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 |
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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 |
AAR CORP | COM | 000361105 | 824 | 22,400 | SH | SOLE | 0 | 0 | 0 | ||
ABBVIE INC | COM | 00287Y109 | 16,228 | 223,159 | SH | SOLE | 0 | 0 | 0 | ||
ACCENTURE PLC-CL A | COM | G1151C101 | 6,632 | 35,892 | SH | SOLE | 0 | 0 | 0 | ||
AIR PRODUCTS & CHEMICALS INC | COM | 009158106 | 5,090 | 22,487 | SH | SOLE | 0 | 0 | 0 | ||
ALGONQUIN POWER & UTILITIES | COM | 015857105 | 749 | 61,840 | SH | SOLE | 0 | 0 | 0 | ||
ALLETE INC | COM | 018522300 | 732 | 8,800 | SH | SOLE | 0 | 0 | 0 | ||
ALLISON TRANSMISSION HOLDING | COM | 01973R101 | 5,385 | 116,190 | SH | SOLE | 0 | 0 | 0 | ||
ALLSTATE CORP | COM | 020002101 | 4,001 | 39,343 | SH | SOLE | 0 | 0 | 0 | ||
AMDOCS LTD | COM | G02602103 | 2,093 | 33,705 | SH | SOLE | 0 | 0 | 0 | ||
AMERICAN ASSETS TRUST INC | COM | 024013104 | 767 | 16,271 | SH | SOLE | 0 | 0 | 0 | ||
AMERICAN INTERNATIONAL GROUP | COM | 026874784 | 7,839 | 147,128 | SH | SOLE | 0 | 0 | 0 | ||
AMERICAN TOWER CORP | COM | 03027X100 | 4,965 | 24,285 | SH | SOLE | 0 | 0 | 0 | ||
AMERICAN VANGUARD CORP | COM | 030371108 | 418 | 27,146 | SH | SOLE | 0 | 0 | 0 | ||
AMERICAN WATER WORKS CO INC | COM | 030420103 | 7,038 | 60,670 | SH | SOLE | 0 | 0 | 0 | ||
ANTHEM INC | COM | 036752103 | 283 | 1,002 | SH | SOLE | 0 | 0 | 0 | ||
APOLLO INVESTMENT CORP | COM | 03761U502 | 714 | 45,200 | SH | SOLE | 0 | 0 | 0 | ||
APPLE HOSPITALITY REIT INC | COM | 03784Y200 | 734 | 46,300 | SH | SOLE | 0 | 0 | 0 | ||
APPLE INC | COM | 037833100 | 5,310 | 26,829 | SH | SOLE | 0 | 0 | 0 | ||
APPLIED INDUSTRIAL TECH INC | COM | 03820C105 | 677 | 11,000 | SH | SOLE | 0 | 0 | 0 | ||
AQUA AMERICA INC | COM | 03836W103 | 2,075 | 50,159 | SH | SOLE | 0 | 0 | 0 | ||
ARES COMMERCIAL REAL ESTATE | COM | 04013V108 | 730 | 49,100 | SH | SOLE | 0 | 0 | 0 | ||
ASPEN TECHNOLOGY INC | COM | 045327103 | 3,359 | 27,030 | SH | SOLE | 0 | 0 | 0 | ||
AVANGRID INC | COM | 05351W103 | 1,852 | 36,665 | SH | SOLE | 0 | 0 | 0 | ||
AVISTA CORP | COM | 05379B107 | 727 | 16,300 | SH | SOLE | 0 | 0 | 0 | ||
AXALTA COATING SYSTEMS LTD | COM | G0750C108 | 10,593 | 355,840 | SH | SOLE | 0 | 0 | 0 | ||
BANK OF MONTREAL | COM | 063671101 | 665 | 8,820 | SH | SOLE | 0 | 0 | 0 | ||
BAXTER INTERNATIONAL INC | COM | 071813109 | 7,490 | 91,454 | SH | SOLE | 0 | 0 | 0 | ||
BCE INC | COM | 05534B760 | 705 | 15,505 | SH | SOLE | 0 | 0 | 0 | ||
BERKSHIRE HATHAWAY INC-CL B | COM | 084670702 | 788 | 3,695 | SH | SOLE | 0 | 0 | 0 | ||
BIOGEN INC | COM | 09062X103 | 210 | 897 | SH | SOLE | 0 | 0 | 0 | ||
BP PLC-SPONS ADR | COM | 055622104 | 670 | 16,060 | SH | SOLE | 0 | 0 | 0 | ||
BRISTOL-MYERS SQUIBB CO | COM | 110122108 | 17,296 | 381,397 | SH | SOLE | 0 | 0 | 0 | ||
BRYN MAWR BANK CORP | COM | 117665109 | 717 | 19,200 | SH | SOLE | 0 | 0 | 0 | ||
BT GROUP PLC-SPON ADR | COM | 05577E101 | 580 | 45,380 | SH | SOLE | 0 | 0 | 0 | ||
C.H. ROBINSON WORLDWIDE INC | COM | 12541W209 | 2,003 | 23,745 | SH | SOLE | 0 | 0 | 0 | ||
CADENCE DESIGN SYS INC | COM | 127387108 | 5,040 | 71,182 | SH | SOLE | 0 | 0 | 0 | ||
CALERES INC | COM | 129500104 | 604 | 30,300 | SH | SOLE | 0 | 0 | 0 | ||
CALIFORNIA WATER SERVICE GRP | COM | 130788102 | 643 | 12,697 | SH | SOLE | 0 | 0 | 0 | ||
CAN IMPERIAL BK OF COMMERCE | COM | 136069101 | 651 | 8,290 | SH | SOLE | 0 | 0 | 0 | ||
CANADIAN NATL RAILWAY CO | COM | 136375102 | 692 | 7,485 | SH | SOLE | 0 | 0 | 0 | ||
CAROLINA FINANCIAL CORP | COM | 143873107 | 632 | 18,000 | SH | SOLE | 0 | 0 | 0 | ||
CARRIAGE SERVICES INC | COM | 143905107 | 701 | 36,900 | SH | SOLE | 0 | 0 | 0 | ||
CATCHMARK TIMBER TRUST INC-A | COM | 14912Y202 | 787 | 75,300 | SH | SOLE | 0 | 0 | 0 | ||
CATERPILLAR INC | COM | 149123101 | 5,022 | 36,850 | SH | SOLE | 0 | 0 | 0 | ||
CBOE GLOBAL MARKETS INC | COM | 12503M108 | 9,201 | 88,741 | SH | SOLE | 0 | 0 | 0 | ||
CBS CORP-CLASS B NON VOTING | COM | 124857202 | 1,272 | 25,498 | SH | SOLE | 0 | 0 | 0 | ||
CDK GLOBAL INC | COM | 12508E101 | 5,087 | 102,883 | SH | SOLE | 0 | 0 | 0 | ||
CHECK POINT SOFTWARE TECH | COM | M22465104 | 673 | 5,820 | SH | SOLE | 0 | 0 | 0 | ||
CHEMED CORP | COM | 16359R103 | 1,385 | 3,838 | SH | SOLE | 0 | 0 | 0 | ||
CHERRY HILL MORTGAGE INVESTM | COM | 164651101 | 707 | 44,200 | SH | SOLE | 0 | 0 | 0 | ||
CHESAPEAKE UTILITIES CORP | COM | 165303108 | 637 | 6,700 | SH | SOLE | 0 | 0 | 0 | ||
CHIMERA INVESTMENT CORP | COM | 16934Q208 | 687 | 36,400 | SH | SOLE | 0 | 0 | 0 | ||
CHINA MOBILE LTD-SPON ADR | COM | 16941M109 | 661 | 14,600 | SH | SOLE | 0 | 0 | 0 | ||
CHOICE HOTELS INTL INC | COM | 169905106 | 9,708 | 111,575 | SH | SOLE | 0 | 0 | 0 | ||
CHUBB LTD | COM | H1467J104 | 746 | 5,064 | SH | SOLE | 0 | 0 | 0 | ||
CISCO SYSTEMS INC | COM | 17275R102 | 7,326 | 133,853 | SH | SOLE | 0 | 0 | 0 | ||
CITRIX SYSTEMS INC | COM | 177376100 | 281 | 2,867 | SH | SOLE | 0 | 0 | 0 | ||
CLOROX COMPANY | COM | 189054109 | 2,797 | 18,270 | SH | SOLE | 0 | 0 | 0 | ||
COCA-COLA CO/THE | COM | 191216100 | 752 | 14,765 | SH | SOLE | 0 | 0 | 0 | ||
COGNIZANT TECH SOLUTIONS-A | COM | 192446102 | 10,362 | 163,466 | SH | SOLE | 0 | 0 | 0 | ||
COLGATE-PALMOLIVE CO | COM | 194162103 | 8,674 | 121,022 | SH | SOLE | 0 | 0 | 0 | ||
COMCAST CORP-CLASS A | COM | 20030N101 | 6,373 | 150,733 | SH | SOLE | 0 | 0 | 0 | ||
COMERICA INC | COM | 200340107 | 8,291 | 114,145 | SH | SOLE | 0 | 0 | 0 | ||
COMPUTER PROGRAMS & SYSTEMS | COM | 205306103 | 636 | 22,900 | SH | SOLE | 0 | 0 | 0 | ||
COMTECH TELECOMMUNICATIONS | COM | 205826209 | 803 | 28,553 | SH | SOLE | 0 | 0 | 0 | ||
CONOCOPHILLIPS | COM | 20825C104 | 1,900 | 31,154 | SH | SOLE | 0 | 0 | 0 | ||
CONSOLIDATED EDISON INC | COM | 209115104 | 1,359 | 15,502 | SH | SOLE | 0 | 0 | 0 | ||
CORECIVIC INC | COM | 21871N101 | 664 | 32,000 | SH | SOLE | 0 | 0 | 0 | ||
CORENERGY INFRASTRUCTURE TRU | COM | 21870U502 | 761 | 19,200 | SH | SOLE | 0 | 0 | 0 | ||
COSTCO WHOLESALE CORP | COM | 22160K105 | 4,273 | 16,170 | SH | SOLE | 0 | 0 | 0 | ||
CUMMINS INC | COM | 231021106 | 10,270 | 59,941 | SH | SOLE | 0 | 0 | 0 | ||
DANAHER CORP | COM | 235851102 | 231 | 1,619 | SH | SOLE | 0 | 0 | 0 | ||
DARDEN RESTAURANTS INC | COM | 237194105 | 10,210 | 83,870 | SH | SOLE | 0 | 0 | 0 | ||
DOLBY LABORATORIES INC-CL A | COM | 25659T107 | 1,255 | 19,425 | SH | SOLE | 0 | 0 | 0 | ||
DOLLAR GENERAL CORP | COM | 256677105 | 5,146 | 38,077 | SH | SOLE | 0 | 0 | 0 | ||
ECOLAB INC | COM | 278865100 | 1,358 | 6,880 | SH | SOLE | 0 | 0 | 0 | ||
EDGEWELL PERSONAL CARE CO | COM | 28035Q102 | 536 | 19,900 | SH | SOLE | 0 | 0 | 0 | ||
ELI LILLY & CO | COM | 532457108 | 1,322 | 11,934 | SH | SOLE | 0 | 0 | 0 | ||
ENBRIDGE INC | COM | 29250N105 | 714 | 19,777 | SH | SOLE | 0 | 0 | 0 | ||
EPLUS INC | COM | 294268107 | 582 | 8,442 | SH | SOLE | 0 | 0 | 0 | ||
EQUITY LIFESTYLE PROPERTIES | COM | 29472R108 | 2,321 | 19,124 | SH | SOLE | 0 | 0 | 0 | ||
ESTEE LAUDER COMPANIES-CL A | COM | 518439104 | 3,555 | 19,413 | SH | SOLE | 0 | 0 | 0 | ||
EVERGY INC | COM | 30034W106 | 12,477 | 207,428 | SH | SOLE | 0 | 0 | 0 | ||
EXANTAS CAPITAL CORP | COM | 30068N105 | 780 | 69,000 | SH | SOLE | 0 | 0 | 0 | ||
EXTENDED STAY AMERICA INC | COM | 30224P200 | 7,055 | 417,660 | SH | SOLE | 0 | 0 | 0 | ||
EXTERRAN CORP | COM | 30227H106 | 786 | 55,300 | SH | SOLE | 0 | 0 | 0 | ||
EXXON MOBIL CORP | COM | 30231G102 | 1,329 | 17,348 | SH | SOLE | 0 | 0 | 0 | ||
FASTENAL CO | COM | 311900104 | 1,220 | 37,446 | SH | SOLE | 0 | 0 | 0 | ||
FBL FINANCIAL GROUP INC-CL A | COM | 30239F106 | 676 | 10,600 | SH | SOLE | 0 | 0 | 0 | ||
FIDELITY NATIONAL INFO SERV | COM | 31620M106 | 1,589 | 12,956 | SH | SOLE | 0 | 0 | 0 | ||
FIDUS INVESTMENT CORP | COM | 316500107 | 719 | 45,100 | SH | SOLE | 0 | 0 | 0 | ||
FIRST AMERICAN FINANCIAL | COM | 31847R102 | 3,452 | 64,292 | SH | SOLE | 0 | 0 | 0 | ||
FIRST BANCSHARES INC/MS | COM | 318916103 | 719 | 23,700 | SH | SOLE | 0 | 0 | 0 | ||
FIRST FINANCIAL CORP/INDIANA | COM | 320218100 | 767 | 19,100 | SH | SOLE | 0 | 0 | 0 | ||
FIRST INDUSTRIAL REALTY TR | COM | 32054K103 | 661 | 18,000 | SH | SOLE | 0 | 0 | 0 | ||
FISERV INC | COM | 337738108 | 4,621 | 50,691 | SH | SOLE | 0 | 0 | 0 | ||
FLOWERS FOODS INC | COM | 343498101 | 8,704 | 374,065 | SH | SOLE | 0 | 0 | 0 | ||
FORTIS INC | COM | 349553107 | 742 | 18,800 | SH | SOLE | 0 | 0 | 0 | ||
FOUNDATION BUILDING MATERIAL | COM | 350392106 | 685 | 38,500 | SH | SOLE | 0 | 0 | 0 | ||
FRANKLIN STREET PROPERTIES C | COM | 35471R106 | 723 | 97,900 | SH | SOLE | 0 | 0 | 0 | ||
GARMIN LTD | COM | H2906T109 | 2,295 | 28,755 | SH | SOLE | 0 | 0 | 0 | ||
GENESCO INC | COM | 371532102 | 643 | 15,200 | SH | SOLE | 0 | 0 | 0 | ||
GERMAN AMERICAN BANCORP | COM | 373865104 | 708 | 23,500 | SH | SOLE | 0 | 0 | 0 | ||
GLADSTONE CAPITAL CORP | COM | 376535100 | 701 | 74,682 | SH | SOLE | 0 | 0 | 0 | ||
GLAXOSMITHKLINE PLC-SPON ADR | COM | 37733W105 | 680 | 16,980 | SH | SOLE | 0 | 0 | 0 | ||
GOLUB CAPITAL BDC INC | COM | 38173M102 | 673 | 37,800 | SH | SOLE | 0 | 0 | 0 | ||
GRACO INC | COM | 384109104 | 5,616 | 111,919 | SH | SOLE | 0 | 0 | 0 | ||
GREAT SOUTHERN BANCORP INC | COM | 390905107 | 760 | 12,700 | SH | SOLE | 0 | 0 | 0 | ||
GRUPO AEROPORTUARIO PAC-ADR | COM | 400506101 | 716 | 6,860 | SH | SOLE | 0 | 0 | 0 | ||
HAVERTY FURNITURE | COM | 419596101 | 634 | 37,200 | SH | SOLE | 0 | 0 | 0 | ||
HEALTHSTREAM INC | COM | 42222N103 | 776 | 30,000 | SH | SOLE | 0 | 0 | 0 | ||
HERCULES CAPITAL INC | COM | 427096508 | 599 | 46,712 | SH | SOLE | 0 | 0 | 0 | ||
HERITAGE COMMERCE CORP | COM | 426927109 | 677 | 55,300 | SH | SOLE | 0 | 0 | 0 | ||
HERSHEY CO/THE | COM | 427866108 | 17,112 | 127,674 | SH | SOLE | 0 | 0 | 0 | ||
HEXCEL CORP | COM | 428291108 | 1,425 | 17,618 | SH | SOLE | 0 | 0 | 0 | ||
HOME DEPOT INC | COM | 437076102 | 7,706 | 37,052 | SH | SOLE | 0 | 0 | 0 | ||
HUMANA INC | COM | 444859102 | 1,131 | 4,264 | SH | SOLE | 0 | 0 | 0 | ||
HUNTINGTON INGALLS INDUSTRIE | COM | 446413106 | 1,318 | 5,865 | SH | SOLE | 0 | 0 | 0 | ||
ICF INTERNATIONAL INC | COM | 44925C103 | 590 | 8,100 | SH | SOLE | 0 | 0 | 0 | ||
IDEXX LABORATORIES INC | COM | 45168D104 | 6,213 | 22,565 | SH | SOLE | 0 | 0 | 0 | ||
INFOSYS LTD-SP ADR | COM | 456788108 | 688 | 64,325 | SH | SOLE | 0 | 0 | 0 | ||
INGLES MARKETS INC-CLASS A | COM | 457030104 | 744 | 23,892 | SH | SOLE | 0 | 0 | 0 | ||
INGREDION INC | COM | 457187102 | 12,144 | 147,220 | SH | SOLE | 0 | 0 | 0 | ||
INTERDIGITAL INC | COM | 45867G101 | 708 | 11,000 | SH | SOLE | 0 | 0 | 0 | ||
INTUIT INC | COM | 461202103 | 10,405 | 39,816 | SH | SOLE | 0 | 0 | 0 | ||
INTUITIVE SURGICAL INC | COM | 46120E602 | 656 | 1,251 | SH | SOLE | 0 | 0 | 0 | ||
INVESTORS REAL ESTATE TRUST | COM | 461730509 | 692 | 11,800 | SH | SOLE | 0 | 0 | 0 | ||
ISTAR INC | COM | 45031U101 | 801 | 64,500 | SH | SOLE | 0 | 0 | 0 | ||
ITURAN LOCATION AND CONTROL | COM | M6158M104 | 707 | 23,500 | SH | SOLE | 0 | 0 | 0 | ||
JAZZ PHARMACEUTICALS PLC | COM | G50871105 | 1,271 | 8,913 | SH | SOLE | 0 | 0 | 0 | ||
JONES LANG LASALLE INC | COM | 48020Q107 | 7,335 | 52,135 | SH | SOLE | 0 | 0 | 0 | ||
K12 INC | COM | 48273U102 | 696 | 22,900 | SH | SOLE | 0 | 0 | 0 | ||
KELLY SERVICES INC -A | COM | 488152208 | 780 | 29,800 | SH | SOLE | 0 | 0 | 0 | ||
LANDEC CORP | COM | 514766104 | 730 | 77,900 | SH | SOLE | 0 | 0 | 0 | ||
LEAR CORP | COM | 521865204 | 1,170 | 8,402 | SH | SOLE | 0 | 0 | 0 | ||
LIBERTY PROPERTY TRUST | COM | 531172104 | 1,272 | 25,412 | SH | SOLE | 0 | 0 | 0 | ||
LIMONEIRA CO | COM | 532746104 | 568 | 28,500 | SH | SOLE | 0 | 0 | 0 | ||
LINDBLAD EXPEDITIONS HOLDING | COM | 535219109 | 774 | 43,100 | SH | SOLE | 0 | 0 | 0 | ||
LINDE PLC | COM | G5494J103 | 794 | 3,955 | SH | SOLE | 0 | 0 | 0 | ||
LOCKHEED MARTIN CORP | COM | 539830109 | 1,757 | 4,833 | SH | SOLE | 0 | 0 | 0 | ||
LOWE'S COS INC | COM | 548661107 | 1,409 | 13,962 | SH | SOLE | 0 | 0 | 0 | ||
LULULEMON ATHLETICA INC | COM | 550021109 | 509 | 2,826 | SH | SOLE | 0 | 0 | 0 | ||
MANITOWOC COMPANY INC | COM | 563571405 | 769 | 43,200 | SH | SOLE | 0 | 0 | 0 | ||
MANNKIND CORP | COM | 56400P706 | 16 | 13,901 | SH | SOLE | 0 | 0 | 0 | ||
MARCUS CORPORATION | COM | 566330106 | 682 | 20,700 | SH | SOLE | 0 | 0 | 0 | ||
MARKETAXESS HOLDINGS INC | COM | 57060D108 | 1,675 | 5,210 | SH | SOLE | 0 | 0 | 0 | ||
MARSH & MCLENNAN COS | COM | 571748102 | 831 | 8,332 | SH | SOLE | 0 | 0 | 0 | ||
MASCO CORP | COM | 574599106 | 1,867 | 47,590 | SH | SOLE | 0 | 0 | 0 | ||
MASTERCARD INC - A | COM | 57636Q104 | 1,335 | 5,048 | SH | SOLE | 0 | 0 | 0 | ||
MATERION CORP | COM | 576690101 | 753 | 11,100 | SH | SOLE | 0 | 0 | 0 | ||
MCDONALD'S CORP | COM | 580135101 | 1,414 | 6,810 | SH | SOLE | 0 | 0 | 0 | ||
MEDNAX INC | COM | 58502B106 | 674 | 26,700 | SH | SOLE | 0 | 0 | 0 | ||
MEDTRONIC PLC | COM | G5960L103 | 822 | 8,438 | SH | SOLE | 0 | 0 | 0 | ||
MERCK & CO. INC. | COM | 58933Y105 | 773 | 9,218 | SH | SOLE | 0 | 0 | 0 | ||
META FINANCIAL GROUP INC | COM | 59100U108 | 816 | 741,296 | SH | SOLE | 0 | 0 | 0 | ||
METTLER-TOLEDO INTERNATIONAL | COM | 592688105 | 4,000 | 4,762 | SH | SOLE | 0 | 0 | 0 | ||
MFS MUNI HIGH INCOME-I | COM | 552984692 | 158 | 18,784 | SH | SOLE | 0 | 0 | 0 | ||
MICROSOFT CORP | COM | 594918104 | 2,450 | 18,290 | SH | SOLE | 0 | 0 | 0 | ||
MIDDLESEX WATER CO | COM | 596680108 | 729 | 12,300 | SH | SOLE | 0 | 0 | 0 | ||
MONOTYPE IMAGING HOLDINGS IN | COM | 61022P100 | 780 | 46,300 | SH | SOLE | 0 | 0 | 0 | ||
MOVADO GROUP INC | COM | 624580106 | 608 | 22,500 | SH | SOLE | 0 | 0 | 0 | ||
MSC INDUSTRIAL DIRECT CO-A | COM | 553530106 | 3,639 | 49,009 | SH | SOLE | 0 | 0 | 0 | ||
MYERS INDUSTRIES INC | COM | 628464109 | 780 | 40,500 | SH | SOLE | 0 | 0 | 0 | ||
NATIONAL FUEL GAS CO | COM | 636180101 | 10,441 | 197,938 | SH | SOLE | 0 | 0 | 0 | ||
NATIONAL INSTRUMENTS CORP | COM | 636518102 | 9,438 | 224,778 | SH | SOLE | 0 | 0 | 0 | ||
NATL HEALTH INVESTORS INC | COM | 63633D104 | 726 | 9,300 | SH | SOLE | 0 | 0 | 0 | ||
NEENAH INC | COM | 640079109 | 703 | 10,400 | SH | SOLE | 0 | 0 | 0 | ||
NICE LTD - SPON ADR | COM | 653656108 | 703 | 5,130 | SH | SOLE | 0 | 0 | 0 | ||
NORFOLK SOUTHERN CORP | COM | 655844108 | 1,230 | 6,170 | SH | SOLE | 0 | 0 | 0 | ||
NORTHERN TRUST CORP | COM | 665859104 | 5,298 | 58,868 | SH | SOLE | 0 | 0 | 0 | ||
NORTHWEST PIPE CO | COM | 667746101 | 797 | 30,900 | SH | SOLE | 0 | 0 | 0 | ||
NORTHWESTERN CORP | COM | 668074305 | 642 | 8,900 | SH | SOLE | 0 | 0 | 0 | ||
NOVARTIS AG-SPONSORED ADR | COM | 66987V109 | 781 | 8,550 | SH | SOLE | 0 | 0 | 0 | ||
NOVO-NORDISK A/S-SPONS ADR | COM | 670100205 | 718 | 14,070 | SH | SOLE | 0 | 0 | 0 | ||
NUCOR CORP | COM | 670346105 | 2,840 | 51,539 | SH | SOLE | 0 | 0 | 0 | ||
NUTRIEN LTD | COM | 67077M108 | 682 | 12,760 | SH | SOLE | 0 | 0 | 0 | ||
NVR INC | COM | 62944T105 | 17,961 | 5,329 | SH | SOLE | 0 | 0 | 0 | ||
OFFICE PROPERTIES INCOME TRU | COM | 67623C109 | 685 | 26,083 | SH | SOLE | 0 | 0 | 0 | ||
OGE ENERGY CORP | COM | 670837103 | 9,128 | 214,463 | SH | SOLE | 0 | 0 | 0 | ||
OLD LINE BANCSHARES INC | COM | 67984M100 | 639 | 24,000 | SH | SOLE | 0 | 0 | 0 | ||
ONE LIBERTY PROPERTIES INC | COM | 682406103 | 707 | 24,400 | SH | SOLE | 0 | 0 | 0 | ||
OPUS BANK | COM | 684000102 | 699 | 33,100 | SH | SOLE | 0 | 0 | 0 | ||
ORANGE-SPON ADR | COM | 684060106 | 698 | 44,420 | SH | SOLE | 0 | 0 | 0 | ||
ORTHOFIX MEDICAL INC | COM | 68752M108 | 619 | 11,700 | SH | SOLE | 0 | 0 | 0 | ||
OTTER TAIL CORP | COM | 689648103 | 803 | 15,200 | SH | SOLE | 0 | 0 | 0 | ||
PATTEN ENERGY SOLUTIONS GROU | COM | 70343P103 | 0 | 100,000 | SH | SOLE | 0 | 0 | 0 | ||
PAYCHEX INC | COM | 704326107 | 5,043 | 61,283 | SH | SOLE | 0 | 0 | 0 | ||
PC CONNECTION INC | COM | 69318J100 | 787 | 22,500 | SH | SOLE | 0 | 0 | 0 | ||
PENNANTPARK INVESTMENT CORP | COM | 708062104 | 716 | 113,300 | SH | SOLE | 0 | 0 | 0 | ||
PENNYMAC MORTGAGE INVESTMENT | COM | 70931T103 | 755 | 34,600 | SH | SOLE | 0 | 0 | 0 | ||
PEPSICO INC | COM | 713448108 | 11,622 | 88,629 | SH | SOLE | 0 | 0 | 0 | ||
PFIZER INC | COM | 717081103 | 947 | 21,851 | SH | SOLE | 0 | 0 | 0 | ||
PHIBRO ANIMAL HEALTH CORP-A | COM | 71742Q106 | 816 | 25,700 | SH | SOLE | 0 | 0 | 0 | ||
PHOTRONICS INC | COM | 719405102 | 680 | 82,900 | SH | SOLE | 0 | 0 | 0 | ||
PINNACLE WEST CAPITAL | COM | 723484101 | 2,316 | 24,619 | SH | SOLE | 0 | 0 | 0 | ||
PNM RESOURCES INC | COM | 69349H107 | 789 | 15,500 | SH | SOLE | 0 | 0 | 0 | ||
PORTLAND GENERAL ELECTRIC CO | COM | 736508847 | 769 | 14,200 | SH | SOLE | 0 | 0 | 0 | ||
PRA HEALTH SCIENCES INC | COM | 69354M108 | 6,064 | 61,160 | SH | SOLE | 0 | 0 | 0 | ||
PREFERRED BANK/LOS ANGELES | COM | 740367404 | 685 | 14,500 | SH | SOLE | 0 | 0 | 0 | ||
PRIMEGEN ENERGY CORP | COM | 74161T106 | 0 | 30,000 | SH | SOLE | 0 | 0 | 0 | ||
PROCTER & GAMBLE CO/THE | COM | 742718109 | 6,955 | 63,426 | SH | SOLE | 0 | 0 | 0 | ||
PROGRESSIVE CORP | COM | 743315103 | 1,541 | 19,274 | SH | SOLE | 0 | 0 | 0 | ||
PROVIDENT FINANCIAL SERVICES | COM | 74386T105 | 609 | 25,100 | SH | SOLE | 0 | 0 | 0 | ||
PUBLIC SERVICE ENTERPRISE GP | COM | 744573106 | 262 | 4,461 | SH | SOLE | 0 | 0 | 0 | ||
PUBLIC STORAGE | COM | 74460D109 | 10,479 | 43,999 | SH | SOLE | 0 | 0 | 0 | ||
QCR HOLDINGS INC | COM | 74727A104 | 708 | 20,300 | SH | SOLE | 0 | 0 | 0 | ||
QUEST DIAGNOSTICS INC | COM | 74834L100 | 259 | 2,541 | SH | SOLE | 0 | 0 | 0 | ||
RAYONIER INC | COM | 754907103 | 3,098 | 102,235 | SH | SOLE | 0 | 0 | 0 | ||
REDWOOD TRUST INC | COM | 758075402 | 699 | 42,300 | SH | SOLE | 0 | 0 | 0 | ||
REGIONS FINANCIAL CORP | COM | 7591EP100 | 1,149 | 76,935 | SH | SOLE | 0 | 0 | 0 | ||
REPUBLIC SERVICES INC | COM | 760759100 | 4,849 | 55,969 | SH | SOLE | 0 | 0 | 0 | ||
ROBERT HALF INTL INC | COM | 770323103 | 7,981 | 140,001 | SH | SOLE | 0 | 0 | 0 | ||
ROGERS COMMUNICATIONS INC-B | COM | 775109200 | 738 | 13,795 | SH | SOLE | 0 | 0 | 0 | ||
ROPER TECHNOLOGIES INC | COM | 776696106 | 836 | 2,282 | SH | SOLE | 0 | 0 | 0 | ||
ROSS STORES INC | COM | 778296103 | 1,785 | 18,012 | SH | SOLE | 0 | 0 | 0 | ||
ROYAL BANK OF CANADA | COM | 780087102 | 685 | 8,625 | SH | SOLE | 0 | 0 | 0 | ||
ROYAL DUTCH SHELL-SPON ADR-A | COM | 780259206 | 720 | 11,065 | SH | SOLE | 0 | 0 | 0 | ||
ROYAL GOLD INC | COM | 780287108 | 9,742 | 95,048 | SH | SOLE | 0 | 0 | 0 | ||
RUSH ENTERPRISES INC-CL A | COM | 781846209 | 738 | 20,200 | SH | SOLE | 0 | 0 | 0 | ||
RUTH'S HOSPITALITY GROUP INC | COM | 783332109 | 625 | 27,500 | SH | SOLE | 0 | 0 | 0 | ||
S&P GLOBAL INC | COM | 78409V104 | 18,615 | 81,719 | SH | SOLE | 0 | 0 | 0 | ||
SANOFI-ADR | COM | 80105N105 | 682 | 15,770 | SH | SOLE | 0 | 0 | 0 | ||
SAP SE-SPONSORED ADR | COM | 803054204 | 759 | 5,550 | SH | SOLE | 0 | 0 | 0 | ||
SAUL CENTERS INC | COM | 804395101 | 707 | 12,603 | SH | SOLE | 0 | 0 | 0 | ||
SEMPRA ENERGY | COM | 816851109 | 2,268 | 16,505 | SH | SOLE | 0 | 0 | 0 | ||
SENSIENT TECHNOLOGIES CORP | COM | 81725T100 | 639 | 8,700 | SH | SOLE | 0 | 0 | 0 | ||
SKYWEST INC | COM | 830879102 | 698 | 11,500 | SH | SOLE | 0 | 0 | 0 | ||
SOLAR CAPITAL LTD | COM | 83413U100 | 762 | 37,100 | SH | SOLE | 0 | 0 | 0 | ||
SOUTHWEST GAS HOLDINGS INC | COM | 844895102 | 762 | 8,500 | SH | SOLE | 0 | 0 | 0 | ||
SP PLUS CORP | COM | 78469C103 | 747 | 23,400 | SH | SOLE | 0 | 0 | 0 | ||
STARBUCKS CORP | COM | 855244109 | 5,689 | 67,867 | SH | SOLE | 0 | 0 | 0 | ||
STEVEN MADDEN LTD | COM | 556269108 | 730 | 21,500 | SH | SOLE | 0 | 0 | 0 | ||
SUBURBAN PROPANE PARTNERS LP | COM | 864482104 | 748 | 30,800 | SH | SOLE | 0 | 0 | 0 | ||
SYKES ENTERPRISES INC | COM | 871237103 | 623 | 22,700 | SH | SOLE | 0 | 0 | 0 | ||
SYNOPSYS INC | COM | 871607107 | 11,707 | 90,967 | SH | SOLE | 0 | 0 | 0 | ||
SYSCO CORP | COM | 871829107 | 13,481 | 190,631 | SH | SOLE | 0 | 0 | 0 | ||
T ROWE PRICE GROUP INC | COM | 74144T108 | 4,299 | 39,185 | SH | SOLE | 0 | 0 | 0 | ||
TAPESTRY INC | COM | 876030107 | 246 | 7,761 | SH | SOLE | 0 | 0 | 0 | ||
TARGET CORP | COM | 87612E106 | 3,088 | 35,651 | SH | SOLE | 0 | 0 | 0 | ||
TAYLOR MORRISON HOME CORP | COM | 87724P106 | 616 | 29,400 | SH | SOLE | 0 | 0 | 0 | ||
TC ENERGY CORP | COM | 87807B107 | 732 | 14,790 | SH | SOLE | 0 | 0 | 0 | ||
TE CONNECTIVITY LTD | COM | H84989104 | 3,133 | 32,707 | SH | SOLE | 0 | 0 | 0 | ||
TELEFONICA SA-SPON ADR | COM | 879382208 | 695 | 83,865 | SH | SOLE | 0 | 0 | 0 | ||
TELUS CORP | COM | 87971M103 | 701 | 19,005 | SH | SOLE | 0 | 0 | 0 | ||
TERADYNE INC | COM | 880770102 | 17,151 | 357,962 | SH | SOLE | 0 | 0 | 0 | ||
TERRAFORM POWER INC - A | COM | 88104R209 | 668 | 46,700 | SH | SOLE | 0 | 0 | 0 | ||
TEXAS INSTRUMENTS INC | COM | 882508104 | 535 | 4,663 | SH | SOLE | 0 | 0 | 0 | ||
THOMSON REUTERS CORP | COM | 884903709 | 729 | 11,305 | SH | SOLE | 0 | 0 | 0 | ||
TJX COMPANIES INC | COM | 872540109 | 15,713 | 297,151 | SH | SOLE | 0 | 0 | 0 | ||
T-MOBILE US INC | COM | 872590104 | 3,856 | 52,008 | SH | SOLE | 0 | 0 | 0 | ||
TORO CO | COM | 891092108 | 13,342 | 199,436 | SH | SOLE | 0 | 0 | 0 | ||
TORONTO-DOMINION BANK | COM | 891160509 | 717 | 12,285 | SH | SOLE | 0 | 0 | 0 | ||
TOTAL SYSTEM SERVICES INC | COM | 891906109 | 430 | 3,352 | SH | SOLE | 0 | 0 | 0 | ||
TPG RE FINANCE TRUST INC | COM | 87266M107 | 675 | 35,000 | SH | SOLE | 0 | 0 | 0 | ||
TRACTOR SUPPLY COMPANY | COM | 892356106 | 1,707 | 15,692 | SH | SOLE | 0 | 0 | 0 | ||
TRIPLE-S MANAGEMENT CORP-B | COM | 896749108 | 806 | 33,800 | SH | SOLE | 0 | 0 | 0 | ||
TRUEBLUE INC | COM | 89785X101 | 633 | 28,700 | SH | SOLE | 0 | 0 | 0 | ||
TWO HARBORS INVESTMENT CORP | COM | 90187B408 | 680 | 53,700 | SH | SOLE | 0 | 0 | 0 | ||
UDR INC | COM | 902653104 | 1,272 | 28,347 | SH | SOLE | 0 | 0 | 0 | ||
UMPQUA HOLDINGS CORP | COM | 904214103 | 1,201 | 72,378 | SH | SOLE | 0 | 0 | 0 | ||
UNIFIRST CORP/MA | COM | 904708104 | 792 | 4,200 | SH | SOLE | 0 | 0 | 0 | ||
UNILEVER N V -NY SHARES | COM | 904784709 | 713 | 11,750 | SH | SOLE | 0 | 0 | 0 | ||
UNITEDHEALTH GROUP INC | COM | 91324P102 | 9,837 | 40,312 | SH | SOLE | 0 | 0 | 0 | ||
UNITIL CORP | COM | 913259107 | 808 | 13,498 | SH | SOLE | 0 | 0 | 0 | ||
UNIVERSAL ELECTRONICS INC | COM | 913483103 | 747 | 18,200 | SH | SOLE | 0 | 0 | 0 | ||
VECTRUS INC | COM | 92242T101 | 799 | 19,700 | SH | SOLE | 0 | 0 | 0 | ||
VERISIGN INC | COM | 92343E102 | 220 | 1,053 | SH | SOLE | 0 | 0 | 0 | ||
VERIZON COMMUNICATIONS INC | COM | 92343V104 | 3,151 | 55,158 | SH | SOLE | 0 | 0 | 0 | ||
VF CORP | COM | 918204108 | 2,939 | 33,642 | SH | SOLE | 0 | 0 | 0 | ||
VISA INC-CLASS A SHARES | COM | 92826C839 | 760 | 4,379 | SH | SOLE | 0 | 0 | 0 | ||
WALMART INC | COM | 931142103 | 21,356 | 193,285 | SH | SOLE | 0 | 0 | 0 | ||
WALT DISNEY CO/THE | COM | 254687106 | 5,867 | 42,013 | SH | SOLE | 0 | 0 | 0 | ||
WASTE CONNECTIONS INC | COM | 94106B101 | 717 | 7,500 | SH | SOLE | 0 | 0 | 0 | ||
WASTE MANAGEMENT INC | COM | 94106L109 | 2,222 | 19,259 | SH | SOLE | 0 | 0 | 0 | ||
WEINGARTEN REALTY INVESTORS | COM | 948741103 | 1,795 | 65,449 | SH | SOLE | 0 | 0 | 0 | ||
WESTERN ASSET MORTGAGE CAPIT | COM | 95790D105 | 645 | 64,600 | SH | SOLE | 0 | 0 | 0 | ||
WHITE MOUNTAINS INSURANCE GP | COM | G9618E107 | 817 | 800 | SH | SOLE | 0 | 0 | 0 | ||
WILLDAN GROUP INC | COM | 96924N100 | 771 | 20,700 | SH | SOLE | 0 | 0 | 0 | ||
WP CAREY INC | COM | 92936U109 | 4,182 | 51,521 | SH | SOLE | 0 | 0 | 0 | ||
XCEL ENERGY INC | COM | 98389B100 | 7,726 | 129,868 | SH | SOLE | 0 | 0 | 0 | ||
ZOETIS INC | COM | 98978V103 | 11,518 | 101,489 | SH | SOLE | 0 | 0 | 0 |