Investment Operations Manager

0000862469-18-000007.txt : 20181119 0000862469-18-000007.hdr.sgml : 20181119 20181119141254 ACCESSION NUMBER: 0000862469-18-000007 CONFORMED SUBMISSION TYPE: 13F-HR PUBLIC DOCUMENT COUNT: 2 CONFORMED PERIOD OF REPORT: 20180930 FILED AS OF DATE: 20181119 DATE AS OF CHANGE: 20181119 EFFECTIVENESS DATE: 20181119 FILER: COMPANY DATA: COMPANY CONFORMED NAME: NEW MEXICO EDUCATIONAL RETIREMENT BOARD CENTRAL INDEX KEY: 0000862469 IRS NUMBER: 856000589 STATE OF INCORPORATION: NM FISCAL YEAR END: 0630 FILING VALUES: FORM TYPE: 13F-HR SEC ACT: 1934 Act SEC FILE NUMBER: 028-02695 FILM NUMBER: 181192105 BUSINESS ADDRESS: STREET 1: P O BOX 26129 STREET 2: 701 CAMINO DE LOS MARQUEZ CITY: SANTA FE STATE: NM ZIP: 87502 BUSINESS PHONE: 505-984-5055 MAIL ADDRESS: STREET 1: P O BOX 26129 STREET 2: 701 CAMINO DE LOS MARQUEZ CITY: SANTA FE STATE: NM ZIP: 87502 13F-HR 1 primary_doc.xml 13F-HR LIVE false false false 0000862469 XXXXXXXX 09-30-2018 09-30-2018 NEW MEXICO EDUCATIONAL RETIREMENT BOARD

P O BOX 26129 701 CAMINO DE LOS MARQUEZ SANTA FE NM 87502

13F HOLDINGS REPORT 028-02695 N Debbie ODell Investment Operations Manager 505-946-1982 Debbie ODell Santa Fe NM 11-19-2018 0 907 2628736 false INFORMATION TABLE 2 NMERB_13F_093018.xml AFLAC INC COM 001055102 3248 69006 SH SOLE 69006 0 0 ABBOTT LABORATORIES COM 002824100 11470 156352 SH SOLE 156352 0 0 ABIOMED INC COM 003654100 1709 3800 SH SOLE 3800 0 0 ADVANCED MICRO DEVICES COM 007903107 2270 73500 SH SOLE 73500 0 0 AFFILIATED MANAGERS GROUP COM 008252108 656 4800 SH SOLE 4800 0 0 AIR PRODUCTS CHEMICALS INC COM 009158106 3266 19550 SH SOLE 19550 0 0 ALASKA AIR GROUP INC COM 011659109 757 11000 SH SOLE 11000 0 0 ALBEMARLE CORP COM 012653101 988 9900 SH SOLE 9900 0 0 ALEXANDRIA REAL ESTATE EQUIT COM 015271109 1157 9200 SH SOLE 9200 0 0 ALEXION PHARMACEUTICALS INC COM 015351109 2752 19800 SH SOLE 19800 0 0 ALIGN TECHNOLOGY INC COM 016255101 2504 6400 SH SOLE 6400 0 0 ALLIANCE DATA SYSTEMS CORP COM 018581108 1015 4300 SH SOLE 4300 0 0 ALLIANT ENERGY CORP COM 018802108 877 20600 SH SOLE 20600 0 0 ALLSTATE CORP COM 020002101 3098 31384 SH SOLE 31384 0 0 AMAZON.COM INC COM 023135106 73440 36665 SH SOLE 36665 0 0 AMEREN CORPORATION COM 023608102 1375 21746 SH SOLE 21746 0 0 AMERICAN ELECTRIC POWER COM 025537101 3114 43938 SH SOLE 43938 0 0 AMERICAN EXPRESS CO COM 025816109 6785 63713 SH SOLE 63713 0 0 AMERICAN INTERNATIONAL GROUP COM 026874784 4259 80005 SH SOLE 80005 0 0 AMERICAN WATER WORKS CO INC COM 030420103 1399 15900 SH SOLE 15900 0 0 AMETEK INC COM 031100100 1630 20600 SH SOLE 20600 0 0 AMGEN INC COM 031162100 12302 59345 SH SOLE 59345 0 0 AMPHENOL CORP CL A COM 032095101 2523 26840 SH SOLE 26840 0 0 ANADARKO PETROLEUM CORP COM 032511107 3093 45888 SH SOLE 45888 0 0 ANALOG DEVICES INC COM 032654105 3060 33091 SH SOLE 33091 0 0 ANTHEM INC COM 036752103 6247 22796 SH SOLE 22796 0 0 APACHE CORP COM 037411105 1625 34099 SH SOLE 34099 0 0 APPLE INC COM 037833100 92749 410866 SH SOLE 410866 0 0 APPLIED MATERIALS INC COM 038222105 3474 89886 SH SOLE 89886 0 0 ARCHER DANIELS MIDLAND CO COM 039483102 2509 49903 SH SOLE 49903 0 0 ARISTA NETWORKS INC COM 040413106 1117 4200 SH SOLE 4200 0 0 AUTODESK INC COM 052769106 3053 19557 SH SOLE 19557 0 0 AUTOMATIC DATA PROCESSING COM 053015103 5912 39243 SH SOLE 39243 0 0 AUTOZONE INC COM 053332102 1869 2409 SH SOLE 2409 0 0 AVALONBAY COMMUNITIES INC COM 053484101 2233 12327 SH SOLE 12327 0 0 AVERY DENNISON CORP COM 053611109 853 7875 SH SOLE 7875 0 0 BB T CORP COM 054937107 3377 69566 SH SOLE 69566 0 0 BALL CORP COM 058498106 1369 31128 SH SOLE 31128 0 0 BANK OF AMERICA CORP COM 060505104 24766 840654 SH SOLE 840654 0 0 BANK OF NEW YORK MELLON CORP COM 064058100 4592 90060 SH SOLE 90060 0 0 BAXTER INTERNATIONAL INC COM 071813109 3389 43961 SH SOLE 43961 0 0 BECTON DICKINSON AND CO COM 075887109 6216 23816 SH SOLE 23816 0 0 BERKSHIRE HATHAWAY INC CL B COM 084670702 37385 174607 SH SOLE 174607 0 0 BEST BUY CO INC COM 086516101 1732 21821 SH SOLE 21821 0 0 H R BLOCK INC COM 093671105 480 18640 SH SOLE 18640 0 0 BOEING CO/THE COM 097023105 18147 48795 SH SOLE 48795 0 0 BORGWARNER INC COM 099724106 753 17600 SH SOLE 17600 0 0 BOSTON PROPERTIES INC COM 101121101 1689 13723 SH SOLE 13723 0 0 BOSTON SCIENTIFIC CORP COM 101137107 4738 123062 SH SOLE 123062 0 0 BRISTOL MYERS SQUIBB CO COM 110122108 9045 145704 SH SOLE 145704 0 0 BROWN FORMAN CORP CLASS B COM 115637209 1180 23350 SH SOLE 23350 0 0 CBS CORP CLASS B NON VOTING COM 124857202 1750 30457 SH SOLE 30457 0 0 CF INDUSTRIES HOLDINGS INC COM 125269100 1134 20830 SH SOLE 20830 0 0 CIGNA CORP COM 125509109 4520 21703 SH SOLE 21703 0 0 CMS ENERGY CORP COM 125896100 1235 25210 SH SOLE 25210 0 0 CSX CORP COM 126408103 5780 78056 SH SOLE 78056 0 0 CVS HEALTH CORP COM 126650100 7139 90687 SH SOLE 90687 0 0 CABOT OIL GAS CORP COM 127097103 907 40292 SH SOLE 40292 0 0 CADENCE DESIGN SYS INC COM 127387108 1138 25100 SH SOLE 25100 0 0 CAMPBELL SOUP CO COM 134429109 627 17112 SH SOLE 17112 0 0 CARMAX INC COM 143130102 1182 15830 SH SOLE 15830 0 0 CARNIVAL CORP COM 143658300 2306 36167 SH SOLE 36167 0 0 CATERPILLAR INC COM 149123101 8128 53302 SH SOLE 53302 0 0 CELGENE CORP COM 151020104 5641 63030 SH SOLE 63030 0 0 CENTURYLINK INC COM 156700106 1857 87577 SH SOLE 87577 0 0 CERNER CORP COM 156782104 1808 28076 SH SOLE 28076 0 0 CHEVRON CORP COM 166764100 20831 170356 SH SOLE 170356 0 0 CHIPOTLE MEXICAN GRILL INC COM 169656105 994 2188 SH SOLE 2188 0 0 CHURCH DWIGHT CO INC COM 171340102 1294 21800 SH SOLE 21800 0 0 CIMAREX ENERGY CO COM 171798101 790 8500 SH SOLE 8500 0 0 CINCINNATI FINANCIAL CORP COM 172062101 1024 13337 SH SOLE 13337 0 0 CINTAS CORP COM 172908105 1530 7734 SH SOLE 7734 0 0 CITIGROUP INC COM 172967424 16308 227326 SH SOLE 227326 0 0 CITIZENS FINANCIAL GROUP COM 174610105 1666 43200 SH SOLE 43200 0 0 CITRIX SYSTEMS INC COM 177376100 1278 11495 SH SOLE 11495 0 0 CLOROX COMPANY COM 189054109 1741 11575 SH SOLE 11575 0 0 COCA COLA CO/THE COM 191216100 15772 341470 SH SOLE 341470 0 0 COGNIZANT TECH SOLUTIONS A COM 192446102 4033 52278 SH SOLE 52278 0 0 COLGATE PALMOLIVE CO COM 194162103 5204 77730 SH SOLE 77730 0 0 COMERICA INC COM 200340107 1381 15314 SH SOLE 15314 0 0 CONAGRA BRANDS INC COM 205887102 1191 35047 SH SOLE 35047 0 0 CONSOLIDATED EDISON INC COM 209115104 2114 27752 SH SOLE 27752 0 0 COOPER COS INC/THE COM 216648402 1219 4400 SH SOLE 4400 0 0 COPART INC COM 217204106 928 18000 SH SOLE 18000 0 0 CORNING INC COM 219350105 2614 74056 SH SOLE 74056 0 0 COTY INC CL A COM 222070203 530 42200 SH SOLE 42200 0 0 CUMMINS INC COM 231021106 2016 13804 SH SOLE 13804 0 0 DTE ENERGY COMPANY COM 233331107 1762 16146 SH SOLE 16146 0 0 DANAHER CORP COM 235851102 5953 54785 SH SOLE 54785 0 0 DARDEN RESTAURANTS INC COM 237194105 1226 11026 SH SOLE 11026 0 0 DEERE CO COM 244199105 4352 28952 SH SOLE 28952 0 0 DELTA AIR LINES INC COM 247361702 3325 57500 SH SOLE 57500 0 0 DIGITAL REALTY TRUST INC COM 253868103 2070 18400 SH SOLE 18400 0 0 WALT DISNEY CO/THE COM 254687106 15497 132520 SH SOLE 132520 0 0 DISCOVER FINANCIAL SERVICES COM 254709108 2382 31161 SH SOLE 31161 0 0 DOLLAR GENERAL CORP COM 256677105 2481 22700 SH SOLE 22700 0 0 DOLLAR TREE INC COM 256746108 1730 21213 SH SOLE 21213 0 0 DOVER CORP COM 260003108 1225 13833 SH SOLE 13833 0 0 DUKE REALTY CORP COM 264411505 902 31800 SH SOLE 31800 0 0 E TRADE FINANCIAL CORP COM 269246401 1231 23504 SH SOLE 23504 0 0 EASTMAN CHEMICAL CO COM 277432100 1219 12736 SH SOLE 12736 0 0 EBAY INC COM 278642103 2722 82448 SH SOLE 82448 0 0 ECOLAB INC COM 278865100 3634 23180 SH SOLE 23180 0 0 EDISON INTERNATIONAL COM 281020107 1963 29002 SH SOLE 29002 0 0 ELECTRONIC ARTS INC COM 285512109 3297 27363 SH SOLE 27363 0 0 EMERSON ELECTRIC CO COM 291011104 4304 56200 SH SOLE 56200 0 0 EQUIFAX INC COM 294429105 1404 10755 SH SOLE 10755 0 0 ESSEX PROPERTY TRUST INC COM 297178105 1456 5900 SH SOLE 5900 0 0 EXPEDITORS INTL WASH INC COM 302130109 1147 15600 SH SOLE 15600 0 0 FLIR SYSTEMS INC COM 302445101 754 12267 SH SOLE 12267 0 0 FMC CORP COM 302491303 1049 12032 SH SOLE 12032 0 0 FASTENAL CO COM 311900104 1488 25638 SH SOLE 25638 0 0 FEDERAL REALTY INVS TRUST COM 313747206 822 6500 SH SOLE 6500 0 0 F5 NETWORKS INC COM 315616102 1084 5436 SH SOLE 5436 0 0 FIFTH THIRD BANCORP COM 316773100 1707 61130 SH SOLE 61130 0 0 FISERV INC COM 337738108 3008 36516 SH SOLE 36516 0 0 FIRSTENERGY CORP COM 337932107 1485 39940 SH SOLE 39940 0 0 FLEETCOR TECHNOLOGIES INC COM 339041105 1823 8000 SH SOLE 8000 0 0 FLUOR CORP COM 343412102 727 12521 SH SOLE 12521 0 0 FOOT LOCKER INC COM 344849104 535 10500 SH SOLE 10500 0 0 FORD MOTOR CO COM 345370860 3228 349005 SH SOLE 349005 0 0 FRANKLIN RESOURCES INC COM 354613101 863 28373 SH SOLE 28373 0 0 ARTHUR J GALLAGHER CO COM 363576109 1213 16300 SH SOLE 16300 0 0 GAP INC/THE COM 364760108 559 19379 SH SOLE 19379 0 0 GARTNER INC COM 366651107 1284 8100 SH SOLE 8100 0 0 GENERAL DYNAMICS CORP COM 369550108 5039 24614 SH SOLE 24614 0 0 GENERAL ELECTRIC CO COM 369604103 8743 774372 SH SOLE 774372 0 0 GENERAL MILLS INC COM 370334104 2267 52812 SH SOLE 52812 0 0 GENUINE PARTS CO COM 372460105 1304 13121 SH SOLE 13121 0 0 GILEAD SCIENCES INC COM 375558103 8947 115876 SH SOLE 115876 0 0 GOODYEAR TIRE RUBBER CO COM 382550101 501 21430 SH SOLE 21430 0 0 WW GRAINGER INC COM 384802104 1608 4500 SH SOLE 4500 0 0 HALLIBURTON CO COM 406216101 3164 78071 SH SOLE 78071 0 0 HANESBRANDS INC COM 410345102 592 32100 SH SOLE 32100 0 0 HARLEY DAVIDSON INC COM 412822108 672 14829 SH SOLE 14829 0 0 HARRIS CORP COM 413875105 1786 10556 SH SOLE 10556 0 0 HARTFORD FINANCIAL SVCS GRP COM 416515104 1593 31891 SH SOLE 31891 0 0 HASBRO INC COM 418056107 1068 10159 SH SOLE 10159 0 0 HELMERICH PAYNE COM 423452101 668 9712 SH SOLE 9712 0 0 HERSHEY CO/THE COM 427866108 1273 12478 SH SOLE 12478 0 0 HOLLYFRONTIER CORP COM 436106108 1097 15700 SH SOLE 15700 0 0 HOLOGIC INC COM 436440101 996 24300 SH SOLE 24300 0 0 HOME DEPOT INC COM 437076102 21304 102842 SH SOLE 102842 0 0 HONEYWELL INTERNATIONAL INC COM 438516106 11088 66636 SH SOLE 66636 0 0 HORMEL FOODS CORP COM 440452100 949 24096 SH SOLE 24096 0 0 HUMANA INC COM 444859102 4158 12282 SH SOLE 12282 0 0 HUNT (JB) TRANSPRT SVCS INC COM 445658107 904 7600 SH SOLE 7600 0 0 HUNTINGTON BANCSHARES INC COM 446150104 1469 98476 SH SOLE 98476 0 0 HUNTINGTON INGALLS INDUSTRIE COM 446413106 1019 3980 SH SOLE 3980 0 0 ILLINOIS TOOL WORKS COM 452308109 3831 27150 SH SOLE 27150 0 0 ILLUMINA INC COM 452327109 4808 13100 SH SOLE 13100 0 0 INTEL CORP COM 458140100 19648 415470 SH SOLE 415470 0 0 INTL BUSINESS MACHINES CORP COM 459200101 12361 81747 SH SOLE 81747 0 0 INTL FLAVORS FRAGRANCES COM 459506101 978 7027 SH SOLE 7027 0 0 INTERNATIONAL PAPER CO COM 460146103 1816 36952 SH SOLE 36952 0 0 INTERPUBLIC GROUP OF COS INC COM 460690100 787 34416 SH SOLE 34416 0 0 INTUIT INC COM 461202103 4941 21728 SH SOLE 21728 0 0 JACOBS ENGINEERING GROUP INC COM 469814107 821 10737 SH SOLE 10737 0 0 JOHNSON JOHNSON COM 478160104 33042 239143 SH SOLE 239143 0 0 KLA TENCOR CORP COM 482480100 1412 13880 SH SOLE 13880 0 0 KANSAS CITY SOUTHERN COM 485170302 1031 9100 SH SOLE 9100 0 0 KELLOGG CO COM 487836108 1561 22290 SH SOLE 22290 0 0 KEYCORP COM 493267108 1883 94687 SH SOLE 94687 0 0 KIMBERLY CLARK CORP COM 494368103 3545 31193 SH SOLE 31193 0 0 KOHLS CORP COM 500255104 1115 14951 SH SOLE 14951 0 0 KRAFT HEINZ CO/THE COM 500754106 2933 53225 SH SOLE 53225 0 0 KROGER CO COM 501044101 2111 72510 SH SOLE 72510 0 0 L BRANDS INC COM 501797104 656 21656 SH SOLE 21656 0 0 LKQ CORP COM 501889208 874 27600 SH SOLE 27600 0 0 L3 TECHNOLOGIES INC COM 502413107 1492 7019 SH SOLE 7019 0 0 LAM RESEARCH CORP COM 512807108 2214 14593 SH SOLE 14593 0 0 ESTEE LAUDER COMPANIES CL A COM 518439104 2903 19974 SH SOLE 19974 0 0 LEGGETT PLATT INC COM 524660107 512 11701 SH SOLE 11701 0 0 LENNAR CORP A COM 526057104 1140 24410 SH SOLE 24410 0 0 ELI LILLY CO COM 532457108 9142 85194 SH SOLE 85194 0 0 LINCOLN NATIONAL CORP COM 534187109 1320 19513 SH SOLE 19513 0 0 LOCKHEED MARTIN CORP COM 539830109 7645 22097 SH SOLE 22097 0 0 LOEWS CORP COM 540424108 1173 23345 SH SOLE 23345 0 0 LOWE S COS INC COM 548661107 8414 73277 SH SOLE 73277 0 0 MGM RESORTS INTERNATIONAL COM 552953101 1248 44700 SH SOLE 44700 0 0 MACERICH CO/THE COM 554382101 536 9700 SH SOLE 9700 0 0 MARATHON OIL CORP COM 565849106 1771 76071 SH SOLE 76071 0 0 MARSH MCLENNAN COS COM 571748102 3742 45241 SH SOLE 45241 0 0 MARRIOTT INTERNATIONAL CL A COM 571903202 3500 26511 SH SOLE 26511 0 0 MARTIN MARIETTA MATERIALS COM 573284106 1019 5600 SH SOLE 5600 0 0 MASCO CORP COM 574599106 1013 27671 SH SOLE 27671 0 0 MATTEL INC COM 577081102 481 30648 SH SOLE 30648 0 0 MCCORMICK CO NON VTG SHRS COM 579780206 1418 10766 SH SOLE 10766 0 0 MCDONALD S CORP COM 580135101 11705 69969 SH SOLE 69969 0 0 METTLER TOLEDO INTERNATIONAL COM 592688105 1401 2300 SH SOLE 2300 0 0 MICROSOFT CORP COM 594918104 78337 684947 SH SOLE 684947 0 0 MICROCHIP TECHNOLOGY INC COM 595017104 1657 21000 SH SOLE 21000 0 0 MICRON TECHNOLOGY INC COM 595112103 4678 103425 SH SOLE 103425 0 0 MOHAWK INDUSTRIES INC COM 608190104 999 5700 SH SOLE 5700 0 0 MONDELEZ INTERNATIONAL INC A COM 609207105 5648 131476 SH SOLE 131476 0 0 MOODY S CORP COM 615369105 2482 14842 SH SOLE 14842 0 0 MORGAN STANLEY COM 617446448 5658 121495 SH SOLE 121495 0 0 MOTOROLA SOLUTIONS INC COM 620076307 1881 14453 SH SOLE 14453 0 0 NRG ENERGY INC COM 629377508 997 26662 SH SOLE 26662 0 0 NASDAQ INC COM 631103108 895 10428 SH SOLE 10428 0 0 NATIONAL OILWELL VARCO INC COM 637071101 1467 34059 SH SOLE 34059 0 0 NEKTAR THERAPEUTICS COM 640268108 878 14400 SH SOLE 14400 0 0 NEWELL BRANDS INC COM 651229106 879 43290 SH SOLE 43290 0 0 NEWFIELD EXPLORATION CO COM 651290108 514 17827 SH SOLE 17827 0 0 NEWMONT MINING CORP COM 651639106 1437 47580 SH SOLE 47580 0 0 NIKE INC CL B COM 654106103 9688 114348 SH SOLE 114348 0 0 NOBLE ENERGY INC COM 655044105 1348 43234 SH SOLE 43234 0 0 NORDSTROM INC COM 655664100 627 10491 SH SOLE 10491 0 0 NORFOLK SOUTHERN CORP COM 655844108 4553 25226 SH SOLE 25226 0 0 NORTHERN TRUST CORP COM 665859104 1921 18811 SH SOLE 18811 0 0 NORTHROP GRUMMAN CORP COM 666807102 4942 15572 SH SOLE 15572 0 0 NUCOR CORP COM 670346105 1803 28409 SH SOLE 28409 0 0 OCCIDENTAL PETROLEUM CORP COM 674599105 5613 68313 SH SOLE 68313 0 0 OMNICOM GROUP COM 681919106 1376 20234 SH SOLE 20234 0 0 ONEOK INC COM 682680103 2485 36660 SH SOLE 36660 0 0 PNC FINANCIAL SERVICES GROUP COM 693475105 5699 41849 SH SOLE 41849 0 0 PPG INDUSTRIES INC COM 693506107 2430 22268 SH SOLE 22268 0 0 PVH CORP COM 693656100 996 6900 SH SOLE 6900 0 0 PACCAR INC COM 693718108 2141 31403 SH SOLE 31403 0 0 PACKAGING CORP OF AMERICA COM 695156109 921 8400 SH SOLE 8400 0 0 PARKER HANNIFIN CORP COM 701094104 2172 11810 SH SOLE 11810 0 0 PAYCHEX INC COM 704326107 2099 28498 SH SOLE 28498 0 0 PEOPLE S UNITED FINANCIAL COM 712704105 531 30988 SH SOLE 30988 0 0 PEPSICO INC COM 713448108 14130 126385 SH SOLE 126385 0 0 PERKINELMER INC COM 714046109 955 9816 SH SOLE 9816 0 0 PFIZER INC COM 717081103 22985 521550 SH SOLE 521550 0 0 PHILIP MORRIS INTERNATIONAL COM 718172109 11298 138561 SH SOLE 138561 0 0 PHILLIPS 66 COM 718546104 4219 37428 SH SOLE 37428 0 0 PINNACLE WEST CAPITAL COM 723484101 789 9960 SH SOLE 9960 0 0 PIONEER NATURAL RESOURCES CO COM 723787107 2642 15167 SH SOLE 15167 0 0 PROCTER GAMBLE CO/THE COM 742718109 18662 224218 SH SOLE 224218 0 0 PROGRESSIVE CORP COM 743315103 3685 51875 SH SOLE 51875 0 0 PRUDENTIAL FINANCIAL INC COM 744320102 3793 37431 SH SOLE 37431 0 0 PUBLIC SERVICE ENTERPRISE GP COM 744573106 2375 44999 SH SOLE 44999 0 0 PULTEGROUP INC COM 745867101 579 23388 SH SOLE 23388 0 0 QUALCOMM INC COM 747525103 9523 132207 SH SOLE 132207 0 0 RALPH LAUREN CORP COM 751212101 676 4914 SH SOLE 4914 0 0 RAYMOND JAMES FINANCIAL INC COM 754730109 1068 11600 SH SOLE 11600 0 0 RAYTHEON COMPANY COM 755111507 5299 25643 SH SOLE 25643 0 0 REALTY INCOME CORP COM 756109104 1445 25400 SH SOLE 25400 0 0 RED HAT INC COM 756577102 2160 15848 SH SOLE 15848 0 0 REGENCY CENTERS CORP COM 758849103 847 13100 SH SOLE 13100 0 0 REPUBLIC SERVICES INC COM 760759100 1442 19845 SH SOLE 19845 0 0 RESMED INC COM 761152107 1465 12700 SH SOLE 12700 0 0 ROBERT HALF INTL INC COM 770323103 774 11003 SH SOLE 11003 0 0 ROCKWELL AUTOMATION INC COM 773903109 2105 11226 SH SOLE 11226 0 0 ROCKWELL COLLINS INC COM 774341101 2060 14668 SH SOLE 14668 0 0 ROPER TECHNOLOGIES INC COM 776696106 2737 9241 SH SOLE 9241 0 0 ROSS STORES INC COM 778296103 3344 33740 SH SOLE 33740 0 0 HENRY SCHEIN INC COM 806407102 1165 13700 SH SOLE 13700 0 0 SCHLUMBERGER LTD COM 806857108 7524 123501 SH SOLE 123501 0 0 SCHWAB (CHARLES) CORP COM 808513105 5261 107037 SH SOLE 107037 0 0 SEMPRA ENERGY COM 816851109 2678 23541 SH SOLE 23541 0 0 SHERWIN WILLIAMS CO/THE COM 824348106 3333 7321 SH SOLE 7321 0 0 SIMON PROPERTY GROUP INC COM 828806109 4886 27645 SH SOLE 27645 0 0 SMITH (A.O.) CORP COM 831865209 688 12900 SH SOLE 12900 0 0 JM SMUCKER CO/THE COM 832696405 1039 10122 SH SOLE 10122 0 0 SNAP ON INC COM 833034101 926 5046 SH SOLE 5046 0 0 SOUTHERN CO/THE COM 842587107 3934 90237 SH SOLE 90237 0 0 SOUTHWEST AIRLINES CO COM 844741108 2973 47604 SH SOLE 47604 0 0 STANLEY BLACK DECKER INC COM 854502101 2013 13743 SH SOLE 13743 0 0 STARBUCKS CORP COM 855244109 6994 123048 SH SOLE 123048 0 0 STATE STREET CORP COM 857477103 2725 32528 SH SOLE 32528 0 0 STERICYCLE INC COM 858912108 445 7590 SH SOLE 7590 0 0 STRYKER CORP COM 863667101 5092 28659 SH SOLE 28659 0 0 SUNTRUST BANKS INC COM 867914103 2767 41426 SH SOLE 41426 0 0 SYMANTEC CORP COM 871503108 1179 55397 SH SOLE 55397 0 0 SYNOPSYS INC COM 871607107 1312 13300 SH SOLE 13300 0 0 SYSCO CORP COM 871829107 3131 42744 SH SOLE 42744 0 0 TJX COMPANIES INC COM 872540109 6261 55890 SH SOLE 55890 0 0 TAKE TWO INTERACTIVE SOFTWRE COM 874054109 1407 10200 SH SOLE 10200 0 0 TAPESTRY INC COM 876030107 1292 25698 SH SOLE 25698 0 0 TEXAS INSTRUMENTS INC COM 882508104 9367 87304 SH SOLE 87304 0 0 TEXTRON INC COM 883203101 1630 22807 SH SOLE 22807 0 0 THERMO FISHER SCIENTIFIC INC COM 883556102 8753 35862 SH SOLE 35862 0 0 TIFFANY CO COM 886547108 1175 9114 SH SOLE 9114 0 0 TORCHMARK CORP COM 891027104 813 9383 SH SOLE 9383 0 0 TOTAL SYSTEM SERVICES INC COM 891906109 1460 14789 SH SOLE 14789 0 0 TRACTOR SUPPLY COMPANY COM 892356106 991 10900 SH SOLE 10900 0 0 TRANSDIGM GROUP INC COM 893641100 1601 4300 SH SOLE 4300 0 0 TRIPADVISOR INC COM 896945201 487 9528 SH SOLE 9528 0 0 TYSON FOODS INC CL A COM 902494103 1578 26515 SH SOLE 26515 0 0 UDR INC COM 902653104 966 23900 SH SOLE 23900 0 0 US BANCORP COM 902973304 7344 139061 SH SOLE 139061 0 0 UNDER ARMOUR INC CLASS A COM 904311107 352 16600 SH SOLE 16600 0 0 UNDER ARMOUR INC CLASS C COM 904311206 328 16841 SH SOLE 16841 0 0 UNION PACIFIC CORP COM 907818108 11258 69138 SH SOLE 69138 0 0 UNITED CONTINENTAL HOLDINGS COM 910047109 1870 21000 SH SOLE 21000 0 0 UNITED PARCEL SERVICE CL B COM 911312106 7182 61512 SH SOLE 61512 0 0 UNITED RENTALS INC COM 911363109 1227 7500 SH SOLE 7500 0 0 UNITED TECHNOLOGIES CORP COM 913017109 9273 66326 SH SOLE 66326 0 0 UNIVERSAL HEALTH SERVICES B COM 913903100 997 7800 SH SOLE 7800 0 0 VF CORP COM 918204108 2726 29176 SH SOLE 29176 0 0 VORNADO REALTY TRUST COM 929042109 1126 15422 SH SOLE 15422 0 0 VULCAN MATERIALS CO COM 929160109 1314 11819 SH SOLE 11819 0 0 WALMART INC COM 931142103 12114 128993 SH SOLE 128993 0 0 WALGREENS BOOTS ALLIANCE INC COM 931427108 5541 76015 SH SOLE 76015 0 0 WATERS CORP COM 941848103 1361 6990 SH SOLE 6990 0 0 WELLS FARGO CO COM 949746101 20549 390966 SH SOLE 390966 0 0 WESTERN DIGITAL CORP COM 958102105 1564 26714 SH SOLE 26714 0 0 WESTERN UNION CO COM 959802109 782 41040 SH SOLE 41040 0 0 WEYERHAEUSER CO COM 962166104 2177 67469 SH SOLE 67469 0 0 WHIRLPOOL CORP COM 963320106 682 5744 SH SOLE 5744 0 0 WILLIAMS COS INC COM 969457100 2872 105628 SH SOLE 105628 0 0 WYNN RESORTS LTD COM 983134107 965 7594 SH SOLE 7594 0 0 XILINX INC COM 983919101 1807 22545 SH SOLE 22545 0 0 XEROX CORP COM 984121608 514 19065 SH SOLE 19065 0 0 YUM BRANDS INC COM 988498101 2616 28772 SH SOLE 28772 0 0 ZIONS BANCORP NA COM 989701107 884 17622 SH SOLE 17622 0 0 QUANTA SERVICES INC COM 74762E102 447 13382 SH SOLE 13382 0 0 VERISIGN INC COM 92343E102 1374 8583 SH SOLE 8583 0 0 AMERISOURCEBERGEN CORP COM 03073E105 1341 14541 SH SOLE 14541 0 0 TARGET CORP COM 87612E106 4191 47516 SH SOLE 47516 0 0 EDWARDS LIFESCIENCES CORP COM 28176E108 3266 18760 SH SOLE 18760 0 0 TRAVELERS COS INC/THE COM 89417E109 3130 24128 SH SOLE 24128 0 0 AES CORP COM 00130H105 826 58972 SH SOLE 58972 0 0 AT T INC COM 00206R102 21738 647362 SH SOLE 647362 0 0 ABBVIE INC COM 00287Y109 12782 135142 SH SOLE 135142 0 0 ACTIVISION BLIZZARD INC COM 00507V109 5649 67900 SH SOLE 67900 0 0 ADOBE INC COM 00724F101 11856 43918 SH SOLE 43918 0 0 ADVANCE AUTO PARTS INC COM 00751Y106 1111 6600 SH SOLE 6600 0 0 AETNA INC COM 00817Y108 5923 29200 SH SOLE 29200 0 0 AGILENT TECHNOLOGIES INC COM 00846U101 2010 28493 SH SOLE 28493 0 0 AKAMAI TECHNOLOGIES INC COM 00971T101 1115 15248 SH SOLE 15248 0 0 ALPHABET INC CL C COM 02079K107 32897 27564 SH SOLE 27564 0 0 ALPHABET INC CL A COM 02079K305 32085 26581 SH SOLE 26581 0 0 ALTRIA GROUP INC COM 02209S103 10174 168695 SH SOLE 168695 0 0 AMERICAN AIRLINES GROUP INC COM 02376R102 1533 37100 SH SOLE 37100 0 0 AMERICAN TOWER CORP COM 03027X100 5720 39368 SH SOLE 39368 0 0 AMERIPRISE FINANCIAL INC COM 03076C106 1909 12931 SH SOLE 12931 0 0 ANDEAVOR COM 03349M105 1902 12392 SH SOLE 12392 0 0 ANSYS INC COM 03662Q105 1400 7500 SH SOLE 7500 0 0 APARTMENT INVT MGMT CO A COM 03748R101 619 14035 SH SOLE 14035 0 0 ARCONIC INC COM 03965L100 833 37859 SH SOLE 37859 0 0 ASSURANT INC COM 04621X108 509 4711 SH SOLE 4711 0 0 BAKER HUGHES A GE CO COM 05722G100 1255 37092 SH SOLE 37092 0 0 BIOGEN INC COM 09062X103 6633 18774 SH SOLE 18774 0 0 BLACKROCK INC COM 09247X101 5203 11039 SH SOLE 11039 0 0 BOOKING HOLDINGS INC COM 09857L108 8428 4248 SH SOLE 4248 0 0 BRIGHTHOUSE FINANCIAL INC COM 10922N103 475 10726 SH SOLE 10726 0 0 BROADRIDGE FINANCIAL SOLUTIO COM 11133T103 1385 10500 SH SOLE 10500 0 0 BROADCOM INC COM 11135F101 9535 38646 SH SOLE 38646 0 0 CBOE GLOBAL MARKETS INC COM 12503M108 960 10000 SH SOLE 10000 0 0 CBRE GROUP INC A COM 12504L109 1191 26999 SH SOLE 26999 0 0 C.H. ROBINSON WORLDWIDE INC COM 12541W209 1217 12429 SH SOLE 12429 0 0 CME GROUP INC COM 12572Q105 5163 30335 SH SOLE 30335 0 0 CA INC COM 12673P105 1229 27827 SH SOLE 27827 0 0 CAPITAL ONE FINANCIAL CORP COM 14040H105 4122 43417 SH SOLE 43417 0 0 CARDINAL HEALTH INC COM 14149Y108 1493 27654 SH SOLE 27654 0 0 CENTENE CORP COM 15135B101 2649 18300 SH SOLE 18300 0 0 CENTERPOINT ENERGY INC COM 15189T107 1064 38497 SH SOLE 38497 0 0 CHARTER COMMUNICATIONS INC A COM 16119P108 5377 16500 SH SOLE 16500 0 0 CISCO SYSTEMS INC COM 17275R102 20400 419324 SH SOLE 419324 0 0 COMCAST CORP CLASS A COM 20030N101 14496 409366 SH SOLE 409366 0 0 CONCHO RESOURCES INC COM 20605P101 2581 16900 SH SOLE 16900 0 0 CONOCOPHILLIPS COM 20825C104 8077 104356 SH SOLE 104356 0 0 CONSTELLATION BRANDS INC A COM 21036P108 3228 14971 SH SOLE 14971 0 0 COSTCO WHOLESALE CORP COM 22160K105 9176 39065 SH SOLE 39065 0 0 CROWN CASTLE INTL CORP COM 22822V101 4119 37000 SH SOLE 37000 0 0 DR HORTON INC COM 23331A109 1292 30632 SH SOLE 30632 0 0 DXC TECHNOLOGY CO COM 23355L106 2375 25396 SH SOLE 25396 0 0 DAVITA INC COM 23918K108 894 12486 SH SOLE 12486 0 0 DENTSPLY SIRONA INC COM 24906P109 764 20249 SH SOLE 20249 0 0 DEVON ENERGY CORP COM 25179M103 1863 46635 SH SOLE 46635 0 0 DISCOVERY INC A COM 25470F104 445 13900 SH SOLE 13900 0 0 DISCOVERY INC C COM 25470F302 900 30424 SH SOLE 30424 0 0 DISH NETWORK CORP A COM 25470M109 730 20400 SH SOLE 20400 0 0 DOMINION ENERGY INC COM 25746U109 4088 58172 SH SOLE 58172 0 0 DOWDUPONT INC COM 26078J100 13305 206892 SH SOLE 206892 0 0 DUKE ENERGY CORP COM 26441C204 5002 62510 SH SOLE 62510 0 0 EOG RESOURCES INC COM 26875P101 6584 51608 SH SOLE 51608 0 0 EQT CORP COM 26884L109 996 22527 SH SOLE 22527 0 0 ENTERGY CORP COM 29364G103 1306 16099 SH SOLE 16099 0 0 ENVISION HEALTHCARE CORP COM 29414D100 494 10800 SH SOLE 10800 0 0 EQUINIX INC COM 29444U700 3087 7132 SH SOLE 7132 0 0 EQUITY RESIDENTIAL COM 29476L107 2173 32788 SH SOLE 32788 0 0 EVERGY INC COM 30034W106 1329 24200 SH SOLE 24200 0 0 EVERSOURCE ENERGY COM 30040W108 1737 28266 SH SOLE 28266 0 0 EXELON CORP COM 30161N101 3757 86059 SH SOLE 86059 0 0 EXPEDIA GROUP INC COM 30212P303 1400 10728 SH SOLE 10728 0 0 EXPRESS SCRIPTS HOLDING CO COM 30219G108 4754 50040 SH SOLE 50040 0 0 EXTRA SPACE STORAGE INC COM 30225T102 970 11200 SH SOLE 11200 0 0 EXXON MOBIL CORP COM 30231G102 32093 377480 SH SOLE 377480 0 0 FACEBOOK INC CLASS A COM 30303M102 35162 213800 SH SOLE 213800 0 0 FEDEX CORP COM 31428X106 5282 21936 SH SOLE 21936 0 0 FIDELITY NATIONAL INFO SERV COM 31620M106 3214 29464 SH SOLE 29464 0 0 FLOWSERVE CORP COM 34354P105 640 11700 SH SOLE 11700 0 0 FORTIVE CORP W/D COM 34959J108 2306 27392 SH SOLE 27392 0 0 FORTUNE BRANDS HOME SECURI COM 34964C106 681 13000 SH SOLE 13000 0 0 FREEPORT MCMORAN INC COM 35671D857 1672 120130 SH SOLE 120130 0 0 GENERAL MOTORS CO COM 37045V100 3808 113100 SH SOLE 113100 0 0 GLOBAL PAYMENTS INC COM 37940X102 1809 14200 SH SOLE 14200 0 0 GOLDMAN SACHS GROUP INC COM 38141G104 7027 31339 SH SOLE 31339 0 0 HCA HEALTHCARE INC COM 40412C101 3464 24900 SH SOLE 24900 0 0 HCP INC COM 40414L109 1102 41877 SH SOLE 41877 0 0 HP INC COM 40434L105 3772 146358 SH SOLE 146358 0 0 HESS CORP COM 42809H107 1668 23303 SH SOLE 23303 0 0 HEWLETT PACKARD ENTERPRISE COM 42824C109 2221 136158 SH SOLE 136158 0 0 HILTON WORLDWIDE HOLDINGS IN COM 43300A203 2011 24900 SH SOLE 24900 0 0 HOST HOTELS RESORTS INC COM 44107P104 1394 66083 SH SOLE 66083 0 0 IPG PHOTONICS CORP COM 44980X109 531 3400 SH SOLE 3400 0 0 IDEXX LABORATORIES INC COM 45168D104 1922 7700 SH SOLE 7700 0 0 INCYTE CORP COM 45337C102 1085 15700 SH SOLE 15700 0 0 INTERCONTINENTAL EXCHANGE IN COM 45866F104 3866 51620 SH SOLE 51620 0 0 INTUITIVE SURGICAL INC COM 46120E602 5777 10064 SH SOLE 10064 0 0 IQVIA HOLDINGS INC COM 46266C105 1868 14400 SH SOLE 14400 0 0 IRON MOUNTAIN INC COM 46284V101 868 25140 SH SOLE 25140 0 0 JPMORGAN CHASE CO COM 46625H100 34253 303550 SH SOLE 303550 0 0 JEFFERIES FINANCIAL GROUP IN COM 47233W109 593 26989 SH SOLE 26989 0 0 JUNIPER NETWORKS INC COM 48203R104 933 31130 SH SOLE 31130 0 0 KIMCO REALTY CORP COM 49446R109 635 37918 SH SOLE 37918 0 0 KINDER MORGAN INC COM 49456B101 2999 169130 SH SOLE 169130 0 0 LABORATORY CRP OF AMER HLDGS COM 50540R409 1577 9079 SH SOLE 9079 0 0 M T BANK CORP COM 55261F104 2137 12990 SH SOLE 12990 0 0 MSCI INC COM 55354G100 1402 7900 SH SOLE 7900 0 0 MACY S INC COM 55616P104 948 27294 SH SOLE 27294 0 0 MARATHON PETROLEUM CORP COM 56585A102 3292 41170 SH SOLE 41170 0 0 MASTERCARD INC A COM 57636Q104 18189 81710 SH SOLE 81710 0 0 MCKESSON CORP COM 58155Q103 2387 17991 SH SOLE 17991 0 0 MERCK CO. INC. COM 58933Y105 17014 239836 SH SOLE 239836 0 0 METLIFE INC COM 59156R108 4232 90587 SH SOLE 90587 0 0 MID AMERICA APARTMENT COMM COM 59522J103 1012 10100 SH SOLE 10100 0 0 MOLSON COORS BREWING CO B COM 60871R209 1014 16482 SH SOLE 16482 0 0 MONSTER BEVERAGE CORP COM 61174X109 2133 36600 SH SOLE 36600 0 0 MOSAIC CO/THE COM 61945C103 1017 31300 SH SOLE 31300 0 0 NETAPP INC COM 64110D104 2049 23851 SH SOLE 23851 0 0 NETFLIX INC COM 64110L106 14487 38721 SH SOLE 38721 0 0 NEWS CORP CLASS A COM 65249B109 451 34201 SH SOLE 34201 0 0 NEWS CORP CLASS B COM 65249B208 148 10900 SH SOLE 10900 0 0 NEXTERA ENERGY INC COM 65339F101 7049 42058 SH SOLE 42058 0 0 NISOURCE INC COM 65473P105 750 30100 SH SOLE 30100 0 0 NVIDIA CORP COM 67066G104 15198 54082 SH SOLE 54082 0 0 O REILLY AUTOMOTIVE INC COM 67103H107 2549 7340 SH SOLE 7340 0 0 ORACLE CORP COM 68389X105 13049 253090 SH SOLE 253090 0 0 P G E CORP COM 69331C108 2118 46024 SH SOLE 46024 0 0 PPL CORP COM 69351T106 1824 62323 SH SOLE 62323 0 0 PAYPAL HOLDINGS INC COM 70450Y103 9315 106048 SH SOLE 106048 0 0 PRAXAIR INC COM 74005P104 4112 25586 SH SOLE 25586 0 0 T ROWE PRICE GROUP INC COM 74144T108 2357 21587 SH SOLE 21587 0 0 PRINCIPAL FINANCIAL GROUP COM 74251V102 1389 23704 SH SOLE 23704 0 0 PROLOGIS INC COM 74340W103 3801 56070 SH SOLE 56070 0 0 PUBLIC STORAGE COM 74460D109 2695 13365 SH SOLE 13365 0 0 QORVO INC COM 74736K101 869 11300 SH SOLE 11300 0 0 QUEST DIAGNOSTICS INC COM 74834L100 1311 12153 SH SOLE 12153 0 0 REGENERON PHARMACEUTICALS COM 75886F107 2788 6900 SH SOLE 6900 0 0 REGIONS FINANCIAL CORP COM 7591EP100 1837 100113 SH SOLE 100113 0 0 S P GLOBAL INC COM 78409V104 4382 22426 SH SOLE 22426 0 0 SBA COMMUNICATIONS CORP COM 78410G104 1654 10300 SH SOLE 10300 0 0 SL GREEN REALTY CORP COM 78440X101 770 7900 SH SOLE 7900 0 0 SVB FINANCIAL GROUP COM 78486Q101 1461 4700 SH SOLE 4700 0 0 SALESFORCE.COM INC COM 79466L302 10772 67736 SH SOLE 67736 0 0 SCANA CORP COM 80589M102 494 12708 SH SOLE 12708 0 0 SEALED AIR CORP COM 81211K100 577 14360 SH SOLE 14360 0 0 SKYWORKS SOLUTIONS INC COM 83088M102 1470 16200 SH SOLE 16200 0 0 SYNCHRONY FINANCIAL COM 87165B103 1966 63249 SH SOLE 63249 0 0 3M CO COM 88579Y101 11156 52944 SH SOLE 52944 0 0 TWENTY FIRST CENTURY FOX A COM 90130A101 4355 94006 SH SOLE 94006 0 0 TWENTY FIRST CENTURY FOX B COM 90130A200 1796 39200 SH SOLE 39200 0 0 TWITTER INC COM 90184L102 1662 58400 SH SOLE 58400 0 0 ULTA BEAUTY INC COM 90384S303 1439 5100 SH SOLE 5100 0 0 UNITEDHEALTH GROUP INC COM 91324P102 22792 85670 SH SOLE 85670 0 0 UNUM GROUP COM 91529Y106 772 19762 SH SOLE 19762 0 0 VALERO ENERGY CORP COM 91913Y100 4370 38416 SH SOLE 38416 0 0 VARIAN MEDICAL SYSTEMS INC COM 92220P105 917 8197 SH SOLE 8197 0 0 VENTAS INC COM 92276F100 1728 31776 SH SOLE 31776 0 0 VERIZON COMMUNICATIONS INC COM 92343V104 19667 368371 SH SOLE 368371 0 0 VERISK ANALYTICS INC COM 92345Y106 1664 13800 SH SOLE 13800 0 0 VERTEX PHARMACEUTICALS INC COM 92532F100 4375 22700 SH SOLE 22700 0 0 VIACOM INC CLASS B COM 92553P201 1061 31441 SH SOLE 31441 0 0 VISA INC CLASS A SHARES COM 92826C839 23907 159284 SH SOLE 159284 0 0 WEC ENERGY GROUP INC COM 92939U106 1876 28103 SH SOLE 28103 0 0 WASTE MANAGEMENT INC COM 94106L109 3200 35416 SH SOLE 35416 0 0 WELLCARE HEALTH PLANS INC COM 94946T106 1410 4400 SH SOLE 4400 0 0 WELLTOWER INC COM 95040Q104 2135 33198 SH SOLE 33198 0 0 WESTROCK CO COM 96145D105 1220 22835 SH SOLE 22835 0 0 XCEL ENERGY INC COM 98389B100 2140 45328 SH SOLE 45328 0 0 XYLEM INC COM 98419M100 1282 16055 SH SOLE 16055 0 0 ZIMMER BIOMET HOLDINGS INC COM 98956P102 2389 18172 SH SOLE 18172 0 0 ZOETIS INC COM 98978V103 3953 43175 SH SOLE 43175 0 0 ALLEGION PLC COM G0176J109 764 8432 SH SOLE 8432 0 0 ALLERGAN PLC COM G0177J108 5758 30229 SH SOLE 30229 0 0 AON PLC COM G0408V102 3352 21795 SH SOLE 21795 0 0 ACCENTURE PLC CL A COM G1151C101 9752 57300 SH SOLE 57300 0 0 EATON CORP PLC COM G29183103 3383 39010 SH SOLE 39010 0 0 EVEREST RE GROUP LTD COM G3223R108 845 3700 SH SOLE 3700 0 0 IHS MARKIT LTD COM G47567105 1711 31700 SH SOLE 31700 0 0 INGERSOLL RAND PLC COM G47791101 2261 22098 SH SOLE 22098 0 0 INVESCO LTD COM G491BT108 838 36614 SH SOLE 36614 0 0 JOHNSON CONTROLS INTERNATION COM G51502105 2890 82563 SH SOLE 82563 0 0 MEDTRONIC PLC COM G5960L103 11872 120687 SH SOLE 120687 0 0 MICHAEL KORS HOLDINGS LTD COM G60754101 919 13400 SH SOLE 13400 0 0 APTIV PLC COM G6095L109 1980 23600 SH SOLE 23600 0 0 NIELSEN HOLDINGS PLC COM G6518L108 827 29900 SH SOLE 29900 0 0 NORWEGIAN CRUISE LINE HOLDIN COM G66721104 1057 18400 SH SOLE 18400 0 0 SEAGATE TECHNOLOGY COM G7945M107 1212 25600 SH SOLE 25600 0 0 PENTAIR PLC COM G7S00T104 629 14514 SH SOLE 14514 0 0 TECHNIPFMC PLC COM G87110105 1210 38723 SH SOLE 38723 0 0 WILLIS TOWERS WATSON PLC COM G96629103 1663 11800 SH SOLE 11800 0 0 PERRIGO CO PLC COM G97822103 814 11500 SH SOLE 11500 0 0 CHUBB LTD COM H1467J104 5551 41537 SH SOLE 41537 0 0 GARMIN LTD COM H2906T109 693 9900 SH SOLE 9900 0 0 TE CONNECTIVITY LTD COM H84989104 2743 31200 SH SOLE 31200 0 0 TRAVEL CENTERS OF AM COM JKE174103 710 80000 SH SOLE 80000 0 0 LYONDELLBASELL INDU CL A COM N53745100 2942 28700 SH SOLE 28700 0 0 MYLAN NV COM N59465109 1682 45949 SH SOLE 45949 0 0 ROYAL CARIBBEAN CRUISES LTD COM V7780T103 1962 15100 SH SOLE 15100 0 0 AGCO CORP COM 001084102 942 15500 SH SOLE 15500 0 0 AARON S INC COM 002535300 790 14500 SH SOLE 14500 0 0 ACI WORLDWIDE INC COM 004498101 768 27300 SH SOLE 27300 0 0 AKORN INC COM 009728106 286 22000 SH SOLE 22000 0 0 ALEXANDER BALDWIN INC COM 014491104 360 15844 SH SOLE 15844 0 0 ALLEGHANY CORP COM 017175100 2349 3600 SH SOLE 3600 0 0 ALLETE INC COM 018522300 900 12000 SH SOLE 12000 0 0 AMERICAN CAMPUS COMMUNITIES COM 024835100 1317 32000 SH SOLE 32000 0 0 AMERICAN FINANCIAL GROUP INC COM 025932104 1809 16300 SH SOLE 16300 0 0 APTARGROUP INC COM 038336103 1573 14600 SH SOLE 14600 0 0 ARROW ELECTRONICS INC COM 042735100 1511 20500 SH SOLE 20500 0 0 ASHLAND GLOBAL HOLDINGS INC COM 044186104 1224 14600 SH SOLE 14600 0 0 ASSOCIATED BANC CORP COM 045487105 1030 39600 SH SOLE 39600 0 0 ATMOS ENERGY CORP COM 049560105 2442 26000 SH SOLE 26000 0 0 AVIS BUDGET GROUP INC COM 053774105 540 16800 SH SOLE 16800 0 0 AVNET INC COM 053807103 1236 27600 SH SOLE 27600 0 0 BANK OF HAWAII CORP COM 062540109 781 9900 SH SOLE 9900 0 0 BED BATH BEYOND INC COM 075896100 492 32800 SH SOLE 32800 0 0 BELDEN INC COM 077454106 678 9491 SH SOLE 9491 0 0 BEMIS COMPANY COM 081437105 1035 21300 SH SOLE 21300 0 0 WR BERKLEY CORP COM 084423102 1798 22500 SH SOLE 22500 0 0 BIG LOTS INC COM 089302103 414 9900 SH SOLE 9900 0 0 BIO RAD LABORATORIES A COM 090572207 1471 4700 SH SOLE 4700 0 0 BLACK HILLS CORP COM 092113109 732 12606 SH SOLE 12606 0 0 BOSTON BEER COMPANY INC A COM 100557107 604 2100 SH SOLE 2100 0 0 BOYD GAMING CORP COM 103304101 653 19300 SH SOLE 19300 0 0 BRINKER INTERNATIONAL INC COM 109641100 481 10300 SH SOLE 10300 0 0 BRINK S CO/THE COM 109696104 830 11900 SH SOLE 11900 0 0 BROWN BROWN INC COM 115236101 1589 53752 SH SOLE 53752 0 0 BRUNSWICK CORP COM 117043109 1367 20400 SH SOLE 20400 0 0 CABOT CORP COM 127055101 909 14500 SH SOLE 14500 0 0 CAMDEN PROPERTY TRUST COM 133131102 2030 21700 SH SOLE 21700 0 0 CANTEL MEDICAL CORP COM 138098108 764 8300 SH SOLE 8300 0 0 CARLISLE COS INC COM 142339100 1742 14300 SH SOLE 14300 0 0 CARPENTER TECHNOLOGY COM 144285103 648 11000 SH SOLE 11000 0 0 CARTER S INC COM 146229109 1085 11000 SH SOLE 11000 0 0 CASEY S GENERAL STORES INC COM 147528103 1136 8800 SH SOLE 8800 0 0 CATALENT INC COM 148806102 1530 33600 SH SOLE 33600 0 0 CATHAY GENERAL BANCORP COM 149150104 742 17900 SH SOLE 17900 0 0 CHARLES RIVER LABORATORIES COM 159864107 1515 11257 SH SOLE 11257 0 0 CHEESECAKE FACTORY INC/THE COM 163072101 535 10000 SH SOLE 10000 0 0 CHEMICAL FINANCIAL CORP COM 163731102 892 16700 SH SOLE 16700 0 0 CHEMOURS CO/THE COM 163851108 1645 41700 SH SOLE 41700 0 0 CHESAPEAKE ENERGY CORP COM 165167107 960 213700 SH SOLE 213700 0 0 CHURCHILL DOWNS INC COM 171484108 750 2700 SH SOLE 2700 0 0 CIENA CORP COM 171779309 1050 33600 SH SOLE 33600 0 0 CIRRUS LOGIC INC COM 172755100 552 14300 SH SOLE 14300 0 0 CLEAN HARBORS INC COM 184496107 859 12000 SH SOLE 12000 0 0 COGNEX CORP COM 192422103 2264 40556 SH SOLE 40556 0 0 COHERENT INC COM 192479103 999 5800 SH SOLE 5800 0 0 COMMERCE BANCSHARES INC COM 200525103 1451 21980 SH SOLE 21980 0 0 COMMERCIAL METALS CO COM 201723103 562 27400 SH SOLE 27400 0 0 COMMVAULT SYSTEMS INC COM 204166102 693 9900 SH SOLE 9900 0 0 CONVERGYS CORP COM 212485106 508 21400 SH SOLE 21400 0 0 COUSINS PROPERTIES INC COM 222795106 876 98500 SH SOLE 98500 0 0 CRANE CO COM 224399105 1168 11875 SH SOLE 11875 0 0 CREE INC COM 225447101 894 23600 SH SOLE 23600 0 0 CULLEN/FROST BANKERS INC COM 229899109 1567 15000 SH SOLE 15000 0 0 CURTISS WRIGHT CORP COM 231561101 1429 10400 SH SOLE 10400 0 0 CYPRESS SEMICONDUCTOR CORP COM 232806109 1217 84000 SH SOLE 84000 0 0 DANA INC COM 235825205 637 34100 SH SOLE 34100 0 0 DECKERS OUTDOOR CORP COM 243537107 842 7100 SH SOLE 7100 0 0 DELUXE CORP COM 248019101 638 11200 SH SOLE 11200 0 0 DICK S SPORTING GOODS INC COM 253393102 649 18300 SH SOLE 18300 0 0 DILLARDS INC CL A COM 254067101 351 4600 SH SOLE 4600 0 0 DOMTAR CORP COM 257559203 767 14700 SH SOLE 14700 0 0 DONALDSON CO INC COM 257651109 1771 30400 SH SOLE 30400 0 0 DRIL QUIP INC COM 262037104 465 8900 SH SOLE 8900 0 0 DUNKIN BRANDS GROUP INC COM 265504100 1430 19400 SH SOLE 19400 0 0 DYCOM INDUSTRIES INC COM 267475101 618 7300 SH SOLE 7300 0 0 EATON VANCE CORP COM 278265103 1466 27900 SH SOLE 27900 0 0 ESTERLINE TECHNOLOGIES CORP COM 297425100 555 6100 SH SOLE 6100 0 0 FNB CORP COM 302520101 965 75900 SH SOLE 75900 0 0 FACTSET RESEARCH SYSTEMS INC COM 303075105 2036 9100 SH SOLE 9100 0 0 FAIR ISAAC CORP COM 303250104 1600 7000 SH SOLE 7000 0 0 FEDERATED INVESTORS INC CL B COM 314211103 538 22300 SH SOLE 22300 0 0 FIRST HORIZON NATIONAL CORP COM 320517105 1323 76649 SH SOLE 76649 0 0 FIRST SOLAR INC COM 336433107 925 19100 SH SOLE 19100 0 0 FLOWERS FOODS INC COM 343498101 812 43500 SH SOLE 43500 0 0 FULTON FINANCIAL CORP COM 360271100 686 41200 SH SOLE 41200 0 0 GATX CORP COM 361448103 762 8800 SH SOLE 8800 0 0 GENESEE WYOMING INC CL A COM 371559105 1286 14130 SH SOLE 14130 0 0 GENTEX CORP COM 371901109 1378 64200 SH SOLE 64200 0 0 GLOBUS MEDICAL INC A COM 379577208 976 17200 SH SOLE 17200 0 0 GRACO INC COM 384109104 1821 39300 SH SOLE 39300 0 0 GRAHAM HOLDINGS CO CLASS B COM 384637104 579 1000 SH SOLE 1000 0 0 GRANITE CONSTRUCTION INC COM 387328107 489 10700 SH SOLE 10700 0 0 GREIF INC CL A COM 397624107 327 6100 SH SOLE 6100 0 0 GULFPORT ENERGY CORP COM 402635304 381 36600 SH SOLE 36600 0 0 HNI CORP COM 404251100 451 10200 SH SOLE 10200 0 0 HAEMONETICS CORP/MASS COM 405024100 1398 12200 SH SOLE 12200 0 0 HAIN CELESTIAL GROUP INC COM 405217100 662 24400 SH SOLE 24400 0 0 HANCOCK WHITNEY CORP COM 410120109 951 20000 SH SOLE 20000 0 0 HANOVER INSURANCE GROUP INC/ COM 410867105 1234 10000 SH SOLE 10000 0 0 HAWAIIAN ELECTRIC INDS COM 419870100 908 25500 SH SOLE 25500 0 0 HEALTHCARE SERVICES GROUP COM 421906108 703 17300 SH SOLE 17300 0 0 HEALTHCARE REALTY TRUST INC COM 421946104 857 29300 SH SOLE 29300 0 0 JACK HENRY ASSOCIATES INC COM 426281101 2897 18100 SH SOLE 18100 0 0 HIGHWOODS PROPERTIES INC COM 431284108 1145 24235 SH SOLE 24235 0 0 HILL ROM HOLDINGS INC COM 431475102 1464 15504 SH SOLE 15504 0 0 HOME BANCSHARES INC COM 436893200 810 37000 SH SOLE 37000 0 0 HUBBELL INC COM 443510607 1721 12887 SH SOLE 12887 0 0 IDACORP INC COM 451107106 1171 11800 SH SOLE 11800 0 0 INGREDION INC COM 457187102 1774 16900 SH SOLE 16900 0 0 INTEGRA LIFESCIENCES HOLDING COM 457985208 1087 16500 SH SOLE 16500 0 0 INTEGRATED DEVICE TECH INC COM 458118106 1424 30300 SH SOLE 30300 0 0 INTERNATIONAL BANCSHARES CRP COM 459044103 572 12700 SH SOLE 12700 0 0 INTL SPEEDWAY CORP CL A COM 460335201 250 5700 SH SOLE 5700 0 0 JABIL INC COM 466313103 972 35900 SH SOLE 35900 0 0 JACK IN THE BOX INC COM 466367109 562 6700 SH SOLE 6700 0 0 JETBLUE AIRWAYS CORP COM 477143101 1437 74200 SH SOLE 74200 0 0 KEMPER CORP COM 488401100 1167 14500 SH SOLE 14500 0 0 KENNAMETAL INC COM 489170100 832 19100 SH SOLE 19100 0 0 KIRBY CORP COM 497266106 1035 12586 SH SOLE 12586 0 0 KNIGHT SWIFT TRANSPORTATION COM 499049104 1038 30100 SH SOLE 30100 0 0 LAMAR ADVERTISING CO A COM 512816109 1533 19700 SH SOLE 19700 0 0 LAMB WESTON HOLDINGS INC COM 513272104 2284 34300 SH SOLE 34300 0 0 LANCASTER COLONY CORP COM 513847103 686 4600 SH SOLE 4600 0 0 LANDSTAR SYSTEM INC COM 515098101 1208 9900 SH SOLE 9900 0 0 LASALLE HOTEL PROPERTIES COM 517942108 896 25900 SH SOLE 25900 0 0 LEGG MASON INC COM 524901105 625 20000 SH SOLE 20000 0 0 LEIDOS HOLDINGS INC COM 525327102 2434 35200 SH SOLE 35200 0 0 LENNOX INTERNATIONAL INC COM 526107107 1900 8700 SH SOLE 8700 0 0 LIBERTY PROPERTY TRUST COM 531172104 1462 34600 SH SOLE 34600 0 0 LINCOLN ELECTRIC HOLDINGS COM 533900106 1355 14500 SH SOLE 14500 0 0 LITTELFUSE INC COM 537008104 1168 5900 SH SOLE 5900 0 0 LIVE NATION ENTERTAINMENT IN COM 538034109 1731 31783 SH SOLE 31783 0 0 LOUISIANA PACIFIC CORP COM 546347105 901 34000 SH SOLE 34000 0 0 MDU RESOURCES GROUP INC COM 552690109 1177 45800 SH SOLE 45800 0 0 MSA SAFETY INC COM 553498106 852 8000 SH SOLE 8000 0 0 MSC INDUSTRIAL DIRECT CO A COM 553530106 943 10700 SH SOLE 10700 0 0 MACK CALI REALTY CORP COM 554489104 449 21100 SH SOLE 21100 0 0 MANHATTAN ASSOCIATES INC COM 562750109 857 15700 SH SOLE 15700 0 0 MASIMO CORP COM 574795100 1395 11200 SH SOLE 11200 0 0 MATADOR RESOURCES CO COM 576485205 800 24200 SH SOLE 24200 0 0 MAXIMUS INC COM 577933104 995 15300 SH SOLE 15300 0 0 MCDERMOTT INTL INC COM 580037703 776 42100 SH SOLE 42100 0 0 MERCURY GENERAL CORP COM 589400100 316 6300 SH SOLE 6300 0 0 MEREDITH CORP COM 589433101 475 9300 SH SOLE 9300 0 0 HERMAN MILLER INC COM 600544100 538 14000 SH SOLE 14000 0 0 MINERALS TECHNOLOGIES INC COM 603158106 561 8300 SH SOLE 8300 0 0 MONOLITHIC POWER SYSTEMS INC COM 609839105 1142 9100 SH SOLE 9100 0 0 MURPHY OIL CORP COM 626717102 1270 38100 SH SOLE 38100 0 0 MURPHY USA INC COM 626755102 615 7200 SH SOLE 7200 0 0 NATIONAL FUEL GAS CO COM 636180101 1127 20100 SH SOLE 20100 0 0 NATIONAL INSTRUMENTS CORP COM 636518102 1218 25200 SH SOLE 25200 0 0 NATIONAL RETAIL PROPERTIES COM 637417106 1618 36100 SH SOLE 36100 0 0 NEW JERSEY RESOURCES CORP COM 646025106 950 20600 SH SOLE 20600 0 0 NEW YORK COMMUNITY BANCORP COM 649445103 1192 114900 SH SOLE 114900 0 0 NEW YORK TIMES CO A COM 650111107 694 29999 SH SOLE 29999 0 0 NEWMARKET CORP COM 651587107 892 2200 SH SOLE 2200 0 0 NORDSON CORP COM 655663102 1667 12000 SH SOLE 12000 0 0 NORTHWESTERN CORP COM 668074305 680 11600 SH SOLE 11600 0 0 NUVASIVE INC COM 670704105 852 12000 SH SOLE 12000 0 0 OGE ENERGY CORP COM 670837103 1700 46800 SH SOLE 46800 0 0 OASIS PETROLEUM INC COM 674215108 886 62500 SH SOLE 62500 0 0 OCEANEERING INTL INC COM 675232102 638 23100 SH SOLE 23100 0 0 OLD DOMINION FREIGHT LINE COM 679580100 2576 15976 SH SOLE 15976 0 0 OLD REPUBLIC INTL CORP COM 680223104 1491 66600 SH SOLE 66600 0 0 OLIN CORP COM 680665205 1007 39200 SH SOLE 39200 0 0 OLLIE S BARGAIN OUTLET HOLDI COM 681116109 1124 11700 SH SOLE 11700 0 0 OMEGA HEALTHCARE INVESTORS COM 681936100 1524 46500 SH SOLE 46500 0 0 OSHKOSH CORP COM 688239201 1232 17300 SH SOLE 17300 0 0 OWENS ILLINOIS INC COM 690768403 712 37900 SH SOLE 37900 0 0 PACWEST BANCORP COM 695263103 1396 29300 SH SOLE 29300 0 0 PAPA JOHN S INTL INC COM 698813102 282 5500 SH SOLE 5500 0 0 PATTERSON COS INC COM 703395103 467 19100 SH SOLE 19100 0 0 PATTERSON UTI ENERGY INC COM 703481101 890 52000 SH SOLE 52000 0 0 PERSPECTA INC COM 715347100 859 33400 SH SOLE 33400 0 0 PITNEY BOWES INC COM 724479100 311 43900 SH SOLE 43900 0 0 PLANTRONICS INC COM 727493108 470 7800 SH SOLE 7800 0 0 POLARIS INDUSTRIES INC COM 731068102 1393 13800 SH SOLE 13800 0 0 POST HOLDINGS INC COM 737446104 1549 15800 SH SOLE 15800 0 0 POTLATCHDELTIC CORP COM 737630103 577 14100 SH SOLE 14100 0 0 PROSPERITY BANCSHARES INC COM 743606105 1137 16400 SH SOLE 16400 0 0 RPM INTERNATIONAL INC COM 749685103 2033 31300 SH SOLE 31300 0 0 RAYONIER INC COM 754907103 1024 30300 SH SOLE 30300 0 0 REGAL BELOIT CORP COM 758750103 849 10300 SH SOLE 10300 0 0 REINSURANCE GROUP OF AMERICA COM 759351604 2183 15100 SH SOLE 15100 0 0 RELIANCE STEEL ALUMINUM COM 759509102 1448 16975 SH SOLE 16975 0 0 ROLLINS INC COM 775711104 1366 22500 SH SOLE 22500 0 0 ROYAL GOLD INC COM 780287108 1179 15300 SH SOLE 15300 0 0 RYDER SYSTEM INC COM 783549108 906 12400 SH SOLE 12400 0 0 SEI INVESTMENTS COMPANY COM 784117103 1876 30700 SH SOLE 30700 0 0 SANDERSON FARMS INC COM 800013104 486 4700 SH SOLE 4700 0 0 SCIENCE APPLICATIONS INTE COM 808625107 798 9900 SH SOLE 9900 0 0 SCOTTS MIRACLE GRO CO COM 810186106 716 9100 SH SOLE 9100 0 0 SERVICE CORP INTERNATIONAL COM 817565104 1901 43000 SH SOLE 43000 0 0 SILICON LABORATORIES INC COM 826919102 927 10100 SH SOLE 10100 0 0 SILGAN HOLDINGS INC COM 827048109 484 17400 SH SOLE 17400 0 0 SKECHERS USA INC CL A COM 830566105 888 31800 SH SOLE 31800 0 0 SONOCO PRODUCTS CO COM 835495102 1293 23300 SH SOLE 23300 0 0 SOTHEBY S COM 835898107 423 8591 SH SOLE 8591 0 0 SOUTHWEST GAS HOLDINGS INC COM 844895102 893 11300 SH SOLE 11300 0 0 SOUTHWESTERN ENERGY CO COM 845467109 611 119600 SH SOLE 119600 0 0 STEEL DYNAMICS INC COM 858119100 2499 55300 SH SOLE 55300 0 0 STIFEL FINANCIAL CORP COM 860630102 861 16800 SH SOLE 16800 0 0 SUPERIOR ENERGY SERVICES INC COM 868157108 352 36100 SH SOLE 36100 0 0 TCF FINANCIAL CORP COM 872275102 938 39400 SH SOLE 39400 0 0 TANGER FACTORY OUTLET CENTER COM 875465106 506 22100 SH SOLE 22100 0 0 TAUBMAN CENTERS INC COM 876664103 856 14300 SH SOLE 14300 0 0 TECH DATA CORP COM 878237106 587 8200 SH SOLE 8200 0 0 TELEDYNE TECHNOLOGIES INC COM 879360105 2072 8400 SH SOLE 8400 0 0 TELEFLEX INC COM 879369106 2847 10700 SH SOLE 10700 0 0 TELEPHONE AND DATA SYSTEMS COM 879433829 663 21800 SH SOLE 21800 0 0 TERADYNE INC COM 880770102 1657 44800 SH SOLE 44800 0 0 TEREX CORP COM 880779103 674 16900 SH SOLE 16900 0 0 TEXAS ROADHOUSE INC COM 882681109 1067 15400 SH SOLE 15400 0 0 THOR INDUSTRIES INC COM 885160101 963 11500 SH SOLE 11500 0 0 TIMKEN CO COM 887389104 796 15977 SH SOLE 15977 0 0 TOLL BROTHERS INC COM 889478103 1093 33100 SH SOLE 33100 0 0 TOOTSIE ROLL INDS COM 890516107 133 4541 SH SOLE 4541 0 0 TORO CO COM 891092108 1487 24800 SH SOLE 24800 0 0 TRIMBLE INC COM 896239100 2536 58354 SH SOLE 58354 0 0 TRINITY INDUSTRIES INC COM 896522109 1282 35000 SH SOLE 35000 0 0 TRUSTMARK CORP COM 898402102 535 15900 SH SOLE 15900 0 0 TUPPERWARE BRANDS CORP COM 899896104 401 12000 SH SOLE 12000 0 0 TYLER TECHNOLOGIES INC COM 902252105 2230 9100 SH SOLE 9100 0 0 UGI CORP COM 902681105 2252 40600 SH SOLE 40600 0 0 UMB FINANCIAL CORP COM 902788108 730 10300 SH SOLE 10300 0 0 UMPQUA HOLDINGS CORP COM 904214103 1073 51600 SH SOLE 51600 0 0 UNITED BANKSHARES INC COM 909907107 894 24600 SH SOLE 24600 0 0 UNITED NATURAL FOODS INC COM 911163103 353 11800 SH SOLE 11800 0 0 UNITED STATES STEEL CORP COM 912909108 1262 41400 SH SOLE 41400 0 0 URBAN OUTFITTERS INC COM 917047102 770 18835 SH SOLE 18835 0 0 VALLEY NATIONAL BANCORP COM 919794107 873 77600 SH SOLE 77600 0 0 VALMONT INDUSTRIES COM 920253101 734 5300 SH SOLE 5300 0 0 VISHAY INTERTECHNOLOGY INC COM 928298108 629 30914 SH SOLE 30914 0 0 WABTEC CORP COM 929740108 2106 20080 SH SOLE 20080 0 0 WASHINGTON FEDERAL INC COM 938824109 634 19800 SH SOLE 19800 0 0 WATSCO INC COM 942622200 1336 7500 SH SOLE 7500 0 0 WEBSTER FINANCIAL CORP COM 947890109 1270 21548 SH SOLE 21548 0 0 WEIGHT WATCHERS INTL INC COM 948626106 626 8700 SH SOLE 8700 0 0 WEINGARTEN REALTY INVESTORS COM 948741103 830 27900 SH SOLE 27900 0 0 WERNER ENTERPRISES INC COM 950755108 371 10500 SH SOLE 10500 0 0 WEST PHARMACEUTICAL SERVICES COM 955306105 2128 17232 SH SOLE 17232 0 0 WILEY (JOHN) SONS CLASS A COM 968223206 636 10500 SH SOLE 10500 0 0 WILLIAMS SONOMA INC COM 969904101 1176 17900 SH SOLE 17900 0 0 WOODWARD INC COM 980745103 1051 13000 SH SOLE 13000 0 0 WORLD FUEL SERVICES CORP COM 981475106 440 15900 SH SOLE 15900 0 0 WORTHINGTON INDUSTRIES COM 981811102 438 10100 SH SOLE 10100 0 0 ZEBRA TECHNOLOGIES CORP CL A COM 989207105 2210 12500 SH SOLE 12500 0 0 DUN BRADSTREET CORP COM 26483E100 1240 8700 SH SOLE 8700 0 0 CDK GLOBAL INC COM 12508E101 1814 29000 SH SOLE 29000 0 0 CNO FINANCIAL GROUP INC COM 12621E103 832 39200 SH SOLE 39200 0 0 SALLY BEAUTY HOLDINGS INC COM 79546E104 526 28600 SH SOLE 28600 0 0 CARS.COM INC COM 14575E105 465 16844 SH SOLE 16844 0 0 AMERICAN EAGLE OUTFITTERS COM 02553E106 976 39300 SH SOLE 39300 0 0 NCR CORPORATION COM 62886E108 787 27700 SH SOLE 27700 0 0 FORTINET INC COM 34959E109 3128 33900 SH SOLE 33900 0 0 AMC NETWORKS INC A COM 00164V103 714 10764 SH SOLE 10764 0 0 ACADIA HEALTHCARE CO INC COM 00404A109 676 19200 SH SOLE 19200 0 0 ACUITY BRANDS INC COM 00508Y102 1509 9600 SH SOLE 9600 0 0 ADTALEM GLOBAL EDUCATION INC COM 00737L103 680 14100 SH SOLE 14100 0 0 AECOM COM 00766T100 1228 37613 SH SOLE 37613 0 0 ALLEGHENY TECHNOLOGIES INC COM 01741R102 869 29400 SH SOLE 29400 0 0 ALLSCRIPTS HEALTHCARE SOLUTI COM 01988P108 594 41700 SH SOLE 41700 0 0 APERGY CORP COM 03755L104 788 18100 SH SOLE 18100 0 0 AQUA AMERICA INC COM 03836W103 1539 41700 SH SOLE 41700 0 0 AUTONATION INC COM 05329W102 573 13800 SH SOLE 13800 0 0 AVANOS MEDICAL INC COM 05350V106 754 11000 SH SOLE 11000 0 0 BANCORPSOUTH BANK COM 05971J102 628 19200 SH SOLE 19200 0 0 BANK OZK COM 06417N103 1082 28500 SH SOLE 28500 0 0 BIO TECHNE CORP COM 09073M104 1791 8773 SH SOLE 8773 0 0 BLACKBAUD INC COM 09227Q100 1157 11400 SH SOLE 11400 0 0 CNX RESOURCES CORP COM 12653C108 658 46000 SH SOLE 46000 0 0 CABLE ONE INC COM 12685J105 972 1100 SH SOLE 1100 0 0 CALLON PETROLEUM CO COM 13123X102 629 52500 SH SOLE 52500 0 0 CHEMED CORP COM 16359R103 1182 3700 SH SOLE 3700 0 0 CINEMARK HOLDINGS INC COM 17243V102 1001 24900 SH SOLE 24900 0 0 COMPASS MINERALS INTERNATION COM 20451N101 531 7900 SH SOLE 7900 0 0 CORESITE REALTY CORP COM 21870Q105 900 8100 SH SOLE 8100 0 0 CORELOGIC INC COM 21871D103 944 19100 SH SOLE 19100 0 0 CORECIVIC INC COM 21871N101 676 27800 SH SOLE 27800 0 0 CORPORATE OFFICE PROPERTIES COM 22002T108 713 23900 SH SOLE 23900 0 0 CRACKER BARREL OLD COUNTRY COM 22410J106 824 5600 SH SOLE 5600 0 0 CYRUSONE INC COM 23283R100 1471 23200 SH SOLE 23200 0 0 DIAMOND OFFSHORE DRILLING COM 25271C102 302 15100 SH SOLE 15100 0 0 DOMINO S PIZZA INC COM 25754A201 2919 9900 SH SOLE 9900 0 0 DOUGLAS EMMETT INC COM 25960P109 1411 37400 SH SOLE 37400 0 0 EPR PROPERTIES COM 26884U109 1190 17400 SH SOLE 17400 0 0 EAGLE MATERIALS INC COM 26969P108 959 11249 SH SOLE 11249 0 0 EAST WEST BANCORP INC COM 27579R104 2052 33993 SH SOLE 33993 0 0 EDGEWELL PERSONAL CARE CO COM 28035Q102 587 12700 SH SOLE 12700 0 0 ELDORADO RESORTS INC COM 28470R102 685 14100 SH SOLE 14100 0 0 EMCOR GROUP INC COM 29084Q100 1029 13700 SH SOLE 13700 0 0 ENCOMPASS HEALTH CORP COM 29261A100 1808 23189 SH SOLE 23189 0 0 ENERGEN CORP COM 29265N108 1654 19200 SH SOLE 19200 0 0 ENERGIZER HOLDINGS INC COM 29272W109 821 14000 SH SOLE 14000 0 0 ENERSYS COM 29275Y102 863 9900 SH SOLE 9900 0 0 EVERCORE INC A COM 29977A105 955 9500 SH SOLE 9500 0 0 EXELIXIS INC COM 30161Q104 1175 66300 SH SOLE 66300 0 0 FIRST AMERICAN FINANCIAL COM 31847R102 1346 26100 SH SOLE 26100 0 0 FIRST INDUSTRIAL REALTY TR COM 32054K103 923 29400 SH SOLE 29400 0 0 FIVE BELOW COM 33829M101 1691 13000 SH SOLE 13000 0 0 GEO GROUP INC/THE COM 36162J106 725 28800 SH SOLE 28800 0 0 GENWORTH FINANCIAL INC CL A COM 37247D106 488 117000 SH SOLE 117000 0 0 HEALTHEQUITY INC COM 42226A107 1171 12400 SH SOLE 12400 0 0 HOSPITALITY PROPERTIES TRUST COM 44106M102 1110 38500 SH SOLE 38500 0 0 ICU MEDICAL INC COM 44930G107 1018 3600 SH SOLE 3600 0 0 ITT INC COM 45073V108 1256 20500 SH SOLE 20500 0 0 IDEX CORP COM 45167R104 2712 18000 SH SOLE 18000 0 0 INTERACTIVE BROKERS GRO CL A COM 45841N107 927 16760 SH SOLE 16760 0 0 INTERDIGITAL INC COM 45867G101 648 8100 SH SOLE 8100 0 0 JBG SMITH PROPERTIES COM 46590V100 935 25400 SH SOLE 25400 0 0 JONES LANG LASALLE INC COM 48020Q107 1544 10700 SH SOLE 10700 0 0 J2 GLOBAL INC COM 48123V102 953 11500 SH SOLE 11500 0 0 KBR INC COM 48242W106 697 33000 SH SOLE 33000 0 0 KB HOME COM 48666K109 473 19800 SH SOLE 19800 0 0 KEYSIGHT TECHNOLOGIES IN COM 49338L103 2903 43800 SH SOLE 43800 0 0 KILROY REALTY CORP COM 49427F108 1663 23200 SH SOLE 23200 0 0 LENDINGTREE INC COM 52603B107 414 1800 SH SOLE 1800 0 0 LIFEPOINT HEALTH INC COM 53219L109 586 9100 SH SOLE 9100 0 0 LIFE STORAGE INC COM 53223X107 1037 10900 SH SOLE 10900 0 0 LIVERAMP HOLDINGS INC COM 53815P108 894 18092 SH SOLE 18092 0 0 LOGMEIN INC COM 54142L109 1087 12200 SH SOLE 12200 0 0 LUMENTUM HOLDINGS INC COM 55024U109 881 14700 SH SOLE 14700 0 0 MB FINANCIAL INC COM 55264U108 908 19700 SH SOLE 19700 0 0 MKS INSTRUMENTS INC COM 55306N104 1026 12800 SH SOLE 12800 0 0 MANPOWERGROUP INC COM 56418H100 1324 15400 SH SOLE 15400 0 0 MARKETAXESS HOLDINGS INC COM 57060D108 1571 8800 SH SOLE 8800 0 0 MARRIOTT VACATIONS WORLD COM 57164Y107 1073 9600 SH SOLE 9600 0 0 MEDICAL PROPERTIES TRUST INC COM 58463J304 1275 85500 SH SOLE 85500 0 0 MEDIDATA SOLUTIONS INC COM 58471A105 1019 13900 SH SOLE 13900 0 0 MEDNAX INC COM 58502B106 1031 22100 SH SOLE 22100 0 0 MICHAELS COS INC/THE COM 59408Q106 422 26000 SH SOLE 26000 0 0 MOLINA HEALTHCARE INC COM 60855R100 2146 14430 SH SOLE 14430 0 0 NVR INC COM 62944T105 1977 800 SH SOLE 800 0 0 NAVIENT CORP COM 63938C108 836 62000 SH SOLE 62000 0 0 NETSCOUT SYSTEMS INC COM 64115T104 475 18800 SH SOLE 18800 0 0 NOW INC COM 67011P100 419 25300 SH SOLE 25300 0 0 NU SKIN ENTERPRISES INC A COM 67018T105 1071 13000 SH SOLE 13000 0 0 ONE GAS INC COM 68235P108 1012 12300 SH SOLE 12300 0 0 PBF ENERGY INC CLASS A COM 69318G106 1313 26300 SH SOLE 26300 0 0 PNM RESOURCES INC COM 69349H107 738 18700 SH SOLE 18700 0 0 PRA HEALTH SCIENCES INC COM 69354M108 1488 13500 SH SOLE 13500 0 0 PTC INC COM 69370C100 2634 24800 SH SOLE 24800 0 0 PINNACLE FINANCIAL PARTNERS COM 72346Q104 1041 17300 SH SOLE 17300 0 0 POLYONE CORPORATION COM 73179P106 818 18700 SH SOLE 18700 0 0 POOL CORP COM 73278L105 1585 9500 SH SOLE 9500 0 0 PRESTIGE CONSUMER HEALTHCARE COM 74112D101 470 12400 SH SOLE 12400 0 0 PRIMERICA INC COM 74164M108 1242 10300 SH SOLE 10300 0 0 QEP RESOURCES INC COM 74733V100 631 55700 SH SOLE 55700 0 0 RANGE RESOURCES CORP COM 75281A109 902 53100 SH SOLE 53100 0 0 REALOGY HOLDINGS CORP COM 75605Y106 599 29000 SH SOLE 29000 0 0 SLM CORP COM 78442P106 1137 102000 SH SOLE 102000 0 0 SM ENERGY CO COM 78454L100 760 24100 SH SOLE 24100 0 0 SABRA HEALTH CARE REIT INC COM 78573L106 966 41800 SH SOLE 41800 0 0 SABRE CORP COM 78573M104 1544 59200 SH SOLE 59200 0 0 SCIENTIFIC GAMES CORP COM 80874P109 319 12565 SH SOLE 12565 0 0 SENIOR HOUSING PROP TRUST COM 81721M109 978 55700 SH SOLE 55700 0 0 SENSIENT TECHNOLOGIES CORP COM 81725T100 757 9900 SH SOLE 9900 0 0 SIGNATURE BANK COM 82669G104 1447 12600 SH SOLE 12600 0 0 SIX FLAGS ENTERTAINMENT CORP COM 83001A102 1271 18200 SH SOLE 18200 0 0 SPROUTS FARMERS MARKET INC COM 85208M102 787 28700 SH SOLE 28700 0 0 STERLING BANCORP/DE COM 85917A100 1162 52800 SH SOLE 52800 0 0 STATE STREET BANK TRUST CO COM 8611249M9 619 619128 SH SOLE 619128 0 0 SYNAPTICS INC COM 87157D109 370 8100 SH SOLE 8100 0 0 SYNOVUS FINANCIAL CORP COM 87161C501 1273 27800 SH SOLE 27800 0 0 SYNNEX CORP COM 87162W100 584 6900 SH SOLE 6900 0 0 SYNEOS HEALTH INC COM 87166B102 670 13000 SH SOLE 13000 0 0 TRI POINTE GROUP INC COM 87265H109 441 35600 SH SOLE 35600 0 0 TEGNA INC COM 87901J105 604 50534 SH SOLE 50534 0 0 TEMPUR SEALY INTERNATIONAL I COM 88023U101 573 10831 SH SOLE 10831 0 0 TENET HEALTHCARE CORP COM 88033G407 544 19100 SH SOLE 19100 0 0 TERADATA CORP COM 88076W103 1067 28300 SH SOLE 28300 0 0 TEXAS CAPITAL BANCSHARES INC COM 88224Q107 959 11600 SH SOLE 11600 0 0 TREEHOUSE FOODS INC COM 89469A104 632 13200 SH SOLE 13200 0 0 ULTIMATE SOFTWARE GROUP INC COM 90385D107 2352 7300 SH SOLE 7300 0 0 UNITED THERAPEUTICS CORP COM 91307C102 1304 10200 SH SOLE 10200 0 0 UNITI GROUP INC COM 91325V108 780 38700 SH SOLE 38700 0 0 URBAN EDGE PROPERTIES COM 91704F104 548 24800 SH SOLE 24800 0 0 VALVOLINE INC COM 92047W101 986 45838 SH SOLE 45838 0 0 VECTREN CORP COM 92240G101 1394 19500 SH SOLE 19500 0 0 VERSUM MATERIALS INC COM 92532W103 918 25500 SH SOLE 25500 0 0 VIASAT INC COM 92552V100 819 12800 SH SOLE 12800 0 0 VISTEON CORP COM 92839U206 641 6900 SH SOLE 6900 0 0 WENDY S CO/THE COM 95058W100 720 42000 SH SOLE 42000 0 0 WEX INC COM 96208T104 2028 10100 SH SOLE 10100 0 0 WINTRUST FINANCIAL CORP COM 97650W108 1121 13200 SH SOLE 13200 0 0 WORLD WRESTLING ENTERTAIN A COM 98156Q108 909 9400 SH SOLE 9400 0 0 WPX ENERGY INC COM 98212B103 1883 93600 SH SOLE 93600 0 0 WYNDHAM DESTINATIONS INC COM 98310W108 1015 23400 SH SOLE 23400 0 0 WYNDHAM HOTELS RESORTS INC COM 98311A105 1300 23400 SH SOLE 23400 0 0 ADIENT PLC COM G0084W101 861 21900 SH SOLE 21900 0 0 ASPEN INSURANCE HOLDINGS LTD COM G05384105 585 14000 SH SOLE 14000 0 0 ARRIS INTERNATIONAL PLC COM G0551A103 1067 41072 SH SOLE 41072 0 0 DELPHI TECHNOLOGIES PLC COM G2709G107 652 20800 SH SOLE 20800 0 0 ENSCO PLC CL A COM G3157S106 864 102400 SH SOLE 102400 0 0 HELEN OF TROY LTD COM G4388N106 812 6200 SH SOLE 6200 0 0 JANUS HENDERSON GROUP PLC COM G4474Y214 1140 42288 SH SOLE 42288 0 0 LIVANOVA PLC COM G5509L101 1413 11400 SH SOLE 11400 0 0 MALLINCKRODT PLC COM G5785G107 572 19500 SH SOLE 19500 0 0 NABORS INDUSTRIES LTD COM G6359F103 509 82600 SH SOLE 82600 0 0 NVENT ELECTRIC PLC COM G6700G107 1032 38000 SH SOLE 38000 0 0 RENAISSANCERE HOLDINGS LTD COM G7496G103 1262 9447 SH SOLE 9447 0 0 ROWAN COMPANIES PLC A COM G7665A101 505 26800 SH SOLE 26800 0 0 SIGNET JEWELERS LTD COM G81276100 804 12200 SH SOLE 12200 0 0 STERIS PLC COM G84720104 2267 19817 SH SOLE 19817 0 0 TRANSOCEAN LTD COM H8817H100 1434 102800 SH SOLE 102800 0 0 CORE LABORATORIES N.V. COM N22717107 1193 10300 SH SOLE 10300 0 0