2018-03-31 13F-HR MO / Altria Group, Inc. 62.32 70,000 129,200 84.57 4,999 8,052 61.07
2018-03-31 13F-HR AMP / Ameriprise Financial, Inc. 147.94 16,600 19,400 16.87 2,813 2,870 2.03
2018-03-31 13F-HR DAN / Dana Holding Corp. 25.76 973,700 1,011,400 3.87 31,168 26,054 -16.41
2018-03-31 13F-HR UTL / Unitil Corp. 46.40 60,198 49,198 -18.27 2,746 2,283 -16.86
2018-03-31 13F-HR AWK / American Water Works Co., Inc. 82.15 5,270 13,670 159.39 482 1,123 132.99
2018-03-31 13F-HR CNP / CenterPoint Energy, Inc. 27.40 899,028 771,028 -14.24 25,496 21,126 -17.14
2018-03-31 13F-HR HFC / HollyFrontier Corp. 48.86 717,600 745,400 3.87 36,755 36,420 -0.91
2018-03-31 13F-HR MRK / Merck & Co., Inc. 54.47 38,950 154,750 297.30 2,192 8,429 284.53
2018-03-31 13F-HR NRG / NRG Energy, Inc. 30.53 1,083,900 1,125,800 3.87 30,869 34,371 11.34
2018-03-31 13F-HR KRNY / Kearny Financial Corp. 13.00 300,000 285,000 -5.00 4,335 3,705 -14.53
2018-03-31 13F-HR KMPR / Kemper Corporation 57.00 468,000 486,100 3.87 32,245 27,708 -14.07
2018-03-31 13F-HR BRKL / Brookline Bancorp, Inc. 16.20 605,000 575,000 -4.96 9,499 9,315 -1.94
2018-03-31 13F-HR BMY / Bristol-Myers Squibb Co. 63.25 0 93,000 0 5,882
2018-03-31 13F-HR GNTY / Guaranty Bancshares, Inc. 33.31 50,000 35,000 -30.00 1,533 1,166 -23.94
2018-03-31 13F-HR PSX / Phillips 66 95.92 66,800 56,800 -14.97 6,757 5,448 -19.37
2018-03-31 13F-HR AAL / American Airlines Group Inc. 51.97 44,900 60,500 34.74 2,336 3,144 34.59
2018-03-31 13F-HR D / Dominion Resources, Inc. 67.43 814,796 752,796 -7.61 66,047 50,761 -23.14
2018-03-31 13F-HR NWE / NorthWestern Corp. 53.79 76,398 60,398 -20.94 4,561 3,249 -28.77
2018-03-31 13F-HR SWKS / Skyworks Solutions, Inc. 100.30 22,100 10,000 -54.75 2,098 1,003 -52.19
2018-03-31 13F-HR DE / Deere & Co. 155.32 18,700 19,000 1.60 2,927 2,951 0.82
2018-03-31 13F-HR CNC / Centene Corp. 106.87 69,000 7,374
2018-03-31 13F-HR CMS / CMS Energy Corp. 45.29 628,498 538,998 -14.24 29,728 24,411 -17.89
2018-03-31 13F-HR STLD / Steel Dynamics, Inc. 44.22 102,700 67,700 -34.08 4,429 2,994 -32.40
2018-03-31 13F-HR SJI / South Jersey Industries, Inc. 28.16 400,671 358,671 -10.48 12,513 10,100 -19.28
2018-03-31 13F-HR NGG / National Grid Plc 56.43 1,140,345 966,344 -15.26 67,064 54,531 -18.69
2018-03-31 13F-HR KFY / Korn/Ferry International 51.59 733,200 761,500 3.86 30,340 39,286 29.49
2018-03-31 13F-HR PEG / Public Service Enterprise Group, Inc. 50.24 617,490 529,490 -14.25 31,801 26,602 -16.35
2018-03-31 13F-HR KR / Kroger Co. 23.94 61,600 111,400 80.84 1,691 2,667 57.72
2018-03-31 13F-HR BKU / BankUnited, Inc. 39.98 185,000 170,000 -8.11 7,533 6,797 -9.77
2018-03-31 13F-HR ASGN / On Assignment, Inc. 81.88 497,800 564,640 13.43 31,994 46,233 44.51
2018-03-31 13F-HR UL / Unilever, PLC ADR 55.56 0 103,100 0 5,728
2018-03-31 13F-HR TRI / Thomson Reuters Corp. 38.65 122,100 134,400 10.07 5,322 5,195 -2.39
2018-03-31 13F-HR MSBI / Midland States Bancorp, Inc. 31.56 110,000 135,000 22.73 3,573 4,261 19.26
2018-03-31 13F-HR MTOR / Meritor, Inc. 20.56 1,415,600 1,217,000 -14.03 33,210 25,022 -24.66
2018-03-31 13F-HR AEL / American Equity Investment Life Holding Co. 29.36 1,065,600 1,106,900 3.88 32,746 32,499 -0.75
2018-03-31 13F-HR PACW / PacWest Bancorp 49.53 95,000 90,000 -5.26 4,788 4,458 -6.89
2018-03-31 13F-HR COF / Capital One Financial Corp. 95.83 8,000 24,000 200.00 797 2,300 188.58
2018-03-31 13F-HR LB / L Brands, Inc. 38.22 34,500 62,200 80.29 2,078 2,377 14.39
2018-03-31 13F-HR AMED / Amedisys, Inc. 60.36 12,110 731
2018-03-31 13F-HR BP / BP Plc 40.54 155,600 136,000 -12.60 6,540 5,513 -15.70
2018-03-31 13F-HR FDX / FedEx Corp. 240.08 0 12,600 0 3,025
2018-03-31 13F-HR BAC / Bank of America Corp. 29.99 63,000 80,000 26.98 1,860 2,399 28.98
2018-03-31 13F-HR ENB / Enbridge Inc. 31.47 1,710,765 1,698,765 -0.70 66,908 53,460 -20.10
2018-03-31 13F-HR FRC / First Republic Bank (San Francisco, California) 92.63 9,000 12,890 43.22 780 1,194 53.08
2018-03-31 13F-HR DIS / The Walt Disney Co. 100.44 18,500 29,300 58.38 1,989 2,943 47.96
2018-03-31 13F-HR FITB / Fifth Third Bancorp 31.74 38,000 43,000 13.16 1,153 1,365 18.39
2018-03-31 13F-HR SAFM / Sanderson Farms, Inc. 119.02 199,200 206,900 3.87 27,645 24,625 -10.92
2018-03-31 13F-HR STI / SunTrust Banks, Inc. 68.03 25,000 32,000 28.00 1,615 2,177 34.80
2018-03-31 13F-HR GPS / Gap, Inc. (The) 31.20 86,700 96,400 11.19 2,953 3,008 1.86
2018-03-31 13F-HR VC / Visteon Corp. 110.24 240,800 250,100 3.86 30,134 27,571 -8.51
2018-03-31 13F-HR NSP / Insperity, Inc. 69.56 0 60,800 0 4,229
2018-03-31 13F-HR AZO / AutoZone, Inc. 648.78 2,700 4,100 51.85 1,921 2,660 38.47
2018-03-31 13F-HR BNS / Bank of Nova Scotia (Halifax, NS) 61.70 85,000 87,500 2.94 5,485 5,399 -1.57
2018-03-31 13F-HR BOFI / Bofi Holding, Inc. 40.53 120,000 90,000 -25.00 3,588 3,648 1.67
2018-03-31 13F-HR STL / Sterling Bancorp 22.55 40,000 200,000 400.00 508 4,510 787.80
2018-03-31 13F-HR BCC / Boise Cascade Co. 38.60 835,500 959,100 14.79 33,336 37,021 11.05
2018-03-31 13F-HR ZB.PRA / Zions Bancorporation 52.73 21,000 40,000 90.48 1,067 2,109 97.66
2018-03-31 13F-HR FTS / Fortis Inc. 33.77 498,776 430,776 -13.63 18,290 14,547 -20.46
2018-03-31 13F-HR PLCE / Children's Place, Inc. (The) 135.26 0 27,400 0 3,706
2018-03-31 13F-HR GS / Goldman Sachs Group, Inc. (The) 251.89 10,190 9,000 -11.68 2,596 2,267 -12.67
2018-03-31 13F-HR UBNK / United Financial Bancorp, Inc. 16.20 225,000 245,000 8.89 3,969 3,969 0.00
2018-03-31 13F-HR NI / NiSource, Inc. 23.91 1,486,781 1,277,781 -14.06 38,166 30,552 -19.95
2018-03-31 13F-HR SO / Southern Co. (The) 44.66 910,200 780,200 -14.28 43,772 34,844 -20.40
2018-03-31 13F-HR IBKCP / IBERIABANK Corp. 78.00 90,000 75,000 -16.67 6,975 5,850 -16.13
2018-03-31 13F-HR MA / MasterCard Incorporated 175.19 18,768 14,413 -23.20 2,841 2,525 -11.12
2018-03-31 13F-HR KO / Coca Cola Co. 43.43 248,500 245,343 -1.27 11,401 10,655 -6.54
2018-03-31 13F-HR XOM / Exxon Mobil Corp. 74.61 133,960 137,277 2.48 11,204 10,242 -8.59
2018-03-31 13F-HR SCHW / Schwab Charles Corp 52.22 35,000 44,500 27.14 1,798 2,324 29.25
2018-03-31 13F-HR PPL / PPL Corp. 28.29 466,419 415,419 -10.93 14,436 11,752 -18.59
2018-03-31 13F-HR PCAR / PACCAR, Inc. 66.17 0 44,400 0 2,938
2018-03-31 13F-HR AXP / American Express Co. 93.30 17,000 20,000 17.65 1,688 1,866 10.55
2018-03-31 13F-HR XEL / Xcel Energy, Inc. 45.48 428,399 361,399 -15.64 20,610 16,436 -20.25
2018-03-31 13F-HR EEFT / Euronet Worldwide, Inc. 78.94 0 9,640 0 761
2018-03-31 13F-HR SWX / Southwest Gas Corp. 67.63 317,317 271,317 -14.50 25,538 18,349 -28.15
2018-03-31 13F-HR ETR / Entergy Corp. 78.77 11,560 9,560 -17.30 941 753 -19.98
2018-03-31 13F-HR UNP / Union Pacific Corp. 134.42 27,198 23,598 -13.24 3,647 3,172 -13.02
2018-03-31 13F-HR SITE / SiteOne Landscape Supply, Inc. 77.04 486,400 505,200 3.87 37,307 38,921 4.33
2018-03-31 13F-HR LLY / Eli Lilly & Co. 77.37 0 71,500 0 5,532
2018-03-31 13F-HR BBCN / BBCN Bancorp Inc. 18.19 155,000 140,000 -9.68 2,829 2,547 -9.97
2018-03-31 13F-HR WAFD / Washington Federal, Inc. 34.60 205,000 185,000 -9.76 7,021 6,401 -8.83
2018-03-31 13F-HR CVS / CVS Health Corporation 62.21 0 117,400 0 7,303
2018-03-31 13F-HR HIFS / Hingham Institution for Savings 206.00 48,000 48,000 0.00 9,936 9,888 -0.48
2018-03-31 13F-HR AQN / Algonquin Power & Utilities Corp 9.92 423,664 378,664 -10.62 4,728 3,756 -20.56
2018-03-31 13F-HR EQT / EQT Corp. 47.51 323,982 283,982 -12.35 18,441 13,492 -26.84
2018-03-31 13F-HR IBM / International Business Machines Corp. 153.43 78,302 93,253 19.09 12,013 14,308 19.10
2018-03-31 13F-HR LVS / Las Vegas Sands Corp. 71.90 99,900 75,100 -24.82 6,942 5,400 -22.21
2018-03-31 13F-HR BC / Brunswick Corp. 59.42 0 12,520 0 744
2018-03-31 13F-HR FBNK / First Connecticut Bancorp, Inc. 25.60 175,000 185,000 5.71 4,576 4,736 3.50
2018-03-31 13F-HR TGT / Target Corp. 69.43 109,600 119,500 9.03 7,151 8,297 16.03
2018-03-31 13F-HR WGL / WGL Holdings, Inc. 83.65 292,842 244,842 -16.39 25,138 20,481 -18.53
2018-03-31 13F-HR MHK / Mohawk Industries, Inc. 232.21 2,170 5,340 146.08 599 1,240 107.01
2018-03-31 13F-HR BLDR / Builders FirstSource, Inc. 19.84 1,733,400 1,800,500 3.87 37,771 35,722 -5.42
2018-03-31 13F-HR DCOM / Dime Community Bancshares, Inc. 18.40 305,000 250,000 -18.03 6,390 4,600 -28.01
2018-03-31 13F-HR V / Visa, Inc. 119.62 28,120 21,000 -25.32 3,206 2,512 -21.65
2018-03-31 13F-HR RGCO / RGC Resources, Inc. 25.40 56,849 48,549 -14.60 1,539 1,233 -19.88
2018-03-31 13F-HR NWN / Northwest Natural Gas Co. 57.65 215,303 188,803 -12.31 12,843 10,884 -15.25
2018-03-31 13F-HR MPC / Marathon Petroleum Corp. 73.11 0 143,900 0 10,521
2018-03-31 13F-HR WTFC / Wintrust Financial Corp. 86.05 50,000 44,000 -12.00 4,119 3,786 -8.08
2018-03-31 13F-HR FCX / Freeport-McMoRan Inc. 17.57 242,700 172,400 -28.97 4,602 3,029 -34.18
2018-03-31 13F-HR CAT / Caterpillar, Inc. 147.56 66,450 1,762 -97.35 10,471 260 -97.52
2018-03-31 13F-HR WEC / WEC Energy Group, Inc. 62.70 660,740 567,740 -14.08 43,893 35,597 -18.90
2018-03-31 13F-HR PFS / Provident Financial Services, Inc. 25.59 125,000 115,000 -8.00 3,371 2,943 -12.70
2018-03-31 13F-HR PFE / Pfizer, Inc. 35.49 317,300 320,752 1.09 11,493 11,383 -0.96
2018-03-31 13F-HR LYV / Live Nation Entertainment, Inc. 42.14 106,330 4,481
2018-03-31 13F-HR SGMS / Scientific Games Corp. 41.60 822,100 653,800 -20.47 42,174 27,198 -35.51
2018-03-31 13F-HR GE / General Electric Co. 13.48 389,384 627,576 61.17 6,795 8,460 24.50
2018-03-31 13F-HR HUN / Huntsman Corp. 29.25 962,600 1,117,900 16.13 32,045 32,699 2.04
2018-03-31 13F-HR JPM / JPMorgan Chase & Co. 109.95 35,370 22,000 -37.80 3,782 2,419 -36.04
2018-03-31 13F-HR OMC / Omnicom Group, Inc. 72.68 23,800 38,500 61.76 1,733 2,798 61.45
2018-03-31 13F-HR KBH / KB Home 28.45 1,071,600 1,242,800 15.98 34,238 35,358 3.27
2018-03-31 13F-HR AAPL / Apple, Inc. 167.80 28,249 19,046 -32.58 4,781 3,196 -33.15
2018-03-31 13F-HR LGIH / LGI Homes, Inc. 70.57 483,100 501,800 3.87 36,247 35,412 -2.30
2018-03-31 13F-HR SBUX / Starbucks Corp. 57.89 9,670 54,670 465.36 555 3,165 470.27
2018-03-31 13F-HR MDURP / MDU Resources Group, Inc. 28.16 617,407 556,267 -9.90 16,596 15,664 -5.62
2018-03-31 13F-HR HSBC / HSBC Holdings Plc 47.67 128,200 108,000 -15.76 6,620 5,148 -22.24
2018-03-31 13F-HR SLB / Schlumberger Ltd. 64.78 9,813 79,100 706.07 661 5,124 675.19
2018-03-31 13F-HR UAL / United Continental Holdings, Inc. 69.47 28,200 47,200 67.38 1,901 3,279 72.49
2018-03-31 13F-HR PM / Philip Morris International, Inc. 99.39 48,400 54,300 12.19 5,113 5,397 5.55
2018-03-31 13F-HR MGEE / MGE Energy, Inc. 56.10 46,229 41,229 -10.82 2,917 2,313 -20.71
2018-03-31 13F-HR JNJ / Johnson & Johnson 128.15 0 42,100 0 5,395
2018-03-31 13F-HR FCB / FCB Financial Holdings, Inc. 51.10 160,000 150,000 -6.25 8,128 7,665 -5.70
2018-03-31 13F-HR KSS / Kohl's Corp. 65.51 0 112,100 0 7,344
2018-03-31 13F-HR WM / Waste Management, Inc. 84.12 0 37,600 0 3,163
2018-03-31 13F-HR EBSB / Meridian Bancorp, Inc. 20.15 385,000 425,000 10.39 7,931 8,564 7.98
2018-03-31 13F-HR GNBC / Green Bancorp, Inc. 22.25 270,000 225,000 -16.67 5,481 5,006 -8.67
2018-03-31 13F-HR BANR / Banner Corp. 55.49 97,500 85,000 -12.82 5,374 4,717 -12.23
2018-03-31 13F-HR PGR / Progressive Corp. (The) 60.93 0 93,060 0 5,670
2018-03-31 13F-HR XPO / XPO Logistics, Inc. 101.81 493,900 471,100 -4.62 45,236 47,963 6.03
2018-03-31 13F-HR UPS / United Parcel Service, Inc. 104.66 68,100 45,700 -32.89 8,114 4,783 -41.05
2018-03-31 13F-HR TD / Toronto-Dominion Bank (ON) 56.85 98,600 95,700 -2.94 5,776 5,441 -5.80
2018-03-31 13F-HR AVA / Avista Corp. 51.26 95,572 85,572 -10.46 4,921 4,386 -10.87
2018-03-31 13F-HR GILD / Gilead Sciences, Inc. 75.40 30,300 69,500 129.37 2,171 5,240 141.36
2018-03-31 13F-HR GSK / GlaxoSmithKline plc 39.07 125,400 155,200 23.76 4,448 6,064 36.33
2018-03-31 13F-HR TELL / Tellurian Inc. 7.21 825,690 787,690 -4.60 8,042 5,679 -29.38
2018-03-31 13F-HR CSBK / Clifton Bancorp Inc. 15.65 165,000 145,000 -12.12 2,822 2,269 -19.60
2018-03-31 13F-HR MU / Micron Technology, Inc. 52.14 0 71,800 0 3,744
2018-03-31 13F-HR AEE / Ameren Corp. 56.63 161,240 140,240 -13.02 9,512 7,942 -16.51
2018-03-31 13F-HR WFC / Wells Fargo & Co. 52.40 11,000 15,000 36.36 667 786 17.84
2018-03-31 13F-HR C / Citigroup, Inc. 67.49 22,500 33,500 48.89 1,674 2,261 35.07
2018-03-31 13F-HR CSX / CSX Corp. 55.70 0 57,000 0 3,175
2018-03-31 13F-HR BCO / Brink's Company (The) 71.35 386,365 401,365 3.88 30,407 28,637 -5.82
2018-03-31 13F-HR GM / General Motors Company 36.34 141,300 209,400 48.20 5,792 7,610 31.39
2018-03-31 13F-HR CNIG / Corning Natural Gas Holding Corporation 17.60 17,949 17,499 -2.51 350 308 -12.00
2018-03-31 13F-HR SU / Suncor Energy Inc. 34.54 165,500 160,600 -2.96 6,077 5,547 -8.72
2018-03-31 13F-HR EGBN / Eagle Bancorp, Inc. 59.85 108,000 110,000 1.85 6,253 6,584 5.29
2018-03-31 13F-HR DAL / Delta Air Lines, Inc. 54.81 53,200 58,200 9.40 2,979 3,190 7.08
2018-03-31 13F-HR AMAT / Applied Materials, Inc. 55.60 0 61,200 0 3,403
2018-03-31 13F-HR BA / Boeing Company (The) 327.85 36,650 1,156 -96.85 10,808 379 -96.49
2018-03-31 13F-HR LUV / Southwest Airlines Co. 57.28 38,200 53,300 39.53 2,500 3,053 22.12
2018-03-31 13F-HR ECPG / Encore Capital Group, Inc. 45.20 630,100 654,500 3.87 26,527 29,583 11.52
2018-03-31 13F-HR AA / Alcoa Corp. 44.96 661,800 770,800 16.47 35,651 34,655 -2.79
2018-03-31 13F-HR SCG / SCANA Corp. 37.55 168,466 137,966 -18.10 6,702 5,181 -22.69
2018-03-31 13F-HR CSTR / CapStar Financial Holdings, Inc. 18.83 280,000 205,000 -26.79 5,816 3,860 -33.63
2018-03-31 13F-HR OXY / Occidental Petroleum Corp. 64.96 80,360 77,660 -3.36 5,919 5,045 -14.77
2018-03-31 13F-HR MCO / Moody's Corp. 161.33 11,000 15,000 36.36 1,624 2,420 49.01
2018-03-31 13F-HR SPIR / Spire Corp. 72.30 308,491 263,491 -14.59 23,183 19,050 -17.83
2018-03-31 13F-HR BRK.B / Berkshire Hathaway, Inc. 199.50 9,000 12,000 33.33 1,784 2,394 34.19
2018-03-31 13F-HR INDB / Independent Bank Corp. 71.55 62,500 55,000 -12.00 4,366 3,935 -9.87
2018-03-31 13F-HR CPK / Chesapeake Utilities Corp. 70.35 91,158 76,658 -15.91 7,160 5,393 -24.68
2018-03-31 13F-HR LPLA / LPL Financial Holdings Inc. 61.07 0 62,700 0 3,829
2018-03-31 13F-HR MS / Morgan Stanley 53.95 32,000 44,000 37.50 1,679 2,374 41.39
2018-03-31 13F-HR UBSH / Union Bankshares Corp 36.71 0 140,000 0 5,139
2018-03-31 13F-HR PAGP / Plains GP Holdings LP 21.75 644,255 559,255 -13.19 14,141 12,164 -13.98
2018-03-31 13F-HR BBY / Best Buy Co., Inc. 69.99 46,100 99,100 114.97 3,156 6,936 119.77
2018-03-31 13F-HR BKH / Black Hills Corp. 54.30 203,747 173,747 -14.72 12,247 9,434 -22.97
2018-03-31 13F-HR NJR / New Jersey Resources Corp. 40.10 437,634 377,634 -13.71 17,593 15,143 -13.93
2018-03-31 13F-HR HPQ / HP Inc. 21.92 425,700 398,000 -6.51 8,944 8,724 -2.46
2018-03-31 13F-HR CVI / CVR Energy, Inc. 30.22 970,600 1,130,900 16.52 36,145 34,176 -5.45
2018-03-31 13F-HR HCA / HCA Holdings Inc. 97.01 24,400 30,800 26.23 2,143 2,988 39.43
2018-03-31 13F-HR T / AT & T, Inc. 35.65 123,060 155,460 26.33 4,785 5,542 15.82
2018-03-31 13F-HR ETFC / E*TRADE Financial, Inc. 55.41 0 25,610 0 1,419
2018-03-31 13F-HR LNG / Cheniere Energy, Inc. 53.45 1,286,917 978,917 -23.93 69,288 52,323 -24.48
2018-03-31 13F-HR GIS / General Mills, Inc. 45.06 84,900 154,700 82.21 5,034 6,971 38.48
2018-03-31 13F-HR NUE / Nucor Corp. 61.09 0 47,800 0 2,920
2018-03-31 13F-HR CNOB / ConnectOne Bancorp, Inc. 28.80 255,000 295,000 15.69 6,566 8,496 29.39
2018-03-31 13F-HR USB / U.S. Bancorp 50.52 16,000 21,000 31.25 857 1,061 23.80
2018-03-31 13F-HR JBLU / JetBlue Airways Corp. 20.32 0 44,300 0 900
2018-03-31 13F-HR UNH / UnitedHealth Group Inc. 213.98 5,560 17,600 216.55 1,226 3,766 207.18
2018-03-31 13F-HR OPB / Opus Bank 28.00 355,000 300,000 -15.49 9,692 8,400 -13.33
2018-03-31 13F-HR CSCO / Cisco Systems, Inc. 42.89 325,460 308,171 -5.31 12,465 13,217 6.03
2018-03-31 13F-HR BOCA / Banc of California, Inc. 19.30 465,000 440,000 -5.38 9,602 8,492 -11.56
2018-03-31 13F-HR ATO / Atmos Energy Corp. 84.24 743,086 634,086 -14.67 63,824 53,415 -16.31
2018-03-31 13F-HR ALXN / Alexion Pharmaceuticals, Inc. 5,260 0 -100.00 629 0 -100.00
2018-03-31 13F-HR GOOGL / Alphabet Inc. 1,886 0 -100.00 1,987 0 -100.00
2018-03-31 13F-HR BLK / BlackRock, Inc. 2,920 0 -100.00 1,500 0 -100.00
2018-03-31 13F-HR AVGO / Broadcom Limited 2,040 0 -100.00 524 0 -100.00
2018-03-31 13F-HR CELG / Celgene Corp. 5,510 0 -100.00 575 0 -100.00
2018-03-31 13F-HR ETN / Eaton Corporation 72,000 0 -100.00 5,689 0 -100.00
2018-03-31 13F-HR FTV / Fortive Corporation 13,230 0 -100.00 957 0 -100.00
2018-03-31 13F-HR FTD / FTD Companies, Inc. 10,080 0 -100.00 72 0 -100.00
2018-03-31 13F-HR HD / Home Depot, Inc. (The) 7,010 0 -100.00 1,329 0 -100.00
2018-03-31 13F-HR MNST / Monster Beverage Corporation 9,480 0 -100.00 600 0 -100.00
2018-03-31 13F-HR REGN / Regeneron Pharmaceuticals, Inc. 2,010 0 -100.00 756 0 -100.00
2018-03-31 13F-HR WCN / Waste Connections, Inc. 14,920 0 -100.00 1,058 0 -100.00
2018-03-31 13F-HR LNT / Alliant Energy Corp. 143,008 0 -100.00 6,094 0 -100.00
2018-03-31 13F-HR VFC / V.F. Corp. 139,400 0 -100.00 10,316 0 -100.00
2018-03-31 13F-HR ADBE / Adobe Systems, Inc. 2,380 0 -100.00 417 0 -100.00
2018-03-31 13F-HR APD / Air Products & Chemicals, Inc. 14,600 0 -100.00 2,396 0 -100.00
2018-03-31 13F-HR DV / DeVry Education Group Inc. 119,400 0 -100.00 5,021 0 -100.00
2018-03-31 13F-HR AKS / AK Steel Holding Corp. 442,200 0 -100.00 2,503 0 -100.00
2018-03-31 13F-HR AMT / American Tower Corp. (REIT) 8,360 0 -100.00 1,193 0 -100.00
2018-03-31 13F-HR APC / Anadarko Petroleum Corp. 7,520 0 -100.00 403 0 -100.00
2018-03-31 13F-HR BCE / BCE Inc. 117,400 0 -100.00 5,636 0 -100.00
2018-03-31 13F-HR BSX / Boston Scientific Corp. 19,070 0 -100.00 473 0 -100.00
2018-03-31 13F-HR BHF / Brighthouse Financial, Inc. 9,027 0 -100.00 529 0 -100.00
2018-03-31 13F-HR CENT / Central Garden & Pet Co. 115,400 0 -100.00 4,491 0 -100.00
2018-03-31 13F-HR CTL / CenturyLink, Inc. 212,100 0 -100.00 3,538 0 -100.00
2018-03-31 13F-HR CHD / Church & Dwight Co., Inc. 9,856 0 -100.00 494 0 -100.00
2018-03-31 13F-HR XEC / Cimarex Energy Co. 3,200 0 -100.00 390 0 -100.00
2018-03-31 13F-HR CTAS / Cintas Corp. 6,800 0 -100.00 1,060 0 -100.00
2018-03-31 13F-HR CME / CME Group, Inc. 4,550 0 -100.00 665 0 -100.00
2018-03-31 13F-HR CHL / China Mobile Ltd. 92,800 0 -100.00 4,690 0 -100.00
2018-03-31 13F-HR CMCSA / Comcast Corp. 14,380 0 -100.00 576 0 -100.00
2018-03-31 13F-HR CXO / Concho Resources, Inc. 3,410 0 -100.00 512 0 -100.00
2018-03-31 13F-HR STZ / Constellation Brands, Inc. 3,430 0 -100.00 784 0 -100.00
2018-03-31 13F-HR CLR / Continental Resources, Inc. 8,050 0 -100.00 426 0 -100.00
2018-03-31 13F-HR COO / Cooper Companies, Inc. (The) 3,530 0 -100.00 769 0 -100.00
2018-03-31 13F-HR CMCO / Columbus McKinnon Corp. 143,900 0 -100.00 5,753 0 -100.00
2018-03-31 13F-HR COST / Costco Wholesale Corp. 4,245 0 -100.00 790 0 -100.00
2018-03-31 13F-HR CZZ / Cosan Ltd. 432,300 0 -100.00 4,193 0 -100.00
2018-03-31 13F-HR DG / Dollar General Corp. 26,900 0 -100.00 2,502 0 -100.00
2018-03-31 13F-HR EOG / EOG Resources, Inc. 5,030 0 -100.00 543 0 -100.00
2018-03-31 13F-HR EXTR / Extreme Networks, Inc. 673,600 0 -100.00 8,433 0 -100.00
2018-03-31 13F-HR FB / Facebook, Inc. 7,730 0 -100.00 1,364 0 -100.00
2018-03-31 13F-HR HPE / Hewlett Packard Enterprise Company 165,619 0 -100.00 2,378 0 -100.00
2018-03-31 13F-HR IR / Ingersoll-Rand plc 4,750 0 -100.00 424 0 -100.00
2018-03-31 13F-HR NSIT / Insight Enterprises, Inc. 87,300 0 -100.00 3,343 0 -100.00
2018-03-31 13F-HR ICE / Intercontinental Exchange, Inc. 12,470 0 -100.00 880 0 -100.00
2018-03-31 13F-HR IPG / Interpublic Group of Companies, Inc. (The) 87,700 0 -100.00 1,768 0 -100.00
2018-03-31 13F-HR KEM / KEMET Corp. 481,700 0 -100.00 7,254 0 -100.00
2018-03-31 13F-HR KRO / Kronos Worldwide, Inc. 285,200 0 -100.00 7,350 0 -100.00
2018-03-31 13F-HR LYB / LyondellBasell Industries NV 56,400 0 -100.00 6,222 0 -100.00
2018-03-31 13F-HR MDR / McDermott International, Inc. 481,100 0 -100.00 3,166 0 -100.00
2018-03-31 13F-HR NCR / NCR Corp. 85,100 0 -100.00 2,893 0 -100.00
2018-03-31 13F-HR NOK / Nokia Corp. 14,919 0 -100.00 70 0 -100.00
2018-03-31 13F-HR ORLY / O'Reilly Automotive, Inc. 2,500 0 -100.00 601 0 -100.00
2018-03-31 13F-HR PCMI / PC Mall, Inc. 141,600 0 -100.00 1,402 0 -100.00
2018-03-31 13F-HR TROW / Price (T.) Rowe Group, Inc. 29,900 0 -100.00 3,137 0 -100.00
2018-03-31 13F-HR RTN / Raytheon Co. 5,800 0 -100.00 1,090 0 -100.00
2018-03-31 13F-HR RDS.A / Royal Dutch Shell Plc 100,800 0 -100.00 6,724 0 -100.00
2018-03-31 13F-HR SHW / Sherwin-Williams Co. (The) 2,330 0 -100.00 955 0 -100.00
2018-03-31 13F-HR SHPG / Shire Plc. 6,030 0 -100.00 935 0 -100.00
2018-03-31 13F-HR SPB / Spectrum Brands Holdings, Inc. 3,610 0 -100.00 406 0 -100.00
2018-03-31 13F-HR SPXC / SPX Corporation 154,900 0 -100.00 4,862 0 -100.00
2018-03-31 13F-HR STRL / Sterling Construction Company, Inc. 429,300 0 -100.00 6,989 0 -100.00
2018-03-31 13F-HR COH / Coach, Inc. 54,000 0 -100.00 2,388 0 -100.00
2018-03-31 13F-HR TPC / Tutor Perini Corp. 128,700 0 -100.00 3,263 0 -100.00
2018-03-31 13F-HR UNM / Unum Group 80,300 0 -100.00 4,408 0 -100.00
2018-03-31 13F-HR VRTV / Veritiv Corporation 69,300 0 -100.00 2,003 0 -100.00
2018-03-31 13F-HR WSFSL / WSFS Financial Corp. 7,500 0 -100.00 359 0 -100.00
2018-03-31 13F-HR PAH / Platform Specialty Products Corp. 301,600 0 -100.00 2,992 0 -100.00
2018-03-31 13F-HR TEVA / Teva Pharmaceutical Industries Ltd. 147,300 0 -100.00 2,791 0 -100.00
2018-03-31 13F-HR UNVR / Univar, Inc. 130,900 0 -100.00 4,053 0 -100.00
2018-03-31 13F-HR YUM / Yum! Brands, Inc. 30,400 0 -100.00 2,481 0 -100.00
2018-03-31 13F-HR CMI / Cummins, Inc. 13,900 0 -100.00 2,455 0 -100.00
2018-03-31 13F-HR CRM / Salesforce.com, Inc. 6,090 0 -100.00 623 0 -100.00
2018-03-31 13F-HR FL / Foot Locker, Inc. 29,000 0 -100.00 1,360 0 -100.00
2018-03-31 13F-HR MSFT / Microsoft Corp. 28,240 0 -100.00 2,416 0 -100.00
2018-03-31 13F-HR IP / International Paper Company 99,100 0 -100.00 5,742 0 -100.00
2018-03-31 13F-HR WU / Western Union Co. (The) 101,500 0 -100.00 1,930 0 -100.00
2018-03-31 13F-HR ETE / Entergy Transfer Equity LP 208,500 0 -100.00 3,599 0 -100.00
2018-03-31 13F-HR RIO / Rio Tinto plc 125,000 0 -100.00 6,616 0 -100.00
2018-03-31 13F-HR ALK / Alaska Air Group, Inc. 20,800 0 -100.00 1,529 0 -100.00
2018-03-31 13F-HR MET / MetLife, Inc. 99,300 0 -100.00 5,021 0 -100.00
2018-03-31 13F-HR VOD / Vodafone Group Plc 202,600 0 -100.00 6,463 0 -100.00
2018-03-31 13F-HR MCK / McKesson Corp. 14,300 0 -100.00 2,230 0 -100.00
2018-03-31 13F-HR SAIC / Science Applications International Corp. 46,659 0 -100.00 3,573 0 -100.00
2018-03-31 13F-HR MFGP / Micro Focus International plc 22,054 0 -100.00 741 0 -100.00
2018-03-31 13F-HR SKYW / SkyWest, Inc. 108,900 0 -100.00 5,783 0 -100.00
2018-03-31 13F-HR S / Sprint Corporation 438,100 0 -100.00 2,580 0 -100.00
2018-03-31 13F-HR PATK / Patrick Industries, Inc. 70,200 0 -100.00 4,875 0 -100.00
2018-03-31 13F-HR ZEUS / Olympic Steel, Inc. 154,400 0 -100.00 3,318 0 -100.00
2018-03-31 13F-HR TTMI / TTM Technologies, Inc. 219,500 0 -100.00 3,440 0 -100.00
2018-03-31 13F-HR LRN / K12 Inc. 211,400 0 -100.00 3,361 0 -100.00
2018-03-31 13F-HR TROX / Tronox Ltd 267,800 0 -100.00 5,493 0 -100.00
2018-03-31 13F-HR BMO / Bank of Montreal (PQ) 68,200 0 -100.00 5,457 0 -100.00
2018-03-31 13F-HR ACCO / Acco Brands Corp. 300,300 0 -100.00 3,664 0 -100.00
2018-03-31 13F-HR XBKS / Xenith Bankshares, Inc. 160,000 0 -100.00 5,413 0 -100.00
2018-03-31 13F-HR ABBV / AbbVie Inc. 117,400 0 -100.00 11,354 0 -100.00
2018-03-31 13F-HR ARCO / Arcos Dorados Holdings, Inc. 614,800 0 -100.00 6,363 0 -100.00
2018-03-31 13F-HR JWN / Nordstrom, Inc. 45,400 0 -100.00 2,151 0 -100.00
2018-03-31 13F-HR WLDN / Willdan Group, Inc. 143,400 0 -100.00 3,433 0 -100.00
2018-03-31 13F-HR KLAC / KLA-Tencor Corp. 23,998 0 -100.00 2,521 0 -100.00
2018-03-31 13F-HR CC / Chemours Company (The) 120,500 0 -100.00 6,032 0 -100.00
2018-03-31 13F-HR NOC / Northrop Grumman Corp. 2,380 0 -100.00 730 0 -100.00
2018-03-31 13F-HR LNC.WS / Lincoln National Corp. 54,500 0 -100.00 4,189 0 -100.00
2018-03-31 13F-HR AZN / AstraZeneca Plc 177,600 0 -100.00 6,163 0 -100.00
2018-03-31 13F-HR SWIR / Sierra Wireless, Inc. 154,300 0 -100.00 3,155 0 -100.00
2018-03-31 13F-HR CAH / Cardinal Health, Inc. 26,000 0 -100.00 1,593 0 -100.00
2018-03-31 13F-HR VLO / Valero Energy Corp. 78,115 0 -100.00 7,180 0 -100.00
2018-03-31 13F-HR GEF.B / Greif, Inc. 66,100 0 -100.00 4,004 0 -100.00
2018-03-31 13F-HR AMZN / Amazon.com, Inc. 1,522 0 -100.00 1,780 0 -100.00
2018-03-31 13F-HR LMT / Lockheed Martin Corp. 7,900 0 -100.00 2,536 0 -100.00
2018-03-31 13F-HR ABC / AmerisourceBergen Corp. 22,200 0 -100.00 2,038 0 -100.00
2018-03-31 13F-HR HOG / Harley-Davidson, Inc. 35,600 0 -100.00 1,811 0 -100.00
2018-03-31 13F-HR TWI / Titan International, Inc. 291,200 0 -100.00 3,751 0 -100.00
2018-03-31 13F-HR TSE / Trinseo S.A. 55,200 0 -100.00 4,008 0 -100.00
2018-03-31 13F-HR VAR / Varian Medical Systems, Inc. 25,500 0 -100.00 2,834 0 -100.00
2018-03-31 13F-HR JBHT / Hunt (J.B.) Transport Services, Inc. 20,600 0 -100.00 2,369 0 -100.00
2018-03-31 13F-HR DXPE / DXP Enterprises, Inc. 102,600 0 -100.00 3,034 0 -100.00
2018-03-31 13F-HR BIIB / Biogen Inc. 7,500 0 -100.00 2,389 0 -100.00