0001445911-20-000004.txt : 20200814 0001445911-20-000004.hdr.sgml : 20200814 20200814111505 ACCESSION NUMBER: 0001445911-20-000004 CONFORMED SUBMISSION TYPE: 13F-HR PUBLIC DOCUMENT COUNT: 2 CONFORMED PERIOD OF REPORT: 20200630 FILED AS OF DATE: 20200814 DATE AS OF CHANGE: 20200814 EFFECTIVENESS DATE: 20200814 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: 201102863 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 06-30-2020 06-30-2020 Quantitative Investment Management, LLC
401 E. MARKET STREET SUITE 104 CHARLOTTESVILLE VA 22902
13F HOLDINGS REPORT 028-13202 N
Jonathan Bryan General Counsel/CCO 434-817-4800 Jonathan Bryan Charlottesville VA 08-14-2020 0 494 974578 false
INFORMATION TABLE 2 form13fInfoTable20200630.xml 3M CO COM 88579Y101 6961 44631 SH SOLE 44631 0 0 Abbott Laboratories COM 002824100 4311 47159 SH SOLE 47159 0 0 Abiomed Inc COM 003654100 680 2817 SH SOLE 2817 0 0 ACADIA PHARMACEUTICALS INC COM 004225108 1173 24201 SH SOLE 24201 0 0 ACUITY BRANDS INC COM 00508Y102 701 7332 SH SOLE 7332 0 0 ADVANCED MICRO DEVICES INC COM 007903107 30589 581444 SH SOLE 581444 0 0 Aecom COM 00766T100 468 12477 SH SOLE 12477 0 0 AFLAC Inc COM 001055102 394 10952 SH SOLE 10952 0 0 AGNC Investment Corp COM 00123Q104 1310 101597 SH SOLE 101597 0 0 Air Lease Corp COM 00912X302 445 15227 SH SOLE 15227 0 0 AKAMAI TECHNOLOGIES INC COM 00971T101 7835 73169 SH SOLE 73169 0 0 ALASKA AIR GROUP INC COM 011659109 1017 28057 SH SOLE 28057 0 0 Albemarle Corp COM 012653101 1233 15975 SH SOLE 15975 0 0 ALEXION PHARMACEUTICALS INC COM 015351109 2329 20758 SH SOLE 20758 0 0 Alibaba Group Holding Ltd COM 01609W102 36725 170264 SH SOLE 170264 0 0 Alkermes PLC COM G01767105 356 18365 SH SOLE 18365 0 0 Alleghany Corp COM 017175100 1434 2932 SH SOLE 2932 0 0 Allete Inc COM 018522300 771 14133 SH SOLE 14133 0 0 Alliant Energy Corp COM 018802108 1368 28600 SH SOLE 28600 0 0 Allstate Corp (The) COM 020002101 945 9750 SH SOLE 9750 0 0 ALNYLAM PHARMACEUTICALS INC COM 02043Q107 6064 40945 SH SOLE 40945 0 0 AMARIN CORP PLC COM 023111206 1974 285327 SH SOLE 285327 0 0 Ambev S.A. COM 02319V103 234 88658 SH SOLE 88658 0 0 AMC Networks Inc COM 00164V103 1177 50328 SH SOLE 50328 0 0 Amedisys Inc COM 023436108 1023 5156 SH SOLE 5156 0 0 Amerco COM 023586100 430 1426 SH SOLE 1426 0 0 Ameren Corp COM 023608102 3055 43432 SH SOLE 43432 0 0 American Airlines Group Inc COM 02376R102 3029 231820 SH SOLE 231820 0 0 American Axle & Manufacturing Holdings COM 024061103 161 21246 SH SOLE 21246 0 0 American Campus Communities Inc COM 024835100 490 14028 SH SOLE 14028 0 0 American Eagle Outfitters Inc COM 02553E106 231 21224 SH SOLE 21224 0 0 AMERICAN ELECTRIC POWER CO INC COM 025537101 6598 82853 SH SOLE 82853 0 0 AMERICAN EXPRESS CO COM 025816109 1441 15137 SH SOLE 15137 0 0 AMERICAN FINANCIAL GROUP INC COM 025932104 906 14292 SH SOLE 14292 0 0 AMERICAN TOWER CORP (REIT) COM 03027X100 4900 18955 SH SOLE 18955 0 0 American Water Works COM 030420103 2020 15706 SH SOLE 15706 0 0 AmerisourceBergen Corp (Holding Co) COM 03073E105 3200 31756 SH SOLE 31756 0 0 AMGEN INC COM 031162100 10203 43261 SH SOLE 43261 0 0 Amicus Therapeutics Inc COM 03152W109 962 63849 SH SOLE 63849 0 0 AMN HEALTHCARE SERVICES INC COM 001744101 1063 23507 SH SOLE 23507 0 0 Anheuser-Busch Inbev SA COM 03524A108 4090 82971 SH SOLE 82971 0 0 Ansys Inc COM 03662Q105 291 998 SH SOLE 998 0 0 Anthem Inc COM 036752103 1212 4610 SH SOLE 4610 0 0 Aon Class A COM G0403H108 1326 6889 SH SOLE 6889 0 0 Apartment Investment and Management Co COM 03748R754 702 18662 SH SOLE 18662 0 0 Arch Capital Group Ltd COM G0450A105 1179 41173 SH SOLE 41173 0 0 ARCHER-DANIELS-MIDLAND CO COM 039483102 1412 35390 SH SOLE 35390 0 0 ARMOUR Residential REIT Inc COM 042315507 249 26539 SH SOLE 26539 0 0 Arrowhead Pharmaceuticals Inc COM 04280A100 1507 34893 SH SOLE 34893 0 0 ASSOCIATED BANC-CORP COM 045487105 476 34823 SH SOLE 34823 0 0 ASSURANT INC COM 04621X108 331 3208 SH SOLE 3208 0 0 ASSURED GUARANTY LTD COM G0585R106 595 24383 SH SOLE 24383 0 0 AT&T Inc COM 00206R102 8626 285348 SH SOLE 285348 0 0 Atmos Energy Corp COM 049560105 932 9369 SH SOLE 9369 0 0 AVALONBAY COMMUNITIES INC COM 053484101 2723 17609 SH SOLE 17609 0 0 Avis Budget Group Inc COM 053774105 1502 65641 SH SOLE 65641 0 0 Avista Corp COM 05379B107 1004 27600 SH SOLE 27600 0 0 Avnet Inc COM 053807103 311 11153 SH SOLE 11153 0 0 Axon Enterprise Inc COM 05464C101 1432 14601 SH SOLE 14601 0 0 Ball Corp COM 058498106 3707 53348 SH SOLE 53348 0 0 BALLARD POWER SYSTEMS INC COM 058586108 500 32495 SH SOLE 32495 0 0 BANCO BILBAO VISCAYA ARGENTARIA S.A. COM 05946K101 191 56255 SH SOLE 56255 0 0 BANCO BRADESCO-ADR COM 059460303 1707 448235 SH SOLE 448235 0 0 Banco Santander Brasil SA COM 05967A107 211 40579 SH SOLE 40579 0 0 BANCO SANTANDER S.A. COM 05964H105 448 186272 SH SOLE 186272 0 0 Bank Of New York Mellon Corp COM 064058100 2656 68726 SH SOLE 68726 0 0 BankUnited Inc COM 06652K103 568 28091 SH SOLE 28091 0 0 BAXTER INTERNATIONAL INC COM 071813109 3623 42089 SH SOLE 42089 0 0 BCE Inc COM 05534B760 411 9847 SH SOLE 9847 0 0 BECTON DICKINSON AND CO COM 075887109 22516 94106 SH SOLE 94106 0 0 BIOCRYST PHARMACEUTICALS INC COM 09058V103 368 77301 SH SOLE 77301 0 0 BIO-RAD LABORATORIES-A COM 090572207 726 1610 SH SOLE 1610 0 0 Black Hills Corp COM 092113109 915 16153 SH SOLE 16153 0 0 Bloomin' Brands Inc COM 094235108 273 25672 SH SOLE 25672 0 0 BOEING CO (THE) COM 097023105 18000 98201 SH SOLE 98201 0 0 Booking Holdings Inc COM 09857L108 1028 646 SH SOLE 646 0 0 Booz Allen Hamilton Holding Corp COM 099502106 811 10437 SH SOLE 10437 0 0 Boston Properties Inc COM 101121101 1563 17296 SH SOLE 17296 0 0 Brandywine Realty Trust COM 105368203 259 23863 SH SOLE 23863 0 0 Bright Horizons Family Solutions Inc COM 109194100 1121 9573 SH SOLE 9573 0 0 Brinker International Inc COM 109641100 370 15444 SH SOLE 15444 0 0 BRINK'S CO (THE) COM 109696104 998 21933 SH SOLE 21933 0 0 BRISTOL-MYERS SQUIBB CO COM 110122108 12616 214565 SH SOLE 214565 0 0 BROOKDALE SENIOR LIVING INC COM 112463104 58 19775 SH SOLE 19775 0 0 C.H. Robinson Worldwide Inc COM 12541W209 319 4043 SH SOLE 4043 0 0 Cabot Microelectronics Corp COM 12709P103 273 1963 SH SOLE 1963 0 0 CACI INTERNATIONAL INC COM 127190304 660 3047 SH SOLE 3047 0 0 CAMECO CORP COM 13321L108 560 54726 SH SOLE 54726 0 0 Cardinal Health Inc COM 14149Y108 2120 40636 SH SOLE 40636 0 0 CARLISLE COMPANIES INC COM 142339100 947 7917 SH SOLE 7917 0 0 Carnival Corp COM 143658300 3189 194267 SH SOLE 194267 0 0 Carter's Inc COM 146229109 439 5447 SH SOLE 5447 0 0 Casella Waste Systems Inc COM 147448104 442 8483 SH SOLE 8483 0 0 CASEYS GENERAL STORES INC COM 147528103 721 4827 SH SOLE 4827 0 0 Caterpillar Inc COM 149123101 1406 11115 SH SOLE 11115 0 0 Cboe Global Markets Inc COM 12503M108 210 2262 SH SOLE 2262 0 0 CBRE Group Inc Common Stock Class A COM 12504L109 917 20293 SH SOLE 20293 0 0 Celanese Corp COM 150870103 289 3354 SH SOLE 3354 0 0 CEMEX S.A.B. DE C.V. COM 151290889 108 37750 SH SOLE 37750 0 0 Centene Corp COM 15135B101 5334 83949 SH SOLE 83949 0 0 CENTERPOINT ENERGY INC COM 15189T107 1033 55335 SH SOLE 55335 0 0 Centurylink Inc COM 156700106 369 36802 SH SOLE 36802 0 0 CERNER CORP COM 156782104 1091 15920 SH SOLE 15920 0 0 CF INDUSTRIES HOLDINGS INC COM 125269100 910 32348 SH SOLE 32348 0 0 Chimera Investment Corp COM 16934Q208 177 18481 SH SOLE 18481 0 0 CHINA MOBILE (HONG KONG) LTD COM 16941M109 673 20009 SH SOLE 20009 0 0 Chubb Limited COM H1467J104 944 7456 SH SOLE 7456 0 0 Cia Brasileria de Distribuicao COM 20440T300 177 13609 SH SOLE 13609 0 0 Ciena Corp COM 171779309 916 16919 SH SOLE 16919 0 0 CINCINNATI FINANCIAL CORP COM 172062101 861 13450 SH SOLE 13450 0 0 Cinemark Holdings Inc COM 17243V102 1402 121427 SH SOLE 121427 0 0 Cirrus Logic Inc COM 172755100 212 3445 SH SOLE 3445 0 0 CIT Group Inc (DEL) COM 125581801 875 42217 SH SOLE 42217 0 0 CMS ENERGY CORP COM 125896100 1352 23151 SH SOLE 23151 0 0 COCA-COLA EUROPEAN PARTNERS PLC COM G25839104 475 12600 SH SOLE 12600 0 0 COEUR MINING INC COM 192108504 600 118230 SH SOLE 118230 0 0 Cognizant Technology Solutions Corp COM 192446102 792 13941 SH SOLE 13941 0 0 Columbia Sportswear Co COM 198516106 563 6990 SH SOLE 6990 0 0 COMCAST CORP-CLASS A COM 20030N101 7219 185212 SH SOLE 185212 0 0 Comerica Inc COM 200340107 386 10150 SH SOLE 10150 0 0 Commerce Bancshares Inc COM 200525103 571 9608 SH SOLE 9608 0 0 CommVault Systems Inc COM 204166102 693 17925 SH SOLE 17925 0 0 Comstock Resources Inc COM 205768302 95 21821 SH SOLE 21821 0 0 Consolidated Edison Inc COM 209115104 4591 63833 SH SOLE 63833 0 0 Consumer Discretionary Select Sector SPD COM 81369Y407 884 6928 SH SOLE 6928 0 0 COOPER COMPANIES INC (THE) COM 216648402 629 2219 SH SOLE 2219 0 0 Copart Inc COM 217204106 504 6064 SH SOLE 6064 0 0 CORCEPT THERAPEUTICS INC COM 218352102 245 14608 SH SOLE 14608 0 0 CoreSite Realty Corp COM 21870Q105 1101 9095 SH SOLE 9095 0 0 Corning Inc COM 219350105 3603 139137 SH SOLE 139137 0 0 Coty Inc COM 222070203 1774 396973 SH SOLE 396973 0 0 Cousins Properties Inc COM 222795502 455 15283 SH SOLE 15283 0 0 Crown Castle International Corp COM 22822V101 2917 17436 SH SOLE 17436 0 0 Cubesmart COM 229663109 1048 38832 SH SOLE 38832 0 0 DAQO NEW ENERGY CORP COM 23703Q203 390 5258 SH SOLE 5258 0 0 DARDEN RESTAURANTS INC COM 237194105 516 6821 SH SOLE 6821 0 0 Deere & Co COM 244199105 1361 8663 SH SOLE 8663 0 0 Delta Air Lines Inc COM 247361702 4323 154143 SH SOLE 154143 0 0 Deluxe Corp COM 248019101 248 10576 SH SOLE 10576 0 0 Designer Brands Inc COM 250565108 267 39458 SH SOLE 39458 0 0 DEUTSCHE BANK AG-REGISTERED COM D18190898 104 10965 SH SOLE 10965 0 0 Diamondrock Hospitality Co COM 252784301 152 27556 SH SOLE 27556 0 0 DILLARD'S INC COM 254067101 237 9224 SH SOLE 9224 0 0 Direxion Daily Energy Bull 2X Shares ETF COM 25460G609 1269 84139 SH SOLE 84139 0 0 Direxion Financial Bull 3X Shares COM 25459Y694 1061 33935 SH SOLE 33935 0 0 Discover Financial Services COM 254709108 466 9322 SH SOLE 9322 0 0 Discovery Inc Series A COM 25470F104 1049 49730 SH SOLE 49730 0 0 Discovery Inc Series C COM 25470F302 1067 55435 SH SOLE 55435 0 0 Diver Healthcare Tr Common Shares of Ben COM 25525P107 196 44443 SH SOLE 44443 0 0 Dollar Tree Inc COM 256746108 2777 29967 SH SOLE 29967 0 0 Domtar Corp COM 257559203 214 10147 SH SOLE 10147 0 0 Douglas Emmett Inc COM 25960P109 623 20344 SH SOLE 20344 0 0 Duke Energy Corp COM 26441C204 789 9885 SH SOLE 9885 0 0 DUKE REALTY CORP COM NEW COM 264411505 1002 28321 SH SOLE 28321 0 0 DXC Technology Company COM 23355L106 380 23066 SH SOLE 23066 0 0 EASTGROUP PROPERTIES INC COM 277276101 270 2280 SH SOLE 2280 0 0 EATON CORP PLC COM G29183103 652 7454 SH SOLE 7454 0 0 Embraer-Empresa Brasileira de Aeronautca COM 29082A107 668 111768 SH SOLE 111768 0 0 Enbridge Inc COM 29250N105 769 25304 SH SOLE 25304 0 0 Encompass Health Corp COM 29261A100 1175 18982 SH SOLE 18982 0 0 Enphase Energy Inc COM 29355A107 3620 76110 SH SOLE 76110 0 0 Entergy Corp COM 29364G103 2371 25281 SH SOLE 25281 0 0 EPR PROPERTIES COM 26884U109 210 6350 SH SOLE 6350 0 0 EQUINIX INC COM 29444U700 3262 4646 SH SOLE 4646 0 0 Equity Residential COM 29476L107 3871 65821 SH SOLE 65821 0 0 Essential Utilities Inc COM 29670G102 974 23077 SH SOLE 23077 0 0 ESSEX PROPERTY TRUST INC COM 297178105 1781 7773 SH SOLE 7773 0 0 ESTEE LAUDER COMPANIES INC (THE) COM 518439104 4258 22569 SH SOLE 22569 0 0 Everest Re Group Ltd COM G3223R108 496 2410 SH SOLE 2410 0 0 Evergy Inc COM 30034W106 1153 19460 SH SOLE 19460 0 0 EXELIXIS INC COM 30161Q104 2669 112445 SH SOLE 112445 0 0 EXTRA SPACE STORAGE INC COM 30225T102 2254 24408 SH SOLE 24408 0 0 F.N.B. CORP COM 302520101 90 12077 SH SOLE 12077 0 0 F5 Networks Inc COM 315616102 1814 13009 SH SOLE 13009 0 0 FEDERAL REALTY INVESTMENT TRUST COM 313747206 1593 18698 SH SOLE 18698 0 0 FedEx Corp COM 31428X106 937 6685 SH SOLE 6685 0 0 Fidelity National Financial Inc COM 31620R303 256 8354 SH SOLE 8354 0 0 First American Corp (The) COM 31847R102 504 10507 SH SOLE 10507 0 0 First Republic Bank COM 33616C100 457 4318 SH SOLE 4318 0 0 FirstEnergy Corp COM 337932107 972 25085 SH SOLE 25085 0 0 Fiserv Inc COM 337738108 691 7086 SH SOLE 7086 0 0 FLIR Systems Inc COM 302445101 587 14482 SH SOLE 14482 0 0 Fluidigm Corp COM 34385P108 293 73300 SH SOLE 73300 0 0 Fomento Economico Mexicano S.A.B. de CV COM 344419106 557 8989 SH SOLE 8989 0 0 Ford Motor Co COM 345370860 1753 288451 SH SOLE 288451 0 0 Fossil Group Inc COM 34988V106 257 55436 SH SOLE 55436 0 0 Franklin Resources Inc COM 354613101 905 43182 SH SOLE 43182 0 0 GAMESTOP CORP COM 36467W109 212 48976 SH SOLE 48976 0 0 General Electric Co COM 369604103 5292 774838 SH SOLE 774838 0 0 General Motors Co COM 37045V100 3832 151480 SH SOLE 151480 0 0 GEO GROUP INC (THE) COM 36162J106 395 33402 SH SOLE 33402 0 0 Gildan Activewear Inc COM 375916103 198 12827 SH SOLE 12827 0 0 Globe Life Inc COM 37959E102 447 6025 SH SOLE 6025 0 0 Globus Medical Inc COM 379577208 675 14167 SH SOLE 14167 0 0 GOLAR LNG LTD COM G9456A100 284 39326 SH SOLE 39326 0 0 Graco Inc COM 384109104 587 12243 SH SOLE 12243 0 0 Grand Canyon Education Inc COM 38526M106 824 9109 SH SOLE 9109 0 0 Grifols S.A. COM 398438408 536 29396 SH SOLE 29396 0 0 GRUPO TELEVISA S.A. COM 40049J206 150 28777 SH SOLE 28777 0 0 H&R BLOCK INC COM 093671105 744 52108 SH SOLE 52108 0 0 Haemonetics Corp COM 405024100 506 5660 SH SOLE 5660 0 0 HALOZYME THERAPEUTICS INC COM 40637H109 633 23622 SH SOLE 23622 0 0 Hancock Whitney Corp COM 410120109 328 15497 SH SOLE 15497 0 0 HANESBRANDS INC COM 410345102 459 40700 SH SOLE 40700 0 0 HCA Healthcare Inc COM 40412C101 2995 30865 SH SOLE 30865 0 0 HENRY SCHEIN INC COM 806407102 252 4321 SH SOLE 4321 0 0 HERSHEY CO (THE) COM 427866108 3109 23992 SH SOLE 23992 0 0 HIGHWOODS PROPERTIES INC COM 431284108 643 17248 SH SOLE 17248 0 0 HILL-ROM HOLDINGS INC COM 431475102 279 2550 SH SOLE 2550 0 0 Honeywell International Inc COM 438516106 5131 35493 SH SOLE 35493 0 0 Horizon Therapeutics PLC COM G46188101 668 12036 SH SOLE 12036 0 0 HOST HOTELS & RESORTS INC COM 44107P104 592 54905 SH SOLE 54905 0 0 Howard Hughes Corp (The) COM 44267D107 872 16801 SH SOLE 16801 0 0 HSBC HOLDINGS PLC-SPONS ADR COM 404280406 4629 198441 SH SOLE 198441 0 0 HUDSON PACIFIC PROPERTIES INC COM 444097109 1445 57461 SH SOLE 57461 0 0 Humana Inc COM 444859102 5188 13382 SH SOLE 13382 0 0 HUNTINGTON BANCSHARES INC COM 446150104 849 94068 SH SOLE 94068 0 0 Huntington Ingalls Industries Inc COM 446413106 2122 12162 SH SOLE 12162 0 0 Huntsman Corp COM 447011107 361 20103 SH SOLE 20103 0 0 Hyatt Hotels Corp COM 448579102 1331 26470 SH SOLE 26470 0 0 ICU Medical Inc COM 44930G107 581 3154 SH SOLE 3154 0 0 Idacorp Inc COM 451107106 555 6361 SH SOLE 6361 0 0 Incyte Corp COM 45337C102 5982 57540 SH SOLE 57540 0 0 Interactive Brokers Group Inc COM 45841N107 897 21488 SH SOLE 21488 0 0 INTERNATIONAL FLAVORS & FRAGRANCES INC COM 459506101 2711 22145 SH SOLE 22145 0 0 INTERNATIONAL PAPER CO COM 460146103 405 11505 SH SOLE 11505 0 0 Invesco KBW Bank ETF COM 46138E628 469 12274 SH SOLE 12274 0 0 INVESCO PLC COM G491BT108 170 15848 SH SOLE 15848 0 0 Invesco S&P 500 Low Volatility ETF COM 46138E354 2973 59858 SH SOLE 59858 0 0 Investors Bancorp Inc COM 46146L101 102 12012 SH SOLE 12012 0 0 IPG PHOTONICS CORP COM 44980X109 631 3936 SH SOLE 3936 0 0 Iron Mountain Inc COM 46284V101 2607 99891 SH SOLE 99891 0 0 iShares China Large-Cap ETF COM 464287184 396 9985 SH SOLE 9985 0 0 ISHARES COHEN & STEERS REIT ETF COM 464287564 295 2932 SH SOLE 2932 0 0 iShares Core MSCI EAFE ETF COM 46432F842 987 17284 SH SOLE 17284 0 0 ISHARES CORE S&P SMALL-CAP ETF COM 464287804 1873 27434 SH SOLE 27434 0 0 iShares Latin America 40 ETF COM 464287390 971 45042 SH SOLE 45042 0 0 iShares MSCI Brazil ETF COM 464286400 7727 268704 SH SOLE 268704 0 0 ISHARES MSCI EAFE ETF COM 464287465 2661 43722 SH SOLE 43722 0 0 iShares MSCI EAFE Small-Cap ETF COM 464288273 651 12147 SH SOLE 12147 0 0 iShares MSCI EAFE Value ETF COM 464288877 663 16610 SH SOLE 16610 0 0 ISHARES MSCI GERMANY INDEX FUND COM 464286806 266 9831 SH SOLE 9831 0 0 iShares MSCI Indonesia ETF COM 46429B309 281 15665 SH SOLE 15665 0 0 ISHARES MSCI JAPAN INDEX FUND COM 46434G822 2387 43472 SH SOLE 43472 0 0 iShares MSCI Mexico ETF COM 464286822 2345 73574 SH SOLE 73574 0 0 iShares MSCI Spain ETF COM 464286764 365 16289 SH SOLE 16289 0 0 iShares MSCI United Kingdom Etf COM 46435G334 812 31556 SH SOLE 31556 0 0 ISHARES RUSSELL 2000 VALUE ETF COM 464287630 960 9859 SH SOLE 9859 0 0 ISHARES S&P SMALLCAP 600 VALUE ETF COM 464287879 244 2030 SH SOLE 2030 0 0 iShares Transportation AverageETF COM 464287192 638 3926 SH SOLE 3926 0 0 iShares U.S. Aerospace & Defense ETF COM 464288760 687 4173 SH SOLE 4173 0 0 ISHARES U.S. ENERGY ETF COM 464287796 522 26094 SH SOLE 26094 0 0 ISHARES U.S. FINANCIAL ETF COM 464287788 267 2430 SH SOLE 2430 0 0 iShares U.S. Home Construction ETF COM 464288752 519 11763 SH SOLE 11763 0 0 iShares U.S. Medical Devices ETF COM 464288810 805 3042 SH SOLE 3042 0 0 ISHARES U.S. REAL ESTATE ETF COM 464287739 5412 68681 SH SOLE 68681 0 0 ITAU UNIBANCO BANCO HOLDING SA COM 465562106 1254 267471 SH SOLE 267471 0 0 J P MORGAN CHASE & CO COM 46625H100 1702 18103 SH SOLE 18103 0 0 J.M. SMUCKER CO (THE) COM 832696405 364 3447 SH SOLE 3447 0 0 J2 Global Inc COM 48123V102 331 5238 SH SOLE 5238 0 0 JACK HENRY & ASSOCIATES INC COM 426281101 210 1143 SH SOLE 1143 0 0 JACOBS ENGINEERING GROUP INC COM 469814107 1353 15960 SH SOLE 15960 0 0 Jefferies Financial Group Inc COM 47233W109 270 17388 SH SOLE 17388 0 0 JetBlue Airways Corp COM 477143101 448 41179 SH SOLE 41179 0 0 JinkoSolar Holding Co Ltd COM 47759T100 544 30751 SH SOLE 30751 0 0 Johnson & Johnson COM 478160104 41935 298200 SH SOLE 298200 0 0 Jones Lang Lasalle Inc COM 48020Q107 657 6353 SH SOLE 6353 0 0 JOYY Inc COM 46591M109 3787 42773 SH SOLE 42773 0 0 Kaiser Aluminum Corp COM 483007704 228 3098 SH SOLE 3098 0 0 KAR Auction Services Inc COM 48238T109 916 66611 SH SOLE 66611 0 0 Kellogg Co COM 487836108 1810 27402 SH SOLE 27402 0 0 KEMPER CORP COM 488401100 247 3416 SH SOLE 3416 0 0 KEYCORP COM 493267108 523 42961 SH SOLE 42961 0 0 Kilroy Realty Corp COM 49427F108 1036 17657 SH SOLE 17657 0 0 KIMCO RLTY CORP COM COM 49446R109 688 53638 SH SOLE 53638 0 0 KNIGHT TRANSPORTATION INC COM 499049104 2232 53520 SH SOLE 53520 0 0 KOHL'S CORP COM 500255104 2186 105266 SH SOLE 105266 0 0 L Brands Inc COM 501797104 1808 120834 SH SOLE 120834 0 0 LANDSTAR SYSTEM INC COM 515098101 798 7109 SH SOLE 7109 0 0 LENNOX INTERNATIONAL INC COM 526107107 302 1297 SH SOLE 1297 0 0 Life Storage Inc COM 53223X107 461 4865 SH SOLE 4865 0 0 LINCOLN ELECTRIC HOLDINGS INC COM 533900106 299 3554 SH SOLE 3554 0 0 Live Nation Entertainment Inc COM 538034109 824 18600 SH SOLE 18600 0 0 LLOYDS BANKING GROUP PLC-ADR COM 539439109 103 69283 SH SOLE 69283 0 0 Lockheed Martin Corp COM 539830109 1303 3573 SH SOLE 3573 0 0 Loews Corp COM 540424108 636 18560 SH SOLE 18560 0 0 M&T Bank Corp COM 55261F104 1476 14198 SH SOLE 14198 0 0 MACK-CALI REALTY CORP COM 554489104 181 11882 SH SOLE 11882 0 0 MACY'S INC COM 55616P104 3307 480766 SH SOLE 480766 0 0 Madrigl Phrm Inc COM 558868105 1057 9342 SH SOLE 9342 0 0 MARKEL CORP COM 570535104 648 703 SH SOLE 703 0 0 Marriot Vacations Worldwide Corp COM 57164Y107 386 4703 SH SOLE 4703 0 0 MARRIOTT INTERNATIONAL COM 571903202 3913 45652 SH SOLE 45652 0 0 Marvell Technology Group Ltd COM G5876H105 2635 75177 SH SOLE 75177 0 0 Masimo Corp COM 574795100 2039 8944 SH SOLE 8944 0 0 MATERIALS SELECT SECTOR SPDR COM 81369Y100 661 11748 SH SOLE 11748 0 0 MATTEL INC COM 577081102 138 14322 SH SOLE 14322 0 0 MCKESSON CORP COM 58155Q103 6683 43564 SH SOLE 43564 0 0 MERCURY SYSTEMS INC COM 589378108 435 5531 SH SOLE 5531 0 0 Meredith Corp COM 589433101 637 43803 SH SOLE 43803 0 0 METTLER-TOLEDO INTERNATIONAL INC COM 592688105 2280 2831 SH SOLE 2831 0 0 MGP INGREDIENTS INC COM 55303J106 228 6213 SH SOLE 6213 0 0 MICRON TECHNOLOGY INC COM 595112103 4015 77946 SH SOLE 77946 0 0 MID-AMERICA APARTMENT COMMUNITIES INC COM 59522J103 517 4513 SH SOLE 4513 0 0 Molson Coors Brewing Co COM 60871R209 2214 64444 SH SOLE 64444 0 0 MONSTER BEVERAGE CORP COM 61174X109 7326 105698 SH SOLE 105698 0 0 MOSAIC CO (THE) COM 61945C103 247 19787 SH SOLE 19787 0 0 MSA Safety Inc COM 553498106 821 7177 SH SOLE 7177 0 0 Msg Networks Inc COM 553573106 304 30566 SH SOLE 30566 0 0 NATIONAL RETAIL PROPERTIES COM 637417106 863 24343 SH SOLE 24343 0 0 NEKTAR THERAPEUTICS COM 640268108 1582 68345 SH SOLE 68345 0 0 NETFLIX INC COM 64110L106 34131 75007 SH SOLE 75007 0 0 Netscout Systems Inc COM 64115T104 290 11348 SH SOLE 11348 0 0 New Oriental Education & Tech Group Inc COM 647581107 6433 49399 SH SOLE 49399 0 0 New Residential Investment Corp COM 64828T201 734 98833 SH SOLE 98833 0 0 NEW YORK COMMUNITY BANCORP INC COM 649445103 998 97895 SH SOLE 97895 0 0 NEWJERSEY RESOURCES CORP COM 646025106 998 30587 SH SOLE 30587 0 0 NEWMARKET CORP COM 651587107 229 572 SH SOLE 572 0 0 NEXTERA ENERGY INC COM COM 65339F101 1907 7944 SH SOLE 7944 0 0 Nielsen N.V. COM G6518L108 1253 84326 SH SOLE 84326 0 0 NiSource Inc COM 65473P105 518 22816 SH SOLE 22816 0 0 NOKIA CORP COM 654902204 200 45485 SH SOLE 45485 0 0 NORDIC AMERICAN TANKERS LTD COM G65773106 198 48797 SH SOLE 48797 0 0 Nordstrom Inc COM 655664100 939 60620 SH SOLE 60620 0 0 NORTHERN TRUST CORP COM 665859104 302 3811 SH SOLE 3811 0 0 NORTONLIFELOCK COM 668771108 4203 211992 SH SOLE 211992 0 0 Norwegian Cruise Line Holdings Ltd COM G66721104 3586 218304 SH SOLE 218304 0 0 Novanta Inc Ord COM 67000B104 443 4156 SH SOLE 4156 0 0 OCCIDENTAL PETROLEUM CORP COM 674599105 8604 470201 SH SOLE 470201 0 0 OGE Energy Corp COM 670837103 1455 47931 SH SOLE 47931 0 0 OLD NATIONAL BANCORP COM 680033107 212 15467 SH SOLE 15467 0 0 OLD REPUBLIC INTERNATIONAL CORP COM 680223104 350 21486 SH SOLE 21486 0 0 Omeros Corp COM 682143102 185 12596 SH SOLE 12596 0 0 Omnicom Group Inc COM 681919106 1869 34249 SH SOLE 34249 0 0 Oracle Corp COM 68389X105 3351 60636 SH SOLE 60636 0 0 ORASURE TECHNOLOGIES INC COM 68554V108 846 72820 SH SOLE 72820 0 0 PDL BIOPHARMA INC COM 69329Y104 110 37863 SH SOLE 37863 0 0 Pebblebrook Hotel Trust COM 70509V100 526 38514 SH SOLE 38514 0 0 Pennsylvania Real Estate Investmnt Trust COM 709102107 20 14911 SH SOLE 14911 0 0 PEOPLE'S UNITED FINANCIAL INC COM 712704105 506 43742 SH SOLE 43742 0 0 Pepsico Inc COM 713448108 1349 10204 SH SOLE 10204 0 0 Pfizer Inc COM 717081103 33506 1024654 SH SOLE 1024654 0 0 Philip Morris International Inc COM 718172109 5217 74468 SH SOLE 74468 0 0 Piedmont Office Realty Trust Inc COM 720190206 932 56139 SH SOLE 56139 0 0 Pinnacle West Capital Corp COM 723484101 1839 25095 SH SOLE 25095 0 0 PLUG POWER INC COM 72919P202 698 85054 SH SOLE 85054 0 0 PNM RESOURCES INC (HOLDING CO.) COM 69349H107 310 8076 SH SOLE 8076 0 0 Portland General Electric Co COM 736508847 1503 35949 SH SOLE 35949 0 0 PROGRESSIVE CORP (THE) COM 743315103 3165 39509 SH SOLE 39509 0 0 Proofpoint Inc COM 743424103 1518 13667 SH SOLE 13667 0 0 Prospect Capital Corp COM 74348T102 187 36635 SH SOLE 36635 0 0 Prosperity Bancshares Inc COM 743606105 393 6630 SH SOLE 6630 0 0 Proto Labs Inc COM 743713109 1034 9200 SH SOLE 9200 0 0 PRUDENTIAL FINANCIAL INC COM 744320102 349 5737 SH SOLE 5737 0 0 PS Business Parks Inc COM 69360J107 457 3455 SH SOLE 3455 0 0 PUBLIC STORAGE COM COM 74460D109 5841 30440 SH SOLE 30440 0 0 Puma Biotechnology Inc COM 74587V107 444 42643 SH SOLE 42643 0 0 QUALYS INC COM 74758T303 1646 15833 SH SOLE 15833 0 0 Ralph Lauren Corp COM 751212101 569 7851 SH SOLE 7851 0 0 RAYMOND JAMES FINANCIAL INC COM 754730109 969 14080 SH SOLE 14080 0 0 Raytheon Technologies Corp COM 75513E101 6680 108407 SH SOLE 108407 0 0 Regency Centers Corp COM 758849103 1057 23034 SH SOLE 23034 0 0 REGIONS FINANCIAL CORP COM 7591EP100 307 27647 SH SOLE 27647 0 0 REINSURANCE GROUP OF AMERICA COM 759351604 1987 25336 SH SOLE 25336 0 0 REPLIGEN CORP COM 759916109 1566 12673 SH SOLE 12673 0 0 Retail Properties of America Inc COM 76131V202 231 31633 SH SOLE 31633 0 0 Rollins Inc COM 775711104 1806 42608 SH SOLE 42608 0 0 ROSS STORES INC COM 778296103 405 4754 SH SOLE 4754 0 0 Royal Caribbean Cruises Ltd COM V7780T103 2724 54160 SH SOLE 54160 0 0 ROYAL DUTCH SHELL A COM 780259206 2401 73476 SH SOLE 73476 0 0 Royal Dutch Shell B COM 780259107 2235 73408 SH SOLE 73408 0 0 Royal Gold Inc COM 780287108 1559 12541 SH SOLE 12541 0 0 RYANAIR HOLDINGS PLC COM 783513203 1851 27911 SH SOLE 27911 0 0 RYMAN HOSPITALITY PROPERTIES INC COM 78377T107 308 8928 SH SOLE 8928 0 0 Saia Inc COM 78709Y105 205 1845 SH SOLE 1845 0 0 Sally Beauty Holdings Inc COM 79546E104 663 52984 SH SOLE 52984 0 0 Sanderson Farms Inc COM 800013104 1999 17251 SH SOLE 17251 0 0 Sangamo Therptcs COM 800677106 771 86145 SH SOLE 86145 0 0 Sba Comms Corp COM 78410G104 1747 5866 SH SOLE 5866 0 0 Schwab U.S. REIT ETF COM 808524847 1374 39032 SH SOLE 39032 0 0 Scorpio Tankers Inc COM Y7542C130 3286 256532 SH SOLE 256532 0 0 SCOTTS MIRACLE-GRO CO (THE) COM 810186106 519 3861 SH SOLE 3861 0 0 SEAGATE TECHNOLOGY PLC COM G7945M107 807 16690 SH SOLE 16690 0 0 Select Medical Holdings Corp COM 81619Q105 434 29516 SH SOLE 29516 0 0 Sempra Energy COM 816851109 408 3481 SH SOLE 3481 0 0 SERVICE CORP INTERNATIONAL COM 817565104 672 17287 SH SOLE 17287 0 0 Service Properties Trust COM 81761L102 421 59434 SH SOLE 59434 0 0 SIMON PROPERTY GROUP INC COM 828806109 2923 42757 SH SOLE 42757 0 0 Sina Corp COM G81477104 731 20373 SH SOLE 20373 0 0 SINCLAIR BROADCAST GROUP INC COM 829226109 326 17683 SH SOLE 17683 0 0 SITE Centers Corp COM 82981J109 189 23449 SH SOLE 23449 0 0 Six Flags Entertainment Corp New COM 83001A102 2021 105219 SH SOLE 105219 0 0 SL Green Realty Corp COM 78440X101 997 20231 SH SOLE 20231 0 0 SMITH (A.O.) CORP COM 831865209 2557 54281 SH SOLE 54281 0 0 SOUTH JERSEY INDUSTRIES INC COM 838518108 479 19174 SH SOLE 19174 0 0 SOUTHERN CO (THE) COM 842587107 4357 84050 SH SOLE 84050 0 0 SOUTHWEST AIRLINES CO COM 844741108 3529 103267 SH SOLE 103267 0 0 Southwest Gas Holdings Inc COM 844895102 1023 14829 SH SOLE 14829 0 0 SPDR Energy Select Sector Fund COM 81369Y506 11235 296840 SH SOLE 296840 0 0 SPDR Port Developed World ex-US ETF COM 78463X889 226 8188 SH SOLE 8188 0 0 SPDR S&P Bank ETF COM 78464A797 728 23098 SH SOLE 23098 0 0 SPDR S&P Consumer Staples Etf COM 81369Y308 1957 33389 SH SOLE 33389 0 0 SPDR S&P Financial ETF COM 81369Y605 5876 253971 SH SOLE 253971 0 0 SPDR S&P Health Care ETF COM 81369Y209 13895 138860 SH SOLE 138860 0 0 SPDR S&P Industrial ETF COM 81369Y704 5280 76866 SH SOLE 76866 0 0 SPDR S&P Metals & Mining ETF COM 78464A755 798 37677 SH SOLE 37677 0 0 SPDR S&P Oil & Gas Equipment & Services COM 78468R549 352 10672 SH SOLE 10672 0 0 SPDR S&P Oil & Gas Exploration & Product COM 78468R556 5041 96620 SH SOLE 96620 0 0 SPDR S&P Regional Banking ETF COM 78464A698 2255 58750 SH SOLE 58750 0 0 SPDR S&P Utilities ETF COM 81369Y886 18064 320127 SH SOLE 320127 0 0 SPECTRUM PHARMACEUTICALS INC COM 84763A108 86 25580 SH SOLE 25580 0 0 Spire Inc COM 84857L101 784 11940 SH SOLE 11940 0 0 Spirit Aerosystems Holdings Inc COM 848574109 2180 91062 SH SOLE 91062 0 0 Spirit Airlines Inc COM 848577102 3070 172496 SH SOLE 172496 0 0 Starwood Property Trust Inc COM 85571B105 166 11104 SH SOLE 11104 0 0 STERIS PLC COM G8473T100 386 2517 SH SOLE 2517 0 0 Sterling Bancorp COM 85917A100 371 31681 SH SOLE 31681 0 0 SUNSTONE HOTEL INVESTORS INC COM 867892101 280 34394 SH SOLE 34394 0 0 Supernus Pharmaceuticals Inc COM 868459108 559 23554 SH SOLE 23554 0 0 SVB FINANCIAL GROUP COM 78486Q101 956 4440 SH SOLE 4440 0 0 Take-Two Interactive Software Inc COM 874054109 1177 8438 SH SOLE 8438 0 0 TAL Education Group American Depositary COM 874080104 5877 85958 SH SOLE 85958 0 0 Tanger Factory Outlet Centers Inc COM 875465106 250 35149 SH SOLE 35149 0 0 Tapestry Inc COM 876030107 1165 87762 SH SOLE 87762 0 0 TCF Financial Corp COM 872307103 366 12445 SH SOLE 12445 0 0 TechnipFMC plc Ordinary Share COM G87110105 1530 223804 SH SOLE 223804 0 0 Teck Resources Ltd COM 878742204 336 32277 SH SOLE 32277 0 0 TEEKAY CORP COM Y8564W103 43 18084 SH SOLE 18084 0 0 Tegna Inc COM 87901J105 242 21796 SH SOLE 21796 0 0 Teledyne Technologies Inc COM 879360105 489 1573 SH SOLE 1573 0 0 TELEPHONE AND DATA SYSTEMS COM 879433829 323 16248 SH SOLE 16248 0 0 Teradata Corp COM 88076W103 787 37852 SH SOLE 37852 0 0 Tetra Tech Inc COM 88162G103 230 2916 SH SOLE 2916 0 0 TEXAS INSTRUMENTS INC COM 882508104 3046 23995 SH SOLE 23995 0 0 Textron Inc COM 883203101 658 20022 SH SOLE 20022 0 0 THE HANOVER INSURANCE GROUP INC COM 410867105 301 2978 SH SOLE 2978 0 0 THE TRAVELERS COMPANIES INC COM 89417E109 3172 27815 SH SOLE 27815 0 0 TIM PARTICIPACOES S.A. COM 88706P205 258 19996 SH SOLE 19996 0 0 TJX COMPANIES INC (THE) COM 872540109 1563 30929 SH SOLE 30929 0 0 TORO CO (THE) COM 891092108 674 10166 SH SOLE 10166 0 0 TORONTO DOMINION BANK (THE) COM 891160509 523 11731 SH SOLE 11731 0 0 TOYOTA MOTOR CORP LTD ORD COM 892331307 303 2419 SH SOLE 2419 0 0 Trane Technologies Plc COM G8994E103 1225 13769 SH SOLE 13769 0 0 TREEHOUSE FOODS INC COM 89469A104 676 15448 SH SOLE 15448 0 0 Trinity Industries Inc COM 896522109 448 21084 SH SOLE 21084 0 0 Tripadvisor Inc COM 896945201 1937 101927 SH SOLE 101927 0 0 Triumph Group Inc COM 896818101 277 30749 SH SOLE 30749 0 0 Truist Financial Corp COM 89832Q109 1649 43936 SH SOLE 43936 0 0 Two Harbors Investments Corp COM 90187B408 950 188671 SH SOLE 188671 0 0 Tyler Technologies Inc COM 902252105 1440 4154 SH SOLE 4154 0 0 U.S. BANCORP COM 902973304 2016 54759 SH SOLE 54759 0 0 Ubiquiti Inc COM 90353W103 569 3262 SH SOLE 3262 0 0 UGI Corp COM 902681105 448 14105 SH SOLE 14105 0 0 Ulta Beauty Inc COM 90384S303 2261 11116 SH SOLE 11116 0 0 UMB FINANCIAL CORP COM 902788108 369 7172 SH SOLE 7172 0 0 Umpqua Holdings Corp COM 904214103 346 32535 SH SOLE 32535 0 0 UNDER ARMOUR INC COM 904311107 654 67163 SH SOLE 67163 0 0 United Airlines Holdings Inc COM 910047109 3697 106821 SH SOLE 106821 0 0 UNITED DOMINION REALTY TRUST INC COM 902653104 1396 37356 SH SOLE 37356 0 0 UNIVERSAL HEALTH SERVICES INC COM 913903100 816 8795 SH SOLE 8795 0 0 V.F. CORP COM 918204108 1817 29826 SH SOLE 29826 0 0 Vale S A ADR COM 91912E105 1174 113887 SH SOLE 113887 0 0 VALLEY NATIONAL BANCORP COM 919794107 157 20160 SH SOLE 20160 0 0 VanEck Vectors Oil Services ETF COM 92189H607 960 7884 SH SOLE 7884 0 0 Vanguard Energy ETF COM 92204A306 766 15233 SH SOLE 15233 0 0 Vanguard Financials ETF - DNQ COM 92204A405 242 4247 SH SOLE 4247 0 0 Vanguard FTSE Developed Markets ETF COM 921943858 620 15994 SH SOLE 15994 0 0 Vanguard FTSEEuropean ETF COM 922042874 577 11469 SH SOLE 11469 0 0 Vanguard Real Estate ETF COM 922908553 4376 55733 SH SOLE 55733 0 0 Vanguard Small-Cap ETF - DNQ COM 922908751 609 4186 SH SOLE 4186 0 0 VERIZON COMMUNICATIONS INC COM 92343V104 2327 42214 SH SOLE 42214 0 0 VERTEX PHARMACEUTICALS INC COM 92532F100 5479 18876 SH SOLE 18876 0 0 Viasat Inc COM 92552V100 424 11070 SH SOLE 11070 0 0 Vipshop Holdings Ltd COM 92763W103 1791 89985 SH SOLE 89985 0 0 VORNADO RLTY TR SH BEN INT COM 929042109 691 18088 SH SOLE 18088 0 0 W.R. BERKLEY CORP COM 084423102 1120 19563 SH SOLE 19563 0 0 WALGREENS BOOTS ALLIANCE INC COM 931427108 5049 119130 SH SOLE 119130 0 0 Walmart Inc COM 931142103 11246 93891 SH SOLE 93891 0 0 WASTE MANAGEMENT INC COM 94106L109 600 5671 SH SOLE 5671 0 0 Watsco Inc Cl A COM 942622200 483 2721 SH SOLE 2721 0 0 WEBSTER FINANCIAL CORP COM 947890109 362 12660 SH SOLE 12660 0 0 WEC ENERGY GROUP INC COM 92939U106 4583 52295 SH SOLE 52295 0 0 WEINGARTEN REALTY INVESTORS COM 948741103 280 14816 SH SOLE 14816 0 0 Wells Fargo & Co COM 949746101 6704 261898 SH SOLE 261898 0 0 Welltower Inc COM 95040Q104 4156 80311 SH SOLE 80311 0 0 Western Union Co (The) COM 959802109 3814 176446 SH SOLE 176446 0 0 WestRock Company COM 96145D105 324 11466 SH SOLE 11466 0 0 Willis Towers Watson Public Ltd Company COM G96629103 2770 14068 SH SOLE 14068 0 0 WisdomTree Japan Hedged Equity Fund COM 97717W851 1100 23409 SH SOLE 23409 0 0 Wyndham Destinations Inc COM 98310W108 434 15405 SH SOLE 15405 0 0 Xcel Energy Inc COM 98389B100 4616 73870 SH SOLE 73870 0 0 Xerox Holdings Corporation COM 98421M106 1211 79232 SH SOLE 79232 0 0 Xylem Inc COM 98419M100 3264 50256 SH SOLE 50256 0 0 Zions Bancorp COM 989701107 623 18326 SH SOLE 18326 0 0