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 LIVE false true 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 3M CO COM 88579Y101 254 1630 SH SOLE 1630 0 0 A10 NETWORKS INC COM 002121101 334 49028 SH SOLE 49028 0 0 AARONS INC COM PAR $0.50 002535300 1003 22093 SH SOLE 22093 0 0 ACCO BRANDS CORP COM 00081T108 315 44331 SH SOLE 44331 0 0 ACTIVISION BLIZZARD INC COM 00507V109 700 9217 SH SOLE 9217 0 0 ACUSHNET HOLDINGS CORP COM 005098108 980 28165 SH SOLE 28165 0 0 ADDUS HOMECARE CORP COM 006739106 383 4133 SH SOLE 4133 0 0 ADTRAN INC COM 00738A106 356 32574 SH SOLE 32574 0 0 ADVANCE AUTO PARTS INC COM 00751Y106 388 2727 SH SOLE 2727 0 0 ADVANCED MICRO DEVICES INC COM 007903107 700 13300 SH SOLE 13300 0 0 AECOM COM 00766T100 909 24176 SH SOLE 24176 0 0 AFFILIATED MANAGERS GROUP IN COM 008252108 380 5097 SH SOLE 5097 0 0 AGCO CORP COM 001084102 853 15389 SH SOLE 15389 0 0 AGILYSYS INC COM 00847J105 354 19720 SH SOLE 19720 0 0 ALASKA AIR GROUP INC COM 011659109 346 9529 SH SOLE 9529 0 0 ALCOA CORP COM 013872106 235 20883 SH SOLE 20883 0 0 ALLISON TRANSMISSION HLDGS I COM 01973R101 593 16129 SH SOLE 16129 0 0 ALLSCRIPTS HEALTHCARE SOLUTN COM 01988P108 71 10500 SH SOLE 10500 0 0 ALLSTATE CORP COM 020002101 1109 11434 SH SOLE 11434 0 0 ALPHABET INC CAP STK CL C 02079K107 14136 10000 SH SOLE 10000 0 0 ALTRIA GROUP INC COM 02209S103 874 22280 SH SOLE 22280 0 0 AMAZON COM INC COM 023135106 40966 14849 SH SOLE 14849 0 0 AMDOCS LTD SHS G02602103 928 15235 SH SOLE 15235 0 0 AMEDISYS INC COM 023436108 528 2657 SH SOLE 2657 0 0 AMERICAN EAGLE OUTFITTERS IN COM 02553E106 366 33616 SH SOLE 33616 0 0 AMERICAN FINL GROUP INC OHIO COM 025932104 696 10971 SH SOLE 10971 0 0 AMERICAN PUBLIC EDUCATION IN COM 02913V103 364 12284 SH SOLE 12284 0 0 AMERICAN SOFTWARE INC CL A 029683109 349 22160 SH SOLE 22160 0 0 AMERICAN TOWER CORP NEW COM 03027X100 8531 33000 SH SOLE 33000 0 0 AMERISOURCEBERGEN CORP COM 03073E105 1159 11500 SH SOLE 11500 0 0 AMETEK INC COM 031100100 897 10042 SH SOLE 10042 0 0 AMKOR TECHNOLOGY INC COM 031652100 246 20000 SH SOLE 20000 0 0 AMPHENOL CORP NEW CL A 032095101 923 9634 SH SOLE 9634 0 0 ANGIODYNAMICS INC COM 03475V101 144 14153 SH SOLE 14153 0 0 ANTHEM INC COM 036752103 3294 12524 SH SOLE 12524 0 0 APPLE INC COM 037833100 15896 43575 SH SOLE 43575 0 0 APPLIED INDL TECHNOLOGIES IN COM 03820C105 495 7926 SH SOLE 7926 0 0 APPLIED MATLS INC COM 038222105 1194 19756 SH SOLE 19756 0 0 APTARGROUP INC COM 038336103 1404 12541 SH SOLE 12541 0 0 ARCBEST CORP COM 03937C105 218 8211 SH SOLE 8211 0 0 ARROW ELECTRS INC COM 042735100 1238 18026 SH SOLE 18026 0 0 ARTISAN PARTNERS ASSET MGMT CL A 04316A108 534 16418 SH SOLE 16418 0 0 ASBURY AUTOMOTIVE GROUP INC COM 043436104 474 6130 SH SOLE 6130 0 0 ASGN INC COM 00191U102 790 11849 SH SOLE 11849 0 0 ASSOCIATED BANC CORP COM 045487105 740 54096 SH SOLE 54096 0 0 ASTRONICS CORP COM 046433108 140 13211 SH SOLE 13211 0 0 AT&T INC COM 00206R102 474 15684 SH SOLE 15684 0 0 ATLANTIC POWER CORP COM NEW 04878Q863 79 39515 SH SOLE 39515 0 0 AUTOHOME INC SP ADR RP CL A 05278C107 619 8200 SH SOLE 8200 0 0 AUTONATION INC COM 05329W102 541 14407 SH SOLE 14407 0 0 AUTOZONE INC COM 053332102 1200 1064 SH SOLE 1064 0 0 AVANGRID INC COM 05351W103 729 17369 SH SOLE 17369 0 0 AVANTOR INC COM 05352A100 291 17100 SH SOLE 17100 0 0 AVERY DENNISON CORP COM 053611109 486 4261 SH SOLE 4261 0 0 AVNET INC COM 053807103 753 27011 SH SOLE 27011 0 0 AXALTA COATING SYS LTD COM G0750C108 861 38171 SH SOLE 38171 0 0 BAKER HUGHES COMPANY CL A 05722G100 633 41114 SH SOLE 41114 0 0 BANCORP INC DEL COM 05969A105 105 10713 SH SOLE 10713 0 0 BENCHMARK ELECTRS INC COM 08160H101 285 13177 SH SOLE 13177 0 0 BERKLEY W R CORP COM 084423102 1870 32634 SH SOLE 32634 0 0 BERKSHIRE HATHAWAY INC DEL CL B NEW 084670702 5618 31469 SH SOLE 31469 0 0 BEST BUY INC COM 086516101 1088 12471 SH SOLE 12471 0 0 BIG LOTS INC COM 089302103 221 5261 SH SOLE 5261 0 0 BK OF AMERICA CORP COM 060505104 1157 48700 SH SOLE 48700 0 0 BMC STK HLDGS INC COM 05591B109 464 18458 SH SOLE 18458 0 0 BOISE CASCADE CO DEL COM 09739D100 386 10267 SH SOLE 10267 0 0 BOOKING HOLDINGS INC COM 09857L108 578 363 SH SOLE 363 0 0 BOOZ ALLEN HAMILTON HLDG COR CL A 099502106 693 8913 SH SOLE 8913 0 0 BOSTON BEER INC CL A 100557107 259 482 SH SOLE 482 0 0 BOSTON PRIVATE FINL HLDGS IN COM 101119105 131 19096 SH SOLE 19096 0 0 BRADY CORP CL A 104674106 432 9225 SH SOLE 9225 0 0 BRIGHTCOVE INC COM 10921T101 98 12411 SH SOLE 12411 0 0 BROWN & BROWN INC COM 115236101 972 23852 SH SOLE 23852 0 0 BUILDERS FIRSTSOURCE INC COM 12008R107 932 45042 SH SOLE 45042 0 0 CABOT CORP COM 127055101 356 9612 SH SOLE 9612 0 0 CABOT OIL & GAS CORP COM 127097103 872 50732 SH SOLE 50732 0 0 CACI INTL INC CL A 127190304 723 3334 SH SOLE 3334 0 0 CAESARSTONE LTD ORD SHS M20598104 305 25789 SH SOLE 25789 0 0 CALERES INC COM 129500104 108 13004 SH SOLE 13004 0 0 CALIX INC COM 13100M509 264 17693 SH SOLE 17693 0 0 CAMPBELL SOUP CO COM 134429109 328 6600 SH SOLE 6600 0 0 CANNAE HLDGS INC COM 13765N107 1208 29389 SH SOLE 29389 0 0 CARDINAL HEALTH INC COM 14149Y108 1152 22079 SH SOLE 22079 0 0 CARS COM INC COM 14575E105 124 21600 SH SOLE 21600 0 0 CASELLA WASTE SYS INC CL A 147448104 596 11426 SH SOLE 11426 0 0 CATO CORP NEW CL A 149205106 112 13741 SH SOLE 13741 0 0 CBIZ INC COM 124805102 485 20224 SH SOLE 20224 0 0 CBOE GLOBAL MARKETS INC COM 12503M108 325 3485 SH SOLE 3485 0 0 CECO ENVIRONMENTAL CORP COM 125141101 116 17643 SH SOLE 17643 0 0 CENTENE CORP DEL COM 15135B101 529 8331 SH SOLE 8331 0 0 CENTRAL EUROPEAN MEDIA ENTRP CL A NEW G20045202 47 13399 SH SOLE 13399 0 0 CENTRAL GARDEN & PET CO CL A NON-VTG 153527205 494 14634 SH SOLE 14634 0 0 CHANNELADVISOR CORP COM 159179100 485 30650 SH SOLE 30650 0 0 CHEFS WHSE INC COM 163086101 284 20912 SH SOLE 20912 0 0 CHEGG INC COM 163092109 422 6269 SH SOLE 6269 0 0 CHEVRON CORP NEW COM 166764100 1095 12268 SH SOLE 12268 0 0 CHURCH & DWIGHT INC COM 171340102 730 9442 SH SOLE 9442 0 0 CIENA CORP COM NEW 171779309 541 9991 SH SOLE 9991 0 0 CIGNA CORP NEW COM 125523100 1089 5801 SH SOLE 5801 0 0 CINCINNATI FINL CORP COM 172062101 1101 17197 SH SOLE 17197 0 0 CINTAS CORP COM 172908105 1342 5039 SH SOLE 5039 0 0 CIRRUS LOGIC INC COM 172755100 847 13716 SH SOLE 13716 0 0 CISCO SYS INC COM 17275R102 4239 90893 SH SOLE 90893 0 0 CITRIX SYS INC COM 177376100 1293 8739 SH SOLE 8739 0 0 CLEAN HARBORS INC COM 184496107 303 5049 SH SOLE 5049 0 0 CLOROX CO DEL COM 189054109 651 2966 SH SOLE 2966 0 0 CNA FINL CORP COM 126117100 421 13102 SH SOLE 13102 0 0 COGNIZANT TECHNOLOGY SOLUTIO CL A 192446102 244 4291 SH SOLE 4291 0 0 COHEN & STEERS INC COM 19247A100 430 6317 SH SOLE 6317 0 0 COLGATE PALMOLIVE CO COM 194162103 1753 23927 SH SOLE 23927 0 0 COMCAST CORP NEW CL A 20030N101 12513 321000 SH SOLE 321000 0 0 COMMERCIAL METALS CO COM 201723103 247 12100 SH SOLE 12100 0 0 COMMSCOPE HLDG CO INC COM 20337X109 127 15300 SH SOLE 15300 0 0 CONDUENT INC COM 206787103 40 16800 SH SOLE 16800 0 0 CONOCOPHILLIPS COM 20825C104 580 13796 SH SOLE 13796 0 0 CONSOL ENERGY INC NEW COM 20854L108 58 11436 SH SOLE 11436 0 0 CONSOLIDATED WATER CO INC ORD G23773107 155 10746 SH SOLE 10746 0 0 COOPER TIRE & RUBR CO COM 216831107 216 7806 SH SOLE 7806 0 0 COPA HOLDINGS SA CL A P31076105 421 8320 SH SOLE 8320 0 0 COPART INC COM 217204106 730 8763 SH SOLE 8763 0 0 CORELOGIC INC COM 21871D103 883 13135 SH SOLE 13135 0 0 CORVEL CORP COM 221006109 491 6928 SH SOLE 6928 0 0 COSTCO WHSL CORP NEW COM 22160K105 6995 23070 SH SOLE 23070 0 0 COTY INC COM CL A 222070203 66 14753 SH SOLE 14753 0 0 CRANE CO COM 224399105 643 10814 SH SOLE 10814 0 0 CROCS INC COM 227046109 2435 66146 SH SOLE 66146 0 0 CROSS CTRY HEALTHCARE INC COM 227483104 221 35938 SH SOLE 35938 0 0 CROWN CASTLE INTL CORP NEW COM 22822V101 20584 123000 SH SOLE 123000 0 0 CUMMINS INC COM 231021106 713 4117 SH SOLE 4117 0 0 CURTISS WRIGHT CORP COM 231561101 262 2932 SH SOLE 2932 0 0 CVR ENERGY INC COM 12662P108 433 21512 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 86516 SH SOLE 86516 0 0 DARLING INGREDIENTS INC COM 237266101 305 12368 SH SOLE 12368 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 8366 0 0 DENNYS CORP COM 24869P104 119 11819 SH SOLE 11819 0 0 DENTSPLY SIRONA INC COM 24906P109 719 16324 SH SOLE 16324 0 0 DIGI INTL INC COM 253798102 182 15663 SH SOLE 15663 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 16641 SH SOLE 16641 0 0 ECHO GLOBAL LOGISTICS INC COM 27875T101 453 20972 SH SOLE 20972 0 0 ECOPETROL S A SPONSORED ADS 279158109 277 24900 SH SOLE 24900 0 0 EHEALTH INC COM 28238P109 1355 13797 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 11273 SH SOLE 11273 0 0 ENCOMPASS HEALTH CORP COM 29261A100 210 3384 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