CIK: 0001145255 · Show all filings
Period: Q4 2021 (← Previous) (Next →)
Filing Date: Jan 25, 2022
Total Value ($000): $1,760,866 (100.0% shares, 0.0% debt)
| Ticker | Issuer | Shares | Value ($000) | % | Est. Cost | Unrealized | Class | CUSIP |
|---|---|---|---|---|---|---|---|---|
| BRK/A | BERKSHIRE HATHAWAY INC - CL A | 60 | $27,040 | 1.5% | $307393.60 | +40.5% | CL A | 084670108 |
| ATO | ATMOS ENERGY CORP | 256,586 | $26,883 | 1.5% | $43.33 | +97.3% | COM | 049560105 |
| ENB | ENBRIDGE INC | 674,165 | $26,346 | 1.5% | $24.26 | +26.4% | COM | 29250N105 |
| SO | SOUTHERN CO | 384,000 | $26,335 | 1.5% | $34.76 | +57.4% | COM | 842587107 |
| D | DOMINION ENERGY INC | 334,877 | $26,308 | 1.5% | $40.22 | +54.5% | COM | 25746U109 |
| SRE | SEMPRA | 198,040 | $26,197 | 1.5% | $30.45 | +82.2% | COM | 816851109 |
| KMI | KINDER MORGAN INC DEL | 1,618,101 | $25,663 | 1.5% | $15.55 | -15.1% | COM | 49456B101 |
| LNG | CHENIERE ENERGY INC | 244,217 | $24,768 | 1.4% | $41.86 | +149.2% | COM NEW | 16411R208 |
| WEC | WEC ENERGY GROUP INC | 249,640 | $24,233 | 1.4% | $37.85 | +109.8% | COM | 92939U106 |
| OKE | ONEOK INC NEW | 410,000 | $24,092 | 1.4% | $49.62 | 0.0% | COM | 682680103 |
| NGG | NATIONAL GRID PLC | 294,444 | $21,294 | 1.2% | $62.37 | — | SPON ADR NEW | 636274409 |
| BJ | BJS WHSL CLUB HLDGS INC | 280,100 | $18,758 | 1.1% | $40.26 | +55.1% | COM | 05550J101 |
| UNFI | UNITED NAT FOODS INC | 378,600 | $18,582 | 1.1% | $42.33 | +14.2% | COM | 911163103 |
| ARCB | ARCBEST CORP | 141,400 | $16,947 | 1.0% | $99.54 | 0.0% | COM | 03937C105 |
| CNP | CENTERPOINT ENERGY INC | 592,628 | $16,540 | 0.9% | $18.19 | +32.1% | COM | 15189T107 |
| AN | AUTONATION INC | 141,200 | $16,499 | 0.9% | $109.40 | +10.0% | COM | 05329W102 |
| AA | ALCOA CORP | 276,300 | $16,462 | 0.9% | $47.93 | 0.0% | COM | 013872106 |
| PCG | PG&E CORP | 1,347,849 | $16,363 | 0.9% | $16.84 | -31.2% | COM | 69331C108 |
| JBL | JABIL INC | 212,630 | $14,959 | 0.8% | $62.34 | 0.0% | COM | 466313103 |
| DUK | DUKE ENERGY CORP NEW | 139,287 | $14,611 | 0.8% | $52.78 | +63.5% | COM | 26441C204 |
| CMC | COMMERCIAL METALS CO | 389,800 | $14,146 | 0.8% | $19.23 | +62.5% | COM | 201723103 |
| GT | GOODYEAR TIRE & RUBR CO | 659,700 | $14,065 | 0.8% | $20.76 | 0.0% | COM | 382550101 |
| ED | CONSOLIDATED EDISON INC | 164,036 | $13,996 | 0.8% | $41.06 | +65.8% | COM | 209115104 |
| NI | NISOURCE INC | 505,581 | $13,959 | 0.8% | $11.61 | +91.1% | COM | 65473P105 |
| SPB | SPECTRUM BRANDS HLDGS INC NEW COM | 134,800 | $13,712 | 0.8% | $98.20 | 0.0% | COM | 84790A105 |
| GPI | GROUP 1 AUTOMOTIVE INC | 70,000 | $13,665 | 0.8% | $194.36 | 0.0% | COM | 398905109 |
| FAF | FIRST AMERN FINL CORP | 172,623 | $13,504 | 0.8% | $64.40 | 0.0% | COM | 31847R102 |
| PEG | PUBLIC SVC ENTERPRISE GRP INC COM | 198,190 | $13,225 | 0.8% | $26.65 | +106.4% | COM | 744573106 |
| CSCO | CISCO SYS INC | 203,350 | $12,886 | 0.7% | $32.60 | +54.8% | COM | 17275R102 |
| OLN | OLIN CORP | 223,600 | $12,861 | 0.7% | $51.61 | 0.0% | COM PAR $1 | 680665205 |
| ASO | ACADEMY SPORTS & OUTDOORS INC COM | 292,600 | $12,845 | 0.7% | $42.06 | 0.0% | COM | 00402L107 |
| CMS | CMS ENERGY CORP | 195,098 | $12,691 | 0.7% | $22.36 | +141.7% | COM | 125896100 |
| PAG | PENSKE AUTOMOTIVE GRP INC | 118,300 | $12,684 | 0.7% | $104.61 | 0.0% | COM | 70959W103 |
| M | MACYS INC | 484,200 | $12,676 | 0.7% | $27.27 | 0.0% | COM | 55616P104 |
| WCC | WESCO INTL INC | 96,300 | $12,672 | 0.7% | $124.32 | 0.0% | COM | 95082P105 |
| PVH | PVH CORPORATION | 115,800 | $12,350 | 0.7% | $108.49 | 0.0% | COM | 693656100 |
| — | HOLLYFRONTIER CORP | 372,400 | $12,207 | 0.7% | $32.78 | — | COM | 436106108 |
| R | RYDER SYS INC | 148,000 | $12,200 | 0.7% | $83.86 | 0.0% | COM | 783549108 |
| NOV | NOV INC | 891,900 | $12,085 | 0.7% | $13.71 | 0.0% | COM | 62955J103 |
| — | MR COOPER GROUP INC | 287,400 | $11,959 | 0.7% | $41.61 | — | COM | 62482R107 |
| DDS | DILLARDS INC | 48,800 | $11,957 | 0.7% | $208.11 | 0.0% | CL A | 254067101 |
| ORI | OLD REP INTL CORP | 481,900 | $11,845 | 0.7% | $18.39 | 0.0% | COM | 680223104 |
| PAA | PLAINS ALL AMERN PIPELINE L P UNIT LTD PARTN | 1,254,600 | $11,718 | 0.7% | $9.34 | — | UNIT LTD PARTN | 726503105 |
| MRK | MERCK & CO INC | 152,550 | $11,691 | 0.7% | $60.91 | +14.7% | COM | 58933Y105 |
| GPRE | GREEN PLAINS INC | 336,000 | $11,679 | 0.7% | $37.18 | 0.0% | COM | 393222104 |
| HD | HOME DEPOT INC | 27,100 | $11,247 | 0.6% | $244.44 | +40.4% | COM | 437076102 |
| ANF | ABERCROMBIE & FITCH CO | 322,600 | $11,236 | 0.6% | $39.06 | 0.0% | CL A | 002896207 |
| AR | ANTERO RESOURCES CORP | 640,400 | $11,207 | 0.6% | $18.95 | 0.0% | COM | 03674X106 |
| ABG | ASBURY AUTOMOTIVE GROUP INC | 64,500 | $11,141 | 0.6% | $184.09 | 0.0% | COM | 043436104 |
| WTRG | ESSENTIAL UTILS INC | 207,400 | $11,135 | 0.6% | $45.15 | +7.5% | COM | 29670G102 |
| VZ | VERIZON COMMUNICATIONS INC | 207,550 | $10,784 | 0.6% | $32.26 | +25.2% | COM | 92343V104 |
| BTU | PEABODY ENGR CORP | 1,068,300 | $10,758 | 0.6% | $11.68 | 0.0% | COM | 704551100 |
| CVX | CHEVRON CORP NEW | 85,525 | $10,036 | 0.6% | $71.85 | +33.8% | COM | 166764100 |
| KO | COCA COLA CO | 168,500 | $9,977 | 0.6% | $32.63 | +50.7% | COM | 191216100 |
| KR | KROGER CO | 216,800 | $9,812 | 0.6% | $30.80 | +24.9% | COM | 501044101 |
| IBM | INTERNATIONAL BUSINESS MACHS COM | 70,550 | $9,430 | 0.5% | $95.80 | +11.2% | COM | 459200101 |
| XEL | XCEL ENERGY INC | 137,399 | $9,302 | 0.5% | $21.87 | +159.9% | COM | 98389B100 |
| HPQ | HP INC | 241,000 | $9,078 | 0.5% | $23.33 | +20.8% | COM | 40434L105 |
| HIFS | HINGHAM INSTN SVGS MASS | 21,500 | $9,027 | 0.5% | $147.62 | +142.9% | COM | 433323102 |
| ABBV | ABBVIE INC | 65,400 | $8,855 | 0.5% | $69.09 | +47.2% | COM | 00287Y109 |
| OGS | ONE GAS INC | 113,875 | $8,836 | 0.5% | $41.00 | +69.8% | COM | 68235P108 |
| DOW | DOW INC | 146,450 | $8,307 | 0.5% | $38.89 | +15.8% | COM | 260557103 |
| JPM | JPMORGAN CHASE & CO. | 51,900 | $8,218 | 0.5% | $85.72 | +72.4% | COM | 46625H100 |
| BANR | BANNER CORP | 135,000 | $8,190 | 0.5% | $46.63 | +9.6% | COM NEW | 06652V208 |
| FTS | FORTIS INC | 166,376 | $8,031 | 0.5% | $22.21 | +73.6% | COM | 349553107 |
| INTC | INTEL CORP | 155,752 | $8,021 | 0.5% | $48.22 | -1.9% | COM | 458140100 |
| — | FIRST MIDWEST BANCORP DEL | 390,000 | $7,987 | 0.5% | $19.70 | — | COM | 320867104 |
| DTE | DTE ENERGY CO | 66,504 | $7,950 | 0.5% | $47.93 | +107.5% | COM | 233331107 |
| PM | PHILIP MORRIS INTL INC | 83,600 | $7,942 | 0.5% | $61.43 | +24.2% | COM | 718172109 |
| — | LAKELAND BANCORP INC | 415,000 | $7,881 | 0.4% | $16.23 | — | COM | 511637100 |
| PFE | PFIZER INC | 132,900 | $7,848 | 0.4% | $18.82 | +113.7% | COM | 717081103 |
| EXC | EXELON CORP | 132,031 | $7,626 | 0.4% | $15.78 | +106.1% | COM | 30161N101 |
| DAC | DANAOS CORPORATION | 101,703 | $7,592 | 0.4% | $31.60 | +96.4% | SHS | Y1968P121 |
| HTB | HOMETRUST BANCSHARES INC | 245,000 | $7,590 | 0.4% | $23.42 | +29.4% | COM | 437872104 |
| FFIC | FLUSHING FINL CORP | 310,000 | $7,533 | 0.4% | $17.53 | +7.6% | COM | 343873105 |
| CNOB | CONNECTONE BANCORP INC | 230,000 | $7,523 | 0.4% | $21.46 | +35.2% | COM | 20786W107 |
| INDB | INDEPENDENT BK CORP MASS | 92,000 | $7,501 | 0.4% | $59.68 | +20.2% | COM | 453836108 |
| NFG | NATIONAL FUEL GAS CO | 117,124 | $7,489 | 0.4% | $62.15 | -3.9% | COM | 636180101 |
| FBP | FIRST BANCORP P R | 540,000 | $7,441 | 0.4% | $5.58 | +115.1% | COM NEW | 318672706 |
| HWC | HANCOCK WHITNEY CORPORATION | 147,500 | $7,378 | 0.4% | $23.84 | +109.2% | COM | 410120109 |
| WSFS | WSFS FINL CORP | 147,000 | $7,368 | 0.4% | $49.38 | +6.1% | COM | 929328102 |
| HOV | HOVNANIAN ENTERPRISES INC | 57,800 | $7,357 | 0.4% | $65.09 | +51.5% | CL A NEW | 442487401 |
| SWX | SOUTHWEST GAS HLDGS INC | 104,217 | $7,300 | 0.4% | $55.10 | +25.1% | COM | 844895102 |
| TCBI | TEXAS CAP BANCSHARES INC | 120,000 | $7,230 | 0.4% | $55.31 | +9.0% | COM | 88224Q107 |
| MMM | 3M CO | 39,500 | $7,016 | 0.4% | $115.18 | +10.5% | COM | 88579Y101 |
| AMGN | AMGEN INC | 31,050 | $6,985 | 0.4% | $163.80 | +13.0% | COM | 031162100 |
| BXC | BLUELINX HLDGS INC | 71,400 | $6,837 | 0.4% | $38.87 | +74.2% | COM NEW | 09624H208 |
| C | CITIGROUP INC | 111,000 | $6,703 | 0.4% | $52.12 | +9.7% | COM NEW | 172967424 |
| CVS | CVS HEALTH CORP | 64,600 | $6,664 | 0.4% | $56.14 | +43.4% | COM | 126650100 |
| CNQ | CANADIAN NAT RES LTD | 157,000 | $6,633 | 0.4% | $10.82 | +54.5% | COM | 136385101 |
| NJR | NEW JERSEY RES CORP | 159,934 | $6,567 | 0.4% | $20.93 | +58.3% | COM | 646025106 |
| ES | EVERSOURCE ENERGY | 72,175 | $6,566 | 0.4% | $43.25 | +68.0% | COM | 30040W108 |
| YELLQ | YELLOW CORP | 518,900 | $6,533 | 0.4% | $6.45 | +69.0% | COM | 985510106 |
| — | FIRST CTZNS BANCSHARES INC N C COM NEW | 126,000 | $6,469 | 0.4% | $21.24 | — | COM NEW | 125581801 |
| PBR | PETROLEO BRASILEIRO SA PETROBR SPONSORED ADR | 573,500 | $6,297 | 0.4% | $8.48 | — | SPONSORED ADR | 71654V408 |
| LEU | CENTRUS ENERGY CORP | 125,200 | $6,249 | 0.4% | $23.95 | +132.6% | CL A | 15643U104 |
| COP | CONOCOPHILLIPS | 85,100 | $6,143 | 0.3% | $44.04 | +42.2% | COM | 20825C104 |
| PEP | PEPSICO INC | 34,300 | $5,958 | 0.3% | $93.43 | +53.5% | COM | 713448108 |
| BK | BANK NEW YORK MELLON CORP | 102,500 | $5,953 | 0.3% | $35.49 | +43.8% | COM | 064058100 |
| UPS | UNITED PARCEL SERVICE INC | 27,700 | $5,937 | 0.3% | $77.90 | +116.4% | CL B | 911312106 |
| PG | PROCTER AND GAMBLE CO | 36,000 | $5,889 | 0.3% | $115.68 | +16.0% | COM | 742718109 |
| — | GLAXOSMITHKLINE PLC | 132,800 | $5,856 | 0.3% | $40.20 | — | SPONSORED ADR | 37733W105 |
| — | AVANGRID INC | 116,000 | $5,786 | 0.3% | $50.25 | — | COM | 05351W103 |
| — | SOUTH JERSEY INDS INC | 220,771 | $5,767 | 0.3% | $36.07 | — | COM | 838518108 |
| MCD | MCDONALDS CORP | 21,500 | $5,764 | 0.3% | $191.26 | +20.0% | COM | 580135101 |
| UGI | UGI CORP NEW | 123,152 | $5,654 | 0.3% | $48.01 | -7.4% | COM | 902681105 |
| TD | TORONTO DOMINION BK ONT | 72,900 | $5,590 | 0.3% | $46.73 | +56.0% | COM NEW | 891160509 |
| SIG | SIGNET JEWELERS LIMITED | 63,800 | $5,553 | 0.3% | $44.48 | +96.4% | SHS | G81276100 |
| SU | SUNCOR ENERGY INC NEW | 221,300 | $5,539 | 0.3% | $19.47 | +6.1% | COM | 867224107 |
| MDLZ | MONDELEZ INTL INC | 83,500 | $5,537 | 0.3% | $49.78 | +11.1% | CL A | 609207105 |
| KRNY | KEARNY FINL CORP MD | 415,000 | $5,499 | 0.3% | $11.87 | +10.8% | COM | 48716P108 |
| RY | ROYAL BK CDA | 51,600 | $5,477 | 0.3% | $66.15 | +56.9% | COM | 780087102 |
| — | NEW YORK CMNTY BANCORP INC | 445,000 | $5,433 | 0.3% | $11.37 | — | COM | 649445103 |
| BKH | BLACK HILLS CORP | 76,247 | $5,381 | 0.3% | $44.38 | +24.8% | COM | 092113109 |
| BCE | BCE INC | 103,100 | $5,365 | 0.3% | $31.47 | +20.8% | COM NEW | 05534B760 |
| SR | SPIRE INC | 81,991 | $5,347 | 0.3% | $70.21 | — | COM | 84857L101 |
| WTFC | WINTRUST FINL CORP | 58,000 | $5,268 | 0.3% | $57.10 | +56.3% | COM | 97650W108 |
| GILD | GILEAD SCIENCES INC | 71,700 | $5,206 | 0.3% | $57.36 | +2.5% | COM | 375558103 |
| RTX | RAYTHEON TECHNOLOGIES CORP | 60,200 | $5,181 | 0.3% | $65.24 | +21.6% | COM | 75513E101 |
| MDU | MDU RES GROUP INC | 167,107 | $5,154 | 0.3% | $7.75 | +28.9% | COM | 552690109 |
| MYRG | MYR GROUP INC DEL | 46,300 | $5,118 | 0.3% | $63.27 | +71.5% | COM | 55405W104 |
| AOSL | ALPHA & OMEGA SEMICONDUCTOR LT SHS | 84,400 | $5,111 | 0.3% | $32.84 | +31.9% | SHS | G6331P104 |
| NEM | NEWMONT CORP | 82,000 | $5,086 | 0.3% | $51.26 | -2.8% | COM | 651639106 |
| CL | COLGATE PALMOLIVE CO | 59,200 | $5,052 | 0.3% | $69.98 | +1.3% | COM | 194162103 |
| TXN | TEXAS INSTRS INC | 25,838 | $4,870 | 0.3% | $85.38 | +99.3% | COM | 882508104 |
| AEE | AMEREN CORP | 54,640 | $4,864 | 0.3% | $27.01 | +177.8% | COM | 023608102 |
| BFH | ALLIANCE DATA SYSTEMS CORP | 73,000 | $4,860 | 0.3% | $51.23 | +33.4% | COM | 018581108 |
| XOM | EXXON MOBIL CORP | 79,410 | $4,859 | 0.3% | $52.39 | +2.9% | COM | 30231G102 |
| ASB | ASSOCIATED BANC CORP | 215,000 | $4,857 | 0.3% | $15.77 | +21.5% | COM | 045487105 |
| BP | BP PLC | 182,200 | $4,852 | 0.3% | $29.77 | — | SPONSORED ADR | 055622104 |
| JNJ | JOHNSON & JOHNSON | 28,100 | $4,807 | 0.3% | $140.78 | +3.1% | COM | 478160104 |
| MO | ALTRIA GROUP INC | 100,600 | $4,767 | 0.3% | $31.21 | +5.1% | COM | 02209S103 |
| — | PACWEST BANCORP DEL | 105,000 | $4,743 | 0.3% | $25.40 | — | COM | 695263103 |
| — | ROYAL DUTCH SHELL PLC | 109,200 | $4,739 | 0.3% | $35.66 | — | SPON ADR B | 780259206 |
| — | TOTALENERGIES SE | 95,800 | $4,738 | 0.3% | $47.78 | — | SPONSORED ADS | 89151E109 |
| MET | METLIFE INC | 75,400 | $4,712 | 0.3% | $35.04 | +58.1% | COM | 59156R108 |
| BTI | BRITISH AMERN TOB PLC | 125,100 | $4,680 | 0.3% | $38.74 | — | SPONSORED ADR | 110448107 |
| AZO | AUTOZONE INC | 2,200 | $4,612 | 0.3% | $1064.59 | +74.9% | COM | 053332102 |
| — | UNILEVER PLC | 85,100 | $4,578 | 0.3% | $55.59 | — | SPON ADR NEW | 904767704 |
| — | WALGREENS BOOTS ALLIANCE INC COM | 87,050 | $4,541 | 0.3% | $49.67 | — | COM | 931427108 |
| BMY | BRISTOL-MYERS SQUIBB CO | 72,700 | $4,533 | 0.3% | $47.23 | +4.3% | COM | 110122108 |
| CTRN | CITI TRENDS INC | 46,200 | $4,377 | 0.2% | $71.25 | +12.0% | COM | 17306X102 |
| CENX | CENTURY ALUM CO | 263,700 | $4,367 | 0.2% | $14.25 | +2.7% | COM | 156431108 |
| KHC | KRAFT HEINZ CO | 120,800 | $4,337 | 0.2% | $32.25 | -8.5% | COM | 500754106 |
| KKR | KKR & CO INC | 57,000 | $4,247 | 0.2% | $43.07 | +65.4% | COM | 48251W104 |
| GLW | CORNING INC | 113,500 | $4,226 | 0.2% | $33.60 | -0.8% | COM | 219350105 |
| LOW | LOWES COS INC | 16,300 | $4,213 | 0.2% | $157.37 | +39.7% | COM | 548661107 |
| MFC | MANULIFE FINL CORP | 217,700 | $4,152 | 0.2% | $19.92 | -2.8% | COM | 56501R106 |
| SICPQ | SILVERGATE CAP CORP | 28,000 | $4,150 | 0.2% | $171.01 | 0.0% | CL A | 82837P408 |
| TITN | TITAN MACHY INC | 123,000 | $4,144 | 0.2% | $24.07 | +29.1% | COM | 88830R101 |
| EBC | EASTERN BANKSHARES INC | 205,000 | $4,135 | 0.2% | $17.80 | +3.9% | COM | 27627N105 |
| PWR | QUANTA SVCS INC | 35,900 | $4,116 | 0.2% | $67.02 | +70.9% | COM | 74762E102 |
| MOH | MOLINA HEALTHCARE INC | 12,900 | $4,103 | 0.2% | $222.99 | +33.4% | COM | 60855R100 |
| ORLY | OREILLY AUTOMOTIVE INC | 5,800 | $4,096 | 0.2% | $31.14 | +39.0% | COM | 67103H107 |
| — | VISTA OUTDOOR INC | 88,500 | $4,077 | 0.2% | $24.55 | — | COM | 928377100 |
| ACH | OWENS & MINOR INC NEW | 93,600 | $4,072 | 0.2% | $26.47 | +48.1% | COM | 690732102 |
| GRBK | GREEN BRICK PARTNERS INC | 130,500 | $3,958 | 0.2% | $21.31 | +23.1% | COM | 392709101 |
| T | AT&T INC | 159,460 | $3,923 | 0.2% | $14.94 | -1.8% | COM | 00206R102 |
| CYH | COMMUNITY HEALTH SYS INC NEW COM | 294,700 | $3,922 | 0.2% | $9.82 | +27.9% | COM | 203668108 |
| UNH | UNITEDHEALTH GROUP INC | 7,800 | $3,917 | 0.2% | $320.85 | +31.6% | COM | 91324P102 |
| DGX | QUEST DIAGNOSTICS INC | 22,500 | $3,893 | 0.2% | $112.25 | +25.1% | COM | 74834L100 |
| HCA | HCA HEALTHCARE INC | 15,100 | $3,879 | 0.2% | $79.38 | +197.3% | COM | 40412C101 |
| CADE | CADENCE BANK | 130,000 | $3,873 | 0.2% | $26.11 | 0.0% | COM | 12740C103 |
| AAPL | APPLE INC | 21,759 | $3,864 | 0.2% | $97.17 | +59.2% | COM | 037833100 |
| CPK | CHESAPEAKE UTILS CORP | 26,458 | $3,858 | 0.2% | $35.45 | +245.4% | COM | 165303108 |
| TROX | TRONOX HOLDINGS PLC | 160,200 | $3,850 | 0.2% | $17.46 | +37.1% | SHS | G9087Q102 |
| HZO | MARINEMAX INC | 64,800 | $3,826 | 0.2% | $47.17 | +13.5% | COM | 567908108 |
| UCTT | ULTRA CLEAN HLDGS INC | 66,600 | $3,820 | 0.2% | $46.05 | +12.9% | COM | 90385V107 |
| MA | MASTERCARD INCORPORATED | 10,393 | $3,734 | 0.2% | $186.00 | +81.6% | CL A | 57636Q104 |
| SGRY | SURGERY PARTNERS INC | 69,900 | $3,733 | 0.2% | $37.13 | +24.9% | COM | 86881A100 |
| — | INTERPUBLIC GROUP COS INC | 99,400 | $3,723 | 0.2% | $22.09 | +40.6% | COM | 460690100 |
| DLTR | DOLLAR TREE INC | 26,400 | $3,710 | 0.2% | $107.47 | +13.0% | COM | 256746108 |
| — | BIG 5 SPORTING GOODS CORP | 194,400 | $3,696 | 0.2% | $15.70 | — | COM | 08915P101 |
| DHI | D R HORTON INC | 33,800 | $3,666 | 0.2% | $37.29 | +147.5% | COM | 23331A109 |
| REGN | REGENERON PHARMACEUTICALS | 5,800 | $3,663 | 0.2% | $484.51 | +26.2% | COM | 75886F107 |
| BAC | BK OF AMERICA CORP | 82,000 | $3,648 | 0.2% | $16.91 | +142.6% | COM | 060505104 |
| ORCL | ORACLE CORP | 41,607 | $3,629 | 0.2% | $47.98 | +85.3% | COM | 68389X105 |
| — | SYNOVUS FINL CORP | 75,000 | $3,590 | 0.2% | $20.53 | — | COM NEW | 87161C501 |
| V | VISA INC | 16,500 | $3,576 | 0.2% | $125.83 | +65.4% | COM CL A | 92826C839 |
| AMP | AMERIPRISE FINL INC | 11,700 | $3,529 | 0.2% | $201.66 | +38.0% | COM | 03076C106 |
| — | HIBBETT INC | 48,900 | $3,517 | 0.2% | $68.89 | — | COM | 428567101 |
| TW | TRADEWEB MKTS INC | 35,000 | $3,505 | 0.2% | $60.74 | +51.8% | CL A | 892672106 |
| GEN | NORTONLIFELOCK INC. | 133,100 | $3,458 | 0.2% | $19.01 | +22.1% | COM | 668771108 |
| COF | CAPITAL ONE FINL CORP | 23,700 | $3,439 | 0.2% | $85.69 | +67.4% | COM | 14040H105 |
| GS | GOLDMAN SACHS GROUP INC | 8,900 | $3,405 | 0.2% | $180.82 | +97.1% | COM | 38141G104 |
| — | BLACKROCK INC | 3,700 | $3,388 | 0.2% | $842.74 | — | COM | 09247X101 |
| BX | BLACKSTONE INC | 26,000 | $3,364 | 0.2% | $45.61 | +154.6% | COM CL A | 09260D107 |
| WFC | WELLS FARGO CO NEW | 70,000 | $3,359 | 0.2% | $37.23 | +19.3% | COM | 949746101 |
| WSM | WILLIAMS SONOMA INC | 19,800 | $3,349 | 0.2% | $30.39 | +182.7% | COM | 969904101 |
| MS | MORGAN STANLEY | 34,100 | $3,347 | 0.2% | $65.58 | +32.3% | COM NEW | 617446448 |
| PHM | PULTE GROUP INC | 57,600 | $3,292 | 0.2% | $37.78 | +30.4% | COM | 745867101 |
| TGT | TARGET CORP | 14,200 | $3,286 | 0.2% | $55.60 | +285.2% | COM | 87612E106 |
| DG | DOLLAR GEN CORP NEW | 13,700 | $3,231 | 0.2% | $184.68 | +11.7% | COM | 256677105 |
| WHR | WHIRLPOOL CORP | 13,700 | $3,215 | 0.2% | $199.20 | +10.2% | COM | 963320106 |
| MCO | MOODYS CORP | 8,200 | $3,203 | 0.2% | $138.81 | +168.2% | COM | 615369105 |
| UNP | UNION PAC CORP | 12,600 | $3,174 | 0.2% | $146.22 | +47.0% | COM | 907818108 |
| HUM | HUMANA INC | 6,800 | $3,154 | 0.2% | $382.33 | +11.1% | COM | 444859102 |
| TROW | PRICE T ROWE GROUP INC | 16,000 | $3,146 | 0.2% | $74.59 | +126.1% | COM | 74144T108 |
| NWN | NORTHWEST NAT HLDG CO | 64,503 | $3,146 | 0.2% | $66.85 | -30.4% | COM | 66765N105 |
| PGR | PROGRESSIVE CORP | 30,200 | $3,100 | 0.2% | $49.61 | +72.9% | COM | 743315103 |
| EBAY | EBAY INC. | 46,000 | $3,059 | 0.2% | $33.05 | +99.7% | COM | 278642103 |
| PFSI | PENNYMAC FINL SVCS INC NEW | 43,800 | $3,056 | 0.2% | $58.26 | +7.4% | COM | 70932M107 |
| PYPL | PAYPAL HLDGS INC | 16,200 | $3,055 | 0.2% | $95.91 | +125.1% | COM | 70450Y103 |
| GOGO | GOGO INC | 218,700 | $2,959 | 0.2% | $11.87 | +25.2% | COM NEW | 38046C109 |
| — | KELLOGG CO | 45,000 | $2,899 | 0.2% | $47.09 | +8.5% | COM | 487836108 |
| WMT | WALMART INC | 20,000 | $2,894 | 0.2% | $36.02 | +25.4% | COM | 931142103 |
| KMB | KIMBERLY-CLARK CORP | 20,200 | $2,887 | 0.2% | $110.89 | +3.9% | COM | 494368103 |
| STT | STATE STR CORP | 31,000 | $2,883 | 0.2% | $81.94 | 0.0% | COM | 857477103 |
| ALL | ALLSTATE CORP | 24,400 | $2,871 | 0.2% | $97.97 | +9.1% | COM | 020002101 |
| BAH | BOOZ ALLEN HAMILTON HLDG CORP CL A | 33,700 | $2,857 | 0.2% | $76.36 | +1.8% | CL A | 099502106 |
| SOFI | SOFI TECHNOLOGIES INC | 180,500 | $2,854 | 0.2% | $17.30 | +6.1% | COM | 83406F102 |
| EMR | EMERSON ELEC CO | 30,200 | $2,808 | 0.2% | $47.62 | +81.7% | COM | 291011104 |
| LMT | LOCKHEED MARTIN CORP | 7,900 | $2,808 | 0.2% | $300.42 | +2.8% | COM | 539830109 |
| FMC | FMC CORP | 25,500 | $2,802 | 0.2% | $94.85 | -8.1% | COM NEW | 302491303 |
| ALLY | ALLY FINL INC | 58,500 | $2,785 | 0.2% | $43.80 | -2.7% | COM | 02005N100 |
| VIRT | VIRTU FINL INC | 96,500 | $2,782 | 0.2% | $27.58 | -1.2% | CL A | 928254101 |
| OMC | OMNICOM GROUP INC | 37,800 | $2,770 | 0.2% | $55.86 | +10.0% | COM | 681919106 |
| SNA | SNAP ON INC | 12,800 | $2,757 | 0.2% | $174.54 | +9.8% | COM | 833034101 |
| HOLX | HOLOGIC INC | 36,000 | $2,756 | 0.2% | $75.75 | -3.0% | COM | 436440101 |
| — | HARBORONE BANCORP INC NEW | 185,000 | $2,745 | 0.2% | $11.95 | — | COM NEW | 41165Y100 |
| GPRO | GOPRO INC | 264,300 | $2,725 | 0.2% | $9.45 | +5.0% | CL A | 38268T103 |
| BBT | BERKSHIRE HILLS BANCORP INC | 95,000 | $2,701 | 0.2% | $16.13 | +51.6% | COM | 084680107 |
| — | MONEYGRAM INTL INC | 341,400 | $2,694 | 0.2% | $6.57 | — | COM NEW | 60935Y208 |
| BBY | BEST BUY INC | 25,900 | $2,631 | 0.1% | $48.19 | +94.6% | COM | 086516101 |
| CAH | CARDINAL HEALTH INC | 50,400 | $2,595 | 0.1% | $48.99 | -8.9% | COM | 14149Y108 |
| PAGP | PLAINS GP HLDGS L P | 255,255 | $2,588 | 0.1% | $32.40 | — | LTP PARTNR INT A | 72651A207 |
| — | TELLURIAN INC NEW | 823,690 | $2,537 | 0.1% | $7.16 | — | COM | 87968A104 |
| CLX | CLOROX CO DEL | 14,300 | $2,493 | 0.1% | $164.88 | -11.7% | COM | 189054109 |
| LAD | LITHIA MTRS INC | 8,200 | $2,435 | 0.1% | $176.12 | +75.4% | CL A | 536797103 |
| HBAN | HUNTINGTON BANCSHARES INC | 155,000 | $2,390 | 0.1% | $12.11 | +7.6% | COM | 446150104 |
| BIGGQ | BIG LOTS INC | 52,900 | $2,383 | 0.1% | $45.63 | -7.9% | COM | 089302103 |
| NUS | NU SKIN ENTERPRISES INC | 46,300 | $2,350 | 0.1% | $45.87 | -16.6% | CL A | 67018T105 |
| KEY | KEYCORP | 100,000 | $2,313 | 0.1% | $16.22 | +15.8% | COM | 493267108 |
| BIIB | BIOGEN INC | 9,500 | $2,279 | 0.1% | $293.43 | -12.4% | COM | 09062X103 |
| AQN | ALGONQUIN PWR UTILS CORP | 155,764 | $2,251 | 0.1% | $5.65 | +101.9% | COM | 015857105 |
| PPL | PPL CORP | 74,719 | $2,246 | 0.1% | $20.67 | +20.6% | COM | 69351T106 |
| FLWS | 1 800 FLOWERS COM INC | 92,300 | $2,157 | 0.1% | $29.71 | -2.2% | CL A | 68243Q106 |
| TBCH | TURTLE BEACH CORP | 95,600 | $2,128 | 0.1% | $27.41 | -1.5% | COM NEW | 900450206 |
| WNEB | WESTERN NEW ENG BANCORP INC | 240,000 | $2,102 | 0.1% | $7.57 | +4.0% | COM | 958892101 |
| SHBI | SHORE BANCSHARES INC | 100,000 | $2,085 | 0.1% | $16.94 | +13.9% | COM | 825107105 |
| LE | LANDS END INC NEW | 103,952 | $2,041 | 0.1% | $29.16 | -20.3% | COM | 51509F105 |
| RYAM | RAYONIER ADVANCED MATLS INC | 343,959 | $1,964 | 0.1% | $8.60 | -24.4% | COM | 75508B104 |
| NWE | NORTHWESTERN CORP | 32,398 | $1,852 | 0.1% | $33.47 | +39.5% | COM NEW | 668074305 |
| SPWH | SPORTSMANS WHSE HLDGS INC | 156,900 | $1,851 | 0.1% | $6.24 | +151.8% | COM | 84920Y106 |
| — | QURATE RETAIL INC | 238,317 | $1,811 | 0.1% | $11.81 | — | COM SER A | 74915M100 |
| XYZ | BLOCK INC | 10,000 | $1,615 | 0.1% | $92.09 | +135.3% | CL A | 852234103 |
| — | LL FLOORING HOLDINGS INC | 93,845 | $1,602 | 0.1% | $25.12 | — | COM | 55003T107 |
| — | COVETRUS INC | 79,700 | $1,592 | 0.1% | $29.96 | — | COM | 22304C100 |
| TBHC | KIRKLANDS INC | 105,400 | $1,574 | 0.1% | $24.96 | -17.4% | COM | 497498105 |
| NECB | NORTHEAST CMNTY BANCORP INC | 140,000 | $1,558 | 0.1% | $9.59 | 0.0% | COM | 664121100 |
| — | BED BATH & BEYOND INC | 104,800 | $1,528 | 0.1% | $18.35 | — | COM | 075896100 |
| CCB | COASTAL FINL CORP WA | 30,000 | $1,519 | 0.1% | $41.41 | 0.0% | COM NEW | 19046P209 |
| — | VOXX INTL CORP | 139,300 | $1,417 | 0.1% | $19.06 | — | CL A | 91829F104 |
| AVA | AVISTA CORP | 29,972 | $1,274 | 0.1% | $19.35 | +70.5% | COM | 05379B107 |
| — | INFRA AND ENERGY ALTRNTIVE INC COM | 133,700 | $1,230 | 0.1% | $16.30 | — | COM | 45686J104 |
| STKL | SUNOPTA INC | 176,000 | $1,223 | 0.1% | $14.32 | -49.5% | COM | 8676EP108 |
| — | RENEWABLE ENERGY GROUP INC | 28,800 | $1,222 | 0.1% | $70.45 | — | COM NEW | 75972A301 |
| — | VIRNETX HLDG CORP | 435,700 | $1,133 | 0.1% | $5.57 | — | COM | 92823T108 |
| SBNY | SIGNATURE BK NEW YORK N Y | 3,500 | $1,132 | 0.1% | $235.13 | — | COM | 82669G104 |
| MGEE | MGE ENERGY INC | 13,129 | $1,080 | 0.1% | $30.41 | +130.7% | COM | 55277P104 |
| UTL | UNITIL CORP | 21,198 | $975 | 0.1% | $33.02 | +31.3% | COM | 913259107 |
| — | FLUENT INC | 457,100 | $910 | 0.1% | $4.10 | — | COM | 34380C102 |
| FDS | FACTSET RESH SYS INC | 1,000 | $486 | 0.0% | $431.08 | 0.0% | COM | 303075105 |
| RGCO | RGC RES INC | 20,254 | $466 | 0.0% | $15.34 | +45.2% | COM | 74955L103 |
| NOK | NOKIA CORP | 21,775 | $135 | 0.0% | $5.44 | — | SPONSORED ADR | 654902204 |
| ZETA | ZETA GLOBAL HOLDINGS CORP | 15,694 | $132 | 0.0% | $8.40 | 0.0% | CL A | 98956A105 |
| ERIC | ERICSSON | 12,167 | $132 | 0.0% | $11.18 | — | ADR B SEK 10 | 294821608 |
| HUYA | HUYA INC | 18,871 | $131 | 0.0% | $6.94 | — | ADS REP SHS A | 44852D108 |
| MOMO | HELLO GROUP INC | 13,978 | $126 | 0.0% | $10.16 | — | ADS | 423403104 |
| IMMR | IMMERSION CORP | 21,620 | $123 | 0.0% | $6.58 | 0.0% | COM | 452521107 |
| — | QIWI PLC | 15,383 | $123 | 0.0% | $10.17 | — | SPON ADR REP B | 74735M108 |
| VIPS | VIPSHOP HOLDINGS LIMITED | 13,389 | $112 | 0.0% | $8.37 | — | SPONSORED ADS A | 92763W103 |