0000862469-20-000003.txt : 20200806
0000862469-20-000003.hdr.sgml : 20200806
20200806141400
ACCESSION NUMBER: 0000862469-20-000003
CONFORMED SUBMISSION TYPE: 13F-HR
PUBLIC DOCUMENT COUNT: 2
CONFORMED PERIOD OF REPORT: 20200630
FILED AS OF DATE: 20200806
DATE AS OF CHANGE: 20200806
EFFECTIVENESS DATE: 20200806
FILER:
COMPANY DATA:
COMPANY CONFORMED NAME: NEW MEXICO EDUCATIONAL RETIREMENT BOARD
CENTRAL INDEX KEY: 0000862469
IRS NUMBER: 856000589
STATE OF INCORPORATION: NM
FISCAL YEAR END: 0630
FILING VALUES:
FORM TYPE: 13F-HR
SEC ACT: 1934 Act
SEC FILE NUMBER: 028-02695
FILM NUMBER: 201080965
BUSINESS ADDRESS:
STREET 1: P O BOX 26129
STREET 2: 701 CAMINO DE LOS MARQUEZ
CITY: SANTA FE
STATE: NM
ZIP: 87502
BUSINESS PHONE: 505-984-5055
MAIL ADDRESS:
STREET 1: P O BOX 26129
STREET 2: 701 CAMINO DE LOS MARQUEZ
CITY: SANTA FE
STATE: NM
ZIP: 87502
13F-HR
1
primary_doc.xml
13F-HR
LIVE
false
false
false
0000862469
XXXXXXXX
06-30-2020
06-30-2020
NEW MEXICO EDUCATIONAL RETIREMENT BOARD
P O BOX 26129
701 CAMINO DE LOS MARQUEZ
SANTA FE
NM
87502
13F HOLDINGS REPORT
028-02695
N
G Alan Myers
Accounting & Operations Manager
(505)476-1982
G Alan Myers
Santa Fe
NM
08-06-2020
0
905
2106761
false
INFORMATION TABLE
2
NMERB_13F_063020.xml
AFLAC INC
COM
001055102
1780
49406
SH
SOLE
49406
0
0
AGCO CORP
COM
001084102
826
14900
SH
SOLE
14900
0
0
AES CORP
COM
00130H105
648
44722
SH
SOLE
44722
0
0
AMC NETWORKS INC A
COM
00164V103
245
10464
SH
SOLE
10464
0
0
ASGN INC
COM
00191U102
840
12600
SH
SOLE
12600
0
0
AT T INC
COM
00206R102
14860
491562
SH
SOLE
491562
0
0
AARON S INC
COM
002535300
726
16000
SH
SOLE
16000
0
0
ABBOTT LABORATORIES
COM
002824100
10871
118902
SH
SOLE
118902
0
0
ABBVIE INC
COM
00287Y109
11650
118655
SH
SOLE
118655
0
0
ABIOMED INC
COM
003654100
737
3050
SH
SOLE
3050
0
0
ACADIA HEALTHCARE CO INC
COM
00404A109
530
21100
SH
SOLE
21100
0
0
ACI WORLDWIDE INC
COM
004498101
742
27500
SH
SOLE
27500
0
0
ACTIVISION BLIZZARD INC
COM
00507V109
3924
51700
SH
SOLE
51700
0
0
ACUITY BRANDS INC
COM
00508Y102
900
9400
SH
SOLE
9400
0
0
ADOBE INC
COM
00724F101
14199
32618
SH
SOLE
32618
0
0
ADTALEM GLOBAL EDUCATION INC
COM
00737L103
402
12900
SH
SOLE
12900
0
0
ADVANCE AUTO PARTS INC
COM
00751Y106
670
4700
SH
SOLE
4700
0
0
AECOM
COM
00766T100
1406
37413
SH
SOLE
37413
0
0
ADVANCED MICRO DEVICES
COM
007903107
4143
78750
SH
SOLE
78750
0
0
AFFILIATED MANAGERS GROUP
COM
008252108
872
11700
SH
SOLE
11700
0
0
AGILENT TECHNOLOGIES INC
COM
00846U101
1837
20793
SH
SOLE
20793
0
0
AIR PRODUCTS CHEMICALS INC
COM
009158106
3574
14800
SH
SOLE
14800
0
0
AKAMAI TECHNOLOGIES INC
COM
00971T101
1162
10848
SH
SOLE
10848
0
0
ALASKA AIR GROUP INC
COM
011659109
299
8250
SH
SOLE
8250
0
0
ALBEMARLE CORP
COM
012653101
548
7100
SH
SOLE
7100
0
0
ALEXANDRIA REAL ESTATE EQUIT
COM
015271109
1330
8200
SH
SOLE
8200
0
0
ALEXION PHARMACEUTICALS INC
COM
015351109
1667
14850
SH
SOLE
14850
0
0
ALIGN TECHNOLOGY INC
COM
016255101
1331
4850
SH
SOLE
4850
0
0
ALLEGHANY CORP
COM
017175100
1663
3400
SH
SOLE
3400
0
0
ALLEGHENY TECHNOLOGIES INC
COM
01741R102
306
30000
SH
SOLE
30000
0
0
ALLETE INC
COM
018522300
672
12300
SH
SOLE
12300
0
0
ALLIANCE DATA SYSTEMS CORP
COM
018581108
456
10100
SH
SOLE
10100
0
0
ALLIANT ENERGY CORP
COM
018802108
775
16200
SH
SOLE
16200
0
0
ALLSTATE CORP
COM
020002101
2118
21834
SH
SOLE
21834
0
0
ALPHABET INC CL C
COM
02079K107
28433
20114
SH
SOLE
20114
0
0
ALPHABET INC CL A
COM
02079K305
28618
20181
SH
SOLE
20181
0
0
ALTRIA GROUP INC
COM
02209S103
4934
125695
SH
SOLE
125695
0
0
AMAZON.COM INC
COM
023135106
78254
28365
SH
SOLE
28365
0
0
AMEDISYS INC
COM
023436108
1529
7700
SH
SOLE
7700
0
0
AMEREN CORPORATION
COM
023608102
1164
16546
SH
SOLE
16546
0
0
AMERICAN AIRLINES GROUP INC
COM
02376R102
342
26200
SH
SOLE
26200
0
0
AMERICAN CAMPUS COMMUNITIES
COM
024835100
1143
32700
SH
SOLE
32700
0
0
AMERICAN ELECTRIC POWER
COM
025537101
2647
33238
SH
SOLE
33238
0
0
AMERICAN EAGLE OUTFITTERS
COM
02553E106
412
37800
SH
SOLE
37800
0
0
AMERICAN EXPRESS CO
COM
025816109
4300
45163
SH
SOLE
45163
0
0
AMERICAN FINANCIAL GROUP INC
COM
025932104
1130
17800
SH
SOLE
17800
0
0
AMERICAN INTERNATIONAL GROUP
COM
026874784
1824
58505
SH
SOLE
58505
0
0
AMERICAN TOWER CORP
COM
03027X100
7696
29768
SH
SOLE
29768
0
0
AMERICAN WATER WORKS CO INC
COM
030420103
1570
12200
SH
SOLE
12200
0
0
AMERISOURCEBERGEN CORP
COM
03073E105
1017
10091
SH
SOLE
10091
0
0
AMERIPRISE FINANCIAL INC
COM
03076C106
1272
8481
SH
SOLE
8481
0
0
AMETEK INC
COM
031100100
1372
15350
SH
SOLE
15350
0
0
AMGEN INC
COM
031162100
9433
39995
SH
SOLE
39995
0
0
AMPHENOL CORP CL A
COM
032095101
1915
19990
SH
SOLE
19990
0
0
ANALOG DEVICES INC
COM
032654105
3034
24741
SH
SOLE
24741
0
0
ANSYS INC
COM
03662Q105
1677
5750
SH
SOLE
5750
0
0
ANTHEM INC
COM
036752103
4483
17046
SH
SOLE
17046
0
0
ANTERO MIDSTREAM CORP
COM
03676B102
361
70700
SH
SOLE
70700
0
0
APACHE CORP
COM
037411105
342
25349
SH
SOLE
25349
0
0
APARTMENT INVT MGMT CO A
COM
03748R754
376
9991
SH
SOLE
9991
0
0
APPLE INC
COM
037833100
100618
275816
SH
SOLE
275816
0
0
APPLIED MATERIALS INC
COM
038222105
3759
62186
SH
SOLE
62186
0
0
APTARGROUP INC
COM
038336103
1702
15200
SH
SOLE
15200
0
0
ARCHER DANIELS MIDLAND CO
COM
039483102
1494
37453
SH
SOLE
37453
0
0
ARISTA NETWORKS INC
COM
040413106
756
3600
SH
SOLE
3600
0
0
ARROW ELECTRONICS INC
COM
042735100
1333
19400
SH
SOLE
19400
0
0
ARROWHEAD PHARMACEUTICALS IN
COM
04280A100
1028
23800
SH
SOLE
23800
0
0
ASHLAND GLOBAL HOLDINGS INC
COM
044186104
988
14300
SH
SOLE
14300
0
0
ASSOCIATED BANC CORP
COM
045487105
518
37900
SH
SOLE
37900
0
0
ASSURANT INC
COM
04621X108
425
4111
SH
SOLE
4111
0
0
ATMOS ENERGY CORP
COM
049560105
797
8000
SH
SOLE
8000
0
0
AUTODESK INC
COM
052769106
3542
14807
SH
SOLE
14807
0
0
AUTOMATIC DATA PROCESSING
COM
053015103
4339
29143
SH
SOLE
29143
0
0
AUTONATION INC
COM
05329W102
526
14000
SH
SOLE
14000
0
0
AUTOZONE INC
COM
053332102
1759
1559
SH
SOLE
1559
0
0
AVALONBAY COMMUNITIES INC
COM
053484101
1458
9427
SH
SOLE
9427
0
0
AVANOS MEDICAL INC
COM
05350V106
335
11400
SH
SOLE
11400
0
0
AVERY DENNISON CORP
COM
053611109
636
5575
SH
SOLE
5575
0
0
AVIENT CORP
COM
05368V106
564
21500
SH
SOLE
21500
0
0
AVIS BUDGET GROUP INC
COM
053774105
309
13500
SH
SOLE
13500
0
0
AVNET INC
COM
053807103
669
24000
SH
SOLE
24000
0
0
AXON ENTERPRISE INC
COM
05464C101
1384
14100
SH
SOLE
14100
0
0
BJ S WHOLESALE CLUB HOLDINGS
COM
05550J101
1085
29100
SH
SOLE
29100
0
0
BAKER HUGHES CO
COM
05722G100
673
43742
SH
SOLE
43742
0
0
BALL CORP
COM
058498106
1527
21978
SH
SOLE
21978
0
0
BANCORPSOUTH BANK
COM
05971J102
521
22900
SH
SOLE
22900
0
0
BANK OF AMERICA CORP
COM
060505104
12938
544754
SH
SOLE
544754
0
0
BANK OF HAWAII CORP
COM
062540109
590
9600
SH
SOLE
9600
0
0
BANK OF NEW YORK MELLON CORP
COM
064058100
2182
56460
SH
SOLE
56460
0
0
BANK OZK
COM
06417N103
676
28800
SH
SOLE
28800
0
0
BAXTER INTERNATIONAL INC
COM
071813109
2958
34361
SH
SOLE
34361
0
0
BECTON DICKINSON AND CO
COM
075887109
4347
18166
SH
SOLE
18166
0
0
BELDEN INC
COM
077454106
299
9191
SH
SOLE
9191
0
0
WR BERKLEY CORP
COM
084423102
561
9800
SH
SOLE
9800
0
0
BERKSHIRE HATHAWAY INC CL B
COM
084670702
23502
131657
SH
SOLE
131657
0
0
BEST BUY CO INC
COM
086516101
1341
15371
SH
SOLE
15371
0
0
BIO RAD LABORATORIES A
COM
090572207
632
1400
SH
SOLE
1400
0
0
BIOGEN INC
COM
09062X103
3244
12124
SH
SOLE
12124
0
0
BIO TECHNE CORP
COM
09073M104
2396
9073
SH
SOLE
9073
0
0
BLACK HILLS CORP
COM
092113109
828
14606
SH
SOLE
14606
0
0
BLACKBAUD INC
COM
09227Q100
668
11700
SH
SOLE
11700
0
0
BLACKROCK INC
COM
09247X101
5598
10289
SH
SOLE
10289
0
0
H R BLOCK INC
COM
093671105
187
13090
SH
SOLE
13090
0
0
BOEING CO/THE
COM
097023105
6598
35995
SH
SOLE
35995
0
0
BOOKING HOLDINGS INC
COM
09857L108
4535
2848
SH
SOLE
2848
0
0
BORGWARNER INC
COM
099724106
489
13850
SH
SOLE
13850
0
0
BOSTON BEER COMPANY INC A
COM
100557107
1181
2200
SH
SOLE
2200
0
0
BOSTON PROPERTIES INC
COM
101121101
879
9723
SH
SOLE
9723
0
0
BOSTON SCIENTIFIC CORP
COM
101137107
3292
93762
SH
SOLE
93762
0
0
BOYD GAMING CORP
COM
103304101
399
19100
SH
SOLE
19100
0
0
BRIGHTHOUSE FINANCIAL INC
COM
10922N103
623
22400
SH
SOLE
22400
0
0
BRINK S CO/THE
COM
109696104
542
11900
SH
SOLE
11900
0
0
BRISTOL MYERS SQUIBB CO
COM
110122108
9275
157734
SH
SOLE
157734
0
0
BRISTOL MYERS SQUIBB CO
COM
110122157
195
54430
SH
SOLE
54430
0
0
BRIXMOR PROPERTY GROUP INC
COM
11120U105
909
70900
SH
SOLE
70900
0
0
BROADRIDGE FINANCIAL SOLUTIO
COM
11133T103
978
7750
SH
SOLE
7750
0
0
BROADCOM INC
COM
11135F101
8410
26646
SH
SOLE
26646
0
0
BROWN BROWN INC
COM
115236101
2268
55652
SH
SOLE
55652
0
0
BROWN FORMAN CORP CLASS B
COM
115637209
780
12250
SH
SOLE
12250
0
0
BRUNSWICK CORP
COM
117043109
1242
19400
SH
SOLE
19400
0
0
CBOE GLOBAL MARKETS INC
COM
12503M108
700
7500
SH
SOLE
7500
0
0
CBRE GROUP INC A
COM
12504L109
1017
22499
SH
SOLE
22499
0
0
CDK GLOBAL INC
COM
12508E101
1197
28900
SH
SOLE
28900
0
0
CDW CORP/DE
COM
12514G108
1121
9650
SH
SOLE
9650
0
0
CF INDUSTRIES HOLDINGS INC
COM
125269100
413
14680
SH
SOLE
14680
0
0
C.H. ROBINSON WORLDWIDE INC
COM
12541W209
718
9079
SH
SOLE
9079
0
0
CIGNA CORP
COM
125523100
4719
25147
SH
SOLE
25147
0
0
CIT GROUP INC
COM
125581801
468
22600
SH
SOLE
22600
0
0
CME GROUP INC
COM
12572Q105
3923
24135
SH
SOLE
24135
0
0
CMS ENERGY CORP
COM
125896100
1116
19110
SH
SOLE
19110
0
0
CNO FINANCIAL GROUP INC
COM
12621E103
561
36000
SH
SOLE
36000
0
0
CSX CORP
COM
126408103
3648
52306
SH
SOLE
52306
0
0
CNX RESOURCES CORP
COM
12653C108
384
44400
SH
SOLE
44400
0
0
CVS HEALTH CORP
COM
126650100
5690
87577
SH
SOLE
87577
0
0
CABLE ONE INC
COM
12685J105
2307
1300
SH
SOLE
1300
0
0
CABOT CORP
COM
127055101
504
13600
SH
SOLE
13600
0
0
CABOT OIL GAS CORP
COM
127097103
472
27492
SH
SOLE
27492
0
0
CABOT MICROELECTRONICS CORP
COM
12709P103
963
6900
SH
SOLE
6900
0
0
CACI INTERNATIONAL INC CL A
COM
127190304
1301
6000
SH
SOLE
6000
0
0
CADENCE DESIGN SYS INC
COM
127387108
1814
18900
SH
SOLE
18900
0
0
CAESARS HOLDINGS INC
COM
127686103
1612
132900
SH
SOLE
132900
0
0
CAESARS ENTERTAINMENT INC
COM
12769G100
625
15600
SH
SOLE
15600
0
0
CAMDEN PROPERTY TRUST
COM
133131102
2107
23100
SH
SOLE
23100
0
0
CAMPBELL SOUP CO
COM
134429109
566
11412
SH
SOLE
11412
0
0
CANTEL MEDICAL CORP
COM
138098108
394
8900
SH
SOLE
8900
0
0
CAPITAL ONE FINANCIAL CORP
COM
14040H105
1960
31317
SH
SOLE
31317
0
0
CARDINAL HEALTH INC
COM
14149Y108
1028
19704
SH
SOLE
19704
0
0
CARLISLE COS INC
COM
142339100
1616
13500
SH
SOLE
13500
0
0
CARMAX INC
COM
143130102
992
11080
SH
SOLE
11080
0
0
CARNIVAL CORP
COM
143658300
514
31317
SH
SOLE
31317
0
0
CARPENTER TECHNOLOGY
COM
144285103
277
11400
SH
SOLE
11400
0
0
CARRIER GLOBAL CORP
COM
14448C104
1214
54617
SH
SOLE
54617
0
0
CARTER S INC
COM
146229109
847
10500
SH
SOLE
10500
0
0
CASEY S GENERAL STORES INC
COM
147528103
1316
8800
SH
SOLE
8800
0
0
CATALENT INC
COM
148806102
2705
36900
SH
SOLE
36900
0
0
CATERPILLAR INC
COM
149123101
4706
37202
SH
SOLE
37202
0
0
CATHAY GENERAL BANCORP
COM
149150104
473
18000
SH
SOLE
18000
0
0
CELANESE CORP
COM
150870103
699
8100
SH
SOLE
8100
0
0
CENTENE CORP
COM
15135B101
2500
39332
SH
SOLE
39332
0
0
CENTERPOINT ENERGY INC
COM
15189T107
631
33797
SH
SOLE
33797
0
0
CENTURYLINK INC
COM
156700106
662
66027
SH
SOLE
66027
0
0
CERIDIAN HCM HOLDING INC
COM
15677J108
1902
24000
SH
SOLE
24000
0
0
CERNER CORP
COM
156782104
1452
21176
SH
SOLE
21176
0
0
CHAMPIONX CORP
COM
15872M104
432
44300
SH
SOLE
44300
0
0
CHARLES RIVER LABORATORIES
COM
159864107
2032
11657
SH
SOLE
11657
0
0
CHARTER COMMUNICATIONS INC A
COM
16119P108
5406
10600
SH
SOLE
10600
0
0
CHEMED CORP
COM
16359R103
1714
3800
SH
SOLE
3800
0
0
CHEMOURS CO/THE
COM
163851108
597
38900
SH
SOLE
38900
0
0
CHEVRON CORP
COM
166764100
11355
127256
SH
SOLE
127256
0
0
CHIPOTLE MEXICAN GRILL INC
COM
169656105
1829
1738
SH
SOLE
1738
0
0
CHOICE HOTELS INTL INC
COM
169905106
600
7600
SH
SOLE
7600
0
0
CHURCH DWIGHT CO INC
COM
171340102
1275
16500
SH
SOLE
16500
0
0
CHURCHILL DOWNS INC
COM
171484108
1118
8400
SH
SOLE
8400
0
0
CIENA CORP
COM
171779309
1993
36800
SH
SOLE
36800
0
0
CIMAREX ENERGY CO
COM
171798101
665
24200
SH
SOLE
24200
0
0
CINCINNATI FINANCIAL CORP
COM
172062101
652
10187
SH
SOLE
10187
0
0
CINEMARK HOLDINGS INC
COM
17243V102
293
25400
SH
SOLE
25400
0
0
CIRRUS LOGIC INC
COM
172755100
853
13800
SH
SOLE
13800
0
0
CISCO SYSTEMS INC
COM
17275R102
13315
285474
SH
SOLE
285474
0
0
CINTAS CORP
COM
172908105
1514
5684
SH
SOLE
5684
0
0
CITIGROUP INC
COM
172967424
7508
146926
SH
SOLE
146926
0
0
CITIZENS FINANCIAL GROUP
COM
174610105
740
29300
SH
SOLE
29300
0
0
CITRIX SYSTEMS INC
COM
177376100
1146
7745
SH
SOLE
7745
0
0
CLEAN HARBORS INC
COM
184496107
732
12200
SH
SOLE
12200
0
0
CLOROX COMPANY
COM
189054109
1859
8475
SH
SOLE
8475
0
0
COCA COLA CO/THE
COM
191216100
11591
259420
SH
SOLE
259420
0
0
COGNEX CORP
COM
192422103
2428
40656
SH
SOLE
40656
0
0
COGNIZANT TECH SOLUTIONS A
COM
192446102
2095
36878
SH
SOLE
36878
0
0
COHERENT INC
COM
192479103
760
5800
SH
SOLE
5800
0
0
COLFAX CORP
COM
194014106
555
19900
SH
SOLE
19900
0
0
COLGATE PALMOLIVE CO
COM
194162103
4222
57630
SH
SOLE
57630
0
0
COLUMBIA SPORTSWEAR CO
COM
198516106
556
6900
SH
SOLE
6900
0
0
COMCAST CORP CLASS A
COM
20030N101
11909
305516
SH
SOLE
305516
0
0
COMERICA INC
COM
200340107
368
9664
SH
SOLE
9664
0
0
COMMERCE BANCSHARES INC
COM
200525103
1471
24732
SH
SOLE
24732
0
0
COMMERCIAL METALS CO
COM
201723103
577
28300
SH
SOLE
28300
0
0
COMMVAULT SYSTEMS INC
COM
204166102
387
10000
SH
SOLE
10000
0
0
COMPASS MINERALS INTERNATION
COM
20451N101
395
8100
SH
SOLE
8100
0
0
CONAGRA BRANDS INC
COM
205887102
1152
32747
SH
SOLE
32747
0
0
CONCHO RESOURCES INC
COM
20605P101
695
13500
SH
SOLE
13500
0
0
CONOCOPHILLIPS
COM
20825C104
3101
73806
SH
SOLE
73806
0
0
CONSOLIDATED EDISON INC
COM
209115104
1611
22402
SH
SOLE
22402
0
0
CONSTELLATION BRANDS INC A
COM
21036P108
1963
11221
SH
SOLE
11221
0
0
COOPER COS INC/THE
COM
216648402
950
3350
SH
SOLE
3350
0
0
COPART INC
COM
217204106
1145
13750
SH
SOLE
13750
0
0
CORESITE REALTY CORP
COM
21870Q105
1090
9000
SH
SOLE
9000
0
0
CORELOGIC INC
COM
21871D103
1270
18900
SH
SOLE
18900
0
0
CORECIVIC INC
COM
21871N101
266
28400
SH
SOLE
28400
0
0
CORNING INC
COM
219350105
1339
51706
SH
SOLE
51706
0
0
CORPORATE OFFICE PROPERTIES
COM
22002T108
677
26700
SH
SOLE
26700
0
0
CORTEVA INC
COM
22052L104
1349
50347
SH
SOLE
50347
0
0
COSTCO WHOLESALE CORP
COM
22160K105
9025
29765
SH
SOLE
29765
0
0
COTY INC CL A
COM
222070203
89
19900
SH
SOLE
19900
0
0
COUSINS PROPERTIES INC
COM
222795502
1043
34975
SH
SOLE
34975
0
0
CRACKER BARREL OLD COUNTRY
COM
22410J106
632
5700
SH
SOLE
5700
0
0
CRANE CO
COM
224399105
724
12175
SH
SOLE
12175
0
0
CREE INC
COM
225447101
1521
25700
SH
SOLE
25700
0
0
CROWN CASTLE INTL CORP
COM
22822V101
4686
28000
SH
SOLE
28000
0
0
CULLEN/FROST BANKERS INC
COM
229899109
1016
13600
SH
SOLE
13600
0
0
CUMMINS INC
COM
231021106
1794
10354
SH
SOLE
10354
0
0
CURTISS WRIGHT CORP
COM
231561101
911
10200
SH
SOLE
10200
0
0
CYRUSONE INC
COM
23283R100
1964
27000
SH
SOLE
27000
0
0
DR HORTON INC
COM
23331A109
1252
22582
SH
SOLE
22582
0
0
DTE ENERGY COMPANY
COM
233331107
1386
12896
SH
SOLE
12896
0
0
DXC TECHNOLOGY CO
COM
23355L106
285
17246
SH
SOLE
17246
0
0
DANA INC
COM
235825205
418
34300
SH
SOLE
34300
0
0
DANAHER CORP W/D
COM
235851102
7610
43035
SH
SOLE
43035
0
0
DARDEN RESTAURANTS INC
COM
237194105
627
8276
SH
SOLE
8276
0
0
DARLING INGREDIENTS INC
COM
237266101
960
39000
SH
SOLE
39000
0
0
DAVITA INC
COM
23918K108
474
5986
SH
SOLE
5986
0
0
DECKERS OUTDOOR CORP
COM
243537107
1316
6700
SH
SOLE
6700
0
0
DEERE CO
COM
244199105
3332
21202
SH
SOLE
21202
0
0
DELTA AIR LINES INC
COM
247361702
1086
38700
SH
SOLE
38700
0
0
DELUXE CORP
COM
248019101
235
10000
SH
SOLE
10000
0
0
DENTSPLY SIRONA INC
COM
24906P109
661
14999
SH
SOLE
14999
0
0
DEVON ENERGY CORP
COM
25179M103
296
26085
SH
SOLE
26085
0
0
DEXCOM INC
COM
252131107
2473
6100
SH
SOLE
6100
0
0
DIAMONDBACK ENERGY INC
COM
25278X109
452
10800
SH
SOLE
10800
0
0
DICK S SPORTING GOODS INC
COM
253393102
623
15100
SH
SOLE
15100
0
0
DIGITAL REALTY TRUST INC
COM
253868103
2508
17650
SH
SOLE
17650
0
0
WALT DISNEY CO/THE
COM
254687106
13521
121255
SH
SOLE
121255
0
0
DISCOVER FINANCIAL SERVICES
COM
254709108
1057
21111
SH
SOLE
21111
0
0
DISCOVERY INC A
COM
25470F104
224
10600
SH
SOLE
10600
0
0
DISCOVERY INC C
COM
25470F302
435
22574
SH
SOLE
22574
0
0
DISH NETWORK CORP A
COM
25470M109
595
17250
SH
SOLE
17250
0
0
DOLLAR GENERAL CORP
COM
256677105
3267
17150
SH
SOLE
17150
0
0
DOLLAR TREE INC
COM
256746108
1479
15963
SH
SOLE
15963
0
0
DOMINION ENERGY INC
COM
25746U109
4495
55373
SH
SOLE
55373
0
0
DOMINO S PIZZA INC
COM
25754A201
961
2600
SH
SOLE
2600
0
0
DOMTAR CORP
COM
257559203
287
13600
SH
SOLE
13600
0
0
DONALDSON CO INC
COM
257651109
1400
30100
SH
SOLE
30100
0
0
DOUGLAS EMMETT INC
COM
25960P109
1205
39300
SH
SOLE
39300
0
0
DOVER CORP
COM
260003108
940
9733
SH
SOLE
9733
0
0
DOW INC
COM
260557103
2032
49864
SH
SOLE
49864
0
0
DUKE REALTY CORP
COM
264411505
874
24700
SH
SOLE
24700
0
0
DUKE ENERGY CORP
COM
26441C204
3919
49060
SH
SOLE
49060
0
0
DUNKIN BRANDS GROUP INC
COM
265504100
1285
19700
SH
SOLE
19700
0
0
DUPONT DE NEMOURS INC
COM
26614N102
2648
49847
SH
SOLE
49847
0
0
DYCOM INDUSTRIES INC
COM
267475101
307
7500
SH
SOLE
7500
0
0
EOG RESOURCES INC
COM
26875P101
1984
39158
SH
SOLE
39158
0
0
EQT CORP
COM
26884L109
725
60900
SH
SOLE
60900
0
0
EPR PROPERTIES
COM
26884U109
620
18700
SH
SOLE
18700
0
0
E TRADE FINANCIAL CORP
COM
269246401
754
15154
SH
SOLE
15154
0
0
EAGLE MATERIALS INC
COM
26969P108
699
9949
SH
SOLE
9949
0
0
EAST WEST BANCORP INC
COM
27579R104
1257
34693
SH
SOLE
34693
0
0
EASTGROUP PROPERTIES INC
COM
277276101
1079
9100
SH
SOLE
9100
0
0
EASTMAN CHEMICAL CO
COM
277432100
640
9186
SH
SOLE
9186
0
0
EATON VANCE CORP
COM
278265103
1038
26900
SH
SOLE
26900
0
0
EBAY INC
COM
278642103
2701
51498
SH
SOLE
51498
0
0
ECOLAB INC
COM
278865100
3358
16880
SH
SOLE
16880
0
0
EDGEWELL PERSONAL CARE CO
COM
28035Q102
402
12900
SH
SOLE
12900
0
0
EDISON INTERNATIONAL
COM
281020107
1312
24152
SH
SOLE
24152
0
0
EDWARDS LIFESCIENCES CORP
COM
28176E108
2905
42030
SH
SOLE
42030
0
0
ELECTRONIC ARTS INC
COM
285512109
2596
19663
SH
SOLE
19663
0
0
EMCOR GROUP INC
COM
29084Q100
886
13400
SH
SOLE
13400
0
0
EMERSON ELECTRIC CO
COM
291011104
2540
40950
SH
SOLE
40950
0
0
ENCOMPASS HEALTH CORP
COM
29261A100
1455
23489
SH
SOLE
23489
0
0
ENERGIZER HOLDINGS INC
COM
29272W109
727
15300
SH
SOLE
15300
0
0
ENERSYS
COM
29275Y102
650
10100
SH
SOLE
10100
0
0
ENPHASE ENERGY INC
COM
29355A107
894
18800
SH
SOLE
18800
0
0
ENTERGY CORP
COM
29364G103
1252
13349
SH
SOLE
13349
0
0
EQUIFAX INC
COM
294429105
1393
8105
SH
SOLE
8105
0
0
EQUINIX INC
COM
29444U700
4026
5732
SH
SOLE
5732
0
0
EQUITRANS MIDSTREAM CORP
COM
294600101
803
96600
SH
SOLE
96600
0
0
EQUITY RESIDENTIAL
COM
29476L107
1382
23488
SH
SOLE
23488
0
0
ESSENTIAL UTILITIES INC
COM
29670G102
2171
51400
SH
SOLE
51400
0
0
ESSEX PROPERTY TRUST INC
COM
297178105
1008
4400
SH
SOLE
4400
0
0
ETSY INC
COM
29786A106
2996
28200
SH
SOLE
28200
0
0
EVERCORE INC A
COM
29977A105
548
9300
SH
SOLE
9300
0
0
EVERGY INC
COM
30034W106
910
15350
SH
SOLE
15350
0
0
EVERSOURCE ENERGY
COM
30040W108
1817
21816
SH
SOLE
21816
0
0
EXELON CORP
COM
30161N101
2376
65459
SH
SOLE
65459
0
0
EXELIXIS INC
COM
30161Q104
1719
72400
SH
SOLE
72400
0
0
EXPEDIA GROUP INC
COM
30212P303
771
9378
SH
SOLE
9378
0
0
EXPEDITORS INTL WASH INC
COM
302130109
871
11450
SH
SOLE
11450
0
0
EXTRA SPACE STORAGE INC
COM
30225T102
804
8700
SH
SOLE
8700
0
0
EXXON MOBIL CORP
COM
30231G102
12733
284730
SH
SOLE
284730
0
0
FLIR SYSTEMS INC
COM
302445101
368
9067
SH
SOLE
9067
0
0
FMC CORP
COM
302491303
865
8682
SH
SOLE
8682
0
0
FNB CORP
COM
302520101
581
77400
SH
SOLE
77400
0
0
FTI CONSULTING INC
COM
302941109
1031
9000
SH
SOLE
9000
0
0
FACEBOOK INC CLASS A
COM
30303M102
36774
161950
SH
SOLE
161950
0
0
FACTSET RESEARCH SYSTEMS INC
COM
303075105
2956
9000
SH
SOLE
9000
0
0
FAIR ISAAC CORP
COM
303250104
2884
6900
SH
SOLE
6900
0
0
FASTENAL CO
COM
311900104
1655
38626
SH
SOLE
38626
0
0
FEDERAL REALTY INVS TRUST
COM
313747206
405
4750
SH
SOLE
4750
0
0
FEDERATED HERMES INC
COM
314211103
543
22900
SH
SOLE
22900
0
0
FEDEX CORP
COM
31428X106
2270
16186
SH
SOLE
16186
0
0
F5 NETWORKS INC
COM
315616102
577
4136
SH
SOLE
4136
0
0
FIDELITY NATIONAL INFO SERV
COM
31620M106
5540
41314
SH
SOLE
41314
0
0
FIFTH THIRD BANCORP
COM
316773100
921
47780
SH
SOLE
47780
0
0
FIRST AMERICAN FINANCIAL
COM
31847R102
1287
26800
SH
SOLE
26800
0
0
FIRST FINL BANKSHARES INC
COM
32020R109
936
32400
SH
SOLE
32400
0
0
FIRST HORIZON NATIONAL CORP
COM
320517105
739
74149
SH
SOLE
74149
0
0
FIRST INDUSTRIAL REALTY TR
COM
32054K103
1161
30200
SH
SOLE
30200
0
0
FIRST REPUBLIC BANK/CA
COM
33616C100
1198
11300
SH
SOLE
11300
0
0
FIRST SOLAR INC
COM
336433107
896
18100
SH
SOLE
18100
0
0
FIRSTCASH INC
COM
33767D105
688
10200
SH
SOLE
10200
0
0
FISERV INC
COM
337738108
3750
38416
SH
SOLE
38416
0
0
FIRSTENERGY CORP
COM
337932107
1409
36340
SH
SOLE
36340
0
0
FIVE BELOW
COM
33829M101
1422
13300
SH
SOLE
13300
0
0
FLEETCOR TECHNOLOGIES INC
COM
339041105
1459
5800
SH
SOLE
5800
0
0
FLUOR CORP
COM
343412102
403
33400
SH
SOLE
33400
0
0
FLOWERS FOODS INC
COM
343498101
1024
45800
SH
SOLE
45800
0
0
FLOWSERVE CORP
COM
34354P105
252
8850
SH
SOLE
8850
0
0
FOOT LOCKER INC
COM
344849104
744
25500
SH
SOLE
25500
0
0
FORD MOTOR CO
COM
345370860
1593
262005
SH
SOLE
262005
0
0
FORTINET INC
COM
34959E109
1311
9550
SH
SOLE
9550
0
0
FORTIVE CORP
COM
34959J108
1347
19911
SH
SOLE
19911
0
0
FORTUNE BRANDS HOME SECURI
COM
34964C106
601
9400
SH
SOLE
9400
0
0
FOX CORP CLASS A
COM
35137L105
640
23868
SH
SOLE
23868
0
0
FOX CORP CLASS B
COM
35137L204
292
10883
SH
SOLE
10883
0
0
FRANKLIN RESOURCES INC
COM
354613101
394
18773
SH
SOLE
18773
0
0
FREEPORT MCMORAN INC
COM
35671D857
1129
97580
SH
SOLE
97580
0
0
FULTON FINANCIAL CORP
COM
360271100
412
39100
SH
SOLE
39100
0
0
GATX CORP
COM
361448103
512
8400
SH
SOLE
8400
0
0
GEO GROUP INC/THE
COM
36162J106
342
28900
SH
SOLE
28900
0
0
ARTHUR J GALLAGHER CO
COM
363576109
1223
12550
SH
SOLE
12550
0
0
GAP INC/THE
COM
364760108
181
14329
SH
SOLE
14329
0
0
GARTNER INC
COM
366651107
734
6050
SH
SOLE
6050
0
0
GENERAC HOLDINGS INC
COM
368736104
1817
14900
SH
SOLE
14900
0
0
GENERAL DYNAMICS CORP
COM
369550108
2364
15814
SH
SOLE
15814
0
0
GENERAL ELECTRIC CO
COM
369604103
4013
587622
SH
SOLE
587622
0
0
GENERAL MILLS INC
COM
370334104
2510
40712
SH
SOLE
40712
0
0
GENERAL MOTORS CO
COM
37045V100
2140
84600
SH
SOLE
84600
0
0
GENTEX CORP
COM
371901109
1551
60200
SH
SOLE
60200
0
0
GENUINE PARTS CO
COM
372460105
854
9821
SH
SOLE
9821
0
0
GENWORTH FINANCIAL INC CL A
COM
37247D106
277
119900
SH
SOLE
119900
0
0
GILEAD SCIENCES INC
COM
375558103
6550
85126
SH
SOLE
85126
0
0
GLACIER BANCORP INC
COM
37637Q105
748
21200
SH
SOLE
21200
0
0
GLOBAL PAYMENTS INC
COM
37940X102
3434
20248
SH
SOLE
20248
0
0
GLOBUS MEDICAL INC A
COM
379577208
873
18300
SH
SOLE
18300
0
0
GLOBE LIFE INC
COM
37959E102
500
6733
SH
SOLE
6733
0
0
GOLDMAN SACHS GROUP INC
COM
38141G104
4247
21489
SH
SOLE
21489
0
0
GOODYEAR TIRE RUBBER CO
COM
382550101
496
55400
SH
SOLE
55400
0
0
GRACO INC
COM
384109104
1905
39700
SH
SOLE
39700
0
0
GRAHAM HOLDINGS CO CLASS B
COM
384637104
343
1000
SH
SOLE
1000
0
0
WW GRAINGER INC
COM
384802104
911
2900
SH
SOLE
2900
0
0
GRAND CANYON EDUCATION INC
COM
38526M106
1041
11500
SH
SOLE
11500
0
0
GREIF INC CL A
COM
397624107
217
6300
SH
SOLE
6300
0
0
GRUBHUB INC
COM
400110102
1533
21800
SH
SOLE
21800
0
0
HCA HEALTHCARE INC
COM
40412C101
1728
17800
SH
SOLE
17800
0
0
HNI CORP
COM
404251100
312
10200
SH
SOLE
10200
0
0
HP INC
COM
40434L105
1738
99708
SH
SOLE
99708
0
0
HAEMONETICS CORP/MASS
COM
405024100
1084
12100
SH
SOLE
12100
0
0
HAIN CELESTIAL GROUP INC
COM
405217100
602
19100
SH
SOLE
19100
0
0
HALLIBURTON CO
COM
406216101
767
59071
SH
SOLE
59071
0
0
HANCOCK WHITNEY CORP
COM
410120109
441
20800
SH
SOLE
20800
0
0
HANESBRANDS INC
COM
410345102
274
24300
SH
SOLE
24300
0
0
HANOVER INSURANCE GROUP INC/
COM
410867105
953
9400
SH
SOLE
9400
0
0
HARLEY DAVIDSON INC
COM
412822108
872
36700
SH
SOLE
36700
0
0
HARTFORD FINANCIAL SVCS GRP
COM
416515104
936
24291
SH
SOLE
24291
0
0
HASBRO INC
COM
418056107
645
8609
SH
SOLE
8609
0
0
HAWAIIAN ELECTRIC INDS
COM
419870100
938
26000
SH
SOLE
26000
0
0
HEALTHCARE SERVICES GROUP
COM
421906108
433
17700
SH
SOLE
17700
0
0
HEALTHCARE REALTY TRUST INC
COM
421946104
931
31800
SH
SOLE
31800
0
0
HEALTHEQUITY INC
COM
42226A107
992
16900
SH
SOLE
16900
0
0
HEALTHPEAK PROPERTIES INC
COM
42250P103
918
33327
SH
SOLE
33327
0
0
JACK HENRY ASSOCIATES INC
COM
426281101
948
5150
SH
SOLE
5150
0
0
HERSHEY CO/THE
COM
427866108
1293
9978
SH
SOLE
9978
0
0
HESS CORP
COM
42809H107
904
17453
SH
SOLE
17453
0
0
HEWLETT PACKARD ENTERPRISE
COM
42824C109
848
87108
SH
SOLE
87108
0
0
HEXCEL CORP
COM
428291108
904
20000
SH
SOLE
20000
0
0
HIGHWOODS PROPERTIES INC
COM
431284108
923
24735
SH
SOLE
24735
0
0
HILL ROM HOLDINGS INC
COM
431475102
1746
15904
SH
SOLE
15904
0
0
HILTON WORLDWIDE HOLDINGS IN
COM
43300A203
1396
19000
SH
SOLE
19000
0
0
HOLLYFRONTIER CORP
COM
436106108
291
9950
SH
SOLE
9950
0
0
HOLOGIC INC
COM
436440101
1029
18050
SH
SOLE
18050
0
0
HOME BANCSHARES INC
COM
436893200
569
37000
SH
SOLE
37000
0
0
HOME DEPOT INC
COM
437076102
18385
73392
SH
SOLE
73392
0
0
HONEYWELL INTERNATIONAL INC
COM
438516106
6953
48086
SH
SOLE
48086
0
0
HORMEL FOODS CORP
COM
440452100
905
18746
SH
SOLE
18746
0
0
HOST HOTELS RESORTS INC
COM
44107P104
520
48233
SH
SOLE
48233
0
0
HOWMET AEROSPACE INC
COM
443201108
414
26109
SH
SOLE
26109
0
0
HUBBELL INC
COM
443510607
1628
12987
SH
SOLE
12987
0
0
HUDSON PACIFIC PROPERTIES IN
COM
444097109
923
36700
SH
SOLE
36700
0
0
HUMANA INC
COM
444859102
3444
8882
SH
SOLE
8882
0
0
HUNT (JB) TRANSPRT SVCS INC
COM
445658107
686
5700
SH
SOLE
5700
0
0
HUNTINGTON BANCSHARES INC
COM
446150104
628
69476
SH
SOLE
69476
0
0
HUNTINGTON INGALLS INDUSTRIE
COM
446413106
476
2730
SH
SOLE
2730
0
0
ICU MEDICAL INC
COM
44930G107
848
4600
SH
SOLE
4600
0
0
IPG PHOTONICS CORP
COM
44980X109
377
2350
SH
SOLE
2350
0
0
ITT INC
COM
45073V108
1228
20900
SH
SOLE
20900
0
0
IDACORP INC
COM
451107106
1048
12000
SH
SOLE
12000
0
0
IDEX CORP
COM
45167R104
806
5100
SH
SOLE
5100
0
0
IDEXX LABORATORIES INC
COM
45168D104
1898
5750
SH
SOLE
5750
0
0
ILLINOIS TOOL WORKS
COM
452308109
3445
19700
SH
SOLE
19700
0
0
ILLUMINA INC
COM
452327109
3648
9850
SH
SOLE
9850
0
0
INCYTE CORP
COM
45337C102
1253
12050
SH
SOLE
12050
0
0
INGERSOLL RAND INC
COM
45687V106
655
23304
SH
SOLE
23304
0
0
INGEVITY CORP
COM
45688C107
526
10000
SH
SOLE
10000
0
0
INGREDION INC
COM
457187102
1320
15900
SH
SOLE
15900
0
0
INSPERITY INC
COM
45778Q107
583
9000
SH
SOLE
9000
0
0
INTEGRA LIFESCIENCES HOLDING
COM
457985208
799
17000
SH
SOLE
17000
0
0
INTEL CORP
COM
458140100
17510
292670
SH
SOLE
292670
0
0
INTERACTIVE BROKERS GRO CL A
COM
45841N107
763
18260
SH
SOLE
18260
0
0
INTERCONTINENTAL EXCHANGE IN
COM
45866F104
3432
37470
SH
SOLE
37470
0
0
INTERDIGITAL INC
COM
45867G101
419
7400
SH
SOLE
7400
0
0
INTERNATIONAL BANCSHARES CRP
COM
459044103
439
13700
SH
SOLE
13700
0
0
INTL BUSINESS MACHINES CORP
COM
459200101
7191
59547
SH
SOLE
59547
0
0
INTL FLAVORS FRAGRANCES
COM
459506101
879
7177
SH
SOLE
7177
0
0
INTERNATIONAL PAPER CO
COM
460146103
930
26402
SH
SOLE
26402
0
0
INTERPUBLIC GROUP OF COS INC
COM
460690100
448
26116
SH
SOLE
26116
0
0
INTUIT INC
COM
461202103
5177
17478
SH
SOLE
17478
0
0
INTUITIVE SURGICAL INC
COM
46120E602
4453
7814
SH
SOLE
7814
0
0
IQVIA HOLDINGS INC
COM
46266C105
1717
12100
SH
SOLE
12100
0
0
IRON MOUNTAIN INC
COM
46284V101
505
19340
SH
SOLE
19340
0
0
JBG SMITH PROPERTIES
COM
46590V100
831
28100
SH
SOLE
28100
0
0
JPMORGAN CHASE CO
COM
46625H100
19851
211050
SH
SOLE
211050
0
0
JABIL INC
COM
466313103
1062
33100
SH
SOLE
33100
0
0
JACK IN THE BOX INC
COM
466367109
415
5600
SH
SOLE
5600
0
0
JACOBS ENGINEERING GROUP INC
COM
469814107
771
9087
SH
SOLE
9087
0
0
JEFFERIES FINANCIAL GROUP IN
COM
47233W109
886
57000
SH
SOLE
57000
0
0
JETBLUE AIRWAYS CORP
COM
477143101
750
68800
SH
SOLE
68800
0
0
JOHNSON JOHNSON
COM
478160104
24905
177093
SH
SOLE
177093
0
0
JONES LANG LASALLE INC
COM
48020Q107
1273
12300
SH
SOLE
12300
0
0
J2 GLOBAL INC
COM
48123V102
695
11000
SH
SOLE
11000
0
0
JUNIPER NETWORKS INC
COM
48203R104
515
22530
SH
SOLE
22530
0
0
KAR AUCTION SERVICES INC
COM
48238T109
422
30700
SH
SOLE
30700
0
0
KBR INC
COM
48242W106
760
33700
SH
SOLE
33700
0
0
KLA CORP
COM
482480100
2058
10580
SH
SOLE
10580
0
0
KANSAS CITY SOUTHERN
COM
485170302
1000
6700
SH
SOLE
6700
0
0
KB HOME
COM
48666K109
626
20400
SH
SOLE
20400
0
0
KELLOGG CO
COM
487836108
1106
16740
SH
SOLE
16740
0
0
KEMPER CORP
COM
488401100
1081
14900
SH
SOLE
14900
0
0
KENNAMETAL INC
COM
489170100
566
19700
SH
SOLE
19700
0
0
KEYCORP
COM
493267108
807
66237
SH
SOLE
66237
0
0
KEYSIGHT TECHNOLOGIES IN
COM
49338L103
1275
12650
SH
SOLE
12650
0
0
KILROY REALTY CORP
COM
49427F108
1485
25300
SH
SOLE
25300
0
0
KIMBERLY CLARK CORP
COM
494368103
3264
23093
SH
SOLE
23093
0
0
KIMCO REALTY CORP
COM
49446R109
364
28368
SH
SOLE
28368
0
0
KINDER MORGAN INC
COM
49456B101
1988
131080
SH
SOLE
131080
0
0
KIRBY CORP
COM
497266106
765
14286
SH
SOLE
14286
0
0
KNIGHT SWIFT TRANSPORTATION
COM
499049104
1222
29300
SH
SOLE
29300
0
0
KOHLS CORP
COM
500255104
218
10501
SH
SOLE
10501
0
0
KRAFT HEINZ CO/THE
COM
500754106
1335
41875
SH
SOLE
41875
0
0
KROGER CO
COM
501044101
1827
53960
SH
SOLE
53960
0
0
L BRANDS INC
COM
501797104
234
15606
SH
SOLE
15606
0
0
LHC GROUP INC
COM
50187A107
1273
7300
SH
SOLE
7300
0
0
LKQ CORP
COM
501889208
541
20650
SH
SOLE
20650
0
0
L3HARRIS TECHNOLOGIES INC
COM
502431109
2525
14880
SH
SOLE
14880
0
0
LABORATORY CRP OF AMER HLDGS
COM
50540R409
1085
6529
SH
SOLE
6529
0
0
LAM RESEARCH CORP
COM
512807108
3168
9793
SH
SOLE
9793
0
0
LAMAR ADVERTISING CO A
COM
512816109
1369
20500
SH
SOLE
20500
0
0
LAMB WESTON HOLDINGS INC
COM
513272104
626
9790
SH
SOLE
9790
0
0
LANCASTER COLONY CORP
COM
513847103
728
4700
SH
SOLE
4700
0
0
LANDSTAR SYSTEM INC
COM
515098101
1056
9400
SH
SOLE
9400
0
0
LAS VEGAS SANDS CORP
COM
517834107
1036
22750
SH
SOLE
22750
0
0
ESTEE LAUDER COMPANIES CL A
COM
518439104
2835
15024
SH
SOLE
15024
0
0
LEAR CORP
COM
521865204
1428
13100
SH
SOLE
13100
0
0
LEGGETT PLATT INC
COM
524660107
313
8901
SH
SOLE
8901
0
0
LEGG MASON INC
COM
524901105
965
19400
SH
SOLE
19400
0
0
LEIDOS HOLDINGS INC
COM
525327102
843
9000
SH
SOLE
9000
0
0
LENDINGTREE INC
COM
52603B107
521
1800
SH
SOLE
1800
0
0
LENNAR CORP A
COM
526057104
1162
18860
SH
SOLE
18860
0
0
LENNOX INTERNATIONAL INC
COM
526107107
1957
8400
SH
SOLE
8400
0
0
LIGAND PHARMACEUTICALS
COM
53220K504
436
3900
SH
SOLE
3900
0
0
LIFE STORAGE INC
COM
53223X107
1054
11100
SH
SOLE
11100
0
0
ELI LILLY CO
COM
532457108
9327
56808
SH
SOLE
56808
0
0
LINCOLN ELECTRIC HOLDINGS
COM
533900106
1230
14600
SH
SOLE
14600
0
0
LINCOLN NATIONAL CORP
COM
534187109
492
13363
SH
SOLE
13363
0
0
LITTELFUSE INC
COM
537008104
990
5800
SH
SOLE
5800
0
0
LIVE NATION ENTERTAINMENT IN
COM
538034109
421
9500
SH
SOLE
9500
0
0
LIVERAMP HOLDINGS INC
COM
53815P108
683
16092
SH
SOLE
16092
0
0
LOCKHEED MARTIN CORP
COM
539830109
6093
16697
SH
SOLE
16697
0
0
LOEWS CORP
COM
540424108
590
17195
SH
SOLE
17195
0
0
LOGMEIN INC
COM
54142L109
983
11600
SH
SOLE
11600
0
0
LOUISIANA PACIFIC CORP
COM
546347105
718
28000
SH
SOLE
28000
0
0
LOWE S COS INC
COM
548661107
6969
51577
SH
SOLE
51577
0
0
LUMENTUM HOLDINGS INC
COM
55024U109
1498
18400
SH
SOLE
18400
0
0
M T BANK CORP
COM
55261F104
924
8890
SH
SOLE
8890
0
0
MDU RESOURCES GROUP INC
COM
552690109
1058
47700
SH
SOLE
47700
0
0
MGM RESORTS INTERNATIONAL
COM
552953101
582
34650
SH
SOLE
34650
0
0
MKS INSTRUMENTS INC
COM
55306N104
1472
13000
SH
SOLE
13000
0
0
MSA SAFETY INC
COM
553498106
973
8500
SH
SOLE
8500
0
0
MSC INDUSTRIAL DIRECT CO A
COM
553530106
779
10700
SH
SOLE
10700
0
0
MSCI INC
COM
55354G100
1903
5700
SH
SOLE
5700
0
0
MACERICH CO/THE
COM
554382101
247
27552
SH
SOLE
27552
0
0
MACK CALI REALTY CORP
COM
554489104
330
21600
SH
SOLE
21600
0
0
MANHATTAN ASSOCIATES INC
COM
562750109
1432
15200
SH
SOLE
15200
0
0
MANPOWERGROUP INC
COM
56418H100
963
14000
SH
SOLE
14000
0
0
MARATHON OIL CORP
COM
565849106
329
53821
SH
SOLE
53821
0
0
MARATHON PETROLEUM CORP
COM
56585A102
1635
43729
SH
SOLE
43729
0
0
MARKETAXESS HOLDINGS INC
COM
57060D108
1277
2550
SH
SOLE
2550
0
0
MARRIOTT VACATIONS WORLD
COM
57164Y107
732
8900
SH
SOLE
8900
0
0
MARSH MCLENNAN COS
COM
571748102
3644
33941
SH
SOLE
33941
0
0
MARRIOTT INTERNATIONAL CL A
COM
571903202
1566
18261
SH
SOLE
18261
0
0
MARTIN MARIETTA MATERIALS
COM
573284106
878
4250
SH
SOLE
4250
0
0
MASCO CORP
COM
574599106
960
19121
SH
SOLE
19121
0
0
MASIMO CORP
COM
574795100
2667
11700
SH
SOLE
11700
0
0
MASTEC INC
COM
576323109
646
14400
SH
SOLE
14400
0
0
MASTERCARD INC A
COM
57636Q104
17656
59710
SH
SOLE
59710
0
0
MATTEL INC
COM
577081102
799
82600
SH
SOLE
82600
0
0
MAXIM INTEGRATED PRODUCTS
COM
57772K101
1106
18250
SH
SOLE
18250
0
0
MAXIMUS INC
COM
577933104
1071
15200
SH
SOLE
15200
0
0
MCCORMICK CO NON VTG SHRS
COM
579780206
1483
8266
SH
SOLE
8266
0
0
MCDONALD S CORP
COM
580135101
9356
50719
SH
SOLE
50719
0
0
MCKESSON CORP W/D
COM
58155Q103
1665
10852
SH
SOLE
10852
0
0
MEDICAL PROPERTIES TRUST INC
COM
58463J304
2316
123200
SH
SOLE
123200
0
0
MEDNAX INC
COM
58502B106
344
20100
SH
SOLE
20100
0
0
MERCK CO. INC.
COM
58933Y105
13246
171286
SH
SOLE
171286
0
0
MERCURY SYSTEMS INC
COM
589378108
1038
13200
SH
SOLE
13200
0
0
MERCURY GENERAL CORP
COM
589400100
265
6500
SH
SOLE
6500
0
0
METLIFE INC
COM
59156R108
1920
52587
SH
SOLE
52587
0
0
METTLER TOLEDO INTERNATIONAL
COM
592688105
1329
1650
SH
SOLE
1650
0
0
MICROSOFT CORP
COM
594918104
104471
513347
SH
SOLE
513347
0
0
MICROCHIP TECHNOLOGY INC
COM
595017104
1690
16050
SH
SOLE
16050
0
0
MICRON TECHNOLOGY INC
COM
595112103
3837
74475
SH
SOLE
74475
0
0
MID AMERICA APARTMENT COMM
COM
59522J103
883
7700
SH
SOLE
7700
0
0
MIDDLEBY CORP
COM
596278101
1050
13300
SH
SOLE
13300
0
0
HERMAN MILLER INC
COM
600544100
333
14100
SH
SOLE
14100
0
0
MINERALS TECHNOLOGIES INC
COM
603158106
390
8300
SH
SOLE
8300
0
0
MOHAWK INDUSTRIES INC
COM
608190104
407
4000
SH
SOLE
4000
0
0
MOLINA HEALTHCARE INC
COM
60855R100
2515
14130
SH
SOLE
14130
0
0
MOLSON COORS BEVERAGE CO B
COM
60871R209
434
12632
SH
SOLE
12632
0
0
MONDELEZ INTERNATIONAL INC A
COM
609207105
4956
96926
SH
SOLE
96926
0
0
MONOLITHIC POWER SYSTEMS INC
COM
609839105
2275
9600
SH
SOLE
9600
0
0
MONSTER BEVERAGE CORP
COM
61174X109
1782
25700
SH
SOLE
25700
0
0
MOODY S CORP
COM
615369105
2992
10892
SH
SOLE
10892
0
0
MORGAN STANLEY
COM
617446448
3784
78345
SH
SOLE
78345
0
0
MOSAIC CO/THE
COM
61945C103
295
23550
SH
SOLE
23550
0
0
MOTOROLA SOLUTIONS INC
COM
620076307
1612
11503
SH
SOLE
11503
0
0
MURPHY OIL CORP
COM
626717102
491
35600
SH
SOLE
35600
0
0
MURPHY USA INC
COM
626755102
777
6900
SH
SOLE
6900
0
0
NCR CORPORATION
COM
62886E108
527
30400
SH
SOLE
30400
0
0
NRG ENERGY INC
COM
629377508
551
16912
SH
SOLE
16912
0
0
NVR INC
COM
62944T105
815
250
SH
SOLE
250
0
0
NASDAQ INC
COM
631103108
923
7728
SH
SOLE
7728
0
0
NATIONAL FUEL GAS CO
COM
636180101
864
20600
SH
SOLE
20600
0
0
NATIONAL INSTRUMENTS CORP
COM
636518102
1088
28100
SH
SOLE
28100
0
0
NATIONAL OILWELL VARCO INC
COM
637071101
319
26009
SH
SOLE
26009
0
0
NATIONAL RETAIL PROPERTIES
COM
637417106
1451
40900
SH
SOLE
40900
0
0
NAVIENT CORP
COM
63938C108
285
40500
SH
SOLE
40500
0
0
NEKTAR THERAPEUTICS
COM
640268108
970
41900
SH
SOLE
41900
0
0
NETAPP INC
COM
64110D104
683
15401
SH
SOLE
15401
0
0
NETFLIX INC
COM
64110L106
13433
29521
SH
SOLE
29521
0
0
NETSCOUT SYSTEMS INC
COM
64115T104
401
15700
SH
SOLE
15700
0
0
NEW JERSEY RESOURCES CORP
COM
646025106
741
22700
SH
SOLE
22700
0
0
NEW YORK COMMUNITY BANCORP
COM
649445103
1135
111300
SH
SOLE
111300
0
0
NEW YORK TIMES CO A
COM
650111107
1437
34199
SH
SOLE
34199
0
0
NEWELL BRANDS INC
COM
651229106
407
25640
SH
SOLE
25640
0
0
NEWMARKET CORP
COM
651587107
721
1800
SH
SOLE
1800
0
0
NEWMONT CORP
COM
651639106
3407
55180
SH
SOLE
55180
0
0
NEWS CORP CLASS A
COM
65249B109
310
26101
SH
SOLE
26101
0
0
NEWS CORP CLASS B
COM
65249B208
97
8150
SH
SOLE
8150
0
0
NEXTERA ENERGY INC
COM
65339F101
7892
32858
SH
SOLE
32858
0
0
NIKE INC CL B
COM
654106103
8221
83848
SH
SOLE
83848
0
0
NISOURCE INC
COM
65473P105
571
25100
SH
SOLE
25100
0
0
NOBLE ENERGY INC
COM
655044105
288
32134
SH
SOLE
32134
0
0
NORDSON CORP
COM
655663102
2314
12200
SH
SOLE
12200
0
0
NORDSTROM INC
COM
655664100
401
25900
SH
SOLE
25900
0
0
NORFOLK SOUTHERN CORP
COM
655844108
3086
17576
SH
SOLE
17576
0
0
NORTHERN TRUST CORP
COM
665859104
1128
14211
SH
SOLE
14211
0
0
NORTHROP GRUMMAN CORP
COM
666807102
3235
10522
SH
SOLE
10522
0
0
NORTHWESTERN CORP
COM
668074305
654
12000
SH
SOLE
12000
0
0
NORTONLIFELOCK INC
COM
668771108
765
38597
SH
SOLE
38597
0
0
NU SKIN ENTERPRISES INC A
COM
67018T105
505
13200
SH
SOLE
13200
0
0
NUCOR CORP
COM
670346105
845
20409
SH
SOLE
20409
0
0
NVIDIA CORP
COM
67066G104
15626
41132
SH
SOLE
41132
0
0
NUVASIVE INC
COM
670704105
690
12400
SH
SOLE
12400
0
0
OGE ENERGY CORP
COM
670837103
1448
47700
SH
SOLE
47700
0
0
O I GLASS INC
COM
67098H104
333
37100
SH
SOLE
37100
0
0
O REILLY AUTOMOTIVE INC
COM
67103H107
2146
5090
SH
SOLE
5090
0
0
OCCIDENTAL PETROLEUM CORP
COM
674599105
1101
60159
SH
SOLE
60159
0
0
OLD DOMINION FREIGHT LINE
COM
679580100
1098
6475
SH
SOLE
6475
0
0
OLD REPUBLIC INTL CORP
COM
680223104
1109
68000
SH
SOLE
68000
0
0
OLIN CORP
COM
680665205
437
38000
SH
SOLE
38000
0
0
OLLIE S BARGAIN OUTLET HOLDI
COM
681116109
1269
13000
SH
SOLE
13000
0
0
OMNICOM GROUP
COM
681919106
799
14634
SH
SOLE
14634
0
0
OMEGA HEALTHCARE INVESTORS
COM
681936100
1546
52000
SH
SOLE
52000
0
0
ONE GAS INC
COM
68235P108
971
12600
SH
SOLE
12600
0
0
ONEOK INC
COM
682680103
924
27810
SH
SOLE
27810
0
0
ORACLE CORP
COM
68389X105
8058
145790
SH
SOLE
145790
0
0
OSHKOSH CORP
COM
688239201
1160
16200
SH
SOLE
16200
0
0
OTIS WORLDWIDE CORP
COM
68902V107
1553
27308
SH
SOLE
27308
0
0
OWENS CORNING
COM
690742101
1444
25900
SH
SOLE
25900
0
0
PBF ENERGY INC CLASS A
COM
69318G106
249
24300
SH
SOLE
24300
0
0
PNC FINANCIAL SERVICES GROUP
COM
693475105
3104
29499
SH
SOLE
29499
0
0
PNM RESOURCES INC
COM
69349H107
730
19000
SH
SOLE
19000
0
0
PPG INDUSTRIES INC
COM
693506107
1688
15918
SH
SOLE
15918
0
0
PPL CORP
COM
69351T106
1335
51673
SH
SOLE
51673
0
0
PRA HEALTH SCIENCES INC
COM
69354M108
1469
15100
SH
SOLE
15100
0
0
PS BUSINESS PARKS INC/CA
COM
69360J107
636
4800
SH
SOLE
4800
0
0
PVH CORP
COM
693656100
240
5000
SH
SOLE
5000
0
0
PTC INC
COM
69370C100
1929
24800
SH
SOLE
24800
0
0
PACCAR INC
COM
693718108
1740
23253
SH
SOLE
23253
0
0
PACKAGING CORP OF AMERICA
COM
695156109
639
6400
SH
SOLE
6400
0
0
PACWEST BANCORP
COM
695263103
562
28500
SH
SOLE
28500
0
0
PAPA JOHN S INTL INC
COM
698813102
413
5200
SH
SOLE
5200
0
0
PARK HOTELS RESORTS INC
COM
700517105
564
57000
SH
SOLE
57000
0
0
PARKER HANNIFIN CORP
COM
701094104
1578
8610
SH
SOLE
8610
0
0
PATTERSON COS INC
COM
703395103
451
20500
SH
SOLE
20500
0
0
PAYCHEX INC
COM
704326107
1625
21448
SH
SOLE
21448
0
0
PAYCOM SOFTWARE INC
COM
70432V102
1038
3350
SH
SOLE
3350
0
0
PAYLOCITY HOLDING CORP
COM
70438V106
1240
8500
SH
SOLE
8500
0
0
PAYPAL HOLDINGS INC
COM
70450Y103
13764
78998
SH
SOLE
78998
0
0
PEBBLEBROOK HOTEL TRUST
COM
70509V100
424
31067
SH
SOLE
31067
0
0
PENN NATIONAL GAMING INC
COM
707569109
913
29900
SH
SOLE
29900
0
0
PENUMBRA INC
COM
70975L107
1359
7600
SH
SOLE
7600
0
0
PEOPLE S UNITED FINANCIAL
COM
712704105
346
29888
SH
SOLE
29888
0
0
PEPSICO INC
COM
713448108
12404
93785
SH
SOLE
93785
0
0
PERKINELMER INC
COM
714046109
737
7516
SH
SOLE
7516
0
0
PERSPECTA INC
COM
715347100
760
32700
SH
SOLE
32700
0
0
PFIZER INC
COM
717081103
12177
372400
SH
SOLE
372400
0
0
PHILIP MORRIS INTERNATIONAL
COM
718172109
7336
104711
SH
SOLE
104711
0
0
PHILLIPS 66
COM
718546104
2152
29928
SH
SOLE
29928
0
0
PHYSICIANS REALTY TRUST
COM
71943U104
820
46800
SH
SOLE
46800
0
0
PILGRIM S PRIDE CORP
COM
72147K108
211
12500
SH
SOLE
12500
0
0
PINNACLE FINANCIAL PARTNERS
COM
72346Q104
718
17100
SH
SOLE
17100
0
0
PINNACLE WEST CAPITAL
COM
723484101
554
7560
SH
SOLE
7560
0
0
PIONEER NATURAL RESOURCES CO
COM
723787107
1086
11117
SH
SOLE
11117
0
0
POLARIS INC
COM
731068102
1268
13700
SH
SOLE
13700
0
0
POOL CORP
COM
73278L105
2583
9500
SH
SOLE
9500
0
0
POST HOLDINGS INC
COM
737446104
1384
15800
SH
SOLE
15800
0
0
POTLATCHDELTIC CORP
COM
737630103
610
16052
SH
SOLE
16052
0
0
PRESTIGE CONSUMER HEALTHCARE
COM
74112D101
451
12000
SH
SOLE
12000
0
0
T ROWE PRICE GROUP INC
COM
74144T108
1937
15687
SH
SOLE
15687
0
0
PRIMERICA INC
COM
74164M108
1143
9800
SH
SOLE
9800
0
0
PRINCIPAL FINANCIAL GROUP
COM
74251V102
721
17354
SH
SOLE
17354
0
0
PROCTER GAMBLE CO/THE
COM
742718109
20060
167768
SH
SOLE
167768
0
0
PROGRESSIVE CORP
COM
743315103
3154
39375
SH
SOLE
39375
0
0
PROLOGIS INC
COM
74340W103
4636
49670
SH
SOLE
49670
0
0
PROSPERITY BANCSHARES INC
COM
743606105
1336
22500
SH
SOLE
22500
0
0
PRUDENTIAL FINANCIAL INC
COM
744320102
1646
27031
SH
SOLE
27031
0
0
PUBLIC SERVICE ENTERPRISE GP
COM
744573106
1671
33999
SH
SOLE
33999
0
0
PUBLIC STORAGE
COM
74460D109
1931
10065
SH
SOLE
10065
0
0
PULTEGROUP INC
COM
745867101
583
17138
SH
SOLE
17138
0
0
QORVO INC
COM
74736K101
868
7850
SH
SOLE
7850
0
0
QUALCOMM INC
COM
747525103
7010
76857
SH
SOLE
76857
0
0
QUALYS INC
COM
74758T303
832
8000
SH
SOLE
8000
0
0
QUANTA SERVICES INC
COM
74762E102
374
9532
SH
SOLE
9532
0
0
QUEST DIAGNOSTICS INC
COM
74834L100
1037
9103
SH
SOLE
9103
0
0
QUIDEL CORP
COM
74838J101
2036
9100
SH
SOLE
9100
0
0
RLI CORP
COM
749607107
780
9500
SH
SOLE
9500
0
0
RH
COM
74967X103
979
3934
SH
SOLE
3934
0
0
RPM INTERNATIONAL INC
COM
749685103
2319
30900
SH
SOLE
30900
0
0
RALPH LAUREN CORP
COM
751212101
244
3364
SH
SOLE
3364
0
0
RAYMOND JAMES FINANCIAL INC
COM
754730109
575
8350
SH
SOLE
8350
0
0
RAYONIER INC
COM
754907103
764
30800
SH
SOLE
30800
0
0
RAYTHEON TECHNOLOGIES CORP
COM
75513E101
6087
98776
SH
SOLE
98776
0
0
REALTY INCOME CORP
COM
756109104
1374
23100
SH
SOLE
23100
0
0
REGAL BELOIT CORP
COM
758750103
856
9800
SH
SOLE
9800
0
0
REGENCY CENTERS CORP
COM
758849103
516
11250
SH
SOLE
11250
0
0
REGENERON PHARMACEUTICALS
COM
75886F107
4241
6800
SH
SOLE
6800
0
0
REGIONS FINANCIAL CORP
COM
7591EP100
721
64863
SH
SOLE
64863
0
0
REINSURANCE GROUP OF AMERICA
COM
759351604
1279
16300
SH
SOLE
16300
0
0
RELIANCE STEEL ALUMINUM
COM
759509102
1507
15875
SH
SOLE
15875
0
0
REPLIGEN CORP
COM
759916109
1384
11200
SH
SOLE
11200
0
0
REPUBLIC SERVICES INC
COM
760759100
1165
14195
SH
SOLE
14195
0
0
RESMED INC
COM
761152107
1853
9650
SH
SOLE
9650
0
0
ROBERT HALF INTL INC
COM
770323103
420
7953
SH
SOLE
7953
0
0
ROCKWELL AUTOMATION INC
COM
773903109
1656
7776
SH
SOLE
7776
0
0
ROLLINS INC
COM
775711104
401
9450
SH
SOLE
9450
0
0
ROPER TECHNOLOGIES INC
COM
776696106
2734
7041
SH
SOLE
7041
0
0
ROSS STORES INC
COM
778296103
2079
24390
SH
SOLE
24390
0
0
ROYAL GOLD INC
COM
780287108
1939
15600
SH
SOLE
15600
0
0
RYDER SYSTEM INC
COM
783549108
476
12700
SH
SOLE
12700
0
0
S P GLOBAL INC
COM
78409V104
5429
16476
SH
SOLE
16476
0
0
SBA COMMUNICATIONS CORP
COM
78410G104
2264
7600
SH
SOLE
7600
0
0
SEI INVESTMENTS COMPANY
COM
784117103
1655
30100
SH
SOLE
30100
0
0
SL GREEN REALTY CORP
COM
78440X101
271
5500
SH
SOLE
5500
0
0
SLM CORP
COM
78442P106
707
100500
SH
SOLE
100500
0
0
SVB FINANCIAL GROUP
COM
78486Q101
744
3450
SH
SOLE
3450
0
0
SABRA HEALTH CARE REIT INC
COM
78573L106
706
48900
SH
SOLE
48900
0
0
SABRE CORP
COM
78573M104
526
65200
SH
SOLE
65200
0
0
SALESFORCE.COM INC
COM
79466L302
11181
59686
SH
SOLE
59686
0
0
SALLY BEAUTY HOLDINGS INC
COM
79546E104
347
27700
SH
SOLE
27700
0
0
SANDERSON FARMS INC
COM
800013104
545
4700
SH
SOLE
4700
0
0
HENRY SCHEIN INC
COM
806407102
575
9850
SH
SOLE
9850
0
0
SCHLUMBERGER LTD
COM
806857108
1713
93151
SH
SOLE
93151
0
0
SCHWAB (CHARLES) CORP
COM
808513105
2594
76887
SH
SOLE
76887
0
0
SCIENCE APPLICATIONS INTE
COM
808625107
909
11700
SH
SOLE
11700
0
0
SCIENTIFIC GAMES CORP
COM
80874P109
199
12865
SH
SOLE
12865
0
0
SCOTTS MIRACLE GRO CO
COM
810186106
1264
9400
SH
SOLE
9400
0
0
SEALED AIR CORP
COM
81211K100
340
10360
SH
SOLE
10360
0
0
SELECTIVE INSURANCE GROUP
COM
816300107
744
14100
SH
SOLE
14100
0
0
SEMTECH CORP
COM
816850101
825
15800
SH
SOLE
15800
0
0
SEMPRA ENERGY
COM
816851109
2226
18991
SH
SOLE
18991
0
0
SENSIENT TECHNOLOGIES CORP
COM
81725T100
527
10100
SH
SOLE
10100
0
0
SERVICE CORP INTERNATIONAL
COM
817565104
1692
43500
SH
SOLE
43500
0
0
SERVICE PROPERTIES TRUST
COM
81761L102
278
39200
SH
SOLE
39200
0
0
SERVICENOW INC
COM
81762P102
5124
12650
SH
SOLE
12650
0
0
SHERWIN WILLIAMS CO/THE
COM
824348106
3190
5521
SH
SOLE
5521
0
0
SIGNATURE BANK
COM
82669G104
1379
12900
SH
SOLE
12900
0
0
SILICON LABORATORIES INC
COM
826919102
1033
10300
SH
SOLE
10300
0
0
SILGAN HOLDINGS INC
COM
827048109
599
18500
SH
SOLE
18500
0
0
SIMON PROPERTY GROUP INC
COM
828806109
1415
20695
SH
SOLE
20695
0
0
SIX FLAGS ENTERTAINMENT CORP
COM
83001A102
359
18700
SH
SOLE
18700
0
0
SKECHERS USA INC CL A
COM
830566105
1001
31900
SH
SOLE
31900
0
0
SKYWORKS SOLUTIONS INC
COM
83088M102
1464
11450
SH
SOLE
11450
0
0
SMITH (A.O.) CORP
COM
831865209
436
9250
SH
SOLE
9250
0
0
JM SMUCKER CO/THE
COM
832696405
817
7722
SH
SOLE
7722
0
0
SNAP ON INC
COM
833034101
512
3696
SH
SOLE
3696
0
0
SOLAREDGE TECHNOLOGIES INC
COM
83417M104
1610
11600
SH
SOLE
11600
0
0
SONOCO PRODUCTS CO
COM
835495102
1245
23800
SH
SOLE
23800
0
0
SOUTHERN CO/THE
COM
842587107
3660
70587
SH
SOLE
70587
0
0
SOUTHWEST AIRLINES CO
COM
844741108
1090
31904
SH
SOLE
31904
0
0
SOUTHWEST GAS HOLDINGS INC
COM
844895102
898
13000
SH
SOLE
13000
0
0
SPIRE INC
COM
84857L101
795
12100
SH
SOLE
12100
0
0
SPIRIT REALTY CAPITAL INC
COM
84860W300
830
23800
SH
SOLE
23800
0
0
SPROUTS FARMERS MARKET INC
COM
85208M102
719
28100
SH
SOLE
28100
0
0
STANLEY BLACK DECKER INC
COM
854502101
1421
10193
SH
SOLE
10193
0
0
STARBUCKS CORP
COM
855244109
5850
79498
SH
SOLE
79498
0
0
STATE STREET CORP
COM
857477103
1552
24428
SH
SOLE
24428
0
0
STEEL DYNAMICS INC
COM
858119100
1338
51300
SH
SOLE
51300
0
0
STERICYCLE INC
COM
858912108
1215
21700
SH
SOLE
21700
0
0
STERLING BANCORP/DE
COM
85917A100
564
48100
SH
SOLE
48100
0
0
STIFEL FINANCIAL CORP
COM
860630102
773
16300
SH
SOLE
16300
0
0
STORE CAPITAL CORP
COM
862121100
1219
51200
SH
SOLE
51200
0
0
STRATEGIC EDUCATION INC
COM
86272C103
814
5300
SH
SOLE
5300
0
0
STRYKER CORP
COM
863667101
3912
21709
SH
SOLE
21709
0
0
SYNAPTICS INC
COM
87157D109
481
8000
SH
SOLE
8000
0
0
SYNOPSYS INC
COM
871607107
1979
10150
SH
SOLE
10150
0
0
SYNOVUS FINANCIAL CORP
COM
87161C501
716
34900
SH
SOLE
34900
0
0
SYNNEX CORP
COM
87162W100
1162
9702
SH
SOLE
9702
0
0
SYNCHRONY FINANCIAL
COM
87165B103
842
37999
SH
SOLE
37999
0
0
SYNEOS HEALTH INC
COM
87166B102
862
14800
SH
SOLE
14800
0
0
SYSCO CORP
COM
871829107
1875
34294
SH
SOLE
34294
0
0
TCF FINANCIAL CORP
COM
872307103
1075
36530
SH
SOLE
36530
0
0
TJX COMPANIES INC
COM
872540109
4125
81580
SH
SOLE
81580
0
0
T MOBILE US INC
COM
872590104
2671
25650
SH
SOLE
25650
0
0
T MOBILE US INC
COM
872590112
4
25650
SH
SOLE
25650
0
0
TRI POINTE GROUP INC
COM
87265H109
488
33200
SH
SOLE
33200
0
0
TAKE TWO INTERACTIVE SOFTWRE
COM
874054109
1068
7650
SH
SOLE
7650
0
0
TAPESTRY INC
COM
876030107
246
18548
SH
SOLE
18548
0
0
TARGET CORP
COM
87612E106
4092
34116
SH
SOLE
34116
0
0
TAUBMAN CENTERS INC
COM
876664103
551
14600
SH
SOLE
14600
0
0
TAYLOR MORRISON HOME CORP
COM
87724P106
608
31500
SH
SOLE
31500
0
0
TEGNA INC
COM
87901J105
575
51634
SH
SOLE
51634
0
0
TELEDYNE TECHNOLOGIES INC
COM
879360105
777
2500
SH
SOLE
2500
0
0
TELEFLEX INC
COM
879369106
1128
3100
SH
SOLE
3100
0
0
TELEPHONE AND DATA SYSTEMS
COM
879433829
463
23300
SH
SOLE
23300
0
0
TEMPUR SEALY INTERNATIONAL I
COM
88023U101
779
10831
SH
SOLE
10831
0
0
TENET HEALTHCARE CORP
COM
88033G407
447
24700
SH
SOLE
24700
0
0
TERADATA CORP
COM
88076W103
557
26800
SH
SOLE
26800
0
0
TERADYNE INC
COM
880770102
3372
39900
SH
SOLE
39900
0
0
TEREX CORP
COM
880779103
293
15600
SH
SOLE
15600
0
0
TETRA TECH INC
COM
88162G103
1029
13000
SH
SOLE
13000
0
0
TEXAS CAPITAL BANCSHARES INC
COM
88224Q107
370
12000
SH
SOLE
12000
0
0
TEXAS INSTRUMENTS INC
COM
882508104
7981
62854
SH
SOLE
62854
0
0
TEXAS ROADHOUSE INC
COM
882681109
815
15500
SH
SOLE
15500
0
0
TEXTRON INC
COM
883203101
505
15357
SH
SOLE
15357
0
0
THERMO FISHER SCIENTIFIC INC
COM
883556102
9769
26962
SH
SOLE
26962
0
0
THOR INDUSTRIES INC
COM
885160101
1396
13100
SH
SOLE
13100
0
0
3M CO
COM
88579Y101
6036
38694
SH
SOLE
38694
0
0
TIFFANY CO
COM
886547108
880
7214
SH
SOLE
7214
0
0
TIMKEN CO
COM
887389104
736
16177
SH
SOLE
16177
0
0
TOLL BROTHERS INC
COM
889478103
935
28700
SH
SOLE
28700
0
0
TOOTSIE ROLL INDS
COM
890516107
139
4068
SH
SOLE
4068
0
0
TORO CO
COM
891092108
1685
25400
SH
SOLE
25400
0
0
TRACTOR SUPPLY COMPANY
COM
892356106
1054
8000
SH
SOLE
8000
0
0
TRANSDIGM GROUP INC
COM
893641100
1503
3400
SH
SOLE
3400
0
0
TRAVELERS COS INC/THE
COM
89417E109
1982
17378
SH
SOLE
17378
0
0
TREEHOUSE FOODS INC
COM
89469A104
587
13400
SH
SOLE
13400
0
0
TREX COMPANY INC
COM
89531P105
1808
13900
SH
SOLE
13900
0
0
TRIMBLE INC
COM
896239100
2563
59354
SH
SOLE
59354
0
0
TRINITY INDUSTRIES INC
COM
896522109
498
23400
SH
SOLE
23400
0
0
TRIPADVISOR INC
COM
896945201
476
25028
SH
SOLE
25028
0
0
TRUIST FINANCIAL CORP
COM
89832Q109
3390
90288
SH
SOLE
90288
0
0
TRUSTMARK CORP
COM
898402102
375
15300
SH
SOLE
15300
0
0
TWITTER INC
COM
90184L102
1557
52250
SH
SOLE
52250
0
0
II VI INC
COM
902104108
982
20800
SH
SOLE
20800
0
0
TYLER TECHNOLOGIES INC
COM
902252105
937
2700
SH
SOLE
2700
0
0
TYSON FOODS INC CL A
COM
902494103
1186
19865
SH
SOLE
19865
0
0
UDR INC
COM
902653104
736
19700
SH
SOLE
19700
0
0
UGI CORP
COM
902681105
1584
49800
SH
SOLE
49800
0
0
UMB FINANCIAL CORP
COM
902788108
531
10300
SH
SOLE
10300
0
0
US BANCORP
COM
902973304
3522
95661
SH
SOLE
95661
0
0
ULTA BEAUTY INC
COM
90384S303
773
3800
SH
SOLE
3800
0
0
UMPQUA HOLDINGS CORP
COM
904214103
558
52400
SH
SOLE
52400
0
0
UNDER ARMOUR INC CLASS A
COM
904311107
123
12650
SH
SOLE
12650
0
0
UNDER ARMOUR INC CLASS C
COM
904311206
116
13091
SH
SOLE
13091
0
0
UNION PACIFIC CORP
COM
907818108
7894
46688
SH
SOLE
46688
0
0
UNITED BANKSHARES INC
COM
909907107
833
30100
SH
SOLE
30100
0
0
UNITED AIRLINES HOLDINGS INC
COM
910047109
505
14600
SH
SOLE
14600
0
0
UNITED PARCEL SERVICE CL B
COM
911312106
5243
47162
SH
SOLE
47162
0
0
UNITED RENTALS INC
COM
911363109
760
5100
SH
SOLE
5100
0
0
UNITED STATES STEEL CORP
COM
912909108
292
40500
SH
SOLE
40500
0
0
UNITED THERAPEUTICS CORP
COM
91307C102
1271
10500
SH
SOLE
10500
0
0
UNITEDHEALTH GROUP INC
COM
91324P102
18794
63720
SH
SOLE
63720
0
0
UNIVAR SOLUTIONS INC
COM
91336L107
560
33200
SH
SOLE
33200
0
0
UNIVERSAL DISPLAY CORP
COM
91347P105
1511
10100
SH
SOLE
10100
0
0
UNIVERSAL HEALTH SERVICES B
COM
913903100
506
5450
SH
SOLE
5450
0
0
UNUM GROUP
COM
91529Y106
230
13862
SH
SOLE
13862
0
0
URBAN OUTFITTERS INC
COM
917047102
256
16835
SH
SOLE
16835
0
0
URBAN EDGE PROPERTIES
COM
91704F104
325
27400
SH
SOLE
27400
0
0
VF CORP
COM
918204108
1345
22076
SH
SOLE
22076
0
0
VALERO ENERGY CORP
COM
91913Y100
1624
27616
SH
SOLE
27616
0
0
VALLEY NATIONAL BANCORP
COM
919794107
730
93300
SH
SOLE
93300
0
0
VALMONT INDUSTRIES
COM
920253101
579
5100
SH
SOLE
5100
0
0
VALVOLINE INC
COM
92047W101
867
44838
SH
SOLE
44838
0
0
VARIAN MEDICAL SYSTEMS INC
COM
92220P105
747
6097
SH
SOLE
6097
0
0
VENTAS INC
COM
92276F100
920
25126
SH
SOLE
25126
0
0
VERISIGN INC
COM
92343E102
1434
6933
SH
SOLE
6933
0
0
VERIZON COMMUNICATIONS INC
COM
92343V104
15341
278271
SH
SOLE
278271
0
0
VERISK ANALYTICS INC
COM
92345Y106
1872
11000
SH
SOLE
11000
0
0
VERTEX PHARMACEUTICALS INC
COM
92532F100
5022
17300
SH
SOLE
17300
0
0
VIASAT INC
COM
92552V100
526
13700
SH
SOLE
13700
0
0
VIACOMCBS INC CLASS B
COM
92556H206
849
36399
SH
SOLE
36399
0
0
VISA INC CLASS A SHARES
COM
92826C839
22260
115234
SH
SOLE
115234
0
0
VISHAY INTERTECHNOLOGY INC
COM
928298108
481
31514
SH
SOLE
31514
0
0
VISTEON CORP
COM
92839U206
459
6700
SH
SOLE
6700
0
0
VORNADO REALTY TRUST
COM
929042109
406
10622
SH
SOLE
10622
0
0
VULCAN MATERIALS CO
COM
929160109
1033
8919
SH
SOLE
8919
0
0
WEC ENERGY GROUP INC
COM
92939U106
1863
21253
SH
SOLE
21253
0
0
WABTEC CORP
COM
929740108
708
12296
SH
SOLE
12296
0
0
WALMART INC
COM
931142103
11438
95493
SH
SOLE
95493
0
0
WALGREENS BOOTS ALLIANCE INC
COM
931427108
2139
50465
SH
SOLE
50465
0
0
WASHINGTON FEDERAL INC
COM
938824109
502
18700
SH
SOLE
18700
0
0
WASTE MANAGEMENT INC
COM
94106L109
2782
26266
SH
SOLE
26266
0
0
WATERS CORP
COM
941848103
783
4340
SH
SOLE
4340
0
0
WATSCO INC
COM
942622200
1386
7800
SH
SOLE
7800
0
0
WEBSTER FINANCIAL CORP
COM
947890109
628
21948
SH
SOLE
21948
0
0
WEINGARTEN REALTY INVESTORS
COM
948741103
545
28800
SH
SOLE
28800
0
0
WELLS FARGO CO
COM
949746101
6631
259016
SH
SOLE
259016
0
0
WELLTOWER INC
COM
95040Q104
1415
27348
SH
SOLE
27348
0
0
WENDY S CO/THE
COM
95058W100
954
43800
SH
SOLE
43800
0
0
WERNER ENTERPRISES INC
COM
950755108
592
13600
SH
SOLE
13600
0
0
WEST PHARMACEUTICAL SERVICES
COM
955306105
1136
5000
SH
SOLE
5000
0
0
WESTERN DIGITAL CORP
COM
958102105
884
20014
SH
SOLE
20014
0
0
WESTERN UNION CO
COM
959802109
609
28190
SH
SOLE
28190
0
0
WESTROCK CO
COM
96145D105
491
17385
SH
SOLE
17385
0
0
WEX INC
COM
96208T104
1700
10300
SH
SOLE
10300
0
0
WEYERHAEUSER CO
COM
962166104
1126
50119
SH
SOLE
50119
0
0
WHIRLPOOL CORP
COM
963320106
550
4244
SH
SOLE
4244
0
0
WILEY (JOHN) SONS CLASS A
COM
968223206
406
10400
SH
SOLE
10400
0
0
WILLIAMS COS INC
COM
969457100
1551
81528
SH
SOLE
81528
0
0
WILLIAMS SONOMA INC
COM
969904101
1517
18500
SH
SOLE
18500
0
0
WINTRUST FINANCIAL CORP
COM
97650W108
593
13600
SH
SOLE
13600
0
0
WOODWARD INC
COM
980745103
1039
13400
SH
SOLE
13400
0
0
WORLD FUEL SERVICES CORP
COM
981475106
402
15600
SH
SOLE
15600
0
0
WORLD WRESTLING ENTERTAIN A
COM
98156Q108
491
11300
SH
SOLE
11300
0
0
WORTHINGTON INDUSTRIES
COM
981811102
328
8800
SH
SOLE
8800
0
0
WPX ENERGY INC
COM
98212B103
633
99200
SH
SOLE
99200
0
0
WW INTERNATIONAL INC
COM
98262P101
282
11100
SH
SOLE
11100
0
0
WYNDHAM DESTINATIONS INC
COM
98310W108
609
21600
SH
SOLE
21600
0
0
WYNDHAM HOTELS RESORTS INC
COM
98311A105
967
22700
SH
SOLE
22700
0
0
WYNN RESORTS LTD
COM
983134107
487
6544
SH
SOLE
6544
0
0
XPO LOGISTICS INC
COM
983793100
1700
22000
SH
SOLE
22000
0
0
XCEL ENERGY INC
COM
98389B100
2205
35278
SH
SOLE
35278
0
0
XILINX INC
COM
983919101
1667
16945
SH
SOLE
16945
0
0
XYLEM INC
COM
98419M100
786
12105
SH
SOLE
12105
0
0
XEROX HOLDINGS CORP
COM
98421M106
191
12515
SH
SOLE
12515
0
0
YELP INC
COM
985817105
352
15200
SH
SOLE
15200
0
0
YUM BRANDS INC
COM
988498101
1771
20372
SH
SOLE
20372
0
0
ZEBRA TECHNOLOGIES CORP CL A
COM
989207105
934
3650
SH
SOLE
3650
0
0
ZIMMER BIOMET HOLDINGS INC
COM
98956P102
1650
13822
SH
SOLE
13822
0
0
ZIONS BANCORP NA
COM
989701107
390
11472
SH
SOLE
11472
0
0
ZOETIS INC
COM
98978V103
4396
32075
SH
SOLE
32075
0
0
ADIENT PLC
COM
G0084W101
340
20700
SH
SOLE
20700
0
0
ALLEGION PLC
COM
G0176J109
642
6282
SH
SOLE
6282
0
0
AMCOR PLC
COM
G0250X107
1113
109050
SH
SOLE
109050
0
0
AON PLC CLASS A
COM
G0403H108
3032
15745
SH
SOLE
15745
0
0
ACCENTURE PLC CL A
COM
G1151C101
9179
42750
SH
SOLE
42750
0
0
DELPHI TECHNOLOGIES PLC
COM
G2709G107
291
20500
SH
SOLE
20500
0
0
EATON CORP PLC
COM
G29183103
2437
27860
SH
SOLE
27860
0
0
ESSENT GROUP LTD
COM
G3198U102
958
26400
SH
SOLE
26400
0
0
EVEREST RE GROUP LTD
COM
G3223R108
557
2700
SH
SOLE
2700
0
0
HELEN OF TROY LTD
COM
G4388N106
1131
6000
SH
SOLE
6000
0
0
JANUS HENDERSON GROUP PLC
COM
G4474Y214
785
37088
SH
SOLE
37088
0
0
IHS MARKIT LTD
COM
G47567105
2035
26950
SH
SOLE
26950
0
0
INVESCO LTD
COM
G491BT108
269
25014
SH
SOLE
25014
0
0
JOHNSON CONTROLS INTERNATION
COM
G51502105
1772
51913
SH
SOLE
51913
0
0
LINDE PLC
COM
G5494J103
7665
36136
SH
SOLE
36136
0
0
LIVANOVA PLC
COM
G5509L101
553
11500
SH
SOLE
11500
0
0
MEDTRONIC PLC
COM
G5960L103
8270
90187
SH
SOLE
90187
0
0
APTIV PLC
COM
G6095L109
1340
17200
SH
SOLE
17200
0
0
NIELSEN HOLDINGS PLC
COM
G6518L108
355
23900
SH
SOLE
23900
0
0
NORWEGIAN CRUISE LINE HOLDIN
COM
G66721104
235
14300
SH
SOLE
14300
0
0
NVENT ELECTRIC PLC
COM
G6700G107
695
37100
SH
SOLE
37100
0
0
RENAISSANCERE HOLDINGS LTD
COM
G7496G103
2009
11747
SH
SOLE
11747
0
0
SEAGATE TECHNOLOGY
COM
G7945M107
753
15550
SH
SOLE
15550
0
0
PENTAIR PLC
COM
G7S00T104
430
11314
SH
SOLE
11314
0
0
STERIS PLC
COM
G8473T100
882
5750
SH
SOLE
5750
0
0
TECHNIPFMC PLC
COM
G87110105
194
28323
SH
SOLE
28323
0
0
TRANE TECHNOLOGIES PLC
COM
G8994E103
1437
16148
SH
SOLE
16148
0
0
WILLIS TOWERS WATSON PLC
COM
G96629103
1713
8700
SH
SOLE
8700
0
0
PERRIGO CO PLC
COM
G97822103
508
9200
SH
SOLE
9200
0
0
CHUBB LTD
COM
H1467J104
3867
30537
SH
SOLE
30537
0
0
GARMIN LTD
COM
H2906T109
951
9750
SH
SOLE
9750
0
0
TE CONNECTIVITY LTD
COM
H84989104
1839
22550
SH
SOLE
22550
0
0
TRANSOCEAN LTD
COM
H8817H100
251
137000
SH
SOLE
137000
0
0
LYONDELLBASELL INDU CL A
COM
N53745100
1134
17250
SH
SOLE
17250
0
0
MYLAN NV
COM
N59465109
559
34749
SH
SOLE
34749
0
0
ROYAL CARIBBEAN CRUISES LTD
COM
V7780T103
581
11550
SH
SOLE
11550
0
0