0001172661-20-001547.txt : 20200723
0001172661-20-001547.hdr.sgml : 20200723
20200723121607
ACCESSION NUMBER: 0001172661-20-001547
CONFORMED SUBMISSION TYPE: 13F-HR
PUBLIC DOCUMENT COUNT: 2
CONFORMED PERIOD OF REPORT: 20200630
FILED AS OF DATE: 20200723
DATE AS OF CHANGE: 20200723
EFFECTIVENESS DATE: 20200723
FILER:
COMPANY DATA:
COMPANY CONFORMED NAME: Stone Ridge Asset Management LLC
CENTRAL INDEX KEY: 0001584728
IRS NUMBER: 455371940
STATE OF INCORPORATION: DE
FISCAL YEAR END: 1031
FILING VALUES:
FORM TYPE: 13F-HR
SEC ACT: 1934 Act
SEC FILE NUMBER: 028-16654
FILM NUMBER: 201043199
BUSINESS ADDRESS:
STREET 1: 510 MADISON AVE
STREET 2: 21ST FLOOR
CITY: NEW YORK
STATE: NY
ZIP: 10022
BUSINESS PHONE: 212-257-4750
MAIL ADDRESS:
STREET 1: 510 MADISON AVE
STREET 2: 21ST FLOOR
CITY: NEW YORK
STATE: NY
ZIP: 10022
FORMER COMPANY:
FORMER CONFORMED NAME: Stone Ridge Asset Management, LLC
DATE OF NAME CHANGE: 20130820
13F-HR
1
primary_doc.xml
13F-HR
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false
0001584728
XXXXXXXX
06-30-2020
06-30-2020
false
Stone Ridge Asset Management LLC
510 Madison Ave
21st Floor
New York
NY
10022
13F HOLDINGS REPORT
028-16654
N
Lauren Macioce
General Counsel
212-202-3138
/s/ Lauren Macioce
New York
NY
07-23-2020
0
598
626339
INFORMATION TABLE
2
infotable.xml
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AARONS INC
COM PAR $0.50
002535300
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ACCO BRANDS CORP
COM
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315
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ACTIVISION BLIZZARD INC
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ACUSHNET HOLDINGS CORP
COM
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28165
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0
ADDUS HOMECARE CORP
COM
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ADTRAN INC
COM
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ADVANCE AUTO PARTS INC
COM
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0
ADVANCED MICRO DEVICES INC
COM
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AECOM
COM
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AGCO CORP
COM
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COM
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AMDOCS LTD
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AMEDISYS INC
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COM
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COM
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AMKOR TECHNOLOGY INC
COM
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AMPHENOL CORP NEW
CL A
032095101
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ANGIODYNAMICS INC
COM
03475V101
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ANTHEM INC
COM
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APPLE INC
COM
037833100
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43575
SH
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APPLIED INDL TECHNOLOGIES IN
COM
03820C105
495
7926
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APPLIED MATLS INC
COM
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APTARGROUP INC
COM
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ARCBEST CORP
COM
03937C105
218
8211
SH
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ARROW ELECTRS INC
COM
042735100
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18026
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ARTISAN PARTNERS ASSET MGMT
CL A
04316A108
534
16418
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ASBURY AUTOMOTIVE GROUP INC
COM
043436104
474
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ASGN INC
COM
00191U102
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ASSOCIATED BANC CORP
COM
045487105
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54096
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ASTRONICS CORP
COM
046433108
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AT&T INC
COM
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ATLANTIC POWER CORP
COM NEW
04878Q863
79
39515
SH
SOLE
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0
AUTOHOME INC
SP ADR RP CL A
05278C107
619
8200
SH
SOLE
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0
0
AUTONATION INC
COM
05329W102
541
14407
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AUTOZONE INC
COM
053332102
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1064
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AVANGRID INC
COM
05351W103
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SH
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AVANTOR INC
COM
05352A100
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AVERY DENNISON CORP
COM
053611109
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AVNET INC
COM
053807103
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AXALTA COATING SYS LTD
COM
G0750C108
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BAKER HUGHES COMPANY
CL A
05722G100
633
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BANCORP INC DEL
COM
05969A105
105
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BENCHMARK ELECTRS INC
COM
08160H101
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BERKLEY W R CORP
COM
084423102
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BERKSHIRE HATHAWAY INC DEL
CL B NEW
084670702
5618
31469
SH
SOLE
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BEST BUY INC
COM
086516101
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SH
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BIG LOTS INC
COM
089302103
221
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BK OF AMERICA CORP
COM
060505104
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BMC STK HLDGS INC
COM
05591B109
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BOISE CASCADE CO DEL
COM
09739D100
386
10267
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BOOKING HOLDINGS INC
COM
09857L108
578
363
SH
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BOOZ ALLEN HAMILTON HLDG COR
CL A
099502106
693
8913
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BOSTON BEER INC
CL A
100557107
259
482
SH
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BOSTON PRIVATE FINL HLDGS IN
COM
101119105
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BRADY CORP
CL A
104674106
432
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SH
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BRIGHTCOVE INC
COM
10921T101
98
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BROWN & BROWN INC
COM
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SH
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BUILDERS FIRSTSOURCE INC
COM
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CABOT CORP
COM
127055101
356
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SH
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CABOT OIL & GAS CORP
COM
127097103
872
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SH
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CACI INTL INC
CL A
127190304
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SH
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CAESARSTONE LTD
ORD SHS
M20598104
305
25789
SH
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CALERES INC
COM
129500104
108
13004
SH
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CALIX INC
COM
13100M509
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CAMPBELL SOUP CO
COM
134429109
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SH
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CANNAE HLDGS INC
COM
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CARDINAL HEALTH INC
COM
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CARS COM INC
COM
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CASELLA WASTE SYS INC
CL A
147448104
596
11426
SH
SOLE
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CATO CORP NEW
CL A
149205106
112
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SH
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CBIZ INC
COM
124805102
485
20224
SH
SOLE
20224
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CBOE GLOBAL MARKETS INC
COM
12503M108
325
3485
SH
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CECO ENVIRONMENTAL CORP
COM
125141101
116
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CENTENE CORP DEL
COM
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CENTRAL EUROPEAN MEDIA ENTRP
CL A NEW
G20045202
47
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CENTRAL GARDEN & PET CO
CL A NON-VTG
153527205
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CHANNELADVISOR CORP
COM
159179100
485
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SH
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CHEFS WHSE INC
COM
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CHEGG INC
COM
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CHEVRON CORP NEW
COM
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CHURCH & DWIGHT INC
COM
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SH
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CIENA CORP
COM NEW
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CIGNA CORP NEW
COM
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CINCINNATI FINL CORP
COM
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CINTAS CORP
COM
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CIRRUS LOGIC INC
COM
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CISCO SYS INC
COM
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CITRIX SYS INC
COM
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CLEAN HARBORS INC
COM
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CLOROX CO DEL
COM
189054109
651
2966
SH
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CNA FINL CORP
COM
126117100
421
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CL A
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COHEN & STEERS INC
COM
19247A100
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COLGATE PALMOLIVE CO
COM
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COMCAST CORP NEW
CL A
20030N101
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321000
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SOLE
321000
0
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COMMERCIAL METALS CO
COM
201723103
247
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COMMSCOPE HLDG CO INC
COM
20337X109
127
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SH
SOLE
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CONDUENT INC
COM
206787103
40
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SH
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CONOCOPHILLIPS
COM
20825C104
580
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SOLE
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CONSOL ENERGY INC NEW
COM
20854L108
58
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CONSOLIDATED WATER CO INC
ORD
G23773107
155
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0
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COOPER TIRE & RUBR CO
COM
216831107
216
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SH
SOLE
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0
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COPA HOLDINGS SA
CL A
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421
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SH
SOLE
8320
0
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COPART INC
COM
217204106
730
8763
SH
SOLE
8763
0
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CORELOGIC INC
COM
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883
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CORVEL CORP
COM
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SOLE
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COM
22160K105
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23070
SH
SOLE
23070
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COTY INC
COM CL A
222070203
66
14753
SH
SOLE
14753
0
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CRANE CO
COM
224399105
643
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SH
SOLE
10814
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CROCS INC
COM
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SOLE
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CROSS CTRY HEALTHCARE INC
COM
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221
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SH
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CROWN CASTLE INTL CORP NEW
COM
22822V101
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SH
SOLE
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0
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CUMMINS INC
COM
231021106
713
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SH
SOLE
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0
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CURTISS WRIGHT CORP
COM
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262
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SH
SOLE
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0
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CVR ENERGY INC
COM
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433
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SH
SOLE
21512
0
0
CVS HEALTH CORP
COM
126650100
3591
55270
SH
SOLE
55270
0
0
D R HORTON INC
COM
23331A109
434
7829
SH
SOLE
7829
0
0
DAKTRONICS INC
COM
234264109
376
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SH
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0
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DARLING INGREDIENTS INC
COM
237266101
305
12368
SH
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0
0
DECKERS OUTDOOR CORP
COM
243537107
2380
12117
SH
SOLE
12117
0
0
DELL TECHNOLOGIES INC
CL C
24703L202
436
7931
SH
SOLE
7931
0
0
DELTA AIR LINES INC DEL
COM NEW
247361702
235
8366
SH
SOLE
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0
0
DENNYS CORP
COM
24869P104
119
11819
SH
SOLE
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0
0
DENTSPLY SIRONA INC
COM
24906P109
719
16324
SH
SOLE
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0
0
DIGI INTL INC
COM
253798102
182
15663
SH
SOLE
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0
0
DIODES INC
COM
254543101
507
10003
SH
SOLE
10003
0
0
DISNEY WALT CO
COM DISNEY
254687106
2530
22690
SH
SOLE
22690
0
0
DOLBY LABORATORIES INC
COM CL A
25659T107
570
8648
SH
SOLE
8648
0
0
DOLLAR GEN CORP NEW
COM
256677105
1185
6220
SH
SOLE
6220
0
0
DOMINOS PIZZA INC
COM
25754A201
330
894
SH
SOLE
894
0
0
DONALDSON INC
COM
257651109
1058
22740
SH
SOLE
22740
0
0
DOVER CORP
COM
260003108
642
6650
SH
SOLE
6650
0
0
DOW INC
COM
260557103
212
5200
SH
SOLE
5200
0
0
DR REDDYS LABS LTD
ADR
256135203
892
16823
SH
SOLE
16823
0
0
DXC TECHNOLOGY CO
COM
23355L106
766
46408
SH
SOLE
46408
0
0
E TRADE FINANCIAL CORP
COM NEW
269246401
2410
48461
SH
SOLE
48461
0
0
EATON CORP PLC
SHS
G29183103
256
2923
SH
SOLE
2923
0
0
EBAY INC.
COM
278642103
873
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SH
SOLE
16641
0
0
ECHO GLOBAL LOGISTICS INC
COM
27875T101
453
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SH
SOLE
20972
0
0
ECOPETROL S A
SPONSORED ADS
279158109
277
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SH
SOLE
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0
0
EHEALTH INC
COM
28238P109
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SH
SOLE
13797
0
0
ELECTRONIC ARTS INC
COM
285512109
496
3753
SH
SOLE
3753
0
0
ELEMENT SOLUTIONS INC
COM
28618M106
173
15900
SH
SOLE
15900
0
0
EMCOR GROUP INC
COM
29084Q100
600
9065
SH
SOLE
9065
0
0
EMPLOYERS HOLDINGS INC
COM
292218104
340
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SH
SOLE
11273
0
0
ENCOMPASS HEALTH CORP
COM
29261A100
210
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SH
SOLE
3384
0
0
ENDURANCE INTL GROUP HLDGS I
COM
29272B105
103
25588
SH
SOLE
25588
0
0
ENEL AMERICAS S A
SPONSORED ADR
29274F104
321
42758
SH
SOLE
42758
0
0
ENEL CHILE S.A.
SPONSORED ADR
29278D105
48
12706
SH
SOLE
12706
0
0
ENNIS INC
COM
293389102
196
10805
SH
SOLE
10805
0
0
ENOVA INTL INC
COM
29357K103
349
23455
SH
SOLE
23455
0
0
ENSIGN GROUP INC
COM
29358P101
341
8150
SH
SOLE
8150
0
0
ENTRAVISION COMMUNICATIONS C
CL A
29382R107
36
24897
SH
SOLE
24897
0
0
EROS INTL PLC
SHS NEW
G3788M114
34
10673
SH
SOLE
10673
0
0
ESCO TECHNOLOGIES INC
COM
296315104
228
2694
SH
SOLE
2694
0
0
ETHAN ALLEN INTERIORS INC
COM
297602104
119
10070
SH
SOLE
10070
0
0
EURONET WORLDWIDE INC
COM
298736109
729
7609
SH
SOLE
7609
0
0
EVERCORE INC
CLASS A
29977A105
715
12137
SH
SOLE
12137
0
0
EVERGY INC
COM
30034W106
314
5292
SH
SOLE
5292
0
0
EVOLUTION PETROLEUM CORP
COM
30049A107
55
19534
SH
SOLE
19534
0
0
EXPEDITORS INTL WASH INC
COM
302130109
1656
21781
SH
SOLE
21781
0
0
EXPONENT INC
COM
30214U102
908
11216
SH
SOLE
11216
0
0
EXTENDED STAY AMER INC
UNIT 99/99/9999B
30224P200
304
27175
SH
SOLE
27175
0
0
EXTREME NETWORKS INC
COM
30226D106
65
14904
SH
SOLE
14904
0
0
EXXON MOBIL CORP
COM
30231G102
344
7700
SH
SOLE
7700
0
0
EZCORP INC
CL A NON VTG
302301106
324
51375
SH
SOLE
51375
0
0
F5 NETWORKS INC
COM
315616102
681
4885
SH
SOLE
4885
0
0
FABRINET
SHS
G3323L100
336
5390
SH
SOLE
5390
0
0
FACEBOOK INC
CL A
30303M102
18205
80172
SH
SOLE
80172
0
0
FEDERAL SIGNAL CORP
COM
313855108
580
19515
SH
SOLE
19515
0
0
FEDERATED HERMES INC
CL B
314211103
729
30775
SH
SOLE
30775
0
0
FIDELITY NATIONAL FINANCIAL
FNF GROUP COM
31620R303
1524
49718
SH
SOLE
49718
0
0
FIRST AMERN FINL CORP
COM
31847R102
1833
38168
SH
SOLE
38168
0
0
FIRST BANCORP P R
COM NEW
318672706
471
84277
SH
SOLE
84277
0
0
FIRST COMWLTH FINL CORP PA
COM
319829107
208
25087
SH
SOLE
25087
0
0
FIRST HAWAIIAN INC
COM
32051X108
381
22074
SH
SOLE
22074
0
0
FIRST INTST BANCSYSTEM INC
COM CL A
32055Y201
280
9029
SH
SOLE
9029
0
0
FIVE9 INC
COM
338307101
908
8208
SH
SOLE
8208
0
0
FLIR SYS INC
COM
302445101
1161
28625
SH
SOLE
28625
0
0
FLOWERS FOODS INC
COM
343498101
1123
50239
SH
SOLE
50239
0
0
FLWS/1-800 FLOWERS
CL A
68243Q106
536
26767
SH
SOLE
26767
0
0
FOOT LOCKER INC
COM
344849104
438
15023
SH
SOLE
15023
0
0
FORD MTR CO DEL
COM
345370860
1104
181553
SH
SOLE
181553
0
0
FORMFACTOR INC
COM
346375108
449
15311
SH
SOLE
15311
0
0
FORTUNE BRANDS HOME & SEC IN
COM
34964C106
629
9837
SH
SOLE
9837
0
0
FORWARD AIR CORP
COM
349853101
256
5142
SH
SOLE
5142
0
0
FOSSIL GROUP INC
COM
34988V106
57
12262
SH
SOLE
12262
0
0
FOUNDATION BLDG MATLS INC
COM
350392106
283
18153
SH
SOLE
18153
0
0
FOX CORP
CL B COM
35137L204
477
17776
SH
SOLE
17776
0
0
FRANKLIN COVEY CO
COM
353469109
207
9672
SH
SOLE
9672
0
0
FRANKLIN ELEC INC
COM
353514102
229
4360
SH
SOLE
4360
0
0
FTI CONSULTING INC
COM
302941109
399
3480
SH
SOLE
3480
0
0
FUTUREFUEL CORP
COM
36116M106
366
30648
SH
SOLE
30648
0
0
GALLAGHER ARTHUR J & CO
COM
363576109
449
4603
SH
SOLE
4603
0
0
GARMIN LTD
SHS
H2906T109
987
10126
SH
SOLE
10126
0
0
GENERAC HLDGS INC
COM
368736104
379
3107
SH
SOLE
3107
0
0
GENERAL MLS INC
COM
370334104
1011
16396
SH
SOLE
16396
0
0
GENPACT LIMITED
SHS
G3922B107
1624
44457
SH
SOLE
44457
0
0
GENTEX CORP
COM
371901109
957
37128
SH
SOLE
37128
0
0
GENUINE PARTS CO
COM
372460105
579
6655
SH
SOLE
6655
0
0
GIBRALTAR INDS INC
COM
374689107
406
8452
SH
SOLE
8452
0
0
GILEAD SCIENCES INC
COM
375558103
11541
150000
SH
SOLE
150000
0
0
GLATFELTER
COM
377316104
200
12467
SH
SOLE
12467
0
0
GLU MOBILE INC
COM
379890106
462
49814
SH
SOLE
49814
0
0
GMS INC
COM
36251C103
491
19951
SH
SOLE
19951
0
0
GRACO INC
COM
384109104
308
6426
SH
SOLE
6426
0
0
GRAFTECH INTL LTD
COM
384313508
171
21389
SH
SOLE
21389
0
0
GRAINGER W W INC
COM
384802104
1149
3658
SH
SOLE
3658
0
0
GRAPHIC PACKAGING HLDG CO
COM
388689101
1059
75700
SH
SOLE
75700
0
0
GREAT LAKES DREDGE & DOCK CO
COM
390607109
218
23490
SH
SOLE
23490
0
0
GREEN DOT CORP
CL A
39304D102
465
9468
SH
SOLE
9468
0
0
HACKETT GROUP INC
COM
404609109
228
16808
SH
SOLE
16808
0
0
HAEMONETICS CORP
COM
405024100
369
4122
SH
SOLE
4122
0
0
HAIN CELESTIAL GROUP INC
COM
405217100
409
12967
SH
SOLE
12967
0
0
HALLIBURTON CO
COM
406216101
296
22785
SH
SOLE
22785
0
0
HANOVER INS GROUP INC
COM
410867105
1386
13683
SH
SOLE
13683
0
0
HARTFORD FINL SVCS GROUP INC
COM
416515104
823
21355
SH
SOLE
21355
0
0
HAVERTY FURNITURE INC
COM
419596101
351
21951
SH
SOLE
21951
0
0
HAWAIIAN ELEC INDUSTRIES
COM
419870100
498
13815
SH
SOLE
13815
0
0
HD SUPPLY HLDGS INC
COM
40416M105
332
9589
SH
SOLE
9589
0
0
HEARTLAND EXPRESS INC
COM
422347104
273
13094
SH
SOLE
13094
0
0
HEICO CORP NEW
COM
422806109
350
3515
SH
SOLE
3515
0
0
HEIDRICK & STRUGGLES INTL IN
COM
422819102
277
12822
SH
SOLE
12822
0
0
HENRY JACK & ASSOC INC
COM
426281101
856
4649
SH
SOLE
4649
0
0
HENRY SCHEIN INC
COM
806407102
236
4049
SH
SOLE
4049
0
0
HERBALIFE NUTRITION LTD
COM SHS
G4412G101
344
7653
SH
SOLE
7653
0
0
HERITAGE COMMERCE CORP
COM
426927109
131
17492
SH
SOLE
17492
0
0
HERITAGE INS HLDGS INC
COM
42727J102
621
47412
SH
SOLE
47412
0
0
HERSHEY CO
COM
427866108
1351
10419
SH
SOLE
10419
0
0
HEXCEL CORP NEW
COM
428291108
742
16418
SH
SOLE
16418
0
0
HIBBETT SPORTS INC
COM
428567101
239
11396
SH
SOLE
11396
0
0
HNI CORP
COM
404251100
902
29500
SH
SOLE
29500
0
0
HOME BANCSHARES INC
COM
436893200
209
13586
SH
SOLE
13586
0
0
HOME DEPOT INC
COM
437076102
969
3870
SH
SOLE
3870
0
0
HOPE BANCORP INC
COM
43940T109
175
18961
SH
SOLE
18961
0
0
HORMEL FOODS CORP
COM
440452100
708
14666
SH
SOLE
14666
0
0
HOUGHTON MIFFLIN HARCOURT CO
COM
44157R109
52
28884
SH
SOLE
28884
0
0
HOULIHAN LOKEY INC
CL A
441593100
592
10641
SH
SOLE
10641
0
0
HP INC
COM
40434L105
5175
296928
SH
SOLE
296928
0
0
HUB GROUP INC
CL A
443320106
382
7989
SH
SOLE
7989
0
0
HUBBELL INC
COM
443510607
371
2957
SH
SOLE
2957
0
0
HUDSON LTD
COM CL A
G46408103
132
27019
SH
SOLE
27019
0
0
HUMANA INC
COM
444859102
4905
12651
SH
SOLE
12651
0
0
HUNTSMAN CORP
COM
447011107
371
20619
SH
SOLE
20619
0
0
HURON CONSULTING GROUP INC
COM
447462102
263
5935
SH
SOLE
5935
0
0
ICF INTL INC
COM
44925C103
299
4607
SH
SOLE
4607
0
0
ICICI BANK LIMITED
ADR
45104G104
395
42500
SH
SOLE
42500
0
0
IDEX CORP
COM
45167R104
769
4869
SH
SOLE
4869
0
0
INFOSYS LTD
SPONSORED ADR
456788108
1288
133300
SH
SOLE
133300
0
0
INGLES MKTS INC
CL A
457030104
497
11542
SH
SOLE
11542
0
0
INGREDION INC
COM
457187102
920
11085
SH
SOLE
11085
0
0
INPHI CORP
COM
45772F107
587
4994
SH
SOLE
4994
0
0
INSPERITY INC
COM
45778Q107
807
12468
SH
SOLE
12468
0
0
INTEL CORP
COM
458140100
1537
25686
SH
SOLE
25686
0
0
INTER PARFUMS INC
COM
458334109
383
7955
SH
SOLE
7955
0
0
INTERNATIONAL BUSINESS MACHS
COM
459200101
263
2174
SH
SOLE
2174
0
0
INTL PAPER CO
COM
460146103
304
8648
SH
SOLE
8648
0
0
INTUIT
COM
461202103
14989
50605
SH
SOLE
50605
0
0
IRADIMED CORP
COM
46266A109
408
17598
SH
SOLE
17598
0
0
ITT INC
COM
45073V108
926
15756
SH
SOLE
15756
0
0
JABIL INC
COM
466313103
818
25495
SH
SOLE
25495
0
0
JACOBS ENGR GROUP INC
COM
469814107
637
7514
SH
SOLE
7514
0
0
JD.COM INC
SPON ADR CL A
47215P106
2746
45625
SH
SOLE
45625
0
0
JETBLUE AWYS CORP
COM
477143101
307
28149
SH
SOLE
28149
0
0
JOHNSON & JOHNSON
COM
478160104
21516
153000
SH
SOLE
153000
0
0
JOHNSON OUTDOORS INC
CL A
479167108
346
3800
SH
SOLE
3800
0
0
JOYY INC
ADS REPSTG COM A
46591M109
580
6547
SH
SOLE
6547
0
0
JPMORGAN CHASE & CO
COM
46625H100
17871
190000
SH
SOLE
190000
0
0
JUNIPER NETWORKS INC
COM
48203R104
688
30076
SH
SOLE
30076
0
0
K12 INC
COM
48273U102
498
18294
SH
SOLE
18294
0
0
KAMAN CORP
COM
483548103
482
11598
SH
SOLE
11598
0
0
KB HOME
COM
48666K109
636
20714
SH
SOLE
20714
0
0
KELLY SVCS INC
CL A
488152208
547
34572
SH
SOLE
34572
0
0
KEMPER CORP DEL
COM
488401100
322
4441
SH
SOLE
4441
0
0
KFORCE INC
COM
493732101
221
7567
SH
SOLE
7567
0
0
KIMBALL INTL INC
CL B
494274103
216
18713
SH
SOLE
18713
0
0
KIMBERLY CLARK CORP
COM
494368103
786
5561
SH
SOLE
5561
0
0
KINSALE CAP GROUP INC
COM
49714P108
1608
10357
SH
SOLE
10357
0
0
KNOLL INC
COM NEW
498904200
396
32497
SH
SOLE
32497
0
0
KOHLS CORP
COM
500255104
637
30677
SH
SOLE
30677
0
0
KOSMOS ENERGY LTD
COM
500688106
65
39122
SH
SOLE
39122
0
0
KRAFT HEINZ CO
COM
500754106
2417
75804
SH
SOLE
75804
0
0
KROGER CO
COM
501044101
3983
117658
SH
SOLE
117658
0
0
KVH INDS INC
COM
482738101
154
17230
SH
SOLE
17230
0
0
L BRANDS INC
COM
501797104
369
24654
SH
SOLE
24654
0
0
LA Z BOY INC
COM
505336107
280
10343
SH
SOLE
10343
0
0
LABORATORY CORP AMER HLDGS
COM NEW
50540R409
266
1600
SH
SOLE
1600
0
0
LAM RESEARCH CORP
COM
512807108
221
683
SH
SOLE
683
0
0
LATTICE SEMICONDUCTOR CORP
COM
518415104
296
10428
SH
SOLE
10428
0
0
LAWSON PRODS INC
COM
520776105
502
15573
SH
SOLE
15573
0
0
LEAR CORP
COM NEW
521865204
508
4663
SH
SOLE
4663
0
0
LEIDOS HOLDINGS INC
COM
525327102
1235
13188
SH
SOLE
13188
0
0
LENNAR CORP
CL A
526057104
1330
21592
SH
SOLE
21592
0
0
LHC GROUP INC
COM
50187A107
1505
8636
SH
SOLE
8636
0
0
LIBERTY MEDIA CORP DEL
COM A SIRIUSXM
531229409
385
11144
SH
SOLE
11144
0
0
LIBERTY OILFIELD SVCS INC
COM CL A
53115L104
65
11800
SH
SOLE
11800
0
0
LIBERTY TRIPADVISOR HLDGS IN
COM SER A
531465102
44
20802
SH
SOLE
20802
0
0
LINCOLN ELEC HLDGS INC
COM
533900106
368
4373
SH
SOLE
4373
0
0
LIONS GATE ENTMNT CORP
CL A VTG
535919401
217
29232
SH
SOLE
29232
0
0
LIONS GATE ENTMNT CORP
CL B NON VTG
535919500
548
80182
SH
SOLE
80182
0
0
LIQUIDITY SERVICES INC
COM
53635B107
68
11398
SH
SOLE
11398
0
0
LIVEPERSON INC
COM
538146101
299
7227
SH
SOLE
7227
0
0
LIVONGO HEALTH INC
COM
539183103
262
3489
SH
SOLE
3489
0
0
LKQ CORP
COM
501889208
1403
53554
SH
SOLE
53554
0
0
LOCKHEED MARTIN CORP
COM
539830109
18246
50000
SH
SOLE
50000
0
0
LOGMEIN INC
COM
54142L109
694
8185
SH
SOLE
8185
0
0
LPL FINL HLDGS INC
COM
50212V100
286
3653
SH
SOLE
3653
0
0
M/I HOMES INC
COM
55305B101
414
12018
SH
SOLE
12018
0
0
MACQUARIE INFRASTRUCTURE COR
COM
55608B105
243
7912
SH
SOLE
7912
0
0
MACYS INC
COM
55616P104
346
50268
SH
SOLE
50268
0
0
MADDEN STEVEN LTD
COM
556269108
424
17174
SH
SOLE
17174
0
0
MAGELLAN HEALTH INC
COM NEW
559079207
291
3990
SH
SOLE
3990
0
0
MAGNOLIA OIL & GAS CORP
CL A
559663109
164
27100
SH
SOLE
27100
0
0
MALIBU BOATS INC
COM CL A
56117J100
425
8184
SH
SOLE
8184
0
0
MANHATTAN ASSOCS INC
COM
562750109
1104
11717
SH
SOLE
11717
0
0
MANPOWERGROUP INC
COM
56418H100
629
9149
SH
SOLE
9149
0
0
MANTECH INTL CORP
CL A
564563104
1389
20280
SH
SOLE
20280
0
0
MARCUS & MILLICHAP INC
COM
566324109
229
7945
SH
SOLE
7945
0
0
MARKEL CORP
COM
570535104
203
220
SH
SOLE
220
0
0
MARKETAXESS HLDGS INC
COM
57060D108
401
800
SH
SOLE
800
0
0
MARVELL TECHNOLOGY GROUP LTD
ORD
G5876H105
265
7546
SH
SOLE
7546
0
0
MASTERCARD INCORPORATED
CL A
57636Q104
4507
15243
SH
SOLE
15243
0
0
MATERION CORP
COM
576690101
502
8171
SH
SOLE
8171
0
0
MATRIX SVC CO
COM
576853105
288
29622
SH
SOLE
29622
0
0
MAXIMUS INC
COM
577933104
517
7343
SH
SOLE
7343
0
0
MCGRATH RENTCORP
COM
580589109
375
6945
SH
SOLE
6945
0
0
MCKESSON CORP
COM
58155Q103
492
3204
SH
SOLE
3204
0
0
MEDNAX INC
COM
58502B106
246
14391
SH
SOLE
14391
0
0
MEDPACE HLDGS INC
COM
58506Q109
863
9273
SH
SOLE
9273
0
0
MERCURY GENL CORP NEW
COM
589400100
759
18618
SH
SOLE
18618
0
0
MERIDIAN BIOSCIENCE INC
COM
589584101
1035
44432
SH
SOLE
44432
0
0
MERITAGE HOMES CORP
COM
59001A102
525
6895
SH
SOLE
6895
0
0
MESA AIR GROUP INC
COM NEW
590479135
59
17100
SH
SOLE
17100
0
0
METLIFE INC
COM
59156R108
2325
63657
SH
SOLE
63657
0
0
MGIC INVT CORP WIS
COM
552848103
220
26905
SH
SOLE
26905
0
0
MICHAELS COS INC
COM
59408Q106
397
56187
SH
SOLE
56187
0
0
MICROSOFT CORP
COM
594918104
354
1740
SH
SOLE
1740
0
0
MIDDLEBY CORP
COM
596278101
205
2600
SH
SOLE
2600
0
0
MILLER HERMAN INC
COM
600544100
535
22659
SH
SOLE
22659
0
0
MILLER INDS INC TENN
COM NEW
600551204
248
8316
SH
SOLE
8316
0
0
MISTRAS GROUP INC
COM
60649T107
92
23247
SH
SOLE
23247
0
0
MOBILE TELESYSTEMS PJSC
SPONSORED ADR
607409109
371
40320
SH
SOLE
40320
0
0
MOBILEIRON INC
COM NEW
60739U204
171
34631
SH
SOLE
34631
0
0
MODEL N INC
COM
607525102
200
5765
SH
SOLE
5765
0
0
MODINE MFG CO
COM
607828100
211
38208
SH
SOLE
38208
0
0
MOLINA HEALTHCARE INC
COM
60855R100
475
2670
SH
SOLE
2670
0
0
MOMO INC
ADR
60879B107
510
29167
SH
SOLE
29167
0
0
MORNINGSTAR INC
COM
617700109
600
4259
SH
SOLE
4259
0
0
MRC GLOBAL INC
COM
55345K103
93
15800
SH
SOLE
15800
0
0
MSC INDL DIRECT INC
CL A
553530106
962
13215
SH
SOLE
13215
0
0
MUELLER INDS INC
COM
624756102
604
22721
SH
SOLE
22721
0
0
MUELLER WTR PRODS INC
COM SER A
624758108
98
10378
SH
SOLE
10378
0
0
MURPHY USA INC
COM
626755102
416
3696
SH
SOLE
3696
0
0
MYERS INDS INC
COM
628464109
153
10537
SH
SOLE
10537
0
0
NATIONAL GEN HLDGS CORP
COM
636220303
799
36988
SH
SOLE
36988
0
0
NATIONAL INSTRS CORP
COM
636518102
1329
34329
SH
SOLE
34329
0
0
NATURAL GROCERS BY VITAMIN C
COM
63888U108
218
14654
SH
SOLE
14654
0
0
NEOGENOMICS INC
COM NEW
64049M209
1049
33867
SH
SOLE
33867
0
0
NEOPHOTONICS CORP
COM
64051T100
153
17200
SH
SOLE
17200
0
0
NETAPP INC
COM
64110D104
526
11848
SH
SOLE
11848
0
0
NETEASE INC
SPONSORED ADS
64110W102
1202
2800
SH
SOLE
2800
0
0
NEW ORIENTAL ED & TECHNOLOGY
SPON ADR
647581107
755
5798
SH
SOLE
5798
0
0
NEW YORK TIMES CO
CL A
650111107
360
8577
SH
SOLE
8577
0
0
NEWELL BRANDS INC
COM
651229106
1487
93654
SH
SOLE
93654
0
0
NEWMARK GROUP INC
CL A
65158N102
145
29800
SH
SOLE
29800
0
0
NEWMONT CORP
COM
651639106
2651
42946
SH
SOLE
42946
0
0
NEWPARK RES INC
COM PAR $.01NEW
651718504
36
16111
SH
SOLE
16111
0
0
NEWS CORP NEW
CL A
65249B109
829
69898
SH
SOLE
69898
0
0
NEXTGEN HEALTHCARE INC
COM
65343C102
252
22963
SH
SOLE
22963
0
0
NEXTIER OILFIELD SOLUTIONS
COM
65290C105
300
122406
SH
SOLE
122406
0
0
NIC INC
COM
62914B100
460
20038
SH
SOLE
20038
0
0
NIKE INC
CL B
654106103
587
5990
SH
SOLE
5990
0
0
NMI HLDGS INC
CL A
629209305
291
18091
SH
SOLE
18091
0
0
NOAH HLDGS LTD
SPON ADS CL A
65487X102
519
20376
SH
SOLE
20376
0
0
NOW INC
COM
67011P100
600
69484
SH
SOLE
69484
0
0
NU SKIN ENTERPRISES INC
CL A
67018T105
2536
66336
SH
SOLE
66336
0
0
NUANCE COMMUNICATIONS INC
COM
67020Y100
732
28937
SH
SOLE
28937
0
0
NUCOR CORP
COM
670346105
532
12853
SH
SOLE
12853
0
0
NVENT ELECTRIC PLC
SHS
G6700G107
810
43253
SH
SOLE
43253
0
0
NVIDIA CORPORATION
COM
67066G104
336
885
SH
SOLE
885
0
0
NVR INC
COM
62944T105
1395
428
SH
SOLE
428
0
0
OFFICE DEPOT INC
COM
676220106
110
47000
SH
SOLE
47000
0
0
OFG BANCORP
COM
67103X102
238
17764
SH
SOLE
17764
0
0
OIL STS INTL INC
COM
678026105
123
25800
SH
SOLE
25800
0
0
OKTA INC
CL A
679295105
7609
38000
SH
SOLE
38000
0
0
ORASURE TECHNOLOGIES INC
COM
68554V108
262
22515
SH
SOLE
22515
0
0
ORBCOMM INC
COM
68555P100
43
11200
SH
SOLE
11200
0
0
ORION ENGINEERED CARBONS S A
COM
L72967109
116
11000
SH
SOLE
11000
0
0
ORTHOFIX MED INC
COM
68752M108
237
7405
SH
SOLE
7405
0
0
OSHKOSH CORP
COM
688239201
328
4583
SH
SOLE
4583
0
0
OWENS & MINOR INC NEW
COM
690732102
120
15811
SH
SOLE
15811
0
0
OWENS CORNING NEW
COM
690742101
427
7655
SH
SOLE
7655
0
0
PACIFIC PREMIER BANCORP
COM
69478X105
291
13415
SH
SOLE
13415
0
0
PAR PACIFIC HOLDINGS INC
COM NEW
69888T207
91
10100
SH
SOLE
10100
0
0
PATRICK INDS INC
COM
703343103
387
6311
SH
SOLE
6311
0
0
PATTERSON COS INC
COM
703395103
258
11714
SH
SOLE
11714
0
0
PAYPAL HLDGS INC
COM
70450Y103
2152
12349
SH
SOLE
12349
0
0
PEGASYSTEMS INC
COM
705573103
247
2443
SH
SOLE
2443
0
0
PENTAIR PLC
SHS
G7S00T104
574
15114
SH
SOLE
15114
0
0
PERFICIENT INC
COM
71375U101
779
21773
SH
SOLE
21773
0
0
PERFORMANCE FOOD GROUP CO
COM
71377A103
1453
49867
SH
SOLE
49867
0
0
PERKINELMER INC
COM
714046109
282
2878
SH
SOLE
2878
0
0
PERSPECTA INC
COM
715347100
344
14828
SH
SOLE
14828
0
0
PFIZER INC
COM
717081103
645
19712
SH
SOLE
19712
0
0
PGT INNOVATIONS INC
COM
69336V101
221
14111
SH
SOLE
14111
0
0
PHOTRONICS INC
COM
719405102
322
28892
SH
SOLE
28892
0
0
PILGRIMS PRIDE CORP
COM
72147K108
324
19204
SH
SOLE
19204
0
0
POOL CORPORATION
COM
73278L105
595
2189
SH
SOLE
2189
0
0
POPULAR INC
COM NEW
733174700
538
14484
SH
SOLE
14484
0
0
PORTLAND GEN ELEC CO
COM NEW
736508847
239
5720
SH
SOLE
5720
0
0
PPG INDS INC
COM
693506107
702
6620
SH
SOLE
6620
0
0
PREMIER INC
CL A
74051N102
768
22418
SH
SOLE
22418
0
0
PRICESMART INC
COM
741511109
373
6187
SH
SOLE
6187
0
0
PRINCIPAL FINANCIAL GROUP IN
COM
74251V102
897
21591
SH
SOLE
21591
0
0
PROCTER AND GAMBLE CO
COM
742718109
2479
20729
SH
SOLE
20729
0
0
PROGRESSIVE CORP OHIO
COM
743315103
1408
17571
SH
SOLE
17571
0
0
PROPETRO HLDG CORP
COM
74347M108
115
22400
SH
SOLE
22400
0
0
PROVIDENCE SVC CORP
COM
743815102
320
4049
SH
SOLE
4049
0
0
PULTE GROUP INC
COM
745867101
1569
46093
SH
SOLE
46093
0
0
PVH CORPORATION
COM
693656100
255
5315
SH
SOLE
5315
0
0
PZENA INVESTMENT MGMT INC
CLASS A
74731Q103
349
64185
SH
SOLE
64185
0
0
QAD INC
CL A
74727D306
299
7250
SH
SOLE
7250
0
0
QIAGEN NV
SHS NEW
N72482123
1847
43152
SH
SOLE
43152
0
0
QUAD / GRAPHICS INC
COM CL A
747301109
89
27263
SH
SOLE
27263
0
0
QUALCOMM INC
COM
747525103
812
8900
SH
SOLE
8900
0
0
QUANEX BUILDING PRODUCTS COR
COM
747619104
151
10900
SH
SOLE
10900
0
0
QUIDEL CORP
COM
74838J101
1427
6379
SH
SOLE
6379
0
0
QUINSTREET INC
COM
74874Q100
271
25900
SH
SOLE
25900
0
0
QUOTIENT TECHNOLOGY INC
COM
749119103
98
13400
SH
SOLE
13400
0
0
QURATE RETAIL INC
COM SER A
74915M100
1108
116623
SH
SOLE
116623
0
0
RADIAN GROUP INC
COM
750236101
331
21317
SH
SOLE
21317
0
0
RADIANT LOGISTICS INC
COM
75025X100
439
111756
SH
SOLE
111756
0
0
RAVEN INDS INC
COM
754212108
204
9504
SH
SOLE
9504
0
0
RAYTHEON TECHNOLOGIES CORP
COM
75513E101
1164
18885
SH
SOLE
18885
0
0
REGAL BELOIT CORP
COM
758750103
446
5113
SH
SOLE
5113
0
0
REGIONS FINANCIAL CORP NEW
COM
7591EP100
579
52028
SH
SOLE
52028
0
0
REINSURANCE GRP OF AMERICA I
COM NEW
759351604
987
12587
SH
SOLE
12587
0
0
RELIANCE STEEL & ALUMINUM CO
COM
759509102
1033
10883
SH
SOLE
10883
0
0
RENAISSANCERE HOLDINGS LTD
COM
G7496G103
987
5771
SH
SOLE
5771
0
0
RENEWABLE ENERGY GROUP INC
COM NEW
75972A301
749
30246
SH
SOLE
30246
0
0
RENT A CTR INC NEW
COM
76009N100
818
29410
SH
SOLE
29410
0
0
REPLIGEN CORP
COM
759916109
653
5281
SH
SOLE
5281
0
0
REPUBLIC SVCS INC
COM
760759100
824
10041
SH
SOLE
10041
0
0
RESMED INC
COM
761152107
412
2148
SH
SOLE
2148
0
0
RESOURCES CONNECTION INC
COM
76122Q105
355
29673
SH
SOLE
29673
0
0
REXNORD CORP
COM
76169B102
358
12298
SH
SOLE
12298
0
0
RH
COM
74967X103
239
959
SH
SOLE
959
0
0
RIBBON COMMUNICATIONS INC
COM
762544104
138
35188
SH
SOLE
35188
0
0
RLI CORP
COM
749607107
640
7796
SH
SOLE
7796
0
0
ROBERT HALF INTL INC
COM
770323103
1587
30038
SH
SOLE
30038
0
0
ROLLINS INC
COM
775711104
639
15070
SH
SOLE
15070
0
0
ROSS STORES INC
COM
778296103
480
5630
SH
SOLE
5630
0
0
ROYAL GOLD INC
COM
780287108
983
7905
SH
SOLE
7905
0
0
RPC INC
COM
749660106
198
64203
SH
SOLE
64203
0
0
RPM INTL INC
COM
749685103
1124
14978
SH
SOLE
14978
0
0
RUSH ENTERPRISES INC
CL A
781846209
287
6931
SH
SOLE
6931
0
0
RYERSON HLDG CORP
COM
783754104
65
11506
SH
SOLE
11506
0
0
SABRE CORP
COM
78573M104
313
38842
SH
SOLE
38842
0
0
SALLY BEAUTY HLDGS INC
COM
79546E104
594
47376
SH
SOLE
47376
0
0
SANMINA CORPORATION
COM
801056102
222
8861
SH
SOLE
8861
0
0
SCHNEIDER NATIONAL INC
CL B
80689H102
1156
46852
SH
SOLE
46852
0
0
SCHOLASTIC CORP
COM
807066105
465
15534
SH
SOLE
15534
0
0
SEI INVTS CO
COM
784117103
1065
19366
SH
SOLE
19366
0
0
SELECT ENERGY SVCS INC
CL A COM
81617J301
161
32952
SH
SOLE
32952
0
0
SELECTIVE INS GROUP INC
COM
816300107
515
9764
SH
SOLE
9764
0
0
SENSATA TECHNOLOGIES HLDNG P
SHS
G8060N102
333
8939
SH
SOLE
8939
0
0
SERVICEMASTER GLOBAL HLDGS I
COM
81761R109
463
12981
SH
SOLE
12981
0
0
SHOE CARNIVAL INC
COM
824889109
250
8544
SH
SOLE
8544
0
0
SHYFT GROUP INC
COM
825698103
274
16248
SH
SOLE
16248
0
0
SILGAN HOLDINGS INC
COM
827048109
790
24381
SH
SOLE
24381
0
0
SIMPSON MANUFACTURING CO INC
COM
829073105
543
6439
SH
SOLE
6439
0
0
SINA CORP
ORD
G81477104
702
19556
SH
SOLE
19556
0
0
SKECHERS U S A INC
CL A
830566105
453
14431
SH
SOLE
14431
0
0
SKYLINE CHAMPION CORPORATION
COM
830830105
251
10300
SH
SOLE
10300
0
0
SKYWORKS SOLUTIONS INC
COM
83088M102
756
5916
SH
SOLE
5916
0
0
SMITH A O CORP
COM
831865209
646
13719
SH
SOLE
13719
0
0
SOLARIS OILFIELD INFRSTR INC
COM CL A
83418M103
174
23400
SH
SOLE
23400
0
0
SONIC AUTOMOTIVE INC
CL A
83545G102
205
6409
SH
SOLE
6409
0
0
SONOCO PRODS CO
COM
835495102
737
14102
SH
SOLE
14102
0
0
SOUTHWEST AIRLS CO
COM
844741108
1190
34806
SH
SOLE
34806
0
0
SPARTANNASH CO
COM
847215100
299
14084
SH
SOLE
14084
0
0
SPORTSMANS WHSE HLDGS INC
COM
84920Y106
606
42534
SH
SOLE
42534
0
0
SPROUTS FMRS MKT INC
COM
85208M102
2655
103767
SH
SOLE
103767
0
0
SS&C TECHNOLOGIES HLDGS INC
COM
78467J100
735
13019
SH
SOLE
13019
0
0
STAAR SURGICAL CO
COM PAR $0.01
852312305
602
9776
SH
SOLE
9776
0
0
STAMPS COM INC
COM NEW
852857200
547
2977
SH
SOLE
2977
0
0
STEELCASE INC
CL A
858155203
646
53565
SH
SOLE
53565
0
0
STERIS PLC
SHS USD
G8473T100
1385
9025
SH
SOLE
9025
0
0
STERLING BANCORP DEL
COM
85917A100
355
30292
SH
SOLE
30292
0
0
STERLING CONSTRUCTION CO INC
COM
859241101
121
11593
SH
SOLE
11593
0
0
STEWART INFORMATION SVCS COR
COM
860372101
248
7619
SH
SOLE
7619
0
0
STURM RUGER & CO INC
COM
864159108
296
3894
SH
SOLE
3894
0
0
SYKES ENTERPRISES INC
COM
871237103
412
14909
SH
SOLE
14909
0
0
SYNAPTICS INC
COM
87157D109
216
3586
SH
SOLE
3586
0
0
SYNNEX CORP
COM
87162W100
788
6576
SH
SOLE
6576
0
0
SYSCO CORP
COM
871829107
352
6445
SH
SOLE
6445
0
0
SYSTEMAX INC
COM
871851101
718
34932
SH
SOLE
34932
0
0
TABULA RASA HEALTHCARE INC
COM
873379101
846
15450
SH
SOLE
15450
0
0
TAKE-TWO INTERACTIVE SOFTWAR
COM
874054109
501
3592
SH
SOLE
3592
0
0
TAL EDUCATION GROUP
SPONSORED ADS
874080104
477
6977
SH
SOLE
6977
0
0
TAPESTRY INC
COM
876030107
205
15416
SH
SOLE
15416
0
0
TARGET CORP
COM
87612E106
4718
39342
SH
SOLE
39342
0
0
TATA MTRS LTD
SPONSORED ADR
876568502
167
25494
SH
SOLE
25494
0
0
TAYLOR MORRISON HOME CORP
COM
87724P106
623
32301
SH
SOLE
32301
0
0
TD AMERITRADE HLDG CORP
COM
87236Y108
327
9000
SH
SOLE
9000
0
0
TECH DATA CORP
COM
878237106
789
5439
SH
SOLE
5439
0
0
TECHTARGET INC
COM
87874R100
440
14667
SH
SOLE
14667
0
0
TELADOC HEALTH INC
COM
87918A105
847
4438
SH
SOLE
4438
0
0
TELENAV INC
COM
879455103
82
14977
SH
SOLE
14977
0
0
TERADYNE INC
COM
880770102
715
8465
SH
SOLE
8465
0
0
TETRA TECH INC NEW
COM
88162G103
784
9913
SH
SOLE
9913
0
0
TEXTRON INC
COM
883203101
721
21910
SH
SOLE
21910
0
0
THERMON GROUP HLDGS INC
COM
88362T103
174
11944
SH
SOLE
11944
0
0
TILLYS INC
CL A
886885102
199
35032
SH
SOLE
35032
0
0
TIMKEN CO
COM
887389104
200
4400
SH
SOLE
4400
0
0
TIMKENSTEEL CORP
COM
887399103
50
12963
SH
SOLE
12963
0
0
TORO CO
COM
891092108
429
6468
SH
SOLE
6468
0
0
TRACTOR SUPPLY CO
COM
892356106
888
6738
SH
SOLE
6738
0
0
TRANE TECHNOLOGIES PLC
SHS
G8994E103
311
3500
SH
SOLE
3500
0
0
TRANSUNION
COM
89400J107
444
5100
SH
SOLE
5100
0
0
TRAVELERS COMPANIES INC
COM
89417E109
685
6006
SH
SOLE
6006
0
0
TREDEGAR CORP
COM
894650100
325
21132
SH
SOLE
21132
0
0
TREEHOUSE FOODS INC
COM
89469A104
416
9496
SH
SOLE
9496
0
0
TRI POINTE GROUP INC
COM
87265H109
939
63930
SH
SOLE
63930
0
0
TRIMAS CORP
COM NEW
896215209
307
12804
SH
SOLE
12804
0
0
TRIMBLE INC
COM
896239100
605
14000
SH
SOLE
14000
0
0
TRINET GROUP INC
COM
896288107
234
3843
SH
SOLE
3843
0
0
TRIPADVISOR INC
COM
896945201
345
18169
SH
SOLE
18169
0
0
TRUEBLUE INC
COM
89785X101
616
40372
SH
SOLE
40372
0
0
TRUECAR INC
COM
89785L107
153
59215
SH
SOLE
59215
0
0
TTM TECHNOLOGIES INC
COM
87305R109
166
14021
SH
SOLE
14021
0
0
TUPPERWARE BRANDS CORP
COM
899896104
393
82835
SH
SOLE
82835
0
0
TUTOR PERINI CORP
COM
901109108
140
11492
SH
SOLE
11492
0
0
TYSON FOODS INC
CL A
902494103
1255
21017
SH
SOLE
21017
0
0
UBIQUITI INC
COM
90353W103
487
2790
SH
SOLE
2790
0
0
UFP INDUSTRIES INC
COM
90278Q108
950
19195
SH
SOLE
19195
0
0
UNDER ARMOUR INC
CL A
904311107
98
10087
SH
SOLE
10087
0
0
UNDER ARMOUR INC
CL C
904311206
110
12488
SH
SOLE
12488
0
0
UNISYS CORP
COM NEW
909214306
221
20219
SH
SOLE
20219
0
0
UNITEDHEALTH GROUP INC
COM
91324P102
8910
30210
SH
SOLE
30210
0
0
UNIVERSAL CORP VA
COM
913456109
204
4800
SH
SOLE
4800
0
0
UNIVERSAL HLTH SVCS INC
CL B
913903100
283
3047
SH
SOLE
3047
0
0
UNIVERSAL INS HLDGS INC
COM
91359V107
248
13983
SH
SOLE
13983
0
0
UNUM GROUP
COM
91529Y106
226
13600
SH
SOLE
13600
0
0
US FOODS HLDG CORP
COM
912008109
1355
68689
SH
SOLE
68689
0
0
VALERO ENERGY CORP
COM
91913Y100
284
4829
SH
SOLE
4829
0
0
VALMONT INDS INC
COM
920253101
985
8666
SH
SOLE
8666
0
0
VALVOLINE INC
COM
92047W101
562
29068
SH
SOLE
29068
0
0
VECTOR GROUP LTD
COM
92240M108
127
12576
SH
SOLE
12576
0
0
VERSO CORP
CL A
92531L207
253
21194
SH
SOLE
21194
0
0
VICOR CORP
COM
925815102
1142
15879
SH
SOLE
15879
0
0
VIPSHOP HOLDINGS LIMITED
SPONSORED ADS A
92763W103
2369
119000
SH
SOLE
119000
0
0
VISHAY INTERTECHNOLOGY INC
COM
928298108
334
21864
SH
SOLE
21864
0
0
VISHAY PRECISION GROUP INC
COM
92835K103
308
12542
SH
SOLE
12542
0
0
VISTA OUTDOOR INC
COM
928377100
553
38290
SH
SOLE
38290
0
0
VISTRA ENERGY CORP
COM
92840M102
706
37900
SH
SOLE
37900
0
0
VONAGE HLDGS CORP
COM
92886T201
270
26833
SH
SOLE
26833
0
0
VOYA FINANCIAL INC
COM
929089100
953
20430
SH
SOLE
20430
0
0
WABASH NATL CORP
COM
929566107
423
39794
SH
SOLE
39794
0
0
WALGREENS BOOTS ALLIANCE INC
COM
931427108
2042
48170
SH
SOLE
48170
0
0
WALMART INC
COM
931142103
14429
120466
SH
SOLE
120466
0
0
WARRIOR MET COAL INC
COM
93627C101
477
31007
SH
SOLE
31007
0
0
WATTS WATER TECHNOLOGIES INC
CL A
942749102
227
2804
SH
SOLE
2804
0
0
WEIS MKTS INC
COM
948849104
493
9830
SH
SOLE
9830
0
0
WELLS FARGO CO NEW
COM
949746101
255
9947
SH
SOLE
9947
0
0
WESCO INTL INC
COM
95082P105
906
25801
SH
SOLE
25801
0
0
WEST PHARMACEUTICAL SVSC INC
COM
955306105
1018
4480
SH
SOLE
4480
0
0
WESTERN DIGITAL CORP.
COM
958102105
2334
52844
SH
SOLE
52844
0
0
WILEY JOHN & SONS INC
CL A
968223206
874
22419
SH
SOLE
22419
0
0
WINNEBAGO INDS INC
COM
974637100
284
4267
SH
SOLE
4267
0
0
WIPRO LTD
SPON ADR 1 SH
97651M109
982
296683
SH
SOLE
296683
0
0
WOLVERINE WORLD WIDE INC
COM
978097103
253
10622
SH
SOLE
10622
0
0
WORKIVA INC
COM CL A
98139A105
248
4642
SH
SOLE
4642
0
0
WORLD FUEL SVCS CORP
COM
981475106
686
26622
SH
SOLE
26622
0
0
WORTHINGTON INDS INC
COM
981811102
537
14390
SH
SOLE
14390
0
0
XCEL ENERGY INC
COM
98389B100
636
10183
SH
SOLE
10183
0
0
XEROX HOLDINGS CORP
COM NEW
98421M106
693
45329
SH
SOLE
45329
0
0
XILINX INC
COM
983919101
1862
18925
SH
SOLE
18925
0
0
XYLEM INC
COM
98419M100
504
7752
SH
SOLE
7752
0
0
YUM CHINA HLDGS INC
COM
98850P109
505
10501
SH
SOLE
10501
0
0
ZTO EXPRESS CAYMAN INC
SPONSORED ADS A
98980A105
602
16400
SH
SOLE
16400
0
0
ZYNGA INC
CL A
98986T108
201
21105
SH
SOLE
21105
0
0