Location: Bala Cynwyd, PA
CIK: 0001446179 · Show all filings
Period: Q4 2019 (← Previous) (Next →)
Filing Date: Feb 14, 2020
Total Value: $764M (100.0% shares, 0.0% debt)
| Ticker | Issuer | Shares | Value | % | Est. Cost | Unrealized | Class | CUSIP |
|---|---|---|---|---|---|---|---|---|
| JNJ | JOHNSON & JOHNSON | 299,175 | $43.64M | 5.7% | $114.14 | -0.0% | COM | 478160104 |
| AAPL | APPLE INC | 110,000 | $32.3M | 4.2% | $40.43 | +53.4% | COM | 037833100 |
| TSN | TYSON FOODS INC | 155,800 | $14.18M | 1.9% | $50.94 | +41.0% | CL A | 902494103 |
| COF | CAPITAL ONE FINL CORP | 127,900 | $13.16M | 1.7% | $72.22 | +20.2% | COM | 14040H105 |
| MPC | MARATHON PETE CORP | 215,500 | $12.98M | 1.7% | $45.62 | +13.2% | COM | 56585A102 |
| PSX | PHILLIPS 66 | 115,800 | $12.9M | 1.7% | $73.53 | +18.8% | COM | 718546104 |
| MDT | MEDTRONIC PLC | 110,400 | $12.53M | 1.6% | $75.39 | +22.8% | SHS | G5960L103 |
| CAG | CONAGRA BRANDS INC | 277,398 | $9.498M | 1.2% | $17.77 | +26.4% | COM | 205887102 |
| ETN | EATON CORP PLC | 97,800 | $9.264M | 1.2% | $66.36 | +20.1% | SHS | G29183103 |
| SYY | SYSCO CORP | 108,200 | $9.255M | 1.2% | $54.12 | +26.6% | COM | 871829107 |
| T | AT&T INC | 218,300 | $8.531M | 1.1% | $17.55 | +7.5% | COM | 00206R102 |
| HD | HOME DEPOT INC | 38,598 | $8.429M | 1.1% | $153.40 | +27.1% | COM | 437076102 |
| VZ | VERIZON COMMUNICATIONS INC | 132,600 | $8.142M | 1.1% | $41.90 | +2.1% | COM | 92343V104 |
| — | TD AMERITRADE HLDG CORP | 154,554 | $7.681M | 1.0% | $49.70 | — | COM | 87236Y108 |
| AEP | AMERICAN ELEC PWR CO INC | 78,400 | $7.41M | 1.0% | $62.45 | +18.9% | COM | 025537101 |
| — | AXA EQUITABLE HLDGS INC | 297,748 | $7.378M | 1.0% | $19.11 | — | COM | 054561105 |
| ED | CONSOLIDATED EDISON INC | 78,400 | $7.093M | 0.9% | $62.39 | +15.0% | COM | 209115104 |
| CL | COLGATE PALMOLIVE CO | 102,100 | $7.029M | 0.9% | $59.11 | 0.0% | COM | 194162103 |
| PNC | PNC FINL SVCS GROUP INC | 43,919 | $7.011M | 0.9% | $101.36 | +18.6% | COM | 693475105 |
| DGX | QUEST DIAGNOSTICS INC | 65,400 | $6.984M | 0.9% | $78.83 | +17.3% | COM | 74834L100 |
| GIS | GENERAL MLS INC | 128,600 | $6.888M | 0.9% | $43.01 | -0.5% | COM | 370334104 |
| CLX | CLOROX CO DEL | 44,000 | $6.756M | 0.9% | $127.25 | -2.1% | COM | 189054109 |
| BBY | BEST BUY INC | 76,400 | $6.708M | 0.9% | $54.19 | +10.5% | COM | 086516101 |
| CE | CELANESE CORP DEL | 53,700 | $6.612M | 0.9% | $86.22 | +27.3% | COM | 150870103 |
| DUK | DUKE ENERGY CORP NEW | 69,500 | $6.339M | 0.8% | $66.91 | +7.3% | COM NEW | 26441C204 |
| KO | COCA COLA CO | 111,991 | $6.199M | 0.8% | $41.89 | +6.3% | COM | 191216100 |
| NEM | NEWMONT GOLDCORP CORPORATION | 142,600 | $6.196M | 0.8% | $32.71 | 0.0% | COM | 651639106 |
| SRE | SEMPRA ENERGY | 40,100 | $6.074M | 0.8% | $59.00 | +1.6% | COM | 816851109 |
| — | LAM RESEARCH CORP | 20,700 | $6.053M | 0.8% | $216.48 | — | COM | 512807108 |
| COR | AMERISOURCEBERGEN CORP | 70,800 | $6.019M | 0.8% | $63.10 | +12.8% | COM | 03073E105 |
| GNTX | GENTEX CORP | 203,906 | $5.909M | 0.8% | $20.96 | +34.3% | COM | 371901109 |
| WEC | WEC ENERGY GROUP INC | 63,700 | $5.875M | 0.8% | $58.94 | +27.0% | COM | 92939U106 |
| FE | FIRSTENERGY CORP | 120,800 | $5.871M | 0.8% | $36.54 | +1.4% | COM | 337932107 |
| EXC | EXELON CORP | 124,400 | $5.671M | 0.7% | $26.02 | 0.0% | COM | 30161N101 |
| — | CYPRESS SEMICONDUCTOR CORP | 237,647 | $5.544M | 0.7% | $14.92 | — | COM | 232806109 |
| MCD | MCDONALDS CORP | 28,000 | $5.533M | 0.7% | $152.96 | +12.4% | COM | 580135101 |
| — | KELLOGG CO | 77,800 | $5.381M | 0.7% | $45.78 | +6.1% | COM | 487836108 |
| BAC | BANK AMER CORP | 146,462 | $5.158M | 0.7% | $24.54 | +13.2% | COM | 060505104 |
| WMB | WILLIAMS COS INC DEL | 214,900 | $5.097M | 0.7% | $18.85 | -13.7% | COM | 969457100 |
| CMS | CMS ENERGY CORP | 76,674 | $4.818M | 0.6% | $42.03 | +23.7% | COM | 125896100 |
| — | APACHE CORP | 186,877 | $4.782M | 0.6% | $25.60 | — | COM | 037411105 |
| SJM | SMUCKER J M CO | 45,400 | $4.728M | 0.6% | $88.40 | -2.0% | COM NEW | 832696405 |
| AMGN | AMGEN INC | 19,600 | $4.725M | 0.6% | $172.56 | +5.9% | COM | 031162100 |
| MET | METLIFE INC | 90,700 | $4.623M | 0.6% | $35.04 | +12.3% | COM | 59156R108 |
| CF | CF INDS HLDGS INC | 95,100 | $4.54M | 0.6% | $35.93 | +12.1% | COM | 125269100 |
| — | MATCH GROUP INC | 54,900 | $4.508M | 0.6% | $62.92 | — | COM | 57665R106 |
| — | NOBLE ENERGY INC | 180,500 | $4.484M | 0.6% | $22.62 | — | COM | 655044105 |
| BKR | BAKER HUGHES COMPANY | 174,700 | $4.478M | 0.6% | $19.13 | 0.0% | CL A | 05722G100 |
| TGT | TARGET CORP | 34,900 | $4.475M | 0.6% | $80.59 | +23.9% | COM | 87612E106 |
| NI | NISOURCE INC | 160,126 | $4.458M | 0.6% | $21.49 | +3.9% | COM | 65473P105 |
| DTE | DTE ENERGY CO | 33,800 | $4.39M | 0.6% | $78.85 | +10.9% | COM | 233331107 |
| WHR | WHIRLPOOL CORP | 29,600 | $4.367M | 0.6% | $138.58 | +9.0% | COM | 963320106 |
| VLO | VALERO ENERGY CORP NEW | 46,500 | $4.355M | 0.6% | $73.62 | 0.0% | COM | 91913Y100 |
| SYF | SYNCHRONY FINL | 118,900 | $4.282M | 0.6% | $23.67 | +29.8% | COM | 87165B103 |
| SO | SOUTHERN CO | 67,100 | $4.274M | 0.6% | $37.42 | +30.7% | COM | 842587107 |
| RSG | REPUBLIC SVCS INC | 46,800 | $4.195M | 0.5% | $67.24 | +19.0% | COM | 760759100 |
| OMC | OMNICOM GROUP INC | 51,500 | $4.173M | 0.5% | $60.98 | +2.5% | COM | 681919106 |
| PG | PROCTER & GAMBLE CO | 32,500 | $4.059M | 0.5% | $82.07 | +28.2% | COM | 742718109 |
| HRB | BLOCK H & R INC | 167,100 | $3.924M | 0.5% | $20.24 | -6.6% | COM | 093671105 |
| HON | HONEYWELL INTL INC | 21,800 | $3.859M | 0.5% | $121.16 | +18.8% | COM | 438516106 |
| JCI | JOHNSON CTLS INTL PLC | 94,400 | $3.843M | 0.5% | $35.92 | +3.3% | SHS | G51502105 |
| ETR | ENTERGY CORP NEW | 31,800 | $3.81M | 0.5% | $33.89 | +39.2% | COM | 29364G103 |
| DXC | DXC TECHNOLOGY CO | 100,300 | $3.77M | 0.5% | $35.84 | -11.1% | COM | 23355L106 |
| KDP | KEURIG DR PEPPER INC | 129,900 | $3.761M | 0.5% | $22.37 | +10.3% | COM | 49271V100 |
| PEP | PEPSICO INC | 27,200 | $3.717M | 0.5% | $92.45 | +22.0% | COM | 713448108 |
| C | CITIGROUP INC | 46,300 | $3.699M | 0.5% | $50.45 | +17.5% | COM NEW | 172967424 |
| D | DOMINION ENERGY INC | 44,507 | $3.686M | 0.5% | $54.01 | +15.6% | COM | 25746U109 |
| — | NORDSTROM INC | 90,011 | $3.684M | 0.5% | $34.17 | — | COM | 655664100 |
| RS | RELIANCE STEEL & ALUMINUM CO | 30,371 | $3.637M | 0.5% | $88.58 | +27.8% | COM | 759509102 |
| NVO | NOVO-NORDISK A S | 61,300 | $3.548M | 0.5% | $52.06 | — | ADR | 670100205 |
| FCX | FREEPORT-MCMORAN INC | 256,500 | $3.365M | 0.4% | $10.33 | -0.9% | CL B | 35671D857 |
| MUR | MURPHY OIL CORP | 124,900 | $3.347M | 0.4% | $18.52 | -0.6% | COM | 626717102 |
| FBIN | FORTUNE BRANDS HOME & SEC IN | 50,900 | $3.326M | 0.4% | $34.57 | +38.7% | COM | 34964C106 |
| DRI | DARDEN RESTAURANTS INC | 30,200 | $3.292M | 0.4% | $88.60 | +8.2% | COM | 237194105 |
| ZION | ZIONS BANCORPORATION N A | 62,400 | $3.24M | 0.4% | $43.36 | +12.0% | COM | 989701107 |
| OKE | ONEOK INC NEW | 42,700 | $3.231M | 0.4% | $47.17 | +1.1% | COM | 682680103 |
| VFC | V F CORP | 32,000 | $3.189M | 0.4% | $85.44 | +4.9% | COM | 918204108 |
| — | DISCOVER FINL SVCS | 36,500 | $3.096M | 0.4% | $80.01 | — | COM | 254709108 |
| AZN | ASTRAZENECA PLC | 62,000 | $3.091M | 0.4% | $40.00 | — | SPONSORED ADR | 046353108 |
| ADP | AUTOMATIC DATA PROCESSING IN | 18,000 | $3.069M | 0.4% | $120.05 | +20.9% | COM | 053015103 |
| NTAP | NETAPP INC | 47,900 | $2.982M | 0.4% | $53.65 | -8.0% | COM | 64110D104 |
| COP | CONOCOPHILLIPS | 45,400 | $2.952M | 0.4% | $47.74 | -1.2% | COM | 20825C104 |
| — | AQUA AMERICA INC | 62,883 | $2.952M | 0.4% | $36.43 | — | COM | 03836W103 |
| MTB | M & T BK CORP | 16,800 | $2.852M | 0.4% | $127.67 | +4.1% | COM | 55261F104 |
| LNT | ALLIANT ENERGY CORP | 52,000 | $2.845M | 0.4% | $36.14 | +21.2% | COM | 018802108 |
| SU | SUNCOR ENERGY INC NEW | 84,200 | $2.762M | 0.4% | $24.76 | -1.1% | COM | 867224107 |
| LYB | LYONDELLBASELL INDUSTRIES N | 29,100 | $2.749M | 0.4% | $55.46 | +10.2% | SHS - A - | N53745100 |
| IP | INTL PAPER CO | 59,400 | $2.735M | 0.4% | $30.83 | +3.4% | COM | 460146103 |
| LNC | LINCOLN NATL CORP IND | 45,700 | $2.697M | 0.4% | $46.35 | -5.7% | COM | 534187109 |
| HP | HELMERICH & PAYNE INC | 58,500 | $2.658M | 0.3% | $55.04 | -27.1% | COM | 423452101 |
| PGR | PROGRESSIVE CORP OHIO | 36,600 | $2.649M | 0.3% | $59.30 | 0.0% | COM | 743315103 |
| CFG | CITIZENS FINL GROUP INC | 65,100 | $2.644M | 0.3% | $25.90 | +10.0% | COM | 174610105 |
| AVY | AVERY DENNISON CORP | 20,200 | $2.643M | 0.3% | $97.43 | +16.5% | COM | 053611109 |
| HSY | HERSHEY CO | 17,600 | $2.587M | 0.3% | $92.82 | +38.4% | COM | 427866108 |
| SLB | SCHLUMBERGER LTD | 63,700 | $2.561M | 0.3% | $30.72 | 0.0% | COM | 806857108 |
| TRV | TRAVELERS COMPANIES INC | 18,511 | $2.535M | 0.3% | $119.29 | 0.0% | COM | 89417E109 |
| CTRA | CABOT OIL & GAS CORP | 145,414 | $2.532M | 0.3% | $14.36 | -8.9% | COM | 127097103 |
| LLY | LILLY ELI & CO | 19,200 | $2.523M | 0.3% | $107.55 | 0.0% | COM | 532457108 |
| — | WYNDHAM DESTINATIONS INC | 48,579 | $2.511M | 0.3% | $39.35 | — | COM | 98310W108 |
| CVX | CHEVRON CORP NEW | 20,800 | $2.507M | 0.3% | $88.83 | +1.0% | COM | 166764100 |
| WU | WESTERN UN CO | 92,726 | $2.483M | 0.3% | $18.56 | — | COM | 959802109 |
| PH | PARKER HANNIFIN CORP | 12,050 | $2.48M | 0.3% | $155.88 | +14.0% | COM | 701094104 |
| — | CIT GROUP INC | 53,700 | $2.45M | 0.3% | $46.35 | — | COM NEW | 125581801 |
| XRX | XEROX HOLDINGS CORP | 66,415 | $2.449M | 0.3% | $31.33 | +11.6% | COM NEW | 98421M106 |
| KMB | KIMBERLY CLARK CORP | 17,800 | $2.448M | 0.3% | $86.46 | +25.8% | COM | 494368103 |
| TRP | TC ENERGY CORP | 45,500 | $2.426M | 0.3% | $34.25 | +9.2% | COM | 87807B107 |
| BMY | BRISTOL MYERS SQUIBB CO | 37,000 | $2.375M | 0.3% | $38.34 | +17.9% | COM | 110122108 |
| ABBV | ABBVIE INC | 26,250 | $2.324M | 0.3% | $60.99 | +6.0% | COM | 00287Y109 |
| WPP | WPP PLC NEW | 33,000 | $2.32M | 0.3% | $52.80 | — | ADR | 92937A102 |
| CVI | CVR ENERGY INC | 54,700 | $2.212M | 0.3% | $20.85 | +27.7% | COM | 12662P108 |
| GGAL | GRUPO FINANCIERO GALICIA S A | 135,908 | $2.206M | 0.3% | $13.00 | — | SPONSORED ADR | 399909100 |
| DOV | DOVER CORP | 19,000 | $2.19M | 0.3% | $76.96 | +27.8% | COM | 260003108 |
| CRI | CARTERS INC | 19,800 | $2.165M | 0.3% | $78.99 | +5.1% | COM | 146229109 |
| AES | AES CORP | 105,600 | $2.101M | 0.3% | $9.96 | +44.2% | COM | 00130H105 |
| PAG | PENSKE AUTOMOTIVE GRP INC | 41,700 | $2.094M | 0.3% | $44.30 | +11.6% | COM | 70959W103 |
| THG | HANOVER INS GROUP INC | 14,900 | $2.036M | 0.3% | $113.55 | +1.0% | COM | 410867105 |
| — | GUESS INC | 90,739 | $2.031M | 0.3% | $18.03 | — | COM | 401617105 |
| PBF | PBF ENERGY INC | 64,200 | $2.014M | 0.3% | $30.77 | 0.0% | CL A | 69318G106 |
| — | APOLLO GLOBAL MGMT INC | 42,000 | $2.004M | 0.3% | $37.97 | — | COM CL A | 03768E105 |
| MDU | MDU RES GROUP INC | 67,100 | $1.994M | 0.3% | $7.98 | +13.9% | COM | 552690109 |
| TPR | TAPESTRY INC | 72,853 | $1.965M | 0.3% | $22.41 | +0.4% | COM | 876030107 |
| ALLY | ALLY FINL INC | 63,800 | $1.95M | 0.3% | $21.27 | +20.0% | COM | 02005N100 |
| CCEP | COCA COLA EUROPEAN PARTNERS | 37,000 | $1.883M | 0.2% | $44.96 | -2.3% | SHS | G25839104 |
| RPM | RPM INTL INC | 24,400 | $1.873M | 0.2% | $64.42 | +12.6% | COM | 749685103 |
| NDAQ | NASDAQ INC | 17,400 | $1.864M | 0.2% | $25.70 | +21.4% | COM | 631103108 |
| ARCC | ARES CAP CORP | 99,000 | $1.846M | 0.2% | $8.68 | +18.8% | COM | 04010L103 |
| BUD | ANHEUSER BUSCH INBEV SA/NV | 22,000 | $1.805M | 0.2% | $95.15 | — | SPONSORED ADR | 03524A108 |
| LDOS | LEIDOS HLDGS INC | 18,100 | $1.772M | 0.2% | $54.86 | +47.9% | COM | 525327102 |
| — | RAYTHEON CO | 7,800 | $1.714M | 0.2% | $173.87 | — | COM NEW | 755111507 |
| DK | DELEK US HLDGS INC NEW | 50,800 | $1.703M | 0.2% | $29.47 | -0.9% | COM | 24665A103 |
| EAT | BRINKER INTL INC | 39,100 | $1.642M | 0.2% | $39.04 | +8.5% | COM | 109641100 |
| SNN | SMITH & NEPHEW PLC | 33,900 | $1.63M | 0.2% | $43.54 | — | SPDN ADR NEW | 83175M205 |
| BMA | BANCO MACRO SA | 44,800 | $1.624M | 0.2% | $26.02 | — | SPON ADR B | 05961W105 |
| — | CRH PLC | 40,100 | $1.617M | 0.2% | $29.79 | — | ADR | 12626K203 |
| DAL | DELTA AIR LINES INC DEL | 27,572 | $1.612M | 0.2% | $55.57 | -2.7% | COM NEW | 247361702 |
| PAYX | PAYCHEX INC | 18,500 | $1.574M | 0.2% | $70.68 | 0.0% | COM | 704326107 |
| — | SYNOVUS FINL CORP | 39,900 | $1.564M | 0.2% | $35.76 | — | COM NEW | 87161C501 |
| ROK | ROCKWELL AUTOMATION INC | 7,700 | $1.561M | 0.2% | $141.36 | +17.7% | COM | 773903109 |
| TRIP | TRIPADVISOR INC | 51,000 | $1.549M | 0.2% | $31.40 | 0.0% | COM | 896945201 |
| OPLN | KAR AUCTION SVCS INC | 70,600 | $1.538M | 0.2% | $22.27 | +2.4% | COM | 48238T109 |
| BKH | BLACK HILLS CORP | 19,200 | $1.508M | 0.2% | $56.57 | +6.3% | COM | 092113109 |
| ITUB | ITAU UNIBANCO HLDG SA | 159,700 | $1.461M | 0.2% | $9.15 | — | SPON ADR REP PFD | 465562106 |
| — | IAA INC | 31,000 | $1.459M | 0.2% | $38.77 | — | COM | 449253103 |
| — | NEW YORK CMNTY BANCORP INC | 119,170 | $1.432M | 0.2% | $12.02 | — | COM | 649445103 |
| MTN | VAIL RESORTS INC | 5,900 | $1.415M | 0.2% | $236.65 | 0.0% | COM | 91879Q109 |
| SABR | SABRE CORP | 63,000 | $1.414M | 0.2% | $23.07 | -3.9% | COM | 78573M104 |
| WEN | WENDYS CO | 63,570 | $1.412M | 0.2% | $17.37 | +22.1% | COM | 95058W100 |
| POR | PORTLAND GEN ELEC CO | 25,300 | $1.411M | 0.2% | $43.12 | +0.7% | COM NEW | 736508847 |
| — | COSAN LTD | 60,500 | $1.382M | 0.2% | $13.37 | — | SHS A | G25343107 |
| MAN | MANPOWERGROUP INC | 14,200 | $1.379M | 0.2% | $88.94 | +2.9% | COM | 56418H100 |
| GILD | GILEAD SCIENCES INC | 21,197 | $1.377M | 0.2% | $51.54 | -0.5% | COM | 375558103 |
| — | SEASPAN CORP | 96,091 | $1.365M | 0.2% | $8.58 | — | SHS | Y75638109 |
| DOX | AMDOCS LTD | 18,900 | $1.364M | 0.2% | $48.68 | +22.9% | SHS | G02602103 |
| ORI | OLD REP INTL CORP | 60,700 | $1.358M | 0.2% | $13.45 | +2.9% | COM | 680223104 |
| SMG | SCOTTS MIRACLE GRO CO | 12,600 | $1.338M | 0.2% | $82.55 | -1.8% | CL A | 810186106 |
| — | MOBILE TELESYSTEMS PJSC | 128,689 | $1.306M | 0.2% | $8.47 | — | SPONSORED ADR | 607409109 |
| WSM | WILLIAMS SONOMA INC | 16,800 | $1.234M | 0.2% | $30.70 | 0.0% | COM | 969904101 |
| CINF | CINCINNATI FINL CORP | 11,500 | $1.209M | 0.2% | $62.08 | +49.9% | COM | 172062101 |
| CPB | CAMPBELL SOUP CO | 24,400 | $1.206M | 0.2% | $38.78 | 0.0% | COM | 134429109 |
| WDC | WESTERN DIGITAL CORP | 18,900 | $1.2M | 0.2% | $36.35 | +11.9% | COM | 958102105 |
| GRMN | GARMIN LTD | 12,000 | $1.171M | 0.2% | $61.84 | +31.2% | SHS | H2906T109 |
| JACK | JACK IN THE BOX INC | 14,700 | $1.147M | 0.2% | $82.80 | 0.0% | COM | 466367109 |
| — | PHILLIPS 66 PARTNERS LP | 18,200 | $1.122M | 0.1% | $55.33 | — | COM UNIT REP INT | 718549207 |
| EVR | EVERCORE INC | 14,300 | $1.069M | 0.1% | $71.19 | -6.3% | CLASS A | 29977A105 |
| OZK | BANK OZK | 35,000 | $1.068M | 0.1% | $22.41 | +3.9% | COM | 06417N103 |
| VVV | VALVOLINE INC | 49,539 | $1.061M | 0.1% | $19.21 | +14.8% | COM | 92047W101 |
| HOG | HARLEY DAVIDSON INC | 28,300 | $1.052M | 0.1% | $36.43 | +2.2% | COM | 412822108 |
| EMN | EASTMAN CHEMICAL CO | 13,200 | $1.046M | 0.1% | $57.16 | +7.7% | COM | 277432100 |
| SXT | SENSIENT TECHNOLOGIES CORP | 15,800 | $1.044M | 0.1% | $62.98 | +1.7% | COM | 81725T100 |
| DBI | DESIGNER BRANDS INC | 65,500 | $1.031M | 0.1% | $14.50 | -0.9% | CL A | 250565108 |
| FLO | FLOWERS FOODS INC | 47,200 | $1.026M | 0.1% | $16.86 | 0.0% | COM | 343498101 |
| — | SHELL MIDSTREAM PARTNERS L P | 49,000 | $990K | 0.1% | $20.53 | — | UNIT LTD INT | 822634101 |
| DLX | DELUXE CORP | 19,500 | $973K | 0.1% | $32.11 | +12.1% | COM | 248019101 |
| RELX | RELX PLC | 37,986 | $960K | 0.1% | $21.81 | — | SPONSORED ADR | 759530108 |
| KEY | KEYCORP NEW | 47,100 | $953K | 0.1% | $12.47 | +12.1% | COM | 493267108 |
| KMI | KINDER MORGAN INC DEL | 44,577 | $944K | 0.1% | $13.16 | +6.7% | COM | 49456B101 |
| — | TC PIPELINES LP | 22,100 | $935K | 0.1% | $38.93 | — | UT COM LTD PRT | 87233Q108 |
| GRFS | GRIFOLS S A | 40,036 | $932K | 0.1% | $20.03 | — | SP ADR REP B NVT | 398438408 |
| BGS | B & G FOODS INC NEW | 51,800 | $929K | 0.1% | $9.63 | 0.0% | COM | 05508R106 |
| BKE | BUCKLE INC | 34,000 | $919K | 0.1% | $9.69 | +25.4% | COM | 118440106 |
| AMP | AMERIPRISE FINL INC | 5,500 | $916K | 0.1% | $109.91 | +26.9% | COM | 03076C106 |
| — | MAXAR TECHNOLOGIES INC | 58,000 | $909K | 0.1% | $7.34 | — | COM | 57778K105 |
| DIN | DINE BRANDS GLOBAL INC | 10,800 | $902K | 0.1% | $60.63 | 0.0% | COM | 254423106 |
| EG | EVEREST RE GROUP LTD | 3,200 | $886K | 0.1% | $210.21 | +10.4% | COM | G3223R108 |
| — | WESTROCK CO | 20,600 | $884K | 0.1% | $42.91 | — | COM | 96145D105 |
| GPRE | GREEN PLAINS INC | 56,200 | $867K | 0.1% | $9.56 | +42.3% | COM | 393222104 |
| LEA | LEAR CORP | 6,300 | $864K | 0.1% | $109.43 | 0.0% | COM NEW | 521865204 |
| EWBC | EAST WEST BANCORP INC | 17,600 | $857K | 0.1% | $38.32 | 0.0% | COM | 27579R104 |
| HBAN | HUNTINGTON BANCSHARES INC | 56,000 | $844K | 0.1% | $9.78 | +12.2% | COM | 446150104 |
| WAFD | WASHINGTON FED INC | 22,600 | $828K | 0.1% | $28.87 | +3.4% | COM | 938824109 |
| — | VECTOR GROUP LTD | 61,290 | $821K | 0.1% | $13.08 | — | COM | 92240M108 |
| FNF | FIDELITY NATIONAL FINANCIAL | 17,900 | $812K | 0.1% | $33.65 | 0.0% | FNF GROUP COM | 31620R303 |
| SBS | COMPANHIA DE SANEAMENTO BASI | 53,775 | $809K | 0.1% | $10.58 | — | SPONSORED ADR | 20441A102 |
| BCE | BCE INC | 17,400 | $806K | 0.1% | $27.51 | +15.3% | COM NEW | 05534B760 |
| LOW | LOWES COS INC | 6,700 | $802K | 0.1% | $88.06 | +16.2% | COM | 548661107 |
| — | ENEL AMERICAS S A | 72,642 | $798K | 0.1% | $9.17 | — | SPONSORED ADR | 29274F104 |
| VLY | VALLEY NATL BANCORP | 68,941 | $789K | 0.1% | $10.91 | +5.5% | COM | 919794107 |
| AROC | ARCHROCK INC | 76,779 | $771K | 0.1% | $6.85 | -5.2% | COM | 03957W106 |
| HOPE | HOPE BANCORP INC | 51,672 | $768K | 0.1% | $14.19 | +2.3% | COM | 43940T109 |
| FHB | FIRST HAWAIIAN INC | 26,396 | $762K | 0.1% | $18.12 | +16.8% | COM | 32051X108 |
| — | AVANGRID INC | 14,656 | $750K | 0.1% | $50.30 | — | COM | 05351W103 |
| — | PATTERN ENERGY GROUP INC | 27,800 | $744K | 0.1% | $26.94 | — | CL A | 70338P100 |
| ABEV | AMBEV SA | 159,400 | $743K | 0.1% | $4.66 | — | SPONSORED ADR | 02319V103 |
| KTB | KONTOOR BRANDS INC | 17,500 | $735K | 0.1% | $37.76 | 0.0% | COM | 50050N103 |
| — | ENLINK MIDSTREAM LLC | 116,400 | $714K | 0.1% | $7.39 | — | COM UNIT REP LTD | 29336T100 |
| WRB | BERKLEY W R CORP | 10,200 | $705K | 0.1% | $21.37 | +26.3% | COM | 084423102 |
| — | PATTERSON COMPANIES INC | 34,300 | $702K | 0.1% | $19.88 | — | COM | 703395103 |
| MLKN | MILLER HERMAN INC | 16,800 | $700K | 0.1% | $30.56 | +28.4% | COM | 600544100 |
| AVA | AVISTA CORP | 14,500 | $697K | 0.1% | $30.30 | +19.0% | COM | 05379B107 |
| RIO | RIO TINTO PLC | 11,600 | $689K | 0.1% | $62.34 | — | SPONSORED ADR | 767204100 |
| — | JUNIPER NETWORKS INC | 27,700 | $682K | 0.1% | $24.62 | — | COM | 48203R104 |
| CWEN | CLEARWAY ENERGY INC | 33,950 | $677K | 0.1% | $12.40 | +14.6% | CL C | 18539C204 |
| IDA | IDACORP INC | 6,250 | $668K | 0.1% | $106.55 | +0.3% | COM | 451107106 |
| FHN | FIRST HORIZON NATL CORP | 40,300 | $667K | 0.1% | $12.79 | 0.0% | COM | 320517105 |
| — | SANTANDER CONSUMER USA HDG I | 28,126 | $657K | 0.1% | $18.76 | — | COM | 80283M101 |
| CPA | COPA HOLDINGS SA | 6,000 | $648K | 0.1% | $67.72 | +29.3% | CL A | P31076105 |
| VAC | MARRIOTT VACTINS WORLDWID CO | 5,000 | $644K | 0.1% | $98.36 | +19.0% | COM | 57164Y107 |
| — | SOUTH ST CORP | 7,300 | $633K | 0.1% | $79.15 | — | COM | 840441109 |
| CC | CHEMOURS CO | 34,900 | $631K | 0.1% | $18.15 | -28.4% | COM | 163851108 |
| TGNA | TEGNA INC | 37,586 | $627K | 0.1% | $14.27 | +9.1% | COM | 87901J105 |
| PETS | PETMED EXPRESS INC | 26,500 | $623K | 0.1% | $22.40 | 0.0% | COM | 716382106 |
| LPX | LOUISIANA PAC CORP | 21,000 | $623K | 0.1% | $24.43 | +15.6% | COM | 546347105 |
| CMA | COMERICA INC | 8,648 | $620K | 0.1% | $50.64 | 0.0% | COM | 200340107 |
| BTU | PEABODY ENERGY CORP NEW | 65,600 | $598K | 0.1% | $11.01 | 0.0% | COM | 704551100 |
| — | HILLENBRAND INC | 17,637 | $587K | 0.1% | $33.28 | — | COM | 431571108 |
| — | HANESBRANDS INC | 38,900 | $578K | 0.1% | $14.86 | — | COM | 410345102 |
| — | WADDELL & REED FINL INC | 33,700 | $563K | 0.1% | $17.14 | — | CL A | 930059100 |
| DHT | DHT HOLDINGS INC | 67,300 | $557K | 0.1% | $3.82 | +14.5% | SHS NEW | Y2065G121 |
| WLY | WILEY JOHN & SONS INC | 11,359 | $551K | 0.1% | $38.26 | -1.5% | CL A | 968223206 |
| EXR | EXTRA SPACE STORAGE INC | 5,200 | $549K | 0.1% | $74.18 | +16.3% | COM | 30225T102 |
| — | EQUITRANS MIDSTREAM CORPORAT | 40,800 | $545K | 0.1% | $14.56 | — | COM | 294600101 |
| — | MEREDITH CORP | 16,700 | $542K | 0.1% | $41.45 | — | COM | 589433101 |
| — | INVESTORS BANCORP INC NEW | 45,147 | $538K | 0.1% | $11.47 | — | COM | 46146L101 |
| PLCE | CHILDRENS PL INC | 8,487 | $531K | 0.1% | $72.93 | 0.0% | COM | 168905107 |
| — | AIRCASTLE LTD | 16,400 | $525K | 0.1% | $20.62 | — | COM | G0129K104 |
| — | M D C HLDGS INC | 13,600 | $519K | 0.1% | $42.83 | — | COM | 552676108 |
| KLAC | KLA CORPORATION | 2,900 | $517K | 0.1% | $97.14 | +60.3% | COM NEW | 482480100 |
| CLF | CLEVELAND CLIFFS INC | 59,800 | $502K | 0.1% | $9.47 | -20.8% | COM | 185899101 |
| — | DCP MIDSTREAM LP | 20,400 | $500K | 0.1% | $30.54 | — | COM UT LTD PTN | 23311P100 |
| ACCO | ACCO BRANDS CORP | 51,200 | $479K | 0.1% | $6.40 | +7.9% | COM | 00081T108 |
| FAF | FIRST AMERN FINL CORP | 8,200 | $478K | 0.1% | $36.40 | +36.1% | COM | 31847R102 |
| TM | TOYOTA MOTOR CORP | 3,400 | $478K | 0.1% | $140.59 | — | SP ADR REP2COM | 892331307 |
| BOH | BANK HAWAII CORP | 5,000 | $476K | 0.1% | $59.64 | +15.4% | COM | 062540109 |
| MATV | SCHWEITZER-MAUDUIT INTL INC | 11,000 | $462K | 0.1% | $24.39 | +26.4% | COM | 808541106 |
| JHG | JANUS HENDERSON GROUP PLC | 18,500 | $452K | 0.1% | $23.01 | +3.5% | ORD SHS | G4474Y214 |
| NAT | NORDIC AMERICAN TANKERS LIMI | 91,696 | $451K | 0.1% | $2.70 | +41.3% | COM | G65773106 |
| KMT | KENNAMETAL INC | 12,100 | $446K | 0.1% | $29.13 | -4.4% | COM | 489170100 |
| PNR | PENTAIR PLC | 9,600 | $440K | 0.1% | $33.98 | +14.2% | SHS | G7S00T104 |
| — | DOMTAR CORP | 11,400 | $436K | 0.1% | $38.25 | — | COM NEW | 257559203 |
| USB | US BANCORP DEL | 7,100 | $421K | 0.1% | $38.28 | +15.8% | COM NEW | 902973304 |
| — | OFFICE DEPOT INC | 150,200 | $412K | 0.1% | $2.74 | — | COM | 676220106 |
| — | TEEKAY CORPORATION | 77,238 | $411K | 0.1% | $3.86 | — | COM | Y8564W103 |
| TLK | P T TELEKOMUNIKASI INDONESIA | 14,200 | $405K | 0.1% | $26.23 | — | SPONSORED ADR | 715684106 |
| KFRC | KFORCE INC | 10,000 | $397K | 0.1% | $34.47 | +14.6% | COM | 493732101 |
| TKR | TIMKEN CO | 7,000 | $394K | 0.1% | $46.80 | +8.0% | COM | 887389104 |
| — | TCF FINANCIAL CORPORATION NE | 8,400 | $393K | 0.1% | $38.10 | — | COM | 872307103 |
| XIFR | NEXTERA ENERGY PARTNERS LP | 7,400 | $390K | 0.1% | $52.02 | 0.0% | COM UNIT PART IN | 65341B106 |
| FTS | FORTIS INC | 9,000 | $374K | 0.0% | $27.39 | +18.2% | COM | 349553107 |
| — | TOTAL S A | 6,649 | $368K | 0.0% | $55.35 | — | SPONSORED ADS | 89151E109 |
| FNB | FNB CORP PA | 28,400 | $361K | 0.0% | $9.60 | 0.0% | COM | 302520101 |
| — | U S SILICA HLDGS INC | 57,500 | $354K | 0.0% | $9.68 | — | COM | 90346E103 |
| INFY | INFOSYS LTD | 34,200 | $353K | 0.0% | $11.28 | — | SPONSORED ADR | 456788108 |
| — | DUNKIN BRANDS GROUP INC | 4,500 | $340K | 0.0% | $75.56 | — | COM | 265504100 |
| — | CRESTWOOD EQUITY PARTNERS LP | 11,000 | $339K | 0.0% | $30.82 | — | UNIT LTD PARTNER | 226344208 |
| UCB | UNITED CMNTY BKS BLAIRSVLE G | 10,700 | $330K | 0.0% | $30.21 | 0.0% | COM | 90984P303 |
| — | NABORS INDUSTRIES LTD | 113,950 | $328K | 0.0% | $2.07 | — | SHS | G6359F103 |
| — | BED BATH & BEYOND INC | 18,700 | $324K | 0.0% | $17.33 | — | COM | 075896100 |
| BBAR | BANCO BBVA ARGENTINA SA | 58,000 | $323K | 0.0% | $5.57 | — | SPONSORED ADS | 058934100 |
| — | FRONTLINE LTD | 24,950 | $321K | 0.0% | $8.81 | — | SHS NEW | G3682E192 |
| UGI | UGI CORP NEW | 7,011 | $317K | 0.0% | $51.27 | -10.7% | COM | 902681105 |
| — | EXTENDED STAY AMER INC | 20,100 | $299K | 0.0% | $14.88 | — | UNIT 99/99/9999B | 30224P200 |
| TX | TERNIUM SA | 13,500 | $297K | 0.0% | $24.59 | — | SPONSORED ADS | 880890108 |
| — | ATLANTICA YIELD PLC | 11,200 | $296K | 0.0% | $19.46 | — | SHS | G0751N103 |
| ANF | ABERCROMBIE & FITCH CO | 16,800 | $290K | 0.0% | $16.16 | 0.0% | CL A | 002896207 |
| TGS | TRANSPORTADORA DE GAS SUR | 40,462 | $290K | 0.0% | $11.16 | — | SPONSORED ADS B | 893870204 |
| — | CHINA LIFE INS CO LTD | 20,900 | $289K | 0.0% | $12.43 | — | SPON ADR REP H | 16939P106 |
| HUN | HUNTSMAN CORP | 11,726 | $283K | 0.0% | $23.86 | -2.9% | COM | 447011107 |
| TU | TELUS CORP | 7,300 | $283K | 0.0% | $17.85 | +3.8% | COM | 87971M103 |
| KLIC | KULICKE & SOFFA INDS INC | 10,400 | $283K | 0.0% | $19.70 | +12.9% | COM | 501242101 |
| ALK | ALASKA AIR GROUP INC | 4,153 | $281K | 0.0% | $61.27 | +10.5% | COM | 011659109 |
| OMF | ONEMAIN HLDGS INC | 6,600 | $278K | 0.0% | $40.42 | 0.0% | COM | 68268W103 |
| FRME | FIRST MERCHANTS CORP | 6,603 | $275K | 0.0% | $30.14 | +7.0% | COM | 320817109 |
| COLB | COLUMBIA BKG SYS INC | 6,700 | $273K | 0.0% | $28.93 | 0.0% | COM | 197236102 |
| TFSL | TFS FINL CORP | 13,600 | $268K | 0.0% | $9.56 | +27.0% | COM | 87240R107 |
| UBSI | UNITED BANKSHARES INC WEST V | 6,800 | $263K | 0.0% | $36.37 | +6.0% | COM | 909907107 |
| — | LIONS GATE ENTMNT CORP | 26,300 | $261K | 0.0% | $12.63 | — | CL B NON VTG | 535919500 |
| — | TPG SPECIALTY LENDING INC | 12,100 | $260K | 0.0% | $19.98 | — | COM | 87265K102 |
| FHI | FEDERATED INVS INC PA | 7,800 | $254K | 0.0% | $20.37 | +20.5% | CL B | 314211103 |
| DKS | DICKS SPORTING GOODS INC | 5,100 | $252K | 0.0% | $28.65 | +22.4% | COM | 253393102 |
| CWEN/A | CLEARWAY ENERGY INC | 13,100 | $250K | 0.0% | $10.16 | +30.5% | CL A | 18539C105 |
| PII | POLARIS INC | 2,300 | $234K | 0.0% | $97.04 | 0.0% | COM | 731068102 |
| SID | COMPANHIA SIDERURGICA NACION | 67,226 | $232K | 0.0% | $3.01 | — | SPONSORED ADR | 20440W105 |
| THO | THOR INDS INC | 3,000 | $223K | 0.0% | $56.77 | 0.0% | COM | 885160101 |
| GEF | GREIF INC | 5,000 | $221K | 0.0% | $33.24 | 0.0% | CL A | 397624107 |
| HNI | HNI CORP | 5,900 | $221K | 0.0% | $33.17 | +15.2% | COM | 404251100 |
| CPF | CENTRAL PAC FINL CORP | 7,400 | $219K | 0.0% | $20.82 | +6.4% | COM NEW | 154760409 |
| — | CAPITAL PRODUCT PARTNERS L P | 16,247 | $218K | 0.0% | $10.58 | — | PARTNERSHP UNITS | Y11082206 |
| STLD | STEEL DYNAMICS INC | 6,400 | $218K | 0.0% | $28.20 | 0.0% | COM | 858119100 |
| CNA | CNA FINL CORP | 4,800 | $215K | 0.0% | $30.38 | -5.0% | COM | 126117100 |
| — | ARCH COAL INC | 2,900 | $208K | 0.0% | $77.46 | — | CL A | 039380407 |
| — | TUPPERWARE BRANDS CORP | 20,600 | $177K | 0.0% | $21.86 | — | COM | 899896104 |
| — | GRAFTECH INTL LTD | 13,500 | $157K | 0.0% | $11.63 | — | COM | 384313508 |
| CEPU | CENTRAL PUERTO S A | 32,200 | $156K | 0.0% | $9.45 | — | SPONSORED ADR | 155038201 |
| — | TRUSTCO BK CORP N Y | 15,850 | $137K | 0.0% | $8.14 | — | COM | 898349105 |
| ARCO | ARCOS DORADOS HOLDINGS INC | 16,500 | $134K | 0.0% | $6.11 | +7.7% | SHS CLASS -A - | G0457F107 |
| RYAM | RAYONIER ADVANCED MATLS INC | 31,467 | $121K | 0.0% | $4.27 | -4.4% | COM | 75508B104 |
| — | INTREXON CORP | 15,000 | $82,000 | 0.0% | $7.67 | — | COM | 46122T102 |
| PSEC | PROSPECT CAPITAL CORPORATION | 10,200 | $66,000 | 0.0% | $2.89 | +4.0% | COM | 74348T102 |
| TAIT | TAITRON COMPONENTS INC | 15,300 | $43,000 | 0.0% | $3.67 | -23.6% | CL A | 874028103 |
| — | CEMTREX INC | 30,000 | $0 | 0.0% | $0.53 | — | *W EXP 12/02/202 | 15130G113 |