Location: Teaneck, NJ
CIK: 0001085936 · Show all filings
Period: Q3 2020 (← Previous) (Next →)
Filing Date: Nov 12, 2020
Total Value: $1.829B (100.0% shares, 0.0% debt)
| Ticker | Issuer | Shares | Value | % | Share Price | Est. Cost/Share | Unrealized @ Report Date | Class | CUSIP |
|---|---|---|---|---|---|---|---|---|---|
| NWE | NorthWestern Corp. | 674,889 | $32.83M | 1.8% | $48.64 | — | — | COM NEW | 668074305 |
| FCNCA | First Citizens Bancshares Inc. | 99,592 | $31.75M | 1.7% | $318.78 | — | — | COM | 31946M103 |
| FIX | Comfort Systems USA Inc. | 532,708 | $27.44M | 1.5% | $51.51 | — | — | COM | 199908104 |
| QRVO | Qorvo Inc. | 202,650 | $26.14M | 1.4% | $129.01 | — | — | COM | 74736K101 |
| AEO | American Eagle Outfitters Inc. | 1,624,961 | $24.07M | 1.3% | $14.81 | — | — | COM | 02553E106 |
| MX | MagnaChip Semiconductor Corp | 1,703,970 | $23.34M | 1.3% | $13.70 | — | — | COM | 55933J203 |
| SIMO | Silicon Motion Technology Corp | 613,185 | $23.17M | 1.3% | $37.78 | — | — | SPONSORED ADR | 82706C108 |
| RRX | Regal Beloit Corp. | 246,372 | $23.13M | 1.3% | $93.87 | — | — | COM | 758750103 |
| SIGI | Selective Insurance Group Inc. | 449,128 | $23.13M | 1.3% | $51.49 | — | — | COM | 816300107 |
| AMN | AMN Healthcare Services Inc. | 360,919 | $21.1M | 1.2% | $58.46 | — | — | COM | 001744101 |
| EME | EMCOR Group Inc. | 308,786 | $20.91M | 1.1% | $67.71 | — | — | COM | 29084Q100 |
| WAFD | Washington Federal Inc. | 999,907 | $20.86M | 1.1% | $20.86 | — | — | COM | 938824109 |
| — | Physicians Realty Trust (REIT) | 1,136,661 | $20.36M | 1.1% | $17.91 | — | — | COM | 71943U104 |
| MCFT | MasterCraft Boat Holdings Inc. | 1,155,499 | $20.21M | 1.1% | $17.49 | — | — | COM | 57637H103 |
| ICFI | ICF International Inc. | 327,552 | $20.15M | 1.1% | $61.53 | — | — | COM | 44925C103 |
| AMWD | American Woodmark Corp. | 249,659 | $19.61M | 1.1% | $78.54 | — | — | COM | 030506109 |
| APEI | American Public Education Inc. | 687,416 | $19.38M | 1.1% | $28.19 | — | — | COM | 02913V103 |
| NX | Quanex Building Products Corpo | 1,036,854 | $19.12M | 1.0% | $18.44 | — | — | COM | 747619104 |
| MKSI | MKS Instruments Inc. | 173,771 | $18.98M | 1.0% | $109.23 | — | — | COM | 55306N104 |
| KBR | KBR Inc. | 825,292 | $18.45M | 1.0% | $22.36 | — | — | COM | 48242W106 |
| ASGN | ASGN Incorporated | 290,247 | $18.45M | 1.0% | $63.56 | — | — | COM | 00191U102 |
| MLI | Mueller Industries Inc. | 680,196 | $18.41M | 1.0% | $27.06 | — | — | COM | 624756102 |
| CMC | Commercial Metals Company | 908,359 | $18.15M | 1.0% | $19.98 | — | — | COM | 201723103 |
| — | Lexington Realty Trust (REIT) | 1,736,752 | $18.15M | 1.0% | $10.45 | — | — | COM | 529043101 |
| SPB | Spectrum Brands Holdings Inc. | 317,309 | $18.14M | 1.0% | $57.16 | — | — | COM | 84790A105 |
| PIPR | Piper Sandler Companies | 245,598 | $17.93M | 1.0% | $73.00 | — | — | COM | 724078100 |
| CHCT | Community Healthcare Trust Inc | 373,016 | $17.44M | 1.0% | $46.76 | — | — | COM | 20369C106 |
| JAZZ | Jazz Pharmaceuticals PLC | 122,016 | $17.4M | 1.0% | $142.59 | — | — | SHS USD | G50871105 |
| — | Sandy Spring Bancorp Inc. | 721,953 | $16.66M | 0.9% | $23.08 | — | — | COM | 800363103 |
| OSUR | OraSure Technologies Inc. | 1,363,899 | $16.6M | 0.9% | $12.17 | — | — | COM | 68554V108 |
| MEI | Methode Electronics Inc. | 578,008 | $16.47M | 0.9% | $28.50 | — | — | COM | 591520200 |
| VC | Visteon Corp. | 237,717 | $16.45M | 0.9% | $69.22 | — | — | COM NEW | 92839U206 |
| LDOS | Leidos Holdings Inc. | 180,849 | $16.12M | 0.9% | $89.15 | — | — | COM | 525327102 |
| KVHI | KVH Industries Inc. | 1,756,976 | $15.83M | 0.9% | $9.01 | — | — | COM | 482738101 |
| WSM | Williams-Sonoma Inc. | 172,157 | $15.57M | 0.9% | $90.44 | — | — | COM | 969904101 |
| LZB | La-Z-Boy Inc. | 490,184 | $15.51M | 0.8% | $31.63 | — | — | COM | 505336107 |
| EHC | Encompass Health Corp. | 238,197 | $15.48M | 0.8% | $64.98 | — | — | COM | 29261A100 |
| — | PGT Innovations Inc. | 880,260 | $15.42M | 0.8% | $17.52 | — | — | COM | 69336V101 |
| URBN | Urban Outfitters Inc. | 733,819 | $15.27M | 0.8% | $20.81 | — | — | COM | 917047102 |
| COHU | Cohu Inc. | 885,796 | $15.22M | 0.8% | $17.18 | — | — | COM | 192576106 |
| HELE | Helen of Troy Corp. Ltd. | 78,626 | $15.22M | 0.8% | $193.52 | — | — | COM | G4388N106 |
| OC | Owens Corning New | 218,705 | $15.05M | 0.8% | $68.81 | — | — | COM | 690742101 |
| CMCO | Columbus Mckinnon Corp. | 449,241 | $14.87M | 0.8% | $33.10 | — | — | COM | 199333105 |
| VSH | Vishay Intertechnology Inc. | 955,037 | $14.87M | 0.8% | $15.57 | — | — | COM | 928298108 |
| ORI | Old Republic Intl Corp. | 996,765 | $14.69M | 0.8% | $14.74 | — | — | COM | 680223104 |
| — | Masonite International Corpora | 148,804 | $14.64M | 0.8% | $98.40 | — | — | COM | 575385109 |
| SF | Stifel Financial Corp. | 286,762 | $14.5M | 0.8% | $50.56 | — | — | CL A | 860630102 |
| CHDN | Churchill Downs Inc. | 88,220 | $14.45M | 0.8% | $163.82 | — | — | COM | 171484108 |
| — | MSG Networks Inc. class A | 1,496,701 | $14.32M | 0.8% | $9.57 | — | — | CL A | 553573106 |
| OLED | Universal Display Corp. | 78,307 | $14.15M | 0.8% | $180.74 | — | — | COM | 91347P105 |
| — | PH Glatfelter Co. | 1,026,589 | $14.14M | 0.8% | $13.77 | — | — | COM | 377316104 |
| BDN | Brandywine Realty Trust Inc. ( | 1,364,414 | $14.11M | 0.8% | $10.34 | — | — | SH BEN INT NEW | 105368203 |
| REX | REX American Resources Corp. | 214,410 | $14.07M | 0.8% | $65.61 | — | — | COM | 761624105 |
| TTEK | Tetra Tech Inc. | 146,594 | $14M | 0.8% | $95.50 | — | — | COM | 88162G103 |
| CCRN | Cross Country Healthcare Inc. | 2,153,431 | $13.98M | 0.8% | $6.49 | — | — | COM | 227483104 |
| UHAL | Amerco | 38,279 | $13.63M | 0.7% | $355.99 | — | — | COM | 023586100 |
| UCB | United Community Banks Inc. | 796,135 | $13.48M | 0.7% | $16.93 | — | — | COM | 90984P303 |
| SBRA | Sabra Health Care REIT Inc. | 967,989 | $13.34M | 0.7% | $13.79 | — | — | COM | 78573L106 |
| ENTG | Entegris Inc. | 172,758 | $12.84M | 0.7% | $74.34 | — | — | COM | 29362U104 |
| FRME | First Merchants Corporation | 554,498 | $12.84M | 0.7% | $23.16 | — | — | COM | 320817109 |
| — | Cubic Corp. | 220,121 | $12.8M | 0.7% | $58.17 | — | — | COM | 229669106 |
| — | BioDelivery Sciences Internati | 3,405,342 | $12.7M | 0.7% | $3.73 | — | — | COM | 09060J106 |
| — | Altra Industrial Motion Corp. | 342,172 | $12.65M | 0.7% | $36.97 | — | — | COM | 02208R106 |
| — | Aerojet Rocketdyne Holdings In | 315,777 | $12.6M | 0.7% | $39.89 | — | — | COM | 007800105 |
| TSEM | Tower Semiconductor Ltd. | 690,432 | $12.59M | 0.7% | $18.23 | — | — | SHS NEW | M87915274 |
| APLE | Apple Hospitality REIT Inc. | 1,303,386 | $12.53M | 0.7% | $9.61 | — | — | COM NEW | 03784Y200 |
| — | Meridian Bioscience Inc. | 733,876 | $12.46M | 0.7% | $16.98 | — | — | COM | 589584101 |
| — | Lakeland Bancorp Inc. | 1,252,213 | $12.46M | 0.7% | $9.95 | — | — | COM | 511637100 |
| — | Umpqua Holdings Corp. | 1,149,270 | $12.21M | 0.7% | $10.62 | — | — | COM | 904214103 |
| ANGO | AngioDynamics Inc | 991,390 | $11.96M | 0.7% | $12.06 | — | — | COM | 03475V101 |
| EXEL | Exelixis Inc. | 474,084 | $11.59M | 0.6% | $24.45 | — | — | COM | 30161Q104 |
| ANF | Abercrombie & Fitch Co. | 808,209 | $11.26M | 0.6% | $13.93 | — | — | COM | 002896207 |
| ONTO | Onto Innovations Inc. | 377,976 | $11.26M | 0.6% | $29.78 | — | — | COM | 683344105 |
| ESLT | Elbit Systems Ltd. | 92,661 | $11.15M | 0.6% | $120.30 | — | — | ORD | M3760D101 |
| — | MDC Holdings Inc. | 229,982 | $10.83M | 0.6% | $47.10 | — | — | COM | 552676108 |
| CW | Curtiss-Wright Corp. | 114,897 | $10.71M | 0.6% | $93.26 | — | — | COM | 231561101 |
| TBCH | Turtle Beach Corp. | 586,262 | $10.67M | 0.6% | $18.20 | — | — | COM NEW | 900450206 |
| GENC | Gencor Industries Inc. | 959,542 | $10.58M | 0.6% | $11.03 | — | — | COM | 368678108 |
| DECK | Deckers Outdoor Corp | 47,006 | $10.34M | 0.6% | $220.01 | — | — | COM | 243537107 |
| PRGS | Progress Software Corp. | 278,845 | $10.23M | 0.6% | $36.68 | — | — | COM | 743312100 |
| — | Dime Community Bancshares Inc. | 889,664 | $10.06M | 0.6% | $11.31 | — | — | COM | 253922108 |
| — | Coherent Inc. | 88,963 | $9.869M | 0.5% | $110.93 | — | — | COM | 192479103 |
| — | Domtar Corporation | 374,605 | $9.841M | 0.5% | $26.27 | — | — | COM NEW | 257559203 |
| — | Perficient Inc. | 224,091 | $9.578M | 0.5% | $42.74 | — | — | COM | 71375U101 |
| SILC | Silicom Ltd. | 294,335 | $9.534M | 0.5% | $32.39 | — | — | ORD | M84116108 |
| PLOW | Douglas Dynamics Inc. | 271,942 | $9.3M | 0.5% | $34.20 | — | — | COM | 25960R105 |
| LYTS | LSI Industries Inc. | 1,370,650 | $9.252M | 0.5% | $6.75 | — | — | COM | 50216C108 |
| — | Hibbett Sports Inc. | 233,717 | $9.166M | 0.5% | $39.22 | — | — | COM | 428567101 |
| — | Foot Locker Inc. | 273,324 | $9.028M | 0.5% | $33.03 | — | — | COM | 344849104 |
| WBS | Webster Financial Corp. | 341,622 | $9.022M | 0.5% | $26.41 | — | — | COM | 947890109 |
| — | Trustco Bank Corp NY | 1,711,812 | $8.936M | 0.5% | $5.22 | — | — | COM | 898349105 |
| — | People's United Financial Inc. | 863,002 | $8.898M | 0.5% | $10.31 | — | — | COM | 712704105 |
| HUN | Huntsman Corp. | 399,384 | $8.87M | 0.5% | $22.21 | — | — | COM | 447011107 |
| SHOO | Steven Madden Ltd. | 453,796 | $8.849M | 0.5% | $19.50 | — | — | COM | 556269108 |
| FCN | FTI Consulting Inc. | 83,500 | $8.848M | 0.5% | $105.96 | — | — | COM | 302941109 |
| KBH | KB Home | 229,345 | $8.805M | 0.5% | $38.39 | — | — | COM | 48666K109 |
| VLGEA | Village Super Mkt Inc | 356,163 | $8.765M | 0.5% | $24.61 | — | — | CL A NEW | 927107409 |
| — | Sanderson Farms Inc. | 73,715 | $8.696M | 0.5% | $117.97 | — | — | COM | 800013104 |
| KALU | Kaiser Aluminum Corporation | 159,147 | $8.529M | 0.5% | $53.59 | — | — | COM PAR $0.01 | 483007704 |
| — | K12 Inc. | 322,960 | $8.507M | 0.5% | $26.34 | — | — | COM | 48273U102 |
| FCBC | First Community Bancshares Inc | 470,653 | $8.495M | 0.5% | $18.05 | — | — | COM | 31983A103 |
| MGY | Magnolia Oil & Gas Corporation | 1,612,027 | $8.334M | 0.5% | $5.17 | — | — | CL A | 559663109 |
| — | Sterling Bancorp | 785,478 | $8.263M | 0.5% | $10.52 | — | — | COM | 85917A100 |
| WAL | Western Alliance Bancorp. | 259,681 | $8.211M | 0.4% | $31.62 | — | — | COM | 957638109 |
| — | U.S. Concrete Inc. | 273,163 | $7.933M | 0.4% | $29.04 | — | — | COM NEW | 90333L201 |
| — | Alleghany Corp. | 15,142 | $7.881M | 0.4% | $520.47 | — | — | COM | 017175100 |
| MLR | Miller Industries Inc. | 247,254 | $7.559M | 0.4% | $30.57 | — | — | COM NEW | 600551204 |
| — | Heidrick & Struggles Intl Inc. | 377,938 | $7.426M | 0.4% | $19.65 | — | — | COM | 422819102 |
| OSIS | OSI Systems Inc. | 94,651 | $7.346M | 0.4% | $77.61 | — | — | COM | 671044105 |
| — | Schnitzer Steel Industries Inc | 375,706 | $7.225M | 0.4% | $19.23 | — | — | COM | 806882106 |
| — | Whole Earth Brands Inc Class A | 862,851 | $7.196M | 0.4% | $8.34 | — | — | COM CL A | 96684W100 |
| AYI | Acuity Brands Inc. | 69,905 | $7.155M | 0.4% | $102.35 | — | — | CL A NEW | 00508Y102 |
| BBT | Berkshire Hills Bancorp Inc. | 702,077 | $7.098M | 0.4% | $10.11 | — | — | COM | 084680107 |
| PFS | Provident Financial Services I | 581,414 | $7.093M | 0.4% | $12.20 | — | — | COM | 74386T105 |
| ROCK | Gibraltar Industries Inc. | 107,350 | $6.993M | 0.4% | $65.14 | — | — | COM | 374689107 |
| UFCS | United Fire Group Inc. | 336,001 | $6.828M | 0.4% | $20.32 | — | — | COM | 910340108 |
| — | Lydall Inc. Del | 412,620 | $6.825M | 0.4% | $16.54 | — | — | COM | 550819106 |
| OMCL | Omnicell Inc. | 90,608 | $6.765M | 0.4% | $74.66 | — | — | COM | 68213N109 |
| EG | Everest Re Group Ltd. | 33,240 | $6.566M | 0.4% | $197.53 | — | — | COM | G3223R108 |
| NOMD | Nomad Foods Limited | 257,596 | $6.564M | 0.4% | $25.48 | — | — | USD ORD SHS | G6564A105 |
| GNTX | Gentex Corp. | 253,841 | $6.536M | 0.4% | $25.75 | — | — | COM | 371901109 |
| HNI | HNI Corp. | 203,102 | $6.373M | 0.3% | $31.38 | — | — | COM | 404251100 |
| AUB | Atlantic Union Bankshares Corp | 291,897 | $6.238M | 0.3% | $21.37 | — | — | COM | 04911A107 |
| POR | Portland General Electric | 174,379 | $6.19M | 0.3% | $35.50 | — | — | COM NEW | 736508847 |
| PII | Polaris Industries Inc. | 62,937 | $5.937M | 0.3% | $94.33 | — | — | COM | 731068102 |
| SPHR | Madison Square Garden Entertai | 85,000 | $5.822M | 0.3% | $68.49 | — | — | CL A | 55826T102 |
| AZTA | Brooks Automation Inc. | 125,692 | $5.815M | 0.3% | $46.26 | — | — | COM | 114340102 |
| PDM | Piedmont Office Realty Trust I | 418,647 | $5.681M | 0.3% | $13.57 | — | — | COM CL A | 720190206 |
| HOPE | Hope Bancorp Inc. | 746,209 | $5.66M | 0.3% | $7.59 | — | — | COM | 43940T109 |
| OCFC | OceanFirst Financial Corp. | 411,079 | $5.628M | 0.3% | $13.69 | — | — | COM | 675234108 |
| STRA | Strategic Education Inc. | 60,875 | $5.568M | 0.3% | $91.47 | — | — | COM | 86272C103 |
| PHM | Pulte Homes Inc. | 119,310 | $5.523M | 0.3% | $46.29 | — | — | COM | 745867101 |
| SRI | Stoneridge Inc. | 300,370 | $5.518M | 0.3% | $18.37 | — | — | COM | 86183P102 |
| DK | Delek US Holdings Inc. | 477,890 | $5.319M | 0.3% | $11.13 | — | — | COM | 24665A103 |
| AXTI | AXT Inc. | 864,717 | $5.292M | 0.3% | $6.12 | — | — | COM | 00246W103 |
| — | The Bank of Princeton | 290,601 | $5.28M | 0.3% | $18.17 | — | — | COM | 064520109 |
| WASH | Washington Trust Bancorp Inc. | 167,760 | $5.144M | 0.3% | $30.66 | — | — | COM | 940610108 |
| — | Chase Corp. | 53,350 | $5.09M | 0.3% | $95.41 | — | — | COM | 16150R104 |
| — | NeoPhotonics Corporation | 816,158 | $4.97M | 0.3% | $6.09 | — | — | COM | 64051T100 |
| HP | Helmerich & Payne Inc. | 333,260 | $4.882M | 0.3% | $14.65 | — | — | COM | 423452101 |
| DAN | Dana Incorporated | 368,081 | $4.535M | 0.2% | $12.32 | — | — | COM | 235825205 |
| HLIT | Harmonic Inc. | 796,655 | $4.445M | 0.2% | $5.58 | — | — | COM | 413160102 |
| MSGS | Madison Square Garden Sports C | 29,400 | $4.424M | 0.2% | $150.48 | — | — | CL A | 55825T103 |
| SAIC | Science Applications Internati | 55,015 | $4.314M | 0.2% | $78.41 | — | — | COM | 808625107 |
| MXL | MaxLinear Inc. | 183,209 | $4.258M | 0.2% | $23.24 | — | — | COM | 57776J100 |
| DRH | Diamondrock Hospitality Co. (R | 758,798 | $3.847M | 0.2% | $5.07 | — | — | COM | 252784301 |
| — | BioTelemetry Inc. | 82,700 | $3.769M | 0.2% | $45.57 | — | — | COM | 090672106 |
| GVA | Granite Construction Inc. | 208,241 | $3.667M | 0.2% | $17.61 | — | — | COM | 387328107 |
| INN | Summit Hotel Properties Inc. ( | 656,015 | $3.398M | 0.2% | $5.18 | — | — | COM | 866082100 |
| NTGR | Netgear Inc. | 106,980 | $3.297M | 0.2% | $30.82 | — | — | COM | 64111Q104 |
| UBSI | United Bankshares Inc. | 153,026 | $3.285M | 0.2% | $21.47 | — | — | COM | 909907107 |
| NMRK | Newmark Group Inc. Class A | 753,943 | $3.257M | 0.2% | $4.32 | — | — | CL A | 65158N102 |
| — | Trinseo SA | 109,891 | $2.818M | 0.2% | $25.64 | — | — | SHS | L9340P101 |
| — | Central Valley Community Banco | 157,575 | $1.946M | 0.1% | $12.35 | — | — | COM | 155685100 |
| AAPL | Apple Inc. | 15,600 | $1.807M | 0.1% | $115.83 | — | — | COM | 037833100 |
| V | Visa Inc. CL A | 8,300 | $1.66M | 0.1% | $200.00 | — | — | COM | 92826C839 |
| LOW | Lowe's Companies Inc. | 9,900 | $1.642M | 0.1% | $165.86 | — | — | COM | 548661107 |
| — | Knoll Inc. | 77,663 | $937K | 0.1% | $12.06 | — | — | COM NEW | 498904200 |
| MSFT | Microsoft Corporation | 3,920 | $824K | 0.0% | $210.20 | — | — | COM | 594918104 |
| ABBV | AbbVie Inc. | 9,300 | $815K | 0.0% | $87.63 | — | — | COM | 00287Y109 |
| CSX | CSX Corp. | 10,200 | $792K | 0.0% | $77.65 | — | — | COM | 126408103 |
| JNJ | Johnson & Johnson | 5,100 | $759K | 0.0% | $148.82 | — | — | COM | 478160104 |
| LHX | L3Harris Technologies Inc. | 4,170 | $708K | 0.0% | $169.78 | — | — | COM | 502431109 |
| MS | Morgan Stanley | 13,500 | $653K | 0.0% | $48.37 | — | — | COM NEW | 617446448 |
| TT | Trane Technologies plc | 5,000 | $606K | 0.0% | $121.20 | — | — | SHS | G8994E103 |
| MRK | Merck & Co. Inc. | 7,300 | $606K | 0.0% | $83.01 | — | — | COM | 58933Y105 |
| JPM | JPMorgan Chase & Co. | 6,075 | $585K | 0.0% | $96.30 | — | — | COM | 46625H100 |
| — | Laboratory Corporation of Amer | 2,883 | $543K | 0.0% | $188.35 | — | — | COM NEW | 50540R409 |
| CMCSA | Comcast Corporation CL A | 11,558 | $535K | 0.0% | $46.29 | — | — | CL A | 20030N101 |
| META | Facebook Inc. | 2,000 | $524K | 0.0% | $262.00 | — | — | CL A | 30303M102 |
| ARE | Alexandria Real Estate Equitie | 3,265 | $522K | 0.0% | $159.88 | — | — | COM | 015271109 |
| PNC | PNC Financial Services Group I | 4,600 | $506K | 0.0% | $110.00 | — | — | COM | 693475105 |
| IWN | ISHARES RUSSELL 2000 VALUE ETF | 4,912 | $488K | 0.0% | $99.35 | — | — | RUS 2000 VAL ETF | 464287630 |
| BIIB | Biogen Inc. | 1,600 | $454K | 0.0% | $283.75 | — | — | COM | 09062X103 |
| — | Xilinx Inc. | 4,300 | $448K | 0.0% | $104.19 | — | — | COM | 983919101 |
| SWKS | Skyworks Solutions Inc. | 3,030 | $441K | 0.0% | $145.54 | — | — | COM | 83088M102 |
| FRCB | First Republic Bank | 3,905 | $426K | 0.0% | $109.09 | — | — | COM | 33616C100 |
| FFIV | F5 Networks Inc | 3,415 | $419K | 0.0% | $122.69 | — | — | COM | 315616102 |
| AIZ | Assurant Inc | 3,370 | $409K | 0.0% | $121.36 | — | — | COM | 04621X108 |
| INTC | Intel Corp. | 7,900 | $409K | 0.0% | $51.77 | — | — | COM | 458140100 |
| DOX | Amdocs Ltd. | 6,680 | $383K | 0.0% | $57.34 | — | — | SHS | G02602103 |
| KEY | KeyCorp | 31,070 | $371K | 0.0% | $11.94 | — | — | COM | 493267108 |
| RJF | Raymond James Financial Inc. | 5,090 | $370K | 0.0% | $72.69 | — | — | COM | 754730109 |
| ABT | Abbott Laboratories | 3,400 | $370K | 0.0% | $108.82 | — | — | COM | 002824100 |
| WH | Wyndham Hotels & Resorts Inc. | 7,200 | $364K | 0.0% | $50.56 | — | — | COM | 98311A105 |
| KLAC | KLA Corp. | 1,856 | $360K | 0.0% | $193.97 | — | — | COM NEW | 482480100 |
| RTX | Raytheon Technologies Corp. | 6,000 | $345K | 0.0% | $57.50 | — | — | COM | 75513E101 |
| STT | State Street Corp. | 5,400 | $320K | 0.0% | $59.26 | — | — | COM | 857477103 |
| RL | Ralph Lauren Corp. | 4,692 | $319K | 0.0% | $67.99 | — | — | CL A | 751212101 |
| — | LAM Research Corp. | 930 | $309K | 0.0% | $332.26 | — | — | COM | 512807108 |
| EMN | Eastman Chemical Co. | 3,925 | $307K | 0.0% | $78.22 | — | — | COM | 277432100 |
| SBNY | Signature Bank | 3,625 | $301K | 0.0% | $83.03 | — | — | COM | 82669G104 |
| TFC | Truist Financial Corp. | 7,659 | $291K | 0.0% | $37.99 | — | — | COM | 89832Q109 |
| IP | International Paper Co. | 7,100 | $288K | 0.0% | $40.56 | — | — | CL A | 460146103 |
| CFG | Citizens Financial Group Inc. | 10,838 | $274K | 0.0% | $25.28 | — | — | COM | 174610105 |
| FANG | Diamondback Energy Inc. | 8,875 | $267K | 0.0% | $30.08 | — | — | COM | 25278X109 |
| TPR | Tapestry Inc. | 16,750 | $262K | 0.0% | $15.64 | — | — | COM | 876030107 |
| — | Aptiv PLC | 2,857 | $262K | 0.0% | $91.70 | — | — | SHS | G6095L109 |
| PRGO | Perrigo Co. PLC | 5,685 | $261K | 0.0% | $45.91 | — | — | SHS | G97822103 |
| LEA | Lear Corp. | 2,085 | $227K | 0.0% | $108.87 | — | — | COM NEW | 521865204 |
| — | OUTFRONT Media Inc. (REIT) | 15,528 | $226K | 0.0% | $14.55 | — | — | COM | 69007J106 |
| — | Wyndham Destinations Inc. | 7,200 | $221K | 0.0% | $30.69 | — | — | COM | 98310W108 |
| DHI | D. R. Horton Inc. | 2,865 | $217K | 0.0% | $75.74 | — | — | COM | 23331A109 |
| AMAT | Applied Materials Inc. | 3,564 | $212K | 0.0% | $59.48 | — | — | COM | 038222105 |
| PRU | Prudential Financial Inc. | 3,300 | $210K | 0.0% | $63.64 | — | — | COM | 744320102 |
| FSTR | L.B. Foster Co. | 15,293 | $205K | 0.0% | $13.40 | — | — | COM | 350060109 |
| MHK | Mohawk Industries Inc. | 2,100 | $205K | 0.0% | $97.62 | — | — | COM | 608190104 |
| HST | Host Hotels & Resorts Inc. (RE | 18,060 | $195K | 0.0% | $10.80 | — | — | COM | 44107P104 |
| — | Select Interior Concepts Inc. | 28,250 | $195K | 0.0% | $6.90 | — | — | CL A | 816120307 |
| DLR | Digital Realty Trust Inc. (REI | 1,313 | $193K | 0.0% | $146.99 | — | — | COM | 253868103 |
| PNW | Pinnacle West Capital Corporat | 2,555 | $190K | 0.0% | $74.36 | — | — | COM | 723484101 |
| OTIS | Otis Worldwide Corp. 4/3/2020 | 3,000 | $187K | 0.0% | $62.33 | — | — | COM | 68902V107 |
| ACGL | Arch Capital Group Ltd. | 6,300 | $184K | 0.0% | $29.21 | — | — | ORD | G0450A105 |
| CARR | Carrier Global Corp. 4/3/2020 | 6,000 | $183K | 0.0% | $30.50 | — | — | COM | 14448C104 |
| ALLE | Allegion PLC | 1,666 | $165K | 0.0% | $99.04 | — | — | ORD SHS | G0176J109 |
| IR | Ingersoll Rand Inc. | 4,412 | $157K | 0.0% | $35.58 | — | — | COM | 45687V106 |
| DAL | Delta Air Lines Inc. | 4,900 | $150K | 0.0% | $30.61 | — | — | COM NEW | 247361702 |
| MAS | Masco Corp. | 2,610 | $144K | 0.0% | $55.17 | — | — | COM | 574599106 |
| ZION | Zions Bancorp N.A. | 4,800 | $140K | 0.0% | $29.17 | — | — | COM | 989701107 |
| NNN | National Retail Properties Inc | 3,975 | $137K | 0.0% | $34.47 | — | — | COM | 637417106 |
| LNC | Lincoln National Corp. | 4,293 | $134K | 0.0% | $31.21 | — | — | COM | 534187109 |
| SLB | Schlumberger Limited | 8,300 | $129K | 0.0% | $15.54 | — | — | COM | 806857108 |
| CIEN | Ciena Corp. | 2,750 | $109K | 0.0% | $39.64 | — | — | COM NEW | 171779309 |
| CVS | CVS Health Corporation | 1,688 | $99,000 | 0.0% | $58.65 | — | — | COM | 126650100 |
| DKS | Dicks Sporting Goods Inc. | 328 | $19,000 | 0.0% | $57.93 | — | — | COM | 253393102 |
| OXY | Occidental Petroleum Corporati | 1,848 | $18,000 | 0.0% | $9.74 | — | — | COM | 674599105 |
| CBRE | CBRE Group Inc. | 369 | $17,000 | 0.0% | $46.07 | — | — | COM | 12504L109 |
| — | Alexion Pharmaceuticals Inc. | 113 | $13,000 | 0.0% | $115.04 | — | — | COM | 015351109 |
| NXPI | NXP Semiconductors N.V. | 100 | $12,000 | 0.0% | $120.00 | — | — | COM | N6596X109 |
| EXC | Exelon Corp. | 349 | $12,000 | 0.0% | $34.38 | — | — | COM | 30161N101 |
| — | Meritor Inc. | 501 | $10,000 | 0.0% | $19.96 | — | — | COM | 59001K100 |
| — | II-VI Inc. | 257 | $10,000 | 0.0% | $38.91 | — | — | COM | 902104108 |
| ELV | Anthem Inc. | 36 | $10,000 | 0.0% | $277.78 | — | — | COM | 036752103 |
| CENTA | Central Garden & Pet Co. CL A | 274 | $10,000 | 0.0% | $36.50 | — | — | CL A NON-VTG | 153527205 |
| CNC | Centene Corp. | 152 | $9,000 | 0.0% | $59.21 | — | — | COM | 15135B101 |
| GLPI | Gaming and Leisure Properties | 235 | $9,000 | 0.0% | $38.30 | — | — | COM | 36467J108 |
| MLKN | Herman Miller Inc. | 244 | $7,000 | 0.0% | $28.69 | — | — | COM | 600544100 |
| MGA | Magna International (Cl A) | 135 | $6,000 | 0.0% | $44.44 | — | — | COM | 559222401 |
| KMT | Kennametal Inc. | 194 | $6,000 | 0.0% | $30.93 | — | — | COM | 489170100 |
| — | Xperi Holding Corp. | 431 | $5,000 | 0.0% | $11.60 | — | — | COM | 98390M103 |
| NVT | nVent Electric plc | 230 | $4,000 | 0.0% | $17.39 | — | — | SHS | G6700G107 |
| — | Discovery Inc. CL A | 180 | $4,000 | 0.0% | $22.22 | — | — | COM SER A | 25470F104 |
| LPX | Louisiana-Pacific Corp. | 128 | $4,000 | 0.0% | $31.25 | — | — | COM | 546347105 |
| HIG | Hartford Financial Services Gr | 90 | $3,000 | 0.0% | $33.33 | — | — | COM | 416515104 |
| OSK | OSHKOSH CORP | 10 | $1,000 | 0.0% | $100.00 | — | — | COM | 688239201 |
| WTS | WATTS WTR TECH INC A | 6 | $1,000 | 0.0% | $166.67 | — | — | CL A | 942749102 |
| OXY/WS | Occidental Petroleum Corp. War | 231 | $1,000 | 0.0% | $4.33 | — | — | *W EXP 08/03/202 | 674599162 |
| IIIN | INSTEEL IND INC | 14 | $0 | 0.0% | $0.00 | — | — | COM | 45774W108 |