Location: Bala Cynwyd, PA
CIK: 0001446179 · Show all filings
Period: Q1 2020 (← Previous) (Next →)
Filing Date: May 15, 2020
Total Value: $502M (100.0% shares, 0.0% debt)
| Ticker | Issuer | Shares | Value | % | Est. Cost | Unrealized | Class | CUSIP |
|---|---|---|---|---|---|---|---|---|
| JNJ | JOHNSON & JOHNSON | 275,675 | $36.15M | 7.2% | $114.14 | +5.3% | COM | 478160104 |
| LLY | LILLY ELI & CO | 79,800 | $11.07M | 2.2% | $123.21 | +4.0% | COM | 532457108 |
| CLX | CLOROX CO DEL | 59,537 | $10.31M | 2.1% | $130.23 | +6.5% | COM | 189054109 |
| CL | COLGATE PALMOLIVE CO | 154,000 | $10.22M | 2.0% | $59.93 | +2.7% | COM | 194162103 |
| FE | FIRSTENERGY CORP | 217,000 | $8.695M | 1.7% | $36.45 | -0.3% | COM | 337932107 |
| PG | PROCTER & GAMBLE CO | 70,414 | $7.746M | 1.5% | $93.78 | +10.7% | COM | 742718109 |
| SRE | SEMPRA ENERGY | 68,400 | $7.729M | 1.5% | $58.75 | -0.6% | COM | 816851109 |
| VZ | VERIZON COMMUNICATIONS INC | 140,400 | $7.544M | 1.5% | $41.85 | -2.0% | COM | 92343V104 |
| DOW | DOW INC | 247,780 | $7.245M | 1.4% | $30.58 | 0.0% | COM | 260557103 |
| NVO | NOVO-NORDISK A S | 115,164 | $6.933M | 1.4% | $55.87 | — | ADR | 670100205 |
| ETR | ENTERGY CORP NEW | 70,300 | $6.606M | 1.3% | $41.49 | +15.1% | COM | 29364G103 |
| NEM | NEWMONT CORP | 142,600 | $6.457M | 1.3% | $32.71 | +15.8% | COM | 651639106 |
| AES | AES CORP | 441,264 | $6.001M | 1.2% | $13.40 | +8.1% | COM | 00130H105 |
| KMB | KIMBERLY CLARK CORP | 46,806 | $5.985M | 1.2% | $102.35 | +9.5% | COM | 494368103 |
| AMAT | APPLIED MATLS INC | 124,606 | $5.709M | 1.1% | $54.36 | 0.0% | COM | 038222105 |
| TGT | TARGET CORP | 61,200 | $5.69M | 1.1% | $86.78 | +9.5% | COM | 87612E106 |
| EXC | EXELON CORP | 154,015 | $5.669M | 1.1% | $25.91 | -1.7% | COM | 30161N101 |
| MO | ALTRIA GROUP INC | 143,012 | $5.53M | 1.1% | $27.56 | 0.0% | COM | 02209S103 |
| POR | PORTLAND GEN ELEC CO | 112,100 | $5.374M | 1.1% | $43.68 | +0.4% | COM NEW | 736508847 |
| — | TD AMERITRADE HLDG CORP | 154,554 | $5.357M | 1.1% | $49.70 | — | COM | 87236Y108 |
| SJM | SMUCKER J M CO | 48,179 | $5.348M | 1.1% | $88.39 | -0.2% | COM NEW | 832696405 |
| KHC | KRAFT HEINZ CO | 215,000 | $5.319M | 1.1% | $20.68 | 0.0% | COM | 500754106 |
| COP | CONOCOPHILLIPS | 168,000 | $5.174M | 1.0% | $42.80 | -4.3% | COM | 20825C104 |
| CPB | CAMPBELL SOUP CO | 111,941 | $5.167M | 1.0% | $39.45 | +0.5% | COM | 134429109 |
| — | LAM RESEARCH CORP | 21,100 | $5.064M | 1.0% | $216.93 | — | COM | 512807108 |
| MDT | MEDTRONIC PLC | 56,000 | $5.05M | 1.0% | $75.39 | +19.6% | SHS | G5960L103 |
| GEN | NORTONLIFELOCK INC | 265,895 | $4.975M | 1.0% | $15.63 | 0.0% | COM | 668771108 |
| HRL | HORMEL FOODS CORP | 105,800 | $4.935M | 1.0% | $38.66 | 0.0% | COM | 440452100 |
| BMY | BRISTOL-MYERS SQUIBB CO | 84,400 | $4.704M | 0.9% | $44.09 | +10.2% | COM | 110122108 |
| GIS | GENERAL MLS INC | 86,800 | $4.58M | 0.9% | $43.01 | +0.7% | COM | 370334104 |
| FLO | FLOWERS FOODS INC | 221,331 | $4.542M | 0.9% | $17.03 | +0.3% | COM | 343498101 |
| BBY | BEST BUY INC | 78,800 | $4.492M | 0.9% | $54.45 | +14.7% | COM | 086516101 |
| CCEP | COCA COLA EUROPEAN PARTNERS | 119,400 | $4.481M | 0.9% | $42.09 | -3.1% | SHS | G25839104 |
| AMGN | AMGEN INC | 21,500 | $4.359M | 0.9% | $173.41 | +5.1% | COM | 031162100 |
| — | NEW YORK CMNTY BANCORP INC | 455,303 | $4.275M | 0.9% | $10.08 | — | COM | 649445103 |
| NRG | NRG ENERGY INC | 154,400 | $4.209M | 0.8% | $28.87 | 0.0% | COM NEW | 629377508 |
| — | WESTROCK CO | 147,440 | $4.167M | 0.8% | $30.31 | — | COM | 96145D105 |
| — | HOLLYFRONTIER CORP | 167,400 | $4.103M | 0.8% | $24.51 | — | COM | 436106108 |
| OGS | ONE GAS INC | 48,791 | $4.08M | 0.8% | $88.45 | 0.0% | COM | 68235P108 |
| PNW | PINNACLE WEST CAP CORP | 52,900 | $4.009M | 0.8% | $70.35 | 0.0% | COM | 723484101 |
| ABBV | ABBVIE INC | 52,549 | $4.004M | 0.8% | $64.09 | +4.8% | COM | 00287Y109 |
| PGR | PROGRESSIVE CORP OHIO | 53,000 | $3.914M | 0.8% | $61.17 | +6.8% | COM | 743315103 |
| BAC | BK OF AMERICA CORP | 181,700 | $3.857M | 0.8% | $24.81 | +4.4% | COM | 060505104 |
| XIFR | NEXTERA ENERGY PARTNERS LP | 82,300 | $3.539M | 0.7% | $52.90 | +0.2% | COM UNIT PART IN | 65341B106 |
| IDA | IDACORP INC | 39,850 | $3.498M | 0.7% | $103.49 | -0.6% | COM | 451107106 |
| BGS | B & G FOODS INC NEW | 187,362 | $3.389M | 0.7% | $9.32 | -1.3% | COM | 05508R106 |
| SCHW | SCHWAB CHARLES CORP | 99,400 | $3.342M | 0.7% | $38.68 | 0.0% | COM | 808513105 |
| FCX | FREEPORT-MCMORAN INC | 486,500 | $3.284M | 0.7% | $10.07 | -2.8% | CL B | 35671D857 |
| WMB | WILLIAMS COS INC | 227,200 | $3.215M | 0.6% | $18.58 | -24.7% | COM | 969457100 |
| TM | TOYOTA MOTOR CORP | 25,361 | $3.042M | 0.6% | $122.72 | — | SP ADR REP2COM | 892331307 |
| VLO | VALERO ENERGY CORP | 67,000 | $3.039M | 0.6% | $68.59 | -16.6% | COM | 91913Y100 |
| NTAP | NETAPP INC | 68,500 | $2.856M | 0.6% | $50.77 | -13.2% | COM | 64110D104 |
| RIO | RIO TINTO PLC | 62,300 | $2.838M | 0.6% | $48.68 | — | SPONSORED ADR | 767204100 |
| MDU | MDU RES GROUP INC | 131,500 | $2.827M | 0.6% | $8.40 | +5.1% | COM | 552690109 |
| WSO | WATSCO INC | 16,856 | $2.664M | 0.5% | $168.85 | 0.0% | COM | 942622200 |
| THG | HANOVER INS GROUP INC | 29,225 | $2.647M | 0.5% | $110.57 | -2.8% | COM | 410867105 |
| EQT | EQT CORPORATION | 353,600 | $2.5M | 0.5% | $6.58 | 0.0% | COM | 26884L109 |
| DXC | DXC TECHNOLOGY CO | 189,900 | $2.478M | 0.5% | $31.18 | -16.7% | COM | 23355L106 |
| BKH | BLACK HILLS CORP | 36,000 | $2.305M | 0.5% | $57.91 | +2.6% | COM | 092113109 |
| TPR | TAPESTRY INC | 175,253 | $2.27M | 0.5% | $21.27 | -3.8% | COM | 876030107 |
| GT | GOODYEAR TIRE & RUBR CO | 386,415 | $2.249M | 0.4% | $10.92 | 0.0% | COM | 382550101 |
| AOS | SMITH A O CORP | 59,100 | $2.235M | 0.4% | $38.29 | 0.0% | COM | 831865209 |
| GFI | GOLD FIELDS LTD NEW | 460,588 | $2.188M | 0.4% | $4.75 | — | SPONSORED ADR | 38059T106 |
| IP | INTL PAPER CO | 69,564 | $2.166M | 0.4% | $30.49 | -6.5% | COM | 460146103 |
| FAF | FIRST AMERN FINL CORP | 50,600 | $2.146M | 0.4% | $44.93 | +3.7% | COM | 31847R102 |
| — | NOBLE ENERGY INC | 347,800 | $2.101M | 0.4% | $14.65 | — | COM | 655044105 |
| — | SOUTH JERSEY INDS INC | 83,000 | $2.075M | 0.4% | $25.00 | — | COM | 838518108 |
| INFY | INFOSYS LTD | 249,298 | $2.047M | 0.4% | $8.63 | — | SPONSORED ADR | 456788108 |
| TRP | TC ENERGY CORP | 45,500 | $2.016M | 0.4% | $34.25 | +9.0% | COM | 87807B107 |
| LEA | LEAR CORP | 24,348 | $1.978M | 0.4% | $104.21 | -1.7% | COM NEW | 521865204 |
| VIRT | VIRTU FINL INC | 94,775 | $1.973M | 0.4% | $18.47 | 0.0% | CL A | 928254101 |
| — | DOMTAR CORP | 91,022 | $1.97M | 0.4% | $23.72 | — | COM NEW | 257559203 |
| PH | PARKER HANNIFIN CORP | 15,150 | $1.965M | 0.4% | $158.08 | +5.4% | COM | 701094104 |
| — | CENTURYLINK INC | 206,400 | $1.953M | 0.4% | $9.46 | — | COM | 156700106 |
| KSS | KOHLS CORP | 133,400 | $1.946M | 0.4% | $37.48 | 0.0% | COM | 500255104 |
| UPS | UNITED PARCEL SERVICE INC | 20,600 | $1.924M | 0.4% | $81.89 | 0.0% | CL B | 911312106 |
| T | AT&T INC | 64,200 | $1.871M | 0.4% | $17.55 | +3.5% | COM | 00206R102 |
| FAST | FASTENAL CO | 59,400 | $1.856M | 0.4% | $15.16 | 0.0% | COM | 311900104 |
| PETS | PETMED EXPRESS INC | 63,323 | $1.822M | 0.4% | $24.61 | +6.5% | COM | 716382106 |
| WEC | WEC ENERGY GROUP INC | 20,239 | $1.784M | 0.4% | $58.94 | +34.9% | COM | 92939U106 |
| — | BLACKROCK INC | 4,000 | $1.76M | 0.4% | $440.00 | — | COM | 09247X101 |
| PAYX | PAYCHEX INC | 27,965 | $1.76M | 0.4% | $69.58 | -3.1% | COM | 704326107 |
| — | CONTINENTAL RES INC | 227,851 | $1.741M | 0.3% | $7.64 | — | COM | 212015101 |
| — | EQUITRANS MIDSTREAM CORP | 340,332 | $1.712M | 0.3% | $6.17 | — | COM | 294600101 |
| FNF | FIDELITY NATIONAL FINANCIAL | 68,300 | $1.699M | 0.3% | $30.94 | -3.1% | FNF GROUP COM | 31620R303 |
| DKS | DICKS SPORTING GOODS INC | 79,900 | $1.699M | 0.3% | $31.64 | +0.6% | COM | 253393102 |
| HP | HELMERICH & PAYNE INC | 106,519 | $1.667M | 0.3% | $46.11 | -23.6% | COM | 423452101 |
| ANF | ABERCROMBIE & FITCH CO | 181,928 | $1.654M | 0.3% | $14.49 | -1.2% | CL A | 002896207 |
| RS | RELIANCE STEEL & ALUMINUM CO | 18,400 | $1.612M | 0.3% | $88.58 | +20.4% | COM | 759509102 |
| CFR | CULLEN FROST BANKERS INC | 28,700 | $1.601M | 0.3% | $68.15 | 0.0% | COM | 229899109 |
| SLB | SCHLUMBERGER LTD | 118,000 | $1.592M | 0.3% | $28.22 | -10.4% | COM | 806857108 |
| — | GRAFTECH INTL LTD | 190,673 | $1.548M | 0.3% | $8.37 | — | COM | 384313508 |
| SNY | SANOFI | 35,308 | $1.544M | 0.3% | $43.73 | — | SPONSORED ADR | 80105N105 |
| — | CADENCE BANCORPORATION | 233,900 | $1.532M | 0.3% | $6.55 | — | CL A | 12739A100 |
| NXST | NEXSTAR MEDIA GROUP INC | 26,540 | $1.532M | 0.3% | $87.75 | 0.0% | CL A | 65336K103 |
| CMA | COMERICA INC | 52,154 | $1.53M | 0.3% | $42.15 | -4.0% | COM | 200340107 |
| TOL | TOLL BROTHERS INC | 78,600 | $1.513M | 0.3% | $37.84 | 0.0% | COM | 889478103 |
| CLF | CLEVELAND CLIFFS INC | 378,631 | $1.496M | 0.3% | $6.71 | -7.7% | COM | 185899101 |
| SABR | SABRE CORP | 251,077 | $1.489M | 0.3% | $18.32 | -8.7% | COM | 78573M104 |
| ROK | ROCKWELL AUTOMATION INC | 9,800 | $1.479M | 0.3% | $146.91 | +13.8% | COM | 773903109 |
| UVV | UNIVERSAL CORP VA | 32,565 | $1.44M | 0.3% | $49.91 | 0.0% | COM | 913456109 |
| — | NORDSTROM INC | 91,211 | $1.399M | 0.3% | $33.92 | — | COM | 655664100 |
| — | APOLLO GLOBAL MGMT INC | 41,700 | $1.397M | 0.3% | $37.97 | — | COM CL A | 03768E105 |
| LNC | LINCOLN NATL CORP IND | 52,700 | $1.387M | 0.3% | $44.91 | -21.0% | COM | 534187109 |
| — | POLYONE CORP | 71,413 | $1.355M | 0.3% | $18.97 | — | COM | 73179P106 |
| CMS | CMS ENERGY CORP | 22,574 | $1.326M | 0.3% | $42.03 | +27.7% | COM | 125896100 |
| ERIE | ERIE INDTY CO | 8,905 | $1.32M | 0.3% | $143.76 | 0.0% | CL A | 29530P102 |
| PII | POLARIS INC | 27,300 | $1.314M | 0.3% | $83.30 | -1.5% | COM | 731068102 |
| SMG | SCOTTS MIRACLE GRO CO | 12,600 | $1.29M | 0.3% | $82.55 | +6.2% | CL A | 810186106 |
| WH | WYNDHAM HOTELS & RESORTS INC | 40,900 | $1.289M | 0.3% | $50.85 | 0.0% | COM | 98311A105 |
| PBF | PBF ENERGY INC | 179,400 | $1.27M | 0.3% | $25.42 | -11.7% | CL A | 69318G106 |
| RRC | RANGE RES CORP | 551,000 | $1.256M | 0.3% | $3.19 | 0.0% | COM | 75281A109 |
| CAH | CARDINAL HEALTH INC | 26,100 | $1.251M | 0.2% | $44.27 | 0.0% | COM | 14149Y108 |
| MSM | MSC INDL DIRECT INC | 22,410 | $1.232M | 0.2% | $65.85 | 0.0% | CL A | 553530106 |
| JCI | JOHNSON CTLS INTL PLC | 45,200 | $1.219M | 0.2% | $35.92 | -8.2% | SHS | G51502105 |
| COR | AMERISOURCEBERGEN CORP | 13,697 | $1.212M | 0.2% | $63.10 | +18.3% | COM | 03073E105 |
| EWBC | EAST WEST BANCORP INC | 45,512 | $1.171M | 0.2% | $36.66 | -2.9% | COM | 27579R104 |
| MUR | MURPHY OIL CORP | 190,600 | $1.168M | 0.2% | $17.27 | -13.8% | COM | 626717102 |
| — | BED BATH & BEYOND INC | 276,900 | $1.166M | 0.2% | $5.10 | — | COM | 075896100 |
| AVY | AVERY DENNISON CORP | 11,400 | $1.161M | 0.2% | $97.43 | +13.7% | COM | 053611109 |
| CINF | CINCINNATI FINL CORP | 14,900 | $1.124M | 0.2% | $67.38 | +26.6% | COM | 172062101 |
| — | KELLOGG CO | 18,700 | $1.122M | 0.2% | $45.78 | +8.3% | COM | 487836108 |
| ORI | OLD REP INTL CORP | 72,824 | $1.111M | 0.2% | $13.31 | -5.2% | COM | 680223104 |
| OZK | BANK OZK | 66,046 | $1.103M | 0.2% | $21.54 | -4.5% | COM | 06417N103 |
| THO | THOR INDS INC | 25,855 | $1.091M | 0.2% | $60.94 | +0.9% | COM | 885160101 |
| ALK | ALASKA AIR GROUP INC | 36,900 | $1.051M | 0.2% | $55.00 | -1.4% | COM | 011659109 |
| PTEN | PATTERSON UTI ENERGY INC | 445,107 | $1.046M | 0.2% | $6.47 | 0.0% | COM | 703481101 |
| — | VECTOR GROUP LTD | 108,834 | $1.025M | 0.2% | $11.48 | — | COM | 92240M108 |
| D | DOMINION ENERGY INC | 14,000 | $1.011M | 0.2% | $54.01 | +16.9% | COM | 25746U109 |
| BTU | PEABODY ENERGY CORP NEW | 341,700 | $991K | 0.2% | $7.09 | -13.1% | COM | 704551100 |
| MTN | VAIL RESORTS INC | 6,700 | $990K | 0.2% | $234.09 | -8.1% | COM | 91879Q109 |
| MLCO | MELCO RESORTS AND ENTMNT LTD | 79,500 | $986K | 0.2% | $12.40 | — | ADR | 585464100 |
| — | ENABLE MIDSTREAM PARTNERS LP | 381,494 | $980K | 0.2% | $2.57 | — | COM UNIT RP IN | 292480100 |
| HMC | HONDA MOTOR LTD | 43,400 | $975K | 0.2% | $22.47 | — | AMERN SHS | 438128308 |
| GILD | GILEAD SCIENCES INC | 13,000 | $972K | 0.2% | $51.54 | +6.6% | COM | 375558103 |
| — | STERLING BANCORP DEL | 91,807 | $959K | 0.2% | $10.45 | — | COM | 85917A100 |
| BMA | BANCO MACRO SA | 56,400 | $958K | 0.2% | $24.16 | — | SPON ADR B | 05961W105 |
| GRFS | GRIFOLS S A | 46,236 | $931K | 0.2% | $20.05 | — | SP ADR REP B NVT | 398438408 |
| — | ALTRA INDL MOTION CORP | 53,073 | $928K | 0.2% | $17.49 | — | COM | 02208R106 |
| RSG | REPUBLIC SVCS INC | 12,200 | $916K | 0.2% | $67.24 | +23.5% | COM | 760759100 |
| TRIP | TRIPADVISOR INC | 52,300 | $909K | 0.2% | $31.25 | -18.9% | COM | 896945201 |
| DK | DELEK US HLDGS INC NEW | 56,693 | $893K | 0.2% | $28.42 | -31.9% | COM | 24665A103 |
| EQH | EQUITABLE HLDGS INC | 60,000 | $867K | 0.2% | $18.74 | 0.0% | COM | 29452E101 |
| — | GUESS INC | 127,772 | $865K | 0.2% | $14.76 | — | COM | 401617105 |
| PAA | PLAINS ALL AMERN PIPELINE L | 161,800 | $854K | 0.2% | $5.28 | — | UNIT LTD PARTN | 726503105 |
| ARMK | ARAMARK | 42,300 | $845K | 0.2% | $24.41 | 0.0% | COM | 03852U106 |
| CCOI | COGENT COMMUNICATIONS HLDGS | 10,101 | $828K | 0.2% | $54.80 | 0.0% | COM NEW | 19239V302 |
| TRN | TRINITY INDS INC | 51,200 | $823K | 0.2% | $15.91 | 0.0% | COM | 896522109 |
| — | ARCH COAL INC | 28,205 | $815K | 0.2% | $33.89 | — | CL A | 039380407 |
| CRI | CARTERS INC | 12,200 | $802K | 0.2% | $78.99 | +0.4% | COM | 146229109 |
| SIG | SIGNET JEWELERS LIMITED | 116,372 | $751K | 0.1% | $19.30 | 0.0% | SHS | G81276100 |
| PRGO | PERRIGO CO PLC | 15,600 | $750K | 0.1% | $53.64 | 0.0% | SHS | G97822103 |
| SMFG | SUMITOMO MITSUI FINL GROUP I | 150,773 | $722K | 0.1% | $4.79 | — | SPONSORED ADR | 86562M209 |
| ITUB | ITAU UNIBANCO HLDG S A | 159,700 | $717K | 0.1% | $9.15 | — | SPON ADR REP PFD | 465562106 |
| — | CREDIT SUISSE GROUP | 87,400 | $707K | 0.1% | $8.09 | — | SPONSORED ADR | 225401108 |
| — | FRONTLINE LTD | 73,350 | $705K | 0.1% | $9.34 | — | SHS NEW | G3682E192 |
| TRV | TRAVELERS COMPANIES INC | 6,900 | $686K | 0.1% | $119.29 | -8.1% | COM | 89417E109 |
| — | MEREDITH CORP | 55,375 | $677K | 0.1% | $21.04 | — | COM | 589433101 |
| HUN | HUNTSMAN CORP | 46,576 | $672K | 0.1% | $20.60 | -5.3% | COM | 447011107 |
| GEL | GENESIS ENERGY L P | 166,040 | $651K | 0.1% | $3.92 | — | UNIT LTD PARTN | 371927104 |
| CWEN | CLEARWAY ENERGY INC | 33,950 | $638K | 0.1% | $12.40 | +24.4% | CL C | 18539C204 |
| — | COSAN LTD | 51,800 | $637K | 0.1% | $13.37 | — | SHS A | G25343107 |
| PSO | PEARSON PLC | 90,591 | $624K | 0.1% | $6.89 | — | SPONSORED ADR | 705015105 |
| MNRO | MONRO INC | 14,000 | $613K | 0.1% | $60.61 | 0.0% | COM | 610236101 |
| — | FS KKR CAPITAL CORP | 203,400 | $610K | 0.1% | $3.00 | — | COM | 302635107 |
| — | MARATHON OIL CORP | 184,100 | $606K | 0.1% | $3.29 | — | COM | 565849106 |
| TROW | PRICE T ROWE GROUP INC | 6,000 | $586K | 0.1% | $95.54 | 0.0% | COM | 74144T108 |
| — | OFFICE DEPOT INC | 351,493 | $576K | 0.1% | $2.11 | — | COM | 676220106 |
| CVGW | CALAVO GROWERS INC | 9,925 | $573K | 0.1% | $62.46 | 0.0% | COM | 128246105 |
| LCII | LCI INDS | 8,370 | $559K | 0.1% | $79.61 | 0.0% | COM | 50189K103 |
| — | PATTERSON COS INC | 35,900 | $549K | 0.1% | $19.67 | — | COM | 703395103 |
| R | RYDER SYS INC | 20,500 | $542K | 0.1% | $42.12 | 0.0% | COM | 783549108 |
| WGO | WINNEBAGO INDS INC | 19,100 | $531K | 0.1% | $48.27 | 0.0% | COM | 974637100 |
| RPM | RPM INTL INC | 8,900 | $530K | 0.1% | $64.42 | +6.9% | COM | 749685103 |
| ADT | ADT INC | 119,919 | $518K | 0.1% | $5.29 | 0.0% | COM | 00090Q103 |
| KRNY | KEARNY FINL CORP MD | 59,272 | $509K | 0.1% | $11.52 | 0.0% | COM | 48716P108 |
| — | JUNIPER NETWORKS INC | 26,500 | $507K | 0.1% | $24.62 | — | COM | 48203R104 |
| GVA | GRANITE CONSTR INC | 32,800 | $498K | 0.1% | $22.45 | 0.0% | COM | 387328107 |
| NAT | NORDIC AMERICAN TANKERS LIMI | 109,096 | $494K | 0.1% | $2.84 | +26.8% | COM | G65773106 |
| — | SINCLAIR BROADCAST GROUP INC | 30,400 | $489K | 0.1% | $16.09 | — | CL A | 829226109 |
| DHT | DHT HOLDINGS INC | 63,200 | $485K | 0.1% | $3.82 | +0.8% | SHS NEW | Y2065G121 |
| WU | WESTERN UN CO | 25,700 | $466K | 0.1% | $18.56 | — | COM | 959802109 |
| CMC | COMMERCIAL METALS CO | 29,400 | $464K | 0.1% | $17.32 | 0.0% | COM | 201723103 |
| OTTR | OTTER TAIL CORP | 10,400 | $462K | 0.1% | $42.27 | 0.0% | COM | 689648103 |
| FBP | FIRST BANCORP P R | 86,400 | $460K | 0.1% | $6.83 | 0.0% | COM NEW | 318672706 |
| CWH | CAMPING WORLD HLDGS INC | 80,030 | $455K | 0.1% | $9.11 | 0.0% | CL A | 13462K109 |
| EIG | EMPLOYERS HOLDINGS INC | 11,156 | $452K | 0.1% | $33.10 | 0.0% | COM | 292218104 |
| OVV | OVINTIV INC | 161,774 | $437K | 0.1% | $13.13 | 0.0% | COM | 69047Q102 |
| — | APACHE CORP | 103,900 | $434K | 0.1% | $25.60 | — | COM | 037411105 |
| KLAC | KLA CORPORATION | 2,900 | $417K | 0.1% | $97.14 | +54.6% | COM NEW | 482480100 |
| GPRE | GREEN PLAINS INC | 85,477 | $415K | 0.1% | $9.98 | +8.1% | COM | 393222104 |
| — | TEEKAY LNG PARTNERS L P | 42,000 | $411K | 0.1% | $9.79 | — | PRTNRSP UNITS | Y8564M105 |
| — | SERVICEMASTER GLOBAL HLDGS I | 15,100 | $408K | 0.1% | $27.02 | — | COM | 81761R109 |
| — | NATIONAL OILWELL VARCO INC | 41,500 | $408K | 0.1% | $9.83 | — | COM | 637071101 |
| GGAL | GRUPO FINANCIERO GALICIA S.A | 57,208 | $403K | 0.1% | $13.00 | — | SPONSORED ADR | 399909100 |
| CGBD | TCG BDC INC | 77,000 | $402K | 0.1% | $5.55 | 0.0% | COM | 872280102 |
| MUFG | MITSUBISHI UFJ FINL GROUP IN | 109,400 | $400K | 0.1% | $3.66 | — | SPONSORED ADS | 606822104 |
| ENR | ENERGIZER HLDGS INC NEW | 12,700 | $384K | 0.1% | $36.23 | 0.0% | COM | 29272W109 |
| ONB | OLD NATL BANCORP IND | 28,900 | $381K | 0.1% | $16.68 | 0.0% | COM | 680033107 |
| BSBR | BANCO SANTANDER BRASIL S A | 73,300 | $379K | 0.1% | $5.17 | — | ADS REP 1 UNIT | 05967A107 |
| RL | RALPH LAUREN CORP | 5,600 | $374K | 0.1% | $94.03 | 0.0% | CL A | 751212101 |
| WNC | WABASH NATL CORP | 51,358 | $371K | 0.1% | $9.85 | 0.0% | COM | 929566107 |
| SNA | SNAP ON INC | 3,400 | $370K | 0.1% | $126.43 | 0.0% | COM | 833034101 |
| — | HILLENBRAND INC | 19,237 | $368K | 0.1% | $32.11 | — | COM | 431571108 |
| — | HANESBRANDS INC | 46,200 | $364K | 0.1% | $13.76 | — | COM | 410345102 |
| FHN | FIRST HORIZON NATL CORP | 44,420 | $358K | 0.1% | $12.63 | -12.7% | COM | 320517105 |
| CC | CHEMOURS CO | 39,900 | $354K | 0.1% | $17.31 | -34.0% | COM | 163851108 |
| KTB | KONTOOR BRANDS INC | 18,406 | $353K | 0.1% | $37.66 | -5.3% | COM | 50050N103 |
| — | MATCH GROUP INC | 5,300 | $350K | 0.1% | $62.92 | — | COM | 57665R106 |
| OPLN | KAR AUCTION SVCS INC | 28,800 | $346K | 0.1% | $22.27 | -12.3% | COM | 48238T109 |
| SNX | SYNNEX CORP | 4,711 | $344K | 0.1% | $57.40 | 0.0% | COM | 87162W100 |
| CVBF | CVB FINL CORP | 16,833 | $338K | 0.1% | $15.85 | 0.0% | COM | 126600105 |
| PLCE | CHILDRENS PL INC | 17,087 | $334K | 0.1% | $62.91 | -15.7% | COM | 168905107 |
| CQP | CHENIERE ENERGY PARTNERS LP | 12,100 | $327K | 0.1% | $27.02 | — | COM UNIT | 16411Q101 |
| RLI | RLI CORP | 3,700 | $325K | 0.1% | $35.85 | 0.0% | COM | 749607107 |
| TKR | TIMKEN CO | 10,000 | $323K | 0.1% | $46.95 | +0.8% | COM | 887389104 |
| ARLP | ALLIANCE RES PARTNER L P | 103,241 | $320K | 0.1% | $3.10 | — | UT LTD PART | 01877R108 |
| FFBC | FIRST FINL BANCORP OH | 20,800 | $310K | 0.1% | $16.68 | 0.0% | COM | 320209109 |
| — | TRITON INTL LTD | 11,600 | $300K | 0.1% | $25.86 | — | CL A | G9078F107 |
| NVT | NVENT ELECTRIC PLC | 17,600 | $297K | 0.1% | $20.80 | 0.0% | SHS | G6700G107 |
| JHG | JANUS HENDERSON GROUP PLC | 19,200 | $294K | 0.1% | $22.98 | -4.2% | ORD SHS | G4474Y214 |
| — | GRACE W R & CO DEL NEW | 8,200 | $292K | 0.1% | $35.61 | — | COM | 38388F108 |
| — | ENLINK MIDSTREAM LLC | 265,700 | $292K | 0.1% | $3.86 | — | COM UNIT REP LTD | 29336T100 |
| HUBB | HUBBELL INC | 2,500 | $287K | 0.1% | $121.20 | 0.0% | COM | 443510607 |
| PNR | PENTAIR PLC | 9,600 | $286K | 0.1% | $33.98 | +9.1% | SHS | G7S00T104 |
| — | CRESTWOOD EQUITY PARTNERS LP | 67,705 | $286K | 0.1% | $8.54 | — | UNIT LTD PARTNER | 226344208 |
| NMRK | NEWMARK GROUP INC | 67,276 | $286K | 0.1% | $9.21 | 0.0% | CL A | 65158N102 |
| AVT | AVNET INC | 11,300 | $284K | 0.1% | $29.25 | 0.0% | COM | 053807103 |
| BKE | BUCKLE INC | 20,400 | $280K | 0.1% | $9.69 | +25.5% | COM | 118440106 |
| KLIC | KULICKE & SOFFA INDS INC | 13,400 | $280K | 0.1% | $20.26 | +9.6% | COM | 501242101 |
| VAC | MARRIOTT VACTINS WORLDWID CO | 5,000 | $278K | 0.1% | $98.36 | +5.6% | COM | 57164Y107 |
| YPF | YPF SOCIEDAD ANONIMA | 66,500 | $277K | 0.1% | $4.17 | — | SPON ADR CL D | 984245100 |
| KMT | KENNAMETAL INC | 14,800 | $276K | 0.1% | $28.17 | -15.3% | COM | 489170100 |
| EC | ECOPETROL S A | 28,800 | $274K | 0.1% | $9.51 | — | SPONSORED ADS | 279158109 |
| BHE | BENCHMARK ELECTRS INC | 13,300 | $266K | 0.1% | $24.58 | 0.0% | COM | 08160H101 |
| SNN | SMITH & NEPHEW GROUP PLC | 7,400 | $265K | 0.1% | $43.54 | — | SPDN ADR NEW | 83175M205 |
| — | REALOGY HLDGS CORP | 87,400 | $263K | 0.1% | $3.01 | — | COM | 75605Y106 |
| TRMK | TRUSTMARK CORP | 11,300 | $263K | 0.1% | $24.78 | 0.0% | COM | 898402102 |
| — | U S SILICA HLDGS INC | 144,200 | $260K | 0.1% | $4.94 | — | COM | 90346E103 |
| — | TRIUMPH GROUP INC NEW | 38,462 | $260K | 0.1% | $6.76 | — | COM | 896818101 |
| — | MAXAR TECHNOLOGIES INC | 24,200 | $258K | 0.1% | $7.34 | — | COM | 57778K105 |
| ALLY | ALLY FINL INC | 17,800 | $257K | 0.1% | $21.27 | +1.6% | COM | 02005N100 |
| OEC | ORION ENGINEERED CARBONS S A | 33,700 | $251K | 0.1% | $14.47 | 0.0% | COM | L72967109 |
| APOG | APOGEE ENTERPRISES INC | 11,934 | $248K | 0.0% | $25.45 | 0.0% | COM | 037598109 |
| EOG | EOG RES INC | 6,700 | $241K | 0.0% | $49.68 | 0.0% | COM | 26875P101 |
| BYD | BOYD GAMING CORP | 16,726 | $241K | 0.0% | $24.58 | 0.0% | COM | 103304101 |
| — | CORE LABORATORIES N V | 23,200 | $240K | 0.0% | $10.34 | — | COM | N22717107 |
| — | DUNKIN BRANDS GROUP INC | 4,500 | $239K | 0.0% | $75.56 | — | COM | 265504100 |
| TLYS | TILLYS INC | 56,600 | $234K | 0.0% | $6.07 | 0.0% | CL A | 886885102 |
| — | CHINA UNICOM HONG KONG | 39,288 | $231K | 0.0% | $5.88 | — | SPONSORED ADR | 16945R104 |
| BBAR | BANCO BBVA ARGENTINA S A | 87,500 | $229K | 0.0% | $4.57 | — | SPONSORED ADS | 058934100 |
| — | MICRO FOCUS INTL PLC | 42,200 | $214K | 0.0% | $5.07 | — | SPON ADR NEW | 594837403 |
| ABM | ABM INDS INC | 8,601 | $210K | 0.0% | $30.57 | 0.0% | COM | 000957100 |
| FNB | F N B CORP | 28,400 | $209K | 0.0% | $9.60 | -13.1% | COM | 302520101 |
| DCI | DONALDSON INC | 5,400 | $209K | 0.0% | $44.52 | 0.0% | COM | 257651109 |
| GPI | GROUP 1 AUTOMOTIVE INC | 4,700 | $208K | 0.0% | $84.26 | 0.0% | COM | 398905109 |
| HNI | HNI CORP | 8,100 | $204K | 0.0% | $33.18 | +0.1% | COM | 404251100 |
| COLB | COLUMBIA BKG SYS INC | 7,600 | $204K | 0.0% | $28.62 | -7.9% | COM | 197236102 |
| GEF | GREIF INC | 6,500 | $202K | 0.0% | $32.67 | -5.8% | CL A | 397624107 |
| — | PARSLEY ENERGY INC | 35,000 | $201K | 0.0% | $5.74 | — | CL A | 701877102 |
| JACK | JACK IN THE BOX INC | 5,700 | $200K | 0.0% | $82.80 | -17.8% | COM | 466367109 |
| ENIC | ENEL CHILE S.A. | 57,800 | $192K | 0.0% | $3.32 | — | SPONSORED ADR | 29278D105 |
| TCPC | BLACKROCK TCP CAPITAL CORP | 30,476 | $190K | 0.0% | $12.41 | 0.0% | COM | 09259E108 |
| — | BRF SA | 65,568 | $190K | 0.0% | $2.90 | — | SPONSORED ADR | 10552T107 |
| ABBNY | ABB LTD | 10,975 | $189K | 0.0% | $17.22 | — | SPONSORED ADR | 000375204 |
| HESM | HESS MIDSTREAM LP | 18,028 | $183K | 0.0% | $11.52 | 0.0% | CL A SHS | 428103105 |
| — | SK TELECOM LTD | 10,800 | $176K | 0.0% | $16.30 | — | SPONSORED ADR | 78440P108 |
| — | TUPPERWARE BRANDS CORP | 108,100 | $175K | 0.0% | $5.48 | — | COM | 899896104 |
| — | SPARTANNASH CO | 12,099 | $173K | 0.0% | $14.30 | — | COM | 847215100 |
| HVT | HAVERTY FURNITURE INC | 14,353 | $171K | 0.0% | $17.59 | 0.0% | COM | 419596101 |
| WSBF | WATERSTONE FINL INC MD | 11,261 | $164K | 0.0% | $16.97 | 0.0% | COM | 94188P101 |
| GFF | GRIFFON CORP | 12,725 | $161K | 0.0% | $14.63 | 0.0% | COM | 398433102 |
| CNO | CNO FINL GROUP INC | 12,200 | $151K | 0.0% | $14.33 | 0.0% | COM | 12621E103 |
| TILE | INTERFACE INC | 19,778 | $150K | 0.0% | $13.96 | 0.0% | COM | 458665304 |
| CNH | CNH INDL N V | 26,477 | $149K | 0.0% | $6.95 | 0.0% | SHS | N20944109 |
| LEVI | LEVI STRAUSS & CO NEW | 12,000 | $149K | 0.0% | $15.41 | 0.0% | CL A COM STK | 52736R102 |
| — | EXTENDED STAY AMER INC | 20,100 | $147K | 0.0% | $14.88 | — | UNIT 99/99/9999B | 30224P200 |
| — | LIONS GATE ENTMNT CORP | 26,300 | $147K | 0.0% | $12.63 | — | CL B NON VTG | 535919500 |
| — | BROADMARK RLTY CAP INC | 19,300 | $145K | 0.0% | $7.51 | — | COM | 11135B100 |
| CCU | COMPANIA CERVECERIAS UNIDAS | 10,693 | $143K | 0.0% | $13.37 | — | SPONSORED ADR | 204429104 |
| ACCO | ACCO BRANDS CORP | 27,700 | $140K | 0.0% | $6.40 | -9.2% | COM | 00081T108 |
| — | CNX MIDSTREAM PARTNERS LP | 16,300 | $132K | 0.0% | $8.10 | — | COM UNIT REPST | 12654A101 |
| RDN | RADIAN GROUP INC | 10,000 | $130K | 0.0% | $18.16 | 0.0% | COM | 750236101 |
| — | CHINA LIFE INS CO LTD | 12,500 | $122K | 0.0% | $12.43 | — | SPON ADR REP H | 16939P106 |
| — | QEP RESOURCES INC | 344,797 | $115K | 0.0% | $0.33 | — | COM | 74733V100 |
| — | GASLOG PARTNERS LP | 50,200 | $112K | 0.0% | $2.23 | — | UNIT LTD PTNRP | Y2687W108 |
| AROC | ARCHROCK INC | 25,100 | $94,000 | 0.0% | $6.85 | -25.5% | COM | 03957W106 |
| — | OAKTREE SPECIALTY LENDING CO | 27,610 | $89,000 | 0.0% | $3.22 | — | COM | 67401P108 |
| TGS | TRANSPORTADORA DE GAS SUR | 19,200 | $88,000 | 0.0% | $11.16 | — | SPONSORED ADS B | 893870204 |
| ARCO | ARCOS DORADOS HOLDINGS INC | 22,500 | $75,000 | 0.0% | $6.03 | -3.6% | SHS CLASS -A - | G0457F107 |
| SUZ | SUZANO S A | 10,600 | $73,000 | 0.0% | $6.89 | — | SPON ADS | 86959K105 |
| WT | WISDOMTREE INVTS INC | 23,544 | $55,000 | 0.0% | $3.87 | 0.0% | COM | 97717P104 |
| — | VEON LTD | 33,200 | $50,000 | 0.0% | $1.51 | — | SPONSORED ADR | 91822M106 |
| — | NABORS INDUSTRIES LTD | 125,446 | $49,000 | 0.0% | $1.91 | — | SHS | G6359F103 |
| — | TAILORED BRANDS INC | 28,200 | $49,000 | 0.0% | $1.74 | — | COM | 87403A107 |
| MFG | MIZUHO FINL GROUP INC | 18,946 | $44,000 | 0.0% | $2.32 | — | SPONSORED ADR | 60687Y109 |
| — | GOLAR LNG PARTNERS LP | 12,000 | $40,000 | 0.0% | $3.33 | — | COM UNIT LPI | Y2745C102 |
| TAIT | TAITRON COMPONENTS INC | 12,997 | $29,000 | 0.0% | $3.67 | -28.0% | CL A | 874028103 |
| — | CEMTREX INC | 30,000 | $0 | 0.0% | $0.53 | — | *W EXP 12/02/202 | 15130G113 |