0001445911-19-000001.txt : 20190212
0001445911-19-000001.hdr.sgml : 20190212
20190212113908
ACCESSION NUMBER: 0001445911-19-000001
CONFORMED SUBMISSION TYPE: 13F-HR
PUBLIC DOCUMENT COUNT: 2
CONFORMED PERIOD OF REPORT: 20181231
FILED AS OF DATE: 20190212
DATE AS OF CHANGE: 20190212
EFFECTIVENESS DATE: 20190212
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: 19589022
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
12-31-2018
12-31-2018
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 McCarty Dunnington
Charlottesville
VA
02-12-2019
0
536
1939027
false
INFORMATION TABLE
2
form13fInfoTable20181231.xml
3D Systems Corp
COM
88554D205
906
89100
SH
SOLE
89100
0
0
3M CO
COM
88579Y101
2057
10800
SH
SOLE
10800
0
0
Acorda Therapeutics Inc
COM
00484M106
191
12300
SH
SOLE
12300
0
0
Activision Blizzard Inc
COM
00507V109
15382
330300
SH
SOLE
330300
0
0
ACUITY BRANDS INC
COM
00508Y102
1517
13200
SH
SOLE
13200
0
0
Adtran Inc
COM
00738A106
207
19300
SH
SOLE
19300
0
0
ADVANCED MICRO DEVICES INC
COM
007903107
34701
1879800
SH
SOLE
1879800
0
0
AFFILIATED MANAGERS GROUP
COM
008252108
2689
27600
SH
SOLE
27600
0
0
Air Lease Corp
COM
00912X302
280
9300
SH
SOLE
9300
0
0
AK Steel Holding Corp
COM
001547108
319
141900
SH
SOLE
141900
0
0
Alcoa Corp
COM
013872106
5148
193700
SH
SOLE
193700
0
0
ALIGN TECHNOLOGY INC
COM
016255101
5089
24300
SH
SOLE
24300
0
0
Alkermes PLC
COM
G01767105
457
15500
SH
SOLE
15500
0
0
Alleghany Corp
COM
017175100
249
400
SH
SOLE
400
0
0
Allergan Plc
COM
G0177J108
7271
54400
SH
SOLE
54400
0
0
ALLIANCE DATA SYSTEMS CORP
COM
018581108
1545
10300
SH
SOLE
10300
0
0
ALNYLAM PHARMACEUTICALS INC
COM
02043Q107
1450
19900
SH
SOLE
19900
0
0
Altria Group
COM
02209S103
11660
236100
SH
SOLE
236100
0
0
AMAG PHARMACEUTICALS INC
COM
00163U106
182
12000
SH
SOLE
12000
0
0
AMARIN CORP PLC
COM
023111206
3633
267000
SH
SOLE
267000
0
0
Ambev S.A.
COM
02319V103
2929
747200
SH
SOLE
747200
0
0
American Axle & Manufacturing Holdings
COM
024061103
550
49600
SH
SOLE
49600
0
0
American Campus Communities Inc
COM
024835100
335
8100
SH
SOLE
8100
0
0
AMERICAN TOWER CORP (REIT)
COM
03027X100
11041
69800
SH
SOLE
69800
0
0
American Water Works
COM
030420103
898
9900
SH
SOLE
9900
0
0
Anadarko Petroleum Corp
COM
032511107
8855
202000
SH
SOLE
202000
0
0
Anheuser-Busch Inbev SA
COM
03524A108
6199
94200
SH
SOLE
94200
0
0
Ansys Inc
COM
03662Q105
1515
10600
SH
SOLE
10600
0
0
Apache Corp
COM
037411105
5150
196200
SH
SOLE
196200
0
0
Apartment Investment and Management Co
COM
03748R101
939
21400
SH
SOLE
21400
0
0
Apple Inc
COM
037833100
90542
574000
SH
SOLE
574000
0
0
Applied Materials Inc
COM
038222105
6479
197900
SH
SOLE
197900
0
0
ARCELORMITTAL SA LUXEMBOURG NY REGISTRY SH
COM
03938L203
394
19100
SH
SOLE
19100
0
0
Arch Capital Group Ltd
COM
G0450A105
534
20000
SH
SOLE
20000
0
0
ARTHUR J. GALLAGHER & CO.
COM
363576109
832
11300
SH
SOLE
11300
0
0
Ascena Retail Group Inc
COM
04351G101
236
94100
SH
SOLE
94100
0
0
ASML HOLDING N.V.
COM
N07059210
622
4000
SH
SOLE
4000
0
0
ASPEN TECHNOLOGY INC
COM
045327103
1881
22900
SH
SOLE
22900
0
0
Assertio Therapeutics Inc
COM
04545L107
70
19600
SH
SOLE
19600
0
0
ASSOCIATED BANC-CORP
COM
045487105
1318
66600
SH
SOLE
66600
0
0
AT&T Inc
COM
00206R102
10497
367800
SH
SOLE
367800
0
0
Autoliv Inc
COM
052800109
716
10200
SH
SOLE
10200
0
0
AutoNation Inc
COM
05329W102
328
9200
SH
SOLE
9200
0
0
AUTOZONE INC
COM
053332102
2850
3400
SH
SOLE
3400
0
0
AVALONBAY COMMUNITIES INC
COM
053484101
974
5600
SH
SOLE
5600
0
0
AVEO Pharmaceuticals Inc
COM
053588109
165
103700
SH
SOLE
103700
0
0
AVERY DENNISON CORP
COM
053611109
808
9000
SH
SOLE
9000
0
0
Axos Financial Inc
COM
05465C100
224
8900
SH
SOLE
8900
0
0
B2Gold Corp
COM
11777Q209
230
79100
SH
SOLE
79100
0
0
Baidu Inc
COM
056752108
3283
20700
SH
SOLE
20700
0
0
Baker Hughes Class A
COM
05722G100
2399
111600
SH
SOLE
111600
0
0
Ball Corp
COM
058498106
5724
124500
SH
SOLE
124500
0
0
BALLARD POWER SYSTEMS INC
COM
058586108
41
17400
SH
SOLE
17400
0
0
BANCO BILBAO VISCAYA ARGENTARIA S.A.
COM
05946K101
631
119300
SH
SOLE
119300
0
0
BANCO SANTANDER S.A.
COM
05964H105
390
87200
SH
SOLE
87200
0
0
Bank OZK
COM
06417N103
1785
78200
SH
SOLE
78200
0
0
BARCLAYS PLC-SPONS ADR
COM
06738E204
591
78400
SH
SOLE
78400
0
0
Baytex Energy Corp
COM
07317Q105
191
108800
SH
SOLE
108800
0
0
BCE Inc
COM
05534B760
419
10600
SH
SOLE
10600
0
0
BEACON ROOFING SUPPLY INC
COM
073685109
358
11300
SH
SOLE
11300
0
0
BED BATH & BEYOND INC
COM
075896100
2793
246800
SH
SOLE
246800
0
0
BELDEN INC
COM
077454106
659
15800
SH
SOLE
15800
0
0
BIOCRYST PHARMACEUTICALS INC
COM
09058V103
192
23800
SH
SOLE
23800
0
0
BLACKBAUD INC
COM
09227Q100
1169
18600
SH
SOLE
18600
0
0
BORGWARNER INC
COM
099724106
534
15400
SH
SOLE
15400
0
0
BOYD GAMING CORP
COM
103304101
706
34000
SH
SOLE
34000
0
0
BP P.L.C.
COM
055622104
2715
71600
SH
SOLE
71600
0
0
Brandywine Realty Trust
COM
105368203
209
16300
SH
SOLE
16300
0
0
BRISTOL-MYERS SQUIBB CO
COM
110122108
9579
184300
SH
SOLE
184300
0
0
BRISTOW GROUP INC
COM
110394103
120
49700
SH
SOLE
49700
0
0
British American Tobacco Industries
COM
110448107
4865
152700
SH
SOLE
152700
0
0
Broadridge Financial Solutions Inc
COM
11133T103
4658
48400
SH
SOLE
48400
0
0
Brunswick Corp
COM
117043109
334
7200
SH
SOLE
7200
0
0
BUCKLE INC (THE)
COM
118440106
328
17000
SH
SOLE
17000
0
0
BUENAVENTURA MINING CO INC
COM
204448104
304
18800
SH
SOLE
18800
0
0
Builders FirstSource Inc
COM
12008R107
161
14800
SH
SOLE
14800
0
0
BWX Technologies Inc
COM
05605H100
1727
45200
SH
SOLE
45200
0
0
CABOT CORP
COM
127055101
437
10200
SH
SOLE
10200
0
0
CACI INTERNATIONAL INC
COM
127190304
331
2300
SH
SOLE
2300
0
0
Callon Petroleum Co
COM
13123X102
415
64000
SH
SOLE
64000
0
0
CANADIAN NATURAL RESOURCES LTD
COM
136385101
1406
58300
SH
SOLE
58300
0
0
Carbo Ceramics Inc
COM
140781105
87
25200
SH
SOLE
25200
0
0
CARLISLE COMPANIES INC
COM
142339100
1035
10300
SH
SOLE
10300
0
0
Carnival Corp
COM
143658300
976
19800
SH
SOLE
19800
0
0
CARPENTER TECHNOLOGY CORP
COM
144285103
202
5700
SH
SOLE
5700
0
0
Carrizo Oil & Gas Inc
COM
144577103
958
84900
SH
SOLE
84900
0
0
Carter's Inc
COM
146229109
399
4900
SH
SOLE
4900
0
0
CBL & ASSOCIATES PROPERTIES
COM
124830100
445
231900
SH
SOLE
231900
0
0
Cboe Global Markets Inc
COM
12503M108
1672
17100
SH
SOLE
17100
0
0
CELGENE CORP
COM
151020104
2070
32300
SH
SOLE
32300
0
0
CEMEX S.A.B. DE C.V.
COM
151290889
354
73600
SH
SOLE
73600
0
0
Cenovus Energy Inc
COM
15135U109
267
38000
SH
SOLE
38000
0
0
Century Aluminum Co
COM
156431108
216
29600
SH
SOLE
29600
0
0
Centurylink Inc
COM
156700106
6341
418600
SH
SOLE
418600
0
0
Chesapeake Energy Corp
COM
165167107
2255
1073900
SH
SOLE
1073900
0
0
CHICO'S FAS INC
COM
168615102
664
118200
SH
SOLE
118200
0
0
CHINA MOBILE (HONG KONG) LTD
COM
16941M109
763
15900
SH
SOLE
15900
0
0
Chubb Limited
COM
H1467J104
2570
19900
SH
SOLE
19900
0
0
Ciena Corp
COM
171779309
1122
33100
SH
SOLE
33100
0
0
Cimpress N.V
COM
N20146101
217
2100
SH
SOLE
2100
0
0
CINCINNATI FINANCIAL CORP
COM
172062101
534
6900
SH
SOLE
6900
0
0
CIT Group Inc (DEL)
COM
125581801
635
16600
SH
SOLE
16600
0
0
Clean Harbors Inc
COM
184496107
227
4600
SH
SOLE
4600
0
0
Cleveland-Cliffs Inc
COM
185899101
1284
167000
SH
SOLE
167000
0
0
CME Group Inc
COM
12572Q105
2671
14200
SH
SOLE
14200
0
0
CNO Financial Group Inc
COM
12621E103
284
19100
SH
SOLE
19100
0
0
COCA-COLA CO (THE)
COM
191216100
16804
354900
SH
SOLE
354900
0
0
COCA-COLA EUROPEAN PARTNERS PLC
COM
G25839104
2544
55500
SH
SOLE
55500
0
0
Cognex Corp
COM
192422103
653
16900
SH
SOLE
16900
0
0
Coherent Inc
COM
192479103
1839
17400
SH
SOLE
17400
0
0
Colfax Corp
COM
194014106
913
43700
SH
SOLE
43700
0
0
Comerica Inc
COM
200340107
2555
37200
SH
SOLE
37200
0
0
Compass Minerals International Inc
COM
20451N101
883
21200
SH
SOLE
21200
0
0
ConAgra Brands Inc
COM
205887102
6762
316600
SH
SOLE
316600
0
0
CONOCOPHILLIPS
COM
20825C104
5168
82900
SH
SOLE
82900
0
0
Consumer Discretionary Select Sector SPD
COM
81369Y407
22940
231700
SH
SOLE
231700
0
0
Continental Resources Inc
COM
212015101
1008
25100
SH
SOLE
25100
0
0
COOPER TIRE & RUBBER CO
COM
216831107
236
7300
SH
SOLE
7300
0
0
Copart Inc
COM
217204106
2283
47800
SH
SOLE
47800
0
0
CORE LABORATORIES N.V.
COM
N22717107
1622
27200
SH
SOLE
27200
0
0
CORELOGIC INC
COM
21871D103
624
18700
SH
SOLE
18700
0
0
CORPORATE OFFICE PROPERTIES TRUST
COM
22002T108
919
43700
SH
SOLE
43700
0
0
Cousins Properties Inc
COM
222795106
233
29600
SH
SOLE
29600
0
0
CRACKER BARREL OLD COUNTRY STORE INC
COM
22410J106
1502
9400
SH
SOLE
9400
0
0
CREDIT SUISSE GROUP-SPON ADR
COM
225401108
1343
123700
SH
SOLE
123700
0
0
CREE INC
COM
225447101
329
7700
SH
SOLE
7700
0
0
CULLEN/FROST BANKERS INC
COM
229899109
1301
14800
SH
SOLE
14800
0
0
CURTISS-WRIGHT CORP
COM
231561101
684
6700
SH
SOLE
6700
0
0
Dana Incorporated
COM
235825205
1127
82700
SH
SOLE
82700
0
0
DEAN FOODS CO
COM
242370203
419
110000
SH
SOLE
110000
0
0
Deluxe Corp
COM
248019101
707
18400
SH
SOLE
18400
0
0
Denbury Resources Inc
COM
247916208
1139
666100
SH
SOLE
666100
0
0
DENTSPLY SIRONA INC
COM
24906P109
1994
53600
SH
SOLE
53600
0
0
DEUTSCHE BANK AG-REGISTERED
COM
D18190898
2088
256300
SH
SOLE
256300
0
0
DEVON ENERGY CORP
COM
25179M103
8524
378200
SH
SOLE
378200
0
0
DIAGEO PLC
COM
25243Q205
311
2200
SH
SOLE
2200
0
0
DIAMOND OFFSHORE DRILLING INC
COM
25271C102
1029
109100
SH
SOLE
109100
0
0
Diebold Nixdorf
COM
253651103
252
101600
SH
SOLE
101600
0
0
Direxion Energy Bull 3X Shares
COM
25459W888
2983
196900
SH
SOLE
196900
0
0
Discovery Inc Series A
COM
25470F104
4247
171700
SH
SOLE
171700
0
0
Discovery Inc Series C
COM
25470F302
2621
113600
SH
SOLE
113600
0
0
Dollar General Corp
COM
256677105
670
6200
SH
SOLE
6200
0
0
Dollar Tree Inc
COM
256746108
1237
13700
SH
SOLE
13700
0
0
Dowdupont Inc
COM
26078J100
8251
154300
SH
SOLE
154300
0
0
Dril-Quip Inc
COM
262037104
405
13500
SH
SOLE
13500
0
0
DTE ENERGY COMPANY
COM
233331107
496
4500
SH
SOLE
4500
0
0
Duke Energy Corp
COM
26441C204
1864
21600
SH
SOLE
21600
0
0
DXC Technology Company
COM
23355L106
6896
129700
SH
SOLE
129700
0
0
Dycom Industries Inc
COM
267475101
940
17400
SH
SOLE
17400
0
0
EAGLE MATERIALS INC
COM
26969P108
1830
30000
SH
SOLE
30000
0
0
East West Bancorp Inc
COM
27579R104
339
7800
SH
SOLE
7800
0
0
Eastman Chemical Co
COM
277432100
2039
27900
SH
SOLE
27900
0
0
EATON VANCE CORP
COM
278265103
1118
31800
SH
SOLE
31800
0
0
eBay Inc
COM
278642103
5529
197000
SH
SOLE
197000
0
0
Ebix Inc
COM
278715206
489
11500
SH
SOLE
11500
0
0
Ecolab Inc
COM
278865100
2608
17700
SH
SOLE
17700
0
0
Edgewell Personal Care Company
COM
28035Q102
1217
32600
SH
SOLE
32600
0
0
EDISON INTERNATIONAL
COM
281020107
3990
70300
SH
SOLE
70300
0
0
ELECTRONIC ARTS INC
COM
285512109
16034
203200
SH
SOLE
203200
0
0
Ellie Mae Inc
COM
28849P100
697
11100
SH
SOLE
11100
0
0
Emerson Electric Co
COM
291011104
1559
26100
SH
SOLE
26100
0
0
Enbridge Inc
COM
29250N105
565
18200
SH
SOLE
18200
0
0
ENCANA CORP
COM
292505104
4843
837900
SH
SOLE
837900
0
0
Endo International plc
COM
G30401106
2002
274300
SH
SOLE
274300
0
0
Enerplus Corp
COM
292766102
101
13100
SH
SOLE
13100
0
0
EnLink Midstream LLC
COM
29336T100
245
25900
SH
SOLE
25900
0
0
ENSCO PLC
COM
G3157S106
1536
431600
SH
SOLE
431600
0
0
EOG RESOURCES INC
COM
26875P101
811
9300
SH
SOLE
9300
0
0
EQT CORP
COM
26884L109
723
38300
SH
SOLE
38300
0
0
EQUIFAX INC
COM
294429105
6072
65200
SH
SOLE
65200
0
0
Equinor ASA
COM
29446M102
234
11100
SH
SOLE
11100
0
0
Equity Residential
COM
29476L107
1293
19600
SH
SOLE
19600
0
0
ESSEX PROPERTY TRUST INC
COM
297178105
1275
5200
SH
SOLE
5200
0
0
Evercore Inc. Class A
COM
29977A105
1037
14500
SH
SOLE
14500
0
0
EVERSOURCE ENERGY
COM
30040W108
669
10300
SH
SOLE
10300
0
0
EXELIXIS INC
COM
30161Q104
536
27300
SH
SOLE
27300
0
0
EXELON CORP
COM
30161N101
2110
46800
SH
SOLE
46800
0
0
Express Inc
COM
30219E103
715
140100
SH
SOLE
140100
0
0
Extreme Networks Inc
COM
30226D106
332
54500
SH
SOLE
54500
0
0
F.N.B. CORP
COM
302520101
235
23900
SH
SOLE
23900
0
0
Fang Holdings Limited
COM
30711Y102
179
125200
SH
SOLE
125200
0
0
Finisar Corp
COM
31787A507
1928
89300
SH
SOLE
89300
0
0
First American Corp (The)
COM
31847R102
883
19800
SH
SOLE
19800
0
0
First Trust DJ Internet Index Fund
COM
33733E302
2228
19100
SH
SOLE
19100
0
0
Flex Ltd
COM
Y2573F102
2442
321000
SH
SOLE
321000
0
0
FLIR Systems Inc
COM
302445101
1759
40400
SH
SOLE
40400
0
0
Flotek Industries Inc
COM
343389102
59
54900
SH
SOLE
54900
0
0
Flowserve Corp
COM
34354P105
665
17500
SH
SOLE
17500
0
0
FLUOR CORP
COM
343412102
2704
84000
SH
SOLE
84000
0
0
Ford Motor Co
COM
345370860
2106
275300
SH
SOLE
275300
0
0
Fortinet Inc
COM
34959E109
3810
54100
SH
SOLE
54100
0
0
Fossil Group Inc
COM
34988V106
624
39700
SH
SOLE
39700
0
0
Francesca's Holdings Corp
COM
351793104
79
81600
SH
SOLE
81600
0
0
FREEPORT-MCMORAN INC
COM
35671D857
2401
232900
SH
SOLE
232900
0
0
FRONTIER COMMUNICATIONS CORP
COM
35906A306
432
181900
SH
SOLE
181900
0
0
GENERAL DYNAMICS CORP
COM
369550108
4197
26700
SH
SOLE
26700
0
0
General Electric Co
COM
369604103
12429
1641900
SH
SOLE
1641900
0
0
GENTEX CORP
COM
371901109
250
12400
SH
SOLE
12400
0
0
Geron Corp
COM
374163103
290
290400
SH
SOLE
290400
0
0
GNC Holdings Inc
COM
36191G107
79
33700
SH
SOLE
33700
0
0
GOLDMAN SACHS GROUP INC (THE)
COM
38141G104
20396
122100
SH
SOLE
122100
0
0
GoPro Inc
COM
38268T103
397
93800
SH
SOLE
93800
0
0
Granite Construction Inc
COM
387328107
310
7700
SH
SOLE
7700
0
0
GRAPHIC PACKAGING HOLDING CO
COM
388689101
545
51300
SH
SOLE
51300
0
0
Grifols S.A.
COM
398438408
615
33500
SH
SOLE
33500
0
0
GRUPO TELEVISA S.A.
COM
40049J206
1210
96200
SH
SOLE
96200
0
0
Halliburton Co
COM
406216101
12957
487500
SH
SOLE
487500
0
0
Hancock Whitney Corp
COM
410120109
883
25500
SH
SOLE
25500
0
0
HANESBRANDS INC
COM
410345102
1225
97800
SH
SOLE
97800
0
0
HASBRO INC
COM
418056107
2250
27700
SH
SOLE
27700
0
0
HCP Inc
COM
40414L109
1899
68000
SH
SOLE
68000
0
0
Herbalife Nutrition Ltd
COM
G4412G101
1886
32000
SH
SOLE
32000
0
0
Herc Holdings Inc
COM
42704L104
369
14200
SH
SOLE
14200
0
0
Hess Corp
COM
42809H107
5228
129100
SH
SOLE
129100
0
0
HIBBETT SPORTS INC
COM
428567101
500
35000
SH
SOLE
35000
0
0
HighPoint Resources Corp Common Stock
COM
43114K108
274
110100
SH
SOLE
110100
0
0
HIGHWOODS PROPERTIES INC
COM
431284108
429
11100
SH
SOLE
11100
0
0
Himax Technologies Inc
COM
43289P106
296
86300
SH
SOLE
86300
0
0
Hollyfrontier Corp
COM
436106108
592
11600
SH
SOLE
11600
0
0
HOME DEPOT INC (THE)
COM
437076102
2628
15300
SH
SOLE
15300
0
0
Horizon Pharma plc
COM
G4617B105
425
21800
SH
SOLE
21800
0
0
HORMEL FOODS CORP
COM
440452100
3055
71600
SH
SOLE
71600
0
0
HORNBECK OFFSHORE SERVICES
COM
440543106
18
12700
SH
SOLE
12700
0
0
Hubbell Inc Cl B
COM
443510607
2225
22400
SH
SOLE
22400
0
0
Huntington Ingalls Industries Inc
COM
446413106
2740
14400
SH
SOLE
14400
0
0
IAC/InterActiveCorp
COM
44919P508
567
3100
SH
SOLE
3100
0
0
Iberiabank Corp
COM
450828108
276
4300
SH
SOLE
4300
0
0
ICICI BANK LTD
COM
45104G104
463
45000
SH
SOLE
45000
0
0
ICU Medical Inc
COM
44930G107
1033
4500
SH
SOLE
4500
0
0
IDEXX LABORATORIES INC
COM
45168D104
651
3500
SH
SOLE
3500
0
0
II-VI Inc
COM
902104108
577
17800
SH
SOLE
17800
0
0
ILLINOIS TOOL WORKS INC
COM
452308109
595
4700
SH
SOLE
4700
0
0
Immunogen Inc
COM
45253H101
312
65000
SH
SOLE
65000
0
0
Infinera Corp
COM
45667G103
603
151300
SH
SOLE
151300
0
0
Infinity Pharmaceuticals Inc
COM
45665G303
17
15000
SH
SOLE
15000
0
0
Infosys Ltd
COM
456788108
314
33000
SH
SOLE
33000
0
0
ING GROEP N.V.-SPONSORED ADR
COM
456837103
1113
104500
SH
SOLE
104500
0
0
Innoviva Inc
COM
45781M101
432
24800
SH
SOLE
24800
0
0
Integra LifeSciences Holdings Corp
COM
457985208
906
20100
SH
SOLE
20100
0
0
International Business Machines Corp
COM
459200101
17823
156800
SH
SOLE
156800
0
0
INTERNATIONAL FLAVORS & FRAGRANCES INC
COM
459506101
698
5200
SH
SOLE
5200
0
0
INTERNATIONAL PAPER CO
COM
460146103
4354
107900
SH
SOLE
107900
0
0
INVESCO PLC
COM
G491BT108
3962
236700
SH
SOLE
236700
0
0
Investors Bancorp Inc
COM
46146L101
880
84700
SH
SOLE
84700
0
0
IONIS PHARMACEUTICALS INC
COM
462222100
318
5900
SH
SOLE
5900
0
0
IPG PHOTONICS CORP
COM
44980X109
3319
29300
SH
SOLE
29300
0
0
Ironwood Pharmaceuticals Inc
COM
46333X108
700
67600
SH
SOLE
67600
0
0
iShares Core MSCI EAFE ETF
COM
46432F842
8107
147400
SH
SOLE
147400
0
0
ISHARES CORE S&P SMALL-CAP ETF
COM
464287804
18744
270400
SH
SOLE
270400
0
0
iShares Latin America 40 ETF
COM
464287390
465
15100
SH
SOLE
15100
0
0
iShares MSCI All Cntry Asia Ex Japan
COM
464288182
895
14100
SH
SOLE
14100
0
0
iShares MSCI Brazil ETF
COM
464286400
13694
358500
SH
SOLE
358500
0
0
ISHARES MSCI EAFE ETF
COM
464287465
24675
419800
SH
SOLE
419800
0
0
iShares MSCI Emerging Index Fund
COM
464287234
3796
97200
SH
SOLE
97200
0
0
iShares MSCI Eurozone ETF
COM
464286608
9143
260800
SH
SOLE
260800
0
0
ISHARES MSCI GERMANY INDEX FUND
COM
464286806
6626
261400
SH
SOLE
261400
0
0
ISHARES RUSSELL 1000 GROWTH ETF
COM
464287614
2081
15900
SH
SOLE
15900
0
0
ISHARES RUSSELL 2000 ETF
COM
464287655
110159
822700
SH
SOLE
822700
0
0
ISHARES RUSSELL 2000 GROWTH ETF
COM
464287648
5560
33100
SH
SOLE
33100
0
0
ISHARES RUSSELL 2000 VALUE ETF
COM
464287630
3097
28800
SH
SOLE
28800
0
0
ISHARES SILVER TRUST
COM
46428Q109
509
35100
SH
SOLE
35100
0
0
iShares U.S. Aerospace & Defense ETF
COM
464288760
3889
22500
SH
SOLE
22500
0
0
iShares U.S. Home Construction ETF
COM
464288752
1511
50300
SH
SOLE
50300
0
0
ITAU UNIBANCO BANCO HOLDING SA
COM
465562106
536
58700
SH
SOLE
58700
0
0
ITT Inc
COM
45073V108
825
17100
SH
SOLE
17100
0
0
J.B. HUNT TRANSPORT SERVICES INC
COM
445658107
344
3700
SH
SOLE
3700
0
0
JACK HENRY & ASSOCIATES INC
COM
426281101
3112
24600
SH
SOLE
24600
0
0
JACOBS ENGINEERING GROUP INC
COM
469814107
678
11600
SH
SOLE
11600
0
0
JinkoSolar Holding Co Ltd
COM
47759T100
138
14000
SH
SOLE
14000
0
0
Johnson & Johnson
COM
478160104
2051
15900
SH
SOLE
15900
0
0
Johnson Controls Inc
COM
G51502105
1200
40500
SH
SOLE
40500
0
0
KAR Auction Services Inc
COM
48238T109
424
8900
SH
SOLE
8900
0
0
KB Home
COM
48666K109
762
39900
SH
SOLE
39900
0
0
Kellogg Co
COM
487836108
7821
137200
SH
SOLE
137200
0
0
KEYCORP
COM
493267108
356
24100
SH
SOLE
24100
0
0
KONINKLIJKE PHILIPS N.V.
COM
500472303
1074
30600
SH
SOLE
30600
0
0
Kosmos Energy Ltd
COM
500688106
718
176500
SH
SOLE
176500
0
0
Kraton Corp
COM
50077C106
253
11600
SH
SOLE
11600
0
0
KRONOS WORLDWIDE INC
COM
50105F105
149
13000
SH
SOLE
13000
0
0
Laboratory Corp of America Holdings
COM
50540R409
5231
41400
SH
SOLE
41400
0
0
Lannett Co Inc
COM
516012101
394
79600
SH
SOLE
79600
0
0
LEAR CORP COM NEW
COM
521865204
5282
43000
SH
SOLE
43000
0
0
Legg Mason Inc
COM
524901105
469
18400
SH
SOLE
18400
0
0
Leggett & Platt Inc
COM
524660107
272
7600
SH
SOLE
7600
0
0
Leidos Holdings Inc
COM
525327102
1370
26000
SH
SOLE
26000
0
0
LENNAR CORP
COM
526057104
3366
86000
SH
SOLE
86000
0
0
Lexicon Pharmaceuticals Inc
COM
528872302
112
16900
SH
SOLE
16900
0
0
Liberty Global plc
COM
G5480U120
3034
147000
SH
SOLE
147000
0
0
Liberty Global plc cl A
COM
G5480U104
1828
85700
SH
SOLE
85700
0
0
LIGAND PHARMACEUTICALS INC COM NEW
COM
53220K504
2198
16200
SH
SOLE
16200
0
0
Lions Gate Entertainment Corp Cl A
COM
535919401
243
15100
SH
SOLE
15100
0
0
LivaNova PLC
COM
G5509L101
365
4000
SH
SOLE
4000
0
0
LKQ Corp
COM
501889208
2733
115200
SH
SOLE
115200
0
0
LLOYDS BANKING GROUP PLC-ADR
COM
539439109
99
38900
SH
SOLE
38900
0
0
Lockheed Martin Corp
COM
539830109
8274
31600
SH
SOLE
31600
0
0
Lumber Liquidators Holdings Inc
COM
55003T107
462
48600
SH
SOLE
48600
0
0
Macro Bank Inc
COM
05961W105
442
10000
SH
SOLE
10000
0
0
MAGNA INTERNATIONAL INC
COM
559222401
422
9300
SH
SOLE
9300
0
0
MANITOWOC CO INC (THE)
COM
563571405
214
14500
SH
SOLE
14500
0
0
Manulife Financial Corp
COM
56501R106
476
33600
SH
SOLE
33600
0
0
MARATHON OIL CORP
COM
565849106
6506
453700
SH
SOLE
453700
0
0
Marathon Petroleum Corp
COM
56585A102
12126
205500
SH
SOLE
205500
0
0
Martin Marietta Materials Inc
COM
573284106
2234
13000
SH
SOLE
13000
0
0
MASCO CORP
COM
574599106
2166
74100
SH
SOLE
74100
0
0
Masimo Corp
COM
574795100
365
3400
SH
SOLE
3400
0
0
Mastercard Incorp Common Stock
COM
57636Q104
8036
42600
SH
SOLE
42600
0
0
MCDERMOTT INTERNATIONAL INC
COM
580037703
1383
211500
SH
SOLE
211500
0
0
MCDONALD'S CORP
COM
580135101
17206
96900
SH
SOLE
96900
0
0
Medical Properties Trust Inc
COM
58463J304
1378
85700
SH
SOLE
85700
0
0
Mellanox Technologies Ltd
COM
M51363113
267
2900
SH
SOLE
2900
0
0
Methanex Corp
COM
59151K108
1059
22000
SH
SOLE
22000
0
0
MICROCHIP TECHNOLOGY INC
COM
595017104
3617
50300
SH
SOLE
50300
0
0
MICRON TECHNOLOGY INC
COM
595112103
13846
436400
SH
SOLE
436400
0
0
Mohawk Industries Inc
COM
608190104
6608
56500
SH
SOLE
56500
0
0
MOMENTA PHARMACEUTICALS INC
COM
60877T100
454
41200
SH
SOLE
41200
0
0
Myriad Genetics Inc
COM
62855J104
880
30300
SH
SOLE
30300
0
0
NABORS INDUSTRIES LTD
COM
G6359F103
1544
772400
SH
SOLE
772400
0
0
NATIONAL BEVERAGE CORP
COM
635017106
1069
14900
SH
SOLE
14900
0
0
NATIONAL OILWELL VARCO INC
COM
637071101
3919
152500
SH
SOLE
152500
0
0
NATIONAL RETAIL PROPERTIES
COM
637417106
271
5600
SH
SOLE
5600
0
0
NEKTAR THERAPEUTICS
COM
640268108
1064
32400
SH
SOLE
32400
0
0
NETGEAR INC
COM
64111Q104
301
5800
SH
SOLE
5800
0
0
Neurocrine Biosciences Inc
COM
64125C109
2292
32100
SH
SOLE
32100
0
0
New Oriental Education & Tech Group Inc
COM
647581107
4231
77200
SH
SOLE
77200
0
0
NEWELL BRANDS INC
COM
651229106
6145
330600
SH
SOLE
330600
0
0
Newfield Exploration Co
COM
651290108
3629
247600
SH
SOLE
247600
0
0
NOBLE CORP
COM
G65431101
810
309200
SH
SOLE
309200
0
0
Noble Energy Inc
COM
655044105
5142
274100
SH
SOLE
274100
0
0
NORDIC AMERICAN TANKERS LTD
COM
G65773106
23
11600
SH
SOLE
11600
0
0
Nordstrom Inc
COM
655664100
5812
124700
SH
SOLE
124700
0
0
Northern Oil and Gas Inc
COM
665531109
97
43300
SH
SOLE
43300
0
0
Northrop Grumman Corp
COM
666807102
8081
33000
SH
SOLE
33000
0
0
Nvidia Corp
COM
67066G104
91861
688100
SH
SOLE
688100
0
0
NXP Semiconductors N.V.
COM
N6596X109
6602
90100
SH
SOLE
90100
0
0
Oasis Petroleum Inc
COM
674215108
2136
386300
SH
SOLE
386300
0
0
OCCIDENTAL PETROLEUM CORP
COM
674599105
11140
181500
SH
SOLE
181500
0
0
OCEANEERING INTERNATIONAL INC
COM
675232102
782
64700
SH
SOLE
64700
0
0
Ocwen Financial Corp
COM
675746309
71
53700
SH
SOLE
53700
0
0
OIL STATES INTERNATIONAL INC
COM
678026105
385
27000
SH
SOLE
27000
0
0
OLD DOMINION FREIGHT LINE INC
COM
679580100
654
5300
SH
SOLE
5300
0
0
Olin Corp
COM
680665205
1894
94200
SH
SOLE
94200
0
0
Omega Healthcare Investors Inc
COM
681936100
298
8500
SH
SOLE
8500
0
0
Omeros Corp
COM
682143102
484
43500
SH
SOLE
43500
0
0
OSHKOSH CORP
COM
688239201
202
3300
SH
SOLE
3300
0
0
OVERSTOCK.COM INC
COM
690370101
1051
77400
SH
SOLE
77400
0
0
Owens & Minor Inc
COM
690732102
488
77100
SH
SOLE
77100
0
0
OWENS CORNING NEW COM
COM
690742101
2612
59400
SH
SOLE
59400
0
0
PACIFIC GAS & ELECTRIC CO.
COM
69331C108
9127
384300
SH
SOLE
384300
0
0
PACKAGING CORP OF AMERICA
COM
695156109
3037
36400
SH
SOLE
36400
0
0
Pacwest Bancorp
COM
695263103
675
20300
SH
SOLE
20300
0
0
PAPA JOHN'S INTERNATIONAL INC
COM
698813102
1110
27900
SH
SOLE
27900
0
0
Patterson-UTI Energy Inc
COM
703481101
213
20600
SH
SOLE
20600
0
0
PDC ENERGY INC
COM
69327R101
1574
52900
SH
SOLE
52900
0
0
PDL BIOPHARMA INC
COM
69329Y104
66
23100
SH
SOLE
23100
0
0
PENN NATIONAL GAMING INC
COM
707569109
1579
83900
SH
SOLE
83900
0
0
Penney (JC) Co Inc
COM
708160106
669
643800
SH
SOLE
643800
0
0
PERRIGO CO
COM
G97822103
3127
80700
SH
SOLE
80700
0
0
PETROLEO BRASILEIRO S.A.- PETROBRAS
COM
71654V408
4984
383100
SH
SOLE
383100
0
0
PETROLEO BRASILEIRO SA PETROSPONSORE
COM
71654V101
2107
181800
SH
SOLE
181800
0
0
Philip Morris International Inc
COM
718172109
7154
107166
SH
SOLE
107166
0
0
PIER 1 IMPORTS INC
COM
720279108
11
37200
SH
SOLE
37200
0
0
Pinnacle West Capital Corp
COM
723484101
391
4600
SH
SOLE
4600
0
0
Pioneer Natural Resources Co
COM
723787107
3722
28300
SH
SOLE
28300
0
0
PNC Financial Services Group
COM
693475105
2490
21300
SH
SOLE
21300
0
0
Pra Group Inc
COM
69354N106
251
10300
SH
SOLE
10300
0
0
Precision Drilling Corp
COM
74022D308
68
39600
SH
SOLE
39600
0
0
Pretium Resources Inc
COM
74139C102
370
43900
SH
SOLE
43900
0
0
Pricesmart Inc
COM
741511109
407
6900
SH
SOLE
6900
0
0
Primerica Inc
COM
74164M108
576
5900
SH
SOLE
5900
0
0
PRINCIPAL FINANCIAL GROUP INC
COM
74251V102
927
21000
SH
SOLE
21000
0
0
Progenics Pharmaceuticals Inc
COM
743187106
109
26000
SH
SOLE
26000
0
0
PROGRESSIVE CORP (THE)
COM
743315103
2322
38500
SH
SOLE
38500
0
0
PUBLIC STORAGE COM
COM
74460D109
789
3900
SH
SOLE
3900
0
0
PVH Corp
COM
693656100
4535
48800
SH
SOLE
48800
0
0
QEP Resources Inc
COM
74733V100
1543
274100
SH
SOLE
274100
0
0
Quest Diagnostics Inc
COM
74834L100
4821
57900
SH
SOLE
57900
0
0
Ralph Lauren Corp
COM
751212101
1034
10000
SH
SOLE
10000
0
0
Rambus Inc
COM
750917106
137
17900
SH
SOLE
17900
0
0
RAYMOND JAMES FINANCIAL INC
COM
754730109
729
9800
SH
SOLE
9800
0
0
Rayonier Inc
COM
754907103
312
11300
SH
SOLE
11300
0
0
Raytheon Co
COM
755111507
10427
68000
SH
SOLE
68000
0
0
Realty Income Corp
COM
756109104
661
10500
SH
SOLE
10500
0
0
RED ROBIN GOURMET BURGERS INC
COM
75689M101
334
12500
SH
SOLE
12500
0
0
REGENERON PHARMACEUTICALS INC
COM
75886F107
1008
2700
SH
SOLE
2700
0
0
REGIONS FINANCIAL CORP
COM
7591EP100
187
14000
SH
SOLE
14000
0
0
REPUBLIC SERVICES INC
COM
760759100
2479
34400
SH
SOLE
34400
0
0
ROBERT HALF INTERNATIONAL INC
COM
770323103
612
10700
SH
SOLE
10700
0
0
ROYAL DUTCH SHELL A
COM
780259206
751
12900
SH
SOLE
12900
0
0
Royal Dutch Shell B
COM
780259107
743
12400
SH
SOLE
12400
0
0
RYANAIR HOLDINGS PLC
COM
783513203
1904
26700
SH
SOLE
26700
0
0
Ryder System Inc
COM
783549108
1097
22800
SH
SOLE
22800
0
0
RYMAN HOSPITALITY PROPERTIES INC
COM
78377T107
240
3600
SH
SOLE
3600
0
0
S&P GLOBAL INC
COM
78409V104
3075
18100
SH
SOLE
18100
0
0
SABRA HEALTH CARE REIT INC
COM
78573L106
957
58100
SH
SOLE
58100
0
0
SALESFORCE.COM INC
COM
79466L302
8533
62300
SH
SOLE
62300
0
0
Sally Beauty Holdings Inc
COM
79546E104
1764
103500
SH
SOLE
103500
0
0
Sangamo Therptcs
COM
800677106
185
16200
SH
SOLE
16200
0
0
Sap Ae Drc
COM
803054204
1523
15300
SH
SOLE
15300
0
0
Sba Comms Corp
COM
78410G104
3302
20400
SH
SOLE
20400
0
0
SCHLUMBERGER N.V.
COM
806857108
19136
530400
SH
SOLE
530400
0
0
SCHWEITZER-MAUDUIT INTERNATIONAL INC
COM
808541106
215
8600
SH
SOLE
8600
0
0
Scientific Games Corp
COM
80874P109
1484
83000
SH
SOLE
83000
0
0
Scorpio Tankers Inc
COM
Y7542C130
137
77900
SH
SOLE
77900
0
0
SCOTTS MIRACLE-GRO CO (THE)
COM
810186106
399
6500
SH
SOLE
6500
0
0
SEAGATE TECHNOLOGY PLC
COM
G7945M107
266
6900
SH
SOLE
6900
0
0
SEATTLE GENETICS INC
COM
812578102
679
12000
SH
SOLE
12000
0
0
SEI INVESTMENTS CO
COM
784117103
378
8200
SH
SOLE
8200
0
0
Semgroup Corp
COM
81663A105
183
13300
SH
SOLE
13300
0
0
SENIOR HOUSING PROP TRUST
COM
81721M109
1044
89100
SH
SOLE
89100
0
0
SHERWIN-WILLIAMS CO (THE)
COM
824348106
3383
8600
SH
SOLE
8600
0
0
Shire plc
COM
82481R106
2349
13500
SH
SOLE
13500
0
0
SHUTTERFLY INC
COM
82568P304
1711
42500
SH
SOLE
42500
0
0
Signet Jewelers Ltd
COM
G81276100
2535
79800
SH
SOLE
79800
0
0
Six Flags Entertainment Corp New
COM
83001A102
1919
34500
SH
SOLE
34500
0
0
Sm Energy Co
COM
78454L100
1726
111500
SH
SOLE
111500
0
0
SMITH (A.O.) CORP
COM
831865209
614
14400
SH
SOLE
14400
0
0
Snap-On Inc
COM
833034101
1787
12300
SH
SOLE
12300
0
0
SOUTHERN COPPER CORP
COM
84265V105
1224
39800
SH
SOLE
39800
0
0
SOUTHWEST AIRLINES CO
COM
844741108
497
10700
SH
SOLE
10700
0
0
SPDR DJ EURO STOXX 50 ETF
COM
78463X202
3237
97300
SH
SOLE
97300
0
0
SPDR Energy Select Sector Fund
COM
81369Y506
87831
1531500
SH
SOLE
1531500
0
0
SPDR Gold Trust
COM
78463V107
38254
315500
SH
SOLE
315500
0
0
SPDR S&P 500 ETF
COM
78462F103
29515
118100
SH
SOLE
118100
0
0
SPDR S&P Biotech ETF
COM
78464A870
10640
148300
SH
SOLE
148300
0
0
SPDR S&P Homebuilders ETF
COM
78464A888
2035
62600
SH
SOLE
62600
0
0
SPDR S&P Industrial ETF
COM
81369Y704
46568
723000
SH
SOLE
723000
0
0
SPDR S&P Metals & Mining ETF
COM
78464A755
2241
85600
SH
SOLE
85600
0
0
SPDR S&P Oil & Gas Explor & Product
COM
78464A730
63112
2378900
SH
SOLE
2378900
0
0
SPDR S&P Regional Banking ETF
COM
78464A698
7608
162600
SH
SOLE
162600
0
0
SPDR S&P Retail ETF
COM
78464A714
9345
228000
SH
SOLE
228000
0
0
SPDR S&P Technology ETF
COM
81369Y803
7388
119200
SH
SOLE
119200
0
0
Spectrum Brands Holdings
COM
84790A105
1643
38900
SH
SOLE
38900
0
0
SPECTRUM PHARMACEUTICALS INC
COM
84763A108
224
25700
SH
SOLE
25700
0
0
Spirit Airlines Inc
COM
848577102
1836
31700
SH
SOLE
31700
0
0
SRC Energy Inc
COM
78470V108
894
190300
SH
SOLE
190300
0
0
SS&C Technologies Holdings Inc
COM
78467J100
2278
50500
SH
SOLE
50500
0
0
Stamps.com Inc
COM
852857200
1571
10100
SH
SOLE
10100
0
0
STANLEY BLACK & DECKER INC
COM
854502101
1784
14900
SH
SOLE
14900
0
0
Starbucks Corp
COM
855244109
26352
409200
SH
SOLE
409200
0
0
State Street Corp
COM
857477103
6275
99500
SH
SOLE
99500
0
0
Stericycle Inc
COM
858912108
2344
63900
SH
SOLE
63900
0
0
Sterling Bancorp
COM
85917A100
1013
61400
SH
SOLE
61400
0
0
STMICROELECTRONICS N.V.
COM
861012102
856
61700
SH
SOLE
61700
0
0
SUNCOR ENERGY INC
COM
867224107
3725
133200
SH
SOLE
133200
0
0
SUNTRUST BANKS INC
COM
867914103
1422
28200
SH
SOLE
28200
0
0
SUPERIOR ENERGY SERVICES INC
COM
868157108
628
187500
SH
SOLE
187500
0
0
Synopsys Inc
COM
871607107
227
2700
SH
SOLE
2700
0
0
SYNOVUS FINANCIAL CORP
COM
87161C501
2248
70300
SH
SOLE
70300
0
0
Sysco Corp
COM
871829107
3891
62100
SH
SOLE
62100
0
0
T. ROWE PRICE GROUP INC
COM
74144T108
858
9300
SH
SOLE
9300
0
0
TAL Education Group American Depositary
COM
874080104
3209
120300
SH
SOLE
120300
0
0
Tapestry Inc
COM
876030107
2673
79200
SH
SOLE
79200
0
0
TARGET CORP
COM
87612E106
7706
116600
SH
SOLE
116600
0
0
Tata Motors Ltd
COM
876568502
352
28900
SH
SOLE
28900
0
0
Taubman Centers Inc
COM
876664103
332
7300
SH
SOLE
7300
0
0
TE Connectivity Ltd
COM
H84989104
778
10300
SH
SOLE
10300
0
0
TechnipFMC plc Ordinary Share
COM
G87110105
2786
142300
SH
SOLE
142300
0
0
Teck Resources Ltd
COM
878742204
323
15000
SH
SOLE
15000
0
0
TEEKAY CORP
COM
Y8564W103
75
22500
SH
SOLE
22500
0
0
TELEPHONE AND DATA SYSTEMS
COM
879433829
237
7300
SH
SOLE
7300
0
0
TENARIS S.A.
COM
88031M109
1822
85500
SH
SOLE
85500
0
0
Tenneco Inc
COM
880349105
416
15200
SH
SOLE
15200
0
0
Tesla Inc
COM
88160R101
23562
70800
SH
SOLE
70800
0
0
TEVA PHARMACEUTICAL-SP ADR
COM
881624209
1481
96100
SH
SOLE
96100
0
0
TEXAS CAPITAL BANCSHARES INC
COM
88224Q107
1650
32300
SH
SOLE
32300
0
0
TEXAS ROADHOUSE INC
COM
882681109
483
8100
SH
SOLE
8100
0
0
Textron Inc
COM
883203101
2253
49000
SH
SOLE
49000
0
0
THE CHEESECAKE FACTORY INC
COM
163072101
522
12000
SH
SOLE
12000
0
0
THE HAIN CELESTIAL GROUP INC
COM
405217100
1400
88300
SH
SOLE
88300
0
0
The Medicines Co
COM
584688105
1058
55300
SH
SOLE
55300
0
0
THE ULTIMATE SOFTWARE GROUP INC
COM
90385D107
1689
6900
SH
SOLE
6900
0
0
Thor Industries Inc
COM
885160101
2912
56000
SH
SOLE
56000
0
0
Tiffany & Co.
COM
886547108
6867
85300
SH
SOLE
85300
0
0
Titan International Inc
COM
88830M102
70
15100
SH
SOLE
15100
0
0
TJX COMPANIES INC (THE)
COM
872540109
9869
220600
SH
SOLE
220600
0
0
Toll Brothers Inc
COM
889478103
615
18700
SH
SOLE
18700
0
0
Transdigm Group Inc
COM
893641100
510
1500
SH
SOLE
1500
0
0
Transocean Ltd
COM
H8817H100
2813
405400
SH
SOLE
405400
0
0
TREX CO INC
COM
89531P105
249
4200
SH
SOLE
4200
0
0
Triumph Group Inc
COM
896818101
425
37000
SH
SOLE
37000
0
0
TTM TECHNOLOGIES INC
COM
87305R109
446
45900
SH
SOLE
45900
0
0
Tyler Technologies Inc
COM
902252105
966
5200
SH
SOLE
5200
0
0
U S CONCRETE INC
COM
90333L201
377
10700
SH
SOLE
10700
0
0
Ultra Clean Holdings Inc
COM
90385V107
255
30200
SH
SOLE
30200
0
0
Umpqua Holdings Corp
COM
904214103
1217
76600
SH
SOLE
76600
0
0
Unisys Corp
COM
909214306
445
38300
SH
SOLE
38300
0
0
UNITED DOMINION REALTY TRUST INC
COM
902653104
404
10200
SH
SOLE
10200
0
0
United Natural Foods Inc
COM
911163103
872
82400
SH
SOLE
82400
0
0
United Rentals Inc
COM
911363109
1271
12400
SH
SOLE
12400
0
0
UNITED STATES STEEL CORP
COM
912909108
1234
67700
SH
SOLE
67700
0
0
UNITED TECHNOLOGIES CORP
COM
913017109
20593
193400
SH
SOLE
193400
0
0
Urban Outfitters Inc
COM
917047102
1035
31200
SH
SOLE
31200
0
0
V.F. CORP
COM
918204108
7447
104400
SH
SOLE
104400
0
0
Valero Energy Corp
COM
91913Y100
7324
97700
SH
SOLE
97700
0
0
VanEck Vect Oil Services ETF
COM
92189F718
11942
851200
SH
SOLE
851200
0
0
Vanguard FTSE All World Ex US ETF
COM
922042775
246
5400
SH
SOLE
5400
0
0
Vanguard FTSE Developed Markets ETF
COM
921943858
15511
418100
SH
SOLE
418100
0
0
Vanguard FTSEEuropean ETF
COM
922042874
7570
155700
SH
SOLE
155700
0
0
Vanguard Growth ETF - DNQ
COM
922908736
3103
23100
SH
SOLE
23100
0
0
Vanguard Information Tech ETF - DNQ
COM
92204A702
1718
10300
SH
SOLE
10300
0
0
VEECO INSTRUMENTS INC
COM
922417100
74
10000
SH
SOLE
10000
0
0
Ventas Inc
COM
92276F100
2853
48700
SH
SOLE
48700
0
0
Verisign Inc
COM
92343E102
296
2000
SH
SOLE
2000
0
0
VERIZON COMMUNICATIONS INC
COM
92343V104
22454
399400
SH
SOLE
399400
0
0
VISTEON CORP
COM
92839U206
1892
31400
SH
SOLE
31400
0
0
Vitamin Shoppe Inc
COM
92849E101
162
34200
SH
SOLE
34200
0
0
Vmware Inc
COM
928563402
1220
8900
SH
SOLE
8900
0
0
VODAFONE GROUP PLC
COM
92857W308
2764
143400
SH
SOLE
143400
0
0
VONAGE HOLDINGS CORP
COM
92886T201
157
18000
SH
SOLE
18000
0
0
VULCAN MATERIALS CO
COM
929160109
2825
28600
SH
SOLE
28600
0
0
W&T OFFSHORE INC
COM
92922P106
147
35800
SH
SOLE
35800
0
0
WALGREENS BOOTS ALLIANCE INC
COM
931427108
765
11200
SH
SOLE
11200
0
0
Walmart Inc
COM
931142103
5179
55600
SH
SOLE
55600
0
0
WEATHERFORD INTERNATIONAL PLC
COM
G48833100
722
1292060
SH
SOLE
1292060
0
0
WEIGHT WATCHERS INTERNATIONAL INC
COM
948626106
3072
79700
SH
SOLE
79700
0
0
WellCare Health Plans Inc
COM
94946T106
1440
6100
SH
SOLE
6100
0
0
Welltower Inc
COM
95040Q104
832
12000
SH
SOLE
12000
0
0
Werner Enterprises Inc
COM
950755108
708
24000
SH
SOLE
24000
0
0
WEST PHARMACEUTICAL SERVICES INC
COM
955306105
235
2400
SH
SOLE
2400
0
0
Western Digital Corp
COM
958102105
8577
232000
SH
SOLE
232000
0
0
Westlake Chemical Corp
COM
960413102
2428
36700
SH
SOLE
36700
0
0
WestRock Company
COM
96145D105
2518
66700
SH
SOLE
66700
0
0
Wex Inc
COM
96208T104
1862
13300
SH
SOLE
13300
0
0
Weyerhaeuser Co
COM
962166104
5277
241400
SH
SOLE
241400
0
0
Whiting Petroleum Corp
COM
966387409
2439
107500
SH
SOLE
107500
0
0
WILLIAMS-SONOMA INC
COM
969904101
1447
28700
SH
SOLE
28700
0
0
Willis Towers Watson Public Ltd Company
COM
G96629103
2551
16800
SH
SOLE
16800
0
0
WINNEBAGO INDUSTRIES INC
COM
974637100
232
9600
SH
SOLE
9600
0
0
WINTRUST FINANCIAL CORP
COM
97650W108
751
11300
SH
SOLE
11300
0
0
WORLD FUEL SERVICES CORP
COM
981475106
207
9700
SH
SOLE
9700
0
0
Wyndham Destinations Inc
COM
98310W108
2082
58100
SH
SOLE
58100
0
0
WYNN RESORTS LTD
COM
983134107
10711
108300
SH
SOLE
108300
0
0
Xilinx Inc
COM
983919101
2452
28800
SH
SOLE
28800
0
0
YRC WORLDWIDE INC
COM
984249607
133
42300
SH
SOLE
42300
0
0
YUM! BRANDS INC
COM
988498101
1149
12500
SH
SOLE
12500
0
0
Zillow Group Inc
COM
98954M101
1206
38400
SH
SOLE
38400
0
0