Securities ▲▼ | Shares | Value ($K) | |||||
|---|---|---|---|---|---|---|---|
Q3 2023 ▲▼ | Q4 2023 ▲▼ | Change ▲▼ | Q3 2023 ▲▼ | Q4 2023 ▲▼ | Weight (%) ▲▼ | Change ▲▼ | |
| GAP INC(GAP) | 0 | 2,020,600 | +2,020,600 | 0 | 42,251 | 2.13% | +42,251 |
| MODINE MFG CO(MOD) | 0 | 593,200 | +593,200 | 0 | 35,414 | 1.79% | +35,414 |
| ABERCROMBIE & FITCH CO | 0 | 372,900 | +372,900 | 0 | 32,897 | 1.66% | +32,897 |
| STERLING INFRASTRUCTURE INC(STRL) | 0 | 365,700 | +365,700 | 0 | 32,156 | 1.62% | +32,156 |
| COCA COLA CONS INC(COKE) | 0 | 32,656 | +32,656 | 0 | 30,318 | 1.53% | +30,318 |
| COMFORT SYS USA INC(FIX) | 0 | 146,600 | +146,600 | 0 | 30,151 | 1.52% | +30,151 |
| KYNDRYL HLDGS INC(KD) | 0 | 1,395,200 | +1,395,200 | 0 | 28,992 | 1.46% | +28,992 |
| CARPENTER TECHNOLOGY CORP(CRS) | 0 | 387,100 | +387,100 | 0 | 27,407 | 1.38% | +27,407 |
| APPLIED INDL TECHNOLOGIES INC(AIT) | 0 | 156,600 | +156,600 | 0 | 27,043 | 1.36% | +27,043 |
| FLUOR CORP NEW(FLR) | 0 | 687,200 | +687,200 | 0 | 26,918 | 1.36% | +26,918 |
| PAR PAC HOLDINGS INC(PARR) | 0 | 718,400 | +718,400 | 0 | 26,128 | 1.32% | +26,128 |
| EMCOR GROUP INC(EME) | 0 | 120,400 | +120,400 | 0 | 25,938 | 1.31% | +25,938 |
| XPO INC(XPO) | 0 | 281,600 | +281,600 | 0 | 24,665 | 1.24% | +24,665 |
| GROUP 1 AUTOMOTIVE INC(GPI) | 0 | 80,600 | +80,600 | 0 | 24,562 | 1.24% | +24,562 |
| PARSONS CORP DEL(PSN) | 0 | 383,700 | +383,700 | 0 | 24,062 | 1.21% | +24,062 |
| SPROUTS FMRS MKT INC(SFM) | 0 | 498,700 | +498,700 | 0 | 23,992 | 1.21% | +23,992 |
| OSHKOSH CORP(OSK) | 0 | 220,700 | +220,700 | 0 | 23,926 | 1.21% | +23,926 |
| MILLERKNOLL INC(MLKN) | 0 | 874,900 | +874,900 | 0 | 23,342 | 1.18% | +23,342 |
| GUESS INC | 0 | 1,000,100 | +1,000,100 | 0 | 23,062 | 1.16% | +23,062 |
| FLOWSERVE CORP(FLS) | 0 | 541,500 | +541,500 | 0 | 22,321 | 1.13% | +22,321 |
| MSC INDL DIRECT INC(MSM) | 0 | 213,800 | +213,800 | 0 | 21,649 | 1.09% | +21,649 |
| ENLINK MIDSTREAM LLC | 109,000 | 1,868,500 | +1,759,500 | 1,332 | 22,721 | 1.15% | +21,389 |
| LIBERTY ENERGY INC(LBRT) | 0 | 1,173,000 | +1,173,000 | 0 | 21,278 | 1.07% | +21,278 |
| CONSOL ENERGY INC NEW | 0 | 207,000 | +207,000 | 0 | 20,810 | 1.05% | +20,810 |
| CALIFORNIA RES CORP(CRC) | 0 | 378,800 | +378,800 | 0 | 20,713 | 1.04% | +20,713 |
| OCEANEERING INTL INC(OII) | 153,200 | 982,200 | +829,000 | 3,940 | 20,901 | 1.05% | +16,961 |
| CINEMARK HLDGS INC(CNK) | 0 | 1,135,600 | +1,135,600 | 0 | 16,001 | 0.81% | +16,001 |
| NCR VOYIX CORPORATION | 0 | 838,000 | +838,000 | 0 | 14,171 | 0.71% | +14,171 |
| NCR ATLEOS CORPORATION(NATL) | 0 | 403,450 | +403,450 | 0 | 9,800 | 0.49% | +9,800 |
| BANK AMERICA CORP | 0 | 225,300 | +225,300 | 0 | 7,586 | 0.38% | +7,586 |
| VALERO ENERGY CORP(VLO) | 0 | 45,950 | +45,950 | 0 | 5,974 | 0.30% | +5,974 |
| COMCAST CORP NEW(CCZ) | 0 | 132,900 | +132,900 | 0 | 5,828 | 0.29% | +5,828 |
| SHELL PLC(SHEL) | 0 | 85,400 | +85,400 | 0 | 5,619 | 0.28% | +5,619 |
| MEDTRONIC PLC(MDT) | 0 | 61,600 | +61,600 | 0 | 5,075 | 0.26% | +5,075 |
| GSK PLC(GSK) | 0 | 135,760 | +135,760 | 0 | 5,031 | 0.25% | +5,031 |
| WEATHERFORD INTL PLC(WFRD) | 0 | 47,900 | +47,900 | 0 | 4,686 | 0.24% | +4,686 |
| YPF SOCIEDAD ANONIMA(YPF) | 0 | 270,500 | +270,500 | 0 | 4,650 | 0.23% | +4,650 |
| CECO ENVIRONMENTAL CORP(CECO) | 0 | 204,800 | +204,800 | 0 | 4,153 | 0.21% | +4,153 |
| GRANITE CONSTR INC(GVA) | 0 | 75,000 | +75,000 | 0 | 3,815 | 0.19% | +3,815 |
| MATERION CORP(MTRN) | 0 | 28,400 | +28,400 | 0 | 3,696 | 0.19% | +3,696 |
| TEEKAY CORPORATION | 0 | 513,700 | +513,700 | 0 | 3,673 | 0.19% | +3,673 |
| ATI INC(ATI) | 0 | 77,200 | +77,200 | 0 | 3,510 | 0.18% | +3,510 |
| ENCORE WIRE CORP | 0 | 16,400 | +16,400 | 0 | 3,503 | 0.18% | +3,503 |
| EQUITRANS MIDSTREAM CORP | 0 | 338,500 | +338,500 | 0 | 3,446 | 0.17% | +3,446 |
| STONEX GROUP INC(SNEX) | 0 | 45,750 | +45,750 | 0 | 3,378 | 0.17% | +3,378 |
| UNUM GROUP(UNM) | 0 | 73,600 | +73,600 | 0 | 3,328 | 0.17% | +3,328 |
| CENCORA INC | 0 | 16,100 | +16,100 | 0 | 3,307 | 0.17% | +3,307 |
| WAFD INC(WAFD) | 0 | 100,000 | +100,000 | 0 | 3,296 | 0.17% | +3,296 |
| TEREX CORP NEW(TEX) | 0 | 54,000 | +54,000 | 0 | 3,103 | 0.16% | +3,103 |
| MIDLAND STATES BANCORP INC(MSBI) | 0 | 110,000 | +110,000 | 0 | 3,032 | 0.15% | +3,032 |
| DIME CMNTY BANCSHARES INC(DCBG) | 0 | 112,000 | +112,000 | 0 | 3,016 | 0.15% | +3,016 |
| WABASH NATL CORP(WNC) | 0 | 117,500 | +117,500 | 0 | 3,010 | 0.15% | +3,010 |
| TSAKOS ENERGY NAVIGATION LTD(TEN) | 0 | 132,400 | +132,400 | 0 | 2,942 | 0.15% | +2,942 |
| BELDEN INC | 0 | 37,000 | +37,000 | 0 | 2,858 | 0.14% | +2,858 |
| OXFORD INDS INC(OXM) | 0 | 27,800 | +27,800 | 0 | 2,780 | 0.14% | +2,780 |
| HUNT J B TRANS SVCS INC(JBHT) | 0 | 13,500 | +13,500 | 0 | 2,696 | 0.14% | +2,696 |
| SERVICE PROPERTY TRUST(SVC) | 0 | 290,900 | +290,900 | 0 | 2,484 | 0.13% | +2,484 |
| OVINTIV INC(OVV) | 0 | 56,400 | +56,400 | 0 | 2,477 | 0.12% | +2,477 |
| GOLDMAN SACHS GROUP INC(GS) | 3,500 | 9,050 | +5,550 | 1,132 | 3,491 | 0.18% | +2,359 |
| VISTEON CORP(VC) | 0 | 18,700 | +18,700 | 0 | 2,336 | 0.12% | +2,336 |
| BANC OF CALIFORNIA INC(BANC) | 0 | 173,242 | +173,242 | 0 | 2,327 | 0.12% | +2,327 |
| O-I GLASS INC(OI) | 0 | 141,900 | +141,900 | 0 | 2,324 | 0.12% | +2,324 |
| BORGWARNER INC | 0 | 64,000 | +64,000 | 0 | 2,294 | 0.12% | +2,294 |
| OIL STS INTL INC(OIS) | 0 | 337,300 | +337,300 | 0 | 2,290 | 0.12% | +2,290 |
| PRINCIPAL FINANCIAL GROUP INC(PFG) | 0 | 28,900 | +28,900 | 0 | 2,274 | 0.11% | +2,274 |
| CAMBRIDGE BANCORP | 0 | 32,000 | +32,000 | 0 | 2,221 | 0.11% | +2,221 |
| HOMESTREET INC(MCHB) | 0 | 205,000 | +205,000 | 0 | 2,112 | 0.11% | +2,112 |
| HINGHAM INSTN SVGS MASS | 5,000 | 15,000 | +10,000 | 934 | 2,916 | 0.15% | +1,982 |
| AMGEN INC(AMGN) | 9,300 | 15,500 | +6,200 | 2,499 | 4,464 | 0.23% | +1,965 |
| MOSAIC CO NEW(MOS) | 0 | 53,000 | +53,000 | 0 | 1,894 | 0.10% | +1,894 |
| COLUMBIA BKG SYS INC(COLB) | 0 | 70,000 | +70,000 | 0 | 1,868 | 0.09% | +1,868 |
| WEBSTER FINL CORP(WBS) | 0 | 32,000 | +32,000 | 0 | 1,624 | 0.08% | +1,624 |
| PG&E CORP(PCG) | 914,449 | 906,549 | -7,900 | 14,750 | 16,345 | 0.82% | +1,595 |
| VALLEY NATL BANCORP(VLY) | 0 | 145,000 | +145,000 | 0 | 1,575 | 0.08% | +1,575 |
| SEMPRA(SRE) | 318,980 | 310,380 | -8,600 | 21,700 | 23,195 | 1.17% | +1,494 |
| JOHNSON & JOHNSON(JNJ) | 34,300 | 43,550 | +9,250 | 5,342 | 6,826 | 0.34% | +1,484 |
| WALGREENS BOOTS ALLIANCE INC | 124,250 | 162,500 | +38,250 | 2,763 | 4,243 | 0.21% | +1,480 |
| ALPHA METALLURGICAL RESOUR INC | 18,000 | 18,000 | 0 | 4,675 | 6,101 | 0.31% | +1,425 |
| BUILDERS FIRSTSOURCE INC(BLDR) | 32,900 | 32,900 | 0 | 4,096 | 5,492 | 0.28% | +1,397 |
| OCEANFIRST FINL CORP(OCFC) | 150,000 | 205,000 | +55,000 | 2,171 | 3,559 | 0.18% | +1,388 |
| PULTE GROUP INC(PHM) | 46,100 | 46,100 | 0 | 3,414 | 4,758 | 0.24% | +1,345 |
| D R HORTON INC(DHI) | 26,800 | 26,800 | 0 | 2,880 | 4,073 | 0.21% | +1,193 |
| ATMOS ENERGY CORP(ATO) | 204,886 | 197,186 | -7,700 | 21,704 | 22,854 | 1.15% | +1,150 |
| TC ENERGY CORP(TRP) | 679,200 | 627,000 | -52,200 | 23,371 | 24,509 | 1.24% | +1,138 |
| BANKUNITED INC(BKU) | 115,000 | 115,000 | 0 | 2,611 | 3,729 | 0.19% | +1,119 |
| VERTEX ENERGY INC | 0 | 322,100 | +322,100 | 0 | 1,092 | 0.06% | +1,092 |
| VERIZON COMMUNICATIONS INC(VZ) | 246,200 | 240,600 | -5,600 | 7,979 | 9,071 | 0.46% | +1,091 |
| BANNER CORP(BANR) | 20,000 | 36,000 | +16,000 | 848 | 1,928 | 0.10% | +1,081 |
| SOUTHERN CO(SO) | 328,300 | 317,900 | -10,400 | 21,248 | 22,291 | 1.12% | +1,044 |
| 3M CO(MMM) | 37,250 | 41,400 | +4,150 | 3,487 | 4,526 | 0.23% | +1,039 |
| INTERNATIONAL BUSINESS MACHS(IBM) | 70,450 | 66,700 | -3,750 | 9,884 | 10,909 | 0.55% | +1,025 |
| GREEN BRICK PARTNERS INC(GRBK) | 96,300 | 96,300 | 0 | 3,997 | 5,002 | 0.25% | +1,004 |
| CITIGROUP INC(C) | 138,300 | 129,500 | -8,800 | 5,688 | 6,661 | 0.34% | +973 |
| ENTERPRISE PRODS PARTNERS L P(EPD) | 221,400 | 266,400 | +45,000 | 6,060 | 7,020 | 0.35% | +960 |
| ONEOK INC NEW(OKE) | 409,746 | 383,245 | -26,501 | 25,990 | 26,911 | 1.36% | +921 |
| BROOKLINE BANCORP INC DEL | 230,000 | 275,000 | +45,000 | 2,095 | 3,000 | 0.15% | +905 |
| HP INC(HPQ) | 271,800 | 262,000 | -9,800 | 6,985 | 7,884 | 0.40% | +898 |
| WESTERN NEW ENG BANCORP INC(WNEB) | 387,538 | 375,000 | -12,538 | 2,515 | 3,375 | 0.17% | +860 |
| KLA CORP(KLAC) | 6,818 | 6,847 | +29 | 3,127 | 3,980 | 0.20% | +853 |
| ORANGE CNTY BANCORP INC(OBT) | 0 | 14,000 | +14,000 | 0 | 843 | 0.04% | +843 |