The Securities and Exchange Commission has not necessarily reviewed the information in this filing and has not determined if it is accurate and complete.
The reader should not assume that the information is accurate and complete.

UNITED STATES SECURITIES AND EXCHANGE COMMISSION
Washington, D.C. 20549
FORM 13F

FORM 13F INFORMATION TABLE
OMB APPROVAL
OMB Number: 3235-0006
Estimated average burden
hours per response: 23.8
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
John Hancock Multifactor Consumer Staples ETF ETF 47804J875 0 4 SH   SOLE NONE 0 0 0
JPMorgan USD Emerging Markets Sovereign Bond ETF ETF 46641Q746 0 5 SH   SOLE NONE 0 0 0
John Hancock Multifactor Utilities ETF ETF 47804J867 1 28 SH   SOLE NONE 0 0 0
SPDR Portfolio Emerging Markets ETF ETF 78463X509 1 29 SH   SOLE NONE 17 0 0
John Hancock Multifactor Consumer Discretionary ETF ETF 47804J305 2 41 SH   SOLE NONE 0 0 0
John Hancock Multifactor Materials ETF ETF 47804J800 2 44 SH   SOLE NONE 0 0 0
iShares iBoxx $ Investment Grade Corporate Bond ETF ETF 464287242 5 46 SH   SOLE NONE 46 0 0
Xtrackers USD High Yield Corporate Bond ETF ETF 233051432 2 51 SH   SOLE NONE 0 0 0
John Hancock Multifactor Energy ETF ETF 47804J701 2 53 SH   SOLE NONE 0 0 0
John Hancock Multifactor Financials ETF ETF 47804J404 3 65 SH   SOLE NONE 0 0 0
DTE Energy Co. COM 233331107 8 66 SH   SOLE NONE 66 0 0
John Hancock Multifactor Industrials ETF ETF 47804J883 3 71 SH   SOLE NONE 0 0 0
John Hancock Multifactor Media And Communications ETF ETF 47804J826 2 72 SH   SOLE NONE 0 0 0
John Hancock Multifactor Technology ETF ETF 47804J602 5 73 SH   SOLE NONE 0 0 0
John Hancock Multifactor Healthcare ETF ETF 47804J503 3 76 SH   SOLE NONE 0 0 0
Microsoft Corp. COM 594918104 18 77 SH   SOLE NONE 77 0 0
SPDR Dow Jones REIT ETF ETF 78464A607 9 107 SH   SOLE NONE 107 0 0
Alerian ML ETF ETF 00162Q452 5 137 SH   SOLE NONE 137 0 0
Atmos Energy Corp. COM 049560105 15 147 SH   SOLE NONE 147 0 0
Grupo Aeroportuario del Sureste SAB de CV ADR ADR 40051E202 30 152 SH   SOLE NONE 152 0 0
SPDR Portfolio Developed World ex-US ETF ETF 78463X889 4 153 SH   SOLE NONE 78 0 0
SPDR S&P Global Infrastructure ETF ETF 78463X855 7 155 SH   SOLE NONE 155 0 0
iShares Core U.S. Aggregate Bond ETF ETF 464287226 15 155 SH   SOLE NONE 155 0 0
Cogent Communications Holdings Inc. COM 19239V302 9 180 SH   SOLE NONE 180 0 0
SPDR Dow Jones International Real Estate ETF ETF 78463X863 5 194 SH   SOLE NONE 194 0 0
SBA Communications Corp. REIT 78410G104 56 195 SH   SOLE NONE 195 0 0
Amazon.com Inc. COM 023135106 23 201 SH   SOLE NONE 201 0 0
iShares iBoxx $ High Yield Corporate Bond ETF ETF 464288513 15 205 SH   SOLE NONE 205 0 0
iShares Core International Aggregate Bond ETF ETF 46435G672 10 207 SH   SOLE NONE 0 0 0
Quanta Services Inc. COM 74762E102 27 210 SH   SOLE NONE 210 0 0
Pinnacle West Capital Corp. COM 723484101 18 279 SH   SOLE NONE 279 0 0
Brookfield Infrastructure Corp. COM 11275Q107 12 288 SH   SOLE NONE 288 0 0
iShares Preferred & Income Securities ETF ETF 464288687 10 316 SH   SOLE NONE 316 0 0
EnerSys COM 29275Y102 19 321 SH   SOLE NONE 321 0 0
National Fuel Gas Co. COM 636180101 20 330 SH   SOLE NONE 330 0 0
SPDR Portfolio Aggregate Bond ETF ETF 78464A649 8 338 SH   SOLE NONE 150 0 0
SPDR Portfolio S&P 500 ETF ETF 78464A854 17 395 SH   SOLE NONE 180 0 0
Alphabet Inc. COM 02079K107 39 407 SH   SOLE NONE 0 0 0
Pembina Pipeline Corp. COM 706327103 13 426 SH   SOLE NONE 426 0 0
AGFiQ Global Infrastructure ETF ETF 00110G606 10 433 SH   SOLE NONE 0 0 0
OGE Energy Corp. COM 670837103 16 438 SH   SOLE NONE 438 0 0
Eversource Energy COM 30040W108 37 477 SH   SOLE NONE 477 0 0
Cheniere Energy Inc. COM 16411R208 83 498 SH   SOLE NONE 498 0 0
Evergy Inc. COM 30034W106 31 522 SH   SOLE NONE 522 0 0
The Southern Co. COM 842587107 38 552 SH   SOLE NONE 552 0 0
Consolidated Edison Inc. COM 209115104 51 591 SH   SOLE NONE 591 0 0
Sempra Energy COM 816851109 102 681 SH   SOLE NONE 681 0 0
Avangrid Inc. COM 05351W103 30 726 SH   SOLE NONE 726 0 0
Fortis Inc. COM 349553107 29 774 SH   SOLE NONE 774 0 0
Clearway Energy Inc. COM 18539C204 28 876 SH   SOLE NONE 876 0 0
White Mountains Insurance Group Ltd. COM G9618E107 1,582 1,214 SH   SOLE NONE 912 0 0
Crown Castle Inc. REIT REIT 22822V101 178 1,228 SH   SOLE NONE 1,228 0 0
American Tower Corp. REIT REIT 03027X100 298 1,388 SH   SOLE NONE 1,388 0 0
Alleghany Corp. COM 017175100 1,529 1,822 SH   SOLE NONE 1,520 0 0
Energy Transfer LP MLP 29273V100 22 2,014 SH   SOLE NONE 2,014 0 0
TC Energy Corp. COM 87807B107 81 2,019 SH   SOLE NONE 2,019 0 0
O'Reilly Automotive Inc. COM 67103H107 1,708 2,428 SH   SOLE NONE 1,824 0 0
ONEOK Inc. COM 682680103 134 2,613 SH   SOLE NONE 2,613 0 0
Algonquin Power & Utilities Corp. COM 015857105 33 3,021 SH   SOLE NONE 3,021 0 0
AGFiQ US Market Neutral Anti-Beta Fund ETF 00110G408 66 3,240 SH   SOLE NONE 0 0 0
Citrix Systems Inc. COM 177376100 345 3,322 SH   SOLE NONE 3,322 0 0
Fair Isaac Corp. COM 303250104 1,376 3,340 SH   SOLE NONE 2,736 0 0
Northrop Grumman Corp. COM 666807102 1,571 3,340 SH   SOLE NONE 2,736 0 0
Lockheed Martin Corp. COM 539830109 1,524 3,946 SH   SOLE NONE 3,040 0 0
Domino's Pizza Inc. COM 25754A201 1,318 4,250 SH   SOLE NONE 3,344 0 0
Mastercard Inc. COM 57636Q104 1,381 4,858 SH   SOLE NONE 3,952 0 0
Murphy USA Inc. COM 626755102 1,586 5,768 SH   SOLE NONE 4,560 0 0
CACI International Inc. COM 127190304 1,585 6,072 SH   SOLE NONE 4,864 0 0
Everest Re Group Ltd. COM G3223R108 1,594 6,072 SH   SOLE NONE 4,864 0 0
Lithia Motors Inc. COM 536797103 1,303 6,072 SH   SOLE NONE 4,864 0 0
NewMarket Corp. COM 651587107 1,827 6,072 SH   SOLE NONE 4,864 0 0
Vertex Pharmaceuticals Inc. COM 92532F100 1,758 6,072 SH   SOLE NONE 4,864 0 0
McDonald's Corp. COM 580135101 1,471 6,376 SH   SOLE NONE 5,168 0 0
Becton Dickinson and Co. COM 075887109 1,489 6,680 SH   SOLE NONE 5,472 0 0
Norfolk Southern Corp. COM 655844108 1,407 6,710 SH   SOLE NONE 5,472 0 0
Amgen Inc. COM 031162100 1,642 7,286 SH   SOLE NONE 5,776 0 0
General Dynamics Corp. COM 369550108 1,546 7,286 SH   SOLE NONE 5,776 0 0
Huntington Ingalls Industries Inc. COM 446413106 1,614 7,286 SH   SOLE NONE 5,776 0 0
L3Harris Technologies Inc. COM 502431109 1,514 7,286 SH   SOLE NONE 5,776 0 0
Union Pacific Corp. COM 907818108 1,442 7,404 SH   SOLE NONE 5,776 0 0
Cummins Inc. COM 231021106 1,545 7,590 SH   SOLE NONE 6,080 0 0
FedEx Corp. COM 31428X106 1,127 7,590 SH   SOLE NONE 6,080 0 0
FleetCor Technologies Inc. COM 339041105 1,337 7,590 SH   SOLE NONE 6,080 0 0
Enbridge Inc. COM 29250N105 282 7,599 SH   SOLE NONE 7,599 0 0
Aspen Technology Inc. COM 29109X106 1,880 7,894 SH   SOLE NONE 6,384 0 0
Caterpillar Inc. COM 149123101 1,445 8,804 SH   SOLE NONE 6,992 0 0
Jack Henry and Associates Inc. COM 426281101 1,605 8,804 SH   SOLE NONE 6,992 0 0
Tractor Supply Co. COM 892356106 1,636 8,804 SH   SOLE NONE 6,992 0 0
Broadridge Financial Solutions Inc. COM 11133T103 1,402 9,716 SH   SOLE NONE 7,904 0 0
Waste Management Inc. COM 94106L109 1,605 10,018 SH   SOLE NONE 7,904 0 0
Chevron Corp. COM 166764100 1,483 10,322 SH   SOLE NONE 8,208 0 0
Johnson & Johnson COM 478160104 1,686 10,322 SH   SOLE NONE 8,208 0 0
The Travelers Cos. Inc. COM 89417E109 1,581 10,322 SH   SOLE NONE 8,208 0 0
Kinder Morgan Inc. COM 49456B101 173 10,401 SH   SOLE NONE 10,401 0 0
Assurant Inc. COM 04621X108 1,544 10,626 SH   SOLE NONE 8,512 0 0
FTI Consulting Inc. COM 302941109 1,761 10,626 SH   SOLE NONE 8,512 0 0
Marriott International Inc. COM 571903202 1,489 10,626 SH   SOLE NONE 8,512 0 0
WEX Inc. COM 96208T104 1,349 10,626 SH   SOLE NONE 8,512 0 0
Jazz Pharmaceuticals plc COM G50871105 1,457 10,930 SH   SOLE NONE 8,816 0 0
Curtiss-Wright Corp. COM 231561101 1,605 11,536 SH   SOLE NONE 9,120 0 0
Biohaven Pharmaceutical Holding Co. Ltd. COM G11196105 1,748 11,560 SH   SOLE NONE 9,120 0 0
Republic Services Inc. COM 760759100 1,611 11,840 SH   SOLE NONE 9,424 0 0
The J M Smucker Co. COM 832696405 1,627 11,840 SH   SOLE NONE 9,424 0 0
Packaging Corp. of America COM 695156109 1,364 12,144 SH   SOLE NONE 9,728 0 0
RenaissanceRe Holdings Ltd. COM G7496G103 1,748 12,448 SH   SOLE NONE 10,032 0 0
The Hanover Insurance Group Inc. COM 410867105 1,595 12,448 SH   SOLE NONE 10,032 0 0
Concentrix Corp. COM 20602D101 1,457 13,054 SH   SOLE NONE 10,336 0 0
Electronic Arts Inc. COM 285512109 1,510 13,054 SH   SOLE NONE 10,336 0 0
International Business Machines Corp. COM 459200101 1,551 13,054 SH   SOLE NONE 10,336 0 0
Kimberly-Clark Corp. COM 494368103 1,469 13,054 SH   SOLE NONE 10,336 0 0
AutoNation Inc. COM 05329W102 1,361 13,358 SH   SOLE NONE 10,640 0 0
Helen of Troy Ltd. COM G4388N106 1,288 13,358 SH   SOLE NONE 10,640 0 0
Quest Diagnostics Inc. COM 74834L100 1,639 13,358 SH   SOLE NONE 10,640 0 0
Take-Two Interactive Software Inc. COM 874054109 1,456 13,358 SH   SOLE NONE 10,640 0 0
Global Payments Inc. COM 37940X102 1,476 13,662 SH   SOLE NONE 10,944 0 0
The Progressive Corp. COM 743315103 1,588 13,662 SH   SOLE NONE 10,944 0 0
CBOE Global Markets Inc. COM 12503M108 1,629 13,879 SH   SOLE NONE 11,161 0 0
Clean Harbors Inc. COM 184496107 1,526 13,879 SH   SOLE NONE 11,161 0 0
Penske Automotive Group Inc. COM 70959W103 1,366 13,879 SH   SOLE NONE 11,161 0 0
Valero Energy Corp. COM 91913Y100 1,483 13,879 SH   SOLE NONE 11,161 0 0
CF Industries Holdings Inc. COM 125269100 1,394 14,485 SH   SOLE NONE 11,465 0 0
CH Robinson Worldwide Inc. COM 12541W209 1,424 14,789 SH   SOLE NONE 11,769 0 0
RLI Corp. COM 749607107 1,514 14,789 SH   SOLE NONE 11,769 0 0
Yum! Brands Inc. COM 988498101 1,605 15,093 SH   SOLE NONE 12,073 0 0
Arrow Electronics Inc. COM 042735100 1,447 15,701 SH   SOLE NONE 12,681 0 0
Duke Energy Corp. COM 26441C204 1,464 15,739 SH   SOLE NONE 12,377 0 0
Neurocrine Biosciences Inc. COM 64125C109 1,700 16,003 SH   SOLE NONE 12,681 0 0
WEC Energy Group Inc. COM 92939U106 1,455 16,273 SH   SOLE NONE 12,681 0 0
Fiserv Inc. COM 337738108 1,526 16,307 SH   SOLE NONE 12,985 0 0
Bunge Ltd. COM G16962105 1,372 16,611 SH   SOLE NONE 13,289 0 0
Cincinnati Financial Corp. COM 172062101 1,488 16,611 SH   SOLE NONE 13,289 0 0
Exxon Mobil Corp. COM 30231G102 1,477 16,915 SH   SOLE NONE 13,593 0 0
Globe Life Inc. COM 37959E102 1,686 16,915 SH   SOLE NONE 13,593 0 0
American Electric Power Co. Inc. COM 025537101 1,467 16,974 SH   SOLE NONE 13,289 0 0
Booz Allen Hamilton Holding Corp. COM 099502106 1,618 17,521 SH   SOLE NONE 13,897 0 0
Leidos Holdings Inc. COM 525327102 1,533 17,521 SH   SOLE NONE 13,897 0 0
Royal Gold Inc. COM 780287108 1,644 17,521 SH   SOLE NONE 13,897 0 0
Akamai Technologies Inc. COM 00971T101 1,456 18,129 SH   SOLE NONE 14,505 0 0
Fidelity National Information Services Inc. COM 31620M106 1,370 18,129 SH   SOLE NONE 14,505 0 0
Science Applications International Corp. COM 808625107 1,630 18,433 SH   SOLE NONE 14,809 0 0
Merck & Co. Inc. COM 58933Y105 1,640 19,039 SH   SOLE NONE 15,113 0 0
LyondellBasell Industries NV COM N53745100 1,456 19,343 SH   SOLE NONE 15,417 0 0
Amdocs Ltd. COM G02602103 1,561 19,647 SH   SOLE NONE 15,721 0 0
Thor Industries Inc. COM 885160101 1,375 19,647 SH   SOLE NONE 15,721 0 0
WP Carey Inc. REIT REIT 92936U109 1,371 19,647 SH   SOLE NONE 15,721 0 0
Grand Canyon Education Inc. COM 38526M106 1,641 19,951 SH   SOLE NONE 16,025 0 0
QuidelOrtho Corp. COM 219798105 1,469 20,557 SH   SOLE NONE 16,329 0 0
Hasbro Inc. COM 418056107 1,406 20,861 SH   SOLE NONE 16,633 0 0
Selective Insurance Group Inc. COM 816300107 1,698 20,861 SH   SOLE NONE 16,633 0 0
Activision Blizzard Inc. COM 00507V109 1,596 21,469 SH   SOLE NONE 17,241 0 0
Tyson Foods Inc. COM 902494103 1,415 21,469 SH   SOLE NONE 17,241 0 0
Carter's Inc. COM 146229109 1,447 22,075 SH   SOLE NONE 17,545 0 0
General Mills Inc. COM 370334104 1,691 22,075 SH   SOLE NONE 17,545 0 0
Mirati Therapeutics Inc. COM 60468T105 1,542 22,075 SH   SOLE NONE 17,545 0 0
Welltower Inc. REIT REIT 95040Q104 1,420 22,075 SH   SOLE NONE 17,545 0 0
Kellogg Co. COM 487836108 1,580 22,683 SH   SOLE NONE 18,153 0 0
ManpowerGroup Inc. COM 56418H100 1,467 22,683 SH   SOLE NONE 18,153 0 0
Dolby Laboratories Inc. COM 25659T107 1,498 22,987 SH   SOLE NONE 18,457 0 0
Spire Inc. COM 84857L101 1,433 22,987 SH   SOLE NONE 18,457 0 0
Xcel Energy Inc. COM 98389B100 1,471 22,988 SH   SOLE NONE 17,849 0 0
Equity LifeStyle Properties Inc. REIT REIT 29472R108 1,463 23,289 SH   SOLE NONE 18,457 0 0
Prosperity Bancshares Inc. COM 743606105 1,553 23,289 SH   SOLE NONE 18,457 0 0
Incyte Corp. COM 45337C102 1,572 23,593 SH   SOLE NONE 18,761 0 0
Bristol-Myers Squibb Co. COM 110122108 1,699 23,897 SH   SOLE NONE 19,065 0 0
Commerce Bancshares Inc. COM 200525103 1,581 23,897 SH   SOLE NONE 19,065 0 0
Realty Income Corp. REIT REIT 756109104 1,408 24,201 SH   SOLE NONE 19,369 0 0
Omnicom Group Inc. COM 681919106 1,546 24,505 SH   SOLE NONE 19,673 0 0
Black Knight Inc. COM 09215C105 1,625 25,111 SH   SOLE NONE 19,977 0 0
CRISPR Therapeutics AG COM H17182108 1,641 25,111 SH   SOLE NONE 19,977 0 0
The Hartford Financial Services Group Inc. COM 416515104 1,574 25,415 SH   SOLE NONE 20,281 0 0
W. R. Berkley Corp. COM 084423102 1,641 25,415 SH   SOLE NONE 20,281 0 0
Wyndham Hotels and Resorts Inc. COM 98311A105 1,559 25,415 SH   SOLE NONE 20,281 0 0
Cognizant Technology Solutions Corp. COM 192446102 1,495 26,023 SH   SOLE NONE 20,889 0 0
Sonoco Products Co. COM 835495102 1,476 26,023 SH   SOLE NONE 20,889 0 0
HealthEquity Inc. COM 42226A107 1,789 26,629 SH   SOLE NONE 21,193 0 0
Service Corp. International COM 817565104 1,538 26,629 SH   SOLE NONE 21,193 0 0
Gilead Sciences Inc. COM 375558103 1,661 26,933 SH   SOLE NONE 21,497 0 0
MAXIMUS Inc. COM 577933104 1,576 27,237 SH   SOLE NONE 21,801 0 0
Ollie's Bargain Outlet Holdings Inc. COM 681116109 1,421 27,541 SH   SOLE NONE 22,105 0 0
Allete Inc. COM 018522300 1,409 28,147 SH   SOLE NONE 22,409 0 0
Baxter International Inc. COM 071813109 1,598 29,665 SH   SOLE NONE 23,625 0 0
Northwestern Corp. COM 668074305 1,492 30,273 SH   SOLE NONE 24,233 0 0
HF Sinclair Corp. COM 403949100 1,679 31,183 SH   SOLE NONE 24,841 0 0
Axis Capital Holdings Ltd. COM G0692U109 1,548 31,487 SH   SOLE NONE 25,145 0 0
BWX Technologies Inc. COM 05605H100 1,601 31,791 SH   SOLE NONE 25,449 0 0
Portland General Electric Co. COM 736508847 1,395 32,095 SH   SOLE NONE 25,753 0 0
Glacier Bancorp Inc. COM 37637Q105 1,622 33,005 SH   SOLE NONE 26,361 0 0
Hormel Foods Corp. COM 440452100 1,500 33,005 SH   SOLE NONE 26,361 0 0
Stericycle Inc. COM 858912108 1,390 33,005 SH   SOLE NONE 26,361 0 0
Campbell Soup Co. COM 134429109 1,570 33,309 SH   SOLE NONE 26,665 0 0
Gaming and Leisure Properties Inc. REIT REIT 36467J108 1,474 33,309 SH   SOLE NONE 26,665 0 0
Verint Systems Inc. COM 92343X100 1,149 34,219 SH   SOLE NONE 27,273 0 0
Mercury Systems Inc. COM 589378108 1,402 34,523 SH   SOLE NONE 27,577 0 0
Ventas Inc. REIT REIT 92276F100 1,399 34,827 SH   SOLE NONE 27,881 0 0
PNM Resources Inc. COM 69349H107 1,634 35,737 SH   SOLE NONE 28,489 0 0
Genpact Ltd. COM G3922B107 1,578 36,041 SH   SOLE NONE 28,793 0 0
Pfizer Inc. COM 717081103 1,577 36,041 SH   SOLE NONE 28,793 0 0
Arch Capital Group Ltd. COM G0450A105 1,655 36,345 SH   SOLE NONE 29,097 0 0
H&R Block Inc. COM 093671105 1,546 36,345 SH   SOLE NONE 29,097 0 0
Silgan Holdings Inc. COM 827048109 1,528 36,345 SH   SOLE NONE 29,097 0 0
Cisco Systems Inc. COM 17275R102 1,478 36,951 SH   SOLE NONE 29,401 0 0
National Retail Properties Inc. REIT REIT 637417106 1,473 36,951 SH   SOLE NONE 29,401 0 0
Avnet Inc. COM 053807103 1,368 37,863 SH   SOLE NONE 30,313 0 0
Newmont Corp. COM 651639106 1,642 39,077 SH   SOLE NONE 31,225 0 0
Royalty Pharma PLC COM G7709Q104 1,570 39,077 SH   SOLE NONE 31,225 0 0
Terminix Global Holdings Inc. COM 88087E100 1,496 39,077 SH   SOLE NONE 31,225 0 0
Verizon Communications Inc. COM 92343V104 1,484 39,077 SH   SOLE NONE 31,225 0 0
Avista Corp. COM 05379B107 1,459 39,381 SH   SOLE NONE 31,529 0 0
International Paper Co. COM 460146103 1,248 39,381 SH   SOLE NONE 31,529 0 0
Dell Technologies Inc. COM 24703L202 1,387 40,595 SH   SOLE NONE 32,441 0 0
Leggett and Platt Inc. COM 524660107 1,436 43,240 SH   SOLE NONE 34,482 0 0
Perrigo Co. PLC COM G97822103 1,542 43,240 SH   SOLE NONE 34,482 0 0
The Kraft Heinz Co. COM 500754106 1,483 44,454 SH   SOLE NONE 35,394 0 0
United Bankshares Inc. COM 909907107 1,589 44,454 SH   SOLE NONE 35,394 0 0
Southwest Airlines Co. COM 844741108 1,390 45,062 SH   SOLE NONE 36,002 0 0
Allison Transmission Holdings Inc. COM 01973R101 1,532 45,366 SH   SOLE NONE 36,306 0 0
Comcast Corp. COM 20030N101 1,348 45,972 SH   SOLE NONE 36,610 0 0
Foot Locker Inc. COM 344849104 1,431 45,972 SH   SOLE NONE 36,610 0 0
Premier Inc. COM 74051N102 1,560 45,972 SH   SOLE NONE 36,610 0 0
Conagra Brands Inc. COM 205887102 1,569 48,098 SH   SOLE NONE 38,434 0 0
Rollins Inc. COM 775711104 1,700 49,008 SH   SOLE NONE 39,042 0 0
The Williams Cos. Inc. COM 969457100 1,439 50,276 SH   SOLE NONE 38,434 0 0
Intel Corp. COM 458140100 1,302 50,526 SH   SOLE NONE 40,258 0 0
Mercury General Corp. COM 589400100 1,453 51,134 SH   SOLE NONE 40,866 0 0
Omega Healthcare Investors Inc. REIT REIT 681936100 1,517 51,438 SH   SOLE NONE 41,170 0 0
Flowserve Corp. COM 34354P105 1,309 53,866 SH   SOLE NONE 42,994 0 0
HP Inc. COM 40434L105 1,342 53,866 SH   SOLE NONE 42,994 0 0
MDU Resources Group Inc. COM 552690109 1,482 54,170 SH   SOLE NONE 43,298 0 0
Blackstone Mortgage Trust Inc. REIT 09257W100 1,321 56,598 SH   SOLE NONE 45,122 0 0
Organon & Co. COM 68622V106 1,332 56,902 SH   SOLE NONE 45,426 0 0
Huntsman Corp. COM 447011107 1,404 57,206 SH   SOLE NONE 45,730 0 0
Cousins Properties Inc. REIT REIT 222795502 1,414 60,546 SH   SOLE NONE 48,466 0 0
Gentex Corp. COM 371901109 1,458 61,152 SH   SOLE NONE 48,770 0 0
Healthpeak Properties Inc. REIT REIT 42250P103 1,443 62,974 SH   SOLE NONE 50,290 0 0
Equity Commonwealth REIT REIT 294628102 1,549 63,582 SH   SOLE NONE 50,898 0 0
Corporate Office Properties Trust REIT REIT 22002T108 1,491 64,188 SH   SOLE NONE 51,202 0 0
Baker Hughes Co. COM 05722G100 1,352 64,492 SH   SOLE NONE 51,506 0 0
Alkermes PLC COM G01767105 1,535 68,742 SH   SOLE NONE 54,850 0 0
Vir Biotechnology Inc. COM 92764N102 1,331 69,046 SH   SOLE NONE 55,154 0 0
Home Bancshares Inc. COM 436893200 1,580 70,173 SH   SOLE NONE 55,979 0 0
First Horizon Corp. COM 320517105 1,683 73,513 SH   SOLE NONE 58,715 0 0
NortonLifeLock Inc. COM 668771108 1,499 74,423 SH   SOLE NONE 59,323 0 0
Vontier Corp. COM 928881101 1,249 74,727 SH   SOLE NONE 59,627 0 0
Radian Group Inc. COM 750236101 1,482 76,853 SH   SOLE NONE 61,451 0 0
Tegna Inc. COM 87901J105 1,633 78,977 SH   SOLE NONE 62,971 0 0
Chegg Inc. COM 163092109 1,837 87,175 SH   SOLE NONE 69,659 0 0
Umpqua Holdings Corp. COM 904214103 1,578 92,335 SH   SOLE NONE 73,611 0 0
Exelixis Inc. COM 30161Q104 1,453 92,639 SH   SOLE NONE 73,915 0 0
AT&T Inc. COM 00206R102 1,449 94,461 SH   SOLE NONE 75,435 0 0
Physicians Realty Trust REIT REIT 71943U104 1,465 97,410 SH   SOLE NONE 77,780 0 0
Sabra Health Care REIT Inc. REIT 78573L106 1,433 109,250 SH   SOLE NONE 87,204 0 0
Elanco Animal Health Inc. COM 28414H103 1,360 109,554 SH   SOLE NONE 87,508 0 0
The Western Union Co. COM 959802109 1,495 110,768 SH   SOLE NONE 88,420 0 0
Dun & Bradstreet Holdings Inc. COM 26484T106 1,429 115,322 SH   SOLE NONE 92,068 0 0
Viavi Solutions Inc. COM 925550105 1,513 115,930 SH   SOLE NONE 92,676 0 0
Hewlett Packard Enterprise Co. COM 42824C109 1,469 122,608 SH   SOLE NONE 97,844 0 0
Utilities Select Sector SPDR ETF ETF 81369Y886 8,870 135,394 SH   SOLE NONE 135,375 0 0
Amcor PLC COM G0250X107 1,455 135,577 SH   SOLE NONE 108,397 0 0
New York Community Bancorp Inc. COM 649445103 1,428 167,366 SH   SOLE NONE 133,542 0 0
SPDR S&P Consumer Discretionary Select Sector ETF ETF 81369Y407 34,273 240,594 SH   SOLE NONE 240,554 0 0
Consumer Staples Select Sector SPDR ETF ETF 81369Y308 24,074 360,765 SH   SOLE NONE 360,705 0 0
Real Estate Select Sector SPDR ETF ETF 81369Y860 17,692 491,308 SH   SOLE NONE 491,225 0 0
Industrial Select Sector SPDR ETF ETF 81369Y704 53,086 640,823 SH   SOLE NONE 640,719 0 0
SPDR Bloomberg Barclays 1-3 Month T-Bill ETF ETF 78468R663 61,942 676,223 SH   SOLE NONE 676,223 0 0
Enphase Energy Inc. CCB 29355AAH0 866 750,000 PRN   SOLE NONE 750,000 0 0
Materials Select Sector SPDR ETF ETF 81369Y100 53,589 787,958 SH   SOLE NONE 787,825 0 0
Health Care Select Sector SPDR ETF ETF 81369Y209 122,731 1,013,386 SH   SOLE NONE 1,013,217 0 0
SPDR S&P Energy Select Sector ETF ETF 81369Y506 73,970 1,027,074 SH   SOLE NONE 1,026,911 0 0
SPDR S&P Technology Select Sector ETF ETF 81369Y803 140,446 1,182,403 SH   SOLE NONE 1,182,209 0 0
Communication Services Select Sector SPDR Fund ETF 81369Y852 67,936 1,418,585 SH   SOLE NONE 1,418,350 0 0
Financial Select Sector SPDR ETF ETF 81369Y605 75,749 2,495,042 SH   SOLE NONE 2,494,635 0 0
Magnite Inc. CCB 55955DAB6 1,850 2,500,000 PRN   SOLE NONE 2,500,000 0 0
Livongo Health Inc. CCB 539183AA1 2,669 3,200,000 PRN   SOLE NONE 3,200,000 0 0
Beyond Meat Inc. CCB 08862EAB5 969 3,250,000 PRN   SOLE NONE 2,500,000 0 0
Oak Street Health Inc. CCB 67181AAB3 2,641 3,450,000 PRN   SOLE NONE 3,450,000 0 0
Sunrun Inc. CCB 86771WAB1 2,474 3,500,000 PRN   SOLE NONE 3,500,000 0 0
Groupon Inc. CCB 399473AF4 2,357 3,750,000 PRN   SOLE NONE 3,750,000 0 0
LendingTree Inc. CCB 52603BAD9 2,852 4,000,000 PRN   SOLE NONE 4,000,000 0 0
Paratek Pharmaceuticals Inc. CCB 699374AB0 3,538 4,000,000 PRN   SOLE NONE 4,000,000 0 0
Pegasystems Inc. CCB 705573AB9 3,215 4,000,000 PRN   SOLE NONE 4,000,000 0 0
DISH Network Corp. CCB 25470MAD1 4,059 4,550,000 PRN   SOLE NONE 4,550,000 0 0
Invitae Corp. CCB 46185LAB9 3,673 4,600,000 PRN   SOLE NONE 4,600,000 0 0
Peloton Interactive Inc. CCB 70614WAB6 3,350 5,000,000 PRN   SOLE NONE 5,000,000 0 0
Wayfair Inc. CCB 94419LAD3 4,573 5,500,000 PRN   SOLE NONE 5,500,000 0 0
Pinduoduo Inc. CCB 722304AC6 5,493 6,124,000 PRN   SOLE NONE 6,124,000 0 0
Hello Group Inc. CCB 60879BAB3 6,473 6,883,000 PRN   SOLE NONE 6,883,000 0 0
Esperion Therapeutics Inc. CCB 29664WAB1 3,872 7,000,000 PRN   SOLE NONE 7,000,000 0 0