Location: Bala Cynwyd, PA
CIK: 0001446179 · Show all filings
Period: Q4 2018 (← Previous) (Next →)
Filing Date: Feb 14, 2019
Total Value: $571M (100.0% shares, 0.0% debt)
| Ticker | Issuer | Shares | Value | % | Est. Cost | Unrealized | Class | CUSIP |
|---|---|---|---|---|---|---|---|---|
| IBM | INTERNATIONAL BUSINESS MACHS | 114,400 | $13M | 2.3% | $97.47 | -9.8% | COM | 459200101 |
| ETR | ENTERGY CORP NEW | 141,178 | $12.15M | 2.1% | $30.49 | +7.6% | COM | 29364G103 |
| MPC | MARATHON PETE CORP | 205,087 | $12.1M | 2.1% | $54.18 | +0.1% | COM | 56585A102 |
| AES | AES CORP | 727,451 | $10.52M | 1.8% | $9.38 | +24.3% | COM | 00130H105 |
| IP | INTL PAPER CO | 242,273 | $9.778M | 1.7% | $32.76 | -7.0% | COM | 460146103 |
| CF | CF INDS HLDGS INC | 195,241 | $8.495M | 1.5% | $34.30 | +14.5% | COM | 125269100 |
| MS | MORGAN STANLEY | 213,789 | $8.477M | 1.5% | $38.40 | -8.8% | COM NEW | 617446448 |
| FE | FIRSTENERGY CORP | 222,200 | $8.344M | 1.5% | $25.13 | +12.8% | COM | 337932107 |
| C | CITIGROUP INC | 159,691 | $8.314M | 1.5% | $50.45 | -2.2% | COM NEW | 172967424 |
| EXC | EXELON CORP | 183,256 | $8.265M | 1.4% | $22.13 | +12.6% | COM | 30161N101 |
| RCL | ROYAL CARIBBEAN CRUISES LTD | 78,516 | $7.678M | 1.3% | $105.14 | -1.7% | COM | V7780T103 |
| DRI | DARDEN RESTAURANTS INC | 76,500 | $7.639M | 1.3% | $87.79 | 0.0% | COM | 237194105 |
| — | NORDSTROM INC | 163,800 | $7.635M | 1.3% | $49.07 | — | COM | 655664100 |
| M | MACYS INC | 234,312 | $6.978M | 1.2% | $27.02 | +21.8% | COM | 55616P104 |
| — | BLACKROCK INC | 17,007 | $6.681M | 1.2% | $412.26 | — | COM | 09247X101 |
| AMP | AMERIPRISE FINL INC | 63,400 | $6.617M | 1.2% | $109.91 | 0.0% | COM | 03076C106 |
| PFG | PRINCIPAL FINL GROUP INC | 145,900 | $6.444M | 1.1% | $37.23 | 0.0% | COM | 74251V102 |
| AMAT | APPLIED MATLS INC | 185,800 | $6.083M | 1.1% | $31.70 | 0.0% | COM | 038222105 |
| WDC | WESTERN DIGITAL CORP | 153,470 | $5.674M | 1.0% | $36.35 | -9.0% | COM | 958102105 |
| EVRG | EVERGY INC | 99,408 | $5.643M | 1.0% | $40.03 | +9.8% | COM | 30034W106 |
| NEE | NEXTERA ENERGY INC | 31,013 | $5.391M | 0.9% | $33.41 | +9.7% | COM | 65339F101 |
| GLW | CORNING INC | 178,300 | $5.386M | 0.9% | $26.17 | 0.0% | COM | 219350105 |
| HAS | HASBRO INC | 65,164 | $5.295M | 0.9% | $70.95 | +0.9% | COM | 418056107 |
| PRU | PRUDENTIAL FINL INC | 63,976 | $5.217M | 0.9% | $69.21 | -6.5% | COM | 744320102 |
| KLAC | KLA-TENCOR CORP | 57,906 | $5.182M | 0.9% | $97.14 | -13.3% | COM | 482480100 |
| — | APACHE CORP | 197,199 | $5.176M | 0.9% | $26.25 | — | COM | 037411105 |
| KMB | KIMBERLY CLARK CORP | 45,202 | $5.15M | 0.9% | $86.46 | -0.1% | COM | 494368103 |
| USB | US BANCORP DEL | 112,651 | $5.148M | 0.9% | $38.28 | 0.0% | COM NEW | 902973304 |
| — | L BRANDS INC | 195,300 | $5.013M | 0.9% | $27.01 | — | COM | 501797104 |
| NTAP | NETAPP INC | 82,800 | $4.941M | 0.9% | $58.38 | +1.1% | COM | 64110D104 |
| PPL | PPL CORP | 167,928 | $4.757M | 0.8% | $21.08 | +5.6% | COM | 69351T106 |
| — | WALGREENS BOOTS ALLIANCE INC | 68,797 | $4.701M | 0.8% | $70.33 | — | COM | 931427108 |
| — | DUNKIN BRANDS GROUP INC | 70,100 | $4.495M | 0.8% | $59.68 | — | COM | 265504100 |
| ALLY | ALLY FINL INC | 197,912 | $4.485M | 0.8% | $21.36 | -6.4% | COM | 02005N100 |
| SYF | SYNCHRONY FINL | 190,333 | $4.465M | 0.8% | $22.62 | 0.0% | COM | 87165B103 |
| CNP | CENTERPOINT ENERGY INC | 152,398 | $4.302M | 0.8% | $20.96 | +8.1% | COM | 15189T107 |
| TEVA | TEVA PHARMACEUTICAL INDS LTD | 265,845 | $4.099M | 0.7% | $18.32 | — | SPONSORED ADR | 881624209 |
| AMGN | AMGEN INC | 20,719 | $4.033M | 0.7% | $151.94 | +3.2% | COM | 031162100 |
| LNC | LINCOLN NATL CORP IND | 77,914 | $3.998M | 0.7% | $45.77 | -3.9% | COM | 534187109 |
| GILD | GILEAD SCIENCES INC | 60,300 | $3.772M | 0.7% | $53.01 | 0.0% | COM | 375558103 |
| CVX | CHEVRON CORP NEW | 33,900 | $3.688M | 0.6% | $84.74 | 0.0% | COM | 166764100 |
| HUN | HUNTSMAN CORP | 183,756 | $3.545M | 0.6% | $24.70 | -13.2% | COM | 447011107 |
| PCG | PG&E CORP | 148,081 | $3.517M | 0.6% | $42.97 | -17.7% | COM | 69331C108 |
| KR | KROGER CO | 126,200 | $3.471M | 0.6% | $21.37 | +16.5% | COM | 501044101 |
| — | INTERPUBLIC GROUP COS INC | 166,921 | $3.444M | 0.6% | $16.63 | +3.1% | COM | 460690100 |
| UNP | UNION PAC CORP | 24,700 | $3.414M | 0.6% | $126.42 | 0.0% | COM | 907818108 |
| MKC | MCCORMICK & CO INC | 24,500 | $3.411M | 0.6% | $45.31 | +38.1% | COM NON VTG | 579780206 |
| — | ANADARKO PETE CORP | 76,900 | $3.371M | 0.6% | $43.84 | — | COM | 032511107 |
| PSX | PHILLIPS 66 | 39,000 | $3.36M | 0.6% | $73.27 | 0.0% | COM | 718546104 |
| LLY | LILLY ELI & CO | 28,921 | $3.347M | 0.6% | $81.34 | +24.6% | COM | 532457108 |
| SBUX | STARBUCKS CORP | 51,100 | $3.291M | 0.6% | $53.65 | 0.0% | COM | 855244109 |
| KEY | KEYCORP NEW | 217,090 | $3.209M | 0.6% | $12.51 | 0.0% | COM | 493267108 |
| NWE | NORTHWESTERN CORP | 53,902 | $3.204M | 0.6% | $37.69 | +19.5% | COM NEW | 668074305 |
| — | FOOT LOCKER INC | 59,900 | $3.187M | 0.6% | $53.21 | — | COM | 344849104 |
| MRK | MERCK & CO INC | 41,500 | $3.171M | 0.6% | $56.50 | 0.0% | COM | 58933Y105 |
| — | BHP GROUP PLC | 75,500 | $3.163M | 0.6% | $39.73 | — | SPONSORED ADS | 05545E209 |
| — | THOMSON REUTERS CORP | 65,300 | $3.155M | 0.6% | $48.32 | — | COM NEW | 884903709 |
| WSM | WILLIAMS SONOMA INC | 61,559 | $3.106M | 0.5% | $22.32 | +9.8% | COM | 969904101 |
| SABR | SABRE CORP | 142,100 | $3.075M | 0.5% | $21.79 | +11.0% | COM | 78573M104 |
| PNC | PNC FINL SVCS GROUP INC | 25,800 | $3.016M | 0.5% | $105.10 | -5.8% | COM | 693475105 |
| OHI | OMEGA HEALTHCARE INVS INC | 85,640 | $3.01M | 0.5% | $28.06 | — | COM | 681936100 |
| XEL | XCEL ENERGY INC | 61,100 | $3.01M | 0.5% | $40.29 | 0.0% | COM | 98389B100 |
| WEC | WEC ENERGY GROUP INC | 42,639 | $2.953M | 0.5% | $55.99 | 0.0% | COM | 92939U106 |
| CPA | COPA HOLDINGS SA | 36,658 | $2.885M | 0.5% | $67.37 | -5.3% | CL A | P31076105 |
| WMT | WALMART INC | 30,826 | $2.871M | 0.5% | $28.76 | 0.0% | COM | 931142103 |
| MDLZ | MONDELEZ INTL INC | 71,662 | $2.869M | 0.5% | $35.78 | 0.0% | CL A | 609207105 |
| HD | HOME DEPOT INC | 16,700 | $2.869M | 0.5% | $150.39 | 0.0% | COM | 437076102 |
| MUR | MURPHY OIL CORP | 121,903 | $2.851M | 0.5% | $24.06 | -1.8% | COM | 626717102 |
| MCD | MCDONALDS CORP | 16,000 | $2.841M | 0.5% | $150.10 | 0.0% | COM | 580135101 |
| DAL | DELTA AIR LINES INC DEL | 56,500 | $2.819M | 0.5% | $49.40 | +3.4% | COM NEW | 247361702 |
| DKS | DICKS SPORTING GOODS INC | 89,366 | $2.788M | 0.5% | $28.54 | -2.5% | COM | 253393102 |
| OXY | OCCIDENTAL PETE CORP DEL | 44,400 | $2.725M | 0.5% | $61.81 | -3.7% | COM | 674599105 |
| ES | EVERSOURCE ENERGY | 41,700 | $2.712M | 0.5% | $49.05 | +3.2% | COM | 30040W108 |
| RPM | RPM INTL INC | 45,994 | $2.704M | 0.5% | $63.37 | -3.4% | COM | 749685103 |
| WYNN | WYNN RESORTS LTD | 26,888 | $2.659M | 0.5% | $100.24 | 0.0% | COM | 983134107 |
| — | SEAGATE TECHNOLOGY PLC | 68,308 | $2.636M | 0.5% | $58.27 | — | SHS | G7945M107 |
| CMS | CMS ENERGY CORP | 52,700 | $2.617M | 0.5% | $40.97 | 0.0% | COM | 125896100 |
| PHG | KONINKLIJKE PHILIPS N V | 74,423 | $2.613M | 0.5% | $38.87 | — | NY REG SH NEW | 500472303 |
| MRSH | MARSH & MCLENNAN COS INC | 32,700 | $2.608M | 0.5% | $74.46 | 0.0% | COM | 571748102 |
| MO | ALTRIA GROUP INC | 48,500 | $2.395M | 0.4% | $33.13 | 0.0% | COM | 02209S103 |
| WING | WINGSTOP INC | 37,291 | $2.394M | 0.4% | $45.92 | +42.3% | COM | 974155103 |
| MTB | M & T BK CORP | 16,400 | $2.347M | 0.4% | $127.57 | 0.0% | COM | 55261F104 |
| — | DSW INC | 93,068 | $2.299M | 0.4% | $25.28 | — | CL A | 23334L102 |
| CVI | CVR ENERGY INC | 66,391 | $2.289M | 0.4% | $20.85 | +3.2% | COM | 12662P108 |
| POR | PORTLAND GEN ELEC CO | 49,705 | $2.279M | 0.4% | $30.23 | +17.0% | COM NEW | 736508847 |
| — | EL PASO ELEC CO | 45,292 | $2.27M | 0.4% | $52.88 | — | COM NEW | 283677854 |
| DTE | DTE ENERGY CO | 20,400 | $2.25M | 0.4% | $76.80 | 0.0% | COM | 233331107 |
| — | VIACOM INC NEW | 87,200 | $2.241M | 0.4% | $25.70 | — | CL B | 92553P201 |
| WM | WASTE MGMT INC DEL | 25,000 | $2.225M | 0.4% | $79.68 | 0.0% | COM | 94106L109 |
| GWW | GRAINGER W W INC | 7,800 | $2.202M | 0.4% | $235.02 | +15.1% | COM | 384802104 |
| FHB | FIRST HAWAIIAN INC | 96,525 | $2.173M | 0.4% | $17.90 | 0.0% | COM | 32051X108 |
| IFF | INTERNATIONAL FLAVORS&FRAGRA | 16,141 | $2.167M | 0.4% | $107.77 | +6.3% | COM | 459506101 |
| — | MOBILE TELESYSTEMS PJSC | 306,594 | $2.146M | 0.4% | $8.61 | — | SPONSORED ADR | 607409109 |
| — | MEREDITH CORP | 38,911 | $2.021M | 0.4% | $51.02 | — | COM | 589433101 |
| — | AMC ENTMT HLDGS INC | 164,197 | $2.016M | 0.4% | $13.26 | — | CL A COM | 00165C104 |
| — | KELLOGG CO | 35,300 | $2.012M | 0.4% | $46.40 | 0.0% | COM | 487836108 |
| PAYX | PAYCHEX INC | 30,558 | $1.991M | 0.3% | $52.03 | +5.8% | COM | 704326107 |
| OGS | ONE GAS INC | 24,784 | $1.973M | 0.3% | $76.01 | +8.5% | COM | 68235P108 |
| SNA | SNAP ON INC | 13,328 | $1.936M | 0.3% | $124.36 | +5.6% | COM | 833034101 |
| GATX | GATX CORP | 26,909 | $1.905M | 0.3% | $60.03 | +13.3% | COM | 361448103 |
| TRN | TRINITY INDS INC | 91,800 | $1.89M | 0.3% | $17.60 | 0.0% | COM | 896522109 |
| — | WADDELL & REED FINL INC | 104,379 | $1.887M | 0.3% | $19.59 | — | CL A | 930059100 |
| AZN | ASTRAZENECA PLC | 49,400 | $1.876M | 0.3% | $34.97 | — | SPONSORED ADR | 046353108 |
| IDA | IDACORP INC | 19,597 | $1.824M | 0.3% | $89.76 | +8.8% | COM | 451107106 |
| — | WESTROCK CO | 48,100 | $1.816M | 0.3% | $37.75 | — | COM | 96145D105 |
| — | SCANA CORP NEW | 37,894 | $1.811M | 0.3% | $38.90 | — | COM | 80589M102 |
| NPK | NATIONAL PRESTO INDS INC | 15,215 | $1.779M | 0.3% | $102.24 | +22.5% | COM | 637215104 |
| SON | SONOCO PRODS CO | 33,311 | $1.77M | 0.3% | $41.50 | +3.3% | COM | 835495102 |
| CCOI | COGENT COMMUNICATIONS HLDGS | 38,655 | $1.748M | 0.3% | $29.20 | +16.7% | COM NEW | 19239V302 |
| CVS | CVS HEALTH CORP | 26,600 | $1.743M | 0.3% | $59.39 | 0.0% | COM | 126650100 |
| — | OFFICE DEPOT INC | 674,705 | $1.741M | 0.3% | $2.65 | — | COM | 676220106 |
| PBR | PETROLEO BRASILEIRO SA PETRO | 132,300 | $1.721M | 0.3% | $13.01 | — | SPONSORED ADR | 71654V408 |
| — | DRYSHIPS INC | 304,275 | $1.719M | 0.3% | $3.85 | — | COM PAR NEW | Y2109Q705 |
| BNS | BANK N S HALIFAX | 34,467 | $1.719M | 0.3% | $38.11 | -3.3% | COM | 064149107 |
| NVT | NVENT ELECTRIC PLC | 73,893 | $1.66M | 0.3% | $21.84 | -4.6% | SHS | G6700G107 |
| — | AXA EQUITABLE HLDGS INC | 95,988 | $1.596M | 0.3% | $16.63 | — | COM | 054561105 |
| — | TIFFANY & CO NEW | 19,700 | $1.586M | 0.3% | $80.51 | — | COM | 886547108 |
| AWK | AMERICAN WTR WKS CO INC NEW | 17,400 | $1.579M | 0.3% | $74.01 | +7.9% | COM | 030420103 |
| DEO | DIAGEO P L C | 11,120 | $1.577M | 0.3% | $135.41 | — | SPON ADR NEW | 25243Q205 |
| ESS | ESSEX PPTY TR INC | 6,392 | $1.567M | 0.3% | $175.97 | +12.0% | COM | 297178105 |
| ALV | AUTOLIV INC | 22,100 | $1.552M | 0.3% | $68.30 | 0.0% | COM | 052800109 |
| HP | HELMERICH & PAYNE INC | 32,300 | $1.548M | 0.3% | $61.40 | 0.0% | COM | 423452101 |
| HRB | BLOCK H & R INC | 60,391 | $1.532M | 0.3% | $20.22 | 0.0% | COM | 093671105 |
| — | PATTERSON COMPANIES INC | 77,757 | $1.529M | 0.3% | $24.45 | — | COM | 703395103 |
| SR | SPIRE INC | 20,589 | $1.525M | 0.3% | $70.66 | — | COM | 84857L101 |
| KDP | KEURIG DR PEPPER INC | 57,800 | $1.482M | 0.3% | $21.35 | 0.0% | COM | 49271V100 |
| HE | HAWAIIAN ELEC INDUSTRIES | 40,200 | $1.472M | 0.3% | $35.79 | +3.6% | COM | 419870100 |
| HPQ | HP INC | 71,485 | $1.463M | 0.3% | $17.36 | +5.1% | COM | 40434L105 |
| GPC | GENUINE PARTS CO | 15,100 | $1.45M | 0.3% | $80.48 | 0.0% | COM | 372460105 |
| CMI | CUMMINS INC | 10,500 | $1.403M | 0.2% | $122.60 | -4.2% | COM | 231021106 |
| TXNM | PNM RES INC | 32,566 | $1.338M | 0.2% | $38.31 | +7.0% | COM | 69349H107 |
| — | VECTREN CORP | 18,158 | $1.307M | 0.2% | $71.77 | — | COM | 92240G101 |
| — | CNOOC LTD | 8,569 | $1.306M | 0.2% | $157.14 | — | SPONSORED ADR | 126132109 |
| — | GRAFTECH INTL LTD | 113,974 | $1.304M | 0.2% | $11.44 | — | COM | 384313508 |
| MDT | MEDTRONIC PLC | 14,000 | $1.273M | 0.2% | $77.14 | 0.0% | SHS | G5960L103 |
| INFY | INFOSYS LTD | 133,028 | $1.266M | 0.2% | $14.01 | — | SPONSORED ADR | 456788108 |
| CNO | CNO FINL GROUP INC | 83,725 | $1.246M | 0.2% | $15.43 | 0.0% | COM | 12621E103 |
| UGI | UGI CORP NEW | 22,700 | $1.211M | 0.2% | $44.84 | +24.0% | COM | 902681105 |
| SQM | SOCIEDAD QUIMICA MINERA DE C | 31,238 | $1.196M | 0.2% | $47.89 | — | SPON ADR SER B | 833635105 |
| AVGO | BROADCOM INC | 4,686 | $1.192M | 0.2% | $19.73 | -1.8% | COM | 11135F101 |
| BIGGQ | BIG LOTS INC | 41,200 | $1.192M | 0.2% | $38.28 | -16.5% | COM | 089302103 |
| MATX | MATSON INC | 36,207 | $1.159M | 0.2% | $27.27 | +20.4% | COM | 57686G105 |
| BKE | BUCKLE INC | 59,100 | $1.143M | 0.2% | $9.49 | -1.8% | COM | 118440106 |
| — | COVANTA HLDG CORP | 84,900 | $1.139M | 0.2% | $15.01 | — | COM | 22282E102 |
| — | MERIDIAN BIOSCIENCE INC | 64,359 | $1.117M | 0.2% | $14.66 | — | COM | 589584101 |
| — | HCP INC | 39,300 | $1.098M | 0.2% | $23.23 | — | COM | 40414L109 |
| RLI | RLI CORP | 15,575 | $1.075M | 0.2% | $25.43 | +12.7% | COM | 749607107 |
| SRE | SEMPRA ENERGY | 9,800 | $1.06M | 0.2% | $42.70 | +5.9% | COM | 816851109 |
| RSG | REPUBLIC SVCS INC | 14,500 | $1.045M | 0.2% | $59.86 | +9.8% | COM | 760759100 |
| BRSL | INTERNATIONAL GAME TECHNOLOG | 71,429 | $1.045M | 0.2% | $14.49 | -26.8% | SHS USD | G4863A108 |
| CINF | CINCINNATI FINL CORP | 13,068 | $1.012M | 0.2% | $61.53 | +5.1% | COM | 172062101 |
| — | SANTANDER CONSUMER USA HDG I | 57,400 | $1.01M | 0.2% | $17.60 | — | COM | 80283M101 |
| NFG | NATIONAL FUEL GAS CO N J | 19,497 | $998K | 0.2% | $51.80 | +5.8% | COM | 636180101 |
| NMFC | NEW MTN FIN CORP | 77,470 | $975K | 0.2% | $5.63 | +7.6% | COM | 647551100 |
| AJG | GALLAGHER ARTHUR J & CO | 12,717 | $937K | 0.2% | $60.72 | +12.0% | COM | 363576109 |
| CATO | CATO CORP NEW | 65,359 | $933K | 0.2% | $9.13 | +26.3% | CL A | 149205106 |
| RS | RELIANCE STEEL & ALUMINUM CO | 12,950 | $922K | 0.2% | $88.52 | -10.8% | COM | 759509102 |
| KO | COCA COLA CO | 19,465 | $922K | 0.2% | $36.30 | +5.8% | COM | 191216100 |
| VFC | V F CORP | 12,900 | $920K | 0.2% | $72.71 | +5.2% | COM | 918204108 |
| ADM | ARCHER DANIELS MIDLAND CO | 22,200 | $910K | 0.2% | $37.13 | +1.6% | COM | 039483102 |
| — | WYNDHAM DESTINATIONS INC | 25,000 | $896K | 0.2% | $35.84 | — | COM | 98310W108 |
| PBI | PITNEY BOWES INC | 148,907 | $880K | 0.2% | $7.20 | 0.0% | COM | 724479100 |
| CLX | CLOROX CO DEL | 5,700 | $879K | 0.2% | $106.77 | +18.5% | COM | 189054109 |
| BPOP | POPULAR INC | 18,200 | $859K | 0.2% | $32.66 | +27.7% | COM NEW | 733174700 |
| — | GASLOG LTD | 50,160 | $826K | 0.1% | $16.45 | — | SHS | G37585109 |
| CSCO | CISCO SYS INC | 18,900 | $819K | 0.1% | $33.46 | +10.3% | COM | 17275R102 |
| CWEN | CLEARWAY ENERGY INC | 47,387 | $817K | 0.1% | $13.05 | -0.7% | CL C | 18539C204 |
| HOPE | HOPE BANCORP INC | 67,893 | $805K | 0.1% | $14.31 | 0.0% | COM | 43940T109 |
| PAGP | PLAINS GP HLDGS L P | 40,000 | $804K | 0.1% | $20.10 | — | LTD PARTNR INT A | 72651A207 |
| EAT | BRINKER INTL INC | 18,084 | $795K | 0.1% | $35.53 | +26.7% | COM | 109641100 |
| PRA | PROASSURANCE CORP | 18,965 | $769K | 0.1% | $41.80 | +2.6% | COM | 74267C106 |
| — | TRAVELPORT WORLDWIDE LTD | 49,200 | $769K | 0.1% | $16.34 | — | SHS | G9019D104 |
| — | ARCH COAL INC | 9,198 | $763K | 0.1% | $78.39 | — | CL A | 039380407 |
| ETN | EATON CORP PLC | 11,100 | $762K | 0.1% | $65.04 | 0.0% | SHS | G29183103 |
| NUE | NUCOR CORP | 14,600 | $756K | 0.1% | $54.10 | -6.3% | COM | 670346105 |
| LNG | CHENIERE ENERGY INC | 12,674 | $750K | 0.1% | $64.45 | -4.5% | COM NEW | 16411R208 |
| — | TRINSEO S A | 15,900 | $728K | 0.1% | $55.73 | — | SHS | L9340P101 |
| — | TRIBUNE MEDIA CO | 15,825 | $718K | 0.1% | $38.42 | — | CL A | 896047503 |
| — | ALLETE INC | 9,300 | $709K | 0.1% | $72.28 | — | COM NEW | 018522300 |
| — | APARTMENT INVT & MGMT CO | 16,093 | $706K | 0.1% | $40.76 | — | CL A | 03748R101 |
| BBVA | BANCO BILBAO VIZCAYA ARGENTA | 132,290 | $700K | 0.1% | $5.29 | — | SPONSORED ADR | 05946K101 |
| — | HERSHA HOSPITALITY TR | 39,646 | $695K | 0.1% | $17.89 | — | PR SHS BEN INT | 427825500 |
| UVV | UNIVERSAL CORP VA | 12,646 | $685K | 0.1% | $64.19 | +0.3% | COM | 913456109 |
| — | CHIMERA INVT CORP | 38,400 | $684K | 0.1% | $17.41 | — | COM NEW | 16934Q208 |
| PK | PARK HOTELS RESORTS INC | 26,315 | $684K | 0.1% | $27.02 | — | COM | 700517105 |
| NTRS | NORTHERN TR CORP | 8,114 | $678K | 0.1% | $85.59 | -12.0% | COM | 665859104 |
| CLF | CLEVELAND CLIFFS INC | 86,900 | $668K | 0.1% | $9.47 | 0.0% | COM | 185899101 |
| ALK | ALASKA AIR GROUP INC | 10,900 | $663K | 0.1% | $62.77 | 0.0% | COM | 011659109 |
| — | U S SILICA HLDGS INC | 64,800 | $660K | 0.1% | $10.19 | — | COM | 90346E103 |
| — | PACWEST BANCORP DEL | 19,658 | $654K | 0.1% | $33.27 | — | COM | 695263103 |
| EQNR | EQUINOR ASA | 30,600 | $648K | 0.1% | $26.41 | — | SPONSORED ADR | 29446M102 |
| — | BEMIS INC | 14,100 | $647K | 0.1% | $45.89 | — | COM | 081437105 |
| BWA | BORGWARNER INC | 18,200 | $632K | 0.1% | $29.94 | 0.0% | COM | 099724106 |
| EVR | EVERCORE INC | 8,800 | $630K | 0.1% | $69.94 | 0.0% | CLASS A | 29977A105 |
| DAN | DANA INCORPORATED | 46,170 | $629K | 0.1% | $14.79 | -12.8% | COM | 235825205 |
| — | VECTOR GROUP LTD | 64,375 | $626K | 0.1% | $9.72 | — | COM | 92240M108 |
| — | VEON LTD | 263,500 | $617K | 0.1% | $2.43 | — | SPONSORED ADR | 91822M106 |
| NJR | NEW JERSEY RES | 12,962 | $592K | 0.1% | $31.01 | +18.0% | COM | 646025106 |
| — | DOMINION ENERGY MIDSTRM PRTN | 32,700 | $590K | 0.1% | $13.61 | — | COM UT REP LTD | 257454108 |
| FITB | FIFTH THIRD BANCORP | 25,000 | $588K | 0.1% | $22.06 | -10.0% | COM | 316773100 |
| PSO | PEARSON PLC | 47,767 | $570K | 0.1% | $10.70 | — | SPONSORED ADR | 705015105 |
| — | TOTAL S A | 10,906 | $569K | 0.1% | $57.69 | — | SPONSORED ADR | 89151E109 |
| ADC | AGREE REALTY CORP | 9,365 | $554K | 0.1% | $48.06 | — | COM | 008492100 |
| ENB | ENBRIDGE INC | 17,788 | $553K | 0.1% | $20.25 | 0.0% | COM | 29250N105 |
| — | ENEL AMERICAS S A | 61,392 | $548K | 0.1% | $9.43 | — | SPONSORED ADR | 29274F104 |
| — | CRH PLC | 20,713 | $546K | 0.1% | $26.36 | — | ADR | 12626K203 |
| MCY | MERCURY GENL CORP NEW | 10,367 | $536K | 0.1% | $47.94 | +13.4% | COM | 589400100 |
| BAP | CREDICORP LTD | 2,407 | $534K | 0.1% | $183.02 | -0.2% | COM | G2519Y108 |
| KT | KT CORP | 36,900 | $525K | 0.1% | $13.70 | — | SPONSORED ADR | 48268K101 |
| PBF | PBF ENERGY INC | 15,800 | $516K | 0.1% | $36.14 | +11.6% | CL A | 69318G106 |
| — | CONSOLIDATED COMM HLDGS INC | 51,840 | $512K | 0.1% | $10.96 | — | COM | 209034107 |
| CAKE | CHEESECAKE FACTORY INC | 11,700 | $509K | 0.1% | $41.67 | 0.0% | COM | 163072101 |
| STLD | STEEL DYNAMICS INC | 16,900 | $508K | 0.1% | $32.42 | 0.0% | COM | 858119100 |
| — | AVANGRID INC | 9,900 | $496K | 0.1% | $50.10 | — | COM | 05351W103 |
| — | MACQUARIE INFRASTRUCTURE COR | 13,100 | $479K | 0.1% | $36.56 | — | COM | 55608B105 |
| TGS | TRANSPORTADORA DE GAS SUR | 31,808 | $477K | 0.1% | $14.86 | — | SPON ADR B | 893870204 |
| TDG | TRANSDIGM GROUP INC | 1,400 | $476K | 0.1% | $218.67 | +16.5% | COM | 893641100 |
| ADP | AUTOMATIC DATA PROCESSING IN | 3,600 | $472K | 0.1% | $98.61 | +22.9% | COM | 053015103 |
| — | CHINA TELECOM CORP LTD | 9,205 | $467K | 0.1% | $44.43 | — | SPON ADR H SHS | 169426103 |
| ERIC | ERICSSON | 52,700 | $467K | 0.1% | $7.00 | — | ADR B SEK 10 | 294821608 |
| TLK | P T TELEKOMUNIKASI INDONESIA | 17,606 | $461K | 0.1% | $25.26 | — | SPONSORED ADR | 715684106 |
| — | CHINA MOBILE LIMITED | 9,306 | $447K | 0.1% | $44.40 | — | SPONSORED ADR | 16941M109 |
| — | NIC INC | 35,675 | $445K | 0.1% | $13.30 | — | COM | 62914B100 |
| FR | FIRST INDUSTRIAL REALTY TRUS | 15,192 | $438K | 0.1% | $29.24 | — | COM | 32054K103 |
| OTTR | OTTER TAIL CORP | 8,798 | $437K | 0.1% | $36.40 | +7.4% | COM | 689648103 |
| NSP | INSPERITY INC | 4,600 | $429K | 0.1% | $52.97 | +63.6% | COM | 45778Q107 |
| BGS | B & G FOODS INC NEW | 14,800 | $428K | 0.1% | $15.08 | 0.0% | COM | 05508R106 |
| DOV | DOVER CORP | 6,000 | $426K | 0.1% | $73.40 | 0.0% | COM | 260003108 |
| FAF | FIRST AMERN FINL CORP | 9,500 | $424K | 0.1% | $36.40 | 0.0% | COM | 31847R102 |
| — | TUPPERWARE BRANDS CORP | 13,200 | $417K | 0.1% | $31.59 | — | COM | 899896104 |
| — | FRONTLINE LTD | 73,400 | $406K | 0.1% | $4.57 | — | SHS NEW | G3682E192 |
| — | BARNES & NOBLE INC | 57,262 | $406K | 0.1% | $6.31 | — | COM | 067774109 |
| CEPU | CENTRAL PUERTO S A | 43,514 | $400K | 0.1% | $9.93 | — | SPONSORED ADR | 155038201 |
| BKU | BANKUNITED INC | 13,200 | $395K | 0.1% | $25.77 | 0.0% | COM | 06652K103 |
| — | AIRCASTLE LTD | 22,931 | $395K | 0.1% | $20.73 | — | COM | G0129K104 |
| GBCI | GLACIER BANCORP INC NEW | 9,745 | $386K | 0.1% | $30.57 | +11.7% | COM | 37637Q105 |
| — | GUESS INC | 18,500 | $384K | 0.1% | $21.59 | — | COM | 401617105 |
| SID | COMPANHIA SIDERURGICA NACION | 175,161 | $384K | 0.1% | $2.21 | — | SPONSORED ADR | 20440W105 |
| — | XEROX CORP | 19,100 | $377K | 0.1% | $19.74 | — | COM NEW | 984121608 |
| CMBT | EURONAV NV ANTWERPEN | 54,000 | $374K | 0.1% | $4.11 | +1.4% | SHS | B38564108 |
| OFG | OFG BANCORP | 22,047 | $363K | 0.1% | $10.59 | +58.9% | COM | 67103X102 |
| — | NEW YORK MTG TR INC | 61,652 | $363K | 0.1% | $5.93 | — | COM PAR $.02 | 649604501 |
| FAST | FASTENAL CO | 6,800 | $356K | 0.1% | $11.23 | +0.4% | COM | 311900104 |
| — | GREENHILL & CO INC | 14,503 | $354K | 0.1% | $20.32 | — | COM | 395259104 |
| DLX | DELUXE CORP | 9,000 | $346K | 0.1% | $33.57 | 0.0% | COM | 248019101 |
| CPT | CAMDEN PPTY TR | 3,900 | $343K | 0.1% | $63.82 | +12.8% | SH BEN INT | 133131102 |
| BAH | BOOZ ALLEN HAMILTON HLDG COR | 7,400 | $334K | 0.1% | $33.57 | +28.6% | CL A | 099502106 |
| — | NATIONAL CINEMEDIA INC | 50,851 | $330K | 0.1% | $7.12 | — | COM | 635309107 |
| — | ANIXTER INTL INC | 6,084 | $330K | 0.1% | $66.47 | — | COM | 035290105 |
| — | COVIA HLDGS CORP | 94,743 | $324K | 0.1% | $3.42 | — | COM | 22305A103 |
| CUBE | CUBESMART | 11,000 | $316K | 0.1% | $28.20 | — | COM | 229663109 |
| TELFY | TELEFONICA S A | 37,290 | $315K | 0.1% | $8.45 | — | SPONSORED ADR | 879382208 |
| LAMR | LAMAR ADVERTISING CO NEW | 4,500 | $311K | 0.1% | $63.67 | — | CL A | 512816109 |
| EC | ECOPETROL S A | 19,300 | $306K | 0.1% | $26.91 | — | SPONSORED ADS | 279158109 |
| — | JERNIGAN CAP INC | 15,371 | $305K | 0.1% | $18.11 | — | COM | 476405105 |
| CBRL | CRACKER BARREL OLD CTRY STOR | 1,900 | $304K | 0.1% | $124.06 | 0.0% | COM | 22410J106 |
| CDP | CORPORATE OFFICE PPTYS TR | 14,400 | $303K | 0.1% | $25.84 | — | SH BEN INT | 22002T108 |
| HWC | HANCOCK WHITNEY CORPORATION | 8,700 | $301K | 0.1% | $50.73 | -20.1% | COM | 410120109 |
| YRD | YIRENDAI LTD | 27,867 | $300K | 0.1% | $18.41 | — | SPONSORED ADR | 98585L100 |
| SIG | SIGNET JEWELERS LIMITED | 9,100 | $289K | 0.1% | $52.93 | -18.1% | SHS | G81276100 |
| SUN | SUNOCO LP | 10,640 | $289K | 0.1% | $29.51 | — | COM U REP LP | 86765K109 |
| SAFT | SAFETY INS GROUP INC | 3,501 | $286K | 0.1% | $76.53 | +11.4% | COM | 78648T100 |
| NAT | NORDIC AMERICAN TANKERS LIMI | 140,938 | $282K | 0.0% | $2.29 | +13.6% | COM | G65773106 |
| PNW | PINNACLE WEST CAP CORP | 3,300 | $281K | 0.0% | $57.22 | +12.1% | COM | 723484101 |
| E | ENI S P A | 8,671 | $273K | 0.0% | $35.35 | — | SPONSORED ADR | 26874R108 |
| AB | ALLIANCEBERNSTEIN HOLDING LP | 10,001 | $273K | 0.0% | $26.84 | — | UNIT LTD PARTN | 01881G106 |
| NSA | NATIONAL STORAGE AFFILIATES | 10,060 | $266K | 0.0% | $25.09 | — | COM SHS BEN IN | 637870106 |
| GRMN | GARMIN LTD | 4,100 | $260K | 0.0% | $54.80 | 0.0% | SHS | H2906T109 |
| HVT | HAVERTY FURNITURE INC | 13,698 | $257K | 0.0% | $19.94 | +3.1% | COM | 419596101 |
| TX | TERNIUM SA | 9,000 | $244K | 0.0% | $27.11 | — | SPON ADR | 880890108 |
| IEP | ICAHN ENTERPRISES LP | 4,216 | $241K | 0.0% | $70.73 | — | DEPOSITARY UNIT | 451100101 |
| BCC | BOISE CASCADE CO DEL | 10,000 | $239K | 0.0% | $19.87 | 0.0% | COM | 09739D100 |
| — | SYNOVUS FINL CORP | 7,400 | $237K | 0.0% | $32.03 | — | COM NEW | 87161C501 |
| SIMO | SILICON MOTION TECHNOLOGY CO | 6,800 | $235K | 0.0% | $48.13 | — | SPONSORED ADR | 82706C108 |
| AIZ | ASSURANT INC | 2,600 | $233K | 0.0% | $80.47 | +6.4% | COM | 04621X108 |
| ATO | ATMOS ENERGY CORP | 2,450 | $227K | 0.0% | $77.27 | +4.1% | COM | 049560105 |
| CAG | CONAGRA BRANDS INC | 10,585 | $226K | 0.0% | $27.36 | -11.1% | COM | 205887102 |
| BHE | BENCHMARK ELECTRS INC | 10,600 | $225K | 0.0% | $19.42 | 0.0% | COM | 08160H101 |
| OPLN | KAR AUCTION SVCS INC | 4,700 | $224K | 0.0% | $20.17 | +2.8% | COM | 48238T109 |
| AMSF | AMERISAFE INC | 3,957 | $224K | 0.0% | $31.13 | +8.7% | COM | 03071H100 |
| RNST | RENASANT CORP | 7,400 | $223K | 0.0% | $35.07 | 0.0% | COM | 75970E107 |
| CME | CME GROUP INC | 1,176 | $221K | 0.0% | $142.24 | 0.0% | COM CL A | 12572Q105 |
| — | CHINA LIFE INS CO LTD | 20,126 | $211K | 0.0% | $11.39 | — | SPON ADR REP H | 16939P106 |
| CHCT | COMMUNITY HEALTHCARE TR INC | 7,053 | $203K | 0.0% | $25.76 | — | COM | 20369C106 |
| MLKN | MILLER HERMAN INC | 6,700 | $203K | 0.0% | $27.60 | 0.0% | COM | 600544100 |
| — | GANNETT CO INC | 21,771 | $186K | 0.0% | $9.98 | — | COM | 36473H104 |
| TFSL | TFS FINL CORP | 10,448 | $169K | 0.0% | $8.90 | +2.2% | COM | 87240R107 |
| OXSQ | OXFORD SQUARE CAP CORP | 25,870 | $167K | 0.0% | $5.83 | +13.0% | COM | 69181V107 |
| — | MAIDEN HOLDINGS LTD | 88,606 | $146K | 0.0% | $2.37 | — | SHS | G5753U112 |
| PNNT | PENNANTPARK INVT CORP | 22,122 | $141K | 0.0% | $2.78 | +6.0% | COM | 708062104 |
| — | OAKTREE SPECIALTY LENDING CO | 33,100 | $140K | 0.0% | $4.57 | — | COM | 67401P108 |
| — | BRIGHTSPHERE INVESTMNT GRP P | 12,774 | $136K | 0.0% | $12.37 | — | SHS | G1644T109 |
| MERC | MERCER INTL INC | 12,941 | $135K | 0.0% | $10.44 | +4.0% | COM | 588056101 |
| ACCO | ACCO BRANDS CORP | 18,000 | $122K | 0.0% | $6.07 | 0.0% | COM | 00081T108 |
| — | SEASPAN CORP | 15,600 | $122K | 0.0% | $7.82 | — | SHS | Y75638109 |
| — | BOSTON PRIVATE FINL HLDGS IN | 10,960 | $116K | 0.0% | $10.58 | — | COM | 101119105 |
| GSM | FERROGLOBE PLC | 70,539 | $112K | 0.0% | $4.67 | 0.0% | SHS | G33856108 |
| LPL | LG DISPLAY CO LTD | 12,500 | $102K | 0.0% | $8.16 | — | SPONS ADR REP | 50186V102 |
| JPPYY | JUPAI HLDGS LTD | 23,007 | $101K | 0.0% | $4.39 | — | ADS | 48205B107 |
| PSEC | PROSPECT CAPITAL CORPORATION | 14,300 | $90,000 | 0.0% | $2.55 | +9.4% | COM | 74348T102 |
| — | CAPITALA FIN CORP | 12,426 | $89,000 | 0.0% | $7.70 | — | COM | 14054R106 |
| — | ISRAEL CHEMICALS LTD | 13,500 | $76,000 | 0.0% | $4.22 | — | SHS | M5920A109 |
| — | AU OPTRONICS CORP | 18,637 | $73,000 | 0.0% | $3.92 | — | SPONSORED ADR | 002255107 |
| — | AMERICAN MIDSTREAM PARTNERS | 19,000 | $58,000 | 0.0% | $5.75 | — | COM UNITS | 02752P100 |
| — | DEAN FOODS CO NEW | 11,900 | $45,000 | 0.0% | $3.78 | — | COM NEW | 242370203 |
| — | HI-CRUSH PARTNERS LP | 11,800 | $42,000 | 0.0% | $10.80 | — | COM UNIT LTD | 428337109 |
| — | TEEKAY TANKERS LTD | 44,800 | $42,000 | 0.0% | $0.94 | — | CL A | Y8565N102 |
| — | CEMTREX INC | 30,000 | $0 | 0.0% | $0.53 | — | *W EXP 12/02/202 | 15130G113 |