That's not a huge grain bill and fairly simple too. Sometimes larger grain bills will decrease efficiency. Couple of questions ... Do you crush your own grain or get it from a place that you trust would crush consistently? How long was your mash? If something was slowing your conversion (crush, temp, pH, etc), then maybe you still had conversion happening as you sparged? I know that before I got a grain mill, my LHBS crush was pretty poor. I listened to some podcasts where Kai Troester explained how to measure mash and sparge efficiencies separately to help diagnose problems (excellent listen BTW). I found that with my typically poorly crushed grain I had mashes that would go for nearly 2 hours and still be converting. In other words sparging was not my problem at all, and thus the reason I bought a mill. I would think that if you had a slow conversion and you sparged while conversion was still happening you could end up with full boil volume and final runnings still at 1.020.