0001172661-19-000383.txt : 20190211 0001172661-19-000383.hdr.sgml : 20190211 20190211161330 ACCESSION NUMBER: 0001172661-19-000383 CONFORMED SUBMISSION TYPE: 13F-HR PUBLIC DOCUMENT COUNT: 2 CONFORMED PERIOD OF REPORT: 20181231 FILED AS OF DATE: 20190211 DATE AS OF CHANGE: 20190211 EFFECTIVENESS DATE: 20190211 FILER: COMPANY DATA: COMPANY CONFORMED NAME: AlphaCrest Capital Management LLC CENTRAL INDEX KEY: 0001633256 IRS NUMBER: 462484081 STATE OF INCORPORATION: DE FISCAL YEAR END: 1231 FILING VALUES: FORM TYPE: 13F-HR SEC ACT: 1934 Act SEC FILE NUMBER: 028-16697 FILM NUMBER: 19585536 BUSINESS ADDRESS: STREET 1: 120 WEST 45TH STREET - SUITE 1400 CITY: NEW YORK STATE: NY ZIP: 10036 BUSINESS PHONE: (212) 203-0807 MAIL ADDRESS: STREET 1: 120 WEST 45TH STREET - SUITE 1400 CITY: NEW YORK STATE: NY ZIP: 10036 13F-HR 1 primary_doc.xml 13F-HR LIVE false true false 0001633256 XXXXXXXX 12-31-2018 12-31-2018 false AlphaCrest Capital Management LLC
120 West 45th Street - Suite 1400 New York NY 10036
13F HOLDINGS REPORT 028-16697 N
John J. Drury Chief Compliance Officer 212-203-0807 /s/ John J. Drury New York NY 02-11-2019 0 623 336836
INFORMATION TABLE 2 infotable.xml 3M CO COM 88579Y101 395 2072 SH SOLE 2072 0 0 AARONS INC COM PAR $0.50 002535300 479 11400 SH SOLE 11400 0 0 ACACIA COMMUNICATIONS INC COM 00401C108 536 14100 SH SOLE 14100 0 0 ACCENTURE PLC IRELAND SHS CLASS A G1151C101 3506 24863 SH SOLE 24863 0 0 ACI WORLDWIDE INC COM 004498101 329 11900 SH SOLE 11900 0 0 ACTIVISION BLIZZARD INC COM 00507V109 527 11314 SH SOLE 11314 0 0 ACTUANT CORP CL A NEW 00508X203 458 21800 SH SOLE 21800 0 0 ACUITY BRANDS INC COM 00508Y102 1035 9000 SH SOLE 9000 0 0 ADOBE INC COM 00724F101 1037 4582 SH SOLE 4582 0 0 ADTALEM GLOBAL ED INC COM 00737L103 956 20200 SH SOLE 20200 0 0 ADVANCE AUTO PARTS INC COM 00751Y106 371 2353 SH SOLE 2353 0 0 ADVANCED DISP SVCS INC DEL COM 00790X101 524 21900 SH SOLE 21900 0 0 ADVANCED MICRO DEVICES INC COM 007903107 308 16700 SH SOLE 16700 0 0 AERCAP HOLDINGS NV SHS N00985106 539 13609 SH SOLE 13609 0 0 AFFILIATED MANAGERS GROUP COM 008252108 224 2300 SH SOLE 2300 0 0 AGCO CORP COM 001084102 217 3900 SH SOLE 3900 0 0 AGILENT TECHNOLOGIES INC COM 00846U101 1396 20700 SH SOLE 20700 0 0 AIR LEASE CORP CL A 00912X302 233 7700 SH SOLE 7700 0 0 AKAMAI TECHNOLOGIES INC COM 00971T101 623 10200 SH SOLE 10200 0 0 ALBEMARLE CORP COM 012653101 428 5558 SH SOLE 5558 0 0 ALEXION PHARMACEUTICALS INC COM 015351109 1188 12200 SH SOLE 12200 0 0 ALIGN TECHNOLOGY INC COM 016255101 449 2143 SH SOLE 2143 0 0 ALKERMES PLC SHS G01767105 876 29675 SH SOLE 29675 0 0 ALLEGION PUB LTD CO ORD SHS G0176J109 693 8700 SH SOLE 8700 0 0 ALLIANCE DATA SYSTEMS CORP COM 018581108 623 4149 SH SOLE 4149 0 0 ALLIANT ENERGY CORP COM 018802108 216 5111 SH SOLE 5111 0 0 ALLISON TRANSMISSION HLDGS I COM 01973R101 299 6800 SH SOLE 6800 0 0 ALLY FINL INC COM 02005N100 390 17200 SH SOLE 17200 0 0 ALPHABET INC CAP STK CL C 02079K107 414 400 SH SOLE 400 0 0 ALPHABET INC CAP STK CL A 02079K305 403 386 SH SOLE 386 0 0 ALTICE USA INC CL A 02156K103 312 18900 SH SOLE 18900 0 0 ALTRIA GROUP INC COM 02209S103 866 17527 SH SOLE 17527 0 0 AMC NETWORKS INC CL A 00164V103 309 5633 SH SOLE 5633 0 0 AMDOCS LTD SHS G02602103 351 6000 SH SOLE 6000 0 0 AMERICAN AIRLS GROUP INC COM 02376R102 995 31000 SH SOLE 31000 0 0 AMERICAN EXPRESS CO COM 025816109 2447 25670 SH SOLE 25670 0 0 AMERICAN INTL GROUP INC COM NEW 026874784 498 12645 SH SOLE 12645 0 0 AMERICAN OUTDOOR BRANDS CORP COM 02874P103 172 13400 SH SOLE 13400 0 0 AMERICAN TOWER CORP NEW COM 03027X100 226 1429 SH SOLE 1429 0 0 AMERICAN WTR WKS CO INC NEW COM 030420103 209 2300 SH SOLE 2300 0 0 AMERIPRISE FINL INC COM 03076C106 950 9100 SH SOLE 9100 0 0 AMERIS BANCORP COM 03076K108 405 12800 SH SOLE 12800 0 0 AMERISOURCEBERGEN CORP COM 03073E105 391 5257 SH SOLE 5257 0 0 AMETEK INC NEW COM 031100100 515 7600 SH SOLE 7600 0 0 AMPHENOL CORP NEW CL A 032095101 765 9437 SH SOLE 9437 0 0 ANALOG DEVICES INC COM 032654105 781 9100 SH SOLE 9100 0 0 ANSYS INC COM 03662Q105 643 4500 SH SOLE 4500 0 0 ANTHEM INC COM 036752103 683 2600 SH SOLE 2600 0 0 AON PLC SHS CL A G0408V102 1844 12683 SH SOLE 12683 0 0 APARTMENT INVT & MGMT CO CL A 03748R101 347 7900 SH SOLE 7900 0 0 APOGEE ENTERPRISES INC COM 037598109 525 17573 SH SOLE 17573 0 0 APPLE HOSPITALITY REIT INC COM NEW 03784Y200 161 11300 SH SOLE 11300 0 0 APPLE INC COM 037833100 945 5993 SH SOLE 5993 0 0 APPLIED MATLS INC COM 038222105 373 11386 SH SOLE 11386 0 0 APTIV PLC SHS G6095L109 1097 17825 SH SOLE 17825 0 0 ARAMARK COM 03852U106 579 20000 SH SOLE 20000 0 0 ARCONIC INC COM 03965L100 740 43902 SH SOLE 43902 0 0 ARISTA NETWORKS INC COM 040413106 969 4600 SH SOLE 4600 0 0 ARMSTRONG WORLD INDS INC NEW COM 04247X102 704 12100 SH SOLE 12100 0 0 ASBURY AUTOMOTIVE GROUP INC COM 043436104 720 10800 SH SOLE 10800 0 0 ASHLAND GLOBAL HLDGS INC COM 044186104 213 3000 SH SOLE 3000 0 0 ASSOCIATED BANC CORP COM 045487105 305 15400 SH SOLE 15400 0 0 ASSURANT INC COM 04621X108 680 7600 SH SOLE 7600 0 0 AT&T INC COM 00206R102 969 33956 SH SOLE 33956 0 0 ATHENE HLDG LTD CL A G0684D107 884 22200 SH SOLE 22200 0 0 ATKORE INTL GROUP INC COM 047649108 268 13500 SH SOLE 13500 0 0 AUTODESK INC COM 052769106 797 6200 SH SOLE 6200 0 0 AUTOLIV INC COM 052800109 286 4078 SH SOLE 4078 0 0 AUTOMATIC DATA PROCESSING IN COM 053015103 577 4400 SH SOLE 4400 0 0 AUTOZONE INC COM 053332102 335 400 SH SOLE 400 0 0 AVIS BUDGET GROUP COM 053774105 277 12300 SH SOLE 12300 0 0 AVNET INC COM 053807103 426 11800 SH SOLE 11800 0 0 AXALTA COATING SYS LTD COM G0750C108 518 22100 SH SOLE 22100 0 0 BALL CORP COM 058498106 1101 23940 SH SOLE 23940 0 0 BANK MONTREAL QUE COM 063671101 254 3880 SH SOLE 3880 0 0 BANK N S HALIFAX COM 064149107 344 6900 SH SOLE 6900 0 0 BANKUNITED INC COM 06652K103 240 8000 SH SOLE 8000 0 0 BAUSCH HEALTH COS INC COM 071734107 290 15723 SH SOLE 15723 0 0 BAXTER INTL INC COM 071813109 436 6622 SH SOLE 6622 0 0 BB&T CORP COM 054937107 667 15397 SH SOLE 15397 0 0 BECTON DICKINSON & CO COM 075887109 966 4286 SH SOLE 4286 0 0 BEST BUY INC COM 086516101 722 13636 SH SOLE 13636 0 0 BIO RAD LABS INC CL A 090572207 372 1600 SH SOLE 1600 0 0 BIOGEN INC COM 09062X103 429 1426 SH SOLE 1426 0 0 BIOMARIN PHARMACEUTICAL INC COM 09061G101 550 6459 SH SOLE 6459 0 0 BLACK HILLS CORP COM 092113109 509 8100 SH SOLE 8100 0 0 BLACKBERRY LTD COM 09228F103 424 59600 SH SOLE 59600 0 0 BLACKROCK INC COM 09247X101 236 602 SH SOLE 602 0 0 BLACKSTONE MTG TR INC COM CL A 09257W100 245 7700 SH SOLE 7700 0 0 BLOOMIN BRANDS INC COM 094235108 646 36100 SH SOLE 36100 0 0 BOSTON PROPERTIES INC COM 101121101 957 8500 SH SOLE 8500 0 0 BRANDYWINE RLTY TR SH BEN INT NEW 105368203 454 35300 SH SOLE 35300 0 0 BRIGHTHOUSE FINL INC COM 10922N103 442 14500 SH SOLE 14500 0 0 BRIGHTSPHERE INVESTMNT GRP P SHS G1644T109 436 40800 SH SOLE 40800 0 0 BRISTOL MYERS SQUIBB CO COM 110122108 1331 25600 SH SOLE 25600 0 0 BRIXMOR PPTY GROUP INC COM 11120U105 222 15100 SH SOLE 15100 0 0 BROADRIDGE FINL SOLUTIONS IN COM 11133T103 251 2612 SH SOLE 2612 0 0 BROOKFIELD ASSET MGMT INC CL A LTD VT SH 112585104 335 8743 SH SOLE 8743 0 0 BURLINGTON STORES INC COM 122017106 402 2472 SH SOLE 2472 0 0 C H ROBINSON WORLDWIDE INC COM NEW 12541W209 224 2667 SH SOLE 2667 0 0 CABOT CORP COM 127055101 391 9100 SH SOLE 9100 0 0 CABOT MICROELECTRONICS CORP COM 12709P103 543 5700 SH SOLE 5700 0 0 CABOT OIL & GAS CORP COM 127097103 947 42383 SH SOLE 42383 0 0 CADENCE DESIGN SYSTEM INC COM 127387108 1206 27729 SH SOLE 27729 0 0 CAESARS ENTMT CORP COM 127686103 74 10900 SH SOLE 10900 0 0 CAL MAINE FOODS INC COM NEW 128030202 516 12200 SH SOLE 12200 0 0 CALLON PETE CO DEL COM 13123X102 92 14100 SH SOLE 14100 0 0 CAMECO CORP COM 13321L108 129 11400 SH SOLE 11400 0 0 CAMPBELL SOUP CO COM 134429109 491 14869 SH SOLE 14869 0 0 CANADIAN NATL RY CO COM 136375102 249 3359 SH SOLE 3359 0 0 CANADIAN PAC RY LTD COM 13645T100 231 1300 SH SOLE 1300 0 0 CANADIAN SOLAR INC COM 136635109 469 32700 SH SOLE 32700 0 0 CAPITAL ONE FINL CORP COM 14040H105 466 6160 SH SOLE 6160 0 0 CARDINAL HEALTH INC COM 14149Y108 923 20697 SH SOLE 20697 0 0 CARETRUST REIT INC COM 14174T107 397 21500 SH SOLE 21500 0 0 CARLISLE COS INC COM 142339100 213 2121 SH SOLE 2121 0 0 CARMAX INC COM 143130102 1187 18922 SH SOLE 18922 0 0 CARS COM INC COM 14575E105 307 14300 SH SOLE 14300 0 0 CASEYS GEN STORES INC COM 147528103 397 3100 SH SOLE 3100 0 0 CATALENT INC COM 148806102 611 19600 SH SOLE 19600 0 0 CBS CORP NEW CL B 124857202 944 21603 SH SOLE 21603 0 0 CDK GLOBAL INC COM 12508E101 589 12300 SH SOLE 12300 0 0 CDN IMPERIAL BK COMM TORONTO COM 136069101 372 4995 SH SOLE 4995 0 0 CDW CORP COM 12514G108 559 6901 SH SOLE 6901 0 0 CELGENE CORP COM 151020104 1615 25200 SH SOLE 25200 0 0 CENTENE CORP DEL COM 15135B101 1007 8734 SH SOLE 8734 0 0 CENTENNIAL RESOURCE DEV INC CL A 15136A102 233 21100 SH SOLE 21100 0 0 CERNER CORP COM 156782104 205 3900 SH SOLE 3900 0 0 CF INDS HLDGS INC COM 125269100 244 5600 SH SOLE 5600 0 0 CHARLES RIV LABS INTL INC COM 159864107 611 5400 SH SOLE 5400 0 0 CHARTER COMMUNICATIONS INC N CL A 16119P108 216 759 SH SOLE 759 0 0 CHECK POINT SOFTWARE TECH LT ORD M22465104 1087 10587 SH SOLE 10587 0 0 CHENIERE ENERGY INC COM NEW 16411R208 361 6100 SH SOLE 6100 0 0 CHOICE HOTELS INTL INC COM 169905106 358 5000 SH SOLE 5000 0 0 CHURCH & DWIGHT INC COM 171340102 342 5200 SH SOLE 5200 0 0 CIMAREX ENERGY CO COM 171798101 286 4646 SH SOLE 4646 0 0 CIMPRESS N V SHS EURO N20146101 207 2000 SH SOLE 2000 0 0 CIRRUS LOGIC INC COM 172755100 697 21000 SH SOLE 21000 0 0 CISCO SYS INC COM 17275R102 1621 37400 SH SOLE 37400 0 0 CIT GROUP INC COM NEW 125581801 475 12400 SH SOLE 12400 0 0 CITIGROUP INC COM NEW 172967424 1079 20728 SH SOLE 20728 0 0 CITIZENS FINL GROUP INC COM 174610105 339 11400 SH SOLE 11400 0 0 CITRIX SYS INC COM 177376100 249 2430 SH SOLE 2430 0 0 CLEAN HARBORS INC COM 184496107 281 5700 SH SOLE 5700 0 0 CLOUDERA INC COM 18914U100 331 29900 SH SOLE 29900 0 0 CNH INDL N V SHS N20944109 303 32934 SH SOLE 32934 0 0 CNX RESOURCES CORPORATION COM 12653C108 214 18700 SH SOLE 18700 0 0 COCA COLA CO COM 191216100 606 12800 SH SOLE 12800 0 0 COGNIZANT TECHNOLOGY SOLUTIO CL A 192446102 408 6425 SH SOLE 6425 0 0 COLFAX CORP COM 194014106 859 41100 SH SOLE 41100 0 0 COLGATE PALMOLIVE CO COM 194162103 1679 28205 SH SOLE 28205 0 0 COLUMBIA PPTY TR INC COM NEW 198287203 420 21700 SH SOLE 21700 0 0 COLUMBIA SPORTSWEAR CO COM 198516106 362 4300 SH SOLE 4300 0 0 COMCAST CORP NEW CL A 20030N101 605 17774 SH SOLE 17774 0 0 COMERICA INC COM 200340107 787 11452 SH SOLE 11452 0 0 COMMERCIAL METALS CO COM 201723103 596 37200 SH SOLE 37200 0 0 CONAGRA BRANDS INC COM 205887102 1080 50582 SH SOLE 50582 0 0 CONCHO RES INC COM 20605P101 789 7678 SH SOLE 7678 0 0 CONOCOPHILLIPS COM 20825C104 268 4300 SH SOLE 4300 0 0 CONSOLIDATED COMM HLDGS INC COM 209034107 245 24800 SH SOLE 24800 0 0 CONSOLIDATED EDISON INC COM 209115104 613 8019 SH SOLE 8019 0 0 CONSTELLATION BRANDS INC CL A 21036P108 1325 8237 SH SOLE 8237 0 0 COOPER TIRE & RUBR CO COM 216831107 252 7800 SH SOLE 7800 0 0 CORCEPT THERAPEUTICS INC COM 218352102 261 19500 SH SOLE 19500 0 0 CORE LABORATORIES N V COM N22717107 358 6000 SH SOLE 6000 0 0 CORE MARK HOLDING CO INC COM 218681104 272 11700 SH SOLE 11700 0 0 CORELOGIC INC COM 21871D103 578 17300 SH SOLE 17300 0 0 CORPORATE OFFICE PPTYS TR SH BEN INT 22002T108 444 21100 SH SOLE 21100 0 0 COSTCO WHSL CORP NEW COM 22160K105 491 2409 SH SOLE 2409 0 0 COTT CORP QUE COM 22163N106 555 39800 SH SOLE 39800 0 0 COVANTA HLDG CORP COM 22282E102 172 12800 SH SOLE 12800 0 0 CREDIT ACCEP CORP MICH COM 225310101 267 700 SH SOLE 700 0 0 CROWN CASTLE INTL CORP NEW COM 22822V101 489 4500 SH SOLE 4500 0 0 CSG SYS INTL INC COM 126349109 228 7184 SH SOLE 7184 0 0 CUBESMART COM 229663109 712 24800 SH SOLE 24800 0 0 CUMMINS INC COM 231021106 454 3400 SH SOLE 3400 0 0 CURTISS WRIGHT CORP COM 231561101 521 5100 SH SOLE 5100 0 0 CVR ENERGY INC COM 12662P108 814 23600 SH SOLE 23600 0 0 CVS HEALTH CORP COM 126650100 1645 25111 SH SOLE 25111 0 0 CYPRESS SEMICONDUCTOR CORP COM 232806109 284 22300 SH SOLE 22300 0 0 DARDEN RESTAURANTS INC COM 237194105 411 4116 SH SOLE 4116 0 0 DAVE & BUSTERS ENTMT INC COM 238337109 379 8500 SH SOLE 8500 0 0 DAVITA INC COM 23918K108 359 6973 SH SOLE 6973 0 0 DELUXE CORP COM 248019101 623 16200 SH SOLE 16200 0 0 DICKS SPORTING GOODS INC COM 253393102 558 17900 SH SOLE 17900 0 0 DILLARDS INC CL A 254067101 205 3400 SH SOLE 3400 0 0 DIODES INC COM 254543101 287 8900 SH SOLE 8900 0 0 DISCOVER FINL SVCS COM 254709108 560 9500 SH SOLE 9500 0 0 DISCOVERY INC COM SER C 25470F302 296 12835 SH SOLE 12835 0 0 DISNEY WALT CO COM DISNEY 254687106 310 2824 SH SOLE 2824 0 0 DOLBY LABORATORIES INC COM 25659T107 600 9700 SH SOLE 9700 0 0 DOMINION ENERGY INC COM 25746U109 807 11300 SH SOLE 11300 0 0 DOMINOS PIZZA INC COM 25754A201 273 1100 SH SOLE 1100 0 0 DOMTAR CORP COM NEW 257559203 211 6000 SH SOLE 6000 0 0 DONALDSON INC COM 257651109 473 10900 SH SOLE 10900 0 0 DOUGLAS EMMETT INC COM 25960P109 232 6800 SH SOLE 6800 0 0 DOVER CORP COM 260003108 1123 15828 SH SOLE 15828 0 0 DOWDUPONT INC COM 26078J100 326 6100 SH SOLE 6100 0 0 DRIL-QUIP INC COM 262037104 495 16500 SH SOLE 16500 0 0 DSW INC CL A 23334L102 227 9200 SH SOLE 9200 0 0 DTE ENERGY CO COM 233331107 954 8652 SH SOLE 8652 0 0 DUKE REALTY CORP COM NEW 264411505 355 13700 SH SOLE 13700 0 0 DUNKIN BRANDS GROUP INC COM 265504100 289 4500 SH SOLE 4500 0 0 DXC TECHNOLOGY CO COM 23355L106 1321 24852 SH SOLE 24852 0 0 DYCOM INDS INC COM 267475101 254 4700 SH SOLE 4700 0 0 E TRADE FINANCIAL CORP COM NEW 269246401 678 15444 SH SOLE 15444 0 0 EAGLE MATERIALS INC COM 26969P108 690 11300 SH SOLE 11300 0 0 EASTMAN CHEM CO COM 277432100 320 4382 SH SOLE 4382 0 0 EATON VANCE CORP COM NON VTG 278265103 823 23400 SH SOLE 23400 0 0 EBAY INC COM 278642103 853 30400 SH SOLE 30400 0 0 ECHO GLOBAL LOGISTICS INC COM 27875T101 262 12900 SH SOLE 12900 0 0 ECOLAB INC COM 278865100 796 5400 SH SOLE 5400 0 0 EDWARDS LIFESCIENCES CORP COM 28176E108 628 4100 SH SOLE 4100 0 0 ELECTRONIC ARTS INC COM 285512109 544 6899 SH SOLE 6899 0 0 EMCOR GROUP INC COM 29084Q100 466 7800 SH SOLE 7800 0 0 EMERSON ELEC CO COM 291011104 681 11400 SH SOLE 11400 0 0 ENCANA CORP COM 292505104 120 20700 SH SOLE 20700 0 0 ENDO INTL PLC SHS G30401106 496 67900 SH SOLE 67900 0 0 ENERPLUS CORP COM 292766102 667 85900 SH SOLE 85900 0 0 ENTERGY CORP NEW COM 29364G103 284 3300 SH SOLE 3300 0 0 EOG RES INC COM 26875P101 955 10949 SH SOLE 10949 0 0 EPR PPTYS COM SH BEN INT 26884U109 263 4100 SH SOLE 4100 0 0 EQUINIX INC COM PAR $0.001 29444U700 552 1567 SH SOLE 1567 0 0 ESSENT GROUP LTD COM G3198U102 725 21200 SH SOLE 21200 0 0 ETSY INC COM 29786A106 314 6600 SH SOLE 6600 0 0 EVERCORE INC CLASS A 29977A105 766 10700 SH SOLE 10700 0 0 EVERSOURCE ENERGY COM 30040W108 735 11300 SH SOLE 11300 0 0 EXELIXIS INC COM 30161Q104 346 17600 SH SOLE 17600 0 0 EXELON CORP COM 30161N101 235 5200 SH SOLE 5200 0 0 EXPEDIA GROUP INC COM NEW 30212P303 811 7200 SH SOLE 7200 0 0 EXPEDITORS INTL WASH INC COM 302130109 334 4900 SH SOLE 4900 0 0 EXTRA SPACE STORAGE INC COM 30225T102 542 5985 SH SOLE 5985 0 0 EXXON MOBIL CORP COM 30231G102 2043 29966 SH SOLE 29966 0 0 F5 NETWORKS INC COM 315616102 829 5114 SH SOLE 5114 0 0 FACEBOOK INC CL A 30303M102 1923 14671 SH SOLE 14671 0 0 FEDEX CORP COM 31428X106 2193 13596 SH SOLE 13596 0 0 FERRARI N V COM N3167Y103 288 2900 SH SOLE 2900 0 0 FERRO CORP COM 315405100 323 20600 SH SOLE 20600 0 0 FIREEYE INC COM 31816Q101 530 32700 SH SOLE 32700 0 0 FIRSTCASH INC COM 33767D105 239 3300 SH SOLE 3300 0 0 FLIR SYS INC COM 302445101 477 10952 SH SOLE 10952 0 0 FLOWSERVE CORP COM 34354P105 509 13400 SH SOLE 13400 0 0 FORD MTR CO DEL COM PAR $0.01 345370860 304 39732 SH SOLE 39732 0 0 FORTIVE CORP COM 34959J108 257 3800 SH SOLE 3800 0 0 FORTUNE BRANDS HOME & SEC IN COM 34964C106 429 11300 SH SOLE 11300 0 0 FOX FACTORY HLDG CORP COM 35138V102 259 4400 SH SOLE 4400 0 0 FRANCO NEVADA CORP COM 351858105 692 9865 SH SOLE 9865 0 0 FRANKLIN RES INC COM 354613101 323 10900 SH SOLE 10900 0 0 GARDNER DENVER HLDGS INC COM 36555P107 495 24200 SH SOLE 24200 0 0 GARMIN LTD SHS H2906T109 855 13500 SH SOLE 13500 0 0 GARTNER INC COM 366651107 870 6808 SH SOLE 6808 0 0 GENERAL ELECTRIC CO COM 369604103 867 114500 SH SOLE 114500 0 0 GENERAL MLS INC COM 370334104 1371 35200 SH SOLE 35200 0 0 GENPACT LIMITED SHS G3922B107 497 18400 SH SOLE 18400 0 0 GENTEX CORP COM 371901109 1105 54700 SH SOLE 54700 0 0 GENTHERM INC COM 37253A103 300 7500 SH SOLE 7500 0 0 GILEAD SCIENCES INC COM 375558103 1866 29832 SH SOLE 29832 0 0 GLOBAL PMTS INC COM 37940X102 313 3038 SH SOLE 3038 0 0 GOLAR LNG LTD BERMUDA SHS G9456A100 648 29800 SH SOLE 29800 0 0 GOLDMAN SACHS GROUP INC COM 38141G104 461 2760 SH SOLE 2760 0 0 GRACO INC COM 384109104 501 11976 SH SOLE 11976 0 0 GRAND CANYON ED INC COM 38526M106 461 4800 SH SOLE 4800 0 0 GROUP 1 AUTOMOTIVE INC COM 398905109 258 4900 SH SOLE 4900 0 0 GROUPE CGI INC CL A SUB VTG 39945C109 257 4200 SH SOLE 4200 0 0 HAIN CELESTIAL GROUP INC COM 405217100 244 15400 SH SOLE 15400 0 0 HANESBRANDS INC COM 410345102 592 47266 SH SOLE 47266 0 0 HARLEY DAVIDSON INC COM 412822108 442 12956 SH SOLE 12956 0 0 HASBRO INC COM 418056107 312 3837 SH SOLE 3837 0 0 HD SUPPLY HLDGS INC COM 40416M105 869 23167 SH SOLE 23167 0 0 HEALTHCARE TR AMER INC CL A NEW 42225P501 613 24200 SH SOLE 24200 0 0 HEICO CORP NEW COM 422806109 519 6700 SH SOLE 6700 0 0 HELEN OF TROY CORP LTD COM G4388N106 853 6500 SH SOLE 6500 0 0 HELIX ENERGY SOLUTIONS GRP I COM 42330P107 102 18900 SH SOLE 18900 0 0 HELMERICH & PAYNE INC COM 423452101 1038 21651 SH SOLE 21651 0 0 HERBALIFE NUTRITION LTD COM SHS G4412G101 265 4500 SH SOLE 4500 0 0 HERSHEY CO COM 427866108 475 4432 SH SOLE 4432 0 0 HEWLETT PACKARD ENTERPRISE C COM 42824C109 262 19800 SH SOLE 19800 0 0 HFF INC CL A 40418F108 249 7500 SH SOLE 7500 0 0 HIGHWOODS PPTYS INC COM 431284108 491 12700 SH SOLE 12700 0 0 HILL ROM HLDGS INC COM 431475102 452 5100 SH SOLE 5100 0 0 HILTON WORLDWIDE HLDGS INC COM 43300A203 237 3300 SH SOLE 3300 0 0 HOME DEPOT INC COM 437076102 636 3700 SH SOLE 3700 0 0 HOSPITALITY PPTYS TR COM SH BEN INT 44106M102 213 8900 SH SOLE 8900 0 0 HOST HOTELS & RESORTS INC COM 44107P104 264 15834 SH SOLE 15834 0 0 HP INC COM 40434L105 488 23833 SH SOLE 23833 0 0 HUB GROUP INC CL A 443320106 393 10600 SH SOLE 10600 0 0 HUMANA INC COM 444859102 1038 3625 SH SOLE 3625 0 0 HUNTINGTON INGALLS INDS INC COM 446413106 780 4100 SH SOLE 4100 0 0 HYATT HOTELS CORP COM CL A 448579102 284 4200 SH SOLE 4200 0 0 IBERIABANK CORP COM 450828108 649 10100 SH SOLE 10100 0 0 ICON PLC SHS G4705A100 271 2100 SH SOLE 2100 0 0 IDACORP INC COM 451107106 279 3000 SH SOLE 3000 0 0 IDEX CORP COM 45167R104 287 2274 SH SOLE 2274 0 0 IDEXX LABS INC COM 45168D104 353 1900 SH SOLE 1900 0 0 ILLUMINA INC COM 452327109 300 1000 SH SOLE 1000 0 0 IMMUNOGEN INC COM 45253H101 78 16300 SH SOLE 16300 0 0 IMPERIAL OIL LTD COM NEW 453038408 220 8700 SH SOLE 8700 0 0 INGERSOLL-RAND PLC SHS G47791101 520 5700 SH SOLE 5700 0 0 INNOVIVA INC COM 45781M101 735 42100 SH SOLE 42100 0 0 INPHI CORP COM 45772F107 231 7200 SH SOLE 7200 0 0 INSTALLED BLDG PRODS INC COM 45780R101 283 8400 SH SOLE 8400 0 0 INTEL CORP COM 458140100 455 9700 SH SOLE 9700 0 0 INTERCONTINENTAL EXCHANGE IN COM 45866F104 1492 19802 SH SOLE 19802 0 0 INTERDIGITAL INC COM 45867G101 1143 17200 SH SOLE 17200 0 0 INTERNATIONAL BUSINESS MACHS COM 459200101 602 5300 SH SOLE 5300 0 0 INTERXION HOLDING N.V SHS N47279109 200 3700 SH SOLE 3700 0 0 INTL PAPER CO COM 460146103 660 16349 SH SOLE 16349 0 0 INTUIT COM 461202103 894 4542 SH SOLE 4542 0 0 INTUITIVE SURGICAL INC COM NEW 46120E602 479 1000 SH SOLE 1000 0 0 INVESCO LTD SHS G491BT108 283 16910 SH SOLE 16910 0 0 INVITATION HOMES INC COM 46187W107 349 17400 SH SOLE 17400 0 0 IPG PHOTONICS CORP COM 44980X109 249 2200 SH SOLE 2200 0 0 ITT INC COM 45073V108 256 5300 SH SOLE 5300 0 0 J2 GLOBAL INC COM 48123V102 319 4600 SH SOLE 4600 0 0 JABIL INC COM 466313103 1091 44000 SH SOLE 44000 0 0 JAZZ PHARMACEUTICALS PLC SHS USD G50871105 381 3070 SH SOLE 3070 0 0 JEFFERIES FINL GROUP INC COM 47233W109 382 21976 SH SOLE 21976 0 0 JELD-WEN HLDG INC COM 47580P103 155 10876 SH SOLE 10876 0 0 JETBLUE AIRWAYS CORP COM 477143101 471 29324 SH SOLE 29324 0 0 JOHNSON & JOHNSON COM 478160104 1649 12781 SH SOLE 12781 0 0 JONES LANG LASALLE INC COM 48020Q107 468 3700 SH SOLE 3700 0 0 JPMORGAN CHASE & CO COM 46625H100 457 4683 SH SOLE 4683 0 0 KAR AUCTION SVCS INC COM 48238T109 552 11559 SH SOLE 11559 0 0 KEANE GROUP INC COM 48669A108 386 47200 SH SOLE 47200 0 0 KEYCORP NEW COM 493267108 310 21000 SH SOLE 21000 0 0 KIMCO RLTY CORP COM 49446R109 193 13200 SH SOLE 13200 0 0 KNIGHT SWIFT TRANSN HLDGS IN CL A 499049104 359 14300 SH SOLE 14300 0 0 KORN FERRY INTL COM NEW 500643200 277 7000 SH SOLE 7000 0 0 KOSMOS ENERGY LTD COM 500688106 55 13500 SH SOLE 13500 0 0 KRAFT HEINZ CO COM 500754106 1300 30200 SH SOLE 30200 0 0 KRATOS DEFENSE & SEC SOLUTIO COM NEW 50077B207 142 10100 SH SOLE 10100 0 0 KROGER CO COM 501044101 259 9400 SH SOLE 9400 0 0 KULICKE & SOFFA INDS INC COM 501242101 722 35600 SH SOLE 35600 0 0 L BRANDS INC COM 501797104 1062 41352 SH SOLE 41352 0 0 LABORATORY CORP AMER HLDGS COM NEW 50540R409 572 4525 SH SOLE 4525 0 0 LAM RESEARCH CORP COM 512807108 203 1491 SH SOLE 1491 0 0 LAMB WESTON HLDGS INC COM 513272104 522 7100 SH SOLE 7100 0 0 LANDSTAR SYS INC COM 515098101 354 3700 SH SOLE 3700 0 0 LAUDER ESTEE COS INC CL A 518439104 683 5248 SH SOLE 5248 0 0 LENNOX INTL INC COM 526107107 328 1500 SH SOLE 1500 0 0 LIBERTY EXPEDIA HOLDINGS SER A COM 53046P109 270 6900 SH SOLE 6900 0 0 LIBERTY MEDIA CORP DELAWARE COM C SIRIUSXM 531229607 296 8000 SH SOLE 8000 0 0 LIBERTY MEDIA CORP DELAWARE COM SER C FRMLA 531229854 282 9200 SH SOLE 9200 0 0 LIBERTY MEDIA CORP DELAWARE COM SER A FRMLA 531229870 253 8500 SH SOLE 8500 0 0 LILLY ELI & CO COM 532457108 486 4200 SH SOLE 4200 0 0 LINCOLN ELEC HLDGS INC COM 533900106 205 2600 SH SOLE 2600 0 0 LINCOLN NATL CORP IND COM 534187109 682 13300 SH SOLE 13300 0 0 LITHIA MTRS INC CL A 536797103 954 12500 SH SOLE 12500 0 0 LIVE NATION ENTERTAINMENT IN COM 538034109 206 4189 SH SOLE 4189 0 0 LKQ CORP COM 501889208 210 8858 SH SOLE 8858 0 0 LOUISIANA PAC CORP COM 546347105 353 15900 SH SOLE 15900 0 0 LPL FINL HLDGS INC COM 50212V100 208 3400 SH SOLE 3400 0 0 LUMENTUM HLDGS INC COM 55024U109 269 6400 SH SOLE 6400 0 0 LYONDELLBASELL INDUSTRIES N SHS - A - N53745100 823 9900 SH SOLE 9900 0 0 M & T BK CORP COM 55261F104 344 2403 SH SOLE 2403 0 0 MACERICH CO COM 554382101 375 8667 SH SOLE 8667 0 0 MAGELLAN HEALTH INC COM NEW 559079207 233 4100 SH SOLE 4100 0 0 MALLINCKRODT PUB LTD CO SHS G5785G107 186 11800 SH SOLE 11800 0 0 MANHATTAN ASSOCS INC COM 562750109 458 10800 SH SOLE 10800 0 0 MANPOWERGROUP INC COM 56418H100 541 8343 SH SOLE 8343 0 0 MANULIFE FINL CORP COM 56501R106 950 66917 SH SOLE 66917 0 0 MARRIOTT VACATIONS WRLDWDE C COM 57164Y107 204 2900 SH SOLE 2900 0 0 MARSH & MCLENNAN COS INC COM 571748102 767 9622 SH SOLE 9622 0 0 MASONITE INTL CORP NEW COM 575385109 650 14500 SH SOLE 14500 0 0 MASTERCARD INCORPORATED CL A 57636Q104 960 5091 SH SOLE 5091 0 0 MAXIM INTEGRATED PRODS INC COM 57772K101 359 7060 SH SOLE 7060 0 0 MAXIMUS INC COM 577933104 306 4700 SH SOLE 4700 0 0 MCDONALDS CORP COM 580135101 805 4531 SH SOLE 4531 0 0 MCKESSON CORP COM 58155Q103 331 3000 SH SOLE 3000 0 0 MDU RES GROUP INC COM 552690109 656 27500 SH SOLE 27500 0 0 MEDIDATA SOLUTIONS INC COM 58471A105 236 3500 SH SOLE 3500 0 0 MEDNAX INC COM 58502B106 538 16300 SH SOLE 16300 0 0 MEDTRONIC PLC SHS G5960L103 629 6910 SH SOLE 6910 0 0 MELLANOX TECHNOLOGIES LTD SHS M51363113 351 3800 SH SOLE 3800 0 0 MERCK & CO INC COM 58933Y105 336 4401 SH SOLE 4401 0 0 METHANEX CORP COM 59151K108 779 16175 SH SOLE 16175 0 0 METTLER TOLEDO INTERNATIONAL COM 592688105 226 400 SH SOLE 400 0 0 MGIC INVT CORP WIS COM 552848103 257 24600 SH SOLE 24600 0 0 MGM GROWTH PPTYS LLC CL A COM 55303A105 401 15200 SH SOLE 15200 0 0 MICHAEL KORS HLDGS LTD SHS G60754101 317 8355 SH SOLE 8355 0 0 MICHAELS COS INC COM 59408Q106 621 45900 SH SOLE 45900 0 0 MICROSOFT CORP COM 594918104 1662 16367 SH SOLE 16367 0 0 MILACRON HLDGS CORP COM 59870L106 150 12600 SH SOLE 12600 0 0 MKS INSTRUMENT INC COM 55306N104 278 4300 SH SOLE 4300 0 0 MOLSON COORS BREWING CO CL B 60871R209 724 12900 SH SOLE 12900 0 0 MONDELEZ INTL INC CL A 609207105 1564 39065 SH SOLE 39065 0 0 MONSTER BEVERAGE CORP NEW COM 61174X109 1262 25643 SH SOLE 25643 0 0 MOODYS CORP COM 615369105 477 3404 SH SOLE 3404 0 0 MORGAN STANLEY COM NEW 617446448 1102 27791 SH SOLE 27791 0 0 MOSAIC CO NEW COM 61945C103 366 12515 SH SOLE 12515 0 0 MOTOROLA SOLUTIONS INC COM NEW 620076307 1450 12600 SH SOLE 12600 0 0 MSC INDL DIRECT INC CL A 553530106 1146 14900 SH SOLE 14900 0 0 MSCI INC COM 55354G100 319 2161 SH SOLE 2161 0 0 MURPHY USA INC COM 626755102 429 5600 SH SOLE 5600 0 0 MYRIAD GENETICS INC COM 62855J104 270 9300 SH SOLE 9300 0 0 NASDAQ INC COM 631103108 390 4784 SH SOLE 4784 0 0 NATIONAL OILWELL VARCO INC COM 637071101 417 16232 SH SOLE 16232 0 0 NAVIENT CORPORATION COM 63938C108 512 58100 SH SOLE 58100 0 0 NAVISTAR INTL CORP NEW COM 63934E108 584 22500 SH SOLE 22500 0 0 NETAPP INC COM 64110D104 1034 17323 SH SOLE 17323 0 0 NETFLIX INC COM 64110L106 477 1783 SH SOLE 1783 0 0 NETSCOUT SYS INC COM 64115T104 371 15700 SH SOLE 15700 0 0 NEXTERA ENERGY INC COM 65339F101 1038 5969 SH SOLE 5969 0 0 NIC INC COM 62914B100 208 16700 SH SOLE 16700 0 0 NIKE INC CL B 654106103 1589 21430 SH SOLE 21430 0 0 NOMAD FOODS LTD USD ORD SHS G6564A105 217 13000 SH SOLE 13000 0 0 NORDSON CORP COM 655663102 428 3588 SH SOLE 3588 0 0 NORFOLK SOUTHERN CORP COM 655844108 271 1811 SH SOLE 1811 0 0 NORTHERN TR CORP COM 665859104 944 11288 SH SOLE 11288 0 0 NORWEGIAN CRUISE LINE HLDG L SHS G66721104 361 8521 SH SOLE 8521 0 0 NOVANTA INC COM 67000B104 435 6900 SH SOLE 6900 0 0 NRG ENERGY INC COM NEW 629377508 748 18900 SH SOLE 18900 0 0 NUANCE COMMUNICATIONS INC COM 67020Y100 875 66100 SH SOLE 66100 0 0 NUCOR CORP COM 670346105 509 9831 SH SOLE 9831 0 0 NUTANIX INC CL A 67059N108 312 7500 SH SOLE 7500 0 0 NUVASIVE INC COM 670704105 763 15400 SH SOLE 15400 0 0 NVIDIA CORP COM 67066G104 1119 8380 SH SOLE 8380 0 0 OCCIDENTAL PETE CORP DEL COM 674599105 476 7747 SH SOLE 7747 0 0 OLD DOMINION FGHT LINES INC COM 679580100 251 2032 SH SOLE 2032 0 0 OLIN CORP COM PAR $1 680665205 350 17400 SH SOLE 17400 0 0 OLLIES BARGAIN OUTLT HLDGS I COM 681116109 399 6000 SH SOLE 6000 0 0 OMEGA HEALTHCARE INVS INC COM 681936100 302 8600 SH SOLE 8600 0 0 ON SEMICONDUCTOR CORP COM 682189105 345 20900 SH SOLE 20900 0 0 ONEOK INC NEW COM 682680103 674 12500 SH SOLE 12500 0 0 ORACLE CORP COM 68389X105 1408 31177 SH SOLE 31177 0 0 OUTFRONT MEDIA INC COM 69007J106 353 19500 SH SOLE 19500 0 0 OWENS & MINOR INC NEW COM 690732102 152 24068 SH SOLE 24068 0 0 PACIRA PHARMACEUTICALS INC COM 695127100 383 8900 SH SOLE 8900 0 0 PACKAGING CORP AMER COM 695156109 325 3891 SH SOLE 3891 0 0 PARAMOUNT GROUP INC COM 69924R108 315 25100 SH SOLE 25100 0 0 PARK HOTELS RESORTS INC COM 700517105 400 15400 SH SOLE 15400 0 0 PARKER HANNIFIN CORP COM 701094104 296 1983 SH SOLE 1983 0 0 PATRICK INDS INC COM 703343103 338 11400 SH SOLE 11400 0 0 PATTERN ENERGY GROUP INC CL A 70338P100 205 11000 SH SOLE 11000 0 0 PATTERSON COMPANIES INC COM 703395103 476 24200 SH SOLE 24200 0 0 PATTERSON UTI ENERGY INC COM 703481101 312 30100 SH SOLE 30100 0 0 PAYPAL HLDGS INC COM 70450Y103 252 3000 SH SOLE 3000 0 0 PEMBINA PIPELINE CORP COM 706327103 647 21800 SH SOLE 21800 0 0 PENN NATL GAMING INC COM 707569109 371 19700 SH SOLE 19700 0 0 PENSKE AUTOMOTIVE GRP INC COM 70959W103 306 7600 SH SOLE 7600 0 0 PENTAIR PLC SHS G7S00T104 600 15894 SH SOLE 15894 0 0 PEOPLES UNITED FINANCIAL INC COM 712704105 444 30800 SH SOLE 30800 0 0 PERFORMANCE FOOD GROUP CO COM 71377A103 371 11500 SH SOLE 11500 0 0 PERKINELMER INC COM 714046109 471 6000 SH SOLE 6000 0 0 PERRIGO CO PLC SHS G97822103 945 24387 SH SOLE 24387 0 0 PETMED EXPRESS INC COM 716382106 272 11700 SH SOLE 11700 0 0 PFIZER INC COM 717081103 566 12966 SH SOLE 12966 0 0 PHILIP MORRIS INTL INC COM 718172109 2929 43868 SH SOLE 43868 0 0 PINNACLE WEST CAP CORP COM 723484101 256 3000 SH SOLE 3000 0 0 PIONEER NAT RES CO COM 723787107 342 2600 SH SOLE 2600 0 0 PNC FINL SVCS GROUP INC COM 693475105 530 4531 SH SOLE 4531 0 0 POLARIS INDS INC COM 731068102 213 2778 SH SOLE 2778 0 0 POOL CORPORATION COM 73278L105 282 1900 SH SOLE 1900 0 0 PORTLAND GEN ELEC CO COM NEW 736508847 284 6200 SH SOLE 6200 0 0 PPL CORP COM 69351T106 535 18874 SH SOLE 18874 0 0 PREMIER INC CL A 74051N102 512 13700 SH SOLE 13700 0 0 PRICESMART INC COM 741511109 437 7400 SH SOLE 7400 0 0 PRIMERICA INC COM 74164M108 430 4400 SH SOLE 4400 0 0 PRINCIPAL FINL GROUP INC COM 74251V102 336 7600 SH SOLE 7600 0 0 PROGRESS SOFTWARE CORP COM 743312100 1061 29900 SH SOLE 29900 0 0 PROLOGIS INC COM 74340W103 825 14055 SH SOLE 14055 0 0 PROPETRO HLDG CORP COM 74347M108 317 25700 SH SOLE 25700 0 0 PVH CORP COM 693656100 1030 11083 SH SOLE 11083 0 0 Q2 HLDGS INC COM 74736L109 312 6300 SH SOLE 6300 0 0 QEP RES INC COM 74733V100 80 14200 SH SOLE 14200 0 0 QUANTA SVCS INC COM 74762E102 379 12600 SH SOLE 12600 0 0 QUEST DIAGNOSTICS INC COM 74834L100 237 2850 SH SOLE 2850 0 0 QURATE RETAIL INC COM SER A 74915M100 705 36100 SH SOLE 36100 0 0 RADIAN GROUP INC COM 750236101 240 14700 SH SOLE 14700 0 0 RAMBUS INC DEL COM 750917106 92 12000 SH SOLE 12000 0 0 RANGE RES CORP COM 75281A109 107 11200 SH SOLE 11200 0 0 RAYONIER INC COM 754907103 374 13500 SH SOLE 13500 0 0 REGIONS FINL CORP NEW COM 7591EP100 450 33600 SH SOLE 33600 0 0 RELIANCE STEEL & ALUMINUM CO COM 759509102 214 3000 SH SOLE 3000 0 0 RETAIL OPPORTUNITY INVTS COR COM 76131N101 173 10900 SH SOLE 10900 0 0 RETAIL PPTYS AMER INC CL A 76131V202 282 26000 SH SOLE 26000 0 0 REXFORD INDL RLTY INC COM 76169C100 371 12600 SH SOLE 12600 0 0 RH COM 74967X103 455 3800 SH SOLE 3800 0 0 RLJ LODGING TR COM 74965L101 362 22100 SH SOLE 22100 0 0 ROCKWELL AUTOMATION INC COM 773903109 1212 8056 SH SOLE 8056 0 0 ROGERS COMMUNICATIONS INC CL B 775109200 313 6100 SH SOLE 6100 0 0 ROLLINS INC COM 775711104 603 16700 SH SOLE 16700 0 0 ROPER TECHNOLOGIES INC COM 776696106 837 3140 SH SOLE 3140 0 0 ROYAL BK CDA MONTREAL QUE COM 780087102 455 6636 SH SOLE 6636 0 0 ROYAL CARIBBEAN CRUISES LTD COM V7780T103 800 8177 SH SOLE 8177 0 0 RPM INTL INC COM 749685103 729 12400 SH SOLE 12400 0 0 RUSH ENTERPRISES INC CL A 781846209 324 9400 SH SOLE 9400 0 0 S&P GLOBAL INC COM 78409V104 230 1356 SH SOLE 1356 0 0 SABRA HEALTH CARE REIT INC COM 78573L106 641 38900 SH SOLE 38900 0 0 SALESFORCE COM INC COM 79466L302 753 5500 SH SOLE 5500 0 0 SALLY BEAUTY HLDGS INC COM 79546E104 201 11800 SH SOLE 11800 0 0 SANDERSON FARMS INC COM 800013104 328 3300 SH SOLE 3300 0 0 SCHEIN HENRY INC COM 806407102 306 3900 SH SOLE 3900 0 0 SCHLUMBERGER LTD COM 806857108 1841 51034 SH SOLE 51034 0 0 SCHNEIDER NATIONAL INC CL B 80689H102 442 23700 SH SOLE 23700 0 0 SEALED AIR CORP NEW COM 81211K100 404 11600 SH SOLE 11600 0 0 SEI INVESTMENTS CO COM 784117103 638 13800 SH SOLE 13800 0 0 SEMPRA ENERGY COM 816851109 552 5100 SH SOLE 5100 0 0 SEMTECH CORP COM 816850101 381 8300 SH SOLE 8300 0 0 SENSATA TECHNOLOGIES HLDNG P SHS G8060N102 277 6188 SH SOLE 6188 0 0 SERVICE CORP INTL COM 817565104 374 9292 SH SOLE 9292 0 0 SHERWIN WILLIAMS CO COM 824348106 392 997 SH SOLE 997 0 0 SIGNATURE BK NEW YORK N Y COM 82669G104 280 2720 SH SOLE 2720 0 0 SILICON LABORATORIES INC COM 826919102 331 4200 SH SOLE 4200 0 0 SIMON PPTY GROUP INC NEW COM 828806109 1368 8145 SH SOLE 8145 0 0 SINCLAIR BROADCAST GROUP INC CL A 829226109 990 37600 SH SOLE 37600 0 0 SIX FLAGS ENTMT CORP NEW COM 83001A102 303 5440 SH SOLE 5440 0 0 SKYWORKS SOLUTIONS INC COM 83088M102 430 6409 SH SOLE 6409 0 0 SL GREEN RLTY CORP COM 78440X101 648 8200 SH SOLE 8200 0 0 SLEEP NUMBER CORP COM 83125X103 371 11700 SH SOLE 11700 0 0 SMITH A O COM 831865209 255 5968 SH SOLE 5968 0 0 SNAP ON INC COM 833034101 349 2400 SH SOLE 2400 0 0 SOUTHERN CO COM 842587107 820 18673 SH SOLE 18673 0 0 SOUTHERN COPPER CORP COM 84265V105 401 13043 SH SOLE 13043 0 0 SOUTHWEST AIRLS CO COM 844741108 816 17562 SH SOLE 17562 0 0 SPIRIT AEROSYSTEMS HLDGS INC COM CL A 848574109 412 5711 SH SOLE 5711 0 0 SPIRIT AIRLS INC COM 848577102 330 5700 SH SOLE 5700 0 0 SPS COMM INC COM 78463M107 362 4400 SH SOLE 4400 0 0 SQUARE INC CL A 852234103 712 12700 SH SOLE 12700 0 0 SRC ENERGY INC COM 78470V108 55 11700 SH SOLE 11700 0 0 STAMPS COM INC COM NEW 852857200 296 1900 SH SOLE 1900 0 0 STARBUCKS CORP COM 855244109 824 12800 SH SOLE 12800 0 0 STEEL DYNAMICS INC COM 858119100 1176 39160 SH SOLE 39160 0 0 STEELCASE INC CL A 858155203 231 15600 SH SOLE 15600 0 0 STERIS PLC SHS USD G84720104 214 2000 SH SOLE 2000 0 0 STRATASYS LTD SHS M85548101 281 15600 SH SOLE 15600 0 0 STRYKER CORP COM 863667101 1148 7326 SH SOLE 7326 0 0 SUNCOR ENERGY INC NEW COM 867224107 2032 72636 SH SOLE 72636 0 0 SUNTRUST BKS INC COM 867914103 827 16400 SH SOLE 16400 0 0 SUPERNUS PHARMACEUTICALS INC COM 868459108 482 14500 SH SOLE 14500 0 0 SYMANTEC CORP COM 871503108 627 33205 SH SOLE 33205 0 0 SYNAPTICS INC COM 87157D109 253 6800 SH SOLE 6800 0 0 SYNCHRONY FINL COM 87165B103 422 18000 SH SOLE 18000 0 0 SYNEOS HEALTH INC CL A 87166B102 350 8900 SH SOLE 8900 0 0 SYNOPSYS INC COM 871607107 226 2682 SH SOLE 2682 0 0 SYNOVUS FINL CORP COM NEW 87161C501 589 18400 SH SOLE 18400 0 0 SYSCO CORP COM 871829107 502 8015 SH SOLE 8015 0 0 TAPESTRY INC COM 876030107 605 17938 SH SOLE 17938 0 0 TAYLOR MORRISON HOME CORP CL A 87724P106 269 16900 SH SOLE 16900 0 0 TECH DATA CORP COM 878237106 278 3400 SH SOLE 3400 0 0 TEGNA INC COM 87901J105 171 15700 SH SOLE 15700 0 0 TELEPHONE & DATA SYS INC COM NEW 879433829 345 10600 SH SOLE 10600 0 0 TELUS CORP COM 87971M103 207 6250 SH SOLE 6250 0 0 TENET HEALTHCARE CORP COM NEW 88033G407 295 17200 SH SOLE 17200 0 0 TERADYNE INC COM 880770102 452 14411 SH SOLE 14411 0 0 TERRENO RLTY CORP COM 88146M101 334 9500 SH SOLE 9500 0 0 THERMO FISHER SCIENTIFIC INC COM 883556102 1315 5878 SH SOLE 5878 0 0 TIVITY HEALTH INC COM 88870R102 464 18700 SH SOLE 18700 0 0 TJX COS INC NEW COM 872540109 453 10134 SH SOLE 10134 0 0 TOPBUILD CORP COM 89055F103 396 8800 SH SOLE 8800 0 0 TORCHMARK CORP COM 891027104 465 6238 SH SOLE 6238 0 0 TORONTO DOMINION BK ONT COM NEW 891160509 316 6354 SH SOLE 6354 0 0 TOTAL SYS SVCS INC COM 891906109 492 6050 SH SOLE 6050 0 0 TRACTOR SUPPLY CO COM 892356106 534 6400 SH SOLE 6400 0 0 TRANSCANADA CORP COM 89353D107 462 12931 SH SOLE 12931 0 0 TRANSUNION COM 89400J107 256 4500 SH SOLE 4500 0 0 TRIMBLE INC COM 896239100 633 19229 SH SOLE 19229 0 0 TRONOX LTD SHS CL A Q9235V101 293 37600 SH SOLE 37600 0 0 TUPPERWARE BRANDS CORP COM 899896104 278 8800 SH SOLE 8800 0 0 TWO HBRS INVT CORP COM NEW 90187B408 236 18400 SH SOLE 18400 0 0 TYSON FOODS INC CL A 902494103 540 10118 SH SOLE 10118 0 0 UDR INC COM 902653104 540 13627 SH SOLE 13627 0 0 UGI CORP NEW COM 902681105 251 4712 SH SOLE 4712 0 0 ULTIMATE SOFTWARE GROUP INC COM 90385D107 483 1974 SH SOLE 1974 0 0 UMPQUA HLDGS CORP COM 904214103 270 17000 SH SOLE 17000 0 0 UNION PAC CORP COM 907818108 530 3833 SH SOLE 3833 0 0 UNITED CONTL HLDGS INC COM 910047109 329 3928 SH SOLE 3928 0 0 UNITED PARCEL SERVICE INC CL B 911312106 648 6642 SH SOLE 6642 0 0 UNITED RENTALS INC COM 911363109 646 6300 SH SOLE 6300 0 0 UNITEDHEALTH GROUP INC COM 91324P102 479 1921 SH SOLE 1921 0 0 UNIVAR INC COM 91336L107 230 12975 SH SOLE 12975 0 0 UNUM GROUP COM 91529Y106 582 19798 SH SOLE 19798 0 0 URBAN OUTFITTERS INC COM 917047102 242 7300 SH SOLE 7300 0 0 US BANCORP DEL COM NEW 902973304 3518 76974 SH SOLE 76974 0 0 USANA HEALTH SCIENCES INC COM 90328M107 365 3100 SH SOLE 3100 0 0 V F CORP COM 918204108 1345 18855 SH SOLE 18855 0 0 VAIL RESORTS INC COM 91879Q109 286 1357 SH SOLE 1357 0 0 VALVOLINE INC COM 92047W101 296 15300 SH SOLE 15300 0 0 VARIAN MED SYS INC COM 92220P105 323 2851 SH SOLE 2851 0 0 VARONIS SYS INC COM 922280102 302 5700 SH SOLE 5700 0 0 VECTOR GROUP LTD COM 92240M108 261 26800 SH SOLE 26800 0 0 VERINT SYS INC COM 92343X100 228 5400 SH SOLE 5400 0 0 VERISIGN INC COM 92343E102 518 3496 SH SOLE 3496 0 0 VERIZON COMMUNICATIONS INC COM 92343V104 416 7400 SH SOLE 7400 0 0 VERSUM MATLS INC COM 92532W103 541 19500 SH SOLE 19500 0 0 VIACOM INC NEW CL B 92553P201 429 16697 SH SOLE 16697 0 0 VIASAT INC COM 92552V100 200 3400 SH SOLE 3400 0 0 VIRTU FINL INC CL A 928254101 234 9100 SH SOLE 9100 0 0 VISA INC COM CL A 92826C839 421 3189 SH SOLE 3189 0 0 VISTA OUTDOOR INC COM 928377100 293 25800 SH SOLE 25800 0 0 VISTRA ENERGY CORP COM 92840M102 467 20400 SH SOLE 20400 0 0 VONAGE HLDGS CORP COM 92886T201 439 50300 SH SOLE 50300 0 0 VORNADO RLTY TR SH BEN INT 929042109 689 11100 SH SOLE 11100 0 0 VOYA FINL INC COM 929089100 674 16800 SH SOLE 16800 0 0 VOYAGER THERAPEUTICS INC COM 92915B106 102 10800 SH SOLE 10800 0 0 VULCAN MATLS CO COM 929160109 529 5351 SH SOLE 5351 0 0 WABASH NATL CORP COM 929566107 205 15700 SH SOLE 15700 0 0 WALGREENS BOOTS ALLIANCE INC COM 931427108 1397 20449 SH SOLE 20449 0 0 WASTE MGMT INC DEL COM 94106L109 276 3100 SH SOLE 3100 0 0 WATSCO INC COM 942622200 473 3400 SH SOLE 3400 0 0 WEBSTER FINL CORP CONN COM 947890109 394 8000 SH SOLE 8000 0 0 WEC ENERGY GROUP INC COM 92939U106 541 7815 SH SOLE 7815 0 0 WELLCARE HEALTH PLANS INC COM 94946T106 519 2199 SH SOLE 2199 0 0 WELLS FARGO CO NEW COM 949746101 1579 34257 SH SOLE 34257 0 0 WERNER ENTERPRISES INC COM 950755108 227 7700 SH SOLE 7700 0 0 WESCO INTL INC COM 95082P105 576 12000 SH SOLE 12000 0 0 WESTERN UN CO COM 959802109 467 27357 SH SOLE 27357 0 0 WESTROCK CO COM 96145D105 249 6600 SH SOLE 6600 0 0 WEYERHAEUSER CO COM 962166104 398 18229 SH SOLE 18229 0 0 WHIRLPOOL CORP COM 963320106 599 5605 SH SOLE 5605 0 0 WINNEBAGO INDS INC COM 974637100 337 13900 SH SOLE 13900 0 0 WISDOMTREE INVTS INC COM 97717P104 159 23900 SH SOLE 23900 0 0 WORKDAY INC CL A 98138H101 303 1900 SH SOLE 1900 0 0 WORTHINGTON INDS INC COM 981811102 247 7100 SH SOLE 7100 0 0 WYNDHAM DESTINATIONS INC COM 98310W108 373 10400 SH SOLE 10400 0 0 XEROX CORP COM NEW 984121608 357 18081 SH SOLE 18081 0 0 XILINX INC COM 983919101 749 8800 SH SOLE 8800 0 0 XPERI CORP COM 98421B100 259 14100 SH SOLE 14100 0 0 YUM BRANDS INC COM 988498101 341 3705 SH SOLE 3705 0 0 YUM CHINA HLDGS INC COM 98850P109 962 28700 SH SOLE 28700 0 0 ZAYO GROUP HLDGS INC COM 98919V105 585 25600 SH SOLE 25600 0 0 ZEBRA TECHNOLOGIES CORP CL A 989207105 430 2700 SH SOLE 2700 0 0 ZIONS BANCORPORATION N A COM 989701107 717 17607 SH SOLE 17607 0 0