NPORT-P
false
0000804239
XXXXXXXX
S000061211
C000198269
SEI INSTITUTIONAL MANAGED TRUST
811-04878
0000804239
9FTE3UO0Y1HGMNV0D371
2 OLIVER STREET
BOSTON
02109
8003455734
SIMT LARGE CAP INDEX FUND
S000061211
549300DGG40F5X8EQL10
2020-09-30
2019-12-31
N
544541468.66
1825330.45
542716138.21
0
0
0
0
0
0
0
0
0
0
0
0
0
3588.17
N
PAYPAL HOLDINGS, INC.
5493005X2GO78EFZ3E94
PAYPAL HOLDINGS INC COMMON STOCK
70450Y103
20580.00000000
NS
USD
2226138.60000000
0.410184706749
Long
EC
US
N
1
N
N
N
TRIPADVISOR, INC.
N/A
TRIPADVISOR INC COMMON STOCK
896945201
2000.00000000
NS
USD
60760.00000000
0.011195539568
Long
EC
US
N
1
N
N
N
ROLLINS, INC.
549300F2A0BXT4SGWD84
ROLLINS INC COMMON STOCK
775711104
2700.00000000
NS
USD
89532.00000000
0.016497021867
Long
EC
US
N
1
N
N
N
NRG ENERGY, INC.
5E2UPK5SW04M13XY7I38
NRG ENERGY INC COMMON STOCK
629377508
4400.00000000
NS
USD
174900.00000000
0.032226791813
Long
EC
US
N
1
N
N
N
GRAFTECH INTERNATIONAL LTD.
549300GY32W00XP57351
GRAFTECH INTERNATIONAL LTD COMMON STOCK
384313508
1261.00000000
NS
USD
14652.82000000
0.002699904972
Long
EC
US
N
1
N
N
N
JPMORGAN CHASE & CO.
8I5DZWZKVSZI1NUHU748
JPMORGAN CHASE & CO COMMON STOCK
46625H100
54608.00000000
NS
USD
7612355.20000000
1.402640287260
Long
EC
US
N
1
N
N
N
ROBERT HALF INTERNATIONAL INC.
529900VPCUY9H3HLIC08
ROBERT HALF INTL INC COMMON STOCK
770323103
1900.00000000
NS
USD
119985.00000000
0.022108242514
Long
EC
US
N
1
N
N
N
CELANESE CORPORATION
549300FHJQTDPPN41627
CELANESE CORP COMMON STOCK
150870103
2100.00000000
NS
USD
258552.00000000
0.047640374368
Long
EC
US
N
1
N
N
N
CONTINENTAL RESOURCES, INC.
XXRTID9RYWOZ0UPIVR53
CONTINENTAL RESOURCES INC/OK COMMON STOCK
212015101
1200.00000000
NS
USD
41160.00000000
0.007584075191
Long
EC
US
N
1
N
N
N
UNIVERSAL DISPLAY CORPORATION
N/A
UNIVERSAL DISPLAY CORP COMMON STOCK
91347P105
742.00000000
NS
USD
152903.94000000
0.028173833286
Long
EC
US
N
1
N
N
N
ABBVIE INC.
FR5LCKFTG8054YNNRU85
ABBVIE INC COMMON STOCK
00287Y109
25917.00000000
NS
USD
2294691.18000000
0.422816094536
Long
EC
US
N
1
N
N
N
NASDAQ, INC.
549300L8X1Q78ERXFD06
NASDAQ INC COMMON STOCK
631103108
2100.00000000
NS
USD
224910.00000000
0.041441553726
Long
EC
US
N
1
N
N
N
HYATT HOTELS CORPORATION
T27JQIMTYSH41TCD5186
HYATT HOTELS CORP - CL A COMMON STOCK
448579102
694.00000000
NS
USD
62258.74000000
0.011471694983
Long
EC
US
N
1
N
N
N
PAYCHEX, INC.
529900K900DW6SUBM174
PAYCHEX INC COMMON STOCK
704326107
5719.00000000
NS
USD
486458.14000000
0.089633992017
Long
EC
US
N
1
N
N
N
GENERAL MILLS, INC.
2TGYMUGI08PO8X8L6150
GENERAL MILLS INC COMMON STOCK
370334104
10482.00000000
NS
USD
561415.92000000
0.103445591622
Long
EC
US
N
1
N
N
N
BROADRIDGE FINANCIAL SOLUTIONS, INC.
N/A
BROADRIDGE FINANCIAL SOLUTIO COMMON STOCK
11133T103
1928.00000000
NS
USD
238185.12000000
0.043887605919
Long
EC
US
N
1
N
N
N
WAYFAIR INC.
54930027N9ZAVYFDHK53
WAYFAIR INC- CLASS A COMMON STOCK
94419L101
975.00000000
NS
USD
88110.75000000
0.016235144635
Long
EC
US
N
1
N
N
N
THE PROGRESSIVE CORPORATION
529900TACNVLY9DCR586
PROGRESSIVE CORP COMMON STOCK
743315103
10147.00000000
NS
USD
734541.33000000
0.135345400345
Long
EC
US
N
1
N
N
N
WESTERN DIGITAL CORPORATION
549300QQXOOYEF89IC56
WESTERN DIGITAL CORP COMMON STOCK
958102105
5192.00000000
NS
USD
329536.24000000
0.060719815903
Long
EC
US
N
1
N
N
N
EQUITY COMMONWEALTH
549300YPGVU9PR4L0606
EQUITY COMMONWEALTH REIT
294628102
2300.00000000
NS
USD
75509.00000000
0.013913166512
Long
EC
US
N
1
N
N
N
NORTONLIFELOCK INC.
YF6ZV0M6AU4FY94MK914
NORTONLIFELOCK INC COMMON STOCK
668771108
9901.00000000
NS
USD
252673.52000000
0.046557215127
Long
EC
US
N
1
N
N
N
KOSMOS ENERGY LTD.
213800YDFJ3OT9B5P157
KOSMOS ENERGY LTD COMMON STOCK
500688106
6200.00000000
NS
USD
35340.00000000
0.006511691381
Long
EC
US
N
1
N
N
N
AXALTA COATING SYSTEMS LTD.
529900AGLPA40GV6H619
AXALTA COATING SYSTEMS LTD COMMON STOCK
G0750C108
3300.00000000
NS
USD
100320.00000000
0.018484801342
Long
EC
BM
N
1
N
N
N
QUANTA SERVICES, INC.
SHVRXXEACT60MMH07S24
QUANTA SERVICES INC COMMON STOCK
74762E102
2600.00000000
NS
USD
105846.00000000
0.019503013186
Long
EC
US
N
1
N
N
N
VALMONT INDUSTRIES, INC.
5493009ZGZJJ8F77JN08
VALMONT INDUSTRIES COMMON STOCK
920253101
300.00000000
NS
USD
44934.00000000
0.008279466342
Long
EC
US
N
1
N
N
N
BRISTOL-MYERS SQUIBB COMPANY
HLYYNH7UQUORYSJQCN42
BRISTOL-MYERS SQUIBB CO COMMON STOCK
110122108
40842.00000000
NS
USD
2621647.98000000
0.483060626987
Long
EC
US
N
1
N
N
N
BUNGE LIMITED
5493007M0RIN8HY3MM77
BUNGE LTD COMMON STOCK
G16962105
2500.00000000
NS
USD
143875.00000000
0.026510175369
Long
EC
BM
N
1
N
N
N
TRANSDIGM GROUP INCORPORATED
N/A
TRANSDIGM GROUP INC COMMON STOCK
893641100
846.00000000
NS
USD
473760.00000000
0.087294253228
Long
EC
US
N
1
N
N
N
BROWN-FORMAN CORPORATION
549300873K3LXF7ARU34
BROWN-FORMAN CORP-CLASS B COMMON STOCK
115637209
2922.00000000
NS
USD
197527.20000000
0.036396043178
Long
EC
US
N
1
N
N
N
TOLL BROTHERS, INC.
529900JB6IS9MSZGVR44
TOLL BROTHERS INC COMMON STOCK
889478103
2200.00000000
NS
USD
86922.00000000
0.016016107478
Long
EC
US
N
1
N
N
N
MDU RESOURCES GROUP, INC.
N/A
MDU RESOURCES GROUP INC COMMON STOCK
552690109
3100.00000000
NS
USD
92101.00000000
0.016970381662
Long
EC
US
N
1
N
N
N
VISA INC.
549300JZ4OKEHW3DPJ59
VISA INC-CLASS A SHARES COMMON STOCK
92826C839
30037.00000000
NS
USD
5643952.30000000
1.039945544758
Long
EC
US
N
1
N
N
N
BROOKFIELD PROPERTY REIT INC.
549300K1JD1LDRNBET48
BROOKFIELD PROPERTY REIT I-A REIT
11282X103
1727.00000000
NS
USD
31854.52000000
0.005869462460
Long
EC
US
N
1
N
N
N
CENTENE CORPORATION
549300Z7JJ4TQSQGT333
CENTENE CORP COMMON STOCK
15135B101
7049.00000000
NS
USD
443170.63000000
0.081657905265
Long
EC
US
N
1
N
N
N
AGCO CORPORATION
LYOM0B2GCF1JWXK5ZG04
AGCO CORP COMMON STOCK
001084102
1000.00000000
NS
USD
77250.00000000
0.014233960363
Long
EC
US
N
1
N
N
N
COUPA SOFTWARE INCORPORATED
549300Q95ICR2GFL2K37
COUPA SOFTWARE INC COMMON STOCK
22266L106
1200.00000000
NS
USD
175500.00000000
0.032337346845
Long
EC
US
N
1
N
N
N
PEGASYSTEMS INC.
549300FMCOKPL06FYN26
PEGASYSTEMS INC COMMON STOCK
705573103
600.00000000
NS
USD
47790.00000000
0.008805708294
Long
EC
US
N
1
N
N
N
Lowe`s Companies, Inc.
WAFCR4OKGSC504WU3E95
LOWE'S COS INC COMMON STOCK
548661107
13615.00000000
NS
USD
1630532.40000000
0.300439269297
Long
EC
US
N
1
N
N
N
QUALCOMM INCORPORATED
H1J8DDZKZP6H7RWC0H53
QUALCOMM INC COMMON STOCK
747525103
20090.00000000
NS
USD
1772540.70000000
0.326605489537
Long
EC
US
N
1
N
N
N
MASIMO CORPORATION
549300Q4A8JK0PIYCU29
MASIMO CORP COMMON STOCK
574795100
800.00000000
NS
USD
126448.00000000
0.023299104466
Long
EC
US
N
1
N
N
N
SIMON PROPERTY GROUP, INC.
529900GQL5X8H7AO3T64
SIMON PROPERTY GROUP INC REIT
828806109
5355.00000000
NS
USD
797680.80000000
0.146979377217
Long
EC
US
N
1
N
N
N
CERNER CORPORATION
549300L4UJ40IEVVI304
CERNER CORP COMMON STOCK
156782104
5400.00000000
NS
USD
396306.00000000
0.073022704153
Long
EC
US
N
1
N
N
N
ARAMARK
549300MR6PG2DWZUIL39
ARAMARK COMMON STOCK
03852U106
4400.00000000
NS
USD
190960.00000000
0.035185981502
Long
EC
US
N
1
N
N
N
AQUA AMERICA, INC.
549300ILTEOF3E3QY357
AQUA AMERICA INC COMMON STOCK
03836W103
3600.00000000
NS
USD
168984.00000000
0.031136719198
Long
EC
US
N
1
N
N
N
DICK'S SPORTING GOODS, INC.
529900SSBV5I4LWSK313
DICK'S SPORTING GOODS INC COMMON STOCK
253393102
1292.00000000
NS
USD
63941.08000000
0.011781680237
Long
EC
US
N
1
N
N
N
TWILIO INC.
5493004W8TRGD63APX93
TWILIO INC - A COMMON STOCK
90138F102
2200.00000000
NS
USD
216216.00000000
0.039839611313
Long
EC
US
N
1
N
N
N
LPL FINANCIAL HOLDINGS INC.
549300XROQ4Y8G2L7682
LPL FINANCIAL HOLDINGS INC COMMON STOCK
50212V100
1300.00000000
NS
USD
119925.00000000
0.022097187011
Long
EC
US
N
1
N
N
N
THE ALLSTATE CORPORATION
OBT0W1ED8G0NWVOLOJ77
ALLSTATE CORP COMMON STOCK
020002101
5823.00000000
NS
USD
654796.35000000
0.120651718992
Long
EC
US
N
1
N
N
N
CENTENNIAL RESOURCE DEVELOPMENT, INC.
529900NXUJPOKU7OJ511
CENTENNIAL RESOURCE DEVELO-A COMMON STOCK
15136A102
2800.00000000
NS
USD
12936.00000000
0.002383566488
Long
EC
US
N
1
N
N
N
EQUIFAX INC.
5493004MCF8JDC86VS77
EQUIFAX INC COMMON STOCK
294429105
2035.00000000
NS
USD
285144.20000000
0.052540210235
Long
EC
US
N
1
N
N
N
HEICO CORPORATION
529900O1DTDLCJ7L0I14
HEICO CORP-CLASS A COMMON STOCK
422806208
1400.00000000
NS
USD
125342.00000000
0.023095314691
Long
EC
US
N
1
N
N
N
VOYA FINANCIAL, INC.
549300T065Z4KJ686G75
VOYA FINANCIAL INC COMMON STOCK
929089100
2300.00000000
NS
USD
140254.00000000
0.025842975752
Long
EC
US
N
1
N
N
N
KNIGHT-SWIFT TRANSPORTATION HOLDINGS INC.
N/A
KNIGHT-SWIFT TRANSPORTATION COMMON STOCK
499049104
1900.00000000
NS
USD
68096.00000000
0.012547259092
Long
EC
US
N
1
N
N
N
SINCLAIR BROADCAST GROUP, INC.
529900879GWQV880PQ28
SINCLAIR BROADCAST GROUP -A COMMON STOCK
829226109
800.00000000
NS
USD
26672.00000000
0.004914539686
Long
EC
US
N
1
N
N
N
BRUKER CORPORATION
LEBZ6VLQ6I8XB1NHVY15
BRUKER CORP COMMON STOCK
116794108
1600.00000000
NS
USD
81552.00000000
0.015026639942
Long
EC
US
N
1
N
N
N
NIKE, INC.
787RXPR0UX0O0XUXPZ81
NIKE INC -CL B COMMON STOCK
654106103
21643.00000000
NS
USD
2192652.33000000
0.404014580666
Long
EC
US
N
1
N
N
N
ROCKWELL AUTOMATION, INC.
VH3R4HHBHH12O0EXZJ88
ROCKWELL AUTOMATION INC COMMON STOCK
773903109
2003.00000000
NS
USD
405948.01000000
0.074799325359
Long
EC
US
N
1
N
N
N
TRANSUNION
549300ZS772LUNUMRB03
TRANSUNION COMMON STOCK
89400J107
3300.00000000
NS
USD
282513.00000000
0.052055389569
Long
EC
US
N
1
N
N
N
QUEST DIAGNOSTICS INCORPORATED
8MCWUBXQ0WE04KMXBX50
QUEST DIAGNOSTICS INC COMMON STOCK
74834L100
2400.00000000
NS
USD
256296.00000000
0.047224687448
Long
EC
US
N
1
N
N
N
PURE STORAGE, INC.
549300NPDB0BZTK3WO90
PURE STORAGE INC - CLASS A COMMON STOCK
74624M102
3600.00000000
NS
USD
61596.00000000
0.011349579580
Long
EC
US
N
1
N
N
N
VICI PROPERTIES INC.
254900RKH6RY9KCJQH63
VICI PROPERTIES INC REIT
925652109
7794.00000000
NS
USD
199136.70000000
0.036692607051
Long
EC
US
N
1
N
N
N
CINEMARK HOLDINGS, INC.
N/A
CINEMARK HOLDINGS INC COMMON STOCK
17243V102
2000.00000000
NS
USD
67700.00000000
0.012474292771
Long
EC
US
N
1
N
N
N
TERADATA CORPORATION
549300JU9SOUHV4U4R71
TERADATA CORP COMMON STOCK
88076W103
1797.00000000
NS
USD
48105.69000000
0.008863876824
Long
EC
US
N
1
N
N
N
SOUTHERN COPPER CORPORATION
2549007U6NAP46Q9TU15
SOUTHERN COPPER CORP COMMON STOCK
84265V105
1600.00000000
NS
USD
67968.00000000
0.012523674019
Long
EC
US
N
1
N
N
N
INSULET CORPORATION
549300TZTYD2PYN92D43
INSULET CORP COMMON STOCK
45784P101
1067.00000000
NS
USD
182670.40000000
0.033658553180
Long
EC
US
N
1
N
N
N
WORLD WRESTLING ENTERTAINMENT, INC.
549300WZVLSCS3L4L698
WORLD WRESTLING ENTERTAIN-A COMMON STOCK
98156Q108
600.00000000
NS
USD
38922.00000000
0.007171704922
Long
EC
US
N
1
N
N
N
THE MACERICH COMPANY
529900PSWCB5KI0JYU46
MACERICH CO/THE REIT
554382101
2200.00000000
NS
USD
59224.00000000
0.010912518687
Long
EC
US
N
1
N
N
SYNOVUS FINANCIAL CORP.
549300EIUS8UN5JTLE54
SYNOVUS FINANCIAL CORP COMMON STOCK
87161C501
2700.00000000
NS
USD
105840.00000000
0.019501907636
Long
EC
US
N
1
N
N
N
AECOM
0EEB8GF0W0NPCIHZX097
AECOM COMMON STOCK
00766T100
2700.00000000
NS
USD
116451.00000000
0.021457073376
Long
EC
US
N
1
N
N
N
HIGHWOODS PROPERTIES, INC.
ZIIGTYKL9T0X3HLTDX53
HIGHWOODS PROPERTIES INC REIT
431284108
1878.00000000
NS
USD
91852.98000000
0.016924681897
Long
EC
US
N
1
N
N
N
IDACORP, INC.
N134NUJDWN8UEFA8B673
IDACORP INC COMMON STOCK
451107106
900.00000000
NS
USD
96120.00000000
0.017710916118
Long
EC
US
N
1
N
N
N
SABRE CORPORATION
529900VKCYZW8GZ4WW58
SABRE CORP COMMON STOCK
78573M104
5000.00000000
NS
USD
112200.00000000
0.020673790974
Long
EC
US
N
1
N
N
N
CREDIT ACCEPTANCE CORPORATION
N/A
CREDIT ACCEPTANCE CORP COMMON STOCK
225310101
178.00000000
NS
USD
78734.74000000
0.014507536160
Long
EC
US
N
1
N
N
N
HERBALIFE NUTRITION LTD.
549300BA7TYPBSZZIA41
HERBALIFE NUTRITION LTD COMMON STOCK
G4412G101
1874.00000000
NS
USD
89333.58000000
0.016460461318
Long
EC
KY
N
1
N
N
N
AMERICAN FINANCIAL GROUP, INC.
549300AFOM7IVKIU1G39
AMERICAN FINANCIAL GROUP INC COMMON STOCK
025932104
1243.00000000
NS
USD
136294.95000000
0.025113487586
Long
EC
US
N
1
N
N
N
STEEL DYNAMICS, INC.
549300HGGKEL4FYTTQ83
STEEL DYNAMICS INC COMMON STOCK
858119100
3500.00000000
NS
USD
119140.00000000
0.021952544177
Long
EC
US
N
1
N
N
N
OWENS CORNING
JO5M6676RDJIZ2U8X907
OWENS CORNING COMMON STOCK
690742101
1700.00000000
NS
USD
110704.00000000
0.020398140428
Long
EC
US
N
1
N
N
N
HOLOGIC, INC.
549300DYP6F5ZJL0LB74
HOLOGIC INC COMMON STOCK
436440101
4700.00000000
NS
USD
245387.00000000
0.045214612708
Long
EC
US
N
1
N
N
N
MOLSON COORS BREWING COMPANY
54930073LBBH6ZCBE225
MOLSON COORS BREWING CO -B COMMON STOCK
60871R209
2895.00000000
NS
USD
156040.50000000
0.028751770771
Long
EC
US
N
1
N
N
N
CAESARS ENTERTAINMENT CORPORATION
529900CJT4VQO26ONP04
CAESARS ENTERTAINMENT CORP COMMON STOCK
127686103
9307.00000000
NS
USD
126575.20000000
0.023322542133
Long
EC
US
N
1
N
N
N
N/A
N/A
S&P500 EMINI FUT MAR20 PHYSICAL INDEX FUTURE.
N/A
131.00000000
NC
USD
21163705.00000000
3.899590137452
N/A
DE
US
N
1
BANK OF AMERICA
N/A
Long
S&P 500 Future Mar 2020
N/A
N/A
2020-03-23
20831758.68
USD
331946.32
N
N
N
OLD REPUBLIC INTERNATIONAL CORPORATION
N/A
OLD REPUBLIC INTL CORP COMMON STOCK
680223104
5200.00000000
NS
USD
116324.00000000
0.021433672561
Long
EC
US
N
1
N
N
N
PALO ALTO NETWORKS, INC.
549300QXR2YVZV231H43
PALO ALTO NETWORKS INC COMMON STOCK
697435105
1661.00000000
NS
USD
384106.25000000
0.070774797902
Long
EC
US
N
1
N
N
N
DOLBY LABORATORIES, INC.
549300X04FB2QPCJ5J24
DOLBY LABORATORIES INC-CL A COMMON STOCK
25659T107
1200.00000000
NS
USD
82560.00000000
0.015212372396
Long
EC
US
N
1
N
N
N
ANALOG DEVICES, INC.
GYVOE5EZ4GDAVTU4CQ61
ANALOG DEVICES INC COMMON STOCK
032654105
6495.00000000
NS
USD
771865.80000000
0.142222746967
Long
EC
US
N
1
N
N
N
The Travelers Companies, Inc.
549300Y650407RU8B149
TRAVELERS COS INC/THE COMMON STOCK
89417E109
4508.00000000
NS
USD
617370.60000000
0.113755710680
Long
EC
US
N
1
N
N
N
COLGATE-PALMOLIVE COMPANY
YMEGZFW4SBUSS5BQXF88
COLGATE-PALMOLIVE CO COMMON STOCK
194162103
14637.00000000
NS
USD
1007611.08000000
0.185660791905
Long
EC
US
N
1
N
N
N
THE PNC FINANCIAL SERVICES GROUP, INC.
CFGNEKW0P8842LEUIA51
PNC FINANCIAL SERVICES GROUP COMMON STOCK
693475105
7698.00000000
NS
USD
1228831.74000000
0.226422553796
Long
EC
US
N
1
N
N
N
SONOCO PRODUCTS COMPANY
GKOMIK4RDJGHEF0VNP11
SONOCO PRODUCTS CO COMMON STOCK
835495102
1600.00000000
NS
USD
98752.00000000
0.018195884192
Long
EC
US
N
1
N
N
N
HP INC.
WHKXQACZ14C5XRO8LW03
HP INC COMMON STOCK
40434L105
25565.00000000
NS
USD
525360.75000000
0.096802124169
Long
EC
US
N
1
N
N
N
STERIS plc
N/A
STERIS PLC COMMON STOCK
G8473T100
1400.00000000
NS
USD
213388.00000000
0.039318528596
Long
EC
IE
N
1
N
N
N
M&T BANK CORPORATION
549300WYXDDBYRASEG81
M & T BANK CORP COMMON STOCK
55261F104
2278.00000000
NS
USD
386690.50000000
0.071250967637
Long
EC
US
N
1
N
N
N
HESS CORPORATION
UASVRYNXNK17ULIGK870
HESS CORP COMMON STOCK
42809H107
4700.00000000
NS
USD
314007.00000000
0.057858423196
Long
EC
US
N
1
N
N
N
WEST PHARMACEUTICAL SERVICES, INC.
5493007NKRGM1RJQ1P16
WEST PHARMACEUTICAL SERVICES COMMON STOCK
955306105
1244.00000000
NS
USD
187010.52000000
0.034458256689
Long
EC
US
N
1
N
N
N
CBRE GROUP, INC.
52990016II9MJ2OSWA10
CBRE GROUP INC - A COMMON STOCK
12504L109
5900.00000000
NS
USD
361611.00000000
0.066629859431
Long
EC
US
N
1
N
N
N
THE TIMKEN COMPANY
B0I35MLPFXZSE70ASS73
TIMKEN CO COMMON STOCK
887389104
1300.00000000
NS
USD
73203.00000000
0.013488266673
Long
EC
US
N
1
N
N
N
ORACLE CORPORATION
1Z4GXXU7ZHVWFCD8TV52
ORACLE CORP COMMON STOCK
68389X105
36205.00000000
NS
USD
1918140.90000000
0.353433547475
Long
EC
US
N
1
N
N
N
STATE STREET CORPORATION
549300ZFEEJ2IP5VME73
STATE STREET CORP COMMON STOCK
857477103
6509.00000000
NS
USD
514861.90000000
0.094867623007
Long
EC
US
N
1
N
N
N
EPAM SYSTEMS, INC.
549300XCR4R530HJP604
EPAM SYSTEMS INC COMMON STOCK
29414B104
900.00000000
NS
USD
190944.00000000
0.035183033368
Long
EC
US
N
1
N
N
N
THE COOPER COMPANIES, INC.
QJKMVPIGLH7530PCUE20
COOPER COS INC/THE COMMON STOCK
216648402
858.00000000
NS
USD
275666.82000000
0.050793923488
Long
EC
US
N
1
N
N
N
Allergan plc
635400FWJZQC1IPYUH69
ALLERGAN PLC COMMON STOCK
G0177J108
5686.00000000
NS
USD
1086992.62000000
0.200287506390
Long
EC
IE
N
1
N
N
N
TAUBMAN CENTERS, INC.
N/A
TAUBMAN CENTERS INC REIT
876664103
1200.00000000
NS
USD
37308.00000000
0.006874311886
Long
EC
US
N
1
N
N
N
CORESITE REALTY CORPORATION
549300H0YYORITFM2B74
CORESITE REALTY CORP REIT
21870Q105
700.00000000
NS
USD
78484.00000000
0.014461335212
Long
EC
US
N
1
N
N
N
THE AES CORPORATION
2NUNNB7D43COUIRE5295
AES CORP COMMON STOCK
00130H105
12000.00000000
NS
USD
238800.00000000
0.044000902716
Long
EC
US
N
1
N
N
N
POPULAR, INC.
5493008CARDZMVQ3LO89
POPULAR INC COMMON STOCK
733174700
1500.00000000
NS
USD
88125.00000000
0.016237770317
Long
EC
PR
N
1
N
N
N
EXXON MOBIL CORPORATION
J3WHBG0MTS7O8ZVMDC91
EXXON MOBIL CORP COMMON STOCK
30231G102
74269.00000000
NS
USD
5182490.82000000
0.954917396982
Long
EC
US
N
1
N
N
N
VENTAS, INC.
ORQTRC074CWLT3DKHT41
VENTAS INC REIT
92276F100
6690.00000000
NS
USD
386280.60000000
0.071175440124
Long
EC
US
N
1
N
N
N
DEXCOM, INC.
549300YSK3QDSFR5EU59
DEXCOM INC COMMON STOCK
252131107
1548.00000000
NS
USD
338609.52000000
0.062391643837
Long
EC
US
N
1
N
N
N
ROYAL GOLD, INC.
5493001NGRU6SFL04184
ROYAL GOLD INC COMMON STOCK
780287108
1047.00000000
NS
USD
127995.75000000
0.023584290384
Long
EC
US
N
1
N
N
N
THE ESTEE LAUDER COMPANIES INC.
549300VFZ8XJ9NUPU221
ESTEE LAUDER COMPANIES-CL A COMMON STOCK
518439104
3838.00000000
NS
USD
792700.52000000
0.146061718859
Long
EC
US
N
1
N
N
N
NEWS CORPORATION
549300ITS31QK8VRBQ14
NEWS CORP - CLASS B COMMON STOCK
65249B208
2300.00000000
NS
USD
33373.00000000
0.006149255135
Long
EC
US
N
1
N
N
N
KANSAS CITY SOUTHERN
5493008C12PZMWP3WY03
KANSAS CITY SOUTHERN COMMON STOCK
485170302
1680.00000000
NS
USD
257308.80000000
0.047411304342
Long
EC
US
N
1
N
N
N
DISCOVERY, INC.
5493006ZCRFWKF6B1K26
DISCOVERY INC-C COMMON STOCK
25470F302
6217.00000000
NS
USD
189556.33000000
0.034927343532
Long
EC
US
N
1
N
N
N
FIRST SOLAR, INC.
549300NPYMLM4NHTOF27
FIRST SOLAR INC COMMON STOCK
336433107
1600.00000000
NS
USD
89536.00000000
0.016497758901
Long
EC
US
N
1
N
N
N
PRUDENTIAL FINANCIAL, INC.
5PRBRS5FEH7NREC8OR45
PRUDENTIAL FINANCIAL INC COMMON STOCK
744320102
7069.00000000
NS
USD
662648.06000000
0.122098462409
Long
EC
US
N
1
N
N
N
ELEMENT SOLUTIONS INC
549300FLGN6P5CU20J91
ELEMENT SOLUTIONS INC COMMON STOCK
28618M106
3400.00000000
NS
USD
39712.00000000
0.007317269048
Long
EC
US
N
1
N
N
N
RENAISSANCERE HOLDINGS LTD.
EK6GB9U3U58PDI411C94
RENAISSANCERE HOLDINGS LTD COMMON STOCK
G7496G103
775.00000000
NS
USD
151915.50000000
0.027991704927
Long
EC
BM
N
1
N
N
N
VMWARE, INC.
549300BUDHS3LRWBE814
VMWARE INC-CLASS A COMMON STOCK
928563402
1294.00000000
NS
USD
196416.26000000
0.036191343166
Long
EC
US
N
1
N
N
N
TIFFANY & CO.
549300EJG9IEYQL5XT21
TIFFANY & CO COMMON STOCK
886547108
2049.00000000
NS
USD
273848.85000000
0.050458947269
Long
EC
US
N
1
N
N
N
EBAY INC.
OML71K8X303XQONU6T67
EBAY INC COMMON STOCK
278642103
13706.00000000
NS
USD
494923.66000000
0.091193835074
Long
EC
US
N
1
N
N
N
HD SUPPLY HOLDINGS, INC.
549300B7Z7O7RWEXS689
HD SUPPLY HOLDINGS INC COMMON STOCK
40416M105
2800.00000000
NS
USD
112616.00000000
0.020750442463
Long
EC
US
N
1
N
N
N
TRACTOR SUPPLY COMPANY
549300OJ9VZHZRO6I137
TRACTOR SUPPLY COMPANY COMMON STOCK
892356106
2000.00000000
NS
USD
186880.00000000
0.034434207284
Long
EC
US
N
1
N
N
N
FIRST AMERICAN FINANCIAL CORPORATION
549300B6VEZK3N0A1P55
FIRST AMERICAN FINANCIAL COMMON STOCK
31847R102
2000.00000000
NS
USD
116640.00000000
0.021491898211
Long
EC
US
N
1
N
N
N
ELI LILLY AND COMPANY
FRDRIPF3EKNDJ2CQJL29
ELI LILLY & CO COMMON STOCK
532457108
14962.00000000
NS
USD
1966455.66000000
0.362335947201
Long
EC
US
N
1
N
N
N
PVH CORP.
123WALMHY1GZXG2YDL90
PVH CORP COMMON STOCK
693656100
1349.00000000
NS
USD
141847.35000000
0.026136563852
Long
EC
US
N
1
N
N
N
LAMAR ADVERTISING COMPANY
529900Y8WW4MKVPTB543
LAMAR ADVERTISING CO-A REIT
512816109
1400.00000000
NS
USD
124964.00000000
0.023025665021
Long
EC
US
N
1
N
N
N
THERMO FISHER SCIENTIFIC INC.
HCHV7422L5HDJZCRFL38
THERMO FISHER SCIENTIFIC INC COMMON STOCK
883556102
6988.00000000
NS
USD
2270191.56000000
0.418301834083
Long
EC
US
N
1
N
N
N
TRIMBLE INC.
549300E2MI7NSZFQWS19
TRIMBLE INC COMMON STOCK
896239100
4300.00000000
NS
USD
179267.00000000
0.033031448187
Long
EC
US
N
1
N
N
N
DTE ENERGY COMPANY
549300IX8SD6XXD71I78
DTE ENERGY COMPANY COMMON STOCK
233331107
3313.00000000
NS
USD
430259.31000000
0.079278886273
Long
EC
US
N
1
N
N
N
PRINCIPAL FINANCIAL GROUP, INC.
CUMYEZJOAF02RYZ1JJ85
PRINCIPAL FINANCIAL GROUP COMMON STOCK
74251V102
4934.00000000
NS
USD
271370.00000000
0.050002198367
Long
EC
US
N
1
N
N
N
LOGMEIN, INC.
549300D12V5KRBV00592
LOGMEIN INC COMMON STOCK
54142L109
1000.00000000
NS
USD
85740.00000000
0.015798314065
Long
EC
US
N
1
N
N
N
NATIONAL FUEL GAS COMPANY
8JB38FFW1Y3C1HM8E841
NATIONAL FUEL GAS CO COMMON STOCK
636180101
1500.00000000
NS
USD
69810.00000000
0.012863077967
Long
EC
US
N
1
N
N
N
BIOGEN INC.
W8J5WZB5IY3K0NDQT671
BIOGEN INC COMMON STOCK
09062X103
3176.00000000
NS
USD
942414.48000000
0.173647771578
Long
EC
US
N
1
N
N
N
SEI Daily Income Trust: Government Fund; Class F Shares
N/A
SEI DAILY INCOME TRUST GOVERNMENT FUND (#36)
783965593
22563285.16000000
NS
USD
22563285.16000000
4.157474519629
Long
STIV
RF
XX
N
2
N
N
N
HCA HEALTHCARE, INC.
529900PH4ZGUH2MNEU89
HCA HEALTHCARE INC COMMON STOCK
40412C101
4711.00000000
NS
USD
696332.91000000
0.128305178522
Long
EC
US
N
1
N
N
N
ALPHABET INC.
5493006MHB84DD0ZWV18
ALPHABET INC-CL A COMMON STOCK
02079K305
5245.00000000
NS
USD
7025100.55000000
1.294433692937
Long
EC
US
N
1
N
N
N
Dominion Energy, Inc.
ILUL7B6Z54MRYCF6H308
DOMINION ENERGY INC COMMON STOCK
25746U109
14402.00000000
NS
USD
1192773.64000000
0.219778546467
Long
EC
US
N
1
N
N
N
VERIZON COMMUNICATIONS INC.
2S72QS2UO2OESLG6Y829
VERIZON COMMUNICATIONS INC COMMON STOCK
92343V104
72629.00000000
NS
USD
4459420.60000000
0.821685644858
Long
EC
US
N
1
N
N
N
ABBOTT LABORATORIES
HQD377W2YR662HK5JX27
ABBOTT LABORATORIES COMMON STOCK
002824100
30139.00000000
NS
USD
2617873.54000000
0.482365154762
Long
EC
US
N
1
N
N
N
SEI INVESTMENTS COMPANY
5LJTIFADGZ6XH1RVOC11
SEI INVESTMENTS COMPANY COMMON STOCK
784117103
2100.00000000
NS
USD
137508.00000000
0.025337002222
Long
EC
US
N
1
N
N
N
T. ROWE PRICE GROUP, INC.
549300SIV6FPS9Y7IH33
T ROWE PRICE GROUP INC COMMON STOCK
74144T108
3971.00000000
NS
USD
483826.64000000
0.089149116073
Long
EC
US
N
1
N
N
N
THE TORO COMPANY
YJKE4YIT6BWQHVEW0D14
TORO CO COMMON STOCK
891092108
1800.00000000
NS
USD
143406.00000000
0.026423758186
Long
EC
US
N
1
N
N
N
HORIZON THERAPEUTICS PUBLIC LIMITED COMPANY
N/A
HORIZON THERAPEUTICS PLC COMMON STOCK
G46188101
3100.00000000
NS
USD
112220.00000000
0.020677476142
Long
EC
IE
N
1
N
N
N
ZILLOW GROUP, INC.
2549002XEELQDIR6FU05
ZILLOW GROUP INC - C COMMON STOCK
98954M200
2300.00000000
NS
USD
105662.00000000
0.019469109643
Long
EC
US
N
1
N
N
N
AUTODESK, INC.
FRKKVKAIQEF3FCSTPG55
AUTODESK INC COMMON STOCK
052769106
3907.00000000
NS
USD
716778.22000000
0.132072398356
Long
EC
US
N
1
N
N
N
KLA Corporation
549300H0BF5JCG96TJ81
KLA CORP COMMON STOCK
482480100
2799.00000000
NS
USD
498697.83000000
0.091889257549
Long
EC
US
N
1
N
N
N
CHIPOTLE MEXICAN GRILL, INC.
N/A
CHIPOTLE MEXICAN GRILL INC COMMON STOCK
169656105
435.00000000
NS
USD
364142.85000000
0.067096374027
Long
EC
US
N
1
N
N
N
MARVELL TECHNOLOGY GROUP LTD.
8DF36O58U3QIHUCGZB18
MARVELL TECHNOLOGY GROUP LTD COMMON STOCK
G5876H105
11672.00000000
NS
USD
310008.32000000
0.057121632871
Long
EC
BM
N
1
N
N
N
ANTERO MIDSTREAM CORPORATION
N/A
ANTERO MIDSTREAM CORP COMMON STOCK
03676B102
3100.00000000
NS
USD
23529.00000000
0.004335415577
Long
EC
US
N
1
N
N
NETFLIX, INC.
549300Y7VHGU0I7CE873
NETFLIX INC COMMON STOCK
64110L106
7409.00000000
NS
USD
2397330.13000000
0.441728181864
Long
EC
US
N
1
N
N
N
PEOPLE'S UNITED FINANCIAL, INC.
ROPY7PEPIPIDJNF0BO69
PEOPLE'S UNITED FINANCIAL COMMON STOCK
712704105
7924.00000000
NS
USD
133915.60000000
0.024675072394
Long
EC
US
N
1
N
N
N
ARCH CAPITAL GROUP LTD.
549300AYR4P8AFKDCE43
ARCH CAPITAL GROUP LTD COMMON STOCK
G0450A105
6789.00000000
NS
USD
291180.21000000
0.053652395699
Long
EC
BM
N
1
N
N
N
Schlumberger N.V.
213800ZUA17OK3QLGM62
SCHLUMBERGER LTD COMMON STOCK
806857108
23973.00000000
NS
USD
963714.60000000
0.177572497324
Long
EC
CW
N
1
N
N
N
FRANKLIN RESOURCES, INC.
RIFQSET379FOGTEFKS80
FRANKLIN RESOURCES INC COMMON STOCK
354613101
5000.00000000
NS
USD
129900.00000000
0.023935164417
Long
EC
US
N
1
N
N
N
AMERICAN ELECTRIC POWER COMPANY, INC.
1B4S6S7G0TW5EE83BO58
AMERICAN ELECTRIC POWER COMMON STOCK
025537101
8529.00000000
NS
USD
806075.79000000
0.148526224530
Long
EC
US
N
1
N
N
N
DUKE ENERGY CORPORATION
I1BZKREC126H0VB1BL91
DUKE ENERGY CORP COMMON STOCK
26441C204
12906.00000000
NS
USD
1177156.26000000
0.216900913225
Long
EC
US
N
1
N
N
N
LIFE STORAGE, INC.
W9EE01AFDDF9DQCQZC68
LIFE STORAGE INC REIT
53223X107
800.00000000
NS
USD
86624.00000000
0.015961198479
Long
EC
US
N
1
N
N
N
A. O. SMITH CORPORATION
549300XG4US7UJNECY36
SMITH (A.O.) CORP COMMON STOCK
831865209
2200.00000000
NS
USD
104808.00000000
0.019311752981
Long
EC
US
N
1
N
N
N
HEALTHPEAK PROPERTIES, INC.
PZ9HF5U52KPF0MH0QN75
HEALTHPEAK PROPERTIES INC REIT
42250P103
8570.00000000
NS
USD
295407.90000000
0.054431383038
Long
EC
US
N
1
N
N
N
ENCOMPASS HEALTH CORPORATION
549300FVRPM9DRQZRG64
ENCOMPASS HEALTH CORP COMMON STOCK
29261A100
1700.00000000
NS
USD
117759.00000000
0.021698083345
Long
EC
US
N
1
N
N
N
THE HANOVER INSURANCE GROUP, INC.
JJYR6MFKFF6CF8DBZ078
HANOVER INSURANCE GROUP INC/ COMMON STOCK
410867105
789.00000000
NS
USD
107832.63000000
0.019869066424
Long
EC
US
N
1
N
N
N
Adaptive Biotechnologies Corp
549300ZTF7OT1FW66Q96
ADAPTIVE BIOTECHNOLOGIES COMMON STOCK
00650F109
200.00000000
NS
USD
5984.00000000
0.001102602185
Long
EC
US
N
1
N
N
N
INTERNATIONAL PAPER COMPANY
824LMFJDH41EY779Q875
INTERNATIONAL PAPER CO COMMON STOCK
460146103
6991.00000000
NS
USD
321935.55000000
0.059319325027
Long
EC
US
N
1
N
N
N
SOUTHWEST AIRLINES CO.
UDTZ87G0STFETI6HGH41
SOUTHWEST AIRLINES CO COMMON STOCK
844741108
8544.00000000
NS
USD
461205.12000000
0.084980911295
Long
EC
US
N
1
N
N
N
HEALTHCARE TRUST OF AMERICA, INC.
549300L0I14L7I0VLX84
HEALTHCARE TRUST OF AME-CL A REIT
42225P501
3200.00000000
NS
USD
96896.00000000
0.017853900626
Long
EC
US
N
1
N
N
N
WHITE MOUNTAINS INSURANCE GROUP, LTD.
549300N3FL068JERBG02
WHITE MOUNTAINS INSURANCE GP COMMON STOCK
G9618E107
47.00000000
NS
USD
52428.97000000
0.009660477422
Long
EC
BM
N
1
N
N
N
EQUITY RESIDENTIAL
5493008RACSH5EP3PI59
EQUITY RESIDENTIAL REIT
29476L107
6383.00000000
NS
USD
516512.36000000
0.095171734104
Long
EC
US
N
1
N
N
N
MEDTRONIC PUBLIC LIMITED COMPANY
549300GX3ZBSQWUXY261
MEDTRONIC PLC COMMON STOCK
G5960L103
23483.00000000
NS
USD
2664146.35000000
0.490891308076
Long
EC
IE
N
1
N
N
N
STERICYCLE, INC.
B8PTJH2P0AXSWSMP2136
STERICYCLE INC COMMON STOCK
858912108
1500.00000000
NS
USD
95715.00000000
0.017636291471
Long
EC
US
N
1
N
N
N
CONSOLIDATED EDISON, INC.
54930033SBW53OO8T749
CONSOLIDATED EDISON INC COMMON STOCK
209115104
5739.00000000
NS
USD
519207.33000000
0.095668304928
Long
EC
US
N
1
N
N
N
HUNTSMAN CORPORATION
N/A
HUNTSMAN CORP COMMON STOCK
447011107
3705.00000000
NS
USD
89512.80000000
0.016493484106
Long
EC
US
N
1
N
N
N
WYNN RESORTS, LIMITED
254900CEKKWIHTEAB172
WYNN RESORTS LTD COMMON STOCK
983134107
1815.00000000
NS
USD
252049.05000000
0.046442151293
Long
EC
US
N
1
N
N
N
LIBERTY PROPERTY TRUST
N/A
LIBERTY PROPERTY TRUST REIT
531172104
2900.00000000
NS
USD
174145.00000000
0.032087676731
Long
EC
US
N
1
N
N
N
FIRST HORIZON NATIONAL CORPORATION
TF3RXI1ZB1TQ30H9JV10
FIRST HORIZON NATIONAL CORP COMMON STOCK
320517105
5800.00000000
NS
USD
96048.00000000
0.017697649514
Long
EC
US
N
1
N
N
N
VIRTU FINANCIAL, INC.
5493001OPW2K42CH3884
VIRTU FINANCIAL INC-CLASS A COMMON STOCK
928254101
600.00000000
NS
USD
9594.00000000
0.001767774960
Long
EC
US
N
1
N
N
N
Markel Corporation
549300SCNO12JLWIK605
MARKEL CORP COMMON STOCK
570535104
240.00000000
NS
USD
274360.80000000
0.050553278350
Long
EC
US
N
1
N
N
N
J. B. HUNT TRANSPORT SERVICES, INC.
549300XCD1MPI1C5GK90
HUNT (JB) TRANSPRT SVCS INC COMMON STOCK
445658107
1469.00000000
NS
USD
171549.82000000
0.031609493052
Long
EC
US
N
1
N
N
N
QORVO, INC.
254900YAUJV2EUEVBR11
QORVO INC COMMON STOCK
74736K101
2068.00000000
NS
USD
240363.64000000
0.044289016500
Long
EC
US
N
1
N
N
N
PULTEGROUP, INC.
N/A
PULTEGROUP INC COMMON STOCK
745867101
4500.00000000
NS
USD
174600.00000000
0.032171514297
Long
EC
US
N
1
N
N
N
UNITED AIRLINES HOLDINGS, INC.
N/A
UNITED AIRLINES HOLDINGS INC COMMON STOCK
910047109
4073.00000000
NS
USD
358790.57000000
0.066110171549
Long
EC
US
N
1
N
N
N
SolarWinds Corp
N/A
SOLARWINDS CORP COMMON STOCK
83417Q105
1100.00000000
NS
USD
20405.00000000
0.003759792378
Long
EC
US
N
1
N
N
N
FIRST REPUBLIC BANK
YWC0TIKBQM2JV8L4IV08
FIRST REPUBLIC BANK/CA COMMON STOCK
33616C100
2953.00000000
NS
USD
346829.85000000
0.063906308580
Long
EC
US
N
1
N
N
N
H & R BLOCK, INC.
549300CE3KUCWLZBG404
H&R BLOCK INC COMMON STOCK
093671105
3300.00000000
NS
USD
77484.00000000
0.014277076826
Long
EC
US
N
1
N
N
N
INTEGRA LIFESCIENCES HOLDINGS CORPORATION
WB7IJCYY8YFTENS4O147
INTEGRA LIFESCIENCES HOLDING COMMON STOCK
457985208
1200.00000000
NS
USD
69936.00000000
0.012886294524
Long
EC
US
N
1
N
N
N
MONSTER BEVERAGE CORPORATION
52990090AP0E7HCB6F33
MONSTER BEVERAGE CORP COMMON STOCK
61174X109
6577.00000000
NS
USD
417968.35000000
0.077014173814
Long
EC
US
N
1
N
N
N
KAR AUCTION SERVICES, INC.
5493004HKD20LBSG7D03
KAR AUCTION SERVICES INC COMMON STOCK
48238T109
2500.00000000
NS
USD
54475.00000000
0.010037475609
Long
EC
US
N
1
N
N
N
ZAYO GROUP HOLDINGS, INC.
529900Z6OTS7RT0V0I47
ZAYO GROUP HOLDINGS INC COMMON STOCK
98919V105
3890.00000000
NS
USD
134788.50000000
0.024835911540
Long
EC
US
N
1
N
N
N
Spotify Technology SA
549300B4X0JHWV0DTD60
SPOTIFY TECHNOLOGY SA COMMON STOCK
L8681T102
2000.00000000
NS
USD
299100.00000000
0.055111683427
Long
EC
LU
N
1
N
N
N
CARVANA CO.
5493003WEAK2PJ5WS063
CARVANA CO COMMON STOCK
146869102
700.00000000
NS
USD
64435.00000000
0.011872689139
Long
EC
US
N
1
N
N
N
THE KROGER CO.
6CPEOKI6OYJ13Q6O7870
KROGER CO COMMON STOCK
501044101
13788.00000000
NS
USD
399714.12000000
0.073650678846
Long
EC
US
N
1
N
N
N
SIX FLAGS ENTERTAINMENT CORPORATION
549300JYTDUAA4JQ3717
SIX FLAGS ENTERTAINMENT CORP COMMON STOCK
83001A102
1300.00000000
NS
USD
58643.00000000
0.010805464564
Long
EC
US
N
1
N
N
N
EQUINIX, INC.
549300EVUN2BTLJ3GT74
EQUINIX INC REIT
29444U700
1529.00000000
NS
USD
892477.30000000
0.164446427361
Long
EC
US
N
1
N
N
N
XILINX, INC.
6EY4K7ZMF9UX1CU6KC79
XILINX INC COMMON STOCK
983919101
4386.00000000
NS
USD
428819.22000000
0.079013537613
Long
EC
US
N
1
N
N
N
THE WESTERN UNION COMPANY
28ID94QU1140NC23S047
WESTERN UNION CO COMMON STOCK
959802109
7400.00000000
NS
USD
198172.00000000
0.036514852986
Long
EC
US
N
1
N
N
N
RINGCENTRAL, INC.
549300C8EH0H1614VE84
RINGCENTRAL INC-CLASS A COMMON STOCK
76680R206
1294.00000000
NS
USD
218258.98000000
0.040216047512
Long
EC
US
N
1
N
N
N
WEINGARTEN REALTY INVESTORS
549300JMKTJNB8GWHU88
WEINGARTEN REALTY INVESTORS REIT
948741103
2000.00000000
NS
USD
62480.00000000
0.011512463993
Long
EC
US
N
1
N
N
N
MANHATTAN ASSOCIATES, INC.
529900Q1GJP7KD52SW51
MANHATTAN ASSOCIATES INC COMMON STOCK
562750109
1005.00000000
NS
USD
80148.75000000
0.014768079361
Long
EC
US
N
1
N
N
N
ACUITY BRANDS, INC.
N/A
ACUITY BRANDS INC COMMON STOCK
00508Y102
778.00000000
NS
USD
107364.00000000
0.019782717417
Long
EC
US
N
1
N
N
N
ESSEX PROPERTY TRUST, INC.
549300TR2H2VEFX0NC60
ESSEX PROPERTY TRUST INC REIT
297178105
1117.00000000
NS
USD
336060.62000000
0.061921987635
Long
EC
US
N
1
N
N
N
MOLINA HEALTHCARE, INC.
549300NQQCEQ46YHZ591
MOLINA HEALTHCARE INC COMMON STOCK
60855R100
1100.00000000
NS
USD
149259.00000000
0.027502222523
Long
EC
US
N
1
N
N
N
RAYONIER INC.
HGV8VDVNL0W6SF2U9C50
RAYONIER INC REIT
754907103
2500.00000000
NS
USD
81900.00000000
0.015090761861
Long
EC
US
N
1
N
N
N
SNAP-ON INCORPORATED
HHWAT5TDOYZMM26KKQ73
SNAP-ON INC COMMON STOCK
833034101
919.00000000
NS
USD
155678.60000000
0.028685087661
Long
EC
US
N
1
N
N
N
S&P GLOBAL INC.
Y6X4K52KMJMZE7I7MY94
S&P GLOBAL INC COMMON STOCK
78409V104
4339.00000000
NS
USD
1184763.95000000
0.218302693910
Long
EC
US
N
1
N
N
N
CUBESMART
N/A
CUBESMART REIT
229663109
3500.00000000
NS
USD
110180.00000000
0.020301589033
Long
EC
US
N
1
N
N
N
PRA HEALTH SCIENCES, INC.
549300R1HR1VWWHIAK47
PRA HEALTH SCIENCES INC COMMON STOCK
69354M108
1000.00000000
NS
USD
111150.00000000
0.020480319668
Long
EC
US
N
1
N
N
N
CORELOGIC, INC.
54930086CD8K2UIL0516
CORELOGIC INC COMMON STOCK
21871D103
1300.00000000
NS
USD
56823.00000000
0.010470114300
Long
EC
US
N
1
N
N
N
MONGODB, INC.
549300TPTG69WKWE1Z37
MONGODB INC COMMON STOCK
60937P106
700.00000000
NS
USD
92127.00000000
0.016975172380
Long
EC
US
N
1
N
N
N
NORWEGIAN CRUISE LINE HOLDINGS LTD.
N/A
NORWEGIAN CRUISE LINE HOLDIN COMMON STOCK
G66721104
3600.00000000
NS
USD
210276.00000000
0.038745116497
Long
EC
BM
N
1
N
N
N
PROLOGIS, INC.
529900DFH19P073LZ636
PROLOGIS INC REIT
74340W103
11031.00000000
NS
USD
983303.34000000
0.181181886951
Long
EC
US
N
1
N
N
N
CULLEN/FROST BANKERS, INC.
529900V2E9G9AY665O34
CULLEN/FROST BANKERS INC COMMON STOCK
229899109
1040.00000000
NS
USD
101691.20000000
0.018737456441
Long
EC
US
N
1
N
N
N
MORNINGSTAR, INC.
529900YGNQPOVAXQ7F29
MORNINGSTAR INC COMMON STOCK
617700109
300.00000000
NS
USD
45393.00000000
0.008364040942
Long
EC
US
N
1
N
N
N
IHS MARKIT LTD.
549300HLPTRASHS0E726
IHS MARKIT LTD COMMON STOCK
G47567105
6807.00000000
NS
USD
512907.45000000
0.094507499204
Long
EC
BM
N
1
N
N
N
SALESFORCE.COM, INC.
RCGZFPDMRW58VJ54VR07
SALESFORCE.COM INC COMMON STOCK
79466L302
14511.00000000
NS
USD
2360069.04000000
0.434862513538
Long
EC
US
N
1
N
N
N
Apple Hospitality REIT, Inc.
549300EVZAR0FBZO4F16
APPLE HOSPITALITY REIT INC REIT
03784Y200
3200.00000000
NS
USD
52000.00000000
0.009581436102
Long
EC
US
N
1
N
N
N
NIELSEN HOLDINGS PLC
549300ZVCBHQE0XHG367
NIELSEN HOLDINGS PLC COMMON STOCK
G6518L108
5800.00000000
NS
USD
117740.00000000
0.021694582436
Long
EC
GB
N
1
N
N
N
Cboe Global Markets, Inc.
529900RLNSGA90UPEH54
CBOE GLOBAL MARKETS INC COMMON STOCK
12503M108
1900.00000000
NS
USD
228000.00000000
0.042010912141
Long
EC
US
N
1
N
N
N
ELECTRONIC ARTS INC.
549300O7A67PUEYKDL45
ELECTRONIC ARTS INC COMMON STOCK
285512109
4969.00000000
NS
USD
534217.19000000
0.098433997515
Long
EC
US
N
1
N
N
N
TELEPHONE AND DATA SYSTEMS, INC.
N/A
TELEPHONE AND DATA SYSTEMS COMMON STOCK
879433829
1800.00000000
NS
USD
45774.00000000
0.008434243387
Long
EC
US
N
1
N
N
N
Gaming and Leisure Properties, Inc.
5493006GWRDBCZYWTM57
GAMING AND LEISURE PROPERTIE REIT
36467J108
3555.00000000
NS
USD
153042.75000000
0.028199410193
Long
EC
US
N
1
N
N
N
Polaris Inc.
549300QJSN8UVWN1EI78
POLARIS INC COMMON STOCK
731068102
931.00000000
NS
USD
94682.70000000
0.017446081539
Long
EC
US
N
1
N
N
N
HELMERICH & PAYNE, INC.
254900NAOGHJ88RZ4C73
HELMERICH & PAYNE COMMON STOCK
423452101
1623.00000000
NS
USD
73732.89000000
0.013585903349
Long
EC
US
N
1
N
N
N
Evergy, Inc.
549300PGTHDQY6PSUI61
EVERGY INC COMMON STOCK
30034W106
3917.00000000
NS
USD
254957.53000000
0.046978063125
Long
EC
US
N
1
N
N
N
Altria Group, Inc.
XSGZFLO9YTNO9VCQV219
ALTRIA GROUP INC COMMON STOCK
02209S103
32908.00000000
NS
USD
1642438.28000000
0.302633027537
Long
EC
US
N
1
N
N
N
CASEYS GENERAL STORES INC
549300CAFWSI86V66Q65
CASEY'S GENERAL STORES INC COMMON STOCK
147528103
596.00000000
NS
USD
94758.04000000
0.017459963566
Long
EC
US
N
1
N
N
N
ASSOCIATED BANC-CORP
549300N3CIN473IW5094
ASSOCIATED BANC-CORP COMMON STOCK
045487105
2500.00000000
NS
USD
55100.00000000
0.010152637100
Long
EC
US
N
1
N
N
N
COTY INC.
549300BO9IWPF3S48F93
COTY INC-CL A COMMON STOCK
222070203
4539.00000000
NS
USD
51063.75000000
0.009408924187
Long
EC
US
N
1
N
N
N
FMC CORPORATION
CKDHZ2X64EEBQCSP7013
FMC CORP COMMON STOCK
302491303
2200.00000000
NS
USD
219604.00000000
0.040463878727
Long
EC
US
N
1
N
N
N
UNITED PARCEL SERVICE, INC.
D01LMJZU09ULLNCY6Z23
UNITED PARCEL SERVICE-CL B COMMON STOCK
911312106
12324.00000000
NS
USD
1442647.44000000
0.265819889704
Long
EC
US
N
1
N
N
N
LENNOX INTERNATIONAL INC.
S7DWAC87RDMPBF77GJ92
LENNOX INTERNATIONAL INC COMMON STOCK
526107107
596.00000000
NS
USD
145406.12000000
0.026792297070
Long
EC
US
N
1
N
N
N
V.F. CORPORATION
CWAJJ9DJ5Z7P057HV541
VF CORP COMMON STOCK
918204108
5457.00000000
NS
USD
543844.62000000
0.100207932233
Long
EC
US
N
1
N
N
N
PUBLIC SERVICE ENTERPRISE GROUP INCORPORATED
PUSS41EMO3E6XXNV3U28
PUBLIC SERVICE ENTERPRISE GP COMMON STOCK
744573106
8880.00000000
NS
USD
524364.00000000
0.096618464623
Long
EC
US
N
1
N
N
N
AXIS CAPITAL HOLDINGS LIMITED
N/A
AXIS CAPITAL HOLDINGS LTD COMMON STOCK
G0692U109
1323.00000000
NS
USD
78639.12000000
0.014489917373
Long
EC
BM
N
1
N
N
N
KIRBY CORPORATION
I7NO6FZO5GUCG585T325
KIRBY CORP COMMON STOCK
497266106
1000.00000000
NS
USD
89530.00000000
0.016496653350
Long
EC
US
N
1
N
N
N
AVERY DENNISON CORPORATION
549300PW7VPFCYKLIV37
AVERY DENNISON CORP COMMON STOCK
053611109
1423.00000000
NS
USD
186156.86000000
0.034300962675
Long
EC
US
N
1
N
N
N
NVENT ELECTRIC PLC
N/A
NVENT ELECTRIC PLC COMMON STOCK
G6700G107
2400.00000000
NS
USD
61392.00000000
0.011311990869
Long
EC
IE
N
1
N
N
N
3M COMPANY
LUZQVYP4VS22CLWDAR65
3M CO COMMON STOCK
88579Y101
9742.00000000
NS
USD
1718683.64000000
0.316681874555
Long
EC
US
N
1
N
N
N
SERVICENOW, INC.
549300HJTQM36M0E1G39
SERVICENOW INC COMMON STOCK
81762P102
3318.00000000
NS
USD
936737.76000000
0.172601788310
Long
EC
US
N
1
N
N
N
EXELIXIS, INC.
N/A
EXELIXIS INC COMMON STOCK
30161Q104
5600.00000000
NS
USD
98672.00000000
0.018181143521
Long
EC
US
N
1
N
N
N
WELLCARE HEALTH PLANS, INC.
529900JCT1MMTWHZ5P23
WELLCARE HEALTH PLANS INC COMMON STOCK
94946T106
931.00000000
NS
USD
307425.51000000
0.056645728467
Long
EC
US
N
1
N
N
N
NATIONAL OILWELL VARCO, INC.
549300EHF3IW1AR6U008
NATIONAL OILWELL VARCO INC COMMON STOCK
637071101
6700.00000000
NS
USD
167835.00000000
0.030925006312
Long
EC
US
N
1
N
N
N
THE CLOROX COMPANY
54930044KVSC06Z79I06
CLOROX COMPANY COMMON STOCK
189054109
2171.00000000
NS
USD
333335.34000000
0.061419831940
Long
EC
US
N
1
N
N
N
THE CHARLES SCHWAB CORPORATION
549300VSGCJ7E698NM85
SCHWAB (CHARLES) CORP COMMON STOCK
808513105
20198.00000000
NS
USD
960616.88000000
0.177001716434
Long
EC
US
N
1
N
N
N
CarMax, Inc.
529900F60CID3NCZM330
CARMAX INC COMMON STOCK
143130102
2900.00000000
NS
USD
254243.00000000
0.046846404980
Long
EC
US
N
1
N
N
N
STERLING BANCORP
549300LQK6SKH5ZXO648
STERLING BANCORP/DE COMMON STOCK
85917A100
3000.00000000
NS
USD
63240.00000000
0.011652500367
Long
EC
US
N
1
N
N
N
PERKINELMER, INC.
549300IKL1SDPFI7N655
PERKINELMER INC COMMON STOCK
714046109
2000.00000000
NS
USD
194200.00000000
0.035782978674
Long
EC
US
N
1
N
N
N
DOUGLAS EMMETT, INC.
N/A
DOUGLAS EMMETT INC REIT
25960P109
2900.00000000
NS
USD
127310.00000000
0.023457935196
Long
EC
US
N
1
N
N
N
TEXAS CAPITAL BANCSHARES, INC.
549300466Q2SXRX0YM48
TEXAS CAPITAL BANCSHARES INC COMMON STOCK
88224Q107
900.00000000
NS
USD
51093.00000000
0.009414313745
Long
EC
US
N
1
N
N
N
FLOWSERVE CORPORATION
6Y0GK87T6V7NJKZJVM41
FLOWSERVE CORP COMMON STOCK
34354P105
2400.00000000
NS
USD
119448.00000000
0.022009295760
Long
EC
US
N
1
N
N
N
THE CHEMOURS COMPANY
549300M1BOLNXL8DOV14
CHEMOURS CO/THE COMMON STOCK
163851108
2300.00000000
NS
USD
41607.00000000
0.007666438690
Long
EC
US
N
1
N
N
N
HUMANA INC.
529900YLDW34GJAO4J06
HUMANA INC Common Stock
444859102
2377.00000000
NS
USD
871218.04000000
0.160529230413
Long
EC
US
N
1
N
N
N
AVALONBAY COMMUNITIES, INC.
K9G90K85RBWD2LAGQX17
AVALONBAY COMMUNITIES INC REIT
053484101
2428.00000000
NS
USD
509151.60000000
0.093815452342
Long
EC
US
N
1
N
N
N
ASHLAND GLOBAL HOLDINGS INC.
529900E4L9R04SB8HB11
ASHLAND GLOBAL HOLDINGS INC COMMON STOCK
044186104
1000.00000000
NS
USD
76530.00000000
0.014101294325
Long
EC
US
N
1
N
N
N
NORDSON CORPORATION
14OS6Q5N55N95WM84M53
NORDSON CORP COMMON STOCK
655663102
943.00000000
NS
USD
153558.12000000
0.028294371438
Long
EC
US
N
1
N
N
N
Chubb Limited
E0JAN6VLUDI1HITHT809
CHUBB LTD COMMON STOCK
H1467J104
7894.00000000
NS
USD
1228780.04000000
0.226413027637
Long
EC
CH
N
1
N
N
N
JACK HENRY & ASSOCIATES, INC.
529900X1QS8C54W0JB21
JACK HENRY & ASSOCIATES INC COMMON STOCK
426281101
1454.00000000
NS
USD
211804.18000000
0.039026696478
Long
EC
US
N
1
N
N
N
STRYKER CORPORATION
5493002F0SC4JTBU5137
STRYKER CORP COMMON STOCK
863667101
6009.00000000
NS
USD
1261529.46000000
0.232447382928
Long
EC
US
N
1
N
N
N
Cree, Inc.
549300OGU88P3AW3TO93
CREE INC COMMON STOCK
225447101
1700.00000000
NS
USD
78455.00000000
0.014455991719
Long
EC
US
N
1
N
N
N
SAREPTA THERAPEUTICS, INC.
549300IKDPIED8J8IG21
SAREPTA THERAPEUTICS INC COMMON STOCK
803607100
1200.00000000
NS
USD
154848.00000000
0.028532042645
Long
EC
US
N
1
N
N
N
THE MIDDLEBY CORPORATION
JDFO86U9VQRBKW5KYA35
MIDDLEBY CORP COMMON STOCK
596278101
1035.00000000
NS
USD
113353.20000000
0.020886277746
Long
EC
US
N
1
N
N
N
EASTMAN CHEMICAL COMPANY
FDPVHDGJ1IQZFK9KH630
EASTMAN CHEMICAL CO COMMON STOCK
277432100
2432.00000000
NS
USD
192760.32000000
0.035517705560
Long
EC
US
N
1
N
N
N
Covetrus Inc
5493009S30DUFCF75V87
COVETRUS INC COMMON STOCK
22304C100
1619.00000000
NS
USD
21370.80000000
0.003937749128
Long
EC
US
N
1
N
N
N
CABOT CORPORATION
K05C0SER542GQ6VLRO68
CABOT CORP COMMON STOCK
127055101
1100.00000000
NS
USD
52272.00000000
0.009631554383
Long
EC
US
N
1
N
N
N
SEABOARD CORPORATION
87Q3KOXT29OW9W9YPT70
SEABOARD CORP COMMON STOCK
811543107
4.00000000
NS
USD
17002.20000000
0.003132797940
Long
EC
US
N
1
N
N
N
Yum China Holdings Inc
529900DO9BYZ7VA3K502
YUM CHINA HOLDINGS INC COMMON STOCK
98850P109
6385.00000000
NS
USD
306543.85000000
0.056483275218
Long
EC
US
N
1
N
N
N
ALLISON TRANSMISSION HOLDINGS, INC.
529900RP7DJ882LI9T83
ALLISON TRANSMISSION HOLDING COMMON STOCK
01973R101
1900.00000000
NS
USD
91808.00000000
0.016916393955
Long
EC
US
N
1
N
N
N
Beyond Meat Inc
549300XQ946NCE51DR09
BEYOND MEAT INC COMMON STOCK
08862E109
800.00000000
NS
USD
60480.00000000
0.011143947220
Long
EC
US
N
1
N
N
MOODY'S CORPORATION
549300GCEDD8YCF5WU84
MOODY'S CORP COMMON STOCK
615369105
2886.00000000
NS
USD
685165.26000000
0.126247445351
Long
EC
US
N
1
N
N
N
THE KRAFT HEINZ COMPANY
N/A
KRAFT HEINZ CO/THE COMMON STOCK
500754106
11049.00000000
NS
USD
355004.37000000
0.065412532446
Long
EC
US
N
1
N
N
N
AMERICAN HOMES 4 RENT
549300ZJUO7A58PNUW40
AMERICAN HOMES 4 RENT- A REIT
02665T306
4800.00000000
NS
USD
125808.00000000
0.023181179099
Long
EC
US
N
1
N
N
N
Willis Towers Watson Public Limited Company
549300WHC56FF48KL350
WILLIS TOWERS WATSON PLC COMMON STOCK
G96629103
2286.00000000
NS
USD
461634.84000000
0.085060090809
Long
EC
IE
N
1
N
N
N
REALPAGE, INC.
5493001RSFZX4122A604
REALPAGE INC COMMON STOCK
75606N109
1300.00000000
NS
USD
69875.00000000
0.012875054762
Long
EC
US
N
1
N
N
N
NEWELL BRANDS INC.
549300LWGYFM1TVO1Z12
NEWELL BRANDS INC COMMON STOCK
651229106
6670.00000000
NS
USD
128197.40000000
0.023621446088
Long
EC
US
N
1
N
N
N
OMNICOM GROUP INC.
HKUPACFHSSASQK8HLS17
OMNICOM GROUP COMMON STOCK
681919106
3826.00000000
NS
USD
309982.52000000
0.057116879004
Long
EC
US
N
1
N
N
N
GENERAL MOTORS COMPANY
54930070NSV60J38I987
GENERAL MOTORS CO COMMON STOCK
37045V100
21691.00000000
NS
USD
793890.60000000
0.146281001080
Long
EC
US
N
1
N
N
N
JOHNSON & JOHNSON
549300G0CFPGEF6X2043
JOHNSON & JOHNSON COMMON STOCK
478160104
46470.00000000
NS
USD
6778578.90000000
1.249010011450
Long
EC
US
N
1
N
N
N
ARROW ELECTRONICS, INC.
549300YNNLBXT8N8R512
ARROW ELECTRONICS INC COMMON STOCK
042735100
1300.00000000
NS
USD
110162.00000000
0.020298272382
Long
EC
US
N
1
N
N
N
JAZZ PHARMACEUTICALS PUBLIC LIMITED COMPANY
635400GAUMJCLEZRRV50
JAZZ PHARMACEUTICALS PLC COMMON STOCK
G50871105
921.00000000
NS
USD
137486.88000000
0.025333110685
Long
EC
IE
N
1
N
N
N
VALERO ENERGY CORPORATION
549300XTO5VR8SKV1V74
VALERO ENERGY CORP COMMON STOCK
91913Y100
7122.00000000
NS
USD
666975.30000000
0.122895792669
Long
EC
US
N
1
N
N
N
GARTNER, INC.
PP55B5R38BFB8O8HH686
GARTNER INC COMMON STOCK
366651107
1466.00000000
NS
USD
225910.60000000
0.041625922668
Long
EC
US
N
1
N
N
N
FORTINET, INC.
549300O0QJWDBAS0QX03
FORTINET INC COMMON STOCK
34959E109
2400.00000000
NS
USD
256224.00000000
0.047211420844
Long
EC
US
N
1
N
N
N
SPRINT CORPORATION
549300ZTTY7CXOLJ6539
SPRINT CORP COMMON STOCK
85207U105
8900.00000000
NS
USD
46369.00000000
0.008543877127
Long
EC
US
N
1
N
N
N
NUANCE COMMUNICATIONS, INC.
AEMSOT3SS15TNMJCE605
NUANCE COMMUNICATIONS INC COMMON STOCK
67020Y100
4900.00000000
NS
USD
87367.00000000
0.016098102460
Long
EC
US
N
1
N
N
N
BOSTON SCIENTIFIC CORPORATION
Y6ZDD9FP4P8JSSJMW954
BOSTON SCIENTIFIC CORP COMMON STOCK
101137107
24096.00000000
NS
USD
1089621.12000000
0.200771829559
Long
EC
US
N
1
N
N
N
PBF ENERGY INC.
2549003PBEDCSZMZIY02
PBF ENERGY INC-CLASS A COMMON STOCK
69318G106
2200.00000000
NS
USD
69014.00000000
0.012716408291
Long
EC
US
N
1
N
N
N
ZEBRA TECHNOLOGIES CORPORATION
PO0I32GKZ3HZMMDPZZ08
ZEBRA TECHNOLOGIES CORP-CL A COMMON STOCK
989207105
900.00000000
NS
USD
229896.00000000
0.042360266042
Long
EC
US
N
1
N
N
N
D.R. HORTON, INC.
529900ZIUEYVSB8QDD25
DR HORTON INC COMMON STOCK
23331A109
6000.00000000
NS
USD
316500.00000000
0.058317779354
Long
EC
US
N
1
N
N
N
INTUITIVE SURGICAL, INC.
54930052SRG011710797
INTUITIVE SURGICAL INC COMMON STOCK
46120E602
2053.00000000
NS
USD
1213630.95000000
0.223621680756
Long
EC
US
N
1
N
N
N
THE GOODYEAR TIRE & RUBBER COMPANY
5493002BI0S2ZQUY3437
GOODYEAR TIRE & RUBBER CO COMMON STOCK
382550101
4400.00000000
NS
USD
68442.00000000
0.012611012494
Long
EC
US
N
1
N
N
N
Transocean Ltd.
529900QO4W5DQGBGEF32
TRANSOCEAN LTD COMMON STOCK
H8817H100
9400.00000000
NS
USD
64672.00000000
0.011916358377
Long
EC
CH
N
1
N
N
N
CIGNA CORPORATION
549300VIWYMSIGT1U456
CIGNA CORP COMMON STOCK
125523100
6472.00000000
NS
USD
1323459.28000000
0.243858471643
Long
EC
US
N
1
N
N
N
ALTICE USA, INC.
54930064K3612MGCER95
ALTICE USA INC- A COMMON STOCK
02156K103
5100.00000000
NS
USD
139434.00000000
0.025691883875
Long
EC
US
N
1
N
N
N
LITTELFUSE, INC.
549300MY7HLQFYTPCX75
LITTELFUSE INC COMMON STOCK
537008104
400.00000000
NS
USD
76520.00000000
0.014099451741
Long
EC
US
N
1
N
N
N
SPLUNK INC.
549300XGDSGBP6UEI867
SPLUNK INC COMMON STOCK
848637104
2758.00000000
NS
USD
413065.66000000
0.076110812065
Long
EC
US
N
1
N
N
N
HILL-ROM HOLDINGS, INC.
JLZ01A0E2071OH26RE45
HILL-ROM HOLDINGS INC COMMON STOCK
431475102
1250.00000000
NS
USD
141912.50000000
0.026148568286
Long
EC
US
N
1
N
N
N
LINCOLN NATIONAL CORPORATION
EFQMQROEDSNBRIP7LE47
LINCOLN NATIONAL CORP COMMON STOCK
534187109
3577.00000000
NS
USD
211078.77000000
0.038893033602
Long
EC
US
N
1
N
N
N
Lions Gate Entertainment Corp.
5493000JSMHPHZURLM72
LIONS GATE ENTERTAINMENT-A COMMON STOCK
535919401
300.00000000
NS
USD
3198.00000000
0.000589258320
Long
EC
CA
N
1
N
N
N
REALTY INCOME CORPORATION
549300CUWDAUZSH43859
REALTY INCOME CORP REIT
756109104
5781.00000000
NS
USD
425655.03000000
0.078430509069
Long
EC
US
N
1
N
N
N
ALPHABET INC.
5493006MHB84DD0ZWV18
ALPHABET INC-CL C COMMON STOCK
02079K107
5252.00000000
NS
USD
7022029.04000000
1.293867741460
Long
EC
US
N
1
N
N
N
ARCHER-DANIELS-MIDLAND COMPANY
549300LO13MQ9HYSTR83
ARCHER-DANIELS-MIDLAND CO COMMON STOCK
039483102
9971.00000000
NS
USD
462155.85000000
0.085156091271
Long
EC
US
N
1
N
N
N
INTERNATIONAL GAME TECHNOLOGY PLC
549300UQ6KHRCZDRGZ76
INTERNATIONAL GAME TECHNOLOG COMMON STOCK
G4863A108
1100.00000000
NS
USD
16467.00000000
0.003034182851
Long
EC
GB
N
1
N
N
N
AT&T INC.
549300Z40J86GGSTL398
AT&T INC COMMON STOCK
00206R102
128129.00000000
NS
USD
5007281.32000000
0.922633577198
Long
EC
US
N
1
N
N
N
Capri Holdings Limited
549300LPG8W0H1OX3A26
CAPRI HOLDINGS LTD COMMON STOCK
G1890L107
2300.00000000
NS
USD
87745.00000000
0.016167752130
Long
EC
VG
N
1
N
N
N
TFS FINANCIAL CORPORATION
N/A
TFS FINANCIAL CORP COMMON STOCK
87240R107
617.00000000
NS
USD
12142.56000000
0.002237368514
Long
EC
US
N
1
N
N
N
WESTERN ALLIANCE BANCORPORATION
5493003VJXZ5JXT9S762
WESTERN ALLIANCE BANCORP COMMON STOCK
957638109
1700.00000000
NS
USD
96900.00000000
0.017854637660
Long
EC
US
N
1
N
N
N
Dropbox Inc
549300JCDF7UAR6TJR51
DROPBOX INC-CLASS A COMMON STOCK
26210C104
3900.00000000
NS
USD
69849.00000000
0.012870264044
Long
EC
US
N
1
N
N
N
TWITTER, INC.
549300I8RX485XMK6836
TWITTER INC COMMON STOCK
90184L102
13580.00000000
NS
USD
435239.00000000
0.080196435918
Long
EC
US
N
1
N
N
N
Medallia Inc
5493009P6W6C5BK60J60
MEDALLIA INC COMMON STOCK
584021109
200.00000000
NS
USD
6222.00000000
0.001146455681
Long
EC
US
N
1
N
N
N
C.H. ROBINSON WORLDWIDE, INC.
529900WNWN5L0OVDHA79
C.H. ROBINSON WORLDWIDE INC COMMON STOCK
12541W209
2500.00000000
NS
USD
195500.00000000
0.036022514577
Long
EC
US
N
1
N
N
N
AGNC INVESTMENT CORP.
5TRACI5HRMELWV32OF39
AGNC INVESTMENT CORP REIT
00123Q104
9428.00000000
NS
USD
166687.04000000
0.030713485054
Long
EC
US
N
1
N
N
N
NUCOR CORPORATION
549300GGJCRSI2TIEJ46
NUCOR CORP COMMON STOCK
670346105
5400.00000000
NS
USD
303912.00000000
0.055998334783
Long
EC
US
N
1
N
N
N
UNITED TECHNOLOGIES CORPORATION
I07WOS4YJ0N7YRFE7309
UNITED TECHNOLOGIES CORP COMMON STOCK
913017109
14268.00000000
NS
USD
2136775.68000000
0.393718839290
Long
EC
US
N
1
N
N
N
RESIDEO TECHNOLOGIES, INC.
5493006TKFPYISY2DS54
RESIDEO TECHNOLOGIES INC COMMON STOCK
76118Y104
1486.00000000
NS
USD
17727.98000000
0.003266528992
Long
EC
US
N
1
N
N
N
BRIXMOR PROPERTY GROUP INC.
5299007UXW6Y0W2EGZ95
BRIXMOR PROPERTY GROUP INC REIT
11120U105
4700.00000000
NS
USD
101567.00000000
0.018714571550
Long
EC
US
N
1
N
N
N
HARLEY-DAVIDSON, INC.
ZDNAWZWXIKMWI51R2A08
HARLEY-DAVIDSON INC COMMON STOCK
412822108
2700.00000000
NS
USD
100413.00000000
0.018501937372
Long
EC
US
N
1
N
N
N
SEATTLE GENETICS, INC.
N/A
SEATTLE GENETICS INC COMMON STOCK
812578102
2061.00000000
NS
USD
235489.86000000
0.043390981660
Long
EC
US
N
1
N
N
N
SUN COMMUNITIES, INC.
549300H5GEOJYN41ZG57
SUN COMMUNITIES INC REIT
866674104
1700.00000000
NS
USD
255170.00000000
0.047017212504
Long
EC
US
N
1
N
N
N
ROPER TECHNOLOGIES, INC.
54930003T4SXCIWVXY35
ROPER TECHNOLOGIES INC COMMON STOCK
776696106
1794.00000000
NS
USD
635488.62000000
0.117094107814
Long
EC
US
N
1
N
N
N
ADVANCE AUTO PARTS, INC.
529900UCNQ5H9FSL0Y70
ADVANCE AUTO PARTS INC COMMON STOCK
00751Y106
1175.00000000
NS
USD
188188.00000000
0.034675217254
Long
EC
US
N
1
N
N
N
BIOMARIN PHARMACEUTICAL INC.
NSLL8ITTRR0J5HEMR848
BIOMARIN PHARMACEUTICAL INC COMMON STOCK
09061G101
3237.00000000
NS
USD
273688.35000000
0.050429373798
Long
EC
US
N
1
N
N
N
TERADYNE, INC.
C3X4YJ278QNZHRJULN75
TERADYNE INC COMMON STOCK
880770102
2854.00000000
NS
USD
194614.26000000
0.035859309553
Long
EC
US
N
1
N
N
N
THE TRADE DESK, INC.
549300GXPD31VT3E0P46
TRADE DESK INC/THE -CLASS A COMMON STOCK
88339J105
700.00000000
NS
USD
181846.00000000
0.033506650566
Long
EC
US
N
1
N
N
N
FLEETCOR TECHNOLOGIES, INC.
549300DG6RR0NQSFLN74
FLEETCOR TECHNOLOGIES INC COMMON STOCK
339041105
1548.00000000
NS
USD
445390.56000000
0.082066945985
Long
EC
US
N
1
N
N
N
PTC INC.
54930050SSMU8SKDJ030
PTC INC COMMON STOCK
69370C100
1865.00000000
NS
USD
139669.85000000
0.025735341215
Long
EC
US
N
1
N
N
N
Northrop Grumman Corporation
RIMU48P07456QXSO0R61
NORTHROP GRUMMAN CORP COMMON STOCK
666807102
2755.00000000
NS
USD
947637.35000000
0.174610129178
Long
EC
US
N
1
N
N
N
VORNADO REALTY TRUST
N/A
VORNADO REALTY TRUST REIT
929042109
3000.00000000
NS
USD
199500.00000000
0.036759548123
Long
EC
US
N
1
N
N
N
CAMPBELL SOUP COMPANY
5493007JDSMX8Z5Z1902
CAMPBELL SOUP CO COMMON STOCK
134429109
3000.00000000
NS
USD
148260.00000000
0.027318148395
Long
EC
US
N
1
N
N
N
MARATHON PETROLEUM CORPORATION
3BNYRYQHD39K4LCKQF12
MARATHON PETROLEUM CORP Common Stock
56585A102
11312.00000000
NS
USD
681548.00000000
0.125580934859
Long
EC
US
N
1
N
N
N
AMERIPRISE FINANCIAL, INC.
6ZLKQF7QB6JAEKQS5388
AMERIPRISE FINANCIAL INC COMMON STOCK
03076C106
2232.00000000
NS
USD
371806.56000000
0.068508476867
Long
EC
US
N
1
N
N
N
THE NEW YORK TIMES COMPANY
529900J1WEMMIW7BOH57
NEW YORK TIMES CO-A COMMON STOCK
650111107
2900.00000000
NS
USD
93293.00000000
0.017190017659
Long
EC
US
N
1
N
N
N
CYRUSONE INC.
5493006S177ZK2ZNBU43
CYRUSONE INC REIT
23283R100
2054.00000000
NS
USD
134393.22000000
0.024763077885
Long
EC
US
N
1
N
N
N
NEW YORK COMMUNITY BANCORP, INC.
529900HVXOTLY61GL030
NEW YORK COMMUNITY BANCORP COMMON STOCK
649445103
7500.00000000
NS
USD
90150.00000000
0.016610893550
Long
EC
US
N
1
N
N
N
ARMSTRONG WORLD INDUSTRIES, INC.
KXMRXXOJ88Q45Y45MG74
ARMSTRONG WORLD INDUSTRIES COMMON STOCK
04247X102
800.00000000
NS
USD
75176.00000000
0.013851808469
Long
EC
US
N
1
N
N
N
CURTISS-WRIGHT CORPORATION
TEL51ETZWP7D0ZM4X325
CURTISS-WRIGHT CORP COMMON STOCK
231561101
800.00000000
NS
USD
112712.00000000
0.020768131268
Long
EC
US
N
1
N
N
N
LAS VEGAS SANDS CORP.
549300DUOO1KXOHPM605
LAS VEGAS SANDS CORP COMMON STOCK
517834107
5846.00000000
NS
USD
403607.84000000
0.074368129411
Long
EC
US
N
1
N
N
N
Energizer Holdings, Inc.
5493000D6NN0V57UME20
ENERGIZER HOLDINGS INC COMMON STOCK
29272W109
1200.00000000
NS
USD
60264.00000000
0.011104147409
Long
EC
US
N
1
N
N
N
DOMTAR CORPORATION
XYSIJOU3HNVROZWNA008
DOMTAR CORP COMMON STOCK
257559203
900.00000000
NS
USD
34416.00000000
0.006341436632
Long
EC
US
N
1
N
N
N
TRINITY INDUSTRIES, INC.
R1JB4KXN77XFCXOQKV49
TRINITY INDUSTRIES INC COMMON STOCK
896522109
1800.00000000
NS
USD
39870.00000000
0.007346381873
Long
EC
US
N
1
N
N
N
UNITEDHEALTH GROUP INCORPORATED
549300GHBMY8T5GXDE41
UNITEDHEALTH GROUP INC COMMON STOCK
91324P102
16580.00000000
NS
USD
4874188.40000000
0.898110090493
Long
EC
US
N
1
N
N
N
PARSLEY ENERGY, INC.
549300DMRA8DSL66G562
PARSLEY ENERGY INC-CLASS A COMMON STOCK
701877102
4500.00000000
NS
USD
85095.00000000
0.015679467406
Long
EC
US
N
1
N
N
N
Guardant Health Inc
N/A
GUARDANT HEALTH INC COMMON STOCK
40131M109
500.00000000
NS
USD
39070.00000000
0.007198975163
Long
EC
US
N
1
N
N
N
NETAPP, INC.
QTX3D84DZDD5JYOCYH15
NETAPP INC COMMON STOCK
64110D104
4100.00000000
NS
USD
255225.00000000
0.047027346716
Long
EC
US
N
1
N
N
N
KILROY REALTY CORPORATION
549300CXXI18B214UN80
KILROY REALTY CORP REIT
49427F108
1700.00000000
NS
USD
142630.00000000
0.026280773678
Long
EC
US
N
1
N
N
N
SYSCO CORPORATION
5RGWIFLMGH3YS7KWI652
SYSCO CORP COMMON STOCK
871829107
8263.00000000
NS
USD
706817.02000000
0.130236963715
Long
EC
US
N
1
N
N
N
Envista Holdings Corp
549300BX623VURJZ5269
ENVISTA HOLDINGS CORP COMMON STOCK
29415F104
2500.00000000
NS
USD
74100.00000000
0.013653546445
Long
EC
US
N
1
N
N
N
ZOETIS INC.
549300HD9Q1LOC9KLJ48
ZOETIS INC COMMON STOCK
98978V103
8408.00000000
NS
USD
1112798.80000000
0.205042511481
Long
EC
US
N
1
N
N
N
ENTERGY CORPORATION
4XM3TW50JULSLG8BNC79
ENTERGY CORP COMMON STOCK
29364G103
3435.00000000
NS
USD
411513.00000000
0.075824721438
Long
EC
US
N
1
N
N
N
SCHNEIDER NATIONAL, INC.
529900V6GZ6G6E3BLV72
SCHNEIDER NATIONAL INC-CL B COMMON STOCK
80689H102
1200.00000000
NS
USD
26184.00000000
0.004824621594
Long
EC
US
N
1
N
N
N
MASCO CORPORATION
5GCSNMQXHEYA1JO8QN11
MASCO CORP COMMON STOCK
574599106
4900.00000000
NS
USD
235151.00000000
0.043328543863
Long
EC
US
N
1
N
N
N
The Bank of New York Mellon Corporation
N/A
BANK OF NEW YORK MELLON CORP COMMON STOCK
064058100
14685.00000000
NS
USD
739096.05000000
0.136184645704
Long
EC
US
N
1
N
N
N
PINNACLE WEST CAPITAL CORPORATION
TWSEY0NEDUDCKS27AH81
PINNACLE WEST CAPITAL COMMON STOCK
723484101
1900.00000000
NS
USD
170867.00000000
0.031483677740
Long
EC
US
N
1
N
N
N
XPO LOGISTICS, INC.
54930096DB9LCLPN7H13
XPO LOGISTICS INC COMMON STOCK
983793100
1733.00000000
NS
USD
138120.10000000
0.025449786780
Long
EC
US
N
1
N
N
N
DISCOVERY, INC.
5493006ZCRFWKF6B1K26
DISCOVERY INC - A COMMON STOCK
25470F104
2800.00000000
NS
USD
91672.00000000
0.016891334814
Long
EC
US
N
1
N
N
N
JETBLUE AIRWAYS CORPORATION
54930070J9H97ZO93T57
JETBLUE AIRWAYS CORP COMMON STOCK
477143101
4597.00000000
NS
USD
86055.84000000
0.015856510234
Long
EC
US
N
1
N
N
N
JOHNSON CONTROLS INTERNATIONAL PUBLIC LIMITED COMPANY
549300XQ6S1GYKGBL205
JOHNSON CONTROLS INTERNATION COMMON STOCK
G51502105
13590.00000000
NS
USD
553248.90000000
0.101940749693
Long
EC
IE
N
1
N
N
N
TD AMERITRADE HOLDING CORPORATION
ZI85ER3E6RXD4HPHW309
TD AMERITRADE HOLDING CORP COMMON STOCK
87236Y108
4711.00000000
NS
USD
234136.70000000
0.043141650582
Long
EC
US
N
1
N
N
N
ALLIANCE DATA SYSTEMS CORPORATION
549300G8S4PO686J7H97
ALLIANCE DATA SYSTEMS CORP COMMON STOCK
018581108
676.00000000
NS
USD
75847.20000000
0.013975482698
Long
EC
US
N
1
N
N
N
CARDINAL HEALTH, INC.
CCU46N3GJMF4OK4N7U60
CARDINAL HEALTH INC COMMON STOCK
14149Y108
5000.00000000
NS
USD
252900.00000000
0.046598945967
Long
EC
US
N
1
N
N
N
BOOZ ALLEN HAMILTON HOLDING CORPORATION
529900JPV47PIUWMA015
BOOZ ALLEN HAMILTON HOLDINGS COMMON STOCK
099502106
2240.00000000
NS
USD
159331.20000000
0.029358109844
Long
EC
US
N
1
N
N
N
N/A
N/A
S&P MID 400 EMINI MAR20 PHYSICAL INDEX FUTURE.
N/A
8.00000000
NC
USD
1651840.00000000
0.304365373295
N/A
DE
US
N
1
CITIGROUP GLOBAL MARKETS
N/A
Long
S&P MID 400 EMINI Mar 2020
N/A
N/A
2020-03-23
1632538.23
USD
19301.77
N
N
N
AMERICAN INTERNATIONAL GROUP, INC.
ODVCVCQG2BP6VHV36M30
AMERICAN INTERNATIONAL GROUP COMMON STOCK
026874784
15203.00000000
NS
USD
780369.99000000
0.143789715296
Long
EC
US
N
1
N
N
N
THE SHERWIN-WILLIAMS COMPANY
Z15BMIOX8DDH0X2OBP21
SHERWIN-WILLIAMS CO/THE COMMON STOCK
824348106
1486.00000000
NS
USD
867140.44000000
0.159777898416
Long
EC
US
N
1
N
N
N
CITIZENS FINANCIAL GROUP, INC.
2138004JDDA4ZQUPFW65
CITIZENS FINANCIAL GROUP COMMON STOCK
174610105
7547.00000000
NS
USD
306483.67000000
0.056472186548
Long
EC
US
N
1
N
N
N
COPART, INC.
549300KVYX3JWMYEHU61
COPART INC COMMON STOCK
217204106
3600.00000000
NS
USD
327384.00000000
0.060323247633
Long
EC
US
N
1
N
N
N
SLM CORPORATION
4K8SLPBF5DXXGPW03H93
SLM CORP COMMON STOCK
78442P106
7400.00000000
NS
USD
65934.00000000
0.012148892461
Long
EC
US
N
1
N
N
N
SERVICE PROPERTIES TRUST
529900IS770AG1K9QG27
SERVICE PROPERTIES TRUST REIT
81761L102
3000.00000000
NS
USD
72990.00000000
0.013449019636
Long
EC
US
N
1
N
N
N
CHOICE HOTELS INTERNATIONAL, INC.
5493003CYRY5RFGTIR97
CHOICE HOTELS INTL INC COMMON STOCK
169905106
600.00000000
NS
USD
62058.00000000
0.011434706954
Long
EC
US
N
1
N
N
N
INTUIT INC.
VI90HBPH7XSFMB9E4M29
INTUIT INC COMMON STOCK
461202103
4368.00000000
NS
USD
1144110.24000000
0.210811906897
Long
EC
US
N
1
N
N
N
INTEL CORPORATION
KNX4USFCNGPY45LOCE31
INTEL CORP COMMON STOCK
458140100
76091.00000000
NS
USD
4554046.35000000
0.839121232882
Long
EC
US
N
1
N
N
N
ILLUMINA, INC.
SQ95QG8SR5Q56LSNF682
ILLUMINA INC COMMON STOCK
452327109
2622.00000000
NS
USD
869822.28000000
0.160272049928
Long
EC
US
N
1
N
N
N
WESTLAKE CHEMICAL CORPORATION
GOXNEVUM0LL78B1OS344
WESTLAKE CHEMICAL CORP COMMON STOCK
960413102
532.00000000
NS
USD
37319.80000000
0.006876486135
Long
EC
US
N
1
N
N
N
WESTROCK COMPANY
N/A
WESTROCK CO COMMON STOCK
96145D105
4500.00000000
NS
USD
193095.00000000
0.035579373157
Long
EC
US
N
1
N
N
N
CHEVRON CORPORATION
N/A
CHEVRON CORP COMMON STOCK
166764100
33434.00000000
NS
USD
4029131.34000000
0.742401240045
Long
EC
US
N
1
N
N
N
WOODWARD, INC.
YPYKXXTR8TFDH54ZMB45
WOODWARD INC COMMON STOCK
980745103
897.00000000
NS
USD
106240.68000000
0.019575736286
Long
EC
US
N
1
N
N
N
GRUBHUB INC.
529900CR2K1AJ5W4RR39
GRUBHUB INC COMMON STOCK
400110102
1700.00000000
NS
USD
82688.00000000
0.015235957469
Long
EC
US
N
1
N
N
N
Anaplan Inc
N/A
ANAPLAN INC COMMON STOCK
03272L108
1400.00000000
NS
USD
73360.00000000
0.013517195239
Long
EC
US
N
1
N
N
N
SPROUTS FARMERS MARKET, INC.
529900P8F4G77Q52XE24
SPROUTS FARMERS MARKET INC COMMON STOCK
85208M102
1800.00000000
NS
USD
34830.00000000
0.006417719604
Long
EC
US
N
1
N
N
N
COLFAX CORPORATION
635400OP2DYYYMOIYL17
COLFAX CORP COMMON STOCK
194014106
1600.00000000
NS
USD
58208.00000000
0.010725312166
Long
EC
US
N
1
N
N
N
FEDEX CORPORATION
549300E707U7WNPZN687
FEDEX CORP COMMON STOCK
31428X106
4164.00000000
NS
USD
629638.44000000
0.116016163086
Long
EC
US
N
1
N
N
N
ZYNGA INC.
N/A
ZYNGA INC - CL A COMMON STOCK
98986T108
14200.00000000
NS
USD
86904.00000000
0.016012790827
Long
EC
US
N
1
N
N
N
PIONEER NATURAL RESOURCES COMPANY
FY8JBF7CCL2VE4F1B628
PIONEER NATURAL RESOURCES CO COMMON STOCK
723787107
2974.00000000
NS
USD
450174.38000000
0.082948404940
Long
EC
US
N
1
N
N
N
CONCHO RESOURCES INC.
SYHS7HRDXLL4I0IQ8776
CONCHO RESOURCES INC COMMON STOCK
20605P101
3630.00000000
NS
USD
317879.10000000
0.058571890094
Long
EC
US
N
1
N
N
N
Eversource Energy
SJ7XXD41SQU3ZNWUJ746
EVERSOURCE ENERGY COMMON STOCK
30040W108
5698.00000000
NS
USD
484728.86000000
0.089315357674
Long
EC
US
N
1
N
N
N
HAWAIIAN ELECTRIC INDUSTRIES, INC.
JJ8FWOCWCV22X7GUPJ23
HAWAIIAN ELECTRIC INDS COMMON STOCK
419870100
1800.00000000
NS
USD
84348.00000000
0.015541826391
Long
EC
US
N
1
N
N
N
RANGE RESOURCES CORPORATION
H3Y3WLYCX0BTO1TRW162
RANGE RESOURCES CORP COMMON STOCK
75281A109
2600.00000000
NS
USD
12610.00000000
0.002323498254
Long
EC
US
N
1
N
N
KIMCO REALTY CORPORATION
549300EA7I6T15IBYS12
KIMCO REALTY CORP REIT
49446R109
6900.00000000
NS
USD
142899.00000000
0.026330339184
Long
EC
US
N
1
N
N
N
UNION PACIFIC CORPORATION
549300LMMRSZZCZ8CL11
UNION PACIFIC CORP COMMON STOCK
907818108
12207.00000000
NS
USD
2206903.53000000
0.406640483785
Long
EC
US
N
1
N
N
N
WHIRLPOOL CORPORATION
WHENKOULSSK7WUM60H03
WHIRLPOOL CORP COMMON STOCK
963320106
1038.00000000
NS
USD
153136.14000000
0.028216618084
Long
EC
US
N
1
N
N
N
DISCOVER FINANCIAL SERVICES
Z1YLO2USPORE63VVUL20
DISCOVER FINANCIAL SERVICES COMMON STOCK
254709108
5620.00000000
NS
USD
476688.40000000
0.087833835487
Long
EC
US
N
1
N
N
N
HOLLYFRONTIER CORPORATION
549300J3U2WK73C9ZK26
HOLLYFRONTIER CORP COMMON STOCK
436106108
2800.00000000
NS
USD
141988.00000000
0.026162479794
Long
EC
US
N
1
N
N
N
LAM RESEARCH CORPORATION
549300I4GMO6D34U1T02
LAM RESEARCH CORP COMMON STOCK
512807108
2535.00000000
NS
USD
741234.00000000
0.136578580921
Long
EC
US
N
1
N
N
N
DUKE REALTY CORPORATION
N/A
DUKE REALTY CORP REIT
264411505
6100.00000000
NS
USD
211487.00000000
0.038968253403
Long
EC
US
N
1
N
N
N
ALASKA AIR GROUP, INC.
529900G48RT4KWLC6C27
ALASKA AIR GROUP INC COMMON STOCK
011659109
2200.00000000
NS
USD
149050.00000000
0.027463712520
Long
EC
US
N
1
N
N
N
DOLLAR TREE, INC.
549300PMSTQITB1WHR43
DOLLAR TREE INC COMMON STOCK
256746108
4018.00000000
NS
USD
377892.90000000
0.069629936055
Long
EC
US
N
1
N
N
N
JACOBS ENGINEERING GROUP INC.
549300CZ8QS1GE53O776
JACOBS ENGINEERING GROUP INC COMMON STOCK
469814107
2200.00000000
NS
USD
197626.00000000
0.036414247907
Long
EC
US
N
1
N
N
N
CENTURYLINK, INC.
8M3THTGWLTYZVE6BBY25
CENTURYLINK INC COMMON STOCK
156700106
18612.00000000
NS
USD
245864.52000000
0.045302599773
Long
EC
US
N
1
N
N
N
WEX INC.
T9M5IGROL1TL1G5OV478
WEX INC COMMON STOCK
96208T104
795.00000000
NS
USD
166520.70000000
0.030682835514
Long
EC
US
N
1
N
N
N
VALVOLINE INC.
N/A
VALVOLINE INC COMMON STOCK
92047W101
2900.00000000
NS
USD
62089.00000000
0.011440418964
Long
EC
US
N
1
N
N
N
WALGREENS BOOTS ALLIANCE, INC.
549300RPTUOIXG4LIH86
WALGREENS BOOTS ALLIANCE INC COMMON STOCK
931427108
13069.00000000
NS
USD
770548.24000000
0.141979975488
Long
EC
US
N
1
N
N
N
COSTAR GROUP, INC.
N/A
COSTAR GROUP INC COMMON STOCK
22160N109
632.00000000
NS
USD
378125.60000000
0.069672812982
Long
EC
US
N
1
N
N
N
Garmin Ltd.
2549001E0HIPIJQ0W046
GARMIN LTD COMMON STOCK
H2906T109
2600.00000000
NS
USD
253656.00000000
0.046738245307
Long
EC
CH
N
1
N
N
N
OLLIE'S BARGAIN OUTLET HOLDINGS, INC.
529900YO5DSQCPEFDZ05
OLLIE'S BARGAIN OUTLET HOLDI COMMON STOCK
681116109
1000.00000000
NS
USD
65310.00000000
0.012033915227
Long
EC
US
N
1
N
N
N
MOHAWK INDUSTRIES, INC.
549300JI1115MG3Q6322
MOHAWK INDUSTRIES INC COMMON STOCK
608190104
1059.00000000
NS
USD
144426.42000000
0.026611779129
Long
EC
US
N
1
N
N
N
FORD MOTOR COMPANY
20S05OYHG0MQM4VUIC57
FORD MOTOR CO COMMON STOCK
345370860
67385.00000000
NS
USD
626680.50000000
0.115471137834
Long
EC
US
N
1
N
N
N
SYNNEX CORPORATION
5493004HI6PFLF46NS53
SYNNEX CORP COMMON STOCK
87162W100
800.00000000
NS
USD
103040.00000000
0.018985984153
Long
EC
US
N
1
N
N
N
FRONTDOOR, INC.
5493008RB0JZJI3QGZ06
FRONTDOOR INC COMMON STOCK
35905A109
1394.00000000
NS
USD
66103.48000000
0.012180120572
Long
EC
US
N
1
N
N
N
PAYCOM SOFTWARE, INC.
254900LSB0HNJUDC6Q18
PAYCOM SOFTWARE INC COMMON STOCK
70432V102
836.00000000
NS
USD
221339.36000000
0.040783633361
Long
EC
US
N
1
N
N
N
PARKER-HANNIFIN CORPORATION
5493002CONDB4N2HKI23
PARKER HANNIFIN CORP COMMON STOCK
701094104
2268.00000000
NS
USD
466799.76000000
0.086011770635
Long
EC
US
N
1
N
N
N
VIACOMCBS INC.
5KYC8KF17ROCY24M3H09
VIACOMCBS INC - CLASS A COMMON STOCK
92556H107
19.00000000
NS
USD
852.53000000
0.000157085802
Long
EC
US
N
1
N
N
N
LEIDOS HOLDINGS, INC.
549300IUTGTP6EJP8124
LEIDOS HOLDINGS INC COMMON STOCK
525327102
2300.00000000
NS
USD
225147.00000000
0.041485222964
Long
EC
US
N
1
N
N
N
FOX CORPORATION
549300DDU6FDRBIELS05
FOX CORP - CLASS B COMMON STOCK
35137L204
2700.00000000
NS
USD
98280.00000000
0.018108914233
Long
EC
US
N
1
N
N
N
AIR PRODUCTS AND CHEMICALS, INC.
7QEON6Y1RL5XR3R1W237
AIR PRODUCTS & CHEMICALS INC COMMON STOCK
009158106
3864.00000000
NS
USD
908001.36000000
0.167306865610
Long
EC
US
N
1
N
N
N
PACCAR INC
KDTEY8BWE486IKZ3CC07
PACCAR INC COMMON STOCK
693718108
5955.00000000
NS
USD
471040.50000000
0.086793162546
Long
EC
US
N
1
N
N
N
Ardagh Group S.A.
6354006L1NWUUOPYX274
ARDAGH GROUP SA COMMON STOCK
L0223L101
100.00000000
NS
USD
1958.00000000
0.000360777920
Long
EC
LU
N
1
N
N
N
BRIGHTHOUSE FINANCIAL, INC.
5493003T8SZSHOGGAW52
BRIGHTHOUSE FINANCIAL INC COMMON STOCK
10922N103
2100.00000000
NS
USD
82383.00000000
0.015179758661
Long
EC
US
N
1
N
N
N
NEXTERA ENERGY, INC.
N/A
NEXTERA ENERGY INC COMMON STOCK
65339F101
8508.00000000
NS
USD
2060297.28000000
0.379627052697
Long
EC
US
N
1
N
N
N
Madison Square Garden Co
N/A
MADISON SQUARE GARDEN CO- A COMMON STOCK
55825T103
307.00000000
NS
USD
90316.33000000
0.016641541248
Long
EC
US
N
1
N
N
N
LIBERTY BROADBAND CORPORATION
549300MIX43II8JLN536
LIBERTY BROADBAND-A COMMON STOCK
530307107
500.00000000
NS
USD
62280.00000000
0.011475612316
Long
EC
US
N
1
N
N
N
HUNTINGTON INGALLS INDUSTRIES, INC.
5TZLZ6WJTBVJ0QWBG121
HUNTINGTON INGALLS INDUSTRIE COMMON STOCK
446413106
727.00000000
NS
USD
182389.76000000
0.033606842907
Long
EC
US
N
1
N
N
N
Smartsheet Inc
549300N9WF42OK9VL589
SMARTSHEET INC-CLASS A COMMON STOCK
83200N103
1700.00000000
NS
USD
76364.00000000
0.014070707433
Long
EC
US
N
1
N
N
N
FIFTH THIRD BANCORP
THRNG6BD57P9QWTQLG42
FIFTH THIRD BANCORP COMMON STOCK
316773100
12700.00000000
NS
USD
390398.00000000
0.071934105605
Long
EC
US
N
1
N
N
N
HILTON GRAND VACATIONS INC.
549300O9K6MFD8D07574
HILTON GRAND VACATIONS INC COMMON STOCK
43283X105
1318.00000000
NS
USD
45326.02000000
0.008351699315
Long
EC
US
N
1
N
N
N
JOHN WILEY & SONS, INC.
5493003XM719UN7E8P64
WILEY (JOHN) & SONS-CLASS A COMMON STOCK
968223206
600.00000000
NS
USD
29112.00000000
0.005364130150
Long
EC
US
N
1
N
N
N
LEGGETT & PLATT, INCORPORATED
DKOVQUCDW4ZLYCUD4T55
LEGGETT & PLATT INC COMMON STOCK
524660107
2400.00000000
NS
USD
121992.00000000
0.022478049096
Long
EC
US
N
1
N
N
N
MOTOROLA SOLUTIONS, INC.
6S552MUG6KGJVEBSEC55
MOTOROLA SOLUTIONS INC COMMON STOCK
620076307
3036.00000000
NS
USD
489221.04000000
0.090143079513
Long
EC
US
N
1
N
N
N
INVESCO LTD.
ECPGFXU8A2SHKVVGJI15
INVESCO LTD COMMON STOCK
G491BT108
7357.00000000
NS
USD
132278.86000000
0.024373489322
Long
EC
BM
N
1
N
N
N
BANK OF HAWAII CORPORATION
5493006Q8BQ8AD8M2U33
BANK OF HAWAII CORP COMMON STOCK
062540109
648.00000000
NS
USD
61663.68000000
0.011362050187
Long
EC
US
N
1
N
N
N
SPIRIT REALTY CAPITAL, INC.
549300LTU6LVPZSHMJ25
SPIRIT REALTY CAPITAL INC REIT
84860W300
1978.00000000
NS
USD
97278.04000000
0.017924294700
Long
EC
US
N
1
N
N
N
APPLE INC.
HWUPKR0MPOU8FGXBT394
APPLE INC COMMON STOCK
037833100
77917.00000000
NS
USD
22880327.05000000
4.215892146761
Long
EC
US
N
1
N
N
N
GLOBAL PAYMENTS INC.
549300NOMHGVQBX6S778
GLOBAL PAYMENTS INC COMMON STOCK
37940X102
5167.00000000
NS
USD
943287.52000000
0.173808636520
Long
EC
US
N
1
N
N
N
RAYTHEON COMPANY
YR6K3WJN0KKLUPZSNL57
RAYTHEON COMPANY COMMON STOCK
755111507
4867.00000000
NS
USD
1069474.58000000
0.197059660604
Long
EC
US
N
1
N
N
N
PENTAIR PUBLIC LIMITED COMPANY
549300EVR9D56WPSRP15
PENTAIR PLC COMMON STOCK
G7S00T104
3100.00000000
NS
USD
142197.00000000
0.026200989797
Long
EC
IE
N
1
N
N
N
DOMINO'S PIZZA, INC.
5299004V0Y8MI5D9FF45
DOMINO'S PIZZA INC COMMON STOCK
25754A201
739.00000000
NS
USD
217103.42000000
0.040003125891
Long
EC
US
N
1
N
N
N
REGENCY CENTERS CORPORATION
529900053A7X7FJ97S58
REGENCY CENTERS CORP REIT
758849103
2800.00000000
NS
USD
176652.00000000
0.032549612506
Long
EC
US
N
1
N
N
N
REPUBLIC SERVICES, INC.
NKNQHM6BLECKVOQP7O46
REPUBLIC SERVICES INC COMMON STOCK
760759100
3700.00000000
NS
USD
331631.00000000
0.061105793001
Long
EC
US
N
1
N
N
N
THE WENDY'S COMPANY
529900M0JIUCMWVKHG76
WENDY'S CO/THE COMMON STOCK
95058W100
3100.00000000
NS
USD
68851.00000000
0.012686374174
Long
EC
US
N
1
N
N
N
NVIDIA CORPORATION
549300S4KLFTLO7GSQ80
NVIDIA CORP COMMON STOCK
67066G104
10197.00000000
NS
USD
2399354.10000000
0.442101115311
Long
EC
US
N
1
N
N
N
Amdocs Limited
N/A
AMDOCS LTD COMMON STOCK
G02602103
2400.00000000
NS
USD
173256.00000000
0.031923871026
Long
EC
GG
N
1
N
N
N
MARRIOTT INTERNATIONAL, INC.
225YDZ14ZO8E1TXUSU86
MARRIOTT INTERNATIONAL -CL A COMMON STOCK
571903202
4782.00000000
NS
USD
724138.26000000
0.133428547451
Long
EC
US
N
1
N
N
N
BOOKING HOLDINGS INC.
FXM8FAOHMYDIPD38UZ17
BOOKING HOLDINGS INC COMMON STOCK
09857L108
718.00000000
NS
USD
1474578.14000000
0.271703388969
Long
EC
US
N
1
N
N
N
HENRY SCHEIN, INC.
VGO3WGL8H45T73F4RR92
HENRY SCHEIN INC COMMON STOCK
806407102
2447.00000000
NS
USD
163263.84000000
0.030082731746
Long
EC
US
N
1
N
N
N
YUM! BRANDS, INC.
549300JE8XHZZ7OHN517
YUM! BRANDS INC COMMON STOCK
988498101
5335.00000000
NS
USD
537394.55000000
0.099019452742
Long
EC
US
N
1
N
N
N
EXPEDITORS INTERNATIONAL OF WASHINGTON, INC
N/A
EXPEDITORS INTL WASH INC COMMON STOCK
302130109
2900.00000000
NS
USD
226258.00000000
0.041689934031
Long
EC
US
N
1
N
N
N
ABIOMED, INC.
5493001EZN4ZTB4Z5887
ABIOMED INC COMMON STOCK
003654100
748.00000000
NS
USD
127601.32000000
0.023511613349
Long
EC
US
N
1
N
N
N
BIO-RAD LABORATORIES, INC.
549300ZC1GPV35XYDK53
BIO-RAD LABORATORIES-A COMMON STOCK
090572207
400.00000000
NS
USD
148012.00000000
0.027272452315
Long
EC
US
N
1
N
N
N
ASPEN TECHNOLOGY, INC.
529900B0MZWTVFG7CB96
ASPEN TECHNOLOGY INC COMMON STOCK
045327103
1300.00000000
NS
USD
157209.00000000
0.028967076696
Long
EC
US
N
1
N
N
N
AMERICAN CAMPUS COMMUNITIES, INC.
529900MR3ZXRO3W6UX26
AMERICAN CAMPUS COMMUNITIES REIT
024835100
2400.00000000
NS
USD
112872.00000000
0.020797612610
Long
EC
US
N
1
N
N
N
INTERACTIVE BROKERS GROUP, INC.
5493004DT6DCDUZNDM53
INTERACTIVE BROKERS GRO-CL A COMMON STOCK
45841N107
1421.00000000
NS
USD
66247.02000000
0.012206569021
Long
EC
US
N
1
N
N
N
CERENCE INC.
5493002WL2W5WMS89568
CERENCE INC COMMON STOCK
156727109
612.00000000
NS
USD
13849.56000000
0.002551897580
Long
EC
US
N
1
N
N
N
ALLY FINANCIAL INC.
549300JBN1OSM8YNAI90
ALLY FINANCIAL INC COMMON STOCK
02005N100
6658.00000000
NS
USD
203468.48000000
0.037490773845
Long
EC
US
N
1
N
N
N
CIENA CORPORATION
W0CZ7N0GH8UIGXDM1H41
CIENA CORP COMMON STOCK
171779309
2900.00000000
NS
USD
123801.00000000
0.022811372517
Long
EC
US
N
1
N
N
N
ANTERO RESOURCES CORPORATION
APVBKPOULHUX7YZLKU17
ANTERO RESOURCES CORP COMMON STOCK
03674X106
3200.00000000
NS
USD
9120.00000000
0.001680436485
Long
EC
US
N
1
N
N
N
CF INDUSTRIES HOLDINGS, INC.
529900CG8YAQFZ2JMV97
CF INDUSTRIES HOLDINGS INC COMMON STOCK
125269100
3637.00000000
NS
USD
173630.38000000
0.031992853680
Long
EC
US
N
1
N
N
N
Univar Solutions Inc
549300VSXHFQVR770L55
UNIVAR SOLUTIONS INC COMMON STOCK
91336L107
2500.00000000
NS
USD
60600.00000000
0.011166058227
Long
EC
US
N
1
N
N
N
WEC ENERGY GROUP, INC.
549300IGLYTZUK3PVP70
WEC ENERGY GROUP INC COMMON STOCK
92939U106
5585.00000000
NS
USD
515104.55000000
0.094912333305
Long
EC
US
N
1
N
N
N
TYLER TECHNOLOGIES, INC.
N/A
TYLER TECHNOLOGIES INC COMMON STOCK
902252105
660.00000000
NS
USD
198013.20000000
0.036485592754
Long
EC
US
N
1
N
N
N
NORDSTROM, INC.
549300S3IZB5P35KNV16
NORDSTROM INC COMMON STOCK
655664100
1800.00000000
NS
USD
73674.00000000
0.013575052373
Long
EC
US
N
1
N
N
N
HANESBRANDS INC.
GX5LWVWZLL5S4W1L2F20
HANESBRANDS INC COMMON STOCK
410345102
5800.00000000
NS
USD
86130.00000000
0.015870174836
Long
EC
US
N
1
N
N
N
DENTSPLY SIRONA INC.
9NHEHR1SOZCYXDO8HO28
DENTSPLY SIRONA INC COMMON STOCK
24906P109
4000.00000000
NS
USD
226360.00000000
0.041708728387
Long
EC
US
N
1
N
N
N
BANKUNITED, INC.
96OVUWEW5D4YX6PFXD91
BANKUNITED INC COMMON STOCK
06652K103
1700.00000000
NS
USD
62152.00000000
0.011452027243
Long
EC
US
N
1
N
N
N
BOSTON PROPERTIES, INC.
549300OF70FSEUQBT254
BOSTON PROPERTIES INC REIT
101121101
2662.00000000
NS
USD
366983.32000000
0.067619754446
Long
EC
US
N
1
N
N
N
WATERS CORPORATION
5T547R1474YC9HOD8Q74
WATERS CORP COMMON STOCK
941848103
1154.00000000
NS
USD
269632.10000000
0.049681975717
Long
EC
US
N
1
N
N
N
AMERICAN NATIONAL INSURANCE COMPANY
549300RZTZ0HILNF3Y05
AMERICAN NATIONAL INSURANCE COMMON STOCK
028591105
124.00000000
NS
USD
14592.32000000
0.002688757339
Long
EC
US
N
1
N
N
N
PILGRIM'S PRIDE CORPORATION
549300ZSLGV64ZL3HD75
PILGRIM'S PRIDE CORP COMMON STOCK
72147K108
900.00000000
NS
USD
29443.50000000
0.005425211805
Long
EC
US
N
1
N
N
N
PAYLOCITY HOLDING CORPORATION
549300VH75FTB4DIEE07
PAYLOCITY HOLDING CORP COMMON STOCK
70438V106
700.00000000
NS
USD
84574.00000000
0.015583468787
Long
EC
US
N
1
N
N
N
PPL CORPORATION
9N3UAJSNOUXFKQLF3V18
PPL CORP COMMON STOCK
69351T106
12534.00000000
NS
USD
449719.92000000
0.082864666874
Long
EC
US
N
1
N
N
N
ARCONIC INC.
549300HO5WFZUT5N2T22
ARCONIC INC COMMON STOCK
03965L100
6800.00000000
NS
USD
209236.00000000
0.038553487775
Long
EC
US
N
1
N
N
N
MERCURY GENERAL CORPORATION
5493001Q9EXPCEL4W527
MERCURY GENERAL CORP COMMON STOCK
589400100
400.00000000
NS
USD
19492.00000000
0.003591564471
Long
EC
US
N
1
N
N
N
CHIMERA INVESTMENT CORPORATION
2JBBQFJOL123LOUBE657
CHIMERA INVESTMENT CORP REIT
16934Q208
3100.00000000
NS
USD
63736.00000000
0.011743892527
Long
EC
US
N
1
N
N
N
FREEPORT-MCMORAN INC.
549300IRDTHJQ1PVET45
FREEPORT-MCMORAN INC COMMON STOCK
35671D857
25623.00000000
NS
USD
336173.76000000
0.061942834629
Long
EC
US
N
1
N
N
N
LIBERTY BROADBAND CORPORATION
549300MIX43II8JLN536
LIBERTY BROADBAND-C COMMON STOCK
530307305
1787.00000000
NS
USD
224715.25000000
0.041405669405
Long
EC
US
N
1
N
N
N
CATALENT, INC.
N/A
CATALENT INC COMMON STOCK
148806102
2623.00000000
NS
USD
147674.90000000
0.027210338813
Long
EC
US
N
1
N
N
N
PLANET FITNESS, INC.
549300LLE5HUPF6H8G33
PLANET FITNESS INC - CL A COMMON STOCK
72703H101
1500.00000000
NS
USD
112020.00000000
0.020640624465
Long
EC
US
N
1
N
N
N
CABOT OIL & GAS CORPORATION
FCNMH6O7VWU7LHXMK351
CABOT OIL & GAS CORP COMMON STOCK
127097103
6700.00000000
NS
USD
116647.00000000
0.021493188019
Long
EC
US
N
1
N
N
N
U.S. BANCORP
N1GZ7BBF3NP8GI976H15
US BANCORP COMMON STOCK
902973304
24926.00000000
NS
USD
1477862.54000000
0.272308567214
Long
EC
US
N
1
N
N
N
OGE ENERGY CORP.
CE5OG6JPOZMDSA0LAQ19
OGE ENERGY CORP COMMON STOCK
670837103
3400.00000000
NS
USD
151198.00000000
0.027859499534
Long
EC
US
N
1
N
N
N
LOCKHEED MARTIN CORPORATION
DPRBOZP0K5RM2YE8UU08
LOCKHEED MARTIN CORP COMMON STOCK
539830109
4314.00000000
NS
USD
1679785.32000000
0.309514532871
Long
EC
US
N
1
N
N
N
DISH NETWORK CORPORATION
529900U350CWHH15G169
DISH NETWORK CORP-A COMMON STOCK
25470M109
4511.00000000
NS
USD
160005.17000000
0.029482294469
Long
EC
US
N
1
N
N
N
NATIONAL RETAIL PROPERTIES, INC.
5493008JKH5SOTI0JS97
NATIONAL RETAIL PROPERTIES REIT
637417106
3200.00000000
NS
USD
171584.00000000
0.031615791003
Long
EC
US
N
1
N
N
N
TREEHOUSE FOODS, INC.
5493007M7EVHE470Q576
TREEHOUSE FOODS INC COMMON STOCK
89469A104
1100.00000000
NS
USD
53350.00000000
0.009830184924
Long
EC
US
N
1
N
N
N
NEXSTAR MEDIA GROUP, INC.
52990083ZRR5UT591988
NEXSTAR MEDIA GROUP INC-CL A COMMON STOCK
65336K103
700.00000000
NS
USD
82075.00000000
0.015123007078
Long
EC
US
N
1
N
N
N
OUTFRONT MEDIA INC.
549300RZWDYU5722I639
OUTFRONT MEDIA INC REIT
69007J106
2300.00000000
NS
USD
61686.00000000
0.011366162834
Long
EC
US
N
1
N
N
N
LAZARD LTD
254900RIBCDJSUFG1A11
LAZARD LTD-CL A COMMON STOCK
G54050102
1600.00000000
NS
USD
63936.00000000
0.011780744204
Long
EC
BM
N
1
N
N
N
W. W. GRAINGER, INC.
549300TWZSP6O1IH2V34
WW GRAINGER INC COMMON STOCK
384802104
811.00000000
NS
USD
274539.72000000
0.050586245860
Long
EC
US
N
1
N
N
N
BANK OF AMERICA CORPORATION
9DJT3UXIJIZJI4WXO774
BANK OF AMERICA CORP COMMON STOCK
060505104
142892.00000000
NS
USD
5032656.24000000
0.927309119017
Long
EC
US
N
1
N
N
N
AFLAC INCORPORATED
549300N0B7DOGLXWPP39
AFLAC INC COMMON STOCK
001055102
12633.00000000
NS
USD
668285.70000000
0.123137244859
Long
EC
US
N
1
N
N
N
UNUM GROUP
549300E32YFDO6TZ8R31
UNUM GROUP COMMON STOCK
91529Y106
3900.00000000
NS
USD
113724.00000000
0.020954600755
Long
EC
US
N
1
N
N
N
CVS HEALTH CORPORATION
549300EJG376EN5NQE29
CVS HEALTH CORP COMMON STOCK
126650100
22612.00000000
NS
USD
1679845.48000000
0.309525617856
Long
EC
US
N
1
N
N
N
L BRANDS, INC.
GR3KVMWVCR54YWQNXU90
L BRANDS INC COMMON STOCK
501797104
4100.00000000
NS
USD
74292.00000000
0.013688924056
Long
EC
US
N
1
N
N
N
PREMIER, INC.
N/A
PREMIER INC-CLASS A COMMON STOCK
74051N102
900.00000000
NS
USD
34092.00000000
0.006281736915
Long
EC
US
N
1
N
N
N
CME GROUP INC.
LCZ7XYGSLJUHFXXNXD88
CME GROUP INC COMMON STOCK
12572Q105
6163.00000000
NS
USD
1237037.36000000
0.227934508098
Long
EC
US
N
1
N
N
N
HOST HOTELS & RESORTS, INC.
N6EL63S0K3PB1YFTDI24
HOST HOTELS & RESORTS INC REIT
44107P104
12802.00000000
NS
USD
237477.10000000
0.043757147296
Long
EC
US
N
1
N
N
N
URBAN OUTFITTERS, INC.
549300N3DUFR5U6NRN38
URBAN OUTFITTERS INC COMMON STOCK
917047102
1000.00000000
NS
USD
27770.00000000
0.005116855395
Long
EC
US
N
1
N
N
N
CISCO SYSTEMS, INC.
8E6NF1YAL0WT6CWXXV93
CISCO SYSTEMS INC COMMON STOCK
17275R102
75276.00000000
NS
USD
3610236.96000000
0.665216437437
Long
EC
US
N
1
N
N
N
PARK HOTELS & RESORTS INC.
5493005UZ5TQN0H6HS73
PARK HOTELS & RESORTS INC REIT
700517105
3900.00000000
NS
USD
100893.00000000
0.018590381397
Long
EC
US
N
1
N
N
N
ADT INC.
N/A
ADT INC COMMON STOCK
00090Q103
3100.00000000
NS
USD
24583.00000000
0.004529623917
Long
EC
US
N
1
N
N
THE INTERPUBLIC GROUP OF COMPANIES, INC.
5493008IUOJ5VWTRC333
INTERPUBLIC GROUP OF COS INC COMMON STOCK
460690100
6700.00000000
NS
USD
154770.00000000
0.028517670491
Long
EC
US
N
1
N
N
N
LENNAR CORPORATION
529900G61XVRLX5TJX09
LENNAR CORP-A COMMON STOCK
526057104
5028.00000000
NS
USD
280512.12000000
0.051686710648
Long
EC
US
N
1
N
N
N
W.P. CAREY INC.
54930042CRNE713E3Q67
WP CAREY INC REIT
92936U109
3090.00000000
NS
USD
247323.60000000
0.045571447500
Long
EC
US
N
1
N
N
N
TAPESTRY, INC
549300LJNVY5SW3VTN33
TAPESTRY INC COMMON STOCK
876030107
4708.00000000
NS
USD
126974.76000000
0.023396164414
Long
EC
US
N
1
N
N
N
PLURALSIGHT, INC.
254900B3VHPCKNREOX50
PLURALSIGHT INC - A COMMON STOCK
72941B106
800.00000000
NS
USD
13768.00000000
0.002536869466
Long
EC
US
N
1
N
N
N
Grocery Outlet Holding Corp
N/A
GROCERY OUTLET HOLDING CORP COMMON STOCK
39874R101
300.00000000
NS
USD
9735.00000000
0.001793755393
Long
EC
US
N
1
N
N
N
GRAND CANYON EDUCATION, INC.
529900XFER799IYOSW74
GRAND CANYON EDUCATION INC COMMON STOCK
38526M106
900.00000000
NS
USD
86211.00000000
0.015885099765
Long
EC
US
N
1
N
N
N
BLACK KNIGHT, INC.
549300TUSNXS3BFFML48
BLACK KNIGHT INC COMMON STOCK
09215C105
2500.00000000
NS
USD
161200.00000000
0.029702451917
Long
EC
US
N
1
N
N
N
MID-AMERICA APARTMENT COMMUNITIES, INC.
549300FQZKFR5YNSHZ21
MID-AMERICA APARTMENT COMM REIT
59522J103
1900.00000000
NS
USD
250534.00000000
0.046162990624
Long
EC
US
N
1
N
N
N
DOW INC.
5493003S21INSLK2IP73
DOW INC COMMON STOCK
260557103
13119.00000000
NS
USD
718002.87000000
0.132298050389
Long
EC
US
N
1
N
N
N
ANTHEM, INC.
8MYN82XMYQH89CTMTH67
ANTHEM INC COMMON STOCK
036752103
4509.00000000
NS
USD
1361853.27000000
0.250932886295
Long
EC
US
N
1
N
N
N
JABIL INC.
5493000CGCQY2OQU7669
JABIL INC COMMON STOCK
466313103
2800.00000000
NS
USD
115724.00000000
0.021323117529
Long
EC
US
N
1
N
N
N
AIR LEASE CORPORATION
5493004NW4M4P8TMMK63
AIR LEASE CORP COMMON STOCK
00912X302
1700.00000000
NS
USD
80784.00000000
0.014885129501
Long
EC
US
N
1
N
N
N
PARAMOUNT GROUP, INC.
N/A
PARAMOUNT GROUP INC REIT
69924R108
3200.00000000
NS
USD
44544.00000000
0.008207605572
Long
EC
US
N
1
N
N
N
ZIONS BANCORPORATION, NATIONAL ASSOCIATION
8WH0EE09O9V05QJZ3V89
ZIONS BANCORP NA COMMON STOCK
989701107
3200.00000000
NS
USD
166144.00000000
0.030613425380
Long
EC
US
N
1
N
N
N
ALIGN TECHNOLOGY, INC.
549300N5YSE0U3LCP840
ALIGN TECHNOLOGY INC COMMON STOCK
016255101
1349.00000000
NS
USD
376424.96000000
0.069359455799
Long
EC
US
N
1
N
N
N
PROOFPOINT, INC.
529900C5FODDK0WSR085
PROOFPOINT INC COMMON STOCK
743424103
1000.00000000
NS
USD
114780.00000000
0.021149177612
Long
EC
US
N
1
N
N
N
Agios Pharmaceuticals Inc
529900ONJHY8EOGYT555
AGIOS PHARMACEUTICALS INC COMMON STOCK
00847X104
1100.00000000
NS
USD
52525.00000000
0.009678171755
Long
EC
US
N
1
N
N
N
MACQUARIE INFRASTRUCTURE CORPORATION
529900IZSJ64GH477714
MACQUARIE INFRASTRUCTURE COR COMMON STOCK
55608B105
1200.00000000
NS
USD
51408.00000000
0.009472355137
Long
EC
US
N
1
N
N
N
ARTHUR J. GALLAGHER & CO.
54930049QLLMPART6V29
ARTHUR J GALLAGHER & CO COMMON STOCK
363576109
3266.00000000
NS
USD
311021.18000000
0.057308260820
Long
EC
US
N
1
N
N
N
AMERISOURCEBERGEN CORPORATION
AI8GXW8LG5WK7E9UD086
AMERISOURCEBERGEN CORP COMMON STOCK
03073E105
2588.00000000
NS
USD
220031.76000000
0.040542697094
Long
EC
US
N
1
N
N
N
WABCO HOLDINGS INC.
549300SNE3FOSCV7FY94
WABCO HOLDINGS INC COMMON STOCK
92927K102
1000.00000000
NS
USD
135500.00000000
0.024967011382
Long
EC
US
N
1
N
N
N
CHEMED CORPORATION
54930020031IDJT2IM79
CHEMED CORP COMMON STOCK
16359R103
336.00000000
NS
USD
147591.36000000
0.027194945867
Long
EC
US
N
1
N
N
N
CUMMINS INC.
ZUNI8PYC725B6H8JU438
CUMMINS INC COMMON STOCK
231021106
2674.00000000
NS
USD
478539.04000000
0.088174831428
Long
EC
US
N
1
N
N
N
ACCENTURE PUBLIC LIMITED COMPANY
N/A
ACCENTURE PLC-CL A COMMON STOCK
G1151C101
11150.00000000
NS
USD
2347855.50000000
0.432612066363
Long
EC
IE
N
1
N
N
N
DYNATRACE, INC.
N/A
DYNATRACE INC COMMON STOCK
268150109
1600.00000000
NS
USD
40480.00000000
0.007458779488
Long
EC
US
N
1
N
N
N
REGAL-BELOIT CORPORATION
QH78R09VCJGQKPBPYU33
REGAL BELOIT CORP COMMON STOCK
758750103
800.00000000
NS
USD
68488.00000000
0.012619488380
Long
EC
US
N
1
N
N
N
EXELON CORPORATION
3SOUA6IRML7435B56G12
EXELON CORP COMMON STOCK
30161N101
17139.00000000
NS
USD
781367.01000000
0.143973424593
Long
EC
US
N
1
N
N
N
REINSURANCE GROUP OF AMERICA, INCORPORATED
LORM1GNEU1DKEW527V90
REINSURANCE GROUP OF AMERICA COMMON STOCK
759351604
1024.00000000
NS
USD
166973.44000000
0.030766256656
Long
EC
US
N
1
N
N
N
BERRY GLOBAL GROUP, INC.
549300G6KKUMMXM8NH73
BERRY GLOBAL GROUP INC COMMON STOCK
08579W103
2377.00000000
NS
USD
112883.73000000
0.020799773961
Long
EC
US
N
1
N
N
N
SEMPRA ENERGY
PBBKGKLRK5S5C0Y4T545
SEMPRA ENERGY COMMON STOCK
816851109
5014.00000000
NS
USD
759520.72000000
0.139948062444
Long
EC
US
N
1
N
N
N
CACI INTERNATIONAL INC.
SYRPI2D1O9WRTS2WX210
CACI INTERNATIONAL INC -CL A COMMON STOCK
127190304
400.00000000
NS
USD
99996.00000000
0.018425101624
Long
EC
US
N
1
N
N
N
BOK FINANCIAL CORPORATION
GRI2NT5QHYW751NMR949
BOK FINANCIAL CORPORATION COMMON STOCK
05561Q201
600.00000000
NS
USD
52440.00000000
0.009662509792
Long
EC
US
N
1
N
N
N
CONAGRA BRANDS, INC.
54930035UDEIH090K650
CONAGRA BRANDS INC COMMON STOCK
205887102
8649.00000000
NS
USD
296141.76000000
0.054566602897
Long
EC
US
N
1
N
N
N
TEMPUR SEALY INTERNATIONAL, INC.
549300HFEKVR3US71V91
TEMPUR SEALY INTERNATIONAL I COMMON STOCK
88023U101
900.00000000
NS
USD
78354.00000000
0.014437381622
Long
EC
US
N
1
N
N
N
EDWARDS LIFESCIENCES CORPORATION
YA13X31F3V31L8TMPR58
EDWARDS LIFESCIENCES CORP COMMON STOCK
28176E108
3615.00000000
NS
USD
843343.35000000
0.155393085007
Long
EC
US
N
1
N
N
N
ICU MEDICAL, INC.
5493003NRW7LS2QZRH60
ICU MEDICAL INC COMMON STOCK
44930G107
359.00000000
NS
USD
67176.08000000
0.012377756117
Long
EC
US
N
1
N
N
N
EATON VANCE CORP.
4JJ8ORNW1AFZPSV8GJ79
EATON VANCE CORP COMMON STOCK
278265103
1800.00000000
NS
USD
84042.00000000
0.015485443325
Long
EC
US
N
1
N
N
N
TAKE-TWO INTERACTIVE SOFTWARE, INC.
BOMSTHHJK882EWYX3334
TAKE-TWO INTERACTIVE SOFTWRE COMMON STOCK
874054109
1900.00000000
NS
USD
232617.00000000
0.042861633112
Long
EC
US
N
1
N
N
N
NEUROCRINE BIOSCIENCES, INC.
549300FECER0XBN49756
NEUROCRINE BIOSCIENCES INC COMMON STOCK
64125C109
1484.00000000
NS
USD
159515.16000000
0.029392006017
Long
EC
US
N
1
N
N
N
ROKU, INC.
549300KR6ITU0YIR1T71
ROKU INC COMMON STOCK
77543R102
1500.00000000
NS
USD
200850.00000000
0.037008296945
Long
EC
US
N
1
N
N
N
AFFILIATED MANAGERS GROUP, INC.
2JE75BUE3T1BLCYYGK54
AFFILIATED MANAGERS GROUP COMMON STOCK
008252108
833.00000000
NS
USD
70588.42000000
0.013006508380
Long
EC
US
N
1
N
N
N
PENSKE AUTOMOTIVE GROUP, INC.
549300W7UTQ0M4C7LB15
PENSKE AUTOMOTIVE GROUP INC COMMON STOCK
70959W103
400.00000000
NS
USD
20088.00000000
0.003701382469
Long
EC
US
N
1
N
N
N
THE WILLIAMS COMPANIES, INC.
D71FAKCBLFS2O0RBPG08
WILLIAMS COS INC COMMON STOCK
969457100
21373.00000000
NS
USD
506967.56000000
0.093413024656
Long
EC
US
N
1
N
N
N
APPLIED MATERIALS, INC.
41BNNE1AFPNAZELZ6K07
APPLIED MATERIALS INC COMMON STOCK
038222105
16497.00000000
NS
USD
1006976.88000000
0.185543935236
Long
EC
US
N
1
N
N
N
RESMED INC.
529900T3QE5253CCXF22
RESMED INC COMMON STOCK
761152107
2453.00000000
NS
USD
380141.41000000
0.070044242880
Long
EC
US
N
1
N
N
N
APACHE CORPORATION
72ZZ1XRHOOU9P9X16K08
APACHE CORP COMMON STOCK
037411105
6600.00000000
NS
USD
168894.00000000
0.031120135943
Long
EC
US
N
1
N
N
N
AMAZON.COM, INC.
ZXTILKJKG63JELOEG630
AMAZON.COM INC COMMON STOCK
023135106
7245.00000000
NS
USD
13387600.80000000
2.466777723646
Long
EC
US
N
1
N
N
N
ERIE INDEMNITY COMPANY
549300WA5KP94KRUFZ80
ERIE INDEMNITY COMPANY-CL A COMMON STOCK
29530P102
400.00000000
NS
USD
66400.00000000
0.012234756869
Long
EC
US
N
1
N
N
N
HUBSPOT, INC.
529900BLNVEW0MVKJB37
HUBSPOT INC COMMON STOCK
443573100
700.00000000
NS
USD
110950.00000000
0.020443467991
Long
EC
US
N
1
N
N
N
MARATHON OIL CORPORATION
1FRVQX2CRLGC1XLP5727
MARATHON OIL CORP COMMON STOCK
565849106
14092.00000000
NS
USD
191369.36000000
0.035261409515
Long
EC
US
N
1
N
N
N
GENTEX CORPORATION
549300S3UD8XV1MN0287
GENTEX CORP COMMON STOCK
371901109
4135.00000000
NS
USD
119832.30000000
0.022080106258
Long
EC
US
N
1
N
N
N
EOG RESOURCES, INC.
XWTZDRYZPBUHIQBKDB46
EOG RESOURCES INC COMMON STOCK
26875P101
10215.00000000
NS
USD
855608.40000000
0.157653023332
Long
EC
US
N
1
N
N
N
SPIRIT AEROSYSTEMS HOLDINGS, INC.
N/A
SPIRIT AEROSYSTEMS HOLD-CL A COMMON STOCK
848574109
1800.00000000
NS
USD
131184.00000000
0.024171752185
Long
EC
US
N
1
N
N
N
MACY'S, INC.
529900NZQ81TIOW3CW52
MACY'S INC COMMON STOCK
55616P104
5714.00000000
NS
USD
97138.00000000
0.017898491156
Long
EC
US
N
1
N
N
N
ALKERMES PUBLIC LIMITED COMPANY
N/A
ALKERMES PLC COMMON STOCK
G01767105
2500.00000000
NS
USD
51000.00000000
0.009397177715
Long
EC
IE
N
1
N
N
N
UDR, INC.
P3CH2EG5X6Z1XWU1OO74
UDR INC REIT
902653104
5300.00000000
NS
USD
247510.00000000
0.045605793263
Long
EC
US
N
1
N
N
N
COLUMBIA PROPERTY TRUST, INC.
549300J5GYF2C9BGCC39
COLUMBIA PROPERTY TRUST INC REIT
198287203
1700.00000000
NS
USD
35547.00000000
0.006549832867
Long
EC
US
N
1
N
N
N
NATIONAL INSTRUMENTS CORPORATION
549300TP4OOPCYWDUP86
NATIONAL INSTRUMENTS CORP COMMON STOCK
636518102
2000.00000000
NS
USD
84680.00000000
0.015603000175
Long
EC
US
N
1
N
N
N
Pepsico, Inc.
FJSUNZKFNQ5YPJ5OT455
PEPSICO INC COMMON STOCK
713448108
24451.00000000
NS
USD
3341718.17000000
0.615739598424
Long
EC
US
N
1
N
N
N
CIT GROUP INC.
N8O96ZZJQRFYQUJY7K79
CIT GROUP INC COMMON STOCK
125581801
1746.00000000
NS
USD
79669.98000000
0.014679861974
Long
EC
US
N
1
N
N
N
DUPONT DE NEMOURS, INC.
5493004JF0SDFLM8GD76
DUPONT DE NEMOURS INC COMMON STOCK
26614N102
12939.00000000
NS
USD
830683.80000000
0.153060456749
Long
EC
US
N
1
N
N
N
RELIANCE STEEL & ALUMINUM CO.
549300E287ZOFT3C5Z56
RELIANCE STEEL & ALUMINUM COMMON STOCK
759509102
1050.00000000
NS
USD
125748.00000000
0.023170123596
Long
EC
US
N
1
N
N
N
LIBERTY MEDIA CORPORATION
549300ZKUTPIBZLWLL89
LIBERTY MEDIA COR-SIRIUSXM C COMMON STOCK
531229607
2700.00000000
NS
USD
129978.00000000
0.023949536571
Long
EC
US
N
1
N
N
N
ROSS STORES, INC.
549300ENZFLPGRDFZQ60
ROSS STORES INC COMMON STOCK
778296103
6144.00000000
NS
USD
715284.48000000
0.131797164233
Long
EC
US
N
1
N
N
N
Mondelez International, Inc.
549300DV9GIB88LZ5P30
MONDELEZ INTERNATIONAL INC-A COMMON STOCK
609207105
24712.00000000
NS
USD
1361136.96000000
0.250800900170
Long
EC
US
N
1
N
N
N
WESTINGHOUSE AIR BRAKE TECHNOLOGIES CORPORATION
06BTX5UWZD0GQ5N5Y745
WABTEC CORP COMMON STOCK
929740108
3066.00000000
NS
USD
238534.80000000
0.043952037392
Long
EC
US
N
1
N
N
N
ATHENE HOLDING LTD.
549300H316CT32FQXI76
ATHENE HOLDING LTD-CLASS A COMMON STOCK
G0684D107
2600.00000000
NS
USD
122278.00000000
0.022530746994
Long
EC
BM
N
1
N
N
N
AON PLC
VVT2B79I2Z4U3R6BY589
AON PLC COMMON STOCK
G0408V102
4125.00000000
NS
USD
859196.25000000
0.158314114784
Long
EC
GB
N
1
N
N
N
DXC TECHNOLOGY COMPANY
549300DOVZ3EDJB7O259
DXC TECHNOLOGY CO COMMON STOCK
23355L106
4281.00000000
NS
USD
160922.79000000
0.029651373650
Long
EC
US
N
1
N
N
N
THOR INDUSTRIES, INC.
254900XZO1228PDSG060
THOR INDUSTRIES INC COMMON STOCK
885160101
900.00000000
NS
USD
66861.00000000
0.012319699985
Long
EC
US
N
1
N
N
N
GRACO INC
4T5VJ4S81BRT6Q7GGT78
GRACO INC COMMON STOCK
384109104
2700.00000000
NS
USD
140400.00000000
0.025869877476
Long
EC
US
N
1
N
N
N
ATMOS ENERGY CORPORATION
QVLWEGTD2S8GJMO8D383
ATMOS ENERGY CORP COMMON STOCK
049560105
1966.00000000
NS
USD
219916.76000000
0.040521507380
Long
EC
US
N
1
N
N
N
THE WALT DISNEY COMPANY
549300GZKULIZ0WOW665
WALT DISNEY CO/THE COMMON STOCK
254687106
30532.00000000
NS
USD
4415843.16000000
0.813656136072
Long
EC
US
N
1
N
N
N
Lions Gate Entertainment Corp.
5493000JSMHPHZURLM72
LIONS GATE ENTERTAINMENT-B COMMON STOCK
535919500
900.00000000
NS
USD
8937.00000000
0.001646717200
Long
EC
CA
N
1
N
N
N
WYNDHAM HOTELS & RESORTS, INC.
549300FE3MQ4RVXXC673
WYNDHAM HOTELS & RESORTS INC COMMON STOCK
98311A105
1863.00000000
NS
USD
117015.03000000
0.021561000633
Long
EC
US
N
1
N
N
N
GENPACT LIMITED
529900OSEC6Q0L4L5B35
GENPACT LTD COMMON STOCK
G3922B107
3000.00000000
NS
USD
126510.00000000
0.023310528486
Long
EC
BM
N
1
N
N
N
ASSURED GUARANTY LTD.
549300BBOQUJEPH87M14
ASSURED GUARANTY LTD COMMON STOCK
G0585R106
1700.00000000
NS
USD
83334.00000000
0.015354988387
Long
EC
BM
N
1
N
N
N
ALTERYX, INC.
549300XWZG0JHL7I0827
ALTERYX INC - CLASS A COMMON STOCK
02156B103
700.00000000
NS
USD
70049.00000000
0.012907115721
Long
EC
US
N
1
N
N
N
HEWLETT PACKARD ENTERPRISE COMPANY
549300BX44RGX6ANDV88
HEWLETT PACKARD ENTERPRISE COMMON STOCK
42824C109
22607.00000000
NS
USD
358547.02000000
0.066065295419
Long
EC
US
N
1
N
N
N
DOVER CORPORATION
549300FMC2ALGA7N9E80
DOVER CORP COMMON STOCK
260003108
2505.00000000
NS
USD
288726.30000000
0.053200242202
Long
EC
US
N
1
N
N
N
CANTEL MEDICAL CORP.
549300ZFW3JXCDHTGW91
CANTEL MEDICAL CORP COMMON STOCK
138098108
600.00000000
NS
USD
42540.00000000
0.007838351765
Long
EC
US
N
1
N
N
N
VEEVA SYSTEMS INC.
549300YZEXPDB92M2F02
VEEVA SYSTEMS INC-CLASS A COMMON STOCK
922475108
2230.00000000
NS
USD
313671.80000000
0.057796659785
Long
EC
US
N
1
N
N
N
ETSY, INC.
54930089Q7XT501AEA40
ETSY INC COMMON STOCK
29786A106
1900.00000000
NS
USD
84170.00000000
0.015509028398
Long
EC
US
N
1
N
N
N
QURATE RETAIL, INC.
549300PSXEKU4PHLCR04
QURATE RETAIL INC-SERIES A COMMON STOCK
74915M100
6665.00000000
NS
USD
56185.95000000
0.010352732495
Long
EC
US
N
1
N
N
N
VAIL RESORTS, INC.
529900PSZHRNU9HKH870
VAIL RESORTS INC COMMON STOCK
91879Q109
670.00000000
NS
USD
160686.10000000
0.029607761532
Long
EC
US
N
1
N
N
N
COLUMBIA SPORTSWEAR COMPANY
549300OTMCIEUXAH5Z60
COLUMBIA SPORTSWEAR CO COMMON STOCK
198516106
600.00000000
NS
USD
60114.00000000
0.011076508651
Long
EC
US
N
1
N
N
N
CADENCE DESIGN SYSTEMS, INC.
GCT7RXJOGLXPV0NXZY22
CADENCE DESIGN SYS INC COMMON STOCK
127387108
4700.00000000
NS
USD
325992.00000000
0.060066759959
Long
EC
US
N
1
N
N
N
MKS INSTRUMENTS, INC.
549300KEQATBHAGVF505
MKS INSTRUMENTS INC COMMON STOCK
55306N104
1000.00000000
NS
USD
110010.00000000
0.020270265108
Long
EC
US
N
1
N
N
N
NUTANIX, INC.
549300X7J6E8TKVIXW09
NUTANIX INC - A COMMON STOCK
67059N108
2659.00000000
NS
USD
83120.34000000
0.015315619740
Long
EC
US
N
1
N
N
N
GUIDEWIRE SOFTWARE, INC.
549300WXSG0J8IXZCK32
GUIDEWIRE SOFTWARE INC COMMON STOCK
40171V100
1382.00000000
NS
USD
151702.14000000
0.027952391557
Long
EC
US
N
1
N
N
N
LABORATORY CORPORATION OF AMERICA HOLDINGS
OZ7UA8IXAIFILY2VZH07
LABORATORY CRP OF AMER HLDGS COMMON STOCK
50540R409
1700.00000000
NS
USD
287589.00000000
0.052990685139
Long
EC
US
N
1
N
N
N
SYNOPSYS, INC.
QG7T915N9S0NY5UKNE63
SYNOPSYS INC COMMON STOCK
871607107
2531.00000000
NS
USD
352315.20000000
0.064917030321
Long
EC
US
N
1
N
N
N
UGI CORPORATION
DX6GCWD4Q1JO9CRE5I40
UGI CORP COMMON STOCK
902681105
3630.00000000
NS
USD
163930.80000000
0.030205624719
Long
EC
US
N
1
N
N
N
CORPORATE OFFICE PROPERTIES TRUST
YY1J47X6LF9TYY8JY420
CORPORATE OFFICE PROPERTIES REIT
22002T108
1900.00000000
NS
USD
55822.00000000
0.010285671655
Long
EC
US
N
1
N
N
N
WALMART INC.
Y87794H0US1R65VBXU25
WALMART INC COMMON STOCK
931142103
24575.00000000
NS
USD
2920493.00000000
0.538125328211
Long
EC
US
N
1
N
N
N
FIVE BELOW, INC.
529900AAXP5Z6BGI7418
FIVE BELOW COMMON STOCK
33829M101
883.00000000
NS
USD
112900.38000000
0.020802841863
Long
EC
US
N
1
N
N
N
THE SCOTTS MIRACLE-GRO COMPANY
2TH9E0JTOUXOEGI2R879
SCOTTS MIRACLE-GRO CO COMMON STOCK
810186106
777.00000000
NS
USD
82501.86000000
0.015201659613
Long
EC
US
N
1
N
N
N
CDK GLOBAL, INC.
5493000L10CYRTHIJ385
CDK GLOBAL INC COMMON STOCK
12508E101
2176.00000000
NS
USD
118983.68000000
0.021923740906
Long
EC
US
N
1
N
N
N
SILGAN HOLDINGS INC.
KAF673KJXD92C8KSLU49
SILGAN HOLDINGS INC COMMON STOCK
827048109
1000.00000000
NS
USD
31080.00000000
0.005726750655
Long
EC
US
N
1
N
N
N
CROWN HOLDINGS, INC.
NYLWZIOY8PUNIT4JOE22
CROWN HOLDINGS INC COMMON STOCK
228368106
2300.00000000
NS
USD
166842.00000000
0.030742037734
Long
EC
US
N
1
N
N
N
BORGWARNER INC.
549300DSFX2IE88NSX47
BORGWARNER INC COMMON STOCK
099724106
3500.00000000
NS
USD
151830.00000000
0.027975950835
Long
EC
US
N
1
N
N
N
CHARLES RIVER LABORATORIES INTERNATIONAL, INC.
549300BSQ0R4UZ5KX287
CHARLES RIVER LABORATORIES COMMON STOCK
159864107
800.00000000
NS
USD
122208.00000000
0.022517848907
Long
EC
US
N
1
N
N
N
BAXTER INTERNATIONAL INC.
J5OIVXX3P24RJRW5CK77
BAXTER INTERNATIONAL INC COMMON STOCK
071813109
8319.00000000
NS
USD
695634.78000000
0.128176542214
Long
EC
US
N
1
N
N
N
ALLEGION PUBLIC LIMITED COMPANY
N/A
ALLEGION PLC COMMON STOCK
G0176J109
1650.00000000
NS
USD
205491.00000000
0.037863440117
Long
EC
IE
N
1
N
N
N
US FOODS HOLDING CORP.
549300UGOZSO64CFPR97
US FOODS HOLDING CORP COMMON STOCK
912008109
3900.00000000
NS
USD
163371.00000000
0.030102476874
Long
EC
US
N
1
N
N
N
DOLLAR GENERAL CORPORATION
OPX52SQVOZI8IVSWYU66
DOLLAR GENERAL CORP COMMON STOCK
256677105
4617.00000000
NS
USD
720159.66000000
0.132695457034
Long
EC
US
N
1
N
N
N
BECTON, DICKINSON AND COMPANY
ICE2EP6D98PQUILVRZ91
BECTON DICKINSON AND CO COMMON STOCK
075887109
4679.00000000
NS
USD
1272547.63000000
0.234477573155
Long
EC
US
N
1
N
N
N
MARKETAXESS HOLDINGS INC.
5493002U1CA1XJOVID83
MARKETAXESS HOLDINGS INC COMMON STOCK
57060D108
653.00000000
NS
USD
247558.83000000
0.045614790600
Long
EC
US
N
1
N
N
N
FLOWERS FOODS, INC.
7YNCQQNDK8FBM9BBTK25
FLOWERS FOODS INC COMMON STOCK
343498101
3500.00000000
NS
USD
76090.00000000
0.014020220635
Long
EC
US
N
1
N
N
N
Qiagen N.V.
54930036WK3GMCN17Z57
QIAGEN N.V. COMMON STOCK
N72482123
4000.00000000
NS
USD
135200.00000000
0.024911733866
Long
EC
NL
N
1
N
N
N
BRUNSWICK CORPORATION
YM4O38W15AX4YLLQKU27
BRUNSWICK CORP COMMON STOCK
117043109
1600.00000000
NS
USD
95968.00000000
0.017682908843
Long
EC
US
N
1
N
N
N
GENUINE PARTS COMPANY
549300D46DQVEU651W04
GENUINE PARTS CO COMMON STOCK
372460105
2376.00000000
NS
USD
252402.48000000
0.046507273734
Long
EC
US
N
1
N
N
N
ILLINOIS TOOL WORKS INC.
76NA4I14SZCFAYMNSV04
ILLINOIS TOOL WORKS COMMON STOCK
452308109
5626.00000000
NS
USD
1010598.38000000
0.186211226983
Long
EC
US
N
1
N
N
N
CIMAREX ENERGY CO.
11KYOFXPU1C4CQL1CL44
CIMAREX ENERGY CO COMMON STOCK
171798101
1644.00000000
NS
USD
86293.56000000
0.015900312138
Long
EC
US
N
1
N
N
N
CHURCH & DWIGHT CO., INC.
POOXSI30AWAQGYJZC921
CHURCH & DWIGHT CO INC COMMON STOCK
171340102
4310.00000000
NS
USD
303165.40000000
0.055860767472
Long
EC
US
N
1
N
N
N
SEALED AIR CORPORATION
Q0M0CZB4YN6JZ65WXI09
SEALED AIR CORP COMMON STOCK
81211K100
2900.00000000
NS
USD
115507.00000000
0.021283133459
Long
EC
US
N
1
N
N
N
THE HAIN CELESTIAL GROUP, INC.
5493000S8QXWHLIXDP75
HAIN CELESTIAL GROUP INC COMMON STOCK
405217100
1800.00000000
NS
USD
46719.00000000
0.008608367562
Long
EC
US
N
1
N
N
N
UBIQUITI INC.
N/A
UBIQUITI INC COMMON STOCK
90353W103
300.00000000
NS
USD
56694.00000000
0.010446344969
Long
EC
US
N
1
N
N
N
FIRST HAWAIIAN, INC.
5493002DJSH46F5OLV06
FIRST HAWAIIAN INC COMMON STOCK
32051X108
2000.00000000
NS
USD
57700.00000000
0.010631708905
Long
EC
US
N
1
N
N
N
FISERV, INC.
GI7UBEJLXYLGR2C7GV83
FISERV INC COMMON STOCK
337738108
9837.00000000
NS
USD
1137452.31000000
0.209585127457
Long
EC
US
N
1
N
N
N
NVR, Inc.
529900RWXR4JI3JYTV70
NVR INC COMMON STOCK
62944T105
57.00000000
NS
USD
217079.37000000
0.039998694477
Long
EC
US
N
1
N
N
N
ENTEGRIS, INC.
IYX6OWO7BT5DKO3BYG52
ENTEGRIS INC COMMON STOCK
29362U104
2500.00000000
NS
USD
125225.00000000
0.023073756460
Long
EC
US
N
1
N
N
N
ZENDESK, INC.
549300SLI6BN94BKKO36
ZENDESK INC COMMON STOCK
98936J101
1914.00000000
NS
USD
146669.82000000
0.027025144393
Long
EC
US
N
1
N
N
N
MEDNAX, INC.
N/A
MEDNAX INC COMMON STOCK
58502B106
1800.00000000
NS
USD
50022.00000000
0.009216973013
Long
EC
US
N
1
N
N
N
AMERICAN EXPRESS COMPANY
R4PP93JZOLY261QX3811
AMERICAN EXPRESS CO COMMON STOCK
025816109
11901.00000000
NS
USD
1481555.49000000
0.272989024222
Long
EC
US
N
1
N
N
N
SERVICEMASTER GLOBAL HOLDINGS, INC.
549300GS10644JGL8R77
SERVICEMASTER GLOBAL HOLDING COMMON STOCK
81761R109
2100.00000000
NS
USD
81186.00000000
0.014959201373
Long
EC
US
N
1
N
N
N
2U, INC.
5493008RVTXVR43PYF84
2U INC COMMON STOCK
90214J101
600.00000000
NS
USD
14394.00000000
0.002652215216
Long
EC
US
N
1
N
N
N
WPX ENERGY, INC.
ZXZE9GCS2BB547GJW219
WPX ENERGY INC COMMON STOCK
98212B103
6800.00000000
NS
USD
93432.00000000
0.017215629575
Long
EC
US
N
1
N
N
N
COGNIZANT TECHNOLOGY SOLUTIONS CORPORATION
5493006IEVQEFQO40L83
COGNIZANT TECH SOLUTIONS-A COMMON STOCK
192446102
9472.00000000
NS
USD
587453.44000000
0.108243223047
Long
EC
US
N
1
N
N
N
BLUEBIRD BIO, INC.
N/A
BLUEBIRD BIO INC COMMON STOCK
09609G100
1100.00000000
NS
USD
96525.00000000
0.017785540765
Long
EC
US
N
1
N
N
N
JANUS HENDERSON GROUP PLC
2138009WPYMWJN3RVF44
JANUS HENDERSON GROUP PLC COMMON STOCK
G4474Y214
3000.00000000
NS
USD
73350.00000000
0.013515352655
Long
EC
JE
N
1
N
N
N
SVB FINANCIAL GROUP
549300D2KJ20JMXE7542
SVB FINANCIAL GROUP COMMON STOCK
78486Q101
884.00000000
NS
USD
221919.36000000
0.040890503225
Long
EC
US
N
1
N
N
N
PACWEST BANCORP
549300YI8VMFO7G36V04
PACWEST BANCORP COMMON STOCK
695263103
2200.00000000
NS
USD
84194.00000000
0.015513450600
Long
EC
US
N
1
N
N
N
EXPEDIA GROUP, INC.
N/A
EXPEDIA GROUP INC COMMON STOCK
30212P303
2443.00000000
NS
USD
264186.02000000
0.048678489803
Long
EC
US
N
1
N
N
N
METLIFE, INC.
C4BXATY60WC6XEOZDX54
METLIFE INC COMMON STOCK
59156R108
13536.00000000
NS
USD
689929.92000000
0.127125373915
Long
EC
US
N
1
N
N
N
AMC NETWORKS INC.
549300VGG9K75226LR46
AMC NETWORKS INC-A COMMON STOCK
00164V103
600.00000000
NS
USD
23700.00000000
0.004366923762
Long
EC
US
N
1
N
N
N
UNITED RENTALS, INC.
5323X5O7RN0NKFCDRY08
UNITED RENTALS INC COMMON STOCK
911363109
1303.00000000
NS
USD
217301.31000000
0.040039588783
Long
EC
US
N
1
N
N
N
GODADDY INC.
N/A
GODADDY INC - CLASS A COMMON STOCK
380237107
3125.00000000
NS
USD
212250.00000000
0.039108842552
Long
EC
US
N
1
N
N
N
KELLOGG COMPANY
LONOZNOJYIBXOHXWDB86
KELLOGG CO COMMON STOCK
487836108
4385.00000000
NS
USD
303266.60000000
0.055879414420
Long
EC
US
N
1
N
N
N
TARGET CORPORATION
8WDDFXB5T1Z6J0XC1L66
TARGET CORP COMMON STOCK
87612E106
8777.00000000
NS
USD
1125299.17000000
0.207345809489
Long
EC
US
N
1
N
N
N
Hasbro, Inc.
549300NUB6D2R1ITYR45
HASBRO INC COMMON STOCK
418056107
2202.00000000
NS
USD
232553.22000000
0.042849881112
Long
EC
US
N
1
N
N
N
PRIMERICA, INC.
254900621R686KJR7022
PRIMERICA INC COMMON STOCK
74164M108
681.00000000
NS
USD
88911.36000000
0.016382663742
Long
EC
US
N
1
N
N
N
COMCAST CORPORATION
51M0QTTNCGUN7KFCFZ59
COMCAST CORP-CLASS A COMMON STOCK
20030N101
79143.00000000
NS
USD
3559060.71000000
0.655786784181
Long
EC
US
N
1
N
N
N
CINCINNATI FINANCIAL CORPORATION
254900Q4WEDMZBOZ0002
CINCINNATI FINANCIAL CORP COMMON STOCK
172062101
2700.00000000
NS
USD
283905.00000000
0.052311877243
Long
EC
US
N
1
N
N
N
VERISK ANALYTICS, INC.
549300I1YSWNIRKBWP67
VERISK ANALYTICS INC COMMON STOCK
92345Y106
2897.00000000
NS
USD
432637.98000000
0.079717176170
Long
EC
US
N
1
N
N
N
MICROCHIP TECHNOLOGY INCORPORATED
5493007PTFULNYZJ1R12
MICROCHIP TECHNOLOGY INC COMMON STOCK
595017104
4001.00000000
NS
USD
418984.72000000
0.077201448510
Long
EC
US
N
1
N
N
N
TEXTRON INC.
3PPKBHUG1HD6BO7RNR87
TEXTRON INC COMMON STOCK
883203101
4038.00000000
NS
USD
180094.80000000
0.033183977280
Long
EC
US
N
1
N
N
N
BROADCOM INC.
549300WV6GIDOZJTV909
BROADCOM INC COMMON STOCK
11135F101
6760.00000000
NS
USD
2136295.20000000
0.393630306820
Long
EC
US
N
1
N
N
N
EAGLE MATERIALS INC.
529900KRXRGXL61SG039
EAGLE MATERIALS INC COMMON STOCK
26969P108
659.00000000
NS
USD
59744.94000000
0.011008506250
Long
EC
US
N
1
N
N
N
INTERCONTINENTAL EXCHANGE, INC.
5493000F4ZO33MV32P92
INTERCONTINENTAL EXCHANGE IN COMMON STOCK
45866F104
9512.00000000
NS
USD
880335.60000000
0.162209217308
Long
EC
US
N
1
N
N
N
DANAHER CORPORATION
S4BKK9OTCEWQ3YHPFM11
DANAHER CORP COMMON STOCK
235851102
10874.00000000
NS
USD
1668941.52000000
0.307516471779
Long
EC
US
N
1
N
N
N
BGC PARTNERS, INC.
TF1LXM1YNB81WKUH5G19
BGC PARTNERS INC-CL A COMMON STOCK
05541T101
5100.00000000
NS
USD
30294.00000000
0.005581923563
Long
EC
US
N
1
N
N
N
COSTCO WHOLESALE CORPORATION
29DX7H14B9S6O3FD6V18
COSTCO WHOLESALE CORP COMMON STOCK
22160K105
7728.00000000
NS
USD
2271413.76000000
0.418527034683
Long
EC
US
N
1
N
N
N
THE BOEING COMPANY
RVHJWBXLJ1RFUBSY1F30
BOEING CO/THE COMMON STOCK
097023105
9271.00000000
NS
USD
3020120.96000000
0.556482615379
Long
EC
US
N
1
N
N
N
AVANTOR, INC.
5493003VM0XB4U8YD238
AVANTOR INC COMMON STOCK
05352A100
6000.00000000
NS
USD
108900.00000000
0.020065738299
Long
EC
US
N
1
N
N
N
ALLEGHANY CORPORATION
549300DCJE6AYX159479
ALLEGHANY CORP COMMON STOCK
017175100
251.00000000
NS
USD
200692.07000000
0.036979197018
Long
EC
US
N
1
N
N
N
AMETEK, INC.
549300WZDEF9KKE40E98
AMETEK INC COMMON STOCK
031100100
3883.00000000
NS
USD
387290.42000000
0.071361507928
Long
EC
US
N
1
N
N
N
KEURIG DR PEPPER INC.
DYTQ8KRTKO7Y2BVU5K74
KEURIG DR PEPPER INC COMMON STOCK
49271V100
3846.00000000
NS
USD
111341.70000000
0.020515642001
Long
EC
US
N
1
N
N
N
LEGG MASON, INC.
OWUNCC6U1ZJXMZKFBJ36
LEGG MASON INC COMMON STOCK
524901105
1200.00000000
NS
USD
43092.00000000
0.007940062394
Long
EC
US
N
1
N
N
N
ALEXION PHARMACEUTICALS, INC.
M1YXUUZR0EIMU8T0EM75
ALEXION PHARMACEUTICALS INC COMMON STOCK
015351109
3748.00000000
NS
USD
405346.20000000
0.074688436820
Long
EC
US
N
1
N
N
N
TARGA RESOURCES CORP.
5493003QENHHS261UR94
TARGA RESOURCES CORP COMMON STOCK
87612G101
4200.00000000
NS
USD
171486.00000000
0.031597733681
Long
EC
US
N
1
N
N
N
SENSATA TECHNOLOGIES HOLDING PLC
529900MS7KFYCY9MS037
SENSATA TECHNOLOGIES HOLDING COMMON STOCK
G8060N102
2900.00000000
NS
USD
156223.00000000
0.028785397927
Long
EC
GB
N
1
N
N
N
IPG PHOTONICS CORPORATION
5493002KZ51CADQ94G15
IPG PHOTONICS CORP COMMON STOCK
44980X109
633.00000000
NS
USD
91734.36000000
0.016902825167
Long
EC
US
N
1
N
N
N
ALEXANDRIA REAL ESTATE EQUITIES, INC.
MGCJBT4MKTQBVLNUIS88
ALEXANDRIA REAL ESTATE EQUIT REIT
015271109
2089.00000000
NS
USD
337540.62000000
0.062194690047
Long
EC
US
N
1
N
N
N
HORMEL FOODS CORPORATION
MSD54751OJP1FS2ND863
HORMEL FOODS CORP COMMON STOCK
440452100
4637.00000000
NS
USD
209175.07000000
0.038542260911
Long
EC
US
N
1
N
N
N
HEICO CORPORATION
529900O1DTDLCJ7L0I14
HEICO CORP COMMON STOCK
422806109
750.00000000
NS
USD
85612.50000000
0.015774821121
Long
EC
US
N
1
N
N
N
FEDERAL REALTY INVESTMENT TRUST
549300LI6XZ51GOCJ427
FEDERAL REALTY INVS TRUST REIT
313747206
1246.00000000
NS
USD
160397.58000000
0.029554599302
Long
EC
US
N
1
N
N
N
JUNIPER NETWORKS, INC.
AUHIXNGG7U2U7JEHM527
JUNIPER NETWORKS INC COMMON STOCK
48203R104
5500.00000000
NS
USD
135465.00000000
0.024960562338
Long
EC
US
N
1
N
N
N
THE PROCTER & GAMBLE COMPANY
2572IBTT8CCZW6AU4141
PROCTER & GAMBLE CO/THE COMMON STOCK
742718109
43374.00000000
NS
USD
5417412.60000000
0.998203705139
Long
EC
US
N
1
N
N
N
APARTMENT INVESTMENT AND MANAGEMENT COMPANY
549300O8FT5GJ4RU1D57
APARTMENT INVT & MGMT CO -A REIT
03748R754
2600.00000000
NS
USD
134290.00000000
0.024744058734
Long
EC
US
N
1
N
N
N
IDEX CORPORATION
549300U5Y5EL6PHYLF13
IDEX CORP COMMON STOCK
45167R104
1352.00000000
NS
USD
232544.00000000
0.042848182249
Long
EC
US
N
1
N
N
N
WASTE MANAGEMENT, INC.
549300YX8JIID70NFS41
WASTE MANAGEMENT INC COMMON STOCK
94106L109
7405.00000000
NS
USD
843873.80000000
0.155490824869
Long
EC
US
N
1
N
N
N
CDW CORPORATION
N/A
CDW CORP/DE COMMON STOCK
12514G108
2500.00000000
NS
USD
357100.00000000
0.065798669849
Long
EC
US
N
1
N
N
N
BLACKROCK, INC.
549300LRIF3NWCU26A80
BLACKROCK INC COMMON STOCK
09247X101
2095.00000000
NS
USD
1053156.50000000
0.194052917511
Long
EC
US
N
1
N
N
N
RYDER SYSTEM, INC.
ZXJ6Y2OSPZXIVGRILD15
RYDER SYSTEM INC COMMON STOCK
783549108
900.00000000
NS
USD
48879.00000000
0.009006365677
Long
EC
US
N
1
N
N
N
OSHKOSH CORPORATION
549300FEKNPCFSA2B506
OSHKOSH CORP COMMON STOCK
688239201
1100.00000000
NS
USD
104115.00000000
0.019184061919
Long
EC
US
N
1
N
N
N
SYNCHRONY FINANCIAL
549300RS7EWPM9MA6C78
SYNCHRONY FINANCIAL COMMON STOCK
87165B103
11456.00000000
NS
USD
412530.56000000
0.076012215402
Long
EC
US
N
1
N
N
N
ZILLOW GROUP, INC.
2549002XEELQDIR6FU05
ZILLOW GROUP INC - A COMMON STOCK
98954M101
800.00000000
NS
USD
36592.00000000
0.006742382881
Long
EC
US
N
1
N
N
N
L3HARRIS TECHNOLOGIES, INC.
549300UTE50ZMDBG8A20
L3HARRIS TECHNOLOGIES INC COMMON STOCK
502431109
3836.00000000
NS
USD
759029.32000000
0.139857517873
Long
EC
US
N
1
N
N
N
STARWOOD PROPERTY TRUST, INC.
BUGSFQZERKRBFWIG5267
STARWOOD PROPERTY TRUST INC REIT
85571B105
4700.00000000
NS
USD
116842.00000000
0.021529118405
Long
EC
US
N
1
N
N
N
Mylan N.V.
549300A0CD4KNFGIIS89
MYLAN NV COMMON STOCK
N59465109
8400.00000000
NS
USD
168840.00000000
0.031110185990
Long
EC
NL
N
1
N
N
N
LINDE PUBLIC LIMITED COMPANY
8945002PAZHZLBGKGF02
LINDE PLC COMMON STOCK
G5494J103
9430.00000000
NS
USD
2007647.00000000
0.369925797051
Long
EC
IE
N
1
N
N
N
UBER TECHNOLOGIES, INC.
549300B2FTG34FILDR98
UBER TECHNOLOGIES INC COMMON STOCK
90353T100
16500.00000000
NS
USD
490710.00000000
0.090417432880
Long
EC
US
N
1
N
N
N
EATON CORPORATION PUBLIC LIMITED COMPANY
549300VDIGTMXUNT7H71
EATON CORP PLC COMMON STOCK
G29183103
7195.00000000
NS
USD
681510.40000000
0.125574006744
Long
EC
IE
N
1
N
N
N
ON SEMICONDUCTOR CORPORATION
ZV20P4CNJVT8V1ZGJ064
ON SEMICONDUCTOR CORP COMMON STOCK
682189105
7100.00000000
NS
USD
173098.00000000
0.031894758201
Long
EC
US
N
1
N
N
N
F.N.B. CORPORATION
PCYSKIGYNYFDTBLVZU83
FNB CORP COMMON STOCK
302520101
6200.00000000
NS
USD
78740.00000000
0.014508505359
Long
EC
US
N
1
N
N
N
WINTRUST FINANCIAL CORPORATION
Q774KI4AW80FHFW33O61
WINTRUST FINANCIAL CORP COMMON STOCK
97650W108
900.00000000
NS
USD
63810.00000000
0.011757527647
Long
EC
US
N
1
N
N
N
MCKESSON CORPORATION
549300WZWOM80UCFSF54
MCKESSON CORP COMMON STOCK
58155Q103
3169.00000000
NS
USD
438336.08000000
0.080767098882
Long
EC
US
N
1
N
N
N
EXTENDED STAY AMERICA, INC.
549300IESZBC3BJUJW64
EXTENDED STAY AMERICA INC UNIT
30224P200
3600.00000000
NS
USD
53496.00000000
0.009857086648
Long
EC
US
N
1
N
N
N
KOHL'S CORPORATION
549300JF6LPRTRJ0FH50
KOHLS CORP COMMON STOCK
500255104
2725.00000000
NS
USD
138838.75000000
0.025582204070
Long
EC
US
N
1
N
N
N
CYPRESS SEMICONDUCTOR CORPORATION
549300T2071OM26ZSE13
CYPRESS SEMICONDUCTOR CORP COMMON STOCK
232806109
6400.00000000
NS
USD
149312.00000000
0.027511988217
Long
EC
US
N
1
N
N
N
DARDEN RESTAURANTS, INC.
CY1NFSCCB5GUXC7WZC70
DARDEN RESTAURANTS INC COMMON STOCK
237194105
2045.00000000
NS
USD
222925.45000000
0.041075883745
Long
EC
US
N
1
N
N
N
LINCOLN ELECTRIC HOLDINGS, INC.
BIMGBY40SIN95O01BN93
LINCOLN ELECTRIC HOLDINGS COMMON STOCK
533900106
1100.00000000
NS
USD
106403.00000000
0.019605645107
Long
EC
US
N
1
N
N
N
AMPHENOL CORPORATION
549300D3L3G0R4U4VT04
AMPHENOL CORP-CL A COMMON STOCK
032095101
5116.00000000
NS
USD
553704.68000000
0.102024730981
Long
EC
US
N
1
N
N
N
THE HERSHEY COMPANY
21X2CX66SU2BR6QTAD08
HERSHEY CO/THE COMMON STOCK
427866108
2458.00000000
NS
USD
361276.84000000
0.066568287648
Long
EC
US
N
1
N
N
N
IONIS PHARMACEUTICALS INC
549300SI4ZGLG0BLUZ92
IONIS PHARMACEUTICALS INC COMMON STOCK
462222100
2100.00000000
NS
USD
126861.00000000
0.023375203180
Long
EC
US
N
1
N
N
N
CARLISLE COMPANIES INCORPORATED
XR64VGX1ZPX6G7ZN7Z11
CARLISLE COS INC COMMON STOCK
142339100
924.00000000
NS
USD
149540.16000000
0.027554028611
Long
EC
US
N
1
N
N
N
FORTUNE BRANDS HOME & SECURITY, INC.
54930032LHW54PQUJD44
FORTUNE BRANDS HOME & SECURI COMMON STOCK
34964C106
2400.00000000
NS
USD
156816.00000000
0.028894663150
Long
EC
US
N
1
N
N
N
N/A
N/A
SEI LIQUIDITY FUND
N/A
508627.85000000
NS
USD
508566.13000000
0.093707574585
Long
EC
US
N
2
N
N
N
SAGE THERAPEUTICS, INC.
5493000JX4BJS9W6CN35
SAGE THERAPEUTICS INC COMMON STOCK
78667J108
800.00000000
NS
USD
57752.00000000
0.010641290342
Long
EC
US
N
1
N
N
N
KEYSIGHT TECHNOLOGIES, INC.
549300GLKVIO8YRCYN02
KEYSIGHT TECHNOLOGIES IN COMMON STOCK
49338L103
3300.00000000
NS
USD
338679.00000000
0.062404446110
Long
EC
US
N
1
N
N
N
ADOBE INC.
FU4LY2G4933NH2E1CP29
ADOBE INC COMMON STOCK
00724F101
8500.00000000
NS
USD
2803385.00000000
0.516547197075
Long
EC
US
N
1
N
N
N
LANDSTAR SYSTEM, INC.
254900CUQXQRL09MEI52
LANDSTAR SYSTEM INC COMMON STOCK
515098101
746.00000000
NS
USD
84947.02000000
0.015652200850
Long
EC
US
N
1
N
N
N
OKTA, INC.
549300N8J06I8MRHU620
OKTA INC COMMON STOCK
679295105
1900.00000000
NS
USD
219203.00000000
0.040389991114
Long
EC
US
N
1
N
N
N
LIVE NATION ENTERTAINMENT, INC.
5493007B9BM9ZXJINO78
LIVE NATION ENTERTAINMENT IN COMMON STOCK
538034109
2290.00000000
NS
USD
163666.30000000
0.030156888376
Long
EC
US
N
1
N
N
N
T-MOBILE US, INC.
549300QHIJYOHPACPG31
T-MOBILE US INC COMMON STOCK
872590104
5410.00000000
NS
USD
424252.20000000
0.078172025876
Long
EC
US
N
1
N
N
N
APTARGROUP, INC.
VNPEQDQFAA7IY1T2PX43
APTARGROUP INC COMMON STOCK
038336103
1100.00000000
NS
USD
127182.00000000
0.023434350122
Long
EC
US
N
1
N
N
N
FIDELITY NATIONAL FINANCIAL, INC.
549300CAZYIH39SYQ287
FIDELITY NATIONAL FINANCIAL COMMON STOCK
31620R303
4610.00000000
NS
USD
209063.50000000
0.038521703203
Long
EC
US
N
1
N
N
N
PUBLIC STORAGE
549300LMZF40TKJ6DM64
PUBLIC STORAGE REIT
74460D109
2588.00000000
NS
USD
551140.48000000
0.101552255626
Long
EC
US
N
1
N
N
N
EPR PROPERTIES
549300YSSXFHMPOWZ492
EPR PROPERTIES REIT
26884U109
1200.00000000
NS
USD
84768.00000000
0.015619214914
Long
EC
US
N
1
N
N
N
CATERPILLAR INC.
WRJR7GS4GTRECRRTVX92
CATERPILLAR INC COMMON STOCK
149123101
9433.00000000
NS
USD
1393065.44000000
0.256683990381
Long
EC
US
N
1
N
N
N
CITIGROUP INC.
6SHGI4ZSSLCXXQSBB395
CITIGROUP INC COMMON STOCK
172967424
38160.00000000
NS
USD
3048602.40000000
0.561730559561
Long
EC
US
N
1
N
N
N
OMEGA HEALTHCARE INVESTORS, INC.
549300OJ7ENK42CZ8E73
OMEGA HEALTHCARE INVESTORS REIT
681936100
3654.00000000
NS
USD
154746.90000000
0.028513414122
Long
EC
US
N
1
N
N
N
STARBUCKS CORPORATION
OQSJ1DU9TAOC51A47K68
STARBUCKS CORP COMMON STOCK
855244109
20723.00000000
NS
USD
1821966.16000000
0.335712545053
Long
EC
US
N
1
N
N
N
Philip Morris International Inc.
HL3H1H2BGXWVG3BSWR90
PHILIP MORRIS INTERNATIONAL COMMON STOCK
718172109
27149.00000000
NS
USD
2310108.41000000
0.425656848462
Long
EC
US
N
1
N
N
N
MORGAN STANLEY
IGJSJL3JD5P30I6NJZ34
MORGAN STANLEY COMMON STOCK
617446448
20415.00000000
NS
USD
1043614.80000000
0.192294779263
Long
EC
US
N
1
N
N
N
CAMDEN PROPERTY TRUST
5493002MYX22OHYJBD89
CAMDEN PROPERTY TRUST REIT
133131102
1600.00000000
NS
USD
169760.00000000
0.031279703706
Long
EC
US
N
1
N
N
N
NORFOLK SOUTHERN CORPORATION
54930036C8MWP850MI84
NORFOLK SOUTHERN CORP COMMON STOCK
655844108
4693.00000000
NS
USD
911052.09000000
0.167868988197
Long
EC
US
N
1
N
N
N
IQVIA HOLDINGS INC
549300W3R20NM4KQPH86
IQVIA HOLDINGS INC COMMON STOCK
46266C105
3040.00000000
NS
USD
469710.40000000
0.086548080466
Long
EC
US
N
1
N
N
N
SERVICE CORPORATION INTERNATIONAL
549300RKVM2ME20JHZ15
SERVICE CORP INTERNATIONAL COMMON STOCK
817565104
2900.00000000
NS
USD
133487.00000000
0.024596099250
Long
EC
US
N
1
N
N
N
MATCH GROUP, INC.
549300BIJKT86CPCKK96
MATCH GROUP INC COMMON STOCK
57665R106
900.00000000
NS
USD
73899.00000000
0.013616510510
Long
EC
US
N
1
N
N
LIBERTY MEDIA CORPORATION
549300ZKUTPIBZLWLL89
LIBERTY MEDIA CORP-LIBERTY-C COMMON STOCK
531229854
3300.00000000
NS
USD
151684.50000000
0.027949141239
Long
EC
US
N
1
N
N
N
VISTRA ENERGY CORP.
549300KP43CPCUJOOG15
VISTRA ENERGY CORP COMMON STOCK
92840M102
7069.00000000
NS
USD
162516.31000000
0.029944993074
Long
EC
US
N
1
N
N
N
CENTERPOINT ENERGY, INC.
21TPXMRRHFKOBHDC8J74
CENTERPOINT ENERGY INC COMMON STOCK
15189T107
9055.00000000
NS
USD
246929.85000000
0.045498895760
Long
EC
US
N
1
N
N
N
DONALDSON COMPANY, INC.
OZE6KXY9QQPR8EJ8WL20
DONALDSON CO INC COMMON STOCK
257651109
2300.00000000
NS
USD
132526.00000000
0.024419026940
Long
EC
US
N
1
N
N
N
VIASAT, INC.
UFC8NYMNFSYIHNSM2I38
VIASAT INC COMMON STOCK
92552V100
1100.00000000
NS
USD
80514.50000000
0.014835471866
Long
EC
US
N
1
N
N
N
AVALARA, INC.
N/A
AVALARA INC COMMON STOCK
05338G106
743.00000000
NS
USD
54424.75000000
0.010028216625
Long
EC
US
N
1
N
N
N
NISOURCE INC.
549300D8GOWWH0SJB189
NISOURCE INC COMMON STOCK
65473P105
6400.00000000
NS
USD
178176.00000000
0.032830422288
Long
EC
US
N
1
N
N
N
MGM RESORTS INTERNATIONAL
54930066VBP7DZEGGJ87
MGM RESORTS INTERNATIONAL COMMON STOCK
552953101
8753.00000000
NS
USD
291212.31000000
0.053658310394
Long
EC
US
N
1
N
N
N
ALCOA CORPORATION
549300T12EZ1F6PWWU29
ALCOA CORP COMMON STOCK
013872106
3000.00000000
NS
USD
64530.00000000
0.011890193686
Long
EC
US
N
1
N
N
N
SQUARE, INC.
549300OHIIUWSTIZME52
SQUARE INC - A COMMON STOCK
852234103
6200.00000000
NS
USD
387872.00000000
0.071468668921
Long
EC
US
N
1
N
N
N
NOBLE ENERGY, INC.
02VFQXG2D1LR5ZH3K186
NOBLE ENERGY INC COMMON STOCK
655044105
7843.00000000
NS
USD
194820.12000000
0.035897240985
Long
EC
US
N
1
N
N
N
NU SKIN ENTERPRISES, INC.
54930050DETB6CP71D38
NU SKIN ENTERPRISES INC - A COMMON STOCK
67018T105
700.00000000
NS
USD
28686.00000000
0.005285636077
Long
EC
US
N
1
N
N
N
METTLER-TOLEDO INTERNATIONAL INC.
5493000BD5GJNUDIUG10
METTLER-TOLEDO INTERNATIONAL COMMON STOCK
592688105
422.00000000
NS
USD
334764.16000000
0.061683104007
Long
EC
US
N
1
N
N
N
VIACOMCBS INC.
5KYC8KF17ROCY24M3H09
VIACOMCBS INC - CLASS B COMMON STOCK
92556H206
9592.00000000
NS
USD
402576.24000000
0.074178048459
Long
EC
US
N
1
N
N
N
RPM INTERNATIONAL INC.
549300TJCKW4BRXPJ474
RPM INTERNATIONAL INC COMMON STOCK
749685103
2200.00000000
NS
USD
168872.00000000
0.031116082259
Long
EC
US
N
1
N
N
N
THE GOLDMAN SACHS GROUP, INC.
784F5XWPLTWKTBV3E584
GOLDMAN SACHS GROUP INC COMMON STOCK
38141G104
5600.00000000
NS
USD
1287608.00000000
0.237252572633
Long
EC
US
N
1
N
N
N
FOX CORPORATION
549300DDU6FDRBIELS05
FOX CORP - CLASS A COMMON STOCK
35137L105
5931.00000000
NS
USD
219862.17000000
0.040511448715
Long
EC
US
N
1
N
N
N
TEXAS INSTRUMENTS INCORPORATED
WDJNR2L6D8RWOEB8T652
TEXAS INSTRUMENTS INC COMMON STOCK
882508104
16476.00000000
NS
USD
2113706.04000000
0.389468064644
Long
EC
US
N
1
N
N
N
UNITED THERAPEUTICS CORPORATION
5299005C4HZL4UWROC14
UNITED THERAPEUTICS CORP COMMON STOCK
91307C102
732.00000000
NS
USD
64474.56000000
0.011879978401
Long
EC
US
N
1
N
N
N
GENERAL DYNAMICS CORPORATION
9C1X8XOOTYY2FNYTVH06
GENERAL DYNAMICS CORP COMMON STOCK
369550108
4410.00000000
NS
USD
777703.50000000
0.143298392151
Long
EC
US
N
1
N
N
N
STANLEY BLACK & DECKER, INC.
549300DJ09SMTO561131
STANLEY BLACK & DECKER INC COMMON STOCK
854502101
2667.00000000
NS
USD
442028.58000000
0.081447472975
Long
EC
US
N
1
N
N
N
DAVITA INC.
M2XHYMU3TZNEZURC6H66
DAVITA INC COMMON STOCK
23918K108
2100.00000000
NS
USD
157563.00000000
0.029032304165
Long
EC
US
N
1
N
N
N
PATTERSON-UTI ENERGY, INC.
254900XGFBKIXD6G0697
PATTERSON-UTI ENERGY INC COMMON STOCK
703481101
2800.00000000
NS
USD
29400.00000000
0.005417196565
Long
EC
US
N
1
N
N
N
SS&C TECHNOLOGIES HOLDINGS, INC.
529900POY8H7NPPNKK71
SS&C TECHNOLOGIES HOLDINGS COMMON STOCK
78467J100
3700.00000000
NS
USD
227180.00000000
0.041859820264
Long
EC
US
N
1
N
N
N
TELEFLEX INCORPORATED
UUL85LWXB4NGSWWXIQ25
TELEFLEX INC COMMON STOCK
879369106
791.00000000
NS
USD
297764.04000000
0.054865521593
Long
EC
US
N
1
N
N
N
E*TRADE FINANCIAL CORPORATION
549300LYE2HSVYJFJD24
E*TRADE FINANCIAL CORP COMMON STOCK
269246401
4120.00000000
NS
USD
186924.40000000
0.034442388357
Long
EC
US
N
1
N
N
N
CINTAS CORPORATION
N/A
CINTAS CORP COMMON STOCK
172908105
1470.00000000
NS
USD
395547.60000000
0.072882962593
Long
EC
US
N
1
N
N
N
TYSON FOODS, INC.
WD6L6041MNRW1JE49D58
TYSON FOODS INC-CL A COMMON STOCK
902494103
5171.00000000
NS
USD
470767.84000000
0.086742922654
Long
EC
US
N
1
N
N
N
ANNALY CAPITAL MANAGEMENT, INC.
2DTL0G3FPRYUT58TI025
ANNALY CAPITAL MANAGEMENT IN REIT
035710409
25074.00000000
NS
USD
236197.08000000
0.043521292876
Long
EC
US
N
1
N
N
N
ONEOK, INC.
2T3D6M0JSY48PSZI1Q41
ONEOK INC COMMON STOCK
682680103
7261.00000000
NS
USD
549439.87000000
0.101238903971
Long
EC
US
N
1
N
N
N
NEKTAR THERAPEUTICS
5299005I24806IOIYE03
NEKTAR THERAPEUTICS COMMON STOCK
640268108
2500.00000000
NS
USD
53962.50000000
0.009943043186
Long
EC
US
N
1
N
N
N
CSX Corporation
549300JVQR4N1MMP3Q88
CSX CORP COMMON STOCK
126408103
13074.00000000
NS
USD
946034.64000000
0.174314816419
Long
EC
US
N
1
N
N
N
HUNTINGTON BANCSHARES INCORPORATED
549300XTVCVV9I7B5T19
HUNTINGTON BANCSHARES INC COMMON STOCK
446150104
18477.00000000
NS
USD
278633.16000000
0.051340496510
Long
EC
US
N
1
N
N
N
OLD DOMINION FREIGHT LINE, INC.
5299009TWK32WE417T96
OLD DOMINION FREIGHT LINE COMMON STOCK
679580100
1115.00000000
NS
USD
211604.70000000
0.038989940615
Long
EC
US
N
1
N
N
N
THE GAP, INC.
T2ZG1WRWZ4BUCMQL9224
GAP INC/THE COMMON STOCK
364760108
4000.00000000
NS
USD
70720.00000000
0.013030753099
Long
EC
US
N
1
N
N
N
UNITED STATES CELLULAR CORPORATION
N/A
US CELLULAR CORP COMMON STOCK
911684108
45.00000000
NS
USD
1630.35000000
0.000300405660
Long
EC
US
N
1
N
N
N
BWX TECHNOLOGIES, INC.
549300NP85N265KWMS58
BWX TECHNOLOGIES INC COMMON STOCK
05605H100
1600.00000000
NS
USD
99328.00000000
0.018302017022
Long
EC
US
N
1
N
N
N
MSCI INC.
549300HTIN2PD78UB763
MSCI INC COMMON STOCK
55354G100
1474.00000000
NS
USD
380557.32000000
0.070120877786
Long
EC
US
N
1
N
N
N
SITE CENTERS CORP.
W2AVA6SODOQ1LCYJQR54
SITE CENTERS CORP REIT
82981J109
2000.00000000
NS
USD
28040.00000000
0.005166605159
Long
EC
US
N
1
N
N
N
LAMB WESTON HOLDINGS, INC.
5493005SMYID1D2OY946
LAMB WESTON HOLDINGS INC COMMON STOCK
513272104
2500.00000000
NS
USD
215075.00000000
0.039629372494
Long
EC
US
N
1
N
N
N
WYNDHAM DESTINATIONS, INC.
T4VNTWMFQ7JQB65L7T35
WYNDHAM DESTINATIONS INC COMMON STOCK
98310W108
1563.00000000
NS
USD
80791.47000000
0.014886505911
Long
EC
US
N
1
N
N
N
AVANGRID, INC.
549300OX0Q38NLSKPB49
AVANGRID INC COMMON STOCK
05351W103
800.00000000
NS
USD
40928.00000000
0.007541327246
Long
EC
US
N
1
N
N
N
LOEWS CORPORATION
R8V1FN4M5ITGZOG7BS19
LOEWS CORP COMMON STOCK
540424108
4489.00000000
NS
USD
235627.61000000
0.043416363253
Long
EC
US
N
1
N
N
N
SKECHERS U.S.A., INC.
529900D2R54KZPA4XR56
SKECHERS USA INC-CL A COMMON STOCK
830566105
2032.00000000
NS
USD
87762.08000000
0.016170899264
Long
EC
US
N
1
N
N
N
EXACT SCIENCES CORPORATION
549300VM3X1FYD4N9Z14
EXACT SCIENCES CORP COMMON STOCK
30063P105
2400.00000000
NS
USD
221952.00000000
0.040896517419
Long
EC
US
N
1
N
N
N
HUBBELL INCORPORATED
54930088VDQ6840Y6597
HUBBELL INC COMMON STOCK
443510607
905.00000000
NS
USD
133777.10000000
0.024649552607
Long
EC
US
N
1
N
N
N
LYFT, INC.
549300H7I5VN334XVZ52
LYFT INC-A COMMON STOCK
55087P104
3300.00000000
NS
USD
141966.00000000
0.026158426109
Long
EC
US
N
1
N
N
N
Truist Financial Corporation
549300DRQQI75D2JP341
TRUIST FINANCIAL CORP COMMON STOCK
89832Q109
23584.00000000
NS
USD
1328250.88000000
0.244741364128
Long
EC
US
N
1
N
N
N
PACKAGING CORPORATION OF AMERICA
549300XZP8MFZFY8TJ84
PACKAGING CORP OF AMERICA COMMON STOCK
695156109
1627.00000000
NS
USD
182207.73000000
0.033573302353
Long
EC
US
N
1
N
N
N
Bank Ozk
549300VYK2WBD7SST478
BANK OZK COMMON STOCK
06417N103
2000.00000000
NS
USD
61010.00000000
0.011241604165
Long
EC
US
N
1
N
N
N
MSC INDUSTRIAL DIRECT CO., INC.
0XVKH0LN6YGOWO2EGO17
MSC INDUSTRIAL DIRECT CO-A COMMON STOCK
553530106
679.00000000
NS
USD
53281.13000000
0.009817495049
Long
EC
US
N
1
N
N
N
VULCAN MATERIALS COMPANY
549300Q8LSNHAVWBNI21
VULCAN MATERIALS CO COMMON STOCK
929160109
2239.00000000
NS
USD
322393.61000000
0.059403726423
Long
EC
US
N
1
N
N
N
ELANCO ANIMAL HEALTH INCORPORATED
549300SHPNDCE059M934
ELANCO ANIMAL HEALTH INC COMMON STOCK
28414H103
6677.00000000
NS
USD
196637.65000000
0.036232136130
Long
EC
US
N
1
N
N
N
INVITATION HOMES INC.
N/A
INVITATION HOMES INC REIT
46187W107
9300.00000000
NS
USD
278721.00000000
0.051356681767
Long
EC
US
N
1
N
N
N
PERRIGO COMPANY PUBLIC LIMITED COMPANY
549300IFOQS6R1QLY196
PERRIGO CO PLC COMMON STOCK
G97822103
2283.00000000
NS
USD
117939.78000000
0.021731393576
Long
EC
IE
N
1
N
N
N
NAVIENT CORPORATION
54930067J0ZNOEBRW338
NAVIENT CORP COMMON STOCK
63938C108
3300.00000000
NS
USD
45144.00000000
0.008318160603
Long
EC
US
N
1
N
N
N
COGNEX CORPORATION
549300JQTYZCLC43S226
COGNEX CORP COMMON STOCK
192422103
3000.00000000
NS
USD
168120.00000000
0.030977519952
Long
EC
US
N
1
N
N
N
ZIMMER BIOMET HOLDINGS, INC.
2P2YLDVPES3BXQ1FRB91
ZIMMER BIOMET HOLDINGS INC COMMON STOCK
98956P102
3522.00000000
NS
USD
527172.96000000
0.097136039060
Long
EC
US
N
1
N
N
N
CARTER'S, INC.
5299003WAQK4R3L3ZU36
CARTER'S INC COMMON STOCK
146229109
800.00000000
NS
USD
87472.00000000
0.016117449591
Long
EC
US
N
1
N
N
N
AMERICOLD REALTY TRUST
549300R7N1V5YV8MWH02
AMERICOLD REALTY TRUST REIT
03064D108
3400.00000000
NS
USD
119204.00000000
0.021964336714
Long
EC
US
N
1
N
N
N
HEXCEL CORPORATION
S6Q7LW43WUBUHXY2QP69
HEXCEL CORP COMMON STOCK
428291108
1600.00000000
NS
USD
117296.00000000
0.021612771712
Long
EC
US
N
1
N
N
N
O-I Glass, Inc.
XRT4MR5HXMYMNAZQA715
O-I GLASS INC COMMON STOCK
67098H104
2000.00000000
NS
USD
23860.00000000
0.004396405103
Long
EC
US
N
1
N
N
N
CERIDIAN HCM HOLDING INC.
549300T64GVCHFJ8L449
CERIDIAN HCM HOLDING INC COMMON STOCK
15677J108
1955.00000000
NS
USD
132705.40000000
0.024452082895
Long
EC
US
N
1
N
N
N
INGERSOLL-RAND PUBLIC LIMITED COMPANY
549300BURLR9SLYY2705
INGERSOLL-RAND PLC COMMON STOCK
G47791101
4189.00000000
NS
USD
556801.88000000
0.102595416056
Long
EC
IE
N
1
N
N
N
WELLS FARGO & COMPANY
PBLD0EJDB5FWOLXP3B76
WELLS FARGO & CO COMMON STOCK
949746101
66691.00000000
NS
USD
3587975.80000000
0.661114632012
Long
EC
US
N
1
N
N
N
ANSYS, INC.
549300VJV8H15Z5FJ571
ANSYS INC COMMON STOCK
03662Q105
1444.00000000
NS
USD
371700.04000000
0.068488849663
Long
EC
US
N
1
N
N
N
ROYAL CARIBBEAN CRUISES LTD.
K2NEH8QNVW44JIWK7Z55
ROYAL CARIBBEAN CRUISES LTD COMMON STOCK
V7780T103
3036.00000000
NS
USD
405336.36000000
0.074686623717
Long
EC
LR
N
1
N
N
N
NORTHERN TRUST CORPORATION
549300GLF98S992BC502
NORTHERN TRUST CORP COMMON STOCK
665859104
3450.00000000
NS
USD
366528.00000000
0.067535857918
Long
EC
US
N
1
N
N
N
THE HARTFORD FINANCIAL SERVICES GROUP, INC.
IU7C3FTM7Y3BQM112U94
HARTFORD FINANCIAL SVCS GRP COMMON STOCK
416515104
6200.00000000
NS
USD
376774.00000000
0.069423769347
Long
EC
US
N
1
N
N
N
COHERENT, INC.
549300RYOCKUMWACR010
COHERENT INC COMMON STOCK
192479103
443.00000000
NS
USD
73693.05000000
0.013578562495
Long
EC
US
N
1
N
N
N
AUTOZONE, INC.
GA3JGKJ41LJKXDN23E90
AUTOZONE INC COMMON STOCK
053332102
411.00000000
NS
USD
489628.41000000
0.090218140852
Long
EC
US
N
1
N
N
N
JEFFERIES FINANCIAL GROUP INC.
549300HOF34RGOJ5YL07
JEFFERIES FINANCIAL GROUP IN COMMON STOCK
47233W109
4400.00000000
NS
USD
94028.00000000
0.017325447573
Long
EC
US
N
1
N
N
N
FLOOR & DECOR HOLDINGS, INC.
549300M5FR3N688XGQ36
FLOOR & DECOR HOLDINGS INC-A COMMON STOCK
339750101
1100.00000000
NS
USD
55891.00000000
0.010298385484
Long
EC
US
N
1
N
N
N
IAC/INTERACTIVECORP
15OMOPB0A8K0EFUVD031
IAC/INTERACTIVECORP COMMON STOCK
44919P508
1320.00000000
NS
USD
328825.20000000
0.060588800820
Long
EC
US
N
1
N
N
N
Carnival Corporation
F1OF2ZSX47CR0BCWA982
CARNIVAL CORP COMMON STOCK
143658300
7127.00000000
NS
USD
362265.41000000
0.066750439962
Long
EC
PA
N
1
N
N
N
WATSCO, INC.
549300F1Y3LN5BX5WN75
WATSCO INC COMMON STOCK
942622200
533.00000000
NS
USD
96019.95000000
0.017692481066
Long
EC
US
N
1
N
N
N
MCCORMICK & COMPANY, INCORPORATED
549300JQQA6MQ4OJP259
MCCORMICK & CO-NON VTG SHRS COMMON STOCK
579780206
2141.00000000
NS
USD
363391.93000000
0.066958010719
Long
EC
US
N
1
N
N
N
COMMSCOPE HOLDING COMPANY, INC.
254900AW4CEPCQWSRI58
COMMSCOPE HOLDING CO INC COMMON STOCK
20337X109
3800.00000000
NS
USD
53922.00000000
0.009935580721
Long
EC
US
N
1
N
N
N
ALBEMARLE CORPORATION
HDBLS2Q6GV1LSKQPBS54
ALBEMARLE CORP COMMON STOCK
012653101
1856.00000000
NS
USD
135562.24000000
0.024978479624
Long
EC
US
N
1
N
N
N
BEST BUY CO., INC.
HL5XPTVRV0O8TUN5LL90
BEST BUY CO INC COMMON STOCK
086516101
3980.00000000
NS
USD
349444.00000000
0.064387987641
Long
EC
US
N
1
N
N
N
ACTIVISION BLIZZARD, INC.
549300TPQQDBP9GNOF40
ACTIVISION BLIZZARD INC COMMON STOCK
00507V109
13308.00000000
NS
USD
790761.36000000
0.145704412367
Long
EC
US
N
1
N
N
N
RETAIL PROPERTIES OF AMERICA, INC.
549300OVTYLM7DH6CM14
RETAIL PROPERTIES OF AME - A REIT
76131V202
4180.00000000
NS
USD
56012.00000000
0.010320680749
Long
EC
US
N
1
N
N
N
THE COCA-COLA COMPANY
UWJKFUJFZ02DKWI3RY53
COCA-COLA CO/THE COMMON STOCK
191216100
67164.00000000
NS
USD
3717527.40000000
0.684985600808
Long
EC
US
N
1
N
N
N
COMERICA INCORPORATED
I9Q57JVPWHHZ3ZGBW498
COMERICA INC COMMON STOCK
200340107
2553.00000000
NS
USD
183177.75000000
0.033752036673
Long
EC
US
N
1
N
N
N
DELL TECHNOLOGIES INC.
549300TJB5YBRUPOG437
DELL TECHNOLOGIES -C COMMON STOCK
24703L202
2627.00000000
NS
USD
135001.53000000
0.024875164104
Long
EC
US
N
1
N
N
N
OCCIDENTAL PETROLEUM CORPORATION
IM7X0T3ECJW4C1T7ON55
OCCIDENTAL PETROLEUM CORP COMMON STOCK
674599105
15423.00000000
NS
USD
635581.83000000
0.117111282538
Long
EC
US
N
1
N
N
N
LIBERTY MEDIA CORPORATION
549300ZKUTPIBZLWLL89
LIBERTY MEDIA COR-SIRIUSXM A COMMON STOCK
531229409
1400.00000000
NS
USD
67676.00000000
0.012469870570
Long
EC
US
N
1
N
N
N
Arista Networks Inc
635400H1WKBLOQERUU95
ARISTA NETWORKS INC COMMON STOCK
040413106
983.00000000
NS
USD
199942.20000000
0.036841027182
Long
EC
US
N
1
N
N
N
HUDSON PACIFIC PROPERTIES, INC.
N/A
HUDSON PACIFIC PROPERTIES IN REIT
444097109
2400.00000000
NS
USD
90360.00000000
0.016649587811
Long
EC
US
N
1
N
N
N
THE TJX COMPANIES, INC.
V167QI9I69W364E2DY52
TJX COMPANIES INC COMMON STOCK
872540109
21263.00000000
NS
USD
1298318.78000000
0.239226123675
Long
EC
US
N
1
N
N
N
CITRIX SYSTEMS, INC.
HCTKJGUQOPZ5NBK7NP58
CITRIX SYSTEMS INC COMMON STOCK
177376100
2202.00000000
NS
USD
244201.80000000
0.044996229669
Long
EC
US
N
1
N
N
N
FIREEYE, INC.
549300E9D2UJUFLLY524
FIREEYE INC COMMON STOCK
31816Q101
3600.00000000
NS
USD
59508.00000000
0.010964848068
Long
EC
US
N
1
N
N
N
ACADIA HEALTHCARE COMPANY, INC.
5493005CW985Y9D0NC11
ACADIA HEALTHCARE CO INC COMMON STOCK
00404A109
1700.00000000
NS
USD
56474.00000000
0.010405808123
Long
EC
US
N
1
N
N
N
THE HOWARD HUGHES CORPORATION
549300BVHY25JZC1KI49
HOWARD HUGHES CORP/THE COMMON STOCK
44267D107
763.00000000
NS
USD
96748.40000000
0.017826704088
Long
EC
US
N
1
N
N
N
FACTSET RESEARCH SYSTEMS INC.
549300ZSJE7NBK6K9P30
FACTSET RESEARCH SYSTEMS INC COMMON STOCK
303075105
698.00000000
NS
USD
187273.40000000
0.034506694534
Long
EC
US
N
1
N
N
N
VERTEX PHARMACEUTICALS INCORPORATED
54930015RAQRRZ5ZGJ91
VERTEX PHARMACEUTICALS INC COMMON STOCK
92532F100
4522.00000000
NS
USD
990091.90000000
0.182432736064
Long
EC
US
N
1
N
N
N
CMS ENERGY CORPORATION
549300IA9XFBAGNIBW29
CMS ENERGY CORP COMMON STOCK
125896100
5010.00000000
NS
USD
314828.40000000
0.058009773035
Long
EC
US
N
1
N
N
N
MERCK & CO., INC.
4YV9Y5M8S0BRK1RP0397
MERCK & CO. INC. COMMON STOCK
58933Y105
44522.00000000
NS
USD
4049275.90000000
0.746113044169
Long
EC
US
N
1
N
N
N
FACEBOOK, INC.
BQ4BKCS1HXDV9HN80Z93
FACEBOOK INC-CLASS A COMMON STOCK
30303M102
41904.00000000
NS
USD
8600796.00000000
1.584768794303
Long
EC
US
N
1
N
N
N
SANTANDER CONSUMER USA HOLDINGS INC.
5493004SHNXEHHZ58X76
SANTANDER CONSUMER USA HOLDI COMMON STOCK
80283M101
1800.00000000
NS
USD
42066.00000000
0.007751013290
Long
EC
US
N
1
N
N
N
MATTEL, INC.
549300VELLG24KHTJ564
MATTEL INC COMMON STOCK
577081102
6300.00000000
NS
USD
85365.00000000
0.015729217170
Long
EC
US
N
1
N
N
SKYWORKS SOLUTIONS, INC.
549300WZ3ORQ2BVKBD96
SKYWORKS SOLUTIONS INC COMMON STOCK
83088M102
3072.00000000
NS
USD
371343.36000000
0.068423128382
Long
EC
US
N
1
N
N
N
CNA FINANCIAL CORPORATION
549300YX2GSZD7YG1R84
CNA FINANCIAL CORP COMMON STOCK
126117100
352.00000000
NS
USD
15773.12000000
0.002906329642
Long
EC
US
N
1
N
N
N
WELLTOWER INC.
T6IZ0MBEG5ACZDTR7D06
WELLTOWER INC REIT
95040Q104
7200.00000000
NS
USD
588816.00000000
0.108494286155
Long
EC
US
N
1
N
N
N
LENDINGTREE, INC.
549300ISY5YHUJZTON08
LENDINGTREE INC COMMON STOCK
52603B107
200.00000000
NS
USD
60688.00000000
0.011182272965
Long
EC
US
N
1
N
N
N
DEERE & COMPANY
PWFTNG3EI0Y73OXWDH08
DEERE & CO COMMON STOCK
244199105
5532.00000000
NS
USD
958474.32000000
0.176606931785
Long
EC
US
N
1
N
N
N
MGIC INVESTMENT CORPORATION
254900S8483WM4M98R28
MGIC INVESTMENT CORP COMMON STOCK
552848103
6400.00000000
NS
USD
90688.00000000
0.016710024562
Long
EC
US
N
1
N
N
N
WEBSTER FINANCIAL CORPORATION
KMRURHT0VWKYS6Z5KU67
WEBSTER FINANCIAL CORP COMMON STOCK
947890109
1500.00000000
NS
USD
80040.00000000
0.014748041262
Long
EC
US
N
1
N
N
N
VARIAN MEDICAL SYSTEMS, INC.
TK3LAKL7I0QNTCVWSY07
VARIAN MEDICAL SYSTEMS INC COMMON STOCK
92220P105
1536.00000000
NS
USD
218127.36000000
0.040191795423
Long
EC
US
N
1
N
N
N
Elastic NV
N/A
ELASTIC NV COMMON STOCK
N14506104
700.00000000
NS
USD
45010.00000000
0.008293469980
Long
EC
NL
N
1
N
N
N
Xcel Energy Inc.
LGJNMI9GH8XIDG5RCM61
XCEL ENERGY INC COMMON STOCK
98389B100
9290.00000000
NS
USD
589822.10000000
0.108679668517
Long
EC
US
N
1
N
N
N
DOCUSIGN, INC.
549300Q7PVDWRZ39JG09
DOCUSIGN INC COMMON STOCK
256163106
2720.00000000
NS
USD
201579.20000000
0.037142658161
Long
EC
US
N
1
N
N
N
THE J. M. SMUCKER COMPANY
5493000WDH6A0LHDJD55
JM SMUCKER CO/THE COMMON STOCK
832696405
1854.00000000
NS
USD
193057.02000000
0.035572375024
Long
EC
US
N
1
N
N
N
AUTOMATIC DATA PROCESSING, INC.
HGBOLILQXWER4SAL2I23
AUTOMATIC DATA PROCESSING COMMON STOCK
053015103
7579.00000000
NS
USD
1292219.50000000
0.238102280183
Long
EC
US
N
1
N
N
N
BRANDYWINE REALTY TRUST
5UZ46ZCYUFYYAC0DS831
BRANDYWINE REALTY TRUST REIT
105368203
3100.00000000
NS
USD
48825.00000000
0.008996415724
Long
EC
US
N
1
N
N
N
EVEREST RE GROUP, LTD.
549300N24XF2VV0B3570
EVEREST RE GROUP LTD COMMON STOCK
G3223R108
679.00000000
NS
USD
187974.36000000
0.034635852292
Long
EC
BM
N
1
N
N
N
WILLIAMS-SONOMA, INC.
549300IARG6YWVTZ1I92
WILLIAMS-SONOMA INC COMMON STOCK
969904101
1400.00000000
NS
USD
102816.00000000
0.018944710275
Long
EC
US
N
1
N
N
N
MICROSOFT CORPORATION
INR2EJN1ERAN0W5ZP974
MICROSOFT CORP COMMON STOCK
594918104
132601.00000000
NS
USD
20911177.70000000
3.853059864585
Long
EC
US
N
1
N
N
N
FIRSTENERGY CORP.
549300SVYJS666PQJH88
FIRSTENERGY CORP COMMON STOCK
337932107
9600.00000000
NS
USD
466560.00000000
0.085967592844
Long
EC
US
N
1
N
N
N
Zscaler Inc
N/A
ZSCALER INC COMMON STOCK
98980G102
1000.00000000
NS
USD
46500.00000000
0.008568014976
Long
EC
US
N
1
N
N
N
SIGNATURE BANK
VLP5AP0XK2GM6GKD1007
SIGNATURE BANK COMMON STOCK
82669G104
978.00000000
NS
USD
133604.58000000
0.024617764351
Long
EC
US
N
1
N
N
N
W. R. GRACE & CO.
5493003X5Z6TVAXIPW56
WR GRACE & CO COMMON STOCK
38388F108
1000.00000000
NS
USD
69850.00000000
0.012870448302
Long
EC
US
N
1
N
N
N
BROWN-FORMAN CORPORATION
549300873K3LXF7ARU34
BROWN-FORMAN CORP-CLASS A COMMON STOCK
115637100
640.00000000
NS
USD
40172.80000000
0.007402175312
Long
EC
US
N
1
N
N
N
VERISIGN, INC.
LMPL4N8ZOJRMF0KOF759
VERISIGN INC COMMON STOCK
92343E102
1808.00000000
NS
USD
348365.44000000
0.064189253916
Long
EC
US
N
1
N
N
N
BERKSHIRE HATHAWAY INC.
5493000C01ZX7D35SD85
BERKSHIRE HATHAWAY INC-CL B COMMON STOCK
084670702
34234.00000000
NS
USD
7754001.00000000
1.428739713835
Long
EC
US
N
1
N
N
N
FLUOR CORPORATION
CQ7WZ4NOFWT7FAE6Q943
FLUOR CORP COMMON STOCK
343412102
1900.00000000
NS
USD
35872.00000000
0.006609716843
Long
EC
US
N
1
N
N
N
INCYTE CORPORATION
549300Z4WN6JVZ3T4680
INCYTE CORP COMMON STOCK
45337C102
3084.00000000
NS
USD
269294.88000000
0.049619840104
Long
EC
US
N
1
N
N
N
ULTA BEAUTY, INC.
529900CIV6HN8M28YM82
ULTA BEAUTY INC COMMON STOCK
90384S303
1024.00000000
NS
USD
259215.36000000
0.047762604011
Long
EC
US
N
1
N
N
N
POOL CORPORATION
5493005VZK1KMN6CO617
POOL CORP COMMON STOCK
73278L105
667.00000000
NS
USD
141657.46000000
0.026101575027
Long
EC
US
N
1
N
N
N
GRAHAM HOLDINGS COMPANY
529900BOSCEEEMAFQJ29
GRAHAM HOLDINGS CO-CLASS B COMMON STOCK
384637104
54.00000000
NS
USD
34505.46000000
0.006357920387
Long
EC
US
N
1
N
N
N
AMERICAN WATER WORKS COMPANY, INC.
549300DXHIJQMD5WFW18
AMERICAN WATER WORKS CO INC COMMON STOCK
030420103
3127.00000000
NS
USD
384151.95000000
0.070783218510
Long
EC
US
N
1
N
N
N
FLIR SYSTEMS, INC.
VOBD35NEPH6WISIRTJ85
FLIR SYSTEMS INC COMMON STOCK
302445101
2500.00000000
NS
USD
130175.00000000
0.023985835473
Long
EC
US
N
1
N
N
N
APERGY CORPORATION
549300EP2909K6DYYP38
APERGY CORP COMMON STOCK
03755L104
1032.00000000
NS
USD
34860.96000000
0.006423424244
Long
EC
US
N
1
N
N
N
IDEXX LABORATORIES, INC.
OGMTXK0LUU1HKV2P0J84
IDEXX LABORATORIES INC COMMON STOCK
45168D104
1476.00000000
NS
USD
385427.88000000
0.071018319313
Long
EC
US
N
1
N
N
N
SL GREEN REALTY CORP.
549300VQZPJU97H3GT17
SL GREEN REALTY CORP REIT
78440X101
1335.00000000
NS
USD
122659.80000000
0.022601096846
Long
EC
US
N
1
N
N
N
UNDER ARMOUR, INC.
549300D4549QKWETZ406
UNDER ARMOUR INC-CLASS C COMMON STOCK
904311206
2900.00000000
NS
USD
55622.00000000
0.010248819978
Long
EC
US
N
1
N
N
N
Post Holdings, Inc.
JM1I5YUAURL6DC8N1468
POST HOLDINGS INC COMMON STOCK
737446104
1107.00000000
NS
USD
120773.70000000
0.022253567103
Long
EC
US
N
1
N
N
N
UMPQUA HOLDINGS CORPORATION
5299002ENJ7CY215BW86
UMPQUA HOLDINGS CORP COMMON STOCK
904214103
4000.00000000
NS
USD
70800.00000000
0.013045493770
Long
EC
US
N
1
N
N
N
AXA EQUITABLE HOLDINGS, INC.
549300FIBAKMNHPZ4009
AXA EQUITABLE HOLDINGS INC COMMON STOCK
054561105
7300.00000000
NS
USD
180894.00000000
0.033331236582
Long
EC
US
N
1
N
N
N
INGREDION INCORPORATED
PKSTQ48QDN0XSVS7YK88
INGREDION INC COMMON STOCK
457187102
1210.00000000
NS
USD
112469.50000000
0.020723448609
Long
EC
US
N
1
N
N
N
WESCO INTERNATIONAL, INC.
529900TXOGREY3WNJ434
WESCO INTERNATIONAL INC COMMON STOCK
95082P105
600.00000000
NS
USD
35634.00000000
0.006565863347
Long
EC
US
N
1
N
N
N
BURLINGTON STORES, INC.
5299003Z37DVGKKC1W09
BURLINGTON STORES INC COMMON STOCK
122017106
1153.00000000
NS
USD
262918.59000000
0.048444955196
Long
EC
US
N
1
N
N
N
ALNYLAM PHARMACEUTICALS, INC.
529900S3ZI14OWRJII50
ALNYLAM PHARMACEUTICALS INC COMMON STOCK
02043Q107
1874.00000000
NS
USD
215828.58000000
0.039768225929
Long
EC
US
N
1
N
N
N
PagerDuty Inc
549300U1SB749EDAGH21
PAGERDUTY INC COMMON STOCK
69553P100
1100.00000000
NS
USD
25729.00000000
0.004740784028
Long
EC
US
N
1
N
N
N
CHARTER COMMUNICATIONS, INC.
0J0XRGZE3PBRFEZ7MV65
CHARTER COMMUNICATIONS INC-A COMMON STOCK
16119P108
2669.00000000
NS
USD
1294678.52000000
0.238555375240
Long
EC
US
N
1
N
N
N
TELEDYNE TECHNOLOGIES INCORPORATED
549300VSMO9KYQWDND94
TELEDYNE TECHNOLOGIES INC COMMON STOCK
879360105
623.00000000
NS
USD
215894.42000000
0.039780357501
Long
EC
US
N
1
N
N
N
COMMERCE BANCSHARES, INC.
N/A
COMMERCE BANCSHARES INC COMMON STOCK
200525103
1827.00000000
NS
USD
124126.38000000
0.022871326511
Long
EC
US
N
1
N
N
N
MONOLITHIC POWER SYSTEMS, INC.
529900TB7O85LSZ1XU31
MONOLITHIC POWER SYSTEMS INC COMMON STOCK
609839105
700.00000000
NS
USD
124614.00000000
0.022961174585
Long
EC
US
N
1
N
N
N
IRON MOUNTAIN INCORPORATED
SQL3F6CKNNBM3SQGHX24
IRON MOUNTAIN INC REIT
46284V101
4800.00000000
NS
USD
152976.00000000
0.028187110946
Long
EC
US
N
1
N
N
N
ONEMAIN HOLDINGS, INC.
549300E3VEW8SMS5XW09
ONEMAIN HOLDINGS INC COMMON STOCK
68268W103
981.00000000
NS
USD
41349.15000000
0.007618927665
Long
EC
US
N
1
N
N
N
MICRON TECHNOLOGY, INC.
B3DXGBC8GAIYWI2Z0172
MICRON TECHNOLOGY INC COMMON STOCK
595112103
19468.00000000
NS
USD
1046989.04000000
0.192916511282
Long
EC
US
N
1
N
N
N
SPECTRUM BRANDS HOLDINGS, INC.
549300JM0MJETDD30O20
SPECTRUM BRANDS HOLDINGS INC COMMON STOCK
84790A105
657.00000000
NS
USD
42238.53000000
0.007782803389
Long
EC
US
N
1
N
N
N
MAXIM INTEGRATED PRODUCTS, INC.
SO0H5YEO14Y4PVKQH532
MAXIM INTEGRATED PRODUCTS COMMON STOCK
57772K101
4800.00000000
NS
USD
295248.00000000
0.054401920122
Long
EC
US
N
1
N
N
N
BALL CORPORATION
0BGI85ALH27ZJP15DY16
BALL CORP COMMON STOCK
058498106
5635.00000000
NS
USD
364415.45000000
0.067146602863
Long
EC
US
N
1
N
N
N
FAIR ISAAC CORPORATION
RI6HET5SJUEY30V1PS26
FAIR ISAAC CORP COMMON STOCK
303250104
519.00000000
NS
USD
194458.92000000
0.035830686856
Long
EC
US
N
1
N
N
N
HONEYWELL INTERNATIONAL INC.
ISRPG12PN4EIEOEMW547
HONEYWELL INTERNATIONAL INC COMMON STOCK
438516106
12539.00000000
NS
USD
2219403.00000000
0.408943615961
Long
EC
US
N
1
N
N
N
GRAPHIC PACKAGING HOLDING COMPANY
N/A
GRAPHIC PACKAGING HOLDING CO COMMON STOCK
388689101
5300.00000000
NS
USD
88245.00000000
0.016259881324
Long
EC
US
N
1
N
N
N
CORTEVA, INC.
549300WZN9I2QKLS0O94
CORTEVA INC COMMON STOCK
22052L104
13139.00000000
NS
USD
388388.84000000
0.071563901025
Long
EC
US
N
1
N
N
N
F5 NETWORKS, INC.
N/A
F5 NETWORKS INC COMMON STOCK
315616102
1041.00000000
NS
USD
145375.65000000
0.026786682717
Long
EC
US
N
1
N
N
N
UNITED STATES STEEL CORPORATION
JNLUVFYJT1OZSIQ24U47
UNITED STATES STEEL CORP COMMON STOCK
912909108
2900.00000000
NS
USD
33089.00000000
0.006096925753
Long
EC
US
N
1
N
N
N
MARSH & MCLENNAN COMPANIES, INC.
549300XMP3KDCKJXIU47
MARSH & MCLENNAN COS COMMON STOCK
571748102
8911.00000000
NS
USD
992774.51000000
0.182927029454
Long
EC
US
N
1
N
N
N
LyondellBasell Industries N.V.
BN6WCCZ8OVP3ITUUVN49
LYONDELLBASELL INDU-CL A COMMON STOCK
N53745100
4711.00000000
NS
USD
445095.28000000
0.082012538169
Long
EC
NL
N
1
N
N
N
CROWN CASTLE INTERNATIONAL CORP.
54930012H97VSM0I2R19
CROWN CASTLE INTL CORP REIT
22822V101
7321.00000000
NS
USD
1040680.15000000
0.191754045389
Long
EC
US
N
1
N
N
N
MEDICAL PROPERTIES TRUST, INC.
254900U6E39J1MQCCY14
MEDICAL PROPERTIES TRUST INC REIT
58463J304
8635.00000000
NS
USD
182284.85000000
0.033587512359
Long
EC
US
N
1
N
N
N
EMERSON ELECTRIC CO.
FGLT0EWZSUIRRITFOA30
EMERSON ELECTRIC CO COMMON STOCK
291011104
10743.00000000
NS
USD
819261.18000000
0.150955743218
Long
EC
US
N
1
N
N
N
RALPH LAUREN CORPORATION
HO1QNWM0IXBZ0QSMMO20
RALPH LAUREN CORP COMMON STOCK
751212101
936.00000000
NS
USD
109717.92000000
0.020216446918
Long
EC
US
N
1
N
N
N
APTIV PLC
N/A
APTIV PLC COMMON STOCK
G6095L109
4414.00000000
NS
USD
419197.58000000
0.077240669750
Long
EC
JE
N
1
N
N
N
EAST WEST BANCORP, INC.
N/A
EAST WEST BANCORP INC COMMON STOCK
27579R104
2600.00000000
NS
USD
126620.00000000
0.023330796909
Long
EC
US
N
1
N
N
N
EXTRA SPACE STORAGE INC.
N/A
EXTRA SPACE STORAGE INC REIT
30225T102
2100.00000000
NS
USD
221802.00000000
0.040868878661
Long
EC
US
N
1
N
N
N
WORKDAY, INC.
549300J0DYC0N31V7G13
WORKDAY INC-CLASS A COMMON STOCK
98138H101
2863.00000000
NS
USD
470820.35000000
0.086752598062
Long
EC
US
N
1
N
N
N
XYLEM INC.
549300DF5MV96DRYLQ48
XYLEM INC COMMON STOCK
98419M100
3238.00000000
NS
USD
255122.02000000
0.047008371787
Long
EC
US
N
1
N
N
N
CLEAN HARBORS, INC.
5493000SJVZVZJKHJF48
CLEAN HARBORS INC COMMON STOCK
184496107
800.00000000
NS
USD
68600.00000000
0.012640125319
Long
EC
US
N
1
N
N
N
AMGEN INC.
62QBXGPJ34PQ72Z12S66
AMGEN INC COMMON STOCK
031162100
10492.00000000
NS
USD
2529306.44000000
0.466045923812
Long
EC
US
N
1
N
N
N
ATLASSIAN CORPORATION PLC
549300AGBII4MWBVJY22
ATLASSIAN CORP PLC-CLASS A COMMON STOCK
G06242104
2100.00000000
NS
USD
252714.00000000
0.046564673907
Long
EC
GB
N
1
N
N
N
VEREIT, INC.
5493002H54FNIBW75H44
VEREIT INC REIT
92339V100
17700.00000000
NS
USD
163548.00000000
0.030135090609
Long
EC
US
N
1
N
N
N
STORE CAPITAL CORPORATION
5493004EA6C9IHDZ7N66
STORE CAPITAL CORP REIT
862121100
3600.00000000
NS
USD
134064.00000000
0.024702416339
Long
EC
US
N
1
N
N
N
EVERCORE INC.
529900P6KLPT95DW3W58
EVERCORE INC - A COMMON STOCK
29977A105
583.00000000
NS
USD
43585.08000000
0.008030916519
Long
EC
US
N
1
N
N
N
LEAR CORPORATION
549300UPNBTXA1SYTQ33
LEAR CORP COMMON STOCK
521865204
1150.00000000
NS
USD
157780.00000000
0.029072288235
Long
EC
US
N
1
N
N
N
MURPHY OIL CORPORATION
QBKYQD0ODE7DC7PDIN91
MURPHY OIL CORP COMMON STOCK
626717102
3000.00000000
NS
USD
80400.00000000
0.014814374281
Long
EC
US
N
1
N
N
N
IAA, INC.
549300PZCOPC5178W747
IAA INC COMMON STOCK
449253103
2100.00000000
NS
USD
98826.00000000
0.018209519312
Long
EC
US
N
1
N
N
N
W. R. BERKLEY CORPORATION
SQOAGCLKBDWNVYV1OV80
WR BERKLEY CORP COMMON STOCK
084423102
2500.00000000
NS
USD
172750.00000000
0.031830636282
Long
EC
US
N
1
N
N
N
GILEAD SCIENCES, INC.
549300WTZWR07K8MNV44
GILEAD SCIENCES INC COMMON STOCK
375558103
22196.00000000
NS
USD
1442296.08000000
0.265755148678
Long
EC
US
N
1
N
N
N
NewMarket Corporation
54930082CG88ERDREQ47
NEWMARKET CORP COMMON STOCK
651587107
113.00000000
NS
USD
54976.76000000
0.010129929097
Long
EC
US
N
1
N
N
N
BIO-TECHNE CORPORATION
54930073RLKQ51TILZ35
BIO-TECHNE CORP COMMON STOCK
09073M104
618.00000000
NS
USD
135657.18000000
0.024995973115
Long
EC
US
N
1
N
N
N
MFA FINANCIAL, INC.
YW72IMH2RRC8Z1TGLG58
MFA FINANCIAL INC REIT
55272X102
7269.00000000
NS
USD
55607.85000000
0.010246212722
Long
EC
US
N
1
N
N
N
ECHOSTAR CORPORATION
549300EE20907QZ9GT38
ECHOSTAR CORP-A COMMON STOCK
278768106
900.00000000
NS
USD
38979.00000000
0.007182207650
Long
EC
US
N
1
N
N
N
Copa Holdings, S.A.
529900BB9UQJV6QQHA59
COPA HOLDINGS SA-CLASS A COMMON STOCK
P31076105
633.00000000
NS
USD
68414.64000000
0.012605971185
Long
EC
PA
N
1
N
N
N
SIRIUS XM HOLDINGS INC.
54930055RWDMVXAGZK98
SIRIUS XM HOLDINGS INC COMMON STOCK
82968B103
25318.00000000
NS
USD
181023.70000000
0.033355134895
Long
EC
US
N
1
N
N
INTERNATIONAL FLAVORS & FRAGRANCES INC.
BZLRL03D3GPGMOGFO832
INTL FLAVORS & FRAGRANCES COMMON STOCK
459506101
1960.00000000
NS
USD
252879.20000000
0.046595113392
Long
EC
US
N
1
N
N
N
DIAMONDBACK ENERGY, INC.
549300R22LSX6OHWEN64
DIAMONDBACK ENERGY INC COMMON STOCK
25278X109
2729.00000000
NS
USD
253414.94000000
0.046693827980
Long
EC
US
N
1
N
N
N
EQUITY LIFESTYLE PROPERTIES, INC.
529900PEQG66LENB6798
EQUITY LIFESTYLE PROPERTIES REIT
29472R108
3100.00000000
NS
USD
218209.00000000
0.040206838278
Long
EC
US
N
1
N
N
N
EURONET WORLDWIDE, INC.
YG3575C4DSHJPA5KET68
EURONET WORLDWIDE INC COMMON STOCK
298736109
800.00000000
NS
USD
126048.00000000
0.023225401112
Long
EC
US
N
1
N
N
N
GARDNER DENVER HOLDINGS, INC.
5299004C02FMZCUOIR50
GARDNER DENVER HOLDINGS INC COMMON STOCK
36555P107
2500.00000000
NS
USD
91700.00000000
0.016896494049
Long
EC
US
N
1
N
N
N
BAKER HUGHES COMPANY
N/A
BAKER HUGHES CO COMMON STOCK
05722G100
11302.00000000
NS
USD
289670.26000000
0.053374174749
Long
EC
US
N
1
N
N
N
PG&E CORPORATION
8YQ2GSDWYZXO2EDN3511
P G & E CORP COMMON STOCK
69331C108
11106.00000000
NS
USD
120722.22000000
0.022244081482
Long
EC
US
N
1
N
N
N
PINNACLE FINANCIAL PARTNERS, INC.
54930098EZ8JMSAZGS24
PINNACLE FINANCIAL PARTNERS COMMON STOCK
72346Q104
1300.00000000
NS
USD
83200.00000000
0.015330297763
Long
EC
US
N
1
N
N
N
GENERAL ELECTRIC COMPANY
3C7474T6CDKPR9K6YT90
GENERAL ELECTRIC CO COMMON STOCK
369604103
150709.00000000
NS
USD
1681912.44000000
0.309906472570
Long
EC
US
N
1
N
N
N
DELTA AIR LINES, INC.
Q2CCMS6R0AS67HJMBN42
DELTA AIR LINES INC COMMON STOCK
247361702
10121.00000000
NS
USD
591876.08000000
0.109058131558
Long
EC
US
N
1
N
N
N
UNIVERSAL HEALTH SERVICES, INC.
549300YGMGQDO0NMJD09
UNIVERSAL HEALTH SERVICES-B COMMON STOCK
913903100
1375.00000000
NS
USD
197257.50000000
0.036346348691
Long
EC
US
N
1
N
N
N
KIMBERLY-CLARK CORPORATION
MP3J6QPYPGN75NVW2S34
KIMBERLY-CLARK CORP COMMON STOCK
494368103
6070.00000000
NS
USD
834928.50000000
0.153842578323
Long
EC
US
N
1
N
N
N
MASTERCARD INCORPORATED.
AR5L2ODV9HN37376R084
MASTERCARD INC - A COMMON STOCK
57636Q104
15497.00000000
NS
USD
4627249.23000000
0.852609477444
Long
EC
US
N
1
N
N
N
XEROX HOLDINGS CORPORATION
N/A
XEROX HOLDINGS CORP COMMON STOCK
98421M106
3300.00000000
NS
USD
121671.00000000
0.022418902154
Long
EC
US
N
1
N
N
N
AMEREN CORPORATION
XRZQ5S7HYJFPHJ78L959
AMEREN CORPORATION COMMON STOCK
023608102
4325.00000000
NS
USD
332160.00000000
0.061203265687
Long
EC
US
N
1
N
N
N
LULULEMON ATHLETICA INC.
549300D9GZ4BMLDW5T40
LULULEMON ATHLETICA INC COMMON STOCK
550021109
2093.00000000
NS
USD
484885.31000000
0.089344184899
Long
EC
US
N
1
N
N
N
NEW RESIDENTIAL INVESTMENT CORP.
549300WNTHGEO5LP2G31
NEW RESIDENTIAL INVESTMENT REIT
64828T201
6540.00000000
NS
USD
105359.40000000
0.019413353055
Long
EC
US
N
1
N
N
N
LENNAR CORPORATION
529900G61XVRLX5TJX09
LENNAR CORP - B SHS COMMON STOCK
526057302
250.00000000
NS
USD
11175.00000000
0.002059087470
Long
EC
US
N
1
N
N
N
GATES INDUSTRIAL CORPORATION PLC
N/A
GATES INDUSTRIAL CORP PLC COMMON STOCK
G39108108
200.00000000
NS
USD
2752.00000000
0.000507079079
Long
EC
GB
N
1
N
N
N
BRIGHT HORIZONS FAMILY SOLUTIONS INC.
N/A
BRIGHT HORIZONS FAMILY SOLUT COMMON STOCK
109194100
1000.00000000
NS
USD
150290.00000000
0.027692192919
Long
EC
US
N
1
N
N
N
NEWS CORPORATION
549300ITS31QK8VRBQ14
NEWS CORP - CLASS A COMMON STOCK
65249B109
6200.00000000
NS
USD
87668.00000000
0.016153564235
Long
EC
US
N
1
N
N
N
EDISON INTERNATIONAL
549300I7ROF15MAEVP56
EDISON INTERNATIONAL COMMON STOCK
281020107
6263.00000000
NS
USD
472292.83000000
0.087023914851
Long
EC
US
N
1
N
N
N
O'Reilly Automotive, Inc.
549300K2RLMQL149Q332
O'REILLY AUTOMOTIVE INC COMMON STOCK
67103H107
1281.00000000
NS
USD
561411.06000000
0.103444696126
Long
EC
US
N
1
N
N
N
MANPOWERGROUP INC.
ERO1WSFOSR0JJ6CRQ987
MANPOWERGROUP INC COMMON STOCK
56418H100
1088.00000000
NS
USD
105644.80000000
0.019465940399
Long
EC
US
N
1
N
N
N
JBG SMITH PROPERTIES
N/A
JBG SMITH PROPERTIES REIT
46590V100
1900.00000000
NS
USD
75791.00000000
0.013965127377
Long
EC
US
N
1
N
N
N
EMPIRE STATE REALTY TRUST, INC.
549300VOKY1DUEQSB456
EMPIRE STATE REALTY TRUST-A REIT
292104106
2300.00000000
NS
USD
32108.00000000
0.005916168276
Long
EC
US
N
1
N
N
N
CORNING INCORPORATED
549300X2937PB0CJ7I56
CORNING INC COMMON STOCK
219350105
13214.00000000
NS
USD
384659.54000000
0.070876746224
Long
EC
US
N
1
N
N
N
REGIONS FINANCIAL CORPORATION
CW05CS5KW59QTC0DG824
REGIONS FINANCIAL CORP COMMON STOCK
7591EP100
17012.00000000
NS
USD
291925.92000000
0.053789799021
Long
EC
US
N
1
N
N
N
KINDER MORGAN, INC.
549300WR7IX8XE0TBO16
KINDER MORGAN INC COMMON STOCK
49456B101
34465.00000000
NS
USD
729624.05000000
0.134439350266
Long
EC
US
N
1
N
N
N
COLONY CAPITAL, INC.
549300XG87L902AGBO89
COLONY CAPITAL INC REIT
19626G108
7400.00000000
NS
USD
35150.00000000
0.006476682288
Long
EC
US
N
1
N
N
N
Equitrans Midstream Corporation
549300RH0NLJNZ5SXU64
EQUITRANS MIDSTREAM CORP COMMON STOCK
294600101
2760.00000000
NS
USD
36873.60000000
0.006794270043
Long
EC
US
N
1
N
N
N
HILTON WORLDWIDE HOLDINGS INC.
549300HVGPK36ICB0B89
HILTON WORLDWIDE HOLDINGS IN COMMON STOCK
43300A203
4837.00000000
NS
USD
536471.67000000
0.098849404362
Long
EC
US
N
1
N
N
N
PHILLIPS 66
5493005JBO5YSIGK1814
PHILLIPS 66 COMMON STOCK
718546104
7862.00000000
NS
USD
875905.42000000
0.161392919489
Long
EC
US
N
1
N
N
N
FIRST CITIZENS BANCSHARES, INC.
549300N3Z00ZHE2XC526
FIRST CITIZENS BCSHS -CL A COMMON STOCK
31946M103
130.00000000
NS
USD
69187.30000000
0.012748340270
Long
EC
US
N
1
N
N
N
CRANE CO.
549300X1RO9ID7AUCA83
CRANE CO COMMON STOCK
224399105
900.00000000
NS
USD
77742.00000000
0.014324615489
Long
EC
US
N
1
N
N
N
HALLIBURTON COMPANY
ENYF8GB5SMQZ25S06U51
HALLIBURTON CO COMMON STOCK
406216101
15361.00000000
NS
USD
375883.67000000
0.069259718577
Long
EC
US
N
1
N
N
N
FORTIVE CORPORATION
549300MU9YQJYHDQEF63
FORTIVE CORP COMMON STOCK
34959J108
5059.00000000
NS
USD
386457.01000000
0.071207945146
Long
EC
US
N
1
N
N
N
PROSPERITY BANCSHARES, INC.
N/A
PROSPERITY BANCSHARES INC COMMON STOCK
743606105
1600.00000000
NS
USD
115024.00000000
0.021194136658
Long
EC
US
N
1
N
N
N
PPG INDUSTRIES, INC.
549300BKPEP01R3V6C59
PPG INDUSTRIES INC COMMON STOCK
693506107
4179.00000000
NS
USD
557854.71000000
0.102789408813
Long
EC
US
N
1
N
N
N
NEWMONT GOLDCORP CORPORATION
549300VSP3RIX7FGDZ51
NEWMONT GOLDCORP CORP COMMON STOCK
651639106
14070.00000000
NS
USD
611341.50000000
0.112644798442
Long
EC
US
N
1
N
N
N
EQT CORPORATION
4NT01YGM4X7ZX86ISY52
EQT CORP COMMON STOCK
26884L109
3500.00000000
NS
USD
38150.00000000
0.007029457448
Long
EC
US
N
1
N
N
N
FIDELITY NATIONAL INFORMATION SERVICES, INC.
6WQI0GK1PRFVBA061U48
FIDELITY NATIONAL INFO SERV COMMON STOCK
31620M106
10688.00000000
NS
USD
1486593.92000000
0.273917397205
Long
EC
US
N
1
N
N
N
CONOCOPHILLIPS
WPTL2Z3FIYTHSP5V2253
CONOCOPHILLIPS COMMON STOCK
20825C104
19347.00000000
NS
USD
1258135.41000000
0.231822000751
Long
EC
US
N
1
N
N
N
WEYERHAEUSER COMPANY
08IRJODWFYBI7QWRGS31
WEYERHAEUSER CO REIT
962166104
12797.00000000
NS
USD
386469.40000000
0.071210228108
Long
EC
US
N
1
N
N
N
Olin Corporation
549300GKK294V7W57P06
OLIN CORP COMMON STOCK
680665205
2300.00000000
NS
USD
39675.00000000
0.007310451487
Long
EC
US
N
1
N
N
N
AKAMAI TECHNOLOGIES, INC.
OC1LZNN2LF5WTJ5RIL89
AKAMAI TECHNOLOGIES INC COMMON STOCK
00971T101
2800.00000000
NS
USD
241864.00000000
0.044565470412
Long
EC
US
N
1
N
N
N
COUSINS PROPERTIES INCORPORATED
5493007XPYD5EJABN062
COUSINS PROPERTIES INC REIT
222795502
2400.00000000
NS
USD
98880.00000000
0.018219469265
Long
EC
US
N
1
N
N
N
UNDER ARMOUR, INC.
549300D4549QKWETZ406
UNDER ARMOUR INC-CLASS A COMMON STOCK
904311107
2915.00000000
NS
USD
62964.00000000
0.011601645052
Long
EC
US
N
1
N
N
N
CAPITAL ONE FINANCIAL CORPORATION
ZUE8T73ROZOF6FLBAR73
CAPITAL ONE FINANCIAL CORP COMMON STOCK
14040H105
8122.00000000
NS
USD
835835.02000000
0.154009612236
Long
EC
US
N
1
N
N
N
FOOT LOCKER, INC.
549300X383CBNP6MTV94
FOOT LOCKER INC COMMON STOCK
344849104
1800.00000000
NS
USD
70182.00000000
0.012931622087
Long
EC
US
N
1
N
N
N
CHENIERE ENERGY, INC.
MIHC87W9WTYSYZWV1J40
CHENIERE ENERGY INC COMMON STOCK
16411R208
3973.00000000
NS
USD
242631.11000000
0.044706816863
Long
EC
US
N
1
N
N
N
CONSTELLATION BRANDS, INC.
5493005GKEG8QCVY7037
CONSTELLATION BRANDS INC-A COMMON STOCK
21036P108
2772.00000000
NS
USD
525987.00000000
0.096917515984
Long
EC
US
N
1
N
N
N
DUNKIN' BRANDS GROUP, INC.
549300311IRV47UCTO62
DUNKIN' BRANDS GROUP INC COMMON STOCK
265504100
1314.00000000
NS
USD
99259.56000000
0.018289406378
Long
EC
US
N
1
N
N
N
AGILENT TECHNOLOGIES, INC.
QUIX8Y7A2WP0XRMW7G29
AGILENT TECHNOLOGIES INC COMMON STOCK
00846U101
5579.00000000
NS
USD
475944.49000000
0.087696763831
Long
EC
US
N
1
N
N
N
THE HOME DEPOT, INC.
QEKMOTMBBKA8I816DO57
HOME DEPOT INC COMMON STOCK
437076102
19302.00000000
NS
USD
4215170.76000000
0.776680563416
Long
EC
US
N
1
N
N
N
JONES LANG LASALLE INCORPORATED
6SYKCME112RT8TQUO411
JONES LANG LASALLE INC COMMON STOCK
48020Q107
843.00000000
NS
USD
146757.87000000
0.027041368344
Long
EC
US
N
1
N
N
N
CHESAPEAKE ENERGY CORPORATION
X2MT1W32SPAZ9WSKLE78
CHESAPEAKE ENERGY CORP COMMON STOCK
165167107
23900.00000000
NS
USD
19731.84000000
0.003635757002
Long
EC
US
N
1
N
N
CHANGE HEALTHCARE INC.
549300GS1BPJEDOZHM07
CHANGE HEALTHCARE INC COMMON STOCK
15912K100
700.00000000
NS
USD
11473.00000000
0.002113996469
Long
EC
US
N
1
N
N
N
MARTIN MARIETTA MATERIALS, INC.
5299005MZ4WZECVATV08
MARTIN MARIETTA MATERIALS COMMON STOCK
573284106
1075.00000000
NS
USD
300613.00000000
0.055390466366
Long
EC
US
N
1
N
N
N
LKQ CORPORATION
DS830JTTZQN6GK0I2E41
LKQ CORP COMMON STOCK
501889208
5289.00000000
NS
USD
188817.30000000
0.034791171057
Long
EC
US
N
1
N
N
N
Switch Inc
549300EZ98N5Y55J4X37
SWITCH INC - A COMMON STOCK
87105L104
1400.00000000
NS
USD
20748.00000000
0.003822993004
Long
EC
US
N
1
N
N
N
SBA Communications Corporation
5299001HX8ZN8Y8QIT49
SBA COMMUNICATIONS CORP REIT
78410G104
1996.00000000
NS
USD
481016.04000000
0.088631239451
Long
EC
US
N
1
N
N
N
THE SOUTHERN COMPANY
549300FC3G3YU2FBZD92
SOUTHERN CO/THE COMMON STOCK
842587107
18102.00000000
NS
USD
1153097.40000000
0.212467866498
Long
EC
US
N
1
N
N
N
AMERICAN AIRLINES GROUP INC.
N/A
AMERICAN AIRLINES GROUP INC COMMON STOCK
02376R102
6672.00000000
NS
USD
191352.96000000
0.035258387677
Long
EC
US
N
1
N
N
N
ADVANCED MICRO DEVICES, INC.
R2I72C950HOYXII45366
ADVANCED MICRO DEVICES COMMON STOCK
007903107
18178.00000000
NS
USD
833643.08000000
0.153605728908
Long
EC
US
N
1
N
N
N
FASTENAL COMPANY
529900PP0C7H2HHPSJ32
FASTENAL CO COMMON STOCK
311900104
9900.00000000
NS
USD
365805.00000000
0.067402639104
Long
EC
US
N
1
N
N
N
ITT INC.
549300KDSERHTJOXUS80
ITT INC COMMON STOCK
45073V108
1448.00000000
NS
USD
107021.68000000
0.019719642086
Long
EC
US
N
1
N
N
N
GLOBE LIFE INC.
5493001JFHKQOPP6XA71
GLOBE LIFE INC COMMON STOCK
37959E102
1801.00000000
NS
USD
189555.25000000
0.034927144533
Long
EC
US
N
1
N
N
N
ASSURANT, INC.
H3F39CAXWQRVWURFXL38
ASSURANT INC COMMON STOCK
04621X108
1100.00000000
NS
USD
144188.00000000
0.026567848244
Long
EC
US
N
1
N
N
N
LIBERTY MEDIA CORPORATION
549300ZKUTPIBZLWLL89
LIBERTY MEDIA CORP-LIBERTY-A COMMON STOCK
531229870
500.00000000
NS
USD
21890.00000000
0.004033416082
Long
EC
US
N
1
N
N
N
CABLE ONE, INC.
549300648QS85T0XSH18
CABLE ONE INC COMMON STOCK
12685J105
66.00000000
NS
USD
98239.02000000
0.018101363324
Long
EC
US
N
1
N
N
N
INTERNATIONAL BUSINESS MACHINES CORPORATION
VGRQXHF3J8VDLUA7XE92
INTL BUSINESS MACHINES CORP COMMON STOCK
459200101
15575.00000000
NS
USD
2087673.00000000
0.384671258696
Long
EC
US
N
1
N
N
N
ALLIANT ENERGY CORPORATION
5493009ML300G373MZ12
ALLIANT ENERGY CORP COMMON STOCK
018802108
4300.00000000
NS
USD
235296.00000000
0.043355261329
Long
EC
US
N
1
N
N
N
ECOLAB INC.
82DYEISM090VG8LTLS26
ECOLAB INC COMMON STOCK
278865100
4459.00000000
NS
USD
860542.41000000
0.158562156054
Long
EC
US
N
1
N
N
N
Penumbra Inc
549300RGE06P3ECANU72
PENUMBRA INC COMMON STOCK
70975L107
500.00000000
NS
USD
82135.00000000
0.015134062582
Long
EC
US
N
1
N
N
N
BROWN & BROWN, INC.
549300PC8KTJ71XKFY89
BROWN & BROWN INC COMMON STOCK
115236101
4200.00000000
NS
USD
165816.00000000
0.030552988629
Long
EC
US
N
1
N
N
N
KEYCORP
RKPI3RZGV1V1FJTH5T61
KEYCORP COMMON STOCK
493267108
16888.00000000
NS
USD
341813.12000000
0.062981934004
Long
EC
US
N
1
N
N
N
PFIZER INC.
765LHXWGK1KXCLTFYQ30
PFIZER INC COMMON STOCK
717081103
97762.00000000
NS
USD
3830315.16000000
0.705767691492
Long
EC
US
N
1
N
N
N
KEMPER CORPORATION
549300FNI1JKTRY2PV09
KEMPER CORP COMMON STOCK
488401100
1000.00000000
NS
USD
77500.00000000
0.014280024960
Long
EC
US
N
1
N
N
N
Moderna Inc
549300EI6OKH5K5Q2G38
MODERNA INC COMMON STOCK
60770K107
3100.00000000
NS
USD
60636.00000000
0.011172691528
Long
EC
US
N
1
N
N
N
THE MOSAIC COMPANY
2YD5STGSJNMUB7H76907
MOSAIC CO/THE COMMON STOCK
61945C103
6500.00000000
NS
USD
140660.00000000
0.025917784656
Long
EC
US
N
1
N
N
N
NCR CORPORATION
549300YKTY8JX1DV2R67
NCR CORPORATION COMMON STOCK
62886E108
2323.00000000
NS
USD
81676.68000000
0.015049613278
Long
EC
US
N
1
N
N
N
AMERICAN TOWER CORPORATION
5493006ORUSIL88JOE18
AMERICAN TOWER CORP REIT
03027X100
7653.00000000
NS
USD
1758812.46000000
0.324075946184
Long
EC
US
N
1
N
N
N
DEVON ENERGY CORPORATION
54930042348RKR3ZPN35
DEVON ENERGY CORP COMMON STOCK
25179M103
7200.00000000
NS
USD
186984.00000000
0.034453370157
Long
EC
US
N
1
N
N
N
TCF FINANCIAL CORPORATION
549300UK6KFVK4A0D603
TCF FINANCIAL CORP COMMON STOCK
872307103
2417.00000000
NS
USD
113115.60000000
0.020842497953
Long
EC
US
N
1
N
N
N
NEW RELIC, INC.
549300AB8FY2HQILL804
NEW RELIC INC COMMON STOCK
64829B100
800.00000000
NS
USD
52568.00000000
0.009686094865
Long
EC
US
N
1
N
N
N
MCDONALD'S CORPORATION
UE2136O97NLB5BYP9H04
MCDONALD'S CORP COMMON STOCK
580135101
13226.00000000
NS
USD
2613589.86000000
0.481575850797
Long
EC
US
N
1
N
N
N
AMERCO
5493003WIDMLDHYC6Y24
AMERCO COMMON STOCK
023586100
210.00000000
NS
USD
78922.20000000
0.014542077237
Long
EC
US
N
1
N
N
N
RAYMOND JAMES FINANCIAL, INC.
RGUZHJ05YTITL6D76949
RAYMOND JAMES FINANCIAL INC COMMON STOCK
754730109
2170.00000000
NS
USD
194128.20000000
0.035769748922
Long
EC
US
N
1
N
N
N
REGENERON PHARMACEUTICALS, INC.
549300RCBFWIRX3HYQ56
REGENERON PHARMACEUTICALS COMMON STOCK
75886F107
1410.00000000
NS
USD
529426.80000000
0.097551327982
Long
EC
US
N
1
N
N
N
AVNET, INC.
XJI53DCPL7QABOWK4Z75
AVNET INC COMMON STOCK
053807103
1600.00000000
NS
USD
67904.00000000
0.012511881482
Long
EC
US
N
1
N
N
N
DIGITAL REALTY TRUST, INC.
549300HKCZ31D08NEI41
DIGITAL REALTY TRUST INC REIT
253868103
3664.00000000
NS
USD
438727.36000000
0.080839195504
Long
EC
US
N
1
N
N
N
AUTONATION, INC.
N/A
AUTONATION INC COMMON STOCK
05329W102
800.00000000
NS
USD
38904.00000000
0.007168388271
Long
EC
US
N
1
N
N
N
TESLA, INC.
54930043XZGB27CTOV49
TESLA INC COMMON STOCK
88160R101
2495.00000000
NS
USD
1043733.35000000
0.192316623095
Long
EC
US
N
1
N
N
N
GCI Liberty, Inc.
5493003JDENERRDYFN86
GCI LIBERTY INC - CLASS A COMMON STOCK
36164V305
1600.00000000
NS
USD
113360.00000000
0.020887530703
Long
EC
US
N
1
N
N
N
TWO HARBORS INVESTMENT CORP.
549300ZUIBT6KH4HU823
TWO HARBORS INVESTMENT CORP REIT
90187B408
4400.00000000
NS
USD
64328.00000000
0.011852973492
Long
EC
US
N
1
N
N
N
2019-12-31
SEI INSTITUTIONAL MANAGED TRUST
James Hoffmayer
James Hoffmayer
CFO
XXXX