The Securities and Exchange Commission has not necessarily reviewed the information in this filing and has not determined if it is accurate and complete. | |||||||||||||||||
UNITED STATES SECURITIES AND EXCHANGE COMMISSION Washington, D.C. 20549 FORM 13F FORM 13F INFORMATION TABLE |
|
COLUMN 1 | COLUMN 2 | COLUMN 3 | COLUMN 4 | COLUMN 5 | COLUMN 6 | COLUMN 7 | COLUMN 8 | ||||
VALUE | SHRS OR | SH/ | PUT/ | INVESTMENT | OTHER | VOTING AUTHORITY | |||||
NAME OF ISSUER | TITLE OF CLASS | CUSIP | (x$1000) | PRN AMT | PRN | CALL | DISCRETION | MANAGER | SOLE | SHARED | NONE |
AMN Healthcare Services, Inc. | COM | 001744101 | 357 | 6,200 | SH | SOLE | 6,200 | 0 | 0 | ||
ANI Pharmaceuticals, Inc. | COM | 00182C103 | 295 | 4,050 | SH | SOLE | 4,050 | 0 | 0 | ||
AT&T, Inc. | COM | 00206R102 | 1,245 | 32,900 | SH | SOLE | 32,900 | 0 | 0 | ||
AbbVie, Inc. | COM | 00287Y109 | 1,287 | 17,000 | SH | SOLE | 17,000 | 0 | 0 | ||
Adobe Systems, Inc. | COM | 00724F101 | 249 | 900 | SH | SOLE | 900 | 0 | 0 | ||
Align Technology, Inc. | COM | 016255101 | 253 | 1,400 | SH | SOLE | 1,400 | 0 | 0 | ||
Alliant Energy Corp. | COM | 018802108 | 216 | 4,000 | SH | SOLE | 4,000 | 0 | 0 | ||
Alphabet, Inc. | CAP STK CL A | 02079K305 | 256 | 210 | SH | SOLE | 210 | 0 | 0 | ||
Altria Group, Inc. | COM | 02209S103 | 360 | 8,800 | SH | SOLE | 8,800 | 0 | 0 | ||
AMERCO | COM | 023586100 | 351 | 900 | SH | SOLE | 900 | 0 | 0 | ||
American Tower Corp. | COM | 03027X100 | 475 | 2,150 | SH | SOLE | 2,150 | 0 | 0 | ||
American Water Works Co., Inc. | COM | 030420103 | 236 | 1,900 | SH | SOLE | 1,900 | 0 | 0 | ||
America's Car-Mart, Inc. | COM | 03062T105 | 665 | 7,250 | SH | SOLE | 7,250 | 0 | 0 | ||
Analog Devices, Inc. | COM | 032654105 | 257 | 2,300 | SH | SOLE | 2,300 | 0 | 0 | ||
Anheuser-Busch InBev SA/NV | SPONSORED ADR | 03524A108 | 324 | 3,400 | SH | SOLE | 3,400 | 0 | 0 | ||
Apogee Enterprises, Inc. | COM | 037598109 | 248 | 6,360 | SH | SOLE | 6,360 | 0 | 0 | ||
Apollo Global Management LLC | COM CL A | 03768E105 | 938 | 24,800 | SH | SOLE | 24,800 | 0 | 0 | ||
Apple, Inc. | COM | 037833100 | 314 | 1,400 | SH | SOLE | 1,400 | 0 | 0 | ||
Aqua America, Inc. | COM | 03836W103 | 224 | 5,000 | SH | SOLE | 5,000 | 0 | 0 | ||
Ares Management Corp. | CL A COM STK | 03990B101 | 965 | 36,000 | SH | SOLE | 36,000 | 0 | 0 | ||
Argan, Inc. | COM | 04010E109 | 200 | 5,100 | SH | SOLE | 5,100 | 0 | 0 | ||
Ares Commercial Real Estate Corp. | COM | 04013V108 | 289 | 19,000 | SH | SOLE | 19,000 | 0 | 0 | ||
AutoZone, Inc. | COM | 053332102 | 325 | 300 | SH | SOLE | 300 | 0 | 0 | ||
Avery Dennison Corp. | COM | 053611109 | 204 | 1,800 | SH | SOLE | 1,800 | 0 | 0 | ||
BGC Partners, Inc. | CL A | 05541T101 | 1,106 | 201,000 | SH | SOLE | 201,000 | 0 | 0 | ||
BP PLC | SPONSORED ADR | 055622104 | 1,045 | 27,500 | SH | SOLE | 27,500 | 0 | 0 | ||
Berkshire Hathaway, Inc. | CL A | 084670108 | 312 | 1 | SH | SOLE | 1 | 0 | 0 | ||
Biogen, Inc. | COM | 09062X103 | 279 | 1,200 | SH | SOLE | 1,200 | 0 | 0 | ||
BlackRock, Inc. | COM | 09247X101 | 1,070 | 2,400 | SH | SOLE | 2,400 | 0 | 0 | ||
Bluegreen Vacations Corp. | COM | 09629F108 | 1,011 | 108,500 | SH | SOLE | 108,500 | 0 | 0 | ||
Bristol-Myers Squibb Co. | COM | 110122108 | 680 | 13,400 | SH | SOLE | 13,400 | 0 | 0 | ||
British American Tobacco PLC | SPONSORED ADR | 110448107 | 675 | 18,300 | SH | SOLE | 18,300 | 0 | 0 | ||
Broadcom, Inc. | COM | 11135F101 | 1,629 | 5,900 | SH | SOLE | 5,900 | 0 | 0 | ||
CDW Corp. | COM | 12514G108 | 357 | 2,900 | SH | SOLE | 2,900 | 0 | 0 | ||
CH Robinson Worldwide, Inc. | COM NEW | 12541W209 | 424 | 5,000 | SH | SOLE | 5,000 | 0 | 0 | ||
CVR Energy, Inc. | COM | 12662P108 | 533 | 12,100 | SH | SOLE | 12,100 | 0 | 0 | ||
CVS Health Corp. | COM | 126650100 | 1,211 | 19,200 | SH | SOLE | 19,200 | 0 | 0 | ||
Cabot Microelectronics Corp. | COM | 12709P103 | 282 | 2,000 | SH | SOLE | 2,000 | 0 | 0 | ||
Cambrex Corp. | COM | 132011107 | 250 | 4,200 | SH | SOLE | 4,200 | 0 | 0 | ||
Carlisle Cos., Inc. | COM | 142339100 | 262 | 1,800 | SH | SOLE | 1,800 | 0 | 0 | ||
Carnival Corp. | UNIT 99/99/9999 | 143658300 | 1,547 | 35,400 | SH | SOLE | 35,400 | 0 | 0 | ||
Carnival PLC | ADR | 14365C103 | 963 | 22,900 | SH | SOLE | 22,900 | 0 | 0 | ||
Carter's, Inc. | COM | 146229109 | 465 | 5,100 | SH | SOLE | 5,100 | 0 | 0 | ||
Caterpillar, Inc. | COM | 149123101 | 1,010 | 8,000 | SH | SOLE | 8,000 | 0 | 0 | ||
CenterPoint Energy, Inc. | COM | 15189T107 | 999 | 33,100 | SH | SOLE | 33,100 | 0 | 0 | ||
Chemed Corp. | COM | 16359R103 | 251 | 600 | SH | SOLE | 600 | 0 | 0 | ||
Chesapeake Utilities Corp. | COM | 165303108 | 826 | 8,670 | SH | SOLE | 8,670 | 0 | 0 | ||
Chevron Corp. | COM | 166764100 | 1,186 | 10,000 | SH | SOLE | 10,000 | 0 | 0 | ||
China Petroleum & Chemical Corp. ADR | SPON ADR H SHS | 16941R108 | 452 | 7,700 | SH | SOLE | 7,700 | 0 | 0 | ||
Choice Hotels International, Inc. | COM | 169905106 | 969 | 10,890 | SH | SOLE | 10,890 | 0 | 0 | ||
Cintas Corp. | COM | 172908105 | 268 | 1,000 | SH | SOLE | 1,000 | 0 | 0 | ||
Clean Harbors, Inc. | COM | 184496107 | 652 | 8,450 | SH | SOLE | 8,450 | 0 | 0 | ||
Colony NorthStar, Inc. | NOTE 5.000% 4/1 | 19624RAA4 | 984 | 1,000,000 | PRN | SOLE | 1,000,000 | 0 | 0 | ||
Compass Diversified Holdings LLC | SH BEN INT | 20451Q104 | 296 | 15,000 | SH | SOLE | 15,000 | 0 | 0 | ||
Constellation Brands, Inc. | CL A | 21036P108 | 352 | 1,700 | SH | SOLE | 1,700 | 0 | 0 | ||
Copart, Inc. | COM | 217204106 | 273 | 3,400 | SH | SOLE | 3,400 | 0 | 0 | ||
Core-Mark Holding Co., Inc. | COM | 218681104 | 522 | 16,250 | SH | SOLE | 16,250 | 0 | 0 | ||
Corteva, Inc. | COM | 22052L104 | 233 | 8,333 | SH | SOLE | 8,333 | 0 | 0 | ||
Costco Wholesale Corp. | COM | 22160K105 | 259 | 900 | SH | SOLE | 900 | 0 | 0 | ||
Covanta Holding Corp. | COM | 22282E102 | 692 | 40,000 | SH | SOLE | 40,000 | 0 | 0 | ||
Cracker Barrel Old Country Store, Inc. | COM | 22410J106 | 1,060 | 6,520 | SH | SOLE | 6,520 | 0 | 0 | ||
Crown Castle International Corp. | COM | 22822V101 | 1,195 | 8,600 | SH | SOLE | 8,600 | 0 | 0 | ||
Cummins, Inc. | COM | 231021106 | 1,220 | 7,500 | SH | SOLE | 7,500 | 0 | 0 | ||
Deere & Co. | COM | 244199105 | 287 | 1,700 | SH | SOLE | 1,700 | 0 | 0 | ||
Delek US Holdings, Inc. | COM | 24665A103 | 581 | 16,000 | SH | SOLE | 16,000 | 0 | 0 | ||
Dollar General Corp. | COM | 256677105 | 302 | 1,900 | SH | SOLE | 1,900 | 0 | 0 | ||
Dollar Tree, Inc. | COM | 256746108 | 308 | 2,700 | SH | SOLE | 2,700 | 0 | 0 | ||
Dominion Resources, Inc. | COM | 25746U109 | 1,443 | 17,800 | SH | SOLE | 17,800 | 0 | 0 | ||
Douglas Emmett, Inc. | COM | 25960P109 | 201 | 4,700 | SH | SOLE | 4,700 | 0 | 0 | ||
Douglas Dynamics, Inc. | COM | 25960R105 | 830 | 18,630 | SH | SOLE | 18,630 | 0 | 0 | ||
Dover Corp. | COM | 260003108 | 219 | 2,200 | SH | SOLE | 2,200 | 0 | 0 | ||
Dow, Inc. | COM | 260557103 | 1,126 | 23,633 | SH | SOLE | 23,633 | 0 | 0 | ||
DuPont de Nemours, Inc. | COM | 26614N102 | 594 | 8,333 | SH | SOLE | 8,333 | 0 | 0 | ||
EastGroup Properties, Inc. | COM | 277276101 | 225 | 1,800 | SH | SOLE | 1,800 | 0 | 0 | ||
Eaton Vance Corp. | COM NON VTG | 278265103 | 1,141 | 25,400 | SH | SOLE | 25,400 | 0 | 0 | ||
El Paso Electric Co. | COM NEW | 283677854 | 235 | 3,500 | SH | SOLE | 3,500 | 0 | 0 | ||
Eldorado Resorts, Inc. | COM | 28470R102 | 386 | 9,670 | SH | SOLE | 9,670 | 0 | 0 | ||
Electronic Arts, Inc. | COM | 285512109 | 245 | 2,500 | SH | SOLE | 2,500 | 0 | 0 | ||
Ellington Financial, Inc. | COM | 28852N109 | 452 | 25,000 | SH | SOLE | 25,000 | 0 | 0 | ||
EMCOR Group, Inc. | COM | 29084Q100 | 267 | 3,100 | SH | SOLE | 3,100 | 0 | 0 | ||
Emergent BioSolutions, Inc. | COM | 29089Q105 | 230 | 4,400 | SH | SOLE | 4,400 | 0 | 0 | ||
Empire State Realty Trust, Inc. | CL A | 292104106 | 163 | 11,400 | SH | SOLE | 11,400 | 0 | 0 | ||
EPAM Systems, Inc. | COM | 29414B104 | 237 | 1,300 | SH | SOLE | 1,300 | 0 | 0 | ||
Equity LifeStyle Properties, Inc. | COM | 29472R108 | 374 | 2,800 | SH | SOLE | 2,800 | 0 | 0 | ||
EVERTEC, Inc. | COM | 30040P103 | 659 | 21,100 | SH | SOLE | 21,100 | 0 | 0 | ||
Eversource Energy | COM | 30040W108 | 214 | 2,500 | SH | SOLE | 2,500 | 0 | 0 | ||
ExlService Holdings, Inc. | COM | 302081104 | 241 | 3,600 | SH | SOLE | 3,600 | 0 | 0 | ||
Exxon Mobil Corp. | COM | 30231G102 | 1,059 | 15,000 | SH | SOLE | 15,000 | 0 | 0 | ||
FTI Consulting, Inc. | COM | 302941109 | 442 | 4,172 | SH | SOLE | 4,172 | 0 | 0 | ||
FactSet Research Systems, Inc. | COM | 303075105 | 219 | 900 | SH | SOLE | 900 | 0 | 0 | ||
Fastenal Co. | COM | 311900104 | 203 | 6,200 | SH | SOLE | 6,200 | 0 | 0 | ||
Federal Realty Investment Trust | SH BEN INT NEW | 313747206 | 340 | 2,500 | SH | SOLE | 2,500 | 0 | 0 | ||
Federated Investors, Inc. | CL B | 314211103 | 1,219 | 37,600 | SH | SOLE | 37,600 | 0 | 0 | ||
Fidelity National Information Services, Inc. | COM | 31620M106 | 239 | 1,800 | SH | SOLE | 1,800 | 0 | 0 | ||
First American Financial Corp. | COM | 31847R102 | 703 | 11,921 | SH | SOLE | 11,921 | 0 | 0 | ||
First Hawaiian, Inc. | COM | 32051X108 | 1,869 | 70,000 | SH | SOLE | 70,000 | 0 | 0 | ||
Five Below, Inc. | COM | 33829M101 | 366 | 2,900 | SH | SOLE | 2,900 | 0 | 0 | ||
Fomento Economico Mexicano SAB de CV | SPON ADR UNITS | 344419106 | 293 | 3,200 | SH | SOLE | 3,200 | 0 | 0 | ||
Fortinet, Inc. | COM | 34959E109 | 246 | 3,200 | SH | SOLE | 3,200 | 0 | 0 | ||
Fox Factory Holding Corp. | COM | 35138V102 | 202 | 3,250 | SH | SOLE | 3,250 | 0 | 0 | ||
Arthur J Gallagher & Co. | COM | 363576109 | 457 | 5,100 | SH | SOLE | 5,100 | 0 | 0 | ||
Generac Holdings, Inc. | COM | 368736104 | 313 | 4,000 | SH | SOLE | 4,000 | 0 | 0 | ||
Getty Realty Corp. | COM | 374297109 | 508 | 15,850 | SH | SOLE | 15,850 | 0 | 0 | ||
Globus Medical, Inc. | CL A | 379577208 | 225 | 4,400 | SH | SOLE | 4,400 | 0 | 0 | ||
Graco, Inc. | COM | 384109104 | 304 | 6,600 | SH | SOLE | 6,600 | 0 | 0 | ||
Gray Television, Inc. | COM | 389375106 | 295 | 18,100 | SH | SOLE | 18,100 | 0 | 0 | ||
Greif, Inc. | CL A | 397624107 | 621 | 16,400 | SH | SOLE | 16,400 | 0 | 0 | ||
Guidewire Software, Inc. | COM | 40171V100 | 285 | 2,700 | SH | SOLE | 2,700 | 0 | 0 | ||
H&E Equipment Services, Inc. | COM | 404030108 | 999 | 34,600 | SH | SOLE | 34,600 | 0 | 0 | ||
Hackett Group, Inc. | COM | 404609109 | 811 | 49,290 | SH | SOLE | 49,290 | 0 | 0 | ||
Hasbro, Inc. | COM | 418056107 | 226 | 1,900 | SH | SOLE | 1,900 | 0 | 0 | ||
Healthcare Services Group, Inc. | COM | 421906108 | 632 | 26,000 | SH | SOLE | 26,000 | 0 | 0 | ||
HEICO Corp. | COM | 422806109 | 225 | 1,800 | SH | SOLE | 1,800 | 0 | 0 | ||
Hennessy Advisors, Inc. | COM | 425885100 | 212 | 19,650 | SH | SOLE | 19,650 | 0 | 0 | ||
Jack Henry & Associates, Inc. | COM | 426281101 | 263 | 1,800 | SH | SOLE | 1,800 | 0 | 0 | ||
Hexcel Corp. | COM | 428291108 | 353 | 4,300 | SH | SOLE | 4,300 | 0 | 0 | ||
Hill-Rom Holdings, Inc. | COM | 431475102 | 326 | 3,100 | SH | SOLE | 3,100 | 0 | 0 | ||
Nuazhu Group Ltd. | SPONSORED ADS | 44332N106 | 264 | 8,000 | SH | SOLE | 8,000 | 0 | 0 | ||
JB Hunt Transport Services, Inc. | COM | 445658107 | 254 | 2,300 | SH | SOLE | 2,300 | 0 | 0 | ||
IPG Photonics Corp. | COM | 44980X109 | 285 | 2,100 | SH | SOLE | 2,100 | 0 | 0 | ||
IDACORP, Inc. | COM | 451107106 | 203 | 1,800 | SH | SOLE | 1,800 | 0 | 0 | ||
IDEX Corp. | COM | 45167R104 | 246 | 1,500 | SH | SOLE | 1,500 | 0 | 0 | ||
Interactive Brokers Group, Inc. | COM CL A | 45841N107 | 210 | 3,900 | SH | SOLE | 3,900 | 0 | 0 | ||
International Paper Co. | COM | 460146103 | 1,405 | 33,600 | SH | SOLE | 33,600 | 0 | 0 | ||
Interpublic Group of Cos., Inc. | COM | 460690100 | 1,335 | 61,900 | SH | SOLE | 61,900 | 0 | 0 | ||
Intuit, Inc. | COM | 461202103 | 253 | 950 | SH | SOLE | 950 | 0 | 0 | ||
Iridium Communications, Inc. | COM | 46269C102 | 353 | 16,600 | SH | SOLE | 16,600 | 0 | 0 | ||
J&J Snack Foods Corp. | COM | 466032109 | 211 | 1,100 | SH | SOLE | 1,100 | 0 | 0 | ||
Jones Lang LaSalle, Inc. | COM | 48020Q107 | 264 | 1,900 | SH | SOLE | 1,900 | 0 | 0 | ||
j2 Global, Inc. | COM | 48123V102 | 218 | 2,400 | SH | SOLE | 2,400 | 0 | 0 | ||
KLA-Tencor Corp. | COM NEW | 482480100 | 239 | 1,500 | SH | SOLE | 1,500 | 0 | 0 | ||
K12, Inc. | COM | 48273U102 | 401 | 15,200 | SH | SOLE | 15,200 | 0 | 0 | ||
KeyCorp | COM | 493267108 | 1,133 | 63,500 | SH | SOLE | 63,500 | 0 | 0 | ||
Knoll, Inc. | COM NEW | 498904200 | 1,191 | 47,000 | SH | SOLE | 47,000 | 0 | 0 | ||
Knight-Swift Transportation Holdings, Inc. | CL A | 499049104 | 370 | 10,200 | SH | SOLE | 10,200 | 0 | 0 | ||
Kraft Heinz Co./The | COM | 500754106 | 508 | 18,200 | SH | SOLE | 18,200 | 0 | 0 | ||
LHC Group, Inc. | COM | 50187A107 | 238 | 2,100 | SH | SOLE | 2,100 | 0 | 0 | ||
LCI Industries | COM | 50189K103 | 1,065 | 11,600 | SH | SOLE | 11,600 | 0 | 0 | ||
LPL Financial Holdings, Inc. | COM | 50212V100 | 1,302 | 15,900 | SH | SOLE | 15,900 | 0 | 0 | ||
L3 Harris Technologies, Inc. | COM | 502431109 | 250 | 1,200 | SH | SOLE | 1,200 | 0 | 0 | ||
Lam Research Corp. | COM | 512807108 | 1,156 | 5,000 | SH | SOLE | 5,000 | 0 | 0 | ||
Lamar Advertising Co. | CL A | 512816109 | 270 | 3,300 | SH | SOLE | 3,300 | 0 | 0 | ||
Landmark Infrastructure Partners LP, Series C, 0 | 7% CNV PFD UNT C | 51508J405 | 263 | 10,000 | SH | SOLE | 10,000 | 0 | 0 | ||
Landstar System, Inc. | COM | 515098101 | 203 | 1,800 | SH | SOLE | 1,800 | 0 | 0 | ||
Lear Corp. | COM NEW | 521865204 | 236 | 2,000 | SH | SOLE | 2,000 | 0 | 0 | ||
Legg Mason, Inc. | COM | 524901105 | 225 | 5,900 | SH | SOLE | 5,900 | 0 | 0 | ||
Liberty SiriusXM Group | COM A SIRIUSXM | 531229409 | 299 | 7,200 | SH | SOLE | 7,200 | 0 | 0 | ||
Lithia Motors, Inc. | CL A | 536797103 | 874 | 6,600 | SH | SOLE | 6,600 | 0 | 0 | ||
M.D.C. Holdings, Inc. | COM | 552676108 | 259 | 6,000 | SH | SOLE | 6,000 | 0 | 0 | ||
Magellan Midstream Partners LP | COM UNIT RP LP | 559080106 | 815 | 12,300 | SH | SOLE | 12,300 | 0 | 0 | ||
Magic Software Enterprises Ltd. | ORD | 559166103 | 206 | 22,400 | SH | SOLE | 22,400 | 0 | 0 | ||
Main Street Capital Corp. | COM | 56035L104 | 735 | 17,000 | SH | SOLE | 17,000 | 0 | 0 | ||
ManpowerGroup, Inc. | COM | 56418H100 | 202 | 2,400 | SH | SOLE | 2,400 | 0 | 0 | ||
Marathon Petroleum Corp. | COM | 56585A102 | 1,002 | 16,500 | SH | SOLE | 16,500 | 0 | 0 | ||
Marsh & McLennan Cos., Inc. | COM | 571748102 | 210 | 2,100 | SH | SOLE | 2,100 | 0 | 0 | ||
Masimo Corp. | COM | 574795100 | 253 | 1,700 | SH | SOLE | 1,700 | 0 | 0 | ||
MAXIMUS, Inc. | COM | 577933104 | 255 | 3,300 | SH | SOLE | 3,300 | 0 | 0 | ||
Medidata Solutions, Inc. | COM | 58471A105 | 302 | 3,300 | SH | SOLE | 3,300 | 0 | 0 | ||
Mercer International, Inc. | COM | 588056101 | 203 | 16,200 | SH | SOLE | 16,200 | 0 | 0 | ||
Meredith Corp. | COM | 589433101 | 653 | 17,800 | SH | SOLE | 17,800 | 0 | 0 | ||
Meritage Homes Corp. | COM | 59001A102 | 633 | 9,000 | SH | SOLE | 9,000 | 0 | 0 | ||
Mesa Laboratories, Inc. | COM | 59064R109 | 1,189 | 5,000 | SH | SOLE | 5,000 | 0 | 0 | ||
Molson Coors Brewing Co. | CL B | 60871R209 | 1,006 | 17,500 | SH | SOLE | 17,500 | 0 | 0 | ||
Monster Beverage Corp. | COM | 61174X109 | 284 | 4,900 | SH | SOLE | 4,900 | 0 | 0 | ||
Morningstar, Inc. | COM | 617700109 | 911 | 6,233 | SH | SOLE | 6,233 | 0 | 0 | ||
Mueller Industries, Inc. | COM | 624756102 | 725 | 25,266 | SH | SOLE | 25,266 | 0 | 0 | ||
NV5 Global, Inc. | COM | 62945V109 | 949 | 13,900 | SH | SOLE | 13,900 | 0 | 0 | ||
Navient Corp. | COM | 63938C108 | 128 | 10,000 | SH | SOLE | 10,000 | 0 | 0 | ||
Neogen Corp. | COM | 640491106 | 375 | 5,500 | SH | SOLE | 5,500 | 0 | 0 | ||
NeoGenomics, Inc. | COM NEW | 64049M209 | 350 | 18,300 | SH | SOLE | 18,300 | 0 | 0 | ||
NetScout Systems, Inc. | COM | 64115T104 | 279 | 12,100 | SH | SOLE | 12,100 | 0 | 0 | ||
New Jersey Resources Corp. | COM | 646025106 | 724 | 16,011 | SH | SOLE | 16,011 | 0 | 0 | ||
Newmark Group, Inc. | CL A | 65158N102 | 1,078 | 119,000 | SH | SOLE | 119,000 | 0 | 0 | ||
Nexstar Media Group, Inc. | CL A | 65336K103 | 276 | 2,700 | SH | SOLE | 2,700 | 0 | 0 | ||
NextEra Energy, Inc. | COM | 65339F101 | 233 | 1,000 | SH | SOLE | 1,000 | 0 | 0 | ||
Norbord, Inc. | COM NEW | 65548P403 | 982 | 41,000 | SH | SOLE | 41,000 | 0 | 0 | ||
Northrop Grumman Corp. | COM | 666807102 | 262 | 700 | SH | SOLE | 700 | 0 | 0 | ||
NorthWestern Corp. | COM NEW | 668074305 | 210 | 2,800 | SH | SOLE | 2,800 | 0 | 0 | ||
Novanta, Inc. | COM | 67000B104 | 1,190 | 14,568 | SH | SOLE | 14,568 | 0 | 0 | ||
Nucor Corp. | COM | 670346105 | 1,031 | 20,250 | SH | SOLE | 20,250 | 0 | 0 | ||
Occidental Petroleum Corp. | COM | 674599105 | 356 | 8,000 | SH | SOLE | 8,000 | 0 | 0 | ||
Old Republic International Corp. | COM | 680223104 | 306 | 13,000 | SH | SOLE | 13,000 | 0 | 0 | ||
ONEOK, Inc. | COM | 682680103 | 737 | 10,000 | SH | SOLE | 10,000 | 0 | 0 | ||
Open Text Corp. | COM | 683715106 | 265 | 6,500 | SH | SOLE | 6,500 | 0 | 0 | ||
Ormat Technologies, Inc. | COM | 686688102 | 260 | 3,500 | SH | SOLE | 3,500 | 0 | 0 | ||
OUTFRONT Media, Inc. | COM | 69007J106 | 597 | 21,500 | SH | SOLE | 21,500 | 0 | 0 | ||
Owens Corning | COM | 690742101 | 215 | 3,400 | SH | SOLE | 3,400 | 0 | 0 | ||
PBF Energy, Inc. | CL A | 69318G106 | 789 | 29,000 | SH | SOLE | 29,000 | 0 | 0 | ||
PPL Corp. | COM | 69351T106 | 1,071 | 34,000 | SH | SOLE | 34,000 | 0 | 0 | ||
Packaging Corp. of America | COM | 695156109 | 859 | 8,100 | SH | SOLE | 8,100 | 0 | 0 | ||
Palo Alto Networks, Inc. | COM | 697435105 | 326 | 1,600 | SH | SOLE | 1,600 | 0 | 0 | ||
Paychex, Inc. | COM | 704326107 | 257 | 3,100 | SH | SOLE | 3,100 | 0 | 0 | ||
Paycom Software, Inc. | COM | 70432V102 | 832 | 3,970 | SH | SOLE | 3,970 | 0 | 0 | ||
PayPal Holdings, Inc. | COM | 70450Y103 | 290 | 2,800 | SH | SOLE | 2,800 | 0 | 0 | ||
PennyMac Corp. | NOTE 5.375% 5/0 | 70932AAB9 | 9,183 | 9,081,000 | PRN | SOLE | 9,081,000 | 0 | 0 | ||
Penske Automotive Group, Inc. | COM | 70959W103 | 794 | 16,800 | SH | SOLE | 16,800 | 0 | 0 | ||
People's United Financial, Inc. | COM | 712704105 | 922 | 59,000 | SH | SOLE | 59,000 | 0 | 0 | ||
PerkinElmer, Inc. | COM | 714046109 | 264 | 3,100 | SH | SOLE | 3,100 | 0 | 0 | ||
PetMed Express, Inc. | COM | 716382106 | 744 | 41,300 | SH | SOLE | 41,300 | 0 | 0 | ||
Philip Morris International, Inc. | COM | 718172109 | 911 | 12,000 | SH | SOLE | 12,000 | 0 | 0 | ||
Phillips 66 | COM | 718546104 | 973 | 9,500 | SH | SOLE | 9,500 | 0 | 0 | ||
PRA Group, Inc. | NOTE 3.000% 8/0 | 73640QAB1 | 9,733 | 9,775,000 | PRN | SOLE | 9,775,000 | 0 | 0 | ||
T. Rowe Price Group, Inc. | COM | 74144T108 | 206 | 1,800 | SH | SOLE | 1,800 | 0 | 0 | ||
Prudential Financial, Inc. | COM | 744320102 | 1,619 | 18,000 | SH | SOLE | 18,000 | 0 | 0 | ||
Quest Diagnostics, Inc. | COM | 74834L100 | 214 | 2,000 | SH | SOLE | 2,000 | 0 | 0 | ||
RPM International, Inc. | COM | 749685103 | 434 | 6,300 | SH | SOLE | 6,300 | 0 | 0 | ||
RWT Holdings, Inc. | NOTE 5.625%11/1 | 749772AB5 | 10,675 | 10,636,000 | PRN | SOLE | 10,636,000 | 0 | 0 | ||
RBC Bearings, Inc. | COM | 75524B104 | 238 | 1,435 | SH | SOLE | 1,435 | 0 | 0 | ||
Ready Capital Corp., 7.00 | 7% CN SR NT 2023 | 75574U200 | 678 | 25,000 | SH | SOLE | 25,000 | 0 | 0 | ||
RELX PLC | SPONSORED ADR | 759530108 | 337 | 14,200 | SH | SOLE | 14,200 | 0 | 0 | ||
Repligen Corp. | COM | 759916109 | 581 | 7,580 | SH | SOLE | 7,580 | 0 | 0 | ||
Rio Tinto PLC | SPONSORED ADR | 767204100 | 677 | 13,000 | SH | SOLE | 13,000 | 0 | 0 | ||
Rogers Corp. | COM | 775133101 | 265 | 1,940 | SH | SOLE | 1,940 | 0 | 0 | ||
Rollins, Inc. | COM | 775711104 | 271 | 7,950 | SH | SOLE | 7,950 | 0 | 0 | ||
Roper Technologies, Inc. | COM | 776696106 | 250 | 700 | SH | SOLE | 700 | 0 | 0 | ||
Ross Stores, Inc. | COM | 778296103 | 341 | 3,100 | SH | SOLE | 3,100 | 0 | 0 | ||
Royal Dutch Shell PLC ADR | SPONS ADR A | 780259206 | 1,059 | 18,000 | SH | SOLE | 18,000 | 0 | 0 | ||
Saia, Inc. | COM | 78709Y105 | 281 | 3,000 | SH | SOLE | 3,000 | 0 | 0 | ||
salesforce.com, Inc. | COM | 79466L302 | 252 | 1,700 | SH | SOLE | 1,700 | 0 | 0 | ||
Santander Consumer USA Holdings, Inc. | COM | 80283M101 | 235 | 9,200 | SH | SOLE | 9,200 | 0 | 0 | ||
Schweitzer-Mauduit International, Inc. | COM | 808541106 | 1,164 | 31,083 | SH | SOLE | 31,083 | 0 | 0 | ||
Shake Shack, Inc. | CL A | 819047101 | 775 | 7,900 | SH | SOLE | 7,900 | 0 | 0 | ||
Shell Midstream Partners LP | UNIT LTD INT | 822634101 | 654 | 32,000 | SH | SOLE | 32,000 | 0 | 0 | ||
Sherwin-Williams Co./The | COM | 824348106 | 275 | 500 | SH | SOLE | 500 | 0 | 0 | ||
Silicon Motion Technology Corp. | SPONSORED ADR | 82706C108 | 262 | 7,400 | SH | SOLE | 7,400 | 0 | 0 | ||
Silvercrest Asset Management Group, Inc. | CL A | 828359109 | 139 | 11,300 | SH | SOLE | 11,300 | 0 | 0 | ||
Sinopec Shanghai Petrochemical Co. Ltd. | SPON ADR H | 82935M109 | 1,034 | 35,400 | SH | SOLE | 35,400 | 0 | 0 | ||
Southern Co./The | COM | 842587107 | 908 | 14,700 | SH | SOLE | 14,700 | 0 | 0 | ||
Southern Copper Corp. | COM | 84265V105 | 1,085 | 31,800 | SH | SOLE | 31,800 | 0 | 0 | ||
Southwest Gas Corp. | COM | 844895102 | 200 | 2,200 | SH | SOLE | 2,200 | 0 | 0 | ||
Steel Dynamics, Inc. | COM | 858119100 | 1,052 | 35,300 | SH | SOLE | 35,300 | 0 | 0 | ||
Superior Uniform Group, Inc. | COM | 868358102 | 211 | 13,100 | SH | SOLE | 13,100 | 0 | 0 | ||
Synchrony Financial | COM | 87165B103 | 266 | 7,800 | SH | SOLE | 7,800 | 0 | 0 | ||
TD Ameritrade Holding Corp. | COM | 87236Y108 | 397 | 8,500 | SH | SOLE | 8,500 | 0 | 0 | ||
T-Mobile US, Inc. | COM | 872590104 | 331 | 4,200 | SH | SOLE | 4,200 | 0 | 0 | ||
TRI Pointe Group, Inc. | COM | 87265H109 | 212 | 14,100 | SH | SOLE | 14,100 | 0 | 0 | ||
Taiwan Semiconductor Manufacturing Co. Ltd. | SPONSORED ADS | 874039100 | 279 | 6,000 | SH | SOLE | 6,000 | 0 | 0 | ||
Take-Two Interactive Software, Inc. | COM | 874054109 | 301 | 2,400 | SH | SOLE | 2,400 | 0 | 0 | ||
Takeda Pharmaceutical Co. Ltd. | SPONSORED ADS | 874060205 | 256 | 14,900 | SH | SOLE | 14,900 | 0 | 0 | ||
Tapestry, Inc. | COM | 876030107 | 1,019 | 39,100 | SH | SOLE | 39,100 | 0 | 0 | ||
TechTarget, Inc. | COM | 87874R100 | 783 | 34,772 | SH | SOLE | 34,772 | 0 | 0 | ||
Ternium SA | SPONSORED ADS | 880890108 | 1,086 | 56,600 | SH | SOLE | 56,600 | 0 | 0 | ||
Thermo Fisher Scientific, Inc. | COM | 883556102 | 262 | 900 | SH | SOLE | 900 | 0 | 0 | ||
Thor Industries, Inc. | COM | 885160101 | 227 | 4,000 | SH | SOLE | 4,000 | 0 | 0 | ||
Toro Co./The | COM | 891092108 | 352 | 4,800 | SH | SOLE | 4,800 | 0 | 0 | ||
Total SA | SPONSORED ADS | 89151E109 | 468 | 9,000 | SH | SOLE | 9,000 | 0 | 0 | ||
Tractor Supply Co. | COM | 892356106 | 298 | 3,300 | SH | SOLE | 3,300 | 0 | 0 | ||
Transportadora de Gas del Sur S.A. | SPONSORED ADS B | 893870204 | 196 | 23,100 | SH | SOLE | 23,100 | 0 | 0 | ||
TriNet Group, Inc. | COM | 896288107 | 367 | 5,904 | SH | SOLE | 5,904 | 0 | 0 | ||
TTEC Holdings, Inc. | COM | 89854H102 | 311 | 6,500 | SH | SOLE | 6,500 | 0 | 0 | ||
II-VI, Inc. | COM | 902104108 | 236 | 6,700 | SH | SOLE | 6,700 | 0 | 0 | ||
Ulta Beauty, Inc. | COM | 90384S303 | 201 | 800 | SH | SOLE | 800 | 0 | 0 | ||
UniFirst Corp. | COM | 904708104 | 234 | 1,200 | SH | SOLE | 1,200 | 0 | 0 | ||
United Parcel Service, Inc. | CL B | 911312106 | 1,078 | 9,000 | SH | SOLE | 9,000 | 0 | 0 | ||
United Technologies Corp. | COM | 913017109 | 273 | 2,000 | SH | SOLE | 2,000 | 0 | 0 | ||
Universal Forest Products, Inc. | COM | 913543104 | 323 | 8,100 | SH | SOLE | 8,100 | 0 | 0 | ||
Universal Health Services, Inc. | CL B | 913903100 | 253 | 1,700 | SH | SOLE | 1,700 | 0 | 0 | ||
US Ecology, Inc. | COM | 91732J102 | 281 | 4,400 | SH | SOLE | 4,400 | 0 | 0 | ||
Valero Energy Corp. | COM | 91913Y100 | 690 | 8,100 | SH | SOLE | 8,100 | 0 | 0 | ||
Veeva Systems, Inc. | CL A COM | 922475108 | 336 | 2,200 | SH | SOLE | 2,200 | 0 | 0 | ||
Verizon Communications, Inc. | COM | 92343V104 | 1,207 | 20,000 | SH | SOLE | 20,000 | 0 | 0 | ||
Viad Corp. | COM NEW | 92552R406 | 255 | 3,800 | SH | SOLE | 3,800 | 0 | 0 | ||
Viavi Solutions, Inc. | COM | 925550105 | 492 | 35,100 | SH | SOLE | 35,100 | 0 | 0 | ||
Virtu Financial, Inc. | CL A | 928254101 | 879 | 53,700 | SH | SOLE | 53,700 | 0 | 0 | ||
Waste Connections, Inc. | COM | 94106B101 | 304 | 3,300 | SH | SOLE | 3,300 | 0 | 0 | ||
Watsco, Inc. | COM | 942622200 | 575 | 3,400 | SH | SOLE | 3,400 | 0 | 0 | ||
Weis Markets, Inc. | COM | 948849104 | 553 | 14,500 | SH | SOLE | 14,500 | 0 | 0 | ||
Western Digital Corp. | COM | 958102105 | 579 | 9,700 | SH | SOLE | 9,700 | 0 | 0 | ||
Westlake Chemical Corp. | COM | 960413102 | 262 | 4,000 | SH | SOLE | 4,000 | 0 | 0 | ||
WestRock Co. | COM | 96145D105 | 547 | 15,000 | SH | SOLE | 15,000 | 0 | 0 | ||
Williams Cos, Inc./The | COM | 969457100 | 962 | 40,000 | SH | SOLE | 40,000 | 0 | 0 | ||
Wingstop, Inc. | COM | 974155103 | 1,108 | 12,700 | SH | SOLE | 12,700 | 0 | 0 | ||
World Fuel Services Corp. | COM | 981475106 | 563 | 14,100 | SH | SOLE | 14,100 | 0 | 0 | ||
World Wrestling Entertainment, Inc. | CL A | 98156Q108 | 633 | 8,900 | SH | SOLE | 8,900 | 0 | 0 | ||
Xcel Energy, Inc. | COM | 98389B100 | 221 | 3,400 | SH | SOLE | 3,400 | 0 | 0 | ||
Xylem, Inc. | COM | 98419M100 | 271 | 3,400 | SH | SOLE | 3,400 | 0 | 0 | ||
Aircastle Ltd. | COM | G0129K104 | 673 | 30,000 | SH | SOLE | 30,000 | 0 | 0 | ||
Argo Group International Holdings Ltd. | COM | G0464B107 | 588 | 8,375 | SH | SOLE | 8,375 | 0 | 0 | ||
Accenture PLC | SHS CLASS A | G1151C101 | 481 | 2,500 | SH | SOLE | 2,500 | 0 | 0 | ||
Bunge Ltd. | COM | G16962105 | 283 | 5,000 | SH | SOLE | 5,000 | 0 | 0 | ||
Fabrinet | SHS | G3323L100 | 1,046 | 20,000 | SH | SOLE | 20,000 | 0 | 0 | ||
Janus Henderson Group PLC | ORD SHS | G4474Y214 | 1,163 | 51,800 | SH | SOLE | 51,800 | 0 | 0 | ||
Ingersoll-Rand PLC | SHS | G47791101 | 222 | 1,800 | SH | SOLE | 1,800 | 0 | 0 | ||
Invesco Ltd. | SHS | G491BT108 | 610 | 36,000 | SH | SOLE | 36,000 | 0 | 0 | ||
Johnson Controls International PLC | SHS | G51502105 | 233 | 5,300 | SH | SOLE | 5,300 | 0 | 0 | ||
Lazard Ltd. | SHS A | G54050102 | 700 | 20,000 | SH | SOLE | 20,000 | 0 | 0 | ||
Pagseguro Digital Ltd. | COM CL A | G68707101 | 255 | 5,500 | SH | SOLE | 5,500 | 0 | 0 | ||
Sensata Technologies Holding NV | SHS | G8060N102 | 325 | 6,500 | SH | SOLE | 6,500 | 0 | 0 | ||
Garmin Ltd. | SHS | H2906T109 | 220 | 2,600 | SH | SOLE | 2,600 | 0 | 0 | ||
Logitech International S.A. | SHS | H50430232 | 306 | 7,500 | SH | SOLE | 7,500 | 0 | 0 | ||
AudioCodes Ltd. | ORD | M15342104 | 775 | 41,000 | SH | SOLE | 41,000 | 0 | 0 | ||
Ituran Location and Control Ltd. | SHS | M6158M104 | 578 | 23,300 | SH | SOLE | 23,300 | 0 | 0 | ||
ASML Holding NV - NY Reg Shares | N Y REGISTRY SHS | N07059210 | 373 | 1,500 | SH | SOLE | 1,500 | 0 | 0 | ||
Lyondellbasell Industries NV | SHS - A - | N53745100 | 895 | 10,000 | SH | SOLE | 10,000 | 0 | 0 | ||
NXP Semiconductors NV | COM | N6596X109 | 338 | 3,100 | SH | SOLE | 3,100 | 0 | 0 | ||
Sinovac Biotech Ltd. | SHS | P8696W104 | 485 | 74,893 | SH | SOLE | 74,893 | 0 | 0 |