NJ State Employees Deferred Compensation Plan Diversified Active

Location: Trenton, NJ

CIK: 0001483259 · Show all filings

Period: Q1 2020 (← Previous) (Next →)

Filing Date: Jun 19, 2020

Total Value: $437M (100.0% shares, 0.0% debt)

Holdings (488)

MSFT MICROSOFT CORP 5.5%

Value $24.13M Shares 153,000 Est. Cost $31.26 Unrealized +400.1%

AAPL APPLE INC 5.2%

Value $22.68M Shares 89,200 Est. Cost $18.36 Unrealized +287.1%

AMZN AMAZON COM INC 3.6%

Value $15.6M Shares 8,000 Est. Cost $18.56 Unrealized +421.6%

PG PROCTER & GAMBLE CO 1.8%

Value $7.7M Shares 70,000 Est. Cost $56.51 Unrealized +83.7%

JPM JPMORGAN CHASE & CO 1.7%

Value $7.563M Shares 84,000 Est. Cost $42.08 Unrealized +146.2%

GOOG ALPHABET INC 1.7%

Value $7.425M Shares 6,385 Est. Cost $48.29 Unrealized +39.5%

JNJ JOHNSON & JOHNSON 1.6%

Value $7.212M Shares 55,000 Est. Cost $72.76 Unrealized +65.1%

META FACEBOOK INC 1.5%

Value $6.672M Shares 40,000 Est. Cost $173.69 Unrealized +11.9%

MRK MERCK & CO. INC 1.4%

Value $6.175M Shares 80,252 Est. Cost $35.76 Unrealized +82.0%

AMT AMERICAN TOWER CORP NEW 1.4%

Value $6.032M Shares 27,700 Est. Cost $61.59 Unrealized +220.2%

INTC INTEL CORP 1.3%

Value $5.628M Shares 104,000 Est. Cost $18.67 Unrealized +180.3%

UNP UNION PAC CORP 1.1%

Value $4.795M Shares 34,000 Est. Cost $71.52 Unrealized +102.7%

WMT WALMART INC 1.0%

Value $4.545M Shares 40,000 Est. Cost $19.90 Unrealized +77.7%

CMCSA COMCAST CORP NEW 1.0%

Value $4.366M Shares 127,000 Est. Cost $26.08 Unrealized +38.2%

AXP AMERICAN EXPRESS CO 1.0%

Value $4.281M Shares 50,000 Est. Cost $75.50 Unrealized +42.5%

DIS DISNEY WALT CO 0.9%

Value $4.057M Shares 42,000 Est. Cost $69.69 Unrealized +77.3%

LLY LILLY ELI & CO 0.9%

Value $3.962M Shares 28,560 Est. Cost $53.91 Unrealized +137.7%

ORCL ORACLE CORP 0.9%

Value $3.866M Shares 80,000 Est. Cost $31.98 Unrealized +48.5%

CSCO CISCO SYS INC 0.9%

Value $3.813M Shares 97,000 Est. Cost $15.30 Unrealized +139.7%

— SPRINT CORPORATION 0.8%

Value $3.577M Shares 415,000 Est. Cost $5.78 Unrealized —

VZ VERIZON COMMUNICATIONS INC 0.8%

Value $3.492M Shares 65,000 Est. Cost $25.87 Unrealized +58.5%

COST COSTCO WHSL CORP NEW 0.8%

Value $3.422M Shares 12,000 Est. Cost $91.29 Unrealized +204.3%

GOOGL ALPHABET INC 0.8%

Value $3.346M Shares 2,880 Est. Cost $41.52 Unrealized +62.0%

PM PHILIP MORRIS INTL INC 0.8%

Value $3.283M Shares 45,000 Est. Cost $44.74 Unrealized +35.8%

MCD MCDONALDS CORP 0.7%

Value $3.157M Shares 19,093 Est. Cost $70.27 Unrealized +144.5%

KO COCA COLA CO 0.7%

Value $2.876M Shares 65,000 Est. Cost $26.56 Unrealized +69.4%

T AT&T INC 0.7%

Value $2.848M Shares 97,689 Est. Cost $12.84 Unrealized +41.5%

ITW ILLINOIS TOOL WKS INC 0.6%

Value $2.842M Shares 20,000 Est. Cost $61.28 Unrealized +140.8%

— CITRIX SYS INC 0.6%

Value $2.831M Shares 20,000 Est. Cost $57.45 Unrealized —

— ACTIVISION BLIZZARD INC 0.6%

Value $2.796M Shares 47,000 Est. Cost $20.44 Unrealized —

PEP PEPSICO INC 0.6%

Value $2.792M Shares 23,251 Est. Cost $56.86 Unrealized +98.3%

— LAM RESEARCH CORP 0.6%

Value $2.79M Shares 11,625 Est. Cost $54.99 Unrealized —

HON HONEYWELL INTL INC 0.6%

Value $2.676M Shares 20,000 Est. Cost $64.71 Unrealized +111.1%

CL COLGATE PALMOLIVE CO 0.6%

Value $2.654M Shares 40,000 Est. Cost $47.90 Unrealized +28.5%

XOM EXXON MOBIL CORP 0.6%

Value $2.62M Shares 69,000 Est. Cost $58.08 Unrealized -27.5%

CVS CVS HEALTH CORP 0.6%

Value $2.597M Shares 43,766 Est. Cost $53.83 Unrealized +2.7%

— LINDE PLC 0.6%

Value $2.595M Shares 15,000 Est. Cost $156.07 Unrealized —

CVX CHEVRON CORP NEW 0.6%

Value $2.536M Shares 35,000 Est. Cost $70.36 Unrealized +8.0%

WFC WELLS FARGO CO NEW 0.6%

Value $2.497M Shares 87,000 Est. Cost $33.41 Unrealized +9.6%

— UNITED TECHNOLOGIES CORP 0.6%

Value $2.453M Shares 26,002 Est. Cost $115.73 Unrealized —

BMY BRISTOL-MYERS SQUIBB CO 0.6%

Value $2.446M Shares 43,884 Est. Cost $40.57 Unrealized +19.7%

NEE NEXTERA ENERGY INC 0.6%

Value $2.406M Shares 10,000 Est. Cost $16.57 Unrealized +227.8%

PYPL PAYPAL HLDGS INC 0.5%

Value $2.394M Shares 25,000 Est. Cost $35.85 Unrealized +207.2%

ALL ALLSTATE CORP 0.5%

Value $2.368M Shares 25,810 Est. Cost $41.54 Unrealized +126.9%

MRSH MARSH & MCLENNAN COS INC 0.5%

Value $2.334M Shares 27,000 Est. Cost $38.81 Unrealized +150.9%

MDLZ MONDELEZ INTL INC 0.5%

Value $2.303M Shares 45,987 Est. Cost $26.35 Unrealized +77.2%

TROW PRICE T ROWE GROUP INC 0.5%

Value $2.246M Shares 23,000 Est. Cost $52.57 Unrealized +81.7%

ABT ABBOTT LABS 0.5%

Value $2.237M Shares 28,354 Est. Cost $49.15 Unrealized +53.3%

TRV TRAVELERS COMPANIES INC 0.5%

Value $2.23M Shares 22,443 Est. Cost $64.62 Unrealized +69.7%

IBM INTERNATIONAL BUSINESS MACHS 0.5%

Value $2.219M Shares 20,000 Est. Cost $109.22 Unrealized -10.0%

KLAC KLA CORPORATION 0.5%

Value $2.156M Shares 15,000 Est. Cost $41.11 Unrealized +265.4%

AMAT APPLIED MATLS INC 0.5%

Value $2.154M Shares 47,000 Est. Cost $15.75 Unrealized +245.0%

LOW LOWES COS INC 0.5%

Value $2.151M Shares 25,000 Est. Cost $39.01 Unrealized +151.9%

NSC NORFOLK SOUTHERN CORP 0.5%

Value $2.117M Shares 14,500 Est. Cost $71.41 Unrealized +129.1%

GS GOLDMAN SACHS GROUP INC 0.5%

Value $2.095M Shares 13,550 Est. Cost $133.70 Unrealized +37.9%

SJM SMUCKER J M CO 0.5%

Value $2.043M Shares 18,405 Est. Cost $68.74 Unrealized +28.4%

USB US BANCORP DEL 0.5%

Value $2.033M Shares 59,000 Est. Cost $27.34 Unrealized +36.2%

QCOM QUALCOMM INC 0.5%

Value $2.03M Shares 30,000 Est. Cost $54.02 Unrealized +33.2%

BK BANK NEW YORK MELLON CORP 0.5%

Value $2.022M Shares 60,038 Est. Cost $24.75 Unrealized +42.9%

BAC BK OF AMERICA CORP 0.5%

Value $2.019M Shares 95,082 Est. Cost $13.25 Unrealized +95.5%

MDT MEDTRONIC PLC 0.4%

Value $1.894M Shares 21,000 Est. Cost $58.87 Unrealized +53.2%

NOC NORTHROP GRUMMAN CORP 0.4%

Value $1.846M Shares 6,100 Est. Cost $97.12 Unrealized +224.9%

ZTS ZOETIS INC 0.4%

Value $1.833M Shares 15,578 Est. Cost $27.83 Unrealized +350.3%

MSI MOTOROLA SOLUTIONS INC 0.4%

Value $1.804M Shares 13,571 Est. Cost $53.66 Unrealized +189.4%

EFX EQUIFAX INC 0.4%

Value $1.792M Shares 15,000 Est. Cost $62.16 Unrealized +123.7%

TMO THERMO FISHER SCIENTIFIC INC 0.4%

Value $1.702M Shares 6,000 Est. Cost $136.13 Unrealized +128.1%

PFE PFIZER INC 0.4%

Value $1.696M Shares 51,956 Est. Cost $18.20 Unrealized +41.9%

MCHP MICROCHIP TECHNOLOGY INC 0.4%

Value $1.695M Shares 25,000 Est. Cost $17.75 Unrealized +136.6%

SEIC SEI INVESTMENTS CO 0.4%

Value $1.64M Shares 35,400 Est. Cost $29.39 Unrealized +87.0%

SWK STANLEY BLACK & DECKER INC 0.4%

Value $1.638M Shares 16,375 Est. Cost $59.39 Unrealized +100.5%

HUM HUMANA INC 0.4%

Value $1.57M Shares 5,000 Est. Cost $170.02 Unrealized +88.2%

CMG CHIPOTLE MEXICAN GRILL INC 0.4%

Value $1.542M Shares 2,356 Est. Cost $11.02 Unrealized +43.4%

ROK ROCKWELL AUTOMATION INC 0.3%

Value $1.509M Shares 10,000 Est. Cost $93.82 Unrealized +78.3%

HD HOME DEPOT INC 0.3%

Value $1.494M Shares 8,000 Est. Cost $60.23 Unrealized +215.6%

YUM YUM BRANDS INC 0.3%

Value $1.439M Shares 21,000 Est. Cost $42.07 Unrealized +98.7%

ABBV ABBVIE INC 0.3%

Value $1.42M Shares 18,634 Est. Cost $69.17 Unrealized -2.9%

TDOC TELADOC HEALTH INC 0.3%

Value $1.395M Shares 9,000 Est. Cost $49.43 Unrealized +135.3%

SNPS SYNOPSYS INC 0.3%

Value $1.383M Shares 10,742 Est. Cost $40.13 Unrealized +254.4%

DE DEERE & CO 0.3%

Value $1.382M Shares 10,000 Est. Cost $70.10 Unrealized +107.9%

SYY SYSCO CORP 0.3%

Value $1.369M Shares 30,000 Est. Cost $26.11 Unrealized +125.3%

GD GENERAL DYNAMICS CORP 0.3%

Value $1.323M Shares 10,000 Est. Cost $80.10 Unrealized +81.0%

PRU PRUDENTIAL FINL INC 0.3%

Value $1.304M Shares 25,000 Est. Cost $52.24 Unrealized +12.9%

BDX BECTON DICKINSON & CO 0.3%

Value $1.283M Shares 5,582 Est. Cost $94.25 Unrealized +138.7%

MU MICRON TECHNOLOGY INC 0.3%

Value $1.262M Shares 30,000 Est. Cost $23.18 Unrealized +118.9%

AVB AVALONBAY CMNTYS INC 0.3%

Value $1.237M Shares 8,407 Est. Cost $84.84 Unrealized +92.6%

— RAYTHEON CO 0.3%

Value $1.22M Shares 9,300 Est. Cost $98.80 Unrealized —

PSX PHILLIPS 66 0.3%

Value $1.207M Shares 22,500 Est. Cost $49.82 Unrealized +28.0%

CDNS CADENCE DESIGN SYSTEM INC 0.3%

Value $1.205M Shares 18,250 Est. Cost $14.83 Unrealized +367.7%

JBHT HUNT J B TRANS SVCS INC 0.3%

Value $1.199M Shares 13,000 Est. Cost $65.88 Unrealized +49.6%

DUK DUKE ENERGY CORP NEW 0.3%

Value $1.192M Shares 14,733 Est. Cost $42.66 Unrealized +70.4%

AEP AMERICAN ELEC PWR CO INC 0.3%

Value $1.181M Shares 14,760 Est. Cost $31.83 Unrealized +140.5%

BSX BOSTON SCIENTIFIC CORP 0.3%

Value $1.175M Shares 36,000 Est. Cost $13.13 Unrealized +197.6%

BALL BALL CORP 0.3%

Value $1.164M Shares 18,000 Est. Cost $29.74 Unrealized +119.6%

RSG REPUBLIC SVCS INC 0.3%

Value $1.126M Shares 15,000 Est. Cost $26.51 Unrealized +213.4%

CWCO CONSOLIDATED WATER CO INC 0.3%

Value $1.099M Shares 67,000 Est. Cost $9.67 Unrealized +51.6%

MO ALTRIA GROUP INC 0.2%

Value $1.083M Shares 28,000 Est. Cost $17.12 Unrealized +61.0%

— GENERAL ELECTRIC CO 0.2%

Value $1.082M Shares 136,228 Est. Cost $17.32 Unrealized —

— ALEXION PHARMACEUTICALS INC 0.2%

Value $1.077M Shares 12,000 Est. Cost $118.60 Unrealized —

GILD GILEAD SCIENCES INC 0.2%

Value $1.047M Shares 14,000 Est. Cost $54.49 Unrealized +0.8%

CPK CHESAPEAKE UTILS CORP 0.2%

Value $1.029M Shares 12,000 Est. Cost $67.88 Unrealized +22.1%

AFL AFLAC INC 0.2%

Value $1.027M Shares 30,000 Est. Cost $30.39 Unrealized +30.6%

AVY AVERY DENNISON CORP 0.2%

Value $1.019M Shares 10,000 Est. Cost $39.54 Unrealized +180.2%

CB CHUBB LIMITED 0.2%

Value $1.008M Shares 9,028 Est. Cost $96.06 Unrealized +35.7%

APD AIR PRODS & CHEMS INC 0.2%

Value $998K Shares 5,000 Est. Cost $79.28 Unrealized +148.5%

XEL XCEL ENERGY INC 0.2%

Value $979K Shares 16,243 Est. Cost $19.89 Unrealized +172.8%

KEYS KEYSIGHT TECHNOLOGIES INC 0.2%

Value $966K Shares 11,542 Est. Cost $32.07 Unrealized +196.1%

SYNA SYNAPTICS INC 0.2%

Value $926K Shares 16,000 Est. Cost $39.61 Unrealized +71.2%

EQR EQUITY RESIDENTIAL 0.2%

Value $926K Shares 15,000 Est. Cost $31.71 Unrealized +93.5%

COP CONOCOPHILLIPS 0.2%

Value $924K Shares 30,000 Est. Cost $45.41 Unrealized -9.8%

SO SOUTHERN CO 0.2%

Value $920K Shares 17,000 Est. Cost $25.27 Unrealized +99.7%

— ACCELERON PHARMA INC 0.2%

Value $899K Shares 10,000 Est. Cost $34.06 Unrealized —

FRPT FRESHPET INC 0.2%

Value $894K Shares 14,000 Est. Cost $18.48 Unrealized +247.4%

— ALLERGAN PLC 0.2%

Value $886K Shares 5,000 Est. Cost $146.40 Unrealized —

TBPH THERAVANCE BIOPHARMA INC 0.2%

Value $881K Shares 38,142 Est. Cost $20.78 Unrealized +20.4%

— DISCOVER FINL SVCS 0.2%

Value $869K Shares 24,350 Est. Cost $58.18 Unrealized —

LITE LUMENTUM HLDGS INC 0.2%

Value $846K Shares 11,475 Est. Cost $53.32 Unrealized +47.6%

SCHW SCHWAB CHARLES CORP 0.2%

Value $841K Shares 25,000 Est. Cost $22.70 Unrealized +70.4%

KLIC KULICKE & SOFFA INDS INC 0.2%

Value $834K Shares 40,000 Est. Cost $18.75 Unrealized +18.4%

DD DUPONT DE NEMOURS INC 0.2%

Value $821K Shares 24,071 Est. Cost $27.24 Unrealized -33.4%

NVDA NVIDIA CORP 0.2%

Value $791K Shares 3,000 Est. Cost $4.91 Unrealized +28.0%

— LEGG MASON INC 0.2%

Value $782K Shares 16,000 Est. Cost $44.32 Unrealized —

AMD ADVANCED MICRO DEVICES INC 0.2%

Value $773K Shares 17,000 Est. Cost $3.82 Unrealized +1162.2%

PNC PNC FINL SVCS GROUP INC 0.2%

Value $766K Shares 8,000 Est. Cost $56.79 Unrealized +90.7%

EBAY EBAY INC 0.2%

Value $752K Shares 25,000 Est. Cost $20.67 Unrealized +52.5%

CAG CONAGRA BRANDS INC 0.2%

Value $734K Shares 25,000 Est. Cost $16.04 Unrealized +46.8%

WU WESTERN UN CO 0.2%

Value $725K Shares 40,000 Est. Cost $16.35 Unrealized —

ACAD ACADIA PHARMACEUTICALS INC 0.2%

Value $718K Shares 17,000 Est. Cost $17.83 Unrealized +131.1%

COR AMERISOURCEBERGEN CORP 0.2%

Value $708K Shares 7,996 Est. Cost $54.42 Unrealized +37.2%

DOW DOW INC 0.2%

Value $704K Shares 24,071 Est. Cost $36.37 Unrealized -15.9%

HAIN HAIN CELESTIAL GROUP INC 0.2%

Value $701K Shares 27,000 Est. Cost $37.30 Unrealized -33.1%

— IAC INTERACTIVECORP 0.2%

Value $695K Shares 3,875 Est. Cost $56.26 Unrealized —

MCK MCKESSON CORP 0.2%

Value $676K Shares 5,000 Est. Cost $160.13 Unrealized -12.1%

PLD PROLOGIS INC. 0.1%

Value $656K Shares 8,164 Est. Cost $43.00 Unrealized +72.3%

JOE ST JOE CO 0.1%

Value $654K Shares 39,000 Est. Cost $16.91 Unrealized +17.3%

PH PARKER HANNIFIN CORP 0.1%

Value $649K Shares 5,000 Est. Cost $98.49 Unrealized +69.2%

DHR DANAHER CORPORATION 0.1%

Value $642K Shares 4,640 Est. Cost $99.39 Unrealized +32.1%

KR KROGER CO 0.1%

Value $633K Shares 21,000 Est. Cost $23.04 Unrealized +12.5%

— SAFEHOLD INC 0.1%

Value $632K Shares 10,000 Est. Cost $30.50 Unrealized —

HL HECLA MNG CO 0.1%

Value $628K Shares 345,000 Est. Cost $2.64 Unrealized +1.9%

CHDN CHURCHILL DOWNS INC 0.1%

Value $618K Shares 6,000 Est. Cost $43.59 Unrealized +45.0%

AMGN AMGEN INC 0.1%

Value $608K Shares 3,000 Est. Cost $154.67 Unrealized +17.8%

HII HUNTINGTON INGALLS INDS INC 0.1%

Value $607K Shares 3,333 Est. Cost $78.33 Unrealized +160.1%

CVCO CAVCO INDS INC DEL 0.1%

Value $580K Shares 4,000 Est. Cost $91.09 Unrealized +115.8%

CHGG CHEGG INC 0.1%

Value $572K Shares 16,000 Est. Cost $24.27 Unrealized +61.0%

— LIMELIGHT NETWORKS INC 0.1%

Value $570K Shares 100,000 Est. Cost $3.68 Unrealized —

IONS IONIS PHARMACEUTICALS INC 0.1%

Value $567K Shares 12,000 Est. Cost $53.96 Unrealized +3.3%

EW EDWARDS LIFESCIENCES CORP 0.1%

Value $566K Shares 3,000 Est. Cost $57.07 Unrealized +26.4%

CTVA CORTEVA INC 0.1%

Value $566K Shares 24,071 Est. Cost $25.02 Unrealized +2.2%

SWKS SKYWORKS SOLUTIONS INC 0.1%

Value $565K Shares 6,318 Est. Cost $26.27 Unrealized +252.6%

WH WYNDHAM HOTELS & RESORTS INC 0.1%

Value $563K Shares 17,859 Est. Cost $60.97 Unrealized -16.6%

EHTH EHEALTH INC 0.1%

Value $563K Shares 4,000 Est. Cost $21.16 Unrealized +441.7%

GEN NORTONLIFELOCK INC 0.1%

Value $561K Shares 30,000 Est. Cost $12.38 Unrealized +26.3%

PPG PPG INDS INC 0.1%

Value $560K Shares 6,700 Est. Cost $85.80 Unrealized +15.4%

TGT TARGET CORP 0.1%

Value $558K Shares 6,000 Est. Cost $41.65 Unrealized +128.1%

SAM BOSTON BEER INC 0.1%

Value $551K Shares 1,500 Est. Cost $316.66 Unrealized +17.1%

ILMN ILLUMINA INC 0.1%

Value $546K Shares 2,000 Est. Cost $291.63 Unrealized -4.1%

— CUBIC CORP 0.1%

Value $537K Shares 13,000 Est. Cost $54.08 Unrealized —

FIVN FIVE9 INC 0.1%

Value $535K Shares 7,000 Est. Cost $50.82 Unrealized +40.3%

OTTR OTTER TAIL CORP 0.1%

Value $534K Shares 12,000 Est. Cost $20.25 Unrealized +108.7%

LUV SOUTHWEST AIRLS CO 0.1%

Value $534K Shares 15,000 Est. Cost $19.19 Unrealized +139.7%

— COHERENT INC 0.1%

Value $532K Shares 5,000 Est. Cost $140.12 Unrealized —

POWI POWER INTEGRATIONS INC 0.1%

Value $530K Shares 6,000 Est. Cost $34.16 Unrealized +33.0%

ADM ARCHER DANIELS MIDLAND CO 0.1%

Value $528K Shares 15,000 Est. Cost $29.33 Unrealized +17.8%

— SOUTH JERSEY INDS INC 0.1%

Value $525K Shares 21,000 Est. Cost $34.00 Unrealized —

— TABULA RASA HEALTHCARE INC 0.1%

Value $523K Shares 10,000 Est. Cost $49.90 Unrealized —

HPQ HP INC 0.1%

Value $521K Shares 30,000 Est. Cost $9.12 Unrealized +80.8%

KMI KINDER MORGAN INC DEL 0.1%

Value $519K Shares 37,265 Est. Cost $16.10 Unrealized -17.0%

HMN HORACE MANN EDUCATORS CORP N 0.1%

Value $512K Shares 14,000 Est. Cost $33.29 Unrealized +24.0%

— BIOHAVEN PHARMACTL HLDG CO L 0.1%

Value $510K Shares 15,000 Est. Cost $42.57 Unrealized —

— FORWARD AIR CORP 0.1%

Value $507K Shares 10,000 Est. Cost $46.71 Unrealized —

— KEMET CORP 0.1%

Value $507K Shares 21,000 Est. Cost $18.80 Unrealized —

ATEX ANTERIX INC 0.1%

Value $502K Shares 11,000 Est. Cost $42.15 Unrealized +7.3%

A AGILENT TECHNOLOGIES INC 0.1%

Value $501K Shares 7,000 Est. Cost $72.29 Unrealized +6.7%

HALO HALOZYME THERAPEUTICS INC 0.1%

Value $500K Shares 27,800 Est. Cost $16.67 Unrealized +13.9%

— REXNORD CORP 0.1%

Value $499K Shares 22,000 Est. Cost $26.17 Unrealized —

LMNR LIMONEIRA CO 0.1%

Value $498K Shares 38,000 Est. Cost $18.68 Unrealized -14.0%

WMB WILLIAMS COS INC 0.1%

Value $495K Shares 35,000 Est. Cost $20.92 Unrealized -33.1%

ASTE ASTEC INDS INC 0.1%

Value $490K Shares 14,000 Est. Cost $47.43 Unrealized -22.9%

AZTA BROOKS AUTOMATION INC NEW 0.1%

Value $488K Shares 16,000 Est. Cost $26.27 Unrealized +36.9%

BAX BAXTER INTL INC 0.1%

Value $487K Shares 6,000 Est. Cost $64.06 Unrealized +19.8%

TRN TRINITY INDS INC 0.1%

Value $482K Shares 30,000 Est. Cost $18.24 Unrealized -12.8%

POR PORTLAND GEN ELEC CO 0.1%

Value $479K Shares 10,000 Est. Cost $33.15 Unrealized +32.3%

LW LAMB WESTON HLDGS INC 0.1%

Value $476K Shares 8,333 Est. Cost $29.75 Unrealized +151.4%

NTCT NETSCOUT SYS INC 0.1%

Value $473K Shares 19,977 Est. Cost $37.86 Unrealized -33.0%

MPC MARATHON PETE CORP 0.1%

Value $472K Shares 20,000 Est. Cost $33.67 Unrealized +13.9%

TRUP TRUPANION INC 0.1%

Value $469K Shares 18,000 Est. Cost $24.21 Unrealized +29.2%

— QTS RLTY TR INC 0.1%

Value $464K Shares 8,000 Est. Cost $51.38 Unrealized —

LSCC LATTICE SEMICONDUCTOR CORP 0.1%

Value $463K Shares 26,000 Est. Cost $6.91 Unrealized —

KN KNOWLES CORP 0.1%

Value $461K Shares 34,500 Est. Cost $16.78 Unrealized +3.5%

ELV ANTHEM INC 0.1%

Value $454K Shares 2,000 Est. Cost $263.72 Unrealized -4.7%

PEG PUBLIC SVC ENTERPRISE GRP IN 0.1%

Value $449K Shares 10,000 Est. Cost $22.69 Unrealized +94.6%

VICR VICOR CORP 0.1%

Value $445K Shares 10,000 Est. Cost $36.53 Unrealized +29.8%

CLF CLEVELAND CLIFFS INC 0.1%

Value $443K Shares 112,000 Est. Cost $7.33 Unrealized -15.6%

PRI PRIMERICA INC 0.1%

Value $442K Shares 5,000 Est. Cost $78.09 Unrealized +46.4%

COF CAPITAL ONE FINL CORP 0.1%

Value $440K Shares 8,733 Est. Cost $59.33 Unrealized +33.9%

IDA IDACORP INC 0.1%

Value $439K Shares 5,000 Est. Cost $96.32 Unrealized +6.9%

ERII ENERGY RECOVERY INC 0.1%

Value $439K Shares 59,000 Est. Cost $8.97 Unrealized +5.7%

SNX SYNNEX CORP 0.1%

Value $435K Shares 5,947 Est. Cost $41.60 Unrealized +38.0%

— CLOUDERA INC 0.1%

Value $433K Shares 55,000 Est. Cost $11.35 Unrealized —

— AEGION CORP 0.1%

Value $430K Shares 24,000 Est. Cost $24.90 Unrealized —

STAG STAG INDL INC 0.1%

Value $426K Shares 18,900 Est. Cost $25.79 Unrealized —

MTZ MASTEC INC 0.1%

Value $425K Shares 13,000 Est. Cost $44.32 Unrealized +14.8%

SAIC SCIENCE APPLICATNS INTL CP N 0.1%

Value $425K Shares 5,700 Est. Cost $84.19 Unrealized -0.9%

AZO AUTOZONE INC 0.1%

Value $423K Shares 500 Est. Cost $518.77 Unrealized +100.3%

WTS WATTS WATER TECHNOLOGIES INC 0.1%

Value $423K Shares 5,000 Est. Cost $67.33 Unrealized +42.2%

DOV DOVER CORP 0.1%

Value $420K Shares 5,000 Est. Cost $50.30 Unrealized +94.4%

UNM UNUM GROUP 0.1%

Value $420K Shares 28,000 Est. Cost $34.13 Unrealized -29.5%

FR FIRST INDL RLTY TR INC 0.1%

Value $415K Shares 12,500 Est. Cost $39.60 Unrealized —

TT TRANE TECHNOLOGIES PLC 0.1%

Value $413K Shares 5,000 Est. Cost $93.73 Unrealized 0.0%

MET METLIFE INC 0.1%

Value $404K Shares 13,216 Est. Cost $31.07 Unrealized +17.3%

MWA MUELLER WTR PRODS INC 0.1%

Value $401K Shares 50,000 Est. Cost $10.01 Unrealized -0.4%

TREX TREX CO INC 0.1%

Value $401K Shares 5,000 Est. Cost $33.89 Unrealized +38.3%

SPB SPECTRUM BRANDS HLDGS INC NE 0.1%

Value $400K Shares 11,000 Est. Cost $59.43 Unrealized -9.0%

MTSI MACOM TECH SOLUTIONS HLDGS I 0.1%

Value $398K Shares 21,000 Est. Cost $29.87 Unrealized -14.9%

ACA ARCOSA INC 0.1%

Value $397K Shares 10,000 Est. Cost $26.73 Unrealized +55.1%

— PETIQ INC 0.1%

Value $395K Shares 17,000 Est. Cost $26.39 Unrealized —

CRUS CIRRUS LOGIC INC 0.1%

Value $394K Shares 6,000 Est. Cost $43.45 Unrealized +70.1%

— MEET GROUP INC 0.1%

Value $393K Shares 67,000 Est. Cost $4.48 Unrealized —

ASUR ASURE SOFTWARE INC 0.1%

Value $393K Shares 66,000 Est. Cost $15.29 Unrealized -49.2%

— SPX CORP 0.1%

Value $392K Shares 12,000 Est. Cost $33.00 Unrealized —

ABM ABM INDS INC 0.1%

Value $390K Shares 16,000 Est. Cost $34.26 Unrealized -10.8%

HE HAWAIIAN ELEC INDUSTRIES 0.1%

Value $387K Shares 9,000 Est. Cost $35.83 Unrealized +29.0%

— HESKA CORP 0.1%

Value $387K Shares 7,000 Est. Cost $81.54 Unrealized —

PAHC PHIBRO ANIMAL HEALTH CORP 0.1%

Value $387K Shares 16,000 Est. Cost $44.87 Unrealized -45.5%

— PEOPLES UTAH BANCORP 0.1%

Value $387K Shares 20,000 Est. Cost $30.32 Unrealized —

SATS ECHOSTAR CORP 0.1%

Value $384K Shares 12,000 Est. Cost $43.36 Unrealized -13.7%

— KANSAS CITY SOUTHERN 0.1%

Value $382K Shares 3,000 Est. Cost $102.00 Unrealized —

AX AXOS FINL INC 0.1%

Value $381K Shares 21,000 Est. Cost $37.66 Unrealized -33.3%

— TRUSTCO BK CORP N Y 0.1%

Value $379K Shares 70,000 Est. Cost $7.04 Unrealized —

KHC KRAFT HEINZ CO 0.1%

Value $379K Shares 15,329 Est. Cost $47.82 Unrealized -56.7%

GNW GENWORTH FINL INC 0.1%

Value $378K Shares 114,000 Est. Cost $4.06 Unrealized +2.2%

NWPX NORTHWEST PIPE CO 0.1%

Value $378K Shares 17,000 Est. Cost $19.53 Unrealized +56.2%

NTRS NORTHERN TR CORP 0.1%

Value $377K Shares 5,000 Est. Cost $45.55 Unrealized +67.4%

— AMERICAN EQTY INVT LIFE HLD 0.1%

Value $376K Shares 20,000 Est. Cost $23.79 Unrealized —

EXC EXELON CORP 0.1%

Value $375K Shares 10,200 Est. Cost $13.80 Unrealized +84.6%

EMN EASTMAN CHEM CO 0.1%

Value $373K Shares 8,000 Est. Cost $56.96 Unrealized -8.9%

— INFINERA CORP 0.1%

Value $371K Shares 70,000 Est. Cost $4.03 Unrealized —

BXP BOSTON PROPERTIES INC 0.1%

Value $369K Shares 4,000 Est. Cost $66.97 Unrealized +42.7%

FULT FULTON FINL CORP PA 0.1%

Value $368K Shares 32,000 Est. Cost $12.86 Unrealized -7.7%

PATK PATRICK INDS INC 0.1%

Value $366K Shares 13,000 Est. Cost $28.31 Unrealized +0.3%

BWXT BWX TECHNOLOGIES INC 0.1%

Value $365K Shares 7,500 Est. Cost $22.66 Unrealized +143.5%

LGND LIGAND PHARMACEUTICALS INC 0.1%

Value $364K Shares 5,000 Est. Cost $76.30 Unrealized -25.7%

VLY VALLEY NATL BANCORP 0.1%

Value $363K Shares 49,600 Est. Cost $11.63 Unrealized -15.9%

WGO WINNEBAGO INDS INC 0.1%

Value $362K Shares 13,000 Est. Cost $35.92 Unrealized +34.4%

— SUMMIT MATLS INC 0.1%

Value $360K Shares 24,000 Est. Cost $28.35 Unrealized —

HIG HARTFORD FINL SVCS GROUP INC 0.1%

Value $352K Shares 10,000 Est. Cost $27.12 Unrealized +68.5%

GAP GAP INC 0.1%

Value $352K Shares 50,000 Est. Cost $27.08 Unrealized -54.9%

— AMARIN CORP PLC 0.1%

Value $352K Shares 88,000 Est. Cost $15.22 Unrealized —

SWX SOUTHWEST GAS HOLDINGS INC 0.1%

Value $348K Shares 5,000 Est. Cost $71.05 Unrealized +1.2%

— MIRATI THERAPEUTICS INC 0.1%

Value $346K Shares 4,500 Est. Cost $128.89 Unrealized —

ASH ASHLAND GLOBAL HLDGS INC 0.1%

Value $343K Shares 6,860 Est. Cost $49.37 Unrealized +25.6%

UIS UNISYS CORP 0.1%

Value $340K Shares 27,500 Est. Cost $10.31 Unrealized +24.0%

GBCI GLACIER BANCORP INC NEW 0.1%

Value $340K Shares 10,000 Est. Cost $29.12 Unrealized +13.5%

ACIW ACI WORLDWIDE INC 0.1%

Value $338K Shares 14,000 Est. Cost $24.01 Unrealized +32.9%

C CITIGROUP INC 0.1%

Value $337K Shares 8,000 Est. Cost $37.07 Unrealized +46.2%

CAH CARDINAL HEALTH INC 0.1%

Value $336K Shares 7,000 Est. Cost $50.49 Unrealized -12.3%

LCII LCI INDS 0.1%

Value $334K Shares 5,000 Est. Cost $74.09 Unrealized +7.4%

OGS ONE GAS INC 0.1%

Value $334K Shares 4,000 Est. Cost $84.03 Unrealized +5.3%

— HESS CORP 0.1%

Value $333K Shares 10,000 Est. Cost $82.90 Unrealized —

FFBC FIRST FINL BANCORP OH 0.1%

Value $328K Shares 22,000 Est. Cost $11.01 Unrealized +51.5%

— FORTRESS TRANS INFRST INVS L 0.1%

Value $328K Shares 40,000 Est. Cost $17.12 Unrealized —

WKC WORLD FUEL SVCS CORP 0.1%

Value $327K Shares 13,000 Est. Cost $23.16 Unrealized +47.3%

CVLT COMMVAULT SYSTEMS INC 0.1%

Value $324K Shares 8,000 Est. Cost $53.17 Unrealized -18.8%

KMX CARMAX INC 0.1%

Value $323K Shares 6,000 Est. Cost $46.71 Unrealized +81.1%

INDB INDEPENDENT BANK CORP MASS 0.1%

Value $322K Shares 5,000 Est. Cost $26.89 Unrealized +118.6%

— WYNDHAM DESTINATIONS INC 0.1%

Value $322K Shares 14,859 Est. Cost $73.24 Unrealized —

— WW INTL INC 0.1%

Value $321K Shares 19,000 Est. Cost $37.81 Unrealized —

ESPR ESPERION THERAPEUTICS INC NE 0.1%

Value $320K Shares 10,125 Est. Cost $48.83 Unrealized +8.1%

— BOINGO WIRELESS INC 0.1%

Value $318K Shares 30,000 Est. Cost $21.74 Unrealized —

— ALTAIR ENGR INC 0.1%

Value $318K Shares 12,000 Est. Cost $31.37 Unrealized —

SYF SYNCHRONY FINL 0.1%

Value $317K Shares 19,719 Est. Cost $25.00 Unrealized +0.7%

BIIB BIOGEN INC 0.1%

Value $316K Shares 1,000 Est. Cost $344.30 Unrealized -11.9%

— FIBROGEN INC 0.1%

Value $313K Shares 9,000 Est. Cost $44.04 Unrealized —

— RIGEL PHARMACEUTICALS INC 0.1%

Value $312K Shares 200,000 Est. Cost $2.90 Unrealized —

CWST CASELLA WASTE SYS INC 0.1%

Value $312K Shares 8,000 Est. Cost $19.68 Unrealized +146.4%

— MODEL N INC 0.1%

Value $311K Shares 14,000 Est. Cost $15.75 Unrealized —

OSIS OSI SYSTEMS INC 0.1%

Value $310K Shares 4,500 Est. Cost $75.37 Unrealized +13.4%

PAMT P A M TRANSN SVCS INC 0.1%

Value $308K Shares 10,000 Est. Cost $10.77 Unrealized +4.4%

EME EMCOR GROUP INC 0.1%

Value $307K Shares 5,000 Est. Cost $79.10 Unrealized -4.7%

PACB PACIFIC BIOSCIENCES CALIF IN 0.1%

Value $306K Shares 100,000 Est. Cost $6.74 Unrealized -39.2%

— NUVASIVE INC 0.1%

Value $304K Shares 6,000 Est. Cost $49.56 Unrealized —

THR THERMON GROUP HLDGS INC 0.1%

Value $301K Shares 20,000 Est. Cost $23.43 Unrealized -11.1%

CMCO COLUMBUS MCKINNON CORP N Y 0.1%

Value $300K Shares 12,000 Est. Cost $35.00 Unrealized -10.0%

BTI BRITISH AMERN TOB PLC 0.1%

Value $300K Shares 8,780 Est. Cost $62.42 Unrealized —

Value $295K Shares 9,879 Est. Cost $30.01 Unrealized +37.1%

MUSA MURPHY USA INC 0.1%

Value $295K Shares 3,500 Est. Cost $45.04 Unrealized +123.9%

— SOUTH ST CORP 0.1%

Value $294K Shares 5,000 Est. Cost $57.46 Unrealized —

— BOTTOMLINE TECH DEL INC 0.1%

Value $293K Shares 8,000 Est. Cost $50.13 Unrealized —

INCY INCYTE CORP 0.1%

Value $293K Shares 4,000 Est. Cost $62.06 Unrealized +21.7%

HPE HEWLETT PACKARD ENTERPRISE C 0.1%

Value $291K Shares 30,000 Est. Cost $6.50 Unrealized +66.8%

F FORD MTR CO DEL 0.1%

Value $290K Shares 60,000 Est. Cost $8.37 Unrealized -32.5%

— GLU MOBILE INC 0.1%

Value $289K Shares 46,000 Est. Cost $10.94 Unrealized —

— GREAT WESTN BANCORP INC 0.1%

Value $287K Shares 14,000 Est. Cost $31.57 Unrealized —

SLB SCHLUMBERGER LTD 0.1%

Value $287K Shares 21,286 Est. Cost $57.17 Unrealized -55.8%

— JUNIPER NETWORKS INC 0.1%

Value $287K Shares 15,000 Est. Cost $25.73 Unrealized —

— LOGMEIN INC 0.1%

Value $286K Shares 3,436 Est. Cost $97.50 Unrealized —

XENE XENON PHARMACEUTICALS INC 0.1%

Value $284K Shares 25,000 Est. Cost $9.26 Unrealized +53.8%

— STERLING BANCORP DEL 0.1%

Value $283K Shares 27,125 Est. Cost $23.52 Unrealized —

— CARDIOVASCULAR SYS INC DEL 0.1%

Value $282K Shares 8,000 Est. Cost $28.29 Unrealized —

LFUS LITTELFUSE INC 0.1%

Value $280K Shares 2,100 Est. Cost $181.41 Unrealized -7.8%

GDOT GREEN DOT CORP 0.1%

Value $279K Shares 11,000 Est. Cost $71.60 Unrealized -59.8%

FDP FRESH DEL MONTE PRODUCE INC 0.1%

Value $276K Shares 10,000 Est. Cost $23.37 Unrealized +17.1%

PLUG PLUG POWER INC 0.1%

Value $276K Shares 78,000 Est. Cost $2.25 Unrealized +81.1%

LNN LINDSAY CORP 0.1%

Value $275K Shares 3,000 Est. Cost $72.98 Unrealized +26.6%

ACHC ACADIA HEALTHCARE COMPANY IN 0.1%

Value $275K Shares 15,000 Est. Cost $40.36 Unrealized -29.1%

AUBN AUBURN NATL BANCORP 0.1%

Value $274K Shares 7,000 Est. Cost $33.57 Unrealized +21.4%

FSS FEDERAL SIGNAL CORP 0.1%

Value $273K Shares 10,000 Est. Cost $11.92 Unrealized +149.6%

LIVN LIVANOVA PLC 0.1%

Value $272K Shares 6,000 Est. Cost $93.36 Unrealized -30.6%

EGP EASTGROUP PPTY INC 0.1%

Value $272K Shares 2,600 Est. Cost $125.00 Unrealized —

TGTX TG THERAPEUTICS INC 0.1%

Value $266K Shares 27,000 Est. Cost $6.97 Unrealized +81.2%

— FIRST MIDWEST BANCORP DEL 0.1%

Value $265K Shares 20,000 Est. Cost $23.30 Unrealized —

SFBS SERVISFIRST BANCSHARES INC 0.1%

Value $264K Shares 9,000 Est. Cost $33.76 Unrealized -6.2%

SXT SENSIENT TECHNOLOGIES CORP 0.1%

Value $261K Shares 6,000 Est. Cost $75.74 Unrealized -27.3%

— STAMPS COM INC 0.1%

Value $260K Shares 2,000 Est. Cost $130.00 Unrealized —

TRNO TERRENO RLTY CORP 0.1%

Value $259K Shares 5,000 Est. Cost $51.00 Unrealized —

— VERINT SYS INC 0.1%

Value $258K Shares 6,000 Est. Cost $46.91 Unrealized —

— SUTTER ROCK CAP CORP 0.1%

Value $258K Shares 44,000 Est. Cost $6.25 Unrealized —

PBH PRESTIGE CONSMR HEALTHCARE I 0.1%

Value $257K Shares 7,000 Est. Cost $33.71 Unrealized +15.2%

— BANK PRINCETON NEW JERSEY 0.1%

Value $256K Shares 11,000 Est. Cost $33.05 Unrealized —

MTX MINERALS TECHNOLOGIES INC 0.1%

Value $254K Shares 7,000 Est. Cost $69.34 Unrealized -32.1%

HWC HANCOCK WHITNEY CORPORATION 0.1%

Value $254K Shares 13,000 Est. Cost $47.06 Unrealized -26.7%

HRB BLOCK H & R INC 0.1%

Value $253K Shares 18,000 Est. Cost $19.54 Unrealized -14.7%

— IBERIABANK CORP 0.1%

Value $253K Shares 7,000 Est. Cost $79.90 Unrealized —

— MYOKARDIA INC 0.1%

Value $253K Shares 5,400 Est. Cost $57.62 Unrealized —

HQY HEALTHEQUITY INC 0.1%

Value $253K Shares 5,000 Est. Cost $69.61 Unrealized -4.6%

— VIACOMCBS INC 0.1%

Value $251K Shares 17,887 Est. Cost $41.99 Unrealized —

NI NISOURCE INC 0.1%

Value $250K Shares 10,000 Est. Cost $9.34 Unrealized +142.8%

— APOLLO ENDOSURGERY INC 0.1%

Value $250K Shares 130,000 Est. Cost $5.88 Unrealized —

MATV SCHWEITZER-MAUDUIT INTL INC 0.1%

Value $250K Shares 9,000 Est. Cost $21.65 Unrealized +16.1%

ADC AGREE REALTY CORP 0.1%

Value $248K Shares 4,000 Est. Cost $62.00 Unrealized —

HOPE HOPE BANCORP INC 0.1%

Value $247K Shares 30,000 Est. Cost $16.20 Unrealized -22.9%

VVV VALVOLINE INC 0.1%

Value $247K Shares 18,833 Est. Cost $23.16 Unrealized -17.3%

CCOI COGENT COMMUNICATIONS HLDGS 0.1%

Value $246K Shares 3,000 Est. Cost $54.80 Unrealized 0.0%

— DRIL QUIP INC 0.1%

Value $244K Shares 8,000 Est. Cost $112.10 Unrealized —

REGN REGENERON PHARMACEUTICALS 0.1%

Value $244K Shares 500 Est. Cost $410.21 Unrealized 0.0%

CVLG COVENANT TRANSN GROUP INC 0.1%

Value $243K Shares 28,000 Est. Cost $14.24 Unrealized -57.9%

KIM KIMCO RLTY CORP 0.1%

Value $242K Shares 25,000 Est. Cost $12.11 Unrealized +9.1%

— LIVENT CORP 0.1%

Value $242K Shares 46,000 Est. Cost $13.14 Unrealized —

HOMB HOME BANCSHARES INC 0.1%

Value $240K Shares 20,000 Est. Cost $18.55 Unrealized -6.6%

HSTM HEALTHSTREAM INC 0.1%

Value $240K Shares 10,000 Est. Cost $26.28 Unrealized -4.4%

VRTX VERTEX PHARMACEUTICALS INC 0.1%

Value $238K Shares 1,000 Est. Cost $202.38 Unrealized +13.3%

EMR EMERSON ELEC CO 0.1%

Value $238K Shares 5,000 Est. Cost $47.79 Unrealized +20.9%

PEB PEBBLEBROOK HOTEL TR 0.1%

Value $237K Shares 21,800 Est. Cost $27.80 Unrealized —

ROG ROGERS CORP 0.1%

Value $236K Shares 2,500 Est. Cost $60.59 Unrealized +87.7%

SKY SKYLINE CHAMPION CORPORATION 0.1%

Value $235K Shares 15,000 Est. Cost $23.75 Unrealized +12.4%

XRAY DENTSPLY SIRONA INC 0.1%

Value $233K Shares 6,000 Est. Cost $58.93 Unrealized -13.5%

— CUSHMAN WAKEFIELD PLC 0.1%

Value $232K Shares 19,800 Est. Cost $18.54 Unrealized —

— KAMAN CORP 0.1%

Value $231K Shares 6,000 Est. Cost $40.68 Unrealized —

— NEW RELIC INC 0.1%

Value $231K Shares 5,000 Est. Cost $94.20 Unrealized —

— BIOTELEMETRY INC 0.1%

Value $231K Shares 6,000 Est. Cost $31.08 Unrealized —

THC TENET HEALTHCARE CORP 0.1%

Value $231K Shares 16,000 Est. Cost $31.64 Unrealized -9.3%

RAMP LIVERAMP HLDGS INC 0.1%

Value $230K Shares 7,000 Est. Cost $54.19 Unrealized -30.1%

LOB LIVE OAK BANCSHARES INC 0.1%

Value $224K Shares 18,000 Est. Cost $23.77 Unrealized -33.4%

— SYNACOR INC 0.1%

Value $224K Shares 220,000 Est. Cost $1.94 Unrealized —

— BENEFYTT TECHNOLOGIES INC 0.1%

Value $224K Shares 10,000 Est. Cost $22.40 Unrealized —

— LIONS GATE ENTMNT CORP 0.1%

Value $223K Shares 40,000 Est. Cost $14.26 Unrealized —

PHM PULTE GROUP INC 0.1%

Value $223K Shares 10,000 Est. Cost $17.01 Unrealized +113.6%

BLKB BLACKBAUD INC 0.1%

Value $222K Shares 4,000 Est. Cost $95.38 Unrealized -25.9%

— MYLAN NV 0.1%

Value $220K Shares 14,750 Est. Cost $59.32 Unrealized —

— HEALTHCARE RLTY TR 0.0%

Value $218K Shares 7,800 Est. Cost $33.46 Unrealized —

EXPE EXPEDIA GROUP INC 0.0%

Value $218K Shares 3,875 Est. Cost $67.77 Unrealized +40.1%

VSH VISHAY INTERTECHNOLOGY INC 0.0%

Value $217K Shares 15,087 Est. Cost $14.57 Unrealized +14.8%

SLM SLM CORP 0.0%

Value $216K Shares 30,000 Est. Cost $11.30 Unrealized -14.6%

ARCO ARCOS DORADOS HOLDINGS INC 0.0%

Value $214K Shares 64,000 Est. Cost $6.99 Unrealized -16.9%

PBI PITNEY BOWES INC 0.0%

Value $214K Shares 105,000 Est. Cost $5.72 Unrealized -40.0%

XRX XEROX HOLDINGS CORP 0.0%

Value $208K Shares 11,000 Est. Cost $31.33 Unrealized +1.4%

NTAP NETAPP INC 0.0%

Value $208K Shares 5,000 Est. Cost $31.40 Unrealized +40.4%

UCTT ULTRA CLEAN HLDGS INC 0.0%

Value $207K Shares 15,000 Est. Cost $22.59 Unrealized -6.0%

— HAYNES INTERNATIONAL INC 0.0%

Value $206K Shares 10,000 Est. Cost $41.76 Unrealized —

ELAN ELANCO ANIMAL HEALTH INC 0.0%

Value $206K Shares 9,204 Est. Cost $30.77 Unrealized -11.0%

— IMMUNOMEDICS INC 0.0%

Value $202K Shares 15,000 Est. Cost $21.13 Unrealized —

— STEEL PARTNERS HLDGS L P 0.0%

Value $198K Shares 36,600 Est. Cost $17.54 Unrealized —

— GLATFELTER 0.0%

Value $196K Shares 16,000 Est. Cost $27.22 Unrealized —

— PHYSICIANS RLTY TR 0.0%

Value $195K Shares 14,000 Est. Cost $13.93 Unrealized —

— CENTURYLINK INC 0.0%

Value $194K Shares 20,550 Est. Cost $32.85 Unrealized —

— MSG NETWORK INC 0.0%

Value $194K Shares 19,000 Est. Cost $21.50 Unrealized —

KSS KOHLS CORP 0.0%

Value $190K Shares 13,000 Est. Cost $53.60 Unrealized -30.1%

— TIVITY HEALTH INC 0.0%

Value $189K Shares 30,000 Est. Cost $21.35 Unrealized —

ENVA ENOVA INTL INC 0.0%

Value $188K Shares 13,000 Est. Cost $23.55 Unrealized -15.8%

PKBK PARKE BANCORP INC 0.0%

Value $178K Shares 13,200 Est. Cost $14.55 Unrealized +3.9%

OXY OCCIDENTAL PETE CORP 0.0%

Value $174K Shares 15,000 Est. Cost $62.47 Unrealized -51.9%

MYE MYERS INDS INC 0.0%

Value $172K Shares 16,000 Est. Cost $13.04 Unrealized -7.6%

NVRI HARSCO CORP 0.0%

Value $168K Shares 24,000 Est. Cost $18.04 Unrealized -24.3%

FLEX FLEX LTD 0.0%

Value $168K Shares 20,000 Est. Cost $7.15 Unrealized +20.9%

— PGT INNOVATIONS INC 0.0%

Value $168K Shares 20,000 Est. Cost $19.67 Unrealized —

— EBIX INC 0.0%

Value $167K Shares 11,000 Est. Cost $64.94 Unrealized —

— 22ND CENTY GROUP INC 0.0%

Value $165K Shares 220,000 Est. Cost $2.27 Unrealized —

— SYNCHRONOSS TECHNOLOGIES INC 0.0%

Value $165K Shares 54,000 Est. Cost $6.13 Unrealized —

RRTS ROADRUNNER TRANSN SYS INC 0.0%

Value $163K Shares 64,000 Est. Cost $10.18 Unrealized -27.9%

GME GAMESTOP CORP NEW 0.0%

Value $161K Shares 46,000 Est. Cost $3.02 Unrealized -64.6%

KOP KOPPERS HOLDINGS INC 0.0%

Value $161K Shares 13,000 Est. Cost $30.43 Unrealized -18.2%

— GLOBAL MED REIT INC 0.0%

Value $159K Shares 15,700 Est. Cost $11.40 Unrealized —

— STEEL CONNECT INC 0.0%

Value $158K Shares 210,000 Est. Cost $2.09 Unrealized —

— CADENCE BANCORPORATION 0.0%

Value $157K Shares 24,000 Est. Cost $23.35 Unrealized —

— US XPRESS ENTERPRISES INC 0.0%

Value $157K Shares 47,000 Est. Cost $12.94 Unrealized —

— TRISTATE CAP HLDGS INC 0.0%

Value $155K Shares 16,000 Est. Cost $27.61 Unrealized —

CVU CPI AEROSTRUCTURES INC 0.0%

Value $153K Shares 68,000 Est. Cost $7.83 Unrealized -42.3%

GVA GRANITE CONSTR INC 0.0%

Value $152K Shares 10,000 Est. Cost $48.84 Unrealized -54.0%

— SECUREWORKS CORP 0.0%

Value $150K Shares 13,000 Est. Cost $8.09 Unrealized —

VISN COMMSCOPE HLDG CO INC 0.0%

Value $146K Shares 16,000 Est. Cost $20.30 Unrealized -42.8%

UMH UMH PPTYS INC 0.0%

Value $146K Shares 13,400 Est. Cost $14.10 Unrealized —

WNC WABASH NATL CORP 0.0%

Value $144K Shares 20,000 Est. Cost $12.17 Unrealized -19.1%

KW KENNEDY-WILSON HLDGS INC 0.0%

Value $144K Shares 10,700 Est. Cost $21.30 Unrealized -6.4%

LILAK LIBERTY LATIN AMERICA LTD 0.0%

Value $144K Shares 14,000 Est. Cost $19.20 Unrealized -22.8%

— SPIRIT AIRLS INC 0.0%

Value $142K Shares 11,000 Est. Cost $51.47 Unrealized —

GNL GLOBAL NET LEASE INC 0.0%

Value $139K Shares 10,400 Est. Cost $13.37 Unrealized —

— ZIX CORP 0.0%

Value $138K Shares 32,000 Est. Cost $6.88 Unrealized —

— MONMOUTH REAL ESTATE INVT CO 0.0%

Value $137K Shares 11,400 Est. Cost $14.39 Unrealized —

FTI TECHNIPFMC PLC 0.0%

Value $135K Shares 20,000 Est. Cost $22.64 Unrealized -53.3%

TPC TUTOR PERINI CORP 0.0%

Value $134K Shares 20,000 Est. Cost $17.39 Unrealized -38.5%

— REV GROUP INC 0.0%

Value $133K Shares 32,000 Est. Cost $16.44 Unrealized —

EPRT ESSENTIAL PPTYS RLTY TR INC 0.0%

Value $131K Shares 10,000 Est. Cost $22.90 Unrealized —

— MONEYGRAM INTL INC 0.0%

Value $131K Shares 100,000 Est. Cost $8.43 Unrealized —

— CUTERA INC 0.0%

Value $131K Shares 10,000 Est. Cost $30.33 Unrealized —

— KINDRED BIOSCIENCES INC 0.0%

Value $128K Shares 32,000 Est. Cost $9.37 Unrealized —

SBRA SABRA HEALTH CARE REIT INC 0.0%

Value $128K Shares 11,703 Est. Cost $22.90 Unrealized —

— SAFEGUARD SCIENTIFICS INC 0.0%

Value $127K Shares 22,833 Est. Cost $12.22 Unrealized —

CMRE COSTAMARE INC 0.0%

Value $127K Shares 28,000 Est. Cost $4.28 Unrealized +34.9%

GFF GRIFFON CORP 0.0%

Value $127K Shares 10,000 Est. Cost $15.76 Unrealized -7.2%

— CYNERGISTEK INC 0.0%

Value $121K Shares 86,000 Est. Cost $3.81 Unrealized —

— COVETRUS INC 0.0%

Value $114K Shares 14,000 Est. Cost $24.43 Unrealized —

— DASEKE INC 0.0%

Value $112K Shares 80,000 Est. Cost $10.18 Unrealized —

WVE WAVE LIFE SCIENCES LTD 0.0%

Value $110K Shares 11,700 Est. Cost $24.52 Unrealized -65.3%

MUR MURPHY OIL CORP 0.0%

Value $110K Shares 18,000 Est. Cost $38.91 Unrealized -61.7%

GIII G III APPAREL GROUP LTD 0.0%

Value $108K Shares 14,000 Est. Cost $34.01 Unrealized -33.2%

— EROS INTL PLC 0.0%

Value $107K Shares 65,000 Est. Cost $8.98 Unrealized —

HAL HALLIBURTON CO 0.0%

Value $105K Shares 15,267 Est. Cost $42.79 Unrealized -63.5%

— HAWAIIAN HOLDINGS INC 0.0%

Value $104K Shares 10,000 Est. Cost $26.40 Unrealized —

FLR FLUOR CORP NEW 0.0%

Value $104K Shares 15,000 Est. Cost $69.22 Unrealized -80.0%

— NEXTGEN HEALTHCARE INC 0.0%

Value $104K Shares 10,000 Est. Cost $20.10 Unrealized —

TITN TITAN MACHY INC 0.0%

Value $104K Shares 12,000 Est. Cost $19.36 Unrealized -41.3%

— VENATOR MATLS PLC 0.0%

Value $103K Shares 60,000 Est. Cost $14.23 Unrealized —

MG MISTRAS GROUP INC 0.0%

Value $102K Shares 24,000 Est. Cost $20.57 Unrealized -55.6%

— NATIONAL CINEMEDIA INC 0.0%

Value $101K Shares 31,000 Est. Cost $7.28 Unrealized —

— TRIUMPH GROUP INC NEW 0.0%

Value $101K Shares 15,000 Est. Cost $29.74 Unrealized —

— BED BATH & BEYOND INC 0.0%

Value $101K Shares 24,000 Est. Cost $11.63 Unrealized —

— TRAVELCENTERS OF AMERICA INC 0.0%

Value $98,000 Shares 10,000 Est. Cost $12.30 Unrealized —

RMNI RIMINI STR INC DEL 0.0%

Value $98,000 Shares 24,000 Est. Cost $6.32 Unrealized -29.6%

ARLO ARLO TECHNOLOGIES INC 0.0%

Value $97,000 Shares 40,000 Est. Cost $7.16 Unrealized -51.5%

LMB LIMBACH HLDGS INC 0.0%

Value $94,000 Shares 33,000 Est. Cost $13.72 Unrealized -71.4%

— GOODRICH PETE CORP 0.0%

Value $94,000 Shares 22,000 Est. Cost $12.36 Unrealized —

— NORTHERN OIL & GAS INC NEV 0.0%

Value $93,000 Shares 140,000 Est. Cost $2.80 Unrealized —

TWI TITAN INTL INC ILL 0.0%

Value $93,000 Shares 60,000 Est. Cost $9.82 Unrealized -73.9%

EXTR EXTREME NETWORKS INC 0.0%

Value $93,000 Shares 30,000 Est. Cost $9.37 Unrealized -40.8%

WTTR SELECT ENERGY SVCS INC 0.0%

Value $87,000 Shares 27,000 Est. Cost $14.52 Unrealized —

— BRISTOL-MYERS SQUIBB CO 0.0%

Value $84,000 Shares 22,000 Est. Cost $3.00 Unrealized —

— CLOVIS ONCOLOGY INC 0.0%

Value $83,000 Shares 13,000 Est. Cost $69.14 Unrealized —

— ADTRAN INC 0.0%

Value $77,000 Shares 10,000 Est. Cost $24.40 Unrealized —

— PYXUS INTL INC 0.0%

Value $75,000 Shares 24,000 Est. Cost $21.76 Unrealized —

— SUPERIOR INDS INTL INC 0.0%

Value $74,000 Shares 62,000 Est. Cost $3.46 Unrealized —

— HILL INTL INC 0.0%

Value $73,000 Shares 50,000 Est. Cost $2.81 Unrealized —

— LANNET INC 0.0%

Value $70,000 Shares 10,000 Est. Cost $4.76 Unrealized —

— PIERIS PHARMACEUTICALS INC 0.0%

Value $68,000 Shares 30,000 Est. Cost $3.40 Unrealized —

— TELIGENT INC NEW 0.0%

Value $67,000 Shares 240,000 Est. Cost $3.02 Unrealized —

— MARATHON OIL CORP 0.0%

Value $66,000 Shares 20,000 Est. Cost $35.50 Unrealized —

CARS CARS COM INC 0.0%

Value $66,000 Shares 15,300 Est. Cost $21.38 Unrealized -54.8%

— WIDEOPENWEST INC 0.0%

Value $62,000 Shares 13,000 Est. Cost $7.15 Unrealized —

— SOUTHWESTERN ENERGY CO 0.0%

Value $59,000 Shares 35,000 Est. Cost $6.59 Unrealized —

GT GOODYEAR TIRE & RUBR CO 0.0%

Value $58,000 Shares 10,000 Est. Cost $25.47 Unrealized -57.1%

— COLONY CR REAL ESTATE INC 0.0%

Value $55,000 Shares 14,000 Est. Cost $3.93 Unrealized —

PUMP PROPETRO HLDG CORP 0.0%

Value $53,000 Shares 21,000 Est. Cost $17.21 Unrealized -53.3%

RDI READING INTERNATIONAL INC 0.0%

Value $53,000 Shares 13,500 Est. Cost $14.40 Unrealized -41.0%

PGEN PRECIGEN INC 0.0%

Value $51,000 Shares 15,000 Est. Cost $4.32 Unrealized 0.0%

— WPX ENERGY INC 0.0%

Value $51,000 Shares 16,666 Est. Cost $18.00 Unrealized —

EVC ENTRAVISION COMMUNICATIONS C 0.0%

Value $45,000 Shares 22,000 Est. Cost $2.80 Unrealized -45.9%

ACTG ACACIA RESH CORP 0.0%

Value $44,000 Shares 20,000 Est. Cost $3.79 Unrealized -35.6%

INN SUMMIT HOTEL PPTYS INC 0.0%

Value $43,000 Shares 10,100 Est. Cost $11.58 Unrealized —

— SEQUENTIAL BRNDS GROUP INC N 0.0%

Value $43,000 Shares 210,000 Est. Cost $0.92 Unrealized —

— AMC ENTMT HLDGS INC 0.0%

Value $41,000 Shares 13,000 Est. Cost $12.43 Unrealized —

— MALLINCKRODT PUB LTD CO 0.0%

Value $40,000 Shares 20,000 Est. Cost $9.20 Unrealized —

— PRGX GLOBAL INC 0.0%

Value $39,000 Shares 14,000 Est. Cost $9.72 Unrealized —

VERI VERITONE INC 0.0%

Value $37,000 Shares 16,000 Est. Cost $6.63 Unrealized -62.6%

BHR BRAEMAR HOTELS & RESORTS INC 0.0%

Value $36,000 Shares 21,300 Est. Cost $9.39 Unrealized —

MTDR MATADOR RES CO 0.0%

Value $30,000 Shares 12,000 Est. Cost $30.16 Unrealized -63.6%

— AKORN INC 0.0%

Value $28,000 Shares 50,000 Est. Cost $8.49 Unrealized —

— BEASLEY BROADCAST GROUP INC 0.0%

Value $28,000 Shares 15,000 Est. Cost $6.93 Unrealized —

— DIAMOND OFFSHORE DRILLING IN 0.0%

Value $27,000 Shares 15,000 Est. Cost $20.83 Unrealized —

— ASHFORD HOSPITALITY TR INC 0.0%

Value $27,000 Shares 37,000 Est. Cost $0.73 Unrealized —

— ENTERCOM COMMUNICATIONS CORP 0.0%

Value $27,000 Shares 16,000 Est. Cost $9.03 Unrealized —

— TUPPERWARE BRANDS CORP 0.0%

Value $26,000 Shares 16,000 Est. Cost $24.75 Unrealized —

— NABORS INDUSTRIES LTD 0.0%

Value $24,000 Shares 60,000 Est. Cost $6.53 Unrealized —

TUSK MAMMOTH ENERGY SVCS INC 0.0%

Value $18,000 Shares 24,000 Est. Cost $23.46 Unrealized -94.4%

— DENBURY RES INC 0.0%

Value $18,000 Shares 100,000 Est. Cost $2.73 Unrealized —

— LAREDO PETROLEUM INC 0.0%

Value $15,000 Shares 40,000 Est. Cost $9.62 Unrealized —

— OASIS PETROLEUM INC 0.0%

Value $14,000 Shares 40,000 Est. Cost $18.44 Unrealized —

— GULFPORT ENERGY CORP 0.0%

Value $14,000 Shares 32,000 Est. Cost $12.56 Unrealized —

— CHICOS FAS INC 0.0%

Value $13,000 Shares 10,000 Est. Cost $16.00 Unrealized —

— CALLON PETE CO DEL 0.0%

Value $11,000 Shares 20,000 Est. Cost $11.51 Unrealized —

Ticker	Issuer	Shares	Value	%	Est. Cost	Unrealized	Class	CUSIP
MSFT	MICROSOFT CORP	153,000	$24.13M	5.5%	$31.26	+400.1%	COM	594918104
AAPL	APPLE INC	89,200	$22.68M	5.2%	$18.36	+287.1%	COM	037833100
AMZN	AMAZON COM INC	8,000	$15.6M	3.6%	$18.56	+421.6%	COM	023135106
PG	PROCTER & GAMBLE CO	70,000	$7.7M	1.8%	$56.51	+83.7%	COM	742718109
JPM	JPMORGAN CHASE & CO	84,000	$7.563M	1.7%	$42.08	+146.2%	COM	46625H100
GOOG	ALPHABET INC	6,385	$7.425M	1.7%	$48.29	+39.5%	CAP STK CL C	02079K107
JNJ	JOHNSON & JOHNSON	55,000	$7.212M	1.6%	$72.76	+65.1%	COM	478160104
META	FACEBOOK INC	40,000	$6.672M	1.5%	$173.69	+11.9%	CL A	30303M102
MRK	MERCK & CO. INC	80,252	$6.175M	1.4%	$35.76	+82.0%	COM	58933Y105
AMT	AMERICAN TOWER CORP NEW	27,700	$6.032M	1.4%	$61.59	+220.2%	COM	03027X100
INTC	INTEL CORP	104,000	$5.628M	1.3%	$18.67	+180.3%	COM	458140100
UNP	UNION PAC CORP	34,000	$4.795M	1.1%	$71.52	+102.7%	COM	907818108
WMT	WALMART INC	40,000	$4.545M	1.0%	$19.90	+77.7%	COM	931142103
CMCSA	COMCAST CORP NEW	127,000	$4.366M	1.0%	$26.08	+38.2%	CL A	20030N101
AXP	AMERICAN EXPRESS CO	50,000	$4.281M	1.0%	$75.50	+42.5%	COM	025816109
DIS	DISNEY WALT CO	42,000	$4.057M	0.9%	$69.69	+77.3%	COM DISNEY	254687106
LLY	LILLY ELI & CO	28,560	$3.962M	0.9%	$53.91	+137.7%	COM	532457108
ORCL	ORACLE CORP	80,000	$3.866M	0.9%	$31.98	+48.5%	COM	68389X105
CSCO	CISCO SYS INC	97,000	$3.813M	0.9%	$15.30	+139.7%	COM	17275R102
—	SPRINT CORPORATION	415,000	$3.577M	0.8%	$5.78	—	COM	85207U105
VZ	VERIZON COMMUNICATIONS INC	65,000	$3.492M	0.8%	$25.87	+58.5%	COM	92343V104
COST	COSTCO WHSL CORP NEW	12,000	$3.422M	0.8%	$91.29	+204.3%	COM	22160K105
GOOGL	ALPHABET INC	2,880	$3.346M	0.8%	$41.52	+62.0%	CAP STK CL A	02079K305
PM	PHILIP MORRIS INTL INC	45,000	$3.283M	0.8%	$44.74	+35.8%	COM	718172109
MCD	MCDONALDS CORP	19,093	$3.157M	0.7%	$70.27	+144.5%	COM	580135101
KO	COCA COLA CO	65,000	$2.876M	0.7%	$26.56	+69.4%	COM	191216100
T	AT&T INC	97,689	$2.848M	0.7%	$12.84	+41.5%	COM	00206R102
ITW	ILLINOIS TOOL WKS INC	20,000	$2.842M	0.6%	$61.28	+140.8%	COM	452308109
—	CITRIX SYS INC	20,000	$2.831M	0.6%	$57.45	—	COM	177376100
—	ACTIVISION BLIZZARD INC	47,000	$2.796M	0.6%	$20.44	—	COM	00507V109
PEP	PEPSICO INC	23,251	$2.792M	0.6%	$56.86	+98.3%	COM	713448108
—	LAM RESEARCH CORP	11,625	$2.79M	0.6%	$54.99	—	COM	512807108
HON	HONEYWELL INTL INC	20,000	$2.676M	0.6%	$64.71	+111.1%	COM	438516106
CL	COLGATE PALMOLIVE CO	40,000	$2.654M	0.6%	$47.90	+28.5%	COM	194162103
XOM	EXXON MOBIL CORP	69,000	$2.62M	0.6%	$58.08	-27.5%	COM	30231G102
CVS	CVS HEALTH CORP	43,766	$2.597M	0.6%	$53.83	+2.7%	COM	126650100
—	LINDE PLC	15,000	$2.595M	0.6%	$156.07	—	SHS	G5494J103
CVX	CHEVRON CORP NEW	35,000	$2.536M	0.6%	$70.36	+8.0%	COM	166764100
WFC	WELLS FARGO CO NEW	87,000	$2.497M	0.6%	$33.41	+9.6%	COM	949746101
—	UNITED TECHNOLOGIES CORP	26,002	$2.453M	0.6%	$115.73	—	COM	913017109
BMY	BRISTOL-MYERS SQUIBB CO	43,884	$2.446M	0.6%	$40.57	+19.7%	COM	110122108
NEE	NEXTERA ENERGY INC	10,000	$2.406M	0.6%	$16.57	+227.8%	COM	65339F101
PYPL	PAYPAL HLDGS INC	25,000	$2.394M	0.5%	$35.85	+207.2%	COM	70450Y103
ALL	ALLSTATE CORP	25,810	$2.368M	0.5%	$41.54	+126.9%	COM	020002101
MRSH	MARSH & MCLENNAN COS INC	27,000	$2.334M	0.5%	$38.81	+150.9%	COM	571748102
MDLZ	MONDELEZ INTL INC	45,987	$2.303M	0.5%	$26.35	+77.2%	CL A	609207105
TROW	PRICE T ROWE GROUP INC	23,000	$2.246M	0.5%	$52.57	+81.7%	COM	74144T108
ABT	ABBOTT LABS	28,354	$2.237M	0.5%	$49.15	+53.3%	COM	002824100
TRV	TRAVELERS COMPANIES INC	22,443	$2.23M	0.5%	$64.62	+69.7%	COM	89417E109
IBM	INTERNATIONAL BUSINESS MACHS	20,000	$2.219M	0.5%	$109.22	-10.0%	COM	459200101
KLAC	KLA CORPORATION	15,000	$2.156M	0.5%	$41.11	+265.4%	COM NEW	482480100
AMAT	APPLIED MATLS INC	47,000	$2.154M	0.5%	$15.75	+245.0%	COM	038222105
LOW	LOWES COS INC	25,000	$2.151M	0.5%	$39.01	+151.9%	COM	548661107
NSC	NORFOLK SOUTHERN CORP	14,500	$2.117M	0.5%	$71.41	+129.1%	COM	655844108
GS	GOLDMAN SACHS GROUP INC	13,550	$2.095M	0.5%	$133.70	+37.9%	COM	38141G104
SJM	SMUCKER J M CO	18,405	$2.043M	0.5%	$68.74	+28.4%	COM NEW	832696405
USB	US BANCORP DEL	59,000	$2.033M	0.5%	$27.34	+36.2%	COM NEW	902973304
QCOM	QUALCOMM INC	30,000	$2.03M	0.5%	$54.02	+33.2%	COM	747525103
BK	BANK NEW YORK MELLON CORP	60,038	$2.022M	0.5%	$24.75	+42.9%	COM	064058100
BAC	BK OF AMERICA CORP	95,082	$2.019M	0.5%	$13.25	+95.5%	COM	060505104
MDT	MEDTRONIC PLC	21,000	$1.894M	0.4%	$58.87	+53.2%	SHS	G5960L103
NOC	NORTHROP GRUMMAN CORP	6,100	$1.846M	0.4%	$97.12	+224.9%	COM	666807102
ZTS	ZOETIS INC	15,578	$1.833M	0.4%	$27.83	+350.3%	CL A	98978V103
MSI	MOTOROLA SOLUTIONS INC	13,571	$1.804M	0.4%	$53.66	+189.4%	COM NEW	620076307
EFX	EQUIFAX INC	15,000	$1.792M	0.4%	$62.16	+123.7%	COM	294429105
TMO	THERMO FISHER SCIENTIFIC INC	6,000	$1.702M	0.4%	$136.13	+128.1%	COM	883556102
PFE	PFIZER INC	51,956	$1.696M	0.4%	$18.20	+41.9%	COM	717081103
MCHP	MICROCHIP TECHNOLOGY INC	25,000	$1.695M	0.4%	$17.75	+136.6%	COM	595017104
SEIC	SEI INVESTMENTS CO	35,400	$1.64M	0.4%	$29.39	+87.0%	COM	784117103
SWK	STANLEY BLACK & DECKER INC	16,375	$1.638M	0.4%	$59.39	+100.5%	COM	854502101
HUM	HUMANA INC	5,000	$1.57M	0.4%	$170.02	+88.2%	COM	444859102
CMG	CHIPOTLE MEXICAN GRILL INC	2,356	$1.542M	0.4%	$11.02	+43.4%	COM	169656105
ROK	ROCKWELL AUTOMATION INC	10,000	$1.509M	0.3%	$93.82	+78.3%	COM	773903109
HD	HOME DEPOT INC	8,000	$1.494M	0.3%	$60.23	+215.6%	COM	437076102
YUM	YUM BRANDS INC	21,000	$1.439M	0.3%	$42.07	+98.7%	COM	988498101
ABBV	ABBVIE INC	18,634	$1.42M	0.3%	$69.17	-2.9%	COM	00287Y109
TDOC	TELADOC HEALTH INC	9,000	$1.395M	0.3%	$49.43	+135.3%	COM	87918A105
SNPS	SYNOPSYS INC	10,742	$1.383M	0.3%	$40.13	+254.4%	COM	871607107
DE	DEERE & CO	10,000	$1.382M	0.3%	$70.10	+107.9%	COM	244199105
SYY	SYSCO CORP	30,000	$1.369M	0.3%	$26.11	+125.3%	COM	871829107
GD	GENERAL DYNAMICS CORP	10,000	$1.323M	0.3%	$80.10	+81.0%	COM	369550108
PRU	PRUDENTIAL FINL INC	25,000	$1.304M	0.3%	$52.24	+12.9%	COM	744320102
BDX	BECTON DICKINSON & CO	5,582	$1.283M	0.3%	$94.25	+138.7%	COM	075887109
MU	MICRON TECHNOLOGY INC	30,000	$1.262M	0.3%	$23.18	+118.9%	COM	595112103
AVB	AVALONBAY CMNTYS INC	8,407	$1.237M	0.3%	$84.84	+92.6%	COM	053484101
—	RAYTHEON CO	9,300	$1.22M	0.3%	$98.80	—	COM NEW	755111507
PSX	PHILLIPS 66	22,500	$1.207M	0.3%	$49.82	+28.0%	COM	718546104
CDNS	CADENCE DESIGN SYSTEM INC	18,250	$1.205M	0.3%	$14.83	+367.7%	COM	127387108
JBHT	HUNT J B TRANS SVCS INC	13,000	$1.199M	0.3%	$65.88	+49.6%	COM	445658107
DUK	DUKE ENERGY CORP NEW	14,733	$1.192M	0.3%	$42.66	+70.4%	COM NEW	26441C204
AEP	AMERICAN ELEC PWR CO INC	14,760	$1.181M	0.3%	$31.83	+140.5%	COM	025537101
BSX	BOSTON SCIENTIFIC CORP	36,000	$1.175M	0.3%	$13.13	+197.6%	COM	101137107
BALL	BALL CORP	18,000	$1.164M	0.3%	$29.74	+119.6%	COM	058498106
RSG	REPUBLIC SVCS INC	15,000	$1.126M	0.3%	$26.51	+213.4%	COM	760759100
CWCO	CONSOLIDATED WATER CO INC	67,000	$1.099M	0.3%	$9.67	+51.6%	ORD	G23773107
MO	ALTRIA GROUP INC	28,000	$1.083M	0.2%	$17.12	+61.0%	COM	02209S103
—	GENERAL ELECTRIC CO	136,228	$1.082M	0.2%	$17.32	—	COM	369604103
—	ALEXION PHARMACEUTICALS INC	12,000	$1.077M	0.2%	$118.60	—	COM	015351109
GILD	GILEAD SCIENCES INC	14,000	$1.047M	0.2%	$54.49	+0.8%	COM	375558103
CPK	CHESAPEAKE UTILS CORP	12,000	$1.029M	0.2%	$67.88	+22.1%	COM	165303108
AFL	AFLAC INC	30,000	$1.027M	0.2%	$30.39	+30.6%	COM	001055102
AVY	AVERY DENNISON CORP	10,000	$1.019M	0.2%	$39.54	+180.2%	COM	053611109
CB	CHUBB LIMITED	9,028	$1.008M	0.2%	$96.06	+35.7%	COM	H1467J104
APD	AIR PRODS & CHEMS INC	5,000	$998K	0.2%	$79.28	+148.5%	COM	009158106
XEL	XCEL ENERGY INC	16,243	$979K	0.2%	$19.89	+172.8%	COM	98389B100
KEYS	KEYSIGHT TECHNOLOGIES INC	11,542	$966K	0.2%	$32.07	+196.1%	COM	49338L103
SYNA	SYNAPTICS INC	16,000	$926K	0.2%	$39.61	+71.2%	COM	87157D109
EQR	EQUITY RESIDENTIAL	15,000	$926K	0.2%	$31.71	+93.5%	SH BEN INT	29476L107
COP	CONOCOPHILLIPS	30,000	$924K	0.2%	$45.41	-9.8%	COM	20825C104
SO	SOUTHERN CO	17,000	$920K	0.2%	$25.27	+99.7%	COM	842587107
—	ACCELERON PHARMA INC	10,000	$899K	0.2%	$34.06	—	COM	00434H108
FRPT	FRESHPET INC	14,000	$894K	0.2%	$18.48	+247.4%	COM	358039105
—	ALLERGAN PLC	5,000	$886K	0.2%	$146.40	—	SHS	G0177J108
TBPH	THERAVANCE BIOPHARMA INC	38,142	$881K	0.2%	$20.78	+20.4%	COM	G8807B106
—	DISCOVER FINL SVCS	24,350	$869K	0.2%	$58.18	—	COM	254709108
LITE	LUMENTUM HLDGS INC	11,475	$846K	0.2%	$53.32	+47.6%	COM	55024U109
SCHW	SCHWAB CHARLES CORP	25,000	$841K	0.2%	$22.70	+70.4%	COM	808513105
KLIC	KULICKE & SOFFA INDS INC	40,000	$834K	0.2%	$18.75	+18.4%	COM	501242101
DD	DUPONT DE NEMOURS INC	24,071	$821K	0.2%	$27.24	-33.4%	COM	26614N102
NVDA	NVIDIA CORP	3,000	$791K	0.2%	$4.91	+28.0%	COM	67066G104
—	LEGG MASON INC	16,000	$782K	0.2%	$44.32	—	COM	524901105
AMD	ADVANCED MICRO DEVICES INC	17,000	$773K	0.2%	$3.82	+1162.2%	COM	007903107
PNC	PNC FINL SVCS GROUP INC	8,000	$766K	0.2%	$56.79	+90.7%	COM	693475105
EBAY	EBAY INC	25,000	$752K	0.2%	$20.67	+52.5%	COM	278642103
CAG	CONAGRA BRANDS INC	25,000	$734K	0.2%	$16.04	+46.8%	COM	205887102
WU	WESTERN UN CO	40,000	$725K	0.2%	$16.35	—	COM	959802109
ACAD	ACADIA PHARMACEUTICALS INC	17,000	$718K	0.2%	$17.83	+131.1%	COM	004225108
COR	AMERISOURCEBERGEN CORP	7,996	$708K	0.2%	$54.42	+37.2%	COM	03073E105
DOW	DOW INC	24,071	$704K	0.2%	$36.37	-15.9%	COM	260557103
HAIN	HAIN CELESTIAL GROUP INC	27,000	$701K	0.2%	$37.30	-33.1%	COM	405217100
—	IAC INTERACTIVECORP	3,875	$695K	0.2%	$56.26	—	COM	44919P508
MCK	MCKESSON CORP	5,000	$676K	0.2%	$160.13	-12.1%	COM	58155Q103
PLD	PROLOGIS INC.	8,164	$656K	0.1%	$43.00	+72.3%	COM	74340W103
JOE	ST JOE CO	39,000	$654K	0.1%	$16.91	+17.3%	COM	790148100
PH	PARKER HANNIFIN CORP	5,000	$649K	0.1%	$98.49	+69.2%	COM	701094104
DHR	DANAHER CORPORATION	4,640	$642K	0.1%	$99.39	+32.1%	COM	235851102
KR	KROGER CO	21,000	$633K	0.1%	$23.04	+12.5%	COM	501044101
—	SAFEHOLD INC	10,000	$632K	0.1%	$30.50	—	COM	78645L100
HL	HECLA MNG CO	345,000	$628K	0.1%	$2.64	+1.9%	COM	422704106
CHDN	CHURCHILL DOWNS INC	6,000	$618K	0.1%	$43.59	+45.0%	COM	171484108
AMGN	AMGEN INC	3,000	$608K	0.1%	$154.67	+17.8%	COM	031162100
HII	HUNTINGTON INGALLS INDS INC	3,333	$607K	0.1%	$78.33	+160.1%	COM	446413106
CVCO	CAVCO INDS INC DEL	4,000	$580K	0.1%	$91.09	+115.8%	COM	149568107
CHGG	CHEGG INC	16,000	$572K	0.1%	$24.27	+61.0%	COM	163092109
—	LIMELIGHT NETWORKS INC	100,000	$570K	0.1%	$3.68	—	COM	53261M104
IONS	IONIS PHARMACEUTICALS INC	12,000	$567K	0.1%	$53.96	+3.3%	COM	462222100
EW	EDWARDS LIFESCIENCES CORP	3,000	$566K	0.1%	$57.07	+26.4%	COM	28176E108
CTVA	CORTEVA INC	24,071	$566K	0.1%	$25.02	+2.2%	COM	22052L104
SWKS	SKYWORKS SOLUTIONS INC	6,318	$565K	0.1%	$26.27	+252.6%	COM	83088M102
WH	WYNDHAM HOTELS & RESORTS INC	17,859	$563K	0.1%	$60.97	-16.6%	COM	98311A105
EHTH	EHEALTH INC	4,000	$563K	0.1%	$21.16	+441.7%	COM	28238P109
GEN	NORTONLIFELOCK INC	30,000	$561K	0.1%	$12.38	+26.3%	COM	668771108
PPG	PPG INDS INC	6,700	$560K	0.1%	$85.80	+15.4%	COM	693506107
TGT	TARGET CORP	6,000	$558K	0.1%	$41.65	+128.1%	COM	87612E106
SAM	BOSTON BEER INC	1,500	$551K	0.1%	$316.66	+17.1%	CL A	100557107
ILMN	ILLUMINA INC	2,000	$546K	0.1%	$291.63	-4.1%	COM	452327109
—	CUBIC CORP	13,000	$537K	0.1%	$54.08	—	COM	229669106
FIVN	FIVE9 INC	7,000	$535K	0.1%	$50.82	+40.3%	COM	338307101
OTTR	OTTER TAIL CORP	12,000	$534K	0.1%	$20.25	+108.7%	COM	689648103
LUV	SOUTHWEST AIRLS CO	15,000	$534K	0.1%	$19.19	+139.7%	COM	844741108
—	COHERENT INC	5,000	$532K	0.1%	$140.12	—	COM	192479103
POWI	POWER INTEGRATIONS INC	6,000	$530K	0.1%	$34.16	+33.0%	COM	739276103
ADM	ARCHER DANIELS MIDLAND CO	15,000	$528K	0.1%	$29.33	+17.8%	COM	039483102
—	SOUTH JERSEY INDS INC	21,000	$525K	0.1%	$34.00	—	COM	838518108
—	TABULA RASA HEALTHCARE INC	10,000	$523K	0.1%	$49.90	—	COM	873379101
HPQ	HP INC	30,000	$521K	0.1%	$9.12	+80.8%	COM	40434L105
KMI	KINDER MORGAN INC DEL	37,265	$519K	0.1%	$16.10	-17.0%	COM	49456B101
HMN	HORACE MANN EDUCATORS CORP N	14,000	$512K	0.1%	$33.29	+24.0%	COM	440327104
—	BIOHAVEN PHARMACTL HLDG CO L	15,000	$510K	0.1%	$42.57	—	COM	G11196105
—	FORWARD AIR CORP	10,000	$507K	0.1%	$46.71	—	COM	349853101
—	KEMET CORP	21,000	$507K	0.1%	$18.80	—	COM NEW	488360207
ATEX	ANTERIX INC	11,000	$502K	0.1%	$42.15	+7.3%	COM	03676C100
A	AGILENT TECHNOLOGIES INC	7,000	$501K	0.1%	$72.29	+6.7%	COM	00846U101
HALO	HALOZYME THERAPEUTICS INC	27,800	$500K	0.1%	$16.67	+13.9%	COM	40637H109
—	REXNORD CORP	22,000	$499K	0.1%	$26.17	—	COM	76169B102
LMNR	LIMONEIRA CO	38,000	$498K	0.1%	$18.68	-14.0%	COM	532746104
WMB	WILLIAMS COS INC	35,000	$495K	0.1%	$20.92	-33.1%	COM	969457100
ASTE	ASTEC INDS INC	14,000	$490K	0.1%	$47.43	-22.9%	COM	046224101
AZTA	BROOKS AUTOMATION INC NEW	16,000	$488K	0.1%	$26.27	+36.9%	COM	114340102
BAX	BAXTER INTL INC	6,000	$487K	0.1%	$64.06	+19.8%	COM	071813109
TRN	TRINITY INDS INC	30,000	$482K	0.1%	$18.24	-12.8%	COM	896522109
POR	PORTLAND GEN ELEC CO	10,000	$479K	0.1%	$33.15	+32.3%	COM NEW	736508847
LW	LAMB WESTON HLDGS INC	8,333	$476K	0.1%	$29.75	+151.4%	COM	513272104
NTCT	NETSCOUT SYS INC	19,977	$473K	0.1%	$37.86	-33.0%	COM	64115T104
MPC	MARATHON PETE CORP	20,000	$472K	0.1%	$33.67	+13.9%	COM	56585A102
TRUP	TRUPANION INC	18,000	$469K	0.1%	$24.21	+29.2%	COM	898202106
—	QTS RLTY TR INC	8,000	$464K	0.1%	$51.38	—	COM CL A	74736A103
LSCC	LATTICE SEMICONDUCTOR CORP	26,000	$463K	0.1%	$6.91	—	COM	518415104
KN	KNOWLES CORP	34,500	$461K	0.1%	$16.78	+3.5%	COM	49926D109
ELV	ANTHEM INC	2,000	$454K	0.1%	$263.72	-4.7%	COM	036752103
PEG	PUBLIC SVC ENTERPRISE GRP IN	10,000	$449K	0.1%	$22.69	+94.6%	COM	744573106
VICR	VICOR CORP	10,000	$445K	0.1%	$36.53	+29.8%	COM	925815102
CLF	CLEVELAND CLIFFS INC	112,000	$443K	0.1%	$7.33	-15.6%	COM	185899101
PRI	PRIMERICA INC	5,000	$442K	0.1%	$78.09	+46.4%	COM	74164M108
COF	CAPITAL ONE FINL CORP	8,733	$440K	0.1%	$59.33	+33.9%	COM	14040H105
IDA	IDACORP INC	5,000	$439K	0.1%	$96.32	+6.9%	COM	451107106
ERII	ENERGY RECOVERY INC	59,000	$439K	0.1%	$8.97	+5.7%	COM	29270J100
SNX	SYNNEX CORP	5,947	$435K	0.1%	$41.60	+38.0%	COM	87162W100
—	CLOUDERA INC	55,000	$433K	0.1%	$11.35	—	COM	18914U100
—	AEGION CORP	24,000	$430K	0.1%	$24.90	—	COM	00770F104
STAG	STAG INDL INC	18,900	$426K	0.1%	$25.79	—	COM	85254J102
MTZ	MASTEC INC	13,000	$425K	0.1%	$44.32	+14.8%	COM	576323109
SAIC	SCIENCE APPLICATNS INTL CP N	5,700	$425K	0.1%	$84.19	-0.9%	COM	808625107
AZO	AUTOZONE INC	500	$423K	0.1%	$518.77	+100.3%	COM	053332102
WTS	WATTS WATER TECHNOLOGIES INC	5,000	$423K	0.1%	$67.33	+42.2%	CL A	942749102
DOV	DOVER CORP	5,000	$420K	0.1%	$50.30	+94.4%	COM	260003108
UNM	UNUM GROUP	28,000	$420K	0.1%	$34.13	-29.5%	COM	91529Y106
FR	FIRST INDL RLTY TR INC	12,500	$415K	0.1%	$39.60	—	COM	32054K103
TT	TRANE TECHNOLOGIES PLC	5,000	$413K	0.1%	$93.73	0.0%	SHS	G8994E103
MET	METLIFE INC	13,216	$404K	0.1%	$31.07	+17.3%	COM	59156R108
MWA	MUELLER WTR PRODS INC	50,000	$401K	0.1%	$10.01	-0.4%	COM SER A	624758108
TREX	TREX CO INC	5,000	$401K	0.1%	$33.89	+38.3%	COM	89531P105
SPB	SPECTRUM BRANDS HLDGS INC NE	11,000	$400K	0.1%	$59.43	-9.0%	COM	84790A105
MTSI	MACOM TECH SOLUTIONS HLDGS I	21,000	$398K	0.1%	$29.87	-14.9%	COM	55405Y100
ACA	ARCOSA INC	10,000	$397K	0.1%	$26.73	+55.1%	COM	039653100
—	PETIQ INC	17,000	$395K	0.1%	$26.39	—	COM CL A	71639T106
CRUS	CIRRUS LOGIC INC	6,000	$394K	0.1%	$43.45	+70.1%	COM	172755100
—	MEET GROUP INC	67,000	$393K	0.1%	$4.48	—	COM	58513U101
ASUR	ASURE SOFTWARE INC	66,000	$393K	0.1%	$15.29	-49.2%	COM	04649U102
—	SPX CORP	12,000	$392K	0.1%	$33.00	—	COM	784635104
ABM	ABM INDS INC	16,000	$390K	0.1%	$34.26	-10.8%	COM	000957100
HE	HAWAIIAN ELEC INDUSTRIES	9,000	$387K	0.1%	$35.83	+29.0%	COM	419870100
—	HESKA CORP	7,000	$387K	0.1%	$81.54	—	COM RESTRC NEW	42805E306
PAHC	PHIBRO ANIMAL HEALTH CORP	16,000	$387K	0.1%	$44.87	-45.5%	CL A COM	71742Q106
—	PEOPLES UTAH BANCORP	20,000	$387K	0.1%	$30.32	—	COM	712706209
SATS	ECHOSTAR CORP	12,000	$384K	0.1%	$43.36	-13.7%	CL A	278768106
—	KANSAS CITY SOUTHERN	3,000	$382K	0.1%	$102.00	—	COM NEW	485170302
AX	AXOS FINL INC	21,000	$381K	0.1%	$37.66	-33.3%	COM	05465C100
—	TRUSTCO BK CORP N Y	70,000	$379K	0.1%	$7.04	—	COM	898349105
KHC	KRAFT HEINZ CO	15,329	$379K	0.1%	$47.82	-56.7%	COM	500754106
GNW	GENWORTH FINL INC	114,000	$378K	0.1%	$4.06	+2.2%	COM CL A	37247D106
NWPX	NORTHWEST PIPE CO	17,000	$378K	0.1%	$19.53	+56.2%	COM	667746101
NTRS	NORTHERN TR CORP	5,000	$377K	0.1%	$45.55	+67.4%	COM	665859104
—	AMERICAN EQTY INVT LIFE HLD	20,000	$376K	0.1%	$23.79	—	COM	025676206
EXC	EXELON CORP	10,200	$375K	0.1%	$13.80	+84.6%	COM	30161N101
EMN	EASTMAN CHEM CO	8,000	$373K	0.1%	$56.96	-8.9%	COM	277432100
—	INFINERA CORP	70,000	$371K	0.1%	$4.03	—	COM	45667G103
BXP	BOSTON PROPERTIES INC	4,000	$369K	0.1%	$66.97	+42.7%	COM	101121101
FULT	FULTON FINL CORP PA	32,000	$368K	0.1%	$12.86	-7.7%	COM	360271100
PATK	PATRICK INDS INC	13,000	$366K	0.1%	$28.31	+0.3%	COM	703343103
BWXT	BWX TECHNOLOGIES INC	7,500	$365K	0.1%	$22.66	+143.5%	COM	05605H100
LGND	LIGAND PHARMACEUTICALS INC	5,000	$364K	0.1%	$76.30	-25.7%	COM NEW	53220K504
VLY	VALLEY NATL BANCORP	49,600	$363K	0.1%	$11.63	-15.9%	COM	919794107
WGO	WINNEBAGO INDS INC	13,000	$362K	0.1%	$35.92	+34.4%	COM	974637100
—	SUMMIT MATLS INC	24,000	$360K	0.1%	$28.35	—	CL A	86614U100
HIG	HARTFORD FINL SVCS GROUP INC	10,000	$352K	0.1%	$27.12	+68.5%	COM	416515104
GAP	GAP INC	50,000	$352K	0.1%	$27.08	-54.9%	COM	364760108
—	AMARIN CORP PLC	88,000	$352K	0.1%	$15.22	—	SPONS ADR NEW	023111206
SWX	SOUTHWEST GAS HOLDINGS INC	5,000	$348K	0.1%	$71.05	+1.2%	COM	844895102
—	MIRATI THERAPEUTICS INC	4,500	$346K	0.1%	$128.89	—	COM	60468T105
ASH	ASHLAND GLOBAL HLDGS INC	6,860	$343K	0.1%	$49.37	+25.6%	COM	044186104
UIS	UNISYS CORP	27,500	$340K	0.1%	$10.31	+24.0%	COM NEW	909214306
GBCI	GLACIER BANCORP INC NEW	10,000	$340K	0.1%	$29.12	+13.5%	COM	37637Q105
ACIW	ACI WORLDWIDE INC	14,000	$338K	0.1%	$24.01	+32.9%	COM	004498101
C	CITIGROUP INC	8,000	$337K	0.1%	$37.07	+46.2%	COM NEW	172967424
CAH	CARDINAL HEALTH INC	7,000	$336K	0.1%	$50.49	-12.3%	COM	14149Y108
LCII	LCI INDS	5,000	$334K	0.1%	$74.09	+7.4%	COM	50189K103
OGS	ONE GAS INC	4,000	$334K	0.1%	$84.03	+5.3%	COM	68235P108
—	HESS CORP	10,000	$333K	0.1%	$82.90	—	COM	42809H107
FFBC	FIRST FINL BANCORP OH	22,000	$328K	0.1%	$11.01	+51.5%	COM	320209109
—	FORTRESS TRANS INFRST INVS L	40,000	$328K	0.1%	$17.12	—	COM REP LTD LIAB	34960P101
WKC	WORLD FUEL SVCS CORP	13,000	$327K	0.1%	$23.16	+47.3%	COM	981475106
CVLT	COMMVAULT SYSTEMS INC	8,000	$324K	0.1%	$53.17	-18.8%	COM	204166102
KMX	CARMAX INC	6,000	$323K	0.1%	$46.71	+81.1%	COM	143130102
INDB	INDEPENDENT BANK CORP MASS	5,000	$322K	0.1%	$26.89	+118.6%	COM	453836108
—	WYNDHAM DESTINATIONS INC	14,859	$322K	0.1%	$73.24	—	COM	98310W108
—	WW INTL INC	19,000	$321K	0.1%	$37.81	—	COM	98262P101
ESPR	ESPERION THERAPEUTICS INC NE	10,125	$320K	0.1%	$48.83	+8.1%	COM	29664W105
—	BOINGO WIRELESS INC	30,000	$318K	0.1%	$21.74	—	COM	09739C102
—	ALTAIR ENGR INC	12,000	$318K	0.1%	$31.37	—	COM CL A	021369103
SYF	SYNCHRONY FINL	19,719	$317K	0.1%	$25.00	+0.7%	COM	87165B103
BIIB	BIOGEN INC	1,000	$316K	0.1%	$344.30	-11.9%	COM	09062X103
—	FIBROGEN INC	9,000	$313K	0.1%	$44.04	—	COM	31572Q808
—	RIGEL PHARMACEUTICALS INC	200,000	$312K	0.1%	$2.90	—	COM NEW	766559603
CWST	CASELLA WASTE SYS INC	8,000	$312K	0.1%	$19.68	+146.4%	CL A	147448104
—	MODEL N INC	14,000	$311K	0.1%	$15.75	—	COM	607525102
OSIS	OSI SYSTEMS INC	4,500	$310K	0.1%	$75.37	+13.4%	COM	671044105
PAMT	P A M TRANSN SVCS INC	10,000	$308K	0.1%	$10.77	+4.4%	COM	693149106
EME	EMCOR GROUP INC	5,000	$307K	0.1%	$79.10	-4.7%	COM	29084Q100
PACB	PACIFIC BIOSCIENCES CALIF IN	100,000	$306K	0.1%	$6.74	-39.2%	COM	69404D108
—	NUVASIVE INC	6,000	$304K	0.1%	$49.56	—	COM	670704105
THR	THERMON GROUP HLDGS INC	20,000	$301K	0.1%	$23.43	-11.1%	COM	88362T103
CMCO	COLUMBUS MCKINNON CORP N Y	12,000	$300K	0.1%	$35.00	-10.0%	COM	199333105
BTI	BRITISH AMERN TOB PLC	8,780	$300K	0.1%	$62.42	—	SPONSORED ADR	110448107
ACM	AECOM	9,879	$295K	0.1%	$30.01	+37.1%	COM	00766T100
MUSA	MURPHY USA INC	3,500	$295K	0.1%	$45.04	+123.9%	COM	626755102
—	SOUTH ST CORP	5,000	$294K	0.1%	$57.46	—	COM	840441109
—	BOTTOMLINE TECH DEL INC	8,000	$293K	0.1%	$50.13	—	COM	101388106
INCY	INCYTE CORP	4,000	$293K	0.1%	$62.06	+21.7%	COM	45337C102
HPE	HEWLETT PACKARD ENTERPRISE C	30,000	$291K	0.1%	$6.50	+66.8%	COM	42824C109
F	FORD MTR CO DEL	60,000	$290K	0.1%	$8.37	-32.5%	COM	345370860
—	GLU MOBILE INC	46,000	$289K	0.1%	$10.94	—	COM	379890106
—	GREAT WESTN BANCORP INC	14,000	$287K	0.1%	$31.57	—	COM	391416104
SLB	SCHLUMBERGER LTD	21,286	$287K	0.1%	$57.17	-55.8%	COM	806857108
—	JUNIPER NETWORKS INC	15,000	$287K	0.1%	$25.73	—	COM	48203R104
—	LOGMEIN INC	3,436	$286K	0.1%	$97.50	—	COM	54142L109
XENE	XENON PHARMACEUTICALS INC	25,000	$284K	0.1%	$9.26	+53.8%	COM	98420N105
—	STERLING BANCORP DEL	27,125	$283K	0.1%	$23.52	—	COM	85917A100
—	CARDIOVASCULAR SYS INC DEL	8,000	$282K	0.1%	$28.29	—	COM	141619106
LFUS	LITTELFUSE INC	2,100	$280K	0.1%	$181.41	-7.8%	COM	537008104
GDOT	GREEN DOT CORP	11,000	$279K	0.1%	$71.60	-59.8%	CL A	39304D102
FDP	FRESH DEL MONTE PRODUCE INC	10,000	$276K	0.1%	$23.37	+17.1%	ORD	G36738105
PLUG	PLUG POWER INC	78,000	$276K	0.1%	$2.25	+81.1%	COM NEW	72919P202
LNN	LINDSAY CORP	3,000	$275K	0.1%	$72.98	+26.6%	COM	535555106
ACHC	ACADIA HEALTHCARE COMPANY IN	15,000	$275K	0.1%	$40.36	-29.1%	COM	00404A109
AUBN	AUBURN NATL BANCORP	7,000	$274K	0.1%	$33.57	+21.4%	COM	050473107
FSS	FEDERAL SIGNAL CORP	10,000	$273K	0.1%	$11.92	+149.6%	COM	313855108
LIVN	LIVANOVA PLC	6,000	$272K	0.1%	$93.36	-30.6%	SHS	G5509L101
EGP	EASTGROUP PPTY INC	2,600	$272K	0.1%	$125.00	—	COM	277276101
TGTX	TG THERAPEUTICS INC	27,000	$266K	0.1%	$6.97	+81.2%	COM	88322Q108
—	FIRST MIDWEST BANCORP DEL	20,000	$265K	0.1%	$23.30	—	COM	320867104
SFBS	SERVISFIRST BANCSHARES INC	9,000	$264K	0.1%	$33.76	-6.2%	COM	81768T108
SXT	SENSIENT TECHNOLOGIES CORP	6,000	$261K	0.1%	$75.74	-27.3%	COM	81725T100
—	STAMPS COM INC	2,000	$260K	0.1%	$130.00	—	COM NEW	852857200
TRNO	TERRENO RLTY CORP	5,000	$259K	0.1%	$51.00	—	COM	88146M101
—	VERINT SYS INC	6,000	$258K	0.1%	$46.91	—	COM	92343X100
—	SUTTER ROCK CAP CORP	44,000	$258K	0.1%	$6.25	—	COM	86944Q100
PBH	PRESTIGE CONSMR HEALTHCARE I	7,000	$257K	0.1%	$33.71	+15.2%	COM	74112D101
—	BANK PRINCETON NEW JERSEY	11,000	$256K	0.1%	$33.05	—	COM	064520109
MTX	MINERALS TECHNOLOGIES INC	7,000	$254K	0.1%	$69.34	-32.1%	COM	603158106
HWC	HANCOCK WHITNEY CORPORATION	13,000	$254K	0.1%	$47.06	-26.7%	COM	410120109
HRB	BLOCK H & R INC	18,000	$253K	0.1%	$19.54	-14.7%	COM	093671105
—	IBERIABANK CORP	7,000	$253K	0.1%	$79.90	—	COM	450828108
—	MYOKARDIA INC	5,400	$253K	0.1%	$57.62	—	COM	62857M105
HQY	HEALTHEQUITY INC	5,000	$253K	0.1%	$69.61	-4.6%	COM	42226A107
—	VIACOMCBS INC	17,887	$251K	0.1%	$41.99	—	CL B	92556H206
NI	NISOURCE INC	10,000	$250K	0.1%	$9.34	+142.8%	COM	65473P105
—	APOLLO ENDOSURGERY INC	130,000	$250K	0.1%	$5.88	—	COM	03767D108
MATV	SCHWEITZER-MAUDUIT INTL INC	9,000	$250K	0.1%	$21.65	+16.1%	COM	808541106
ADC	AGREE REALTY CORP	4,000	$248K	0.1%	$62.00	—	COM	008492100
HOPE	HOPE BANCORP INC	30,000	$247K	0.1%	$16.20	-22.9%	COM	43940T109
VVV	VALVOLINE INC	18,833	$247K	0.1%	$23.16	-17.3%	COM	92047W101
CCOI	COGENT COMMUNICATIONS HLDGS	3,000	$246K	0.1%	$54.80	0.0%	COM NEW	19239V302
—	DRIL QUIP INC	8,000	$244K	0.1%	$112.10	—	COM	262037104
REGN	REGENERON PHARMACEUTICALS	500	$244K	0.1%	$410.21	0.0%	COM	75886F107
CVLG	COVENANT TRANSN GROUP INC	28,000	$243K	0.1%	$14.24	-57.9%	CL A	22284P105
KIM	KIMCO RLTY CORP	25,000	$242K	0.1%	$12.11	+9.1%	COM	49446R109
—	LIVENT CORP	46,000	$242K	0.1%	$13.14	—	COM	53814L108
HOMB	HOME BANCSHARES INC	20,000	$240K	0.1%	$18.55	-6.6%	COM	436893200
HSTM	HEALTHSTREAM INC	10,000	$240K	0.1%	$26.28	-4.4%	COM	42222N103
VRTX	VERTEX PHARMACEUTICALS INC	1,000	$238K	0.1%	$202.38	+13.3%	COM	92532F100
EMR	EMERSON ELEC CO	5,000	$238K	0.1%	$47.79	+20.9%	COM	291011104
PEB	PEBBLEBROOK HOTEL TR	21,800	$237K	0.1%	$27.80	—	COM	70509V100
ROG	ROGERS CORP	2,500	$236K	0.1%	$60.59	+87.7%	COM	775133101
SKY	SKYLINE CHAMPION CORPORATION	15,000	$235K	0.1%	$23.75	+12.4%	COM	830830105
XRAY	DENTSPLY SIRONA INC	6,000	$233K	0.1%	$58.93	-13.5%	COM	24906P109
—	CUSHMAN WAKEFIELD PLC	19,800	$232K	0.1%	$18.54	—	SHS	G2717B108
—	KAMAN CORP	6,000	$231K	0.1%	$40.68	—	COM	483548103
—	NEW RELIC INC	5,000	$231K	0.1%	$94.20	—	COM	64829B100
—	BIOTELEMETRY INC	6,000	$231K	0.1%	$31.08	—	COM	090672106
THC	TENET HEALTHCARE CORP	16,000	$231K	0.1%	$31.64	-9.3%	COM NEW	88033G407
RAMP	LIVERAMP HLDGS INC	7,000	$230K	0.1%	$54.19	-30.1%	COM	53815P108
LOB	LIVE OAK BANCSHARES INC	18,000	$224K	0.1%	$23.77	-33.4%	COM	53803X105
—	SYNACOR INC	220,000	$224K	0.1%	$1.94	—	COM	871561106
—	BENEFYTT TECHNOLOGIES INC	10,000	$224K	0.1%	$22.40	—	COM CL A	08182C106
—	LIONS GATE ENTMNT CORP	40,000	$223K	0.1%	$14.26	—	CL B NON VTG	535919500
PHM	PULTE GROUP INC	10,000	$223K	0.1%	$17.01	+113.6%	COM	745867101
BLKB	BLACKBAUD INC	4,000	$222K	0.1%	$95.38	-25.9%	COM	09227Q100
—	MYLAN NV	14,750	$220K	0.1%	$59.32	—	SHS EURO	N59465109
—	HEALTHCARE RLTY TR	7,800	$218K	0.0%	$33.46	—	COM	421946104
EXPE	EXPEDIA GROUP INC	3,875	$218K	0.0%	$67.77	+40.1%	COM NEW	30212P303
VSH	VISHAY INTERTECHNOLOGY INC	15,087	$217K	0.0%	$14.57	+14.8%	COM	928298108
SLM	SLM CORP	30,000	$216K	0.0%	$11.30	-14.6%	COM	78442P106
ARCO	ARCOS DORADOS HOLDINGS INC	64,000	$214K	0.0%	$6.99	-16.9%	SHS CLASS -A -	G0457F107
PBI	PITNEY BOWES INC	105,000	$214K	0.0%	$5.72	-40.0%	COM	724479100
XRX	XEROX HOLDINGS CORP	11,000	$208K	0.0%	$31.33	+1.4%	COM NEW	98421M106
NTAP	NETAPP INC	5,000	$208K	0.0%	$31.40	+40.4%	COM	64110D104
UCTT	ULTRA CLEAN HLDGS INC	15,000	$207K	0.0%	$22.59	-6.0%	COM	90385V107
—	HAYNES INTERNATIONAL INC	10,000	$206K	0.0%	$41.76	—	COM NEW	420877201
ELAN	ELANCO ANIMAL HEALTH INC	9,204	$206K	0.0%	$30.77	-11.0%	COM	28414H103
—	IMMUNOMEDICS INC	15,000	$202K	0.0%	$21.13	—	COM	452907108
—	STEEL PARTNERS HLDGS L P	36,600	$198K	0.0%	$17.54	—	LTD PRTRSHIP U	85814R107
—	GLATFELTER	16,000	$196K	0.0%	$27.22	—	COM	377316104
—	PHYSICIANS RLTY TR	14,000	$195K	0.0%	$13.93	—	COM	71943U104
—	CENTURYLINK INC	20,550	$194K	0.0%	$32.85	—	COM	156700106
—	MSG NETWORK INC	19,000	$194K	0.0%	$21.50	—	CL A	553573106
KSS	KOHLS CORP	13,000	$190K	0.0%	$53.60	-30.1%	COM	500255104
—	TIVITY HEALTH INC	30,000	$189K	0.0%	$21.35	—	COM	88870R102
ENVA	ENOVA INTL INC	13,000	$188K	0.0%	$23.55	-15.8%	COM	29357K103
PKBK	PARKE BANCORP INC	13,200	$178K	0.0%	$14.55	+3.9%	COM	700885106
OXY	OCCIDENTAL PETE CORP	15,000	$174K	0.0%	$62.47	-51.9%	COM	674599105
MYE	MYERS INDS INC	16,000	$172K	0.0%	$13.04	-7.6%	COM	628464109
NVRI	HARSCO CORP	24,000	$168K	0.0%	$18.04	-24.3%	COM	415864107
FLEX	FLEX LTD	20,000	$168K	0.0%	$7.15	+20.9%	ORD	Y2573F102
—	PGT INNOVATIONS INC	20,000	$168K	0.0%	$19.67	—	COM	69336V101
—	EBIX INC	11,000	$167K	0.0%	$64.94	—	COM NEW	278715206
—	22ND CENTY GROUP INC	220,000	$165K	0.0%	$2.27	—	COM	90137F103
—	SYNCHRONOSS TECHNOLOGIES INC	54,000	$165K	0.0%	$6.13	—	COM	87157B103
RRTS	ROADRUNNER TRANSN SYS INC	64,000	$163K	0.0%	$10.18	-27.9%	COM NEW	76973Q204
GME	GAMESTOP CORP NEW	46,000	$161K	0.0%	$3.02	-64.6%	CL A	36467W109
KOP	KOPPERS HOLDINGS INC	13,000	$161K	0.0%	$30.43	-18.2%	COM	50060P106
—	GLOBAL MED REIT INC	15,700	$159K	0.0%	$11.40	—	COM NEW	37954A204
—	STEEL CONNECT INC	210,000	$158K	0.0%	$2.09	—	COM	858098106
—	CADENCE BANCORPORATION	24,000	$157K	0.0%	$23.35	—	CL A	12739A100
—	US XPRESS ENTERPRISES INC	47,000	$157K	0.0%	$12.94	—	COM CL A	90338N202
—	TRISTATE CAP HLDGS INC	16,000	$155K	0.0%	$27.61	—	COM	89678F100
CVU	CPI AEROSTRUCTURES INC	68,000	$153K	0.0%	$7.83	-42.3%	COM NEW	125919308
GVA	GRANITE CONSTR INC	10,000	$152K	0.0%	$48.84	-54.0%	COM	387328107
—	SECUREWORKS CORP	13,000	$150K	0.0%	$8.09	—	CL A	81374A105
VISN	COMMSCOPE HLDG CO INC	16,000	$146K	0.0%	$20.30	-42.8%	COM	20337X109
UMH	UMH PPTYS INC	13,400	$146K	0.0%	$14.10	—	COM	903002103
WNC	WABASH NATL CORP	20,000	$144K	0.0%	$12.17	-19.1%	COM	929566107
KW	KENNEDY-WILSON HLDGS INC	10,700	$144K	0.0%	$21.30	-6.4%	COM	489398107
LILAK	LIBERTY LATIN AMERICA LTD	14,000	$144K	0.0%	$19.20	-22.8%	COM CL C	G9001E128
—	SPIRIT AIRLS INC	11,000	$142K	0.0%	$51.47	—	COM	848577102
GNL	GLOBAL NET LEASE INC	10,400	$139K	0.0%	$13.37	—	COM NEW	379378201
—	ZIX CORP	32,000	$138K	0.0%	$6.88	—	COM	98974P100
—	MONMOUTH REAL ESTATE INVT CO	11,400	$137K	0.0%	$14.39	—	CL A	609720107
FTI	TECHNIPFMC PLC	20,000	$135K	0.0%	$22.64	-53.3%	COM	G87110105
TPC	TUTOR PERINI CORP	20,000	$134K	0.0%	$17.39	-38.5%	COM	901109108
—	REV GROUP INC	32,000	$133K	0.0%	$16.44	—	COM	749527107
EPRT	ESSENTIAL PPTYS RLTY TR INC	10,000	$131K	0.0%	$22.90	—	COM	29670E107
—	MONEYGRAM INTL INC	100,000	$131K	0.0%	$8.43	—	COM NEW	60935Y208
—	CUTERA INC	10,000	$131K	0.0%	$30.33	—	COM	232109108
—	KINDRED BIOSCIENCES INC	32,000	$128K	0.0%	$9.37	—	COM	494577109
SBRA	SABRA HEALTH CARE REIT INC	11,703	$128K	0.0%	$22.90	—	COM	78573L106
—	SAFEGUARD SCIENTIFICS INC	22,833	$127K	0.0%	$12.22	—	COM NEW	786449207
CMRE	COSTAMARE INC	28,000	$127K	0.0%	$4.28	+34.9%	SHS	Y1771G102
GFF	GRIFFON CORP	10,000	$127K	0.0%	$15.76	-7.2%	COM	398433102
—	CYNERGISTEK INC	86,000	$121K	0.0%	$3.81	—	COM	23258P105
—	COVETRUS INC	14,000	$114K	0.0%	$24.43	—	COM	22304C100
—	DASEKE INC	80,000	$112K	0.0%	$10.18	—	COM	23753F107
WVE	WAVE LIFE SCIENCES LTD	11,700	$110K	0.0%	$24.52	-65.3%	SHS	Y95308105
MUR	MURPHY OIL CORP	18,000	$110K	0.0%	$38.91	-61.7%	COM	626717102
GIII	G III APPAREL GROUP LTD	14,000	$108K	0.0%	$34.01	-33.2%	COM	36237H101
—	EROS INTL PLC	65,000	$107K	0.0%	$8.98	—	SHS NEW	G3788M114
HAL	HALLIBURTON CO	15,267	$105K	0.0%	$42.79	-63.5%	COM	406216101
—	HAWAIIAN HOLDINGS INC	10,000	$104K	0.0%	$26.40	—	COM	419879101
FLR	FLUOR CORP NEW	15,000	$104K	0.0%	$69.22	-80.0%	COM	343412102
—	NEXTGEN HEALTHCARE INC	10,000	$104K	0.0%	$20.10	—	COM	65343C102
TITN	TITAN MACHY INC	12,000	$104K	0.0%	$19.36	-41.3%	COM	88830R101
—	VENATOR MATLS PLC	60,000	$103K	0.0%	$14.23	—	SHS	G9329Z100
MG	MISTRAS GROUP INC	24,000	$102K	0.0%	$20.57	-55.6%	COM	60649T107
—	NATIONAL CINEMEDIA INC	31,000	$101K	0.0%	$7.28	—	COM	635309107
—	TRIUMPH GROUP INC NEW	15,000	$101K	0.0%	$29.74	—	COM	896818101
—	BED BATH & BEYOND INC	24,000	$101K	0.0%	$11.63	—	COM	075896100
—	TRAVELCENTERS OF AMERICA INC	10,000	$98,000	0.0%	$12.30	—	COM NEW	89421B109
RMNI	RIMINI STR INC DEL	24,000	$98,000	0.0%	$6.32	-29.6%	COM	76674Q107
ARLO	ARLO TECHNOLOGIES INC	40,000	$97,000	0.0%	$7.16	-51.5%	COM	04206A101
LMB	LIMBACH HLDGS INC	33,000	$94,000	0.0%	$13.72	-71.4%	COM	53263P105
—	GOODRICH PETE CORP	22,000	$94,000	0.0%	$12.36	—	COM PAR	382410843
—	NORTHERN OIL & GAS INC NEV	140,000	$93,000	0.0%	$2.80	—	COM	665531109
TWI	TITAN INTL INC ILL	60,000	$93,000	0.0%	$9.82	-73.9%	COM	88830M102
EXTR	EXTREME NETWORKS INC	30,000	$93,000	0.0%	$9.37	-40.8%	COM	30226D106
WTTR	SELECT ENERGY SVCS INC	27,000	$87,000	0.0%	$14.52	—	CL A COM	81617J301
—	BRISTOL-MYERS SQUIBB CO	22,000	$84,000	0.0%	$3.00	—	RIGHT 99/99/9999	110122157
—	CLOVIS ONCOLOGY INC	13,000	$83,000	0.0%	$69.14	—	COM	189464100
—	ADTRAN INC	10,000	$77,000	0.0%	$24.40	—	COM	00738A106
—	PYXUS INTL INC	24,000	$75,000	0.0%	$21.76	—	COM	74737V106
—	SUPERIOR INDS INTL INC	62,000	$74,000	0.0%	$3.46	—	COM	868168105
—	HILL INTL INC	50,000	$73,000	0.0%	$2.81	—	COM	431466101
—	LANNET INC	10,000	$70,000	0.0%	$4.76	—	COM	516012101
—	PIERIS PHARMACEUTICALS INC	30,000	$68,000	0.0%	$3.40	—	COM	720795103
—	TELIGENT INC NEW	240,000	$67,000	0.0%	$3.02	—	COM	87960W104
—	MARATHON OIL CORP	20,000	$66,000	0.0%	$35.50	—	COM	565849106
CARS	CARS COM INC	15,300	$66,000	0.0%	$21.38	-54.8%	COM	14575E105
—	WIDEOPENWEST INC	13,000	$62,000	0.0%	$7.15	—	COM	96758W101
—	SOUTHWESTERN ENERGY CO	35,000	$59,000	0.0%	$6.59	—	COM	845467109
GT	GOODYEAR TIRE & RUBR CO	10,000	$58,000	0.0%	$25.47	-57.1%	COM	382550101
—	COLONY CR REAL ESTATE INC	14,000	$55,000	0.0%	$3.93	—	COM CL A	19625T101
PUMP	PROPETRO HLDG CORP	21,000	$53,000	0.0%	$17.21	-53.3%	COM	74347M108
RDI	READING INTERNATIONAL INC	13,500	$53,000	0.0%	$14.40	-41.0%	CL A	755408101
PGEN	PRECIGEN INC	15,000	$51,000	0.0%	$4.32	0.0%	COM	74017N105
—	WPX ENERGY INC	16,666	$51,000	0.0%	$18.00	—	COM	98212B103
EVC	ENTRAVISION COMMUNICATIONS C	22,000	$45,000	0.0%	$2.80	-45.9%	CL A	29382R107
ACTG	ACACIA RESH CORP	20,000	$44,000	0.0%	$3.79	-35.6%	ACACIA TCH COM	003881307
INN	SUMMIT HOTEL PPTYS INC	10,100	$43,000	0.0%	$11.58	—	COM	866082100
—	SEQUENTIAL BRNDS GROUP INC N	210,000	$43,000	0.0%	$0.92	—	COM	81734P107
—	AMC ENTMT HLDGS INC	13,000	$41,000	0.0%	$12.43	—	CL A COM	00165C104
—	MALLINCKRODT PUB LTD CO	20,000	$40,000	0.0%	$9.20	—	SHS	G5785G107
—	PRGX GLOBAL INC	14,000	$39,000	0.0%	$9.72	—	COM NEW	69357C503
VERI	VERITONE INC	16,000	$37,000	0.0%	$6.63	-62.6%	COM	92347M100
BHR	BRAEMAR HOTELS & RESORTS INC	21,300	$36,000	0.0%	$9.39	—	COM	10482B101
MTDR	MATADOR RES CO	12,000	$30,000	0.0%	$30.16	-63.6%	COM	576485205
—	AKORN INC	50,000	$28,000	0.0%	$8.49	—	COM	009728106
—	BEASLEY BROADCAST GROUP INC	15,000	$28,000	0.0%	$6.93	—	CL A	074014101
—	DIAMOND OFFSHORE DRILLING IN	15,000	$27,000	0.0%	$20.83	—	COM	25271C102
—	ASHFORD HOSPITALITY TR INC	37,000	$27,000	0.0%	$0.73	—	COM SHS	044103109
—	ENTERCOM COMMUNICATIONS CORP	16,000	$27,000	0.0%	$9.03	—	CL A	293639100
—	TUPPERWARE BRANDS CORP	16,000	$26,000	0.0%	$24.75	—	COM	899896104
—	NABORS INDUSTRIES LTD	60,000	$24,000	0.0%	$6.53	—	SHS	G6359F103
TUSK	MAMMOTH ENERGY SVCS INC	24,000	$18,000	0.0%	$23.46	-94.4%	COM	56155L108
—	DENBURY RES INC	100,000	$18,000	0.0%	$2.73	—	COM NEW	247916208
—	LAREDO PETROLEUM INC	40,000	$15,000	0.0%	$9.62	—	COM	516806106
—	OASIS PETROLEUM INC	40,000	$14,000	0.0%	$18.44	—	COM	674215108
—	GULFPORT ENERGY CORP	32,000	$14,000	0.0%	$12.56	—	COM NEW	402635304
—	CHICOS FAS INC	10,000	$13,000	0.0%	$16.00	—	COM	168615102
—	CALLON PETE CO DEL	20,000	$11,000	0.0%	$11.51	—	COM	13123X102