Quantitative Investment Management, LLC Quant / Systematic

Location: Charlottesville, VA

CIK: 0001445911 · Show all filings

Period: Q1 2020 (← Previous) (Next →)

Filing Date: May 15, 2020

Total Value: $916M (100.0% shares, 0.0% debt)

Holdings (481)

Value $30.66M Shares 224,598 Est. Cost $105.95 Unrealized 0.0%

JNJ Johnson & Johnson 3.3%

Value $29.82M Shares 227,430 Est. Cost $114.21 Unrealized +5.2%

BDX BECTON DICKINSON AND CO 2.5%

Value $23.34M Shares 101,562 Est. Cost $225.14 Unrealized -0.1%

TSLA Tesla Inc 2.5%

Value $22.45M Shares 42,838 Est. Cost $41.46 Unrealized 0.0%

NFLX NETFLIX INC 2.4%

Value $21.77M Shares 57,976 Est. Cost $29.65 Unrealized +19.3%

AAPL Apple Inc 2.2%

Value $20.14M Shares 79,223 Est. Cost $71.07 Unrealized 0.0%

MO Altria Group 1.9%

Value $17.48M Shares 452,002 Est. Cost $27.56 Unrealized 0.0%

WFC Wells Fargo & Co 1.8%

Value $16.65M Shares 580,243 Est. Cost $36.64 Unrealized 0.0%

BABA Alibaba Group Holding Ltd 1.8%

Value $16.58M Shares 85,249 Est. Cost $201.03 Unrealized —

ABBV AbbVie Inc 1.6%

Value $14.85M Shares 194,897 Est. Cost $67.19 Unrealized 0.0%

MRK MERCK & CO INC 1.4%

Value $13.22M Shares 171,873 Est. Cost $66.89 Unrealized -2.7%

PFE Pfizer Inc 1.4%

Value $12.45M Shares 381,453 Est. Cost $25.83 Unrealized 0.0%

XOM Exxon Mobil Corp 1.3%

Value $11.96M Shares 315,140 Est. Cost $42.09 Unrealized 0.0%

BIIB Biogen Inc 1.2%

Value $11.18M Shares 35,343 Est. Cost $303.47 Unrealized 0.0%

BMY BRISTOL-MYERS SQUIBB CO 1.0%

Value $9.293M Shares 166,735 Est. Cost $48.58 Unrealized 0.0%

CL Colgate-Palmolive Co 1.0%

Value $8.801M Shares 132,635 Est. Cost $61.53 Unrealized 0.0%

TMUS T-Mobile US Inc 0.9%

Value $7.974M Shares 95,048 Est. Cost $76.41 Unrealized +7.0%

XLV SPDR S&P Health Care ETF 0.9%

Value $7.967M Shares 89,944 Est. Cost $88.58 Unrealized —

GEN NORTONLIFELOCK 0.8%

Value $7.707M Shares 411,939 Est. Cost $14.27 Unrealized +9.6%

PGR PROGRESSIVE CORP (THE) 0.8%

Value $7.535M Shares 102,054 Est. Cost $65.13 Unrealized +0.3%

MSFT Microsoft Corp 0.8%

Value $7.236M Shares 45,886 Est. Cost $156.34 Unrealized 0.0%

TAL TAL Education Group American Depositary 0.8%

Value $7.084M Shares 133,022 Est. Cost $45.59 Unrealized —

DD DuPont de Nemours Inc 0.8%

Value $7.044M Shares 206,586 Est. Cost $18.15 Unrealized 0.0%

SO SOUTHERN CO (THE) 0.7%

Value $6.805M Shares 125,698 Est. Cost $50.47 Unrealized 0.0%

XOP SPDR S&P Oil & Gas Exploration & Product 0.7%

Value $6.796M Shares 206,580 Est. Cost $32.90 Unrealized —

NOW ServiceNow Inc 0.7%

Value $6.706M Shares 23,402 Est. Cost $62.52 Unrealized 0.0%

PSX Phillips 66 0.7%

Value $6.651M Shares 123,976 Est. Cost $87.36 Unrealized -27.0%

— ViacomCBS Inc 0.7%

Value $6.478M Shares 462,399 Est. Cost $14.01 Unrealized —

BK Bank Of New York Mellon Corp 0.7%

Value $6.254M Shares 185,707 Est. Cost $35.37 Unrealized 0.0%

PM Philip Morris International Inc 0.7%

Value $6.152M Shares 84,328 Est. Cost $60.74 Unrealized 0.0%

VFC V.F. CORP 0.6%

Value $5.872M Shares 108,588 Est. Cost $78.12 Unrealized -0.2%

GWW W.W. GRAINGER INC 0.6%

Value $5.719M Shares 23,015 Est. Cost $275.46 Unrealized 0.0%

COP CONOCOPHILLIPS 0.6%

Value $5.189M Shares 168,487 Est. Cost $40.98 Unrealized 0.0%

DHR Danaher Corp 0.6%

Value $5.155M Shares 37,249 Est. Cost $122.70 Unrealized +7.0%

— World Wrestling Entertainment Inc 0.5%

Value $4.772M Shares 140,652 Est. Cost $33.93 Unrealized —

LOPE Grand Canyon Education Inc 0.5%

Value $4.77M Shares 62,540 Est. Cost $82.29 Unrealized 0.0%

AMGN AMGEN INC 0.5%

Value $4.737M Shares 23,368 Est. Cost $182.24 Unrealized 0.0%

AEP AMERICAN ELECTRIC POWER CO INC 0.5%

Value $4.689M Shares 58,639 Est. Cost $74.75 Unrealized +2.4%

PSA PUBLIC STORAGE COM 0.5%

Value $4.594M Shares 23,131 Est. Cost $170.60 Unrealized -2.3%

— GLAXOSMITHKLINE PLC-SPON ADR 0.5%

Value $4.389M Shares 115,860 Est. Cost $37.88 Unrealized —

ARWR Arrowhead Pharmaceuticals Inc 0.5%

Value $4.327M Shares 150,401 Est. Cost $43.75 Unrealized -7.8%

CCI Crown Castle International Corp 0.5%

Value $4.276M Shares 29,615 Est. Cost $114.89 Unrealized 0.0%

PEP Pepsico Inc 0.5%

Value $4.259M Shares 35,465 Est. Cost $112.78 Unrealized -0.0%

AAP ADVANCE AUTO PARTS INC 0.5%

Value $4.194M Shares 44,952 Est. Cost $118.64 Unrealized -3.7%

XEL Xcel Energy Inc 0.5%

Value $4.175M Shares 69,240 Est. Cost $54.26 Unrealized 0.0%

CHRW C.H. Robinson Worldwide Inc 0.5%

Value $4.16M Shares 62,842 Est. Cost $62.42 Unrealized 0.0%

DXCM DexCom Inc 0.5%

Value $4.144M Shares 15,391 Est. Cost $43.36 Unrealized +43.5%

AEE Ameren Corp 0.5%

Value $4.131M Shares 56,733 Est. Cost $66.33 Unrealized +0.8%

KSS KOHL'S CORP 0.4%

Value $4.067M Shares 278,790 Est. Cost $37.48 Unrealized 0.0%

IP INTERNATIONAL PAPER CO 0.4%

Value $3.986M Shares 128,045 Est. Cost $28.50 Unrealized 0.0%

— Liberty Global plc 0.4%

Value $3.984M Shares 253,638 Est. Cost $15.71 Unrealized —

— BED BATH & BEYOND INC 0.4%

Value $3.88M Shares 921,849 Est. Cost $4.21 Unrealized —

CVX CHEVRON CORP 0.4%

Value $3.816M Shares 52,675 Est. Cost $82.10 Unrealized -7.4%

— Discovery Inc Series A 0.4%

Value $3.78M Shares 194,487 Est. Cost $21.20 Unrealized —

SYY Sysco Corp 0.4%

Value $3.688M Shares 80,831 Est. Cost $58.83 Unrealized 0.0%

UAA UNDER ARMOUR INC 0.4%

Value $3.669M Shares 398,462 Est. Cost $16.07 Unrealized 0.0%

CAH Cardinal Health Inc 0.4%

Value $3.636M Shares 75,857 Est. Cost $41.28 Unrealized +7.2%

BWA BORGWARNER INC 0.4%

Value $3.621M Shares 148,601 Est. Cost $26.41 Unrealized 0.0%

WM WASTE MANAGEMENT INC 0.4%

Value $3.617M Shares 39,082 Est. Cost $103.13 Unrealized +1.0%

USB U.S. BANCORP 0.4%

Value $3.592M Shares 104,268 Est. Cost $37.23 Unrealized 0.0%

ZION Zions Bancorp 0.4%

Value $3.551M Shares 132,730 Est. Cost $41.19 Unrealized 0.0%

RSG REPUBLIC SERVICES INC 0.4%

Value $3.478M Shares 46,343 Est. Cost $80.04 Unrealized +3.8%

ALB Albemarle Corp 0.4%

Value $3.45M Shares 61,203 Est. Cost $67.59 Unrealized +5.2%

STT State Street Corp 0.4%

Value $3.431M Shares 64,420 Est. Cost $57.25 Unrealized 0.0%

FRCB First Republic Bank 0.4%

Value $3.376M Shares 41,034 Est. Cost $103.80 Unrealized 0.0%

LNT Alliant Energy Corp 0.4%

Value $3.289M Shares 68,126 Est. Cost $43.82 Unrealized +3.8%

BTI British American Tobacco Industries 0.4%

Value $3.212M Shares 93,959 Est. Cost $34.19 Unrealized —

WCN Waste Connections Inc 0.4%

Value $3.209M Shares 41,415 Est. Cost $88.32 Unrealized +2.2%

SPG SIMON PROPERTY GROUP INC 0.3%

Value $3.136M Shares 57,168 Est. Cost $93.30 Unrealized -7.7%

DUK Duke Energy Corp 0.3%

Value $3.135M Shares 38,768 Est. Cost $72.71 Unrealized 0.0%

CCL Carnival Corp 0.3%

Value $3.09M Shares 234,645 Est. Cost $35.81 Unrealized -1.4%

EQR Equity Residential 0.3%

Value $3.026M Shares 49,036 Est. Cost $62.88 Unrealized -2.4%

LLY ELI LILLY AND CO 0.3%

Value $2.993M Shares 21,579 Est. Cost $128.17 Unrealized 0.0%

OXY OCCIDENTAL PETROLEUM CORP 0.3%

Value $2.989M Shares 258,197 Est. Cost $47.83 Unrealized -37.1%

PPG PPG Industries Inc 0.3%

Value $2.989M Shares 35,754 Est. Cost $99.00 Unrealized 0.0%

FIVE Five Below Inc 0.3%

Value $2.954M Shares 41,976 Est. Cost $101.76 Unrealized 0.0%

KO COCA-COLA CO (THE) 0.3%

Value $2.932M Shares 66,275 Est. Cost $44.51 Unrealized +1.1%

IFF INTERNATIONAL FLAVORS & FRAGRANCES INC 0.3%

Value $2.909M Shares 28,499 Est. Cost $106.08 Unrealized 0.0%

VLO Valero Energy Corp 0.3%

Value $2.852M Shares 62,887 Est. Cost $68.75 Unrealized -16.8%

— IAC/InterActiveCorp 0.3%

Value $2.835M Shares 15,820 Est. Cost $231.98 Unrealized —

ED Consolidated Edison Inc 0.3%

Value $2.835M Shares 36,348 Est. Cost $70.81 Unrealized 0.0%

PPL PPL CORP 0.3%

Value $2.832M Shares 114,752 Est. Cost $25.20 Unrealized 0.0%

TAP Molson Coors Brewing Co 0.3%

Value $2.829M Shares 72,524 Est. Cost $43.72 Unrealized 0.0%

CRM SALESFORCE.COM INC 0.3%

Value $2.785M Shares 19,343 Est. Cost $153.97 Unrealized +10.0%

— Concho Resources Inc 0.3%

Value $2.778M Shares 64,834 Est. Cost $42.85 Unrealized —

BUD Anheuser-Busch Inbev SA 0.3%

Value $2.723M Shares 61,729 Est. Cost $54.58 Unrealized —

CMS CMS ENERGY CORP 0.3%

Value $2.719M Shares 46,284 Est. Cost $52.73 Unrealized +1.8%

SLB SCHLUMBERGER N.V. 0.3%

Value $2.644M Shares 195,999 Est. Cost $25.29 Unrealized 0.0%

SBH Sally Beauty Holdings Inc 0.3%

Value $2.616M Shares 323,780 Est. Cost $13.28 Unrealized 0.0%

— NUANCE COMMUNICATIONS INC 0.3%

Value $2.55M Shares 152,005 Est. Cost $17.28 Unrealized —

HII Huntington Ingalls Industries Inc 0.3%

Value $2.507M Shares 13,761 Est. Cost $202.66 Unrealized +0.5%

KIM KIMCO RLTY CORP COM 0.3%

Value $2.501M Shares 258,701 Est. Cost $13.21 Unrealized 0.0%

— Discovery Inc Series C 0.3%

Value $2.479M Shares 141,387 Est. Cost $17.53 Unrealized —

— Discover Financial Services 0.3%

Value $2.467M Shares 69,188 Est. Cost $39.77 Unrealized —

ABEV Ambev S.A. 0.3%

Value $2.433M Shares 1,058,207 Est. Cost $3.09 Unrealized —

PKG PACKAGING CORP OF AMERICA 0.3%

Value $2.363M Shares 27,225 Est. Cost $80.49 Unrealized +0.6%

BALL Ball Corp 0.3%

Value $2.36M Shares 36,501 Est. Cost $63.09 Unrealized +3.5%

— Six Flags Entertainment Corp New 0.3%

Value $2.349M Shares 187,323 Est. Cost $12.54 Unrealized —

UGI UGI Corp 0.3%

Value $2.323M Shares 87,120 Est. Cost $39.34 Unrealized -3.7%

SBAC Sba Comms Corp 0.3%

Value $2.298M Shares 8,515 Est. Cost $219.47 Unrealized +11.4%

TDG Transdigm Group Inc 0.2%

Value $2.286M Shares 7,140 Est. Cost $452.74 Unrealized 0.0%

ALNY ALNYLAM PHARMACEUTICALS INC 0.2%

Value $2.257M Shares 20,738 Est. Cost $88.99 Unrealized +29.7%

MAR MARRIOTT INTERNATIONAL 0.2%

Value $2.254M Shares 30,138 Est. Cost $119.64 Unrealized 0.0%

— MARATHON OIL CORP 0.2%

Value $2.252M Shares 684,689 Est. Cost $3.29 Unrealized —

AYI ACUITY BRANDS INC 0.2%

Value $2.247M Shares 26,235 Est. Cost $117.51 Unrealized -8.4%

— Centurylink Inc 0.2%

Value $2.18M Shares 230,506 Est. Cost $13.21 Unrealized —

FTI TechnipFMC plc Ordinary Share 0.2%

Value $2.173M Shares 322,488 Est. Cost $10.56 Unrealized 0.0%

AA Alcoa Corp 0.2%

Value $2.145M Shares 348,294 Est. Cost $13.11 Unrealized 0.0%

— Intercept Pharmaceuticals Inc 0.2%

Value $2.132M Shares 33,878 Est. Cost $62.93 Unrealized —

BRO Brown & Brown Inc 0.2%

Value $2.098M Shares 57,934 Est. Cost $40.59 Unrealized 0.0%

RCL Royal Caribbean Cruises Ltd 0.2%

Value $2.092M Shares 65,052 Est. Cost $112.36 Unrealized -20.8%

— Raytheon Corp 0.2%

Value $2.035M Shares 15,519 Est. Cost $131.13 Unrealized —

ROL Rollins Inc 0.2%

Value $2.033M Shares 56,275 Est. Cost $22.98 Unrealized 0.0%

AMT AMERICAN TOWER CORP (REIT) 0.2%

Value $2.024M Shares 9,299 Est. Cost $183.82 Unrealized +7.3%

LEA LEAR CORP COM NEW 0.2%

Value $1.992M Shares 24,529 Est. Cost $106.82 Unrealized -4.2%

SLM SLM Corp 0.2%

Value $1.99M Shares 276,826 Est. Cost $9.66 Unrealized 0.0%

LEG Leggett & Platt Inc 0.2%

Value $1.958M Shares 73,423 Est. Cost $44.24 Unrealized -5.9%

LBTYAUSD Liberty Global plc cl A 0.2%

Value $1.949M Shares 118,070 Est. Cost $16.51 Unrealized —

— Royal Dutch Shell B 0.2%

Value $1.946M Shares 59,588 Est. Cost $55.49 Unrealized —

WU Western Union Co (The) 0.2%

Value $1.944M Shares 107,256 Est. Cost $18.12 Unrealized —

DKS DICK'S SPORTING GOODS INC 0.2%

Value $1.936M Shares 91,082 Est. Cost $33.70 Unrealized -5.5%

— Hollyfrontier Corp 0.2%

Value $1.93M Shares 78,775 Est. Cost $50.70 Unrealized —

VRSK Verisk Analytics Inc 0.2%

Value $1.929M Shares 13,843 Est. Cost $150.88 Unrealized 0.0%

NSP INSPERITY INC 0.2%

Value $1.91M Shares 51,217 Est. Cost $60.03 Unrealized 0.0%

NEE NEXTERA ENERGY INC COM 0.2%

Value $1.905M Shares 7,918 Est. Cost $54.30 Unrealized 0.0%

BA BOEING CO (THE) 0.2%

Value $1.903M Shares 12,766 Est. Cost $272.82 Unrealized 0.0%

— ROYAL DUTCH SHELL A 0.2%

Value $1.897M Shares 54,372 Est. Cost $58.97 Unrealized —

BBD BANCO BRADESCO-ADR 0.2%

Value $1.888M Shares 465,257 Est. Cost $6.23 Unrealized —

GT GOODYEAR TIRE & RUBBER CO 0.2%

Value $1.884M Shares 323,718 Est. Cost $11.36 Unrealized -3.8%

— Spirit Aerosystems Holdings Inc 0.2%

Value $1.873M Shares 78,270 Est. Cost $44.73 Unrealized —

NDAQ Nasdaq Inc 0.2%

Value $1.851M Shares 19,503 Est. Cost $31.21 Unrealized +4.3%

PVH PVH Corp 0.2%

Value $1.836M Shares 48,800 Est. Cost $75.74 Unrealized 0.0%

— Sanderson Farms Inc 0.2%

Value $1.828M Shares 14,825 Est. Cost $123.31 Unrealized —

PCG PACIFIC GAS & ELECTRIC CO. 0.2%

Value $1.76M Shares 195,828 Est. Cost $13.13 Unrealized 0.0%

GPC Genuine Parts Co 0.2%

Value $1.752M Shares 26,028 Est. Cost $75.18 Unrealized 0.0%

CPRT Copart Inc 0.2%

Value $1.748M Shares 25,514 Est. Cost $22.25 Unrealized 0.0%

WTW Willis Towers Watson Public Ltd Company 0.2%

Value $1.744M Shares 10,272 Est. Cost $176.48 Unrealized +2.8%

MCK MCKESSON CORP 0.2%

Value $1.725M Shares 12,759 Est. Cost $131.07 Unrealized +7.4%

FANG Diamondback Energy Inc 0.2%

Value $1.683M Shares 64,264 Est. Cost $49.28 Unrealized 0.0%

EMR Emerson Electric Co 0.2%

Value $1.68M Shares 35,272 Est. Cost $57.76 Unrealized 0.0%

CPRI Capri Holdings Ltd 0.2%

Value $1.678M Shares 155,565 Est. Cost $26.25 Unrealized 0.0%

JKHY JACK HENRY & ASSOCIATES INC 0.2%

Value $1.663M Shares 10,718 Est. Cost $133.54 Unrealized +8.3%

EOG EOG RESOURCES INC 0.2%

Value $1.639M Shares 45,650 Est. Cost $56.16 Unrealized -11.5%

STNG Scorpio Tankers Inc 0.2%

Value $1.563M Shares 81,795 Est. Cost $19.11 Unrealized —

TDC Teradata Corp 0.2%

Value $1.559M Shares 76,087 Est. Cost $28.78 Unrealized -19.9%

CVS Cvs Health Corp 0.2%

Value $1.54M Shares 25,957 Est. Cost $55.31 Unrealized 0.0%

AJG ARTHUR J. GALLAGHER & CO. 0.2%

Value $1.512M Shares 18,562 Est. Cost $83.32 Unrealized +7.3%

ES EVERSOURCE ENERGY 0.2%

Value $1.49M Shares 19,057 Est. Cost $66.48 Unrealized +6.3%

NUE Nucor Corp 0.2%

Value $1.484M Shares 41,211 Est. Cost $48.21 Unrealized -18.0%

— AARON'S INC 0.2%

Value $1.483M Shares 65,113 Est. Cost $22.78 Unrealized —

CMA Comerica Inc 0.2%

Value $1.482M Shares 50,515 Est. Cost $40.46 Unrealized 0.0%

— Apache Corp 0.2%

Value $1.476M Shares 353,155 Est. Cost $11.72 Unrealized —

EVRG Evergy Inc 0.2%

Value $1.469M Shares 26,690 Est. Cost $44.52 Unrealized +16.9%

ON ON Semiconductor Corp 0.2%

Value $1.464M Shares 117,747 Est. Cost $21.12 Unrealized -7.4%

AMCX AMC Networks Inc 0.2%

Value $1.46M Shares 60,068 Est. Cost $36.70 Unrealized -7.7%

OPLN KAR Auction Services Inc 0.2%

Value $1.449M Shares 120,794 Est. Cost $19.53 Unrealized 0.0%

RIG Transocean Ltd 0.2%

Value $1.445M Shares 1,245,856 Est. Cost $3.90 Unrealized 0.0%

NYT NEW YORK TIMES CO (THE) 0.2%

Value $1.433M Shares 46,680 Est. Cost $32.48 Unrealized 0.0%

— Portola Pharmaceuticals Inc 0.2%

Value $1.418M Shares 198,899 Est. Cost $7.13 Unrealized —

— Noble Energy Inc 0.2%

Value $1.407M Shares 233,078 Est. Cost $8.02 Unrealized —

— Healthcare Trust of America Inc 0.2%

Value $1.401M Shares 57,730 Est. Cost $24.27 Unrealized —

CAG ConAgra Brands Inc 0.2%

Value $1.39M Shares 47,399 Est. Cost $23.54 Unrealized 0.0%

CDW Cdw Corp 0.2%

Value $1.384M Shares 14,848 Est. Cost $114.00 Unrealized 0.0%

HLF Herbalife Nutrition Ltd 0.2%

Value $1.38M Shares 47,338 Est. Cost $37.23 Unrealized 0.0%

— Intelsat S.A. 0.2%

Value $1.38M Shares 902,001 Est. Cost $1.53 Unrealized —

MYGN Myriad Genetics Inc 0.1%

Value $1.371M Shares 95,850 Est. Cost $21.13 Unrealized 0.0%

R Ryder System Inc 0.1%

Value $1.368M Shares 51,770 Est. Cost $42.12 Unrealized 0.0%

SEE Sealed Air Corp 0.1%

Value $1.365M Shares 55,242 Est. Cost $29.22 Unrealized 0.0%

RYAAY RYANAIR HOLDINGS PLC 0.1%

Value $1.365M Shares 25,718 Est. Cost $53.08 Unrealized —

TECK Teck Resources Ltd 0.1%

Value $1.358M Shares 179,756 Est. Cost $11.98 Unrealized 0.0%

NTAP NetApp Inc 0.1%

Value $1.338M Shares 32,106 Est. Cost $44.08 Unrealized 0.0%

DVN DEVON ENERGY CORP 0.1%

Value $1.331M Shares 192,682 Est. Cost $13.15 Unrealized 0.0%

CE Celanese Corp 0.1%

Value $1.329M Shares 18,120 Est. Cost $98.02 Unrealized -9.6%

MUR Murphy Oil Corp 0.1%

Value $1.328M Shares 216,769 Est. Cost $14.89 Unrealized 0.0%

MASI Masimo Corp 0.1%

Value $1.32M Shares 7,456 Est. Cost $148.46 Unrealized +15.5%

XYL Xylem Inc 0.1%

Value $1.308M Shares 20,089 Est. Cost $73.46 Unrealized 0.0%

— New Oriental Education & Tech Group Inc 0.1%

Value $1.302M Shares 12,035 Est. Cost $121.21 Unrealized —

VRTX VERTEX PHARMACEUTICALS INC 0.1%

Value $1.288M Shares 5,415 Est. Cost $199.59 Unrealized +14.9%

OGE OGE Energy Corp 0.1%

Value $1.283M Shares 41,761 Est. Cost $42.98 Unrealized -5.9%

AMN AMN HEALTHCARE SERVICES INC 0.1%

Value $1.27M Shares 21,969 Est. Cost $53.48 Unrealized +28.0%

MNRO Monro Inc 0.1%

Value $1.263M Shares 28,846 Est. Cost $60.61 Unrealized 0.0%

CNK Cinemark Holdings Inc 0.1%

Value $1.24M Shares 121,724 Est. Cost $25.03 Unrealized 0.0%

TRIP Tripadvisor Inc 0.1%

Value $1.24M Shares 71,359 Est. Cost $25.33 Unrealized 0.0%

CNP CENTERPOINT ENERGY INC 0.1%

Value $1.236M Shares 80,015 Est. Cost $19.59 Unrealized 0.0%

— Benefytt Technologies Inc 0.1%

Value $1.217M Shares 54,392 Est. Cost $22.37 Unrealized —

M MACY'S INC 0.1%

Value $1.207M Shares 245,943 Est. Cost $13.56 Unrealized 0.0%

DAR Darling Ingredients Inc 0.1%

Value $1.181M Shares 61,638 Est. Cost $25.36 Unrealized 0.0%

PENN PENN NATIONAL GAMING INC 0.1%

Value $1.176M Shares 93,035 Est. Cost $25.13 Unrealized 0.0%

LKQ LKQ Corp 0.1%

Value $1.168M Shares 56,989 Est. Cost $26.62 Unrealized 0.0%

BIGGQ Big Lots Inc 0.1%

Value $1.157M Shares 81,380 Est. Cost $19.86 Unrealized -1.3%

TFC Truist Financial Corp 0.1%

Value $1.156M Shares 37,494 Est. Cost $35.97 Unrealized 0.0%

ALSN Allison Transmission Holdings Inc 0.1%

Value $1.155M Shares 35,423 Est. Cost $37.78 Unrealized 0.0%

— UNITED STATES STEEL CORP 0.1%

Value $1.119M Shares 177,416 Est. Cost $6.31 Unrealized —

AWK American Water Works 0.1%

Value $1.117M Shares 9,346 Est. Cost $108.00 Unrealized +6.9%

DXC DXC Technology Company 0.1%

Value $1.116M Shares 85,586 Est. Cost $25.96 Unrealized 0.0%

— SINCLAIR BROADCAST GROUP INC 0.1%

Value $1.112M Shares 69,194 Est. Cost $32.58 Unrealized —

CMC COMMERCIAL METALS CO 0.1%

Value $1.11M Shares 70,308 Est. Cost $17.32 Unrealized 0.0%

ENB Enbridge Inc 0.1%

Value $1.107M Shares 38,078 Est. Cost $25.00 Unrealized 0.0%

— CIMAREX ENERGY CO 0.1%

Value $1.075M Shares 63,928 Est. Cost $16.82 Unrealized —

V VISA Inc 0.1%

Value $1.009M Shares 6,266 Est. Cost $172.55 Unrealized +4.7%

AXS AXIS CAPITAL HOLDINGS LTD 0.1%

Value $1.006M Shares 26,037 Est. Cost $47.20 Unrealized 0.0%

DVA DaVita Inc 0.1%

Value $1.004M Shares 13,212 Est. Cost $78.61 Unrealized 0.0%

HDB HDFC Bank Ltd 0.1%

Value $999K Shares 25,990 Est. Cost $38.44 Unrealized —

RL Ralph Lauren Corp 0.1%

Value $990K Shares 14,822 Est. Cost $94.03 Unrealized 0.0%

SKT Tanger Factory Outlet Centers Inc 0.1%

Value $986K Shares 197,355 Est. Cost $14.55 Unrealized —

THC Tenet Healthcare Corp 0.1%

Value $983K Shares 68,302 Est. Cost $28.71 Unrealized 0.0%

— Pretium Resources Inc 0.1%

Value $975K Shares 172,128 Est. Cost $5.66 Unrealized —

NCLH Norwegian Cruise Line Holdings Ltd 0.1%

Value $974K Shares 88,912 Est. Cost $40.21 Unrealized 0.0%

EIX EDISON INTERNATIONAL 0.1%

Value $965K Shares 17,621 Est. Cost $53.09 Unrealized 0.0%

OVV Ovintiv Inc 0.1%

Value $962K Shares 356,345 Est. Cost $13.13 Unrealized 0.0%

TGT TARGET CORP 0.1%

Value $960K Shares 10,332 Est. Cost $94.98 Unrealized 0.0%

— FEDERAL REALTY INVESTMENT TRUST 0.1%

Value $956K Shares 12,819 Est. Cost $74.58 Unrealized —

TRV THE TRAVELERS COMPANIES INC 0.1%

Value $955K Shares 9,614 Est. Cost $109.63 Unrealized 0.0%

CHD Church & Dwight Co Inc 0.1%

Value $944K Shares 14,710 Est. Cost $66.24 Unrealized 0.0%

BFH ALLIANCE DATA SYSTEMS CORP 0.1%

Value $929K Shares 27,633 Est. Cost $76.31 Unrealized -19.5%

GDOT Green Dot Corp 0.1%

Value $929K Shares 36,613 Est. Cost $28.78 Unrealized 0.0%

KMT Kennametal Inc 0.1%

Value $923K Shares 49,621 Est. Cost $23.86 Unrealized 0.0%

— Kellogg Co 0.1%

Value $921K Shares 15,369 Est. Cost $49.60 Unrealized 0.0%

— Plantronics Inc 0.1%

Value $921K Shares 91,640 Est. Cost $10.05 Unrealized —

— Meredith Corp 0.1%

Value $917K Shares 75,096 Est. Cost $26.60 Unrealized —

DIS WALT DISNEY CO (THE) 0.1%

Value $917K Shares 9,494 Est. Cost $135.29 Unrealized -8.7%

RGA REINSURANCE GROUP OF AMERICA 0.1%

Value $912K Shares 10,848 Est. Cost $158.88 Unrealized -17.9%

ATO Atmos Energy Corp 0.1%

Value $904K Shares 9,116 Est. Cost $94.97 Unrealized 0.0%

UTHR United Therapeutics Corp 0.1%

Value $896K Shares 9,455 Est. Cost $91.96 Unrealized +3.4%

PNR PENTAIR PLC. 0.1%

Value $894K Shares 30,058 Est. Cost $37.08 Unrealized 0.0%

WPC W.P. CAREY INC 0.1%

Value $892K Shares 15,359 Est. Cost $58.08 Unrealized —

ALGN ALIGN TECHNOLOGY INC 0.1%

Value $882K Shares 5,072 Est. Cost $239.46 Unrealized 0.0%

— Annaly Capital Management Inc 0.1%

Value $845K Shares 166,733 Est. Cost $5.07 Unrealized —

BFAM Bright Horizons Family Solutions Inc 0.1%

Value $842K Shares 8,256 Est. Cost $147.04 Unrealized 0.0%

— Spirit Realty Capital Inc. 0.1%

Value $840K Shares 32,147 Est. Cost $26.13 Unrealized —

MAC MACERICH CO (THE) 0.1%

Value $832K Shares 147,780 Est. Cost $20.89 Unrealized —

ITUB ITAU UNIBANCO BANCO HOLDING SA 0.1%

Value $825K Shares 183,934 Est. Cost $9.15 Unrealized —

D Dominion Energy Inc 0.1%

Value $822K Shares 11,396 Est. Cost $59.87 Unrealized +5.4%

TEVA TEVA PHARMACEUTICAL-SP ADR 0.1%

Value $821K Shares 91,514 Est. Cost $8.97 Unrealized —

SCCO SOUTHERN COPPER CORP 0.1%

Value $817K Shares 29,014 Est. Cost $26.86 Unrealized 0.0%

HBAN HUNTINGTON BANCSHARES INC 0.1%

Value $808K Shares 98,423 Est. Cost $9.30 Unrealized 0.0%

CLF Cleveland-Cliffs Inc 0.1%

Value $805K Shares 203,798 Est. Cost $6.72 Unrealized -7.9%

DCI Donaldson Co Inc 0.1%

Value $803K Shares 20,801 Est. Cost $44.52 Unrealized 0.0%

— SL Green Realty Corp 0.1%

Value $793K Shares 18,412 Est. Cost $91.87 Unrealized —

— Stamps.com Inc 0.1%

Value $790K Shares 6,078 Est. Cost $83.47 Unrealized —

CVGW Calavo Growers Inc 0.1%

Value $775K Shares 13,435 Est. Cost $62.46 Unrealized 0.0%

— Cardtronics Plc 0.1%

Value $766K Shares 36,637 Est. Cost $20.91 Unrealized —

HRB H&R BLOCK INC 0.1%

Value $765K Shares 54,334 Est. Cost $19.96 Unrealized -16.5%

NJR NEWJERSEY RESOURCES CORP 0.1%

Value $759K Shares 22,353 Est. Cost $31.26 Unrealized 0.0%

TROW T. ROWE PRICE GROUP INC 0.1%

Value $759K Shares 7,776 Est. Cost $82.53 Unrealized +15.8%

— ASPEN TECHNOLOGY INC 0.1%

Value $758K Shares 7,974 Est. Cost $120.04 Unrealized —

SON Sonoco Products Co 0.1%

Value $758K Shares 16,356 Est. Cost $43.10 Unrealized 0.0%

— Envestnet Inc 0.1%

Value $751K Shares 13,978 Est. Cost $53.73 Unrealized —

JAZZ Jazz Pharmaceuticals plc 0.1%

Value $751K Shares 7,533 Est. Cost $136.08 Unrealized -5.0%

MCD MCDONALD'S CORP 0.1%

Value $750K Shares 4,540 Est. Cost $171.84 Unrealized 0.0%

VSAT Viasat Inc 0.1%

Value $738K Shares 20,570 Est. Cost $60.77 Unrealized -5.1%

VNO VORNADO RLTY TR SH BEN INT 0.1%

Value $737K Shares 20,377 Est. Cost $66.50 Unrealized —

TYL Tyler Technologies Inc 0.1%

Value $737K Shares 2,487 Est. Cost $235.98 Unrealized +31.3%

— WPX Energy Inc 0.1%

Value $729K Shares 239,327 Est. Cost $3.05 Unrealized —

GGB GERDAU S.A. 0.1%

Value $728K Shares 381,194 Est. Cost $1.91 Unrealized —

— UNILEVER PLC-SPONSORED ADR 0.1%

Value $725K Shares 14,351 Est. Cost $50.52 Unrealized —

RRC Range Resources Corp 0.1%

Value $717K Shares 314,813 Est. Cost $5.62 Unrealized -43.3%

RITM New Residential Investment Corp 0.1%

Value $705K Shares 140,742 Est. Cost $5.01 Unrealized —

AL Air Lease Corp 0.1%

Value $705K Shares 31,869 Est. Cost $33.90 Unrealized 0.0%

— COOPER COMPANIES INC (THE) 0.1%

Value $703K Shares 2,551 Est. Cost $321.22 Unrealized —

NOK NOKIA CORP 0.1%

Value $702K Shares 226,607 Est. Cost $3.10 Unrealized —

CDE COEUR MINING INC 0.1%

Value $701K Shares 218,606 Est. Cost $5.20 Unrealized 0.0%

FNF Fidelity National Financial Inc 0.1%

Value $694K Shares 27,897 Est. Cost $29.98 Unrealized 0.0%

— Stericycle Inc 0.1%

Value $692K Shares 14,249 Est. Cost $48.56 Unrealized —

KEX KIRBY CORP 0.1%

Value $689K Shares 15,860 Est. Cost $74.92 Unrealized -9.2%

WBS WEBSTER FINANCIAL CORP 0.1%

Value $684K Shares 29,901 Est. Cost $40.68 Unrealized 0.0%

UI Ubiquiti Inc 0.1%

Value $684K Shares 4,835 Est. Cost $152.68 Unrealized 0.0%

LAMR LAMAR ADVERTISING CO 0.1%

Value $679K Shares 13,243 Est. Cost $86.48 Unrealized —

CRUS Cirrus Logic Inc 0.1%

Value $678K Shares 10,344 Est. Cost $73.90 Unrealized 0.0%

ERIE Erie Indemnity Co 0.1%

Value $674K Shares 4,547 Est. Cost $143.76 Unrealized 0.0%

WTRG Essential Utilities Inc 0.1%

Value $670K Shares 16,467 Est. Cost $47.18 Unrealized 0.0%

INSM Insmed Inc 0.1%

Value $667K Shares 41,619 Est. Cost $23.70 Unrealized 0.0%

ACIW ACI Worldwide Inc 0.1%

Value $665K Shares 27,559 Est. Cost $31.91 Unrealized 0.0%

— Amedisys Inc 0.1%

Value $664K Shares 3,619 Est. Cost $152.52 Unrealized —

SHOO STEVEN MADDEN LTD 0.1%

Value $662K Shares 28,522 Est. Cost $29.84 Unrealized +3.6%

H Hyatt Hotels Corp 0.1%

Value $661K Shares 13,814 Est. Cost $74.56 Unrealized 0.0%

MPC Marathon Petroleum Corp 0.1%

Value $653K Shares 27,664 Est. Cost $51.65 Unrealized -25.7%

WEC WEC ENERGY GROUP INC 0.1%

Value $652K Shares 7,402 Est. Cost $79.48 Unrealized 0.0%

SJM J.M. SMUCKER CO (THE) 0.1%

Value $652K Shares 5,879 Est. Cost $85.92 Unrealized +2.7%

LAD LITHIA MOTORS INC 0.1%

Value $647K Shares 7,912 Est. Cost $150.27 Unrealized -19.7%

BCO BRINK'S CO (THE) 0.1%

Value $643K Shares 12,370 Est. Cost $72.82 Unrealized 0.0%

— AMARIN CORP PLC 0.1%

Value $641K Shares 160,410 Est. Cost $15.91 Unrealized —

— Clovis Oncology Inc 0.1%

Value $636K Shares 100,054 Est. Cost $6.36 Unrealized —

— Berry Global Group Inc 0.1%

Value $636K Shares 18,893 Est. Cost $33.66 Unrealized —

BVN BUENAVENTURA MINING CO INC 0.1%

Value $632K Shares 86,796 Est. Cost $9.47 Unrealized —

— CORE LABORATORIES N.V. 0.1%

Value $626K Shares 60,563 Est. Cost $10.34 Unrealized —

— Zynga Inc 0.1%

Value $624K Shares 91,213 Est. Cost $6.84 Unrealized —

STWD Starwood Property Trust Inc 0.1%

Value $624K Shares 60,884 Est. Cost $23.55 Unrealized —

— Retail Properties of America Inc 0.1%

Value $621K Shares 120,198 Est. Cost $5.17 Unrealized —

NFG NATIONAL FUEL GAS CO 0.1%

Value $618K Shares 16,589 Est. Cost $40.99 Unrealized 0.0%

LYG LLOYDS BANKING GROUP PLC-ADR 0.1%

Value $614K Shares 406,643 Est. Cost $1.51 Unrealized —

— WEINGARTEN REALTY INVESTORS 0.1%

Value $607K Shares 42,094 Est. Cost $28.59 Unrealized —

— Whiting Petroleum Corp 0.1%

Value $607K Shares 906,082 Est. Cost $5.10 Unrealized —

SKY Skyline Champion Corp 0.1%

Value $605K Shares 38,617 Est. Cost $26.70 Unrealized 0.0%

— Magellan Health Inc 0.1%

Value $604K Shares 12,561 Est. Cost $48.09 Unrealized —

KMB KIMBERLY-CLARK CORP 0.1%

Value $597K Shares 4,672 Est. Cost $109.61 Unrealized +2.3%

— Healthcare Realty Trust Inc 0.1%

Value $597K Shares 21,379 Est. Cost $27.92 Unrealized —

CNQ CANADIAN NATURAL RESOURCES LTD 0.1%

Value $591K Shares 43,643 Est. Cost $8.74 Unrealized 0.0%

— NEW YORK COMMUNITY BANCORP INC 0.1%

Value $589K Shares 62,799 Est. Cost $12.02 Unrealized —

NOC Northrop Grumman Corp 0.1%

Value $583K Shares 1,930 Est. Cost $317.67 Unrealized -0.7%

ITT ITT Inc 0.1%

Value $582K Shares 12,852 Est. Cost $62.03 Unrealized 0.0%

MMSI MERIT MEDICAL SYSTEMS INC 0.1%

Value $578K Shares 18,521 Est. Cost $35.62 Unrealized 0.0%

GGG Graco Inc 0.1%

Value $571K Shares 11,721 Est. Cost $44.16 Unrealized +7.8%

CROX CROCS INC 0.1%

Value $568K Shares 33,472 Est. Cost $31.86 Unrealized 0.0%

JKS JinkoSolar Holding Co Ltd 0.1%

Value $561K Shares 37,833 Est. Cost $18.52 Unrealized —

DIOD Diodes Inc 0.1%

Value $559K Shares 13,778 Est. Cost $47.97 Unrealized 0.0%

— Diebold Nixdorf 0.1%

Value $556K Shares 157,997 Est. Cost $3.52 Unrealized —

JLL Jones Lang Lasalle Inc 0.1%

Value $555K Shares 5,498 Est. Cost $150.17 Unrealized 0.0%

DLX Deluxe Corp 0.1%

Value $552K Shares 21,300 Est. Cost $33.03 Unrealized -15.1%

— TREEHOUSE FOODS INC 0.1%

Value $544K Shares 12,330 Est. Cost $48.48 Unrealized —

— Msg Networks Inc 0.1%

Value $541K Shares 53,056 Est. Cost $10.20 Unrealized —

FOSL Fossil Group Inc 0.1%

Value $541K Shares 164,610 Est. Cost $5.90 Unrealized 0.0%

CVI CVR Energy Inc 0.1%

Value $535K Shares 32,370 Est. Cost $18.47 Unrealized 0.0%

WCC WESCO INTERNATIONAL INC 0.1%

Value $535K Shares 23,457 Est. Cost $45.69 Unrealized -9.3%

— Cubic Corp 0.1%

Value $534K Shares 12,930 Est. Cost $41.30 Unrealized —

O Realty Income Corp 0.1%

Value $534K Shares 10,713 Est. Cost $53.41 Unrealized -2.9%

— TCF Financial Corp 0.1%

Value $528K Shares 23,309 Est. Cost $22.65 Unrealized —

— NAVISTAR INTERNATIONAL CORP 0.1%

Value $524K Shares 31,818 Est. Cost $19.37 Unrealized —

SIG Signet Jewelers Ltd 0.1%

Value $524K Shares 81,341 Est. Cost $19.30 Unrealized 0.0%

— Coherent Inc 0.1%

Value $516K Shares 4,850 Est. Cost $163.81 Unrealized —

MGPI MGP INGREDIENTS INC 0.1%

Value $514K Shares 19,140 Est. Cost $34.17 Unrealized 0.0%

BOH Bank of Hawaii Corp 0.1%

Value $512K Shares 9,285 Est. Cost $62.60 Unrealized 0.0%

BKU BankUnited Inc 0.1%

Value $511K Shares 27,354 Est. Cost $24.39 Unrealized 0.0%

— SITE Centers Corp 0.1%

Value $507K Shares 97,418 Est. Cost $5.20 Unrealized —

ADC Agree Realty Corp 0.1%

Value $507K Shares 8,199 Est. Cost $61.84 Unrealized —

FLR FLUOR CORP 0.1%

Value $504K Shares 73,063 Est. Cost $17.36 Unrealized -20.3%

ORLY O'reilly Automotive Inc 0.1%

Value $499K Shares 1,658 Est. Cost $26.52 Unrealized -3.7%

TAK Takeda Pharmaceutical Co Ltd 0.1%

Value $498K Shares 32,846 Est. Cost $15.16 Unrealized —

ABG ASBURY AUTOMOTIVE GROUP INC 0.1%

Value $493K Shares 8,936 Est. Cost $87.09 Unrealized 0.0%

OI Owens-IL Inc 0.1%

Value $490K Shares 69,052 Est. Cost $10.91 Unrealized 0.0%

PLCE CHILDREN'S PLACE INC (THE) 0.1%

Value $485K Shares 24,799 Est. Cost $53.02 Unrealized 0.0%

CFR CULLEN/FROST BANKERS INC 0.1%

Value $478K Shares 8,579 Est. Cost $68.15 Unrealized 0.0%

PBI Pitney Bowes Inc 0.1%

Value $476K Shares 233,700 Est. Cost $3.82 Unrealized -10.2%

— Retail Opportunity Investments Corp 0.1%

Value $467K Shares 56,388 Est. Cost $8.28 Unrealized —

— WW Intl Inc 0.1%

Value $467K Shares 27,640 Est. Cost $16.90 Unrealized —

— CANTEL MEDICAL CORP 0.1%

Value $467K Shares 13,034 Est. Cost $35.83 Unrealized —

GIL Gildan Activewear Inc 0.1%

Value $464K Shares 36,422 Est. Cost $21.86 Unrealized 0.0%

MSA MSA Safety Inc 0.1%

Value $463K Shares 4,584 Est. Cost $125.88 Unrealized 0.0%

— Callon Petroleum Co 0.1%

Value $462K Shares 844,591 Est. Cost $2.22 Unrealized —

MKL MARKEL CORP 0.1%

Value $460K Shares 496 Est. Cost $1143.50 Unrealized 0.0%

NAT NORDIC AMERICAN TANKERS LTD 0.0%

Value $458K Shares 101,322 Est. Cost $3.61 Unrealized 0.0%

MFC Manulife Financial Corp 0.0%

Value $454K Shares 36,267 Est. Cost $17.37 Unrealized 0.0%

NVRI Harsco Corp 0.0%

Value $453K Shares 65,121 Est. Cost $13.65 Unrealized 0.0%

WRLD World Acceptance Corp 0.0%

Value $452K Shares 8,287 Est. Cost $103.01 Unrealized -24.9%

— SYNOVUS FINANCIAL CORP 0.0%

Value $448K Shares 25,538 Est. Cost $31.25 Unrealized —

BF/B BROWN FORMAN CORP 0.0%

Value $446K Shares 8,040 Est. Cost $57.84 Unrealized 0.0%

DQ DAQO NEW ENERGY CORP 0.0%

Value $437K Shares 7,559 Est. Cost $57.81 Unrealized —

UPBD Rent-A-Center Inc 0.0%

Value $427K Shares 30,268 Est. Cost $24.07 Unrealized 0.0%

EPR EPR PROPERTIES 0.0%

Value $427K Shares 17,654 Est. Cost $24.19 Unrealized —

CBOE Cboe Global Markets Inc 0.0%

Value $424K Shares 4,758 Est. Cost $97.58 Unrealized +6.0%

MD Mednax Inc 0.0%

Value $424K Shares 36,468 Est. Cost $20.62 Unrealized 0.0%

GCO Genesco Inc 0.0%

Value $423K Shares 31,713 Est. Cost $35.66 Unrealized -5.5%

— HIBBETT SPORTS INC 0.0%

Value $420K Shares 38,480 Est. Cost $10.91 Unrealized —

UHAL Amerco 0.0%

Value $420K Shares 1,447 Est. Cost $33.77 Unrealized 0.0%

RYN Rayonier Inc 0.0%

Value $418K Shares 17,757 Est. Cost $23.54 Unrealized —

— Epizyme Inc 0.0%

Value $412K Shares 26,586 Est. Cost $15.50 Unrealized —

ACGL Arch Capital Group Ltd 0.0%

Value $409K Shares 14,381 Est. Cost $38.54 Unrealized 0.0%

DOX Amdocs Ltd 0.0%

Value $405K Shares 7,377 Est. Cost $59.12 Unrealized 0.0%

EAT Brinker International Inc 0.0%

Value $401K Shares 33,415 Est. Cost $39.04 Unrealized -14.6%

YPF YPF Sociedad Anonima ADR 0.0%

Value $397K Shares 95,352 Est. Cost $4.16 Unrealized —

— DIAMOND OFFSHORE DRILLING INC 0.0%

Value $395K Shares 216,084 Est. Cost $1.83 Unrealized —

BR Broadridge Financial Solutions Inc 0.0%

Value $391K Shares 4,124 Est. Cost $114.66 Unrealized -10.0%

— CHINA MOBILE (HONG KONG) LTD 0.0%

Value $380K Shares 10,095 Est. Cost $42.26 Unrealized —

VRE MACK-CALI REALTY CORP 0.0%

Value $379K Shares 24,911 Est. Cost $22.37 Unrealized —

— TIM PARTICIPACOES S.A. 0.0%

Value $377K Shares 31,072 Est. Cost $19.11 Unrealized —

ARE ALEXANDRIA REAL ESTATE EQUITIES INC 0.0%

Value $372K Shares 2,719 Est. Cost $124.15 Unrealized -0.1%

BHC Bausch Health Companies 0.0%

Value $371K Shares 23,956 Est. Cost $24.11 Unrealized 0.0%

CVSA Adtalem Global Education Inc 0.0%

Value $367K Shares 13,727 Est. Cost $31.85 Unrealized 0.0%

MKC MCCORMICK & CO INC 0.0%

Value $362K Shares 2,568 Est. Cost $72.79 Unrealized -5.2%

— BancorpSouth Bank 0.0%

Value $362K Shares 19,174 Est. Cost $18.88 Unrealized —

AGO ASSURED GUARANTY LTD 0.0%

Value $360K Shares 13,966 Est. Cost $39.38 Unrealized -5.3%

VLY VALLEY NATIONAL BANCORP 0.0%

Value $359K Shares 49,178 Est. Cost $9.78 Unrealized 0.0%

SWX Southwest Gas Holdings Inc 0.0%

Value $358K Shares 5,156 Est. Cost $71.88 Unrealized 0.0%

— ATLAS CORP ORD 0.0%

Value $356K Shares 46,316 Est. Cost $7.69 Unrealized —

— Tivity Health Inc 0.0%

Value $355K Shares 56,597 Est. Cost $20.34 Unrealized —

SCI SERVICE CORP INTERNATIONAL 0.0%

Value $353K Shares 9,038 Est. Cost $43.62 Unrealized +6.6%

MATV SCHWEITZER-MAUDUIT INTERNATIONAL INC 0.0%

Value $351K Shares 12,650 Est. Cost $25.13 Unrealized 0.0%

— SPECTRUM PHARMACEUTICALS INC 0.0%

Value $350K Shares 150,299 Est. Cost $2.33 Unrealized —

MED Medifast Inc 0.0%

Value $346K Shares 5,539 Est. Cost $77.14 Unrealized 0.0%

— Alleghany Corp 0.0%

Value $346K Shares 627 Est. Cost $551.83 Unrealized —

PCAR PACCAR Inc 0.0%

Value $342K Shares 5,610 Est. Cost $38.21 Unrealized 0.0%

MTDR Matador Resources Co 0.0%

Value $337K Shares 136,083 Est. Cost $10.99 Unrealized 0.0%

PSMT Pricesmart Inc 0.0%

Value $323K Shares 6,162 Est. Cost $53.67 Unrealized 0.0%

AVA Avista Corp 0.0%

Value $322K Shares 7,599 Est. Cost $36.73 Unrealized 0.0%

HSBC HSBC HOLDINGS PLC-SPONS ADR 0.0%

Value $321K Shares 11,468 Est. Cost $39.08 Unrealized —

— PDC ENERGY INC 0.0%

Value $321K Shares 51,848 Est. Cost $6.19 Unrealized —

KOS Kosmos Energy Ltd 0.0%

Value $319K Shares 356,265 Est. Cost $4.12 Unrealized -5.0%

AVT Avnet Inc 0.0%

Value $312K Shares 12,443 Est. Cost $35.27 Unrealized -17.1%

PTEN Patterson-UTI Energy Inc 0.0%

Value $312K Shares 132,825 Est. Cost $6.47 Unrealized 0.0%

IDA Idacorp Inc 0.0%

Value $311K Shares 3,552 Est. Cost $102.92 Unrealized 0.0%

— EnLink Midstream LLC 0.0%

Value $310K Shares 282,422 Est. Cost $1.10 Unrealized —

CVE Cenovus Energy Inc 0.0%

Value $305K Shares 151,144 Est. Cost $6.25 Unrealized 0.0%

EMBJ Embraer-Empresa Brasileira de Aeronautca 0.0%

Value $302K Shares 40,859 Est. Cost $7.39 Unrealized —

FIZZ NATIONAL BEVERAGE CORP 0.0%

Value $301K Shares 7,065 Est. Cost $28.91 Unrealized -37.6%

— WALGREENS BOOTS ALLIANCE INC 0.0%

Value $301K Shares 6,594 Est. Cost $57.55 Unrealized —

ESPR ESPERION THERAPEUTICS INC 0.0%

Value $300K Shares 9,542 Est. Cost $52.77 Unrealized 0.0%

NUS NU SKIN ENTERPRISES INC 0.0%

Value $296K Shares 13,568 Est. Cost $24.38 Unrealized 0.0%

— MRC Global Inc 0.0%

Value $294K Shares 69,161 Est. Cost $4.25 Unrealized —

RES RPC Inc 0.0%

Value $293K Shares 142,406 Est. Cost $6.49 Unrealized -47.7%

INGR INGREDION INC 0.0%

Value $293K Shares 3,884 Est. Cost $80.01 Unrealized +7.4%

ASB ASSOCIATED BANC-CORP 0.0%

Value $292K Shares 22,873 Est. Cost $14.13 Unrealized 0.0%

TMHC Taylor Morrison Home Corp 0.0%

Value $292K Shares 26,582 Est. Cost $21.50 Unrealized 0.0%

NBR NABORS INDUSTRIES LTD 0.0%

Value $292K Shares 750,732 Est. Cost $89.60 Unrealized 0.0%

— CNOOC LTD-SPON ADR 0.0%

Value $286K Shares 2,769 Est. Cost $166.57 Unrealized —

— Vocera Communications Inc 0.0%

Value $286K Shares 13,500 Est. Cost $21.19 Unrealized —

DPZ DOMINO'S PIZZA INC 0.0%

Value $282K Shares 872 Est. Cost $287.28 Unrealized 0.0%

KALU Kaiser Aluminum Corp 0.0%

Value $281K Shares 4,061 Est. Cost $75.30 Unrealized 0.0%

SR Spire Inc 0.0%

Value $279K Shares 3,756 Est. Cost $74.28 Unrealized —

BSBR Banco Santander Brasil SA 0.0%

Value $273K Shares 52,914 Est. Cost $12.12 Unrealized —

ALV Autoliv Inc 0.0%

Value $272K Shares 5,928 Est. Cost $60.21 Unrealized 0.0%

GIII G-III APPAREL GROUP LTD. 0.0%

Value $270K Shares 35,126 Est. Cost $22.70 Unrealized 0.0%

WAT Waters Corp 0.0%

Value $270K Shares 1,484 Est. Cost $218.51 Unrealized -3.5%

— Domtar Corp 0.0%

Value $269K Shares 12,448 Est. Cost $21.61 Unrealized —

— PS Business Parks Inc 0.0%

Value $269K Shares 1,985 Est. Cost $135.52 Unrealized —

UIS Unisys Corp 0.0%

Value $268K Shares 21,752 Est. Cost $12.79 Unrealized 0.0%

— Two Harbors Investments Corp 0.0%

Value $265K Shares 69,636 Est. Cost $3.81 Unrealized —

APH AMPHENOL CORP 0.0%

Value $258K Shares 3,548 Est. Cost $22.54 Unrealized 0.0%

SNX Synnex Corp 0.0%

Value $257K Shares 3,518 Est. Cost $57.40 Unrealized 0.0%

— Continental Resources Inc 0.0%

Value $255K Shares 33,494 Est. Cost $7.61 Unrealized —

OZK Bank OZK 0.0%

Value $252K Shares 15,094 Est. Cost $20.57 Unrealized 0.0%

SATS EchoStar Corp 0.0%

Value $252K Shares 7,897 Est. Cost $37.42 Unrealized 0.0%

FNB F.N.B. CORP 0.0%

Value $248K Shares 33,783 Est. Cost $8.34 Unrealized 0.0%

— CONN'S INC 0.0%

Value $247K Shares 59,150 Est. Cost $4.18 Unrealized —

TOL Toll Brothers Inc 0.0%

Value $246K Shares 12,800 Est. Cost $37.00 Unrealized +2.3%

MTW MANITOWOC CO INC (THE) 0.0%

Value $242K Shares 28,588 Est. Cost $13.05 Unrealized 0.0%

SEM Select Medical Holdings Corp 0.0%

Value $240K Shares 16,044 Est. Cost $10.94 Unrealized 0.0%

SM Sm Energy Co 0.0%

Value $236K Shares 194,193 Est. Cost $6.44 Unrealized 0.0%

UBSI United Bankshares Inc 0.0%

Value $236K Shares 10,252 Est. Cost $37.10 Unrealized -15.4%

CBT CABOT CORP 0.0%

Value $232K Shares 8,901 Est. Cost $33.07 Unrealized 0.0%

— PATTERSON COMPANIES INC 0.0%

Value $231K Shares 15,141 Est. Cost $15.26 Unrealized —

HWC Hancock Whitney Corp 0.0%

Value $230K Shares 11,828 Est. Cost $34.51 Unrealized 0.0%

— Allete Inc 0.0%

Value $230K Shares 3,797 Est. Cost $60.57 Unrealized —

BLMN Bloomin' Brands Inc 0.0%

Value $228K Shares 31,942 Est. Cost $14.57 Unrealized 0.0%

SRPT SAREPTA THERAPEUTICS INC 0.0%

Value $224K Shares 2,290 Est. Cost $114.31 Unrealized 0.0%

SBNY SIGNATURE BANK 0.0%

Value $224K Shares 2,798 Est. Cost $133.20 Unrealized —

CPT Camden Property Trust 0.0%

Value $223K Shares 2,816 Est. Cost $84.79 Unrealized 0.0%

EPC Edgewell Personal Care Company 0.0%

Value $222K Shares 9,236 Est. Cost $33.72 Unrealized -19.2%

MRSH MARSH & MCLENNAN COMPANIES INC 0.0%

Value $219K Shares 2,539 Est. Cost $97.35 Unrealized 0.0%

— Oasis Petroleum Inc 0.0%

Value $217K Shares 621,718 Est. Cost $1.76 Unrealized —

— ZIOPHARM Oncology Inc 0.0%

Value $215K Shares 88,094 Est. Cost $2.66 Unrealized —

— Cosan Ltd 0.0%

Value $212K Shares 17,260 Est. Cost $12.28 Unrealized —

— U.S. SILICA HOLDINGS INC 0.0%

Value $212K Shares 118,298 Est. Cost $1.79 Unrealized —

WWW WOLVERINE WORLD WIDE INC 0.0%

Value $209K Shares 13,777 Est. Cost $23.90 Unrealized 0.0%

CBSH Commerce Bancshares Inc 0.0%

Value $208K Shares 4,136 Est. Cost $44.86 Unrealized 0.0%

GEO GEO GROUP INC (THE) 0.0%

Value $207K Shares 17,068 Est. Cost $12.82 Unrealized +2.8%

GPN Global Payments Inc 0.0%

Value $205K Shares 1,425 Est. Cost $163.49 Unrealized +6.6%

— NEKTAR THERAPEUTICS 0.0%

Value $205K Shares 11,524 Est. Cost $17.79 Unrealized —

WNC WABASH NATIONAL CORP 0.0%

Value $186K Shares 25,884 Est. Cost $12.09 Unrealized -18.5%

DBI Designer Brands Inc 0.0%

Value $184K Shares 37,082 Est. Cost $11.40 Unrealized 0.0%

CAL CALERES INC 0.0%

Value $180K Shares 34,806 Est. Cost $13.02 Unrealized 0.0%

DHC Sr Housing Properties Trust 0.0%

Value $174K Shares 48,033 Est. Cost $3.62 Unrealized —

— MFA FINANCIAL INC 0.0%

Value $173K Shares 111,619 Est. Cost $4.31 Unrealized —

IMAX IMAX Corp 0.0%

Value $173K Shares 19,221 Est. Cost $18.96 Unrealized -16.5%

VALPQ ENSCO ROWAN PLC 0.0%

Value $167K Shares 371,624 Est. Cost $3.42 Unrealized —

— Tata Motors Ltd 0.0%

Value $166K Shares 35,366 Est. Cost $4.69 Unrealized —

— Nielsen N.V. 0.0%

Value $164K Shares 13,139 Est. Cost $12.48 Unrealized —

EIDO iShares MSCI Indonesia ETF 0.0%

Value $164K Shares 11,161 Est. Cost $14.69 Unrealized —

DCH American Axle & Manufacturing Holdings 0.0%

Value $163K Shares 45,417 Est. Cost $7.43 Unrealized 0.0%

— L Brands Inc 0.0%

Value $162K Shares 14,091 Est. Cost $11.50 Unrealized —

— BRF Brasil Foods S.ASA 0.0%

Value $159K Shares 54,891 Est. Cost $7.27 Unrealized —

— Express Inc 0.0%

Value $159K Shares 106,957 Est. Cost $1.49 Unrealized —

GVA Granite Construction Inc 0.0%

Value $158K Shares 10,411 Est. Cost $22.45 Unrealized 0.0%

— QEP Resources Inc 0.0%

Value $141K Shares 421,564 Est. Cost $0.33 Unrealized —

UNFI United Natural Foods Inc 0.0%

Value $131K Shares 14,329 Est. Cost $7.93 Unrealized 0.0%

— Triumph Group Inc 0.0%

Value $119K Shares 17,719 Est. Cost $25.26 Unrealized —

— TUPPERWARE BRANDS CORP 0.0%

Value $116K Shares 72,205 Est. Cost $16.48 Unrealized —

SVC Service Properties Trust 0.0%

Value $116K Shares 21,544 Est. Cost $5.38 Unrealized —

— ARMOUR Residential REIT Inc 0.0%

Value $115K Shares 13,140 Est. Cost $8.75 Unrealized —

EXTR Extreme Networks Inc 0.0%

Value $113K Shares 36,846 Est. Cost $7.20 Unrealized -23.0%

— Tenneco Inc 0.0%

Value $112K Shares 31,204 Est. Cost $3.59 Unrealized —

— AMAG PHARMACEUTICALS INC 0.0%

Value $110K Shares 17,927 Est. Cost $6.14 Unrealized —

— NextGen Healthcare Inc 0.0%

Value $108K Shares 10,426 Est. Cost $10.36 Unrealized —

ERX Direxion Daily Energy Bull 2X Shares ETF 0.0%

Value $98,000 Shares 10,131 Est. Cost $9.67 Unrealized —

HIMX Himax Technologies Inc 0.0%

Value $87,000 Shares 31,942 Est. Cost $2.72 Unrealized —

WTI W&T OFFSHORE INC 0.0%

Value $86,000 Shares 50,735 Est. Cost $4.45 Unrealized -23.4%

— TEEKAY CORP 0.0%

Value $62,000 Shares 19,778 Est. Cost $3.13 Unrealized —

— Dynavax Technologies Corp 0.0%

Value $46,000 Shares 13,148 Est. Cost $3.50 Unrealized —

— Realogy Holdings Corp 0.0%

Value $42,000 Shares 14,270 Est. Cost $2.94 Unrealized —

— Acorda Therapeutics Inc 0.0%

Value $22,000 Shares 23,923 Est. Cost $6.02 Unrealized —

— Pennsylvania Real Estate Investmnt Trust 0.0%

Value $13,000 Shares 14,911 Est. Cost $0.87 Unrealized —

— Gulfport Energy Corp 0.0%

Value $9,000 Shares 22,268 Est. Cost $2.90 Unrealized —

Ticker	Issuer	Shares	Value	%	Est. Cost	Unrealized	Class	CUSIP
MMM	3M CO	224,598	$30.66M	3.3%	$105.95	0.0%	COM	88579Y101
JNJ	Johnson & Johnson	227,430	$29.82M	3.3%	$114.21	+5.2%	COM	478160104
BDX	BECTON DICKINSON AND CO	101,562	$23.34M	2.5%	$225.14	-0.1%	COM	075887109
TSLA	Tesla Inc	42,838	$22.45M	2.5%	$41.46	0.0%	COM	88160R101
NFLX	NETFLIX INC	57,976	$21.77M	2.4%	$29.65	+19.3%	COM	64110L106
AAPL	Apple Inc	79,223	$20.14M	2.2%	$71.07	0.0%	COM	037833100
MO	Altria Group	452,002	$17.48M	1.9%	$27.56	0.0%	COM	02209S103
WFC	Wells Fargo & Co	580,243	$16.65M	1.8%	$36.64	0.0%	COM	949746101
BABA	Alibaba Group Holding Ltd	85,249	$16.58M	1.8%	$201.03	—	COM	01609W102
ABBV	AbbVie Inc	194,897	$14.85M	1.6%	$67.19	0.0%	COM	00287Y109
MRK	MERCK & CO INC	171,873	$13.22M	1.4%	$66.89	-2.7%	COM	58933Y105
PFE	Pfizer Inc	381,453	$12.45M	1.4%	$25.83	0.0%	COM	717081103
XOM	Exxon Mobil Corp	315,140	$11.96M	1.3%	$42.09	0.0%	COM	30231G102
BIIB	Biogen Inc	35,343	$11.18M	1.2%	$303.47	0.0%	COM	09062X103
BMY	BRISTOL-MYERS SQUIBB CO	166,735	$9.293M	1.0%	$48.58	0.0%	COM	110122108
CL	Colgate-Palmolive Co	132,635	$8.801M	1.0%	$61.53	0.0%	COM	194162103
TMUS	T-Mobile US Inc	95,048	$7.974M	0.9%	$76.41	+7.0%	COM	872590104
XLV	SPDR S&P Health Care ETF	89,944	$7.967M	0.9%	$88.58	—	COM	81369Y209
GEN	NORTONLIFELOCK	411,939	$7.707M	0.8%	$14.27	+9.6%	COM	668771108
PGR	PROGRESSIVE CORP (THE)	102,054	$7.535M	0.8%	$65.13	+0.3%	COM	743315103
MSFT	Microsoft Corp	45,886	$7.236M	0.8%	$156.34	0.0%	COM	594918104
TAL	TAL Education Group American Depositary	133,022	$7.084M	0.8%	$45.59	—	COM	874080104
DD	DuPont de Nemours Inc	206,586	$7.044M	0.8%	$18.15	0.0%	COM	26614N102
SO	SOUTHERN CO (THE)	125,698	$6.805M	0.7%	$50.47	0.0%	COM	842587107
XOP	SPDR S&P Oil & Gas Exploration & Product	206,580	$6.796M	0.7%	$32.90	—	COM	78468R556
NOW	ServiceNow Inc	23,402	$6.706M	0.7%	$62.52	0.0%	COM	81762P102
PSX	Phillips 66	123,976	$6.651M	0.7%	$87.36	-27.0%	COM	718546104
—	ViacomCBS Inc	462,399	$6.478M	0.7%	$14.01	—	COM	92556H206
BK	Bank Of New York Mellon Corp	185,707	$6.254M	0.7%	$35.37	0.0%	COM	064058100
PM	Philip Morris International Inc	84,328	$6.152M	0.7%	$60.74	0.0%	COM	718172109
VFC	V.F. CORP	108,588	$5.872M	0.6%	$78.12	-0.2%	COM	918204108
GWW	W.W. GRAINGER INC	23,015	$5.719M	0.6%	$275.46	0.0%	COM	384802104
COP	CONOCOPHILLIPS	168,487	$5.189M	0.6%	$40.98	0.0%	COM	20825C104
DHR	Danaher Corp	37,249	$5.155M	0.6%	$122.70	+7.0%	COM	235851102
—	World Wrestling Entertainment Inc	140,652	$4.772M	0.5%	$33.93	—	COM	98156Q108
LOPE	Grand Canyon Education Inc	62,540	$4.77M	0.5%	$82.29	0.0%	COM	38526M106
AMGN	AMGEN INC	23,368	$4.737M	0.5%	$182.24	0.0%	COM	031162100
AEP	AMERICAN ELECTRIC POWER CO INC	58,639	$4.689M	0.5%	$74.75	+2.4%	COM	025537101
PSA	PUBLIC STORAGE COM	23,131	$4.594M	0.5%	$170.60	-2.3%	COM	74460D109
—	GLAXOSMITHKLINE PLC-SPON ADR	115,860	$4.389M	0.5%	$37.88	—	COM	37733W105
ARWR	Arrowhead Pharmaceuticals Inc	150,401	$4.327M	0.5%	$43.75	-7.8%	COM	04280A100
CCI	Crown Castle International Corp	29,615	$4.276M	0.5%	$114.89	0.0%	COM	22822V101
PEP	Pepsico Inc	35,465	$4.259M	0.5%	$112.78	-0.0%	COM	713448108
AAP	ADVANCE AUTO PARTS INC	44,952	$4.194M	0.5%	$118.64	-3.7%	COM	00751Y106
XEL	Xcel Energy Inc	69,240	$4.175M	0.5%	$54.26	0.0%	COM	98389B100
CHRW	C.H. Robinson Worldwide Inc	62,842	$4.16M	0.5%	$62.42	0.0%	COM	12541W209
DXCM	DexCom Inc	15,391	$4.144M	0.5%	$43.36	+43.5%	COM	252131107
AEE	Ameren Corp	56,733	$4.131M	0.5%	$66.33	+0.8%	COM	023608102
KSS	KOHL'S CORP	278,790	$4.067M	0.4%	$37.48	0.0%	COM	500255104
IP	INTERNATIONAL PAPER CO	128,045	$3.986M	0.4%	$28.50	0.0%	COM	460146103
—	Liberty Global plc	253,638	$3.984M	0.4%	$15.71	—	COM	G5480U120
—	BED BATH & BEYOND INC	921,849	$3.88M	0.4%	$4.21	—	COM	075896100
CVX	CHEVRON CORP	52,675	$3.816M	0.4%	$82.10	-7.4%	COM	166764100
—	Discovery Inc Series A	194,487	$3.78M	0.4%	$21.20	—	COM	25470F104
SYY	Sysco Corp	80,831	$3.688M	0.4%	$58.83	0.0%	COM	871829107
UAA	UNDER ARMOUR INC	398,462	$3.669M	0.4%	$16.07	0.0%	COM	904311107
CAH	Cardinal Health Inc	75,857	$3.636M	0.4%	$41.28	+7.2%	COM	14149Y108
BWA	BORGWARNER INC	148,601	$3.621M	0.4%	$26.41	0.0%	COM	099724106
WM	WASTE MANAGEMENT INC	39,082	$3.617M	0.4%	$103.13	+1.0%	COM	94106L109
USB	U.S. BANCORP	104,268	$3.592M	0.4%	$37.23	0.0%	COM	902973304
ZION	Zions Bancorp	132,730	$3.551M	0.4%	$41.19	0.0%	COM	989701107
RSG	REPUBLIC SERVICES INC	46,343	$3.478M	0.4%	$80.04	+3.8%	COM	760759100
ALB	Albemarle Corp	61,203	$3.45M	0.4%	$67.59	+5.2%	COM	012653101
STT	State Street Corp	64,420	$3.431M	0.4%	$57.25	0.0%	COM	857477103
FRCB	First Republic Bank	41,034	$3.376M	0.4%	$103.80	0.0%	COM	33616C100
LNT	Alliant Energy Corp	68,126	$3.289M	0.4%	$43.82	+3.8%	COM	018802108
BTI	British American Tobacco Industries	93,959	$3.212M	0.4%	$34.19	—	COM	110448107
WCN	Waste Connections Inc	41,415	$3.209M	0.4%	$88.32	+2.2%	COM	94106B101
SPG	SIMON PROPERTY GROUP INC	57,168	$3.136M	0.3%	$93.30	-7.7%	COM	828806109
DUK	Duke Energy Corp	38,768	$3.135M	0.3%	$72.71	0.0%	COM	26441C204
CCL	Carnival Corp	234,645	$3.09M	0.3%	$35.81	-1.4%	COM	143658300
EQR	Equity Residential	49,036	$3.026M	0.3%	$62.88	-2.4%	COM	29476L107
LLY	ELI LILLY AND CO	21,579	$2.993M	0.3%	$128.17	0.0%	COM	532457108
OXY	OCCIDENTAL PETROLEUM CORP	258,197	$2.989M	0.3%	$47.83	-37.1%	COM	674599105
PPG	PPG Industries Inc	35,754	$2.989M	0.3%	$99.00	0.0%	COM	693506107
FIVE	Five Below Inc	41,976	$2.954M	0.3%	$101.76	0.0%	COM	33829M101
KO	COCA-COLA CO (THE)	66,275	$2.932M	0.3%	$44.51	+1.1%	COM	191216100
IFF	INTERNATIONAL FLAVORS & FRAGRANCES INC	28,499	$2.909M	0.3%	$106.08	0.0%	COM	459506101
VLO	Valero Energy Corp	62,887	$2.852M	0.3%	$68.75	-16.8%	COM	91913Y100
—	IAC/InterActiveCorp	15,820	$2.835M	0.3%	$231.98	—	COM	44919P508
ED	Consolidated Edison Inc	36,348	$2.835M	0.3%	$70.81	0.0%	COM	209115104
PPL	PPL CORP	114,752	$2.832M	0.3%	$25.20	0.0%	COM	69351T106
TAP	Molson Coors Brewing Co	72,524	$2.829M	0.3%	$43.72	0.0%	COM	60871R209
CRM	SALESFORCE.COM INC	19,343	$2.785M	0.3%	$153.97	+10.0%	COM	79466L302
—	Concho Resources Inc	64,834	$2.778M	0.3%	$42.85	—	COM	20605P101
BUD	Anheuser-Busch Inbev SA	61,729	$2.723M	0.3%	$54.58	—	COM	03524A108
CMS	CMS ENERGY CORP	46,284	$2.719M	0.3%	$52.73	+1.8%	COM	125896100
SLB	SCHLUMBERGER N.V.	195,999	$2.644M	0.3%	$25.29	0.0%	COM	806857108
SBH	Sally Beauty Holdings Inc	323,780	$2.616M	0.3%	$13.28	0.0%	COM	79546E104
—	NUANCE COMMUNICATIONS INC	152,005	$2.55M	0.3%	$17.28	—	COM	67020Y100
HII	Huntington Ingalls Industries Inc	13,761	$2.507M	0.3%	$202.66	+0.5%	COM	446413106
KIM	KIMCO RLTY CORP COM	258,701	$2.501M	0.3%	$13.21	0.0%	COM	49446R109
—	Discovery Inc Series C	141,387	$2.479M	0.3%	$17.53	—	COM	25470F302
—	Discover Financial Services	69,188	$2.467M	0.3%	$39.77	—	COM	254709108
ABEV	Ambev S.A.	1,058,207	$2.433M	0.3%	$3.09	—	COM	02319V103
PKG	PACKAGING CORP OF AMERICA	27,225	$2.363M	0.3%	$80.49	+0.6%	COM	695156109
BALL	Ball Corp	36,501	$2.36M	0.3%	$63.09	+3.5%	COM	058498106
—	Six Flags Entertainment Corp New	187,323	$2.349M	0.3%	$12.54	—	COM	83001A102
UGI	UGI Corp	87,120	$2.323M	0.3%	$39.34	-3.7%	COM	902681105
SBAC	Sba Comms Corp	8,515	$2.298M	0.3%	$219.47	+11.4%	COM	78410G104
TDG	Transdigm Group Inc	7,140	$2.286M	0.2%	$452.74	0.0%	COM	893641100
ALNY	ALNYLAM PHARMACEUTICALS INC	20,738	$2.257M	0.2%	$88.99	+29.7%	COM	02043Q107
MAR	MARRIOTT INTERNATIONAL	30,138	$2.254M	0.2%	$119.64	0.0%	COM	571903202
—	MARATHON OIL CORP	684,689	$2.252M	0.2%	$3.29	—	COM	565849106
AYI	ACUITY BRANDS INC	26,235	$2.247M	0.2%	$117.51	-8.4%	COM	00508Y102
—	Centurylink Inc	230,506	$2.18M	0.2%	$13.21	—	COM	156700106
FTI	TechnipFMC plc Ordinary Share	322,488	$2.173M	0.2%	$10.56	0.0%	COM	G87110105
AA	Alcoa Corp	348,294	$2.145M	0.2%	$13.11	0.0%	COM	013872106
—	Intercept Pharmaceuticals Inc	33,878	$2.132M	0.2%	$62.93	—	COM	45845P108
BRO	Brown & Brown Inc	57,934	$2.098M	0.2%	$40.59	0.0%	COM	115236101
RCL	Royal Caribbean Cruises Ltd	65,052	$2.092M	0.2%	$112.36	-20.8%	COM	V7780T103
—	Raytheon Corp	15,519	$2.035M	0.2%	$131.13	—	COM	755111507
ROL	Rollins Inc	56,275	$2.033M	0.2%	$22.98	0.0%	COM	775711104
AMT	AMERICAN TOWER CORP (REIT)	9,299	$2.024M	0.2%	$183.82	+7.3%	COM	03027X100
LEA	LEAR CORP COM NEW	24,529	$1.992M	0.2%	$106.82	-4.2%	COM	521865204
SLM	SLM Corp	276,826	$1.99M	0.2%	$9.66	0.0%	COM	78442P106
LEG	Leggett & Platt Inc	73,423	$1.958M	0.2%	$44.24	-5.9%	COM	524660107
LBTYAUSD	Liberty Global plc cl A	118,070	$1.949M	0.2%	$16.51	—	COM	G5480U104
—	Royal Dutch Shell B	59,588	$1.946M	0.2%	$55.49	—	COM	780259107
WU	Western Union Co (The)	107,256	$1.944M	0.2%	$18.12	—	COM	959802109
DKS	DICK'S SPORTING GOODS INC	91,082	$1.936M	0.2%	$33.70	-5.5%	COM	253393102
—	Hollyfrontier Corp	78,775	$1.93M	0.2%	$50.70	—	COM	436106108
VRSK	Verisk Analytics Inc	13,843	$1.929M	0.2%	$150.88	0.0%	COM	92345Y106
NSP	INSPERITY INC	51,217	$1.91M	0.2%	$60.03	0.0%	COM	45778Q107
NEE	NEXTERA ENERGY INC COM	7,918	$1.905M	0.2%	$54.30	0.0%	COM	65339F101
BA	BOEING CO (THE)	12,766	$1.903M	0.2%	$272.82	0.0%	COM	097023105
—	ROYAL DUTCH SHELL A	54,372	$1.897M	0.2%	$58.97	—	COM	780259206
BBD	BANCO BRADESCO-ADR	465,257	$1.888M	0.2%	$6.23	—	COM	059460303
GT	GOODYEAR TIRE & RUBBER CO	323,718	$1.884M	0.2%	$11.36	-3.8%	COM	382550101
—	Spirit Aerosystems Holdings Inc	78,270	$1.873M	0.2%	$44.73	—	COM	848574109
NDAQ	Nasdaq Inc	19,503	$1.851M	0.2%	$31.21	+4.3%	COM	631103108
PVH	PVH Corp	48,800	$1.836M	0.2%	$75.74	0.0%	COM	693656100
—	Sanderson Farms Inc	14,825	$1.828M	0.2%	$123.31	—	COM	800013104
PCG	PACIFIC GAS & ELECTRIC CO.	195,828	$1.76M	0.2%	$13.13	0.0%	COM	69331C108
GPC	Genuine Parts Co	26,028	$1.752M	0.2%	$75.18	0.0%	COM	372460105
CPRT	Copart Inc	25,514	$1.748M	0.2%	$22.25	0.0%	COM	217204106
WTW	Willis Towers Watson Public Ltd Company	10,272	$1.744M	0.2%	$176.48	+2.8%	COM	G96629103
MCK	MCKESSON CORP	12,759	$1.725M	0.2%	$131.07	+7.4%	COM	58155Q103
FANG	Diamondback Energy Inc	64,264	$1.683M	0.2%	$49.28	0.0%	COM	25278X109
EMR	Emerson Electric Co	35,272	$1.68M	0.2%	$57.76	0.0%	COM	291011104
CPRI	Capri Holdings Ltd	155,565	$1.678M	0.2%	$26.25	0.0%	COM	G1890L107
JKHY	JACK HENRY & ASSOCIATES INC	10,718	$1.663M	0.2%	$133.54	+8.3%	COM	426281101
EOG	EOG RESOURCES INC	45,650	$1.639M	0.2%	$56.16	-11.5%	COM	26875P101
STNG	Scorpio Tankers Inc	81,795	$1.563M	0.2%	$19.11	—	COM	Y7542C130
TDC	Teradata Corp	76,087	$1.559M	0.2%	$28.78	-19.9%	COM	88076W103
CVS	Cvs Health Corp	25,957	$1.54M	0.2%	$55.31	0.0%	COM	126650100
AJG	ARTHUR J. GALLAGHER & CO.	18,562	$1.512M	0.2%	$83.32	+7.3%	COM	363576109
ES	EVERSOURCE ENERGY	19,057	$1.49M	0.2%	$66.48	+6.3%	COM	30040W108
NUE	Nucor Corp	41,211	$1.484M	0.2%	$48.21	-18.0%	COM	670346105
—	AARON'S INC	65,113	$1.483M	0.2%	$22.78	—	COM	002535300
CMA	Comerica Inc	50,515	$1.482M	0.2%	$40.46	0.0%	COM	200340107
—	Apache Corp	353,155	$1.476M	0.2%	$11.72	—	COM	037411105
EVRG	Evergy Inc	26,690	$1.469M	0.2%	$44.52	+16.9%	COM	30034W106
ON	ON Semiconductor Corp	117,747	$1.464M	0.2%	$21.12	-7.4%	COM	682189105
AMCX	AMC Networks Inc	60,068	$1.46M	0.2%	$36.70	-7.7%	COM	00164V103
OPLN	KAR Auction Services Inc	120,794	$1.449M	0.2%	$19.53	0.0%	COM	48238T109
RIG	Transocean Ltd	1,245,856	$1.445M	0.2%	$3.90	0.0%	COM	H8817H100
NYT	NEW YORK TIMES CO (THE)	46,680	$1.433M	0.2%	$32.48	0.0%	COM	650111107
—	Portola Pharmaceuticals Inc	198,899	$1.418M	0.2%	$7.13	—	COM	737010108
—	Noble Energy Inc	233,078	$1.407M	0.2%	$8.02	—	COM	655044105
—	Healthcare Trust of America Inc	57,730	$1.401M	0.2%	$24.27	—	COM	42225P501
CAG	ConAgra Brands Inc	47,399	$1.39M	0.2%	$23.54	0.0%	COM	205887102
CDW	Cdw Corp	14,848	$1.384M	0.2%	$114.00	0.0%	COM	12514G108
HLF	Herbalife Nutrition Ltd	47,338	$1.38M	0.2%	$37.23	0.0%	COM	G4412G101
—	Intelsat S.A.	902,001	$1.38M	0.2%	$1.53	—	COM	L5140P101
MYGN	Myriad Genetics Inc	95,850	$1.371M	0.1%	$21.13	0.0%	COM	62855J104
R	Ryder System Inc	51,770	$1.368M	0.1%	$42.12	0.0%	COM	783549108
SEE	Sealed Air Corp	55,242	$1.365M	0.1%	$29.22	0.0%	COM	81211K100
RYAAY	RYANAIR HOLDINGS PLC	25,718	$1.365M	0.1%	$53.08	—	COM	783513203
TECK	Teck Resources Ltd	179,756	$1.358M	0.1%	$11.98	0.0%	COM	878742204
NTAP	NetApp Inc	32,106	$1.338M	0.1%	$44.08	0.0%	COM	64110D104
DVN	DEVON ENERGY CORP	192,682	$1.331M	0.1%	$13.15	0.0%	COM	25179M103
CE	Celanese Corp	18,120	$1.329M	0.1%	$98.02	-9.6%	COM	150870103
MUR	Murphy Oil Corp	216,769	$1.328M	0.1%	$14.89	0.0%	COM	626717102
MASI	Masimo Corp	7,456	$1.32M	0.1%	$148.46	+15.5%	COM	574795100
XYL	Xylem Inc	20,089	$1.308M	0.1%	$73.46	0.0%	COM	98419M100
—	New Oriental Education & Tech Group Inc	12,035	$1.302M	0.1%	$121.21	—	COM	647581107
VRTX	VERTEX PHARMACEUTICALS INC	5,415	$1.288M	0.1%	$199.59	+14.9%	COM	92532F100
OGE	OGE Energy Corp	41,761	$1.283M	0.1%	$42.98	-5.9%	COM	670837103
AMN	AMN HEALTHCARE SERVICES INC	21,969	$1.27M	0.1%	$53.48	+28.0%	COM	001744101
MNRO	Monro Inc	28,846	$1.263M	0.1%	$60.61	0.0%	COM	610236101
CNK	Cinemark Holdings Inc	121,724	$1.24M	0.1%	$25.03	0.0%	COM	17243V102
TRIP	Tripadvisor Inc	71,359	$1.24M	0.1%	$25.33	0.0%	COM	896945201
CNP	CENTERPOINT ENERGY INC	80,015	$1.236M	0.1%	$19.59	0.0%	COM	15189T107
—	Benefytt Technologies Inc	54,392	$1.217M	0.1%	$22.37	—	COM	08182C106
M	MACY'S INC	245,943	$1.207M	0.1%	$13.56	0.0%	COM	55616P104
DAR	Darling Ingredients Inc	61,638	$1.181M	0.1%	$25.36	0.0%	COM	237266101
PENN	PENN NATIONAL GAMING INC	93,035	$1.176M	0.1%	$25.13	0.0%	COM	707569109
LKQ	LKQ Corp	56,989	$1.168M	0.1%	$26.62	0.0%	COM	501889208
BIGGQ	Big Lots Inc	81,380	$1.157M	0.1%	$19.86	-1.3%	COM	089302103
TFC	Truist Financial Corp	37,494	$1.156M	0.1%	$35.97	0.0%	COM	89832Q109
ALSN	Allison Transmission Holdings Inc	35,423	$1.155M	0.1%	$37.78	0.0%	COM	01973R101
—	UNITED STATES STEEL CORP	177,416	$1.119M	0.1%	$6.31	—	COM	912909108
AWK	American Water Works	9,346	$1.117M	0.1%	$108.00	+6.9%	COM	030420103
DXC	DXC Technology Company	85,586	$1.116M	0.1%	$25.96	0.0%	COM	23355L106
—	SINCLAIR BROADCAST GROUP INC	69,194	$1.112M	0.1%	$32.58	—	COM	829226109
CMC	COMMERCIAL METALS CO	70,308	$1.11M	0.1%	$17.32	0.0%	COM	201723103
ENB	Enbridge Inc	38,078	$1.107M	0.1%	$25.00	0.0%	COM	29250N105
—	CIMAREX ENERGY CO	63,928	$1.075M	0.1%	$16.82	—	COM	171798101
V	VISA Inc	6,266	$1.009M	0.1%	$172.55	+4.7%	COM	92826C839
AXS	AXIS CAPITAL HOLDINGS LTD	26,037	$1.006M	0.1%	$47.20	0.0%	COM	G0692U109
DVA	DaVita Inc	13,212	$1.004M	0.1%	$78.61	0.0%	COM	23918K108
HDB	HDFC Bank Ltd	25,990	$999K	0.1%	$38.44	—	COM	40415F101
RL	Ralph Lauren Corp	14,822	$990K	0.1%	$94.03	0.0%	COM	751212101
SKT	Tanger Factory Outlet Centers Inc	197,355	$986K	0.1%	$14.55	—	COM	875465106
THC	Tenet Healthcare Corp	68,302	$983K	0.1%	$28.71	0.0%	COM	88033G407
—	Pretium Resources Inc	172,128	$975K	0.1%	$5.66	—	COM	74139C102
NCLH	Norwegian Cruise Line Holdings Ltd	88,912	$974K	0.1%	$40.21	0.0%	COM	G66721104
EIX	EDISON INTERNATIONAL	17,621	$965K	0.1%	$53.09	0.0%	COM	281020107
OVV	Ovintiv Inc	356,345	$962K	0.1%	$13.13	0.0%	COM	69047Q102
TGT	TARGET CORP	10,332	$960K	0.1%	$94.98	0.0%	COM	87612E106
—	FEDERAL REALTY INVESTMENT TRUST	12,819	$956K	0.1%	$74.58	—	COM	313747206
TRV	THE TRAVELERS COMPANIES INC	9,614	$955K	0.1%	$109.63	0.0%	COM	89417E109
CHD	Church & Dwight Co Inc	14,710	$944K	0.1%	$66.24	0.0%	COM	171340102
BFH	ALLIANCE DATA SYSTEMS CORP	27,633	$929K	0.1%	$76.31	-19.5%	COM	018581108
GDOT	Green Dot Corp	36,613	$929K	0.1%	$28.78	0.0%	COM	39304D102
KMT	Kennametal Inc	49,621	$923K	0.1%	$23.86	0.0%	COM	489170100
—	Kellogg Co	15,369	$921K	0.1%	$49.60	0.0%	COM	487836108
—	Plantronics Inc	91,640	$921K	0.1%	$10.05	—	COM	727493108
—	Meredith Corp	75,096	$917K	0.1%	$26.60	—	COM	589433101
DIS	WALT DISNEY CO (THE)	9,494	$917K	0.1%	$135.29	-8.7%	COM	254687106
RGA	REINSURANCE GROUP OF AMERICA	10,848	$912K	0.1%	$158.88	-17.9%	COM	759351604
ATO	Atmos Energy Corp	9,116	$904K	0.1%	$94.97	0.0%	COM	049560105
UTHR	United Therapeutics Corp	9,455	$896K	0.1%	$91.96	+3.4%	COM	91307C102
PNR	PENTAIR PLC.	30,058	$894K	0.1%	$37.08	0.0%	COM	G7S00T104
WPC	W.P. CAREY INC	15,359	$892K	0.1%	$58.08	—	COM	92936U109
ALGN	ALIGN TECHNOLOGY INC	5,072	$882K	0.1%	$239.46	0.0%	COM	016255101
—	Annaly Capital Management Inc	166,733	$845K	0.1%	$5.07	—	COM	035710409
BFAM	Bright Horizons Family Solutions Inc	8,256	$842K	0.1%	$147.04	0.0%	COM	109194100
—	Spirit Realty Capital Inc.	32,147	$840K	0.1%	$26.13	—	COM	84860W300
MAC	MACERICH CO (THE)	147,780	$832K	0.1%	$20.89	—	COM	554382101
ITUB	ITAU UNIBANCO BANCO HOLDING SA	183,934	$825K	0.1%	$9.15	—	COM	465562106
D	Dominion Energy Inc	11,396	$822K	0.1%	$59.87	+5.4%	COM	25746U109
TEVA	TEVA PHARMACEUTICAL-SP ADR	91,514	$821K	0.1%	$8.97	—	COM	881624209
SCCO	SOUTHERN COPPER CORP	29,014	$817K	0.1%	$26.86	0.0%	COM	84265V105
HBAN	HUNTINGTON BANCSHARES INC	98,423	$808K	0.1%	$9.30	0.0%	COM	446150104
CLF	Cleveland-Cliffs Inc	203,798	$805K	0.1%	$6.72	-7.9%	COM	185899101
DCI	Donaldson Co Inc	20,801	$803K	0.1%	$44.52	0.0%	COM	257651109
—	SL Green Realty Corp	18,412	$793K	0.1%	$91.87	—	COM	78440X101
—	Stamps.com Inc	6,078	$790K	0.1%	$83.47	—	COM	852857200
CVGW	Calavo Growers Inc	13,435	$775K	0.1%	$62.46	0.0%	COM	128246105
—	Cardtronics Plc	36,637	$766K	0.1%	$20.91	—	COM	G1991C105
HRB	H&R BLOCK INC	54,334	$765K	0.1%	$19.96	-16.5%	COM	093671105
NJR	NEWJERSEY RESOURCES CORP	22,353	$759K	0.1%	$31.26	0.0%	COM	646025106
TROW	T. ROWE PRICE GROUP INC	7,776	$759K	0.1%	$82.53	+15.8%	COM	74144T108
—	ASPEN TECHNOLOGY INC	7,974	$758K	0.1%	$120.04	—	COM	045327103
SON	Sonoco Products Co	16,356	$758K	0.1%	$43.10	0.0%	COM	835495102
—	Envestnet Inc	13,978	$751K	0.1%	$53.73	—	COM	29404K106
JAZZ	Jazz Pharmaceuticals plc	7,533	$751K	0.1%	$136.08	-5.0%	COM	G50871105
MCD	MCDONALD'S CORP	4,540	$750K	0.1%	$171.84	0.0%	COM	580135101
VSAT	Viasat Inc	20,570	$738K	0.1%	$60.77	-5.1%	COM	92552V100
VNO	VORNADO RLTY TR SH BEN INT	20,377	$737K	0.1%	$66.50	—	COM	929042109
TYL	Tyler Technologies Inc	2,487	$737K	0.1%	$235.98	+31.3%	COM	902252105
—	WPX Energy Inc	239,327	$729K	0.1%	$3.05	—	COM	98212B103
GGB	GERDAU S.A.	381,194	$728K	0.1%	$1.91	—	COM	373737105
—	UNILEVER PLC-SPONSORED ADR	14,351	$725K	0.1%	$50.52	—	COM	904767704
RRC	Range Resources Corp	314,813	$717K	0.1%	$5.62	-43.3%	COM	75281A109
RITM	New Residential Investment Corp	140,742	$705K	0.1%	$5.01	—	COM	64828T201
AL	Air Lease Corp	31,869	$705K	0.1%	$33.90	0.0%	COM	00912X302
—	COOPER COMPANIES INC (THE)	2,551	$703K	0.1%	$321.22	—	COM	216648402
NOK	NOKIA CORP	226,607	$702K	0.1%	$3.10	—	COM	654902204
CDE	COEUR MINING INC	218,606	$701K	0.1%	$5.20	0.0%	COM	192108504
FNF	Fidelity National Financial Inc	27,897	$694K	0.1%	$29.98	0.0%	COM	31620R303
—	Stericycle Inc	14,249	$692K	0.1%	$48.56	—	COM	858912108
KEX	KIRBY CORP	15,860	$689K	0.1%	$74.92	-9.2%	COM	497266106
WBS	WEBSTER FINANCIAL CORP	29,901	$684K	0.1%	$40.68	0.0%	COM	947890109
UI	Ubiquiti Inc	4,835	$684K	0.1%	$152.68	0.0%	COM	90353W103
LAMR	LAMAR ADVERTISING CO	13,243	$679K	0.1%	$86.48	—	COM	512816109
CRUS	Cirrus Logic Inc	10,344	$678K	0.1%	$73.90	0.0%	COM	172755100
ERIE	Erie Indemnity Co	4,547	$674K	0.1%	$143.76	0.0%	COM	29530P102
WTRG	Essential Utilities Inc	16,467	$670K	0.1%	$47.18	0.0%	COM	29670G102
INSM	Insmed Inc	41,619	$667K	0.1%	$23.70	0.0%	COM	457669307
ACIW	ACI Worldwide Inc	27,559	$665K	0.1%	$31.91	0.0%	COM	004498101
—	Amedisys Inc	3,619	$664K	0.1%	$152.52	—	COM	023436108
SHOO	STEVEN MADDEN LTD	28,522	$662K	0.1%	$29.84	+3.6%	COM	556269108
H	Hyatt Hotels Corp	13,814	$661K	0.1%	$74.56	0.0%	COM	448579102
MPC	Marathon Petroleum Corp	27,664	$653K	0.1%	$51.65	-25.7%	COM	56585A102
WEC	WEC ENERGY GROUP INC	7,402	$652K	0.1%	$79.48	0.0%	COM	92939U106
SJM	J.M. SMUCKER CO (THE)	5,879	$652K	0.1%	$85.92	+2.7%	COM	832696405
LAD	LITHIA MOTORS INC	7,912	$647K	0.1%	$150.27	-19.7%	COM	536797103
BCO	BRINK'S CO (THE)	12,370	$643K	0.1%	$72.82	0.0%	COM	109696104
—	AMARIN CORP PLC	160,410	$641K	0.1%	$15.91	—	COM	023111206
—	Clovis Oncology Inc	100,054	$636K	0.1%	$6.36	—	COM	189464100
—	Berry Global Group Inc	18,893	$636K	0.1%	$33.66	—	COM	08579W103
BVN	BUENAVENTURA MINING CO INC	86,796	$632K	0.1%	$9.47	—	COM	204448104
—	CORE LABORATORIES N.V.	60,563	$626K	0.1%	$10.34	—	COM	N22717107
—	Zynga Inc	91,213	$624K	0.1%	$6.84	—	COM	98986T108
STWD	Starwood Property Trust Inc	60,884	$624K	0.1%	$23.55	—	COM	85571B105
—	Retail Properties of America Inc	120,198	$621K	0.1%	$5.17	—	COM	76131V202
NFG	NATIONAL FUEL GAS CO	16,589	$618K	0.1%	$40.99	0.0%	COM	636180101
LYG	LLOYDS BANKING GROUP PLC-ADR	406,643	$614K	0.1%	$1.51	—	COM	539439109
—	WEINGARTEN REALTY INVESTORS	42,094	$607K	0.1%	$28.59	—	COM	948741103
—	Whiting Petroleum Corp	906,082	$607K	0.1%	$5.10	—	COM	966387409
SKY	Skyline Champion Corp	38,617	$605K	0.1%	$26.70	0.0%	COM	830830105
—	Magellan Health Inc	12,561	$604K	0.1%	$48.09	—	COM	559079207
KMB	KIMBERLY-CLARK CORP	4,672	$597K	0.1%	$109.61	+2.3%	COM	494368103
—	Healthcare Realty Trust Inc	21,379	$597K	0.1%	$27.92	—	COM	421946104
CNQ	CANADIAN NATURAL RESOURCES LTD	43,643	$591K	0.1%	$8.74	0.0%	COM	136385101
—	NEW YORK COMMUNITY BANCORP INC	62,799	$589K	0.1%	$12.02	—	COM	649445103
NOC	Northrop Grumman Corp	1,930	$583K	0.1%	$317.67	-0.7%	COM	666807102
ITT	ITT Inc	12,852	$582K	0.1%	$62.03	0.0%	COM	45073V108
MMSI	MERIT MEDICAL SYSTEMS INC	18,521	$578K	0.1%	$35.62	0.0%	COM	589889104
GGG	Graco Inc	11,721	$571K	0.1%	$44.16	+7.8%	COM	384109104
CROX	CROCS INC	33,472	$568K	0.1%	$31.86	0.0%	COM	227046109
JKS	JinkoSolar Holding Co Ltd	37,833	$561K	0.1%	$18.52	—	COM	47759T100
DIOD	Diodes Inc	13,778	$559K	0.1%	$47.97	0.0%	COM	254543101
—	Diebold Nixdorf	157,997	$556K	0.1%	$3.52	—	COM	253651103
JLL	Jones Lang Lasalle Inc	5,498	$555K	0.1%	$150.17	0.0%	COM	48020Q107
DLX	Deluxe Corp	21,300	$552K	0.1%	$33.03	-15.1%	COM	248019101
—	TREEHOUSE FOODS INC	12,330	$544K	0.1%	$48.48	—	COM	89469A104
—	Msg Networks Inc	53,056	$541K	0.1%	$10.20	—	COM	553573106
FOSL	Fossil Group Inc	164,610	$541K	0.1%	$5.90	0.0%	COM	34988V106
CVI	CVR Energy Inc	32,370	$535K	0.1%	$18.47	0.0%	COM	12662P108
WCC	WESCO INTERNATIONAL INC	23,457	$535K	0.1%	$45.69	-9.3%	COM	95082P105
—	Cubic Corp	12,930	$534K	0.1%	$41.30	—	COM	229669106
O	Realty Income Corp	10,713	$534K	0.1%	$53.41	-2.9%	COM	756109104
—	TCF Financial Corp	23,309	$528K	0.1%	$22.65	—	COM	872307103
—	NAVISTAR INTERNATIONAL CORP	31,818	$524K	0.1%	$19.37	—	COM	63934E108
SIG	Signet Jewelers Ltd	81,341	$524K	0.1%	$19.30	0.0%	COM	G81276100
—	Coherent Inc	4,850	$516K	0.1%	$163.81	—	COM	192479103
MGPI	MGP INGREDIENTS INC	19,140	$514K	0.1%	$34.17	0.0%	COM	55303J106
BOH	Bank of Hawaii Corp	9,285	$512K	0.1%	$62.60	0.0%	COM	062540109
BKU	BankUnited Inc	27,354	$511K	0.1%	$24.39	0.0%	COM	06652K103
—	SITE Centers Corp	97,418	$507K	0.1%	$5.20	—	COM	82981J109
ADC	Agree Realty Corp	8,199	$507K	0.1%	$61.84	—	COM	008492100
FLR	FLUOR CORP	73,063	$504K	0.1%	$17.36	-20.3%	COM	343412102
ORLY	O'reilly Automotive Inc	1,658	$499K	0.1%	$26.52	-3.7%	COM	67103H107
TAK	Takeda Pharmaceutical Co Ltd	32,846	$498K	0.1%	$15.16	—	COM	874060205
ABG	ASBURY AUTOMOTIVE GROUP INC	8,936	$493K	0.1%	$87.09	0.0%	COM	043436104
OI	Owens-IL Inc	69,052	$490K	0.1%	$10.91	0.0%	COM	67098H104
PLCE	CHILDREN'S PLACE INC (THE)	24,799	$485K	0.1%	$53.02	0.0%	COM	168905107
CFR	CULLEN/FROST BANKERS INC	8,579	$478K	0.1%	$68.15	0.0%	COM	229899109
PBI	Pitney Bowes Inc	233,700	$476K	0.1%	$3.82	-10.2%	COM	724479100
—	Retail Opportunity Investments Corp	56,388	$467K	0.1%	$8.28	—	COM	76131N101
—	WW Intl Inc	27,640	$467K	0.1%	$16.90	—	COM	98262P101
—	CANTEL MEDICAL CORP	13,034	$467K	0.1%	$35.83	—	COM	138098108
GIL	Gildan Activewear Inc	36,422	$464K	0.1%	$21.86	0.0%	COM	375916103
MSA	MSA Safety Inc	4,584	$463K	0.1%	$125.88	0.0%	COM	553498106
—	Callon Petroleum Co	844,591	$462K	0.1%	$2.22	—	COM	13123X102
MKL	MARKEL CORP	496	$460K	0.1%	$1143.50	0.0%	COM	570535104
NAT	NORDIC AMERICAN TANKERS LTD	101,322	$458K	0.0%	$3.61	0.0%	COM	G65773106
MFC	Manulife Financial Corp	36,267	$454K	0.0%	$17.37	0.0%	COM	56501R106
NVRI	Harsco Corp	65,121	$453K	0.0%	$13.65	0.0%	COM	415864107
WRLD	World Acceptance Corp	8,287	$452K	0.0%	$103.01	-24.9%	COM	981419104
—	SYNOVUS FINANCIAL CORP	25,538	$448K	0.0%	$31.25	—	COM	87161C501
BF/B	BROWN FORMAN CORP	8,040	$446K	0.0%	$57.84	0.0%	COM	115637209
DQ	DAQO NEW ENERGY CORP	7,559	$437K	0.0%	$57.81	—	COM	23703Q203
UPBD	Rent-A-Center Inc	30,268	$427K	0.0%	$24.07	0.0%	COM	76009N100
EPR	EPR PROPERTIES	17,654	$427K	0.0%	$24.19	—	COM	26884U109
CBOE	Cboe Global Markets Inc	4,758	$424K	0.0%	$97.58	+6.0%	COM	12503M108
MD	Mednax Inc	36,468	$424K	0.0%	$20.62	0.0%	COM	58502B106
GCO	Genesco Inc	31,713	$423K	0.0%	$35.66	-5.5%	COM	371532102
—	HIBBETT SPORTS INC	38,480	$420K	0.0%	$10.91	—	COM	428567101
UHAL	Amerco	1,447	$420K	0.0%	$33.77	0.0%	COM	023586100
RYN	Rayonier Inc	17,757	$418K	0.0%	$23.54	—	COM	754907103
—	Epizyme Inc	26,586	$412K	0.0%	$15.50	—	COM	29428V104
ACGL	Arch Capital Group Ltd	14,381	$409K	0.0%	$38.54	0.0%	COM	G0450A105
DOX	Amdocs Ltd	7,377	$405K	0.0%	$59.12	0.0%	COM	G02602103
EAT	Brinker International Inc	33,415	$401K	0.0%	$39.04	-14.6%	COM	109641100
YPF	YPF Sociedad Anonima ADR	95,352	$397K	0.0%	$4.16	—	COM	984245100
—	DIAMOND OFFSHORE DRILLING INC	216,084	$395K	0.0%	$1.83	—	COM	25271C102
BR	Broadridge Financial Solutions Inc	4,124	$391K	0.0%	$114.66	-10.0%	COM	11133T103
—	CHINA MOBILE (HONG KONG) LTD	10,095	$380K	0.0%	$42.26	—	COM	16941M109
VRE	MACK-CALI REALTY CORP	24,911	$379K	0.0%	$22.37	—	COM	554489104
—	TIM PARTICIPACOES S.A.	31,072	$377K	0.0%	$19.11	—	COM	88706P205
ARE	ALEXANDRIA REAL ESTATE EQUITIES INC	2,719	$372K	0.0%	$124.15	-0.1%	COM	015271109
BHC	Bausch Health Companies	23,956	$371K	0.0%	$24.11	0.0%	COM	071734107
CVSA	Adtalem Global Education Inc	13,727	$367K	0.0%	$31.85	0.0%	COM	00737L103
MKC	MCCORMICK & CO INC	2,568	$362K	0.0%	$72.79	-5.2%	COM	579780206
—	BancorpSouth Bank	19,174	$362K	0.0%	$18.88	—	COM	05971J102
AGO	ASSURED GUARANTY LTD	13,966	$360K	0.0%	$39.38	-5.3%	COM	G0585R106
VLY	VALLEY NATIONAL BANCORP	49,178	$359K	0.0%	$9.78	0.0%	COM	919794107
SWX	Southwest Gas Holdings Inc	5,156	$358K	0.0%	$71.88	0.0%	COM	844895102
—	ATLAS CORP ORD	46,316	$356K	0.0%	$7.69	—	COM	Y0436Q109
—	Tivity Health Inc	56,597	$355K	0.0%	$20.34	—	COM	88870R102
SCI	SERVICE CORP INTERNATIONAL	9,038	$353K	0.0%	$43.62	+6.6%	COM	817565104
MATV	SCHWEITZER-MAUDUIT INTERNATIONAL INC	12,650	$351K	0.0%	$25.13	0.0%	COM	808541106
—	SPECTRUM PHARMACEUTICALS INC	150,299	$350K	0.0%	$2.33	—	COM	84763A108
MED	Medifast Inc	5,539	$346K	0.0%	$77.14	0.0%	COM	58470H101
—	Alleghany Corp	627	$346K	0.0%	$551.83	—	COM	017175100
PCAR	PACCAR Inc	5,610	$342K	0.0%	$38.21	0.0%	COM	693718108
MTDR	Matador Resources Co	136,083	$337K	0.0%	$10.99	0.0%	COM	576485205
PSMT	Pricesmart Inc	6,162	$323K	0.0%	$53.67	0.0%	COM	741511109
AVA	Avista Corp	7,599	$322K	0.0%	$36.73	0.0%	COM	05379B107
HSBC	HSBC HOLDINGS PLC-SPONS ADR	11,468	$321K	0.0%	$39.08	—	COM	404280406
—	PDC ENERGY INC	51,848	$321K	0.0%	$6.19	—	COM	69327R101
KOS	Kosmos Energy Ltd	356,265	$319K	0.0%	$4.12	-5.0%	COM	500688106
AVT	Avnet Inc	12,443	$312K	0.0%	$35.27	-17.1%	COM	053807103
PTEN	Patterson-UTI Energy Inc	132,825	$312K	0.0%	$6.47	0.0%	COM	703481101
IDA	Idacorp Inc	3,552	$311K	0.0%	$102.92	0.0%	COM	451107106
—	EnLink Midstream LLC	282,422	$310K	0.0%	$1.10	—	COM	29336T100
CVE	Cenovus Energy Inc	151,144	$305K	0.0%	$6.25	0.0%	COM	15135U109
EMBJ	Embraer-Empresa Brasileira de Aeronautca	40,859	$302K	0.0%	$7.39	—	COM	29082A107
FIZZ	NATIONAL BEVERAGE CORP	7,065	$301K	0.0%	$28.91	-37.6%	COM	635017106
—	WALGREENS BOOTS ALLIANCE INC	6,594	$301K	0.0%	$57.55	—	COM	931427108
ESPR	ESPERION THERAPEUTICS INC	9,542	$300K	0.0%	$52.77	0.0%	COM	29664W105
NUS	NU SKIN ENTERPRISES INC	13,568	$296K	0.0%	$24.38	0.0%	COM	67018T105
—	MRC Global Inc	69,161	$294K	0.0%	$4.25	—	COM	55345K103
RES	RPC Inc	142,406	$293K	0.0%	$6.49	-47.7%	COM	749660106
INGR	INGREDION INC	3,884	$293K	0.0%	$80.01	+7.4%	COM	457187102
ASB	ASSOCIATED BANC-CORP	22,873	$292K	0.0%	$14.13	0.0%	COM	045487105
TMHC	Taylor Morrison Home Corp	26,582	$292K	0.0%	$21.50	0.0%	COM	87724P106
NBR	NABORS INDUSTRIES LTD	750,732	$292K	0.0%	$89.60	0.0%	COM	G6359F137
—	CNOOC LTD-SPON ADR	2,769	$286K	0.0%	$166.57	—	COM	126132109
—	Vocera Communications Inc	13,500	$286K	0.0%	$21.19	—	COM	92857F107
DPZ	DOMINO'S PIZZA INC	872	$282K	0.0%	$287.28	0.0%	COM	25754A201
KALU	Kaiser Aluminum Corp	4,061	$281K	0.0%	$75.30	0.0%	COM	483007704
SR	Spire Inc	3,756	$279K	0.0%	$74.28	—	COM	84857L101
BSBR	Banco Santander Brasil SA	52,914	$273K	0.0%	$12.12	—	COM	05967A107
ALV	Autoliv Inc	5,928	$272K	0.0%	$60.21	0.0%	COM	052800109
GIII	G-III APPAREL GROUP LTD.	35,126	$270K	0.0%	$22.70	0.0%	COM	36237H101
WAT	Waters Corp	1,484	$270K	0.0%	$218.51	-3.5%	COM	941848103
—	Domtar Corp	12,448	$269K	0.0%	$21.61	—	COM	257559203
—	PS Business Parks Inc	1,985	$269K	0.0%	$135.52	—	COM	69360J107
UIS	Unisys Corp	21,752	$268K	0.0%	$12.79	0.0%	COM	909214306
—	Two Harbors Investments Corp	69,636	$265K	0.0%	$3.81	—	COM	90187B408
APH	AMPHENOL CORP	3,548	$258K	0.0%	$22.54	0.0%	COM	032095101
SNX	Synnex Corp	3,518	$257K	0.0%	$57.40	0.0%	COM	87162W100
—	Continental Resources Inc	33,494	$255K	0.0%	$7.61	—	COM	212015101
OZK	Bank OZK	15,094	$252K	0.0%	$20.57	0.0%	COM	06417N103
SATS	EchoStar Corp	7,897	$252K	0.0%	$37.42	0.0%	COM	278768106
FNB	F.N.B. CORP	33,783	$248K	0.0%	$8.34	0.0%	COM	302520101
—	CONN'S INC	59,150	$247K	0.0%	$4.18	—	COM	208242107
TOL	Toll Brothers Inc	12,800	$246K	0.0%	$37.00	+2.3%	COM	889478103
MTW	MANITOWOC CO INC (THE)	28,588	$242K	0.0%	$13.05	0.0%	COM	563571405
SEM	Select Medical Holdings Corp	16,044	$240K	0.0%	$10.94	0.0%	COM	81619Q105
SM	Sm Energy Co	194,193	$236K	0.0%	$6.44	0.0%	COM	78454L100
UBSI	United Bankshares Inc	10,252	$236K	0.0%	$37.10	-15.4%	COM	909907107
CBT	CABOT CORP	8,901	$232K	0.0%	$33.07	0.0%	COM	127055101
—	PATTERSON COMPANIES INC	15,141	$231K	0.0%	$15.26	—	COM	703395103
HWC	Hancock Whitney Corp	11,828	$230K	0.0%	$34.51	0.0%	COM	410120109
—	Allete Inc	3,797	$230K	0.0%	$60.57	—	COM	018522300
BLMN	Bloomin' Brands Inc	31,942	$228K	0.0%	$14.57	0.0%	COM	094235108
SRPT	SAREPTA THERAPEUTICS INC	2,290	$224K	0.0%	$114.31	0.0%	COM	803607100
SBNY	SIGNATURE BANK	2,798	$224K	0.0%	$133.20	—	COM	82669G104
CPT	Camden Property Trust	2,816	$223K	0.0%	$84.79	0.0%	COM	133131102
EPC	Edgewell Personal Care Company	9,236	$222K	0.0%	$33.72	-19.2%	COM	28035Q102
MRSH	MARSH & MCLENNAN COMPANIES INC	2,539	$219K	0.0%	$97.35	0.0%	COM	571748102
—	Oasis Petroleum Inc	621,718	$217K	0.0%	$1.76	—	COM	674215108
—	ZIOPHARM Oncology Inc	88,094	$215K	0.0%	$2.66	—	COM	98973P101
—	Cosan Ltd	17,260	$212K	0.0%	$12.28	—	COM	G25343107
—	U.S. SILICA HOLDINGS INC	118,298	$212K	0.0%	$1.79	—	COM	90346E103
WWW	WOLVERINE WORLD WIDE INC	13,777	$209K	0.0%	$23.90	0.0%	COM	978097103
CBSH	Commerce Bancshares Inc	4,136	$208K	0.0%	$44.86	0.0%	COM	200525103
GEO	GEO GROUP INC (THE)	17,068	$207K	0.0%	$12.82	+2.8%	COM	36162J106
GPN	Global Payments Inc	1,425	$205K	0.0%	$163.49	+6.6%	COM	37940X102
—	NEKTAR THERAPEUTICS	11,524	$205K	0.0%	$17.79	—	COM	640268108
WNC	WABASH NATIONAL CORP	25,884	$186K	0.0%	$12.09	-18.5%	COM	929566107
DBI	Designer Brands Inc	37,082	$184K	0.0%	$11.40	0.0%	COM	250565108
CAL	CALERES INC	34,806	$180K	0.0%	$13.02	0.0%	COM	129500104
DHC	Sr Housing Properties Trust	48,033	$174K	0.0%	$3.62	—	COM	25525P107
—	MFA FINANCIAL INC	111,619	$173K	0.0%	$4.31	—	COM	55272X102
IMAX	IMAX Corp	19,221	$173K	0.0%	$18.96	-16.5%	COM	45245E109
VALPQ	ENSCO ROWAN PLC	371,624	$167K	0.0%	$3.42	—	COM	G9402V109
—	Tata Motors Ltd	35,366	$166K	0.0%	$4.69	—	COM	876568502
—	Nielsen N.V.	13,139	$164K	0.0%	$12.48	—	COM	G6518L108
EIDO	iShares MSCI Indonesia ETF	11,161	$164K	0.0%	$14.69	—	COM	46429B309
DCH	American Axle & Manufacturing Holdings	45,417	$163K	0.0%	$7.43	0.0%	COM	024061103
—	L Brands Inc	14,091	$162K	0.0%	$11.50	—	COM	501797104
—	BRF Brasil Foods S.ASA	54,891	$159K	0.0%	$7.27	—	COM	10552T107
—	Express Inc	106,957	$159K	0.0%	$1.49	—	COM	30219E103
GVA	Granite Construction Inc	10,411	$158K	0.0%	$22.45	0.0%	COM	387328107
—	QEP Resources Inc	421,564	$141K	0.0%	$0.33	—	COM	74733V100
UNFI	United Natural Foods Inc	14,329	$131K	0.0%	$7.93	0.0%	COM	911163103
—	Triumph Group Inc	17,719	$119K	0.0%	$25.26	—	COM	896818101
—	TUPPERWARE BRANDS CORP	72,205	$116K	0.0%	$16.48	—	COM	899896104
SVC	Service Properties Trust	21,544	$116K	0.0%	$5.38	—	COM	81761L102
—	ARMOUR Residential REIT Inc	13,140	$115K	0.0%	$8.75	—	COM	042315507
EXTR	Extreme Networks Inc	36,846	$113K	0.0%	$7.20	-23.0%	COM	30226D106
—	Tenneco Inc	31,204	$112K	0.0%	$3.59	—	COM	880349105
—	AMAG PHARMACEUTICALS INC	17,927	$110K	0.0%	$6.14	—	COM	00163U106
—	NextGen Healthcare Inc	10,426	$108K	0.0%	$10.36	—	COM	65343C102
ERX	Direxion Daily Energy Bull 2X Shares ETF	10,131	$98,000	0.0%	$9.67	—	COM	25460G609
HIMX	Himax Technologies Inc	31,942	$87,000	0.0%	$2.72	—	COM	43289P106
WTI	W&T OFFSHORE INC	50,735	$86,000	0.0%	$4.45	-23.4%	COM	92922P106
—	TEEKAY CORP	19,778	$62,000	0.0%	$3.13	—	COM	Y8564W103
—	Dynavax Technologies Corp	13,148	$46,000	0.0%	$3.50	—	COM	268158201
—	Realogy Holdings Corp	14,270	$42,000	0.0%	$2.94	—	COM	75605Y106
—	Acorda Therapeutics Inc	23,923	$22,000	0.0%	$6.02	—	COM	00484M106
—	Pennsylvania Real Estate Investmnt Trust	14,911	$13,000	0.0%	$0.87	—	COM	709102107
—	Gulfport Energy Corp	22,268	$9,000	0.0%	$2.90	—	COM	402635304