0001629649-19-000012.txt : 20191106 0001629649-19-000012.hdr.sgml : 20191106 20191106130926 ACCESSION NUMBER: 0001629649-19-000012 CONFORMED SUBMISSION TYPE: 13F-HR PUBLIC DOCUMENT COUNT: 2 CONFORMED PERIOD OF REPORT: 20190930 FILED AS OF DATE: 20191106 DATE AS OF CHANGE: 20191106 EFFECTIVENESS DATE: 20191106 FILER: COMPANY DATA: COMPANY CONFORMED NAME: NORTHWESTERN MUTUAL INVESTMENT MANAGEMENT COMPANY, LLC CENTRAL INDEX KEY: 0001629649 IRS NUMBER: 452034777 STATE OF INCORPORATION: DE FISCAL YEAR END: 1231 FILING VALUES: FORM TYPE: 13F-HR SEC ACT: 1934 Act SEC FILE NUMBER: 028-16929 FILM NUMBER: 191195754 BUSINESS ADDRESS: STREET 1: 720 EAST WISCONSIN AVENUE CITY: MILWAUKEE STATE: WI ZIP: 53202 BUSINESS PHONE: 4146651444 MAIL ADDRESS: STREET 1: 720 EAST WISCONSIN AVENUE CITY: MILWAUKEE STATE: WI ZIP: 53202 13F-HR 1 primary_doc.xml 13F-HR LIVE false false false 0001629649 XXXXXXXX 09-30-2019 09-30-2019 NORTHWESTERN MUTUAL INVESTMENT MANAGEMENT COMPANY, LLC

720 EAST WISCONSIN AVENUE MILWAUKEE WI 53202

13F COMBINATION REPORT 028-16929 0001080434 028-04701 ABERDEEN ASSET MANAGEMENT PLC/UK 0001267311 028-14274 ASHMORE INVESTMENT MANAGEMENT LTD 0000200217 028-00400 DODGE & COX 0000928196 028-04434 HARDING LOEVNER LP 0000912938 028-04968 MASSACHUSETTS FINANCIAL SERVICES CO /MA/ 0001163368 028-10952 PACIFIC INVESTMENT MANAGEMENT CO LLC 0000315282 028-01074 TEMPLETON INVESTMENT COUNSEL LLC 0000902219 028-04557 WELLINGTON MANAGEMENT GROUP LLP N RANDY PAVLICK 414 665-1729 RANDY PAVLICK MILWAUKEE WI 11-04-2019 1 921 4567103 false 1 0000073076 028-00229 NORTHWESTERN MUTUAL LIFE INSURANCE CO INFORMATION TABLE 2 form13fInfoTable.xml DESCRIPTION FOR INFORMATION TABLE 3M COCOM88579Y101360221907SHDFND1219070058 COM INCSPON ADR REP A31680Q104130326423SHDFND12642300AARONS INCCOM PAR $0.50002535300123819259SHDFND11925900ABBOTT LABSCOM002824100563167305SHDFND16730500ABBVIE INCCOM00287Y109426356303SHDFND15630300ABIOMED INCCOM0036541003071727SHDFND1172700ACADIA HEALTHCARE COMPANY INCOM00404A10978425241SHDFND12524100ACI WORLDWIDE INCCOM004498101104233279SHDFND13327900ACTIVISION BLIZZARD INCCOM00507V109154629210SHDFND12921000ACUITY BRANDS INCCOM00508Y102153311376SHDFND11137600ADOBE INCCOM00724F101510718486SHDFND11848600ADTALEM GLOBAL ED INCCOM00737L10359615660SHDFND11566000ADVANCE AUTO PARTS INCCOM00751Y1064502719SHDFND1271900ADVANCED MICRO DEVICES INCCOM007903107119841339SHDFND14133900AECOMCOM00766T100168944973SHDFND14497300AES CORPCOM00130H10541325280SHDFND12528000AFFILIATED MANAGERS GROUP INCOM0082521081611928SHDFND1192800AFLAC INCCOM001055102147528195SHDFND12819500AGCO CORPCOM001084102136618043SHDFND11804300AGILENT TECHNOLOGIES INCCOM00846U10190311786SHDFND11178600AIR PRODS & CHEMS INCCOM00915810618628391SHDFND1839100AKAMAI TECHNOLOGIES INCCOM00971T1015746283SHDFND1628300ALASKA AIR GROUP INCCOM0116591093054694SHDFND1469400ALBEMARLE CORPCOM0126531012814037SHDFND1403700ALEXANDER & BALDWIN INC NEWCOM01449110447519363SHDFND11936300ALEXANDRIA REAL ESTATE EQ INCOM0152711096654318SHDFND1431800ALEXION PHARMACEUTICALS INCCOM0153511098368539SHDFND1853900ALIGN TECHNOLOGY INCCOM0162551015012768SHDFND1276800ALLEGHANY CORP DELCOM01717510032824114SHDFND1411400ALLEGHENY TECHNOLOGIES INCCOM01741R10272835950SHDFND13595000ALLETE INCCOM NEW018522300128714729SHDFND11472900ALLIANCE DATA SYSTEMS CORPCOM0185811082001559SHDFND1155900ALLIANT ENERGY CORPCOM0188021084889045SHDFND1904500ALLSCRIPTS HEALTHCARE SOLUTNCOM01988P10852247518SHDFND14751800ALLSTATE CORPCOM020002101136312537SHDFND11253700ALPHABET INCCAP STK CL A02079K3051393011407SHDFND11140700ALPHABET INCCAP STK CL C02079K1071402811508SHDFND11150800ALTRIA GROUP INCCOM02209S10386821222SHDFND12122200AMAZON COM INCCOM0231351062746715823SHDFND11582300AMC NETWORKS INCCL A00164V10361912591SHDFND11259100AMEDISYS INCCOM02343610812029175SHDFND1917500AMEREN CORPCOM0236081027499360SHDFND1936000AMERICAN AIRLS GROUP INCCOM02376R10240715092SHDFND11509200AMERICAN CAMPUS CMNTYS INCCOM024835100188439178SHDFND13917800AMERICAN EAGLE OUTFITTERS INCOM02553E10673545287SHDFND14528700AMERICAN ELEC PWR CO INCCOM025537101176218805SHDFND11880500AMERICAN EXPRESS COCOM025816109306525909SHDFND12590900AMERICAN FINL GROUP INC OHIOCOM025932104229621286SHDFND12128600AMERICAN INTL GROUP INCCOM NEW026874784184533127SHDFND13312700AMERICAN TOWER CORP NEWCOM03027X100372816858SHDFND11685800AMERICAN WTR WKS CO INC NEWCOM0304201038556879SHDFND1687900AMERIPRISE FINL INCCOM03076C1067334984SHDFND1498400AMERISOURCEBERGEN CORPCOM03073E1054775792SHDFND1579200AMETEK INC NEWCOM0311001007988696SHDFND1869600AMGEN INCCOM031162100441922837SHDFND12283700AMPHENOL CORP NEWCL A032095101109311327SHDFND11132700ANALOG DEVICES INCCOM032654105445639883SHDFND13988300ANSYS INCCOM03662Q105337015224SHDFND11522400ANTERO MIDSTREAM CORPCOM03676B102123091663354SHDFND1166335400ANTHEM INCCOM03675210323399742SHDFND1974200APACHE CORPCOM03741110536714317SHDFND11431700APARTMENT INVT & MGMT COCL A03748R7542965669SHDFND1566900APERGY CORPCOM03755L10459722087SHDFND12208700APPLE INCCOM03783310036232161771SHDFND116177100APPLIED MATLS INCCOM038222105175535178SHDFND13517800APTARGROUP INCCOM038336103216318260SHDFND11826000AQUA AMERICA INCCOM03836W103275861526SHDFND16152600ARCHER DANIELS MIDLAND COCOM03948310287121210SHDFND12121000ARCONIC INCCOM03965L10038414752SHDFND11475200ARISTA NETWORKS INCCOM0404131064952072SHDFND1207200ARROW ELECTRS INCCOM042735100176823706SHDFND12370600ASGN INCCOM00191U10294815083SHDFND11508300ASHLAND GLOBAL HLDGS INCCOM044186104133017257SHDFND11725700ASSOCIATED BANC CORPCOM04548710593646239SHDFND14623900ASSURANT INCCOM04621X1082932327SHDFND1232700AT&T INCCOM00206R10210529278261SHDFND127826100ATMOS ENERGY CORPCOM0495601055134502SHDFND1450200AUTODESK INCCOM05276910612358363SHDFND1836300AUTOHOME INCSP ADR RP CL A05278C107238728718SHDFND12871800AUTOMATIC DATA PROCESSING INCOM053015103266816526SHDFND11652600AUTONATION INCCOM05329W10285016763SHDFND11676300AUTOZONE INCCOM0533321021014935SHDFND193500AVALONBAY CMNTYS INCCOM05348410111455319SHDFND1531900AVANOS MED INCCOM05350V10651013603SHDFND11360300AVERY DENNISON CORPCOM0536111093643206SHDFND1320600AVIS BUDGET GROUP INCCOM05377410547116682SHDFND11668200AVNET INCCOM053807103131429545SHDFND12954500AXON ENTERPRISE INCCOM05464C10195916896SHDFND11689600BAKER HUGHES A GE COCL A05722G10057424735SHDFND12473500BALL CORPCOM05849810692112644SHDFND11264400BANCO BRADESCO S ASP ADR PFD NEW0594603033903479452SHDFND147945200BANCO SANTANDER CHILE NEWSP ADR REP COM05965X109114841000SHDFND14100000BANCORPSOUTH BK TUPELO MISSCOM05971J10279026697SHDFND12669700BANK AMER CORPCOM0605051049306319026SHDFND131902600BANK HAWAII CORPCOM06254010999511584SHDFND11158400BANK NEW YORK MELLON CORPCOM064058100147732667SHDFND13266700BANK OZKCOM06417N10394034468SHDFND13446800BAXTER INTL INCCOM071813109170119442SHDFND11944200BB&T CORPCOM054937107155729177SHDFND12917700BECTON DICKINSON & COCOM075887109260010280SHDFND11028000BED BATH & BEYOND INCCOM07589610038836433SHDFND13643300BELDEN INCCOM07745410658811016SHDFND11101600BERKLEY W R CORPCOM084423102298041262SHDFND14126200BERKSHIRE HATHAWAY INC DELCL B NEW0846707021553374672SHDFND17467200BEST BUY INCCOM0865161016098832SHDFND1883200BIO RAD LABS INCCL A09057220720396129SHDFND1612900BIO TECHNE CORPCOM09073M104212410853SHDFND11085300BIOGEN INCCOM09062X10316357024SHDFND1702400BJS WHSL CLUB HLDGS INCCOM05550J101151158408SHDFND15840800BLACK HILLS CORPCOM092113109133617411SHDFND11741100BLACKBAUD INCCOM09227Q100126714021SHDFND11402100BLACKROCK INCCOM09247X10119944474SHDFND1447400BLOCK H & R INCCOM0936711051817644SHDFND1764400BOEING COCOM097023105774520357SHDFND12035700BOOKING HLDGS INCCOM09857L10831771619SHDFND1161900BORGWARNER INCCOM0997241062887864SHDFND1786400BOSTON BEER INCCL A1005571079542619SHDFND1261900BOSTON PROPERTIES INCCOM1011211017105474SHDFND1547400BOSTON SCIENTIFIC CORPCOM101137107215853046SHDFND15304600BOYD GAMING CORPCOM10330410154622816SHDFND12281600BP MIDSTREAM PARTNERS LPUNIT LTD PTNR0556EL1097312500805SHDFND150080500BRIGHTHOUSE FINL INCCOM10922N103128631767SHDFND13176700BRINKER INTL INCCOM10964110045610693SHDFND11069300BRINKS COCOM109696104118314256SHDFND11425600BRISTOL MYERS SQUIBB COCOM110122108315962293SHDFND16229300BRIXMOR PPTY GROUP INCCOM11120U105172384927SHDFND18492700BROADCOM INCCOM11135F101418515159SHDFND11515900BROADRIDGE FINL SOLUTIONS INCOM11133T1035424352SHDFND1435200BROWN & BROWN INCCOM115236101240066567SHDFND16656700BROWN FORMAN CORPCL B1156372094356932SHDFND1693200BRUNSWICK CORPCOM117043109127424443SHDFND12444300C H ROBINSON WORLDWIDE INCCOM NEW12541W2094375156SHDFND1515600CABLE ONE INCCOM12685J10517971432SHDFND1143200CABOT CORPCOM12705510174716475SHDFND11647500CABOT OIL & GAS CORPCOM12709710328015932SHDFND11593200CACI INTL INCCL A12719030416417094SHDFND1709400CADENCE DESIGN SYSTEM INCCOM127387108531280394SHDFND18039400CAESARS ENTMT CORPCOM1276861031848158468SHDFND115846800CAMDEN PPTY TRSH BEN INT133131102306527609SHDFND12760900CAMPBELL SOUP COCOM1344291093016422SHDFND1642200CANTEL MEDICAL CORPCOM13809810878410479SHDFND11047900CAPITAL ONE FINL CORPCOM14040H105163017911SHDFND11791100CARDINAL HEALTH INCCOM14149Y10853611354SHDFND11135400CARLISLE COS INCCOM142339100234916140SHDFND11614000CARMAX INCCOM1431301025556305SHDFND1630500CARNIVAL CORPUNIT 99/99/999914365830066615248SHDFND11524800CARPENTER TECHNOLOGY CORPCOM14428510370213591SHDFND11359100CARTERS INCCOM146229109116312756SHDFND11275600CASEYS GEN STORES INCCOM147528103169010484SHDFND11048400CATALENT INCCOM148806102198441636SHDFND14163600CATERPILLAR INC DELCOM149123101270621424SHDFND12142400CATHAY GEN BANCORPCOM14915010475121621SHDFND12162100CBOE GLOBAL MARKETS INCCOM12503M1084894253SHDFND1425300CBRE GROUP INCCL A12504L10967912809SHDFND11280900CBS CORP NEWCL B12485720250312461SHDFND11246100CDK GLOBAL INCCOM12508E101166234558SHDFND13455800CDW CORPCOM12514G1086795510SHDFND1551000CELANESE CORP DELCOM1508701035764713SHDFND1471300CELGENE CORPCOM151020104268026989SHDFND12698900CENTENE CORP DELCOM15135B10168115751SHDFND11575100CENTERPOINT ENERGY INCCOM15189T10757719125SHDFND11912500CENTURYLINK INCCOM15670010646737384SHDFND13738400CERNER CORPCOM15678210482712125SHDFND11212500CF INDS HLDGS INCCOM1252691004098314SHDFND1831400CHARLES RIV LABS INTL INCCOM159864107184213917SHDFND11391700CHARTER COMMUNICATIONS INC NCL A16119P10825376157SHDFND1615700CHEESECAKE FACTORY INCCOM16307210148811708SHDFND11170800CHEMED CORP NEWCOM16359R10318964540SHDFND1454000CHEMOURS COCOM16385110869646615SHDFND14661500CHENIERE ENERGY INCCOM NEW16411R20861653977695SHDFND197769500CHENIERE ENERGY PARTNERS LPCOM UNIT16411Q101385584771SHDFND18477100CHESAPEAKE ENERGY CORPCOM165167107453321568SHDFND132156800CHESAPEAKE ENERGY CORPNOTE 5.500% 9/1165167CY128624790000PRNDFND1479000000CHEVRON CORP NEWCOM166764100857472295SHDFND17229500CHIPOTLE MEXICAN GRILL INCCOM169656105817972SHDFND197200CHURCH & DWIGHT INCCOM1713401027089410SHDFND1941000CHURCHILL DOWNS INCCOM171484108125410160SHDFND11016000CIENA CORPCOM NEW171779309173544228SHDFND14422800CIGNA CORP NEWCOM125523100218314380SHDFND11438000CIMAREX ENERGY COCOM1717981011853864SHDFND1386400CINCINNATI FINL CORPCOM1720621016755785SHDFND1578500CINEMARK HOLDINGS INCCOM17243V102117530398SHDFND13039800CINTAS CORPCOM1729081058483162SHDFND1316200CIRRUS LOGIC INCCOM17275510088816578SHDFND11657800CISCO SYS INCCOM17275R1027988161667SHDFND116166700CITIGROUP INCCOM NEW172967424594386028SHDFND18602800CITIZENS FINL GROUP INCCOM17461010560217026SHDFND11702600CITRIX SYS INCCOM1773761004524686SHDFND1468600CLEAN HARBORS INCCOM184496107113114654SHDFND11465400CLOROX CO DELCOM1890541097274788SHDFND1478800CME GROUP INCCOM12572Q105288213637SHDFND11363700CMS ENERGY CORPCOM12589610069110807SHDFND11080700CNO FINL GROUP INCCOM12621E10370444479SHDFND14447900CNX RESOURCES CORPORATIONCOM12653C10838853481SHDFND15348100COCA COLA COCOM1912161007978146554SHDFND114655400COGNEX CORPCOM192422103239148662SHDFND14866200COGNIZANT TECHNOLOGY SOLUTIOCL A192446102126721032SHDFND12103200COHERENT INCCOM19247910310516838SHDFND1683800COLFAX CORPCOM19401410669223821SHDFND12382100COLGATE PALMOLIVE COCOM194162103567677211SHDFND17721100COMCAST CORP NEWCL A20030N1017786172720SHDFND117272000COMERICA INCCOM2003401073755688SHDFND1568800COMMERCE BANCSHARES INCCOM200525103170828163SHDFND12816300COMMERCIAL METALS COCOM20172310358433625SHDFND13362500COMMVAULT SYSTEMS INCCOM20416610253011852SHDFND11185200COMPASS MINERALS INTL INCCOM20451N1015469662SHDFND1966200CONAGRA BRANDS INCCOM20588710256918531SHDFND11853100CONCHO RES INCCOM20605P1015207657SHDFND1765700CONOCOPHILLIPSCOM20825C104240942276SHDFND14227600CONSOLIDATED EDISON INCCOM209115104119512648SHDFND11264800CONSTELLATION BRANDS INCCL A21036P10813206369SHDFND1636900COOPER COS INCCOM NEW2166484025601887SHDFND1188700COPART INCCOM2172041066177678SHDFND1767800CORECIVIC INCCOM21871N10158733958SHDFND13395800CORELOGIC INCCOM21871D103105722848SHDFND12284800CORESITE RLTY CORPCOM21870Q105128210519SHDFND11051900CORNING INCCOM21935010584829737SHDFND12973700CORPORATE OFFICE PPTYS TRSH BEN INT22002T10895131921SHDFND13192100CORTEVA INCCOM22052L10479928520SHDFND12852000COSTCO WHSL CORP NEWCOM22160K105482516748SHDFND11674800COTY INCCOM CL A22207020311811201SHDFND11120100COUSINS PPTYS INCCOM NEW222795502157341847SHDFND14184700COVETRUS INCCOM22304C10033027779SHDFND12777900CRACKER BARREL OLD CTRY STORCOM22410J10611156856SHDFND1685600CRANE COCOM224399105117114529SHDFND11452900CREE INCCOM225447101149530503SHDFND13050300CROWN CASTLE INTL CORP NEWCOM22822V101220115832SHDFND11583200CSX CORPCOM126408103210530395SHDFND13039500CULLEN FROST BANKERS INCCOM229899109144016257SHDFND11625700CUMMINS INCCOM2310211069776008SHDFND1600800CURTISS WRIGHT CORPCOM231561101157612183SHDFND11218300CVS HEALTH CORPCOM126650100312449525SHDFND14952500CYPRESS SEMICONDUCTOR CORPCOM2328061092458105304SHDFND110530400CYRUSONE INCCOM23283R100255332275SHDFND13227500D R HORTON INCCOM23331A10967612816SHDFND11281600DANA INCORPORATEDCOM23582520559341037SHDFND14103700DANAHER CORPORATIONCOM235851102351224314SHDFND12431400DARDEN RESTAURANTS INCCOM2371941055534677SHDFND1467700DAVITA INCCOM23918K1082103687SHDFND1368700DCP MIDSTREAM LPCOM UT LTD PTN23311P1002720103768SHDFND110376800DECKERS OUTDOOR CORPCOM24353710712148235SHDFND1823500DEERE & COCOM244199105202211990SHDFND11199000DELEK US HLDGS INC NEWCOM24665A1038019220911SHDFND122091100DELTA AIR LINES INC DELCOM NEW247361702126922037SHDFND12203700DELUXE CORPCOM24801910160212241SHDFND11224100DENTSPLY SIRONA INCCOM24906P109103119346SHDFND11934600DESCARTES SYS GROUP INCCOM24990610841510272SHDFND11027200DEVON ENERGY CORP NEWCOM25179M10337015393SHDFND11539300DIAMONDBACK ENERGY INCCOM25278X1095586209SHDFND1620900DICKS SPORTING GOODS INCCOM25339310276718787SHDFND11878700DIGITAL RLTY TR INCCOM25386810310307935SHDFND1793500DILLARDS INCCL A2540671011932912SHDFND1291200DISCOVER FINL SVCSCOM25470910898312118SHDFND11211800DISCOVERY INCCOM SER A25470F1041606018SHDFND1601800DISCOVERY INCCOM SER C25470F30232513212SHDFND11321200DISH NETWORK CORPCL A25470M1093129162SHDFND1916200DISNEY WALT COCOM DISNEY254687106894068599SHDFND16859900DOLLAR GEN CORP NEWCOM25667710515569789SHDFND1978900DOLLAR TREE INCCOM25674610810299011SHDFND1901100DOMINION ENERGY INCCOM25746U109253631299SHDFND13129900DOMINOS PIZZA INCCOM25754A201287611757SHDFND11175700DOMTAR CORPCOM NEW25755920363917845SHDFND11784500DONALDSON INCCOM257651109189436363SHDFND13636300DOUGLAS EMMETT INCCOM25960P109201246972SHDFND14697200DOVER CORPCOM2600031085515538SHDFND1553800DOW INCCOM260557103134928303SHDFND12830300DTE ENERGY COCOM2333311079286980SHDFND1698000DUKE ENERGY CORP NEWCOM NEW26441C204266027746SHDFND12774600DUKE REALTY CORPCOM NEW26441150546813764SHDFND11376400DUNKIN BRANDS GROUP INCCOM265504100187223585SHDFND12358500DUPONT DE NEMOURS INCCOM26614N102202428389SHDFND12838900DXC TECHNOLOGY COCOM23355L1062949976SHDFND1997600DYCOM INDS INCCOM2674751014588980SHDFND1898000E TRADE FINANCIAL CORPCOM NEW2692464013999132SHDFND1913200EAGLE MATERIALS INCCOM26969P108107811982SHDFND11198200EAST WEST BANCORP INCCOM27579R104183841500SHDFND14150000EASTGROUP PPTY INCCOM277276101133910709SHDFND11070900EASTMAN CHEMICAL COCOM2774321003855217SHDFND1521700EATON VANCE CORPCOM NON VTG278265103144832233SHDFND13223300EBAY INCCOM278642103117030025SHDFND13002500ECOLAB INCCOM27886510018889534SHDFND1953400EDGEWELL PERS CARE COCOM28035Q10250215443SHDFND11544300EDISON INTLCOM281020107102913637SHDFND11363700EDWARDS LIFESCIENCES CORPCOM28176E10817427920SHDFND1792000ELDORADO RESORTS INCCOM28470R10274318626SHDFND11862600ELECTRONIC ARTS INCCOM285512109109811223SHDFND11122300EMCOR GROUP INCCOM29084Q100137816006SHDFND11600600EMERSON ELEC COCOM291011104156623424SHDFND12342400ENCOMPASS HEALTH CORPCOM29261A100178028127SHDFND12812700ENERGIZER HLDGS INC NEWCOM29272W10979618271SHDFND11827100ENERGY TRANSFER LPCOM UT LTD PTN29273V100724845541559SHDFND1554155900ENERSYSCOM29275Y10279912113SHDFND11211300ENTERGY CORP NEWCOM29364G1038897572SHDFND1757200ENTERPRISE PRODS PARTNERS LCOM293792107829462902224SHDFND1290222400EOG RES INCCOM26875P101164022101SHDFND12210100EPR PPTYSCOM SH BEN INT26884U109170022115SHDFND12211500EQM MIDSTREAM PARTNERS LPUNIT LTD PARTN26885B10029118890449SHDFND189044900EQT CORPCOM26884L10977572852SHDFND17285200EQUIFAX INCCOM2944291056484603SHDFND1460300EQUINIX INCCOM29444U70018643231SHDFND1323100EQUITRANS MIDSTREAM CORPORATCOM29460010184658174SHDFND15817400EQUITY RESIDENTIALSH BEN INT29476L107114513275SHDFND11327500ESSEX PPTY TR INCCOM2971781058182503SHDFND1250300ETSY INCCOM29786A106194134348SHDFND13434800EVERCORE INCCLASS A29977A10591111368SHDFND11136800EVERGY INCCOM30034W1065978967SHDFND1896700EVERSOURCE ENERGYCOM30040W108105312324SHDFND11232400EXELIXIS INCCOM30161Q104152786369SHDFND18636900EXELON CORPCOM30161N101178736999SHDFND13699900EXPEDIA GROUP INCCOM NEW30212P3037165326SHDFND1532600EXPEDITORS INTL WASH INCCOM3021301094836501SHDFND1650100EXTRA SPACE STORAGE INCCOM30225T1025724894SHDFND1489400EXXON MOBIL CORPCOM30231G10211377161127SHDFND116112700F M C CORPCOM NEW3024913034364967SHDFND1496700F5 NETWORKS INCCOM3156161023222290SHDFND1229000FACEBOOK INCCL A30303M1021631491613SHDFND19161300FACTSET RESH SYS INCCOM303075105265010908SHDFND11090800FAIR ISAAC CORPCOM30325010425018240SHDFND1824000FASTENAL COCOM31190010471321837SHDFND12183700FEDERAL REALTY INVT TRSH BEN INT NEW3137472063612655SHDFND1265500FEDERATED INVS INC PACL B31421110388827410SHDFND12741000FEDEX CORPCOM31428X10613309139SHDFND1913900FIDELITY NATL INFORMATION SVCOM31620M106310123361SHDFND12336100FIFTH THIRD BANCORPCOM31677310076227817SHDFND12781700FIRST AMERN FINL CORPCOM31847R102188631963SHDFND13196300FIRST FINL BANKSHARESCOM32020R109129138724SHDFND13872400FIRST HORIZON NATL CORPCOM320517105144389098SHDFND18909800FIRST INDUSTRIAL REALTY TRUSCOM32054K103142736066SHDFND13606600FIRST REP BK SAN FRANCISCO CCOM33616C1006196406SHDFND1640600FIRST SOLAR INCCOM336433107125521637SHDFND12163700FIRSTCASH INCCOM33767D105112312251SHDFND11225100FIRSTENERGY CORPCOM33793210799220563SHDFND12056300FISERV INCCOM337738108225221738SHDFND12173800FIVE BELOW INCCOM33829M101200115872SHDFND11587200FLEETCOR TECHNOLOGIES INCCOM3390411059463297SHDFND1329700FLIR SYS INCCOM3024451012725165SHDFND1516500FLOWERS FOODS INCCOM343498101126954882SHDFND15488200FLOWSERVE CORPCOM34354P1052334995SHDFND1499500FLUOR CORP NEWCOM34341210276339898SHDFND13989800FNB CORP PACOM302520101106892632SHDFND19263200FOMENTO ECONOMICO MEXICANO SSPON ADR UNITS344419106228024900SHDFND12490000FOOT LOCKER INCCOM344849104135031280SHDFND13128000FORD MTR CO DELCOM3453708601367149241SHDFND114924100FORTINET INCCOM34959E1094155404SHDFND1540400FORTIVE CORPCOM34959J10877111244SHDFND11124400FORTUNE BRANDS HOME & SEC INCOM34964C1062915326SHDFND1532600FOX CORPCL A COM35137L10542613497SHDFND11349700FOX CORPCL B COM35137L2041956183SHDFND1618300FRANKLIN RES INCCOM35461310131010741SHDFND11074100FREEPORT-MCMORAN INCCL B35671D85752955252SHDFND15525200FULTON FINL CORP PACOM36027110076747409SHDFND14740900GALLAGHER ARTHUR J & COCOM3635761096357086SHDFND1708600GAP INCCOM3647601081428156SHDFND1815600GARTNER INCCOM3666511074913433SHDFND1343300GATX CORPCOM36144810378910180SHDFND11018000GENERAL DYNAMICS CORPCOM36955010816288910SHDFND1891000GENERAL ELECTRIC COCOM3696041032971332340SHDFND133234000GENERAL MLS INCCOM370334104126722982SHDFND12298200GENERAL MTRS COCOM37045V100179347846SHDFND14784600GENESEE & WYO INCCL A371559105178416141SHDFND11614100GENTEX CORPCOM371901109200072646SHDFND17264600GENUINE PARTS COCOM3724601055545562SHDFND1556200GENWORTH FINL INCCOM CL A37247D106631143513SHDFND114351300GEO GROUP INC NEWCOM36162J10659934573SHDFND13457300GILEAD SCIENCES INCCOM375558103305748229SHDFND14822900GLOBAL PMTS INCCOM37940X102181711425SHDFND11142500GLOBE LIFE INCCOM37959E1023663822SHDFND1382200GLOBUS MED INCCL A379577208111721855SHDFND12185500GOLDMAN SACHS GROUP INCCOM38141G104255412324SHDFND11232400GOODYEAR TIRE & RUBR COCOM38255010195566299SHDFND16629900GRACO INCCOM384109104219047562SHDFND14756200GRAHAM HLDGS COCOM3846371048231240SHDFND1124000GRAINGER W W INCCOM3848021045001683SHDFND1168300GRANITE CONSTR INCCOM38732810742913356SHDFND11335600GREEN DOT CORPCL A39304D10234313593SHDFND11359300GREIF INCCL A3976241072847487SHDFND1748700GRUBHUB INCCOM400110102146426048SHDFND12604800HAEMONETICS CORPCOM405024100182614476SHDFND11447600HAIN CELESTIAL GROUP INCCOM40521710049122882SHDFND12288200HALLIBURTON COCOM40621610162933357SHDFND13335700HANCOCK WHITNEY CORPORATIONCOM41012010999025864SHDFND12586400HANESBRANDS INCCOM41034510221113768SHDFND11376800HANOVER INS GROUP INCCOM410867105152911278SHDFND11127800HARLEY DAVIDSON INCCOM4128221082155968SHDFND1596800HARTFORD FINL SVCS GROUP INCCOM41651510483513770SHDFND11377000HASBRO INCCOM4180561075304469SHDFND1446900HAWAIIAN ELEC INDUSTRIESCOM419870100141731072SHDFND13107200HCA HEALTHCARE INCCOM40412C101122010128SHDFND11012800HCP INCCOM40414L10966618702SHDFND11870200HEALTHCARE RLTY TRCOM421946104123536852SHDFND13685200HEALTHCARE SVCS GRP INCCOM42190610851321132SHDFND12113200HEALTHEQUITY INCCOM42226A107115120136SHDFND12013600HELMERICH & PAYNE INCCOM4234521011674167SHDFND1416700HENRY JACK & ASSOC INCCOM4262811014282932SHDFND1293200HENRY SCHEIN INCCOM8064071023585645SHDFND1564500HERSHEY COCOM4278661088795673SHDFND1567300HESS CORPCOM42809H1075969855SHDFND1985500HEWLETT PACKARD ENTERPRISE CCOM42824C10975449720SHDFND14972000HI CRUSH INCCOM428337109174100082SHDFND110008200HIGHWOODS PPTYS INCCOM431284108132929575SHDFND12957500HILL ROM HLDGS INCCOM431475102200519051SHDFND11905100HILTON WORLDWIDE HLDGS INCCOM43300A203101710924SHDFND11092400HNI CORPCOM40425110043412225SHDFND11222500HOLLYFRONTIER CORPCOM4361061083095766SHDFND1576600HOLOGIC INCCOM43644010151410180SHDFND11018000HOME BANCSHARES INCCOM43689320083544408SHDFND14440800HOME DEPOT INCCOM437076102967641705SHDFND14170500HONEYWELL INTL INCCOM438516106463627400SHDFND12740000HORMEL FOODS CORPCOM44045210046210574SHDFND11057400HOST HOTELS & RESORTS INCCOM44107P10448127796SHDFND12779600HP INCCOM40434L105106856434SHDFND15643400HUAZHU GROUP LTDSPONSORED ADS44332N106186256393SHDFND15639300HUBBELL INCCOM443510607203915514SHDFND11551400HUMANA INCCOM44485910213155145SHDFND1514500HUNT J B TRANS SVCS INCCOM4456581073603253SHDFND1325300HUNTINGTON BANCSHARES INCCOM44615010456439522SHDFND13952200HUNTINGTON INGALLS INDS INCCOM4464131063341575SHDFND1157500ICU MED INCCOM44930G1078755480SHDFND1548000IDACORP INCCOM451107106161914370SHDFND11437000IDEX CORPCOM45167R1044732888SHDFND1288800IDEXX LABS INCCOM45168D1048913278SHDFND1327800II VI INCCOM90210410886424540SHDFND12454000ILLINOIS TOOL WKS INCCOM452308109175411210SHDFND11121000ILLUMINA INCCOM45232710917035598SHDFND1559800INCYTE CORPCOM45337C1025056798SHDFND1679800INDEPENDENCE CONTRACT DRIL ICOM453415309997831032SHDFND183103200INGEVITY CORPCOM45688C107101311935SHDFND11193500INGREDION INCCOM457187102155519027SHDFND11902700INSPERITY INCCOM45778Q107108911039SHDFND11103900INTEGRA LIFESCIENCES HLDGS CCOM NEW457985208121620242SHDFND12024200INTEL CORPCOM4581401008693168700SHDFND116870000INTERACTIVE BROKERS GROUP INCOM CL A45841N107117721883SHDFND12188300INTERCONTINENTAL EXCHANGE INCOM45866F104196921341SHDFND12134100INTERDIGITAL INCCOM45867G1014668875SHDFND1887500INTERNATIONAL BANCSHARES CORCOM45904410363616475SHDFND11647500INTERNATIONAL BUSINESS MACHSCOM459200101490633735SHDFND13373500INTERNATIONAL FLAVORS&FRAGRACOM4595061014994066SHDFND1406600INTERNATIONAL SPEEDWAY CORPCL A4603352013066802SHDFND1680200INTERPUBLIC GROUP COS INCCOM46069010031814746SHDFND11474600INTL PAPER COCOM46014610362614960SHDFND11496000INTUITCOM46120210326349903SHDFND1990300INTUITIVE SURGICAL INCCOM NEW46120E60223704389SHDFND1438900IPG PHOTONICS CORPCOM44980X1091841358SHDFND1135800IQVIA HLDGS INCCOM46266C10510366938SHDFND1693800IRON MTN INC NEWCOM46284V10135410934SHDFND11093400ISHARES INCCORE MSCI EMKT46434G1034145288456300SHDFND1845630000ISHARES TRCORE MSCI EAFE46432F8421181461934600SHDFND1193460000ISHARES TRCORE S&P MCP ETF464287507149632774370SHDFND177437000ISHARES TRCORE S&P SCP ETF4642878041516181947822SHDFND1194782200ISHARES TRCORE S&P500 ETF4642872007376412470995SHDFND1247099500ISHARES TRIBOXX HI YD ETF46428851364397738747SHDFND173874700ISHARES TRMSCI EAFE ETF46428746562895964500SHDFND196450000ISHARES TRMSCI EMG MKT ETF4642872343058387483200SHDFND1748320000ITT INCCOM45073V108153525091SHDFND12509100J2 GLOBAL INCCOM48123V102120313251SHDFND11325100JABIL INCCOM466313103141939680SHDFND13968000JACK IN THE BOX INCCOM4663671096717363SHDFND1736300JACOBS ENGR GROUP INCCOM4698141074725160SHDFND1516000JBG SMITH PPTYSCOM46590V100132033655SHDFND13365500JEFFERIES FINL GROUP INCCOM47233W109132371880SHDFND17188000JETBLUE AWYS CORPCOM477143101141584476SHDFND18447600JOHNSON & JOHNSONCOM47816010413003100503SHDFND110050300JONES LANG LASALLE INCCOM48020Q107204314691SHDFND11469100JPMORGAN CHASE & COCOM46625H10014331121765SHDFND112176500JUNIPER NETWORKS INCCOM48203R10432613169SHDFND11316900KANSAS CITY SOUTHERNCOM NEW4851703025103831SHDFND1383100KAR AUCTION SVCS INCCOM48238T10993438059SHDFND13805900KB HOMECOM48666K10982924384SHDFND12438400KBR INCCOM48242W10699040362SHDFND14036200KELLOGG COCOM4878361086099470SHDFND1947000KEMPER CORP DELCOM488401100139217855SHDFND11785500KENNAMETAL INCCOM48917010072323513SHDFND12351300KEYCORP NEWCOM49326710868238206SHDFND13820600KEYSIGHT TECHNOLOGIES INCCOM49338L1036957144SHDFND1714400KILROY RLTY CORPCOM49427F108206326487SHDFND12648700KIMBERLY CLARK CORPCOM494368103186213108SHDFND11310800KIMCO RLTY CORPCOM49446R10933616074SHDFND11607400KINDER MORGAN INC DELCOM49456B10117567852345SHDFND185234500KIRBY CORPCOM497266106140317080SHDFND11708000KLA CORPORATIONCOM NEW4824801009676065SHDFND1606500KNIGHT SWIFT TRANSN HLDGS INCL A499049104127135005SHDFND13500500KOHLS CORPCOM5002551043016060SHDFND1606000KRAFT HEINZ COCOM50075410666223694SHDFND12369400KROGER COCOM50104410178430419SHDFND13041900L BRANDS INCCOM5017971041738841SHDFND1884100L3HARRIS TECHNOLOGIES INCCOM50243110917748503SHDFND1850300LABORATORY CORP AMER HLDGSCOM NEW50540R4096253721SHDFND1372100LAM RESEARCH CORPCOM51280710812725504SHDFND1550400LAMAR ADVERTISING CO NEWCL A512816109200824509SHDFND12450900LAMB WESTON HLDGS INCCOM5132721044035548SHDFND1554800LANCASTER COLONY CORPCOM5138471037835644SHDFND1564400LANDSTAR SYS INCCOM515098101127211300SHDFND11130000LAUDER ESTEE COS INCCL A51843910416768424SHDFND1842400LEGG MASON INCCOM52490110588823251SHDFND12325100LEGGETT & PLATT INCCOM5246601072055007SHDFND1500700LEIDOS HLDGS INCCOM5253271024425149SHDFND1514900LENDINGTREE INC NEWCOM52603B1076782185SHDFND1218500LENNAR CORPCL A52605710460510831SHDFND11083100LENNOX INTL INCCOM526107107244110048SHDFND11004800LIBERTY PPTY TRSH BEN INT531172104230944987SHDFND14498700LIFE STORAGE INCCOM53223X107140213301SHDFND11330100LIGAND PHARMACEUTICALS INCCOM NEW53220K5045405421SHDFND1542100LILLY ELI & COCOM532457108361832353SHDFND13235300LINCOLN ELEC HLDGS INCCOM533900106152817615SHDFND11761500LINCOLN NATL CORP INDCOM5341871094607623SHDFND1762300LITTELFUSE INCCOM53700810412437011SHDFND1701100LIVE NATION ENTERTAINMENT INCOM538034109263139653SHDFND13965300LIVERAMP HLDGS INCCOM53815P10882919287SHDFND11928700LKQ CORPCOM50188920836911737SHDFND11173700LOCKHEED MARTIN CORPCOM53983010936919463SHDFND1946300LOEWS CORPCOM5404241085109903SHDFND1990300LOGMEIN INCCOM54142L109100014096SHDFND11409600LOUISIANA PAC CORPCOM54634710586635247SHDFND13524700LOWES COS INCCOM548661107323229392SHDFND12939200LUMENTUM HLDGS INCCOM55024U109117421927SHDFND12192700M & T BK CORPCOM55261F1048045090SHDFND1509000MACERICH COCOM5543821011334197SHDFND1419700MACK CALI RLTY CORPCOM55448910455925820SHDFND12582000MACYS INCCOM55616P10418311764SHDFND11176400MAGELLAN MIDSTREAM PRTNRS LPCOM UNIT RP LP559080106825091245042SHDFND1124504200MANHATTAN ASSOCS INCCOM562750109148018341SHDFND11834100MANPOWERGROUP INCCOM56418H100143717062SHDFND11706200MARATHON OIL CORPCOM56584910637630619SHDFND13061900MARATHON PETE CORPCOM56585A102152325070SHDFND12507000MARKETAXESS HLDGS INCCOM57060D1084711438SHDFND1143800MARRIOTT INTL INC NEWCL A571903202129510411SHDFND11041100MARRIOTT VACTINS WORLDWID COCOM57164Y107114411046SHDFND11104600MARSH & MCLENNAN COS INCCOM571748102192919281SHDFND11928100MARTIN MARIETTA MATLS INCCOM5732841066522378SHDFND1237800MASCO CORPCOM57459910645911022SHDFND11102200MASIMO CORPCOM574795100208113989SHDFND11398900MASTEC INCCOM576323109111617190SHDFND11719000MASTERCARD INCCL A57636Q104923333998SHDFND13399800MATADOR RES COCOM57648520551731264SHDFND13126400MATTEL INCCOM577081102112298524SHDFND19852400MAXIM INTEGRATED PRODS INCCOM57772K10159810331SHDFND11033100MAXIMUS INCCOM577933104140618195SHDFND11819500MCCORMICK & CO INCCOM NON VTG5797802067324686SHDFND1468600MCDONALDS CORPCOM580135101620928920SHDFND12892000MCKESSON CORPCOM58155Q1039627042SHDFND1704200MDU RES GROUP INCCOM552690109160056759SHDFND15675900MEDICAL PPTYS TRUST INCCOM58463J3042489127254SHDFND112725400MEDIDATA SOLUTIONS INCCOM58471A105162417753SHDFND11775300MEDNAX INCCOM58502B10654324012SHDFND12401200MERCK & CO INCCOM58933Y105820897503SHDFND19750300MERCURY GENL CORP NEWCOM5894001004327734SHDFND1773400MEREDITH CORPCOM58943310141911426SHDFND11142600METLIFE INCCOM59156R108142930311SHDFND13031100METTLER TOLEDO INTERNATIONALCOM592688105660937SHDFND193700MGM RESORTS INTERNATIONALCOM55295310155019856SHDFND11985600MICROCHIP TECHNOLOGY INCCOM5950171048429064SHDFND1906400MICRON TECHNOLOGY INCCOM595112103180142034SHDFND14203400MICROSOFT CORPCOM59491810440425290768SHDFND129076800MID AMER APT CMNTYS INCCOM59522J1035654343SHDFND1434300MILLER HERMAN INCCOM60054410077616838SHDFND11683800MINERALS TECHNOLOGIES INCCOM6031581065319998SHDFND1999800MKS INSTRUMENT INCCOM55306N104143415536SHDFND11553600MOHAWK INDS INCCOM6081901042832280SHDFND1228000MOLINA HEALTHCARE INCCOM60855R100196217881SHDFND11788100MOLSON COORS BREWING COCL B60871R2094117153SHDFND1715300MONDELEZ INTL INCCL A609207105303854919SHDFND15491900MONOLITHIC PWR SYS INCCOM609839105178511468SHDFND11146800MONSTER BEVERAGE CORP NEWCOM61174X10985514732SHDFND11473200MOODYS CORPCOM61536910512696196SHDFND1619600MORGAN STANLEYCOM NEW617446448204147835SHDFND14783500MOSAIC CO NEWCOM61945C10327713519SHDFND11351900MOTOROLA SOLUTIONS INCCOM NEW62007630710746305SHDFND1630500MPLX LPCOM UNIT REP LTD55336V100719702569422SHDFND1256942200MSA SAFETY INCCOM553498106110810157SHDFND11015700MSC INDL DIRECT INCCL A55353010693112834SHDFND11283400MSCI INCCOM55354G1007023225SHDFND1322500MURPHY OIL CORPCOM62671710297243950SHDFND14395000MURPHY USA INCCOM6267551027318568SHDFND1856800NABORS INDS INC NEWNOTE 0.750% 1/162957HAB122453520000PRNDFND1352000000NASDAQ INCCOM6311031084364390SHDFND1439000NATIONAL FUEL GAS CO N JCOM636180101115524611SHDFND12461100NATIONAL INSTRS CORPCOM636518102142133845SHDFND13384500NATIONAL OILWELL VARCO INCCOM63707110131214696SHDFND11469600NATIONAL RETAIL PPTYS INCCOM637417106276048940SHDFND14894000NAVIENT CORPORATIONCOM63938C10874057835SHDFND15783500NCR CORP NEWCOM62886E108114736328SHDFND13632800NEKTAR THERAPEUTICSCOM6402681081226675SHDFND1667500NETAPP INCCOM64110D1044769060SHDFND1906000NETFLIX INCCOM64110L106446216674SHDFND11667400NETSCOUT SYS INCCOM64115T10443919035SHDFND11903500NEW JERSEY RESCOM646025106116025656SHDFND12565600NEW YORK CMNTY BANCORP INCCOM6494451031672133261SHDFND113326100NEW YORK TIMES COCL A650111107116740982SHDFND14098200NEWELL BRANDS INCCOM65122910627214512SHDFND11451200NEWMARKET CORPCOM6515871079942105SHDFND1210500NEWMONT GOLDCORP CORPORATIONCOM651639106118431223SHDFND13122300NEWS CORP NEWCL A65249B10920414685SHDFND11468500NEWS CORP NEWCL B65249B208664637SHDFND1463700NEXTERA ENERGY INCCOM65339F101433618612SHDFND11861200NEXTERA ENERGY INCUNIT 09/01/2022S65339F796100320000SHDFND12000000NIKE INCCL B654106103447747673SHDFND14767300NISOURCE INCCOM65473P10542514217SHDFND11421700NOBLE ENERGY INCCOM65504410540918213SHDFND11821300NOBLE MIDSTREAM PARTNERS LPCOM UNIT REPST65506L105200282981SHDFND18298100NORDSON CORPCOM655663102345523619SHDFND12361900NORDSTROM INCCOM6556641001374070SHDFND1407000NORFOLK SOUTHERN CORPCOM655844108180210030SHDFND11003000NORTHERN TR CORPCOM6658591047648183SHDFND1818300NORTHROP GRUMMAN CORPCOM66680710222465993SHDFND1599300NORTHWESTERN CORPCOM NEW668074305107914383SHDFND11438300NOW INCCOM67011P10035631022SHDFND13102200NRG ENERGY INCCOM NEW6293775083829634SHDFND1963400NU SKIN ENTERPRISES INCCL A67018T10567415838SHDFND11583800NUCOR CORPCOM67034610558811545SHDFND11154500NUSTAR ENERGY LPUNIT COM67058H1029629339998SHDFND133999800NUVASIVE INCCOM67070410594114840SHDFND11484000NVIDIA CORPCOM67066G104403723191SHDFND12319100NVR INCCOM62944T105487131SHDFND113100O REILLY AUTOMOTIVE INC NEWCOM67103H10711612914SHDFND1291400OASIS PETE INC NEWCOM67421510828682599SHDFND18259900OCCIDENTAL PETE CORPCOM674599105151534062SHDFND13406200OCEANEERING INTL INCCOM67523210238228208SHDFND12820800OGE ENERGY CORPCOM670837103259057077SHDFND15707700OLD DOMINION FREIGHT LINE INCOM679580100310218250SHDFND11825000OLD REP INTL CORPCOM680223104191581266SHDFND18126600OLIN CORPCOM PAR $168066520587746847SHDFND14684700OLLIES BARGAIN OUTLT HLDGS ICOM68111610991415593SHDFND11559300OMEGA HEALTHCARE INVS INCCOM681936100258061747SHDFND16174700OMNICOM GROUP INCCOM6819191066498284SHDFND1828400ONE GAS INCCOM68235P108144515037SHDFND11503700ONEOK INC NEWCOM68268010360799825060SHDFND182506000ORACLE CORPCOM68389X105461483842SHDFND18384200OSHKOSH CORPCOM688239201147819502SHDFND11950200OWENS CORNING NEWCOM690742101196031020SHDFND13102000OWENS ILL INCCOM NEW69076840345544326SHDFND14432600PACCAR INCCOM69371810892313190SHDFND11319000PACKAGING CORP AMERCOM6951561093823605SHDFND1360500PACWEST BANCORP DELCOM695263103122533705SHDFND13370500PAPA JOHNS INTL INCCOM6988131023276253SHDFND1625300PARK HOTELS RESORTS INCCOM700517105170768358SHDFND16835800PARKER HANNIFIN CORPCOM7010941048834891SHDFND1489100PATTERSON COMPANIES INCCOM70339510343724520SHDFND12452000PATTERSON UTI ENERGY INCCOM70348110149457771SHDFND15777100PAYCHEX INCCOM704326107100812179SHDFND11217900PAYPAL HLDGS INCCOM70450Y103464244809SHDFND14480900PBF ENERGY INCCL A69318G10679029058SHDFND12905800PEBBLEBROOK HOTEL TRCOM70509V100103637248SHDFND13724800PENN NATL GAMING INCCOM70756910957831056SHDFND13105600PENUMBRA INCCOM70975L10712279127SHDFND1912700PEOPLES UTD FINL INCCOM71270410523715185SHDFND11518500PEPSICO INCCOM713448108730053244SHDFND15324400PERKINELMER INCCOM7140461093604230SHDFND1423000PERSPECTA INCCOM715347100102739335SHDFND13933500PFIZER INCCOM7170811037568210630SHDFND121063000PHILIP MORRIS INTL INCCOM718172109134217675SHDFND11767500PHILLIPS 66COM718546104174917081SHDFND11708100PHILLIPS 66 PARTNERS LPCOM UNIT REP INT71854920743071760704SHDFND176070400PILGRIMS PRIDE CORP NEWCOM72147K10847814928SHDFND11492800PINNACLE FINL PARTNERS INCCOM72346Q104117020625SHDFND12062500PINNACLE WEST CAP CORPCOM7234841014154277SHDFND1427700PIONEER NAT RES COCOM7237871078016365SHDFND1636500PLAINS ALL AMERN PIPELINE LUNIT LTD PARTN726503105700223374540SHDFND1337454000PLANTRONICS INC NEWCOM7274931083459253SHDFND1925300PNC FINL SVCS GROUP INCCOM693475105237716956SHDFND11695600PNM RES INCCOM69349H107118322712SHDFND12271200POLARIS INCCOM731068102144216383SHDFND11638300POLYONE CORPCOM73179P10671621919SHDFND12191900POOL CORPORATIONCOM73278L105229611384SHDFND11138400POST HLDGS INCCOM737446104207319584SHDFND11958400POTLATCHDELTIC CORPORATIONCOM73763010378719157SHDFND11915700PPG INDS INCCOM69350610710668998SHDFND1899800PPL CORPCOM69351T10686627505SHDFND12750500PRA HEALTH SCIENCES INCCOM69354M108177717905SHDFND11790500PRESTIGE CONSMR HEALTHCARE ICOM74112D10149714326SHDFND11432600PRICE T ROWE GROUP INCCOM74144T10810258971SHDFND1897100PRIMERICA INCCOM74164M108151911941SHDFND11194100PRINCIPAL FINL GROUP INCCOM74251V1025649874SHDFND1987400PROCTER & GAMBLE COCOM7427181091185495304SHDFND19530400PROGRESSIVE CORP OHIOCOM743315103172022264SHDFND12226400PROLOGIS INCCOM74340W103204824035SHDFND12403500PROSPERITY BANCSHARES INCCOM743606105139119689SHDFND11968900PRUDENTIAL FINL INCCOM744320102137715309SHDFND11530900PS BUSINESS PKS INC CALIFCOM69360J10710395710SHDFND1571000PTC INCCOM69370C100201529557SHDFND12955700PUBLIC STORAGECOM74460D10914025718SHDFND1571800PUBLIC SVC ENTERPRISE GRP INCOM744573106119519255SHDFND11925500PULTE GROUP INCCOM7458671013599816SHDFND1981600PVH CORPCOM6936561002492823SHDFND1282300QORVO INCCOM74736K1013334485SHDFND1448500QUALCOMM INCCOM747525103353146294SHDFND14629400QUANTA SVCS INCCOM74762E1022055414SHDFND1541400QUEST DIAGNOSTICS INCCOM74834L1005495129SHDFND1512900RALPH LAUREN CORPCL A7512121011881974SHDFND1197400RAMACO RES INCCOM75134P303153931SHDFND1393100RATTLER MIDSTREAM LPCOM UNITS75419T1033725209034SHDFND120903400RAYMOND JAMES FINANCIAL INCCOM7547301093884706SHDFND1470600RAYONIER INCCOM754907103104236962SHDFND13696200RAYTHEON COCOM NEW755111507208110606SHDFND11060600REALTY INCOME CORPCOM75610910492912118SHDFND11211800REGAL BELOIT CORPCOM75875010387111957SHDFND11195700REGENCY CTRS CORPCOM7588491034436380SHDFND1638000REGENERON PHARMACEUTICALSCOM75886F1078443043SHDFND1304300REGIONS FINL CORP NEWCOM7591EP10060137996SHDFND13799600REINSURANCE GRP OF AMERICA ICOM NEW759351604286117895SHDFND11789500RELIANCE STEEL & ALUMINUM COCOM759509102189419006SHDFND11900600REPLIGEN CORPCOM759916109101413224SHDFND11322400REPUBLIC SVCS INCCOM7607591006988062SHDFND1806200RESIDEO TECHNOLOGIES INCCOM76118Y10450235009SHDFND13500900RESMED INCCOM7611521077395472SHDFND1547200ROBERT HALF INTL INCCOM7703231032494477SHDFND1447700ROCKWELL AUTOMATION INCCOM7739031097344456SHDFND1445600ROLLINS INCCOM7757111041835363SHDFND1536300ROPER TECHNOLOGIES INCCOM77669610614123960SHDFND1396000ROSS STORES INCCOM778296103152613888SHDFND11388800ROYAL GOLD INCCOM780287108230318694SHDFND11869400RPM INTL INCCOM749685103254436974SHDFND13697400RYANAIR HLDGS PLCSPONSORED ADS783513203104015671SHDFND11567100RYDER SYS INCCOM78354910878715207SHDFND11520700S&P GLOBAL INCCOM78409V10422989379SHDFND1937900SABRA HEALTH CARE REIT INCCOM78573L106124154037SHDFND15403700SABRE CORPCOM78573M104174878035SHDFND17803500SALESFORCE COM INCCOM79466L302495833398SHDFND13339800SALLY BEAUTY HLDGS INCCOM79546E10451234371SHDFND13437100SANDERSON FARMS INCCOM8000131048515622SHDFND1562200SBA COMMUNICATIONS CORP NEWCL A78410G10410394307SHDFND1430700SCHLUMBERGER LTDCOM806857108180052667SHDFND15266700SCIENCE APPLICATNS INTL CP NCOM808625107122213985SHDFND11398500SCIENTIFIC GAMES CORPCOM80874P10931315404SHDFND11540400SCOTTS MIRACLE GRO COCL A810186106114411235SHDFND11123500SEALED AIR CORP NEWCOM81211K1002445884SHDFND1588400SEI INVESTMENTS COCOM784117103214336172SHDFND13617200SELECTIVE INS GROUP INCCOM816300107127316928SHDFND11692800SEMPRA ENERGYCOM816851109154310455SHDFND11045500SEMTECH CORPCOM81685010192218970SHDFND11897000SENIOR HSG PPTYS TRSH BEN INT81721M10962767787SHDFND16778700SENSIENT TECHNOLOGIES CORPCOM81725T10082812067SHDFND11206700SERVICE CORP INTLCOM817565104248651997SHDFND15199700SERVICE PPTYS TRCOM SH BEN INT81761L102120946890SHDFND14689000SHELL MIDSTREAM PARTNERS L PUNIT LTD INT82263410120408997932SHDFND199793200SHERWIN WILLIAMS COCOM82434810617193127SHDFND1312700SIGNATURE BK NEW YORK N YCOM82669G104186115606SHDFND11560600SILGAN HOLDINGS INCCOM82704810966722191SHDFND12219100SILICON LABORATORIES INCCOM826919102137612359SHDFND11235900SIMON PPTY GROUP INC NEWCOM828806109105831679930SHDFND167993000SIX FLAGS ENTMT CORP NEWCOM83001A102113622369SHDFND12236900SKECHERS U S A INCCL A830566105142438137SHDFND13813700SKYWORKS SOLUTIONS INCCOM83088M1025186540SHDFND1654000SL GREEN RLTY CORPCOM78440X1012573138SHDFND1313800SLM CORPCOM78442P1061073121637SHDFND112163700SM ENERGY CONOTE 1.500% 7/078454LAM233243686000PRNDFND1368600000SMITH A O CORPCOM8318652092515269SHDFND1526900SMUCKER J M COCOM NEW8326964054784343SHDFND1434300SNAP ON INCCOM8330341013292102SHDFND1210200SONOCO PRODS COCOM835495102166128536SHDFND12853600SOTHEBYSCOM8358981075309303SHDFND1930300SOUTHERN COCOM842587107245939804SHDFND13980400SOUTHWEST AIRLS COCOM84474110899518423SHDFND11842300SOUTHWEST GAS HOLDINGS INCCOM844895102141015490SHDFND11549000SOUTHWESTERN ENERGY COCOM845467109298154348SHDFND115434800SPECTRUM BRANDS HLDGS INC NECOM84790A105951796SHDFND1179600SPIRE INCCOM84857L101126414488SHDFND11448800SPIRIT RLTY CAP INC NEWCOM NEW84860W300123025692SHDFND12569200SPROUTS FMRS MKT INCCOM85208M10265133678SHDFND13367800STANLEY BLACK & DECKER INCCOM8545021018345778SHDFND1577800STARBUCKS CORPCOM855244109403045583SHDFND14558300STATE STR CORPCOM85747710384014189SHDFND11418900STEEL DYNAMICS INCCOM858119100186662619SHDFND16261900STERICYCLE INCCOM858912108132325982SHDFND12598200STERLING BANCORP DELCOM85917A100117458509SHDFND15850900STIFEL FINL CORPCOM860630102113819841SHDFND11984100STRYKER CORPCOM863667101264312219SHDFND11221900SUNTRUST BKS INCCOM867914103116316906SHDFND11690600SVB FINL GROUPCOM78486Q1014101962SHDFND1196200SYMANTEC CORPCOM87150310851221652SHDFND12165200SYNAPTICS INCCOM87157D1093759384SHDFND1938400SYNCHRONY FINLCOM87165B10379223244SHDFND12324400SYNEOS HEALTH INCCL A87166B10294217705SHDFND11770500SYNNEX CORPCOM87162W100131511650SHDFND11165000SYNOPSYS INCCOM8716071077855723SHDFND1572300SYNOVUS FINL CORPCOM NEW87161C501157444002SHDFND14400200SYSCO CORPCOM871829107155219542SHDFND11954200T MOBILE US INCCOM87259010494812040SHDFND11204000TAIWAN SEMICONDUCTOR MFG LTDSPONSORED ADS8740391008203176486SHDFND117648600TAKE-TWO INTERACTIVE SOFTWARCOM8740541095404310SHDFND1431000TALLGRASS ENERGY LPCLASS A SHS8746961076638329606SHDFND132960600TANGER FACTORY OUTLET CTRS ICOM87546510641326673SHDFND12667300TAPESTRY INCCOM87603010728510924SHDFND11092400TARGA RES CORPCOM87612G10122200552650SHDFND155265000TARGET CORPCOM87612E106208019457SHDFND11945700TAUBMAN CTRS INCCOM8766641037339179753SHDFND117975300TC ENERGY CORPCOM87807B10716100310863SHDFND131086300TCF FINANCIAL CORPORATION NECOM872307103166643763SHDFND14376300TECH DATA CORPCOM878237106105810152SHDFND11015200TEGNA INCCOM87901J10595961776SHDFND16177600TELEDYNE TECHNOLOGIES INCCOM879360105334010373SHDFND11037300TELEFLEX INCCOM8793691065981760SHDFND1176000TELEPHONE & DATA SYS INCCOM NEW87943382971827821SHDFND12782100TEMPUR SEALY INTL INCCOM88023U101101313128SHDFND11312800TENARIS S ASPONSORED ADS88031M109126859870SHDFND15987000TENET HEALTHCARE CORPCOM NEW88033G40765229497SHDFND12949700TERADATA CORP DELCOM88076W103100932534SHDFND13253400TERADYNE INCCOM880770102280648458SHDFND14845800TEREX CORP NEWCOM88077910348518678SHDFND11867800TETRA TECH INC NEWCOM88162G103135215582SHDFND11558200TEXAS CAPITAL BANCSHARES INCCOM88224Q10778414342SHDFND11434200TEXAS INSTRS INCCOM882508104624148290SHDFND14829000TEXAS ROADHOUSE INCCOM88268110997918648SHDFND11864800TEXTRON INCCOM8832031014298763SHDFND1876300THE CHARLES SCHWAB CORPORATICOM808513105185344303SHDFND14430300THERMO FISHER SCIENTIFIC INCCOM883556102444215250SHDFND11525000THOMSON REUTERS CORPCOM NEW884903709112416822SHDFND11682200THOR INDS INCCOM88516010188915700SHDFND11570000TIDEWATER INC NEWCOM88642R10910993727534SHDFND172753400TIFFANY & CO NEWCOM8865471083834140SHDFND1414000TIMKEN COCOM88738910484919514SHDFND11951400TJX COS INC NEWCOM872540109256646039SHDFND14603900TOLL BROTHERS INCCOM889478103151236838SHDFND13683800TOOTSIE ROLL INDS INCCOM8905161071794811SHDFND1481100TORO COCOM891092108222830396SHDFND13039600TRACTOR SUPPLY COCOM8923561064114542SHDFND1454200TRANSDIGM GROUP INCCOM8936411009851891SHDFND1189100TRAVELERS COMPANIES INCCOM89417E10914749916SHDFND1991600TREEHOUSE FOODS INCCOM89469A10488916025SHDFND11602500TREX CO INCCOM89531P105151516659SHDFND11665900TRI POINTE GROUP INCCOM87265H10961040563SHDFND14056300TRIMBLE INCCOM896239100278671794SHDFND17179400TRINITY INDS INCCOM89652210957429169SHDFND12916900TRIPADVISOR INCCOM8969452011553998SHDFND1399800TRUSTMARK CORPCOM89840210262618363SHDFND11836300TWITTER INCCOM90184L102121329438SHDFND12943800TYLER TECHNOLOGIES INCCOM902252105288811001SHDFND11100100TYSON FOODS INCCL A90249410396711222SHDFND11122200UDR INCCOM90265310454111152SHDFND11115200UGI CORP NEWCOM902681105299559582SHDFND15958200ULTA BEAUTY INCCOM90384S3035622242SHDFND1224200UMB FINL CORPCOM90278810879512312SHDFND11231200UMPQUA HLDGS CORPCOM904214103103362786SHDFND16278600UNDER ARMOUR INCCL A9043111071437164SHDFND1716400UNDER ARMOUR INCCL C9043112061347401SHDFND1740100UNION PACIFIC CORPCOM907818108434626830SHDFND12683000UNITED AIRLINES HLDGS INCCOM9100471097448414SHDFND1841400UNITED BANKSHARES INC WEST VCOM909907107110029047SHDFND12904700UNITED PARCEL SERVICE INCCL B911312106318626593SHDFND12659300UNITED RENTALS INCCOM9113631093662939SHDFND1293900UNITED STATES STL CORP NEWCOM91290910856248685SHDFND14868500UNITED TECHNOLOGIES CORPCOM913017109421730890SHDFND13089000UNITED THERAPEUTICS CORP DELCOM91307C10299712503SHDFND11250300UNITEDHEALTH GROUP INCCOM91324P102784336089SHDFND13608900UNITI GROUP INCCOM91325V10842855071SHDFND15507100UNIVERSAL DISPLAY CORPCOM91347P105203012089SHDFND11208900UNIVERSAL HLTH SVCS INCCL B9139031004603094SHDFND1309400UNUM GROUPCOM91529Y1062367945SHDFND1794500URBAN EDGE PPTYSCOM91704F10465032822SHDFND13282200URBAN OUTFITTERS INCCOM91704710256520112SHDFND12011200US BANCORP DELCOM NEW902973304302254609SHDFND15460900V F CORPCOM918204108110712434SHDFND11243400VALE S ASPONSORED ADS91912E1052242194992SHDFND119499200VALERO ENERGY CORP NEWCOM91913Y100134515781SHDFND11578100VALLEY NATL BANCORPCOM919794107102894605SHDFND19460500VALMONT INDS INCCOM9202531018546168SHDFND1616800VALVOLINE INCCOM92047W101118253659SHDFND15365900VANGUARD INDEX FDSS&P 500 ETF SHS922908363123733453900SHDFND145390000VARIAN MED SYS INCCOM92220P1054133467SHDFND1346700VENTAS INCCOM92276F100103614189SHDFND11418900VERISIGN INCCOM92343E1027483966SHDFND1396600VERISK ANALYTICS INCCOM92345Y1069856226SHDFND1622600VERIZON COMMUNICATIONS INCCOM92343V1049507157506SHDFND115750600VERRA MOBILITY CORPCOM92511U102545923804348SHDFND1380434800VERSUM MATLS INCCOM92532W103164931148SHDFND13114800VERTEX PHARMACEUTICALS INCCOM92532F10016589788SHDFND1978800VIACOM INC NEWCL B92553P20132413480SHDFND11348000VIASAT INCCOM92552V100123716429SHDFND11642900VISA INCCOM CL A92826C8391131265766SHDFND16576600VISHAY INTERTECHNOLOGY INCCOM92829810863937737SHDFND13773700VISTEON CORPCOM NEW92839U2066587971SHDFND1797100VORNADO RLTY TRSH BEN INT9290421093846031SHDFND1603100VULCAN MATLS COCOM9291601097625038SHDFND1503800WABTEC CORPCOM9297401084986936SHDFND1693600WALGREENS BOOTS ALLIANCE INCCOM931427108159828889SHDFND12888900WALMART INCCOM931142103642754158SHDFND15415800WASHINGTON FED INCCOM93882410983722640SHDFND12264000WASTE MGMT INC DELCOM94106L109170914863SHDFND11486300WATERS CORPCOM9418481035672542SHDFND1254200WATSCO INCCOM94262220015739299SHDFND1929900WEBSTER FINL CORP CONNCOM947890109123226278SHDFND12627800WEC ENERGY GROUP INCCOM92939U106114212012SHDFND11201200WEINGARTEN RLTY INVSSH BEN INT948741103100534487SHDFND13448700WELLCARE HEALTH PLANS INCCOM94946T1064971916SHDFND1191600WELLS FARGO CO NEWCOM9497461017702152689SHDFND115268900WELLTOWER INCCOM95040Q104139915433SHDFND11543300WENDYS COCOM95058W100105152602SHDFND15260200WERNER ENTERPRISES INCCOM95075510844612627SHDFND11262700WEST PHARMACEUTICAL SVSC INCCOM955306105298221028SHDFND12102800WESTERN DIGITAL CORPCOM95810210567211273SHDFND11127300WESTERN MIDSTREAM PARTNERS LCOM UNIT LP INT958669103295671187910SHDFND1118791000WESTERN UN COCOM95980210937416142SHDFND11614200WESTROCK COCOM96145D1053579799SHDFND1979900WEX INCCOM96208T104249312339SHDFND11233900WEYERHAEUSER COCOM96216610478628369SHDFND12836900WHIRLPOOL CORPCOM9633201063832419SHDFND1241900WIDEOPENWEST INCCOM96758W101577479374516SHDFND1937451600WILEY JOHN & SONS INCCL A96822320655212556SHDFND11255600WILLIAMS COS INC DELCOM969457100334321389512SHDFND1138951200WILLIAMS SONOMA INCCOM969904101151622299SHDFND12229900WINTRUST FINL CORPCOM97650W108104516164SHDFND11616400WOODWARD INCCOM980745103173016047SHDFND11604700WORLD FUEL SVCS CORPCOM98147510674518642SHDFND11864200WORLD WRESTLING ENTMT INCCL A98156Q10896513561SHDFND11356100WORTHINGTON INDS INCCOM98181110238110567SHDFND11056700WPX ENERGY INCCOM98212B1031275120439SHDFND112043900WW INTL INCCOM98262P10149513240SHDFND11324000WYNDHAM DESTINATIONS INCCOM98310W108121026297SHDFND12629700WYNDHAM HOTELS & RESORTS INCCOM98311A105142327496SHDFND12749600WYNN RESORTS LTDCOM9831341074013688SHDFND1368800XCEL ENERGY INCCOM98389B100129619969SHDFND11996900XEROX HOLDINGS CORPCOM NEW98421M1062177247SHDFND1724700XILINX INCCOM9839191019239620SHDFND1962000XPO LOGISTICS INCCOM983793100188126284SHDFND12628400XYLEM INCCOM98419M1005466856SHDFND1685600YELP INCCL A98581710564018430SHDFND11843000YUM BRANDS INCCOM988498101131411587SHDFND11158700YUM CHINA HLDGS INCCOM98850P109124927502SHDFND12750200ZEBRA TECHNOLOGIES CORPCL A989207105318415430SHDFND11543000ZIMMER BIOMET HLDGS INCCOM98956P10210737819SHDFND1781900ZIONS BANCORPORATION N ACOM9897011073006739SHDFND1673900ZOETIS INCCL A98978V103226618186SHDFND11818600