0000862469-18-000006.txt : 20180801 0000862469-18-000006.hdr.sgml : 20180801 20180801124932 ACCESSION NUMBER: 0000862469-18-000006 CONFORMED SUBMISSION TYPE: 13F-HR PUBLIC DOCUMENT COUNT: 2 CONFORMED PERIOD OF REPORT: 20180630 FILED AS OF DATE: 20180801 DATE AS OF CHANGE: 20180801 EFFECTIVENESS DATE: 20180801 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: 18983901 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 06-30-2018 06-30-2018 NEW MEXICO EDUCATIONAL RETIREMENT BOARD
P O BOX 26129 701 CAMINO DE LOS MARQUEZ SANTA FE NM 87502
13F HOLDINGS REPORT 028-02695 N
Debbie ODell Investment Operations Manager 505-946-1982 Debbie ODell Santa Fe NM 08-01-2018 0 906 2546103 false
INFORMATION TABLE 2 NMERB_13F_063018.xml AFLAC INC COM 001055102 3089 71806 SH SOLE 71806 0 0 AES CORP COM 00130H105 844 62972 SH SOLE 62972 0 0 AT T INC COM 00206R102 21529 670462 SH SOLE 670462 0 0 ABBOTT LABORATORIES COM 002824100 9786 160452 SH SOLE 160452 0 0 ABBVIE INC COM 00287Y109 12984 140142 SH SOLE 140142 0 0 ABIOMED INC COM 003654100 1595 3900 SH SOLE 3900 0 0 ACTIVISION BLIZZARD INC COM 00507V109 5335 69900 SH SOLE 69900 0 0 ADOBE SYSTEMS INC COM 00724F101 11049 45318 SH SOLE 45318 0 0 ADVANCE AUTO PARTS INC COM 00751Y106 950 7000 SH SOLE 7000 0 0 ADVANCED MICRO DEVICES COM 007903107 1172 78200 SH SOLE 78200 0 0 AETNA INC COM 00817Y108 5523 30100 SH SOLE 30100 0 0 AFFILIATED MANAGERS GROUP COM 008252108 743 5000 SH SOLE 5000 0 0 AGILENT TECHNOLOGIES INC COM 00846U101 1842 29793 SH SOLE 29793 0 0 AIR PRODUCTS CHEMICALS INC COM 009158106 3138 20150 SH SOLE 20150 0 0 AKAMAI TECHNOLOGIES INC COM 00971T101 1146 15648 SH SOLE 15648 0 0 ALASKA AIR GROUP INC COM 011659109 682 11300 SH SOLE 11300 0 0 ALBEMARLE CORP COM 012653101 990 10500 SH SOLE 10500 0 0 ALEXANDRIA REAL ESTATE EQUIT COM 015271109 1173 9300 SH SOLE 9300 0 0 ALEXION PHARMACEUTICALS INC COM 015351109 2533 20400 SH SOLE 20400 0 0 ALIGN TECHNOLOGY INC COM 016255101 2258 6600 SH SOLE 6600 0 0 ALLIANCE DATA SYSTEMS CORP COM 018581108 1026 4400 SH SOLE 4400 0 0 ALLIANT ENERGY CORP COM 018802108 931 22000 SH SOLE 22000 0 0 ALLSTATE CORP COM 020002101 2983 32684 SH SOLE 32684 0 0 ALPHABET INC CL C COM 02079K107 31310 28064 SH SOLE 28064 0 0 ALPHABET INC CL A COM 02079K305 31031 27481 SH SOLE 27481 0 0 ALTRIA GROUP INC COM 02209S103 9949 175195 SH SOLE 175195 0 0 AMAZON.COM INC COM 023135106 63003 37065 SH SOLE 37065 0 0 AMEREN CORPORATION COM 023608102 1360 22346 SH SOLE 22346 0 0 AMERICAN AIRLINES GROUP INC COM 02376R102 1473 38800 SH SOLE 38800 0 0 AMERICAN ELECTRIC POWER COM 025537101 3140 45338 SH SOLE 45338 0 0 AMERICAN EXPRESS CO COM 025816109 6508 66413 SH SOLE 66413 0 0 AMERICAN INTERNATIONAL GROUP COM 026874784 4396 82905 SH SOLE 82905 0 0 AMERICAN TOWER CORP COM 03027X100 5863 40668 SH SOLE 40668 0 0 AMERICAN WATER WORKS CO INC COM 030420103 1409 16500 SH SOLE 16500 0 0 AMERISOURCEBERGEN CORP COM 03073E105 1274 14941 SH SOLE 14941 0 0 AMERIPRISE FINANCIAL INC COM 03076C106 1893 13531 SH SOLE 13531 0 0 AMETEK INC COM 031100100 1537 21300 SH SOLE 21300 0 0 AMGEN INC COM 031162100 11379 61645 SH SOLE 61645 0 0 AMPHENOL CORP CL A COM 032095101 2452 28140 SH SOLE 28140 0 0 ANADARKO PETROLEUM CORP COM 032511107 3698 50488 SH SOLE 50488 0 0 ANALOG DEVICES INC COM 032654105 3270 34091 SH SOLE 34091 0 0 ANDEAVOR COM 03349M105 1717 13092 SH SOLE 13092 0 0 ANSYS INC COM 03662Q105 1341 7700 SH SOLE 7700 0 0 ANTHEM INC COM 036752103 5617 23596 SH SOLE 23596 0 0 APACHE CORP COM 037411105 1646 35199 SH SOLE 35199 0 0 APARTMENT INVT MGMT CO A COM 03748R101 640 15135 SH SOLE 15135 0 0 APPLE INC COM 037833100 84126 454466 SH SOLE 454466 0 0 APPLIED MATERIALS INC COM 038222105 4475 96886 SH SOLE 96886 0 0 ARCHER DANIELS MIDLAND CO COM 039483102 2365 51603 SH SOLE 51603 0 0 ARCONIC INC COM 03965L100 687 40359 SH SOLE 40359 0 0 ASSURANT INC COM 04621X108 529 5111 SH SOLE 5111 0 0 AUTODESK INC COM 052769106 2669 20357 SH SOLE 20357 0 0 AUTOMATIC DATA PROCESSING COM 053015103 5479 40843 SH SOLE 40843 0 0 AUTOZONE INC COM 053332102 1683 2509 SH SOLE 2509 0 0 AVALONBAY COMMUNITIES INC COM 053484101 2188 12727 SH SOLE 12727 0 0 AVERY DENNISON CORP COM 053611109 855 8375 SH SOLE 8375 0 0 BB T CORP COM 054937107 3615 71666 SH SOLE 71666 0 0 BAKER HUGHES A GE CO COM 05722G100 1288 38992 SH SOLE 38992 0 0 BALL CORP COM 058498106 1146 32228 SH SOLE 32228 0 0 BANK OF AMERICA CORP COM 060505104 24865 882054 SH SOLE 882054 0 0 BANK OF NEW YORK MELLON CORP COM 064058100 5019 93060 SH SOLE 93060 0 0 BAXTER INTERNATIONAL INC COM 071813109 3386 45861 SH SOLE 45861 0 0 BECTON DICKINSON AND CO COM 075887109 5873 24516 SH SOLE 24516 0 0 BERKSHIRE HATHAWAY INC CL B COM 084670702 33113 177407 SH SOLE 177407 0 0 BEST BUY CO INC COM 086516101 1747 23421 SH SOLE 23421 0 0 BIOGEN INC COM 09062X103 5652 19474 SH SOLE 19474 0 0 BLACKROCK INC COM 09247X101 5709 11439 SH SOLE 11439 0 0 H R BLOCK INC COM 093671105 454 19940 SH SOLE 19940 0 0 BOEING CO/THE COM 097023105 17109 50995 SH SOLE 50995 0 0 BOOKING HOLDINGS INC COM 09857L108 9016 4448 SH SOLE 4448 0 0 BORGWARNER INC COM 099724106 786 18200 SH SOLE 18200 0 0 BOSTON PROPERTIES INC COM 101121101 1784 14223 SH SOLE 14223 0 0 BOSTON SCIENTIFIC CORP COM 101137107 4145 126762 SH SOLE 126762 0 0 BRIGHTHOUSE FINANCIAL INC COM 10922N103 366 9126 SH SOLE 9126 0 0 BRISTOL MYERS SQUIBB CO COM 110122108 8329 150504 SH SOLE 150504 0 0 BROADRIDGE FINANCIAL SOLUTIO COM 11133T103 1255 10900 SH SOLE 10900 0 0 BROADCOM INC COM 11135F101 9183 37846 SH SOLE 37846 0 0 BROWN FORMAN CORP CLASS B COM 115637209 1184 24150 SH SOLE 24150 0 0 CBS CORP CLASS B NON VOTING COM 124857202 1791 31857 SH SOLE 31857 0 0 CBOE GLOBAL MARKETS INC COM 12503M108 1082 10400 SH SOLE 10400 0 0 CBRE GROUP INC A COM 12504L109 1332 27899 SH SOLE 27899 0 0 CF INDUSTRIES HOLDINGS INC COM 125269100 987 22230 SH SOLE 22230 0 0 C.H. ROBINSON WORLDWIDE INC COM 12541W209 1082 12929 SH SOLE 12929 0 0 CIGNA CORP COM 125509109 3807 22403 SH SOLE 22403 0 0 CME GROUP INC COM 12572Q105 5136 31335 SH SOLE 31335 0 0 CMS ENERGY CORP COM 125896100 1230 26010 SH SOLE 26010 0 0 CSX CORP COM 126408103 5214 81756 SH SOLE 81756 0 0 CVS HEALTH CORP COM 126650100 6016 93487 SH SOLE 93487 0 0 CA INC COM 12673P105 1028 28827 SH SOLE 28827 0 0 CABOT OIL GAS CORP COM 127097103 1011 42492 SH SOLE 42492 0 0 CADENCE DESIGN SYS INC COM 127387108 1130 26100 SH SOLE 26100 0 0 CAMPBELL SOUP CO COM 134429109 742 18312 SH SOLE 18312 0 0 CAPITAL ONE FINANCIAL CORP COM 14040H105 4119 44817 SH SOLE 44817 0 0 CARDINAL HEALTH INC COM 14149Y108 1419 29054 SH SOLE 29054 0 0 CARMAX INC COM 143130102 1212 16630 SH SOLE 16630 0 0 CARNIVAL CORP COM 143658300 2147 37467 SH SOLE 37467 0 0 CATERPILLAR INC COM 149123101 7476 55102 SH SOLE 55102 0 0 CELGENE CORP COM 151020104 5506 69330 SH SOLE 69330 0 0 CENTENE CORP COM 15135B101 1971 16000 SH SOLE 16000 0 0 CENTERPOINT ENERGY INC COM 15189T107 1100 39697 SH SOLE 39697 0 0 CENTURYLINK INC COM 156700106 1672 89677 SH SOLE 89677 0 0 CERNER CORP COM 156782104 1744 29176 SH SOLE 29176 0 0 CHARTER COMMUNICATIONS INC A COM 16119P108 5043 17200 SH SOLE 17200 0 0 CHEVRON CORP COM 166764100 22271 176156 SH SOLE 176156 0 0 CHIPOTLE MEXICAN GRILL INC COM 169656105 987 2288 SH SOLE 2288 0 0 CHURCH DWIGHT CO INC COM 171340102 1196 22500 SH SOLE 22500 0 0 CIMAREX ENERGY CO COM 171798101 926 9100 SH SOLE 9100 0 0 CINCINNATI FINANCIAL CORP COM 172062101 918 13737 SH SOLE 13737 0 0 CISCO SYSTEMS INC COM 17275R102 19111 444124 SH SOLE 444124 0 0 CINTAS CORP COM 172908105 1468 7934 SH SOLE 7934 0 0 CITIGROUP INC COM 172967424 15855 236926 SH SOLE 236926 0 0 CITIZENS FINANCIAL GROUP COM 174610105 1747 44900 SH SOLE 44900 0 0 CITRIX SYSTEMS INC COM 177376100 1247 11895 SH SOLE 11895 0 0 CLOROX COMPANY COM 189054109 1620 11975 SH SOLE 11975 0 0 COCA COLA CO/THE COM 191216100 15525 353970 SH SOLE 353970 0 0 COGNIZANT TECH SOLUTIONS A COM 192446102 4280 54178 SH SOLE 54178 0 0 COLGATE PALMOLIVE CO COM 194162103 5232 80730 SH SOLE 80730 0 0 COMCAST CORP CLASS A COM 20030N101 14022 427366 SH SOLE 427366 0 0 COMERICA INC COM 200340107 1447 15914 SH SOLE 15914 0 0 CONAGRA BRANDS INC COM 205887102 1320 36947 SH SOLE 36947 0 0 CONCHO RESOURCES INC COM 20605P101 1895 13700 SH SOLE 13700 0 0 CONOCOPHILLIPS COM 20825C104 7537 108256 SH SOLE 108256 0 0 CONSOLIDATED EDISON INC COM 209115104 2234 28652 SH SOLE 28652 0 0 CONSTELLATION BRANDS INC A COM 21036P108 3452 15771 SH SOLE 15771 0 0 COOPER COS INC/THE COM 216648402 1060 4500 SH SOLE 4500 0 0 CORNING INC COM 219350105 2205 80156 SH SOLE 80156 0 0 COSTCO WHOLESALE CORP COM 22160K105 8456 40465 SH SOLE 40465 0 0 COTY INC CL A COM 222070203 635 45000 SH SOLE 45000 0 0 CROWN CASTLE INTL CORP COM 22822V101 4119 38200 SH SOLE 38200 0 0 CUMMINS INC COM 231021106 1916 14404 SH SOLE 14404 0 0 DR HORTON INC COM 23331A109 1293 31532 SH SOLE 31532 0 0 DTE ENERGY COMPANY COM 233331107 1715 16546 SH SOLE 16546 0 0 DXC TECHNOLOGY CO COM 23355L106 2120 26296 SH SOLE 26296 0 0 DANAHER CORP COM 235851102 5584 56585 SH SOLE 56585 0 0 DARDEN RESTAURANTS INC COM 237194105 1223 11426 SH SOLE 11426 0 0 DAVITA INC COM 23918K108 930 13386 SH SOLE 13386 0 0 DEERE CO COM 244199105 4173 29852 SH SOLE 29852 0 0 DELTA AIR LINES INC COM 247361702 2972 60000 SH SOLE 60000 0 0 DENTSPLY SIRONA INC COM 24906P109 926 21149 SH SOLE 21149 0 0 DEVON ENERGY CORP COM 25179M103 2134 48535 SH SOLE 48535 0 0 DIGITAL REALTY TRUST INC COM 253868103 2109 18900 SH SOLE 18900 0 0 WALT DISNEY CO/THE COM 254687106 14529 138620 SH SOLE 138620 0 0 DISCOVER FINANCIAL SERVICES COM 254709108 2300 32661 SH SOLE 32661 0 0 DISCOVERY INC A COM 25470F104 407 14800 SH SOLE 14800 0 0 DISCOVERY INC C COM 25470F302 717 28124 SH SOLE 28124 0 0 DISH NETWORK CORP A COM 25470M109 729 21700 SH SOLE 21700 0 0 DOLLAR GENERAL CORP COM 256677105 2347 23800 SH SOLE 23800 0 0 DOLLAR TREE INC COM 256746108 1854 21813 SH SOLE 21813 0 0 DOMINION ENERGY INC COM 25746U109 4096 60072 SH SOLE 60072 0 0 DOVER CORP COM 260003108 1042 14233 SH SOLE 14233 0 0 DOWDUPONT INC COM 26078J100 14218 215692 SH SOLE 215692 0 0 DR PEPPER SNAPPLE GROUP INC COM 26138E109 2017 16531 SH SOLE 16531 0 0 DUKE REALTY CORP COM 264411505 984 33900 SH SOLE 33900 0 0 DUKE ENERGY CORP COM 26441C204 5101 64510 SH SOLE 64510 0 0 EOG RESOURCES INC COM 26875P101 6633 53308 SH SOLE 53308 0 0 EQT CORP COM 26884L109 1243 22527 SH SOLE 22527 0 0 E TRADE FINANCIAL CORP COM 269246401 1505 24604 SH SOLE 24604 0 0 EASTMAN CHEMICAL CO COM 277432100 1313 13136 SH SOLE 13136 0 0 EBAY INC COM 278642103 3145 86748 SH SOLE 86748 0 0 ECOLAB INC COM 278865100 3365 23980 SH SOLE 23980 0 0 EDISON INTERNATIONAL COM 281020107 1898 30002 SH SOLE 30002 0 0 EDWARDS LIFESCIENCES CORP COM 28176E108 2818 19360 SH SOLE 19360 0 0 ELECTRONIC ARTS INC COM 285512109 3986 28263 SH SOLE 28263 0 0 EMERSON ELECTRIC CO COM 291011104 4045 58500 SH SOLE 58500 0 0 ENTERGY CORP COM 29364G103 1349 16699 SH SOLE 16699 0 0 ENVISION HEALTHCARE CORP COM 29414D100 506 11500 SH SOLE 11500 0 0 EQUIFAX INC COM 294429105 1383 11055 SH SOLE 11055 0 0 EQUINIX INC COM 29444U700 3152 7332 SH SOLE 7332 0 0 EQUITY RESIDENTIAL COM 29476L107 2165 33988 SH SOLE 33988 0 0 ESSEX PROPERTY TRUST INC COM 297178105 1458 6100 SH SOLE 6100 0 0 EVERGY INC COM 30034W106 1404 25000 SH SOLE 25000 0 0 EVERSOURCE ENERGY COM 30040W108 1709 29166 SH SOLE 29166 0 0 EXELON CORP COM 30161N101 3790 88959 SH SOLE 88959 0 0 EXPEDIA GROUP INC COM 30212P303 1362 11328 SH SOLE 11328 0 0 EXPEDITORS INTL WASH INC COM 302130109 1192 16300 SH SOLE 16300 0 0 EXPRESS SCRIPTS HOLDING CO COM 30219G108 4018 52040 SH SOLE 52040 0 0 EXTRA SPACE STORAGE INC COM 30225T102 1158 11600 SH SOLE 11600 0 0 EXXON MOBIL CORP COM 30231G102 32321 390680 SH SOLE 390680 0 0 FLIR SYSTEMS INC COM 302445101 684 13167 SH SOLE 13167 0 0 FMC CORP COM 302491303 1109 12432 SH SOLE 12432 0 0 FACEBOOK INC A COM 30303M102 42925 220900 SH SOLE 220900 0 0 FASTENAL CO COM 311900104 1277 26538 SH SOLE 26538 0 0 FEDERAL REALTY INVS TRUST COM 313747206 873 6900 SH SOLE 6900 0 0 FEDEX CORP COM 31428X106 5162 22736 SH SOLE 22736 0 0 F5 NETWORKS INC COM 315616102 989 5736 SH SOLE 5736 0 0 FIDELITY NATIONAL INFO SERV COM 31620M106 3241 30564 SH SOLE 30564 0 0 FIFTH THIRD BANCORP COM 316773100 1835 63930 SH SOLE 63930 0 0 FISERV INC COM 337738108 2824 38116 SH SOLE 38116 0 0 FIRSTENERGY CORP COM 337932107 1481 41240 SH SOLE 41240 0 0 FLEETCOR TECHNOLOGIES INC COM 339041105 1748 8300 SH SOLE 8300 0 0 FLUOR CORP COM 343412102 650 13321 SH SOLE 13321 0 0 FLOWSERVE CORP COM 34354P105 509 12600 SH SOLE 12600 0 0 FOOT LOCKER INC COM 344849104 590 11200 SH SOLE 11200 0 0 FORD MOTOR CO COM 345370860 3983 359805 SH SOLE 359805 0 0 FORTIVE CORP COM 34959J108 2174 28192 SH SOLE 28192 0 0 FORTUNE BRANDS HOME SECURI COM 34964C106 752 14000 SH SOLE 14000 0 0 FRANKLIN RESOURCES INC COM 354613101 961 29973 SH SOLE 29973 0 0 FREEPORT MCMORAN INC COM 35671D857 2142 124130 SH SOLE 124130 0 0 GGP INC COM 36174X101 1216 59500 SH SOLE 59500 0 0 ARTHUR J GALLAGHER CO COM 363576109 1090 16700 SH SOLE 16700 0 0 GAP INC/THE COM 364760108 650 20079 SH SOLE 20079 0 0 GARTNER INC COM 366651107 1143 8600 SH SOLE 8600 0 0 GENERAL DYNAMICS CORP COM 369550108 4737 25414 SH SOLE 25414 0 0 GENERAL ELECTRIC CO COM 369604103 10894 800472 SH SOLE 800472 0 0 GENERAL MILLS INC COM 370334104 2324 52512 SH SOLE 52512 0 0 GENERAL MOTORS CO COM 37045V100 4586 116400 SH SOLE 116400 0 0 GENUINE PARTS CO COM 372460105 1241 13521 SH SOLE 13521 0 0 GILEAD SCIENCES INC COM 375558103 8556 120776 SH SOLE 120776 0 0 GLOBAL PAYMENTS INC COM 37940X102 1639 14700 SH SOLE 14700 0 0 GOLDMAN SACHS GROUP INC COM 38141G104 7177 32539 SH SOLE 32539 0 0 GOODYEAR TIRE RUBBER CO COM 382550101 515 22130 SH SOLE 22130 0 0 WW GRAINGER INC COM 384802104 1449 4700 SH SOLE 4700 0 0 HCA HEALTHCARE INC COM 40412C101 2647 25800 SH SOLE 25800 0 0 HCP INC COM 40414L109 1117 43277 SH SOLE 43277 0 0 HP INC COM 40434L105 3425 150958 SH SOLE 150958 0 0 HALLIBURTON CO COM 406216101 3626 80471 SH SOLE 80471 0 0 HANESBRANDS INC COM 410345102 764 34700 SH SOLE 34700 0 0 HARLEY DAVIDSON INC COM 412822108 653 15529 SH SOLE 15529 0 0 HARRIS CORP COM 413875105 1584 10956 SH SOLE 10956 0 0 HARTFORD FINANCIAL SVCS GRP COM 416515104 1682 32891 SH SOLE 32891 0 0 HASBRO INC COM 418056107 993 10759 SH SOLE 10759 0 0 HELMERICH PAYNE COM 423452101 657 10312 SH SOLE 10312 0 0 HERSHEY CO/THE COM 427866108 1208 12978 SH SOLE 12978 0 0 HESS CORP COM 42809H107 1652 24703 SH SOLE 24703 0 0 HEWLETT PACKARD ENTERPRISE COM 42824C109 2111 144458 SH SOLE 144458 0 0 HILTON WORLDWIDE HOLDINGS IN COM 43300A203 2066 26100 SH SOLE 26100 0 0 HOLLYFRONTIER CORP COM 436106108 1115 16300 SH SOLE 16300 0 0 HOLOGIC INC COM 436440101 1014 25500 SH SOLE 25500 0 0 HOME DEPOT INC COM 437076102 21001 107642 SH SOLE 107642 0 0 HONEYWELL INTERNATIONAL INC COM 438516106 9988 69336 SH SOLE 69336 0 0 HORMEL FOODS CORP COM 440452100 956 25696 SH SOLE 25696 0 0 HOST HOTELS RESORTS INC COM 44107P104 1426 67683 SH SOLE 67683 0 0 HUMANA INC COM 444859102 3775 12682 SH SOLE 12682 0 0 HUNT (JB) TRANSPRT SVCS INC COM 445658107 960 7900 SH SOLE 7900 0 0 HUNTINGTON BANCSHARES INC COM 446150104 1520 102976 SH SOLE 102976 0 0 HUNTINGTON INGALLS INDUSTRIE COM 446413106 928 4280 SH SOLE 4280 0 0 IPG PHOTONICS CORP COM 44980X109 772 3500 SH SOLE 3500 0 0 IDEXX LABORATORIES INC COM 45168D104 1744 8000 SH SOLE 8000 0 0 ILLINOIS TOOL WORKS COM 452308109 3928 28350 SH SOLE 28350 0 0 ILLUMINA INC COM 452327109 3798 13600 SH SOLE 13600 0 0 INCYTE CORP COM 45337C102 1085 16200 SH SOLE 16200 0 0 INTEL CORP COM 458140100 21448 431470 SH SOLE 431470 0 0 INTERCONTINENTAL EXCHANGE IN COM 45866F104 3951 53720 SH SOLE 53720 0 0 INTL BUSINESS MACHINES CORP COM 459200101 11029 78947 SH SOLE 78947 0 0 INTL FLAVORS FRAGRANCES COM 459506101 896 7227 SH SOLE 7227 0 0 INTERNATIONAL PAPER CO COM 460146103 1982 38052 SH SOLE 38052 0 0 INTERPUBLIC GROUP OF COS INC COM 460690100 830 35416 SH SOLE 35416 0 0 INTUIT INC COM 461202103 4582 22428 SH SOLE 22428 0 0 INTUITIVE SURGICAL INC COM 46120E602 4959 10364 SH SOLE 10364 0 0 IQVIA HOLDINGS INC COM 46266C105 1338 13400 SH SOLE 13400 0 0 IRON MOUNTAIN INC COM 46284V101 908 25940 SH SOLE 25940 0 0 JPMORGAN CHASE CO COM 46625H100 32974 316450 SH SOLE 316450 0 0 JACOBS ENGINEERING GROUP INC COM 469814107 726 11437 SH SOLE 11437 0 0 JEFFERIES FINANCIAL GROUP IN COM 47233W109 680 29889 SH SOLE 29889 0 0 JOHNSON JOHNSON COM 478160104 30013 247343 SH SOLE 247343 0 0 JUNIPER NETWORKS INC COM 48203R104 870 31730 SH SOLE 31730 0 0 KLA TENCOR CORP COM 482480100 1485 14480 SH SOLE 14480 0 0 KANSAS CITY SOUTHERN COM 485170302 1007 9500 SH SOLE 9500 0 0 KELLOGG CO COM 487836108 1606 22990 SH SOLE 22990 0 0 KEYCORP COM 493267108 1911 97787 SH SOLE 97787 0 0 KIMBERLY CLARK CORP COM 494368103 3402 32293 SH SOLE 32293 0 0 KIMCO REALTY CORP COM 49446R109 695 40918 SH SOLE 40918 0 0 KINDER MORGAN INC COM 49456B101 3091 174930 SH SOLE 174930 0 0 KOHLS CORP COM 500255104 1126 15451 SH SOLE 15451 0 0 KRAFT HEINZ CO/THE COM 500754106 3457 55025 SH SOLE 55025 0 0 KROGER CO COM 501044101 2310 81210 SH SOLE 81210 0 0 L BRANDS INC COM 501797104 836 22656 SH SOLE 22656 0 0 LKQ CORP COM 501889208 909 28500 SH SOLE 28500 0 0 L3 TECHNOLOGIES INC COM 502413107 1388 7219 SH SOLE 7219 0 0 LABORATORY CRP OF AMER HLDGS COM 50540R409 1684 9379 SH SOLE 9379 0 0 LAM RESEARCH CORP COM 512807108 2592 14993 SH SOLE 14993 0 0 ESTEE LAUDER COMPANIES CL A COM 518439104 2950 20674 SH SOLE 20674 0 0 LEGGETT PLATT INC COM 524660107 563 12601 SH SOLE 12601 0 0 LENNAR CORP A COM 526057104 1324 25210 SH SOLE 25210 0 0 ELI LILLY CO COM 532457108 7585 88894 SH SOLE 88894 0 0 LINCOLN NATIONAL CORP COM 534187109 1252 20113 SH SOLE 20113 0 0 LOCKHEED MARTIN CORP COM 539830109 6764 22897 SH SOLE 22897 0 0 LOEWS CORP COM 540424108 1200 24845 SH SOLE 24845 0 0 LOWE S COS INC COM 548661107 7309 76477 SH SOLE 76477 0 0 M T BANK CORP COM 55261F104 2363 13890 SH SOLE 13890 0 0 MGM RESORTS INTERNATIONAL COM 552953101 1364 47000 SH SOLE 47000 0 0 MSCI INC COM 55354G100 1423 8600 SH SOLE 8600 0 0 MACERICH CO/THE COM 554382101 585 10300 SH SOLE 10300 0 0 MACY S INC COM 55616P104 1052 28094 SH SOLE 28094 0 0 MARATHON OIL CORP COM 565849106 1635 78371 SH SOLE 78371 0 0 MARATHON PETROLEUM CORP COM 56585A102 3071 43770 SH SOLE 43770 0 0 MARSH MCLENNAN COS COM 571748102 3840 46841 SH SOLE 46841 0 0 MARRIOTT INTERNATIONAL CL A COM 571903202 3508 27711 SH SOLE 27711 0 0 MARTIN MARIETTA MATERIALS COM 573284106 1295 5800 SH SOLE 5800 0 0 MASCO CORP COM 574599106 1080 28871 SH SOLE 28871 0 0 MASTERCARD INC A COM 57636Q104 16726 85110 SH SOLE 85110 0 0 MATTEL INC COM 577081102 541 32948 SH SOLE 32948 0 0 MCCORMICK CO NON VTG SHRS COM 579780206 1319 11366 SH SOLE 11366 0 0 MCDONALD S CORP COM 580135101 11512 73469 SH SOLE 73469 0 0 MCKESSON CORP COM 58155Q103 2533 18991 SH SOLE 18991 0 0 MERCK CO. INC. COM 58933Y105 15086 248536 SH SOLE 248536 0 0 METLIFE INC COM 59156R108 4168 95587 SH SOLE 95587 0 0 METTLER TOLEDO INTERNATIONAL COM 592688105 1389 2400 SH SOLE 2400 0 0 MICROSOFT CORP COM 594918104 69998 709847 SH SOLE 709847 0 0 MICROCHIP TECHNOLOGY INC COM 595017104 1965 21600 SH SOLE 21600 0 0 MICRON TECHNOLOGY INC COM 595112103 5591 106625 SH SOLE 106625 0 0 MID AMERICA APARTMENT COMM COM 59522J103 1057 10500 SH SOLE 10500 0 0 MOHAWK INDUSTRIES INC COM 608190104 1243 5800 SH SOLE 5800 0 0 MOLSON COORS BREWING CO B COM 60871R209 1162 17082 SH SOLE 17082 0 0 MONDELEZ INTERNATIONAL INC A COM 609207105 5624 137176 SH SOLE 137176 0 0 MONSTER BEVERAGE CORP COM 61174X109 2183 38100 SH SOLE 38100 0 0 MOODY S CORP COM 615369105 2617 15342 SH SOLE 15342 0 0 MORGAN STANLEY COM 617446448 6029 127195 SH SOLE 127195 0 0 MOSAIC CO/THE COM 61945C103 934 33300 SH SOLE 33300 0 0 MOTOROLA SOLUTIONS INC COM 620076307 1740 14953 SH SOLE 14953 0 0 NRG ENERGY INC COM 629377508 880 28662 SH SOLE 28662 0 0 NASDAQ INC COM 631103108 979 10728 SH SOLE 10728 0 0 NATIONAL OILWELL VARCO INC COM 637071101 1522 35059 SH SOLE 35059 0 0 NEKTAR THERAPEUTICS COM 640268108 723 14800 SH SOLE 14800 0 0 NETAPP INC COM 64110D104 1944 24751 SH SOLE 24751 0 0 NETFLIX INC COM 64110L106 15665 40021 SH SOLE 40021 0 0 NEWELL BRANDS INC COM 651229106 1153 44690 SH SOLE 44690 0 0 NEWFIELD EXPLORATION CO COM 651290108 579 19127 SH SOLE 19127 0 0 NEWMONT MINING CORP COM 651639106 1855 49180 SH SOLE 49180 0 0 NEWS CORP CLASS A COM 65249B109 570 36801 SH SOLE 36801 0 0 NEWS CORP CLASS B COM 65249B208 182 11500 SH SOLE 11500 0 0 NEXTERA ENERGY INC COM 65339F101 7242 43358 SH SOLE 43358 0 0 NIKE INC CL B COM 654106103 9534 119648 SH SOLE 119648 0 0 NISOURCE INC COM 65473P105 844 32100 SH SOLE 32100 0 0 NOBLE ENERGY INC COM 655044105 1635 46334 SH SOLE 46334 0 0 NORDSTROM INC COM 655664100 579 11191 SH SOLE 11191 0 0 NORFOLK SOUTHERN CORP COM 655844108 3957 26226 SH SOLE 26226 0 0 NORTHERN TRUST CORP COM 665859104 2018 19611 SH SOLE 19611 0 0 NORTHROP GRUMMAN CORP COM 666807102 4945 16072 SH SOLE 16072 0 0 NUCOR CORP COM 670346105 1832 29309 SH SOLE 29309 0 0 NVIDIA CORP COM 67066G104 13215 55782 SH SOLE 55782 0 0 O REILLY AUTOMOTIVE INC COM 67103H107 2117 7740 SH SOLE 7740 0 0 OCCIDENTAL PETROLEUM CORP COM 674599105 5901 70513 SH SOLE 70513 0 0 OMNICOM GROUP COM 681919106 1620 21234 SH SOLE 21234 0 0 ONEOK INC COM 682680103 2644 37860 SH SOLE 37860 0 0 ORACLE CORP COM 68389X105 12275 278590 SH SOLE 278590 0 0 P G E CORP COM 69331C108 2023 47524 SH SOLE 47524 0 0 PNC FINANCIAL SERVICES GROUP COM 693475105 5870 43449 SH SOLE 43449 0 0 PPG INDUSTRIES INC COM 693506107 2434 23468 SH SOLE 23468 0 0 PPL CORP COM 69351T106 1828 64023 SH SOLE 64023 0 0 PVH CORP COM 693656100 1063 7100 SH SOLE 7100 0 0 PACCAR INC COM 693718108 2008 32403 SH SOLE 32403 0 0 PACKAGING CORP OF AMERICA COM 695156109 973 8700 SH SOLE 8700 0 0 PARKER HANNIFIN CORP COM 701094104 1919 12310 SH SOLE 12310 0 0 PAYCHEX INC COM 704326107 2016 29498 SH SOLE 29498 0 0 PAYPAL HOLDINGS INC COM 70450Y103 8664 104048 SH SOLE 104048 0 0 PEOPLE S UNITED FINANCIAL COM 712704105 597 32988 SH SOLE 32988 0 0 PEPSICO INC COM 713448108 14271 131085 SH SOLE 131085 0 0 PERKINELMER INC COM 714046109 748 10216 SH SOLE 10216 0 0 PFIZER INC COM 717081103 19912 548850 SH SOLE 548850 0 0 PHILIP MORRIS INTERNATIONAL COM 718172109 11559 143161 SH SOLE 143161 0 0 PHILLIPS 66 COM 718546104 4350 38728 SH SOLE 38728 0 0 PINNACLE WEST CAPITAL COM 723484101 827 10260 SH SOLE 10260 0 0 PIONEER NATURAL RESOURCES CO COM 723787107 2965 15667 SH SOLE 15667 0 0 PRAXAIR INC COM 74005P104 4189 26486 SH SOLE 26486 0 0 T ROWE PRICE GROUP INC COM 74144T108 2622 22587 SH SOLE 22587 0 0 PRINCIPAL FINANCIAL GROUP COM 74251V102 1313 24804 SH SOLE 24804 0 0 PROCTER GAMBLE CO/THE COM 742718109 18143 232418 SH SOLE 232418 0 0 PROGRESSIVE CORP COM 743315103 3175 53675 SH SOLE 53675 0 0 PROLOGIS INC COM 74340W103 3230 49170 SH SOLE 49170 0 0 PRUDENTIAL FINANCIAL INC COM 744320102 3640 38931 SH SOLE 38931 0 0 PUBLIC SERVICE ENTERPRISE GP COM 744573106 2517 46499 SH SOLE 46499 0 0 PUBLIC STORAGE COM 74460D109 3123 13765 SH SOLE 13765 0 0 PULTEGROUP INC COM 745867101 698 24288 SH SOLE 24288 0 0 QORVO INC COM 74736K101 938 11700 SH SOLE 11700 0 0 QUALCOMM INC COM 747525103 7661 136507 SH SOLE 136507 0 0 QUANTA SERVICES INC COM 74762E102 494 14782 SH SOLE 14782 0 0 QUEST DIAGNOSTICS INC COM 74834L100 1380 12553 SH SOLE 12553 0 0 RALPH LAUREN CORP COM 751212101 668 5314 SH SOLE 5314 0 0 RAYMOND JAMES FINANCIAL INC COM 754730109 1090 12200 SH SOLE 12200 0 0 RAYTHEON COMPANY COM 755111507 5147 26643 SH SOLE 26643 0 0 REALTY INCOME CORP COM 756109104 1409 26200 SH SOLE 26200 0 0 RED HAT INC COM 756577102 2197 16348 SH SOLE 16348 0 0 REGENCY CENTERS CORP COM 758849103 875 14100 SH SOLE 14100 0 0 REGENERON PHARMACEUTICALS COM 75886F107 2449 7100 SH SOLE 7100 0 0 REGIONS FINANCIAL CORP COM 7591EP100 1840 103513 SH SOLE 103513 0 0 REPUBLIC SERVICES INC COM 760759100 1418 20745 SH SOLE 20745 0 0 RESMED INC COM 761152107 1367 13200 SH SOLE 13200 0 0 ROBERT HALF INTL INC COM 770323103 775 11903 SH SOLE 11903 0 0 ROCKWELL AUTOMATION INC COM 773903109 1966 11826 SH SOLE 11826 0 0 ROCKWELL COLLINS INC COM 774341101 2029 15068 SH SOLE 15068 0 0 ROPER TECHNOLOGIES INC COM 776696106 2605 9441 SH SOLE 9441 0 0 ROSS STORES INC COM 778296103 2987 35240 SH SOLE 35240 0 0 S P GLOBAL INC COM 78409V104 4776 23426 SH SOLE 23426 0 0 SBA COMMUNICATIONS CORP COM 78410G104 1767 10700 SH SOLE 10700 0 0 SL GREEN REALTY CORP COM 78440X101 834 8300 SH SOLE 8300 0 0 SVB FINANCIAL GROUP COM 78486Q101 1415 4900 SH SOLE 4900 0 0 SALESFORCE.COM INC COM 79466L302 8625 63236 SH SOLE 63236 0 0 SCANA CORP COM 80589M102 524 13608 SH SOLE 13608 0 0 HENRY SCHEIN INC COM 806407102 1031 14200 SH SOLE 14200 0 0 SCHLUMBERGER LTD COM 806857108 8553 127601 SH SOLE 127601 0 0 SCHWAB (CHARLES) CORP COM 808513105 5643 110437 SH SOLE 110437 0 0 SEALED AIR CORP COM 81211K100 656 15460 SH SOLE 15460 0 0 SEMPRA ENERGY COM 816851109 2733 23541 SH SOLE 23541 0 0 SHERWIN WILLIAMS CO/THE COM 824348106 3106 7621 SH SOLE 7621 0 0 SIMON PROPERTY GROUP INC COM 828806109 4875 28645 SH SOLE 28645 0 0 SKYWORKS SOLUTIONS INC COM 83088M102 1624 16800 SH SOLE 16800 0 0 SMITH (A.O.) CORP COM 831865209 793 13400 SH SOLE 13400 0 0 JM SMUCKER CO/THE COM 832696405 1131 10522 SH SOLE 10522 0 0 SNAP ON INC COM 833034101 843 5246 SH SOLE 5246 0 0 SOUTHERN CO/THE COM 842587107 4304 92937 SH SOLE 92937 0 0 SOUTHWEST AIRLINES CO COM 844741108 2539 49904 SH SOLE 49904 0 0 STANLEY BLACK DECKER INC COM 854502101 1878 14143 SH SOLE 14143 0 0 STARBUCKS CORP COM 855244109 6328 129548 SH SOLE 129548 0 0 STATE STREET CORP COM 857477103 3158 33928 SH SOLE 33928 0 0 STERICYCLE INC COM 858912108 535 8190 SH SOLE 8190 0 0 STRYKER CORP COM 863667101 5008 29659 SH SOLE 29659 0 0 SUNTRUST BANKS INC COM 867914103 2847 43126 SH SOLE 43126 0 0 SYMANTEC CORP COM 871503108 1181 57197 SH SOLE 57197 0 0 SYNOPSYS INC COM 871607107 1172 13700 SH SOLE 13700 0 0 SYNCHRONY FINANCIAL COM 87165B103 2198 65849 SH SOLE 65849 0 0 SYSCO CORP COM 871829107 3021 44244 SH SOLE 44244 0 0 TJX COMPANIES INC COM 872540109 5548 58290 SH SOLE 58290 0 0 TAKE TWO INTERACTIVE SOFTWRE COM 874054109 1243 10500 SH SOLE 10500 0 0 TAPESTRY INC COM 876030107 1228 26298 SH SOLE 26298 0 0 TARGET CORP COM 87612E106 3815 50116 SH SOLE 50116 0 0 TEXAS INSTRUMENTS INC COM 882508104 10000 90704 SH SOLE 90704 0 0 TEXTRON INC COM 883203101 1589 24107 SH SOLE 24107 0 0 THERMO FISHER SCIENTIFIC INC COM 883556102 7677 37062 SH SOLE 37062 0 0 3M CO COM 88579Y101 10809 54944 SH SOLE 54944 0 0 TIFFANY CO COM 886547108 1239 9414 SH SOLE 9414 0 0 TORCHMARK CORP COM 891027104 796 9783 SH SOLE 9783 0 0 TOTAL SYSTEM SERVICES INC COM 891906109 1292 15289 SH SOLE 15289 0 0 TRACTOR SUPPLY COMPANY COM 892356106 918 12000 SH SOLE 12000 0 0 TRANSDIGM GROUP INC COM 893641100 1553 4500 SH SOLE 4500 0 0 TRAVELERS COS INC/THE COM 89417E109 3062 25028 SH SOLE 25028 0 0 TRIPADVISOR INC COM 896945201 575 10328 SH SOLE 10328 0 0 TWENTY FIRST CENTURY FOX A COM 90130A101 4830 97206 SH SOLE 97206 0 0 TWENTY FIRST CENTURY FOX B COM 90130A200 1995 40500 SH SOLE 40500 0 0 TWITTER INC COM 90184L102 2598 59500 SH SOLE 59500 0 0 TYSON FOODS INC CL A COM 902494103 1888 27415 SH SOLE 27415 0 0 UDR INC COM 902653104 957 25500 SH SOLE 25500 0 0 US BANCORP COM 902973304 7236 144661 SH SOLE 144661 0 0 ULTA BEAUTY INC COM 90384S303 1237 5300 SH SOLE 5300 0 0 UNDER ARMOUR INC CLASS A COM 904311107 398 17700 SH SOLE 17700 0 0 UNDER ARMOUR INC CLASS C COM 904311206 374 17741 SH SOLE 17741 0 0 UNION PACIFIC CORP COM 907818108 10277 72538 SH SOLE 72538 0 0 UNITED CONTINENTAL HOLDINGS COM 910047109 1555 22300 SH SOLE 22300 0 0 UNITED PARCEL SERVICE CL B COM 911312106 6736 63412 SH SOLE 63412 0 0 UNITED RENTALS INC COM 911363109 1151 7800 SH SOLE 7800 0 0 UNITED TECHNOLOGIES CORP COM 913017109 8568 68526 SH SOLE 68526 0 0 UNITEDHEALTH GROUP INC COM 91324P102 21877 89170 SH SOLE 89170 0 0 UNIVERSAL HEALTH SERVICES B COM 913903100 892 8000 SH SOLE 8000 0 0 UNUM GROUP COM 91529Y106 753 20362 SH SOLE 20362 0 0 VF CORP COM 918204108 2476 30376 SH SOLE 30376 0 0 VALERO ENERGY CORP COM 91913Y100 4424 39916 SH SOLE 39916 0 0 VARIAN MEDICAL SYSTEMS INC COM 92220P105 955 8397 SH SOLE 8397 0 0 VENTAS INC COM 92276F100 1872 32876 SH SOLE 32876 0 0 VERISIGN INC COM 92343E102 1056 7683 SH SOLE 7683 0 0 VERIZON COMMUNICATIONS INC COM 92343V104 19147 380571 SH SOLE 380571 0 0 VERISK ANALYTICS INC COM 92345Y106 1539 14300 SH SOLE 14300 0 0 VERTEX PHARMACEUTICALS INC COM 92532F100 3977 23400 SH SOLE 23400 0 0 VIACOM INC CLASS B COM 92553P201 981 32541 SH SOLE 32541 0 0 VISA INC CLASS A SHARES COM 92826C839 22011 166184 SH SOLE 166184 0 0 VORNADO REALTY TRUST COM 929042109 1177 15922 SH SOLE 15922 0 0 VULCAN MATERIALS CO COM 929160109 1577 12219 SH SOLE 12219 0 0 WEC ENERGY GROUP INC COM 92939U106 1882 29103 SH SOLE 29103 0 0 WALMART INC COM 931142103 11459 133793 SH SOLE 133793 0 0 WALGREENS BOOTS ALLIANCE INC COM 931427108 4712 78515 SH SOLE 78515 0 0 WASTE MANAGEMENT INC COM 94106L109 2995 36816 SH SOLE 36816 0 0 WATERS CORP COM 941848103 1411 7290 SH SOLE 7290 0 0 WELLS FARGO CO COM 949746101 22440 404766 SH SOLE 404766 0 0 WELLTOWER INC COM 95040Q104 2138 34098 SH SOLE 34098 0 0 WESTERN DIGITAL CORP COM 958102105 2122 27414 SH SOLE 27414 0 0 WESTERN UNION CO COM 959802109 889 43740 SH SOLE 43740 0 0 WESTROCK CO COM 96145D105 1342 23535 SH SOLE 23535 0 0 WEYERHAEUSER CO COM 962166104 2540 69669 SH SOLE 69669 0 0 WHIRLPOOL CORP COM 963320106 957 6544 SH SOLE 6544 0 0 WILLIAMS COS INC COM 969457100 2067 76228 SH SOLE 76228 0 0 WYNN RESORTS LTD COM 983134107 1237 7394 SH SOLE 7394 0 0 XCEL ENERGY INC COM 98389B100 2139 46828 SH SOLE 46828 0 0 XILINX INC COM 983919101 1530 23445 SH SOLE 23445 0 0 XEROX CORP COM 984121608 494 20565 SH SOLE 20565 0 0 XYLEM INC COM 98419M100 1115 16555 SH SOLE 16555 0 0 YUM BRANDS INC COM 988498101 2399 30672 SH SOLE 30672 0 0 ZIMMER BIOMET HOLDINGS INC COM 98956P102 2092 18772 SH SOLE 18772 0 0 ZIONS BANCORPORATION COM 989701107 955 18122 SH SOLE 18122 0 0 ZOETIS INC COM 98978V103 3831 44975 SH SOLE 44975 0 0 ALLEGION PLC COM G0176J109 676 8732 SH SOLE 8732 0 0 ALLERGAN PLC COM G0177J108 5073 30429 SH SOLE 30429 0 0 AON PLC COM G0408V102 3113 22695 SH SOLE 22695 0 0 ACCENTURE PLC CL A COM G1151C101 9308 56900 SH SOLE 56900 0 0 EATON CORP PLC COM G29183103 3035 40610 SH SOLE 40610 0 0 EVEREST RE GROUP LTD COM G3223R108 876 3800 SH SOLE 3800 0 0 IHS MARKIT LTD COM G47567105 1723 33400 SH SOLE 33400 0 0 INGERSOLL RAND PLC COM G47791101 2064 22998 SH SOLE 22998 0 0 INVESCO LTD COM G491BT108 996 37514 SH SOLE 37514 0 0 JOHNSON CONTROLS INTERNATION COM G51502105 2855 85363 SH SOLE 85363 0 0 MEDTRONIC PLC COM G5960L103 10700 124987 SH SOLE 124987 0 0 MICHAEL KORS HOLDINGS LTD COM G60754101 932 14000 SH SOLE 14000 0 0 APTIV PLC COM G6095L109 2245 24500 SH SOLE 24500 0 0 NIELSEN HOLDINGS PLC COM G6518L108 956 30900 SH SOLE 30900 0 0 NORWEGIAN CRUISE LINE HOLDIN COM G66721104 898 19000 SH SOLE 19000 0 0 SEAGATE TECHNOLOGY COM G7945M107 1485 26300 SH SOLE 26300 0 0 PENTAIR PLC COM G7S00T104 644 15314 SH SOLE 15314 0 0 TECHNIPFMC PLC COM G87110105 1283 40423 SH SOLE 40423 0 0 WILLIS TOWERS WATSON PLC COM G96629103 1850 12200 SH SOLE 12200 0 0 PERRIGO CO PLC COM G97822103 882 12100 SH SOLE 12100 0 0 XL GROUP LTD COM G98294104 1326 23698 SH SOLE 23698 0 0 CHUBB LTD COM H1467J104 5441 42837 SH SOLE 42837 0 0 GARMIN LTD COM H2906T109 647 10600 SH SOLE 10600 0 0 TE CONNECTIVITY LTD COM H84989104 2918 32400 SH SOLE 32400 0 0 TRAVEL CENTERS OF AM COM JKE174103 710 80000 SH SOLE 80000 0 0 LYONDELLBASELL INDU CL A COM N53745100 3274 29800 SH SOLE 29800 0 0 MYLAN NV COM N59465109 1715 47449 SH SOLE 47449 0 0 ROYAL CARIBBEAN CRUISES LTD COM V7780T103 1637 15800 SH SOLE 15800 0 0 AGCO CORP COM 001084102 941 15500 SH SOLE 15500 0 0 AMC NETWORKS INC A COM 00164V103 670 10764 SH SOLE 10764 0 0 AARON S INC COM 002535300 630 14500 SH SOLE 14500 0 0 ACADIA HEALTHCARE CO INC COM 00404A109 785 19200 SH SOLE 19200 0 0 ACI WORLDWIDE INC COM 004498101 673 27300 SH SOLE 27300 0 0 ACUITY BRANDS INC COM 00508Y102 1112 9600 SH SOLE 9600 0 0 ACXIOM CORP COM 005125109 542 18092 SH SOLE 18092 0 0 ADTALEM GLOBAL EDUCATION INC COM 00737L103 678 14100 SH SOLE 14100 0 0 AECOM COM 00766T100 1242 37613 SH SOLE 37613 0 0 AKORN INC COM 009728106 365 22000 SH SOLE 22000 0 0 ALEXANDER BALDWIN INC COM 014491104 372 15844 SH SOLE 15844 0 0 ALLEGHANY CORP COM 017175100 2070 3600 SH SOLE 3600 0 0 ALLEGHENY TECHNOLOGIES INC COM 01741R102 739 29400 SH SOLE 29400 0 0 ALLETE INC COM 018522300 929 12000 SH SOLE 12000 0 0 ALLSCRIPTS HEALTHCARE SOLUTI COM 01988P108 500 41700 SH SOLE 41700 0 0 AMERICAN CAMPUS COMMUNITIES COM 024835100 1372 32000 SH SOLE 32000 0 0 AMERICAN EAGLE OUTFITTERS COM 02553E106 914 39300 SH SOLE 39300 0 0 AMERICAN FINANCIAL GROUP INC COM 025932104 1749 16300 SH SOLE 16300 0 0 APERGY CORP COM 03755L104 756 18100 SH SOLE 18100 0 0 APTARGROUP INC COM 038336103 1363 14600 SH SOLE 14600 0 0 AQUA AMERICA INC COM 03836W103 1467 41700 SH SOLE 41700 0 0 ARROW ELECTRONICS INC COM 042735100 1543 20500 SH SOLE 20500 0 0 ASHLAND GLOBAL HOLDINGS INC COM 044186104 1141 14600 SH SOLE 14600 0 0 ASSOCIATED BANC CORP COM 045487105 1081 39600 SH SOLE 39600 0 0 ATMOS ENERGY CORP COM 049560105 2344 26000 SH SOLE 26000 0 0 AUTONATION INC COM 05329W102 670 13800 SH SOLE 13800 0 0 AVANOS MEDICAL INC COM 05350V106 630 11000 SH SOLE 11000 0 0 AVIS BUDGET GROUP INC COM 053774105 546 16800 SH SOLE 16800 0 0 AVNET INC COM 053807103 1184 27600 SH SOLE 27600 0 0 BANCORPSOUTH BANK COM 05971J102 633 19200 SH SOLE 19200 0 0 BANK OF HAWAII CORP COM 062540109 826 9900 SH SOLE 9900 0 0 BANK OZK COM 06417N103 1284 28500 SH SOLE 28500 0 0 BED BATH BEYOND INC COM 075896100 654 32800 SH SOLE 32800 0 0 BELDEN INC COM 077454106 580 9491 SH SOLE 9491 0 0 BEMIS COMPANY COM 081437105 899 21300 SH SOLE 21300 0 0 WR BERKLEY CORP COM 084423102 1629 22500 SH SOLE 22500 0 0 BIG LOTS INC COM 089302103 414 9900 SH SOLE 9900 0 0 BIO RAD LABORATORIES A COM 090572207 1356 4700 SH SOLE 4700 0 0 BIO TECHNE CORP COM 09073M104 1298 8773 SH SOLE 8773 0 0 BLACK HILLS CORP COM 092113109 772 12606 SH SOLE 12606 0 0 BLACKBAUD INC COM 09227Q100 1168 11400 SH SOLE 11400 0 0 BOSTON BEER COMPANY INC A COM 100557107 629 2100 SH SOLE 2100 0 0 BOYD GAMING CORP COM 103304101 669 19300 SH SOLE 19300 0 0 BRINKER INTERNATIONAL INC COM 109641100 490 10300 SH SOLE 10300 0 0 BRINK S CO/THE COM 109696104 949 11900 SH SOLE 11900 0 0 BROWN BROWN INC COM 115236101 1491 53752 SH SOLE 53752 0 0 BRUNSWICK CORP COM 117043109 1315 20400 SH SOLE 20400 0 0 CDK GLOBAL INC COM 12508E101 1886 29000 SH SOLE 29000 0 0 CNO FINANCIAL GROUP INC COM 12621E103 746 39200 SH SOLE 39200 0 0 CNX RESOURCES CORP COM 12653C108 818 46000 SH SOLE 46000 0 0 CABLE ONE INC COM 12685J105 807 1100 SH SOLE 1100 0 0 CABOT CORP COM 127055101 896 14500 SH SOLE 14500 0 0 CALLON PETROLEUM CO COM 13123X102 564 52500 SH SOLE 52500 0 0 CAMDEN PROPERTY TRUST COM 133131102 1978 21700 SH SOLE 21700 0 0 CANTEL MEDICAL CORP COM 138098108 816 8300 SH SOLE 8300 0 0 CARLISLE COS INC COM 142339100 1549 14300 SH SOLE 14300 0 0 CARPENTER TECHNOLOGY COM 144285103 578 11000 SH SOLE 11000 0 0 CARS.COM INC COM 14575E105 478 16844 SH SOLE 16844 0 0 CARTER S INC COM 146229109 1192 11000 SH SOLE 11000 0 0 CASEY S GENERAL STORES INC COM 147528103 925 8800 SH SOLE 8800 0 0 CATALENT INC COM 148806102 1311 31300 SH SOLE 31300 0 0 CATHAY GENERAL BANCORP COM 149150104 725 17900 SH SOLE 17900 0 0 CHARLES RIVER LABORATORIES COM 159864107 1264 11257 SH SOLE 11257 0 0 CHEESECAKE FACTORY INC/THE COM 163072101 551 10000 SH SOLE 10000 0 0 CHEMED CORP COM 16359R103 1191 3700 SH SOLE 3700 0 0 CHEMICAL FINANCIAL CORP COM 163731102 930 16700 SH SOLE 16700 0 0 CHEMOURS CO/THE COM 163851108 1850 41700 SH SOLE 41700 0 0 CHESAPEAKE ENERGY CORP COM 165167107 1120 213700 SH SOLE 213700 0 0 CHURCHILL DOWNS INC COM 171484108 801 2700 SH SOLE 2700 0 0 CIENA CORP COM 171779309 891 33600 SH SOLE 33600 0 0 CINEMARK HOLDINGS INC COM 17243V102 873 24900 SH SOLE 24900 0 0 CIRRUS LOGIC INC COM 172755100 548 14300 SH SOLE 14300 0 0 CLEAN HARBORS INC COM 184496107 667 12000 SH SOLE 12000 0 0 COGNEX CORP COM 192422103 1809 40556 SH SOLE 40556 0 0 COHERENT INC COM 192479103 907 5800 SH SOLE 5800 0 0 COMMERCE BANCSHARES INC COM 200525103 1422 21980 SH SOLE 21980 0 0 COMMERCIAL METALS CO COM 201723103 578 27400 SH SOLE 27400 0 0 COMMVAULT SYSTEMS INC COM 204166102 652 9900 SH SOLE 9900 0 0 COMPASS MINERALS INTERNATION COM 20451N101 519 7900 SH SOLE 7900 0 0 CONVERGYS CORP COM 212485106 523 21400 SH SOLE 21400 0 0 COPART INC COM 217204106 2681 47400 SH SOLE 47400 0 0 CORESITE REALTY CORP COM 21870Q105 898 8100 SH SOLE 8100 0 0 CORELOGIC INC COM 21871D103 991 19100 SH SOLE 19100 0 0 CORECIVIC INC COM 21871N101 664 27800 SH SOLE 27800 0 0 CORPORATE OFFICE PROPERTIES COM 22002T108 693 23900 SH SOLE 23900 0 0 COUSINS PROPERTIES INC COM 222795106 954 98500 SH SOLE 98500 0 0 CRACKER BARREL OLD COUNTRY COM 22410J106 875 5600 SH SOLE 5600 0 0 CRANE CO COM 224399105 952 11875 SH SOLE 11875 0 0 CREE INC COM 225447101 981 23600 SH SOLE 23600 0 0 CULLEN/FROST BANKERS INC COM 229899109 1472 13600 SH SOLE 13600 0 0 CURTISS WRIGHT CORP COM 231561101 1238 10400 SH SOLE 10400 0 0 CYPRESS SEMICONDUCTOR CORP COM 232806109 1309 84000 SH SOLE 84000 0 0 CYRUSONE INC COM 23283R100 1354 23200 SH SOLE 23200 0 0 DCT INDUSTRIAL TRUST INC COM 233153204 1475 22100 SH SOLE 22100 0 0 DANA INC COM 235825205 688 34100 SH SOLE 34100 0 0 DECKERS OUTDOOR CORP COM 243537107 802 7100 SH SOLE 7100 0 0 DELUXE CORP COM 248019101 742 11200 SH SOLE 11200 0 0 DIAMOND OFFSHORE DRILLING COM 25271C102 315 15100 SH SOLE 15100 0 0 DICK S SPORTING GOODS INC COM 253393102 645 18300 SH SOLE 18300 0 0 DILLARDS INC CL A COM 254067101 435 4600 SH SOLE 4600 0 0 DOMINO S PIZZA INC COM 25754A201 2793 9900 SH SOLE 9900 0 0 DOMTAR CORP COM 257559203 702 14700 SH SOLE 14700 0 0 DONALDSON CO INC COM 257651109 1372 30400 SH SOLE 30400 0 0 DOUGLAS EMMETT INC COM 25960P109 1503 37400 SH SOLE 37400 0 0 DRIL QUIP INC COM 262037104 457 8900 SH SOLE 8900 0 0 DUN BRADSTREET CORP COM 26483E100 1067 8700 SH SOLE 8700 0 0 DUNKIN BRANDS GROUP INC COM 265504100 1340 19400 SH SOLE 19400 0 0 DYCOM INDUSTRIES INC COM 267475101 690 7300 SH SOLE 7300 0 0 EPR PROPERTIES COM 26884U109 985 15200 SH SOLE 15200 0 0 EAGLE MATERIALS INC COM 26969P108 1181 11249 SH SOLE 11249 0 0 EAST WEST BANCORP INC COM 27579R104 2216 33993 SH SOLE 33993 0 0 EATON VANCE CORP COM 278265103 1456 27900 SH SOLE 27900 0 0 EDGEWELL PERSONAL CARE CO COM 28035Q102 641 12700 SH SOLE 12700 0 0 EDUCATION REALTY TRUST INC COM 28140H203 739 17800 SH SOLE 17800 0 0 EMCOR GROUP INC COM 29084Q100 1044 13700 SH SOLE 13700 0 0 ENCOMPASS HEALTH CORP COM 29261A100 1570 23189 SH SOLE 23189 0 0 ENERGEN CORP COM 29265N108 1660 22800 SH SOLE 22800 0 0 ENERGIZER HOLDINGS INC COM 29272W109 881 14000 SH SOLE 14000 0 0 ENERSYS COM 29275Y102 739 9900 SH SOLE 9900 0 0 ESTERLINE TECHNOLOGIES CORP COM 297425100 450 6100 SH SOLE 6100 0 0 EVERCORE INC A COM 29977A105 1002 9500 SH SOLE 9500 0 0 FNB CORP COM 302520101 1019 75900 SH SOLE 75900 0 0 FACTSET RESEARCH SYSTEMS INC COM 303075105 1803 9100 SH SOLE 9100 0 0 FAIR ISAAC CORP COM 303250104 1353 7000 SH SOLE 7000 0 0 FEDERATED INVESTORS INC CL B COM 314211103 520 22300 SH SOLE 22300 0 0 FIRST AMERICAN FINANCIAL COM 31847R102 1350 26100 SH SOLE 26100 0 0 FIRST HORIZON NATIONAL CORP COM 320517105 1367 76649 SH SOLE 76649 0 0 FIRST INDUSTRIAL REALTY TR COM 32054K103 980 29400 SH SOLE 29400 0 0 FIRST SOLAR INC COM 336433107 1006 19100 SH SOLE 19100 0 0 FIVE BELOW COM 33829M101 1270 13000 SH SOLE 13000 0 0 FLOWERS FOODS INC COM 343498101 906 43500 SH SOLE 43500 0 0 FORTINET INC COM 34959E109 2116 33900 SH SOLE 33900 0 0 FULTON FINANCIAL CORP COM 360271100 680 41200 SH SOLE 41200 0 0 GATX CORP COM 361448103 653 8800 SH SOLE 8800 0 0 GEO GROUP INC/THE COM 36162J106 793 28800 SH SOLE 28800 0 0 GENESEE WYOMING INC CL A COM 371559105 1149 14130 SH SOLE 14130 0 0 GENTEX CORP COM 371901109 1478 64200 SH SOLE 64200 0 0 GENWORTH FINANCIAL INC CL A COM 37247D106 527 117000 SH SOLE 117000 0 0 GLOBUS MEDICAL INC A COM 379577208 868 17200 SH SOLE 17200 0 0 GRACO INC COM 384109104 1777 39300 SH SOLE 39300 0 0 GRAHAM HOLDINGS CO CLASS B COM 384637104 586 1000 SH SOLE 1000 0 0 GRANITE CONSTRUCTION INC COM 387328107 596 10700 SH SOLE 10700 0 0 GREIF INC CL A COM 397624107 323 6100 SH SOLE 6100 0 0 GULFPORT ENERGY CORP COM 402635304 460 36600 SH SOLE 36600 0 0 HNI CORP COM 404251100 379 10200 SH SOLE 10200 0 0 HAEMONETICS CORP/MASS COM 405024100 1094 12200 SH SOLE 12200 0 0 HAIN CELESTIAL GROUP INC COM 405217100 727 24400 SH SOLE 24400 0 0 HANCOCK WHITNEY CORP COM 410120109 933 20000 SH SOLE 20000 0 0 HANOVER INSURANCE GROUP INC/ COM 410867105 1196 10000 SH SOLE 10000 0 0 HAWAIIAN ELECTRIC INDS COM 419870100 875 25500 SH SOLE 25500 0 0 HEALTHCARE SERVICES GROUP COM 421906108 747 17300 SH SOLE 17300 0 0 HEALTHCARE REALTY TRUST INC COM 421946104 852 29300 SH SOLE 29300 0 0 JACK HENRY ASSOCIATES INC COM 426281101 2360 18100 SH SOLE 18100 0 0 HIGHWOODS PROPERTIES INC COM 431284108 1229 24235 SH SOLE 24235 0 0 HILL ROM HOLDINGS INC COM 431475102 1354 15504 SH SOLE 15504 0 0 HOME BANCSHARES INC COM 436893200 835 37000 SH SOLE 37000 0 0 HOSPITALITY PROPERTIES TRUST COM 44106M102 1101 38500 SH SOLE 38500 0 0 HUBBELL INC COM 443510607 1363 12887 SH SOLE 12887 0 0 ICU MEDICAL INC COM 44930G107 1057 3600 SH SOLE 3600 0 0 ILG INC COM 44967H101 819 24800 SH SOLE 24800 0 0 ITT INC COM 45073V108 1072 20500 SH SOLE 20500 0 0 IDACORP INC COM 451107106 1088 11800 SH SOLE 11800 0 0 IDEX CORP COM 45167R104 2457 18000 SH SOLE 18000 0 0 INGREDION INC COM 457187102 1871 16900 SH SOLE 16900 0 0 INTEGRA LIFESCIENCES HOLDING COM 457985208 1063 16500 SH SOLE 16500 0 0 INTEGRATED DEVICE TECH INC COM 458118106 966 30300 SH SOLE 30300 0 0 INTERACTIVE BROKERS GRO CL A COM 45841N107 1080 16760 SH SOLE 16760 0 0 INTERDIGITAL INC COM 45867G101 655 8100 SH SOLE 8100 0 0 INTERNATIONAL BANCSHARES CRP COM 459044103 544 12700 SH SOLE 12700 0 0 INTL SPEEDWAY CORP CL A COM 460335201 255 5700 SH SOLE 5700 0 0 JBG SMITH PROPERTIES COM 46590V100 795 21800 SH SOLE 21800 0 0 JABIL INC COM 466313103 1109 40100 SH SOLE 40100 0 0 JACK IN THE BOX INC COM 466367109 570 6700 SH SOLE 6700 0 0 JETBLUE AIRWAYS CORP COM 477143101 1408 74200 SH SOLE 74200 0 0 JONES LANG LASALLE INC COM 48020Q107 1776 10700 SH SOLE 10700 0 0 J2 GLOBAL INC COM 48123V102 996 11500 SH SOLE 11500 0 0 KBR INC COM 48242W106 591 33000 SH SOLE 33000 0 0 KLX INC COM 482539103 856 11900 SH SOLE 11900 0 0 KB HOME COM 48666K109 539 19800 SH SOLE 19800 0 0 KEMPER CORP COM 488401100 870 11500 SH SOLE 11500 0 0 KENNAMETAL INC COM 489170100 686 19100 SH SOLE 19100 0 0 KEYSIGHT TECHNOLOGIES IN COM 49338L103 2586 43800 SH SOLE 43800 0 0 KILROY REALTY CORP COM 49427F108 1755 23200 SH SOLE 23200 0 0 KIRBY CORP COM 497266106 1052 12586 SH SOLE 12586 0 0 KNIGHT SWIFT TRANSPORTATION COM 499049104 1150 30100 SH SOLE 30100 0 0 LAMAR ADVERTISING CO A COM 512816109 1346 19700 SH SOLE 19700 0 0 LAMB WESTON HOLDINGS INC COM 513272104 2350 34300 SH SOLE 34300 0 0 LANCASTER COLONY CORP COM 513847103 637 4600 SH SOLE 4600 0 0 LANDSTAR SYSTEM INC COM 515098101 1081 9900 SH SOLE 9900 0 0 LASALLE HOTEL PROPERTIES COM 517942108 887 25900 SH SOLE 25900 0 0 LEGG MASON INC COM 524901105 695 20000 SH SOLE 20000 0 0 LEIDOS HOLDINGS INC COM 525327102 1971 33400 SH SOLE 33400 0 0 LENDINGTREE INC COM 52603B107 385 1800 SH SOLE 1800 0 0 LENNOX INTERNATIONAL INC COM 526107107 1741 8700 SH SOLE 8700 0 0 LIBERTY PROPERTY TRUST COM 531172104 1534 34600 SH SOLE 34600 0 0 LIFEPOINT HEALTH INC COM 53219L109 444 9100 SH SOLE 9100 0 0 LIFE STORAGE INC COM 53223X107 1061 10900 SH SOLE 10900 0 0 LINCOLN ELECTRIC HOLDINGS COM 533900106 1273 14500 SH SOLE 14500 0 0 LITTELFUSE INC COM 537008104 1346 5900 SH SOLE 5900 0 0 LIVE NATION ENTERTAINMENT IN COM 538034109 1544 31783 SH SOLE 31783 0 0 LOGMEIN INC COM 54142L109 1260 12200 SH SOLE 12200 0 0 LOUISIANA PACIFIC CORP COM 546347105 925 34000 SH SOLE 34000 0 0 LUMENTUM HOLDINGS INC COM 55024U109 851 14700 SH SOLE 14700 0 0 MB FINANCIAL INC COM 55264U108 920 19700 SH SOLE 19700 0 0 MDU RESOURCES GROUP INC COM 552690109 1314 45800 SH SOLE 45800 0 0 MKS INSTRUMENTS INC COM 55306N104 1225 12800 SH SOLE 12800 0 0 MSA SAFETY INC COM 553498106 771 8000 SH SOLE 8000 0 0 MSC INDUSTRIAL DIRECT CO A COM 553530106 908 10700 SH SOLE 10700 0 0 MACK CALI REALTY CORP COM 554489104 428 21100 SH SOLE 21100 0 0 MANHATTAN ASSOCIATES INC COM 562750109 738 15700 SH SOLE 15700 0 0 MANPOWERGROUP INC COM 56418H100 1325 15400 SH SOLE 15400 0 0 MARKETAXESS HOLDINGS INC COM 57060D108 1741 8800 SH SOLE 8800 0 0 MASIMO CORP COM 574795100 1094 11200 SH SOLE 11200 0 0 MATADOR RESOURCES CO COM 576485205 727 24200 SH SOLE 24200 0 0 MAXIMUS INC COM 577933104 950 15300 SH SOLE 15300 0 0 MCDERMOTT INTL INC COM 580037703 827 42100 SH SOLE 42100 0 0 MEDICAL PROPERTIES TRUST INC COM 58463J304 1200 85500 SH SOLE 85500 0 0 MEDIDATA SOLUTIONS INC COM 58471A105 1120 13900 SH SOLE 13900 0 0 MEDNAX INC COM 58502B106 956 22100 SH SOLE 22100 0 0 MERCURY GENERAL CORP COM 589400100 392 8600 SH SOLE 8600 0 0 MEREDITH CORP COM 589433101 474 9300 SH SOLE 9300 0 0 MICHAELS COS INC/THE COM 59408Q106 498 26000 SH SOLE 26000 0 0 HERMAN MILLER INC COM 600544100 475 14000 SH SOLE 14000 0 0 MINERALS TECHNOLOGIES INC COM 603158106 625 8300 SH SOLE 8300 0 0 MOLINA HEALTHCARE INC COM 60855R100 1090 11130 SH SOLE 11130 0 0 MONOLITHIC POWER SYSTEMS INC COM 609839105 1216 9100 SH SOLE 9100 0 0 MURPHY OIL CORP COM 626717102 1287 38100 SH SOLE 38100 0 0 MURPHY USA INC COM 626755102 535 7200 SH SOLE 7200 0 0 NCR CORPORATION COM 62886E108 830 27700 SH SOLE 27700 0 0 NVR INC COM 62944T105 2376 800 SH SOLE 800 0 0 NATIONAL FUEL GAS CO COM 636180101 1064 20100 SH SOLE 20100 0 0 NATIONAL INSTRUMENTS CORP COM 636518102 1058 25200 SH SOLE 25200 0 0 NATIONAL RETAIL PROPERTIES COM 637417106 1587 36100 SH SOLE 36100 0 0 NAVIENT CORP COM 63938C108 808 62000 SH SOLE 62000 0 0 NETSCOUT SYSTEMS INC COM 64115T104 558 18800 SH SOLE 18800 0 0 NEW JERSEY RESOURCES CORP COM 646025106 922 20600 SH SOLE 20600 0 0 NEW YORK COMMUNITY BANCORP COM 649445103 1268 114900 SH SOLE 114900 0 0 NEW YORK TIMES CO A COM 650111107 777 29999 SH SOLE 29999 0 0 NEWMARKET CORP COM 651587107 890 2200 SH SOLE 2200 0 0 NORDSON CORP COM 655663102 1541 12000 SH SOLE 12000 0 0 NORTHWESTERN CORP COM 668074305 664 11600 SH SOLE 11600 0 0 NOW INC COM 67011P100 337 25300 SH SOLE 25300 0 0 NU SKIN ENTERPRISES INC A COM 67018T105 1016 13000 SH SOLE 13000 0 0 NUVASIVE INC COM 670704105 625 12000 SH SOLE 12000 0 0 OGE ENERGY CORP COM 670837103 1648 46800 SH SOLE 46800 0 0 OASIS PETROLEUM INC COM 674215108 811 62500 SH SOLE 62500 0 0 OCEANEERING INTL INC COM 675232102 588 23100 SH SOLE 23100 0 0 OLD DOMINION FREIGHT LINE COM 679580100 2380 15976 SH SOLE 15976 0 0 OLD REPUBLIC INTL CORP COM 680223104 1171 58800 SH SOLE 58800 0 0 OLIN CORP COM 680665205 1126 39200 SH SOLE 39200 0 0 OLLIE S BARGAIN OUTLET HOLDI COM 681116109 848 11700 SH SOLE 11700 0 0 OMEGA HEALTHCARE INVESTORS COM 681936100 1442 46500 SH SOLE 46500 0 0 ONE GAS INC COM 68235P108 919 12300 SH SOLE 12300 0 0 OSHKOSH CORP COM 688239201 1217 17300 SH SOLE 17300 0 0 OWENS ILLINOIS INC COM 690768403 637 37900 SH SOLE 37900 0 0 PBF ENERGY INC CLASS A COM 69318G106 1103 26300 SH SOLE 26300 0 0 PNM RESOURCES INC COM 69349H107 727 18700 SH SOLE 18700 0 0 PRA HEALTH SCIENCES INC COM 69354M108 1111 11900 SH SOLE 11900 0 0 PTC INC COM 69370C100 2533 27000 SH SOLE 27000 0 0 PACWEST BANCORP COM 695263103 1448 29300 SH SOLE 29300 0 0 PAPA JOHN S INTL INC COM 698813102 279 5500 SH SOLE 5500 0 0 PATTERSON COS INC COM 703395103 433 19100 SH SOLE 19100 0 0 PATTERSON UTI ENERGY INC COM 703481101 936 52000 SH SOLE 52000 0 0 PERSPECTA INC COM 715347100 686 33400 SH SOLE 33400 0 0 PINNACLE FINANCIAL PARTNERS COM 72346Q104 1061 17300 SH SOLE 17300 0 0 PITNEY BOWES INC COM 724479100 376 43900 SH SOLE 43900 0 0 PLANTRONICS INC COM 727493108 595 7800 SH SOLE 7800 0 0 POLARIS INDUSTRIES INC COM 731068102 1686 13800 SH SOLE 13800 0 0 POLYONE CORPORATION COM 73179P106 808 18700 SH SOLE 18700 0 0 POOL CORP COM 73278L105 1439 9500 SH SOLE 9500 0 0 POST HOLDINGS INC COM 737446104 1359 15800 SH SOLE 15800 0 0 POTLATCHDELTIC CORP COM 737630103 717 14100 SH SOLE 14100 0 0 PRESTIGE BRANDS HOLDINGS INC COM 74112D101 476 12400 SH SOLE 12400 0 0 PRIMERICA INC COM 74164M108 1026 10300 SH SOLE 10300 0 0 PROSPERITY BANCSHARES INC COM 743606105 1121 16400 SH SOLE 16400 0 0 QEP RESOURCES INC COM 74733V100 683 55700 SH SOLE 55700 0 0 QUALITY CARE PROPERTIES COM 747545101 475 22100 SH SOLE 22100 0 0 RPM INTERNATIONAL INC COM 749685103 1825 31300 SH SOLE 31300 0 0 RANGE RESOURCES CORP COM 75281A109 888 53100 SH SOLE 53100 0 0 RAYONIER INC COM 754907103 1172 30300 SH SOLE 30300 0 0 REGAL BELOIT CORP COM 758750103 843 10300 SH SOLE 10300 0 0 REINSURANCE GROUP OF AMERICA COM 759351604 2016 15100 SH SOLE 15100 0 0 RELIANCE STEEL ALUMINUM COM 759509102 1486 16975 SH SOLE 16975 0 0 ROLLINS INC COM 775711104 1183 22500 SH SOLE 22500 0 0 ROYAL GOLD INC COM 780287108 1420 15300 SH SOLE 15300 0 0 RYDER SYSTEM INC COM 783549108 891 12400 SH SOLE 12400 0 0 SEI INVESTMENTS COMPANY COM 784117103 1919 30700 SH SOLE 30700 0 0 SLM CORP COM 78442P106 1168 102000 SH SOLE 102000 0 0 SM ENERGY CO COM 78454L100 619 24100 SH SOLE 24100 0 0 SABRA HEALTH CARE REIT INC COM 78573L106 908 41800 SH SOLE 41800 0 0 SABRE CORP COM 78573M104 1459 59200 SH SOLE 59200 0 0 SALLY BEAUTY HOLDINGS INC COM 79546E104 458 28600 SH SOLE 28600 0 0 SANDERSON FARMS INC COM 800013104 494 4700 SH SOLE 4700 0 0 SCIENCE APPLICATIONS INTE COM 808625107 801 9900 SH SOLE 9900 0 0 SCIENTIFIC GAMES CORP COM 80874P109 618 12565 SH SOLE 12565 0 0 SCOTTS MIRACLE GRO CO COM 810186106 757 9100 SH SOLE 9100 0 0 SENIOR HOUSING PROP TRUST COM 81721M109 1008 55700 SH SOLE 55700 0 0 SENSIENT TECHNOLOGIES CORP COM 81725T100 708 9900 SH SOLE 9900 0 0 SERVICE CORP INTERNATIONAL COM 817565104 1539 43000 SH SOLE 43000 0 0 SIGNATURE BANK COM 82669G104 1611 12600 SH SOLE 12600 0 0 SILICON LABORATORIES INC COM 826919102 1006 10100 SH SOLE 10100 0 0 SILGAN HOLDINGS INC COM 827048109 467 17400 SH SOLE 17400 0 0 SIX FLAGS ENTERTAINMENT CORP COM 83001A102 1275 18200 SH SOLE 18200 0 0 SKECHERS USA INC CL A COM 830566105 954 31800 SH SOLE 31800 0 0 SONOCO PRODUCTS CO COM 835495102 1223 23300 SH SOLE 23300 0 0 SOTHEBY S COM 835898107 467 8591 SH SOLE 8591 0 0 SOUTHWEST GAS HOLDINGS INC COM 844895102 862 11300 SH SOLE 11300 0 0 SOUTHWESTERN ENERGY CO COM 845467109 634 119600 SH SOLE 119600 0 0 SPROUTS FARMERS MARKET INC COM 85208M102 633 28700 SH SOLE 28700 0 0 STEEL DYNAMICS INC COM 858119100 2541 55300 SH SOLE 55300 0 0 STERLING BANCORP/DE COM 85917A100 1241 52800 SH SOLE 52800 0 0 STIFEL FINANCIAL CORP COM 860630102 878 16800 SH SOLE 16800 0 0 SUPERIOR ENERGY SERVICES INC COM 868157108 352 36100 SH SOLE 36100 0 0 SYNAPTICS INC COM 87157D109 408 8100 SH SOLE 8100 0 0 SYNOVUS FINANCIAL CORP COM 87161C501 1469 27800 SH SOLE 27800 0 0 SYNNEX CORP COM 87162W100 666 6900 SH SOLE 6900 0 0 SYNEOS HEALTH INC COM 87166B102 610 13000 SH SOLE 13000 0 0 TCF FINANCIAL CORP COM 872275102 970 39400 SH SOLE 39400 0 0 TRI POINTE GROUP INC COM 87265H109 582 35600 SH SOLE 35600 0 0 TANGER FACTORY OUTLET CENTER COM 875465106 519 22100 SH SOLE 22100 0 0 TAUBMAN CENTERS INC COM 876664103 840 14300 SH SOLE 14300 0 0 TECH DATA CORP COM 878237106 673 8200 SH SOLE 8200 0 0 TEGNA INC COM 87901J105 548 50534 SH SOLE 50534 0 0 TELEDYNE TECHNOLOGIES INC COM 879360105 1672 8400 SH SOLE 8400 0 0 TELEFLEX INC COM 879369106 2870 10700 SH SOLE 10700 0 0 TELEPHONE AND DATA SYSTEMS COM 879433829 598 21800 SH SOLE 21800 0 0 TEMPUR SEALY INTERNATIONAL I COM 88023U101 520 10831 SH SOLE 10831 0 0 TENET HEALTHCARE CORP COM 88033G407 641 19100 SH SOLE 19100 0 0 TERADATA CORP COM 88076W103 1136 28300 SH SOLE 28300 0 0 TERADYNE INC COM 880770102 1706 44800 SH SOLE 44800 0 0 TEREX CORP COM 880779103 713 16900 SH SOLE 16900 0 0 TEXAS CAPITAL BANCSHARES INC COM 88224Q107 1061 11600 SH SOLE 11600 0 0 TEXAS ROADHOUSE INC COM 882681109 1009 15400 SH SOLE 15400 0 0 THOR INDUSTRIES INC COM 885160101 1120 11500 SH SOLE 11500 0 0 TIMKEN CO COM 887389104 696 15977 SH SOLE 15977 0 0 TOLL BROTHERS INC COM 889478103 1224 33100 SH SOLE 33100 0 0 TOOTSIE ROLL INDS COM 890516107 140 4541 SH SOLE 4541 0 0 TORO CO COM 891092108 1494 24800 SH SOLE 24800 0 0 TREEHOUSE FOODS INC COM 89469A104 693 13200 SH SOLE 13200 0 0 TRIMBLE INC COM 896239100 1916 58354 SH SOLE 58354 0 0 TRINITY INDUSTRIES INC COM 896522109 1199 35000 SH SOLE 35000 0 0 TRUSTMARK CORP COM 898402102 519 15900 SH SOLE 15900 0 0 TUPPERWARE BRANDS CORP COM 899896104 495 12000 SH SOLE 12000 0 0 TYLER TECHNOLOGIES INC COM 902252105 1843 8300 SH SOLE 8300 0 0 UGI CORP COM 902681105 2114 40600 SH SOLE 40600 0 0 UMB FINANCIAL CORP COM 902788108 785 10300 SH SOLE 10300 0 0 ULTIMATE SOFTWARE GROUP INC COM 90385D107 1750 6800 SH SOLE 6800 0 0 UMPQUA HOLDINGS CORP COM 904214103 1166 51600 SH SOLE 51600 0 0 UNITED BANKSHARES INC COM 909907107 895 24600 SH SOLE 24600 0 0 UNITED NATURAL FOODS INC COM 911163103 503 11800 SH SOLE 11800 0 0 UNITED STATES STEEL CORP COM 912909108 1439 41400 SH SOLE 41400 0 0 UNITED THERAPEUTICS CORP COM 91307C102 1154 10200 SH SOLE 10200 0 0 UNITI GROUP INC COM 91325V108 775 38700 SH SOLE 38700 0 0 URBAN OUTFITTERS INC COM 917047102 839 18835 SH SOLE 18835 0 0 URBAN EDGE PROPERTIES COM 91704F104 567 24800 SH SOLE 24800 0 0 VALLEY NATIONAL BANCORP COM 919794107 755 62100 SH SOLE 62100 0 0 VALMONT INDUSTRIES COM 920253101 799 5300 SH SOLE 5300 0 0 VALVOLINE INC COM 92047W101 989 45838 SH SOLE 45838 0 0 VECTREN CORP COM 92240G101 1393 19500 SH SOLE 19500 0 0 VERIFONE SYSTEMS INC COM 92342Y109 591 25900 SH SOLE 25900 0 0 VERSUM MATERIALS INC COM 92532W103 947 25500 SH SOLE 25500 0 0 VIASAT INC COM 92552V100 841 12800 SH SOLE 12800 0 0 VISHAY INTERTECHNOLOGY INC COM 928298108 717 30914 SH SOLE 30914 0 0 WGL HOLDINGS INC COM 92924F106 1065 12000 SH SOLE 12000 0 0 WABTEC CORP COM 929740108 1979 20080 SH SOLE 20080 0 0 WASHINGTON FEDERAL INC COM 938824109 647 19800 SH SOLE 19800 0 0 WATSCO INC COM 942622200 1337 7500 SH SOLE 7500 0 0 WEBSTER FINANCIAL CORP COM 947890109 1373 21548 SH SOLE 21548 0 0 WEINGARTEN REALTY INVESTORS COM 948741103 860 27900 SH SOLE 27900 0 0 WELLCARE HEALTH PLANS INC COM 94946T106 2586 10500 SH SOLE 10500 0 0 WENDY S CO/THE COM 95058W100 722 42000 SH SOLE 42000 0 0 WERNER ENTERPRISES INC COM 950755108 394 10500 SH SOLE 10500 0 0 WEST PHARMACEUTICAL SERVICES COM 955306105 1711 17232 SH SOLE 17232 0 0 WEX INC COM 96208T104 1791 9400 SH SOLE 9400 0 0 WILEY (JOHN) SONS CLASS A COM 968223206 655 10500 SH SOLE 10500 0 0 WILLIAMS SONOMA INC COM 969904101 1099 17900 SH SOLE 17900 0 0 WINTRUST FINANCIAL CORP COM 97650W108 1149 13200 SH SOLE 13200 0 0 WOODWARD INC COM 980745103 999 13000 SH SOLE 13000 0 0 WORLD FUEL SERVICES CORP COM 981475106 325 15900 SH SOLE 15900 0 0 WORTHINGTON INDUSTRIES COM 981811102 424 10100 SH SOLE 10100 0 0 WPX ENERGY INC COM 98212B103 1688 93600 SH SOLE 93600 0 0 WYNDHAM DESTINATIONS INC COM 98310W108 1036 23400 SH SOLE 23400 0 0 WYNDHAM HOTELS RESORTS INC COM 98311A105 1377 23400 SH SOLE 23400 0 0 ZEBRA TECHNOLOGIES CORP CL A COM 989207105 1791 12500 SH SOLE 12500 0 0 ASPEN INSURANCE HOLDINGS LTD COM G05384105 570 14000 SH SOLE 14000 0 0 ARRIS INTERNATIONAL PLC COM G0551A103 1004 41072 SH SOLE 41072 0 0 DELPHI TECHNOLOGIES PLC COM G2709G107 946 20800 SH SOLE 20800 0 0 ENSCO PLC CL A COM G3157S106 743 102400 SH SOLE 102400 0 0 HELEN OF TROY LTD COM G4388N106 610 6200 SH SOLE 6200 0 0 JANUS HENDERSON GROUP PLC COM G4474Y214 1300 42288 SH SOLE 42288 0 0 LIVANOVA PLC COM G5509L101 1018 10200 SH SOLE 10200 0 0 MALLINCKRODT PLC COM G5785G107 364 19500 SH SOLE 19500 0 0 NABORS INDUSTRIES LTD COM G6359F103 529 82600 SH SOLE 82600 0 0 NVENT ELECTRIC PLC COM G6700G107 954 38000 SH SOLE 38000 0 0 RENAISSANCERE HOLDINGS LTD COM G7496G103 1137 9447 SH SOLE 9447 0 0 ROWAN COMPANIES PLC A COM G7665A101 435 26800 SH SOLE 26800 0 0 SIGNET JEWELERS LTD COM G81276100 769 13800 SH SOLE 13800 0 0 STERIS PLC COM G84720104 2081 19817 SH SOLE 19817 0 0 TRANSOCEAN LTD COM H8817H100 1382 102800 SH SOLE 102800 0 0 CORE LABORATORIES N.V. COM N22717107 1300 10300 SH SOLE 10300 0 0