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 |
iShares MSCI USA Size Factor E | ISHARES MSCI USA | 46432F370 | 81,212 | 730,524 | SH | | SOLE | | 730,524 | 0 | 0 |
SPDR S&P Retail ETF | SPDR S&P RETAIL | 78464A714 | 7,462 | 116,017 | SH | | SOLE | | 116,017 | 0 | 0 |
SPDR S&P Dividend ETF | SPDR S&P DIV ETF | 78464A763 | 155,804 | 1,470,825 | SH | | SOLE | | 1,470,825 | 0 | 0 |
iShares MSCI USA Momentum Fact | ISHARES MSCI USA | 46432F396 | 91,052 | 564,521 | SH | | SOLE | | 564,521 | 0 | 0 |
Virtusa Corp | VIRTUSA CORP | 92827P102 | 8,790 | 171,921 | SH | | SOLE | | 171,921 | 0 | 0 |
PNM Resources Inc | PNM RESOURCES | 69349H107 | 23,048 | 474,927 | SH | | SOLE | | 474,927 | 0 | 0 |
iShares MSCI USA Value Factor | ISHARES MSCI USA | 46432F388 | 37,414 | 430,496 | SH | | SOLE | | 430,496 | 0 | 0 |
SPDR Dow Jones REIT ETF | SPDR DOW JONES R | 78464A607 | 4,127 | 47,597 | SH | | SOLE | | 47,597 | 0 | 0 |
SPDR S&P Bank ETF | SPDR S&P BANK ET | 78464A797 | 8,324 | 199,035 | SH | | SOLE | | 199,035 | 0 | 0 |
Navistar International Corp | NAVISTAR INTL | 63934E108 | 8,966 | 203,958 | SH | | SOLE | | 203,958 | 0 | 0 |
Parsley Energy Inc | PARSLEY ENERGY-A | 701877102 | 11,216 | 789,859 | SH | | SOLE | | 789,859 | 0 | 0 |
National General Holdings Corp | NATIONAL GENERAL | 636220303 | 6,635 | 194,116 | SH | | SOLE | | 194,116 | 0 | 0 |
Varian Medical Systems Inc | VARIAN MEDICAL S | 92220P105 | 25,903 | 148,011 | SH | | SOLE | | 148,011 | 0 | 0 |
Eaton Vance Corp | EATON VANCE CORP | 278265103 | 11,850 | 174,439 | SH | | SOLE | | 174,439 | 0 | 0 |
Willis Towers Watson PLC | WILLIS TOWERS WA | G96629103 | 36,937 | 175,325 | SH | | SOLE | | 175,325 | 0 | 0 |
Slack Technologies Inc | SLACK TECHNOLO-A | 83088V102 | 30,618 | 724,847 | SH | | SOLE | | 724,847 | 0 | 0 |
Industrial Select Sector SPDR | SPDR-INDU SELECT | 81369Y704 | 17,443 | 196,985 | SH | | SOLE | | 196,985 | 0 | 0 |
Materials Select Sector SPDR F | SPDR-MATERIALS | 81369Y100 | 6,436 | 88,909 | SH | | SOLE | | 88,909 | 0 | 0 |
Xilinx Inc | XILINX INC | 983919101 | 36,430 | 256,966 | SH | | SOLE | | 256,966 | 0 | 0 |
SPDR S&P Metals & Mining ETF | SPDR S&P MET & M | 78464A755 | 1,040 | 31,105 | SH | | SOLE | | 31,105 | 0 | 0 |
VanEck Vectors Semiconductor E | VANECK SEMICON | 92189F676 | 4,411 | 20,194 | SH | | SOLE | | 20,194 | 0 | 0 |
IHS Markit Ltd | IHS MARKIT LTD | G47567105 | 33,585 | 373,869 | SH | | SOLE | | 373,869 | 0 | 0 |
Cymabay Therapeutics Inc | CYMABAY THERAPEU | 23257D103 | 349 | 60,800 | SH | | SOLE | | 60,800 | 0 | 0 |
Maxim Integrated Products Inc | MAXIM INTEGRATED | 57772K101 | 17,025 | 192,048 | SH | | SOLE | | 192,048 | 0 | 0 |
WPX Energy Inc | WPX ENERGY | 98212B103 | 3,140 | 385,322 | SH | | SOLE | | 385,322 | 0 | 0 |
Fluidigm Corp | FLUIDIGM CORP | 34385P108 | 302 | 50,300 | SH | | SOLE | | 50,300 | 0 | 0 |
Alexion Pharmaceuticals Inc | ALEXION PHARM | 015351109 | 22,398 | 143,357 | SH | | SOLE | | 143,357 | 0 | 0 |
Celldex Therapeutics Inc | CELLDEX THERAPEU | 15117B202 | 417 | 23,800 | SH | | SOLE | | 23,800 | 0 | 0 |
MAG Silver Corp | MAG SILVER CORP | 55903Q104 | 991 | 48,300 | SH | | SOLE | | 48,300 | 0 | 0 |
Health Care Select Sector SPDR | SPDR-HEALTH CARE | 81369Y209 | 11,517 | 101,528 | SH | | SOLE | | 101,528 | 0 | 0 |
Kinross Gold Corp | KINROSS GOLD | 496902404 | 3,940 | 536,800 | SH | | SOLE | | 536,800 | 0 | 0 |
Callon Petroleum Co | CALLON PETROLEUM | 13123X508 | 216 | 16,400 | SH | | SOLE | | 16,400 | 0 | 0 |
Endeavour Silver Corp | ENDEAVOUR SILVER | 29258Y103 | 304 | 60,300 | SH | | SOLE | | 60,300 | 0 | 0 |
Silverback Therapeutics Inc | SILVERBACK THERA | 82835W108 | 598 | 12,900 | SH | | SOLE | | 12,900 | 0 | 0 |
Norwegian Cruise Line Holdings | NORWEGIAN CRUISE | G66721104 | 2,876 | 113,094 | SH | | SOLE | | 113,094 | 0 | 0 |
BioAtla Inc | BIOATLA INC | 09077B104 | 401 | 11,800 | SH | | SOLE | | 11,800 | 0 | 0 |
Gogo Inc | GOGO INC | 38046C109 | 271 | 28,100 | SH | | SOLE | | 28,100 | 0 | 0 |
iShares Russell 1000 Growth ET | ISHARES RUSSELL | 464287614 | 19,858 | 82,351 | SH | | SOLE | | 82,351 | 0 | 0 |
CF Finance Acquisition Corp II | CF FINANCE AII-A | 15725Q104 | 221 | 20,030 | SH | | SOLE | | 20,030 | 0 | 0 |
Kinnate Biopharma Inc | KINNATE BIOPHARM | 49705R105 | 533 | 13,400 | SH | | SOLE | | 13,400 | 0 | 0 |
Olema Pharmaceuticals Inc | OLEMA PHARMACEUT | 68062P106 | 591 | 12,300 | SH | | SOLE | | 12,300 | 0 | 0 |
Party City Holdco Inc | PARTY CITY HOLDC | 702149105 | 205 | 33,400 | SH | | SOLE | | 33,400 | 0 | 0 |
8x8 Inc | 8X8 INC | 282914100 | 1,065 | 30,900 | SH | | SOLE | | 30,900 | 0 | 0 |
SM Energy Co | SM ENERGY CO | 78454L100 | 201 | 32,900 | SH | | SOLE | | 32,900 | 0 | 0 |
Telos Corp | TELOS CORP | 87969B101 | 554 | 16,800 | SH | | SOLE | | 16,800 | 0 | 0 |
Marvell Technology Group Ltd | MARVELL TECH GRP | G5876H105 | 7,707 | 162,119 | SH | | SOLE | | 162,119 | 0 | 0 |
Li Auto Inc | LI AUTO INC -ADR | 50202M102 | 5,602 | 194,300 | SH | | SOLE | | 194,300 | 0 | 0 |
iShares Nasdaq Biotechnology E | ISHARES NASDAQ B | 464287556 | 2,172 | 14,335 | SH | | SOLE | | 14,335 | 0 | 0 |
PulteGroup Inc | PULTEGROUP INC | 745867101 | 2,137 | 49,550 | SH | | SOLE | | 49,550 | 0 | 0 |
Royal Caribbean Cruises Ltd | ROYAL CARIBBEAN | V7780T103 | 2,929 | 39,216 | SH | | SOLE | | 39,216 | 0 | 0 |
Invesco Ltd | INVESCO LTD | G491BT108 | 1,379 | 79,140 | SH | | SOLE | | 79,140 | 0 | 0 |
Juniper Networks Inc | JUNIPER NETWORKS | 48203R104 | 1,277 | 56,740 | SH | | SOLE | | 56,740 | 0 | 0 |
Leggett & Platt Inc | LEGGETT & PLATT | 524660107 | 994 | 22,440 | SH | | SOLE | | 22,440 | 0 | 0 |
Seer Inc | SEER INC | 81578P106 | 578 | 10,300 | SH | | SOLE | | 10,300 | 0 | 0 |
NiSource Inc | NISOURCE INC | 65473P105 | 1,417 | 61,780 | SH | | SOLE | | 61,780 | 0 | 0 |
Invesco QQQ Trust Series 1 | INVESCO QQQ TRUS | 46090E103 | 23,123 | 73,700 | SH | | SOLE | | 73,700 | 0 | 0 |
West Pharmaceutical Services I | WEST PHARMACEUT | 955306105 | 3,201 | 11,300 | SH | | SOLE | | 11,300 | 0 | 0 |
Incyte Corp | INCYTE CORP | 45337C102 | 2,905 | 33,400 | SH | | SOLE | | 33,400 | 0 | 0 |
Amyris Inc | AMYRIS INC | 03236M200 | 224 | 36,300 | SH | | SOLE | | 36,300 | 0 | 0 |
Novocure Ltd | NOVOCURE LTD | G6674U108 | 2,648 | 15,300 | SH | | SOLE | | 15,300 | 0 | 0 |
Telephone and Data Systems Inc | TELEPHONE & DATA | 879433829 | 310 | 16,700 | SH | | SOLE | | 16,700 | 0 | 0 |
Tiffany & Co | TIFFANY & CO | 886547108 | 2,337 | 17,779 | SH | | SOLE | | 17,779 | 0 | 0 |
NortonLifeLock Inc | NORTONLIFELOCK I | 668771108 | 1,753 | 84,350 | SH | | SOLE | | 84,350 | 0 | 0 |
Franklin Resources Inc | FRANKLIN RES INC | 354613101 | 1,553 | 62,130 | SH | | SOLE | | 62,130 | 0 | 0 |
Evergy Inc | EVERGY INC | 30034W106 | 1,432 | 25,790 | SH | | SOLE | | 25,790 | 0 | 0 |
Horizon Therapeutics Plc | HORIZON THERAPEU | G46188101 | 1,778 | 24,300 | SH | | SOLE | | 24,300 | 0 | 0 |
Genuine Parts Co | GENUINE PARTS CO | 372460105 | 1,580 | 15,730 | SH | | SOLE | | 15,730 | 0 | 0 |
GCM Grosvenor Inc | GCM GROSVENOR-A | 36831E108 | 262 | 19,700 | SH | | SOLE | | 19,700 | 0 | 0 |
Boston Properties Inc | BOSTON PROPERTIE | 101121101 | 1,495 | 15,810 | SH | | SOLE | | 15,810 | 0 | 0 |
Citrix Systems Inc | CITRIX SYSTEMS | 177376100 | 1,592 | 12,240 | SH | | SOLE | | 12,240 | 0 | 0 |
Westrock Co | WESTROCK CO | 96145D105 | 1,132 | 26,010 | SH | | SOLE | | 26,010 | 0 | 0 |
NRG Energy Inc | NRG ENERGY | 629377508 | 905 | 24,100 | SH | | SOLE | | 24,100 | 0 | 0 |
Maravai LifeSciences Holdings | MARAVAI LIFESC-A | 56600D107 | 673 | 24,000 | SH | | SOLE | | 24,000 | 0 | 0 |
Fortune Brands Home & Security | FORTUNE BRANDS H | 34964C106 | 1,126 | 13,130 | SH | | SOLE | | 13,130 | 0 | 0 |
SmileDirectClub Inc | SMILEDIRECTCLUB | 83192H106 | 432 | 36,200 | SH | | SOLE | | 36,200 | 0 | 0 |
Open Lending Corp | OPEN LENDING C-A | 68373J104 | 406 | 11,600 | SH | | SOLE | | 11,600 | 0 | 0 |
Occidental Petroleum Corp | OCCIDENTAL PETE | 674599105 | 1,431 | 82,660 | SH | | SOLE | | 82,660 | 0 | 0 |
United Bankshares Inc/WV | UNITED BANKSHS | 909907107 | 369 | 11,400 | SH | | SOLE | | 11,400 | 0 | 0 |
Consolidated Edison Inc | CONS EDISON INC | 209115104 | 2,166 | 29,970 | SH | | SOLE | | 29,970 | 0 | 0 |
Masco Corp | MASCO CORP | 574599106 | 1,180 | 21,480 | SH | | SOLE | | 21,480 | 0 | 0 |
CenterPoint Energy Inc | CENTERPOINT ENER | 15189T107 | 950 | 43,890 | SH | | SOLE | | 43,890 | 0 | 0 |
Keysight Technologies Inc | KEYSIGHT TEC | 49338L103 | 1,926 | 14,580 | SH | | SOLE | | 14,580 | 0 | 0 |
Certara Inc | CERTARA INC | 15687V109 | 391 | 11,600 | SH | | SOLE | | 11,600 | 0 | 0 |
Principal Financial Group Inc | PRINCIPAL FINL | 74251V102 | 1,020 | 20,560 | SH | | SOLE | | 20,560 | 0 | 0 |
Western Digital Corp | WESTERN DIGITAL | 958102105 | 1,256 | 22,670 | SH | | SOLE | | 22,670 | 0 | 0 |
Devon Energy Corp | DEVON ENERGY CO | 25179M103 | 788 | 49,837 | SH | | SOLE | | 49,837 | 0 | 0 |
Desktop Metal Inc | DESKTOP METAL-A | 25058X105 | 273 | 15,900 | SH | | SOLE | | 15,900 | 0 | 0 |
iShares MSCI Brazil ETF | ISHARES MSCI BRA | 464286400 | 441 | 11,898 | SH | | SOLE | | 11,898 | 0 | 0 |
Lordstown Motors Corp | LORDSTOWN MOTO-A | 54405Q100 | 223 | 11,100 | SH | | SOLE | | 11,100 | 0 | 0 |
Equity Residential | EQUITY RESIDENTI | 29476L107 | 1,484 | 25,040 | SH | | SOLE | | 25,040 | 0 | 0 |
SPDR S&P 500 ETF Trust | SPDR S&P 500 ETF | 78462F103 | 21,405 | 57,250 | SH | | SOLE | | 57,250 | 0 | 0 |
DR Horton Inc | DR HORTON INC | 23331A109 | 1,651 | 23,950 | SH | | SOLE | | 23,950 | 0 | 0 |
Sotera Health Co | SOTERA HEALTH CO | 83601L102 | 510 | 18,600 | SH | | SOLE | | 18,600 | 0 | 0 |
DoorDash Inc | DOORDASH INC-A | 25809K105 | 2,855 | 20,000 | SH | | SOLE | | 20,000 | 0 | 0 |
ContextLogic Inc | CONTEXTLOGIC I-A | 21077C107 | 671 | 36,800 | SH | | SOLE | | 36,800 | 0 | 0 |
Hilton Worldwide Holdings Inc | HILTON WORLDWIDE | 43300A203 | 1,910 | 17,170 | SH | | SOLE | | 17,170 | 0 | 0 |
Kellogg Co | KELLOGG CO | 487836108 | 1,322 | 21,250 | SH | | SOLE | | 21,250 | 0 | 0 |
IFF | INTL FLVR & FRAG | 459506101 | 1,643 | 15,100 | SH | | SOLE | | 15,100 | 0 | 0 |
Lockheed Martin Corp | LOCKHEED MARTIN | 539830109 | 5,722 | 16,120 | SH | | SOLE | | 16,120 | 0 | 0 |
Archer-Daniels-Midland Co | ARCHER-DANIELS | 039483102 | 1,601 | 31,750 | SH | | SOLE | | 31,750 | 0 | 0 |
Public Service Enterprise Grou | PUB SERV ENTERP | 744573106 | 1,663 | 28,520 | SH | | SOLE | | 28,520 | 0 | 0 |
UGI Corp | UGI CORP | 902681105 | 409 | 11,700 | SH | | SOLE | | 11,700 | 0 | 0 |
Edwards Lifesciences Corp | EDWARDS LIFE | 28176E108 | 2,953 | 32,370 | SH | | SOLE | | 32,370 | 0 | 0 |
Fisker Inc | FISKER INC | 33813J106 | 208 | 14,200 | SH | | SOLE | | 14,200 | 0 | 0 |
FirstEnergy Corp | FIRSTENERGY CORP | 337932107 | 759 | 24,780 | SH | | SOLE | | 24,780 | 0 | 0 |
Hess Corp | HESS CORP | 42809H107 | 740 | 14,010 | SH | | SOLE | | 14,010 | 0 | 0 |
Estee Lauder Cos Inc/The | ESTEE LAUDER | 518439104 | 4,323 | 16,240 | SH | | SOLE | | 16,240 | 0 | 0 |
Eaton Corp PLC | EATON CORP PLC | G29183103 | 2,092 | 17,410 | SH | | SOLE | | 17,410 | 0 | 0 |
IBM | IBM | 459200101 | 4,887 | 38,820 | SH | | SOLE | | 38,820 | 0 | 0 |
Exelixis Inc | EXELIXIS INC | 30161Q104 | 265 | 13,200 | SH | | SOLE | | 13,200 | 0 | 0 |
Amicus Therapeutics Inc | AMICUS THERAPEUT | 03152W109 | 249 | 10,800 | SH | | SOLE | | 10,800 | 0 | 0 |
Vertex Pharmaceuticals Inc | VERTEX PHARM | 92532F100 | 2,517 | 10,650 | SH | | SOLE | | 10,650 | 0 | 0 |
Yum! Brands Inc | YUM! BRANDS INC | 988498101 | 1,245 | 11,470 | SH | | SOLE | | 11,470 | 0 | 0 |
Kimberly-Clark Corp | KIMBERLY-CLARK | 494368103 | 1,727 | 12,810 | SH | | SOLE | | 12,810 | 0 | 0 |
MetLife Inc | METLIFE INC | 59156R108 | 1,419 | 30,220 | SH | | SOLE | | 30,220 | 0 | 0 |
Schlumberger NV | SCHLUMBERGER LTD | 806857108 | 1,021 | 46,770 | SH | | SOLE | | 46,770 | 0 | 0 |
Johnson Controls International | JOHNSON CONTROLS | G51502105 | 1,117 | 23,980 | SH | | SOLE | | 23,980 | 0 | 0 |
General Mills Inc | GENERAL MILLS IN | 370334104 | 1,177 | 20,010 | SH | | SOLE | | 20,010 | 0 | 0 |
Howmet Aerospace Inc | HOWMET AEROSPACE | 443201108 | 384 | 13,470 | SH | | SOLE | | 13,470 | 0 | 0 |
Palantir Technologies Inc | PALANTIR TECHN-A | 69608A108 | 1,180 | 50,100 | SH | | SOLE | | 50,100 | 0 | 0 |
QuantumScape Corp | QUANTUMSCAPE COR | 74767V109 | 873 | 10,335 | SH | | SOLE | | 10,335 | 0 | 0 |
Gilead Sciences Inc | GILEAD SCIENCES | 375558103 | 2,041 | 35,030 | SH | | SOLE | | 35,030 | 0 | 0 |
Skillz Inc | SKILLZ INC | 83067L109 | 206 | 10,300 | SH | | SOLE | | 10,300 | 0 | 0 |
Hormel Foods Corp | HORMEL FOODS CRP | 440452100 | 677 | 14,520 | SH | | SOLE | | 14,520 | 0 | 0 |
eBay Inc | EBAY INC | 278642103 | 896 | 17,830 | SH | | SOLE | | 17,830 | 0 | 0 |
Airbnb Inc | AIRBNB INC-A | 009066101 | 2,202 | 15,000 | SH | | SOLE | | 15,000 | 0 | 0 |
NIKE Inc | NIKE INC -CL B | 654106103 | 5,522 | 39,030 | SH | | SOLE | | 39,030 | 0 | 0 |
Fidelity National Information | FIDELITY NATIONA | 31620M106 | 2,150 | 15,199 | SH | | SOLE | | 15,199 | 0 | 0 |
Chevron Corp | CHEVRON CORP | 166764100 | 3,917 | 46,380 | SH | | SOLE | | 46,380 | 0 | 0 |
Intercontinental Exchange Inc | INTERCONTINENTAL | 45866F104 | 1,555 | 13,490 | SH | | SOLE | | 13,490 | 0 | 0 |
NextEra Energy Inc | NEXTERA ENERGY | 65339F101 | 3,364 | 43,600 | SH | | SOLE | | 43,600 | 0 | 0 |
EOG Resources Inc | EOG RESOURCES | 26875P101 | 631 | 12,660 | SH | | SOLE | | 12,660 | 0 | 0 |
Lumen Technologies Inc | LUMEN TECHNOLOGI | 550241103 | 207 | 21,180 | SH | | SOLE | | 21,180 | 0 | 0 |
American Express Co | AMERICAN EXPRESS | 025816109 | 1,801 | 14,893 | SH | | SOLE | | 14,893 | 0 | 0 |
Kinder Morgan Inc | KINDER MORGAN IN | 49456B101 | 534 | 39,060 | SH | | SOLE | | 39,060 | 0 | 0 |
United Parcel Service Inc | UNITED PARCEL-B | 911312106 | 2,504 | 14,870 | SH | | SOLE | | 14,870 | 0 | 0 |
PPL Corp | PPL CORP | 69351T106 | 316 | 11,200 | SH | | SOLE | | 11,200 | 0 | 0 |
DraftKings Inc | DRAFTKINGS INC-A | 26142R104 | 526 | 11,300 | SH | | SOLE | | 11,300 | 0 | 0 |
Duke Energy Corp | DUKE ENERGY CORP | 26441C204 | 957 | 10,450 | SH | | SOLE | | 10,450 | 0 | 0 |
Apple Inc | APPLE INC | 037833100 | 21,687 | 163,440 | SH | | SOLE | | 163,440 | 0 | 0 |
Microsoft Corp | MICROSOFT CORP | 594918104 | 15,351 | 69,020 | SH | | SOLE | | 69,020 | 0 | 0 |
Oracle Corp | ORACLE CORP | 68389X105 | 1,624 | 25,110 | SH | | SOLE | | 25,110 | 0 | 0 |
Facebook Inc | FACEBOOK INC-A | 30303M102 | 6,048 | 22,140 | SH | | SOLE | | 22,140 | 0 | 0 |
Bristol Myers Squibb Co | BRISTOL-MYER SQB | 110122108 | 890 | 14,350 | SH | | SOLE | | 14,350 | 0 | 0 |
Visa Inc | VISA INC-CLASS A | 92826C839 | 2,355 | 10,768 | SH | | SOLE | | 10,768 | 0 | 0 |
Merck & Co Inc | MERCK & CO | 58933Y105 | 1,112 | 13,590 | SH | | SOLE | | 13,590 | 0 | 0 |
Sanofi | SANOFI-ADR | 80105N105 | 534 | 11,000 | SH | | SOLE | | 11,000 | 0 | 0 |