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
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0001633256
XXXXXXXX
12-31-2018
12-31-2018
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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
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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
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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
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SOLE
22500
0
0
NETAPP INC
COM
64110D104
1034
17323
SH
SOLE
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0
0
NETFLIX INC
COM
64110L106
477
1783
SH
SOLE
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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
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SOLE
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0
0
OCCIDENTAL PETE CORP DEL
COM
674599105
476
7747
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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