0000762152-20-000006.txt : 20200428
0000762152-20-000006.hdr.sgml : 20200428
20200428144646
ACCESSION NUMBER: 0000762152-20-000006
CONFORMED SUBMISSION TYPE: 13F-HR
PUBLIC DOCUMENT COUNT: 2
CONFORMED PERIOD OF REPORT: 20200331
FILED AS OF DATE: 20200428
DATE AS OF CHANGE: 20200428
EFFECTIVENESS DATE: 20200428
FILER:
COMPANY DATA:
COMPANY CONFORMED NAME: STATE OF MICHIGAN RETIREMENT SYSTEM
CENTRAL INDEX KEY: 0000762152
IRS NUMBER: 382836023
FISCAL YEAR END: 0930
FILING VALUES:
FORM TYPE: 13F-HR
SEC ACT: 1934 Act
SEC FILE NUMBER: 028-01462
FILM NUMBER: 20824353
BUSINESS ADDRESS:
STREET 1: MICHIGAN DEPT. OF TREASURY
STREET 2: BUREAU OF INVESTMENTS PO BOX 30117
CITY: LANSING
STATE: MI
ZIP: 48909
BUSINESS PHONE: 517-335-5401
MAIL ADDRESS:
STREET 1: 2501 COOLIDGE ROAD
STREET 2: SUITE 400
CITY: EAST LANSING
STATE: MI
ZIP: 48823
FORMER COMPANY:
FORMER CONFORMED NAME: STATE TREASURER STATE OF MICHIGAN
DATE OF NAME CHANGE: 19970408
13F-HR
1
primary_doc.xml
13F-HR
LIVE
false
true
false
0000762152
XXXXXXXX
03-31-2020
03-31-2020
STATE OF MICHIGAN RETIREMENT SYSTEM
2501 COOLIDGE ROAD
SUITE 400
EAST LANSING
MI
48823
13F HOLDINGS REPORT
028-01462
N
Karen Stout
Administrator, Trust Accounting Division
517-335-1012
Karen Stout
East Lansing
MI
04-28-2020
0
943
9069438
false
INFORMATION TABLE
2
InformationTable_03-31-2020.xml
AFLAC INC
COM
001055102
168190
5759
SH
SOLE
5759
0
0
AGCO CORP
COM
001084102
17300
817
SH
SOLE
817
0
0
AGNC INVT CORP
COM
00123Q104
20232030
214055
SH
SOLE
214055
0
0
AES CORP
COM
00130H105
152205
2070
SH
SOLE
2070
0
0
AMC NETWORKS INC
CL A
00164V103
12250
298
SH
SOLE
298
0
0
ASGN INC
COM
00191U102
14600
516
SH
SOLE
516
0
0
ATT INC
COM
00206R102
1674532
48813
SH
SOLE
48813
0
0
AARONS INC
COM PAR 050
002535300
18700
426
SH
SOLE
426
0
0
ABBOTT LABS
COM
002824100
405143
31970
SH
SOLE
31970
0
0
ABBVIE INC
COM
00287Y109
808803
61623
SH
SOLE
61623
0
0
ABIOMED INC
COM
003654100
10300
1495
SH
SOLE
1495
0
0
ACADIA HEALTHCARE COMPANY IN
COM
00404A109
24600
451
SH
SOLE
451
0
0
ACI WORLDWIDE INC
COM
004498101
32050
774
SH
SOLE
774
0
0
ACTIVISION BLIZZARD INC
COM
00507V109
176144
10477
SH
SOLE
10477
0
0
ACUITY BRANDS INC
COM
00508Y102
11000
942
SH
SOLE
942
0
0
ADOBE INC
COM
00724F101
208253
66274
SH
SOLE
66274
0
0
ADTALEM GLOBAL ED INC
COM
00737L103
15000
402
SH
SOLE
402
0
0
ADVANCE AUTO PARTS INC
COM
00751Y106
15868
1481
SH
SOLE
1481
0
0
AECOM
COM
00766T100
43500
1298
SH
SOLE
1298
0
0
ADVANCED MICRO DEVICES INC
COM
007903107
798100
36298
SH
SOLE
36298
0
0
AFFILIATED MANAGERS GROUP IN
COM
008252108
13700
810
SH
SOLE
810
0
0
AGILENT TECHNOLOGIES INC
COM
00846U101
70969
5083
SH
SOLE
5083
0
0
AIR PRODS CHEMS INC
COM
009158106
170502
34034
SH
SOLE
34034
0
0
AKAMAI TECHNOLOGIES INC
COM
00971T101
37123
3396
SH
SOLE
3396
0
0
ALASKA AIR GROUP INC
COM
011659109
28196
803
SH
SOLE
803
0
0
ALBEMARLE CORP
COM
012653101
24340
1372
SH
SOLE
1372
0
0
ALEXANDRIA REAL ESTATE EQ IN
COM
015271109
28100
3851
SH
SOLE
3851
0
0
ALEXION PHARMACEUTICALS INC
COM
015351109
266678
23945
SH
SOLE
23945
0
0
ALIBABA GROUP HLDG LTD
SPONSORED ADS
01609W102
7256
1411
SH
SOLE
1411
0
0
ALIGN TECHNOLOGY INC
COM
016255101
16400
2853
SH
SOLE
2853
0
0
ALLEGHANY CORP DEL
COM
017175100
4000
2209
SH
SOLE
2209
0
0
ALLEGHENY TECHNOLOGIES INC
COM
01741R102
35000
298
SH
SOLE
298
0
0
ALLETE INC
COM NEW
018522300
14300
868
SH
SOLE
868
0
0
ALLIANCE DATA SYSTEMS CORP
COM
018581108
9403
316
SH
SOLE
316
0
0
ALLIANT ENERGY CORP
COM
018802108
55156
2663
SH
SOLE
2663
0
0
ALLSCRIPTS HEALTHCARE SOLUTN
COM
01988P108
45100
318
SH
SOLE
318
0
0
ALLSTATE CORP
COM
020002101
74237
6810
SH
SOLE
6810
0
0
ALLY FINL INC
COM
02005N100
600000
8658
SH
SOLE
8658
0
0
ALPHABET INC
CAP STK CL C
02079K107
68517
79672
SH
SOLE
79672
0
0
ALPHABET INC
CAP STK CL A
02079K305
111528
129590
SH
SOLE
129590
0
0
ALTRIA GROUP INC
COM
02209S103
1458002
56381
SH
SOLE
56381
0
0
ALTUS MIDSTREAM CO
CL A
02215L100
3500000
2625
SH
SOLE
2625
0
0
AMAZON COM INC
COM
023135106
126402
246449
SH
SOLE
246449
0
0
AMEDISYS INC
COM
023436108
9000
1652
SH
SOLE
1652
0
0
AMEREN CORP
COM
023608102
56422
4109
SH
SOLE
4109
0
0
AMERICAN AIRLS GROUP INC
COM
02376R102
89356
1089
SH
SOLE
1089
0
0
AMERICAN CAMPUS CMNTYS INC
COM
024835100
38100
1057
SH
SOLE
1057
0
0
AMERICAN ELEC PWR CO INC
COM
025537101
113281
9060
SH
SOLE
9060
0
0
AMERICAN EAGLE OUTFITTERS IN
COM
02553E106
44075
350
SH
SOLE
350
0
0
AMERICAN EXPRESS CO
COM
025816109
153759
13163
SH
SOLE
13163
0
0
AMERICAN FINL GROUP INC OHIO
COM
025932104
20690
1450
SH
SOLE
1450
0
0
AMERICAN INTL GROUP INC
COM NEW
026874784
199352
4834
SH
SOLE
4834
0
0
AMERICAN TOWER CORP NEW
COM
03027X100
101526
22107
SH
SOLE
22107
0
0
AMERICAN WTR WKS CO INC NEW
COM
030420103
41428
4953
SH
SOLE
4953
0
0
AMERIPRISE FINL INC
COM
03076C106
29016
2974
SH
SOLE
2974
0
0
AMETEK INC
COM
031100100
52384
3773
SH
SOLE
3773
0
0
AMGEN INC
COM
031162100
270994
54939
SH
SOLE
54939
0
0
AMPHENOL CORP NEW
CL A
032095101
68052
4960
SH
SOLE
4960
0
0
ANALOG DEVICES INC
COM
032654105
84495
7575
SH
SOLE
7575
0
0
ANSYS INC
COM
03662Q105
19600
4556
SH
SOLE
4556
0
0
ANTHEM INC
COM
036752103
58144
13201
SH
SOLE
13201
0
0
ANTERO MIDSTREAM CORP
COM
03676B102
82400
173
SH
SOLE
173
0
0
APACHE CORP
COM
037411105
86194
360
SH
SOLE
360
0
0
APARTMENT INVT MGMT CO
CL A
03748R754
34150
1200
SH
SOLE
1200
0
0
APERGY CORP
COM
03755L104
21531
124
SH
SOLE
124
0
0
APOLLO COML REAL EST FIN INC
COM
03762U105
5459968
40513
SH
SOLE
40513
0
0
APPLE INC
COM
037833100
1442391
366786
SH
SOLE
366786
0
0
APPLIED MATLS INC
COM
038222105
211709
9701
SH
SOLE
9701
0
0
APTARGROUP INC
COM
038336103
17700
1762
SH
SOLE
1762
0
0
ARCHER DANIELS MIDLAND CO
COM
039483102
127600
4489
SH
SOLE
4489
0
0
ARISTA NETWORKS INC
COM
040413106
12400
2512
SH
SOLE
2512
0
0
ARROW ELECTRS INC
COM
042735100
22562
1170
SH
SOLE
1170
0
0
ARROWHEAD PHARMACEUTICALS IN
COM
04280A100
27800
800
SH
SOLE
800
0
0
ASHLAND GLOBAL HLDGS INC
COM
044186104
16753
839
SH
SOLE
839
0
0
ASSOCIATED BANC CORP
COM
045487105
44189
565
SH
SOLE
565
0
0
ASSURANT INC
COM
04621X108
13857
1442
SH
SOLE
1442
0
0
ATMOS ENERGY CORP
COM
049560105
27400
2719
SH
SOLE
2719
0
0
AUTODESK INC
COM
052769106
50420
7871
SH
SOLE
7871
0
0
AUTOMATIC DATA PROCESSING IN
COM
053015103
317181
43352
SH
SOLE
43352
0
0
AUTONATION INC
COM
05329W102
16300
457
SH
SOLE
457
0
0
AUTOZONE INC
COM
053332102
34864
29495
SH
SOLE
29495
0
0
AVALONBAY CMNTYS INC
COM
053484101
32023
4713
SH
SOLE
4713
0
0
AVANOS MED INC
COM
05350V106
13020
351
SH
SOLE
351
0
0
AVERY DENNISON CORP
COM
053611109
250526
25521
SH
SOLE
25521
0
0
AVIS BUDGET GROUP
COM
053774105
15700
218
SH
SOLE
218
0
0
AVNET INC
COM
053807103
28040
704
SH
SOLE
704
0
0
AXON ENTERPRISE INC
COM
05464C101
16500
1168
SH
SOLE
1168
0
0
BJS WHSL CLUB HLDGS INC
COM
05550J101
33800
861
SH
SOLE
861
0
0
BAIDU INC
SPON ADR REP A
056752108
3380
341
SH
SOLE
341
0
0
BAKER HUGHES COMPANY
CL A
05722G100
149001
1565
SH
SOLE
1565
0
0
BALL CORP
COM
058498106
75052
4853
SH
SOLE
4853
0
0
BANCORPSOUTH BK TUPELO MISS
COM
05971J102
26600
503
SH
SOLE
503
0
0
BK OF AMERICA CORP
COM
060505104
1855835
39399
SH
SOLE
39399
0
0
BANK HAWAII CORP
COM
062540109
11190
618
SH
SOLE
618
0
0
BANK NEW YORK MELLON CORP
COM
064058100
192348
6478
SH
SOLE
6478
0
0
BANK OZK
COM
06417N103
33600
561
SH
SOLE
561
0
0
BAXTER INTL INC
COM
071813109
117122
9509
SH
SOLE
9509
0
0
BECTON DICKINSON CO
COM
075887109
62053
14258
SH
SOLE
14258
0
0
BED BATH BEYOND INC
COM
075896100
35100
148
SH
SOLE
148
0
0
BELDEN INC
COM
077454106
10700
386
SH
SOLE
386
0
0
BERKLEY W R CORP
COM
084423102
33332
1739
SH
SOLE
1739
0
0
BERKSHIRE HATHAWAY INC DEL
CL A
084670108
116
31552
SH
SOLE
31552
0
0
BERKSHIRE HATHAWAY INC DEL
CL B NEW
084670702
706399
129151
SH
SOLE
129151
0
0
BEST BUY INC
COM
086516101
52204
2976
SH
SOLE
2976
0
0
BIO RAD LABS INC
CL A
090572207
6000
2103
SH
SOLE
2103
0
0
BIOGEN INC
COM
09062X103
41377
13091
SH
SOLE
13091
0
0
BIO TECHNE CORP
COM
09073M104
10600
2010
SH
SOLE
2010
0
0
BLACK HILLS CORP
COM
092113109
17090
1094
SH
SOLE
1094
0
0
BLACKBAUD INC
COM
09227Q100
13700
761
SH
SOLE
761
0
0
BLACKROCK INC
COM
09247X101
26980
11870
SH
SOLE
11870
0
0
BLACKROCK TCP CAPITAL CORP
COM
09259E108
1548039
9675
SH
SOLE
9675
0
0
BLOCK H R INC
COM
093671105
1295498
18241
SH
SOLE
18241
0
0
BOEING CO
COM
097023105
122650
18292
SH
SOLE
18292
0
0
BOOKING HLDGS INC
COM
09857L108
28625
38510
SH
SOLE
38510
0
0
BORGWARNER INC
COM
099724106
47296
1153
SH
SOLE
1153
0
0
BOSTON BEER INC
CL A
100557107
2500
919
SH
SOLE
919
0
0
BOSTON PROPERTIES INC
COM
101121101
32928
3037
SH
SOLE
3037
0
0
BOSTON SCIENTIFIC CORP
COM
101137107
319496
10425
SH
SOLE
10425
0
0
BOYD GAMING CORP
COM
103304101
22200
320
SH
SOLE
320
0
0
BRIGHTHOUSE FINL INC
COM
10922N103
30380
734
SH
SOLE
734
0
0
BRINKER INTL INC
COM
109641100
10277
123
SH
SOLE
123
0
0
BRINKS CO
COM
109696104
13900
723
SH
SOLE
723
0
0
BRISTOL MYERS SQUIBB CO
COM
110122108
537369
29953
SH
SOLE
29953
0
0
BRIXMOR PPTY GROUP INC
COM
11120U105
82600
785
SH
SOLE
785
0
0
BROADRIDGE FINL SOLUTIONS IN
COM
11133T103
26300
2494
SH
SOLE
2494
0
0
BROADCOM INC
COM
11135F101
90978
21571
SH
SOLE
21571
0
0
BROWN BROWN INC
COM
115236101
64900
2351
SH
SOLE
2351
0
0
BROWN FORMAN CORP
CL B
115637209
41792
2320
SH
SOLE
2320
0
0
BRUNSWICK CORP
COM
117043109
22600
799
SH
SOLE
799
0
0
CBOE GLOBAL MARKETS INC
COM
12503M108
25400
2267
SH
SOLE
2267
0
0
CBRE GROUP INC
CL A
12504L109
76732
2894
SH
SOLE
2894
0
0
CDK GLOBAL INC
COM
12508E101
33700
1107
SH
SOLE
1107
0
0
CDW CORP
COM
12514G108
32900
3069
SH
SOLE
3069
0
0
CF INDS HLDGS INC
COM
125269100
49925
1358
SH
SOLE
1358
0
0
C H ROBINSON WORLDWIDE INC
COM NEW
12541W209
31029
2054
SH
SOLE
2054
0
0
CIGNA CORP NEW
COM
125523100
85570
15161
SH
SOLE
15161
0
0
CIT GROUP INC
COM NEW
125581801
26200
452
SH
SOLE
452
0
0
CME GROUP INC
COM
12572Q105
82177
14209
SH
SOLE
14209
0
0
CMS ENERGY CORP
COM
125896100
65035
3821
SH
SOLE
3821
0
0
CNO FINL GROUP INC
COM
12621E103
41900
519
SH
SOLE
519
0
0
CSX CORP
COM
126408103
178231
10213
SH
SOLE
10213
0
0
CNX RESOURCES CORPORATION
COM
12653C108
51300
273
SH
SOLE
273
0
0
CVS HEALTH CORP
COM
126650100
316444
18775
SH
SOLE
18775
0
0
CABLE ONE INC
COM
12685J105
1500
2466
SH
SOLE
2466
0
0
CABOT CORP
COM
127055101
15780
412
SH
SOLE
412
0
0
CABOT OIL GAS CORP
COM
127097103
93532
1608
SH
SOLE
1608
0
0
CABOT MICROELECTRONICS CORP
COM
12709P103
8100
925
SH
SOLE
925
0
0
CACI INTL INC
CL A
127190304
7000
1478
SH
SOLE
1478
0
0
CADENCE DESIGN SYSTEM INC
COM
127387108
64400
4253
SH
SOLE
4253
0
0
CAESARS ENTMT CORP COM
COM
127686103
154800
1046
SH
SOLE
1046
0
0
CAMDEN PPTY TR
SH BEN INT
133131102
26900
2132
SH
SOLE
2132
0
0
CAMPBELL SOUP CO
COM
134429109
38759
1789
SH
SOLE
1789
0
0
CANTEL MEDICAL CORP
COM
138098108
10400
373
SH
SOLE
373
0
0
CAPITAL ONE FINL CORP
COM
14040H105
106748
5382
SH
SOLE
5382
0
0
CARLISLE COS INC
COM
142339100
15720
1969
SH
SOLE
1969
0
0
CARMAX INC
COM
143130102
37705
2030
SH
SOLE
2030
0
0
CARNIVAL CORP
UNIT 99999999
143658300
91760
1208
SH
SOLE
1208
0
0
CARPENTER TECHNOLOGY CORP
COM
144285103
13200
257
SH
SOLE
257
0
0
CARTERS INC
COM
146229109
12300
808
SH
SOLE
808
0
0
CASEYS GEN STORES INC
COM
147528103
10200
1351
SH
SOLE
1351
0
0
CATALENT INC
COM
148806102
42900
2229
SH
SOLE
2229
0
0
CATERPILLAR INC DEL
COM
149123101
126666
14698
SH
SOLE
14698
0
0
CATHAY GEN BANCORP
COM
149150104
21000
482
SH
SOLE
482
0
0
CELANESE CORP DEL
COM
150870103
27700
2033
SH
SOLE
2033
0
0
CENTENE CORP DEL
COM
15135B101
133884
7954
SH
SOLE
7954
0
0
CENTERPOINT ENERGY INC
COM
15189T107
115162
1779
SH
SOLE
1779
0
0
CENTURYLINK INC
COM
156700106
224876
2127
SH
SOLE
2127
0
0
CERIDIAN HCM HLDG INC
COM
15677J108
28000
1402
SH
SOLE
1402
0
0
CERNER CORP
COM
156782104
448968
28280
SH
SOLE
28280
0
0
CHARLES RIV LABS INTL INC
COM
159864107
13600
1716
SH
SOLE
1716
0
0
CHARTER COMMUNICATIONS INC N
CL A
16119P108
35900
15664
SH
SOLE
15664
0
0
CHEESECAKE FACTORY INC
COM
163072101
11399
195
SH
SOLE
195
0
0
CHEMED CORP NEW
COM
16359R103
4400
1906
SH
SOLE
1906
0
0
CHEMOURS CO
COM
163851108
45300
402
SH
SOLE
402
0
0
CHEVRON CORP NEW
COM
166764100
433368
31402
SH
SOLE
31402
0
0
CHIPOTLE MEXICAN GRILL INC
COM
169656105
5840
3822
SH
SOLE
3822
0
0
CHOICE HOTELS INTL INC
COM
169905106
8800
539
SH
SOLE
539
0
0
CHURCH DWIGHT INC
COM
171340102
56224
3608
SH
SOLE
3608
0
0
CHURCHILL DOWNS INC
COM
171484108
9842
1013
SH
SOLE
1013
0
0
CIENA CORP
COM NEW
171779309
42900
1708
SH
SOLE
1708
0
0
CIMAREX ENERGY CO
COM
171798101
28180
474
SH
SOLE
474
0
0
CINCINNATI FINL CORP
COM
172062101
34821
2627
SH
SOLE
2627
0
0
CINEMARK HOLDINGS INC
COM
17243V102
29600
302
SH
SOLE
302
0
0
CIRRUS LOGIC INC
COM
172755100
16000
1050
SH
SOLE
1050
0
0
CISCO SYS INC
COM
17275R102
1944091
76422
SH
SOLE
76422
0
0
CINTAS CORP
COM
172908105
19167
3320
SH
SOLE
3320
0
0
CITIGROUP INC
COM NEW
172967424
500456
21079
SH
SOLE
21079
0
0
CITIZENS FINANCIAL GROUP INC
COM
174610105
99600
1873
SH
SOLE
1873
0
0
CITRIX SYS INC
COM
177376100
26474
3747
SH
SOLE
3747
0
0
CLEAN HARBORS INC
COM
184496107
14200
729
SH
SOLE
729
0
0
CLOROX CO DEL
COM
189054109
28770
4984
SH
SOLE
4984
0
0
COCA COLA CO
COM
191216100
883938
39114
SH
SOLE
39114
0
0
COGNEX CORP
COM
192422103
47400
2001
SH
SOLE
2001
0
0
COGNIZANT TECHNOLOGY SOLUTIO
CL A
192446102
628554
29209
SH
SOLE
29209
0
0
COHERENT INC
COM
192479103
6700
713
SH
SOLE
713
0
0
COLFAX CORP
COM
194014106
23200
459
SH
SOLE
459
0
0
COLGATE PALMOLIVE CO
COM
194162103
196484
13039
SH
SOLE
13039
0
0
COLUMBIA SPORTSWEAR CO
COM
198516106
8000
558
SH
SOLE
558
0
0
COMCAST CORP NEW
CL A
20030N101
2150022
73918
SH
SOLE
73918
0
0
COMERICA INC
COM
200340107
33076
970
SH
SOLE
970
0
0
COMMERCE BANCSHARES INC
COM
200525103
28738
1447
SH
SOLE
1447
0
0
COMMERCIAL METALS CO
COM
201723103
32900
519
SH
SOLE
519
0
0
COMMVAULT SYSTEMS INC
COM
204166102
11700
474
SH
SOLE
474
0
0
COMPASS MINERALS INTL INC
COM
20451N101
9400
362
SH
SOLE
362
0
0
CONAGRA BRANDS INC
COM
205887102
111571
3273
SH
SOLE
3273
0
0
CONCHO RES INC
COM
20605P101
46132
1977
SH
SOLE
1977
0
0
CONOCOPHILLIPS
COM
20825C104
251555
7748
SH
SOLE
7748
0
0
CONSOLIDATED EDISON INC
COM
209115104
76228
5946
SH
SOLE
5946
0
0
CONSTELLATION BRANDS INC
CL A
21036P108
38375
5501
SH
SOLE
5501
0
0
COOPER COS INC
COM NEW
216648402
11428
3150
SH
SOLE
3150
0
0
COPART INC
COM
217204106
46900
3214
SH
SOLE
3214
0
0
CORESITE RLTY CORP
COM
21870Q105
10500
1217
SH
SOLE
1217
0
0
CORELOGIC INC
COM
21871D103
22100
675
SH
SOLE
675
0
0
CORNING INC
COM
219350105
176269
3621
SH
SOLE
3621
0
0
CORPORATE OFFICE PPTYS TR
SH BEN INT
22002T108
31100
688
SH
SOLE
688
0
0
CORTEVA INC
COM
22052L104
171611
4033
SH
SOLE
4033
0
0
COSTCO WHSL CORP NEW
COM
22160K105
101236
28865
SH
SOLE
28865
0
0
COTY INC
COM CL A
222070203
67789
350
SH
SOLE
350
0
0
COUSINS PPTYS INC
COM NEW
222795502
40720
1192
SH
SOLE
1192
0
0
CRACKER BARREL OLD CTRY STOR
COM
22410J106
6700
558
SH
SOLE
558
0
0
CRANE CO
COM
224399105
14132
695
SH
SOLE
695
0
0
CREE INC
COM
225447101
44128
1565
SH
SOLE
1565
0
0
CROWDSTRIKE HLDGS INC
CL A
22788C105
8210
457
SH
SOLE
457
0
0
CROWN CASTLE INTL CORP NEW
COM
22822V101
95324
13765
SH
SOLE
13765
0
0
CULLEN FROST BANKERS INC
COM
229899109
15800
881
SH
SOLE
881
0
0
CUMMINS INC
COM
231021106
35164
4758
SH
SOLE
4758
0
0
CURTISS WRIGHT CORP
COM
231561101
11900
1100
SH
SOLE
1100
0
0
CYPRESS SEMICONDUCTOR CORP
COM
232806109
102500
2390
SH
SOLE
2390
0
0
CYRUSONE INC
COM
23283R100
31400
1939
SH
SOLE
1939
0
0
D R HORTON INC
COM
23331A109
76860
2613
SH
SOLE
2613
0
0
DTE ENERGY CO
COM
233331107
44023
4181
SH
SOLE
4181
0
0
DXC TECHNOLOGY CO
COM
23355L106
58700
766
SH
SOLE
766
0
0
DANA INCORPORATED
COM
235825205
40000
312
SH
SOLE
312
0
0
DANAHER CORPORATION
COM
235851102
146467
20272
SH
SOLE
20272
0
0
DARDEN RESTAURANTS INC
COM
237194105
28153
1533
SH
SOLE
1533
0
0
DARLING INGREDIENTS INC
COM
237266101
45600
874
SH
SOLE
874
0
0
DAVITA INC
COM
23918K108
20558
1564
SH
SOLE
1564
0
0
DECKERS OUTDOOR CORP
COM
243537107
7700
1032
SH
SOLE
1032
0
0
DEERE CO
COM
244199105
72154
9969
SH
SOLE
9969
0
0
DELTA AIR LINES INC DEL
COM NEW
247361702
131932
3764
SH
SOLE
3764
0
0
DELUXE CORP
COM
248019101
11662
302
SH
SOLE
302
0
0
DENTSPLY SIRONA INC
COM
24906P109
50966
1979
SH
SOLE
1979
0
0
DEVON ENERGY CORP NEW
COM
25179M103
88663
613
SH
SOLE
613
0
0
DIAMONDBACK ENERGY INC
COM
25278X109
38946
1020
SH
SOLE
1020
0
0
DICKS SPORTING GOODS INC
COM
253393102
17600
374
SH
SOLE
374
0
0
DIGITAL RLTY TR INC
COM
253868103
60260
8371
SH
SOLE
8371
0
0
DISNEY WALT CO
COM DISNEY
254687106
413191
39914
SH
SOLE
39914
0
0
DISCOVER FINL SVCS
COM
254709108
71843
2563
SH
SOLE
2563
0
0
DISCOVERY INC
COM SER A
25470F104
36249
705
SH
SOLE
705
0
0
DISCOVERY INC
COM SER C
25470F302
76946
1350
SH
SOLE
1350
0
0
DISH NETWORK CORPORATION
CL A
25470M109
58700
1173
SH
SOLE
1173
0
0
DIVERSIFIED HEALTHCARE TR
COM SH BEN INT
25525P107
66000
240
SH
SOLE
240
0
0
DOLLAR GEN CORP NEW
COM
256677105
278342
42032
SH
SOLE
42032
0
0
DOLLAR TREE INC
COM
256746108
54210
3983
SH
SOLE
3983
0
0
DOMINION ENERGY INC
COM
25746U109
188654
13619
SH
SOLE
13619
0
0
DOMINOS PIZZA INC
COM
25754A201
10700
3468
SH
SOLE
3468
0
0
DOMTAR CORP
COM NEW
257559203
15900
344
SH
SOLE
344
0
0
DONALDSON INC
COM
257651109
35120
1357
SH
SOLE
1357
0
0
DOUGLAS EMMETT INC
COM
25960P109
45700
1394
SH
SOLE
1394
0
0
DOVER CORP
COM
260003108
33362
2800
SH
SOLE
2800
0
0
DOW INC
COM
260557103
169978
4970
SH
SOLE
4970
0
0
DUKE REALTY CORP
COM NEW
264411505
84300
2730
SH
SOLE
2730
0
0
DUKE ENERGY CORP NEW
COM NEW
26441C204
167151
13519
SH
SOLE
13519
0
0
DUNKIN BRANDS GROUP INC
COM
265504100
23000
1221
SH
SOLE
1221
0
0
DUPONT DE NEMOURS INC
COM
26614N102
169911
5794
SH
SOLE
5794
0
0
DYCOM INDS INC
COM
267475101
8600
221
SH
SOLE
221
0
0
EOG RES INC
COM
26875P101
133428
4793
SH
SOLE
4793
0
0
EQT CORP
COM
26884L109
70970
502
SH
SOLE
502
0
0
EPR PPTYS
COM SH BEN INT
26884U109
21800
528
SH
SOLE
528
0
0
EQM MIDSTREAM PARTNERS LP
UNIT LTD PARTN
26885B100
2898517
34203
SH
SOLE
34203
0
0
E TRADE FINANCIAL CORP
COM NEW
269246401
51758
1776
SH
SOLE
1776
0
0
EAGLE MATERIALS INC
COM
26969P108
11600
678
SH
SOLE
678
0
0
EAST WEST BANCORP INC
COM
27579R104
40400
1040
SH
SOLE
1040
0
0
EASTGROUP PPTY INC
COM
277276101
10700
1118
SH
SOLE
1118
0
0
EASTMAN CHEM CO
COM
277432100
31170
1452
SH
SOLE
1452
0
0
EATON VANCE CORP
COM NON VTG
278265103
31400
1013
SH
SOLE
1013
0
0
EBAY INC
COM
278642103
175342
5271
SH
SOLE
5271
0
0
ECOLAB INC
COM
278865100
57429
8949
SH
SOLE
8949
0
0
EDGEWELL PERS CARE CO
COM
28035Q102
14844
357
SH
SOLE
357
0
0
EDISON INTL
COM
281020107
82184
4503
SH
SOLE
4503
0
0
EDWARDS LIFESCIENCES CORP
COM
28176E108
47856
9027
SH
SOLE
9027
0
0
ELDORADO RESORTS INC
COM
28470R102
18100
261
SH
SOLE
261
0
0
ELECTRONIC ARTS INC
COM
285512109
66906
6702
SH
SOLE
6702
0
0
ELLINGTON FINANCIAL INC
COM
28852N109
1462778
8352
SH
SOLE
8352
0
0
ELLINGTON RESIDENTIAL MTG RE
COM SHS BEN INT
288578107
580000
3074
SH
SOLE
3074
0
0
EMCOR GROUP INC
COM
29084Q100
15600
957
SH
SOLE
957
0
0
EMERSON ELEC CO
COM
291011104
139623
6653
SH
SOLE
6653
0
0
ENCOMPASS HEALTH CORP
COM
29261A100
27300
1748
SH
SOLE
1748
0
0
ENERGY FOCUS INC
COM NEW
29268T300
545283
180
SH
SOLE
180
0
0
ENERGIZER HLDGS INC NEW
COM
29272W109
17844
540
SH
SOLE
540
0
0
ENERGY TRANSFER LP
COM UT LTD PTN
29273V100
65460
301
SH
SOLE
301
0
0
ENERSYS
COM
29275Y102
11700
579
SH
SOLE
579
0
0
ENTERGY CORP NEW
COM
29364G103
45615
4286
SH
SOLE
4286
0
0
ENTERPRISE PRODS PARTNERS L
COM
293792107
101321
1449
SH
SOLE
1449
0
0
EPAM SYS INC
COM
29414B104
210500
39081
SH
SOLE
39081
0
0
EQUIFAX INC
COM
294429105
27746
3314
SH
SOLE
3314
0
0
EQUINIX INC
COM
29444U700
19538
12203
SH
SOLE
12203
0
0
EQUITRANS MIDSTREAM CORP
COM
294600101
57236
288
SH
SOLE
288
0
0
EQUITY RESIDENTIAL
SH BEN INT
29476L107
80003
4937
SH
SOLE
4937
0
0
ESSENTIAL UTILS INC
COM
29670G102
59916
2439
SH
SOLE
2439
0
0
ESSEX PPTY TR INC
COM
297178105
15202
3348
SH
SOLE
3348
0
0
ETSY INC
COM
29786A106
32900
1265
SH
SOLE
1265
0
0
EVERCORE INC
CLASS A
29977A105
10800
497
SH
SOLE
497
0
0
EVERGY INC
COM
30034W106
52200
2874
SH
SOLE
2874
0
0
EVERSOURCE ENERGY
COM
30040W108
74164
5800
SH
SOLE
5800
0
0
EVOKE PHARMA INC
COM
30049G104
400000
464
SH
SOLE
464
0
0
EXELON CORP
COM
30161N101
3722797
137036
SH
SOLE
137036
0
0
EXELIXIS INC
COM
30161Q104
84300
1452
SH
SOLE
1452
0
0
EXPEDIA GROUP INC
COM NEW
30212P303
31984
1800
SH
SOLE
1800
0
0
EXPEDITORS INTL WASH INC
COM
302130109
39099
2609
SH
SOLE
2609
0
0
EXTRA SPACE STORAGE INC
COM
30225T102
29748
2849
SH
SOLE
2849
0
0
EXXON MOBIL CORP
COM
30231G102
969932
36828
SH
SOLE
36828
0
0
FLIR SYS INC
COM
302445101
30785
982
SH
SOLE
982
0
0
F M C CORP
COM NEW
302491303
410634
33545
SH
SOLE
33545
0
0
F N B CORP
COM
302520101
90100
664
SH
SOLE
664
0
0
FTI CONSULTING INC
COM
302941109
10500
1258
SH
SOLE
1258
0
0
FACEBOOK INC
CL A
30303M102
1143574
190748
SH
SOLE
190748
0
0
FACTSET RESH SYS INC
COM
303075105
10600
2763
SH
SOLE
2763
0
0
FAIR ISAAC CORP
COM
303250104
8000
2462
SH
SOLE
2462
0
0
FASTENAL CO
COM
311900104
131472
4109
SH
SOLE
4109
0
0
FEDERAL REALTY INVT TR
SH BEN INT NEW
313747206
16116
1202
SH
SOLE
1202
0
0
FEDERATED HERMES INC
CL B
314211103
26700
509
SH
SOLE
509
0
0
FEDEX CORP
COM
31428X106
55012
6671
SH
SOLE
6671
0
0
F5 NETWORKS INC
COM
315616102
13872
1479
SH
SOLE
1479
0
0
FIDELITY NATL INFORMATION SV
COM
31620M106
300856
36596
SH
SOLE
36596
0
0
FIFTH THIRD BANCORP
COM
316773100
162649
2415
SH
SOLE
2415
0
0
FIRST AMERN FINL CORP
COM
31847R102
31200
1323
SH
SOLE
1323
0
0
FIRST FINL BANKSHARES
COM
32020R109
37700
1012
SH
SOLE
1012
0
0
FIRST HORIZON NATL CORP
COM
320517105
86283
695
SH
SOLE
695
0
0
FIRST INDL RLTY TR
COM
32054K103
35300
1173
SH
SOLE
1173
0
0
FIRST REP BK SAN FRANCISCO C
COM
33616C100
38700
3184
SH
SOLE
3184
0
0
FIRST SOLAR INC
COM
336433107
21000
757
SH
SOLE
757
0
0
FIRSTCASH INC
COM
33767D105
11900
854
SH
SOLE
854
0
0
FISERV INC
COM
337738108
380406
36135
SH
SOLE
36135
0
0
FIRSTENERGY CORP
COM
337932107
123853
4963
SH
SOLE
4963
0
0
FIVE BELOW INC
COM
33829M101
15500
1091
SH
SOLE
1091
0
0
FLEETCOR TECHNOLOGIES INC
COM
339041105
116500
21732
SH
SOLE
21732
0
0
FLUOR CORP NEW
COM
343412102
38853
268
SH
SOLE
268
0
0
FLOWERS FOODS INC
COM
343498101
53350
1095
SH
SOLE
1095
0
0
FLOWSERVE CORP
COM
34354P105
29975
716
SH
SOLE
716
0
0
FOOT LOCKER INC
COM
344849104
29728
656
SH
SOLE
656
0
0
FORD MTR CO DEL
COM
345370860
892690
4312
SH
SOLE
4312
0
0
FORTINET INC
COM
34959E109
32500
3288
SH
SOLE
3288
0
0
FORTIVE CORP
COM
34959J108
67719
3737
SH
SOLE
3737
0
0
FORTRESS TRANS INFRST INVS L
COM REP TLD LIAB
34960P101
3776923
30971
SH
SOLE
30971
0
0
FORTUNE BRANDS HOME SEC IN
COM
34964C106
31864
1378
SH
SOLE
1378
0
0
FOX CORP
CL A COM
35137L105
81280
1921
SH
SOLE
1921
0
0
FOX CORP
CL B COM
35137L204
37285
853
SH
SOLE
853
0
0
FRANKLIN RESOURCES INC
COM
354613101
63960
1067
SH
SOLE
1067
0
0
FREEPORT MCMORAN INC
CL B
35671D857
332623
2245
SH
SOLE
2245
0
0
FULTON FINL CORP PA
COM
360271100
45500
523
SH
SOLE
523
0
0
GATX CORP
COM
361448103
9690
606
SH
SOLE
606
0
0
GALLAGHER ARTHUR J CO
COM
363576109
42752
3485
SH
SOLE
3485
0
0
GAP INC
COM
364760108
48746
343
SH
SOLE
343
0
0
GARTNER INC
COM
366651107
20499
2041
SH
SOLE
2041
0
0
GENERAC HLDGS INC
COM
368736104
17400
1621
SH
SOLE
1621
0
0
GENERAL DYNAMICS CORP
COM
369550108
53627
7095
SH
SOLE
7095
0
0
GENERAL ELECTRIC CO
COM
369604103
2100428
16677
SH
SOLE
16677
0
0
GENERAL MLS INC
COM
370334104
909938
48017
SH
SOLE
48017
0
0
GENERAL MTRS CO
COM
37045V100
288220
5989
SH
SOLE
5989
0
0
GENTEX CORP
COM
371901109
999700
22153
SH
SOLE
22153
0
0
GENUINE PARTS CO
COM
372460105
33332
2244
SH
SOLE
2244
0
0
GENWORTH FINL INC
COM CL A
37247D106
139600
463
SH
SOLE
463
0
0
GILEAD SCIENCES INC
COM
375558103
805924
60251
SH
SOLE
60251
0
0
GLOBAL PMTS INC
COM
37940X102
338736
48856
SH
SOLE
48856
0
0
GLOBUS MED INC
CL A
379577208
21400
910
SH
SOLE
910
0
0
GLOBE LIFE INC
COM
37959E102
22810
1642
SH
SOLE
1642
0
0
GOLDMAN SACHS GROUP INC
COM
38141G104
73050
11293
SH
SOLE
11293
0
0
GOODYEAR TIRE RUBR CO
COM
382550101
64516
375
SH
SOLE
375
0
0
GRACO INC
COM
384109104
46300
2256
SH
SOLE
2256
0
0
GRAHAM HLDGS CO
COM CL B
384637104
1300
444
SH
SOLE
444
0
0
GRAINGER W W INC
COM
384802104
10007
2487
SH
SOLE
2487
0
0
GRAND CANYON ED INC
COM
38526M106
13400
1022
SH
SOLE
1022
0
0
GRANITE PT MTG TR INC
COM
38741L107
1600000
8112
SH
SOLE
8112
0
0
GREAT AJAX CORP
COM
38983D300
931509
5924
SH
SOLE
5924
0
0
GREIF INC
CL A
397624107
7300
227
SH
SOLE
227
0
0
GRUBHUB INC
COM
400110102
25400
1035
SH
SOLE
1035
0
0
HCA HEALTHCARE INC
COM
40412C101
60720
5456
SH
SOLE
5456
0
0
HNI CORP
COM
404251100
11740
296
SH
SOLE
296
0
0
HP INC
COM
40434L105
339725
5898
SH
SOLE
5898
0
0
HAEMONETICS CORP
COM
405024100
14000
1395
SH
SOLE
1395
0
0
HAIN CELESTIAL GROUP INC
COM
405217100
22200
577
SH
SOLE
577
0
0
HALLIBURTON CO
COM
406216101
201179
1378
SH
SOLE
1378
0
0
HANCOCK WHITNEY CORPORATION
COM
410120109
24200
472
SH
SOLE
472
0
0
HANESBRANDS INC
COM
410345102
82892
652
SH
SOLE
652
0
0
HANOVER INS GROUP INC
COM
410867105
10850
983
SH
SOLE
983
0
0
HARLEY DAVIDSON INC
COM
412822108
35377
670
SH
SOLE
670
0
0
HARTFORD FINL SVCS GROUP INC
COM
416515104
82675
2913
SH
SOLE
2913
0
0
HASBRO INC
COM
418056107
29139
2085
SH
SOLE
2085
0
0
HAWAIIAN ELEC INDUSTRIES
COM
419870100
30240
1302
SH
SOLE
1302
0
0
HEALTHCARE SVCS GROUP INC
COM
421906108
20500
490
SH
SOLE
490
0
0
HEALTHCARE RLTY TR
COM
421946104
37100
1036
SH
SOLE
1036
0
0
HEALTHEQUITY INC
COM
42226A107
19700
997
SH
SOLE
997
0
0
HEALTHPEAK PROPERTIES INC
COM
42250P103
113467
2706
SH
SOLE
2706
0
0
HELMERICH PAYNE INC
COM
423452101
24792
388
SH
SOLE
388
0
0
HENRY JACK ASSOC INC
COM
426281101
17650
2740
SH
SOLE
2740
0
0
HERSHEY CO
COM
427866108
33982
4503
SH
SOLE
4503
0
0
HESS CORP
COM
42809H107
59305
1975
SH
SOLE
1975
0
0
HEWLETT PACKARD ENTERPRISE C
COM
42824C109
296697
2881
SH
SOLE
2881
0
0
HIGHWOODS PPTYS INC
COM
431284108
28700
1017
SH
SOLE
1017
0
0
HILL ROM HLDGS INC
COM
431475102
18550
1866
SH
SOLE
1866
0
0
HILTON WORLDWIDE HLDGS INC
COM
43300A203
64600
4408
SH
SOLE
4408
0
0
HOLLYFRONTIER CORP
COM
436106108
34000
833
SH
SOLE
833
0
0
HOLOGIC INC
COM
436440101
61460
2157
SH
SOLE
2157
0
0
HOME BANCSHARES INC
COM
436893200
43100
517
SH
SOLE
517
0
0
HOME DEPOT INC
COM
437076102
370028
69088
SH
SOLE
69088
0
0
HONEYWELL INTL INC
COM
438516106
163800
21915
SH
SOLE
21915
0
0
HORMEL FOODS CORP
COM
440452100
63720
2972
SH
SOLE
2972
0
0
HOST HOTELS RESORTS INC
COM
44107P104
164400
1815
SH
SOLE
1815
0
0
HOWMET AEROSPACE INC
COM
443201108
88834
1427
SH
SOLE
1427
0
0
HUBBELL INC
COM
443510607
15114
1734
SH
SOLE
1734
0
0
HUMANA INC
COM
444859102
30326
9523
SH
SOLE
9523
0
0
HUNT J B TRANS SVCS INC
COM
445658107
19476
1796
SH
SOLE
1796
0
0
HUNTINGTON BANCSHARES INC
COM
446150104
236738
1944
SH
SOLE
1944
0
0
HUNTINGTON INGALLS INDS INC
COM
446413106
9400
1713
SH
SOLE
1713
0
0
ICU MED INC
COM
44930G107
5400
1090
SH
SOLE
1090
0
0
IPG PHOTONICS CORP
COM
44980X109
8200
904
SH
SOLE
904
0
0
ISTAR INC
COM
45031U101
112881
1198
SH
SOLE
1198
0
0
ITT INC
COM
45073V108
24300
1102
SH
SOLE
1102
0
0
IDACORP INC
COM
451107106
13980
1227
SH
SOLE
1227
0
0
IDEX CORP
COM
45167R104
17400
2403
SH
SOLE
2403
0
0
IDEXX LABS INC
COM
45168D104
19600
4748
SH
SOLE
4748
0
0
ILLINOIS TOOL WKS INC
COM
452308109
66997
9522
SH
SOLE
9522
0
0
ILLUMINA INC
COM
452327109
33660
9193
SH
SOLE
9193
0
0
INCYTE CORP
COM
45337C102
40900
2995
SH
SOLE
2995
0
0
INGERSOLL RAND INC
COM
45687V106
79079
1961
SH
SOLE
1961
0
0
INGEVITY CORP
COM
45688C107
11600
408
SH
SOLE
408
0
0
INGREDION INC
COM
457187102
18500
1397
SH
SOLE
1397
0
0
INSPERITY INC
COM
45778Q107
10500
392
SH
SOLE
392
0
0
INTEGRA LIFESCIENCES HLDGS C
COM NEW
457985208
19800
884
SH
SOLE
884
0
0
INTEL CORP
COM
458140100
1497111
81024
SH
SOLE
81024
0
0
INTERACTIVE BROKERS GROUP IN
COM CL A
45841N107
21300
920
SH
SOLE
920
0
0
INTERCEPT PHARMACEUTICALS IN
COM
45845P108
7261
457
SH
SOLE
457
0
0
INTERCONTINENTAL EXCHANGE IN
COM
45866F104
127700
10312
SH
SOLE
10312
0
0
INTERDIGITAL INC
COM
45867G101
8500
379
SH
SOLE
379
0
0
INTERNATIONAL BANCSHARES COR
COM
459044103
15900
427
SH
SOLE
427
0
0
INTERNATIONAL BUSINESS MACHS
COM
459200101
202987
22517
SH
SOLE
22517
0
0
INTERNATIONAL FLAVORS FRAGRA
COM
459506101
24542
2505
SH
SOLE
2505
0
0
INTL PAPER CO
COM
460146103
89973
2801
SH
SOLE
2801
0
0
INTERPUBLIC GROUP COS INC
COM
460690100
1645829
26646
SH
SOLE
26646
0
0
INTUIT
COM
461202103
59684
13727
SH
SOLE
13727
0
0
INTUITIVE SURGICAL INC
COM NEW
46120E602
56468
27964
SH
SOLE
27964
0
0
IQVIA HLDGS INC
COM
46266C105
249800
26943
SH
SOLE
26943
0
0
IRON MTN INC NEW
COM
46284V101
65846
1567
SH
SOLE
1567
0
0
ISHARES TR
CORE US AGGBD ET
464287226
180000
20767
SH
SOLE
20767
0
0
ISHARES TR
CORE SP MCP ETF
464287507
158491
22801
SH
SOLE
22801
0
0
JBG SMITH PPTYS
COM
46590V100
32725
1042
SH
SOLE
1042
0
0
JPMORGAN CHASE CO
COM
46625H100
1318985
118748
SH
SOLE
118748
0
0
JABIL INC
COM
466313103
38600
949
SH
SOLE
949
0
0
JACK IN THE BOX INC
COM
466367109
6600
231
SH
SOLE
231
0
0
JACOBS ENGR GROUP INC
COM
469814107
31111
2466
SH
SOLE
2466
0
0
JEFFERIES FINL GROUP INC
COM
47233W109
66346
907
SH
SOLE
907
0
0
JETBLUE AWYS CORP
COM
477143101
80023
716
SH
SOLE
716
0
0
JOHNSON JOHNSON
COM
478160104
788764
103431
SH
SOLE
103431
0
0
JONES LANG LASALLE INC
COM
48020Q107
14300
1444
SH
SOLE
1444
0
0
J2 GLOBAL INC
COM
48123V102
12800
958
SH
SOLE
958
0
0
JUNIPER NETWORKS INC
COM
48203R104
76796
1470
SH
SOLE
1470
0
0
KAR AUCTION SVCS INC
COM
48238T109
1500700
18008
SH
SOLE
18008
0
0
KBR INC
COM
48242W106
39342
814
SH
SOLE
814
0
0
KLA CORPORATION
COM NEW
482480100
36177
5200
SH
SOLE
5200
0
0
KANSAS CITY SOUTHERN
COM NEW
485170302
22712
2889
SH
SOLE
2889
0
0
KB HOME
COM
48666K109
23800
431
SH
SOLE
431
0
0
KELLOGG CO
COM
487836108
57091
3425
SH
SOLE
3425
0
0
KEMPER CORP DEL
COM
488401100
17350
1290
SH
SOLE
1290
0
0
KENNAMETAL INC
COM
489170100
22960
428
SH
SOLE
428
0
0
KEYCORP
COM
493267108
225827
2342
SH
SOLE
2342
0
0
KEYSIGHT TECHNOLOGIES INC
COM
49338L103
283000
23681
SH
SOLE
23681
0
0
KILROY RLTY CORP
COM
49427F108
27100
1726
SH
SOLE
1726
0
0
KIMBERLY CLARK CORP
COM
494368103
78646
10056
SH
SOLE
10056
0
0
KIMCO RLTY CORP
COM
49446R109
96838
936
SH
SOLE
936
0
0
KINDER MORGAN INC DEL
COM
49456B101
446456
6215
SH
SOLE
6215
0
0
KIRBY CORP
COM
497266106
16600
722
SH
SOLE
722
0
0
KNIGHT SWIFT TRANSN HLDGS IN
CL A
499049104
34100
1118
SH
SOLE
1118
0
0
KOHLS CORP
COM
500255104
35910
524
SH
SOLE
524
0
0
KRAFT HEINZ CO
COM
500754106
142746
3532
SH
SOLE
3532
0
0
KROGER CO
COM
501044101
183876
5538
SH
SOLE
5538
0
0
L BRANDS INC
COM
501797104
53244
616
SH
SOLE
616
0
0
LKQ CORP
COM
501889208
70252
1441
SH
SOLE
1441
0
0
L3HARRIS TECHNOLOGIES INC
COM
502431109
200651
36141
SH
SOLE
36141
0
0
LABORATORY CORP AMER HLDGS
COM NEW
50540R409
22297
2818
SH
SOLE
2818
0
0
LAM RESEARCH CORP
COM
512807108
33260
7982
SH
SOLE
7982
0
0
LAMAR ADVERTISING CO NEW
CL A
512816109
23800
1220
SH
SOLE
1220
0
0
LAMB WESTON HLDGS INC
COM
513272104
33500
1913
SH
SOLE
1913
0
0
LANCASTER COLONY CORP
COM
513847103
5520
798
SH
SOLE
798
0
0
LANDSTAR SYS INC
COM
515098101
10900
1045
SH
SOLE
1045
0
0
LAS VEGAS SANDS CORP
COM
517834107
77400
3287
SH
SOLE
3287
0
0
LAUDER ESTEE COS INC
CL A
518439104
51018
8129
SH
SOLE
8129
0
0
LEAR CORP COM
COM
521865204
15300
1243
SH
SOLE
1243
0
0
LEGGETT PLATT INC
COM
524660107
30177
805
SH
SOLE
805
0
0
LEGG MASON INC
COM
524901105
22600
1104
SH
SOLE
1104
0
0
LEIDOS HOLDINGS INC
COM
525327102
30448
2791
SH
SOLE
2791
0
0
LENDINGTREE INC NEW
COM
52603B107
2200
403
SH
SOLE
403
0
0
LENNAR CORP
CL A
526057104
64158
2451
SH
SOLE
2451
0
0
LENNOX INTL INC
COM
526107107
9700
1763
SH
SOLE
1763
0
0
LIGAND PHARMACEUTICALS INC
COM NEW
53220K504
4600
335
SH
SOLE
335
0
0
LIFE STORAGE INC
COM
53223X107
12900
1220
SH
SOLE
1220
0
0
LILLY ELI CO
COM
532457108
193638
26861
SH
SOLE
26861
0
0
LINCOLN ELEC HLDGS INC
COM
533900106
17000
1173
SH
SOLE
1173
0
0
LINCOLN NATL CORP IND
COM
534187109
45481
1197
SH
SOLE
1197
0
0
LITTELFUSE INC
COM
537008104
6800
907
SH
SOLE
907
0
0
LIVE NATION ENTERTAINMENT IN
COM
538034109
32300
1468
SH
SOLE
1468
0
0
LIVERAMP HLDGS INC
COM
53815P108
18800
619
SH
SOLE
619
0
0
LOCKHEED MARTIN CORP
COM
539830109
173919
58950
SH
SOLE
58950
0
0
LOEWS CORP
COM
540424108
58685
2044
SH
SOLE
2044
0
0
LOGMEIN INC
COM
54142L109
13602
1133
SH
SOLE
1133
0
0
LOUISIANA PAC CORP
COM
546347105
32599
560
SH
SOLE
560
0
0
LOWES COS INC
COM
548661107
175675
15117
SH
SOLE
15117
0
0
LUCKIN COFFEE INC
SPONSORED ADS
54951L109
9098
247
SH
SOLE
247
0
0
LUMENTUM HLDGS INC
COM
55024U109
21400
1577
SH
SOLE
1577
0
0
M T BK CORP
COM
55261F104
30170
3120
SH
SOLE
3120
0
0
MDU RES GROUP INC
COM
552690109
55562
1195
SH
SOLE
1195
0
0
MGM RESORTS INTERNATIONAL
COM
552953101
118000
1392
SH
SOLE
1392
0
0
MKS INSTRS INC
COM
55306N104
15100
1230
SH
SOLE
1230
0
0
MSA SAFETY INC
COM
553498106
9900
1002
SH
SOLE
1002
0
0
MSC INDL DIRECT INC
CL A
553530106
12500
687
SH
SOLE
687
0
0
MSCI INC
COM
55354G100
19400
5606
SH
SOLE
5606
0
0
MACERICH CO
COM
554382101
30500
172
SH
SOLE
172
0
0
MACK CALI RLTY CORP
COM
554489104
25100
382
SH
SOLE
382
0
0
MACYS INC
COM
55616P104
70830
348
SH
SOLE
348
0
0
MAGELLAN MIDSTREAM PRTNRS LP
COM UNIT RP LP
559080106
17836
651
SH
SOLE
651
0
0
MANHATTAN ASSOCS INC
COM
562750109
17700
882
SH
SOLE
882
0
0
MANPOWERGROUP INC
COM
56418H100
16330
865
SH
SOLE
865
0
0
MARATHON OIL CORP
COM
565849106
208340
685
SH
SOLE
685
0
0
MARATHON PETE CORP
COM
56585A102
148816
3515
SH
SOLE
3515
0
0
MARKETAXESS HLDGS INC
COM
57060D108
8700
2893
SH
SOLE
2893
0
0
MARRIOTT VACTINS WORLDWID CO
COM
57164Y107
10400
578
SH
SOLE
578
0
0
MARSH MCLENNAN COS INC
COM
571748102
115701
10004
SH
SOLE
10004
0
0
MARRIOTT INTL INC NEW
CL A
571903202
62252
4657
SH
SOLE
4657
0
0
MARTIN MARIETTA MATLS INC
COM
573284106
14312
2708
SH
SOLE
2708
0
0
MASCO CORP
COM
574599106
1021604
35317
SH
SOLE
35317
0
0
MASIMO CORP
COM
574795100
13600
2409
SH
SOLE
2409
0
0
MASTEC INC
COM
576323109
16700
547
SH
SOLE
547
0
0
MASTERCARD INC
CL A
57636Q104
342528
82741
SH
SOLE
82741
0
0
MATADOR RES CO
COM
576485205
30400
75
SH
SOLE
75
0
0
MATTEL INC
COM
577081102
96161
847
SH
SOLE
847
0
0
MAXIM INTEGRATED PRODS INC
COM
57772K101
62000
3014
SH
SOLE
3014
0
0
MAXIMUS INC
COM
577933104
462500
26918
SH
SOLE
26918
0
0
MCCORMICK CO INC
COM NON VTG
579780206
28268
3992
SH
SOLE
3992
0
0
MCDONALDS CORP
COM
580135101
172657
28549
SH
SOLE
28549
0
0
MEDICAL PPTYS TRUST INC
COM
58463J304
143600
2483
SH
SOLE
2483
0
0
MEDNAX INC
COM
58502B106
23400
272
SH
SOLE
272
0
0
MERCK CO INC
COM
58933Y105
583649
44906
SH
SOLE
44906
0
0
MERCURY SYS INC
COM
589378108
15400
1099
SH
SOLE
1099
0
0
MERCURY GENL CORP NEW
COM
589400100
7500
305
SH
SOLE
305
0
0
MEREDITH CORP
COM
589433101
10900
133
SH
SOLE
133
0
0
METLIFE INC
COM
59156R108
179185
5478
SH
SOLE
5478
0
0
METTLER TOLEDO INTERNATIONAL
COM
592688105
5540
3825
SH
SOLE
3825
0
0
MICROSOFT CORP
COM
594918104
2486217
392101
SH
SOLE
392101
0
0
MICROVISION INC DEL
COM NEW
594960304
4326199
746
SH
SOLE
746
0
0
MICROCHIP TECHNOLOGY INC
COM
595017104
54772
3714
SH
SOLE
3714
0
0
MICRON TECHNOLOGY INC
COM
595112103
253744
10672
SH
SOLE
10672
0
0
MID AMER APT CMNTYS INC
COM
59522J103
26201
2699
SH
SOLE
2699
0
0
MILLER HERMAN INC
COM
600544100
16330
363
SH
SOLE
363
0
0
MINERALS TECHNOLOGIES INC
COM
603158106
9680
351
SH
SOLE
351
0
0
MOHAWK INDS INC
COM
608190104
13636
1040
SH
SOLE
1040
0
0
MOLINA HEALTHCARE INC
COM
60855R100
17400
2431
SH
SOLE
2431
0
0
MOLSON COORS BEVERAGE CO
CL B
60871R209
42999
1677
SH
SOLE
1677
0
0
MONDELEZ INTL INC
CL A
609207105
330056
16529
SH
SOLE
16529
0
0
MONOLITHIC PWR SYS INC
COM
609839105
18281
3061
SH
SOLE
3061
0
0
MONSTER BEVERAGE CORP NEW
COM
61174X109
87492
4922
SH
SOLE
4922
0
0
MOODYS CORP
COM
615369105
101915
21555
SH
SOLE
21555
0
0
MORGAN STANLEY
COM NEW
617446448
266955
9076
SH
SOLE
9076
0
0
MOSAIC CO NEW
COM
61945C103
80182
868
SH
SOLE
868
0
0
MOTOROLA SOLUTIONS INC
COM NEW
620076307
39223
5214
SH
SOLE
5214
0
0
MURPHY OIL CORP
COM
626717102
41500
254
SH
SOLE
254
0
0
MURPHY USA INC
COM
626755102
8025
677
SH
SOLE
677
0
0
NCR CORP NEW
COM
62886E108
35340
626
SH
SOLE
626
0
0
NRG ENERGY INC
COM NEW
629377508
57668
1572
SH
SOLE
1572
0
0
NVR INC
COM
62944T105
826
2122
SH
SOLE
2122
0
0
NASDAQ INC
COM
631103108
26311
2498
SH
SOLE
2498
0
0
NATIONAL FUEL GAS CO N J
COM
636180101
23880
890
SH
SOLE
890
0
0
NATIONAL GEN HLDGS CORP
COM
636220303
1300000
21515
SH
SOLE
21515
0
0
NATIONAL INSTRS CORP
COM
636518102
32675
1081
SH
SOLE
1081
0
0
NATIONAL OILWELL VARCO INC
COM
637071101
88378
869
SH
SOLE
869
0
0
NATIONAL RETAIL PROPERTIES I
COM
637417106
47600
1532
SH
SOLE
1532
0
0
NAVIENT CORPORATION
COM
63938C108
47200
358
SH
SOLE
358
0
0
NEKTAR THERAPEUTICS
COM
640268108
48800
871
SH
SOLE
871
0
0
NETAPP INC
COM
64110D104
52291
2180
SH
SOLE
2180
0
0
NETFLIX INC
COM
64110L106
100534
37751
SH
SOLE
37751
0
0
NETSCOUT SYS INC
COM
64115T104
18300
433
SH
SOLE
433
0
0
NEW FORTRESS ENERGY LLC
CL A SHS RP LLC
644393100
618106
6051
SH
SOLE
6051
0
0
NEW JERSEY RES
COM
646025106
26500
900
SH
SOLE
900
0
0
NEW RESIDENTIAL INVT CORP
COM NEW
64828T201
8404734
42108
SH
SOLE
42108
0
0
NEW YORK CMNTY BANCORP INC
COM
649445103
129670
1218
SH
SOLE
1218
0
0
NEW YORK TIMES CO
CL A
650111107
39900
1225
SH
SOLE
1225
0
0
NEWELL BRANDS INC
COM
651229106
87371
1160
SH
SOLE
1160
0
0
NEWMARKET CORP
COM
651587107
2100
804
SH
SOLE
804
0
0
NEWMONT CORP
COM
651639106
187955
8511
SH
SOLE
8511
0
0
NEWS CORP NEW
CL A
65249B109
89039
799
SH
SOLE
799
0
0
NEWS CORP NEW
CL B
65249B208
27944
251
SH
SOLE
251
0
0
NEXTERA ENERGY INC
COM
65339F101
111973
26943
SH
SOLE
26943
0
0
NIKE INC
CL B
654106103
285692
23638
SH
SOLE
23638
0
0
NISOURCE INC
COM
65473P105
85602
2137
SH
SOLE
2137
0
0
NOBLE ENERGY INC
COM
655044105
109661
662
SH
SOLE
662
0
0
NORDSON CORP
COM
655663102
14160
1913
SH
SOLE
1913
0
0
NORDSTROM INC
COM
655664100
24492
376
SH
SOLE
376
0
0
NORFOLK SOUTHERN CORP
COM
655844108
59749
8723
SH
SOLE
8723
0
0
NORTHERN TR CORP
COM
665859104
48554
3664
SH
SOLE
3664
0
0
NORTHROP GRUMMAN CORP
COM
666807102
35917
10867
SH
SOLE
10867
0
0
NORTHWESTERN CORP
COM NEW
668074305
14000
838
SH
SOLE
838
0
0
NORTONLIFELOCK INC
COM
668771108
131429
2459
SH
SOLE
2459
0
0
NOW INC
COM
67011P100
29727
153
SH
SOLE
153
0
0
NU SKIN ENTERPRISES INC
CL A
67018T105
15400
336
SH
SOLE
336
0
0
NUCOR CORP
COM
670346105
69511
2504
SH
SOLE
2504
0
0
NVIDIA CORP
COM
67066G104
140792
37113
SH
SOLE
37113
0
0
NUVASIVE INC
COM
670704105
14400
730
SH
SOLE
730
0
0
OGE ENERGY CORP
COM
670837103
55520
1706
SH
SOLE
1706
0
0
O I GLASS INC
COM
67098H104
42600
303
SH
SOLE
303
0
0
O REILLY AUTOMOTIVE INC NEW
COM
67103H107
17347
5222
SH
SOLE
5222
0
0
OCCIDENTAL PETE CORP
COM
674599105
204730
2371
SH
SOLE
2371
0
0
OLD DOMINION FREIGHT LINE IN
COM
679580100
21900
2875
SH
SOLE
2875
0
0
OLD REP INTL CORP
COM
680223104
79127
1207
SH
SOLE
1207
0
0
OLLIES BARGAIN OUTLT HLDGS I
COM
681116109
15200
704
SH
SOLE
704
0
0
OMNICOM GROUP INC
COM
681919106
49918
2740
SH
SOLE
2740
0
0
OMEGA HEALTHCARE INVS INC
COM
681936100
60600
1608
SH
SOLE
1608
0
0
ONE GAS INC
COM
68235P108
14657
1226
SH
SOLE
1226
0
0
ONEOK INC NEW
COM
682680103
94726
2066
SH
SOLE
2066
0
0
ORACLE CORP
COM
68389X105
1096660
53002
SH
SOLE
53002
0
0
OSHKOSH CORP
COM
688239201
18900
1216
SH
SOLE
1216
0
0
OWENS CORNING NEW
COM
690742101
30200
1172
SH
SOLE
1172
0
0
PBF ENERGY INC
CL A
69318G106
28300
200
SH
SOLE
200
0
0
PNC FINL SVCS GROUP INC
COM
693475105
100476
9618
SH
SOLE
9618
0
0
PNM RES INC
COM
69349H107
22134
841
SH
SOLE
841
0
0
PPG INDS INC
COM
693506107
54168
4528
SH
SOLE
4528
0
0
PPL CORP
COM
69351T106
175966
4343
SH
SOLE
4343
0
0
PRA HEALTH SCIENCES INC
COM
69354M108
17500
1453
SH
SOLE
1453
0
0
PS BUSINESS PKS INC CALIF
COM
69360J107
5600
759
SH
SOLE
759
0
0
PVH CORPORATION
COM
693656100
16996
640
SH
SOLE
640
0
0
PTC INC
COM
69370C100
28739
1759
SH
SOLE
1759
0
0
PACCAR INC
COM
693718108
79218
4843
SH
SOLE
4843
0
0
PACKAGING CORP AMER
COM
695156109
21700
1884
SH
SOLE
1884
0
0
PACWEST BANCORP DEL
COM
695263103
33300
597
SH
SOLE
597
0
0
PAPA JOHNS INTL INC
COM
698813102
6100
326
SH
SOLE
326
0
0
PARK HOTELS RESORTS INC
COM
700517105
66400
525
SH
SOLE
525
0
0
PARKER HANNIFIN CORP
COM
701094104
29495
3826
SH
SOLE
3826
0
0
PATTERSON COS INC
COM
703395103
23900
365
SH
SOLE
365
0
0
PATTERSON UTI ENERGY INC
COM
703481101
53900
127
SH
SOLE
127
0
0
PAYCHEX INC
COM
704326107
73011
4594
SH
SOLE
4594
0
0
PAYCOM SOFTWARE INC
COM
70432V102
11200
2263
SH
SOLE
2263
0
0
PAYPAL HLDGS INC
COM
70450Y103
347134
33235
SH
SOLE
33235
0
0
PEBBLEBROOK HOTEL TR
COM
70509V100
36256
395
SH
SOLE
395
0
0
PENN NATL GAMING INC
COM
707569109
30300
383
SH
SOLE
383
0
0
PENNANTPARK INVT CORP
COM
708062104
236295
612
SH
SOLE
612
0
0
PENUMBRA INC
COM
70975L107
9000
1452
SH
SOLE
1452
0
0
PEOPLES UTD FINL INC
COM
712704105
101775
1125
SH
SOLE
1125
0
0
PEPSICO INC
COM
713448108
319629
38387
SH
SOLE
38387
0
0
PERKINELMER INC
COM
714046109
25429
1914
SH
SOLE
1914
0
0
PERSPECTA INC
COM
715347100
38200
697
SH
SOLE
697
0
0
PFIZER INC
COM
717081103
1980526
64644
SH
SOLE
64644
0
0
PHILIP MORRIS INTL INC
COM
718172109
895665
65348
SH
SOLE
65348
0
0
PHILLIPS 66
COM
718546104
101835
5463
SH
SOLE
5463
0
0
PHILLIPS 66 PARTNERS LP
COM UNIT REP INT
718549207
11080
404
SH
SOLE
404
0
0
PILGRIMS PRIDE CORP
COM
72147K108
14500
263
SH
SOLE
263
0
0
PINNACLE FINL PARTNERS INC
COM
72346Q104
20000
751
SH
SOLE
751
0
0
PINNACLE WEST CAP CORP
COM
723484101
25787
1954
SH
SOLE
1954
0
0
PINTEREST INC
CL A
72352L106
2666569
41172
SH
SOLE
41172
0
0
PIONEER NAT RES CO
COM
723787107
38002
2666
SH
SOLE
2666
0
0
POLARIS INC
COM
731068102
15900
766
SH
SOLE
766
0
0
POLYONE CORP
COM
73179P106
25200
478
SH
SOLE
478
0
0
POOL CORPORATION
COM
73278L105
11100
2184
SH
SOLE
2184
0
0
POST HLDGS INC
COM
737446104
18500
1535
SH
SOLE
1535
0
0
POTLATCHDELTIC CORPORATION
COM
737630103
18711
587
SH
SOLE
587
0
0
PRESTIGE CONSMR HEALTHCARE I
COM
74112D101
14000
514
SH
SOLE
514
0
0
PRICE T ROWE GROUP INC
COM
74144T108
53561
5230
SH
SOLE
5230
0
0
PRIMERICA INC
COM
74164M108
11500
1018
SH
SOLE
1018
0
0
PRINCIPAL FINL GROUP INC
COM
74251V102
59179
1855
SH
SOLE
1855
0
0
PROCTOR GAMBLE CO
COM
742718109
708703
77957
SH
SOLE
77957
0
0
PROGRESSIVE CORP OHIO
COM
743315103
133981
9893
SH
SOLE
9893
0
0
PROLOGIS INC
COM
74340W103
169231
13601
SH
SOLE
13601
0
0
PROSPERITY BANCSHARES INC
COM
743606105
26200
1264
SH
SOLE
1264
0
0
PRUDENTIAL FINL INC
COM
744320102
92132
4804
SH
SOLE
4804
0
0
PUBLIC SVC ENTERPRISE GRP IN
COM
744573106
115922
5206
SH
SOLE
5206
0
0
PUBLIC STORAGE
COM
74460D109
34477
6847
SH
SOLE
6847
0
0
PULTE GROUP INC
COM
745867101
58409
1304
SH
SOLE
1304
0
0
QORVO INC
COM
74736K101
26624
2147
SH
SOLE
2147
0
0
QUALCOMM INC
COM
747525103
261771
17709
SH
SOLE
17709
0
0
QUANTA SVCS INC
COM
74762E102
32656
1036
SH
SOLE
1036
0
0
QUEST DIAGNOSTICS INC
COM
74834L100
352963
28343
SH
SOLE
28343
0
0
RLI CORP
COM
749607107
11000
967
SH
SOLE
967
0
0
RH
COM
74967X103
4500
452
SH
SOLE
452
0
0
RPM INTL INC
COM
749685103
35918
2137
SH
SOLE
2137
0
0
RALPH LAUREN CORP
CL A
751212101
11441
765
SH
SOLE
765
0
0
RAYMOND JAMES FINANCIAL INC
COM
754730109
28300
1789
SH
SOLE
1789
0
0
RAYONIER INC
COM
754907103
35809
843
SH
SOLE
843
0
0
RAYTHEON CO
COM NEW
755111507
297836
39061
SH
SOLE
39061
0
0
REALTY INCOME CORP
COM
756109104
78524
3915
SH
SOLE
3915
0
0
REGAL BELOIT CORP
COM
758750103
11300
711
SH
SOLE
711
0
0
REGENCY CTRS CORP
COM
758849103
38400
1476
SH
SOLE
1476
0
0
REGENERON PHARMACEUTICALS
COM
75886F107
18344
8957
SH
SOLE
8957
0
0
REGIONS FINANCIAL CORP NEW
COM
7591EP100
221070
1983
SH
SOLE
1983
0
0
REINSURANCE GRP OF AMERICA I
COM NEW
759351604
17300
1456
SH
SOLE
1456
0
0
RELIANCE STEEL ALUMINUM CO
COM
759509102
18500
1620
SH
SOLE
1620
0
0
REPLIGEN CORP
COM
759916109
13000
1255
SH
SOLE
1255
0
0
REPUBLIC SVCS INC
COM
760759100
48200
3618
SH
SOLE
3618
0
0
RESMED INC
COM
761152107
33000
4861
SH
SOLE
4861
0
0
RESIDEO TECHNOLOGIES INC
COM
76118Y104
33600
163
SH
SOLE
163
0
0
ROBERT HALF INTL INC
COM
770323103
768960
29028
SH
SOLE
29028
0
0
ROCKWELL AUTOMATION INC
COM
773903109
26490
3998
SH
SOLE
3998
0
0
ROLLINS INC
COM
775711104
32208
1164
SH
SOLE
1164
0
0
ROPER TECHNOLOGIES INC
COM
776696106
23902
7453
SH
SOLE
7453
0
0
ROSS STORES INC
COM
778296103
82888
7209
SH
SOLE
7209
0
0
ROYAL GOLD INC
COM
780287108
18200
1596
SH
SOLE
1596
0
0
RUBIUS THERAPEUTICS INC
COM
78116T103
41434
184
SH
SOLE
184
0
0
RYDER SYS INC
COM
783549108
14800
391
SH
SOLE
391
0
0
SBA COMMUNICATIONS CORP NEW
CL A
78410G104
25800
6965
SH
SOLE
6965
0
0
SEI INVESTMENTS CO
COM
784117103
35000
1622
SH
SOLE
1622
0
0
SL GREEN RLTY CORP
COM
78440X101
18708
806
SH
SOLE
806
0
0
SLM CORP
COM
78442P106
117125
842
SH
SOLE
842
0
0
SPDR S P 500 ETF TR
TR UNIT
78462F103
1158279
298546
SH
SOLE
298546
0
0
SVB FINANCIAL GROUP
COM
78486Q101
11800
1783
SH
SOLE
1783
0
0
SABRA HEALTH CARE REIT INC
COM
78573L106
56900
621
SH
SOLE
621
0
0
SABRE CORP
COM
78573M104
76000
451
SH
SOLE
451
0
0
SALESFORCE COM INC
COM
79466L302
203356
29279
SH
SOLE
29279
0
0
SALLY BEAUTY HLDGS INC
COM
79546E104
32200
260
SH
SOLE
260
0
0
SANDERSON FARMS INC
COM
800013104
5500
678
SH
SOLE
678
0
0
HENRY SCHEIN INC
COM
806407102
33644
1700
SH
SOLE
1700
0
0
SCHLUMBERGER LTD
COM
806857108
317272
4280
SH
SOLE
4280
0
0
SCHWAB CHARLES CORP
COM
808513105
262137
8813
SH
SOLE
8813
0
0
SCIENCE APPLICATNS INTL CP N
COM
808625107
13685
1021
SH
SOLE
1021
0
0
SCIENTIFIC GAMES CORP
COM
80874P109
15000
146
SH
SOLE
146
0
0
SCOTTS MIRACLE GRO CO
CL A
810186106
10975
1124
SH
SOLE
1124
0
0
SEALED AIR CORP NEW
COM
81211K100
35448
876
SH
SOLE
876
0
0
SELECT SECTOR SPDR TR
SBI HEALTHCARE
81369Y209
112000
9921
SH
SOLE
9921
0
0
SELECT SECTOR SPDR TR
SBI INT FINL
81369Y605
1500000
31230
SH
SOLE
31230
0
0
SELECT SECTOR SPDR TR
SBI INT INDS
81369Y704
109400
6456
SH
SOLE
6456
0
0
SELECTIVE INS GROUP INC
COM
816300107
16500
820
SH
SOLE
820
0
0
SEMTECH CORP
COM
816850101
18400
690
SH
SOLE
690
0
0
SEMPRA ENERGY
COM
816851109
64538
7292
SH
SOLE
7292
0
0
SENSIENT TECHNOLOGIES CORP
COM
81725T100
11770
512
SH
SOLE
512
0
0
SERVICE CORP INTL
COM
817565104
50700
1983
SH
SOLE
1983
0
0
SERVICE PPTYS TR
COM SH BEN INT
81761L102
45600
246
SH
SOLE
246
0
0
SERVICENOW INC
COM
81762P102
43200
12380
SH
SOLE
12380
0
0
SHERWIN WILLIAMS CO
COM
824348106
18891
8681
SH
SOLE
8681
0
0
SIGNATURE BK NEW YORK N Y
COM
82669G104
15000
1206
SH
SOLE
1206
0
0
SILICON LABORATORIES INC
COM
826919102
12100
1033
SH
SOLE
1033
0
0
SILGAN HOLDINGS INC
COM
827048109
21562
626
SH
SOLE
626
0
0
SIMON PPTY GROUP INC NEW
COM
828806109
1730298
94924
SH
SOLE
94924
0
0
SIX FLAGS ENTMT CORP NEW
COM
83001A102
21800
273
SH
SOLE
273
0
0
SKECHERS U S A INC
CL A
830566105
37100
881
SH
SOLE
881
0
0
SKYWORKS SOLUTIONS INC
COM
83088M102
39108
3495
SH
SOLE
3495
0
0
SLACK TECHNOLOGIES INC
COM CL A
83088V102
40251
1080
SH
SOLE
1080
0
0
SMITH A O CORP
COM
831865209
31400
1187
SH
SOLE
1187
0
0
SMUCKER J M CO
COM NEW
832696405
255000
28305
SH
SOLE
28305
0
0
SNAP ON INC
COM
833034101
12535
1364
SH
SOLE
1364
0
0
SOLAREDGE TECHNOLOGIES INC
COM
83417M104
13500
1105
SH
SOLE
1105
0
0
SONOCO PRODS CO
COM
835495102
27711
1284
SH
SOLE
1284
0
0
SOUTHERN CO
COM
842587107
240430
13017
SH
SOLE
13017
0
0
SOUTHWEST AIRLS CO
COM
844741108
108584
3867
SH
SOLE
3867
0
0
SOUTHWEST GAS HOLDINGS INC
COM
844895102
15200
1057
SH
SOLE
1057
0
0
SPIRE INC
COM
84857L101
14100
1050
SH
SOLE
1050
0
0
SPIRIT RLTY CAP INC NEW
COM NEW
84860W300
27600
722
SH
SOLE
722
0
0
SPROUTS FMRS MKT INC
COM
85208M102
32800
610
SH
SOLE
610
0
0
STANLEY BLACK DECKER INC
COM
854502101
34848
3485
SH
SOLE
3485
0
0
STARBUCKS CORP
COM
855244109
270760
17800
SH
SOLE
17800
0
0
STATE STR CORP
COM
857477103
83357
4440
SH
SOLE
4440
0
0
STEEL DYNAMICS INC
COM
858119100
59800
1348
SH
SOLE
1348
0
0
STERICYCLE INC
COM
858912108
25281
1228
SH
SOLE
1228
0
0
STERLING BANCORP DEL
COM
85917A100
56100
586
SH
SOLE
586
0
0
STIFEL FINL CORP
COM
860630102
18900
780
SH
SOLE
780
0
0
STRYKER CORP
COM
863667101
449296
74803
SH
SOLE
74803
0
0
SUBURBAN PROPANE PARTNERS L
UNIT LTD PARTN
864482104
610000
8625
SH
SOLE
8625
0
0
SYNAPTICS INC
COM
87157D109
9200
532
SH
SOLE
532
0
0
SYNOPSYS INC
COM
871607107
34500
4443
SH
SOLE
4443
0
0
SYNOVUS FINL CORP
COM NEW
87161C501
40605
713
SH
SOLE
713
0
0
SYNNEX CORP
COM
87162W100
11304
826
SH
SOLE
826
0
0
SYNCHRONY FINL
COM
87165B103
129410
2082
SH
SOLE
2082
0
0
SYNEOS HEALTH INC
CL A
87166B102
17200
678
SH
SOLE
678
0
0
SYSCO CORP
COM
871829107
116979
5338
SH
SOLE
5338
0
0
TCF FINANCIAL CORPORATION NE
COM
872307103
42573
965
SH
SOLE
965
0
0
TJX COS INC NEW
COM
872540109
277980
13290
SH
SOLE
13290
0
0
T MOBILE US INC
COM
872590104
72600
6091
SH
SOLE
6091
0
0
TRI POINTE GROUP INC
COM
87265H109
38600
339
SH
SOLE
339
0
0
TAKE TWO INTERACTIVE SOFTWAR
COM
874054109
26000
3084
SH
SOLE
3084
0
0
TAPESTRY INC
COM
876030107
63247
819
SH
SOLE
819
0
0
TARGET CORP
COM
87612E106
116110
10795
SH
SOLE
10795
0
0
TARGET HOSPITALITY CORP
COM
87615L107
75000
149
SH
SOLE
149
0
0
TAUBMAN CTRS INC
COM
876664103
17000
712
SH
SOLE
712
0
0
TAYLOR MORRISON HOME CORP
COM
87724P106
36800
405
SH
SOLE
405
0
0
TECH DATA CORP
COM
878237106
9850
1289
SH
SOLE
1289
0
0
TEGNA INC
COM
87901J105
2688800
29200
SH
SOLE
29200
0
0
TELEDYNE TECHNOLOGIES INC
COM
879360105
10100
3002
SH
SOLE
3002
0
0
TELEFLEX INCORPORATED
COM
879369106
10630
3113
SH
SOLE
3113
0
0
TELEPHONE DATA SYS INC
COM NEW
879433829
27136
455
SH
SOLE
455
0
0
TEMPUR SEALY INTL INC
COM
88023U101
12600
551
SH
SOLE
551
0
0
10X GENOMICS INC
CL A COM
88025U109
4570
285
SH
SOLE
285
0
0
TENET HEALTHCARE CORP
COM NEW
88033G407
28800
415
SH
SOLE
415
0
0
TERADATA CORP DEL
COM
88076W103
31200
639
SH
SOLE
639
0
0
TERADYNE INC
COM
880770102
46500
2519
SH
SOLE
2519
0
0
TEREX CORP NEW
COM
880779103
18200
261
SH
SOLE
261
0
0
TETRA TECH INC NEW
COM
88162G103
15200
1073
SH
SOLE
1073
0
0
TEXAS CAPITAL BANCSHARES INC
COM
88224Q107
14000
310
SH
SOLE
310
0
0
TEXAS INSTRS INC
COM
882508104
214318
21417
SH
SOLE
21417
0
0
TEXAS ROADHOUSE INC
COM
882681109
18100
748
SH
SOLE
748
0
0
TEXTRON INC
COM
883203101
52337
1396
SH
SOLE
1396
0
0
THERMO FISHER SCIENTIFIC INC
COM
883556102
255431
72440
SH
SOLE
72440
0
0
THOR INDS INC
COM
885160101
15300
645
SH
SOLE
645
0
0
3M CO
COM
88579Y101
131776
17989
SH
SOLE
17989
0
0
TIFFANY CO NEW
COM
886547108
24734
3203
SH
SOLE
3203
0
0
TIMKEN CO
COM
887389104
18800
608
SH
SOLE
608
0
0
TOLL BROTHERS INC
COM
889478103
33500
645
SH
SOLE
645
0
0
TORO CO
COM
891092108
29600
1927
SH
SOLE
1927
0
0
TRACTOR SUPPLY CO
COM
892356106
27152
2296
SH
SOLE
2296
0
0
TRANSDIGM GROUP INC
COM
893641100
91104
29171
SH
SOLE
29171
0
0
TRANSUNION
COM
89400J107
175000
11582
SH
SOLE
11582
0
0
TRAVELERS COMPANIES INC
COM
89417E109
59083
5870
SH
SOLE
5870
0
0
TREEHOUSE FOODS INC
COM
89469A104
15600
689
SH
SOLE
689
0
0
TREX CO INC
COM
89531P105
16200
1298
SH
SOLE
1298
0
0
TRIMBLE INC
COM
896239100
69100
2199
SH
SOLE
2199
0
0
TRINITY INDS INC
COM
896522109
27194
437
SH
SOLE
437
0
0
TRIPADVISOR INC
COM
896945201
29100
506
SH
SOLE
506
0
0
TRUIST FINL CORP
COM
89832Q109
307427
9481
SH
SOLE
9481
0
0
TRUSTMARK CORP
COM
898402102
17800
415
SH
SOLE
415
0
0
TWIST BIOSCIENCE CORP
COM
90184D100
11338
347
SH
SOLE
347
0
0
TWITTER INC
COM
90184L102
178000
4372
SH
SOLE
4372
0
0
TWO HBRS INVT CORP
COM NEW
90187B408
11131542
42411
SH
SOLE
42411
0
0
II VI INC
COM
902104108
674200
19215
SH
SOLE
19215
0
0
TYLER TECHNOLOGIES INC
COM
902252105
10800
3203
SH
SOLE
3203
0
0
TYSON FOODS INC
CL A
902494103
67736
3920
SH
SOLE
3920
0
0
UDR INC
COM
902653104
67204
2456
SH
SOLE
2456
0
0
UGI CORP NEW
COM
902681105
3118000
83157
SH
SOLE
83157
0
0
UMB FINL CORP
COM
902788108
12000
557
SH
SOLE
557
0
0
US BANCORP DEL
COM NEW
902973304
2090942
72033
SH
SOLE
72033
0
0
ULTA BEAUTY INC
COM
90384S303
13084
2299
SH
SOLE
2299
0
0
UMPQUA HLDGS CORP
COM
904214103
61100
666
SH
SOLE
666
0
0
UNDER ARMOUR INC
CL A
904311107
43156
397
SH
SOLE
397
0
0
UNDER ARMOUR INC
CL C
904311206
44599
359
SH
SOLE
359
0
0
UNION PAC CORP
COM
907818108
159112
22441
SH
SOLE
22441
0
0
UNITED BANKSHARES INC WEST V
COM
909907107
28200
651
SH
SOLE
651
0
0
UNITED AIRLS HLDGS INC
COM
910047109
49944
1576
SH
SOLE
1576
0
0
UNITED PARCEL SERVICE INC
CL B
911312106
160686
15011
SH
SOLE
15011
0
0
UNITED RENTALS INC
COM
911363109
17300
1780
SH
SOLE
1780
0
0
UNITED STATES STL CORP NEW
COM
912909108
47100
297
SH
SOLE
297
0
0
UNITED THERAPEUTICS CORP DEL
COM
91307C102
12200
1157
SH
SOLE
1157
0
0
UNITEDHEALTH GROUP INC
COM
91324P102
357113
89057
SH
SOLE
89057
0
0
UNIVERSAL DISPLAY CORP
COM
91347P105
11800
1555
SH
SOLE
1555
0
0
UNIVERSAL HLTH SVCS INC
CL B
913903100
18452
1828
SH
SOLE
1828
0
0
UNUM GROUP
COM
91529Y106
47269
710
SH
SOLE
710
0
0
URBAN OUTFITTERS INC
COM
917047102
19600
279
SH
SOLE
279
0
0
URBAN EDGE PPTYS
COM
91704F104
32000
282
SH
SOLE
282
0
0
V F CORP
COM
918204108
75128
4063
SH
SOLE
4063
0
0
VALERO ENERGY CORP NEW
COM
91913Y100
94076
4267
SH
SOLE
4267
0
0
VALLEY NATL BANCORP
COM
919794107
108614
794
SH
SOLE
794
0
0
VALMONT INDS INC
COM
920253101
5900
625
SH
SOLE
625
0
0
VALVOLINE INC
COM
92047W101
52228
684
SH
SOLE
684
0
0
VARIAN MED SYS INC
COM
92220P105
20854
2141
SH
SOLE
2141
0
0
VENTAS INC
COM
92276F100
85410
2289
SH
SOLE
2289
0
0
VERISIGN INC
COM
92343E102
23657
4260
SH
SOLE
4260
0
0
VERIZON COMMUNICATIONS INC
COM
92343V104
1303099
70016
SH
SOLE
70016
0
0
VERISK ANALYTICS INC
COM
92345Y106
37516
5229
SH
SOLE
5229
0
0
VERTEX PHARMACEUTICALS INC
COM
92532F100
142968
34019
SH
SOLE
34019
0
0
VIASAT INC
COM
92552V100
16000
575
SH
SOLE
575
0
0
VIACOMCBS INC
CL B
92556H206
123870
1735
SH
SOLE
1735
0
0
VISA INC
COM CL A
92826C839
857244
138119
SH
SOLE
138119
0
0
VISHAY INTERTECHNOLOGY INC
COM
928298108
36752
530
SH
SOLE
530
0
0
VISTEON CORP
COM NEW
92839U206
7700
369
SH
SOLE
369
0
0
VORNADO RLTY TR
SH BEN INT
929042109
36350
1316
SH
SOLE
1316
0
0
VULCAN MATLS CO
COM
929160109
30310
3276
SH
SOLE
3276
0
0
WNS HOLDINGS LTD
SPON ADR
92932M101
77000
3309
SH
SOLE
3309
0
0
WEC ENERGY GROUP INC
COM
92939U106
72277
6370
SH
SOLE
6370
0
0
WABTEC
COM
929740108
42269
2034
SH
SOLE
2034
0
0
WALMART INC
COM
931142103
325134
36942
SH
SOLE
36942
0
0
WALGREENS BOOTS ALLIANCE INC
COM
931427108
750361
34329
SH
SOLE
34329
0
0
WASHINGTON FED INC
COM
938824109
21723
564
SH
SOLE
564
0
0
WASTE MGMT INC DEL
COM
94106L109
89478
8282
SH
SOLE
8282
0
0
WATERS CORP
COM
941848103
14796
2694
SH
SOLE
2694
0
0
WATSCO INC
COM
942622200
9000
1422
SH
SOLE
1422
0
0
WEBSTER FINL CORP CONN
COM
947890109
25450
583
SH
SOLE
583
0
0
WEINGARTEN RLTY INVS
SH BEN INT
948741103
33600
485
SH
SOLE
485
0
0
WELLS FARGO CO NEW
COM
949746101
2262130
64923
SH
SOLE
64923
0
0
WELLTOWER INC
COM
95040Q104
93009
4258
SH
SOLE
4258
0
0
WENDYS CO
COM
95058W100
51043
760
SH
SOLE
760
0
0
WERNER ENTERPRISES INC
COM
950755108
12275
445
SH
SOLE
445
0
0
WEST PHARMACEUTICAL SVSC INC
COM
955306105
20500
3121
SH
SOLE
3121
0
0
WESTERN DIGITAL CORP
COM
958102105
68149
2836
SH
SOLE
2836
0
0
WESTERN UN CO
COM
959802109
96126
1743
SH
SOLE
1743
0
0
WESTROCK CO
COM
96145D105
59102
1670
SH
SOLE
1670
0
0
WEX INC
COM
96208T104
12000
1255
SH
SOLE
1255
0
0
WEYERHAEUSER CO
COM
962166104
170761
2894
SH
SOLE
2894
0
0
WHIRLPOOL CORP
COM
963320106
14489
1243
SH
SOLE
1243
0
0
WILEY JOHN SONS INC
CL A
968223206
12200
457
SH
SOLE
457
0
0
WILLIAMS COS INC
COM
969457100
277786
3931
SH
SOLE
3931
0
0
WILLIAMS SONOMA INC
COM
969904101
21500
914
SH
SOLE
914
0
0
WINTRUST FINL CORP
COM
97650W108
15800
519
SH
SOLE
519
0
0
WOODWARD INC
COM
980745103
15600
927
SH
SOLE
927
0
0
WORLD FUEL SVCS CORP
COM
981475106
18100
456
SH
SOLE
456
0
0
WORLD WRESTLING ENTMT INC
CL A
98156Q108
13200
448
SH
SOLE
448
0
0
WORTHINGTON INDS INC
COM
981811102
10278
270
SH
SOLE
270
0
0
WPX ENERGY INC
COM
98212B103
115400
352
SH
SOLE
352
0
0
WW INTL INC
COM
98262P101
12900
218
SH
SOLE
218
0
0
WYNDHAM DESTINATIONS INC
COM
98310W108
25237
548
SH
SOLE
548
0
0
WYNDHAM HOTELS RESORTS INC
COM
98311A105
26437
833
SH
SOLE
833
0
0
WYNN RESORTS LTD
COM
983134107
22170
1334
SH
SOLE
1334
0
0
XPO LOGISTICS INC
COM
983793100
25600
1248
SH
SOLE
1248
0
0
XCEL ENERGY INC
COM
98389B100
120234
7250
SH
SOLE
7250
0
0
XILINX INC
COM
983919101
57571
4487
SH
SOLE
4487
0
0
XYLEM INC
COM
98419M100
41272
2688
SH
SOLE
2688
0
0
XEROX HOLDINGS CORP
COM NEW
98421M106
42618
807
SH
SOLE
807
0
0
YELP INC
CL A
985817105
17700
319
SH
SOLE
319
0
0
YUM BRANDS INC
COM
988498101
69354
4753
SH
SOLE
4753
0
0
ZEBRA TECHNOLOGIES CORP
CL A
989207105
12300
2258
SH
SOLE
2258
0
0
ZIMMER BIOMET HOLDINGS INC
COM
98956P102
47143
4765
SH
SOLE
4765
0
0
ZIONS BANCORPORATION N A
COM
989701107
39106
1046
SH
SOLE
1046
0
0
ZOETIS INC
CL A
98978V103
549192
64634
SH
SOLE
64634
0
0
ADIENT PLC
ORD SHS
G0084W101
24100
219
SH
SOLE
219
0
0
ALLEGION PLC
ORD SHS
G0176J109
21285
1959
SH
SOLE
1959
0
0
ALLERGAN PLC
SHS
G0177J108
75256
13328
SH
SOLE
13328
0
0
AMCOR PLC
ORD
G0250X107
371400
3016
SH
SOLE
3016
0
0
AON PLC
SHS CL A
G0408V102
53647
8854
SH
SOLE
8854
0
0
ATHENE HLDG LTD
CL A
G0684D107
3900000
96798
SH
SOLE
96798
0
0
ACCENTURE PLC IRELAND
SHS CLASS A
G1151C101
392986
64159
SH
SOLE
64159
0
0
CAPRI HOLDINGS LIMITED
SHS
G1890L107
34748
375
SH
SOLE
375
0
0
DELPHI TECHNOLOGIES PL
SHS
G2709G107
23800
192
SH
SOLE
192
0
0
EVEREST RE GROUP LTD
COM
G3223R108
129400
24899
SH
SOLE
24899
0
0
GENPACT LIMITED
SHS
G3922B107
90000
2628
SH
SOLE
2628
0
0
HELEN OF TROY CORP LTD
COM
G4388N106
7000
1008
SH
SOLE
1008
0
0
JANUS HENDERSON GROUP PLC
ORD SHS
G4474Y214
43237
662
SH
SOLE
662
0
0
IHS MARKIT LTD
SHS
G47567105
91900
5514
SH
SOLE
5514
0
0
INVESCO LTD
SHS
G491BT108
85355
775
SH
SOLE
775
0
0
JOHNSON CTLS INTL PLC
SHS
G51502105
176887
4769
SH
SOLE
4769
0
0
LINDE PLC
SHS
G5494J103
123145
21304
SH
SOLE
21304
0
0
LIVANOVA PLC
SHS
G5509L101
13400
606
SH
SOLE
606
0
0
MEDTRONIC PLC
SHS
G5960L103
307238
27707
SH
SOLE
27707
0
0
APTIV PLC
SHS
G6095L109
58522
2882
SH
SOLE
2882
0
0
NIELSEN HLDGS PLC
SHS EUR
G6518L108
81544
1023
SH
SOLE
1023
0
0
NORWEGIAN CRUISE LINE HLDG L
SHS
G66721104
48800
535
SH
SOLE
535
0
0
NVENT ELECTRIC PLC
SHS
G6700G107
43202
729
SH
SOLE
729
0
0
RENAISSANCERE HOLDINGS LTD
COM
G7496G103
12300
1837
SH
SOLE
1837
0
0
SEAGATE TECHNOLOGY PLC
SHS
G7945M107
53040
2588
SH
SOLE
2588
0
0
PENTAIR PLC
SHS
G7S00T104
38602
1149
SH
SOLE
1149
0
0
STERIS PLC
SHS USD
G8473T100
19400
2715
SH
SOLE
2715
0
0
TECHNIPFMC PLC
COM
G87110105
96300
649
SH
SOLE
649
0
0
THIRD PT REINS LTD
COM
G8827U100
4200000
31122
SH
SOLE
31122
0
0
TRANE TECHNOLOGIES PLC
SHS
G8994E103
54940
4537
SH
SOLE
4537
0
0
WILLIS TOWERS WATSON PLC LTD
SHS
G96629103
29478
5007
SH
SOLE
5007
0
0
PERRIGO CO PLC
SHS
G97822103
31222
1501
SH
SOLE
1501
0
0
CHUBB LIMITED
COM
H1467J104
103877
11602
SH
SOLE
11602
0
0
GARMIN LTD
SHS
H2906T109
33162
2486
SH
SOLE
2486
0
0
TE CONNECTIVITY LTD
REG SHS
H84989104
76676
4829
SH
SOLE
4829
0
0
TRANSOCEAN LTD
REG SHS
H8817H100
159500
185
SH
SOLE
185
0
0
CORE LABORATORIES N V
COM
N22717107
12300
127
SH
SOLE
127
0
0
LYONDELLBASELL INDUSTRIES N
SHS A
N53745100
58904
2923
SH
SOLE
2923
0
0
MYLAN NV
SHS EURO
N59465109
118309
1764
SH
SOLE
1764
0
0
ROYAL CARIBBEAN CRUISES LTD
COM
V7780T103
39372
1267
SH
SOLE
1267
0
0