The Securities and Exchange Commission has not necessarily reviewed the information in this filing and has not determined if it is accurate and complete. | |||||||||||||||||
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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 |
| ADT Inc. | COM | 00090Q103 | 20 | 2,687 | SH | SOLE | 2,687 | 0 | 0 | ||
| A-Mark Precious Metals Inc. | COM | 00181T107 | 87 | 1,127 | SH | SOLE | 1,127 | 0 | 0 | ||
| A10 Networks Inc. | COM | 002121101 | 65 | 4,670 | SH | SOLE | 4,670 | 0 | 0 | ||
| Academy Sports & Outdoors Inc. | COM | 00402L107 | 26 | 656 | SH | SOLE | 656 | 0 | 0 | ||
| ACI Worldwide Inc. | COM | 004498101 | 65 | 2,051 | SH | SOLE | 2,051 | 0 | 0 | ||
| AdvanSix Inc. | COM | 00773T101 | 89 | 1,748 | SH | SOLE | 1,748 | 0 | 0 | ||
| Advanced Micro Devices Inc. | COM | 007903107 | 21 | 191 | SH | SOLE | 191 | 0 | 0 | ||
| Ally Financial Inc. | COM | 02005N100 | 66 | 1,524 | SH | SOLE | 1,524 | 0 | 0 | ||
| Alto Ingredients Inc. | COM | 021513106 | 68 | 9,941 | SH | SOLE | 9,941 | 0 | 0 | ||
| American Axle & Manufacturing Holdings Inc. | COM | 024061103 | 88 | 11,298 | SH | SOLE | 11,298 | 0 | 0 | ||
| American Equity Investment Life Holding Company | COM | 025676206 | 65 | 1,639 | SH | SOLE | 1,639 | 0 | 0 | ||
| Apple Inc. | COM | 037833100 | 21 | 123 | SH | SOLE | 123 | 0 | 0 | ||
| Applied Materials Inc. | COM | 038222105 | 64 | 488 | SH | SOLE | 488 | 0 | 0 | ||
| ArcBest Corporation | COM | 03937C105 | 82 | 1,017 | SH | SOLE | 1,017 | 0 | 0 | ||
| Arista Networks Inc. | COM | 040413106 | 67 | 481 | SH | SOLE | 481 | 0 | 0 | ||
| Arrow Electronics Inc. | COM | 042735100 | 20 | 171 | SH | SOLE | 171 | 0 | 0 | ||
| Atkore International Group Inc. | COM | 047649108 | 65 | 661 | SH | SOLE | 661 | 0 | 0 | ||
| Avis Budget Group Inc. | COM | 053774105 | 99 | 377 | SH | SOLE | 377 | 0 | 0 | ||
| Axcelis Technologies Inc. | COM NEW | 054540208 | 90 | 1,188 | SH | SOLE | 1,188 | 0 | 0 | ||
| BJ's Wholesale Club Holdings Inc. | COM | 05550J101 | 23 | 339 | SH | SOLE | 339 | 0 | 0 | ||
| Bancorp Inc. (The) | COM | 05969A105 | 23 | 808 | SH | SOLE | 808 | 0 | 0 | ||
| Baozun Inc. | SPONSORED ADR | 06684L103 | 68 | 7,929 | SH | SOLE | 7,929 | 0 | 0 | ||
| Beazer Homes USA Inc. | COM NEW | 07556Q881 | 83 | 5,459 | SH | SOLE | 5,459 | 0 | 0 | ||
| Blucora Inc. | COM | 095229100 | 86 | 4,398 | SH | SOLE | 4,398 | 0 | 0 | ||
| BlueLinx Holdings Inc. | COM NEW | 09624H208 | 78 | 1,081 | SH | SOLE | 1,081 | 0 | 0 | ||
| Boise Cascade Company | COM | 09739D100 | 64 | 916 | SH | SOLE | 916 | 0 | 0 | ||
| Box Inc. | CL A | 10316T104 | 68 | 2,330 | SH | SOLE | 2,330 | 0 | 0 | ||
| Boyd Gaming Corporation | COM | 103304101 | 86 | 1,314 | SH | SOLE | 1,314 | 0 | 0 | ||
| Brighthouse Financial Inc. | COM | 10922N103 | 88 | 1,694 | SH | SOLE | 1,694 | 0 | 0 | ||
| Brinker International Inc. | COM | 109641100 | 24 | 627 | SH | SOLE | 627 | 0 | 0 | ||
| Broadcom Inc. | COM | 11135F101 | 67 | 106 | SH | SOLE | 106 | 0 | 0 | ||
| Buckle Inc. (The) | COM | 118440106 | 19 | 569 | SH | SOLE | 569 | 0 | 0 | ||
| Build-A-Bear Workshop Inc. | COM | 120076104 | 90 | 4,900 | SH | SOLE | 4,900 | 0 | 0 | ||
| Builders FirstSource Inc. | COM | 12008R107 | 81 | 1,257 | SH | SOLE | 1,257 | 0 | 0 | ||
| Caleres Inc. | COM | 129500104 | 21 | 1,097 | SH | SOLE | 1,097 | 0 | 0 | ||
| Cargurus Inc. | COM CL A | 141788109 | 68 | 1,606 | SH | SOLE | 1,606 | 0 | 0 | ||
| Celestica Inc. | SUB VTG SHS | 15101Q108 | 87 | 7,268 | SH | SOLE | 7,268 | 0 | 0 | ||
| Chemours Company (The) | COM | 163851108 | 93 | 2,960 | SH | SOLE | 2,960 | 0 | 0 | ||
| Chico's FAS Inc. | COM | 168615102 | 91 | 18,938 | SH | SOLE | 18,938 | 0 | 0 | ||
| Ciena Corporation | COM NEW | 171779309 | 67 | 1,100 | SH | SOLE | 1,100 | 0 | 0 | ||
| Cinemark Holdings Inc. | COM | 17243V102 | 23 | 1,307 | SH | SOLE | 1,307 | 0 | 0 | ||
| Clear Channel Outdoor Holdings Inc. | COM | 18453H106 | 83 | 24,025 | SH | SOLE | 24,025 | 0 | 0 | ||
| Cia Brasileira de Distribuicao | SPONSORED ADR | 20440T300 | 66 | 13,072 | SH | SOLE | 13,072 | 0 | 0 | ||
| Comstock Resources Inc. | COM | 205768302 | 68 | 5,184 | SH | SOLE | 5,184 | 0 | 0 | ||
| Concentrix Corporation | COM | 20602D101 | 57 | 343 | SH | SOLE | 343 | 0 | 0 | ||
| Conn's Inc. | COM | 208242107 | 17 | 1,118 | SH | SOLE | 1,118 | 0 | 0 | ||
| Consolidated Communications Holdings Inc. | COM | 209034107 | 25 | 4,176 | SH | SOLE | 4,176 | 0 | 0 | ||
| Controladora Vuela Cia de Aviacion S.A.B. de C.V. | SPON ADR RP 10 | 21240E105 | 102 | 5,590 | SH | SOLE | 5,590 | 0 | 0 | ||
| CoreCivic Inc. | COM | 21871N101 | 75 | 6,741 | SH | SOLE | 6,741 | 0 | 0 | ||
| Curo Group Holdings Corporation | COM | 23131L107 | 22 | 1,678 | SH | SOLE | 1,678 | 0 | 0 | ||
| Customers Bancorp Inc. | COM | 23204G100 | 21 | 396 | SH | SOLE | 396 | 0 | 0 | ||
| DHI Group Inc. | COM | 23331S100 | 87 | 14,554 | SH | SOLE | 14,554 | 0 | 0 | ||
| DXC Technology Company | COM | 23355L106 | 88 | 2,707 | SH | SOLE | 2,707 | 0 | 0 | ||
| Darling Ingredients Inc. | COM | 237266101 | 67 | 834 | SH | SOLE | 834 | 0 | 0 | ||
| Daseke Inc. | COM | 23753F107 | 62 | 6,154 | SH | SOLE | 6,154 | 0 | 0 | ||
| Dave & Buster's Entertainment Inc. | COM | 238337109 | 76 | 1,538 | SH | SOLE | 1,538 | 0 | 0 | ||
| Dell Technologies Inc. | CL C | 24703L202 | 20 | 398 | SH | SOLE | 398 | 0 | 0 | ||
| Dick's Sporting Goods Inc. | COM | 253393102 | 62 | 624 | SH | SOLE | 624 | 0 | 0 | ||
| Diebold Nixdorf Inc. | COM STK | 253651103 | 19 | 2,888 | SH | SOLE | 2,888 | 0 | 0 | ||
| Dillard's Inc. | CL A | 254067101 | 66 | 246 | SH | SOLE | 246 | 0 | 0 | ||
| Discovery Inc. | COM SER A | 25470F104 | 19 | 769 | SH | SOLE | 769 | 0 | 0 | ||
| Donnelley Financial Solutions Inc. | COM | 25787G100 | 22 | 661 | SH | SOLE | 661 | 0 | 0 | ||
| Duluth Holdings Inc. | COM CL B | 26443V101 | 86 | 7,033 | SH | SOLE | 7,033 | 0 | 0 | ||
| Dycom Industries Inc. | COM | 267475101 | 86 | 906 | SH | SOLE | 906 | 0 | 0 | ||
| EQT Corporation | COM | 26884L109 | 25 | 741 | SH | SOLE | 741 | 0 | 0 | ||
| EchoStar Corporation | CL A | 278768106 | 21 | 861 | SH | SOLE | 861 | 0 | 0 | ||
| eGain Corporation | COM NEW | 28225C806 | 67 | 5,759 | SH | SOLE | 5,759 | 0 | 0 | ||
| Embraer S.A. | SPONSORED ADS | 29082A107 | 21 | 1,633 | SH | SOLE | 1,633 | 0 | 0 | ||
| Encore Wire Corporation | COM | 292562105 | 83 | 731 | SH | SOLE | 731 | 0 | 0 | ||
| Endeavor Group Holdings Inc. | CL A COM | 29260Y109 | 90 | 3,048 | SH | SOLE | 3,048 | 0 | 0 | ||
| Enova International Inc. | COM | 29357K103 | 21 | 551 | SH | SOLE | 551 | 0 | 0 | ||
| Entravision Communications Corporation | CL A | 29382R107 | 21 | 3,284 | SH | SOLE | 3,284 | 0 | 0 | ||
| Everi Holdings Inc. | COM | 30034T103 | 87 | 4,130 | SH | SOLE | 4,130 | 0 | 0 | ||
| ExlService Holdings Inc. | COM | 302081104 | 70 | 488 | SH | SOLE | 488 | 0 | 0 | ||
| Expedia Group Inc. | COM NEW | 30212P303 | 68 | 347 | SH | SOLE | 347 | 0 | 0 | ||
| Extreme Networks Inc. | COM | 30226D106 | 22 | 1,826 | SH | SOLE | 1,826 | 0 | 0 | ||
| EZCORP Inc. | CL A NON VTG | 302301106 | 66 | 10,913 | SH | SOLE | 10,913 | 0 | 0 | ||
| Fair Isaac Corporation | COM | 303250104 | 67 | 143 | SH | SOLE | 143 | 0 | 0 | ||
| First BanCorporation | COM NEW | 318672706 | 66 | 5,034 | SH | SOLE | 5,034 | 0 | 0 | ||
| FleetCor Technologies Inc. | COM | 339041105 | 22 | 89 | SH | SOLE | 89 | 0 | 0 | ||
| Ford Motor Company | COM | 345370860 | 89 | 5,266 | SH | SOLE | 5,266 | 0 | 0 | ||
| Franchise Group Inc. | COM | 35180X105 | 84 | 2,017 | SH | SOLE | 2,017 | 0 | 0 | ||
| G-III Apparel Group Ltd. | COM | 36237H101 | 89 | 3,300 | SH | SOLE | 3,300 | 0 | 0 | ||
| GMS Inc. | COM | 36251C103 | 87 | 1,748 | SH | SOLE | 1,748 | 0 | 0 | ||
| Gannett Company Inc. | COM | 36472T109 | 20 | 4,352 | SH | SOLE | 4,352 | 0 | 0 | ||
| Gartner Inc. | COM | 366651107 | 67 | 224 | SH | SOLE | 224 | 0 | 0 | ||
| Genesco Inc. | COM | 371532102 | 63 | 987 | SH | SOLE | 987 | 0 | 0 | ||
| Genesis Energy L.P. | UNIT LTD PARTN | 371927104 | 19 | 1,593 | SH | SOLE | 1,593 | 0 | 0 | ||
| Genworth Financial Inc. | COM CL A | 37247D106 | 66 | 17,498 | SH | SOLE | 17,498 | 0 | 0 | ||
| GoDaddy Inc. | CL A | 380237107 | 66 | 785 | SH | SOLE | 785 | 0 | 0 | ||
| Golden Entertainment Inc. | COM | 381013101 | 23 | 400 | SH | SOLE | 400 | 0 | 0 | ||
| Goodyear Tire & Rubber Company (The) | COM | 382550101 | 24 | 1,664 | SH | SOLE | 1,664 | 0 | 0 | ||
| GoPro Inc. | CL A | 38268T103 | 22 | 2,568 | SH | SOLE | 2,568 | 0 | 0 | ||
| Gray Television Inc. | COM | 389375106 | 66 | 3,002 | SH | SOLE | 3,002 | 0 | 0 | ||
| Guess Inc. | COM | 401617105 | 93 | 4,236 | SH | SOLE | 4,236 | 0 | 0 | ||
| H&E Equipment Services Inc. | COM | 404030108 | 89 | 2,043 | SH | SOLE | 2,043 | 0 | 0 | ||
| Hawaiian Holdings Inc. | COM | 419879101 | 26 | 1,319 | SH | SOLE | 1,319 | 0 | 0 | ||
| Hertz Global Holdings Inc. | COM NEW | 42806J700 | 24 | 1,078 | SH | SOLE | 1,078 | 0 | 0 | ||
| ICICI Bank Ltd. | ADR | 45104G104 | 23 | 1,199 | SH | SOLE | 1,199 | 0 | 0 | ||
| iHeartMedia Inc. | COM CL A | 45174J509 | 87 | 4,590 | SH | SOLE | 4,590 | 0 | 0 | ||
| Information Services Group Inc. | COM | 45675Y104 | 86 | 12,581 | SH | SOLE | 12,581 | 0 | 0 | ||
| Inspired Entertainment Inc. | COM | 45782N108 | 83 | 6,772 | SH | SOLE | 6,772 | 0 | 0 | ||
| Interactive Brokers Group Inc. | COM CL A | 45841N107 | 23 | 344 | SH | SOLE | 344 | 0 | 0 | ||
| International Money Express Inc. | COM | 46005L101 | 65 | 3,132 | SH | SOLE | 3,132 | 0 | 0 | ||
| iShares 3-7 Year Treasury Bond ETF | 3 7 YR TREAS BD | 464288661 | 9,535 | 78,126 | SH | SOLE | 78,126 | 0 | 0 | ||
| iShares 0-5 Year TIPS Bond ETF | 0-5 YR TIPS ETF | 46429B747 | 105,736 | 1,007,586 | SH | SOLE | 1,007,586 | 0 | 0 | ||
| Jabil Inc. | COM | 466313103 | 90 | 1,462 | SH | SOLE | 1,462 | 0 | 0 | ||
| Jackson Financial Inc. | COM CL A | 46817M107 | 88 | 1,991 | SH | SOLE | 1,991 | 0 | 0 | ||
| JetBlue Airways Corporation | COM | 477143101 | 94 | 6,307 | SH | SOLE | 6,307 | 0 | 0 | ||
| JinkoSolar Holding Company Ltd. | SPONSORED ADR | 47759T100 | 63 | 1,295 | SH | SOLE | 1,295 | 0 | 0 | ||
| KAR Auction Services Inc. | COM | 48238T109 | 67 | 3,689 | SH | SOLE | 3,689 | 0 | 0 | ||
| Keysight Technologies Inc. | COM | 49338L103 | 66 | 416 | SH | SOLE | 416 | 0 | 0 | ||
| Kinsale Capital Group Inc. | COM | 49714P108 | 67 | 292 | SH | SOLE | 292 | 0 | 0 | ||
| LPL Financial Holdings Inc. | COM | 50212V100 | 90 | 495 | SH | SOLE | 495 | 0 | 0 | ||
| Lennar Corporation | CL A | 526057104 | 66 | 807 | SH | SOLE | 807 | 0 | 0 | ||
| MGM Resorts International | COM | 552953101 | 88 | 2,106 | SH | SOLE | 2,106 | 0 | 0 | ||
| Macy's Inc. | COM | 55616P104 | 86 | 3,544 | SH | SOLE | 3,544 | 0 | 0 | ||
| Magna International Inc. | COM | 559222401 | 22 | 343 | SH | SOLE | 343 | 0 | 0 | ||
| Magnolia Oil & Gas Corporation | CL A | 559663109 | 64 | 2,695 | SH | SOLE | 2,695 | 0 | 0 | ||
| MarineMax Inc. | COM | 567908108 | 83 | 2,053 | SH | SOLE | 2,053 | 0 | 0 | ||
| Masonite International Corporation | COM | 575385109 | 84 | 945 | SH | SOLE | 945 | 0 | 0 | ||
| MasterCraft Boat Holdings Inc. | COM | 57637H103 | 66 | 2,687 | SH | SOLE | 2,687 | 0 | 0 | ||
| Mechel PJSC | SPONSORED ADR NE | 583840608 | 52 | 22,935 | SH | SOLE | 22,935 | 0 | 0 | ||
| Micron Technology Inc. | COM | 595112103 | 86 | 1,102 | SH | SOLE | 1,102 | 0 | 0 | ||
| Mr Cooper Group Inc. | COM | 62482R107 | 65 | 1,425 | SH | SOLE | 1,425 | 0 | 0 | ||
| NCR Corporation | COM | 62886E108 | 23 | 572 | SH | SOLE | 572 | 0 | 0 | ||
| NMI Holdings Inc. | CL A | 629209305 | 64 | 3,123 | SH | SOLE | 3,123 | 0 | 0 | ||
| Natural Grocers by Vitamin Cottage Inc. | COM | 63888U108 | 91 | 4,640 | SH | SOLE | 4,640 | 0 | 0 | ||
| News Corporation | CL A | 65249B109 | 21 | 970 | SH | SOLE | 970 | 0 | 0 | ||
| Nexstar Media Group Inc. | CL A | 65336K103 | 21 | 109 | SH | SOLE | 109 | 0 | 0 | ||
| Nu Skin Enterprises Inc. | CL A | 67018T105 | 20 | 428 | SH | SOLE | 428 | 0 | 0 | ||
| Olin Corporation | COM PAR $1 | 680665205 | 23 | 439 | SH | SOLE | 439 | 0 | 0 | ||
| ON Semiconductor Corporation | COM | 682189105 | 64 | 1,025 | SH | SOLE | 1,025 | 0 | 0 | ||
| PVH Corporation | COM | 693656100 | 22 | 292 | SH | SOLE | 292 | 0 | 0 | ||
| Performance Food Group Company | COM | 71377A103 | 88 | 1,732 | SH | SOLE | 1,732 | 0 | 0 | ||
| Photronics Inc. | COM | 719405102 | 63 | 3,684 | SH | SOLE | 3,684 | 0 | 0 | ||
| Planet Fitness Inc. | CL A | 72703H101 | 22 | 265 | SH | SOLE | 265 | 0 | 0 | ||
| PlayAGS Inc. | COM | 72814N104 | 84 | 12,541 | SH | SOLE | 12,541 | 0 | 0 | ||
| PulteGroup Inc. | COM | 745867101 | 64 | 1,526 | SH | SOLE | 1,526 | 0 | 0 | ||
| Pure Storage Inc. | CL A | 74624M102 | 65 | 1,848 | SH | SOLE | 1,848 | 0 | 0 | ||
| Quad/Graphics Inc. | COM CL A | 747301109 | 90 | 12,972 | SH | SOLE | 12,972 | 0 | 0 | ||
| QUALCOMM Inc. | COM | 747525103 | 65 | 425 | SH | SOLE | 425 | 0 | 0 | ||
| Radiant Logistics Inc. | COM | 75025X100 | 20 | 3,168 | SH | SOLE | 3,168 | 0 | 0 | ||
| Rambus Inc. | COM | 750917106 | 65 | 2,038 | SH | SOLE | 2,038 | 0 | 0 | ||
| Realogy Holdings Corporation | COM | 75605Y106 | 87 | 5,566 | SH | SOLE | 5,566 | 0 | 0 | ||
| Red Rock Resorts Inc. | CL A | 75700L108 | 92 | 1,894 | SH | SOLE | 1,894 | 0 | 0 | ||
| Resideo Technologies Inc. | COM | 76118Y104 | 85 | 3,547 | SH | SOLE | 3,547 | 0 | 0 | ||
| Ruth's Hospitality Group Inc. | COM | 783332109 | 69 | 3,036 | SH | SOLE | 3,036 | 0 | 0 | ||
| Ryerson Holding Corporation | COM | 783754104 | 64 | 1,828 | SH | SOLE | 1,828 | 0 | 0 | ||
| SPDR S&P 500 ETF Trust | TR UNIT | 78462F103 | 1,025 | 2,270 | SH | SOLE | 2,270 | 0 | 0 | ||
| Sally Beauty Holdings Inc. | COM | 79546E104 | 66 | 4,254 | SH | SOLE | 4,254 | 0 | 0 | ||
| EW Scripps Company (The) | CL A NEW | 811054402 | 84 | 4,049 | SH | SOLE | 4,049 | 0 | 0 | ||
| SeaWorld Entertainment Inc. | COM | 81282V100 | 69 | 929 | SH | SOLE | 929 | 0 | 0 | ||
| Shoe Carnival Inc. | COM | 824889109 | 21 | 705 | SH | SOLE | 705 | 0 | 0 | ||
| Silicon Motion Technology Corporation | SPONSORED ADR | 82706C108 | 19 | 288 | SH | SOLE | 288 | 0 | 0 | ||
| Sinclair Broadcast Group Inc. | CL A | 829226109 | 89 | 3,175 | SH | SOLE | 3,175 | 0 | 0 | ||
| Skyline Champion Corporation | COM | 830830105 | 82 | 1,486 | SH | SOLE | 1,486 | 0 | 0 | ||
| Smith & Wesson Brands Inc. | COM | 831754106 | 19 | 1,256 | SH | SOLE | 1,256 | 0 | 0 | ||
| Southwestern Energy Company | COM | 845467109 | 25 | 3,551 | SH | SOLE | 3,551 | 0 | 0 | ||
| Sterling Construction Company Inc. | COM | 859241101 | 85 | 3,167 | SH | SOLE | 3,167 | 0 | 0 | ||
| Stewart Information Services Corporation | COM | 860372101 | 19 | 306 | SH | SOLE | 306 | 0 | 0 | ||
| StoneMor Inc. | COM | 86184W106 | 58 | 22,359 | SH | SOLE | 22,359 | 0 | 0 | ||
| Stride Inc. | COM | 86333M108 | 23 | 625 | SH | SOLE | 625 | 0 | 0 | ||
| Sylvamo Corporation | COMMON STOCK | 871332102 | 85 | 2,569 | SH | SOLE | 2,569 | 0 | 0 | ||
| TD SYNNEX Corporation | COM | 87162W100 | 66 | 643 | SH | SOLE | 643 | 0 | 0 | ||
| Tri Pointe Homes Inc. | COM | 87265H109 | 18 | 907 | SH | SOLE | 907 | 0 | 0 | ||
| TTM Technologies Inc. | COM | 87305R109 | 91 | 6,172 | SH | SOLE | 6,172 | 0 | 0 | ||
| Target Hospitality Corporation | COM | 87615L107 | 68 | 11,293 | SH | SOLE | 11,293 | 0 | 0 | ||
| Tata Motors Ltd. | SPONSORED ADR | 876568502 | 87 | 3,114 | SH | SOLE | 3,114 | 0 | 0 | ||
| Taylor Morrison Home Corporation | COM | 87724P106 | 80 | 2,953 | SH | SOLE | 2,953 | 0 | 0 | ||
| Tilly's Inc. | CL A | 886885102 | 16 | 1,714 | SH | SOLE | 1,714 | 0 | 0 | ||
| Tiptree Inc. | COM | 88822Q103 | 21 | 1,646 | SH | SOLE | 1,646 | 0 | 0 | ||
| Titan International Inc. | COM | 88830M102 | 93 | 6,323 | SH | SOLE | 6,323 | 0 | 0 | ||
| Titan Machinery Inc. | COM | 88830R101 | 90 | 3,170 | SH | SOLE | 3,170 | 0 | 0 | ||
| Toll Brothers Inc. | COM | 889478103 | 83 | 1,774 | SH | SOLE | 1,774 | 0 | 0 | ||
| TransGlobe Energy Corporation | COM | 893662106 | 18 | 4,810 | SH | SOLE | 4,810 | 0 | 0 | ||
| Travel and Leisure Co | COM | 894164102 | 25 | 424 | SH | SOLE | 424 | 0 | 0 | ||
| TravelCenters of America Inc. | COM NEW | 89421B109 | 89 | 2,080 | SH | SOLE | 2,080 | 0 | 0 | ||
| TrueCar Inc. | COM | 89785L107 | 92 | 23,394 | SH | SOLE | 23,394 | 0 | 0 | ||
| United Natural Foods Inc. | COM | 911163103 | 86 | 2,081 | SH | SOLE | 2,081 | 0 | 0 | ||
| US Foods Holding Corporation | COM | 912008109 | 91 | 2,408 | SH | SOLE | 2,408 | 0 | 0 | ||
| VAALCO Energy Inc. | COM NEW | 91851C201 | 65 | 10,016 | SH | SOLE | 10,016 | 0 | 0 | ||
| Vanguard Tax-Exempt Bond Index ETF | TAX EXEMPT BD | 922907746 | 57 | 1,100 | SH | SOLE | 1,100 | 0 | 0 | ||
| Veritiv Corporation | COM | 923454102 | 65 | 484 | SH | SOLE | 484 | 0 | 0 | ||
| Verra Mobility Corporation | COM | 92511U102 | 89 | 5,486 | SH | SOLE | 5,486 | 0 | 0 | ||
| Victoria's Secret & Company | COMMON STOCK | 926400102 | 0 | 1 | SH | SOLE | 1 | 0 | 0 | ||
| Vipshop Holdings Ltd. | SPONSORED ADS A | 92763W103 | 65 | 7,198 | SH | SOLE | 7,198 | 0 | 0 | ||
| Vista Outdoor Inc. | COM | 928377100 | 86 | 2,416 | SH | SOLE | 2,416 | 0 | 0 | ||
| Vista Oil & Gas S.A.B. de C.V. | SPONSORED ADS | 92837L109 | 21 | 2,339 | SH | SOLE | 2,339 | 0 | 0 | ||
| Vontier Corporation | COM | 928881101 | 22 | 871 | SH | SOLE | 871 | 0 | 0 | ||
| Whiting Petroleum Corporation | COM NEW | 966387508 | 19 | 230 | SH | SOLE | 230 | 0 | 0 | ||
| XPO Logistics Inc. | COM | 983793100 | 24 | 325 | SH | SOLE | 325 | 0 | 0 | ||
| Xperi Holding Corporation | COM | 98390M103 | 88 | 5,082 | SH | SOLE | 5,082 | 0 | 0 | ||
| Yellow Corporation | COM | 985510106 | 78 | 11,161 | SH | SOLE | 11,161 | 0 | 0 | ||
| Yelp Inc. | CL A | 985817105 | 65 | 1,915 | SH | SOLE | 1,915 | 0 | 0 | ||
| Adient plc | ORD SHS | G0084W101 | 26 | 630 | SH | SOLE | 630 | 0 | 0 | ||
| Arcos Dorados Holdings Inc. | SHS CLASS -A - | G0457F107 | 66 | 8,158 | SH | SOLE | 8,158 | 0 | 0 | ||
| Capri Holdings Ltd. | SHS | G1890L107 | 22 | 425 | SH | SOLE | 425 | 0 | 0 | ||
| Cushman & Wakefield plc | SHS | G2717B108 | 88 | 4,307 | SH | SOLE | 4,307 | 0 | 0 | ||
| Dole plc | ORD SHS | G27907107 | 17 | 1,335 | SH | SOLE | 1,335 | 0 | 0 | ||
| Ferroglobe plc | SHS | G33856108 | 66 | 8,546 | SH | SOLE | 8,546 | 0 | 0 | ||
| International Game Technology plc | SHS USD | G4863A108 | 22 | 891 | SH | SOLE | 891 | 0 | 0 | ||
| Weatherford International plc | ORD SHS | G48833118 | 20 | 593 | SH | SOLE | 593 | 0 | 0 | ||
| Alpha & Omega Semiconductor Ltd. | SHS | G6331P104 | 24 | 435 | SH | SOLE | 435 | 0 | 0 | ||
| Nabors Industries Ltd. | SHS | G6359F137 | 68 | 446 | SH | SOLE | 446 | 0 | 0 | ||
| Pangaea Logistics Solutions Ltd. | SHS | G6891L105 | 66 | 11,879 | SH | SOLE | 11,879 | 0 | 0 | ||
| Seagate Technology Holdings plc | ORD SHS | G7997R103 | 82 | 916 | SH | SOLE | 916 | 0 | 0 | ||
| Signet Jewelers Ltd. | SHS | G81276100 | 87 | 1,194 | SH | SOLE | 1,194 | 0 | 0 | ||
| Liberty Latin America Ltd. | COM CL C | G9001E128 | 21 | 2,159 | SH | SOLE | 2,159 | 0 | 0 | ||
| Triton International Ltd. | CL A | G9078F107 | 22 | 309 | SH | SOLE | 309 | 0 | 0 | ||
| Transocean Ltd. | REG SHS | H8817H100 | 65 | 14,250 | SH | SOLE | 14,250 | 0 | 0 | ||
| Adecoagro S.A. | COM | L00849106 | 67 | 5,538 | SH | SOLE | 5,538 | 0 | 0 | ||
| Nexa Resources S.A. | COM | L67359106 | 87 | 9,366 | SH | SOLE | 9,366 | 0 | 0 | ||
| ZIM Integrated Shipping Services Ltd. | SHS | M9T951109 | 87 | 1,195 | SH | SOLE | 1,195 | 0 | 0 | ||
| AerCap Holdings N.V. | SHS | N00985106 | 23 | 448 | SH | SOLE | 448 | 0 | 0 | ||
| CNH Industrial N.V. | SHS | N20944109 | 23 | 1,457 | SH | SOLE | 1,457 | 0 | 0 | ||
| Playa Hotels & Resorts N.V. | SHS | N70544106 | 67 | 7,776 | SH | SOLE | 7,776 | 0 | 0 | ||
| Diana Shipping Inc. | COM | Y2066G104 | 88 | 16,248 | SH | SOLE | 16,248 | 0 | 0 | ||
| Eagle Bulk Shipping Inc. | COM | Y2187A150 | 69 | 1,009 | SH | SOLE | 1,009 | 0 | 0 | ||
| Flex Ltd. | ORD | Y2573F102 | 96 | 5,189 | SH | SOLE | 5,189 | 0 | 0 | ||
| Genco Shipping & Trading Ltd. | SHS | Y2685T131 | 88 | 3,744 | SH | SOLE | 3,744 | 0 | 0 | ||
| Global Ship Lease Inc. | COM CL A | Y27183600 | 85 | 2,977 | SH | SOLE | 2,977 | 0 | 0 | ||
| Navios Maritime Partners L.P. | COM UNIT LPI | Y62267409 | 90 | 2,568 | SH | SOLE | 2,568 | 0 | 0 | ||
| Safe Bulkers Inc. | COM | Y7388L103 | 67 | 13,980 | SH | SOLE | 13,980 | 0 | 0 | ||
| Star Bulk Carriers Corporation | SHS PAR | Y8162K204 | 87 | 2,940 | SH | SOLE | 2,940 | 0 | 0 | ||
| Infrastructure and Energy Alternatives Inc. | COM | 45686J104 | 21 | 1,749 | SH | SOLE | 1,749 | 0 | 0 | ||