SUSQUEHANNA FUNDAMENTAL INVESTMENTS, LLC Quant / Systematic

Location: Bala Cynwyd, PA

CIK: 0001446179 · Show all filings

Period: Q2 2019 (← Previous) (Next →)

Filing Date: Nov 14, 2019

Total Value: $859M

Holdings (345)

JNJ JOHNSON & JOHNSON 5.2%

Value $45.01M Shares 323,175 Est. Cost $114.14 Unrealized +0.6%

AAPL APPLE INC 2.5%

Value $21.77M Shares 110,000 Est. Cost $40.43 Unrealized +15.3%

— ANADARKO PETE CORP 1.5%

Value $13.14M Shares 186,249 Est. Cost $44.92 Unrealized —

DRI DARDEN RESTAURANTS INC 1.5%

Value $12.99M Shares 106,700 Est. Cost $88.60 Unrealized +11.7%

TSN TYSON FOODS INC 1.5%

Value $12.58M Shares 155,800 Est. Cost $50.94 Unrealized +25.1%

OXY OCCIDENTAL PETE CORP 1.4%

Value $11.78M Shares 234,200 Est. Cost $50.20 Unrealized -2.7%

COF CAPITAL ONE FINL CORP 1.4%

Value $11.61M Shares 127,900 Est. Cost $72.22 Unrealized +10.5%

HD HOME DEPOT INC 1.3%

Value $11.5M Shares 55,298 Est. Cost $153.40 Unrealized +10.5%

MDT MEDTRONIC PLC 1.3%

Value $10.75M Shares 110,400 Est. Cost $75.39 Unrealized +1.1%

SYF SYNCHRONY FINL 1.2%

Value $10.72M Shares 309,233 Est. Cost $23.67 Unrealized +21.4%

OMC OMNICOM GROUP INC 1.2%

Value $10.63M Shares 129,700 Est. Cost $60.88 Unrealized +1.8%

ETN EATON CORP PLC 1.2%

Value $10.6M Shares 127,300 Est. Cost $66.36 Unrealized +7.6%

CNQ CANADIAN NAT RES LTD 1.2%

Value $10.09M Shares 374,042 Est. Cost $9.37 Unrealized +4.2%

CAH CARDINAL HEALTH INC 1.1%

Value $9.243M Shares 196,243 Est. Cost $40.30 Unrealized -5.3%

PBR/A PETROLEO BRASILEIRO SA PETRO 1.1%

Value $9.164M Shares 645,360 Est. Cost $14.29 Unrealized —

MCD MCDONALDS CORP 1.1%

Value $9.137M Shares 44,000 Est. Cost $152.96 Unrealized +11.0%

KMI KINDER MORGAN INC DEL 1.0%

Value $8.838M Shares 423,277 Est. Cost $13.10 Unrealized +4.3%

CVX CHEVRON CORP NEW 1.0%

Value $8.561M Shares 68,800 Est. Cost $86.72 Unrealized +4.1%

PSX PHILLIPS 66 1.0%

Value $8.372M Shares 89,500 Est. Cost $72.43 Unrealized -5.4%

AMAT APPLIED MATLS INC 1.0%

Value $8.344M Shares 185,800 Est. Cost $31.70 Unrealized +24.1%

CCEP COCA COLA EUROPEAN PARTNERS 0.9%

Value $8.125M Shares 143,800 Est. Cost $44.96 Unrealized 0.0%

PFG PRINCIPAL FINL GROUP INC 0.9%

Value $8.062M Shares 139,200 Est. Cost $37.23 Unrealized +14.4%

SYY SYSCO CORP 0.9%

Value $7.652M Shares 108,200 Est. Cost $54.12 Unrealized +10.0%

CAG CONAGRA BRANDS INC 0.9%

Value $7.357M Shares 277,398 Est. Cost $17.77 Unrealized +24.9%

AMP AMERIPRISE FINL INC 0.9%

Value $7.331M Shares 50,500 Est. Cost $109.91 Unrealized +16.7%

WEC WEC ENERGY GROUP INC 0.8%

Value $7.27M Shares 87,200 Est. Cost $58.94 Unrealized +10.2%

C CITIGROUP INC 0.8%

Value $7.255M Shares 103,600 Est. Cost $50.45 Unrealized +4.8%

BMY BRISTOL MYERS SQUIBB CO 0.8%

Value $7.124M Shares 157,100 Est. Cost $37.82 Unrealized -4.5%

PRU PRUDENTIAL FINL INC 0.8%

Value $6.972M Shares 69,028 Est. Cost $68.57 Unrealized +4.3%

DTE DTE ENERGY CO 0.8%

Value $6.931M Shares 54,200 Est. Cost $78.85 Unrealized +8.8%

AEP AMERICAN ELEC PWR CO INC 0.8%

Value $6.9M Shares 78,400 Est. Cost $62.45 Unrealized +9.2%

ED CONSOLIDATED EDISON INC 0.8%

Value $6.874M Shares 78,400 Est. Cost $62.39 Unrealized +8.8%

— AXA EQUITABLE HLDGS INC 0.8%

Value $6.864M Shares 328,436 Est. Cost $19.11 Unrealized —

PNC PNC FINL SVCS GROUP INC 0.8%

Value $6.455M Shares 47,019 Est. Cost $101.36 Unrealized +2.7%

CAT CATERPILLAR INC DEL 0.7%

Value $6.31M Shares 46,300 Est. Cost $114.61 Unrealized +0.1%

DUK DUKE ENERGY CORP NEW 0.7%

Value $6.133M Shares 69,500 Est. Cost $66.91 Unrealized +1.3%

CMS CMS ENERGY CORP 0.7%

Value $6.092M Shares 105,200 Est. Cost $42.03 Unrealized +9.9%

COR AMERISOURCEBERGEN CORP 0.7%

Value $6.036M Shares 70,800 Est. Cost $63.10 Unrealized +0.1%

— BLACKROCK INC 0.7%

Value $6.007M Shares 12,800 Est. Cost $412.26 Unrealized —

RIO RIO TINTO PLC 0.7%

Value $5.978M Shares 95,900 Est. Cost $62.34 Unrealized —

CE CELANESE CORP DEL 0.7%

Value $5.789M Shares 53,700 Est. Cost $86.22 Unrealized +6.0%

WMB WILLIAMS COS INC DEL 0.7%

Value $5.591M Shares 199,400 Est. Cost $19.18 Unrealized 0.0%

UNP UNION PACIFIC CORP 0.6%

Value $5.581M Shares 33,000 Est. Cost $131.79 Unrealized +12.1%

— BUCKEYE PARTNERS L P 0.6%

Value $5.566M Shares 135,600 Est. Cost $35.93 Unrealized —

COP CONOCOPHILLIPS 0.6%

Value $5.514M Shares 90,400 Est. Cost $49.24 Unrealized 0.0%

ABBV ABBVIE INC 0.6%

Value $5.461M Shares 75,100 Est. Cost $60.99 Unrealized -2.6%

KDP KEURIG DR PEPPER INC 0.6%

Value $5.425M Shares 187,700 Est. Cost $22.37 Unrealized +8.2%

D DOMINION ENERGY INC 0.6%

Value $5.355M Shares 69,258 Est. Cost $53.89 Unrealized +5.5%

— CYPRESS SEMICONDUCTOR CORP 0.6%

Value $5.285M Shares 237,647 Est. Cost $14.92 Unrealized —

DGX QUEST DIAGNOSTICS INC 0.6%

Value $5.233M Shares 51,400 Est. Cost $75.64 Unrealized +11.4%

NI NISOURCE INC 0.6%

Value $5.199M Shares 180,526 Est. Cost $21.49 Unrealized +5.3%

KMB KIMBERLY CLARK CORP 0.6%

Value $5.152M Shares 38,652 Est. Cost $86.46 Unrealized +18.2%

LYB LYONDELLBASELL INDUSTRIES N 0.6%

Value $5.082M Shares 59,000 Est. Cost $55.46 Unrealized -0.1%

GNTX GENTEX CORP 0.6%

Value $5.018M Shares 203,906 Est. Cost $20.96 Unrealized +8.0%

LVS LAS VEGAS SANDS CORP 0.6%

Value $4.863M Shares 82,300 Est. Cost $55.94 Unrealized 0.0%

ALLY ALLY FINL INC 0.6%

Value $4.811M Shares 155,247 Est. Cost $21.27 Unrealized +12.2%

IBM INTERNATIONAL BUSINESS MACHS 0.5%

Value $4.633M Shares 33,600 Est. Cost $97.47 Unrealized +1.2%

MET METLIFE INC 0.5%

Value $4.49M Shares 90,400 Est. Cost $35.04 Unrealized +7.3%

AZN ASTRAZENECA PLC 0.5%

Value $4.488M Shares 108,718 Est. Cost $37.94 Unrealized —

CF CF INDS HLDGS INC 0.5%

Value $4.442M Shares 95,100 Est. Cost $35.93 Unrealized +2.6%

RCL ROYAL CARIBBEAN CRUISES LTD 0.5%

Value $4.436M Shares 36,600 Est. Cost $105.14 Unrealized +10.8%

KEY KEYCORP NEW 0.5%

Value $4.423M Shares 249,200 Est. Cost $12.44 Unrealized -1.4%

HP HELMERICH & PAYNE INC 0.5%

Value $4.358M Shares 86,100 Est. Cost $55.04 Unrealized 0.0%

PAGP PLAINS GP HLDGS L P 0.5%

Value $4.323M Shares 173,110 Est. Cost $23.88 Unrealized —

KLAC KLA-TENCOR CORP 0.5%

Value $4.291M Shares 36,303 Est. Cost $97.14 Unrealized +9.3%

SBUX STARBUCKS CORP 0.5%

Value $4.284M Shares 51,100 Est. Cost $53.65 Unrealized +26.6%

LEA LEAR CORP 0.5%

Value $4.207M Shares 30,204 Est. Cost $124.25 Unrealized -1.6%

RSG REPUBLIC SVCS INC 0.5%

Value $4.055M Shares 46,800 Est. Cost $67.24 Unrealized +12.2%

EXC EXELON CORP 0.5%

Value $3.966M Shares 82,722 Est. Cost $22.13 Unrealized +26.2%

MDLZ MONDELEZ INTL INC 0.4%

Value $3.863M Shares 71,662 Est. Cost $35.78 Unrealized +23.2%

HOG HARLEY DAVIDSON INC 0.4%

Value $3.852M Shares 107,502 Est. Cost $36.39 Unrealized -0.1%

HON HONEYWELL INTL INC 0.4%

Value $3.806M Shares 21,800 Est. Cost $121.16 Unrealized +14.4%

— WYNDHAM DESTINATIONS INC 0.4%

Value $3.731M Shares 84,979 Est. Cost $39.35 Unrealized —

SO SOUTHERN CO 0.4%

Value $3.709M Shares 67,100 Est. Cost $37.42 Unrealized +10.5%

— MATCH GROUP INC 0.4%

Value $3.693M Shares 54,900 Est. Cost $62.92 Unrealized —

XEL XCEL ENERGY INC 0.4%

Value $3.635M Shares 61,100 Est. Cost $40.29 Unrealized +16.5%

CPA COPA HOLDINGS SA 0.4%

Value $3.61M Shares 37,000 Est. Cost $67.72 Unrealized +8.5%

LNC LINCOLN NATL CORP IND 0.4%

Value $3.609M Shares 56,000 Est. Cost $46.58 Unrealized +0.6%

RS RELIANCE STEEL & ALUMINUM CO 0.4%

Value $3.604M Shares 38,089 Est. Cost $88.58 Unrealized +1.1%

PEP PEPSICO INC 0.4%

Value $3.567M Shares 27,200 Est. Cost $92.45 Unrealized +13.3%

PG PROCTER AND GAMBLE CO 0.4%

Value $3.564M Shares 32,500 Est. Cost $82.07 Unrealized +10.3%

MRK MERCK & CO INC 0.4%

Value $3.48M Shares 41,500 Est. Cost $56.50 Unrealized +10.0%

WMT WALMART INC 0.4%

Value $3.406M Shares 30,826 Est. Cost $28.76 Unrealized +8.8%

— XEROX CORP 0.4%

Value $3.354M Shares 94,715 Est. Cost $30.20 Unrealized —

WYNN WYNN RESORTS LTD 0.4%

Value $3.334M Shares 26,888 Est. Cost $105.71 Unrealized +14.6%

CVI CVR ENERGY INC 0.4%

Value $3.319M Shares 66,391 Est. Cost $20.85 Unrealized +26.2%

NVT NVENT ELECTRIC PLC 0.4%

Value $3.287M Shares 132,600 Est. Cost $22.48 Unrealized 0.0%

KO COCA COLA CO 0.4%

Value $3.264M Shares 64,100 Est. Cost $39.93 Unrealized 0.0%

MRSH MARSH & MCLENNAN COS INC 0.4%

Value $3.262M Shares 32,700 Est. Cost $74.46 Unrealized +15.9%

— SEAGATE TECHNOLOGY PLC 0.4%

Value $3.219M Shares 68,308 Est. Cost $58.27 Unrealized —

DIN DINE BRANDS GLOBAL INC 0.4%

Value $3.208M Shares 33,600 Est. Cost $66.61 Unrealized +5.2%

FHB FIRST HAWAIIAN INC 0.4%

Value $3.18M Shares 122,921 Est. Cost $18.12 Unrealized +7.8%

CFG CITIZENS FINL GROUP INC 0.4%

Value $3.083M Shares 87,200 Est. Cost $25.80 Unrealized +0.8%

ETR ENTERGY CORP NEW 0.4%

Value $3.036M Shares 29,500 Est. Cost $30.49 Unrealized +25.8%

— UNILEVER PLC 0.3%

Value $2.987M Shares 48,200 Est. Cost $61.97 Unrealized —

ADP AUTOMATIC DATA PROCESSING IN 0.3%

Value $2.959M Shares 17,900 Est. Cost $120.05 Unrealized +17.4%

— KELLOGG CO 0.3%

Value $2.946M Shares 55,000 Est. Cost $44.63 Unrealized -6.6%

FBIN FORTUNE BRANDS HOME & SEC IN 0.3%

Value $2.908M Shares 50,900 Est. Cost $34.57 Unrealized +16.3%

WM WASTE MGMT INC DEL 0.3%

Value $2.884M Shares 25,000 Est. Cost $79.68 Unrealized +22.0%

MTB M & T BK CORP 0.3%

Value $2.857M Shares 16,800 Est. Cost $127.67 Unrealized +4.8%

LOW LOWES COS INC 0.3%

Value $2.755M Shares 27,300 Est. Cost $88.06 Unrealized +6.1%

— CADENCE BANCORPORATION 0.3%

Value $2.719M Shares 130,702 Est. Cost $18.55 Unrealized —

PAG PENSKE AUTOMOTIVE GRP INC 0.3%

Value $2.616M Shares 55,300 Est. Cost $44.30 Unrealized +2.4%

— AQUA AMERICA INC 0.3%

Value $2.601M Shares 62,883 Est. Cost $36.43 Unrealized —

SU SUNCOR ENERGY INC NEW 0.3%

Value $2.588M Shares 83,049 Est. Cost $24.78 Unrealized -0.8%

LNT ALLIANT ENERGY CORP 0.3%

Value $2.552M Shares 52,000 Est. Cost $36.14 Unrealized +7.3%

— MOBILE TELESYSTEMS PJSC 0.3%

Value $2.431M Shares 261,123 Est. Cost $8.47 Unrealized —

DOV DOVER CORP 0.3%

Value $2.385M Shares 23,800 Est. Cost $76.96 Unrealized +13.3%

— RAYTHEON CO 0.3%

Value $2.382M Shares 13,700 Est. Cost $173.87 Unrealized —

HSY HERSHEY CO 0.3%

Value $2.359M Shares 17,600 Est. Cost $92.82 Unrealized +17.4%

AVY AVERY DENNISON CORP 0.3%

Value $2.337M Shares 20,200 Est. Cost $97.43 Unrealized 0.0%

MO ALTRIA GROUP INC 0.3%

Value $2.296M Shares 48,500 Est. Cost $33.13 Unrealized -6.6%

ES EVERSOURCE ENERGY 0.3%

Value $2.288M Shares 30,200 Est. Cost $49.05 Unrealized +17.9%

TRP TC ENERGY CORP 0.3%

Value $2.253M Shares 45,500 Est. Cost $34.25 Unrealized 0.0%

PLCE CHILDRENS PL INC 0.3%

Value $2.23M Shares 23,379 Est. Cost $92.63 Unrealized +10.2%

WHR WHIRLPOOL CORP 0.3%

Value $2.221M Shares 15,600 Est. Cost $134.10 Unrealized 0.0%

RF REGIONS FINL CORP NEW 0.3%

Value $2.184M Shares 146,200 Est. Cost $11.39 Unrealized -1.5%

WPP WPP PLC NEW 0.2%

Value $2.133M Shares 33,900 Est. Cost $52.80 Unrealized —

— AVANGRID INC 0.2%

Value $2.086M Shares 41,300 Est. Cost $50.30 Unrealized —

— CRH PLC 0.2%

Value $2.07M Shares 63,213 Est. Cost $29.79 Unrealized —

WDC WESTERN DIGITAL CORP 0.2%

Value $2.054M Shares 43,200 Est. Cost $36.35 Unrealized -9.8%

— SANTANDER CONSUMER USA HDG I 0.2%

Value $2.049M Shares 85,526 Est. Cost $18.76 Unrealized —

PEG PUBLIC SVC ENTERPRISE GRP IN 0.2%

Value $2.047M Shares 34,800 Est. Cost $47.56 Unrealized 0.0%

HPQ HP INC 0.2%

Value $2.029M Shares 97,600 Est. Cost $15.72 Unrealized 0.0%

— GUESS INC 0.2%

Value $1.989M Shares 123,139 Est. Cost $18.03 Unrealized —

IP INTL PAPER CO 0.2%

Value $1.971M Shares 45,500 Est. Cost $32.76 Unrealized -4.2%

CBRL CRACKER BARREL OLD CTRY STOR 0.2%

Value $1.963M Shares 11,500 Est. Cost $124.87 Unrealized +0.5%

CRI CARTERS INC 0.2%

Value $1.931M Shares 19,800 Est. Cost $78.99 Unrealized 0.0%

NGL NGL ENERGY PARTNERS LP 0.2%

Value $1.928M Shares 130,523 Est. Cost $14.03 Unrealized —

PBF PBF ENERGY INC 0.2%

Value $1.894M Shares 60,500 Est. Cost $32.30 Unrealized -7.6%

NTAP NETAPP INC 0.2%

Value $1.882M Shares 30,500 Est. Cost $58.38 Unrealized -3.9%

BTU PEABODY ENERGY CORP NEW 0.2%

Value $1.88M Shares 78,000 Est. Cost $26.74 Unrealized -7.3%

WLY WILEY JOHN & SONS INC 0.2%

Value $1.857M Shares 40,500 Est. Cost $38.26 Unrealized -5.0%

WU WESTERN UN CO 0.2%

Value $1.822M Shares 91,626 Est. Cost $18.47 Unrealized —

CMI CUMMINS INC 0.2%

Value $1.799M Shares 10,500 Est. Cost $122.60 Unrealized +12.7%

HUN HUNTSMAN CORP 0.2%

Value $1.794M Shares 87,756 Est. Cost $24.29 Unrealized -13.6%

NTRS NORTHERN TR CORP 0.2%

Value $1.782M Shares 19,800 Est. Cost $78.14 Unrealized -4.0%

ARCC ARES CAP CORP 0.2%

Value $1.776M Shares 99,000 Est. Cost $8.68 Unrealized +8.2%

JHG JANUS HENDERSON GROUP PLC 0.2%

Value $1.77M Shares 82,722 Est. Cost $23.01 Unrealized -1.0%

PNW PINNACLE WEST CAP CORP 0.2%

Value $1.769M Shares 18,800 Est. Cost $66.20 Unrealized +9.0%

— TALLGRASS ENERGY LP 0.2%

Value $1.752M Shares 83,000 Est. Cost $23.88 Unrealized —

GEL GENESIS ENERGY L P 0.2%

Value $1.73M Shares 79,000 Est. Cost $23.04 Unrealized —

TGNA TEGNA INC 0.2%

Value $1.73M Shares 114,186 Est. Cost $14.27 Unrealized +8.0%

NDAQ NASDAQ INC 0.2%

Value $1.673M Shares 17,400 Est. Cost $25.70 Unrealized +8.1%

DKS DICKS SPORTING GOODS INC 0.2%

Value $1.613M Shares 46,566 Est. Cost $28.65 Unrealized +3.8%

HAS HASBRO INC 0.2%

Value $1.596M Shares 15,100 Est. Cost $70.95 Unrealized +8.4%

MDU MDU RES GROUP INC 0.2%

Value $1.553M Shares 60,200 Est. Cost $7.93 Unrealized +0.8%

CNK CINEMARK HOLDINGS INC 0.2%

Value $1.545M Shares 42,800 Est. Cost $36.76 Unrealized +1.8%

CLF CLEVELAND CLIFFS INC 0.2%

Value $1.545M Shares 144,800 Est. Cost $9.47 Unrealized -0.4%

SXT SENSIENT TECHNOLOGIES CORP 0.2%

Value $1.514M Shares 20,600 Est. Cost $62.98 Unrealized +12.1%

FCX FREEPORT-MCMORAN INC 0.2%

Value $1.503M Shares 129,500 Est. Cost $11.12 Unrealized -3.4%

SNN SMITH & NEPHEW PLC 0.2%

Value $1.477M Shares 33,925 Est. Cost $43.54 Unrealized —

BAC BANK AMER CORP 0.2%

Value $1.472M Shares 50,762 Est. Cost $24.50 Unrealized 0.0%

AES AES CORP 0.2%

Value $1.461M Shares 87,200 Est. Cost $9.38 Unrealized +42.6%

LDOS LEIDOS HLDGS INC 0.2%

Value $1.445M Shares 18,100 Est. Cost $54.86 Unrealized +21.6%

LLY LILLY ELI & CO 0.2%

Value $1.436M Shares 12,960 Est. Cost $81.34 Unrealized +32.8%

— THOMSON REUTERS CORP 0.2%

Value $1.418M Shares 22,000 Est. Cost $48.32 Unrealized —

SON SONOCO PRODS CO 0.2%

Value $1.416M Shares 21,677 Est. Cost $41.50 Unrealized +20.5%

CINF CINCINNATI FINL CORP 0.2%

Value $1.355M Shares 13,068 Est. Cost $61.53 Unrealized +31.4%

MGY MAGNOLIA OIL & GAS CORP 0.2%

Value $1.351M Shares 116,700 Est. Cost $12.25 Unrealized +0.1%

AVGO BROADCOM INC 0.2%

Value $1.349M Shares 4,686 Est. Cost $19.73 Unrealized +23.6%

MUR MURPHY OIL CORP 0.2%

Value $1.343M Shares 54,500 Est. Cost $21.44 Unrealized -3.5%

— LAM RESEARCH CORP 0.2%

Value $1.315M Shares 7,000 Est. Cost $187.86 Unrealized —

SID COMPANHIA SIDERURGICA NACION 0.2%

Value $1.308M Shares 303,487 Est. Cost $3.01 Unrealized —

ALK ALASKA AIR GROUP INC 0.2%

Value $1.307M Shares 20,453 Est. Cost $61.27 Unrealized -2.6%

— MACQUARIE INFRASTRUCTURE COR 0.2%

Value $1.293M Shares 31,900 Est. Cost $38.90 Unrealized —

GRMN GARMIN LTD 0.1%

Value $1.285M Shares 16,100 Est. Cost $61.84 Unrealized +13.6%

HE HAWAIIAN ELEC INDUSTRIES 0.1%

Value $1.241M Shares 28,500 Est. Cost $35.79 Unrealized +17.1%

JCI JOHNSON CTLS INTL PLC 0.1%

Value $1.231M Shares 29,800 Est. Cost $33.38 Unrealized 0.0%

PH PARKER HANNIFIN CORP 0.1%

Value $1.207M Shares 7,100 Est. Cost $156.48 Unrealized 0.0%

— IAA INC 0.1%

Value $1.202M Shares 31,000 Est. Cost $38.77 Unrealized —

DOX AMDOCS LTD 0.1%

Value $1.174M Shares 18,900 Est. Cost $48.68 Unrealized +3.3%

BAP CREDICORP LTD 0.1%

Value $1.169M Shares 5,105 Est. Cost $192.89 Unrealized +0.3%

TX TERNIUM SA 0.1%

Value $1.139M Shares 50,800 Est. Cost $24.59 Unrealized —

RELX RELX PLC 0.1%

Value $1.13M Shares 46,286 Est. Cost $21.81 Unrealized —

— PEOPLES UTD FINL INC 0.1%

Value $1.126M Shares 67,099 Est. Cost $16.44 Unrealized —

— ENEL AMERICAS S A 0.1%

Value $1.124M Shares 126,692 Est. Cost $9.17 Unrealized —

— TUPPERWARE BRANDS CORP 0.1%

Value $1.113M Shares 58,500 Est. Cost $21.86 Unrealized —

AMGN AMGEN INC 0.1%

Value $1.106M Shares 6,000 Est. Cost $150.41 Unrealized -2.8%

— SIX FLAGS ENTMT CORP NEW 0.1%

Value $1.098M Shares 22,100 Est. Cost $49.68 Unrealized —

— CIT GROUP INC 0.1%

Value $1.098M Shares 20,900 Est. Cost $47.99 Unrealized —

TEO TELECOM ARGENTINA S A 0.1%

Value $1.09M Shares 61,711 Est. Cost $17.66 Unrealized —

WEN WENDYS CO 0.1%

Value $1.088M Shares 55,570 Est. Cost $17.01 Unrealized +10.7%

MAN MANPOWERGROUP INC 0.1%

Value $1.082M Shares 11,200 Est. Cost $91.10 Unrealized 0.0%

BKU BANKUNITED INC 0.1%

Value $1.08M Shares 32,000 Est. Cost $26.83 Unrealized +2.9%

MLKN MILLER HERMAN INC 0.1%

Value $1.05M Shares 23,500 Est. Cost $30.56 Unrealized +3.9%

DAN DANA INCORPORATED 0.1%

Value $1.043M Shares 52,300 Est. Cost $15.01 Unrealized +1.9%

— SUNTRUST BKS INC 0.1%

Value $1.031M Shares 16,400 Est. Cost $62.87 Unrealized —

— SEASPAN CORP 0.1%

Value $1.021M Shares 104,091 Est. Cost $8.58 Unrealized —

OGS ONE GAS INC 0.1%

Value $1.02M Shares 11,300 Est. Cost $76.01 Unrealized +16.4%

FITB FIFTH THIRD BANCORP 0.1%

Value $1.013M Shares 36,310 Est. Cost $21.51 Unrealized -2.1%

HRL HORMEL FOODS CORP 0.1%

Value $993K Shares 24,500 Est. Cost $33.93 Unrealized 0.0%

HOPE HOPE BANCORP INC 0.1%

Value $985K Shares 71,472 Est. Cost $14.19 Unrealized -3.9%

VVV VALVOLINE INC 0.1%

Value $967K Shares 49,539 Est. Cost $19.21 Unrealized -3.9%

RPM RPM INTL INC 0.1%

Value $947K Shares 15,500 Est. Cost $63.37 Unrealized -6.8%

GLW CORNING INC 0.1%

Value $942K Shares 28,362 Est. Cost $26.29 Unrealized +1.3%

— COSAN LTD 0.1%

Value $925K Shares 69,200 Est. Cost $13.37 Unrealized —

TDS TELEPHONE & DATA SYS INC 0.1%

Value $921K Shares 30,300 Est. Cost $31.23 Unrealized 0.0%

BBVA BANCO BILBAO VIZCAYA ARGENTA 0.1%

Value $919K Shares 165,272 Est. Cost $5.59 Unrealized —

PM PHILIP MORRIS INTL INC 0.1%

Value $919K Shares 11,700 Est. Cost $56.07 Unrealized +3.9%

— DISCOVER FINL SVCS 0.1%

Value $900K Shares 11,600 Est. Cost $77.59 Unrealized —

CC CHEMOURS CO 0.1%

Value $886K Shares 36,900 Est. Cost $22.30 Unrealized 0.0%

— BERRY PETE CORP 0.1%

Value $882K Shares 83,176 Est. Cost $11.54 Unrealized —

NFG NATIONAL FUEL GAS CO N J 0.1%

Value $865K Shares 16,400 Est. Cost $51.80 Unrealized +9.9%

— EXTENDED STAY AMER INC 0.1%

Value $841K Shares 49,776 Est. Cost $17.95 Unrealized —

— AMCOR PLC 0.1%

Value $826K Shares 71,910 Est. Cost $8.56 Unrealized 0.0%

CAKE CHEESECAKE FACTORY INC 0.1%

Value $822K Shares 18,800 Est. Cost $40.95 Unrealized -0.6%

CFR CULLEN FROST BANKERS INC 0.1%

Value $796K Shares 8,500 Est. Cost $80.50 Unrealized -0.9%

TRN TRINITY INDS INC 0.1%

Value $793K Shares 38,200 Est. Cost $17.59 Unrealized -6.5%

BCE BCE INC 0.1%

Value $791K Shares 17,400 Est. Cost $27.51 Unrealized +6.0%

CEPU CENTRAL PUERTO S A 0.1%

Value $784K Shares 84,600 Est. Cost $9.45 Unrealized —

EVR EVERCORE INC 0.1%

Value $779K Shares 8,800 Est. Cost $69.94 Unrealized +9.7%

DAL DELTA AIR LINES INC DEL 0.1%

Value $777K Shares 13,700 Est. Cost $53.29 Unrealized 0.0%

OPLN KAR AUCTION SVCS INC 0.1%

Value $775K Shares 31,000 Est. Cost $21.54 Unrealized 0.0%

TLK P T TELEKOMUNIKASI INDONESIA 0.1%

Value $772K Shares 26,406 Est. Cost $26.23 Unrealized —

BWA BORGWARNER INC 0.1%

Value $764K Shares 18,200 Est. Cost $29.94 Unrealized +6.7%

HBAN HUNTINGTON BANCSHARES INC 0.1%

Value $752K Shares 54,400 Est. Cost $9.75 Unrealized +0.9%

USB US BANCORP DEL 0.1%

Value $742K Shares 14,168 Est. Cost $38.28 Unrealized +1.7%

EG EVEREST RE GROUP LTD 0.1%

Value $742K Shares 3,000 Est. Cost $208.75 Unrealized 0.0%

SHOO MADDEN STEVEN LTD 0.1%

Value $739K Shares 21,754 Est. Cost $28.71 Unrealized +1.0%

— DCP MIDSTREAM LP 0.1%

Value $735K Shares 25,100 Est. Cost $31.35 Unrealized —

BKH BLACK HILLS CORP 0.1%

Value $735K Shares 9,400 Est. Cost $52.65 Unrealized +10.2%

LPX LOUISIANA PAC CORP 0.1%

Value $734K Shares 28,000 Est. Cost $24.43 Unrealized +0.3%

— TRIBUNE MEDIA CO 0.1%

Value $731K Shares 15,825 Est. Cost $38.42 Unrealized —

— MICRO FOCUS INTERNATIONAL PL 0.1%

Value $720K Shares 27,478 Est. Cost $26.20 Unrealized —

TGS TRANSPORTADORA DE GAS SUR 0.1%

Value $703K Shares 48,600 Est. Cost $14.47 Unrealized —

GILD GILEAD SCIENCES INC 0.1%

Value $689K Shares 10,200 Est. Cost $52.23 Unrealized -2.7%

WRB BERKLEY W R CORP 0.1%

Value $672K Shares 10,200 Est. Cost $21.37 Unrealized +10.4%

— ARCH COAL INC 0.1%

Value $659K Shares 7,000 Est. Cost $78.39 Unrealized —

SBS COMPANHIA DE SANEAMENTO BASI 0.1%

Value $654K Shares 53,775 Est. Cost $10.58 Unrealized —

CMA COMERICA INC 0.1%

Value $654K Shares 9,000 Est. Cost $53.72 Unrealized 0.0%

AVA AVISTA CORP 0.1%

Value $647K Shares 14,500 Est. Cost $30.30 Unrealized +4.6%

UGI UGI CORP NEW 0.1%

Value $641K Shares 12,000 Est. Cost $53.22 Unrealized 0.0%

SIMO SILICON MOTION TECHNOLOGY CO 0.1%

Value $626K Shares 14,100 Est. Cost $43.74 Unrealized —

— CHINA PETE & CHEM CORP 0.1%

Value $600K Shares 8,796 Est. Cost $79.51 Unrealized —

UGP ULTRAPAR PARTICIPACOES S A 0.1%

Value $597K Shares 114,000 Est. Cost $7.35 Unrealized —

AWK AMERICAN WTR WKS CO INC NEW 0.1%

Value $592K Shares 5,100 Est. Cost $74.01 Unrealized +31.7%

— TARO PHARMACEUTICAL INDS LTD 0.1%

Value $590K Shares 6,905 Est. Cost $95.27 Unrealized —

— CONSOLIDATED COMM HLDGS INC 0.1%

Value $581K Shares 117,901 Est. Cost $5.96 Unrealized —

MS MORGAN STANLEY 0.1%

Value $578K Shares 13,200 Est. Cost $38.40 Unrealized -5.5%

EXR EXTRA SPACE STORAGE INC 0.1%

Value $552K Shares 5,200 Est. Cost $74.18 Unrealized +10.3%

CQP CHENIERE ENERGY PARTNERS LP 0.1%

Value $544K Shares 12,900 Est. Cost $42.17 Unrealized —

— IBERIABANK CORP 0.1%

Value $523K Shares 6,900 Est. Cost $72.54 Unrealized —

— AMERIGAS PARTNERS L P 0.1%

Value $514K Shares 14,756 Est. Cost $30.90 Unrealized —

FAF FIRST AMERN FINL CORP 0.1%

Value $510K Shares 9,500 Est. Cost $36.40 Unrealized +19.4%

— HFF INC 0.1%

Value $509K Shares 11,200 Est. Cost $47.77 Unrealized —

— CHINA LIFE INS CO LTD 0.1%

Value $507K Shares 41,026 Est. Cost $12.43 Unrealized —

— POLYONE CORP 0.1%

Value $505K Shares 16,100 Est. Cost $29.31 Unrealized —

WOR WORTHINGTON INDS INC 0.1%

Value $503K Shares 12,500 Est. Cost $23.46 Unrealized 0.0%

GEF GREIF INC 0.1%

Value $492K Shares 15,100 Est. Cost $29.82 Unrealized -2.1%

— TC PIPELINES LP 0.1%

Value $485K Shares 12,900 Est. Cost $37.60 Unrealized —

RCI ROGERS COMMUNICATIONS INC 0.1%

Value $482K Shares 9,000 Est. Cost $53.90 Unrealized -3.1%

SUN SUNOCO LP 0.1%

Value $480K Shares 15,340 Est. Cost $30.06 Unrealized —

— LIONS GATE ENTMNT CORP 0.1%

Value $479K Shares 41,300 Est. Cost $12.63 Unrealized —

— GOLAR LNG PARTNERS LP 0.1%

Value $467K Shares 41,300 Est. Cost $12.86 Unrealized —

— CNOOC LTD 0.1%

Value $462K Shares 2,710 Est. Cost $157.14 Unrealized —

— SHELL MIDSTREAM PARTNERS L P 0.1%

Value $439K Shares 21,200 Est. Cost $20.71 Unrealized —

CCU COMPANIA CERVECERIAS UNIDAS 0.1%

Value $432K Shares 15,300 Est. Cost $29.45 Unrealized —

— TPG SPECIALTY LENDING INC 0.1%

Value $431K Shares 21,970 Est. Cost $19.98 Unrealized —

BIGGQ BIG LOTS INC 0.0%

Value $421K Shares 14,700 Est. Cost $33.50 Unrealized -16.5%

TKR TIMKEN CO 0.0%

Value $411K Shares 8,000 Est. Cost $47.77 Unrealized 0.0%

HCC WARRIOR MET COAL INC 0.0%

Value $410K Shares 15,700 Est. Cost $27.36 Unrealized +4.1%

CPF CENTRAL PAC FINL CORP 0.0%

Value $410K Shares 13,697 Est. Cost $20.82 Unrealized +4.6%

— AIRCASTLE LTD 0.0%

Value $404K Shares 19,000 Est. Cost $20.62 Unrealized —

BOH BANK HAWAII CORP 0.0%

Value $398K Shares 4,800 Est. Cost $59.25 Unrealized +3.3%

ASB ASSOCIATED BANC CORP 0.0%

Value $389K Shares 18,400 Est. Cost $16.78 Unrealized -0.8%

PBA PEMBINA PIPELINE CORP 0.0%

Value $387K Shares 10,400 Est. Cost $25.12 Unrealized 0.0%

MATV SCHWEITZER-MAUDUIT INTL INC 0.0%

Value $385K Shares 11,600 Est. Cost $24.39 Unrealized +0.4%

— HOLLY ENERGY PARTNERS L P 0.0%

Value $374K Shares 13,600 Est. Cost $27.00 Unrealized —

— MEREDITH CORP 0.0%

Value $370K Shares 6,722 Est. Cost $51.02 Unrealized —

— BT GROUP PLC 0.0%

Value $366K Shares 28,700 Est. Cost $12.75 Unrealized —

— PATTERSON COMPANIES INC 0.0%

Value $355K Shares 15,500 Est. Cost $24.45 Unrealized —

FTS FORTIS INC 0.0%

Value $355K Shares 9,000 Est. Cost $27.39 Unrealized +7.5%

HWC HANCOCK WHITNEY CORPORATION 0.0%

Value $349K Shares 8,700 Est. Cost $50.73 Unrealized -18.8%

— CHEMICAL FINL CORP 0.0%

Value $345K Shares 8,400 Est. Cost $41.19 Unrealized —

— TEEKAY CORPORATION 0.0%

Value $345K Shares 100,238 Est. Cost $3.86 Unrealized —

TU TELUS CORP 0.0%

Value $343K Shares 9,300 Est. Cost $17.85 Unrealized +3.6%

BHE BENCHMARK ELECTRS INC 0.0%

Value $337K Shares 13,400 Est. Cost $19.95 Unrealized +10.2%

ZD J2 GLOBAL INC 0.0%

Value $329K Shares 3,700 Est. Cost $75.57 Unrealized 0.0%

— PHILLIPS 66 PARTNERS LP 0.0%

Value $326K Shares 6,600 Est. Cost $49.39 Unrealized —

— MAXAR TECHNOLOGIES INC 0.0%

Value $325K Shares 41,500 Est. Cost $4.02 Unrealized —

KMT KENNAMETAL INC 0.0%

Value $322K Shares 8,700 Est. Cost $29.92 Unrealized -0.4%

UBSI UNITED BANKSHARES INC WEST V 0.0%

Value $315K Shares 8,500 Est. Cost $36.37 Unrealized +3.3%

— NOBLE ENERGY INC 0.0%

Value $314K Shares 14,000 Est. Cost $24.74 Unrealized —

EC ECOPETROL S A 0.0%

Value $312K Shares 17,050 Est. Cost $26.91 Unrealized —

ELAN ELANCO ANIMAL HEALTH INC 0.0%

Value $311K Shares 9,204 Est. Cost $30.77 Unrealized +5.5%

— GANNETT CO INC 0.0%

Value $308K Shares 37,788 Est. Cost $10.41 Unrealized —

CNH CNH INDL N V 0.0%

Value $304K Shares 29,584 Est. Cost $7.84 Unrealized -1.4%

CIG COMPANHIA ENERGETICA DE MINA 0.0%

Value $301K Shares 78,900 Est. Cost $3.57 Unrealized —

KT KT CORP 0.0%

Value $293K Shares 23,700 Est. Cost $13.70 Unrealized —

LXFR LUXFER HOLDINGS PLC 0.0%

Value $292K Shares 11,900 Est. Cost $20.07 Unrealized +21.1%

INFY INFOSYS LTD 0.0%

Value $292K Shares 27,300 Est. Cost $10.70 Unrealized —

MCY MERCURY GENL CORP NEW 0.0%

Value $291K Shares 4,648 Est. Cost $47.94 Unrealized +16.5%

CATY CATHAY GEN BANCORP 0.0%

Value $291K Shares 8,100 Est. Cost $29.00 Unrealized -2.6%

TCPC BLACKROCK TCP CAP CORP 0.0%

Value $289K Shares 20,300 Est. Cost $14.26 Unrealized +1.4%

DLX DELUXE CORP 0.0%

Value $289K Shares 7,100 Est. Cost $32.30 Unrealized -6.8%

PUK PRUDENTIAL PLC 0.0%

Value $285K Shares 6,498 Est. Cost $40.17 Unrealized —

— XPERI CORP 0.0%

Value $282K Shares 13,700 Est. Cost $22.88 Unrealized —

— LIONS GATE ENTMNT CORP 0.0%

Value $274K Shares 22,400 Est. Cost $15.63 Unrealized —

— GREAT WESTN BANCORP INC 0.0%

Value $271K Shares 7,600 Est. Cost $31.58 Unrealized —

CNO CNO FINL GROUP INC 0.0%

Value $267K Shares 16,000 Est. Cost $15.43 Unrealized -8.2%

LYG LLOYDS BANKING GROUP PLC 0.0%

Value $257K Shares 90,600 Est. Cost $2.84 Unrealized —

FHI FEDERATED INVS INC PA 0.0%

Value $254K Shares 7,800 Est. Cost $20.37 Unrealized +14.7%

— ATLANTICA YIELD PLC 0.0%

Value $254K Shares 11,200 Est. Cost $19.46 Unrealized —

BSBR BANCO SANTANDER BRASIL S A 0.0%

Value $250K Shares 21,100 Est. Cost $11.34 Unrealized —

TFSL TFS FINL CORP 0.0%

Value $246K Shares 13,600 Est. Cost $9.56 Unrealized +8.9%

GSM FERROGLOBE PLC 0.0%

Value $245K Shares 144,320 Est. Cost $3.03 Unrealized -38.7%

UVV UNIVERSAL CORP VA 0.0%

Value $237K Shares 3,900 Est. Cost $62.83 Unrealized -10.8%

ARLP ALLIANCE RES PARTNER L P 0.0%

Value $236K Shares 13,900 Est. Cost $16.98 Unrealized —

CAJPY CANON INC 0.0%

Value $234K Shares 8,000 Est. Cost $29.00 Unrealized —

— NEW YORK CMNTY BANCORP INC 0.0%

Value $233K Shares 23,300 Est. Cost $10.00 Unrealized —

— OAKTREE CAP GROUP LLC 0.0%

Value $233K Shares 4,700 Est. Cost $49.57 Unrealized —

ACCO ACCO BRANDS CORP 0.0%

Value $230K Shares 29,200 Est. Cost $6.20 Unrealized -4.9%

WNC WABASH NATL CORP 0.0%

Value $225K Shares 13,800 Est. Cost $12.17 Unrealized +4.6%

TXNM PNM RES INC 0.0%

Value $224K Shares 4,400 Est. Cost $38.31 Unrealized +24.5%

— SUMMIT MIDSTREAM PARTNERS LP 0.0%

Value $222K Shares 29,900 Est. Cost $7.42 Unrealized —

NJR NEW JERSEY RES 0.0%

Value $219K Shares 4,400 Est. Cost $31.01 Unrealized +24.7%

RGR STURM RUGER & CO INC 0.0%

Value $212K Shares 3,900 Est. Cost $54.54 Unrealized -2.5%

CWEN/A CLEARWAY ENERGY INC 0.0%

Value $212K Shares 13,100 Est. Cost $10.16 Unrealized +4.7%

— ALTRA INDL MOTION CORP 0.0%

Value $212K Shares 5,900 Est. Cost $35.93 Unrealized —

RLI RLI CORP 0.0%

Value $210K Shares 2,451 Est. Cost $25.43 Unrealized +29.4%

TLYS TILLYS INC 0.0%

Value $207K Shares 27,122 Est. Cost $8.43 Unrealized -6.2%

IEP ICAHN ENTERPRISES LP 0.0%

Value $203K Shares 2,800 Est. Cost $72.50 Unrealized —

— BP PRUDHOE BAY RTY TR 0.0%

Value $203K Shares 13,100 Est. Cost $15.50 Unrealized —

— CHINA MOBILE LIMITED 0.0%

Value $202K Shares 4,453 Est. Cost $50.33 Unrealized —

— TEEKAY LNG PARTNERS L P 0.0%

Value $200K Shares 14,200 Est. Cost $14.08 Unrealized —

TELFY TELEFONICA S A 0.0%

Value $191K Shares 23,058 Est. Cost $8.38 Unrealized —

CAPL CROSSAMERICA PARTNERS LP 0.0%

Value $185K Shares 11,500 Est. Cost $16.09 Unrealized —

CWEN CLEARWAY ENERGY INC 0.0%

Value $169K Shares 10,000 Est. Cost $11.32 Unrealized 0.0%

— U S SILICA HLDGS INC 0.0%

Value $168K Shares 13,162 Est. Cost $10.19 Unrealized —

— HI CRUSH INC 0.0%

Value $158K Shares 64,130 Est. Cost $4.85 Unrealized —

— ENLINK MIDSTREAM LLC 0.0%

Value $156K Shares 15,500 Est. Cost $12.77 Unrealized —

PSEC PROSPECT CAPITAL CORPORATION 0.0%

Value $145K Shares 22,200 Est. Cost $2.89 Unrealized 0.0%

HIMX HIMAX TECHNOLOGIES INC 0.0%

Value $137K Shares 39,500 Est. Cost $3.19 Unrealized —

— INTREXON CORP 0.0%

Value $115K Shares 15,000 Est. Cost $7.67 Unrealized —

— CAPITAL PRODUCT PARTNERS L P 0.0%

Value $110K Shares 10,471 Est. Cost $10.51 Unrealized —

— FALCON MINERALS CORP 0.0%

Value $99,000 Shares 11,816 Est. Cost $8.38 Unrealized —

ARCO ARCOS DORADOS HOLDINGS INC 0.0%

Value $87,000 Shares 12,000 Est. Cost $5.98 Unrealized 0.0%

— FRONTLINE LTD 0.0%

Value $86,000 Shares 10,800 Est. Cost $7.96 Unrealized —

NAT NORDIC AMERICAN TANKERS LIMI 0.0%

Value $80,000 Shares 34,096 Est. Cost $2.29 Unrealized -6.0%

— AMERICAN MIDSTREAM PARTNERS 0.0%

Value $80,000 Shares 15,400 Est. Cost $5.19 Unrealized —

TAIT TAITRON COMPONENTS INC 0.0%

Value $59,000 Shares 18,500 Est. Cost $3.67 Unrealized 0.0%

ASX ASE TECHNOLOGY HOLDING CO LT 0.0%

Value $49,000 Shares 12,300 Est. Cost $3.98 Unrealized —

— JUST ENERGY GROUP INC 0.0%

Value $46,000 Shares 10,700 Est. Cost $4.30 Unrealized —

— CEMTREX INC 0.0%

Value $3,000 Shares 30,000 Est. Cost $0.53 Unrealized —

Ticker	Issuer	Shares	Value	%	Est. Cost	Unrealized	Class	CUSIP
JNJ	JOHNSON & JOHNSON	323,175	$45.01M	5.2%	$114.14	+0.6%	—	478160104
AAPL	APPLE INC	110,000	$21.77M	2.5%	$40.43	+15.3%	—	037833100
—	ANADARKO PETE CORP	186,249	$13.14M	1.5%	$44.92	—	—	032511107
DRI	DARDEN RESTAURANTS INC	106,700	$12.99M	1.5%	$88.60	+11.7%	—	237194105
TSN	TYSON FOODS INC	155,800	$12.58M	1.5%	$50.94	+25.1%	—	902494103
OXY	OCCIDENTAL PETE CORP	234,200	$11.78M	1.4%	$50.20	-2.7%	—	674599105
COF	CAPITAL ONE FINL CORP	127,900	$11.61M	1.4%	$72.22	+10.5%	—	14040H105
HD	HOME DEPOT INC	55,298	$11.5M	1.3%	$153.40	+10.5%	—	437076102
MDT	MEDTRONIC PLC	110,400	$10.75M	1.3%	$75.39	+1.1%	—	G5960L103
SYF	SYNCHRONY FINL	309,233	$10.72M	1.2%	$23.67	+21.4%	—	87165B103
OMC	OMNICOM GROUP INC	129,700	$10.63M	1.2%	$60.88	+1.8%	—	681919106
ETN	EATON CORP PLC	127,300	$10.6M	1.2%	$66.36	+7.6%	—	G29183103
CNQ	CANADIAN NAT RES LTD	374,042	$10.09M	1.2%	$9.37	+4.2%	—	136385101
CAH	CARDINAL HEALTH INC	196,243	$9.243M	1.1%	$40.30	-5.3%	—	14149Y108
PBR/A	PETROLEO BRASILEIRO SA PETRO	645,360	$9.164M	1.1%	$14.29	—	—	71654V101
MCD	MCDONALDS CORP	44,000	$9.137M	1.1%	$152.96	+11.0%	—	580135101
KMI	KINDER MORGAN INC DEL	423,277	$8.838M	1.0%	$13.10	+4.3%	—	49456B101
CVX	CHEVRON CORP NEW	68,800	$8.561M	1.0%	$86.72	+4.1%	—	166764100
PSX	PHILLIPS 66	89,500	$8.372M	1.0%	$72.43	-5.4%	—	718546104
AMAT	APPLIED MATLS INC	185,800	$8.344M	1.0%	$31.70	+24.1%	—	038222105
CCEP	COCA COLA EUROPEAN PARTNERS	143,800	$8.125M	0.9%	$44.96	0.0%	—	G25839104
PFG	PRINCIPAL FINL GROUP INC	139,200	$8.062M	0.9%	$37.23	+14.4%	—	74251V102
SYY	SYSCO CORP	108,200	$7.652M	0.9%	$54.12	+10.0%	—	871829107
CAG	CONAGRA BRANDS INC	277,398	$7.357M	0.9%	$17.77	+24.9%	—	205887102
AMP	AMERIPRISE FINL INC	50,500	$7.331M	0.9%	$109.91	+16.7%	—	03076C106
WEC	WEC ENERGY GROUP INC	87,200	$7.27M	0.8%	$58.94	+10.2%	—	92939U106
C	CITIGROUP INC	103,600	$7.255M	0.8%	$50.45	+4.8%	—	172967424
BMY	BRISTOL MYERS SQUIBB CO	157,100	$7.124M	0.8%	$37.82	-4.5%	—	110122108
PRU	PRUDENTIAL FINL INC	69,028	$6.972M	0.8%	$68.57	+4.3%	—	744320102
DTE	DTE ENERGY CO	54,200	$6.931M	0.8%	$78.85	+8.8%	—	233331107
AEP	AMERICAN ELEC PWR CO INC	78,400	$6.9M	0.8%	$62.45	+9.2%	—	025537101
ED	CONSOLIDATED EDISON INC	78,400	$6.874M	0.8%	$62.39	+8.8%	—	209115104
—	AXA EQUITABLE HLDGS INC	328,436	$6.864M	0.8%	$19.11	—	—	054561105
PNC	PNC FINL SVCS GROUP INC	47,019	$6.455M	0.8%	$101.36	+2.7%	—	693475105
CAT	CATERPILLAR INC DEL	46,300	$6.31M	0.7%	$114.61	+0.1%	—	149123101
DUK	DUKE ENERGY CORP NEW	69,500	$6.133M	0.7%	$66.91	+1.3%	—	26441C204
CMS	CMS ENERGY CORP	105,200	$6.092M	0.7%	$42.03	+9.9%	—	125896100
COR	AMERISOURCEBERGEN CORP	70,800	$6.036M	0.7%	$63.10	+0.1%	—	03073E105
—	BLACKROCK INC	12,800	$6.007M	0.7%	$412.26	—	—	09247X101
RIO	RIO TINTO PLC	95,900	$5.978M	0.7%	$62.34	—	—	767204100
CE	CELANESE CORP DEL	53,700	$5.789M	0.7%	$86.22	+6.0%	—	150870103
WMB	WILLIAMS COS INC DEL	199,400	$5.591M	0.7%	$19.18	0.0%	—	969457100
UNP	UNION PACIFIC CORP	33,000	$5.581M	0.6%	$131.79	+12.1%	—	907818108
—	BUCKEYE PARTNERS L P	135,600	$5.566M	0.6%	$35.93	—	—	118230101
COP	CONOCOPHILLIPS	90,400	$5.514M	0.6%	$49.24	0.0%	—	20825C104
ABBV	ABBVIE INC	75,100	$5.461M	0.6%	$60.99	-2.6%	—	00287Y109
KDP	KEURIG DR PEPPER INC	187,700	$5.425M	0.6%	$22.37	+8.2%	—	49271V100
D	DOMINION ENERGY INC	69,258	$5.355M	0.6%	$53.89	+5.5%	—	25746U109
—	CYPRESS SEMICONDUCTOR CORP	237,647	$5.285M	0.6%	$14.92	—	—	232806109
DGX	QUEST DIAGNOSTICS INC	51,400	$5.233M	0.6%	$75.64	+11.4%	—	74834L100
NI	NISOURCE INC	180,526	$5.199M	0.6%	$21.49	+5.3%	—	65473P105
KMB	KIMBERLY CLARK CORP	38,652	$5.152M	0.6%	$86.46	+18.2%	—	494368103
LYB	LYONDELLBASELL INDUSTRIES N	59,000	$5.082M	0.6%	$55.46	-0.1%	—	N53745100
GNTX	GENTEX CORP	203,906	$5.018M	0.6%	$20.96	+8.0%	—	371901109
LVS	LAS VEGAS SANDS CORP	82,300	$4.863M	0.6%	$55.94	0.0%	—	517834107
ALLY	ALLY FINL INC	155,247	$4.811M	0.6%	$21.27	+12.2%	—	02005N100
IBM	INTERNATIONAL BUSINESS MACHS	33,600	$4.633M	0.5%	$97.47	+1.2%	—	459200101
MET	METLIFE INC	90,400	$4.49M	0.5%	$35.04	+7.3%	—	59156R108
AZN	ASTRAZENECA PLC	108,718	$4.488M	0.5%	$37.94	—	—	046353108
CF	CF INDS HLDGS INC	95,100	$4.442M	0.5%	$35.93	+2.6%	—	125269100
RCL	ROYAL CARIBBEAN CRUISES LTD	36,600	$4.436M	0.5%	$105.14	+10.8%	—	V7780T103
KEY	KEYCORP NEW	249,200	$4.423M	0.5%	$12.44	-1.4%	—	493267108
HP	HELMERICH & PAYNE INC	86,100	$4.358M	0.5%	$55.04	0.0%	—	423452101
PAGP	PLAINS GP HLDGS L P	173,110	$4.323M	0.5%	$23.88	—	—	72651A207
KLAC	KLA-TENCOR CORP	36,303	$4.291M	0.5%	$97.14	+9.3%	—	482480100
SBUX	STARBUCKS CORP	51,100	$4.284M	0.5%	$53.65	+26.6%	—	855244109
LEA	LEAR CORP	30,204	$4.207M	0.5%	$124.25	-1.6%	—	521865204
RSG	REPUBLIC SVCS INC	46,800	$4.055M	0.5%	$67.24	+12.2%	—	760759100
EXC	EXELON CORP	82,722	$3.966M	0.5%	$22.13	+26.2%	—	30161N101
MDLZ	MONDELEZ INTL INC	71,662	$3.863M	0.4%	$35.78	+23.2%	—	609207105
HOG	HARLEY DAVIDSON INC	107,502	$3.852M	0.4%	$36.39	-0.1%	—	412822108
HON	HONEYWELL INTL INC	21,800	$3.806M	0.4%	$121.16	+14.4%	—	438516106
—	WYNDHAM DESTINATIONS INC	84,979	$3.731M	0.4%	$39.35	—	—	98310W108
SO	SOUTHERN CO	67,100	$3.709M	0.4%	$37.42	+10.5%	—	842587107
—	MATCH GROUP INC	54,900	$3.693M	0.4%	$62.92	—	—	57665R106
XEL	XCEL ENERGY INC	61,100	$3.635M	0.4%	$40.29	+16.5%	—	98389B100
CPA	COPA HOLDINGS SA	37,000	$3.61M	0.4%	$67.72	+8.5%	—	P31076105
LNC	LINCOLN NATL CORP IND	56,000	$3.609M	0.4%	$46.58	+0.6%	—	534187109
RS	RELIANCE STEEL & ALUMINUM CO	38,089	$3.604M	0.4%	$88.58	+1.1%	—	759509102
PEP	PEPSICO INC	27,200	$3.567M	0.4%	$92.45	+13.3%	—	713448108
PG	PROCTER AND GAMBLE CO	32,500	$3.564M	0.4%	$82.07	+10.3%	—	742718109
MRK	MERCK & CO INC	41,500	$3.48M	0.4%	$56.50	+10.0%	—	58933Y105
WMT	WALMART INC	30,826	$3.406M	0.4%	$28.76	+8.8%	—	931142103
—	XEROX CORP	94,715	$3.354M	0.4%	$30.20	—	—	984121608
WYNN	WYNN RESORTS LTD	26,888	$3.334M	0.4%	$105.71	+14.6%	—	983134107
CVI	CVR ENERGY INC	66,391	$3.319M	0.4%	$20.85	+26.2%	—	12662P108
NVT	NVENT ELECTRIC PLC	132,600	$3.287M	0.4%	$22.48	0.0%	—	G6700G107
KO	COCA COLA CO	64,100	$3.264M	0.4%	$39.93	0.0%	—	191216100
MRSH	MARSH & MCLENNAN COS INC	32,700	$3.262M	0.4%	$74.46	+15.9%	—	571748102
—	SEAGATE TECHNOLOGY PLC	68,308	$3.219M	0.4%	$58.27	—	—	G7945M107
DIN	DINE BRANDS GLOBAL INC	33,600	$3.208M	0.4%	$66.61	+5.2%	—	254423106
FHB	FIRST HAWAIIAN INC	122,921	$3.18M	0.4%	$18.12	+7.8%	—	32051X108
CFG	CITIZENS FINL GROUP INC	87,200	$3.083M	0.4%	$25.80	+0.8%	—	174610105
ETR	ENTERGY CORP NEW	29,500	$3.036M	0.4%	$30.49	+25.8%	—	29364G103
—	UNILEVER PLC	48,200	$2.987M	0.3%	$61.97	—	—	904767704
ADP	AUTOMATIC DATA PROCESSING IN	17,900	$2.959M	0.3%	$120.05	+17.4%	—	053015103
—	KELLOGG CO	55,000	$2.946M	0.3%	$44.63	-6.6%	—	487836108
FBIN	FORTUNE BRANDS HOME & SEC IN	50,900	$2.908M	0.3%	$34.57	+16.3%	—	34964C106
WM	WASTE MGMT INC DEL	25,000	$2.884M	0.3%	$79.68	+22.0%	—	94106L109
MTB	M & T BK CORP	16,800	$2.857M	0.3%	$127.67	+4.8%	—	55261F104
LOW	LOWES COS INC	27,300	$2.755M	0.3%	$88.06	+6.1%	—	548661107
—	CADENCE BANCORPORATION	130,702	$2.719M	0.3%	$18.55	—	—	12739A100
PAG	PENSKE AUTOMOTIVE GRP INC	55,300	$2.616M	0.3%	$44.30	+2.4%	—	70959W103
—	AQUA AMERICA INC	62,883	$2.601M	0.3%	$36.43	—	—	03836W103
SU	SUNCOR ENERGY INC NEW	83,049	$2.588M	0.3%	$24.78	-0.8%	—	867224107
LNT	ALLIANT ENERGY CORP	52,000	$2.552M	0.3%	$36.14	+7.3%	—	018802108
—	MOBILE TELESYSTEMS PJSC	261,123	$2.431M	0.3%	$8.47	—	—	607409109
DOV	DOVER CORP	23,800	$2.385M	0.3%	$76.96	+13.3%	—	260003108
—	RAYTHEON CO	13,700	$2.382M	0.3%	$173.87	—	—	755111507
HSY	HERSHEY CO	17,600	$2.359M	0.3%	$92.82	+17.4%	—	427866108
AVY	AVERY DENNISON CORP	20,200	$2.337M	0.3%	$97.43	0.0%	—	053611109
MO	ALTRIA GROUP INC	48,500	$2.296M	0.3%	$33.13	-6.6%	—	02209S103
ES	EVERSOURCE ENERGY	30,200	$2.288M	0.3%	$49.05	+17.9%	—	30040W108
TRP	TC ENERGY CORP	45,500	$2.253M	0.3%	$34.25	0.0%	—	87807B107
PLCE	CHILDRENS PL INC	23,379	$2.23M	0.3%	$92.63	+10.2%	—	168905107
WHR	WHIRLPOOL CORP	15,600	$2.221M	0.3%	$134.10	0.0%	—	963320106
RF	REGIONS FINL CORP NEW	146,200	$2.184M	0.3%	$11.39	-1.5%	—	7591EP100
WPP	WPP PLC NEW	33,900	$2.133M	0.2%	$52.80	—	—	92937A102
—	AVANGRID INC	41,300	$2.086M	0.2%	$50.30	—	—	05351W103
—	CRH PLC	63,213	$2.07M	0.2%	$29.79	—	—	12626K203
WDC	WESTERN DIGITAL CORP	43,200	$2.054M	0.2%	$36.35	-9.8%	—	958102105
—	SANTANDER CONSUMER USA HDG I	85,526	$2.049M	0.2%	$18.76	—	—	80283M101
PEG	PUBLIC SVC ENTERPRISE GRP IN	34,800	$2.047M	0.2%	$47.56	0.0%	—	744573106
HPQ	HP INC	97,600	$2.029M	0.2%	$15.72	0.0%	—	40434L105
—	GUESS INC	123,139	$1.989M	0.2%	$18.03	—	—	401617105
IP	INTL PAPER CO	45,500	$1.971M	0.2%	$32.76	-4.2%	—	460146103
CBRL	CRACKER BARREL OLD CTRY STOR	11,500	$1.963M	0.2%	$124.87	+0.5%	—	22410J106
CRI	CARTERS INC	19,800	$1.931M	0.2%	$78.99	0.0%	—	146229109
NGL	NGL ENERGY PARTNERS LP	130,523	$1.928M	0.2%	$14.03	—	—	62913M107
PBF	PBF ENERGY INC	60,500	$1.894M	0.2%	$32.30	-7.6%	—	69318G106
NTAP	NETAPP INC	30,500	$1.882M	0.2%	$58.38	-3.9%	—	64110D104
BTU	PEABODY ENERGY CORP NEW	78,000	$1.88M	0.2%	$26.74	-7.3%	—	704551100
WLY	WILEY JOHN & SONS INC	40,500	$1.857M	0.2%	$38.26	-5.0%	—	968223206
WU	WESTERN UN CO	91,626	$1.822M	0.2%	$18.47	—	—	959802109
CMI	CUMMINS INC	10,500	$1.799M	0.2%	$122.60	+12.7%	—	231021106
HUN	HUNTSMAN CORP	87,756	$1.794M	0.2%	$24.29	-13.6%	—	447011107
NTRS	NORTHERN TR CORP	19,800	$1.782M	0.2%	$78.14	-4.0%	—	665859104
ARCC	ARES CAP CORP	99,000	$1.776M	0.2%	$8.68	+8.2%	—	04010L103
JHG	JANUS HENDERSON GROUP PLC	82,722	$1.77M	0.2%	$23.01	-1.0%	—	G4474Y214
PNW	PINNACLE WEST CAP CORP	18,800	$1.769M	0.2%	$66.20	+9.0%	—	723484101
—	TALLGRASS ENERGY LP	83,000	$1.752M	0.2%	$23.88	—	—	874696107
GEL	GENESIS ENERGY L P	79,000	$1.73M	0.2%	$23.04	—	—	371927104
TGNA	TEGNA INC	114,186	$1.73M	0.2%	$14.27	+8.0%	—	87901J105
NDAQ	NASDAQ INC	17,400	$1.673M	0.2%	$25.70	+8.1%	—	631103108
DKS	DICKS SPORTING GOODS INC	46,566	$1.613M	0.2%	$28.65	+3.8%	—	253393102
HAS	HASBRO INC	15,100	$1.596M	0.2%	$70.95	+8.4%	—	418056107
MDU	MDU RES GROUP INC	60,200	$1.553M	0.2%	$7.93	+0.8%	—	552690109
CNK	CINEMARK HOLDINGS INC	42,800	$1.545M	0.2%	$36.76	+1.8%	—	17243V102
CLF	CLEVELAND CLIFFS INC	144,800	$1.545M	0.2%	$9.47	-0.4%	—	185899101
SXT	SENSIENT TECHNOLOGIES CORP	20,600	$1.514M	0.2%	$62.98	+12.1%	—	81725T100
FCX	FREEPORT-MCMORAN INC	129,500	$1.503M	0.2%	$11.12	-3.4%	—	35671D857
SNN	SMITH & NEPHEW PLC	33,925	$1.477M	0.2%	$43.54	—	—	83175M205
BAC	BANK AMER CORP	50,762	$1.472M	0.2%	$24.50	0.0%	—	060505104
AES	AES CORP	87,200	$1.461M	0.2%	$9.38	+42.6%	—	00130H105
LDOS	LEIDOS HLDGS INC	18,100	$1.445M	0.2%	$54.86	+21.6%	—	525327102
LLY	LILLY ELI & CO	12,960	$1.436M	0.2%	$81.34	+32.8%	—	532457108
—	THOMSON REUTERS CORP	22,000	$1.418M	0.2%	$48.32	—	—	884903709
SON	SONOCO PRODS CO	21,677	$1.416M	0.2%	$41.50	+20.5%	—	835495102
CINF	CINCINNATI FINL CORP	13,068	$1.355M	0.2%	$61.53	+31.4%	—	172062101
MGY	MAGNOLIA OIL & GAS CORP	116,700	$1.351M	0.2%	$12.25	+0.1%	—	559663109
AVGO	BROADCOM INC	4,686	$1.349M	0.2%	$19.73	+23.6%	—	11135F101
MUR	MURPHY OIL CORP	54,500	$1.343M	0.2%	$21.44	-3.5%	—	626717102
—	LAM RESEARCH CORP	7,000	$1.315M	0.2%	$187.86	—	—	512807108
SID	COMPANHIA SIDERURGICA NACION	303,487	$1.308M	0.2%	$3.01	—	—	20440W105
ALK	ALASKA AIR GROUP INC	20,453	$1.307M	0.2%	$61.27	-2.6%	—	011659109
—	MACQUARIE INFRASTRUCTURE COR	31,900	$1.293M	0.2%	$38.90	—	—	55608B105
GRMN	GARMIN LTD	16,100	$1.285M	0.1%	$61.84	+13.6%	—	H2906T109
HE	HAWAIIAN ELEC INDUSTRIES	28,500	$1.241M	0.1%	$35.79	+17.1%	—	419870100
JCI	JOHNSON CTLS INTL PLC	29,800	$1.231M	0.1%	$33.38	0.0%	—	G51502105
PH	PARKER HANNIFIN CORP	7,100	$1.207M	0.1%	$156.48	0.0%	—	701094104
—	IAA INC	31,000	$1.202M	0.1%	$38.77	—	—	449253103
DOX	AMDOCS LTD	18,900	$1.174M	0.1%	$48.68	+3.3%	—	G02602103
BAP	CREDICORP LTD	5,105	$1.169M	0.1%	$192.89	+0.3%	—	G2519Y108
TX	TERNIUM SA	50,800	$1.139M	0.1%	$24.59	—	—	880890108
RELX	RELX PLC	46,286	$1.13M	0.1%	$21.81	—	—	759530108
—	PEOPLES UTD FINL INC	67,099	$1.126M	0.1%	$16.44	—	—	712704105
—	ENEL AMERICAS S A	126,692	$1.124M	0.1%	$9.17	—	—	29274F104
—	TUPPERWARE BRANDS CORP	58,500	$1.113M	0.1%	$21.86	—	—	899896104
AMGN	AMGEN INC	6,000	$1.106M	0.1%	$150.41	-2.8%	—	031162100
—	SIX FLAGS ENTMT CORP NEW	22,100	$1.098M	0.1%	$49.68	—	—	83001A102
—	CIT GROUP INC	20,900	$1.098M	0.1%	$47.99	—	—	125581801
TEO	TELECOM ARGENTINA S A	61,711	$1.09M	0.1%	$17.66	—	—	879273209
WEN	WENDYS CO	55,570	$1.088M	0.1%	$17.01	+10.7%	—	95058W100
MAN	MANPOWERGROUP INC	11,200	$1.082M	0.1%	$91.10	0.0%	—	56418H100
BKU	BANKUNITED INC	32,000	$1.08M	0.1%	$26.83	+2.9%	—	06652K103
MLKN	MILLER HERMAN INC	23,500	$1.05M	0.1%	$30.56	+3.9%	—	600544100
DAN	DANA INCORPORATED	52,300	$1.043M	0.1%	$15.01	+1.9%	—	235825205
—	SUNTRUST BKS INC	16,400	$1.031M	0.1%	$62.87	—	—	867914103
—	SEASPAN CORP	104,091	$1.021M	0.1%	$8.58	—	—	Y75638109
OGS	ONE GAS INC	11,300	$1.02M	0.1%	$76.01	+16.4%	—	68235P108
FITB	FIFTH THIRD BANCORP	36,310	$1.013M	0.1%	$21.51	-2.1%	—	316773100
HRL	HORMEL FOODS CORP	24,500	$993K	0.1%	$33.93	0.0%	—	440452100
HOPE	HOPE BANCORP INC	71,472	$985K	0.1%	$14.19	-3.9%	—	43940T109
VVV	VALVOLINE INC	49,539	$967K	0.1%	$19.21	-3.9%	—	92047W101
RPM	RPM INTL INC	15,500	$947K	0.1%	$63.37	-6.8%	—	749685103
GLW	CORNING INC	28,362	$942K	0.1%	$26.29	+1.3%	—	219350105
—	COSAN LTD	69,200	$925K	0.1%	$13.37	—	—	G25343107
TDS	TELEPHONE & DATA SYS INC	30,300	$921K	0.1%	$31.23	0.0%	—	879433829
BBVA	BANCO BILBAO VIZCAYA ARGENTA	165,272	$919K	0.1%	$5.59	—	—	05946K101
PM	PHILIP MORRIS INTL INC	11,700	$919K	0.1%	$56.07	+3.9%	—	718172109
—	DISCOVER FINL SVCS	11,600	$900K	0.1%	$77.59	—	—	254709108
CC	CHEMOURS CO	36,900	$886K	0.1%	$22.30	0.0%	—	163851108
—	BERRY PETE CORP	83,176	$882K	0.1%	$11.54	—	—	08579X101
NFG	NATIONAL FUEL GAS CO N J	16,400	$865K	0.1%	$51.80	+9.9%	—	636180101
—	EXTENDED STAY AMER INC	49,776	$841K	0.1%	$17.95	—	—	30224P200
—	AMCOR PLC	71,910	$826K	0.1%	$8.56	0.0%	—	G0250X107
CAKE	CHEESECAKE FACTORY INC	18,800	$822K	0.1%	$40.95	-0.6%	—	163072101
CFR	CULLEN FROST BANKERS INC	8,500	$796K	0.1%	$80.50	-0.9%	—	229899109
TRN	TRINITY INDS INC	38,200	$793K	0.1%	$17.59	-6.5%	—	896522109
BCE	BCE INC	17,400	$791K	0.1%	$27.51	+6.0%	—	05534B760
CEPU	CENTRAL PUERTO S A	84,600	$784K	0.1%	$9.45	—	—	155038201
EVR	EVERCORE INC	8,800	$779K	0.1%	$69.94	+9.7%	—	29977A105
DAL	DELTA AIR LINES INC DEL	13,700	$777K	0.1%	$53.29	0.0%	—	247361702
OPLN	KAR AUCTION SVCS INC	31,000	$775K	0.1%	$21.54	0.0%	—	48238T109
TLK	P T TELEKOMUNIKASI INDONESIA	26,406	$772K	0.1%	$26.23	—	—	715684106
BWA	BORGWARNER INC	18,200	$764K	0.1%	$29.94	+6.7%	—	099724106
HBAN	HUNTINGTON BANCSHARES INC	54,400	$752K	0.1%	$9.75	+0.9%	—	446150104
USB	US BANCORP DEL	14,168	$742K	0.1%	$38.28	+1.7%	—	902973304
EG	EVEREST RE GROUP LTD	3,000	$742K	0.1%	$208.75	0.0%	—	G3223R108
SHOO	MADDEN STEVEN LTD	21,754	$739K	0.1%	$28.71	+1.0%	—	556269108
—	DCP MIDSTREAM LP	25,100	$735K	0.1%	$31.35	—	—	23311P100
BKH	BLACK HILLS CORP	9,400	$735K	0.1%	$52.65	+10.2%	—	092113109
LPX	LOUISIANA PAC CORP	28,000	$734K	0.1%	$24.43	+0.3%	—	546347105
—	TRIBUNE MEDIA CO	15,825	$731K	0.1%	$38.42	—	—	896047503
—	MICRO FOCUS INTERNATIONAL PL	27,478	$720K	0.1%	$26.20	—	—	594837403
TGS	TRANSPORTADORA DE GAS SUR	48,600	$703K	0.1%	$14.47	—	—	893870204
GILD	GILEAD SCIENCES INC	10,200	$689K	0.1%	$52.23	-2.7%	—	375558103
WRB	BERKLEY W R CORP	10,200	$672K	0.1%	$21.37	+10.4%	—	084423102
—	ARCH COAL INC	7,000	$659K	0.1%	$78.39	—	—	039380407
SBS	COMPANHIA DE SANEAMENTO BASI	53,775	$654K	0.1%	$10.58	—	—	20441A102
CMA	COMERICA INC	9,000	$654K	0.1%	$53.72	0.0%	—	200340107
AVA	AVISTA CORP	14,500	$647K	0.1%	$30.30	+4.6%	—	05379B107
UGI	UGI CORP NEW	12,000	$641K	0.1%	$53.22	0.0%	—	902681105
SIMO	SILICON MOTION TECHNOLOGY CO	14,100	$626K	0.1%	$43.74	—	—	82706C108
—	CHINA PETE & CHEM CORP	8,796	$600K	0.1%	$79.51	—	—	16941R108
UGP	ULTRAPAR PARTICIPACOES S A	114,000	$597K	0.1%	$7.35	—	—	90400P101
AWK	AMERICAN WTR WKS CO INC NEW	5,100	$592K	0.1%	$74.01	+31.7%	—	030420103
—	TARO PHARMACEUTICAL INDS LTD	6,905	$590K	0.1%	$95.27	—	—	M8737E108
—	CONSOLIDATED COMM HLDGS INC	117,901	$581K	0.1%	$5.96	—	—	209034107
MS	MORGAN STANLEY	13,200	$578K	0.1%	$38.40	-5.5%	—	617446448
EXR	EXTRA SPACE STORAGE INC	5,200	$552K	0.1%	$74.18	+10.3%	—	30225T102
CQP	CHENIERE ENERGY PARTNERS LP	12,900	$544K	0.1%	$42.17	—	—	16411Q101
—	IBERIABANK CORP	6,900	$523K	0.1%	$72.54	—	—	450828108
—	AMERIGAS PARTNERS L P	14,756	$514K	0.1%	$30.90	—	—	030975106
FAF	FIRST AMERN FINL CORP	9,500	$510K	0.1%	$36.40	+19.4%	—	31847R102
—	HFF INC	11,200	$509K	0.1%	$47.77	—	—	40418F108
—	CHINA LIFE INS CO LTD	41,026	$507K	0.1%	$12.43	—	—	16939P106
—	POLYONE CORP	16,100	$505K	0.1%	$29.31	—	—	73179P106
WOR	WORTHINGTON INDS INC	12,500	$503K	0.1%	$23.46	0.0%	—	981811102
GEF	GREIF INC	15,100	$492K	0.1%	$29.82	-2.1%	—	397624107
—	TC PIPELINES LP	12,900	$485K	0.1%	$37.60	—	—	87233Q108
RCI	ROGERS COMMUNICATIONS INC	9,000	$482K	0.1%	$53.90	-3.1%	—	775109200
SUN	SUNOCO LP	15,340	$480K	0.1%	$30.06	—	—	86765K109
—	LIONS GATE ENTMNT CORP	41,300	$479K	0.1%	$12.63	—	—	535919500
—	GOLAR LNG PARTNERS LP	41,300	$467K	0.1%	$12.86	—	—	Y2745C102
—	CNOOC LTD	2,710	$462K	0.1%	$157.14	—	—	126132109
—	SHELL MIDSTREAM PARTNERS L P	21,200	$439K	0.1%	$20.71	—	—	822634101
CCU	COMPANIA CERVECERIAS UNIDAS	15,300	$432K	0.1%	$29.45	—	—	204429104
—	TPG SPECIALTY LENDING INC	21,970	$431K	0.1%	$19.98	—	—	87265K102
BIGGQ	BIG LOTS INC	14,700	$421K	0.0%	$33.50	-16.5%	—	089302103
TKR	TIMKEN CO	8,000	$411K	0.0%	$47.77	0.0%	—	887389104
HCC	WARRIOR MET COAL INC	15,700	$410K	0.0%	$27.36	+4.1%	—	93627C101
CPF	CENTRAL PAC FINL CORP	13,697	$410K	0.0%	$20.82	+4.6%	—	154760409
—	AIRCASTLE LTD	19,000	$404K	0.0%	$20.62	—	—	G0129K104
BOH	BANK HAWAII CORP	4,800	$398K	0.0%	$59.25	+3.3%	—	062540109
ASB	ASSOCIATED BANC CORP	18,400	$389K	0.0%	$16.78	-0.8%	—	045487105
PBA	PEMBINA PIPELINE CORP	10,400	$387K	0.0%	$25.12	0.0%	—	706327103
MATV	SCHWEITZER-MAUDUIT INTL INC	11,600	$385K	0.0%	$24.39	+0.4%	—	808541106
—	HOLLY ENERGY PARTNERS L P	13,600	$374K	0.0%	$27.00	—	—	435763107
—	MEREDITH CORP	6,722	$370K	0.0%	$51.02	—	—	589433101
—	BT GROUP PLC	28,700	$366K	0.0%	$12.75	—	—	05577E101
—	PATTERSON COMPANIES INC	15,500	$355K	0.0%	$24.45	—	—	703395103
FTS	FORTIS INC	9,000	$355K	0.0%	$27.39	+7.5%	—	349553107
HWC	HANCOCK WHITNEY CORPORATION	8,700	$349K	0.0%	$50.73	-18.8%	—	410120109
—	CHEMICAL FINL CORP	8,400	$345K	0.0%	$41.19	—	—	163731102
—	TEEKAY CORPORATION	100,238	$345K	0.0%	$3.86	—	—	Y8564W103
TU	TELUS CORP	9,300	$343K	0.0%	$17.85	+3.6%	—	87971M103
BHE	BENCHMARK ELECTRS INC	13,400	$337K	0.0%	$19.95	+10.2%	—	08160H101
ZD	J2 GLOBAL INC	3,700	$329K	0.0%	$75.57	0.0%	—	48123V102
—	PHILLIPS 66 PARTNERS LP	6,600	$326K	0.0%	$49.39	—	—	718549207
—	MAXAR TECHNOLOGIES INC	41,500	$325K	0.0%	$4.02	—	—	57778K105
KMT	KENNAMETAL INC	8,700	$322K	0.0%	$29.92	-0.4%	—	489170100
UBSI	UNITED BANKSHARES INC WEST V	8,500	$315K	0.0%	$36.37	+3.3%	—	909907107
—	NOBLE ENERGY INC	14,000	$314K	0.0%	$24.74	—	—	655044105
EC	ECOPETROL S A	17,050	$312K	0.0%	$26.91	—	—	279158109
ELAN	ELANCO ANIMAL HEALTH INC	9,204	$311K	0.0%	$30.77	+5.5%	—	28414H103
—	GANNETT CO INC	37,788	$308K	0.0%	$10.41	—	—	36473H104
CNH	CNH INDL N V	29,584	$304K	0.0%	$7.84	-1.4%	—	N20944109
CIG	COMPANHIA ENERGETICA DE MINA	78,900	$301K	0.0%	$3.57	—	—	204409601
KT	KT CORP	23,700	$293K	0.0%	$13.70	—	—	48268K101
LXFR	LUXFER HOLDINGS PLC	11,900	$292K	0.0%	$20.07	+21.1%	—	G5698W116
INFY	INFOSYS LTD	27,300	$292K	0.0%	$10.70	—	—	456788108
MCY	MERCURY GENL CORP NEW	4,648	$291K	0.0%	$47.94	+16.5%	—	589400100
CATY	CATHAY GEN BANCORP	8,100	$291K	0.0%	$29.00	-2.6%	—	149150104
TCPC	BLACKROCK TCP CAP CORP	20,300	$289K	0.0%	$14.26	+1.4%	—	09259E108
DLX	DELUXE CORP	7,100	$289K	0.0%	$32.30	-6.8%	—	248019101
PUK	PRUDENTIAL PLC	6,498	$285K	0.0%	$40.17	—	—	74435K204
—	XPERI CORP	13,700	$282K	0.0%	$22.88	—	—	98421B100
—	LIONS GATE ENTMNT CORP	22,400	$274K	0.0%	$15.63	—	—	535919401
—	GREAT WESTN BANCORP INC	7,600	$271K	0.0%	$31.58	—	—	391416104
CNO	CNO FINL GROUP INC	16,000	$267K	0.0%	$15.43	-8.2%	—	12621E103
LYG	LLOYDS BANKING GROUP PLC	90,600	$257K	0.0%	$2.84	—	—	539439109
FHI	FEDERATED INVS INC PA	7,800	$254K	0.0%	$20.37	+14.7%	—	314211103
—	ATLANTICA YIELD PLC	11,200	$254K	0.0%	$19.46	—	—	G0751N103
BSBR	BANCO SANTANDER BRASIL S A	21,100	$250K	0.0%	$11.34	—	—	05967A107
TFSL	TFS FINL CORP	13,600	$246K	0.0%	$9.56	+8.9%	—	87240R107
GSM	FERROGLOBE PLC	144,320	$245K	0.0%	$3.03	-38.7%	—	G33856108
UVV	UNIVERSAL CORP VA	3,900	$237K	0.0%	$62.83	-10.8%	—	913456109
ARLP	ALLIANCE RES PARTNER L P	13,900	$236K	0.0%	$16.98	—	—	01877R108
CAJPY	CANON INC	8,000	$234K	0.0%	$29.00	—	—	138006309
—	NEW YORK CMNTY BANCORP INC	23,300	$233K	0.0%	$10.00	—	—	649445103
—	OAKTREE CAP GROUP LLC	4,700	$233K	0.0%	$49.57	—	—	674001201
ACCO	ACCO BRANDS CORP	29,200	$230K	0.0%	$6.20	-4.9%	—	00081T108
WNC	WABASH NATL CORP	13,800	$225K	0.0%	$12.17	+4.6%	—	929566107
TXNM	PNM RES INC	4,400	$224K	0.0%	$38.31	+24.5%	—	69349H107
—	SUMMIT MIDSTREAM PARTNERS LP	29,900	$222K	0.0%	$7.42	—	—	866142102
NJR	NEW JERSEY RES	4,400	$219K	0.0%	$31.01	+24.7%	—	646025106
RGR	STURM RUGER & CO INC	3,900	$212K	0.0%	$54.54	-2.5%	—	864159108
CWEN/A	CLEARWAY ENERGY INC	13,100	$212K	0.0%	$10.16	+4.7%	—	18539C105
—	ALTRA INDL MOTION CORP	5,900	$212K	0.0%	$35.93	—	—	02208R106
RLI	RLI CORP	2,451	$210K	0.0%	$25.43	+29.4%	—	749607107
TLYS	TILLYS INC	27,122	$207K	0.0%	$8.43	-6.2%	—	886885102
IEP	ICAHN ENTERPRISES LP	2,800	$203K	0.0%	$72.50	—	—	451100101
—	BP PRUDHOE BAY RTY TR	13,100	$203K	0.0%	$15.50	—	—	055630107
—	CHINA MOBILE LIMITED	4,453	$202K	0.0%	$50.33	—	—	16941M109
—	TEEKAY LNG PARTNERS L P	14,200	$200K	0.0%	$14.08	—	—	Y8564M105
TELFY	TELEFONICA S A	23,058	$191K	0.0%	$8.38	—	—	879382208
CAPL	CROSSAMERICA PARTNERS LP	11,500	$185K	0.0%	$16.09	—	—	22758A105
CWEN	CLEARWAY ENERGY INC	10,000	$169K	0.0%	$11.32	0.0%	—	18539C204
—	U S SILICA HLDGS INC	13,162	$168K	0.0%	$10.19	—	—	90346E103
—	HI CRUSH INC	64,130	$158K	0.0%	$4.85	—	—	428337109
—	ENLINK MIDSTREAM LLC	15,500	$156K	0.0%	$12.77	—	—	29336T100
PSEC	PROSPECT CAPITAL CORPORATION	22,200	$145K	0.0%	$2.89	0.0%	—	74348T102
HIMX	HIMAX TECHNOLOGIES INC	39,500	$137K	0.0%	$3.19	—	—	43289P106
—	INTREXON CORP	15,000	$115K	0.0%	$7.67	—	—	46122T102
—	CAPITAL PRODUCT PARTNERS L P	10,471	$110K	0.0%	$10.51	—	—	Y11082206
—	FALCON MINERALS CORP	11,816	$99,000	0.0%	$8.38	—	—	30607B109
ARCO	ARCOS DORADOS HOLDINGS INC	12,000	$87,000	0.0%	$5.98	0.0%	—	G0457F107
—	FRONTLINE LTD	10,800	$86,000	0.0%	$7.96	—	—	G3682E192
NAT	NORDIC AMERICAN TANKERS LIMI	34,096	$80,000	0.0%	$2.29	-6.0%	—	G65773106
—	AMERICAN MIDSTREAM PARTNERS	15,400	$80,000	0.0%	$5.19	—	—	02752P100
TAIT	TAITRON COMPONENTS INC	18,500	$59,000	0.0%	$3.67	0.0%	—	874028103
ASX	ASE TECHNOLOGY HOLDING CO LT	12,300	$49,000	0.0%	$3.98	—	—	00215W100
—	JUST ENERGY GROUP INC	10,700	$46,000	0.0%	$4.30	—	—	48213W101
—	CEMTREX INC	30,000	$3,000	0.0%	$0.53	—	—	15130G113