0000762152-19-000007.txt : 20190726
0000762152-19-000007.hdr.sgml : 20190726
20190726130922
ACCESSION NUMBER: 0000762152-19-000007
CONFORMED SUBMISSION TYPE: 13F-HR
PUBLIC DOCUMENT COUNT: 2
CONFORMED PERIOD OF REPORT: 20190630
FILED AS OF DATE: 20190726
DATE AS OF CHANGE: 20190726
EFFECTIVENESS DATE: 20190726
FILER:
COMPANY DATA:
COMPANY CONFORMED NAME: STATE TREASURER STATE OF MICHIGAN
CENTRAL INDEX KEY: 0000762152
IRS NUMBER: 386000134
STATE OF INCORPORATION: MI
FISCAL YEAR END: 0930
FILING VALUES:
FORM TYPE: 13F-HR
SEC ACT: 1934 Act
SEC FILE NUMBER: 028-01462
FILM NUMBER: 19977094
BUSINESS ADDRESS:
STREET 1: MICHIGAN DEPT OF TREASURY
STREET 2: BUREAU OF INVESMENTS PO BOX 15128
CITY: LANSING
STATE: MI
ZIP: 48901
BUSINESS PHONE: 517-373-3140
MAIL ADDRESS:
STREET 1: MICHIGAN DEPT OF TREASURY
STREET 2: BUREAU OF INVESTMENTS PO BOX 15128
CITY: LANSING
STATE: MI
ZIP: 48901
13F-HR
1
primary_doc.xml
13F-HR
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false
true
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0000762152
XXXXXXXX
06-30-2019
06-30-2019
STATE TREASURER STATE OF MICHIGAN
MICHIGAN DEPT OF TREASURY
BUREAU OF INVESTMENTS PO BOX 15128
LANSING
MI
48901
13F HOLDINGS REPORT
028-01462
N
Karen Stout
Administrator, Trust Accounting Division
517-335-1012
Karen Stout
East Lansing
MI
07-26-2019
0
948
11057273
false
INFORMATION TABLE
2
InformationTable_06-30-19.xml
AFLAC INC
COM
001055102
9783
178490
SH
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0
0
AGCO CORP
COM
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19100
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0
AGNC INVT CORP
COM
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445428
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SH
SOLE
26482030
0
0
AES CORP
COM
00130H105
2663
158905
SH
SOLE
158905
0
0
AMC NETWORKS INC
CL A
00164V103
733
13450
SH
SOLE
13450
0
0
ASGN INC
COM
00191U102
945
15600
SH
SOLE
15600
0
0
ATT INC
COM
00206R102
60704
1811532
SH
SOLE
1811532
0
0
AARONS INC
COM PAR 050
002535300
1228
20000
SH
SOLE
20000
0
0
ABBOTT LABS
COM
002824100
35519
422343
SH
SOLE
422343
0
0
ABBVIE INC
COM
00287Y109
52111
716603
SH
SOLE
716603
0
0
ABIOMED INC
COM
003654100
2813
10800
SH
SOLE
10800
0
0
ACADIA HEALTHCARE COMPANY IN
COM
00404A109
919
26300
SH
SOLE
26300
0
0
ACI WORLDWIDE INC
COM
004498101
1125
32750
SH
SOLE
32750
0
0
ACTIVISION BLIZZARD INC
COM
00507V109
8654
183344
SH
SOLE
183344
0
0
ACUITY BRANDS INC
COM
00508Y102
1627
11800
SH
SOLE
11800
0
0
ADOBE INC
COM
00724F101
60442
205133
SH
SOLE
205133
0
0
ADTALEM GLOBAL ED INC
COM
00737L103
752
16700
SH
SOLE
16700
0
0
ADVANCE AUTO PARTS INC
COM
00751Y106
2646
17168
SH
SOLE
17168
0
0
AECOM
COM
00766T100
1764
46600
SH
SOLE
46600
0
0
ADVANCED MICRO DEVICES INC
COM
007903107
19355
637300
SH
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0
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AFFILIATED MANAGERS GROUP IN
COM
008252108
1129
12256
SH
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0
AGILENT TECHNOLOGIES INC
COM
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75669
SH
SOLE
75669
0
0
AIR PRODS CHEMS INC
COM
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28908
127702
SH
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0
AKAMAI TECHNOLOGIES INC
COM
00971T101
3151
39323
SH
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39323
0
0
ALASKA AIR GROUP INC
COM
011659109
1891
29596
SH
SOLE
29596
0
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ALBEMARLE CORP
COM
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SH
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ALEXANDER BALDWIN INC NEW
COM
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SH
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ALEXANDRIA REAL ESTATE EQ IN
COM
015271109
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SH
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ALEXION PHARMACEUTICALS INC
COM
015351109
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SH
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ALIBABA GROUP HLDG LTD
SPONSORED ADS
01609W102
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ALIGN TECHNOLOGY INC
COM
016255101
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SH
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ALLEGHANY CORP DEL
COM
017175100
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SH
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0
0
ALLEGHENY TECHNOLOGIES INC
COM
01741R102
940
37300
SH
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37300
0
0
ALLETE INC
COM NEW
018522300
1273
15300
SH
SOLE
15300
0
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ALLIANCE DATA SYSTEMS CORP
COM
018581108
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SH
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ALLIANT ENERGY CORP
COM
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SH
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ALLSCRIPTS HEALTHCARE SOLUTN
COM
01988P108
573
49300
SH
SOLE
49300
0
0
ALLSTATE CORP
COM
020002101
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SH
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79737
0
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ALPHABET INC
CAP STK CL C
02079K107
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SH
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0
0
ALPHABET INC
CAP STK CL A
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SH
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ALTRIA GROUP INC
COM
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SH
SOLE
1205702
0
0
ALTUS MIDSTREAM CO
CL A
02215L100
13020
3500000
SH
SOLE
3500000
0
0
AMAZON COM INC
COM
023135106
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SH
SOLE
122802
0
0
AMEDISYS INC COM
COM
023436108
1044
8600
SH
SOLE
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0
0
AMEREN CORP
COM
023608102
4418
58822
SH
SOLE
58822
0
0
AMERICAN AIRLS GROUP INC
COM
02376R102
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SH
SOLE
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0
0
AMERICAN CAMPUS CMNTYS INC
COM
024835100
1874
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SH
SOLE
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0
0
AMERICAN ELEC PWR CO INC
COM
025537101
10401
118181
SH
SOLE
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0
0
AMERICAN EAGLE OUTFITTERS IN
COM
02553E106
819
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SH
SOLE
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0
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AMERICAN EXPRESS CO
COM
025816109
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SH
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0
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AMERICAN FINL GROUP INC OHIO
COM
025932104
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20990
SH
SOLE
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AMERICAN INTL GROUP INC
COM NEW
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AMERICAN TOWER CORP NEW
COM
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AMERICAN WTR WKS CO INC NEW
COM
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AMERISOURCEBERGEN CORP
COM
03073E105
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SH
SOLE
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AMERIPRISE FINL INC
COM
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SH
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AMETEK INC NEW
COM
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SH
SOLE
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AMGEN INC
COM
031162100
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SH
SOLE
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AMPHENOL CORP NEW
CL A
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SH
SOLE
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0
0
ANADARKO PETE CORP
COM
032511107
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SH
SOLE
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0
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ANALOG DEVICES INC
COM
032654105
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SH
SOLE
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0
0
ANNALY CAP MGMT INC
COM
035710409
302269
33107190
SH
SOLE
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0
0
ANSYS INC
COM
03662Q105
4117
20100
SH
SOLE
20100
0
0
ANTHEM INC
COM
036752103
17368
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SH
SOLE
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0
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APACHE CORP
COM
037411105
2607
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SH
SOLE
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0
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APARTMENT INVT MGMT CO
CL A
03748R754
1787
35650
SH
SOLE
35650
0
0
APERGY CORP
COM
03755L104
769
22931
SH
SOLE
22931
0
0
APOLLO COML REAL EST FIN INC
COM
03762U105
108868
5919968
SH
SOLE
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0
0
APPLE INC
COM
037833100
234078
1182691
SH
SOLE
1182691
0
0
APPLIED MATLS INC
COM
038222105
10065
224109
SH
SOLE
224109
0
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APTARGROUP INC
COM
038336103
2325
18700
SH
SOLE
18700
0
0
AQUA AMERICA INC
COM
03836W103
2640
63816
SH
SOLE
63816
0
0
ARCHER DANIELS MIDLAND CO
COM
039483102
5471
134100
SH
SOLE
134100
0
0
ARCONIC INC
COM
03965L100
2469
95634
SH
SOLE
95634
0
0
ARISTA NETWORKS INC
COM
040413106
3297
12700
SH
SOLE
12700
0
0
ARROW ELECTRS INC
COM
042735100
1786
25062
SH
SOLE
25062
0
0
ASHLAND GLOBAL HLDGS INC
COM
044186104
1484
18553
SH
SOLE
18553
0
0
ASSOCIATED BANC CORP
COM
045487105
1025
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SH
SOLE
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0
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ASSURANT INC
COM
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1570
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SH
SOLE
14757
0
0
ATMOS ENERGY CORP
COM
049560105
2956
28000
SH
SOLE
28000
0
0
AUTODESK INC
COM
052769106
8572
52620
SH
SOLE
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0
0
AUTOMATIC DATA PROCESSING IN
COM
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SH
SOLE
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0
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AUTONATION INC
COM
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16900
SH
SOLE
16900
0
0
AUTOZONE INC
COM
053332102
42840
38964
SH
SOLE
38964
0
0
AVALONBAY CMNTYS INC
COM
053484101
6791
33423
SH
SOLE
33423
0
0
AVANOS MED INC
COM
05350V106
611
14020
SH
SOLE
14020
0
0
AVERY DENNISON CORP
COM
053611109
2340
20226
SH
SOLE
20226
0
0
AVIS BUDGET GROUP INC
COM
053774105
665
18900
SH
SOLE
18900
0
0
AVNET INC
COM
053807103
1423
31440
SH
SOLE
31440
0
0
AXON ENTERPRISE INC
COM
05464C101
1117
17400
SH
SOLE
17400
0
0
BB T CORP
COM
054937107
9009
183361
SH
SOLE
183361
0
0
BAIDU INC
SPON ADR REP A
056752108
397
3380
SH
SOLE
3380
0
0
BAKER HUGHES A GE CO
CL A
05722G100
3037
123301
SH
SOLE
123301
0
0
BALL CORP
COM
058498106
5610
80152
SH
SOLE
80152
0
0
BANCORPSOUTH BK TUPELO MISS
COM
05971J102
790
27200
SH
SOLE
27200
0
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BANK AMER CORP
COM
060505104
61394
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SH
SOLE
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BANK HAWAII CORP
COM
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1002
12090
SH
SOLE
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0
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BANK NEW YORK MELLON CORP
COM
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SH
SOLE
210848
0
0
BANK OZK
COM
06417N103
1077
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SH
SOLE
35800
0
0
BAXTER INTL INC
COM
071813109
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113622
SH
SOLE
113622
0
0
BECTON DICKINSON CO
COM
075887109
16268
64553
SH
SOLE
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0
0
BED BATH BEYOND INC
COM
075896100
454
39100
SH
SOLE
39100
0
0
BELDEN INC
COM
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697
11700
SH
SOLE
11700
0
0
BERKLEY W R CORP
COM
084423102
2824
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SH
SOLE
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0
0
BERKSHIRE HATHAWAY INC DEL
CL A
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36929
116
SH
SOLE
116
0
0
BERKSHIRE HATHAWAY INC DEL
CL B NEW
084670702
151777
711999
SH
SOLE
711999
0
0
BEST BUY INC
COM
086516101
29698
425904
SH
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BIO RAD LABS INC
CL A
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1844
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SH
SOLE
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BIOGEN INC
COM
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SH
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BIO TECHNE CORP
COM
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SH
SOLE
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BLACK HILLS CORP
COM
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1258
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SH
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0
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BLACKBAUD INC
COM
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SH
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0
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BLACKROCK INC
COM
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28480
SH
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BLACKROCK TCP CAP CORP
COM
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343
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SH
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0
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BLOCK H R INC
COM
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SH
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0
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BOEING CO
COM
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SH
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125250
0
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BOOKING HLDGS INC
COM
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SH
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BORGWARNER INC
COM
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SH
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BOSTON BEER INC
CL A
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SH
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BOSTON PROPERTIES INC
COM
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SH
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BOSTON SCIENTIFIC CORP
COM
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BOYD GAMING CORP
COM
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SH
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BRIGHTHOUSE FINL INC
COM
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SH
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BRINKER INTL INC
COM
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436
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SH
SOLE
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0
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BRINKS CO
COM
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1201
14800
SH
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BRISTOL MYERS SQUIBB CO
COM
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SH
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0
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BRIXMOR PPTY GROUP INC
COM
11120U105
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SH
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0
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BROADRIDGE FINL SOLUTIONS IN
COM
11133T103
3550
27800
SH
SOLE
27800
0
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BROADCOM INC
COM
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SH
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BROWN BROWN INC
COM
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SH
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BROWN FORMAN CORP
CL B
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BRUNSWICK CORP
COM
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CBS CORP NEW
CL B
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0
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CBOE GLOBAL MARKETS INC
COM
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0
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CBRE GROUP INC
CL A
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SH
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0
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CDK GLOBAL INC
COM
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1780
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SH
SOLE
36000
0
0
CF INDS HLDGS INC
COM
125269100
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SH
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0
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C H ROBINSON WORLDWIDE INC
COM NEW
12541W209
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32729
SH
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32729
0
0
CIGNA CORP NEW
COM
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SH
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CME GROUP INC
COM
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SH
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CMS ENERGY CORP
COM
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SH
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CNO FINL GROUP INC
COM
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SH
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CSX CORP
COM
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CNX RESOURCES CORPORATION
COM
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CVS HEALTH CORP
COM
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SH
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CABLE ONE INC
COM
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SH
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CABOT CORP
COM
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CABOT OIL GAS CORP
COM
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SH
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CACI INTL INC
CL A
127190304
1514
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SH
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7400
0
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CADENCE DESIGN SYSTEM INC
COM
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4766
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SH
SOLE
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0
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CAESARS ENTMT CORP COM
COM
127686103
2047
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SH
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CALLON PETE CO DEL
COM
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SH
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CAMDEN PPTY TR
SH BEN INT
133131102
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SH
SOLE
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0
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CAMPBELL SOUP CO
COM
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SH
SOLE
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CANTEL MEDICAL CORP
COM
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SH
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CAPITAL ONE FINL CORP
COM
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CARDINAL HEALTH INC
COM
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SH
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CARLISLE COS INC
COM
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SH
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CARMAX INC
COM
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SH
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CARNIVAL CORP
UNIT 99999999
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SH
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0
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CARPENTER TECHNOLOGY CORP
COM
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672
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SH
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0
0
CARS COM INC
COM
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357
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SH
SOLE
18099
0
0
CARTERS INC
COM
146229109
1307
13400
SH
SOLE
13400
0
0
CASEYS GEN STORES INC
COM
147528103
1685
10800
SH
SOLE
10800
0
0
CATALENT INC
COM
148806102
2336
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SH
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43100
0
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CATERPILLAR INC DEL
COM
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SH
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0
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CATHAY GEN BANCORP
COM
149150104
812
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SH
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22600
0
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CELANESE CORP DEL
COM
150870103
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SH
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30300
0
0
CELGENE CORP
COM
151020104
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SH
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0
0
CENTENE CORP DEL
COM
15135B101
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SH
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CENTERPOINT ENERGY INC
COM
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SH
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120262
0
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CENTURYLINK INC
COM
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SH
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CERNER CORP
COM
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CHARLES RIV LABS INTL INC
COM
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SH
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0
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CHARTER COMMUNICATIONS INC N
CL A
16119P108
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41200
SH
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41200
0
0
CHEESECAKE FACTORY INC
COM
163072101
538
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SH
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12299
0
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CHEMED CORP NEW
COM
16359R103
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SH
SOLE
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CHEMICAL FINL CORP
COM
163731102
872
21200
SH
SOLE
21200
0
0
CHEMOURS CO
COM
163851108
1164
48500
SH
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48500
0
0
CHESAPEAKE ENERGY CORP
COM
165167107
604
309500
SH
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0
0
CHEVRON CORP NEW
COM
166764100
56753
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0
0
CHIPOTLE MEXICAN GRILL INC
COM
169656105
4280
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0
CHURCH DWIGHT INC
COM
171340102
4305
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0
CHURCHILL DOWNS INC
COM
171484108
1202
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0
CIENA CORP
COM NEW
171779309
1744
42400
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0
0
CIMAREX ENERGY CO
COM
171798101
1441
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0
CINCINNATI FINL CORP
COM
172062101
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0
CINEMARK HOLDINGS INC
COM
17243V102
1137
31500
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0
CIRRUS LOGIC INC
COM
172755100
752
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0
0
CISCO SYS INC
COM
17275R102
89894
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SH
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0
0
CINTAS CORP
COM
172908105
42776
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0
CITIGROUP INC
COM NEW
172967424
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0
CITIZENS FINL GROUP INC
COM
174610105
3879
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0
0
CITRIX SYS INC
COM
177376100
2942
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0
0
CLEAN HARBORS INC
COM
184496107
1067
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SH
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0
0
CLOROX CO DEL
COM
189054109
4665
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30470
0
0
COCA COLA CO
COM
191216100
46808
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0
0
COGNEX CORP
COM
192422103
2433
50700
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SOLE
50700
0
0
COGNIZANT TECHNOLOGY SOLUTIO
CL A
192446102
8637
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0
0
COHERENT INC
COM
192479103
982
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SH
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0
COLFAX CORP COM
COM
194014106
790
28200
SH
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28200
0
0
COLGATE PALMOLIVE CO
COM
194162103
14734
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SOLE
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0
0
COMCAST CORP NEW
CL A
20030N101
81001
1915822
SH
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1915822
0
0
COMERICA INC
COM
200340107
2679
36876
SH
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36876
0
0
COMMERCE BANCSHARES INC
COM
200525103
1737
29108
SH
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29108
0
0
COMMERCIAL METALS CO
COM
201723103
623
34900
SH
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34900
0
0
COMMVAULT SYSTEMS INC
COM
204166102
566
11400
SH
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11400
0
0
COMPASS MINERALS INTL INC
COM
20451N101
550
10000
SH
SOLE
10000
0
0
CONAGRA BRANDS INC
COM
205887102
3086
116371
SH
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116371
0
0
CONCHO RES INC
COM
20605P101
4956
48032
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48032
0
0
CONOCOPHILLIPS
COM
20825C104
16504
270555
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270555
0
0
CONSOLIDATED EDISON INC
COM
209115104
6868
78328
SH
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78328
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0
CONSTELLATION BRANDS INC
CL A
21036P108
7892
40075
SH
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0
0
COOPER COS INC
COM NEW
216648402
3985
11828
SH
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11828
0
0
COPART INC
COM
217204106
3610
48300
SH
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48300
0
0
CORESITE RLTY CORP
COM
21870Q105
1255
10900
SH
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10900
0
0
CORELOGIC INC
COM
21871D103
1000
23900
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0
0
CORECIVIC INC
COM
21871N101
731
35212
SH
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35212
0
0
CORNING INC
COM
219350105
6243
187869
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SOLE
187869
0
0
CORPORATE OFFICE PPTYS TR
SH BEN INT
22002T108
873
33100
SH
SOLE
33100
0
0
CORTEVA INC
COM
22052L104
5302
179311
SH
SOLE
179311
0
0
COSTCO WHSL CORP NEW
COM
22160K105
27836
105336
SH
SOLE
105336
0
0
COTY INC
COM CL A
222070203
965
71989
SH
SOLE
71989
0
0
COUSINS PPTYS INC
COM NEW
222795502
1556
43020
SH
SOLE
43020
0
0
COVETRUS INC COM
COM
22304C100
696
28457
SH
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28457
0
0
CRACKER BARREL OLD CTRY STOR
COM
22410J106
1212
7100
SH
SOLE
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0
0
CRANE CO
COM
224399105
1254
15032
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15032
0
0
CREE INC
COM
225447101
1957
34830
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34830
0
0
CROWN CASTLE INTL CORP NEW
COM
22822V101
16199
124274
SH
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124274
0
0
CULLEN FROST BANKERS INC
COM
229899109
1751
18700
SH
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18700
0
0
CUMMINS INC
COM
231021106
5939
34664
SH
SOLE
34664
0
0
CURTISS WRIGHT CORP
COM
231561101
1615
12700
SH
SOLE
12700
0
0
CYPRESS SEMICONDUCTOR CORP
COM
232806109
2409
108300
SH
SOLE
108300
0
0
CYRUSONE INC
COM
23283R100
1934
33500
SH
SOLE
33500
0
0
D R HORTON INC
COM
23331A109
3505
81260
SH
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81260
0
0
DTE ENERGY CO
COM
233331107
5604
43823
SH
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43823
0
0
DXC TECHNOLOGY CO
COM
23355L106
39543
717000
SH
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717000
0
0
DANA INCORPORATED
COM
235825205
849
42600
SH
SOLE
42600
0
0
DANAHER CORPORATION
COM
235851102
21562
150867
SH
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150867
0
0
DARDEN RESTAURANTS INC
COM
237194105
3585
29453
SH
SOLE
29453
0
0
DAVITA INC
COM
23918K108
1702
30258
SH
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30258
0
0
DECKERS OUTDOOR CORP
COM
243537107
1513
8600
SH
SOLE
8600
0
0
DEERE CO
COM
244199105
12570
75854
SH
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75854
0
0
DELTA AIR LINES INC DEL
COM NEW
247361702
48069
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SH
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0
0
DELUXE CORP
COM
248019101
527
12962
SH
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12962
0
0
DENTSPLY SIRONA INC
COM
24906P109
3266
55966
SH
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55966
0
0
DEVON ENERGY CORP NEW
COM
25179M103
2834
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SH
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0
0
DIAMONDBACK ENERGY INC
COM
25278X109
4037
37046
SH
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37046
0
0
DICKS SPORTING GOODS INC
COM
253393102
693
20000
SH
SOLE
20000
0
0
DIGITAL RLTY TR INC
COM
253868103
5873
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SH
SOLE
49860
0
0
DILLARDS INC
CL A
254067101
330
5300
SH
SOLE
5300
0
0
DISNEY WALT CO
COM DISNEY
254687106
116459
833991
SH
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0
0
DISCOVER FINL SVCS
COM
254709108
6017
77543
SH
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77543
0
0
DISCOVERY INC
COM SER A
25470F104
1159
37749
SH
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37749
0
0
DISCOVERY INC
COM SER C
25470F302
2457
86346
SH
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86346
0
0
DISH NETWORK CORP
CL A
25470M109
2120
55200
SH
SOLE
55200
0
0
DOLLAR GEN CORP NEW
COM
256677105
24470
181042
SH
SOLE
181042
0
0
DOLLAR TREE INC
COM
256746108
6112
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SH
SOLE
56910
0
0
DOMINION ENERGY INC
COM
25746U109
14850
192054
SH
SOLE
192054
0
0
DOMINOS PIZZA INC
COM
25754A201
3395
12200
SH
SOLE
12200
0
0
DOMTAR CORP
COM NEW
257559203
833
18700
SH
SOLE
18700
0
0
DONALDSON INC
COM
257651109
1918
37720
SH
SOLE
37720
0
0
DOUGLAS EMMETT INC
COM
25960P109
1908
47900
SH
SOLE
47900
0
0
DOVER CORP
COM
260003108
3483
34762
SH
SOLE
34762
0
0
DOW INC
COM
260557103
8840
179278
SH
SOLE
179278
0
0
DROPBOX INC
CL A
26210C104
792
31605
SH
SOLE
31605
0
0
DUKE REALTY CORP
COM NEW
264411505
2718
86000
SH
SOLE
86000
0
0
DUKE ENERGY CORP NEW
COM NEW
26441C204
17964
203584
SH
SOLE
203584
0
0
DUNKIN BRANDS GROUP INC
COM
265504100
1952
24500
SH
SOLE
24500
0
0
DUPONT DE NEMOURS INC
COM
26614N102
13461
179311
SH
SOLE
179311
0
0
DYCOM INDS INC
COM
267475101
547
9300
SH
SOLE
9300
0
0
EOG RES INC
COM
26875P101
12943
138928
SH
SOLE
138928
0
0
EQT CORP
COM
26884L109
1196
75670
SH
SOLE
75670
0
0
EPR PPTYS
COM SH BEN INT
26884U109
1663
22300
SH
SOLE
22300
0
0
E TRADE FINANCIAL CORP
COM NEW
269246401
2612
58558
SH
SOLE
58558
0
0
EAGLE MATERIALS INC
COM
26969P108
1214
13100
SH
SOLE
13100
0
0
EAST WEST BANCORP INC
COM
27579R104
2016
43100
SH
SOLE
43100
0
0
EASTGROUP PPTY INC
COM
277276101
1264
10900
SH
SOLE
10900
0
0
EASTMAN CHEMICAL CO
COM
277432100
2582
33170
SH
SOLE
33170
0
0
EATON VANCE CORP
COM NON VTG
278265103
1458
33800
SH
SOLE
33800
0
0
EBAY INC
COM
278642103
7748
196142
SH
SOLE
196142
0
0
ECOLAB INC
COM
278865100
11990
60729
SH
SOLE
60729
0
0
EDGEWELL PERS CARE CO
COM
28035Q102
432
16044
SH
SOLE
16044
0
0
EDISON INTL
COM
281020107
5257
77984
SH
SOLE
77984
0
0
EDWARDS LIFESCIENCES CORP
COM
28176E108
9229
49956
SH
SOLE
49956
0
0
ELDORADO RESORTS INC
COM
28470R102
889
19300
SH
SOLE
19300
0
0
ELECTRONIC ARTS INC
COM
285512109
7190
71006
SH
SOLE
71006
0
0
ELLINGTON FINANCIAL INC COM
COM
28852N109
26286
1462778
SH
SOLE
1462778
0
0
ELLINGTON RESIDENTIAL MTG RE
COM SHS BEN INT
288578107
6241
580000
SH
SOLE
580000
0
0
EMCOR GROUP INC
COM
29084Q100
1462
16600
SH
SOLE
16600
0
0
EMERSON ELEC CO
COM
291011104
33168
497123
SH
SOLE
497123
0
0
ENCOMPASS HEALTH CORP
COM
29261A100
1856
29300
SH
SOLE
29300
0
0
ENERGY FOCUS INC
COM NEW
29268T300
223
545283
SH
SOLE
545283
0
0
ENERGIZER HLDGS INC NEW
COM
29272W109
728
18844
SH
SOLE
18844
0
0
ENERSYS
COM
29275Y102
870
12700
SH
SOLE
12700
0
0
ENTERGY CORP NEW
COM
29364G103
4685
45515
SH
SOLE
45515
0
0
ENTERPRISE PRODS PARTNERS L
COM
293792107
2656
92000
SH
SOLE
92000
0
0
EPAM SYS INC
COM
29414B104
29427
170000
SH
SOLE
170000
0
0
EQUIFAX INC
COM
294429105
3915
28946
SH
SOLE
28946
0
0
EQUINIX INC
COM
29444U700
10155
20138
SH
SOLE
20138
0
0
EQUITRANS MIDSTREAM CORPORAT
COM
294600101
1191
60436
SH
SOLE
60436
0
0
EQUITY RESIDENTIAL
SH BEN INT
29476L107
6734
88703
SH
SOLE
88703
0
0
ESSEX PPTY TR INC
COM
297178105
4584
15702
SH
SOLE
15702
0
0
EURONET WORLDWIDE INC
COM
298736109
37994
225830
SH
SOLE
225830
0
0
EVERCORE INC
CLASS A
29977A105
1081
12200
SH
SOLE
12200
0
0
EVERGY INC
COM
30034W106
3513
58400
SH
SOLE
58400
0
0
EVERSOURCE ENERGY
COM
30040W108
5823
76864
SH
SOLE
76864
0
0
EVOKE PHARMA INC
COM
30049G104
250
400000
SH
SOLE
400000
0
0
EXELON CORP
COM
30161N101
11146
232497
SH
SOLE
232497
0
0
EXELIXIS INC
COM
30161Q104
1908
89300
SH
SOLE
89300
0
0
EXPEDIA GROUP INC
COM NEW
30212P303
3763
28284
SH
SOLE
28284
0
0
EXPEDITORS INTL WASH INC
COM
302130109
3125
41199
SH
SOLE
41199
0
0
EXTRA SPACE STORAGE INC
COM
30225T102
3241
30548
SH
SOLE
30548
0
0
EXXON MOBIL CORP
COM
30231G102
77621
1012932
SH
SOLE
1012932
0
0
FLIR SYS INC
COM
302445101
1752
32385
SH
SOLE
32385
0
0
F M C CORP
COM NEW
302491303
2616
31534
SH
SOLE
31534
0
0
FNB CORP PA
COM
302520101
1131
96100
SH
SOLE
96100
0
0
FACEBOOK INC
CL A
30303M102
134902
698974
SH
SOLE
698974
0
0
FACTSET RESH SYS INC
COM
303075105
3238
11300
SH
SOLE
11300
0
0
FAIR ISAAC CORP
COM
303250104
2701
8600
SH
SOLE
8600
0
0
FASTENAL CO
COM
311900104
4464
136972
SH
SOLE
136972
0
0
FEDERAL REALTY INVT TR
SH BEN INT NEW
313747206
2307
17916
SH
SOLE
17916
0
0
FEDERATED INVS INC PA
CL B
314211103
926
28500
SH
SOLE
28500
0
0
FEDEX CORP
COM
31428X106
9426
57412
SH
SOLE
57412
0
0
F5 NETWORKS INC
COM
315616102
2078
14272
SH
SOLE
14272
0
0
FIDELITY NATL INFORMATION SV
COM
31620M106
35339
288056
SH
SOLE
288056
0
0
FIFTH THIRD BANCORP
COM
316773100
4856
174049
SH
SOLE
174049
0
0
FIRST AMERN FINL CORP
COM
31847R102
1783
33200
SH
SOLE
33200
0
0
FIRST FINL BANKSHARES
COM
32020R109
1238
40200
SH
SOLE
40200
0
0
FIRST HORIZON NATL CORP
COM
320517105
1394
93383
SH
SOLE
93383
0
0
FIRST INDUSTRIAL REALTY TRUS
COM
32054K103
1374
37400
SH
SOLE
37400
0
0
FIRST REP BK SAN FRANCISCO C
COM
33616C100
3847
39400
SH
SOLE
39400
0
0
FIRST SOLAR INC
COM
336433107
27236
414673
SH
SOLE
414673
0
0
FISERV INC
COM
337738108
31305
343406
SH
SOLE
343406
0
0
FIRSTENERGY CORP
COM
337932107
5174
120853
SH
SOLE
120853
0
0
FIVE BELOW INC
COM
33829M101
1992
16600
SH
SOLE
16600
0
0
FLEETCOR TECHNOLOGIES INC
COM
339041105
29967
106700
SH
SOLE
106700
0
0
FLUOR CORP NEW
COM
343412102
1397
41453
SH
SOLE
41453
0
0
FLOWERS FOODS INC
COM
343498101
1267
54450
SH
SOLE
54450
0
0
FLOWSERVE CORP
COM
34354P105
1653
31375
SH
SOLE
31375
0
0
FOOT LOCKER INC
COM
344849104
1129
26928
SH
SOLE
26928
0
0
FORD MTR CO DEL
COM
345370860
9598
938190
SH
SOLE
938190
0
0
FORTINET INC
COM
34959E109
2666
34700
SH
SOLE
34700
0
0
FORTIVE CORP
COM
34959J108
5757
70619
SH
SOLE
70619
0
0
FORTRESS TRANS INFRST INVS L
COM REP LTD LIAB
34960P101
57032
3776923
SH
SOLE
3776923
0
0
FORTUNE BRANDS HOME SEC IN
COM
34964C106
1912
33464
SH
SOLE
33464
0
0
FOX CORP
CL A COM
35137L105
3110
84880
SH
SOLE
84880
0
0
FOX CORP
CL B COM
35137L204
1420
38885
SH
SOLE
38885
0
0
FRANKLIN RES INC
COM
354613101
2452
70460
SH
SOLE
70460
0
0
FREEPORT MCMORAN INC
CL B
35671D857
4032
347323
SH
SOLE
347323
0
0
FULTON FINL CORP PA
COM
360271100
819
50000
SH
SOLE
50000
0
0
GATX CORP
COM
361448103
848
10690
SH
SOLE
10690
0
0
GEO GROUP INC NEW
COM
36162J106
753
35850
SH
SOLE
35850
0
0
GALLAGHER ARTHUR J CO
COM
363576109
3885
44352
SH
SOLE
44352
0
0
GAP INC
COM
364760108
910
50646
SH
SOLE
50646
0
0
GARTNER INC
COM
366651107
3476
21599
SH
SOLE
21599
0
0
GENERAL DYNAMICS CORP
COM
369550108
11823
65027
SH
SOLE
65027
0
0
GENERAL ELECTRIC CO
COM
369604103
24379
2321828
SH
SOLE
2321828
0
0
GENERAL MLS INC
COM
370334104
7528
143338
SH
SOLE
143338
0
0
GENERAL MTRS CO
COM
37045V100
12169
315820
SH
SOLE
315820
0
0
GENESEE WYO INC
CL A
371559105
1670
16700
SH
SOLE
16700
0
0
GENTEX CORP
COM
371901109
1863
75700
SH
SOLE
75700
0
0
GENUINE PARTS CO
COM
372460105
3618
34932
SH
SOLE
34932
0
0
GENWORTH FINL INC
COM CL A
37247D106
553
149000
SH
SOLE
149000
0
0
GILEAD SCIENCES INC
COM
375558103
51223
758189
SH
SOLE
758189
0
0
GLOBAL PMTS INC
COM
37940X102
39306
245464
SH
SOLE
245464
0
0
GLOBUS MED INC
CL A
379577208
960
22700
SH
SOLE
22700
0
0
GOLDMAN SACHS GROUP INC
COM
38141G104
16665
81450
SH
SOLE
81450
0
0
GOODYEAR TIRE RUBR CO
COM
382550101
1053
68816
SH
SOLE
68816
0
0
GRACO INC
COM
384109104
2474
49300
SH
SOLE
49300
0
0
GRAHAM HLDGS CO
COM
384637104
897
1300
SH
SOLE
1300
0
0
GRAINGER W W INC
COM
384802104
2872
10707
SH
SOLE
10707
0
0
GRANITE CONSTR INC
COM
387328107
667
13845
SH
SOLE
13845
0
0
GRANITE PT MTG TR INC
COM
38741L107
30704
1600000
SH
SOLE
1600000
0
0
GREAT AJAX CORP
COM
38983D300
12600
900000
SH
SOLE
900000
0
0
GREEN DOT CORP
CL A
39304D102
694
14200
SH
SOLE
14200
0
0
GREIF INC
CL A
397624107
254
7800
SH
SOLE
7800
0
0
HCA HEALTHCARE INC
COM
40412C101
8640
63920
SH
SOLE
63920
0
0
HCP INC
COM
40414L109
3661
114467
SH
SOLE
114467
0
0
HNI CORP
COM
404251100
454
12840
SH
SOLE
12840
0
0
HP INC
COM
40434L105
7497
360625
SH
SOLE
360625
0
0
HAEMONETICS CORP
COM
405024100
1829
15200
SH
SOLE
15200
0
0
HAIN CELESTIAL GROUP INC
COM
405217100
580
26500
SH
SOLE
26500
0
0
HALLIBURTON CO
COM
406216101
4759
209279
SH
SOLE
209279
0
0
HANCOCK WHITNEY CORPORATION
COM
410120109
1018
25400
SH
SOLE
25400
0
0
HANESBRANDS INC
COM
410345102
1489
86492
SH
SOLE
86492
0
0
HANOVER INS GROUP INC
COM
410867105
1546
12050
SH
SOLE
12050
0
0
HARLEY DAVIDSON INC
COM
412822108
1364
38077
SH
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38077
0
0
HARTFORD FINL SVCS GROUP INC
COM
416515104
4824
86575
SH
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0
0
HASBRO INC
COM
418056107
2931
27739
SH
SOLE
27739
0
0
HAWAIIAN ELEC INDUSTRIES
COM
419870100
1404
32240
SH
SOLE
32240
0
0
HEALTHCARE SVCS GRP INC
COM
421906108
664
21900
SH
SOLE
21900
0
0
HEALTHCARE RLTY TR
COM
421946104
1196
38200
SH
SOLE
38200
0
0
HEALTHEQUITY INC
COM
42226A107
1059
16200
SH
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16200
0
0
HELMERICH PAYNE INC
COM
423452101
1341
26492
SH
SOLE
26492
0
0
HENRY JACK ASSOC INC
COM
426281101
2471
18450
SH
SOLE
18450
0
0
HERSHEY CO
COM
427866108
4474
33382
SH
SOLE
33382
0
0
HESS CORP
COM
42809H107
3878
61005
SH
SOLE
61005
0
0
HEWLETT PACKARD ENTERPRISE C
COM
42824C109
4793
320597
SH
SOLE
320597
0
0
HIGHWOODS PPTYS INC
COM
431284108
1268
30700
SH
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0
0
HILL ROM HLDGS INC
COM
431475102
2066
19750
SH
SOLE
19750
0
0
HILTON WORLDWIDE HLDGS INC
COM
43300A203
6812
69700
SH
SOLE
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0
0
HOLLYFRONTIER CORP
COM
436106108
1740
37600
SH
SOLE
37600
0
0
HOLOGIC INC
COM
436440101
3081
64160
SH
SOLE
64160
0
0
HOME BANCSHARES INC
COM
436893200
882
45800
SH
SOLE
45800
0
0
HOME DEPOT INC
COM
437076102
128947
620028
SH
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620028
0
0
HONEYWELL INTL INC
COM
438516106
83943
480800
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SOLE
480800
0
0
HORMEL FOODS CORP
COM
440452100
2644
65220
SH
SOLE
65220
0
0
HOSPITALITY PPTYS TR
COM SH BEN INT
44106M102
1218
48700
SH
SOLE
48700
0
0
HOST HOTELS RESORTS INC
COM
44107P104
3232
177400
SH
SOLE
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0
0
HUBBELL INC
COM
443510607
2101
16114
SH
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16114
0
0
HUMANA INC
COM
444859102
8576
32326
SH
SOLE
32326
0
0
HUNT J B TRANS SVCS INC
COM
445658107
1908
20876
SH
SOLE
20876
0
0
HUNTINGTON BANCSHARES INC
COM
446150104
3462
250538
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SOLE
250538
0
0
HUNTINGTON INGALLS INDS INC
COM
446413106
2225
9900
SH
SOLE
9900
0
0
ICU MED INC
COM
44930G107
1234
4900
SH
SOLE
4900
0
0
IPG PHOTONICS CORP
COM
44980X109
1311
8500
SH
SOLE
8500
0
0
ITT INC
COM
45073V108
1702
26000
SH
SOLE
26000
0
0
IDACORP INC
COM
451107106
1494
14880
SH
SOLE
14880
0
0
IDEX CORP
COM
45167R104
3856
22400
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SOLE
22400
0
0
IDEXX LABS INC
COM
45168D104
5672
20600
SH
SOLE
20600
0
0
ILLINOIS TOOL WKS INC
COM
452308109
40598
269197
SH
SOLE
269197
0
0
ILLUMINA INC
COM
452327109
32088
87160
SH
SOLE
87160
0
0
INCYTE CORP
COM
45337C102
3619
42600
SH
SOLE
42600
0
0
INGEVITY CORP
COM
45688C107
1304
12400
SH
SOLE
12400
0
0
INGREDION INC
COM
457187102
1625
19700
SH
SOLE
19700
0
0
INSPERITY INC
COM
45778Q107
1356
11100
SH
SOLE
11100
0
0
INOGEN INC
COM
45780L104
354
5300
SH
SOLE
5300
0
0
INTEGRA LIFESCIENCES HLDGS C
COM NEW
457985208
1173
21000
SH
SOLE
21000
0
0
INTEL CORP
COM
458140100
97852
2044111
SH
SOLE
2044111
0
0
INTELLIA THERAPEUTICS INC
COM
45826J105
200
12222
SH
SOLE
12222
0
0
INTERACTIVE BROKERS GROUP IN
COM CL A
45841N107
1203
22200
SH
SOLE
22200
0
0
INTERCEPT PHARMACEUTICALS IN
COM
45845P108
442
5561
SH
SOLE
5561
0
0
INTERCONTINENTAL EXCHANGE IN
COM
45866F104
11602
135000
SH
SOLE
135000
0
0
INTERDIGITAL INC
COM
45867G101
605
9400
SH
SOLE
9400
0
0
INTERNATIONAL BANCSHARES COR
COM
459044103
607
16100
SH
SOLE
16100
0
0
INTERNATIONAL BUSINESS MACHS
COM
459200101
81001
587387
SH
SOLE
587387
0
0
INTERNATIONAL FLAVORS FRAGRA
COM
459506101
3517
24242
SH
SOLE
24242
0
0
INTL PAPER CO
COM
460146103
4123
95173
SH
SOLE
95173
0
0
INTERNATIONAL SPEEDWAY CORP
CL A
460335201
316
7050
SH
SOLE
7050
0
0
INTERPUBLIC GROUP COS INC
COM
460690100
2092
92629
SH
SOLE
92629
0
0
INTUIT
COM
461202103
16224
62084
SH
SOLE
62084
0
0
INTUITIVE SURGICAL INC
COM
46120E602
34971
66668
SH
SOLE
66668
0
0
IQVIA HLDGS INC
COM
46266C105
39630
246300
SH
SOLE
246300
0
0
IRON MTN INC NEW
COM
46284V101
2149
68646
SH
SOLE
68646
0
0
ISHARES TR
CORE SP MCP ETF
464287507
31935
164391
SH
SOLE
164391
0
0
JBG SMITH PPTYS
COM
46590V100
1405
35725
SH
SOLE
35725
0
0
JPMORGAN CHASE CO
COM
46625H100
166122
1485885
SH
SOLE
1485885
0
0
JABIL INC
COM
466313103
1302
41200
SH
SOLE
41200
0
0
JACK IN THE BOX INC
COM
466367109
619
7600
SH
SOLE
7600
0
0
JACOBS ENGR GROUP INC
COM
469814107
2322
27511
SH
SOLE
27511
0
0
JEFFERIES FINL GROUP INC
COM
47233W109
1166
60646
SH
SOLE
60646
0
0
JETBLUE AWYS CORP
COM
477143101
1648
89123
SH
SOLE
89123
0
0
JOHNSON JOHNSON
COM
478160104
100541
721864
SH
SOLE
721864
0
0
JONES LANG LASALLE INC
COM
48020Q107
1899
13500
SH
SOLE
13500
0
0
J2 GLOBAL INC
COM
48123V102
1227
13800
SH
SOLE
13800
0
0
JUNIPER NETWORKS INC
COM
48203R104
2194
82396
SH
SOLE
82396
0
0
KBR INC
COM
48242W106
1044
41842
SH
SOLE
41842
0
0
KLA TENCOR CORP
COM
482480100
4572
38677
SH
SOLE
38677
0
0
KANSAS CITY SOUTHERN
COM NEW
485170302
2937
24112
SH
SOLE
24112
0
0
KB HOME
COM
48666K109
643
25000
SH
SOLE
25000
0
0
KELLOGG CO
COM
487836108
3187
59491
SH
SOLE
59491
0
0
KEMPER CORP DEL
COM
488401100
1592
18450
SH
SOLE
18450
0
0
KENNAMETAL INC
COM
489170100
901
24360
SH
SOLE
24360
0
0
KEYCORP NEW
COM
493267108
4285
241427
SH
SOLE
241427
0
0
KEYSIGHT TECHNOLOGIES INC
COM
49338L103
4041
45000
SH
SOLE
45000
0
0
KILROY RLTY CORP
COM
49427F108
2207
29900
SH
SOLE
29900
0
0
KIMBERLY CLARK CORP
COM
494368103
10975
82346
SH
SOLE
82346
0
0
KIMCO RLTY CORP
COM
49446R109
1867
101038
SH
SOLE
101038
0
0
KINDER MORGAN INC DEL
COM
49456B101
9731
466056
SH
SOLE
466056
0
0
KIRBY CORP
COM
497266106
1264
16000
SH
SOLE
16000
0
0
KNIGHT SWIFT TRANSN HLDGS IN
CL A
499049104
1212
36900
SH
SOLE
36900
0
0
KOHLS CORP
COM
500255104
1845
38810
SH
SOLE
38810
0
0
KRAFT HEINZ CO
COM
500754106
4623
148946
SH
SOLE
148946
0
0
KROGER CO
COM
501044101
4192
193076
SH
SOLE
193076
0
0
L BRANDS INC
COM
501797104
1434
54944
SH
SOLE
54944
0
0
LKQ CORP
COM
501889208
2000
75152
SH
SOLE
75152
0
0
L3 TECHNOLOGIES INC
COM
502413107
4657
18996
SH
SOLE
18996
0
0
LABORATORY CORP AMER HLDGS
COM NEW
50540R409
4080
23597
SH
SOLE
23597
0
0
LAM RESEARCH CORP
COM
512807108
6736
35860
SH
SOLE
35860
0
0
LAMAR ADVERTISING CO NEW
CL A
512816109
4875
60400
SH
SOLE
60400
0
0
LAMB WESTON HLDGS INC
COM
513272104
2218
35000
SH
SOLE
35000
0
0
LANCASTER COLONY CORP
COM
513847103
865
5820
SH
SOLE
5820
0
0
LANDSTAR SYS INC
COM
515098101
1285
11900
SH
SOLE
11900
0
0
LAUDER ESTEE COS INC
CL A
518439104
9617
52518
SH
SOLE
52518
0
0
LEGGETT PLATT INC
COM
524660107
1204
31377
SH
SOLE
31377
0
0
LEGG MASON INC
COM
524901105
980
25600
SH
SOLE
25600
0
0
LEIDOS HLDGS INC
COM
525327102
3405
42648
SH
SOLE
42648
0
0
LENDINGTREE INC NEW
COM
52603B107
924
2200
SH
SOLE
2200
0
0
LENNAR CORP
CL A
526057104
3313
68358
SH
SOLE
68358
0
0
LENNOX INTL INC
COM
526107107
2860
10400
SH
SOLE
10400
0
0
LEVI STRAUSS CO NEW
CL A COM STK
52736R102
11902
570000
SH
SOLE
570000
0
0
LIBERTY PPTY TR
SH BEN INT
531172104
2197
43900
SH
SOLE
43900
0
0
LIGAND PHARMACEUTICALS INC
COM NEW
53220K504
662
5800
SH
SOLE
5800
0
0
LIFE STORAGE INC
COM
53223X107
1312
13800
SH
SOLE
13800
0
0
LILLY ELI CO
COM
532457108
22916
206838
SH
SOLE
206838
0
0
LINCOLN ELEC HLDGS INC
COM
533900106
1531
18600
SH
SOLE
18600
0
0
LINCOLN NATL CORP IND
COM
534187109
3125
48481
SH
SOLE
48481
0
0
LITTELFUSE INC
COM
537008104
1291
7300
SH
SOLE
7300
0
0
LIVE NATION ENTERTAINMENT IN
COM
538034109
2736
41300
SH
SOLE
41300
0
0
LIVERAMP HLDGS INC
COM
53815P108
989
20400
SH
SOLE
20400
0
0
LOCKHEED MARTIN CORP
COM
539830109
76277
209818
SH
SOLE
209818
0
0
LOEWS CORP
COM
540424108
3509
64185
SH
SOLE
64185
0
0
LOGMEIN INC
COM
54142L109
1083
14702
SH
SOLE
14702
0
0
LOUISIANA PAC CORP
COM
546347105
957
36499
SH
SOLE
36499
0
0
LOWES COS INC
COM
548661107
18918
187475
SH
SOLE
187475
0
0
LUMENTUM HLDGS INC
COM
55024U109
1207
22600
SH
SOLE
22600
0
0
M T BK CORP
COM
55261F104
5556
32670
SH
SOLE
32670
0
0
MDU RES GROUP INC
COM
552690109
1513
58662
SH
SOLE
58662
0
0
MGM RESORTS INTERNATIONAL
COM
552953101
3491
122200
SH
SOLE
122200
0
0
MKS INSTRUMENT INC
COM
55306N104
1254
16100
SH
SOLE
16100
0
0
MSA SAFETY INC
COM
553498106
1096
10400
SH
SOLE
10400
0
0
MSC INDL DIRECT INC
CL A
553530106
988
13300
SH
SOLE
13300
0
0
MSCI INC
COM
55354G100
4847
20300
SH
SOLE
20300
0
0
MACERICH CO
COM
554382101
851
25408
SH
SOLE
25408
0
0
MACK CALI RLTY CORP
COM
554489104
622
26700
SH
SOLE
26700
0
0
MACYS INC
COM
55616P104
1587
73930
SH
SOLE
73930
0
0
MANHATTAN ASSOCS INC
COM
562750109
1324
19100
SH
SOLE
19100
0
0
MANPOWERGROUP INC
COM
56418H100
1713
17730
SH
SOLE
17730
0
0
MARATHON OIL CORP
COM
565849106
2783
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SH
SOLE
195840
0
0
MARATHON PETE CORP
COM
56585A102
8863
158616
SH
SOLE
158616
0
0
MARKETAXESS HLDGS INC
COM
57060D108
2861
8900
SH
SOLE
8900
0
0
MARRIOTT VACTINS WORLDWID CO
COM
57164Y107
1109
11500
SH
SOLE
11500
0
0
MARSH MCLENNAN COS INC
COM
571748102
12209
122401
SH
SOLE
122401
0
0
MARRIOTT INTL INC NEW
CL A
571903202
9280
66152
SH
SOLE
66152
0
0
MARTIN MARIETTA MATLS INC
COM
573284106
3431
14912
SH
SOLE
14912
0
0
MASCO CORP
COM
574599106
2759
70304
SH
SOLE
70304
0
0
MASIMO CORP
COM
574795100
2158
14500
SH
SOLE
14500
0
0
MASTEC INC
COM
576323109
943
18300
SH
SOLE
18300
0
0
MASTERCARD INC
CL A
57636Q104
89842
339628
SH
SOLE
339628
0
0
MATADOR RES CO
COM
576485205
610
30700
SH
SOLE
30700
0
0
MATTEL INC
COM
577081102
1146
102261
SH
SOLE
102261
0
0
MAXIM INTEGRATED PRODS INC
COM
57772K101
3900
65200
SH
SOLE
65200
0
0
MAXIMUS INC
COM
577933104
1371
18900
SH
SOLE
18900
0
0
MCCORMICK CO INC
COM NON VTG
579780206
4537
29268
SH
SOLE
29268
0
0
MCDERMOTT INTL INC
COM
580037703
520
53799
SH
SOLE
53799
0
0
MCDONALDS CORP
COM
580135101
37951
182757
SH
SOLE
182757
0
0
MCKESSON CORP
COM
58155Q103
6106
45433
SH
SOLE
45433
0
0
MEDICAL PPTYS TRUST INC
COM
58463J304
2037
116800
SH
SOLE
116800
0
0
MEDIDATA SOLUTIONS INC
COM
58471A105
1665
18400
SH
SOLE
18400
0
0
MEDNAX INC
COM
58502B106
646
25600
SH
SOLE
25600
0
0
MERCK CO INC
COM
58933Y105
54959
655449
SH
SOLE
655449
0
0
MERCURY GENL CORP NEW
COM
589400100
500
8000
SH
SOLE
8000
0
0
MEREDITH CORP
COM
589433101
655
11900
SH
SOLE
11900
0
0
METLIFE INC
COM
59156R108
11299
227485
SH
SOLE
227485
0
0
METTLER TOLEDO INTERNATIONAL
COM
592688105
4990
5940
SH
SOLE
5940
0
0
MICHAELS COS INC
COM
59408Q106
232
26700
SH
SOLE
26700
0
0
MICROSOFT CORP
COM
594918104
339015
2530717
SH
SOLE
2530717
0
0
MICROVISION INC DEL
COM NEW
594960304
3483
4326199
SH
SOLE
4326199
0
0
MICROCHIP TECHNOLOGY INC
COM
595017104
4939
56972
SH
SOLE
56972
0
0
MICRON TECHNOLOGY INC
COM
595112103
10224
264944
SH
SOLE
264944
0
0
MID AMER APT CMNTYS INC
COM
59522J103
3215
27301
SH
SOLE
27301
0
0
MILLER HERMAN INC
COM
600544100
779
17430
SH
SOLE
17430
0
0
MINERALS TECHNOLOGIES INC
COM
603158106
555
10380
SH
SOLE
10380
0
0
MOHAWK INDS INC
COM
608190104
2173
14736
SH
SOLE
14736
0
0
MOLINA HEALTHCARE INC
COM
60855R100
2648
18500
SH
SOLE
18500
0
0
MOLSON COORS BREWING CO
CL B
60871R209
2520
44999
SH
SOLE
44999
0
0
MONDELEZ INTL INC
CL A
609207105
18588
344856
SH
SOLE
344856
0
0
MONOLITHIC PWR SYS INC
COM
609839105
1589
11700
SH
SOLE
11700
0
0
MONSTER BEVERAGE CORP NEW
COM
61174X109
5980
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SOLE
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0
MOODYS CORP
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615369105
21155
108315
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0
MORGAN STANLEY
COM NEW
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13408
306055
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0
MOSAIC CO NEW
COM
61945C103
2127
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0
MOTOROLA SOLUTIONS INC
COM NEW
620076307
6573
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0
MURPHY OIL CORP
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626717102
1191
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0
MURPHY USA INC
COM
626755102
742
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0
NCR CORP NEW
COM
62886E108
1105
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0
NRG ENERGY INC
COM NEW
629377508
2247
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0
NVR INC
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62944T105
3249
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NASDAQ INC
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2675
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NATIONAL FUEL GAS CO N J
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NATIONAL GRID PLC
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1393
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COM
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2054
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NATIONAL RETAIL PPTYS INC
COM
637417106
2555
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NAVIENT CORP
COM
63938C108
860
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1484
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NETAPP INC
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NETFLIX INC
COM
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38434
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NETSCOUT SYS INC
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64115T104
523
20600
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NEW FORTRESS ENTERGY LLC
CL A SHS RP LLC
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1862
159000
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NEW JERSEY RES
COM
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1314
26400
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0
NEW RESIDENTIAL INVT CORP
COM NEW
64828T201
156281
10154734
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NEW YORK CMNTY BANCORP INC
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1381
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NEW YORK TIMES CO
CL A
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1373
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1437
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NEWMARKET CORP
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651587107
1042
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NEWMONT GOLDCORP CORPORATION
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7550
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0
NEWS CORP NEW
CL A
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1246
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NEWS CORP NEW
CL B
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414
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NEXTERA ENERGY INC
COM
65339F101
23492
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NIKE INC
CL B
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25260
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NISOURCE INC
COM
65473P105
2572
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NOBLE ENERGY INC
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2564
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NORDSON CORP
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2156
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NORDSTROM INC
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803
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NORFOLK SOUTHERN CORP
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12687
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4694
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13124
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NORTHWESTERN CORP
COM NEW
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1075
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NOW INC
COM
67011P100
476
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NU SKIN ENTERPRISES INC
CL A
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809
16400
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NUCOR CORP
COM
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4023
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NUTANIX INC
CL A
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NVIDIA CORP
COM
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23943
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NUVASIVE INC
COM
670704105
902
15400
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OGE ENERGY CORP
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2520
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O REILLY AUTOMOTIVE INC NEW
COM
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6924
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OASIS PETE INC NEW
COM
674215108
455
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OCCIDENTAL PETE CORP
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9003
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COM
675232102
597
29300
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OLD DOMINION FREIGHT LINE IN
COM
679580100
2866
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OLD REP INTL CORP
COM
680223104
1887
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OLLIES BARGAIN OUTLT HLDGS I
COM
681116109
1341
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OMNICOM GROUP INC
COM
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4320
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OMEGA HEALTHCARE INVS INC
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681936100
2334
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ONE GAS INC
COM
68235P108
1405
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ONEOK INC NEW
COM
682680103
6800
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ORACLE CORP
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68389X105
66710
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OSHKOSH CORP
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1728
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OWENS ILL INC
COM NEW
690768403
793
45900
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PBF ENERGY INC
CL A
69318G106
1111
35500
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PNC FINL SVCS GROUP
COM
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14837
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PNM RES INC
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69349H107
1198
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PPG INDS INC
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6602
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PPL CORP
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5357
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PRA HEALTH SCIENCES INC
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PS BUSINESS PKS INC CALIF
COM
69360J107
994
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PVH CORP
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1694
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PTC INC
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69370C100
2750
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PACCAR INC
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5942
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2154
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1367
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PALO ALTO NETWORKS INC
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10188
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300
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PARKER HANNIFIN CORP
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PATTERSON COMPANIES INC
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561
24500
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PATTERSON UTI ENERGY INC
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710
61700
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6304
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PAYPAL HLDGS INC
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41129
359334
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1089
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609
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PEOPLES UTD FINL INC
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1584
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44011
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PERSPECTA INC
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969
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PHILIP MORRIS INTL INC
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73274
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PHILLIPS 66
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PINNACLE FINL PARTNERS INC
COM
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1230
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PINNACLE WEST CAP CORP
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PIONEER NAT RES CO
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6201
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PLANTRONICS INC NEW
COM
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359
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POLARIS INDS INC
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POLYONE CORP
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722
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2254
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POST HLDGS INC
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2048
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POTLATCHDELTIC CORPORATION
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780
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20011
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PRESTIGE CONSMR HEALTHCARE I
COM
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485
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PRICE T ROWE GROUP INC
COM
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PRIMERICA INC
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74164M108
1499
12500
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12500
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PRINCIPAL FINL GROUP INC
COM
74251V102
3590
61979
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PROCTER AND GAMBLE CO
COM
742718109
85023
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PROGRESSIVE CORP OHIO
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11173
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PROLOGIS INC
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12096
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PROSPERITY BANCSHARES INC
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1295
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19600
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PRUDENTIAL FINL INC
COM
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PUBLIC SVC ENTERPRISE GRP IN
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PUBLIC STORAGE
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PULTE GROUP INC
COM
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1929
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QEP RES INC
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QORVO INC
COM
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1900
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28524
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QUALCOMM INC
COM
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QUANTA SVCS INC
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1301
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34056
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QUEST DIAGNOSTICS INC
COM
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41606
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RPM INTL INC
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2372
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38818
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RALPH LAUREN CORP
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RANGE RES CORP
COM
75281A109
431
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RAYMOND JAMES FINANCIAL INC
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RAYONIER INC
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RAYTHEON CO
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REALTY INCOME CORP
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RED HAT INC
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36537
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REGAL BELOIT CORP
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12700
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REGENCY CTRS CORP
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2670
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40000
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REGENERON PHARMACEUTICALS
COM
75886F107
5898
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18844
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REGIONS FINL CORP NEW
COM
7591EP100
3624
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REINSURANCE GRP OF AMERICA I
COM NEW
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RELIANCE STEEL ALUMINUM CO
COM
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1883
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19900
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REPUBLIC SVCS INC
COM
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RESMED INC
COM
761152107
4186
34300
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34300
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RESIDEO TECHNOLOGIES INC
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76118Y104
796
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COM
770323103
35293
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ROCKWELL AUTOMATION INC
COM
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4635
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28290
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ROLLINS INC
COM
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1266
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35308
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ROPER TECHNOLOGIES INC
COM
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9121
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24902
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ROSS STORES INC
COM
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8721
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ROYAL GOLD INC
COM
780287108
1988
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RUBIUS THERAPEUTICS INC
COM
78116T103
193
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12275
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RYDER SYS INC
COM
783549108
921
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15800
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SBA COMMUNICATIONS CORP NEW
CL A
78410G104
6093
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27100
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SEI INVESTMENTS CO
COM
784117103
2126
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SH
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37900
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SL GREEN RLTY CORP
COM
78440X101
1624
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SH
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0
SLM CORP
COM
78442P106
1243
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SM ENERGY CO
COM
78454L100
383
30600
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30600
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SPDR S P 500 ETF TR
TR UNIT
78462F103
342306
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1168279
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SS C TECHNOLOGIES HLDGS INC
COM
78467J100
25135
436300
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436300
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SVB FINL GROUP
COM
78486Q101
2807
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12500
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SABRA HEALTH CARE REIT INC
COM
78573L106
1046
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53100
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SABRE CORP
COM
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SAFEHOLD INC
COM
78645L100
26576
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COM
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COM
79546E104
476
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SANDERSON FARMS INC
COM
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792
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HENRY SCHEIN INC
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2492
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SCHLUMBERGER LTD
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THE CHARLES SCHWAB CORPORATI
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11432
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SCIENCE APPLICATNS INTL CP N
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808625107
1306
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15085
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SCIENTIFIC GAMES CORP
COM
80874P109
327
16500
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SCOTTS MIRACLE GRO CO
CL A
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1150
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11675
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SEALED AIR CORP NEW
COM
81211K100
1593
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SBI INT FINL
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73551
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SBI INT INDS
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SEMTECH CORP
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SEMPRA ENERGY
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9035
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SENIOR HSG PPTYS TR
SH BEN INT
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SENSIENT TECHNOLOGIES CORP
COM
81725T100
924
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12570
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SERVICE CORP INTL
COM
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2521
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SHERWIN WILLIAMS CO
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8933
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COM
82669G104
1970
16300
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16300
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COM
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1324
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12800
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706
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SIMON PPTY GROUP INC NEW
COM
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11822
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COM
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1053
21200
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21200
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CL A
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1253
39800
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39800
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SKYWORKS SOLUTIONS INC
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83088M102
3192
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COM CL A
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4526
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1594
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33800
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3133
27200
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2192
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SH
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SNAP INC
CL A
83304A106
15455
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SONOCO PRODS CO
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1935
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571
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SOUTHERN CO
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5940
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COM
844895102
1416
15800
SH
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15800
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845467109
506
160200
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160200
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SPIRE INC
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1259
15000
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848637104
15090
120000
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85208M102
659
34900
SH
SOLE
34900
0
0
SQUARE INC
CL A
852234103
15594
215000
SH
SOLE
215000
0
0
STANLEY BLACK DECKER INC
COM
854502101
5242
36248
SH
SOLE
36248
0
0
STARBUCKS CORP
COM
855244109
24307
289960
SH
SOLE
289960
0
0
STATE STR CORP
COM
857477103
5009
89357
SH
SOLE
89357
0
0
STEEL DYNAMICS INC
COM
858119100
1987
65800
SH
SOLE
65800
0
0
STERICYCLE INC
COM
858912108
1212
25381
SH
SOLE
25381
0
0
STERLING BANCORP DEL
COM
85917A100
1319
62000
SH
SOLE
62000
0
0
STIFEL FINL CORP
COM
860630102
1234
20900
SH
SOLE
20900
0
0
STRYKER CORP
COM
863667101
83588
406596
SH
SOLE
406596
0
0
SUNTRUST BKS INC
COM
867914103
6680
106292
SH
SOLE
106292
0
0
SYMANTEC CORP
COM
871503108
3221
148029
SH
SOLE
148029
0
0
SYNAPTICS INC
COM
87157D109
297
10200
SH
SOLE
10200
0
0
SYNOPSYS INC
COM
871607107
4620
35900
SH
SOLE
35900
0
0
SYNOVUS FINL CORP
COM NEW
87161C501
1631
46605
SH
SOLE
46605
0
0
SYNNEX CORP
COM
87162W100
1211
12304
SH
SOLE
12304
0
0
SYNCHRONY FINL
COM
87165B103
5263
151810
SH
SOLE
151810
0
0
SYNEOS HEALTH INC
CL A
87166B102
925
18100
SH
SOLE
18100
0
0
SYSCO CORP
COM
871829107
8004
113179
SH
SOLE
113179
0
0
TCF FINL CORP
COM
872275102
1010
48560
SH
SOLE
48560
0
0
TJX COS INC NEW
COM
872540109
15350
290280
SH
SOLE
290280
0
0
TRI POINTE GROUP INC
COM
87265H109
504
42100
SH
SOLE
42100
0
0
TAKE TWO INTERACTIVE SOFTWAR
COM
874054109
3054
26900
SH
SOLE
26900
0
0
TANGER FACTORY OUTLET CTRS I
COM
875465106
452
27900
SH
SOLE
27900
0
0
TAPESTRY INC
COM
876030107
2204
69447
SH
SOLE
69447
0
0
TARGET CORP
COM
87612E106
10619
122610
SH
SOLE
122610
0
0
TAUBMAN CTRS INC
COM
876664103
739
18100
SH
SOLE
18100
0
0
TECH DATA CORP
COM
878237106
1135
10850
SH
SOLE
10850
0
0
TEGNA INC
COM
87901J105
970
64000
SH
SOLE
64000
0
0
TELEDYNE TECHNOLOGIES INC
COM
879360105
2930
10700
SH
SOLE
10700
0
0
TELEFLEX INC
COM
879369106
3653
11030
SH
SOLE
11030
0
0
TELEPHONE DATA SYS INC
COM NEW
879433829
846
27836
SH
SOLE
27836
0
0
TEMPUR SEALY INTL INC
COM
88023U101
998
13600
SH
SOLE
13600
0
0
TENABLE HLDGS INC
COM
88025T102
1550
54303
SH
SOLE
54303
0
0
TENET HEALTHCARE CORP
COM NEW
88033G407
510
24700
SH
SOLE
24700
0
0
TERADATA CORP DEL
COM
88076W103
1244
34700
SH
SOLE
34700
0
0
TERADYNE INC
COM
880770102
2429
50700
SH
SOLE
50700
0
0
TEREX CORP NEW
COM
880779103
581
18500
SH
SOLE
18500
0
0
TEXAS CAPITAL BANCSHARES INC
COM
88224Q107
914
14900
SH
SOLE
14900
0
0
TEXAS INSTRS INC
COM
882508104
25777
224618
SH
SOLE
224618
0
0
TEXAS ROADHOUSE INC
COM
882681109
1063
19800
SH
SOLE
19800
0
0
TEXTRON INC
COM
883203101
2956
55737
SH
SOLE
55737
0
0
THERMO FISHER SCIENTIFIC INC
COM
883556102
93047
316831
SH
SOLE
316831
0
0
THOR INDS INC
COM
885160101
906
15500
SH
SOLE
15500
0
0
3M CO
COM
88579Y101
23917
137976
SH
SOLE
137976
0
0
TIFFANY CO NEW
COM
886547108
2419
25834
SH
SOLE
25834
0
0
TIMKEN CO
COM
887389104
1042
20300
SH
SOLE
20300
0
0
TOLL BROTHERS INC
COM
889478103
1436
39200
SH
SOLE
39200
0
0
TOOTSIE ROLL INDS INC
COM
890516107
206
5585
SH
SOLE
5585
0
0
TORCHMARK CORP
COM
891027104
2166
24210
SH
SOLE
24210
0
0
TORO CO
COM
891092108
2107
31500
SH
SOLE
31500
0
0
TOTAL SYS SVCS INC
COM
891906109
18426
143653
SH
SOLE
143653
0
0
TRACTOR SUPPLY CO
COM
892356106
3139
28852
SH
SOLE
28852
0
0
TRANSDIGM GROUP INC
COM
893641100
5662
11704
SH
SOLE
11704
0
0
TRAVELERS COMPANIES INC
COM
89417E109
9372
62683
SH
SOLE
62683
0
0
TREEHOUSE FOODS INC
COM
89469A104
898
16600
SH
SOLE
16600
0
0
TREX CO INC
COM
89531P105
1240
17300
SH
SOLE
17300
0
0
TRIMBLE INC
COM
896239100
3361
74500
SH
SOLE
74500
0
0
TRINITY INDS INC
COM
896522109
797
38394
SH
SOLE
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0
0
TRIPADVISOR INC
COM
896945201
1146
24754
SH
SOLE
24754
0
0
TRUSTMARK CORP
COM
898402102
638
19200
SH
SOLE
19200
0
0
TUPPERWARE BRANDS CORP
COM
899896104
274
14387
SH
SOLE
14387
0
0
TWITTER INC
COM
90184L102
6101
174800
SH
SOLE
174800
0
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TWO HBRS INVT CORP
COM NEW
90187B408
150547
11882142
SH
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0
0
II VI INC
COM
902104108
30453
832961
SH
SOLE
832961
0
0
TYLER TECHNOLOGIES INC
COM
902252105
2441
11300
SH
SOLE
11300
0
0
TYSON FOODS INC
CL A
902494103
5695
70536
SH
SOLE
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0
0
UDR INC
COM
902653104
3030
67504
SH
SOLE
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0
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UGI CORP NEW
COM
902681105
2756
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SH
SOLE
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0
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UMB FINL CORP
COM
902788108
862
13100
SH
SOLE
13100
0
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US BANCORP DEL
COM NEW
902973304
65675
1253342
SH
SOLE
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ULTA BEAUTY INC
COM
90384S303
15015
43284
SH
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0
0
UMPQUA HLDGS CORP
COM
904214103
1083
65300
SH
SOLE
65300
0
0
UNDER ARMOUR INC
CL A
904311107
1142
45056
SH
SOLE
45056
0
0
UNDER ARMOUR INC
CL C
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1032
46499
SH
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UNION PACIFIC CORP
COM
907818108
28649
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UNITED BANKSHARES INC WEST V
COM
909907107
1120
30200
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SOLE
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0
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UNITED CONTL HLDGS INC
COM
910047109
4635
52944
SH
SOLE
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0
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UNITED PARCEL SERVICE INC
CL B
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19589
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SH
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UNITED RENTALS INC
COM
911363109
2493
18800
SH
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UNITED STATES STL CORP NEW
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912909108
781
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UNITED TECHNOLOGIES CORP
COM
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25281
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UNITED THERAPEUTICS CORP DEL
COM
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1015
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UNITEDHEALTH GROUP INC
COM
91324P102
72108
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0
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UNITI GROUP INC
COM
91325V108
518
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UNIVERSAL DISPLAY CORP
COM
91347P105
2370
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UNIVERSAL HLTH SVCS INC
CL B
913903100
2589
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SH
SOLE
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UNUM GROUP
COM
91529Y106
1703
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SOLE
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URBAN OUTFITTERS INC
COM
917047102
462
20300
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SOLE
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0
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URBAN EDGE PPTYS
COM
91704F104
617
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SH
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V F CORP
COM
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6807
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SH
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VALERO ENERGY CORP NEW
COM
91913Y100
8550
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VALLEY NATL BANCORP
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919794107
1059
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SH
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VALMONT INDS INC
COM
920253101
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6500
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VALVOLINE INC
COM
92047W101
1088
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VARIAN MED SYS INC
COM
92220P105
2961
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21754
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VENTAS INC
COM
92276F100
6043
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VERISIGN INC
COM
92343E102
5262
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25157
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VERIZON COMMUNICATIONS INC
COM
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111353
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VERISK ANALYTICS INC
COM
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5744
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VERTEX PHARMACEUTICALS INC
COM
92532F100
16370
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SH
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VERSUM MATLS INC
COM
92532W103
1666
32301
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SOLE
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VIASAT INC
COM
92552V100
1366
16900
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SOLE
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VIACOM INC NEW
CL B
92553P201
2530
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0
0
VISA INC
COM CL A
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145633
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SH
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VISHAY INTERTECHNOLOGY INC
COM
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647
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SH
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VISTEON CORP
COM NEW
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492
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SH
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VORNADO RLTY TR
SH BEN INT
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2663
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VULCAN MATLS CO
COM
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4340
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WEC ENERGY GROUP INC
COM
92939U106
6293
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SH
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WABTEC CORP
COM
929740108
2856
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SH
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WALMART INC
COM
931142103
37007
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SH
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WALGREENS BOOTS ALLIANCE INC
COM
931427108
22555
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SH
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WASHINGTON FED INC
COM
938824109
832
23823
SH
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WASTE MGMT INC DEL
COM
94106L109
10796
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SH
SOLE
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WATERS CORP
COM
941848103
3572
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SH
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0
0
WATSCO INC
COM
942622200
1554
9500
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WEBSTER FINL CORP CONN
COM
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1302
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SH
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WEIGHT WATCHERS INTL INC NEW
COM
948626106
220
11500
SH
SOLE
11500
0
0
WEINGARTEN RLTY INVS
SH BEN INT
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971
35400
SH
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WELLCARE HEALTH PLANS INC
COM
94946T106
3421
12000
SH
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12000
0
0
WELLS FARGO CO NEW
COM
949746101
94561
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SH
SOLE
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0
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WELLTOWER INC
COM
95040Q104
7901
96909
SH
SOLE
96909
0
0
WENDYS CO
COM
95058W100
1056
53943
SH
SOLE
53943
0
0
WERNER ENTERPRISES INC
COM
950755108
400
12875
SH
SOLE
12875
0
0
WEST PHARMACEUTICAL SVSC INC
COM
955306105
2728
21800
SH
SOLE
21800
0
0
WESTERN DIGITAL CORP
COM
958102105
3336
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SH
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70149
0
0
WESTERN UN CO
COM
959802109
2051
103126
SH
SOLE
103126
0
0
WESTROCK CO
COM
96145D105
2243
61502
SH
SOLE
61502
0
0
WEX INC
COM
96208T104
4994
24000
SH
SOLE
24000
0
0
WEYERHAEUSER CO
COM
962166104
4695
178261
SH
SOLE
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0
0
WHIRLPOOL CORP
COM
963320106
2162
15189
SH
SOLE
15189
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0
WILEY JOHN SONS INC
CL A
968223206
610
13300
SH
SOLE
13300
0
0
WILLIAMS COS INC DEL
COM
969457100
8134
290086
SH
SOLE
290086
0
0
WILLIAMS SONOMA INC
COM
969904101
1515
23300
SH
SOLE
23300
0
0
WINTRUST FINL CORP
COM
97650W108
1229
16800
SH
SOLE
16800
0
0
WOODWARD INC
COM
980745103
1867
16500
SH
SOLE
16500
0
0
WORLD FUEL SVCS CORP
COM
981475106
716
19900
SH
SOLE
19900
0
0
WORLDPAY INC
CL A
981558109
11581
94500
SH
SOLE
94500
0
0
WORLD WRESTLING ENTMT INC
CL A
98156Q108
932
12900
SH
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12900
0
0
WORTHINGTON INDS INC
COM
981811102
466
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SH
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11578
0
0
WPX ENERGY INC
COM
98212B103
1352
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SH
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117500
0
0
WYNDHAM DESTINATIONS INC
COM
98310W108
1218
27737
SH
SOLE
27737
0
0
WYNDHAM HOTELS RESORTS INC
COM
98311A105
1607
28837
SH
SOLE
28837
0
0
WYNN RESORTS LTD
COM
983134107
2873
23170
SH
SOLE
23170
0
0
XPO LOGISTICS INC
COM
983793100
1572
27200
SH
SOLE
27200
0
0
XCEL ENERGY INC
COM
98389B100
7331
123234
SH
SOLE
123234
0
0
XILINX INC
COM
983919101
7166
60771
SH
SOLE
60771
0
0
XEROX CORP
COM NEW
984121608
1658
46818
SH
SOLE
46818
0
0
XYLEM INC
COM
98419M100
3603
43072
SH
SOLE
43072
0
0
YELP INC
CL A
985817105
718
21000
SH
SOLE
21000
0
0
YUM BRANDS INC
COM
988498101
8107
73254
SH
SOLE
73254
0
0
ZEBRA TECHNOLOGIES CORP
CL A
989207105
3352
16000
SH
SOLE
16000
0
0
ZIMMER BIOMET HLDGS INC
COM
98956P102
5774
49043
SH
SOLE
49043
0
0
ZIONS BANCORPORATION N A
COM
989701107
2010
43706
SH
SOLE
43706
0
0
ZOETIS INC
CL A
98978V103
62941
554592
SH
SOLE
554592
0
0
ADIENT PLC
ORD SHS
G0084W101
624
25700
SH
SOLE
25700
0
0
ALLEGION PUB LTD CO
ORD SHS
G0176J109
2486
22485
SH
SOLE
22485
0
0
ALLERGAN PLC
SHS
G0177J108
12349
73756
SH
SOLE
73756
0
0
AMCOR PLC
ORD
G0250X107
4465
388600
SH
SOLE
388600
0
0
AON PLC
SHS CL A
G0408V102
11105
57547
SH
SOLE
57547
0
0
ACCENTURE PLC IRELAND
SHS CLASS A
G1151C101
79800
431886
SH
SOLE
431886
0
0
CAPRI HOLDINGS LIMITED
SHS
G1890L107
1254
36148
SH
SOLE
36148
0
0
DELPHI TECHNOLOGIES PLC
SHS
G2709G107
520
26000
SH
SOLE
26000
0
0
ENSCO ROWAN PLC
SHS CLASS A
G3166L100
497
58293
SH
SOLE
58293
0
0
EVEREST RE GROUP LTD
COM
G3223R108
78307
316800
SH
SOLE
316800
0
0
HELEN OF TROY CORP LTD
COM
G4388N106
966
7400
SH
SOLE
7400
0
0
JANUS HENDERSON GROUP PLC
ORD SHS
G4474Y214
1039
48537
SH
SOLE
48537
0
0
IHS MARKIT LTD
SHS
G47567105
5550
87100
SH
SOLE
87100
0
0
INGERSOLL RAND PLC
SHS
G47791101
7314
57740
SH
SOLE
57740
0
0
INVESCO LTD
SHS
G491BT108
1961
95855
SH
SOLE
95855
0
0
JOHNSON CTLS INTL PLC
SHS
G51502105
53752
1301187
SH
SOLE
1301187
0
0
LINDE PLC
SHS
G5494J103
26093
129945
SH
SOLE
129945
0
0
LIVANOVA PLC
SHS
G5509L101
1029
14300
SH
SOLE
14300
0
0
MALLINCKRODT PUB LTD CO
SHS
G5785G107
228
24800
SH
SOLE
24800
0
0
MEDTRONIC PLC
SHS
G5960L103
31256
320938
SH
SOLE
320938
0
0
APTIV PLC
SHS
G6095L109
16305
201722
SH
SOLE
201722
0
0
NIELSEN HLDGS PLC
SHS EUR
G6518L108
1924
85144
SH
SOLE
85144
0
0
NORWEGIAN CRUISE LINE HLDG L
SHS
G66721104
2767
51600
SH
SOLE
51600
0
0
NVENT ELECTRIC PLC
SHS
G6700G107
1165
47002
SH
SOLE
47002
0
0
RENAISSANCERE HOLDINGS LTD
COM
G7496G103
2332
13100
SH
SOLE
13100
0
0
SEAGATE TECHNOLOGY PLC
SHS
G7945M107
2843
60340
SH
SOLE
60340
0
0
PENTAIR PLC
SHS
G7S00T104
1410
37902
SH
SOLE
37902
0
0
SIGNET JEWELERS LIMITED
SHS
G81276100
275
15400
SH
SOLE
15400
0
0
STERIS PLC
SHS USD
G8473T100
3722
25000
SH
SOLE
25000
0
0
TECHNIPFMC PLC
COM
G87110105
2615
100800
SH
SOLE
100800
0
0
THIRD PT REINS LTD
COM
G8827U100
43344
4200000
SH
SOLE
4200000
0
0
WILLIS TOWERS WATSON PUB LTD
SHS
G96629103
5934
30978
SH
SOLE
30978
0
0
PERRIGO CO PLC
SHS
G97822103
1425
29922
SH
SOLE
29922
0
0
CHUBB LIMITED
COM
H1467J104
16140
109577
SH
SOLE
109577
0
0
GARMIN LTD
SHS
H2906T109
2319
29062
SH
SOLE
29062
0
0
TE CONNECTIVITY LTD
REG SHS
H84989104
7727
80676
SH
SOLE
80676
0
0
TRANSOCEAN LTD
REG SHS
H8817H100
963
150300
SH
SOLE
150300
0
0
GLOBANT S A
COM
L44385109
4547
45000
SH
SOLE
45000
0
0
STRATASYS LTD
SHS
M85548101
7724
263000
SH
SOLE
263000
0
0
CORE LABORATORIES N V
COM
N22717107
685
13100
SH
SOLE
13100
0
0
LYONDELLBASELL INDUSTRIES N
SHS A
N53745100
44728
519304
SH
SOLE
519304
0
0
MYLAN N V
SHS EURO
N59465109
2350
123409
SH
SOLE
123409
0
0
ROYAL CARIBBEAN CRUISES LTD
COM
V7780T103
4990
41172
SH
SOLE
41172
0
0