0001629649-20-000002.txt : 20200508 0001629649-20-000002.hdr.sgml : 20200508 20200508150328 ACCESSION NUMBER: 0001629649-20-000002 CONFORMED SUBMISSION TYPE: 13F-HR PUBLIC DOCUMENT COUNT: 2 CONFORMED PERIOD OF REPORT: 20200331 FILED AS OF DATE: 20200508 DATE AS OF CHANGE: 20200508 EFFECTIVENESS DATE: 20200508 FILER: COMPANY DATA: COMPANY CONFORMED NAME: NORTHWESTERN MUTUAL INVESTMENT MANAGEMENT COMPANY, LLC CENTRAL INDEX KEY: 0001629649 IRS NUMBER: 452034777 STATE OF INCORPORATION: DE FISCAL YEAR END: 1231 FILING VALUES: FORM TYPE: 13F-HR SEC ACT: 1934 Act SEC FILE NUMBER: 028-16929 FILM NUMBER: 20860131 BUSINESS ADDRESS: STREET 1: 720 EAST WISCONSIN AVENUE CITY: MILWAUKEE STATE: WI ZIP: 53202 BUSINESS PHONE: 4146651444 MAIL ADDRESS: STREET 1: 720 EAST WISCONSIN AVENUE CITY: MILWAUKEE STATE: WI ZIP: 53202 13F-HR 1 primary_doc.xml 13F-HR LIVE false false false 0001629649 XXXXXXXX 03-31-2020 03-31-2020 NORTHWESTERN MUTUAL INVESTMENT MANAGEMENT COMPANY, LLC

720 EAST WISCONSIN AVENUE MILWAUKEE WI 53202

13F COMBINATION REPORT 028-16929 0001080434 028-04701 ABERDEEN ASSET MANAGEMENT PLC/UK 0001267311 028-14274 ASHMORE INVESTMENT MANAGEMENT LTD 0000200217 028-00400 DODGE & COX 0000928196 028-04434 HARDING LOEVNER LP 0000912938 028-04968 MASSACHUSETTS FINANCIAL SERVICES CO /MA/ 0001163368 028-10952 PACIFIC INVESTMENT MANAGEMENT CO LLC 0000315282 028-01074 TEMPLETON INVESTMENT COUNSEL LLC 0000902219 028-04557 WELLINGTON MANAGEMENT GROUP LLP N RANDY PAVLICK 414 665-1729 RANDY PAVLICK MILWAUKEE WI 04-09-2020 1 919 6585510 false 1 0000073076 028-00229 NORTHWESTERN MUTUAL LIFE INSURANCE CO INFORMATION TABLE 2 form13fInfoTable.xml DESCRIPTION FOR INFORMATION TABLE 3M COCOM88579Y1011228089955SHDFND1899550058 COM INCSPON ADR REP A31680Q104160933023SHDFND13302300AARONS INCCOM PAR $0.5000253530053123327SHDFND12332700ABBOTT LABSCOM002824100726892108SHDFND19210800ABBVIE INCCOM00287Y10913389175732SHDFND117573200ABIOMED INCCOM0036541003412348SHDFND1234800ACADIA HEALTHCARE COMPANY INCOM00404A10956530764SHDFND13076400ACI WORLDWIDE INCCOM00449810197040146SHDFND14014600ACTIVISION BLIZZARD INCCOM00507V109238140029SHDFND14002900ACUITY BRANDS INCCOM00508Y102118013771SHDFND11377100ADOBE INCCOM00724F101802925228SHDFND12522800ADTALEM GLOBAL ED INCCOM00737L10350218755SHDFND11875500ADVANCE AUTO PARTS INCCOM00751Y1063373615SHDFND1361500ADVANCED MICRO DEVICES INCCOM007903107277360962SHDFND16096200AECOMCOM00766T100162954569SHDFND15456900AES CORPCOM00130H10547034589SHDFND13458900AFFILIATED MANAGERS GROUP INCOM008252108101217120SHDFND11712000AFLAC INCCOM001055102131038259SHDFND13825900AGCO CORPCOM001084102102921786SHDFND12178600AGILENT TECHNOLOGIES INCCOM00846U101115616135SHDFND11613500AGNICO EAGLE MINES LTDCOM00847410855413876SHDFND11387600AIR PRODS & CHEMS INCCOM009158106229311489SHDFND11148900AKAMAI TECHNOLOGIES INCCOM00971T1017708412SHDFND1841200ALASKA AIR GROUP INCCOM0116591091816368SHDFND1636800ALBEMARLE CORPCOM0126531013145570SHDFND1557000ALEXANDRIA REAL ESTATE EQ INCOM0152711098766388SHDFND1638800ALEXION PHARMACEUTICALS INCCOM015351109103511522SHDFND11152200ALIGN TECHNOLOGY INCCOM0162551016493731SHDFND1373100ALLEGHANY CORP DELCOM01717510027635002SHDFND1500200ALLEGHENY TECHNOLOGIES INCCOM01741R10237243800SHDFND14380000ALLETE INCCOM NEW018522300108917947SHDFND11794700ALLIANCE DATA SYSTEMS CORPCOM018581108712120SHDFND1212000ALLIANT ENERGY CORPCOM01880210860512526SHDFND11252600ALLSCRIPTS HEALTHCARE SOLUTNCOM01988P10839756396SHDFND15639600ALLSTATE CORPCOM020002101154816874SHDFND11687400ALPHABET INCCAP STK CL A02079K3051910416441SHDFND11644100ALPHABET INCCAP STK CL C02079K1071810515570SHDFND11557000ALTRIA GROUP INCCOM02209S10374419227SHDFND11922700AMAZON COM INCCOM0231351064230921700SHDFND12170000AMC NETWORKS INCCL A00164V10337215305SHDFND11530500AMEDISYS INCCOM023436108205611204SHDFND11120400AMEREN CORPCOM02360810293312813SHDFND11281300AMERICAN AIRLS GROUP INCCOM02376R10224720227SHDFND12022700AMERICAN CAMPUS CMNTYS INCCOM024835100132547748SHDFND14774800AMERICAN EAGLE OUTFITTERS INCOM02553E10643855154SHDFND15515400AMERICAN ELEC PWR CO INCCOM0255371019782122304SHDFND112230400AMERICAN EXPRESS COCOM025816109299434974SHDFND13497400AMERICAN FINL GROUP INC OHIOCOM025932104182225998SHDFND12599800AMERICAN INTL GROUP INCCOM NEW026874784110045343SHDFND14534300AMERICAN TOWER CORP NEWCOM03027X100502623080SHDFND12308000AMERICAN WTR WKS CO INC NEWCOM03042010311269421SHDFND1942100AMERIPRISE FINL INCCOM03076C1066766593SHDFND1659300AMERISOURCEBERGEN CORPCOM03073E1056927819SHDFND1781900AMETEK INCCOM03110010086011938SHDFND11193800AMGEN INCCOM0311621001458571941SHDFND17194100AMPHENOL CORP NEWCL A032095101112815478SHDFND11547800ANALOG DEVICES INCCOM032654105399244524SHDFND14452400ANSYS INCCOM03662Q105397317090SHDFND11709000ANTERO MIDSTREAM CORPCOM03676B102217103160SHDFND110316000ANTHEM INCCOM036752103300113216SHDFND11321600APACHE CORPCOM0374111058219601SHDFND11960100APARTMENT INVT & MGMT COCL A03748R7542747785SHDFND1778500APERGY CORPCOM03755L10415526910SHDFND12691000APPLE INCCOM03783310055349217661SHDFND121766100APPLIED MATLS INCCOM038222105220648138SHDFND14813800APTARGROUP INCCOM038336103221122208SHDFND12220800ARCHER DANIELS MIDLAND COCOM039483102102229061SHDFND12906100ARISTA NETWORKS INCCOM0404131065692810SHDFND1281000ARROW ELECTRS INCCOM042735100146828301SHDFND12830100ARROWHEAD PHARMACEUTICALS INCOM04280A100100134785SHDFND13478500ASGN INCCOM00191U10264818337SHDFND11833700ASHLAND GLOBAL HLDGS INCCOM044186104104720920SHDFND12092000ASSOCIATED BANC CORPCOM04548710570855346SHDFND15534600ASSURANT INCCOM04621X1083283147SHDFND1314700AT&T INCCOM00206R10218193624120SHDFND162412000ATMOS ENERGY CORPCOM0495601056196241SHDFND1624100AUTODESK INCCOM052769106179111473SHDFND11147300AUTOHOME INCSP ADR RP CL A05278C107170624023SHDFND12402300AUTOMATIC DATA PROCESSING INCOM053015103308522571SHDFND12257100AUTONATION INCCOM05329W10257420447SHDFND12044700AUTOZONE INCCOM05333210210441234SHDFND1123400AVALONBAY CMNTYS INCCOM05348410110707272SHDFND1727200AVANOS MED INCCOM05350V10644816648SHDFND11664800AVERY DENNISON CORPCOM0536111094404321SHDFND1432100AVIS BUDGET GROUPCOM05377410527419745SHDFND11974500AVNET INCCOM05380710388135096SHDFND13509600AXON ENTERPRISE INCCOM05464C101145920612SHDFND12061200BAKER HUGHES COMPANYCL A05722G10035633935SHDFND13393500BALL CORPCOM058498106110217041SHDFND11704100BANCO BRADESCO S ASP ADR PFD NEW0594603031932475852SHDFND147585200BANCO SANTANDER CHILE NEWSP ADR REP COM05965X10972247700SHDFND14770000BANCORPSOUTH BK TUPELO MISSCOM05971J10263033324SHDFND13332400BANK HAWAII CORPCOM06254010977313989SHDFND11398900BANK NEW YORK MELLON CORPCOM064058100147343731SHDFND14373100BANK OZKCOM06417N10370141985SHDFND14198500BAXTER INTL INCCOM071813109216226631SHDFND12663100BECTON DICKINSON & COCOM075887109323814093SHDFND11409300BED BATH & BEYOND INCCOM07589610018543960SHDFND14396000BELDEN INCCOM07745410648413423SHDFND11342300BERKLEY W R CORPCOM0844231023947550SHDFND1755000BERKSHIRE HATHAWAY INC DELCL B NEW08467070218638101942SHDFND110194200BEST BUY INCCOM08651610167611860SHDFND11186000BIO RAD LABS INCCL A09057220726307502SHDFND1750200BIOGEN INCCOM09062X10329769407SHDFND1940700BIO-TECHNE CORPCOM09073M104251013239SHDFND11323900BJS WHSL CLUB HLDGS INCCOM05550J101108142461SHDFND14246100BK OF AMERICA CORPCOM06050510416836793027SHDFND179302700BLACK HILLS CORPCOM092113109136721348SHDFND12134800BLACKBAUD INCCOM09227Q10094917084SHDFND11708400BLACKROCK INCCOM09247X10127036143SHDFND1614300BLOCK H & R INCCOM09367110514210115SHDFND11011500BOEING COCOM097023105415427853SHDFND12785300BOOKING HLDGS INCCOM09857L10829272176SHDFND1217600BORGWARNER INCCOM09972410626210771SHDFND11077100BOSTON BEER INCCL A10055710711783204SHDFND1320400BOSTON PROPERTIES INCCOM1011211016927500SHDFND1750000BOSTON SCIENTIFIC CORPCOM101137107237072646SHDFND17264600BOYD GAMING CORPCOM10330410140127799SHDFND12779900BP MIDSTREAM PARTNERS LPUNIT LTD PTNR0556EL10952756642SHDFND15664200BRIGHTHOUSE FINL INCCOM10922N10391837962SHDFND13796200BRINKER INTL INCCOM10964110015612972SHDFND11297200BRINKS COCOM10969610490517379SHDFND11737900BRISTOL-MYERS SQUIBB COCOM11012210815246273523SHDFND127352300BRIXMOR PPTY GROUP INCCOM11120U105983103507SHDFND110350700BROADCOM INCCOM11135F101490520689SHDFND12068900BROADRIDGE FINL SOLUTIONS INCOM11133T1035665971SHDFND1597100BROWN & BROWN INCCOM115236101294381246SHDFND18124600BROWN FORMAN CORPCL B1156372095259453SHDFND1945300BRUNSWICK CORPCOM117043109100228337SHDFND12833700C H ROBINSON WORLDWIDE INCCOM NEW12541W2094677058SHDFND1705800CABLE ONE INCCOM12685J10528671744SHDFND1174400CABOT CORPCOM12705510151719794SHDFND11979400CABOT MICROELECTRONICS CORPCOM12709P103115510117SHDFND11011700CABOT OIL & GAS CORPCOM12709710336321126SHDFND12112600CACI INTL INCCL A12719030418388703SHDFND1870300CADENCE DESIGN SYSTEM INCCOM127387108593289821SHDFND18982100CAESARS ENTMT CORPCOM1276861031311193889SHDFND119388900CAMDEN PPTY TRSH BEN INT133131102266633641SHDFND13364100CAMPBELL SOUP COCOM1344291094098850SHDFND1885000CANTEL MEDICAL CORPCOM13809810846713011SHDFND11301100CAPITAL ONE FINL CORPCOM14040H105122324251SHDFND12425100CARDINAL HEALTH INCCOM14149Y10873015233SHDFND11523300CARLISLE COS INCCOM142339100246619685SHDFND11968500CARMAX INCCOM1431301024608543SHDFND1854300CARNIVAL CORPUNIT 99/99/999914365830027520862SHDFND12086200CARPENTER TECHNOLOGY CORPCOM14428510332316588SHDFND11658800CARTERS INCCOM146229109100815337SHDFND11533700CASEYS GEN STORES INCCOM147528103169412783SHDFND11278300CATALENT INCCOM148806102279353758SHDFND15375800CATERPILLAR INC DELCOM149123101334128794SHDFND12879400CATHAY GEN BANCORPCOM14915010460426303SHDFND12630300CBOE GLOBAL MARKETS INCCOM12503M1085185803SHDFND1580300CBRE GROUP INCCL A12504L10965617403SHDFND11740300CDK GLOBAL INCCOM12508E101138642187SHDFND14218700CDW CORPCOM12514G1086997496SHDFND1749600CELANESE CORP DELCOM1508701034636302SHDFND1630200CENTENE CORP DELCOM15135B101181030465SHDFND13046500CENTERPOINT ENERGY INCCOM15189T10740326065SHDFND12606500CENTURYLINK INCCOM15670010648250941SHDFND15094100CERIDIAN HCM HLDG INCCOM15677J108175335012SHDFND13501200CERNER CORPCOM156782104103116360SHDFND11636000CF INDS HLDGS INCCOM12526910031011394SHDFND11139400CHARLES RIV LABS INTL INCCOM159864107214116963SHDFND11696300CHARTER COMMUNICATIONS INC NCL A16119P10835698180SHDFND1818000CHEESECAKE FACTORY INCCOM16307210124414280SHDFND11428000CHEMED CORP NEWCOM16359R10324095562SHDFND1556200CHEMOURS COCOM16385110850456797SHDFND15679700CHENIERE ENERGY INCCOM NEW16411R208231168986SHDFND16898600CHEVRON CORP NEWCOM16676410014702202892SHDFND120289200CHIPOTLE MEXICAN GRILL INCCOM1696561058661323SHDFND1132300CHOICE HOTELS INTL INCCOM16990510667611031SHDFND11103100CHURCH & DWIGHT INCCOM17134010281812745SHDFND11274500CHURCHILL DOWNS INCCOM171484108126812315SHDFND11231500CIENA CORPCOM NEW171779309214053754SHDFND15375400CIGNA CORP NEWCOM125523100344719455SHDFND11945500CIMAREX ENERGY COCOM17179810159235200SHDFND13520000CINCINNATI FINL CORPCOM1720621015967905SHDFND1790500CINEMARK HOLDINGS INCCOM17243V10237737027SHDFND13702700CINTAS CORPCOM1729081057594379SHDFND1437900CIRRUS LOGIC INCCOM172755100131820084SHDFND12008400CISCO SYS INCCOM17275R10217665449367SHDFND144936700CIT GROUP INCCOM NEW12558180156632783SHDFND13278300CITIGROUP INCCOM NEW1729674244792113781SHDFND111378100CITIZENS FINANCIAL GROUP INCCOM17461010542622650SHDFND12265000CITRIX SYS INCCOM1773761008516015SHDFND1601500CLEAN HARBORS INCCOM18449610791617833SHDFND11783300CLOROX CO DELCOM18905410911386570SHDFND1657000CME GROUP INCCOM12572Q105322918673SHDFND11867300CMS ENERGY CORPCOM12589610086914788SHDFND11478800CNO FINL GROUP INCCOM12621E10365052497SHDFND15249700CNX RESOURCES CORPORATIONCOM12653C10834564909SHDFND16490900COCA COLA COCOM19121610016376370079SHDFND137007900COGNEX CORPCOM192422103250759372SHDFND15937200COGNIZANT TECHNOLOGY SOLUTIOCL A192446102132528508SHDFND12850800COHERENT INCCOM1924791038938394SHDFND1839400COLFAX CORPCOM19401410657529039SHDFND12903900COLGATE PALMOLIVE COCOM194162103605291203SHDFND19120300COLUMBIA SPORTSWEAR COCOM19851610670410097SHDFND11009700COMCAST CORP NEWCL A20030N10115393447739SHDFND144773900COMERICA INCCOM2003401072207514SHDFND1751400COMMERCE BANCSHARES INCCOM200525103181436024SHDFND13602400COMMERCIAL METALS COCOM20172310365141204SHDFND14120400COMMVAULT SYSTEMS INCCOM20416610259114607SHDFND11460700COMPASS MINERALS INTL INCCOM20451N10145311768SHDFND11176800CONAGRA BRANDS INCCOM20588710274525395SHDFND12539500CONCHO RES INCCOM20605P10144910471SHDFND11047100CONOCOPHILLIPSCOM20825C104176157187SHDFND15718700CONSOLIDATED EDISON INCCOM209115104135217335SHDFND11733500CONSTELLATION BRANDS INCCL A21036P10812548750SHDFND1875000COOPER COS INCCOM NEW2166484027132586SHDFND1258600COPART INCCOM21720410673010652SHDFND11065200CORECIVIC INCCOM21871N10146241364SHDFND14136400CORELOGIC INCCOM21871D10384327618SHDFND12761800CORESITE RLTY CORPCOM21870Q105151813097SHDFND11309700CORNING INCCOM21935010582340063SHDFND14006300CORPORATE OFFICE PPTYS TRSH BEN INT22002T10886138926SHDFND13892600CORTEVA INCCOM22052L10491638994SHDFND13899400COSTCO WHSL CORP NEWCOM22160K105656223013SHDFND12301300COTY INCCOM CL A2220702035911482SHDFND11148200COUSINS PPTYS INCCOM NEW222795502149351004SHDFND15100400CRACKER BARREL OLD CTRY STORCOM22410J1066958357SHDFND1835700CRANE COCOM22439910587117708SHDFND11770800CREE INCCOM225447101132737420SHDFND13742000CROWN CASTLE INTL CORP NEWCOM22822V101313021673SHDFND12167300CSX CORPCOM126408103232240526SHDFND14052600CULLEN FROST BANKERS INCCOM229899109110419781SHDFND11978100CUMMINS INCCOM23102110610797975SHDFND1797500CURTISS WRIGHT CORPCOM231561101137114833SHDFND11483300CVS HEALTH CORPCOM12665010012504210749SHDFND121074900CYPRESS SEMICONDUCTOR CORPCOM2328061092992128309SHDFND112830900CYRUSONE INCCOM23283R100242939328SHDFND13932800D R HORTON INCCOM23331A10959517514SHDFND11751400DANA INCORPORATEDCOM23582520539049996SHDFND14999600DANAHER CORPORATIONCOM235851102461333325SHDFND13332500DARDEN RESTAURANTS INCCOM2371941053496413SHDFND1641300DARLING INGREDIENTS INCCOM237266101109156910SHDFND15691000DAVITA INCCOM23918K1083544650SHDFND1465000DECKERS OUTDOOR CORPCOM24353710713029718SHDFND1971800DEERE & COCOM244199105226716411SHDFND11641100DELTA AIR LINES INC DELCOM NEW24736170285429949SHDFND12994900DELUXE CORPCOM24801910137914621SHDFND11462100DENTSPLY SIRONA INCCOM24906P10944811543SHDFND11154300DESCARTES SYS GROUP INCCOM24990610836610651SHDFND11065100DEVON ENERGY CORP NEWCOM25179M10313920159SHDFND12015900DIAMONDBACK ENERGY INCCOM25278X1092208394SHDFND1839400DICKS SPORTING GOODS INCCOM25339310247022091SHDFND12209100DIGITAL RLTY TR INCCOM253868103190313697SHDFND11369700DILLARDS INCCL A2540671011263421SHDFND1342100DISCOVER FINL SVCSCOM25470910858316334SHDFND11633400DISCOVERY INCCOM SER A25470F1041628322SHDFND1832200DISCOVERY INCCOM SER C25470F30230617473SHDFND11747300DISH NETWORK CORPORATIONCL A25470M10926713380SHDFND11338000DISH NETWORK CORPORATIONNOTE 3.375% 8/125470MAB52199827096000PRNDFND12709600000DISNEY WALT COCOM DISNEY25468710617117177195SHDFND117719500DIVERSIFIED HEALTHCARE TRCOM SH BEN INT25525P10730082601SHDFND18260100DOLLAR GEN CORP NEWCOM256677105200513278SHDFND11327800DOLLAR TREE INCCOM25674610890812362SHDFND11236200DOMINION ENERGY INCCOM25746U109309642885SHDFND14288500DOMINOS PIZZA INCCOM25754A201435713444SHDFND11344400DOMTAR CORPCOM NEW25755920343019890SHDFND11989000DONALDSON INCCOM257651109169943981SHDFND14398100DOUGLAS EMMETT INCCOM25960P109174757275SHDFND15727500DOVER CORPCOM2600031086387600SHDFND1760000DOW INCCOM260557103113138681SHDFND13868100DTE ENERGY COCOM23333110795110014SHDFND11001400DUKE ENERGY CORP NEWCOM NEW26441C204307337999SHDFND13799900DUKE REALTY CORPCOM NEW26441150562219206SHDFND11920600DUNKIN BRANDS GROUP INCCOM265504100152928787SHDFND12878700DUPONT DE NEMOURS INCCOM26614N102131538567SHDFND13856700DXC TECHNOLOGY COCOM23355L1061309945SHDFND1994500DYCOM INDS INCCOM26747510128110962SHDFND11096200E TRADE FINANCIAL CORPCOM NEW26924640140211702SHDFND11170200EAGLE MATERIALS INCCOM26969P10884514465SHDFND11446500EAST WEST BANCORP INCCOM27579R104130350603SHDFND15060300EASTGROUP PPTY INCCOM277276101139413347SHDFND11334700EASTMAN CHEM COCOM2774321003287043SHDFND1704300EATON VANCE CORPCOM NON VTG278265103126739301SHDFND13930100EBAY INCCOM278642103119839848SHDFND13984800ECOLAB INCCOM278865100203613063SHDFND11306300EDGEWELL PERS CARE COCOM28035Q10245418848SHDFND11884800EDISON INTLCOM281020107102418682SHDFND11868200EDWARDS LIFESCIENCES CORPCOM28176E108205110874SHDFND11087400ELDORADO RESORTS INCCOM28470R10232722695SHDFND12269500ELECTRONIC ARTS INCCOM285512109152215192SHDFND11519200EMCOR GROUP INCCOM29084Q100119719514SHDFND11951400EMERSON ELEC COCOM291011104151231738SHDFND13173800ENBRIDGE INCCOM29250N10579238328SHDFND13832800ENCOMPASS HEALTH CORPCOM29261A100219334256SHDFND13425600ENERGIZER HLDGS INC NEWCOM29272W10967622358SHDFND12235800ENERGY TRANSFER LPCOM UT LTD PTN29273V1002318503883SHDFND150388300ENERSYSCOM29275Y10272714684SHDFND11468400ENTERGY CORP NEWCOM29364G10397510374SHDFND11037400ENTERPRISE PRODS PARTNERS LCOM2937921073439240508SHDFND124050800EOG RES INCCOM26875P101108930321SHDFND13032100EPR PPTYSCOM SH BEN INT26884U10966127271SHDFND12727100EQM MIDSTREAM PARTNERS LPUNIT LTD PARTN26885B10096581753SHDFND18175300EQT CORPORATIONCOM26884L10962888791SHDFND18879100EQUIFAX INCCOM2944291057566331SHDFND1633100EQUINIX INCCOM29444U70027704435SHDFND1443500EQUITRANS MIDSTREAM CORPCOM29460010136071659SHDFND17165900EQUITY RESIDENTIALSH BEN INT29476L107112318202SHDFND11820200ESSENTIAL UTILS INCCOM29670G102305274991SHDFND17499100ESSEX PPTY TR INCCOM2971781057593447SHDFND1344700ETSY INCCOM29786A106158241158SHDFND14115800EVERCORE INCCLASS A29977A10562513573SHDFND11357300EVERGY INCCOM30034W10665311867SHDFND11186700EVERSOURCE ENERGYCOM30040W108132116889SHDFND11688900EXELIXIS INCCOM30161Q1041817105540SHDFND110554000EXELON CORPCOM30161N10110445283765SHDFND128376500EXPEDIA GROUP INCCOM NEW30212P3034117298SHDFND1729800EXPEDITORS INTL WASH INCCOM3021301095908838SHDFND1883800EXTRA SPACE STORAGE INCCOM30225T1026486769SHDFND1676900EXXON MOBIL CORPCOM30231G10216522435124SHDFND143512400F M C CORPCOM NEW3024913035556795SHDFND1679500F N B CORPCOM302520101832112848SHDFND111284800F5 NETWORKS INCCOM3156161023393176SHDFND1317600FACEBOOK INCCL A30303M10220921125423SHDFND112542300FACTSET RESH SYS INCCOM303075105343613181SHDFND11318100FAIR ISAAC CORPCOM303250104309710065SHDFND11006500FASTENAL COCOM31190010493429891SHDFND12989100FEDERAL REALTY INVT TRSH BEN INT NEW3137472062733653SHDFND1365300FEDERATED HERMES INCCL B31421110363633370SHDFND13337000FEDEX CORPCOM31428X106151812515SHDFND11251500FIDELITY NATL INFORMATION SVCOM31620M106389732037SHDFND13203700FIFTH THIRD BANCORPCOM31677310054936983SHDFND13698300FIRST AMERN FINL CORPCOM31847R102165639037SHDFND13903700FIRST FINL BANKSHARESCOM32020R109126747193SHDFND14719300FIRST HORIZON NATL CORPCOM320517105872108151SHDFND110815100FIRST INDL RLTY TR INCCOM32054K103146544092SHDFND14409200FIRST REP BK SAN FRANCISCO CCOM33616C1007258812SHDFND1881200FIRST SOLAR INCCOM33643310795126363SHDFND12636300FIRSTCASH INCCOM33767D105106414830SHDFND11483000FIRSTENERGY CORPCOM337932107112828161SHDFND12816100FISERV INCCOM337738108282629753SHDFND12975300FIVE BELOW INCCOM33829M101136219345SHDFND11934500FLEETCOR TECHNOLOGIES INCCOM3390411058464537SHDFND1453700FLIR SYS INCCOM3024451012226971SHDFND1697100FLOWERS FOODS INCCOM343498101137266866SHDFND16686600FLOWSERVE CORPCOM34354P1051636821SHDFND1682100FLUOR CORP NEWCOM34341210233748737SHDFND14873700FOMENTO ECONOMICO MEXICANO SSPON ADR UNITS344419106164627200SHDFND12720000FOOT LOCKER INCCOM34484910482037184SHDFND13718400FORD MTR CO DELCOM345370860982203273SHDFND120327300FORTINET INCCOM34959E1097517428SHDFND1742800FORTIVE CORPCOM34959J10885215439SHDFND11543900FORTUNE BRANDS HOME & SEC INCOM34964C1063127210SHDFND1721000FOX CORPCL A COM35137L10543618457SHDFND11845700FOX CORPCL B COM35137L2041928375SHDFND1837500FRANCO NEVADA CORPCOM351858105182618275SHDFND11827500FRANKLIN RESOURCES INCCOM35461310124114421SHDFND11442100FREEPORT-MCMORAN INCCL B35671D85751075610SHDFND17561000FTI CONSULTING INCCOM302941109156513070SHDFND11307000FULTON FINL CORP PACOM36027110065557008SHDFND15700800GALLAGHER ARTHUR J & COCOM3635761097939732SHDFND1973200GAP INCCOM3647601087710906SHDFND11090600GARTNER INCCOM3666511074644663SHDFND1466300GATX CORPCOM36144810376312193SHDFND11219300GENERAC HLDGS INCCOM368736104201421621SHDFND12162100GENERAL DYNAMICS CORPCOM369550108161512205SHDFND11220500GENERAL ELECTRIC COCOM3696041033614455152SHDFND145515200GENERAL MLS INCCOM370334104166331508SHDFND13150800GENERAL MTRS COCOM37045V100136265539SHDFND16553900GENTEX CORPCOM371901109194787874SHDFND18787400GENUINE PARTS COCOM3724601055077536SHDFND1753600GENWORTH FINL INCCOM CL A37247D106580174788SHDFND117478800GEO GROUP INC NEWCOM36162J10651242119SHDFND14211900GILEAD SCIENCES INCCOM37555810313491180464SHDFND118046400GLOBAL PMTS INCCOM37940X102225815657SHDFND11565700GLOBE LIFE INCCOM37959E1023725168SHDFND1516800GLOBUS MED INCCL A379577208113826748SHDFND12674800GOLDMAN SACHS GROUP INCCOM38141G104256716603SHDFND11660300GOODYEAR TIRE & RUBR COCOM38255010147080758SHDFND18075800GRACO INCCOM384109104282457943SHDFND15794300GRAHAM HLDGS COCOM CL B3846371045141506SHDFND1150600GRAINGER W W INCCOM3848021045632267SHDFND1226700GRAND CANYON ED INCCOM38526M106127816755SHDFND11675500GREIF INCCL A3976241072849128SHDFND1912800GRUBHUB INCCOM400110102129431774SHDFND13177400HAEMONETICS CORPCOM405024100175417600SHDFND11760000HAIN CELESTIAL GROUP INCCOM40521710072427896SHDFND12789600HALLIBURTON COCOM40621610131445847SHDFND14584700HANCOCK WHITNEY CORPORATIONCOM41012010959130289SHDFND13028900HANESBRANDS INCCOM41034510214918978SHDFND11897800HANOVER INS GROUP INCCOM410867105124013693SHDFND11369300HARLEY DAVIDSON INCCOM4128221081528039SHDFND1803900HARTFORD FINL SVCS GROUP INCCOM41651510466218775SHDFND11877500HASBRO INCCOM4180561074766659SHDFND1665900HAWAIIAN ELEC INDUSTRIESCOM419870100163037868SHDFND13786800HCA HEALTHCARE INCCOM40412C101124013797SHDFND11379700HEALTHCARE RLTY TRCOM421946104129746448SHDFND14644800HEALTHCARE SVCS GROUP INCCOM42190610861525735SHDFND12573500HEALTHEQUITY INCCOM42226A107124624633SHDFND12463300HEALTHPEAK PROPERTIES INCCOM42250P10361625848SHDFND12584800HELMERICH & PAYNE INCCOM423452101875576SHDFND1557600HENRY JACK & ASSOC INCCOM4262811016254023SHDFND1402300HENRY SCHEIN INCCOM8064071023857614SHDFND1761400HERSHEY COCOM42786610810267741SHDFND1774100HESS CORPCOM42809H10744913494SHDFND11349400HEWLETT PACKARD ENTERPRISE CCOM42824C10965467381SHDFND16738100HI CRUSH INCCOM42833710924100082SHDFND110008200HIGHWOODS PPTYS INCCOM431284108127636033SHDFND13603300HILL ROM HLDGS INCCOM431475102233323194SHDFND12319400HILTON WORLDWIDE HLDGS INCCOM43300A203100314701SHDFND11470100HNI CORPCOM40425110037514893SHDFND11489300HOLLYFRONTIER CORPCOM4361061081897726SHDFND1772600HOLOGIC INCCOM43644010149214025SHDFND11402500HOME BANCSHARES INCCOM43689320064653886SHDFND15388600HOME DEPOT INCCOM4370761021857399477SHDFND19947700HONEYWELL INTL INCCOM438516106498237238SHDFND13723800HORMEL FOODS CORPCOM44045210067714519SHDFND11451900HOST HOTELS & RESORTS INCCOM44107P10441137230SHDFND13723000HOWMET AEROSPACE INCCOM44320110832620284SHDFND12028400HP INCCOM40434L105134177255SHDFND17725500HUAZHU GROUP LTDSPONSORED ADS44332N106162056393SHDFND15639300HUBBELL INCCOM443510607216718889SHDFND11888900HUMANA INCCOM44485910221686904SHDFND1690400HUNT J B TRANS SVCS INCCOM4456581074114456SHDFND1445600HUNTINGTON BANCSHARES INCCOM44615010444053625SHDFND15362500HUNTINGTON INGALLS INDS INCCOM4464131063862117SHDFND1211700ICU MED INCCOM44930G10713486679SHDFND1667900IDACORP INCCOM451107106153817518SHDFND11751800IDEX CORPCOM45167R1045483966SHDFND1396600IDEXX LABS INCCOM45168D10410844476SHDFND1447600II VI INCCOM90210410886330290SHDFND13029000ILLINOIS TOOL WKS INCCOM452308109956867322SHDFND16732200ILLUMINA INCCOM45232710920947668SHDFND1766800INCYTE CORPCOM45337C1026839320SHDFND1932000INDEPENDENCE CONTRACT DRILLICOM4534156065841552SHDFND14155200INGERSOLL RAND INCCOM45687V10641916912SHDFND11691200INGEVITY CORPCOM45688C10751214542SHDFND11454200INGREDION INCCOM457187102175223205SHDFND12320500INSPERITY INCCOM45778Q10748713060SHDFND11306000INTEGRA LIFESCIENCES HLDGS CCOM NEW457985208110624756SHDFND12475600INTEL CORPCOM45814010020973387526SHDFND138752600INTERACTIVE BROKERS GROUP INCOM CL A45841N107115126662SHDFND12666200INTERCONTINENTAL EXCHANGE INCOM45866F104234229001SHDFND12900100INTERDIGITAL INCCOM45867G10148310828SHDFND11082800INTERNATIONAL BANCSHARES CORCOM45904410353619929SHDFND11992900INTERNATIONAL BUSINESS MACHSCOM45920010113709123582SHDFND112358200INTERNATIONAL FLAVORS&FRAGRACOM4595061015675556SHDFND1555600INTERPUBLIC GROUP COS INCCOM46069010032520056SHDFND12005600INTL PAPER COCOM46014610363820490SHDFND12049000INTUITCOM461202103312013565SHDFND11356500INTUITIVE SURGICAL INCCOM NEW46120E60229866030SHDFND1603000IPG PHOTONICS CORPCOM44980X1092061865SHDFND1186500IQVIA HLDGS INCCOM46266C10510129385SHDFND1938500IRON MTN INC NEWCOM46284V10135715004SHDFND11500400ISHARES INCCORE MSCI EMKT46434G10373409318139200SHDFND11813920000ISHARES TRCORE MSCI EAFE46432F84273330314698400SHDFND11469840000ISHARES TRCORE S&P MCP ETF4642875073244432255270SHDFND1225527000ISHARES TRCORE S&P SCP ETF4642878041349962405922SHDFND1240592200ISHARES TRCORE S&P500 ETF4642872004878061887795SHDFND1188779500ISHARES TRIBOXX HI YD ETF4642885134658666044714SHDFND1604471400ISHARES TRIBOXX INV CP ETF4642872424659793772800SHDFND1377280000ISHARES TRMSCI EAFE ETF4642874651309292449100SHDFND1244910000ISHARES TRMSCI EMG MKT ETF4642872341319943867400SHDFND1386740000ITT INCCOM45073V108138230472SHDFND13047200J2 GLOBAL INCCOM48123V102120416082SHDFND11608200JABIL INCCOM466313103118748280SHDFND14828000JACK IN THE BOX INCCOM4663671092888207SHDFND1820700JACOBS ENGR GROUP INCCOM4698141075607067SHDFND1706700JBG SMITH PPTYSCOM46590V100130540995SHDFND14099500JEFFERIES FINL GROUP INCCOM47233W109113683123SHDFND18312300JETBLUE AWYS CORPCOM477143101897100277SHDFND110027700JOHNSON & JOHNSONCOM47816010426028198489SHDFND119848900JONES LANG LASALLE INCCOM48020Q107180817909SHDFND11790900JPMORGAN CHASE & COCOM46625H10022438249223SHDFND124922300JUNIPER NETWORKS INCCOM48203R10433417446SHDFND11744600KANSAS CITY SOUTHERNCOM NEW4851703026585170SHDFND1517000KAR AUCTION SVCS INCCOM48238T10953744722SHDFND14472200KB HOMECOM48666K10953929760SHDFND12976000KBR INCCOM48242W106101849222SHDFND14922200KELLOGG COCOM48783610878012995SHDFND11299500KEMPER CORP DELCOM488401100161921765SHDFND12176500KENNAMETAL INCCOM48917010053628791SHDFND12879100KEYCORPCOM49326710853251308SHDFND15130800KEYSIGHT TECHNOLOGIES INCCOM49338L1038189772SHDFND1977200KILROY RLTY CORPCOM49427F108215833885SHDFND13388500KIMBERLY CLARK CORPCOM4943681031010178997SHDFND17899700KIMCO RLTY CORPCOM49446R10921221901SHDFND12190100KINDER MORGAN INC DELCOM49456B1012482178320SHDFND117832000KIRBY CORPCOM49726610690520829SHDFND12082900KLA CORPORATIONCOM NEW48248010011828220SHDFND1822000KNIGHT SWIFT TRANSN HLDGS INCL A499049104140042683SHDFND14268300KOHLS CORPCOM500255104886060SHDFND1606000KRAFT HEINZ COCOM50075410680332442SHDFND13244200KROGER COCOM501044101125941801SHDFND14180100L BRANDS INCCOM50179710414212255SHDFND11225500L3HARRIS TECHNOLOGIES INCCOM502431109207411513SHDFND11151300LABORATORY CORP AMER HLDGSCOM NEW50540R4096385048SHDFND1504800LAM RESEARCH CORPCOM51280710818177571SHDFND1757100LAMAR ADVERTISING CO NEWCL A512816109153229879SHDFND12987900LAMB WESTON HLDGS INCCOM5132721044367631SHDFND1763100LANCASTER COLONY CORPCOM5138471039946873SHDFND1687300LANDSTAR SYS INCCOM515098101131413703SHDFND11370300LAS VEGAS SANDS CORPCOM51783410774817615SHDFND11761500LAUDER ESTEE COS INCCL A518439104184711594SHDFND11159400LEAR CORPCOM NEW521865204155419128SHDFND11912800LEGG MASON INCCOM524901105138528343SHDFND12834300LEGGETT & PLATT INCCOM5246601071846893SHDFND1689300LEIDOS HOLDINGS INCCOM5253271026356930SHDFND1693000LENDINGTREE INC NEWCOM52603B1074892664SHDFND1266400LENNAR CORPCL A52605710455614568SHDFND11456800LENNOX INTL INCCOM526107107221512182SHDFND11218200LIFE STORAGE INCCOM53223X107153216206SHDFND11620600LIGAND PHARMACEUTICALS INCCOM NEW53220K5044175738SHDFND1573800LILLY ELI & COCOM532457108610644019SHDFND14401900LINCOLN ELEC HLDGS INCCOM533900106146621249SHDFND12124900LINCOLN NATL CORP INDCOM53418710927110300SHDFND11030000LITTELFUSE INCCOM53700810411298464SHDFND1846400LIVE NATION ENTERTAINMENT INCOM5380341093347343SHDFND1734300LIVERAMP HLDGS INCCOM53815P10877423504SHDFND12350400LKQ CORPCOM50188920832615908SHDFND11590800LOCKHEED MARTIN CORPCOM5398301091310038648SHDFND13864800LOEWS CORPCOM54042410846413324SHDFND11332400LOGMEIN INCCOM54142L109141216957SHDFND11695700LOUISIANA PAC CORPCOM54634710570140796SHDFND14079600LOWES COS INCCOM548661107343739938SHDFND13993800LUMENTUM HLDGS INCCOM55024U109197626812SHDFND12681200M & T BK CORPCOM55261F1047106863SHDFND1686300MACERICH COCOM55438210121638303SHDFND13830300MACK CALI RLTY CORPCOM55448910447931452SHDFND13145200MACYS INCCOM55616P1048016271SHDFND11627100MAGELLAN MIDSTREAM PRTNRS LPCOM UNIT RP LP5590801063939107943SHDFND110794300MANHATTAN ASSOCS INCCOM562750109110622200SHDFND12220000MANPOWERGROUP INCCOM56418H100108620493SHDFND12049300MARATHON OIL CORPCOM56584910613841853SHDFND14185300MARATHON PETE CORPCOM56585A10279933847SHDFND13384700MARKETAXESS HLDGS INCCOM57060D1086581978SHDFND1197800MARRIOTT INTL INC NEWCL A571903202105714127SHDFND11412700MARRIOTT VACTINS WORLDWID COCOM57164Y10772313008SHDFND11300800MARSH & MCLENNAN COS INCCOM571748102227726336SHDFND12633600MARTIN MARIETTA MATLS INCCOM5732841066183264SHDFND1326400MASCO CORPCOM57459910651214797SHDFND11479700MASIMO CORPCOM574795100302017048SHDFND11704800MASTEC INCCOM57632310968520942SHDFND12094200MASTERCARD INCCL A57636Q1041117346254SHDFND14625400MATADOR RES COCOM5764852059538136SHDFND13813600MATTEL INCCOM5770811021061120424SHDFND112042400MAXIM INTEGRATED PRODS INCCOM57772K10168314053SHDFND11405300MAXIMUS INCCOM577933104129322223SHDFND12222300MCCORMICK & CO INCCOM NON VTG5797802069116450SHDFND1645000MCDONALDS CORPCOM5801351011454087937SHDFND18793700MCKESSON CORPCOM58155Q10311398422SHDFND1842200MDU RES GROUP INCCOM552690109149769620SHDFND16962000MEDICAL PPTYS TRUST INCCOM58463J3043108179768SHDFND117976800MEDNAX INCCOM58502B10634129281SHDFND12928100MERCK & CO. INCCOM58933Y10518423239445SHDFND123944500MERCURY GENL CORP NEWCOM5894001003849430SHDFND1943000MERCURY SYS INCCOM589378108137619294SHDFND11929400MEREDITH CORPCOM58943310117113968SHDFND11396800METLIFE INCCOM59156R108124540726SHDFND14072600METTLER TOLEDO INTERNATIONALCOM5926881058821277SHDFND1127700MGM RESORTS INTERNATIONALCOM55295310131626802SHDFND12680200MICROCHIP TECHNOLOGY INCCOM59501710484612474SHDFND11247400MICRON TECHNOLOGY INCCOM595112103242757699SHDFND15769900MICROSOFT CORPCOM59491810462703397586SHDFND139758600MID AMER APT CMNTYS INCCOM59522J1036135949SHDFND1594900MILLER HERMAN INCCOM60054410045520509SHDFND12050900MINERALS TECHNOLOGIES INCCOM60315810643912112SHDFND11211200MKS INSTRS INCCOM55306N104154218936SHDFND11893600MOHAWK INDS INCCOM6081901042383123SHDFND1312300MOLINA HEALTHCARE INCCOM60855R100304321781SHDFND12178100MOLSON COORS BEVERAGE COCL B60871R2093839827SHDFND1982700MONDELEZ INTL INCCL A609207105375875048SHDFND17504800MONOLITHIC PWR SYS INCCOM609839105235014035SHDFND11403500MONSTER BEVERAGE CORP NEWCOM61174X109111919889SHDFND11988900MOODYS CORPCOM61536910517908463SHDFND1846300MORGAN STANLEYCOM NEW617446448206460716SHDFND16071600MOSAIC CO NEWCOM61945C10319618092SHDFND11809200MOTOROLA SOLUTIONS INCCOM NEW62007630711868921SHDFND1892100MPLX LPCOM UNIT REP LTD55336V1003035261151SHDFND126115100MSA SAFETY INCCOM553498106125312379SHDFND11237900MSC INDL DIRECT INCCL A55353010686115660SHDFND11566000MSCI INCCOM55354G10012754413SHDFND1441300MURPHY OIL CORPCOM62671710231851925SHDFND15192500MURPHY USA INCCOM62675510284710040SHDFND11004000NABORS INDS INC NEWNOTE 0.750% 1/162957HAB16343520000PRNDFND1352000000NASDAQ INCCOM6311031085655953SHDFND1595300NATIONAL FUEL GAS CO N JCOM636180101111829980SHDFND12998000NATIONAL INSTRS CORPCOM636518102135540971SHDFND14097100NATIONAL OILWELL VARCO INCCOM63707110119920223SHDFND12022300NATIONAL RETAIL PROPERTIES ICOM637417106191959627SHDFND15962700NAVIENT CORPORATIONCOM63938C10844859090SHDFND15909000NCR CORP NEWCOM62886E10878444321SHDFND14432100NEKTAR THERAPEUTICSCOM640268108109161137SHDFND16113700NETAPP INCCOM64110D10449611902SHDFND11190200NETFLIX INCCOM64110L106857322832SHDFND12283200NETSCOUT SYS INCCOM64115T10454122869SHDFND12286900NEW JERSEY RESCOM646025106112733174SHDFND13317400NEW ORIENTAL ED & TECH GRP ISPON ADR6475811078437790SHDFND1779000NEW YORK CMNTY BANCORP INCCOM6494451031525162426SHDFND116242600NEW YORK TIMES COCL A650111107153449936SHDFND14993600NEWELL BRANDS INCCOM65122910626419862SHDFND11986200NEWMARKET CORPCOM6515871079802560SHDFND1256000NEWMONT CORPCOM651639106193542736SHDFND14273600NEWS CORP NEWCL A65249B10918220330SHDFND12033000NEWS CORP NEWCL B65249B208566182SHDFND1618200NEXTERA ENERGY INCCOM65339F101863835901SHDFND13590100NIKE INCCL B654106103537064903SHDFND16490300NISOURCE INCCOM65473P10548919571SHDFND11957100NOBLE ENERGY INCCOM65504410515125004SHDFND12500400NORDSON CORPCOM655663102341225261SHDFND12526100NORDSTROM INCCOM655664100855570SHDFND1557000NORFOLK SOUTHERN CORPCOM655844108198313583SHDFND11358300NORTHERN TR CORPCOM66585910483411046SHDFND11104600NORTHROP GRUMMAN CORPCOM66680710224748178SHDFND1817800NORTHWESTERN CORPCOM NEW668074305104817521SHDFND11752100NORTONLIFELOCK INCCOM66877110856029928SHDFND12992800NOW INCCOM67011P10019537786SHDFND13778600NRG ENERGY INCCOM NEW62937750835513030SHDFND11303000NU SKIN ENTERPRISES INCCL A67018T10542219298SHDFND11929800NUCOR CORPCOM67034610557015827SHDFND11582700NUSTAR ENERGY LPUNIT COM67058H10224528467SHDFND12846700NUVASIVE INCCOM67070410591618085SHDFND11808500NVIDIA CORPCOM67066G104840731892SHDFND13189200NVR INCCOM62944T105460179SHDFND117900O REILLY AUTOMOTIVE INC NEWCOM67103H10711893951SHDFND1395100OCCIDENTAL PETE CORPCOM67459910553946581SHDFND14658100OGE ENERGY CORPCOM670837103213769549SHDFND16954900O-I GLASS INCCOM67098H10438554088SHDFND15408800OLD DOMINION FREIGHT LINE INCOM6795801006575008SHDFND1500800OLD REP INTL CORPCOM680223104151299159SHDFND19915900OLIN CORPCOM PAR $168066520564755473SHDFND15547300OLLIES BARGAIN OUTLT HLDGS ICOM68111610988119008SHDFND11900800OMEGA HEALTHCARE INVS INCCOM681936100201575917SHDFND17591700OMNICOM GROUP INCCOM68191910662411362SHDFND11136200ONE GAS INCCOM68235P108153218319SHDFND11831900ONEOK INC NEWCOM682680103189586893SHDFND18689300ORACLE CORPCOM68389X10514026290223SHDFND129022300OSHKOSH CORPCOM688239201152223652SHDFND12365200OWENS CORNING NEWCOM690742101146737804SHDFND13780400PACCAR INCCOM693718108110418056SHDFND11805600PACKAGING CORP AMERCOM6951561094304953SHDFND1495300PACWEST BANCORP DELCOM69526310374641651SHDFND14165100PAPA JOHNS INTL INCCOM6988131024097671SHDFND1767100PARK HOTELS RESORTS INCCOM70051710565883191SHDFND18319100PARKER HANNIFIN CORPCOM7010941048706706SHDFND1670600PATTERSON COS INCCOM70339510345829952SHDFND12995200PATTERSON UTI ENERGY INCCOM70348110115967567SHDFND16756700PAYCHEX INCCOM704326107104316577SHDFND11657700PAYCOM SOFTWARE INCCOM70432V1025152548SHDFND1254800PAYPAL HLDGS INCCOM70450Y103585861188SHDFND16118800PBF ENERGY INCCL A69318G10625035376SHDFND13537600PEBBLEBROOK HOTEL TRCOM70509V10049445375SHDFND14537500PENN NATL GAMING INCCOM70756910947937853SHDFND13785300PENUMBRA INCCOM70975L107180011155SHDFND11115500PEOPLES UTD FINL INCCOM71270410525623148SHDFND12314800PEPSICO INCCOM71344810816682138903SHDFND113890300PERKINELMER INCCOM7140461094375811SHDFND1581100PERSPECTA INCCOM71534710087147756SHDFND14775600PFIZER INCCOM71708110317739543463SHDFND154346300PHILIP MORRIS INTL INCCOM718172109116816014SHDFND11601400PHILLIPS 66COM718546104124223157SHDFND12315700PHILLIPS 66 PARTNERS LPCOM UNIT REP INT7185492073796104194SHDFND110419400PILGRIMS PRIDE CORPCOM72147K10833018225SHDFND11822500PINNACLE FINL PARTNERS INCCOM72346Q10493925001SHDFND12500100PINNACLE WEST CAP CORPCOM7234841014445863SHDFND1586300PINTEREST INCCL A72352L1063944255434SHDFND125543400PIONEER NAT RES COCOM7237871076068634SHDFND1863400PLAINS ALL AMERN PIPELINE LUNIT LTD PARTN7265031051292244622SHDFND124462200PNC FINL SVCS GROUP INCCOM6934751059794102322SHDFND110232200PNM RES INCCOM69349H107105127667SHDFND12766700POLARIS INCCOM73106810296219987SHDFND11998700POLYONE CORPCOM73179P10659531366SHDFND13136600POOL CORPORATIONCOM73278L105273713911SHDFND11391100POST HLDGS INCCOM737446104191623098SHDFND12309800POTLATCHDELTIC CORPORATIONCOM73763010373323346SHDFND12334600PPG INDS INCCOM693506107103112331SHDFND11233100PPL CORPCOM69351T10699140157SHDFND14015700PRA HEALTH SCIENCES INCCOM69354M108182421970SHDFND12197000PRESTIGE CONSMR HEALTHCARE ICOM74112D10164017450SHDFND11745000PRICE T ROWE GROUP INCCOM74144T108118712157SHDFND11215700PRIMERICA INCCOM74164M108127214376SHDFND11437600PRINCIPAL FINL GROUP INCCOM74251V10242313507SHDFND11350700PROCTER & GAMBLE COCOM74271810922218201984SHDFND120198400PROGRESSIVE CORP OHIOCOM743315103225030476SHDFND13047600PROLOGIS INC.COM74340W10312104150598SHDFND115059800PROSPERITY BANCSHARES INCCOM743606105158332805SHDFND13280500PRUDENTIAL FINL INCCOM744320102109320962SHDFND12096200PS BUSINESS PKS INC CALIFCOM69360J1079426952SHDFND1695200PTC INCCOM69370C100221036112SHDFND13611200PUBLIC STORAGECOM74460D10915577837SHDFND1783700PUBLIC SVC ENTERPRISE GRP INCOM744573106118426355SHDFND12635500PULTE GROUP INCCOM74586710129613283SHDFND11328300PVH CORPORATIONCOM6936561001463892SHDFND1389200QORVO INCCOM74736K1014866032SHDFND1603200QUALCOMM INCCOM74752510311780174136SHDFND117413600QUANTA SVCS INCCOM74762E1022377464SHDFND1746400QUEST DIAGNOSTICS INCCOM74834L1005677058SHDFND1705800RALPH LAUREN CORPCL A7512121011732592SHDFND1259200RAMACO RES INCCOM75134P30393931SHDFND1393100RAYMOND JAMES FINANCIAL INCCOM7547301094066425SHDFND1642500RAYONIER INCCOM754907103105944953SHDFND14495300RAYTHEON COCOM NEW755111507190314513SHDFND11451300REALTY INCOME CORPCOM75610910489117865SHDFND11786500REGAL BELOIT CORPCOM75875010389514224SHDFND11422400REGENCY CTRS CORPCOM7588491033368732SHDFND1873200REGENERON PHARMACEUTICALSCOM75886F10720304158SHDFND1415800REGIONS FINANCIAL CORP NEWCOM7591EP10045150275SHDFND15027500REINSURANCE GRP OF AMERICA ICOM NEW759351604183021755SHDFND12175500RELIANCE STEEL & ALUMINUM COCOM759509102202823153SHDFND12315300REPLIGEN CORPCOM759916109157216286SHDFND11628600REPUBLIC SVCS INCCOM76075910082210954SHDFND11095400RESIDEO TECHNOLOGIES INCCOM76118Y10420742691SHDFND14269100RESMED INCCOM76115210711057500SHDFND1750000RHCOM74967X1035695662SHDFND1566200RLI CORPCOM749607107121913862SHDFND11386200ROBERT HALF INTL INCCOM7703231032306085SHDFND1608500ROCKWELL AUTOMATION INCCOM7739031099066006SHDFND1600600ROLLINS INCCOM7757111042637273SHDFND1727300ROPER TECHNOLOGIES INCCOM77669610616935428SHDFND1542800ROSS STORES INCCOM778296103163718826SHDFND11882600ROYAL GOLD INCCOM780287108199922793SHDFND12279300RPM INTL INCCOM749685103268145059SHDFND14505900RYANAIR HOLDINGS PLCSPONSORED ADS78351320386316250SHDFND11625000RYDER SYS INCCOM78354910848918510SHDFND11851000S&P GLOBAL INCCOM78409V104311912727SHDFND11272700SABRA HEALTH CARE REIT INCCOM78573L10677971314SHDFND17131400SABRE CORPCOM78573M10456495179SHDFND19517900SALESFORCE COM INCCOM79466L302665546225SHDFND14622500SALLY BEAUTY HLDGS INCCOM79546E10432640408SHDFND14040800SANDERSON FARMS INCCOM8000131048456853SHDFND1685300SBA COMMUNICATIONS CORP NEWCL A78410G10415855870SHDFND1587000SCHLUMBERGER LTDCOM80685710897372147SHDFND17214700SCHWAB CHARLES CORPCOM808513105200359590SHDFND15959000SCIENCE APPLICATNS INTL CP NCOM808625107127217039SHDFND11703900SCIENTIFIC GAMES CORPCOM80874P10918218781SHDFND11878100SCOTTS MIRACLE GRO COCL A810186106141013769SHDFND11376900SEALED AIR CORP NEWCOM81211K1002008092SHDFND1809200SEI INVESTMENTS COCOM784117103203243849SHDFND14384900SELECTIVE INS GROUP INCCOM816300107102620640SHDFND12064000SEMPRA ENERGYCOM816851109281424904SHDFND12490400SEMTECH CORPCOM81685010186323013SHDFND12301300SENSIENT TECHNOLOGIES CORPCOM81725T10063914694SHDFND11469400SERVICE CORP INTLCOM817565104248463504SHDFND16350400SERVICE PPTYS TRCOM SH BEN INT81761L10230957157SHDFND15715700SERVICENOW INCCOM81762P10228189834SHDFND1983400SHELL MIDSTREAM PARTNERS L PUNIT LTD INT8226341011118112026SHDFND111202600SHERWIN WILLIAMS COCOM82434810619724292SHDFND1429200SIGNATURE BK NEW YORK N YCOM82669G104150818753SHDFND11875300SILGAN HOLDINGS INCCOM82704810978226932SHDFND12693200SILICON LABORATORIES INCCOM826919102128715072SHDFND11507200SIMON PPTY GROUP INC NEWCOM82880610937536684212SHDFND168421200SIX FLAGS ENTMT CORP NEWCOM83001A10234227303SHDFND12730300SKECHERS U S A INCCL A830566105110546542SHDFND14654200SKYWORKS SOLUTIONS INCCOM83088M1027928862SHDFND1886200SL GREEN RLTY CORPCOM78440X1011824223SHDFND1422300SLM CORPCOM78442P1061055146673SHDFND114667300SMITH A O CORPCOM8318652092687084SHDFND1708400SMUCKER J M COCOM NEW8326964056635971SHDFND1597100SNAP ON INCCOM8330341013112857SHDFND1285700SOLAREDGE TECHNOLOGIES INCCOM83417M104138316887SHDFND11688700SONOCO PRODS COCOM835495102161234783SHDFND13478300SOUTHERN COCOM842587107296054665SHDFND15466500SOUTHWEST AIRLS COCOM84474110887924691SHDFND12469100SOUTHWEST GAS HOLDINGS INCCOM844895102132018979SHDFND11897900SPDR S&P 500 ETF TRTR UNIT78462F103161764627600SHDFND162760000SPDR SER TRBLOOMBERG BRCLYS78468R6222208322330922SHDFND1233092200SPIRE INCCOM84857L101131917706SHDFND11770600SPIRIT RLTY CAP INC NEWCOM NEW84860W30090634645SHDFND13464500SPROUTS FMRS MKT INCCOM85208M10276341025SHDFND14102500STANLEY BLACK & DECKER INCCOM8545021017937930SHDFND1793000STARBUCKS CORPCOM855244109404661540SHDFND16154000STATE STR CORPCOM857477103100918944SHDFND11894400STEEL DYNAMICS INCCOM858119100168774859SHDFND17485900STERICYCLE INCCOM858912108153931671SHDFND13167100STERLING BANCORP DELCOM85917A10073370172SHDFND17017200STIFEL FINL CORPCOM86063010298123753SHDFND12375300STRYKER CORPCOM863667101279316775SHDFND11677500SVB FINANCIAL GROUPCOM78486Q1014092707SHDFND1270700SYNAPTICS INCCOM87157D10967311626SHDFND11162600SYNCHRONY FINLCOM87165B10347429430SHDFND12943000SYNEOS HEALTH INCCL A87166B10285321648SHDFND12164800SYNNEX CORPCOM87162W100103714189SHDFND11418900SYNOPSYS INCCOM87160710710107842SHDFND1784200SYNOVUS FINL CORPCOM NEW87161C50189450931SHDFND15093100SYSCO CORPCOM871829107121226551SHDFND12655100T MOBILE US INCCOM872590104138416498SHDFND11649800TAIWAN SEMICONDUCTOR MFG LTDSPONSORED ADS8740391008398175720SHDFND117572000TAKE-TWO INTERACTIVE SOFTWARCOM8740541097025915SHDFND1591500TAPESTRY INCCOM87603010718614326SHDFND11432600TARGET CORPCOM87612E10610133108987SHDFND110898700TAUBMAN CTRS INCCOM87666410389021259SHDFND12125900TAYLOR MORRISON HOME CORPCOM87724P10650545905SHDFND14590500TC ENERGY CORPCOM87807B107248956188SHDFND15618800TC PIPELINES LPUT COM LTD PRT87233Q1081806559SHDFND1655900TCF FINANCIAL CORPORATION NECOM872307103120853298SHDFND15329800TECH DATA CORPCOM878237106161012307SHDFND11230700TEGNA INCCOM87901J10581875340SHDFND17534000TELEDYNE TECHNOLOGIES INCCOM879360105376712672SHDFND11267200TELEFLEX INCORPORATEDCOM8793691067072414SHDFND1241400TELEPHONE & DATA SYS INCCOM NEW87943382957033985SHDFND13398500TEMPUR SEALY INTL INCCOM88023U10169015783SHDFND11578300TENET HEALTHCARE CORPCOM NEW88033G40752036110SHDFND13611000TERADATA CORP DELCOM88076W10380139074SHDFND13907400TERADYNE INCCOM880770102315458225SHDFND15822500TEREX CORP NEWCOM88077910332822817SHDFND12281700TETRA TECH INC NEWCOM88162G103133918958SHDFND11895800TEXAS CAPITAL BANCSHARES INCCOM88224Q10738717474SHDFND11747400TEXAS INSTRS INCCOM88250810413731137411SHDFND113741100TEXAS ROADHOUSE INCCOM88268110993622662SHDFND12266200TEXTRON INCCOM88320310131611837SHDFND11183700THERMO FISHER SCIENTIFIC INCCOM883556102592720900SHDFND12090000THOMSON REUTERS CORPCOM NEW8849037095327806SHDFND1780600THOR INDS INCCOM88516010180919176SHDFND11917600TIDEWATER INC NEWCOM88642R1095151727534SHDFND172753400TIFFANY & CO NEWCOM8865471087255601SHDFND1560100TIMKEN COCOM88738910476223554SHDFND12355400TJX COS INC NEWCOM872540109302163187SHDFND16318700TOLL BROTHERS INCCOM88947810380741944SHDFND14194400TOOTSIE ROLL INDS INCCOM8905161072165999SHDFND1599900TORO COCOM891092108241137037SHDFND13703700TRACTOR SUPPLY COCOM8923561065216160SHDFND1616000TRANSDIGM GROUP INCCOM8936411008312595SHDFND1259500TRAVELERS COMPANIES INCCOM89417E109133513437SHDFND11343700TREEHOUSE FOODS INCCOM89469A10486219521SHDFND11952100TREX CO INCCOM89531P105162420259SHDFND12025900TRI POINTE GROUP INCCOM87265H10942448360SHDFND14836000TRIMBLE INCCOM896239100275586558SHDFND18655800TRINITY INDS INCCOM89652210954834094SHDFND13409400TRIPADVISOR INCCOM89694520163536522SHDFND13652200TRUIST FINL CORPCOM89832Q109215569892SHDFND16989200TRUSTMARK CORPCOM89840210252022325SHDFND12232500TWITTER INCCOM90184L10299440454SHDFND14045400TWITTER INCNOTE 1.000% 9/190184LAD484078896000PRNDFND1889600000TYLER TECHNOLOGIES INCCOM902252105401713544SHDFND11354400TYSON FOODS INCCL A90249410389315426SHDFND11542600UDR INCCOM90265310455715255SHDFND11525500UGI CORP NEWCOM902681105193772612SHDFND17261200ULTA BEAUTY INCCOM90384S3035212968SHDFND1296800UMB FINL CORPCOM90278810869615001SHDFND11500100UMPQUA HLDGS CORPCOM90421410383476494SHDFND17649400UNDER ARMOUR INCCL A904311107919884SHDFND1988400UNDER ARMOUR INCCL C9043112068210220SHDFND11022000UNION PAC CORPCOM9078181081347495532SHDFND19553200UNITED AIRLS HLDGS INCCOM91004710935811336SHDFND11133600UNITED BANKSHARES INC WEST VCOM90990710781435269SHDFND13526900UNITED PARCEL SERVICE INCCL B911312106341236526SHDFND13652600UNITED RENTALS INCCOM9113631094023910SHDFND1391000UNITED STATES STL CORP NEWCOM91290910837359060SHDFND15906000UNITED THERAPEUTICS CORP DELCOM91307C102144615250SHDFND11525000UNITEDHEALTH GROUP INCCOM91324P1021231149365SHDFND14936500UNIVERSAL DISPLAY CORPCOM91347P105194114729SHDFND11472900UNIVERSAL HLTH SVCS INCCL B9139031004144176SHDFND1417600UNUM GROUPCOM91529Y10616010652SHDFND11065200URBAN EDGE PPTYSCOM91704F10435239998SHDFND13999800URBAN OUTFITTERS INCCOM91704710234924493SHDFND12449300US BANCORP DELCOM NEW90297330410548306187SHDFND130618700V F CORPCOM91820410892417078SHDFND11707800VALE S ASPONSORED ADS91912E1052184263492SHDFND126349200VALERO ENERGY CORPCOM91913Y10097021386SHDFND12138600VALLEY NATL BANCORPCOM919794107994136040SHDFND113604000VALMONT INDS INCCOM9202531017937479SHDFND1747900VALVOLINE INCCOM92047W10185765448SHDFND16544800VANGUARD INDEX FDSS&P 500 ETF SHS9229083635359712263200SHDFND1226320000VARIAN MED SYS INCCOM92220P1054874742SHDFND1474200VENTAS INCCOM92276F10052119451SHDFND11945100VERISIGN INCCOM92343E1029685377SHDFND1537700VERISK ANALYTICS INCCOM92345Y10611918544SHDFND1854400VERIZON COMMUNICATIONS INCCOM92343V10419801368533SHDFND136853300VERRA MOBILITY CORPCOM92511U102271633804348SHDFND1380434800VERTEX PHARMACEUTICALS INCCOM92532F100318913400SHDFND11340000VIACOMCBS INCCL B92556H20639328076SHDFND12807600VIASAT INCCOM92552V10072020048SHDFND12004800VISA INCCOM CL A92826C8391437589222SHDFND18922200VISHAY INTERTECHNOLOGY INCCOM92829810866245963SHDFND14596300VISHAY INTERTECHNOLOGY INCNOTE 2.250% 6/1928298AP344415000000PRNDFND1500000000VISTEON CORPCOM NEW92839U2064679725SHDFND1972500VORNADO RLTY TRSH BEN INT9290421093018309SHDFND1830900VULCAN MATLS COCOM9291601097466901SHDFND1690100WABTECCOM9297401084559450SHDFND1945000WALGREENS BOOTS ALLIANCE INCCOM9314271089949217473SHDFND121747300WALMART INCCOM931142103840173938SHDFND17393800WASHINGTON FED INCCOM93882410970627206SHDFND12720600WASTE MGMT INC DELCOM94106L109188220332SHDFND12033200WATERS CORPCOM9418481036123360SHDFND1336000WATSCO INCCOM942622200179311349SHDFND11134900WEBSTER FINL CORP CONNCOM94789010973231985SHDFND13198500WEC ENERGY GROUP INCCOM92939U106144816434SHDFND11643400WEINGARTEN RLTY INVSSH BEN INT94874110360642015SHDFND14201500WELLS FARGO CO NEWCOM94974610113698477273SHDFND147727300WELLTOWER INCCOM95040Q10496921174SHDFND12117400WENDYS COCOM95058W10095163939SHDFND16393900WERNER ENTERPRISES INCCOM95075510855815378SHDFND11537800WEST PHARMACEUTICAL SVSC INCCOM955306105391425709SHDFND12570900WESTERN DIGITAL CORP.COM95810210564515490SHDFND11549000WESTERN MIDSTREAM PARTNERS LCOM UNIT LP INT95866910323171266SHDFND17126600WESTERN UN COCOM95980210939421742SHDFND12174200WESTROCK COCOM96145D10538113472SHDFND11347200WEX INCCOM96208T104157215038SHDFND11503800WEYERHAEUSER COCOM96216610465938888SHDFND13888800WHIRLPOOL CORPCOM9633201062843312SHDFND1331200WIDEOPENWEST INCCOM96758W101446239374516SHDFND1937451600WILEY JOHN & SONS INCCL A96822320656915190SHDFND11519000WILLIAMS COS INCCOM9694571002655187629SHDFND118762900WILLIAMS SONOMA INCCOM969904101114726974SHDFND12697400WINTRUST FINL CORPCOM97650W10865219832SHDFND11983200WOODWARD INCCOM980745103116519593SHDFND11959300WORLD FUEL SVCS CORPCOM98147510657222715SHDFND12271500WORLD WRESTLING ENTMT INCCL A98156Q10855916481SHDFND11648100WORTHINGTON INDS INCCOM98181110233712842SHDFND11284200WPX ENERGY INCCOM98212B103441144568SHDFND114456800WW INTL INCCOM98262P10127316128SHDFND11612800WYNDHAM DESTINATIONS INCCOM98310W10868431528SHDFND13152800WYNDHAM HOTELS & RESORTS INCCOM98311A105104233078SHDFND13307800WYNN RESORTS LTDCOM9831341073035029SHDFND1502900XCEL ENERGY INCCOM98389B100164927344SHDFND12734400XEROX HOLDINGS CORPCOM NEW98421M1061839643SHDFND1964300XILINX INCCOM983919101102013090SHDFND11309000XPO LOGISTICS INCCOM983793100156332061SHDFND13206100XYLEM INCCOM98419M1006129393SHDFND1939300YELP INCCL A98581710540022184SHDFND12218400YUM BRANDS INCCOM988498101108015753SHDFND11575300YUM CHINA HLDGS INCCOM98850P10998022997SHDFND12299700ZEBRA TECHNOLOGIES CORPCL A9892071055182821SHDFND1282100ZIMMER BIOMET HOLDINGS INCCOM98956P102108610740SHDFND11074000ZIONS BANCORPORATION N ACOM9897011072388888SHDFND1888800ZOETIS INCCL A98978V103292324838SHDFND12483800