Location: Bala Cynwyd, PA
CIK: 0001446179 · Show all filings
Period: Q3 2019 (← Previous) (Next →)
Filing Date: Nov 14, 2019
Total Value: $820M (100.0% shares, 0.0% debt)
| Ticker | Issuer | Shares | Value | % | Est. Cost | Unrealized | Class | CUSIP |
|---|---|---|---|---|---|---|---|---|
| JNJ | JOHNSON & JOHNSON | 300,775 | $38.91M | 4.7% | $114.14 | -3.6% | COM | 478160104 |
| AAPL | APPLE INC | 110,000 | $24.64M | 3.0% | $40.43 | +24.2% | COM | 037833100 |
| CVX | CHEVRON CORP NEW | 122,550 | $14.53M | 1.8% | $88.83 | +3.0% | COM | 166764100 |
| TSN | TYSON FOODS INC | 155,800 | $13.42M | 1.6% | $50.94 | +38.8% | CL A | 902494103 |
| HD | HOME DEPOT INC | 55,298 | $12.83M | 1.6% | $153.40 | +22.0% | COM | 437076102 |
| DRI | DARDEN RESTAURANTS INC | 106,700 | $12.61M | 1.5% | $88.60 | +15.4% | COM | 237194105 |
| MDT | MEDTRONIC PLC | 110,400 | $11.99M | 1.5% | $75.39 | +16.1% | SHS | G5960L103 |
| PSX | PHILLIPS 66 | 115,800 | $11.86M | 1.4% | $73.53 | +5.1% | COM | 718546104 |
| COF | CAPITAL ONE FINL CORP | 127,900 | $11.64M | 1.4% | $72.22 | +11.7% | COM | 14040H105 |
| OMC | OMNICOM GROUP INC | 137,250 | $10.75M | 1.3% | $60.98 | +3.1% | COM | 681919106 |
| SYF | SYNCHRONY FINL | 309,233 | $10.54M | 1.3% | $23.67 | +23.6% | COM | 87165B103 |
| ETN | EATON CORP PLC | 122,200 | $10.16M | 1.2% | $66.36 | +8.7% | SHS | G29183103 |
| MCD | MCDONALDS CORP | 44,000 | $9.447M | 1.2% | $152.96 | +20.8% | COM | 580135101 |
| KMI | KINDER MORGAN INC DEL | 453,077 | $9.338M | 1.1% | $13.16 | +7.0% | COM | 49456B101 |
| AMAT | APPLIED MATLS INC | 185,800 | $9.271M | 1.1% | $31.70 | +43.0% | COM | 038222105 |
| MPC | MARATHON PETE CORP | 151,800 | $9.222M | 1.1% | $43.09 | 0.0% | COM | 56585A102 |
| SYY | SYSCO CORP | 108,200 | $8.591M | 1.0% | $54.12 | +14.1% | COM | 871829107 |
| CAG | CONAGRA BRANDS INC | 277,398 | $8.511M | 1.0% | $17.77 | +24.8% | COM | 205887102 |
| COP | CONOCOPHILLIPS | 145,750 | $8.305M | 1.0% | $47.74 | -5.1% | COM | 20825C104 |
| WEC | WEC ENERGY GROUP INC | 87,200 | $8.293M | 1.0% | $58.94 | +24.7% | COM | 92939U106 |
| PFG | PRINCIPAL FINL GROUP INC | 139,200 | $7.954M | 1.0% | $37.23 | +18.0% | COM | 74251V102 |
| CCEP | COCA COLA EUROPEAN PARTNERS | 136,800 | $7.586M | 0.9% | $44.96 | +3.0% | SHS | G25839104 |
| AMP | AMERIPRISE FINL INC | 50,500 | $7.429M | 0.9% | $109.91 | +13.9% | COM | 03076C106 |
| ED | CONSOLIDATED EDISON INC | 78,400 | $7.406M | 0.9% | $62.39 | +13.1% | COM | 209115104 |
| AEP | AMERICAN ELEC PWR CO INC | 78,400 | $7.345M | 0.9% | $62.45 | +16.0% | COM | 025537101 |
| — | AXA EQUITABLE HLDGS INC | 328,436 | $7.278M | 0.9% | $19.11 | — | COM | 054561105 |
| DTE | DTE ENERGY CO | 54,200 | $7.206M | 0.9% | $78.85 | +12.8% | COM | 233331107 |
| C | CITIGROUP INC | 103,600 | $7.157M | 0.9% | $50.45 | +7.3% | COM NEW | 172967424 |
| DGX | QUEST DIAGNOSTICS INC | 65,400 | $7M | 0.9% | $78.83 | +14.8% | COM | 74834L100 |
| CMS | CMS ENERGY CORP | 105,200 | $6.728M | 0.8% | $42.03 | +19.7% | COM | 125896100 |
| DUK | DUKE ENERGY CORP NEW | 69,500 | $6.662M | 0.8% | $66.91 | +5.4% | COM NEW | 26441C204 |
| CE | CELANESE CORP DEL | 53,700 | $6.567M | 0.8% | $86.22 | +16.0% | COM | 150870103 |
| PNC | PNC FINL SVCS GROUP INC | 43,919 | $6.156M | 0.8% | $101.36 | +6.2% | COM | 693475105 |
| — | BUCKEYE PARTNERS L P | 148,579 | $6.105M | 0.7% | $36.38 | — | UNIT LTD PARTN | 118230101 |
| T | AT&T INC | 154,100 | $5.831M | 0.7% | $17.00 | 0.0% | COM | 00206R102 |
| COR | AMERISOURCEBERGEN CORP | 70,800 | $5.829M | 0.7% | $63.10 | +11.0% | COM | 03073E105 |
| — | BLACKROCK INC | 12,800 | $5.704M | 0.7% | $412.26 | — | COM | 09247X101 |
| GNTX | GENTEX CORP | 203,906 | $5.615M | 0.7% | $20.96 | +26.1% | COM | 371901109 |
| — | CYPRESS SEMICONDUCTOR CORP | 237,647 | $5.547M | 0.7% | $14.92 | — | COM | 232806109 |
| NI | NISOURCE INC | 180,526 | $5.401M | 0.7% | $21.49 | +10.4% | COM | 65473P105 |
| BBY | BEST BUY INC | 76,200 | $5.257M | 0.6% | $54.19 | 0.0% | COM | 086516101 |
| ALLY | ALLY FINL INC | 155,247 | $5.148M | 0.6% | $21.27 | +23.9% | COM | 02005N100 |
| KDP | KEURIG DR PEPPER INC | 187,700 | $5.128M | 0.6% | $22.37 | +6.6% | COM | 49271V100 |
| CTRA | CABOT OIL & GAS CORP | 282,314 | $4.96M | 0.6% | $14.36 | 0.0% | COM | 127097103 |
| IBM | INTERNATIONAL BUSINESS MACHS | 33,600 | $4.886M | 0.6% | $97.47 | +5.1% | COM | 459200101 |
| — | LAM RESEARCH CORP | 20,700 | $4.784M | 0.6% | $216.48 | — | COM | 512807108 |
| — | APACHE CORP | 186,377 | $4.771M | 0.6% | $25.60 | — | COM | 037411105 |
| ETR | ENTERGY CORP NEW | 40,000 | $4.694M | 0.6% | $33.89 | +28.2% | COM | 29364G103 |
| WHR | WHIRLPOOL CORP | 29,600 | $4.687M | 0.6% | $138.58 | +3.6% | COM | 963320106 |
| CF | CF INDS HLDGS INC | 95,100 | $4.679M | 0.6% | $35.93 | +15.4% | COM | 125269100 |
| WMB | WILLIAMS COS INC DEL | 190,300 | $4.579M | 0.6% | $19.18 | -8.1% | COM | 969457100 |
| SBUX | STARBUCKS CORP | 51,100 | $4.518M | 0.6% | $53.65 | +50.3% | COM | 855244109 |
| IP | INTL PAPER CO | 104,900 | $4.387M | 0.5% | $30.83 | -4.8% | COM | 460146103 |
| — | NOBLE ENERGY INC | 194,500 | $4.368M | 0.5% | $22.62 | — | COM | 655044105 |
| MET | METLIFE INC | 90,400 | $4.263M | 0.5% | $35.04 | +9.8% | COM | 59156R108 |
| BAC | BANK AMER CORP | 145,662 | $4.249M | 0.5% | $24.54 | +0.1% | COM | 060505104 |
| SO | SOUTHERN CO | 67,100 | $4.145M | 0.5% | $37.42 | +21.0% | COM | 842587107 |
| RSG | REPUBLIC SVCS INC | 46,800 | $4.051M | 0.5% | $67.24 | +19.0% | COM | 760759100 |
| PG | PROCTER & GAMBLE CO | 32,500 | $4.042M | 0.5% | $82.07 | +23.1% | COM | 742718109 |
| UNP | UNION PACIFIC CORP | 24,700 | $4.001M | 0.5% | $131.79 | +10.6% | COM | 907818108 |
| XEL | XCEL ENERGY INC | 61,100 | $3.965M | 0.5% | $40.29 | +27.1% | COM | 98389B100 |
| MDLZ | MONDELEZ INTL INC | 71,662 | $3.964M | 0.5% | $35.78 | +30.5% | CL A | 609207105 |
| — | MATCH GROUP INC | 54,900 | $3.922M | 0.5% | $62.92 | — | COM | 57665R106 |
| KMB | KIMBERLY CLARK CORP | 27,205 | $3.864M | 0.5% | $86.46 | +26.9% | COM | 494368103 |
| RCL | ROYAL CARIBBEAN CRUISES LTD | 34,700 | $3.759M | 0.5% | $105.14 | +0.7% | COM | V7780T103 |
| PEP | PEPSICO INC | 27,200 | $3.729M | 0.5% | $92.45 | +18.3% | COM | 713448108 |
| HON | HONEYWELL INTL INC | 21,800 | $3.689M | 0.5% | $121.16 | +15.0% | COM | 438516106 |
| TGT | TARGET CORP | 34,500 | $3.688M | 0.5% | $80.37 | 0.0% | COM | 87612E106 |
| — | SEAGATE TECHNOLOGY PLC | 68,308 | $3.674M | 0.4% | $58.27 | — | SHS | G7945M107 |
| WMT | WALMART INC | 30,826 | $3.658M | 0.4% | $28.76 | +19.8% | COM | 931142103 |
| D | DOMINION ENERGY INC | 43,907 | $3.558M | 0.4% | $53.89 | +8.4% | COM | 25746U109 |
| MUR | MURPHY OIL CORP | 160,900 | $3.557M | 0.4% | $18.52 | -8.1% | COM | 626717102 |
| — | KELLOGG CO | 55,000 | $3.539M | 0.4% | $44.63 | +1.6% | COM | 487836108 |
| MRK | MERCK & CO INC | 41,500 | $3.493M | 0.4% | $56.50 | +15.9% | COM | 58933Y105 |
| KO | COCA COLA CO | 64,100 | $3.49M | 0.4% | $39.93 | +10.1% | COM | 191216100 |
| — | WYNDHAM DESTINATIONS INC | 73,579 | $3.386M | 0.4% | $39.35 | — | COM | 98310W108 |
| MRSH | MARSH & MCLENNAN COS INC | 32,700 | $3.272M | 0.4% | $74.46 | +21.6% | COM | 571748102 |
| RS | RELIANCE STEEL & ALUMINUM CO | 31,871 | $3.176M | 0.4% | $88.58 | +10.2% | COM | 759509102 |
| HRB | BLOCK H & R INC | 131,100 | $3.097M | 0.4% | $20.60 | 0.0% | COM | 093671105 |
| VZ | VERIZON COMMUNICATIONS INC | 50,100 | $3.024M | 0.4% | $40.44 | 0.0% | COM | 92343V104 |
| NVO | NOVO-NORDISK A S | 57,700 | $2.983M | 0.4% | $51.70 | — | ADR | 670100205 |
| — | DISCOVER FINL SVCS | 36,100 | $2.927M | 0.4% | $79.96 | — | COM | 254709108 |
| FHB | FIRST HAWAIIAN INC | 109,221 | $2.916M | 0.4% | $18.12 | +6.7% | COM | 32051X108 |
| KLAC | KLA CORPORATION | 18,200 | $2.902M | 0.4% | $97.14 | +32.9% | COM NEW | 482480100 |
| OXY | OCCIDENTAL PETE CORP | 65,243 | $2.901M | 0.4% | $50.20 | -16.9% | COM | 674599105 |
| HP | HELMERICH & PAYNE INC | 72,300 | $2.897M | 0.4% | $55.04 | -19.9% | COM | 423452101 |
| ADP | AUTOMATIC DATA PROCESSING IN | 17,900 | $2.889M | 0.4% | $120.05 | +19.9% | COM | 053015103 |
| WM | WASTE MGMT INC DEL | 25,000 | $2.875M | 0.4% | $79.68 | +31.9% | COM | 94106L109 |
| CLX | CLOROX CO DEL | 18,900 | $2.87M | 0.4% | $130.84 | 0.0% | COM | 189054109 |
| VFC | V F CORP | 32,000 | $2.848M | 0.3% | $85.44 | 0.0% | COM | 918204108 |
| — | NORDSTROM INC | 83,811 | $2.822M | 0.3% | $33.67 | — | COM | 655664100 |
| — | AQUA AMERICA INC | 62,883 | $2.819M | 0.3% | $36.43 | — | COM | 03836W103 |
| LNT | ALLIANT ENERGY CORP | 52,000 | $2.804M | 0.3% | $36.14 | +16.4% | COM | 018802108 |
| FBIN | FORTUNE BRANDS HOME & SEC IN | 50,900 | $2.784M | 0.3% | $34.57 | +19.4% | COM | 34964C106 |
| HSY | HERSHEY CO | 17,600 | $2.728M | 0.3% | $92.82 | +40.3% | COM | 427866108 |
| ZION | ZIONS BANCORPORATION N A | 60,800 | $2.707M | 0.3% | $43.22 | 0.0% | COM | 989701107 |
| SU | SUNCOR ENERGY INC NEW | 84,200 | $2.659M | 0.3% | $24.76 | -5.7% | COM | 867224107 |
| MTB | M & T BK CORP | 16,800 | $2.654M | 0.3% | $127.67 | +0.2% | COM | 55261F104 |
| LYB | LYONDELLBASELL INDUSTRIES N | 29,100 | $2.604M | 0.3% | $55.46 | -3.2% | SHS - A - | N53745100 |
| ES | EVERSOURCE ENERGY | 30,200 | $2.581M | 0.3% | $49.05 | +28.7% | COM | 30040W108 |
| WDC | WESTERN DIGITAL CORP | 43,200 | $2.576M | 0.3% | $36.35 | +13.5% | COM | 958102105 |
| GIS | GENERAL MLS INC | 46,400 | $2.558M | 0.3% | $43.39 | 0.0% | COM | 370334104 |
| LNC | LINCOLN NATL CORP IND | 42,100 | $2.539M | 0.3% | $46.58 | -5.3% | COM | 534187109 |
| BUD | ANHEUSER BUSCH INBEV SA/NV | 26,600 | $2.531M | 0.3% | $95.15 | — | SPONSORED ADR | 03524A108 |
| XRX | XEROX HOLDINGS CORP | 82,315 | $2.462M | 0.3% | $31.33 | 0.0% | COM NEW | 98421M106 |
| FCX | FREEPORT-MCMORAN INC | 256,500 | $2.455M | 0.3% | $10.33 | -7.9% | CL B | 35671D857 |
| — | CIT GROUP INC | 53,700 | $2.433M | 0.3% | $46.35 | — | COM NEW | 125581801 |
| NTAP | NETAPP INC | 46,300 | $2.431M | 0.3% | $53.80 | -16.5% | COM | 64110D104 |
| CVI | CVR ENERGY INC | 54,700 | $2.408M | 0.3% | $20.85 | +33.0% | COM | 12662P108 |
| LVS | LAS VEGAS SANDS CORP | 41,500 | $2.397M | 0.3% | $55.94 | -4.6% | COM | 517834107 |
| INFY | INFOSYS LTD | 210,000 | $2.388M | 0.3% | $11.28 | — | SPONSORED ADR | 456788108 |
| DOV | DOVER CORP | 23,800 | $2.37M | 0.3% | $76.96 | +13.9% | COM | 260003108 |
| DAL | DELTA AIR LINES INC DEL | 40,972 | $2.36M | 0.3% | $55.57 | +2.1% | COM NEW | 247361702 |
| TRP | TC ENERGY CORP | 45,500 | $2.356M | 0.3% | $34.25 | +5.2% | COM | 87807B107 |
| HUN | HUNTSMAN CORP | 99,456 | $2.313M | 0.3% | $23.86 | -13.5% | COM | 447011107 |
| SJM | SMUCKER J M CO | 20,900 | $2.299M | 0.3% | $90.47 | 0.0% | COM NEW | 832696405 |
| ABBV | ABBVIE INC | 30,350 | $2.298M | 0.3% | $60.99 | -13.8% | COM | 00287Y109 |
| AVY | AVERY DENNISON CORP | 20,200 | $2.294M | 0.3% | $97.43 | +4.8% | COM | 053611109 |
| AZN | ASTRAZENECA PLC | 51,300 | $2.286M | 0.3% | $37.94 | — | SPONSORED ADR | 046353108 |
| CPA | COPA HOLDINGS SA | 23,000 | $2.271M | 0.3% | $67.72 | +24.1% | CL A | P31076105 |
| CFG | CITIZENS FINL GROUP INC | 62,700 | $2.218M | 0.3% | $25.80 | +1.9% | COM | 174610105 |
| — | UNILEVER PLC | 36,500 | $2.194M | 0.3% | $61.97 | — | SPON ADR NEW | 904767704 |
| — | SANTANDER CONSUMER USA HDG I | 85,526 | $2.182M | 0.3% | $18.76 | — | COM | 80283M101 |
| PH | PARKER HANNIFIN CORP | 12,050 | $2.176M | 0.3% | $155.88 | -0.6% | COM | 701094104 |
| MAN | MANPOWERGROUP INC | 25,200 | $2.123M | 0.3% | $88.94 | -1.9% | COM | 56418H100 |
| WU | WESTERN UN CO | 91,626 | $2.123M | 0.3% | $18.47 | — | COM | 959802109 |
| WPP | WPP PLC NEW | 33,900 | $2.122M | 0.3% | $52.80 | — | ADR | 92937A102 |
| — | CRH PLC | 60,813 | $2.09M | 0.3% | $29.79 | — | ADR | 12626K203 |
| PAG | PENSKE AUTOMOTIVE GRP INC | 41,700 | $1.972M | 0.2% | $44.30 | +2.1% | COM | 70959W103 |
| MDU | MDU RES GROUP INC | 67,100 | $1.892M | 0.2% | $7.98 | +5.8% | COM | 552690109 |
| HAS | HASBRO INC | 15,800 | $1.875M | 0.2% | $71.77 | +24.6% | COM | 418056107 |
| ARCC | ARES CAP CORP | 99,000 | $1.845M | 0.2% | $8.68 | +16.0% | COM | 04010L103 |
| EVR | EVERCORE INC | 23,000 | $1.842M | 0.2% | $71.19 | +1.1% | CLASS A | 29977A105 |
| SRE | SEMPRA ENERGY | 12,400 | $1.83M | 0.2% | $56.85 | 0.0% | COM | 816851109 |
| PNW | PINNACLE WEST CAP CORP | 18,800 | $1.825M | 0.2% | $66.20 | +8.6% | COM | 723484101 |
| CRI | CARTERS INC | 19,800 | $1.806M | 0.2% | $78.99 | -5.9% | COM | 146229109 |
| WYNN | WYNN RESORTS LTD | 16,488 | $1.793M | 0.2% | $105.71 | +7.1% | COM | 983134107 |
| GGAL | GRUPO FINANCIERO GALICIA S A | 135,908 | $1.767M | 0.2% | $13.00 | — | SPONSORED ADR | 399909100 |
| BMY | BRISTOL MYERS SQUIBB CO | 34,400 | $1.744M | 0.2% | $37.82 | -2.8% | COM | 110122108 |
| NDAQ | NASDAQ INC | 17,400 | $1.729M | 0.2% | $25.70 | +17.9% | COM | 631103108 |
| AES | AES CORP | 104,800 | $1.712M | 0.2% | $9.96 | +28.7% | COM | 00130H105 |
| — | GUESS INC | 90,739 | $1.681M | 0.2% | $18.03 | — | COM | 401617105 |
| RPM | RPM INTL INC | 24,400 | $1.679M | 0.2% | $64.42 | +2.8% | COM | 749685103 |
| EAT | BRINKER INTL INC | 39,100 | $1.668M | 0.2% | $39.04 | 0.0% | COM | 109641100 |
| NVT | NVENT ELECTRIC PLC | 75,300 | $1.66M | 0.2% | $22.48 | -12.1% | SHS | G6700G107 |
| SNN | SMITH & NEPHEW PLC | 33,900 | $1.632M | 0.2% | $43.54 | — | SPDN ADR NEW | 83175M205 |
| — | AVANGRID INC | 30,500 | $1.594M | 0.2% | $50.30 | — | COM | 05351W103 |
| — | APOLLO GLOBAL MGMT INC | 41,400 | $1.566M | 0.2% | $37.83 | — | COM CL A | 03768E105 |
| LDOS | LEIDOS HLDGS INC | 18,100 | $1.554M | 0.2% | $54.86 | +40.1% | COM | 525327102 |
| — | RAYTHEON CO | 7,800 | $1.53M | 0.2% | $173.87 | — | COM NEW | 755111507 |
| UGI | UGI CORP NEW | 29,963 | $1.506M | 0.2% | $51.27 | -2.5% | COM | 902681105 |
| OKE | ONEOK INC NEW | 20,000 | $1.474M | 0.2% | $46.59 | 0.0% | COM | 682680103 |
| BKH | BLACK HILLS CORP | 19,200 | $1.473M | 0.2% | $56.57 | +6.6% | COM | 092113109 |
| — | THOMSON REUTERS CORP | 22,000 | $1.471M | 0.2% | $48.32 | — | COM NEW | 884903709 |
| TPR | TAPESTRY INC | 56,253 | $1.465M | 0.2% | $22.38 | 0.0% | COM | 876030107 |
| GILD | GILEAD SCIENCES INC | 22,997 | $1.458M | 0.2% | $51.54 | -1.1% | COM | 375558103 |
| DK | DELEK US HLDGS INC NEW | 39,400 | $1.43M | 0.2% | $29.55 | 0.0% | COM | 24665A103 |
| — | SYNOVUS FINL CORP | 39,900 | $1.427M | 0.2% | $35.76 | — | COM NEW | 87161C501 |
| SXT | SENSIENT TECHNOLOGIES CORP | 20,600 | $1.414M | 0.2% | $62.98 | +8.2% | COM | 81725T100 |
| FE | FIRSTENERGY CORP | 28,400 | $1.37M | 0.2% | $34.83 | 0.0% | COM | 337932107 |
| GRMN | GARMIN LTD | 16,100 | $1.364M | 0.2% | $61.84 | +12.8% | SHS | H2906T109 |
| JCI | JOHNSON CTLS INTL PLC | 30,500 | $1.339M | 0.2% | $33.46 | +10.6% | SHS | G51502105 |
| — | SHELL MIDSTREAM PARTNERS L P | 64,500 | $1.319M | 0.2% | $20.53 | — | UNIT LTD INT | 822634101 |
| CINF | CINCINNATI FINL CORP | 11,300 | $1.318M | 0.2% | $61.53 | +51.4% | COM | 172062101 |
| NGL | NGL ENERGY PARTNERS LP | 93,993 | $1.307M | 0.2% | $14.03 | — | COM UNIT REPST | 62913M107 |
| BMA | BANCO MACRO SA | 50,200 | $1.306M | 0.2% | $26.02 | — | SPON ADR B | 05961W105 |
| — | IAA INC | 31,000 | $1.294M | 0.2% | $38.77 | — | COM | 449253103 |
| SMG | SCOTTS MIRACLE GRO CO | 12,600 | $1.283M | 0.2% | $82.55 | 0.0% | CL A | 810186106 |
| WEN | WENDYS CO | 63,570 | $1.27M | 0.2% | $17.37 | +14.7% | COM | 95058W100 |
| ROK | ROCKWELL AUTOMATION INC | 7,600 | $1.252M | 0.2% | $141.03 | 0.0% | COM | 773903109 |
| DOX | AMDOCS LTD | 18,900 | $1.249M | 0.2% | $48.68 | +15.5% | SHS | G02602103 |
| DXC | DXC TECHNOLOGY CO | 42,100 | $1.242M | 0.2% | $41.34 | 0.0% | COM | 23355L106 |
| AMGN | AMGEN INC | 6,200 | $1.2M | 0.1% | $150.65 | +4.9% | COM | 031162100 |
| OGS | ONE GAS INC | 12,350 | $1.187M | 0.1% | $77.31 | +18.1% | COM | 68235P108 |
| — | TALLGRASS ENERGY LP | 58,800 | $1.184M | 0.1% | $23.88 | — | CLASS A SHS | 874696107 |
| ORI | OLD REP INTL CORP | 47,600 | $1.122M | 0.1% | $13.34 | 0.0% | COM | 680223104 |
| DBI | DESIGNER BRANDS INC | 65,500 | $1.121M | 0.1% | $14.50 | 0.0% | CL A | 250565108 |
| — | ENEL AMERICAS S A | 122,934 | $1.12M | 0.1% | $9.17 | — | SPONSORED ADR | 29274F104 |
| — | SEASPAN CORP | 104,091 | $1.106M | 0.1% | $8.58 | — | SHS | Y75638109 |
| RELX | RELX PLC | 46,286 | $1.098M | 0.1% | $21.81 | — | SPONSORED ADR | 759530108 |
| VVV | VALVOLINE INC | 49,539 | $1.091M | 0.1% | $19.21 | +11.7% | COM | 92047W101 |
| MLKN | MILLER HERMAN INC | 23,500 | $1.083M | 0.1% | $30.56 | +21.4% | COM | 600544100 |
| DKS | DICKS SPORTING GOODS INC | 25,768 | $1.052M | 0.1% | $28.65 | +3.0% | COM | 253393102 |
| — | MOBILE TELESYSTEMS PJSC | 128,689 | $1.042M | 0.1% | $8.47 | — | SPONSORED ADR | 607409109 |
| — | EQUITRANS MIDSTREAM CORPORAT | 70,900 | $1.032M | 0.1% | $14.56 | — | COM | 294600101 |
| HE | HAWAIIAN ELEC INDUSTRIES | 21,400 | $976K | 0.1% | $35.79 | +24.2% | COM | 419870100 |
| HOG | HARLEY DAVIDSON INC | 26,900 | $968K | 0.1% | $36.39 | -5.8% | COM | 412822108 |
| DLX | DELUXE CORP | 19,500 | $959K | 0.1% | $32.11 | -0.3% | COM | 248019101 |
| CC | CHEMOURS CO | 64,000 | $956K | 0.1% | $18.15 | -31.1% | COM | 163851108 |
| SABR | SABRE CORP | 42,200 | $945K | 0.1% | $23.52 | 0.0% | COM | 78573M104 |
| CBRL | CRACKER BARREL OLD CTRY STOR | 5,800 | $943K | 0.1% | $124.87 | +5.5% | COM | 22410J106 |
| EMN | EASTMAN CHEMICAL CO | 12,700 | $938K | 0.1% | $56.99 | 0.0% | COM | 277432100 |
| TGS | TRANSPORTADORA DE GAS SUR | 108,700 | $923K | 0.1% | $11.16 | — | SPONSORED ADS B | 893870204 |
| — | COSAN LTD | 60,500 | $901K | 0.1% | $13.37 | — | SHS A | G25343107 |
| — | PATTERSON COMPANIES INC | 49,800 | $887K | 0.1% | $19.88 | — | COM | 703395103 |
| POR | PORTLAND GEN ELEC CO | 15,500 | $874K | 0.1% | $42.95 | 0.0% | COM NEW | 736508847 |
| — | TC PIPELINES LP | 21,300 | $866K | 0.1% | $38.80 | — | UT COM LTD PRT | 87233Q108 |
| HOPE | HOPE BANCORP INC | 59,972 | $860K | 0.1% | $14.19 | -1.2% | COM | 43940T109 |
| PAGP | PLAINS GP HLDGS L P | 40,000 | $849K | 0.1% | $23.88 | — | LTD PARTNR INT A | 72651A207 |
| BCE | BCE INC | 17,400 | $842K | 0.1% | $27.51 | +11.3% | COM NEW | 05534B760 |
| JHG | JANUS HENDERSON GROUP PLC | 37,400 | $840K | 0.1% | $23.01 | -9.7% | ORD SHS | G4474Y214 |
| WAFD | WASHINGTON FED INC | 22,600 | $836K | 0.1% | $28.87 | 0.0% | COM | 938824109 |
| WLY | WILEY JOHN & SONS INC | 18,970 | $834K | 0.1% | $38.26 | -6.2% | CL A | 968223206 |
| KEY | KEYCORP NEW | 46,400 | $828K | 0.1% | $12.44 | +1.9% | COM | 493267108 |
| GRFS | GRIFOLS S A | 40,036 | $802K | 0.1% | $20.03 | — | SP ADR REP B NVT | 398438408 |
| EG | EVEREST RE GROUP LTD | 3,000 | $798K | 0.1% | $208.75 | +5.8% | COM | G3223R108 |
| TX | TERNIUM SA | 41,200 | $791K | 0.1% | $24.59 | — | SPONSORED ADS | 880890108 |
| HBAN | HUNTINGTON BANCSHARES INC | 55,200 | $788K | 0.1% | $9.76 | +3.8% | COM | 446150104 |
| USB | US BANCORP DEL | 14,168 | $784K | 0.1% | $38.28 | +7.4% | COM NEW | 902973304 |
| — | DCP MIDSTREAM LP | 29,800 | $781K | 0.1% | $30.54 | — | COM UT LTD PTN | 23311P100 |
| OPLN | KAR AUCTION SVCS INC | 31,600 | $776K | 0.1% | $21.62 | +18.5% | COM | 48238T109 |
| IDA | IDACORP INC | 6,850 | $772K | 0.1% | $106.55 | 0.0% | COM | 451107106 |
| NFG | NATIONAL FUEL GAS CO N J | 16,400 | $769K | 0.1% | $51.80 | -6.2% | COM | 636180101 |
| SID | COMPANHIA SIDERURGICA NACION | 242,387 | $766K | 0.1% | $3.01 | — | SPONSORED ADR | 20440W105 |
| AROC | ARCHROCK INC | 76,779 | $765K | 0.1% | $6.85 | 0.0% | COM | 03957W106 |
| ARLP | ALLIANCE RES PARTNER L P | 47,450 | $760K | 0.1% | $16.30 | — | UT LTD PART | 01877R108 |
| — | PHILLIPS 66 PARTNERS LP | 13,400 | $759K | 0.1% | $53.07 | — | COM UNIT REP INT | 718549207 |
| — | PATTERN ENERGY GROUP INC | 27,800 | $749K | 0.1% | $26.94 | — | CL A | 70338P100 |
| LOW | LOWES COS INC | 6,700 | $737K | 0.1% | $88.06 | +6.8% | COM | 548661107 |
| WRB | BERKLEY W R CORP | 10,200 | $737K | 0.1% | $21.37 | +27.0% | COM | 084423102 |
| MGY | MAGNOLIA OIL & GAS CORP | 64,900 | $720K | 0.1% | $12.25 | -12.4% | CL A | 559663109 |
| SON | SONOCO PRODS CO | 12,300 | $716K | 0.1% | $41.50 | +14.5% | COM | 835495102 |
| ALK | ALASKA AIR GROUP INC | 10,953 | $711K | 0.1% | $61.27 | +1.4% | COM | 011659109 |
| AVA | AVISTA CORP | 14,500 | $702K | 0.1% | $30.30 | +15.1% | COM | 05379B107 |
| — | AMCOR PLC | 71,910 | $701K | 0.1% | $8.56 | -7.9% | ORD | G0250X107 |
| BKE | BUCKLE INC | 34,000 | $700K | 0.1% | $9.69 | 0.0% | COM | 118440106 |
| ACCO | ACCO BRANDS CORP | 69,200 | $683K | 0.1% | $6.40 | +2.2% | COM | 00081T108 |
| — | U S SILICA HLDGS INC | 70,662 | $676K | 0.1% | $9.68 | — | COM | 90346E103 |
| — | ARCH COAL INC | 9,000 | $668K | 0.1% | $77.46 | — | CL A | 039380407 |
| — | SIX FLAGS ENTMT CORP NEW | 13,100 | $665K | 0.1% | $49.68 | — | COM | 83001A102 |
| CQP | CHENIERE ENERGY PARTNERS LP | 14,200 | $646K | 0.1% | $42.47 | — | COM UNIT | 16411Q101 |
| SBS | COMPANHIA DE SANEAMENTO BASI | 53,775 | $639K | 0.1% | $10.58 | — | SPONSORED ADR | 20441A102 |
| AWK | AMERICAN WTR WKS CO INC NEW | 5,100 | $634K | 0.1% | $74.01 | +44.6% | COM | 030420103 |
| CWEN | CLEARWAY ENERGY INC | 33,950 | $620K | 0.1% | $12.40 | +3.6% | CL C | 18539C204 |
| EXR | EXTRA SPACE STORAGE INC | 5,200 | $607K | 0.1% | $74.18 | +22.4% | COM | 30225T102 |
| RIO | RIO TINTO PLC | 11,600 | $604K | 0.1% | $62.34 | — | SPONSORED ADR | 767204100 |
| THG | HANOVER INS GROUP INC | 4,400 | $596K | 0.1% | $110.97 | 0.0% | COM | 410867105 |
| GPRE | GREEN PLAINS INC | 56,200 | $595K | 0.1% | $9.56 | 0.0% | COM | 393222104 |
| OZK | BANK OZK | 21,800 | $594K | 0.1% | $21.87 | 0.0% | COM | 06417N103 |
| CLF | CLEVELAND CLIFFS INC | 81,500 | $588K | 0.1% | $9.47 | -8.5% | COM | 185899101 |
| TGNA | TEGNA INC | 37,586 | $584K | 0.1% | $14.27 | +5.9% | COM | 87901J105 |
| FAF | FIRST AMERN FINL CORP | 9,500 | $561K | 0.1% | $36.40 | +26.5% | COM | 31847R102 |
| VLY | VALLEY NATL BANCORP | 51,261 | $557K | 0.1% | $10.70 | 0.0% | COM | 919794107 |
| — | M D C HLDGS INC | 12,800 | $552K | 0.1% | $43.13 | — | COM | 552676108 |
| GEL | GENESIS ENERGY L P | 25,700 | $552K | 0.1% | $23.04 | — | UNIT LTD PARTN | 371927104 |
| — | WADDELL & REED FINL INC | 31,500 | $541K | 0.1% | $17.17 | — | CL A | 930059100 |
| TLK | P T TELEKOMUNIKASI INDONESIA | 17,600 | $530K | 0.1% | $26.23 | — | SPONSORED ADR | 715684106 |
| VAC | MARRIOTT VACTINS WORLDWID CO | 5,000 | $518K | 0.1% | $98.36 | 0.0% | COM | 57164Y107 |
| LPX | LOUISIANA PAC CORP | 21,000 | $516K | 0.1% | $24.43 | +0.8% | COM | 546347105 |
| BKU | BANKUNITED INC | 14,500 | $487K | 0.1% | $26.83 | -1.9% | COM | 06652K103 |
| TKR | TIMKEN CO | 11,000 | $479K | 0.1% | $46.80 | -5.6% | COM | 887389104 |
| — | MEREDITH CORP | 12,700 | $466K | 0.1% | $44.28 | — | COM | 589433101 |
| — | SCHNITZER STL INDS | 22,500 | $465K | 0.1% | $20.67 | — | CL A | 806882106 |
| WOR | WORTHINGTON INDS INC | 12,700 | $458K | 0.1% | $23.46 | -1.2% | COM | 981811102 |
| CNA | CNA FINL CORP | 9,050 | $446K | 0.1% | $30.38 | 0.0% | COM | 126117100 |
| MATV | SCHWEITZER-MAUDUIT INTL INC | 11,000 | $412K | 0.1% | $24.39 | +3.8% | COM | 808541106 |
| BOH | BANK HAWAII CORP | 4,800 | $412K | 0.1% | $59.25 | +7.7% | COM | 062540109 |
| — | INVESTORS BANCORP INC NEW | 35,847 | $407K | 0.0% | $11.35 | — | COM | 46146L101 |
| — | SEMGROUP CORP | 24,000 | $392K | 0.0% | $16.33 | — | CL A | 81663A105 |
| PBA | PEMBINA PIPELINE CORP | 10,400 | $386K | 0.0% | $25.12 | +3.0% | COM | 706327103 |
| FTS | FORTIS INC | 9,000 | $381K | 0.0% | $27.39 | +16.9% | COM | 349553107 |
| KFRC | KFORCE INC | 10,000 | $378K | 0.0% | $34.47 | 0.0% | COM | 493732101 |
| — | CONSOLIDATED COMM HLDGS INC | 79,100 | $377K | 0.0% | $5.96 | — | COM | 209034107 |
| — | AIRCASTLE LTD | 16,400 | $368K | 0.0% | $20.62 | — | COM | G0129K104 |
| PNR | PENTAIR PLC | 9,600 | $363K | 0.0% | $33.98 | 0.0% | SHS | G7S00T104 |
| — | SOUTH ST CORP | 4,800 | $361K | 0.0% | $75.21 | — | COM | 840441109 |
| — | TUPPERWARE BRANDS CORP | 21,900 | $348K | 0.0% | $21.86 | — | COM | 899896104 |
| — | TEEKAY CORPORATION | 82,538 | $330K | 0.0% | $3.86 | — | COM | Y8564W103 |
| TEO | TELECOM ARGENTINA S A | 32,411 | $324K | 0.0% | $17.66 | — | SPON ADR REP B | 879273209 |
| NJR | NEW JERSEY RES | 7,150 | $323K | 0.0% | $33.32 | +11.1% | COM | 646025106 |
| KMT | KENNAMETAL INC | 10,400 | $320K | 0.0% | $29.34 | -10.2% | COM | 489170100 |
| — | TCF FINANCIAL CORPORATION NE | 8,400 | $320K | 0.0% | $38.10 | — | COM | 872307103 |
| TXNM | PNM RES INC | 6,050 | $315K | 0.0% | $41.63 | +21.3% | COM | 69349H107 |
| — | MAXAR TECHNOLOGIES INC | 41,500 | $315K | 0.0% | $4.02 | — | COM | 57778K105 |
| CPF | CENTRAL PAC FINL CORP | 11,000 | $312K | 0.0% | $20.82 | +4.3% | COM NEW | 154760409 |
| — | ALLETE INC | 3,450 | $302K | 0.0% | $87.54 | — | COM NEW | 018522300 |
| SR | SPIRE INC | 3,350 | $292K | 0.0% | $87.16 | — | COM | 84857L101 |
| — | ENLINK MIDSTREAM LLC | 34,000 | $289K | 0.0% | $10.45 | — | COM UNIT REP LTD | 29336T100 |
| — | ATLANTICA YIELD PLC | 11,200 | $270K | 0.0% | $19.46 | — | SHS | G0751N103 |
| — | TARO PHARMACEUTICAL INDS LTD | 3,495 | $264K | 0.0% | $95.27 | — | SHS | M8737E108 |
| TU | TELUS CORP | 7,300 | $260K | 0.0% | $17.85 | +2.0% | COM | 87971M103 |
| UBSI | UNITED BANKSHARES INC WEST V | 6,800 | $258K | 0.0% | $36.37 | +1.9% | COM | 909907107 |
| — | TPG SPECIALTY LENDING INC | 12,100 | $254K | 0.0% | $19.98 | — | COM | 87265K102 |
| FHI | FEDERATED INVS INC PA | 7,800 | $253K | 0.0% | $20.37 | +20.3% | CL B | 314211103 |
| — | BBVA BANCO FRANCES S A | 58,000 | $251K | 0.0% | $4.33 | — | SPONSORED ADR | 07329M100 |
| CEPU | CENTRAL PUERTO S A | 84,600 | $250K | 0.0% | $9.45 | — | SPONSORED ADR | 155038201 |
| TFSL | TFS FINL CORP | 13,600 | $245K | 0.0% | $9.56 | +16.2% | COM | 87240R107 |
| KLIC | KULICKE & SOFFA INDS INC | 10,400 | $244K | 0.0% | $19.70 | 0.0% | COM | 501242101 |
| — | CHINA LIFE INS CO LTD | 20,900 | $241K | 0.0% | $12.43 | — | SPON ADR REP H | 16939P106 |
| — | VEON LTD | 100,000 | $240K | 0.0% | $2.40 | — | SPONSORED ADR | 91822M106 |
| FRME | FIRST MERCHANTS CORP | 6,100 | $230K | 0.0% | $29.96 | 0.0% | COM | 320817109 |
| — | LIONS GATE ENTMNT CORP | 26,300 | $230K | 0.0% | $12.63 | — | CL B NON VTG | 535919500 |
| DHT | DHT HOLDINGS INC | 37,200 | $229K | 0.0% | $3.37 | 0.0% | SHS NEW | Y2065G121 |
| CWEN/A | CLEARWAY ENERGY INC | 13,100 | $227K | 0.0% | $10.16 | +18.2% | CL A | 18539C105 |
| OTTR | OTTER TAIL CORP | 4,100 | $220K | 0.0% | $43.78 | 0.0% | COM | 689648103 |
| — | FRONTLINE LTD | 23,550 | $214K | 0.0% | $8.57 | — | SHS NEW | G3682E192 |
| HNI | HNI CORP | 5,900 | $209K | 0.0% | $33.17 | 0.0% | COM | 404251100 |
| — | HESS MIDSTREAM PARTNERS LP | 10,788 | $208K | 0.0% | $19.28 | — | UNIT LTD PR INT | 428104103 |
| — | CAPITAL PRODUCT PARTNERS L P | 16,247 | $174K | 0.0% | $10.58 | — | PARTNERSHP UNITS | Y11082206 |
| — | NABORS INDUSTRIES LTD | 91,592 | $171K | 0.0% | $1.87 | — | SHS | G6359F103 |
| — | NATIONAL CINEMEDIA INC | 20,800 | $171K | 0.0% | $8.22 | — | COM | 635309107 |
| — | VECTOR GROUP LTD | 13,100 | $156K | 0.0% | $11.91 | — | COM | 92240M108 |
| SPOK | SPOK HLDGS INC | 13,000 | $155K | 0.0% | $12.92 | 0.0% | COM | 84863T106 |
| — | FALCON MINERALS CORP | 24,066 | $138K | 0.0% | $7.03 | — | CL A COM | 30607B109 |
| RYAM | RAYONIER ADVANCED MATLS INC | 31,467 | $136K | 0.0% | $4.27 | 0.0% | COM | 75508B104 |
| NAT | NORDIC AMERICAN TANKERS LIMI | 62,096 | $134K | 0.0% | $2.17 | -6.9% | COM | G65773106 |
| — | TRUSTCO BK CORP N Y | 15,850 | $129K | 0.0% | $8.14 | — | COM | 898349105 |
| — | GANNETT CO INC | 11,300 | $121K | 0.0% | $10.41 | — | COM | 36473H104 |
| — | BP PRUDHOE BAY RTY TR | 13,100 | $120K | 0.0% | $15.50 | — | UNIT BEN INT | 055630107 |
| ARCO | ARCOS DORADOS HOLDINGS INC | 16,500 | $111K | 0.0% | $6.11 | +5.7% | SHS CLASS -A - | G0457F107 |
| — | INTREXON CORP | 15,000 | $86,000 | 0.0% | $7.67 | — | COM | 46122T102 |
| CIG | COMPANHIA ENERGETICA DE MINA | 23,600 | $80,000 | 0.0% | $3.57 | — | SP ADR N-V PFD | 204409601 |
| PSEC | PROSPECT CAPITAL CORPORATION | 10,200 | $67,000 | 0.0% | $2.89 | +2.4% | COM | 74348T102 |
| TAIT | TAITRON COMPONENTS INC | 18,500 | $52,000 | 0.0% | $3.67 | -19.4% | CL A | 874028103 |
| — | JUST ENERGY GROUP INC | 10,700 | $25,000 | 0.0% | $4.30 | — | COM | 48213W101 |
| — | CEMTREX INC | 30,000 | $0 | 0.0% | $0.53 | — | *W EXP 12/02/202 | 15130G113 |