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 |
JPMorgan USD Emerging Markets Sovereign Bond ETF | ETF | 46641Q746 | 0 | 5 | SH | SOLE | NONE | 0 | 0 | 0 | |
Fidelity MSCI Real Estate Index ETF | ETF | 316092857 | 0 | 6 | SH | SOLE | NONE | 0 | 0 | 0 | |
John Hancock Multifactor Energy ETF | ETF | 47804J701 | 0 | 6 | SH | SOLE | NONE | 0 | 0 | 0 | |
Fidelity MSCI Utilities Index ETF | ETF | 316092865 | 0 | 8 | SH | SOLE | NONE | 0 | 0 | 0 | |
Fidelity MSCI Energy Index ETF | ETF | 316092402 | 0 | 11 | SH | SOLE | NONE | 0 | 0 | 0 | |
Fidelity MSCI Consumer Discretionary Index ETF | ETF | 316092204 | 1 | 14 | SH | SOLE | NONE | 0 | 0 | 0 | |
Fidelity MSCI Industrials Index ETF | ETF | 316092709 | 1 | 20 | SH | SOLE | NONE | 0 | 0 | 0 | |
Fidelity MSCI Materials Index ETF | ETF | 316092881 | 1 | 25 | SH | SOLE | NONE | 0 | 0 | 0 | |
John Hancock Multifactor Industrials ETF | ETF | 47804J883 | 1 | 27 | SH | SOLE | NONE | 0 | 0 | 0 | |
SPDR Portfolio Emerging Markets ETF | ETF | 78463X509 | 1 | 29 | SH | SOLE | NONE | 17 | 0 | 0 | |
Fidelity MSCI Communication Services Index ETF | ETF | 316092873 | 1 | 30 | SH | SOLE | NONE | 0 | 0 | 0 | |
2seventy bio Inc. | COM | 901384107 | 1 | 35 | SH | SOLE | NONE | 35 | 0 | 0 | |
Fidelity MSCI Consumer Staples Index ETF | ETF | 316092303 | 2 | 38 | SH | SOLE | NONE | 0 | 0 | 0 | |
Fidelity MSCI Information Technology Index ETF | ETF | 316092808 | 5 | 38 | SH | SOLE | NONE | 0 | 0 | 0 | |
Fidelity MSCI Health Care Index ETF | ETF | 316092600 | 3 | 40 | SH | SOLE | NONE | 0 | 0 | 0 | |
John Hancock Multifactor Consumer Discretionary ETF | ETF | 47804J305 | 2 | 41 | SH | SOLE | NONE | 0 | 0 | 0 | |
John Hancock Multifactor Consumer Staples ETF | ETF | 47804J875 | 2 | 41 | SH | SOLE | NONE | 0 | 0 | 0 | |
John Hancock Multifactor Utilities ETF | ETF | 47804J867 | 2 | 41 | SH | SOLE | NONE | 0 | 0 | 0 | |
Fidelity MSCI Financials Index ETF | ETF | 316092501 | 2 | 42 | SH | SOLE | NONE | 0 | 0 | 0 | |
iShares iBoxx $ Investment Grade Corporate Bond ETF | ETF | 464287242 | 5 | 43 | SH | SOLE | NONE | 43 | 0 | 0 | |
John Hancock Multifactor Materials ETF | ETF | 47804J800 | 2 | 44 | SH | SOLE | NONE | 0 | 0 | 0 | |
John Hancock Multifactor Technology ETF | ETF | 47804J602 | 4 | 47 | SH | SOLE | NONE | 0 | 0 | 0 | |
Xtrackers USD High Yield Corporate Bond ETF | ETF | 233051432 | 2 | 51 | SH | SOLE | NONE | 0 | 0 | 0 | |
John Hancock Multifactor Media And Communications ETF | ETF | 47804J826 | 2 | 63 | SH | SOLE | NONE | 0 | 0 | 0 | |
John Hancock Multifactor Healthcare ETF | ETF | 47804J503 | 4 | 81 | SH | SOLE | NONE | 0 | 0 | 0 | |
SPDR Dow Jones REIT ETF | ETF | 78464A607 | 11 | 91 | SH | SOLE | NONE | 91 | 0 | 0 | |
John Hancock Multifactor Financials ETF | ETF | 47804J404 | 5 | 96 | SH | SOLE | NONE | 0 | 0 | 0 | |
iShares iBoxx $ High Yield Corporate Bond ETF | ETF | 464288513 | 11 | 129 | SH | SOLE | NONE | 129 | 0 | 0 | |
Regeneron Pharmaceuticals Inc. | COM | 75886F107 | 96 | 137 | SH | SOLE | NONE | 95 | 0 | 0 | |
Bio-Rad Laboratories Inc. | COM | 090572207 | 82 | 145 | SH | SOLE | NONE | 101 | 0 | 0 | |
SPDR Dow Jones International Real Estate ETF | ETF | 78463X863 | 5 | 145 | SH | SOLE | NONE | 145 | 0 | 0 | |
iShares Core U.S. Aggregate Bond ETF | ETF | 464287226 | 16 | 146 | SH | SOLE | NONE | 146 | 0 | 0 | |
SPDR Portfolio Developed World ex-US ETF | ETF | 78463X889 | 5 | 153 | SH | SOLE | NONE | 78 | 0 | 0 | |
SPDR S&P Global Infrastructure ETF | ETF | 78463X855 | 9 | 155 | SH | SOLE | NONE | 155 | 0 | 0 | |
Charter Communications Inc. | COM | 16119P108 | 85 | 156 | SH | SOLE | NONE | 119 | 0 | 0 | |
SBA Communications Corp. | REIT | 78410G104 | 54 | 156 | SH | SOLE | NONE | 180 | 0 | 0 | |
Xylem Inc. | COM | 98419M100 | 14 | 168 | SH | SOLE | NONE | 168 | 0 | 0 | |
Cogent Communications Holdings Inc. | COM | 19239V302 | 12 | 180 | SH | SOLE | NONE | 180 | 0 | 0 | |
Grupo Aeroportuario del Pacifico SAB de CV ADR | ADR | 400506101 | 31 | 195 | SH | SOLE | NONE | 195 | 0 | 0 | |
STAG Industrial Inc. REIT | REIT | 85254J102 | 8 | 195 | SH | SOLE | NONE | 195 | 0 | 0 | |
iShares Core International Aggregate Bond ETF | ETF | 46435G672 | 11 | 207 | SH | SOLE | NONE | 0 | 0 | 0 | |
Constellation Energy Corp. | COM | 21037T109 | 12 | 208 | SH | SOLE | NONE | 208 | 0 | 0 | |
Emerson Electric Co. | COM | 291011104 | 22 | 222 | SH | SOLE | NONE | 222 | 0 | 0 | |
AGFiQ Global Infrastructure ETF | ETF | 00110G606 | 7 | 250 | SH | SOLE | NONE | 0 | 0 | 0 | |
Alphabet Inc. | COM | 02079K107 | 698 | 250 | SH | SOLE | NONE | 0 | 0 | 0 | |
AbbVie Inc. | COM | 00287Y109 | 43 | 267 | SH | SOLE | NONE | 267 | 0 | 0 | |
Old Dominion Freight Line Inc. | COM | 679580100 | 82 | 275 | SH | SOLE | NONE | 191 | 0 | 0 | |
iShares Preferred & Income Securities ETF | ETF | 464288687 | 10 | 279 | SH | SOLE | NONE | 279 | 0 | 0 | |
Rockwell Automation Inc. | COM | 773903109 | 80 | 284 | SH | SOLE | NONE | 197 | 0 | 0 | |
Fortis Inc. | COM | 349553107 | 14 | 285 | SH | SOLE | NONE | 285 | 0 | 0 | |
Cheniere Energy Inc. | COM | 16411R208 | 40 | 288 | SH | SOLE | NONE | 378 | 0 | 0 | |
Entergy Corp. | COM | 29364G103 | 37 | 321 | SH | SOLE | NONE | 321 | 0 | 0 | |
Mettler-Toledo International Inc. | COM | 592688105 | 442 | 322 | SH | SOLE | NONE | 228 | 0 | 0 | |
SPDR Portfolio Aggregate Bond ETF | ETF | 78464A649 | 9 | 338 | SH | SOLE | NONE | 150 | 0 | 0 | |
Alphabet Inc. | COM | 02079K305 | 1,046 | 376 | SH | SOLE | NONE | 263 | 0 | 0 | |
SPDR Portfolio S&P 500 ETF | ETF | 78464A854 | 21 | 395 | SH | SOLE | NONE | 180 | 0 | 0 | |
McKesson Corp. | COM | 58155Q103 | 126 | 410 | SH | SOLE | NONE | 285 | 0 | 0 | |
NextEra Energy Partners LP | COM | 65341B106 | 36 | 429 | SH | SOLE | NONE | 429 | 0 | 0 | |
Monolithic Power Systems Inc. | COM | 609839105 | 214 | 440 | SH | SOLE | NONE | 305 | 0 | 0 | |
Amazon.com Inc. | COM | 023135106 | 1,522 | 467 | SH | SOLE | NONE | 318 | 0 | 0 | |
Valero Energy Corp. | COM | 91913Y100 | 49 | 480 | SH | SOLE | NONE | 480 | 0 | 0 | |
American Water Works Co. Inc. | COM | 030420103 | 81 | 491 | SH | SOLE | NONE | 656 | 0 | 0 | |
Phillips 66 | COM | 718546104 | 43 | 498 | SH | SOLE | NONE | 498 | 0 | 0 | |
Agree Realty Corp. REIT | REIT | 008492100 | 33 | 504 | SH | SOLE | NONE | 504 | 0 | 0 | |
Realty Income Corp. REIT | REIT | 756109104 | 35 | 504 | SH | SOLE | NONE | 504 | 0 | 0 | |
Pinnacle West Capital Corp. | COM | 723484101 | 40 | 510 | SH | SOLE | NONE | 510 | 0 | 0 | |
Chubb Ltd. | COM | H1467J104 | 111 | 517 | SH | SOLE | NONE | 359 | 0 | 0 | |
Public Service Enterprise Group Inc. | COM | 744573106 | 38 | 543 | SH | SOLE | NONE | 543 | 0 | 0 | |
The PNC Financial Services Group Inc. | COM | 693475105 | 100 | 543 | SH | SOLE | NONE | 377 | 0 | 0 | |
Williams-Sonoma Inc. | COM | 969904101 | 80 | 549 | SH | SOLE | NONE | 381 | 0 | 0 | |
CMS Energy Corp. | COM | 125896100 | 39 | 555 | SH | SOLE | NONE | 555 | 0 | 0 | |
Marathon Petroleum Corp. | COM | 56585A102 | 48 | 564 | SH | SOLE | NONE | 564 | 0 | 0 | |
Amgen Inc. | COM | 031162100 | 144 | 594 | SH | SOLE | NONE | 302 | 0 | 0 | |
Thermo Fisher Scientific Inc. | COM | 883556102 | 359 | 608 | SH | SOLE | NONE | 422 | 0 | 0 | |
American Campus Communities Inc. REIT | REIT | 024835100 | 35 | 627 | SH | SOLE | NONE | 627 | 0 | 0 | |
Dow Inc. | COM | 260557103 | 41 | 636 | SH | SOLE | NONE | 636 | 0 | 0 | |
Zebra Technologies Corp. | COM | 989207105 | 264 | 639 | SH | SOLE | NONE | 443 | 0 | 0 | |
Zoetis Inc. | COM | 98978V103 | 121 | 639 | SH | SOLE | NONE | 443 | 0 | 0 | |
AGFiQ Hedged Dividend Income Fund | ETF | 00110G887 | 17 | 656 | SH | SOLE | NONE | 0 | 0 | 0 | |
Cardinal Health Inc. | COM | 14149Y108 | 39 | 690 | SH | SOLE | NONE | 690 | 0 | 0 | |
OneMain Holdings Inc. | COM | 68268W103 | 34 | 720 | SH | SOLE | NONE | 720 | 0 | 0 | |
EOG Resources Inc. | COM | 26875P101 | 86 | 721 | SH | SOLE | NONE | 571 | 0 | 0 | |
Caterpillar Inc. | COM | 149123101 | 161 | 723 | SH | SOLE | NONE | 502 | 0 | 0 | |
Icahn Enterprises LP | COM | 451100101 | 38 | 726 | SH | SOLE | NONE | 726 | 0 | 0 | |
AllianceBernstein Holding LP | COM | 01881G106 | 34 | 732 | SH | SOLE | NONE | 732 | 0 | 0 | |
T-Mobile US Inc. | COM | 872590104 | 94 | 733 | SH | SOLE | NONE | 563 | 0 | 0 | |
National Retail Properties Inc. REIT | REIT | 637417106 | 34 | 747 | SH | SOLE | NONE | 747 | 0 | 0 | |
Altria Group Inc. | COM | 02209S103 | 40 | 765 | SH | SOLE | NONE | 765 | 0 | 0 | |
Mastercard Inc. | COM | 57636Q104 | 273 | 765 | SH | SOLE | NONE | 531 | 0 | 0 | |
UnitedHealth Group Inc. | COM | 91324P102 | 392 | 768 | SH | SOLE | NONE | 533 | 0 | 0 | |
Magellan Midstream Partners LP | COM | 559080106 | 38 | 783 | SH | SOLE | NONE | 783 | 0 | 0 | |
Highwoods Properties Inc. REIT | REIT | 431284108 | 37 | 804 | SH | SOLE | NONE | 804 | 0 | 0 | |
Edison International | COM | 281020107 | 58 | 822 | SH | SOLE | NONE | 531 | 0 | 0 | |
Consolidated Edison Inc. | COM | 209115104 | 80 | 843 | SH | SOLE | NONE | 426 | 0 | 0 | |
LyondellBasell Industries NV | COM | N53745100 | 88 | 854 | SH | SOLE | NONE | 593 | 0 | 0 | |
White Mountains Insurance Group Ltd. | COM | G9618E107 | 974 | 857 | SH | SOLE | NONE | 584 | 0 | 0 | |
Cheniere Energy Partners LP | COM | 16411Q101 | 49 | 861 | SH | SOLE | NONE | 861 | 0 | 0 | |
Targa Resources Corp. | COM | 87612G101 | 66 | 870 | SH | SOLE | NONE | 1,044 | 0 | 0 | |
Leggett and Platt Inc. | COM | 524660107 | 30 | 876 | SH | SOLE | NONE | 876 | 0 | 0 | |
MGM Growth Properties LLC | REIT | 55303A105 | 34 | 882 | SH | SOLE | NONE | 882 | 0 | 0 | |
Jones Lang Lasalle Inc. | COM | 48020Q107 | 213 | 890 | SH | SOLE | NONE | 640 | 0 | 0 | |
National Fuel Gas Co. | COM | 636180101 | 61 | 894 | SH | SOLE | NONE | 564 | 0 | 0 | |
ConocoPhillips | COM | 20825C104 | 91 | 905 | SH | SOLE | NONE | 716 | 0 | 0 | |
Energy Transfer LP | COM | 29273V100 | 10 | 910 | SH | SOLE | NONE | 2,014 | 0 | 0 | |
Walt Disney Co. | COM | 254687106 | 127 | 926 | SH | SOLE | NONE | 682 | 0 | 0 | |
Sempra Energy | COM | 816851109 | 160 | 954 | SH | SOLE | NONE | 681 | 0 | 0 | |
The Interpublic Group of Cos. Inc. | COM | 460690100 | 34 | 960 | SH | SOLE | NONE | 960 | 0 | 0 | |
Adobe Inc. | COM | 00724F101 | 459 | 1,008 | SH | SOLE | NONE | 710 | 0 | 0 | |
The Kraft Heinz Co. | COM | 500754106 | 40 | 1,011 | SH | SOLE | NONE | 1,011 | 0 | 0 | |
Lululemon Athletica Inc. | COM | 550021109 | 388 | 1,063 | SH | SOLE | NONE | 738 | 0 | 0 | |
FedEx Corp. | COM | 31428X106 | 254 | 1,096 | SH | SOLE | NONE | 761 | 0 | 0 | |
Eli Lilly and Co. | COM | 532457108 | 318 | 1,111 | SH | SOLE | NONE | 771 | 0 | 0 | |
The Cooper Cos. Inc. | COM | 216648402 | 468 | 1,121 | SH | SOLE | NONE | 778 | 0 | 0 | |
Celanese Corp. | COM | 150870103 | 164 | 1,151 | SH | SOLE | NONE | 799 | 0 | 0 | |
Intuit Inc. | COM | 461202103 | 557 | 1,158 | SH | SOLE | NONE | 804 | 0 | 0 | |
Blackstone Mortgage Trust Inc. | REIT | 09257W100 | 37 | 1,176 | SH | SOLE | NONE | 1,176 | 0 | 0 | |
Paramount Global | COM | 92556H206 | 45 | 1,182 | SH | SOLE | NONE | 0 | 0 | 0 | |
Whirlpool Corp. | COM | 963320106 | 205 | 1,189 | SH | SOLE | NONE | 825 | 0 | 0 | |
Tyson Foods Inc. | COM | 902494103 | 107 | 1,192 | SH | SOLE | NONE | 827 | 0 | 0 | |
VICI Properties Inc. | REIT | 925652109 | 34 | 1,194 | SH | SOLE | NONE | 1,194 | 0 | 0 | |
S&P Global Inc. | COM | 78409V104 | 505 | 1,230 | SH | SOLE | NONE | 866 | 0 | 0 | |
NextEra Energy Inc. | COM | 65339F101 | 105 | 1,240 | SH | SOLE | NONE | 706 | 0 | 0 | |
Anthem Inc. | COM | 036752103 | 641 | 1,304 | SH | SOLE | NONE | 905 | 0 | 0 | |
Hess Midstream LP | COM | 428103105 | 39 | 1,308 | SH | SOLE | NONE | 1,308 | 0 | 0 | |
NiSource Inc. | COM | 65473P105 | 42 | 1,308 | SH | SOLE | NONE | 1,308 | 0 | 0 | |
Pembina Pipeline Corp. | COM | 706327103 | 50 | 1,344 | SH | SOLE | NONE | 1,344 | 0 | 0 | |
O'Reilly Automotive Inc. | COM | 67103H107 | 940 | 1,373 | SH | SOLE | NONE | 876 | 0 | 0 | |
Stem Inc. | COM | 85859N102 | 15 | 1,407 | SH | SOLE | NONE | 1,407 | 0 | 0 | |
OGE Energy Corp. | COM | 670837103 | 58 | 1,422 | SH | SOLE | NONE | 939 | 0 | 0 | |
Parker-Hannifin Corp. | COM | 701094104 | 406 | 1,431 | SH | SOLE | NONE | 993 | 0 | 0 | |
Unum Group | COM | 91529Y106 | 46 | 1,464 | SH | SOLE | NONE | 1,464 | 0 | 0 | |
Starwood Property Trust Inc. REIT | REIT | 85571B105 | 36 | 1,485 | SH | SOLE | NONE | 1,485 | 0 | 0 | |
Medical Properties Trust Inc. REIT | REIT | 58463J304 | 32 | 1,524 | SH | SOLE | NONE | 1,524 | 0 | 0 | |
AGCO Corp. | COM | 001084102 | 224 | 1,532 | SH | SOLE | NONE | 1,063 | 0 | 0 | |
Medtronic PLC | COM | G5960L103 | 170 | 1,536 | SH | SOLE | NONE | 1,066 | 0 | 0 | |
PayPal Holdings Inc. | COM | 70450Y103 | 179 | 1,546 | SH | SOLE | NONE | 1,106 | 0 | 0 | |
SS&C Technologies Holdings Inc. | COM | 78467J100 | 118 | 1,575 | SH | SOLE | NONE | 1,093 | 0 | 0 | |
Manhattan Associates Inc. | COM | 562750109 | 226 | 1,630 | SH | SOLE | NONE | 1,131 | 0 | 0 | |
Enterprise Products Partners LP | COM | 293792107 | 43 | 1,647 | SH | SOLE | NONE | 1,647 | 0 | 0 | |
American Tower Corp. REIT | REIT | 03027X100 | 458 | 1,823 | SH | SOLE | NONE | 1,206 | 0 | 0 | |
HCA Healthcare Inc. | COM | 40412C101 | 461 | 1,839 | SH | SOLE | NONE | 1,276 | 0 | 0 | |
FirstEnergy Corp. | COM | 337932107 | 86 | 1,869 | SH | SOLE | NONE | 1,002 | 0 | 0 | |
Walmart Inc. | COM | 931142103 | 279 | 1,872 | SH | SOLE | NONE | 1,343 | 0 | 0 | |
Clearway Energy Inc. | COM | 18539C204 | 69 | 1,878 | SH | SOLE | NONE | 1,002 | 0 | 0 | |
Choice Hotels International Inc. | COM | 169905106 | 267 | 1,880 | SH | SOLE | NONE | 1,305 | 0 | 0 | |
Schlumberger NV | COM | 806857108 | 78 | 1,895 | SH | SOLE | NONE | 1,315 | 0 | 0 | |
Coterra Energy Inc. | COM | 127097103 | 51 | 1,899 | SH | SOLE | NONE | 1,899 | 0 | 0 | |
Cadence Design Systems Inc. | COM | 127387108 | 317 | 1,929 | SH | SOLE | NONE | 1,339 | 0 | 0 | |
Motorola Solutions Inc. | COM | 620076307 | 470 | 1,941 | SH | SOLE | NONE | 1,347 | 0 | 0 | |
Garmin Ltd. | COM | H2906T109 | 230 | 1,943 | SH | SOLE | NONE | 1,348 | 0 | 0 | |
MarketAxess Holdings Inc. | COM | 57060D108 | 675 | 1,985 | SH | SOLE | NONE | 1,460 | 0 | 0 | |
TC Energy Corp. | COM | 87807B107 | 114 | 2,019 | SH | SOLE | NONE | 2,019 | 0 | 0 | |
Cia De Saneamento Basico Do Estado De Sao Paulo ADR | ADR | 20441A102 | 20 | 2,027 | SH | SOLE | NONE | 2,027 | 0 | 0 | |
Accenture PLC | COM | G1151C101 | 703 | 2,084 | SH | SOLE | NONE | 1,446 | 0 | 0 | |
TD SYNNEX Corp. | COM | 87162W100 | 215 | 2,087 | SH | SOLE | NONE | 1,448 | 0 | 0 | |
Duke Realty Corp. REIT | REIT | 264411505 | 123 | 2,112 | SH | SOLE | NONE | 1,466 | 0 | 0 | |
Hanesbrands Inc. | COM | 410345102 | 32 | 2,151 | SH | SOLE | NONE | 2,151 | 0 | 0 | |
Illinois Tool Works Inc. | COM | 452308109 | 452 | 2,157 | SH | SOLE | NONE | 1,497 | 0 | 0 | |
First Horizon Corp. | COM | 320517105 | 52 | 2,211 | SH | SOLE | NONE | 2,211 | 0 | 0 | |
WW Grainger Inc. | COM | 384802104 | 1,159 | 2,247 | SH | SOLE | NONE | 1,168 | 0 | 0 | |
Hewlett Packard Enterprise Co. | COM | 42824C109 | 38 | 2,280 | SH | SOLE | NONE | 2,280 | 0 | 0 | |
Danaher Corp. | COM | 235851102 | 678 | 2,310 | SH | SOLE | NONE | 1,603 | 0 | 0 | |
ONEOK Inc. | COM | 682680103 | 163 | 2,310 | SH | SOLE | NONE | 1,695 | 0 | 0 | |
Huntington Bancshares Inc. | COM | 446150104 | 34 | 2,337 | SH | SOLE | NONE | 2,337 | 0 | 0 | |
Advanced Micro Devices Inc. | COM | 007903107 | 263 | 2,403 | SH | SOLE | NONE | 1,712 | 0 | 0 | |
Deere & Co. | COM | 244199105 | 1,007 | 2,425 | SH | SOLE | NONE | 1,606 | 0 | 0 | |
Public Storage REIT | REIT | 74460D109 | 946 | 2,425 | SH | SOLE | NONE | 1,606 | 0 | 0 | |
PerkinElmer Inc. | COM | 714046109 | 424 | 2,429 | SH | SOLE | NONE | 1,686 | 0 | 0 | |
T Rowe Price Group Inc. | COM | 74144T108 | 370 | 2,447 | SH | SOLE | NONE | 1,698 | 0 | 0 | |
Citigroup Inc. | COM | 172967424 | 132 | 2,477 | SH | SOLE | NONE | 1,719 | 0 | 0 | |
Owl Rock Capital Corp. | COM | 69121K104 | 38 | 2,547 | SH | SOLE | NONE | 2,547 | 0 | 0 | |
NewMarket Corp. | COM | 651587107 | 834 | 2,571 | SH | SOLE | NONE | 1,752 | 0 | 0 | |
The Southern Co. | COM | 842587107 | 190 | 2,625 | SH | SOLE | NONE | 1,014 | 0 | 0 | |
The Home Depot Inc. | COM | 437076102 | 802 | 2,679 | SH | SOLE | NONE | 1,859 | 0 | 0 | |
The Procter & Gamble Co. | COM | 742718109 | 413 | 2,700 | SH | SOLE | NONE | 1,874 | 0 | 0 | |
Brunswick Corp. | COM | 117043109 | 220 | 2,715 | SH | SOLE | NONE | 1,884 | 0 | 0 | |
Everest Re Group Ltd. | COM | G3223R108 | 819 | 2,717 | SH | SOLE | NONE | 1,898 | 0 | 0 | |
Lowe's Cos. Inc. | COM | 548661107 | 562 | 2,781 | SH | SOLE | NONE | 1,930 | 0 | 0 | |
Laboratory Corp. of America Holdings | COM | 50540R409 | 748 | 2,836 | SH | SOLE | NONE | 2,044 | 0 | 0 | |
Becton Dickinson and Co. | COM | 075887109 | 762 | 2,863 | SH | SOLE | NONE | 2,044 | 0 | 0 | |
Skyworks Solutions Inc. | COM | 83088M102 | 383 | 2,874 | SH | SOLE | NONE | 1,994 | 0 | 0 | |
Northrop Grumman Corp. | COM | 666807102 | 1,348 | 3,015 | SH | SOLE | NONE | 1,460 | 0 | 0 | |
Algonquin Power & Utilities Corp. | COM | 015857105 | 47 | 3,021 | SH | SOLE | NONE | 3,021 | 0 | 0 | |
Chevron Corp. | COM | 166764100 | 493 | 3,025 | SH | SOLE | NONE | 1,885 | 0 | 0 | |
Factset Research Systems Inc. | COM | 303075105 | 1,335 | 3,074 | SH | SOLE | NONE | 1,460 | 0 | 0 | |
Johnson & Johnson | COM | 478160104 | 560 | 3,161 | SH | SOLE | NONE | 2,194 | 0 | 0 | |
Lockheed Martin Corp. | COM | 539830109 | 1,440 | 3,262 | SH | SOLE | NONE | 1,460 | 0 | 0 | |
Coherent Inc. | COM | 192479103 | 897 | 3,282 | SH | SOLE | NONE | 2,190 | 0 | 0 | |
Vail Resorts Inc. | COM | 91879Q109 | 854 | 3,282 | SH | SOLE | NONE | 2,190 | 0 | 0 | |
Air Products and Chemicals Inc. | COM | 009158106 | 857 | 3,428 | SH | SOLE | NONE | 2,336 | 0 | 0 | |
CME Group Inc. | COM | 12572Q105 | 815 | 3,428 | SH | SOLE | NONE | 2,336 | 0 | 0 | |
Norfolk Southern Corp. | COM | 655844108 | 979 | 3,432 | SH | SOLE | NONE | 2,190 | 0 | 0 | |
Texas Instruments Inc. | COM | 882508104 | 652 | 3,553 | SH | SOLE | NONE | 2,465 | 0 | 0 | |
Vertex Pharmaceuticals Inc. | COM | 92532F100 | 933 | 3,574 | SH | SOLE | NONE | 2,482 | 0 | 0 | |
Lumen Technologies Inc. | COM | 550241103 | 40 | 3,582 | SH | SOLE | NONE | 2,856 | 0 | 0 | |
Fortune Brands Home & Security Inc. | COM | 34964C106 | 267 | 3,593 | SH | SOLE | NONE | 2,493 | 0 | 0 | |
Union Pacific Corp. | COM | 907818108 | 996 | 3,644 | SH | SOLE | NONE | 2,336 | 0 | 0 | |
Prudential Financial Inc. | COM | 744320102 | 433 | 3,663 | SH | SOLE | NONE | 2,310 | 0 | 0 | |
Berkshire Hathaway Inc. | COM | 084670702 | 1,303 | 3,691 | SH | SOLE | NONE | 1,752 | 0 | 0 | |
Visa Inc. | COM | 92826C839 | 821 | 3,702 | SH | SOLE | NONE | 2,569 | 0 | 0 | |
General Dynamics Corp. | COM | 369550108 | 897 | 3,720 | SH | SOLE | NONE | 2,628 | 0 | 0 | |
ICU Medical Inc. | COM | 44930G107 | 828 | 3,720 | SH | SOLE | NONE | 2,628 | 0 | 0 | |
L3Harris Technologies Inc. | COM | 502431109 | 924 | 3,720 | SH | SOLE | NONE | 2,628 | 0 | 0 | |
Exelon Corp. | COM | 30161N101 | 181 | 3,810 | SH | SOLE | NONE | 2,209 | 0 | 0 | |
Pioneer Natural Resources Co. | COM | 723787107 | 956 | 3,823 | SH | SOLE | NONE | 2,482 | 0 | 0 | |
Marvell Technology Inc. | COM | 573874104 | 274 | 3,824 | SH | SOLE | NONE | 2,654 | 0 | 0 | |
Yum! Brands Inc. | COM | 988498101 | 456 | 3,851 | SH | SOLE | NONE | 2,672 | 0 | 0 | |
Cummins Inc. | COM | 231021106 | 793 | 3,866 | SH | SOLE | NONE | 2,774 | 0 | 0 | |
Expeditors International of Washington Inc. | COM | 302130109 | 399 | 3,871 | SH | SOLE | NONE | 2,686 | 0 | 0 | |
JPMorgan Chase & Co. | COM | 46625H100 | 545 | 3,999 | SH | SOLE | NONE | 2,775 | 0 | 0 | |
CSX Corp. | COM | 126408103 | 150 | 4,010 | SH | SOLE | NONE | 2,254 | 0 | 0 | |
CBRE Group Inc. | COM | 12504L109 | 372 | 4,069 | SH | SOLE | NONE | 2,884 | 0 | 0 | |
Quanta Services Inc. | COM | 74762E102 | 536 | 4,072 | SH | SOLE | NONE | 2,680 | 0 | 0 | |
Ciena Corp. | COM | 171779309 | 250 | 4,117 | SH | SOLE | NONE | 2,857 | 0 | 0 | |
VeriSign Inc. | COM | 92343E102 | 921 | 4,139 | SH | SOLE | NONE | 2,774 | 0 | 0 | |
Genpact Ltd. | COM | G3922B107 | 184 | 4,219 | SH | SOLE | NONE | 2,928 | 0 | 0 | |
AGFiQ US Market Neutral Anti-Beta Fund | ETF | 00110G408 | 78 | 4,255 | SH | SOLE | NONE | 0 | 0 | 0 | |
Concentrix Corp. | COM | 20602D101 | 714 | 4,285 | SH | SOLE | NONE | 2,920 | 0 | 0 | |
Dollar General Corp. | COM | 256677105 | 954 | 4,285 | SH | SOLE | NONE | 2,920 | 0 | 0 | |
CACI International Inc. | COM | 127190304 | 1,318 | 4,376 | SH | SOLE | NONE | 2,336 | 0 | 0 | |
Synchrony Financial | COM | 87165B103 | 153 | 4,396 | SH | SOLE | NONE | 3,051 | 0 | 0 | |
Huntington Ingalls Industries Inc. | COM | 446413106 | 884 | 4,431 | SH | SOLE | NONE | 3,066 | 0 | 0 | |
Murphy USA Inc. | COM | 626755102 | 886 | 4,431 | SH | SOLE | NONE | 3,066 | 0 | 0 | |
McDonald's Corp. | COM | 580135101 | 1,099 | 4,444 | SH | SOLE | NONE | 2,336 | 0 | 0 | |
Jack Henry and Associates Inc. | COM | 426281101 | 931 | 4,723 | SH | SOLE | NONE | 3,358 | 0 | 0 | |
Marriott International Inc. | COM | 571903202 | 830 | 4,723 | SH | SOLE | NONE | 3,358 | 0 | 0 | |
The Travelers Cos. Inc. | COM | 89417E109 | 863 | 4,723 | SH | SOLE | NONE | 3,358 | 0 | 0 | |
Hologic Inc. | COM | 436440101 | 392 | 5,103 | SH | SOLE | NONE | 3,541 | 0 | 0 | |
LKQ Corp. | COM | 501889208 | 232 | 5,116 | SH | SOLE | NONE | 3,550 | 0 | 0 | |
Take-Two Interactive Software Inc. | COM | 874054109 | 791 | 5,142 | SH | SOLE | NONE | 3,504 | 0 | 0 | |
WEX Inc. | COM | 96208T104 | 918 | 5,142 | SH | SOLE | NONE | 3,504 | 0 | 0 | |
Arthur J Gallagher and Co. | COM | 363576109 | 923 | 5,288 | SH | SOLE | NONE | 3,650 | 0 | 0 | |
The Coca-Cola Co. | COM | 191216100 | 334 | 5,383 | SH | SOLE | NONE | 3,311 | 0 | 0 | |
Alnylam Pharmaceuticals Inc. | COM | 02043Q107 | 887 | 5,434 | SH | SOLE | NONE | 3,796 | 0 | 0 | |
RenaissanceRe Holdings Ltd. | COM | G7496G103 | 861 | 5,434 | SH | SOLE | NONE | 3,796 | 0 | 0 | |
The Clorox Co. | COM | 189054109 | 755 | 5,434 | SH | SOLE | NONE | 3,796 | 0 | 0 | |
Hilton Worldwide Holdings Inc. | COM | 43300A203 | 847 | 5,580 | SH | SOLE | NONE | 3,942 | 0 | 0 | |
General Motors Co. | COM | 37045V100 | 247 | 5,647 | SH | SOLE | NONE | 3,919 | 0 | 0 | |
Automatic Data Processing Inc. | COM | 053015103 | 1,290 | 5,668 | SH | SOLE | NONE | 2,920 | 0 | 0 | |
Packaging Corp. of America | COM | 695156109 | 890 | 5,701 | SH | SOLE | NONE | 3,796 | 0 | 0 | |
3M Co. | COM | 88579Y101 | 861 | 5,784 | SH | SOLE | NONE | 3,942 | 0 | 0 | |
Broadridge Financial Solutions Inc. | COM | 11133T103 | 911 | 5,853 | SH | SOLE | NONE | 3,942 | 0 | 0 | |
Waste Management Inc. | COM | 94106L109 | 928 | 5,853 | SH | SOLE | NONE | 3,942 | 0 | 0 | |
CVS Health Corp. | COM | 126650100 | 596 | 5,887 | SH | SOLE | NONE | 4,085 | 0 | 0 | |
Dollar Tree Inc. | COM | 256746108 | 961 | 5,999 | SH | SOLE | NONE | 4,088 | 0 | 0 | |
FTI Consulting Inc. | COM | 302941109 | 943 | 5,999 | SH | SOLE | NONE | 4,088 | 0 | 0 | |
The Hanover Insurance Group Inc. | COM | 410867105 | 897 | 5,999 | SH | SOLE | NONE | 4,088 | 0 | 0 | |
Digital Realty Trust Inc. REIT | REIT | 253868103 | 871 | 6,145 | SH | SOLE | NONE | 4,234 | 0 | 0 | |
Global Payments Inc. | COM | 37940X102 | 841 | 6,145 | SH | SOLE | NONE | 4,234 | 0 | 0 | |
The J M Smucker Co. | COM | 832696405 | 848 | 6,266 | SH | SOLE | NONE | 4,088 | 0 | 0 | |
Biohaven Pharmaceutical Holding Co. Ltd. | COM | G11196105 | 746 | 6,291 | SH | SOLE | NONE | 4,380 | 0 | 0 | |
Bright Horizons Family Solutions Inc. | COM | 109194100 | 835 | 6,291 | SH | SOLE | NONE | 4,380 | 0 | 0 | |
Electronic Arts Inc. | COM | 285512109 | 796 | 6,291 | SH | SOLE | NONE | 4,380 | 0 | 0 | |
Quest Diagnostics Inc. | COM | 74834L100 | 861 | 6,291 | SH | SOLE | NONE | 4,380 | 0 | 0 | |
Kimberly-Clark Corp. | COM | 494368103 | 788 | 6,397 | SH | SOLE | NONE | 4,234 | 0 | 0 | |
Lincoln Electric Holdings Inc. | COM | 533900106 | 887 | 6,437 | SH | SOLE | NONE | 4,526 | 0 | 0 | |
Walgreens Boots Alliance Inc. | COM | 931427108 | 292 | 6,512 | SH | SOLE | NONE | 4,040 | 0 | 0 | |
Target Corp. | COM | 87612E106 | 1,382 | 6,514 | SH | SOLE | NONE | 2,920 | 0 | 0 | |
Cincinnati Financial Corp. | COM | 172062101 | 912 | 6,710 | SH | SOLE | NONE | 4,526 | 0 | 0 | |
Crown Holdings Inc. | COM | 228368106 | 858 | 6,856 | SH | SOLE | NONE | 4,672 | 0 | 0 | |
Zoom Video Communications Inc. | COM | 98980L101 | 804 | 6,856 | SH | SOLE | NONE | 4,672 | 0 | 0 | |
Masco Corp. | COM | 574599106 | 350 | 6,864 | SH | SOLE | NONE | 4,763 | 0 | 0 | |
Crown Castle International Corp. REIT | REIT | 22822V101 | 1,275 | 6,906 | SH | SOLE | NONE | 3,504 | 0 | 0 | |
VMware Inc. | COM | 928563402 | 788 | 6,924 | SH | SOLE | NONE | 4,818 | 0 | 0 | |
International Business Machines Corp. | COM | 459200101 | 908 | 6,980 | SH | SOLE | NONE | 4,526 | 0 | 0 | |
Abbott Laboratories | COM | 002824100 | 829 | 7,002 | SH | SOLE | NONE | 4,818 | 0 | 0 | |
GameStop Corp. | COM | 36467W109 | 1,166 | 7,002 | SH | SOLE | NONE | 4,818 | 0 | 0 | |
Republic Services Inc. | COM | 760759100 | 928 | 7,002 | SH | SOLE | NONE | 4,818 | 0 | 0 | |
CBOE Global Markets Inc. | COM | 12503M108 | 818 | 7,148 | SH | SOLE | NONE | 4,964 | 0 | 0 | |
Zendesk Inc. | COM | 98936J101 | 860 | 7,148 | SH | SOLE | NONE | 4,964 | 0 | 0 | |
Boston Properties Inc. REIT | REIT | 101121101 | 923 | 7,168 | SH | SOLE | NONE | 4,672 | 0 | 0 | |
DTE Energy Co. | COM | 233331107 | 966 | 7,305 | SH | SOLE | NONE | 4,818 | 0 | 0 | |
Gentex Corp. | COM | 371901109 | 218 | 7,457 | SH | SOLE | NONE | 5,175 | 0 | 0 | |
Oracle Corp. | COM | 68389X105 | 620 | 7,500 | SH | SOLE | NONE | 5,205 | 0 | 0 | |
Pfizer Inc. | COM | 717081103 | 390 | 7,532 | SH | SOLE | NONE | 5,227 | 0 | 0 | |
The Allstate Corp. | COM | 020002101 | 1,056 | 7,621 | SH | SOLE | NONE | 4,526 | 0 | 0 | |
IDACORP Inc. | COM | 451107106 | 892 | 7,732 | SH | SOLE | NONE | 5,548 | 0 | 0 | |
Five9 Inc. | COM | 338307101 | 868 | 7,859 | SH | SOLE | NONE | 5,402 | 0 | 0 | |
Quidel Corp. | COM | 74838J101 | 884 | 7,859 | SH | SOLE | NONE | 5,402 | 0 | 0 | |
Tandem Diabetes Care Inc. | COM | 875372203 | 914 | 7,859 | SH | SOLE | NONE | 5,402 | 0 | 0 | |
The Progressive Corp. | COM | 743315103 | 896 | 7,859 | SH | SOLE | NONE | 5,402 | 0 | 0 | |
Citrix Systems Inc. | COM | 177376100 | 808 | 8,005 | SH | SOLE | NONE | 5,548 | 0 | 0 | |
Akamai Technologies Inc. | COM | 00971T101 | 973 | 8,151 | SH | SOLE | NONE | 5,694 | 0 | 0 | |
Enbridge Inc. | COM | 29250N105 | 382 | 8,295 | SH | SOLE | NONE | 8,295 | 0 | 0 | |
Wintrust Financial Corp. | COM | 97650W108 | 771 | 8,297 | SH | SOLE | NONE | 5,840 | 0 | 0 | |
Citizens Financial Group Inc. | COM | 174610105 | 383 | 8,442 | SH | SOLE | NONE | 5,858 | 0 | 0 | |
Hess Corp. | COM | 42809H107 | 920 | 8,593 | SH | SOLE | NONE | 5,986 | 0 | 0 | |
Cerner Corp. | COM | 156782104 | 815 | 8,716 | SH | SOLE | NONE | 5,986 | 0 | 0 | |
Clean Harbors Inc. | COM | 184496107 | 973 | 8,716 | SH | SOLE | NONE | 5,986 | 0 | 0 | |
General Electric Co. | COM | 369604301 | 798 | 8,716 | SH | SOLE | NONE | 5,986 | 0 | 0 | |
Duke Energy Corp. | COM | 26441C204 | 987 | 8,838 | SH | SOLE | NONE | 5,694 | 0 | 0 | |
Fidelity National Information Services Inc. | COM | 31620M106 | 890 | 8,862 | SH | SOLE | NONE | 6,132 | 0 | 0 | |
Fiserv Inc. | COM | 337738108 | 899 | 8,862 | SH | SOLE | NONE | 6,132 | 0 | 0 | |
Hasbro Inc. | COM | 418056107 | 726 | 8,862 | SH | SOLE | NONE | 6,132 | 0 | 0 | |
Leidos Holdings Inc. | COM | 525327102 | 957 | 8,862 | SH | SOLE | NONE | 6,132 | 0 | 0 | |
Cisco Systems Inc. | COM | 17275R102 | 496 | 8,892 | SH | SOLE | NONE | 6,171 | 0 | 0 | |
Ball Corp. | COM | 058498106 | 811 | 9,008 | SH | SOLE | NONE | 6,278 | 0 | 0 | |
Grand Canyon Education Inc. | COM | 38526M106 | 915 | 9,427 | SH | SOLE | NONE | 6,424 | 0 | 0 | |
Paychex Inc. | COM | 704326107 | 1,296 | 9,495 | SH | SOLE | NONE | 4,964 | 0 | 0 | |
Baxter International Inc. | COM | 071813109 | 742 | 9,573 | SH | SOLE | NONE | 6,570 | 0 | 0 | |
Cognizant Technology Solutions Corp. | COM | 192446102 | 858 | 9,573 | SH | SOLE | NONE | 6,570 | 0 | 0 | |
Neurocrine Biosciences Inc. | COM | 64125C109 | 897 | 9,573 | SH | SOLE | NONE | 6,570 | 0 | 0 | |
Bank of America Corp. | COM | 060505104 | 399 | 9,685 | SH | SOLE | NONE | 6,721 | 0 | 0 | |
The Kroger Co. | COM | 501044101 | 557 | 9,702 | SH | SOLE | NONE | 6,870 | 0 | 0 | |
Wyndham Hotels and Resorts Inc. | COM | 98311A105 | 823 | 9,719 | SH | SOLE | NONE | 6,716 | 0 | 0 | |
WEC Energy Group Inc. | COM | 92939U106 | 978 | 9,796 | SH | SOLE | NONE | 6,424 | 0 | 0 | |
Philip Morris International Inc. | COM | 718172109 | 921 | 9,800 | SH | SOLE | NONE | 5,110 | 0 | 0 | |
American Electric Power Co. Inc. | COM | 025537101 | 996 | 9,978 | SH | SOLE | NONE | 6,570 | 0 | 0 | |
Kinder Morgan Inc. | COM | 49456B101 | 189 | 9,986 | SH | SOLE | NONE | 7,709 | 0 | 0 | |
Activision Blizzard Inc. | COM | 00507V109 | 802 | 10,011 | SH | SOLE | NONE | 7,008 | 0 | 0 | |
Welltower Inc. REIT | REIT | 95040Q104 | 962 | 10,011 | SH | SOLE | NONE | 7,008 | 0 | 0 | |
Omnicom Group Inc. | COM | 681919106 | 867 | 10,211 | SH | SOLE | NONE | 6,716 | 0 | 0 | |
Science Applications International Corp. | COM | 808625107 | 961 | 10,430 | SH | SOLE | NONE | 7,154 | 0 | 0 | |
Morgan Stanley | COM | 617446448 | 914 | 10,455 | SH | SOLE | NONE | 5,986 | 0 | 0 | |
Amdocs Ltd. | COM | G02602103 | 869 | 10,576 | SH | SOLE | NONE | 7,300 | 0 | 0 | |
Eversource Energy | COM | 30040W108 | 934 | 10,593 | SH | SOLE | NONE | 7,008 | 0 | 0 | |
Otis Worldwide Corp. | COM | 68902V107 | 825 | 10,722 | SH | SOLE | NONE | 7,446 | 0 | 0 | |
Microsoft Corp. | COM | 594918104 | 3,332 | 10,807 | SH | SOLE | NONE | 7,412 | 0 | 0 | |
FirstCash Holdings Inc. | COM | 33768G107 | 764 | 10,868 | SH | SOLE | NONE | 7,592 | 0 | 0 | |
MAXIMUS Inc. | COM | 577933104 | 815 | 10,868 | SH | SOLE | NONE | 7,592 | 0 | 0 | |
WP Carey Inc. REIT | REIT | 92936U109 | 902 | 11,160 | SH | SOLE | NONE | 7,446 | 0 | 0 | |
Merck & Co. Inc. | COM | 58933Y105 | 918 | 11,190 | SH | SOLE | NONE | 7,446 | 0 | 0 | |
Booz Allen Hamilton Holding Corp. | COM | 099502106 | 1,017 | 11,579 | SH | SOLE | NONE | 8,030 | 0 | 0 | |
The Hartford Financial Services Group Inc. | COM | 416515104 | 831 | 11,579 | SH | SOLE | NONE | 8,030 | 0 | 0 | |
MetLife Inc. | COM | 59156R108 | 824 | 11,725 | SH | SOLE | NONE | 8,176 | 0 | 0 | |
Incyte Corp. | COM | 45337C102 | 943 | 11,871 | SH | SOLE | NONE | 8,322 | 0 | 0 | |
CH Robinson Worldwide Inc. | COM | 12541W209 | 1,290 | 11,974 | SH | SOLE | NONE | 6,132 | 0 | 0 | |
Newmont Corp. | COM | 651639106 | 978 | 12,310 | SH | SOLE | NONE | 8,176 | 0 | 0 | |
Xcel Energy Inc. | COM | 98389B100 | 908 | 12,586 | SH | SOLE | NONE | 8,614 | 0 | 0 | |
General Mills Inc. | COM | 370334104 | 859 | 12,681 | SH | SOLE | NONE | 8,322 | 0 | 0 | |
Thor Industries Inc. | COM | 885160101 | 999 | 12,690 | SH | SOLE | NONE | 6,716 | 0 | 0 | |
Bristol-Myers Squibb Co. | COM | 110122108 | 929 | 12,720 | SH | SOLE | NONE | 8,322 | 0 | 0 | |
Kellogg Co. | COM | 487836108 | 829 | 12,854 | SH | SOLE | NONE | 8,468 | 0 | 0 | |
HP Inc. | COM | 40434L105 | 480 | 13,234 | SH | SOLE | NONE | 9,183 | 0 | 0 | |
Gilead Sciences Inc. | COM | 375558103 | 820 | 13,788 | SH | SOLE | NONE | 9,198 | 0 | 0 | |
Service Corp. International | COM | 817565104 | 922 | 14,004 | SH | SOLE | NONE | 9,636 | 0 | 0 | |
Dolby Laboratories Inc. | COM | 25659T107 | 1,111 | 14,204 | SH | SOLE | NONE | 7,592 | 0 | 0 | |
Dell Technologies Inc. | COM | 24703L202 | 718 | 14,296 | SH | SOLE | NONE | 9,928 | 0 | 0 | |
Stericycle Inc. | COM | 858912108 | 842 | 14,296 | SH | SOLE | NONE | 9,928 | 0 | 0 | |
Axis Capital Holdings Ltd. | COM | G0692U109 | 873 | 14,442 | SH | SOLE | NONE | 10,074 | 0 | 0 | |
Sonoco Products Co. | COM | 835495102 | 924 | 14,774 | SH | SOLE | NONE | 9,782 | 0 | 0 | |
Black Knight Inc. | COM | 09215C105 | 879 | 15,153 | SH | SOLE | NONE | 10,512 | 0 | 0 | |
HealthEquity Inc. | COM | 42226A107 | 1,022 | 15,153 | SH | SOLE | NONE | 10,512 | 0 | 0 | |
Ford Motor Co. | COM | 345370860 | 263 | 15,540 | SH | SOLE | NONE | 10,784 | 0 | 0 | |
Western Digital Corp. | COM | 958102105 | 780 | 15,718 | SH | SOLE | NONE | 10,804 | 0 | 0 | |
Ventas Inc. REIT | REIT | 92276F100 | 980 | 15,864 | SH | SOLE | NONE | 10,950 | 0 | 0 | |
Verint Systems Inc. | COM | 92343X100 | 835 | 16,156 | SH | SOLE | NONE | 11,242 | 0 | 0 | |
Hormel Foods Corp. | COM | 440452100 | 877 | 17,013 | SH | SOLE | NONE | 11,826 | 0 | 0 | |
Exxon Mobil Corp. | COM | 30231G102 | 1,407 | 17,036 | SH | SOLE | NONE | 7,300 | 0 | 0 | |
BWX Technologies Inc. | COM | 05605H100 | 962 | 17,870 | SH | SOLE | NONE | 12,410 | 0 | 0 | |
Las Vegas Sands Corp. | COM | 517834107 | 695 | 17,870 | SH | SOLE | NONE | 12,410 | 0 | 0 | |
CDK Global Inc. | COM | 12508E101 | 877 | 18,016 | SH | SOLE | NONE | 12,556 | 0 | 0 | |
PNM Resources Inc. | COM | 69349H107 | 879 | 18,435 | SH | SOLE | NONE | 12,702 | 0 | 0 | |
Southwest Airlines Co. | COM | 844741108 | 844 | 18,435 | SH | SOLE | NONE | 12,702 | 0 | 0 | |
International Paper Co. | COM | 460146103 | 860 | 18,638 | SH | SOLE | NONE | 12,410 | 0 | 0 | |
Campbell Soup Co. | COM | 134429109 | 852 | 19,126 | SH | SOLE | NONE | 12,556 | 0 | 0 | |
Silgan Holdings Inc. | COM | 827048109 | 899 | 19,438 | SH | SOLE | NONE | 13,432 | 0 | 0 | |
Vornado Realty Trust REIT | REIT | 929042109 | 881 | 19,438 | SH | SOLE | NONE | 13,432 | 0 | 0 | |
Terminix Global Holdings Inc. | COM | 88087E100 | 894 | 19,584 | SH | SOLE | NONE | 13,578 | 0 | 0 | |
Mercury General Corp. | COM | 589400100 | 1,119 | 20,347 | SH | SOLE | NONE | 10,366 | 0 | 0 | |
Allison Transmission Holdings Inc. | COM | 01973R101 | 808 | 20,587 | SH | SOLE | NONE | 14,308 | 0 | 0 | |
Iron Mountain Inc. REIT | REIT | 46284V101 | 1,141 | 20,591 | SH | SOLE | NONE | 13,286 | 0 | 0 | |
Verizon Communications Inc. | COM | 92343V104 | 1,105 | 21,686 | SH | SOLE | NONE | 10,512 | 0 | 0 | |
WestRock Co. | COM | 96145D105 | 1,064 | 22,633 | SH | SOLE | NONE | 12,410 | 0 | 0 | |
Perrigo Co. PLC | COM | G97822103 | 873 | 22,720 | SH | SOLE | NONE | 15,622 | 0 | 0 | |
Premier Inc. | COM | 74051N102 | 814 | 22,866 | SH | SOLE | NONE | 15,768 | 0 | 0 | |
Apple Inc. | COM | 037833100 | 3,998 | 22,898 | SH | SOLE | NONE | 15,890 | 0 | 0 | |
Intel Corp. | COM | 458140100 | 1,144 | 23,075 | SH | SOLE | NONE | 12,556 | 0 | 0 | |
Bank OZK | COM | 06417N103 | 997 | 23,348 | SH | SOLE | NONE | 12,118 | 0 | 0 | |
Virtu Financial Inc. | COM | 928254101 | 883 | 23,723 | SH | SOLE | NONE | 16,352 | 0 | 0 | |
Conagra Brands Inc. | COM | 205887102 | 803 | 23,931 | SH | SOLE | NONE | 15,768 | 0 | 0 | |
Douglas Emmett Inc. REIT | REIT | 25960P109 | 870 | 26,021 | SH | SOLE | NONE | 18,104 | 0 | 0 | |
Healthpeak Properties Inc. REIT | REIT | 42250P103 | 903 | 26,294 | SH | SOLE | NONE | 18,104 | 0 | 0 | |
Rollins Inc. | COM | 775711104 | 937 | 26,732 | SH | SOLE | NONE | 18,542 | 0 | 0 | |
Chegg Inc. | COM | 163092109 | 1,016 | 28,008 | SH | SOLE | NONE | 19,272 | 0 | 0 | |
Flowers Foods Inc. | COM | 343498101 | 731 | 28,446 | SH | SOLE | NONE | 19,710 | 0 | 0 | |
Discovery Inc. | COM | 25470F302 | 724 | 29,011 | SH | SOLE | NONE | 0 | 0 | 0 | |
Vir Biotechnology Inc. | COM | 92764N102 | 750 | 29,157 | SH | SOLE | NONE | 20,148 | 0 | 0 | |
Healthcare Trust of America Inc. REIT | REIT | 42225P501 | 919 | 29,311 | SH | SOLE | NONE | 19,126 | 0 | 0 | |
Baker Hughes Co. | COM | 05722G100 | 1,075 | 29,517 | SH | SOLE | NONE | 19,272 | 0 | 0 | |
Peloton Interactive Inc. | COM | 70614W100 | 793 | 30,014 | SH | SOLE | NONE | 20,732 | 0 | 0 | |
Equity Commonwealth REIT | REIT | 294628102 | 855 | 30,306 | SH | SOLE | NONE | 21,024 | 0 | 0 | |
The Williams Cos. Inc. | COM | 969457100 | 1,017 | 30,445 | SH | SOLE | NONE | 18,688 | 0 | 0 | |
Omega Healthcare Investors Inc. REIT | REIT | 681936100 | 951 | 30,512 | SH | SOLE | NONE | 20,294 | 0 | 0 | |
NortonLifeLock Inc. | COM | 668771108 | 815 | 30,725 | SH | SOLE | NONE | 21,170 | 0 | 0 | |
Comcast Corp. | COM | 20030N101 | 1,453 | 31,039 | SH | SOLE | NONE | 12,410 | 0 | 0 | |
Elanco Animal Health Inc. | COM | 28414H103 | 824 | 31,582 | SH | SOLE | NONE | 21,754 | 0 | 0 | |
MDU Resources Group Inc. | COM | 552690109 | 850 | 31,898 | SH | SOLE | NONE | 21,170 | 0 | 0 | |
PPL Corp. | COM | 69351T106 | 920 | 32,223 | SH | SOLE | NONE | 21,462 | 0 | 0 | |
ACADIA Pharmaceuticals Inc. | COM | 004225108 | 796 | 32,877 | SH | SOLE | NONE | 22,776 | 0 | 0 | |
Newell Brands Inc. | COM | 651229106 | 713 | 33,296 | SH | SOLE | NONE | 22,922 | 0 | 0 | |
Alkermes PLC | COM | G01767105 | 884 | 33,588 | SH | SOLE | NONE | 23,214 | 0 | 0 | |
Mattel Inc. | COM | 577081102 | 752 | 33,880 | SH | SOLE | NONE | 23,506 | 0 | 0 | |
H&R Block Inc. | COM | 093671105 | 897 | 34,445 | SH | SOLE | NONE | 23,798 | 0 | 0 | |
The Wendy's Co. | COM | 95058W100 | 813 | 37,016 | SH | SOLE | NONE | 25,550 | 0 | 0 | |
Dropbox Inc. | COM | 26210C104 | 900 | 38,730 | SH | SOLE | NONE | 26,718 | 0 | 0 | |
People'S United Financial Inc. | COM | 712704105 | 780 | 39,022 | SH | SOLE | NONE | 27,010 | 0 | 0 | |
Exelixis Inc. | COM | 30161Q104 | 946 | 41,739 | SH | SOLE | NONE | 28,908 | 0 | 0 | |
The Western Union Co. | COM | 959802109 | 822 | 43,880 | SH | SOLE | NONE | 29,054 | 0 | 0 | |
AT&T Inc. | COM | 00206R102 | 1,078 | 45,606 | SH | SOLE | NONE | 23,798 | 0 | 0 | |
Dun & Bradstreet Holdings Inc. | COM | 26484T106 | 804 | 45,878 | SH | SOLE | NONE | 31,682 | 0 | 0 | |
Mandiant Inc. | COM | 562662106 | 1,091 | 48,887 | SH | SOLE | NONE | 33,872 | 0 | 0 | |
AGNC Investment Corp. REIT | REIT | 00123Q104 | 833 | 63,602 | SH | SOLE | NONE | 43,946 | 0 | 0 | |
Amcor PLC | COM | G0250X107 | 790 | 69,747 | SH | SOLE | NONE | 48,180 | 0 | 0 | |
Rocket Cos. Inc. | COM | 77311W101 | 808 | 72,685 | SH | SOLE | NONE | 50,662 | 0 | 0 | |
New York Community Bancorp Inc. | COM | 649445103 | 804 | 74,972 | SH | SOLE | NONE | 49,640 | 0 | 0 | |
Zynga Inc. | COM | 98986T108 | 860 | 93,051 | SH | SOLE | NONE | 64,386 | 0 | 0 | |
Annaly Capital Management Inc. REIT | REIT | 035710409 | 841 | 119,491 | SH | SOLE | NONE | 82,636 | 0 | 0 | |
Utilities Select Sector SPDR ETF | ETF | 81369Y886 | 8,902 | 119,550 | SH | SOLE | NONE | 119,531 | 0 | 0 | |
Equitrans Midstream Corp. | COM | 294600101 | 1,089 | 129,064 | SH | SOLE | NONE | 89,206 | 0 | 0 | |
Industrial Select Sector SPDR ETF | ETF | 81369Y704 | 14,541 | 141,202 | SH | SOLE | NONE | 141,178 | 0 | 0 | |
Real Estate Select Sector SPDR ETF | ETF | 81369Y860 | 8,743 | 180,942 | SH | SOLE | NONE | 180,911 | 0 | 0 | |
SPDR S&P Consumer Discretionary Select Sector ETF | ETF | 81369Y407 | 52,726 | 285,007 | SH | SOLE | NONE | 284,961 | 0 | 0 | |
Consumer Staples Select Sector SPDR ETF | ETF | 81369Y308 | 46,766 | 616,229 | SH | SOLE | NONE | 616,125 | 0 | 0 | |
SPDR S&P Energy Select Sector ETF | ETF | 81369Y506 | 51,220 | 670,064 | SH | SOLE | NONE | 670,000 | 0 | 0 | |
Materials Select Sector SPDR ETF | ETF | 81369Y100 | 61,926 | 702,505 | SH | SOLE | NONE | 702,390 | 0 | 0 | |
Beyond Meat Inc. | CCB | 08862EAB5 | 445 | 750,000 | PRN | SOLE | NONE | 750,000 | 0 | 0 | |
Health Care Select Sector SPDR ETF | ETF | 81369Y209 | 131,435 | 959,452 | SH | SOLE | NONE | 959,298 | 0 | 0 | |
SPDR Bloomberg Barclays 1-3 Month T-Bill ETF | ETF | 78468R663 | 100,466 | 1,098,831 | SH | SOLE | NONE | 1,098,831 | 0 | 0 | |
SPDR S&P Technology Select Sector ETF | ETF | 81369Y803 | 232,754 | 1,464,509 | SH | SOLE | NONE | 1,464,276 | 0 | 0 | |
Communication Services Select Sector SPDR Fund | ETF | 81369Y852 | 115,105 | 1,673,523 | SH | SOLE | NONE | 1,673,295 | 0 | 0 | |
Enphase Energy Inc. | CCB | 29355AAH0 | 1,777 | 1,750,000 | PRN | SOLE | NONE | 1,750,000 | 0 | 0 | |
Fastly Inc. | CCB | 31188VAB6 | 1,319 | 1,750,000 | PRN | SOLE | NONE | 1,750,000 | 0 | 0 | |
Sunrun Inc. | CCB | 86771WAB1 | 1,991 | 2,500,000 | PRN | SOLE | NONE | 2,500,000 | 0 | 0 | |
Financial Select Sector SPDR ETF | ETF | 81369Y605 | 105,724 | 2,758,971 | SH | SOLE | NONE | 2,758,418 | 0 | 0 | |
Invitae Corp. | CCB | 46185LAB9 | 3,288 | 4,000,000 | PRN | SOLE | NONE | 4,000,000 | 0 | 0 | |
LendingTree Inc. | CCB | 52603BAD9 | 3,272 | 4,000,000 | PRN | SOLE | NONE | 4,000,000 | 0 | 0 | |
Paratek Pharmaceuticals Inc. | CCB | 699374AB0 | 3,502 | 4,000,000 | PRN | SOLE | NONE | 4,000,000 | 0 | 0 | |
Pinduoduo Inc. | CCB | 722304AC6 | 3,508 | 4,000,000 | PRN | SOLE | NONE | 4,000,000 | 0 | 0 | |
DISH Network Corp. | CCB | 25470MAD1 | 3,927 | 4,200,000 | PRN | SOLE | NONE | 4,200,000 | 0 | 0 | |
iQIYI Inc. | CCB | 46267XAD0 | 3,634 | 4,600,000 | PRN | SOLE | NONE | 4,600,000 | 0 | 0 | |
Precigen Inc. | CCB | 46122TAA0 | 3,770 | 4,850,000 | PRN | SOLE | NONE | 4,850,000 | 0 | 0 | |
Hello Group Inc. | CCB | 60879BAB3 | 6,105 | 6,883,000 | PRN | SOLE | NONE | 6,883,000 | 0 | 0 | |
Esperion Therapeutics Inc. | CCB | 29664WAB1 | 3,539 | 7,000,000 | PRN | SOLE | NONE | 7,000,000 | 0 | 0 |