0001445911-18-000008.txt : 20181114
0001445911-18-000008.hdr.sgml : 20181114
20181114103031
ACCESSION NUMBER: 0001445911-18-000008
CONFORMED SUBMISSION TYPE: 13F-HR
PUBLIC DOCUMENT COUNT: 2
CONFORMED PERIOD OF REPORT: 20180930
FILED AS OF DATE: 20181114
DATE AS OF CHANGE: 20181114
EFFECTIVENESS DATE: 20181114
FILER:
COMPANY DATA:
COMPANY CONFORMED NAME: Quantitative Investment Management, LLC
CENTRAL INDEX KEY: 0001445911
IRS NUMBER: 141885299
STATE OF INCORPORATION: VA
FISCAL YEAR END: 1231
FILING VALUES:
FORM TYPE: 13F-HR
SEC ACT: 1934 Act
SEC FILE NUMBER: 028-13202
FILM NUMBER: 181181191
BUSINESS ADDRESS:
STREET 1: 401 E. MARKET STREET
STREET 2: SUITE 104
CITY: CHARLOTTESVILLE
STATE: VA
ZIP: 22902
BUSINESS PHONE: 434-817-4800
MAIL ADDRESS:
STREET 1: 401 E. MARKET STREET
STREET 2: SUITE 104
CITY: CHARLOTTESVILLE
STATE: VA
ZIP: 22902
13F-HR
1
primary_doc.xml
13F-HR
LIVE
false
true
false
0001445911
XXXXXXXX
09-30-2018
09-30-2018
Quantitative Investment Management, LLC
401 E. MARKET STREET
SUITE 104
CHARLOTTESVILLE
VA
22902
13F HOLDINGS REPORT
028-13202
N
Molly McCarty Dunnington
Chief Compliance Officer
434-817-3047
Molly M. Dunnington
Charlottesville
VA
11-14-2018
0
611
2847869
false
INFORMATION TABLE
2
form13fInfoTable20180928.xml
3M CO
COM
88579Y101
5267
25000
SH
SOLE
25000
0
0
8X8 Inc
COM
282914100
352
16600
SH
SOLE
16600
0
0
Abbott Laboratories
COM
002824100
9903
135000
SH
SOLE
135000
0
0
ACADIA PHARMACEUTICALS INC
COM
004225108
2024
97500
SH
SOLE
97500
0
0
Accenture Plc
COM
G1151C101
3676
21600
SH
SOLE
21600
0
0
Activision Blizzard Inc
COM
00507V109
3286
39500
SH
SOLE
39500
0
0
Adobe Inc
COM
00724F101
4940
18300
SH
SOLE
18300
0
0
Aercap Holdings N.V.
COM
N00985106
1184
20600
SH
SOLE
20600
0
0
AEROJET ROCKETDYNE HOLDINGS INC
COM
007800105
703
20700
SH
SOLE
20700
0
0
Aetna Inc
COM
00817Y108
3732
18400
SH
SOLE
18400
0
0
AFLAC Inc
COM
001055102
1007
21400
SH
SOLE
21400
0
0
Agilent Technologies Inc
COM
00846U101
2045
29000
SH
SOLE
29000
0
0
AGNC Investment Corp
COM
00123Q104
1881
101000
SH
SOLE
101000
0
0
Air Lease Corp
COM
00912X302
500
10900
SH
SOLE
10900
0
0
AIR PRODUCTS AND CHEMICALS INC
COM
009158106
2455
14700
SH
SOLE
14700
0
0
AK Steel Holding Corp
COM
001547108
1518
309800
SH
SOLE
309800
0
0
AKAMAI TECHNOLOGIES INC
COM
00971T101
621
8500
SH
SOLE
8500
0
0
ALASKA AIR GROUP INC
COM
011659109
2726
39600
SH
SOLE
39600
0
0
Albemarle Corp
COM
012653101
439
4400
SH
SOLE
4400
0
0
Alcoa Corp
COM
013872106
254
6300
SH
SOLE
6300
0
0
ALEXION PHARMACEUTICALS INC
COM
015351109
1251
9000
SH
SOLE
9000
0
0
Alkermes PLC
COM
G01767105
551
13000
SH
SOLE
13000
0
0
Alleghany Corp
COM
017175100
456
700
SH
SOLE
700
0
0
Allegheny Technologies Inc
COM
01741R102
2310
78200
SH
SOLE
78200
0
0
Allegiant Travel Co
COM
01748X102
481
3800
SH
SOLE
3800
0
0
Allergan Plc
COM
G0177J108
6076
31900
SH
SOLE
31900
0
0
Alliant Energy Corp
COM
018802108
212
5000
SH
SOLE
5000
0
0
Allscripts Healthcare Solutions Inc
COM
01988P108
846
59400
SH
SOLE
59400
0
0
Allstate Corp (The)
COM
020002101
2862
29000
SH
SOLE
29000
0
0
Altria Group
COM
02209S103
7406
122800
SH
SOLE
122800
0
0
AMARIN CORP PLC
COM
023111206
1539
94600
SH
SOLE
94600
0
0
Amerco
COM
023586100
213
600
SH
SOLE
600
0
0
Ameren Corp
COM
023608102
1454
23000
SH
SOLE
23000
0
0
American Airlines Group Inc
COM
02376R102
1210
29300
SH
SOLE
29300
0
0
AMERICAN ELECTRIC POWER CO INC
COM
025537101
3189
45000
SH
SOLE
45000
0
0
AMERICAN EXPRESS CO
COM
025816109
2193
20600
SH
SOLE
20600
0
0
AMERICAN INTL GROUP INC COM NEW
COM
026874784
4834
90800
SH
SOLE
90800
0
0
American Outdoor
COM
02874P103
284
18300
SH
SOLE
18300
0
0
AMERICAN TOWER CORP (REIT)
COM
03027X100
2499
17200
SH
SOLE
17200
0
0
American Water Works
COM
030420103
791
9000
SH
SOLE
9000
0
0
AMERIPRISE FINANCIAL INC
COM
03076C106
265
1800
SH
SOLE
1800
0
0
AmerisourceBergen Corp (Holding Co)
COM
03073E105
3089
33500
SH
SOLE
33500
0
0
AMGEN INC
COM
031162100
6550
31600
SH
SOLE
31600
0
0
AMTEK INC
COM
031100100
1922
24300
SH
SOLE
24300
0
0
Anadarko Petroleum Corp
COM
032511107
653
9700
SH
SOLE
9700
0
0
Anheuser-Busch Inbev SA
COM
03524A108
805
9200
SH
SOLE
9200
0
0
Annaly Capital Management Inc
COM
035710409
708
69300
SH
SOLE
69300
0
0
Ansys Inc
COM
03662Q105
1941
10400
SH
SOLE
10400
0
0
Anthem Inc
COM
036752103
3453
12600
SH
SOLE
12600
0
0
Aon Plc
COM
G0408V102
4874
31700
SH
SOLE
31700
0
0
Apache Corp
COM
037411105
1739
36500
SH
SOLE
36500
0
0
Apartment Investment and Management Co
COM
03748R101
454
10300
SH
SOLE
10300
0
0
Apple Inc
COM
037833100
61920
274300
SH
SOLE
274300
0
0
Applied Materials Inc
COM
038222105
4158
107600
SH
SOLE
107600
0
0
ARCELORMITTAL SA LUXEMBOURG NY REGISTRY SH
COM
03938L203
1404
45500
SH
SOLE
45500
0
0
Arch Capital Group Ltd
COM
G0450A105
1144
38400
SH
SOLE
38400
0
0
ARCHER-DANIELS-MIDLAND CO
COM
039483102
950
18900
SH
SOLE
18900
0
0
Armstrong World Industries Inc
COM
04247X102
341
4900
SH
SOLE
4900
0
0
ARTHUR J. GALLAGHER & CO.
COM
363576109
223
3000
SH
SOLE
3000
0
0
ASSURED GUARANTY LTD
COM
G0585R106
401
9500
SH
SOLE
9500
0
0
Astrazeneca PLC
COM
046353108
1289
32600
SH
SOLE
32600
0
0
AT&T Inc
COM
00206R102
5090
151600
SH
SOLE
151600
0
0
AUTOZONE INC
COM
053332102
9928
12800
SH
SOLE
12800
0
0
AVALONBAY COMMUNITIES INC
COM
053484101
2173
12000
SH
SOLE
12000
0
0
Avis Budget Group Inc
COM
053774105
777
24200
SH
SOLE
24200
0
0
Avnet Inc
COM
053807103
1450
32400
SH
SOLE
32400
0
0
Axos Financial Inc
COM
05465C100
230
6700
SH
SOLE
6700
0
0
BALLARD POWER SYSTEMS INC
COM
058586108
160
37400
SH
SOLE
37400
0
0
BANK AMER CORP COM
COM
060505104
4748
161200
SH
SOLE
161200
0
0
Bank Of Montreal
COM
063671101
585
7100
SH
SOLE
7100
0
0
Bank Of New York Mellon Corp
COM
064058100
326
6400
SH
SOLE
6400
0
0
BANK OF NOVA SCOTIA (THE)
COM
064149107
441
7400
SH
SOLE
7400
0
0
Bank OZK
COM
06417N103
440
11600
SH
SOLE
11600
0
0
Bausch Health Companies
COM
071734107
1262
49200
SH
SOLE
49200
0
0
BAXTER INTERNATIONAL INC
COM
071813109
3469
45000
SH
SOLE
45000
0
0
BEACON ROOFING SUPPLY INC
COM
073685109
423
11700
SH
SOLE
11700
0
0
Bemis Co Inc
COM
081437105
1249
25700
SH
SOLE
25700
0
0
Best Buy Co. Inc
COM
086516101
4920
62000
SH
SOLE
62000
0
0
BGC PARTNERS INC-CL A
COM
05541T101
258
21900
SH
SOLE
21900
0
0
BHP BILLITON LTD-SPON ADR
COM
088606108
4719
94700
SH
SOLE
94700
0
0
BHP BILLITON PLC
COM
05545E209
2498
56800
SH
SOLE
56800
0
0
BlackBerry Ltd
COM
09228F103
340
29900
SH
SOLE
29900
0
0
BOEING CO (THE)
COM
097023105
15731
42300
SH
SOLE
42300
0
0
Boston Properties Inc
COM
101121101
1070
8700
SH
SOLE
8700
0
0
BP P.L.C.
COM
055622104
10229
221900
SH
SOLE
221900
0
0
British American Tobacco Industries
COM
110448107
1175
25200
SH
SOLE
25200
0
0
Broadcom Inc
COM
11135F101
2442
9900
SH
SOLE
9900
0
0
Broadridge Financial Solutions Inc
COM
11133T103
356
2700
SH
SOLE
2700
0
0
BROOKDALE SENIOR LIVING INC
COM
112463104
213
21700
SH
SOLE
21700
0
0
BROOKFIELD ASSET MANAGEMENT INC
COM
112585104
1042
23400
SH
SOLE
23400
0
0
BROOKS AUTOMATION INC
COM
114340102
518
14800
SH
SOLE
14800
0
0
Bruker Corp
COM
116794108
411
12300
SH
SOLE
12300
0
0
Brunswick Corp
COM
117043109
1012
15100
SH
SOLE
15100
0
0
C.H. Robinson Worldwide Inc
COM
12541W209
1047
10700
SH
SOLE
10700
0
0
CACI INTERNATIONAL INC
COM
127190304
349
1900
SH
SOLE
1900
0
0
CADENCE DESIGN SYSTEMS INC
COM
127387108
602
13300
SH
SOLE
13300
0
0
Callon Petroleum Co
COM
13123X102
346
28900
SH
SOLE
28900
0
0
Cal-Maine Foods Inc
COM
128030202
367
7600
SH
SOLE
7600
0
0
Camden Property Trust
COM
133131102
589
6300
SH
SOLE
6300
0
0
CAMPBELL SOUP CO
COM
134429109
2344
64000
SH
SOLE
64000
0
0
Canadian Imperial Bank of Commerce
COM
136069101
684
7300
SH
SOLE
7300
0
0
CANADIAN NATIONAL RAILWAY CO
COM
136375102
915
10200
SH
SOLE
10200
0
0
Canadian Pacific Railway Ltd
COM
13645T100
1356
6400
SH
SOLE
6400
0
0
CAPITAL ONE FINANCIAL CORP
COM
14040H105
1490
15700
SH
SOLE
15700
0
0
CARLISLE COMPANIES INC
COM
142339100
925
7600
SH
SOLE
7600
0
0
CarMax Inc
COM
143130102
1254
16800
SH
SOLE
16800
0
0
Carnival Corp
COM
143658300
2805
44000
SH
SOLE
44000
0
0
Caterpillar Inc
COM
149123101
8036
52700
SH
SOLE
52700
0
0
CBL & ASSOCIATES PROPERTIES
COM
124830100
263
66100
SH
SOLE
66100
0
0
Celanese Corp
COM
150870103
285
2500
SH
SOLE
2500
0
0
Centene Corp
COM
15135B101
4546
31400
SH
SOLE
31400
0
0
Centurylink Inc
COM
156700106
1278
60300
SH
SOLE
60300
0
0
CERNER CORP
COM
156782104
1313
20400
SH
SOLE
20400
0
0
CHENIERE ENERGY INC
COM
16411R208
416
6000
SH
SOLE
6000
0
0
Chesapeake Energy Corp
COM
165167107
86
19300
SH
SOLE
19300
0
0
CHEVRON CORP
COM
166764100
20286
165900
SH
SOLE
165900
0
0
CHILDREN'S PLACE INC (THE)
COM
168905107
805
6300
SH
SOLE
6300
0
0
Chimera Investment Corp
COM
16934Q208
358
19800
SH
SOLE
19800
0
0
CHINA MOBILE (HONG KONG) LTD
COM
16941M109
1193
24400
SH
SOLE
24400
0
0
CHIPOTLE MEXICAN GRILL INC
COM
169656105
5999
13200
SH
SOLE
13200
0
0
Ciena Corp
COM
171779309
2339
74900
SH
SOLE
74900
0
0
CIGNA CORP
COM
125509109
8996
43200
SH
SOLE
43200
0
0
CINTAS CORP
COM
172908105
454
2300
SH
SOLE
2300
0
0
Cisco Systems Inc
COM
17275R102
18117
372400
SH
SOLE
372400
0
0
CITIGROUP INC COM NEW
COM
172967424
5667
79000
SH
SOLE
79000
0
0
CITRIX SYSTEMS INC
COM
177376100
1745
15700
SH
SOLE
15700
0
0
Cleveland-Cliffs Inc
COM
185899101
1967
155400
SH
SOLE
155400
0
0
CME Group Inc
COM
12572Q105
4425
26000
SH
SOLE
26000
0
0
CMS ENERGY CORP
COM
125896100
1474
30100
SH
SOLE
30100
0
0
CNOOC LTD-SPON ADR
COM
126132109
256
1300
SH
SOLE
1300
0
0
Co Saneamento ADS
COM
20441A102
145
24700
SH
SOLE
24700
0
0
COCA-COLA CO (THE)
COM
191216100
8378
181400
SH
SOLE
181400
0
0
COCA-COLA ENTERPRISES INC
COM
G25839104
1013
22300
SH
SOLE
22300
0
0
Cognizant Technology Solutions Corp
COM
192446102
2206
28600
SH
SOLE
28600
0
0
Coherent Inc
COM
192479103
275
1600
SH
SOLE
1600
0
0
CommVault Systems Inc
COM
204166102
308
4400
SH
SOLE
4400
0
0
Compass Minerals International Inc
COM
20451N101
268
4000
SH
SOLE
4000
0
0
Concho Resources Inc
COM
20605P101
5361
35100
SH
SOLE
35100
0
0
CONOCOPHILLIPS
COM
20825C104
13057
168700
SH
SOLE
168700
0
0
Consolidated Edison Inc
COM
209115104
525
6900
SH
SOLE
6900
0
0
Consumer Discretionary Select Sector SPD
COM
81369Y407
20583
175600
SH
SOLE
175600
0
0
Continental Resources Inc
COM
212015101
4117
60300
SH
SOLE
60300
0
0
COOPER COMPANIES INC (THE)
COM
216648402
1995
7200
SH
SOLE
7200
0
0
Copa Holdings S.A.
COM
P31076105
231
2900
SH
SOLE
2900
0
0
CORCEPT THERAPEUTICS INC
COM
218352102
350
25000
SH
SOLE
25000
0
0
CORE LABORATORIES N.V.
COM
N22717107
555
4800
SH
SOLE
4800
0
0
CORPORATE OFFICE PROPERTIES TRUST
COM
22002T108
423
14200
SH
SOLE
14200
0
0
Credicorp Ltd
COM
G2519Y108
223
1000
SH
SOLE
1000
0
0
CREE INC
COM
225447101
306
8100
SH
SOLE
8100
0
0
Crown Castle International Corp
COM
22822V101
2449
22000
SH
SOLE
22000
0
0
CROWN HOLDINGS INC
COM
228368106
264
5500
SH
SOLE
5500
0
0
CSX Corp
COM
126408103
5383
72700
SH
SOLE
72700
0
0
Cubesmart
COM
229663109
681
23900
SH
SOLE
23900
0
0
CVR Energy Inc
COM
12662P108
422
10500
SH
SOLE
10500
0
0
Cypress Semiconductor Corp
COM
232806109
614
42400
SH
SOLE
42400
0
0
Danaher Corp
COM
235851102
7486
68900
SH
SOLE
68900
0
0
DARDEN RESTAURANTS INC
COM
237194105
589
5300
SH
SOLE
5300
0
0
DaVita Inc
COM
23918K108
680
9500
SH
SOLE
9500
0
0
DEAN FOODS CO
COM
242370203
112
15900
SH
SOLE
15900
0
0
DECKERS OUTDOOR CORP
COM
243537107
1754
14800
SH
SOLE
14800
0
0
Deere & Co
COM
244199105
3607
24000
SH
SOLE
24000
0
0
Delta Air Lines Inc
COM
247361702
9634
166600
SH
SOLE
166600
0
0
DENTSPLY SIRONA INC
COM
24906P109
4370
115800
SH
SOLE
115800
0
0
DEVON ENERGY CORP
COM
25179M103
1581
39600
SH
SOLE
39600
0
0
DIAGEO PLC
COM
25243Q205
580
4100
SH
SOLE
4100
0
0
DIAMOND OFFSHORE DRILLING INC
COM
25271C102
966
48300
SH
SOLE
48300
0
0
DICK'S SPORTING GOODS INC
COM
253393102
408
11500
SH
SOLE
11500
0
0
Diebold Nixdorf
COM
253651103
420
93500
SH
SOLE
93500
0
0
DIGITAL RLTY TR INC COM
COM
253868103
3846
34200
SH
SOLE
34200
0
0
Direxion Energy Bull 3X Shares
COM
25459W888
8672
232500
SH
SOLE
232500
0
0
Discover Financial Services
COM
254709108
1834
24000
SH
SOLE
24000
0
0
Dolby Laboratories
COM
25659T107
454
6500
SH
SOLE
6500
0
0
Dollar General Corp
COM
256677105
3923
35900
SH
SOLE
35900
0
0
Dollar Tree Inc
COM
256746108
3498
42900
SH
SOLE
42900
0
0
Dominion Energy Inc
COM
25746U109
2804
39900
SH
SOLE
39900
0
0
Domtar Corp
COM
257559203
558
10700
SH
SOLE
10700
0
0
Douglas Emmett Inc
COM
25960P109
392
10400
SH
SOLE
10400
0
0
Dowdupont Inc
COM
26078J100
3633
56500
SH
SOLE
56500
0
0
DTE ENERGY COMPANY
COM
233331107
3306
30300
SH
SOLE
30300
0
0
Duke Energy Corp
COM
26441C204
2544
31800
SH
SOLE
31800
0
0
DUKE REALTY CORP COM NEW
COM
264411505
337
11900
SH
SOLE
11900
0
0
EATON CORP PLC
COM
G29183103
3122
36000
SH
SOLE
36000
0
0
Ecolab Inc
COM
278865100
1473
9400
SH
SOLE
9400
0
0
Edgewell Personal Care Company
COM
28035Q102
388
8400
SH
SOLE
8400
0
0
EDISON INTERNATIONAL
COM
281020107
230
3400
SH
SOLE
3400
0
0
EDWARDS LIFESCIENCES CORP
COM
28176E108
4665
26800
SH
SOLE
26800
0
0
ELECTRONIC ARTS INC
COM
285512109
2072
17200
SH
SOLE
17200
0
0
Electronics For Imaging Inc
COM
286082102
286
8400
SH
SOLE
8400
0
0
Ellie Mae Inc
COM
28849P100
293
3100
SH
SOLE
3100
0
0
Emergent BioSolutions Inc
COM
29089Q105
342
5200
SH
SOLE
5200
0
0
Emerson Electric Co
COM
291011104
2167
28300
SH
SOLE
28300
0
0
Enbridge Inc
COM
29250N105
758
23500
SH
SOLE
23500
0
0
ENCANA CORP
COM
292505104
1674
127700
SH
SOLE
127700
0
0
Encompass Health Corp
COM
29261A100
1551
19900
SH
SOLE
19900
0
0
ENSCO PLC
COM
G3157S106
486
57700
SH
SOLE
57700
0
0
Entergy Corp
COM
29364G103
1914
23600
SH
SOLE
23600
0
0
EOG RESOURCES INC
COM
26875P101
8866
69500
SH
SOLE
69500
0
0
EPR PROPERTIES
COM
26884U109
704
10300
SH
SOLE
10300
0
0
EQUIFAX INC
COM
294429105
3081
23600
SH
SOLE
23600
0
0
Equinor ASA
COM
29446M102
1297
46000
SH
SOLE
46000
0
0
Equity Lifestyle Properties Inc
COM
29472R108
733
7600
SH
SOLE
7600
0
0
Equity Residential
COM
29476L107
364
5500
SH
SOLE
5500
0
0
ESSEX PROPERTY TRUST INC
COM
297178105
1258
5100
SH
SOLE
5100
0
0
ESTERLINE TECHNOLOGIES CORP
COM
297425100
236
2600
SH
SOLE
2600
0
0
Everest Re Group Ltd
COM
G3223R108
1462
6400
SH
SOLE
6400
0
0
EVERSOURCE ENERGY
COM
30040W108
2445
39800
SH
SOLE
39800
0
0
EXELIXIS INC
COM
30161Q104
221
12500
SH
SOLE
12500
0
0
EXELON CORP
COM
30161N101
5658
129600
SH
SOLE
129600
0
0
Expedia Group Inc
COM
30212P303
3966
30400
SH
SOLE
30400
0
0
Expeditors International of Washington
COM
302130109
1051
14300
SH
SOLE
14300
0
0
EXTRA SPACE STORAGE INC
COM
30225T102
1360
15700
SH
SOLE
15700
0
0
Extreme Networks Inc
COM
30226D106
524
95800
SH
SOLE
95800
0
0
Exxon Mobil Corp
COM
30231G102
24111
283600
SH
SOLE
283600
0
0
F5 Networks Inc
COM
315616102
937
4700
SH
SOLE
4700
0
0
Fabrinet
COM
G3323L100
471
10200
SH
SOLE
10200
0
0
FACTSET RESEARCH SYSTEMS INC
COM
303075105
1431
6400
SH
SOLE
6400
0
0
Fang Holdings Limited
COM
30711Y102
150
58100
SH
SOLE
58100
0
0
Fastenal Co
COM
311900104
1908
32900
SH
SOLE
32900
0
0
FEDERAL REALTY INVESTMENT TRUST
COM
313747206
910
7200
SH
SOLE
7200
0
0
FedEx Corp
COM
31428X106
842
3500
SH
SOLE
3500
0
0
Fidelity National Information Services
COM
31620M106
1461
13400
SH
SOLE
13400
0
0
Finisar Corp
COM
31787A507
567
29800
SH
SOLE
29800
0
0
FIRST MAJESTIC SILVER CORP COM
COM
32076V103
86
15200
SH
SOLE
15200
0
0
FirstEnergy Corp
COM
337932107
2605
70100
SH
SOLE
70100
0
0
Fiserv Inc
COM
337738108
617
7500
SH
SOLE
7500
0
0
FleetCor Technologies Inc
COM
339041105
6652
29200
SH
SOLE
29200
0
0
FLIR Systems Inc
COM
302445101
1149
18700
SH
SOLE
18700
0
0
FMC CORP
COM
302491303
2632
30200
SH
SOLE
30200
0
0
Foot Locker Inc
COM
344849104
392
7700
SH
SOLE
7700
0
0
Francesca's Holdings Corp
COM
351793104
166
45000
SH
SOLE
45000
0
0
FREEPORT-MCMORAN INC
COM
35671D857
1909
137200
SH
SOLE
137200
0
0
FTI Consulting Inc
COM
302941109
417
5700
SH
SOLE
5700
0
0
GAMESTOP CORP
COM
36467W109
1859
121800
SH
SOLE
121800
0
0
GARMIN LTD
COM
H2906T109
644
9200
SH
SOLE
9200
0
0
Generac Holdlings Inc
COM
368736104
203
3600
SH
SOLE
3600
0
0
GENERAL DYNAMICS CORP
COM
369550108
1617
7900
SH
SOLE
7900
0
0
General Electric Co
COM
369604103
415
36800
SH
SOLE
36800
0
0
General Motors Co
COM
37045V100
909
27000
SH
SOLE
27000
0
0
Genesco Inc
COM
371532102
287
6100
SH
SOLE
6100
0
0
Genuine Parts Co
COM
372460105
1113
11200
SH
SOLE
11200
0
0
Genworth Financial Inc
COM
37247D106
76
18300
SH
SOLE
18300
0
0
GEO GROUP INC (THE)
COM
36162J106
239
9500
SH
SOLE
9500
0
0
GERDAU S.A.
COM
373737105
543
129000
SH
SOLE
129000
0
0
Geron Corp
COM
374163103
89
50800
SH
SOLE
50800
0
0
G-III APPAREL GROUP LTD.
COM
36237H101
202
4200
SH
SOLE
4200
0
0
Global Payments Inc
COM
37940X102
3579
28100
SH
SOLE
28100
0
0
GNC Holdings Inc
COM
36191G107
110
26800
SH
SOLE
26800
0
0
Graco Inc
COM
384109104
671
14500
SH
SOLE
14500
0
0
Group 1 Automotive Inc
COM
398905109
259
4000
SH
SOLE
4000
0
0
Gulfport Energy Corp
COM
402635304
120
11600
SH
SOLE
11600
0
0
H&E Equipment Services Inc
COM
404030108
313
8300
SH
SOLE
8300
0
0
H&R BLOCK INC
COM
093671105
548
21300
SH
SOLE
21300
0
0
HALOZYME THERAPEUTICS INC
COM
40637H109
241
13300
SH
SOLE
13300
0
0
HARLEY-DAVIDSON INC
COM
412822108
665
14700
SH
SOLE
14700
0
0
HARMONY GOLD MINING CO LTD
COM
413216300
22
13700
SH
SOLE
13700
0
0
HCP Inc
COM
40414L109
1729
65700
SH
SOLE
65700
0
0
Helmerich & Payne Inc
COM
423452101
1169
17000
SH
SOLE
17000
0
0
Herbalife Nutrition Ltd
COM
G4412G101
829
15200
SH
SOLE
15200
0
0
HERSHEY CO (THE)
COM
427866108
1948
19100
SH
SOLE
19100
0
0
HERTZ GLOBAL HLD
COM
42806J106
952
58300
SH
SOLE
58300
0
0
Hess Corp
COM
42809H107
5747
80300
SH
SOLE
80300
0
0
HEXCEL CORP
COM
428291108
315
4700
SH
SOLE
4700
0
0
HIGHWOODS PROPERTIES INC
COM
431284108
467
9900
SH
SOLE
9900
0
0
HILL-ROM HOLDINGS INC
COM
431475102
273
2900
SH
SOLE
2900
0
0
Hollyfrontier Corp
COM
436106108
559
8000
SH
SOLE
8000
0
0
Hologic Inc
COM
436440101
344
8400
SH
SOLE
8400
0
0
HOME DEPOT INC (THE)
COM
437076102
20031
96700
SH
SOLE
96700
0
0
Honeywell International Inc
COM
438516106
1248
7500
SH
SOLE
7500
0
0
Horizon Pharma plc
COM
G4617B105
814
41600
SH
SOLE
41600
0
0
HORMEL FOODS CORP
COM
440452100
606
15400
SH
SOLE
15400
0
0
Hospitality Properties Trust
COM
44106M102
242
8400
SH
SOLE
8400
0
0
HOST HOTELS & RESORTS INC
COM
44107P104
1953
92600
SH
SOLE
92600
0
0
HP Inc
COM
40434L105
4862
188700
SH
SOLE
188700
0
0
HSBC HOLDINGS PLC-SPONS ADR
COM
404280406
554
12600
SH
SOLE
12600
0
0
Humana Inc
COM
444859102
3757
11100
SH
SOLE
11100
0
0
HUNTINGTON BANCSHARES INC
COM
446150104
996
66800
SH
SOLE
66800
0
0
Hyatt Hotels Corp
COM
448579102
405
5100
SH
SOLE
5100
0
0
Iberiabank Corp
COM
450828108
642
7900
SH
SOLE
7900
0
0
ICICI BANK LTD
COM
45104G104
1322
155800
SH
SOLE
155800
0
0
II-VI Inc
COM
902104108
487
10300
SH
SOLE
10300
0
0
ILLINOIS TOOL WORKS INC
COM
452308109
1340
9500
SH
SOLE
9500
0
0
IMAX Corp
COM
45245E109
361
14000
SH
SOLE
14000
0
0
Imperial Oil Ltd
COM
453038408
307
9500
SH
SOLE
9500
0
0
Incyte Corp
COM
45337C102
822
11900
SH
SOLE
11900
0
0
Infosys Ltd
COM
456788108
1570
154400
SH
SOLE
154400
0
0
INOVIO PHARMACEUTICALS INC
COM
45773H201
122
22000
SH
SOLE
22000
0
0
Inphi Corp
COM
45772F107
341
9000
SH
SOLE
9000
0
0
Insulet Corp
COM
45784P101
1589
15000
SH
SOLE
15000
0
0
INTEGRATED DEVICE TECHNOLOGY INC
COM
458118106
427
9100
SH
SOLE
9100
0
0
Intel Corp
COM
458140100
7055
149200
SH
SOLE
149200
0
0
Intercontinental Exchange Inc
COM
45866F104
4156
55500
SH
SOLE
55500
0
0
INTERNATIONAL FLAVORS & FRAGRANCES INC
COM
459506101
1655
11900
SH
SOLE
11900
0
0
Interpublic Group of Companies Inc (The)
COM
460690100
548
24000
SH
SOLE
24000
0
0
INVESCO PLC
COM
G491BT108
217
9500
SH
SOLE
9500
0
0
IONIS PHARMACEUTICALS INC
COM
462222100
938
18200
SH
SOLE
18200
0
0
IPG PHOTONICS CORP
COM
44980X109
249
1600
SH
SOLE
1600
0
0
Iron Mountain Inc
COM
46284V101
286
8300
SH
SOLE
8300
0
0
ISHARES COHEN & STEERS REIT ETF
COM
464287564
1020
10200
SH
SOLE
10200
0
0
iShares Core MSCI EAFE ETF
COM
46432F842
46291
722400
SH
SOLE
722400
0
0
ISHARES CORE S&P MID-CAP ETF
COM
464287507
16686
82900
SH
SOLE
82900
0
0
ISHARES CORE S&P SMALL-CAP ETF
COM
464287804
21077
241600
SH
SOLE
241600
0
0
iShares MSCI ACWI Index Fund
COM
464288257
20250
272700
SH
SOLE
272700
0
0
ISHARES MSCI AUSTRALIA INDEX FUND
COM
464286103
4295
194200
SH
SOLE
194200
0
0
ISHARES MSCI CANADA INDEX FUND
COM
464286509
8225
285800
SH
SOLE
285800
0
0
ISHARES MSCI EAFE ETF
COM
464287465
209565
3082300
SH
SOLE
3082300
0
0
iShares MSCI Eurozone ETF
COM
464286608
10789
263100
SH
SOLE
263100
0
0
ISHARES MSCI GERMANY INDEX FUND
COM
464286806
3429
115300
SH
SOLE
115300
0
0
ISHARES MSCI HONG KONG INDEX FUND
COM
464286871
6561
274300
SH
SOLE
274300
0
0
ISHARES MSCI JAPAN INDEX FUND
COM
46434G822
71812
1192300
SH
SOLE
1192300
0
0
ISHARES MSCI PAC EX-JAP IDX FD
COM
464286665
1485
32700
SH
SOLE
32700
0
0
ISHARES NASDAQ BIOTECHNOLOGY INDEX FUND
COM
464287556
914
7500
SH
SOLE
7500
0
0
iShares PHLX Semiconductor
COM
464287523
6032
32600
SH
SOLE
32600
0
0
ISHARES RUSSELL 2000 ETF
COM
464287655
204198
1211500
SH
SOLE
1211500
0
0
ISHARES RUSSELL 2000 GROWTH ETF
COM
464287648
11227
52200
SH
SOLE
52200
0
0
ISHARES RUSSELL 2000 VALUE ETF
COM
464287630
2500
18800
SH
SOLE
18800
0
0
iShares Transportation AverageETF
COM
464287192
3211
15700
SH
SOLE
15700
0
0
iShares U.S. Aerospace & Defense ETF
COM
464288760
3527
16300
SH
SOLE
16300
0
0
ISHARES U.S. REAL ESTATE ETF
COM
464287739
47771
597000
SH
SOLE
597000
0
0
Itron Inc
COM
465741106
263
4100
SH
SOLE
4100
0
0
J P MORGAN CHASE & CO
COM
46625H100
7537
66800
SH
SOLE
66800
0
0
J.M. SMUCKER CO (THE)
COM
832696405
1590
15500
SH
SOLE
15500
0
0
Jabil Inc
COM
466313103
354
13100
SH
SOLE
13100
0
0
JinkoSolar Holding Co Ltd
COM
47759T100
133
12400
SH
SOLE
12400
0
0
Johnson Controls Inc
COM
G51502105
2145
61300
SH
SOLE
61300
0
0
Juniper Networks Inc
COM
48203R104
2853
95200
SH
SOLE
95200
0
0
KANSAS CITY SOUTHERN
COM
485170302
1404
12400
SH
SOLE
12400
0
0
KAR Auction Services Inc
COM
48238T109
1223
20500
SH
SOLE
20500
0
0
KEYCORP
COM
493267108
614
30900
SH
SOLE
30900
0
0
KIMBERLY-CLARK CORP
COM
494368103
818
7200
SH
SOLE
7200
0
0
KIMCO RLTY CORP COM
COM
49446R109
430
25700
SH
SOLE
25700
0
0
KOHL'S CORP
COM
500255104
1289
17300
SH
SOLE
17300
0
0
KONINKLIJKE PHILIPS N.V.
COM
500472303
618
13600
SH
SOLE
13600
0
0
Kratos Defense & Security Solutions Inc
COM
50077B207
300
20300
SH
SOLE
20300
0
0
Kroger Co (The)
COM
501044101
1932
66400
SH
SOLE
66400
0
0
L3 Technologies Inc
COM
502413107
1509
7100
SH
SOLE
7100
0
0
Laboratory Corp of America Holdings
COM
50540R409
538
3100
SH
SOLE
3100
0
0
LAMAR ADVERTISING CO
COM
512816109
622
8000
SH
SOLE
8000
0
0
LANDSTAR SYSTEM INC
COM
515098101
268
2200
SH
SOLE
2200
0
0
Lannett Co Inc
COM
516012101
263
55400
SH
SOLE
55400
0
0
Las Vegas Sands Corp
COM
517834107
729
12300
SH
SOLE
12300
0
0
LA-Z-BOY INC
COM
505336107
237
7500
SH
SOLE
7500
0
0
LEAR CORP COM NEW
COM
521865204
2595
17900
SH
SOLE
17900
0
0
Leggett & Platt Inc
COM
524660107
639
14600
SH
SOLE
14600
0
0
Leidos Holdings Inc
COM
525327102
1051
15200
SH
SOLE
15200
0
0
LendingTree Inc
COM
52603B107
1242
5400
SH
SOLE
5400
0
0
LENNOX INTERNATIONAL INC
COM
526107107
1790
8200
SH
SOLE
8200
0
0
Liberty Global plc
COM
G5480U120
478
17000
SH
SOLE
17000
0
0
LIBERTY PROPERTY TRUST
COM
531172104
363
8600
SH
SOLE
8600
0
0
Life Storage Inc
COM
53223X107
456
4800
SH
SOLE
4800
0
0
LINCOLN ELECTRIC HOLDINGS INC
COM
533900106
476
5100
SH
SOLE
5100
0
0
LINCOLN NATL CORP IND COM
COM
534187109
480
7100
SH
SOLE
7100
0
0
Lindsay Corp
COM
535555106
230
2300
SH
SOLE
2300
0
0
LivaNova PLC
COM
G5509L101
297
2400
SH
SOLE
2400
0
0
LOWE'S COMPANIES INC
COM
548661107
3467
30200
SH
SOLE
30200
0
0
MACK-CALI REALTY CORP
COM
554489104
235
11100
SH
SOLE
11100
0
0
Macquarie Infrastructure Co
COM
55608B105
558
12100
SH
SOLE
12100
0
0
MACY'S INC
COM
55616P104
4049
116600
SH
SOLE
116600
0
0
MakeMyTrip Ltd
COM
V5633W109
222
8100
SH
SOLE
8100
0
0
MANHATTAN ASSOCIATES INC
COM
562750109
245
4500
SH
SOLE
4500
0
0
MARATHON OIL CORP
COM
565849106
5920
254300
SH
SOLE
254300
0
0
MARKEL CORP
COM
570535104
356
300
SH
SOLE
300
0
0
Market Vectors TR Russia ETF
COM
92189F403
22954
1064700
SH
SOLE
1064700
0
0
MARSH & MCLENNAN COMPANIES INC
COM
571748102
670
8100
SH
SOLE
8100
0
0
Martin Marietta Materials Inc
COM
573284106
527
2900
SH
SOLE
2900
0
0
MATERIALS SELECT SECTOR SPDR
COM
81369Y100
9002
155400
SH
SOLE
155400
0
0
MCDERMOTT INTERNATIONAL INC
COM
580037703
274
14900
SH
SOLE
14900
0
0
MCDONALD'S CORP
COM
580135101
13717
82000
SH
SOLE
82000
0
0
Medical Properties Trust Inc
COM
58463J304
676
45400
SH
SOLE
45400
0
0
MEDIDATA SOLUTIONS INC
COM
58471A105
1062
14500
SH
SOLE
14500
0
0
Melco Resorts & Entertainment Limited AD
COM
585464100
829
39200
SH
SOLE
39200
0
0
Methanex Corp
COM
59151K108
870
11000
SH
SOLE
11000
0
0
METLIFE INC
COM
59156R108
3275
70100
SH
SOLE
70100
0
0
METTLER-TOLEDO INTERNATIONAL INC
COM
592688105
2253
3700
SH
SOLE
3700
0
0
MFA FINANCIAL INC
COM
55272X102
584
79500
SH
SOLE
79500
0
0
MGIC INVESTMENT CORP
COM
552848103
537
40400
SH
SOLE
40400
0
0
MICROCHIP TECHNOLOGY INC
COM
595017104
5728
72600
SH
SOLE
72600
0
0
Microstrategy Inc
COM
594972408
239
1700
SH
SOLE
1700
0
0
MID-AMERICA APARTMENT COMMUNITIES INC
COM
59522J103
1021
10200
SH
SOLE
10200
0
0
Mohawk Industries Inc
COM
608190104
7119
40600
SH
SOLE
40600
0
0
MOLSON COORS BREWING CO
COM
60871R209
1629
26500
SH
SOLE
26500
0
0
MONSTER BEVERAGE CORP
COM
61174X109
2080
35700
SH
SOLE
35700
0
0
MOODY'S CORP
COM
615369105
902
5400
SH
SOLE
5400
0
0
MOSAIC CO (THE)
COM
61945C103
2692
82900
SH
SOLE
82900
0
0
Murphy Oil Corp
COM
626717102
593
17800
SH
SOLE
17800
0
0
NATIONAL BEVERAGE CORP
COM
635017106
676
5800
SH
SOLE
5800
0
0
NATIONAL OILWELL VARCO INC
COM
637071101
478
11100
SH
SOLE
11100
0
0
NATIONAL RETAIL PROPERTIES
COM
637417106
699
15600
SH
SOLE
15600
0
0
NEKTAR THERAPEUTICS
COM
640268108
1152
18900
SH
SOLE
18900
0
0
New Gold
COM
644535106
181
228800
SH
SOLE
228800
0
0
NEWELL BRANDS INC
COM
651229106
4721
232600
SH
SOLE
232600
0
0
Newfield Exploration Co
COM
651290108
2439
84600
SH
SOLE
84600
0
0
NiSource Inc
COM
65473P105
966
38800
SH
SOLE
38800
0
0
NORDIC AMERICAN TANKERS LTD
COM
G65773106
36
17600
SH
SOLE
17600
0
0
NORDSON CORP
COM
655663102
1472
10600
SH
SOLE
10600
0
0
Nordstrom Inc
COM
655664100
4796
80200
SH
SOLE
80200
0
0
Novavax Inc
COM
670002104
95
50800
SH
SOLE
50800
0
0
NOVO NORDISK A/S
COM
670100205
344
7300
SH
SOLE
7300
0
0
NRG Energy Inc
COM
629377508
2595
69400
SH
SOLE
69400
0
0
Nucor Corp
COM
670346105
780
12300
SH
SOLE
12300
0
0
NUVASIVE INC
COM
670704105
723
10200
SH
SOLE
10200
0
0
Nvidia Corp
COM
67066G104
87369
310900
SH
SOLE
310900
0
0
NXP Semiconductors N.V.
COM
N6596X109
16963
198400
SH
SOLE
198400
0
0
Oasis Petroleum Inc
COM
674215108
1354
95500
SH
SOLE
95500
0
0
OCCIDENTAL PETROLEUM CORP
COM
674599105
3985
48500
SH
SOLE
48500
0
0
OCEANEERING INTERNATIONAL INC
COM
675232102
571
20700
SH
SOLE
20700
0
0
Ocwen Financial Corp
COM
675746309
39
10000
SH
SOLE
10000
0
0
Office Depot Inc
COM
676220106
279
87200
SH
SOLE
87200
0
0
OGE Energy Corp
COM
670837103
951
26200
SH
SOLE
26200
0
0
OLD DOMINION FREIGHT LINE INC
COM
679580100
903
5600
SH
SOLE
5600
0
0
OLD REPUBLIC INTERNATIONAL CORP
COM
680223104
402
18000
SH
SOLE
18000
0
0
Omega Healthcare Investors Inc
COM
681936100
1251
38200
SH
SOLE
38200
0
0
Omeros Corp
COM
682143102
393
16100
SH
SOLE
16100
0
0
ONEOK Inc
COM
682680103
4358
64300
SH
SOLE
64300
0
0
Open Text Corp
COM
683715106
346
9100
SH
SOLE
9100
0
0
Oracle Corp
COM
68389X105
14462
280500
SH
SOLE
280500
0
0
Owens & Minor Inc
COM
690732102
307
18600
SH
SOLE
18600
0
0
OWENS CORNING NEW COM
COM
690742101
336
6200
SH
SOLE
6200
0
0
PACCAR Inc
COM
693718108
1241
18200
SH
SOLE
18200
0
0
PACIFIC GAS & ELECTRIC CO.
COM
69331C108
828
18000
SH
SOLE
18000
0
0
PARKER-HANNIFIN CORP
COM
701094104
2115
11500
SH
SOLE
11500
0
0
PATTERSON COMPANIES INC
COM
703395103
816
33400
SH
SOLE
33400
0
0
PENN NATIONAL GAMING INC
COM
707569109
362
11000
SH
SOLE
11000
0
0
PETROCHINA CO LTD -ADR
COM
71646E100
244
3000
SH
SOLE
3000
0
0
PIER 1 IMPORTS INC
COM
720279108
94
63300
SH
SOLE
63300
0
0
Pinnacle West Capital Corp
COM
723484101
720
9100
SH
SOLE
9100
0
0
Pioneer Natural Resources Co
COM
723787107
5783
33200
SH
SOLE
33200
0
0
Pitney Bowes Inc
COM
724479100
477
67500
SH
SOLE
67500
0
0
POLARIS INDUSTRIES INC
COM
731068102
262
2600
SH
SOLE
2600
0
0
PPL CORP
COM
69351T106
427
14600
SH
SOLE
14600
0
0
Pretium Resources Inc
COM
74139C102
321
42300
SH
SOLE
42300
0
0
Pricesmart Inc
COM
741511109
250
3100
SH
SOLE
3100
0
0
Primerica Inc
COM
74164M108
325
2700
SH
SOLE
2700
0
0
PRINCIPAL FINANCIAL GROUP INC
COM
74251V102
492
8400
SH
SOLE
8400
0
0
PROLOGIS INC
COM
74340W103
420
6200
SH
SOLE
6200
0
0
Prospect Capital Corp
COM
74348T102
288
39300
SH
SOLE
39300
0
0
PRUDENTIAL FINANCIAL INC
COM
744320102
840
8300
SH
SOLE
8300
0
0
Public Service Enterprise Group Inco
COM
744573106
918
17400
SH
SOLE
17400
0
0
PUBLIC STORAGE COM
COM
74460D109
6754
33500
SH
SOLE
33500
0
0
Quest Diagnostics Inc
COM
74834L100
334
3100
SH
SOLE
3100
0
0
Radian Group Inc
COM
750236101
690
33400
SH
SOLE
33400
0
0
Range Resources Corp
COM
75281A109
3398
200000
SH
SOLE
200000
0
0
Rayonier Inc
COM
754907103
233
6900
SH
SOLE
6900
0
0
Realty Income Corp
COM
756109104
2309
40600
SH
SOLE
40600
0
0
RED ROBIN GOURMET BURGERS INC
COM
75689M101
260
6500
SH
SOLE
6500
0
0
Regency Centers Corp
COM
758849103
1687
26100
SH
SOLE
26100
0
0
REGENERON PHARMACEUTICALS INC
COM
75886F107
1010
2500
SH
SOLE
2500
0
0
REGIONS FINANCIAL CORP
COM
7591EP100
1112
60600
SH
SOLE
60600
0
0
Renaissancere Holdings Ltd
COM
G7496G103
333
2500
SH
SOLE
2500
0
0
REPLIGEN CORP
COM
759916109
277
5000
SH
SOLE
5000
0
0
REPUBLIC SERVICES INC
COM
760759100
741
10200
SH
SOLE
10200
0
0
Resmed Inc
COM
761152107
1095
9500
SH
SOLE
9500
0
0
Resolute Energy Corp
COM
76116A306
563
14900
SH
SOLE
14900
0
0
RITCHIE BROS. AUCTIONEERS INC
COM
767744105
599
16600
SH
SOLE
16600
0
0
ROBERT HALF INTERNATIONAL INC
COM
770323103
1710
24300
SH
SOLE
24300
0
0
Rockwell Automation Inc
COM
773903109
3487
18600
SH
SOLE
18600
0
0
Roper Technologies Inc
COM
776696106
444
1500
SH
SOLE
1500
0
0
ROSS STORES INC
COM
778296103
485
4900
SH
SOLE
4900
0
0
ROWAN COMPANIES PLC
COM
G7665A101
438
23300
SH
SOLE
23300
0
0
Royal Bank of Canada
COM
780087102
1355
16900
SH
SOLE
16900
0
0
Royal Caribbean Cruises Ltd
COM
V7780T103
1156
8900
SH
SOLE
8900
0
0
ROYAL DUTCH SHELL A
COM
780259206
5805
85200
SH
SOLE
85200
0
0
Royal Dutch Shell B
COM
780259107
2170
30600
SH
SOLE
30600
0
0
RPC Inc
COM
749660106
589
38100
SH
SOLE
38100
0
0
RYANAIR HOLDINGS PLC
COM
783513203
240
2500
SH
SOLE
2500
0
0
RYMAN HOSPITALITY PROPERTIES INC
COM
78377T107
249
2900
SH
SOLE
2900
0
0
SABRA HEALTH CARE REIT INC
COM
78573L106
679
29400
SH
SOLE
29400
0
0
Sally Beauty Holdings Inc
COM
79546E104
520
28300
SH
SOLE
28300
0
0
Sangamo Therptcs
COM
800677106
630
37200
SH
SOLE
37200
0
0
Sap Ae Drc
COM
803054204
590
4800
SH
SOLE
4800
0
0
Scana Corp
COM
80589M102
474
12200
SH
SOLE
12200
0
0
SCHLUMBERGER N.V.
COM
806857108
3240
53200
SH
SOLE
53200
0
0
Scientific Games Corp
COM
80874P109
924
36400
SH
SOLE
36400
0
0
Sears Holdings Corp
COM
812350106
88
91500
SH
SOLE
91500
0
0
Select Medical Holdings Corp
COM
81619Q105
202
11000
SH
SOLE
11000
0
0
SEMTECH CORP
COM
816850101
283
5100
SH
SOLE
5100
0
0
SENIOR HOUSING PROP TRUST
COM
81721M109
395
22500
SH
SOLE
22500
0
0
Sensata Technologies Holding
COM
G8060N102
227
4600
SH
SOLE
4600
0
0
SHERWIN-WILLIAMS CO (THE)
COM
824348106
955
2100
SH
SOLE
2100
0
0
SHIRE PLC-ADR
COM
82481R106
4187
23100
SH
SOLE
23100
0
0
SHUTTERFLY INC
COM
82568P304
1001
15200
SH
SOLE
15200
0
0
SIMON PROPERTY GROUP INC
COM
828806109
4312
24400
SH
SOLE
24400
0
0
SITE Centers Corp
COM
82981J109
262
19600
SH
SOLE
19600
0
0
Six Flags Entertainment Corp New
COM
83001A102
677
9700
SH
SOLE
9700
0
0
SKECHERS U.S.A. INC
COM
830566105
2558
91600
SH
SOLE
91600
0
0
SKYWORKS SOLUTIONS INC
COM
83088M102
607
6700
SH
SOLE
6700
0
0
Sleep Number Corp
COM
83125X103
551
15000
SH
SOLE
15000
0
0
SLM Corp
COM
78442P106
233
20900
SH
SOLE
20900
0
0
SONY CORP ORD
COM
835699307
891
14700
SH
SOLE
14700
0
0
SOUTHERN CO (THE)
COM
842587107
6108
140100
SH
SOLE
140100
0
0
SOUTHWEST AIRLINES CO
COM
844741108
6476
103700
SH
SOLE
103700
0
0
SOUTHWESTERN ENERGY CO
COM
845467109
1324
259200
SH
SOLE
259200
0
0
SPDR DJ EURO STOXX 50 ETF
COM
78463X202
6039
157800
SH
SOLE
157800
0
0
SPDR Energy Select Sector Fund
COM
81369Y506
217934
2877400
SH
SOLE
2877400
0
0
SPDR MIDCAP TRUST SERIES I
COM
78467Y107
23443
63800
SH
SOLE
63800
0
0
SPDR S&P Biotech ETF
COM
78464A870
2895
30200
SH
SOLE
30200
0
0
SPDR S&P Financial ETF
COM
81369Y605
36036
1306600
SH
SOLE
1306600
0
0
SPDR S&P Industrial ETF
COM
81369Y704
76832
980000
SH
SOLE
980000
0
0
SPDR S&P Oil & Gas Explor & Product
COM
78464A730
110640
2555800
SH
SOLE
2555800
0
0
SPDR S&P Retail ETF
COM
78464A714
25106
492100
SH
SOLE
492100
0
0
SPDR S&P Utilities ETF
COM
81369Y886
94396
1792900
SH
SOLE
1792900
0
0
Spirit Aerosystems Holdings Inc
COM
848574109
1072
11700
SH
SOLE
11700
0
0
Spirit Airlines Inc
COM
848577102
1695
36100
SH
SOLE
36100
0
0
SRC Energy Inc
COM
78470V108
847
95300
SH
SOLE
95300
0
0
Stamps.com Inc
COM
852857200
836
3700
SH
SOLE
3700
0
0
Starwood Property Trust Inc
COM
85571B105
927
43100
SH
SOLE
43100
0
0
STEEL DYNAMICS INC
COM
858119100
1866
41300
SH
SOLE
41300
0
0
Stericycle Inc
COM
858912108
575
9800
SH
SOLE
9800
0
0
STEVEN MADDEN LTD
COM
556269108
264
5000
SH
SOLE
5000
0
0
Stratasys Ltd
COM
M85548101
226
9800
SH
SOLE
9800
0
0
Stryker Corp
COM
863667101
3038
17100
SH
SOLE
17100
0
0
Sturm Ruger & Co Inc
COM
864159108
276
4000
SH
SOLE
4000
0
0
SUNCOR ENERGY INC
COM
867224107
928
24000
SH
SOLE
24000
0
0
SUNSTONE HOTEL INVESTORS INC
COM
867892101
281
17200
SH
SOLE
17200
0
0
SUPERIOR ENERGY SERVICES INC
COM
868157108
701
72000
SH
SOLE
72000
0
0
SYNAPTICS INC
COM
87157D109
264
5800
SH
SOLE
5800
0
0
Synopsys Inc
COM
871607107
2189
22200
SH
SOLE
22200
0
0
Sysco Corp
COM
871829107
3926
53600
SH
SOLE
53600
0
0
T. ROWE PRICE GROUP INC
COM
74144T108
425
3900
SH
SOLE
3900
0
0
Taiwan Semiconductor Manufacturing CoLtd
COM
874039100
967
21900
SH
SOLE
21900
0
0
TAL Education Group American Depositary
COM
874080104
1452
56500
SH
SOLE
56500
0
0
Tapestry Inc
COM
876030107
1553
30900
SH
SOLE
30900
0
0
Targa Resources Inc
COM
87612G101
777
13800
SH
SOLE
13800
0
0
TARGET CORP
COM
87612E106
8406
95300
SH
SOLE
95300
0
0
Tata Motors Ltd
COM
876568502
854
55600
SH
SOLE
55600
0
0
Taubman Centers Inc
COM
876664103
700
11700
SH
SOLE
11700
0
0
TechnipFMC plc Ordinary Share
COM
G87110105
2009
64300
SH
SOLE
64300
0
0
TELEPHONE AND DATA SYSTEMS
COM
879433829
258
8500
SH
SOLE
8500
0
0
Tempur Sealy International Inc
COM
88023U101
227
4300
SH
SOLE
4300
0
0
Tenet Healthcare Corp
COM
88033G407
529
18600
SH
SOLE
18600
0
0
TEXAS ROADHOUSE INC
COM
882681109
609
8800
SH
SOLE
8800
0
0
Textron Inc
COM
883203101
1493
20900
SH
SOLE
20900
0
0
THE AES CORP
COM
00130H105
967
69100
SH
SOLE
69100
0
0
THE CHEESECAKE FACTORY INC
COM
163072101
503
9400
SH
SOLE
9400
0
0
THE TRAVELERS COMPANIES INC
COM
89417E109
1336
10300
SH
SOLE
10300
0
0
Tivo Corporation
COM
88870P106
124
10000
SH
SOLE
10000
0
0
T-Mobile US Inc
COM
872590104
5502
78400
SH
SOLE
78400
0
0
Toll Brothers Inc
COM
889478103
1232
37300
SH
SOLE
37300
0
0
Torchmark Corp
COM
891027104
832
9600
SH
SOLE
9600
0
0
TORONTO DOMINION BANK (THE)
COM
891160509
2140
35200
SH
SOLE
35200
0
0
TOTAL SYSTEM SERVICES INC
COM
891906109
1026
10400
SH
SOLE
10400
0
0
Tractor Supply Co
COM
892356106
390
4300
SH
SOLE
4300
0
0
Transdigm Group Inc
COM
893641100
2271
6100
SH
SOLE
6100
0
0
Transocean Ltd
COM
H8817H100
4065
291400
SH
SOLE
291400
0
0
Trimble Inc
COM
896239100
308
7100
SH
SOLE
7100
0
0
TWENTY-FIRST CENTURY FOX INC - A
COM
90130A101
13834
298600
SH
SOLE
298600
0
0
TWENTY-FIRST CENTURY FOX INC - B
COM
90130A200
3431
74900
SH
SOLE
74900
0
0
Two Harbors Investments Corp
COM
90187B408
806
54000
SH
SOLE
54000
0
0
Tyler Technologies Inc
COM
902252105
1200
4900
SH
SOLE
4900
0
0
TYSON FOODS INC
COM
902494103
1887
31700
SH
SOLE
31700
0
0
Ulta Beauty Inc
COM
90384S303
5049
17900
SH
SOLE
17900
0
0
UNDER ARMOUR INC
COM
904311107
619
29200
SH
SOLE
29200
0
0
UNION PACIFIC CORP
COM
907818108
15908
97700
SH
SOLE
97700
0
0
United Bankshares Inc
COM
909907107
603
16600
SH
SOLE
16600
0
0
United Continental Holdings Inc
COM
910047109
5886
66100
SH
SOLE
66100
0
0
UNITED DOMINION REALTY TRUST INC
COM
902653104
258
6400
SH
SOLE
6400
0
0
United Natural Foods Inc
COM
911163103
817
27300
SH
SOLE
27300
0
0
UNITED PARCEL SERVICE INC
COM
911312106
9888
84700
SH
SOLE
84700
0
0
United Rentals Inc
COM
911363109
3239
19800
SH
SOLE
19800
0
0
UNITED TECHNOLOGIES CORP
COM
913017109
6724
48100
SH
SOLE
48100
0
0
United Therapeutics Corp
COM
91307C102
358
2800
SH
SOLE
2800
0
0
UNITEDHEALTH GROUP INC
COM
91324P102
10322
38800
SH
SOLE
38800
0
0
Universal Display Corp
COM
91347P105
3395
28800
SH
SOLE
28800
0
0
UNIVERSAL HEALTH SERVICES INC
COM
913903100
1137
8900
SH
SOLE
8900
0
0
UNUM GROUP
COM
91529Y106
468
12000
SH
SOLE
12000
0
0
Vail Resorts Inc
COM
91879Q109
878
3200
SH
SOLE
3200
0
0
Vale S A ADR
COM
91912E105
13750
926600
SH
SOLE
926600
0
0
Valero Energy Corp
COM
91913Y100
2377
20900
SH
SOLE
20900
0
0
VanEck Vect Oil Services ETF
COM
92189F718
13826
548900
SH
SOLE
548900
0
0
VanEck Vect Semiconductor ETF
COM
92189F676
19416
182400
SH
SOLE
182400
0
0
Vanguard FTSE All World Ex US ETF
COM
922042775
12210
234600
SH
SOLE
234600
0
0
Vanguard FTSE Developed Markets ETF
COM
921943858
59998
1386600
SH
SOLE
1386600
0
0
Vanguard FTSEEuropean ETF
COM
922042874
20154
358500
SH
SOLE
358500
0
0
Vanguard Real Estate ETF
COM
922908553
28165
349100
SH
SOLE
349100
0
0
Vanguard Small-Cap ETF - DNQ
COM
922908751
7787
47900
SH
SOLE
47900
0
0
VEECO INSTRUMENTS INC
COM
922417100
133
12983
SH
SOLE
12983
0
0
VERIZON COMMUNICATIONS INC
COM
92343V104
23539
440900
SH
SOLE
440900
0
0
VERTEX PHARMACEUTICALS INC
COM
92532F100
4991
25900
SH
SOLE
25900
0
0
VIACOM INC-CLASS B
COM
92553P201
1124
33300
SH
SOLE
33300
0
0
VIAVI SOLUTIONS INC
COM
925550105
657
58000
SH
SOLE
58000
0
0
VISHAY INTERTECHNOLOGY INC
COM
928298108
563
27700
SH
SOLE
27700
0
0
VISTEON CORP
COM
92839U206
436
4700
SH
SOLE
4700
0
0
Vitamin Shoppe Inc
COM
92849E101
121
12100
SH
SOLE
12100
0
0
VODAFONE GROUP PLC
COM
92857W308
284
13100
SH
SOLE
13100
0
0
VONAGE HOLDINGS CORP
COM
92886T201
256
18100
SH
SOLE
18100
0
0
VORNADO RLTY TR SH BEN INT
COM
929042109
2051
28100
SH
SOLE
28100
0
0
WADDELL & REED FINANCIAL INC
COM
930059100
211
10000
SH
SOLE
10000
0
0
Walmart Inc
COM
931142103
24369
259500
SH
SOLE
259500
0
0
WALT DISNEY CO (THE)
COM
254687106
14477
123800
SH
SOLE
123800
0
0
Waste Connections Inc
COM
94106B101
869
10900
SH
SOLE
10900
0
0
WASTE MANAGEMENT INC
COM
94106L109
1789
19800
SH
SOLE
19800
0
0
Waters Corp
COM
941848103
895
4600
SH
SOLE
4600
0
0
WEC ENERGY GROUP INC
COM
92939U106
3324
49800
SH
SOLE
49800
0
0
WEIGHT WATCHERS INTERNATIONAL INC
COM
948626106
309
4300
SH
SOLE
4300
0
0
WEINGARTEN REALTY INVESTORS
COM
948741103
208
7000
SH
SOLE
7000
0
0
Welltower Inc
COM
95040Q104
2431
37800
SH
SOLE
37800
0
0
WENDY'S CO (THE)
COM
95058W100
469
27400
SH
SOLE
27400
0
0
WESCO INTERNATIONAL INC
COM
95082P105
258
4200
SH
SOLE
4200
0
0
WESTERN ALLIANCE BANCORPORATION
COM
957638109
238
4200
SH
SOLE
4200
0
0
Western Digital Corp
COM
958102105
3284
56100
SH
SOLE
56100
0
0
WHIRLPOOL CORP
COM
963320106
5830
49100
SH
SOLE
49100
0
0
WILLIAMS COMPANIES INC (THE)
COM
969457100
6479
238300
SH
SOLE
238300
0
0
WILLIAMS-SONOMA INC
COM
969904101
1781
27100
SH
SOLE
27100
0
0
WisdomTree Japan Hedged Equity Fund
COM
97717W851
24095
415800
SH
SOLE
415800
0
0
World Acceptance Corp
COM
981419104
274
2400
SH
SOLE
2400
0
0
Wyndham Destinations Inc
COM
98310W108
763
17600
SH
SOLE
17600
0
0
WYNN RESORTS LTD
COM
983134107
6111
48100
SH
SOLE
48100
0
0
Xcel Energy Inc
COM
98389B100
2171
46000
SH
SOLE
46000
0
0
YUM! BRANDS INC
COM
988498101
3090
34000
SH
SOLE
34000
0
0
Zillow Group Inc
COM
98954M101
1122
25400
SH
SOLE
25400
0
0
ZIMMER BIOMET HOLDINGS INC
COM
98956P102
1590
12100
SH
SOLE
12100
0
0
ZUMIEZ INC
COM
989817101
268
10200
SH
SOLE
10200
0
0