WINTON CAPITAL GROUP LTD

Reporting date
30 Jun 2019
Total value
$5,144,502,000

Deep learning technology allows us to estimate the financial effect the behaviour of other investors might have on the portfolio.

The risks indicators below estimate a 1 in 5 (20%) likelihood that losses to the portfolio due to the behaviour of long term investors, shorter term trading (including hedge funds) and market reaction to news will exceed the respective values displayed.

Long term investor behaviour Risk
10.44%
Short term trading behaviour Risk
15.49%
Vulnerability to news Risk
5.21%

Displayed below are the holdings disclosed by WINTON CAPITAL GROUP LTD to the SEC in its associated 13F filing.

Name Shares Value on 30 Jun 2019 Percent
APPLE INC 123,627 $24,468,000.00 0.48%
ABIOMED INC. 3,229 $841,000.00 0.02%
ARCH CAPITAL GROUP LTD 16,741 $621,000.00 0.01%
ACELRX PHARMACEUTICALS INC 15,905 $40,000.00 0.00%
ADOBE INC 46,423 $13,679,000.00 0.27%
AUTOMATIC DATA PROCESSING INC. 4,924 $814,000.00 0.02%
AUTODESK INC. 58,889 $9,593,000.00 0.19%
ADDUS HOMECARE CORPORATION 7,311 $548,000.00 0.01%
AGNC INVESTMENT CORP 83,801 $1,410,000.00 0.03%
AKAMAI TECHNOLOGIES INC 506,449 $40,587,000.00 0.79%
AKOUSTIS TECHNOLOGIES INC 12,626 $81,000.00 0.00%
ALIGN TECHNOLOGY, INC. 2,640 $723,000.00 0.01%
ALLEGIANT TRAVEL 1,467 $211,000.00 0.00%
APPLIED MATERIALS INC. 488,410 $21,934,000.00 0.43%
AMC NETWORKS INC - ORDINARY SHARES - CLASS A 6,346 $346,000.00 0.01%
ADVANCED MICRO DEVICES INC. 7,803 $237,000.00 0.00%
AMEDISYS INC. 5,520 $670,000.00 0.01%
AMGEN INC. 54,725 $10,085,000.00 0.20%
ALLIED MOTION TECHNOLOGIES INC 8,497 $322,000.00 0.01%
AMERICAN SUPERCONDUCTOR CORP. 18,857 $175,000.00 0.00%
AMERISAFE INC 19,185 $1,223,000.00 0.02%
TD AMERITRADE HOLDING CORP. 12,136 $606,000.00 0.01%
AMAZON.COM INC. 22,556 $42,713,000.00 0.83%
AMERICAN NATIONAL INSURANCE CO. 7,915 $922,000.00 0.02%
ANGI HOMESERVICES INC - ORDINARY SHARES - CLASS A 20,131 $262,000.00 0.01%
ANGIODYNAMIC INC 17,669 $348,000.00 0.01%
ANIKA THERAPEUTICS INC. 8,177 $332,000.00 0.01%
ANI PHARMACEUTICALS INC 7,868 $647,000.00 0.01%
ANSYS INC. - REGISTERED SHARES 3,788 $776,000.00 0.02%
APYX MEDICAL CORP 11,812 $79,000.00 0.00%
ARCBEST CORP 8,771 $247,000.00 0.00%
ARENA PHARMACEUTICALS INC 15,826 $928,000.00 0.02%
ARROWHEAD PHARMACEUTICALS INC. 13,836 $367,000.00 0.01%
ATRION CORP. 1,730 $1,475,000.00 0.03%
ACTIVISION BLIZZARD INC 165,901 $7,831,000.00 0.15%
AVEO PHARMACEUTICALS INC 28,108 $19,000.00 0.00%
BROADCOM INC 5,654 $1,628,000.00 0.03%
ABRAXAS PETROLEUM CORP. 160,331 $165,000.00 0.00%
ASPEN TECHNOLOGY INC. 6,973 $867,000.00 0.02%
BANCFIRST CORP. 9,623 $536,000.00 0.01%
BARRETT BUSINESS SERVICES INC. 9,281 $767,000.00 0.01%
BALCHEM CORP. 5,958 $596,000.00 0.01%
BGC PARTNERS INC - ORDINARY SHARES - CLASS A 27,217 $142,000.00 0.00%
BRIGHTHOUSE FINANCIAL INC 185,844 $6,819,000.00 0.13%
BIOGEN INC 41,767 $9,768,000.00 0.19%
BJ`S RESTAURANT INC. 6,425 $282,000.00 0.01%
BOOKING HOLDINGS INC 13,961 $26,173,000.00 0.51%
BIOLIFE SOLUTIONS INC 22,118 $375,000.00 0.01%
BMC STOCK HOLDINGS INC 19,131 $406,000.00 0.01%
BANK OF MARIN BANCORP 9,104 $373,000.00 0.01%
DMC GLOBAL INC 13,408 $849,000.00 0.02%
POPULAR INC. 21,063 $1,142,000.00 0.02%
BRUKER CORP 15,114 $755,000.00 0.01%
BROOKS AUTOMATION, INC. 79,202 $3,069,000.00 0.06%
BERRY PETROLEUM CORP. 28,227 $299,000.00 0.01%
BIOSPECIFICS TECHNOLOGIES CORP. 7,267 $434,000.00 0.01%
FIRST BUSEY CORP. 9,289 $245,000.00 0.00%
CREDIT ACCEPTANCE CORP. 2,623 $1,269,000.00 0.02%
CHEESECAKE FACTORY INC. 5,010 $219,000.00 0.00%
CAROLINA FINANCIAL CORP 8,675 $304,000.00 0.01%
CASEY`S GENERAL STORES, INC. 48,696 $7,596,000.00 0.15%
CATASYS INC 11,807 $227,000.00 0.00%
CRACKER BARREL OLD COUNTRY STORE INC 7,029 $1,200,000.00 0.02%
COMMERCE BANCSHARES, INC. 6,144 $367,000.00 0.01%
COGENT COMMUNICATIONS HOLDINGS INC 301,525 $17,899,000.00 0.35%
CDK GLOBAL INC 6,483 $321,000.00 0.01%
CADENCE DESIGN SYSTEMS, INC. 28,281 $2,003,000.00 0.04%
CDW CORP 11,776 $1,307,000.00 0.03%
CAREER EDUCATION CORP. 31,434 $599,000.00 0.01%
CELGENE CORP. 196,768 $18,189,000.00 0.35%
CENTRAL GARDEN & PET CO. - ORDINARY SHARES - CLASS A 11,929 $294,000.00 0.01%
CENTURY ALUMINUM CO. 73,068 $505,000.00 0.01%
CERNER CORP. 5,237 $384,000.00 0.01%
CITY HOLDING CO. 5,425 $414,000.00 0.01%
CHURCHILL DOWNS, INC. 4,395 $506,000.00 0.01%
C.H. ROBINSON WORLDWIDE, INC. 9,639 $813,000.00 0.02%
CHARTER COMMUNICATIONS INC. - ORDINARY SHARES - CLASS A 123,467 $48,792,000.00 0.95%
CINCINNATI FINANCIAL CORP. 125,869 $13,049,000.00 0.25%
CLARUS CORP 32,367 $467,000.00 0.01%
CLEAN ENERGY FUELS CORP 26,923 $72,000.00 0.00%
COMCAST CORP - ORDINARY SHARES - CLASS A 639,515 $27,039,000.00 0.53%
CME GROUP INC - ORDINARY SHARES - CLASS A 75,922 $14,737,000.00 0.29%
COMTECH TELECOMMUNICATIONS CORP. 10,164 $286,000.00 0.01%
CENTURY CASINOS INC. 24,262 $235,000.00 0.00%
PC CONNECTION, INC. 12,120 $424,000.00 0.01%
COLUMBIA SPORTSWEAR CO. 11,785 $1,180,000.00 0.02%
CONNS INC 44,601 $795,000.00 0.02%
MR. COOPER GROUP INC 20,510 $164,000.00 0.00%
CORE-MARK HLDG CO INC 6,412 $255,000.00 0.00%
CORCEPT THERAPEUTICS INC 24,579 $274,000.00 0.01%
COSTCO WHOLESALE CORP 5,328 $1,408,000.00 0.03%
COUPA SOFTWARE INC 2,931 $371,000.00 0.01%
COWEN INC - ORDINARY SHARES - CLASS A 12,286 $211,000.00 0.00%
COPART, INC. 288,327 $21,550,000.00 0.42%
COMPUTER PROGRAMS & SYSTEMS INC 18,693 $519,000.00 0.01%
CRA INTERNATIONAL INC. 5,776 $221,000.00 0.00%
CRAY INC 50,936 $1,774,000.00 0.03%
CORBUS PHARMACEUTICALS HOLDINGS INC 13,974 $97,000.00 0.00%
AMERICAS CAR MART, INC. 6,493 $559,000.00 0.01%
CROCS INC 21,828 $431,000.00 0.01%
CORVEL CORP. 9,791 $852,000.00 0.02%
CARRIZO OIL & GAS, INC. 11,585 $116,000.00 0.00%
CISCO SYSTEMS, INC. 992,107 $54,298,000.00 1.06%
COSTAR GROUP, INC. 1,699 $941,000.00 0.02%
CSG SYSTEMS INTERNATIONAL INC. 46,910 $2,291,000.00 0.04%
CSW INDUSTRIALS INC 10,313 $703,000.00 0.01%
CSX CORP. 645,299 $49,927,000.00 0.97%
CINTAS CORPORATION 4,978 $1,181,000.00 0.02%
COMMUNITY TRUST BANCORP, INC. 6,923 $293,000.00 0.01%
CARETRUST REIT INC 12,140 $289,000.00 0.01%
CITI TRENDS INC 14,539 $213,000.00 0.00%
CITRIX SYSTEMS, INC. 174,675 $17,143,000.00 0.33%
COMMERCIAL VEHICLE GROUP INC 14,826 $119,000.00 0.00%
COVENANT TRANSPORTATION GROUP INC - ORDINARY SHARES - CLASS A 14,439 $212,000.00 0.00%
CASELLA WASTE SYSTEMS, INC. - ORDINARY SHARES - CLASS A 5,861 $232,000.00 0.00%
CYPRESS SEMICONDUCTOR CORP. 462,835 $10,293,000.00 0.20%
CRYOPORT INC 16,782 $307,000.00 0.01%
DENNY`S CORP. 35,145 $722,000.00 0.01%
DIAMOND HILL INVESTMENT GROUP, INC. - ORDINARY SHARES - CLASS A 2,834 $402,000.00 0.01%
DISCOVERY INC - ORDINARY SHARES - CLASS A 42,088 $1,292,000.00 0.03%
DUNKIN BRANDS GROUP INC 7,150 $570,000.00 0.01%
DEXCOM INC 2,336 $350,000.00 0.01%
ELECTRONIC ARTS, INC. 112,965 $11,439,000.00 0.22%
EBAY INC. 905,851 $35,781,000.00 0.70%
EURONET WORLDWIDE INC 3,831 $645,000.00 0.01%
ENTERPRISE FINANCIAL SERVICES CORP. 9,890 $411,000.00 0.01%
NIC INC 21,635 $347,000.00 0.01%
EAGLE PHARMACEUTICALS INC 5,646 $314,000.00 0.01%
EHEALTH INC 2,345 $202,000.00 0.00%
ENSIGN GROUP INC 448,948 $25,554,000.00 0.50%
ENANTA PHARMACEUTICALS INC 6,095 $514,000.00 0.01%
ENTEGRIS INC 5,952 $222,000.00 0.00%
ERIE INDEMNITY CO. - ORDINARY SHARES - CLASS A 3,929 $999,000.00 0.02%
ETSY INC 15,219 $934,000.00 0.02%
EXACT SCIENCES CORP. 5,044 $595,000.00 0.01%
EXELIXIS INC 27,278 $583,000.00 0.01%
EXPEDITORS INTERNATIONAL OF WASHINGTON, INC. 375,862 $28,513,000.00 0.55%
EXPEDIA GROUP INC 1,643 $219,000.00 0.00%
EXPONENT INC. 191,519 $11,212,000.00 0.22%
EZCORP, INC. - ORDINARY SHARES - CLASS A 25,050 $237,000.00 0.00%
DIAMONDBACK ENERGY INC 195,952 $21,353,000.00 0.42%
FASTENAL CO. 233,356 $7,605,000.00 0.15%
FACEBOOK INC - ORDINARY SHARES - CLASS A 54,135 $10,448,000.00 0.20%
FIRST BANCSHARES INC MISS 19,550 $593,000.00 0.01%
FIRST BANCORP 11,020 $401,000.00 0.01%
FIRSTCASH INC 8,148 $815,000.00 0.02%
FIRST CITIZENS BANCSHARES, INC (NC) - ORDINARY SHARES - CLASS A 1,373 $618,000.00 0.01%
FIRST DEFIANCE FINANCIAL CORP. 19,649 $561,000.00 0.01%
FRANKLIN ELECTRIC CO., INC. 37,506 $1,782,000.00 0.03%
FIRST FINANCIAL BANKSHARES, INC. 205,694 $6,333,000.00 0.12%
F5 NETWORKS, INC. 135,267 $19,699,000.00 0.38%
FIRST HAWAIIAN INC 12,692 $328,000.00 0.01%
FIRST INTERSTATE BANCSYSTEM INC. - ORDINARY SHARES - CLASS A 9,784 $388,000.00 0.01%
FINANCIAL INSTITUTIONS INC. 11,334 $330,000.00 0.01%
FISERV, INC. 7,510 $685,000.00 0.01%
FIVE BELOW INC 3,258 $391,000.00 0.01%
NATIONAL BEVERAGE CORP. 8,120 $362,000.00 0.01%
FLUENT INC 21,371 $115,000.00 0.00%
1-800 FLOWERS.COM INC. - ORDINARY SHARES - CLASS A 10,357 $196,000.00 0.00%
FOX FACTORY HOLDING CORP 5,786 $477,000.00 0.01%
FRESHPET INC 4,488 $204,000.00 0.00%
FORTERRA INC 126,276 $628,000.00 0.01%
FRONTDOOR INC. 15,939 $694,000.00 0.01%
FORTINET INC 271,072 $20,826,000.00 0.40%
FULTON FINANCIAL CORP. 473,965 $7,759,000.00 0.15%
GAIA INC - ORDINARY SHARES - CLASS A 10,431 $79,000.00 0.00%
GALECTIN THERAPEUTICS INC 40,279 $167,000.00 0.00%
GENOMIC HEALTH INC 5,261 $306,000.00 0.01%
GREAT LAKES DREDGE & DOCK CORPORATION 82,210 $908,000.00 0.02%
GCI LIBERTY INC - ORDINARY SHARES - CLASS A 4,484 $276,000.00 0.01%
GAMING AND LEISURE PROPERTIES INC 33,155 $1,292,000.00 0.03%
GLU MOBILE INC 23,994 $172,000.00 0.00%
GLADSTONE COMMERCIAL CORP 16,105 $342,000.00 0.01%
ALPHABET INC - ORDINARY SHARES - CLASS C 22,653 $24,486,000.00 0.48%
ALPHABET INC - ORDINARY SHARES - CLASS A 14,266 $15,447,000.00 0.30%
GREEN PLAINS INC 12,458 $134,000.00 0.00%
GARMIN LTD 23,728 $1,893,000.00 0.04%
GREAT SOUTHERN BANCORP, INC. 8,514 $510,000.00 0.01%
GOOSEHEAD INSURANCE INC - ORDINARY SHARES - CLASS A 7,452 $356,000.00 0.01%
HASBRO, INC. 2,518 $266,000.00 0.01%
HAYNES INTERNATIONAL INC. 11,685 $372,000.00 0.01%
HORIZON BANCORP INC (IN) 19,284 $315,000.00 0.01%
HACKETT GROUP INC (THE) 17,154 $288,000.00 0.01%
HD SUPPLY HOLDINGS INC 13,533 $545,000.00 0.01%
TURTLE BEACH CORP 16,722 $193,000.00 0.00%
HELEN OF TROY LTD 32,734 $4,275,000.00 0.08%
HERITAGE FINANCIAL CORP. 10,680 $315,000.00 0.01%
HIBBETT SPORTS INC 27,494 $500,000.00 0.01%
HMS HOLDINGS CORP 15,047 $487,000.00 0.01%
HOSPITALITY PROPERTIES TRUST 21,880 $547,000.00 0.01%
HENRY SCHEIN INC. 288,662 $20,177,000.00 0.39%
HEIDRICK & STRUGGLES INTERNATIONAL, INC. 23,723 $711,000.00 0.01%
HESKA CORP. - ORDINARY SHARES (RESTRICTED VOTING) 6,882 $586,000.00 0.01%
HEALTHSTREAM INC 21,609 $559,000.00 0.01%
HERITAGE COMMERCE CORP. 13,869 $170,000.00 0.00%
HAWKINS INC 15,886 $690,000.00 0.01%
IAC INTERACTIVECORP 6,787 $1,476,000.00 0.03%
INDEPENDENT BANK CORPORATION (IONIA, MI) 26,686 $581,000.00 0.01%
IBERIABANK CORP 5,147 $390,000.00 0.01%
INTERNATIONAL BANCSHARES CORP. 5,384 $203,000.00 0.00%
ICF INTERNATIONAL, INC 8,283 $603,000.00 0.01%
IDEXX LABORATORIES, INC. 5,010 $1,379,000.00 0.03%
ILLUMINA INC 43,201 $15,904,000.00 0.31%
INDUSTRIAL LOGISTICS PROPERTIES TRUST 13,067 $272,000.00 0.01%
INGLES MARKETS, INC. - ORDINARY SHARES - CLASS A 9,961 $310,000.00 0.01%
INSEEGO CORP 71,245 $341,000.00 0.01%
INTL FCSTONE INC 7,190 $285,000.00 0.01%
INTUIT INC 68,464 $17,892,000.00 0.35%
INNOVIVA INC 443,745 $6,461,000.00 0.13%
IONIS PHARMACEUTICALS INC 7,238 $465,000.00 0.01%
INTER PARFUMS, INC. 10,561 $702,000.00 0.01%
INNOPHOS HOLDINGS INC 12,493 $364,000.00 0.01%
INTERNATIONAL SPEEDWAY CORP. - ORDINARY SHARES - CLASS A 15,439 $693,000.00 0.01%
INTUITIVE SURGICAL INC 2,682 $1,407,000.00 0.03%
JACK IN THE BOX, INC. 7,401 $602,000.00 0.01%
JAZZ PHARMACEUTICALS PLC 4,942 $705,000.00 0.01%
SANFILIPPO (JOHN B.) & SON, INC 17,353 $1,383,000.00 0.03%
J2 GLOBAL INC 6,378 $567,000.00 0.01%
J&J SNACK FOODS CORP. 2,936 $473,000.00 0.01%
JACK HENRY & ASSOCIATES, INC. 9,521 $1,275,000.00 0.02%
JAMES RIVER GROUP HOLDINGS LTD 13,345 $626,000.00 0.01%
KAISER ALUMINUM CORP 66,138 $6,456,000.00 0.13%
KIMBALL INTERNATIONAL, INC. - ORDINARY SHARES - CLASS B 28,388 $495,000.00 0.01%
KFORCE INC. 28,511 $1,000,000.00 0.02%
KRAFT HEINZ CO 75,926 $2,357,000.00 0.05%
KIRKLAND`S INC 148,667 $336,000.00 0.01%
KULICKE & SOFFA INDUSTRIES, INC. 24,994 $564,000.00 0.01%
KLX ENERGY SERVICES HOLDINGS INC 11,007 $225,000.00 0.00%
KINSALE CAPITAL GROUP INC 8,201 $750,000.00 0.01%
KORNIT DIGITAL LTD 6,532 $207,000.00 0.00%
LAMAR ADVERTISING CO - ORDINARY SHARES - CLASS A 8,296 $670,000.00 0.01%
LANCASTER COLONY CORP. 4,630 $688,000.00 0.01%
GLADSTONE LAND CORP 26,867 $310,000.00 0.01%
LINCOLN ELECTRIC HOLDINGS, INC. 3,209 $264,000.00 0.01%
LIFEVANTAGE CORPORATION 28,229 $366,000.00 0.01%
LHC GROUP INC 8,287 $991,000.00 0.02%
LAKELAND FINANCIAL CORP. 9,356 $438,000.00 0.01%
LEMAITRE VASCULAR INC 23,514 $658,000.00 0.01%
LUMINEX CORP 13,314 $275,000.00 0.01%
LANTHEUS HOLDINGS INC 20,992 $594,000.00 0.01%
GRAND CANYON EDUCATION INC 7,016 $821,000.00 0.02%
LOVESAC COMPANY 10,217 $317,000.00 0.01%
LPL FINANCIAL HOLDINGS INC 10,199 $832,000.00 0.02%
LAM RESEARCH CORP. 110,129 $20,687,000.00 0.40%
LANDSTAR SYSTEM, INC. 8,051 $869,000.00 0.02%
LULULEMON ATHLETICA INC. 7,885 $1,421,000.00 0.03%
MANTECH INTERNATIONAL CORP - ORDINARY SHARES - CLASS A 7,712 $508,000.00 0.01%
MARRIOTT INTERNATIONAL, INC. - ORDINARY SHARES - CLASS A 159,596 $22,390,000.00 0.44%
MASIMO CORP 8,899 $1,324,000.00 0.03%
MERCANTILE BANK CORP. 10,408 $339,000.00 0.01%
MASTERCRAFT BOAT HOLDINGS INC 27,665 $542,000.00 0.01%
MICROCHIP TECHNOLOGY, INC. 13,194 $1,144,000.00 0.02%
MONDELEZ INTERNATIONAL INC. - ORDINARY SHARES - CLASS A 4,180 $225,000.00 0.00%
MEDPACE HOLDINGS INC 11,876 $777,000.00 0.02%
MEET GROUP INC (THE) 25,579 $89,000.00 0.00%
MERCADOLIBRE INC 623 $381,000.00 0.01%
MERCER INTERNATIONAL INC. 93,921 $1,453,000.00 0.03%
MGP INGREDIENTS, INC. 8,072 $535,000.00 0.01%
MCGRATH RENTCORP 20,245 $1,258,000.00 0.02%
MARKETAXESS HOLDINGS INC. 1,940 $624,000.00 0.01%
MESA LABORATORIES, INC. 4,270 $1,043,000.00 0.02%
MERIT MEDICAL SYSTEMS, INC. 8,934 $532,000.00 0.01%
MONSTER BEVERAGE CORP. 789,317 $50,382,000.00 0.98%
MORNINGSTAR INC 7,727 $1,118,000.00 0.02%
MARKER THERAPEUTICS INC 13,753 $109,000.00 0.00%
MARTEN TRANSPORT, LTD. 11,609 $211,000.00 0.00%
MICROSOFT CORPORATION 74,852 $10,027,000.00 0.19%
MAXIM INTEGRATED PRODUCTS, INC. 9,327 $558,000.00 0.01%
NANOMETRICS, INC. 10,066 $349,000.00 0.01%
NATIONAL INSTRUMENTS CORP. 10,604 $445,000.00 0.01%
NEW AGE BEVERAGES CORP 28,935 $135,000.00 0.00%
NATIONAL CINEMEDIA INC 24,681 $162,000.00 0.00%
NORDSON CORP. 3,865 $546,000.00 0.01%
NEOGENOMICS INC. 15,167 $333,000.00 0.01%
NEOGEN CORP. 4,346 $270,000.00 0.01%
NETFLIX INC 1,864 $685,000.00 0.01%
NATIONAL GENERAL HOLDINGS CORP 11,421 $262,000.00 0.01%
NII HOLDINGS INC. 81,206 $137,000.00 0.00%
NEKTAR THERAPEUTICS 7,283 $259,000.00 0.01%
NMI HOLDINGS INC - ORDINARY SHARES - CLASS A 23,778 $675,000.00 0.01%
NOVANTA INC 4,582 $432,000.00 0.01%
NATIONAL RESEARCH CORP 6,814 $392,000.00 0.01%
NETAPP INC 47,615 $2,938,000.00 0.06%
NVIDIA CORP 3,745 $615,000.00 0.01%
NVE CORP 3,094 $215,000.00 0.00%
NORTHWEST BANCSHARES INC 22,978 $405,000.00 0.01%
NATIONAL WESTERN LIFE GROUP INC - ORDINARY SHARES - CLASS A 2,297 $590,000.00 0.01%
NEWS CORP - ORDINARY SHARES - CLASS A 405,744 $5,473,000.00 0.11%
NEXTGEN HEALTHCARE INC 11,838 $236,000.00 0.00%
NXP SEMICONDUCTORS NV 8,070 $788,000.00 0.02%
NEXSTAR MEDIA GROUP INC - ORDINARY SHARES - CLASS A 12,859 $1,299,000.00 0.03%
NEW YORK MORTGAGE TRUST INC 204,884 $1,270,000.00 0.02%
OCEANFIRST FINANCIAL CORP. 12,568 $312,000.00 0.01%
OLD DOMINION FREIGHT LINE, INC. 3,615 $540,000.00 0.01%
OLLIES BARGAIN OUTLET HOLDINGS INC 3,566 $311,000.00 0.01%
OMNICELL, INC. 7,760 $668,000.00 0.01%
ORITANI FINANCIAL CORP. 30,171 $535,000.00 0.01%
O`REILLY AUTOMOTIVE, INC. 101,912 $37,638,000.00 0.73%
OLD SECOND BANCORPORATION INC. 31,543 $403,000.00 0.01%
OSI SYSTEMS, INC. 22,112 $2,490,000.00 0.05%
ORASURE TECHNOLOGIES INC. 14,359 $133,000.00 0.00%
PACWEST BANCORP 5,930 $230,000.00 0.00%
PHIBRO ANIMAL HEALTH CORP. - ORDINARY SHARES - CLASS A 11,546 $367,000.00 0.01%
PAYSIGN INC 11,138 $149,000.00 0.00%
PAYCHEX INC. 8,182 $673,000.00 0.01%
PDL BIOPHARMA INC 1,386,885 $4,355,000.00 0.08%
PEOPLES BANCORP, INC. (MARIETTA, OH) 11,637 $375,000.00 0.01%
PEPSICO INC. 387,685 $50,837,000.00 0.99%
PETMED EXPRESS, INC. 23,292 $365,000.00 0.01%
PREFERRED BANK (LOS ANGELES, CA) 8,036 $380,000.00 0.01%
PREMIER INC - ORDINARY SHARES - CLASS A 14,465 $566,000.00 0.01%
DAVE & BUSTER`S ENTERTAINMENT INC 229,342 $9,281,000.00 0.18%
CHILDRENS PLACE INC 5,518 $526,000.00 0.01%
INSULET CORPORATION 2,673 $319,000.00 0.01%
POOL CORPORATION 5,516 $1,054,000.00 0.02%
PRA HEALTH SCIENCES INC 7,046 $699,000.00 0.01%
PERFICIENT INC. 52,707 $1,809,000.00 0.04%
PROGRESS SOFTWARE CORP. 93,565 $4,081,000.00 0.08%
PROVIDENCE SERVICE CORP 7,621 $437,000.00 0.01%
PTC INC 2,341 $210,000.00 0.00%
PENN VIRGINIA CORP. 11,893 $365,000.00 0.01%
PAYPAL HOLDINGS INC 4,942 $566,000.00 0.01%
QUALCOMM, INC. 170,975 $13,006,000.00 0.25%
QUIDEL CORP. 10,592 $628,000.00 0.01%
QUINSTREET INC 47,777 $757,000.00 0.01%
QORVO INC 7,794 $519,000.00 0.01%
RAVEN INDUSTRIES, INC. 8,091 $290,000.00 0.01%
RENT-A-CENTER INC. 12,088 $322,000.00 0.01%
ROCKY BRANDS, INC 14,811 $404,000.00 0.01%
REGENCY CENTERS CORPORATION 45,178 $3,015,000.00 0.06%
RENEWABLE ENERGY GROUP INC 52,837 $838,000.00 0.02%
REGENERON PHARMACEUTICALS, INC. 27,366 $8,566,000.00 0.17%
ROYAL GOLD, INC. 16,592 $1,701,000.00 0.03%
RCI HOSPITALITY HOLDINGS INC 11,375 $199,000.00 0.00%
B. RILEY FINANCIAL INC 25,324 $528,000.00 0.01%
RMR GROUP INC (THE) - ORDINARY SHARES - CLASS A 7,848 $369,000.00 0.01%
ROSS STORES, INC. 17,684 $1,753,000.00 0.03%
RUTHS HOSPITALITY GROUP INC 41,238 $937,000.00 0.02%
SAFETY INSURANCE GROUP, INC. 18,305 $1,741,000.00 0.03%
SAIA INC. 3,206 $207,000.00 0.00%
SANMINA CORP 78,536 $2,378,000.00 0.05%
SINCLAIR BROADCAST GROUP, INC. - ORDINARY SHARES - CLASS A 15,726 $843,000.00 0.02%
STARBUCKS CORP. 504,763 $42,314,000.00 0.82%
SCHOLASTIC CORP. 7,450 $248,000.00 0.00%
SCHNITZER STEEL INDUSTRIES, INC. - ORDINARY SHARES - CLASS A 50,872 $1,331,000.00 0.03%
SHOE CARNIVAL, INC. 19,357 $534,000.00 0.01%
SESEN BIO INC. 26,878 $40,000.00 0.00%
SPROUTS FARMERS MARKET INC 1,113,521 $21,034,000.00 0.41%
SHENANDOAH TELECOMMUNICATIONS CO. 12,437 $479,000.00 0.01%
STEVEN MADDEN LTD. 14,256 $484,000.00 0.01%
SELECT INTERIOR CONCEPTS INC - ORDINARY SHARES - CLASS A 24,655 $287,000.00 0.01%
SELECTIVE INSURANCE GROUP INC. 11,843 $887,000.00 0.02%
SIRIUS XM HOLDINGS INC 1,054,712 $5,885,000.00 0.11%
SILGAN HOLDINGS INC. 425,155 $13,010,000.00 0.25%
SIMULATIONS PLUS INC. 10,892 $311,000.00 0.01%
SIMPLY GOOD FOODS CO 18,518 $446,000.00 0.01%
SLEEP NUMBER CORP 9,022 $364,000.00 0.01%
SMART SAND INC 43,932 $107,000.00 0.00%
SYNOPSYS, INC. 249,035 $32,048,000.00 0.62%
SAREPTA THERAPEUTICS INC 4,572 $695,000.00 0.01%
SS&C TECHNOLOGIES HOLDINGS INC 4,365 $251,000.00 0.00%
STEEL DYNAMICS INC. 679,378 $20,517,000.00 0.40%
STRATEGIC EDUCATION INC 3,733 $664,000.00 0.01%
STERLING CONSTRUCTION COMPANY, INC. 13,064 $175,000.00 0.00%
SEAGATE TECHNOLOGY PLC 64,654 $3,046,000.00 0.06%
SUPERNUS PHARMACEUTICALS INC 373,866 $12,371,000.00 0.24%
SKYWORKS SOLUTIONS, INC. 176,535 $13,641,000.00 0.27%
SYMANTEC CORP. 70,046 $1,524,000.00 0.03%
TACTILE SYSTEMS TECHNOLOGY INC 7,827 $446,000.00 0.01%
TUCOWS, INC. - ORDINARY SHARES - CLASS A 7,183 $438,000.00 0.01%
TERADYNE, INC. 10,489 $503,000.00 0.01%
T-MOBILE US INC 8,364 $620,000.00 0.01%
TOWNEBANK PORTSMOUTH VA 8,167 $223,000.00 0.00%
LENDINGTREE INC. 552 $232,000.00 0.00%
T. ROWE PRICE GROUP INC. 6,238 $684,000.00 0.01%
TRIMAS CORPORATION 12,532 $388,000.00 0.01%
TRUSTCO BANK CORP. 15,820 $125,000.00 0.00%
TRACTOR SUPPLY CO. 148,044 $16,107,000.00 0.31%
TESLA INC 932 $208,000.00 0.00%
TRADE DESK INC - ORDINARY SHARES - CLASS A 2,201 $501,000.00 0.01%
TTEC HOLDINGS INC 4,372 $204,000.00 0.00%
TETRA TECH, INC. 5,835 $458,000.00 0.01%
TECHTARGET INC. 20,685 $440,000.00 0.01%
TAKE-TWO INTERACTIVE SOFTWARE, INC. 6,754 $767,000.00 0.01%
MAMMOTH ENERGY SERVICES INC 45,256 $311,000.00 0.01%
TEXAS INSTRUMENTS INC. 197,739 $22,693,000.00 0.44%
TEXAS ROADHOUSE INC 6,163 $331,000.00 0.01%
UNITED COMMUNITY FINANCIAL CORP. 33,582 $321,000.00 0.01%
UNITED FIRE GROUP INC 9,503 $461,000.00 0.01%
AMERCO 1,208 $457,000.00 0.01%
UNIVERSAL LOGISTICS HOLDINGS INC 18,429 $414,000.00 0.01%
ULTA BEAUTY INC 885 $307,000.00 0.01%
UMPQUA HOLDINGS CORP 11,448 $190,000.00 0.00%
URBAN OUTFITTERS, INC. 145,822 $3,317,000.00 0.06%
U.S. CONCRETE, INC. 11,816 $587,000.00 0.01%
UNITED THERAPEUTICS CORP 192,075 $14,993,000.00 0.29%
VERICEL CORP 10,927 $206,000.00 0.00%
VIACOM INC. - ORDINARY SHARES - CLASS B 19,868 $593,000.00 0.01%
VIRTU FINANCIAL INC - ORDINARY SHARES - CLASS A 43,009 $937,000.00 0.02%
MERIDIAN BIOSCIENCE INC. 28,286 $336,000.00 0.01%
VERA BRADLEY INC 14,551 $175,000.00 0.00%
VERISK ANALYTICS INC 12,922 $1,893,000.00 0.04%
VERISIGN INC. 201,980 $42,246,000.00 0.82%
VERASTEM INC 20,484 $31,000.00 0.00%
WALGREENS BOOTS ALLIANCE INC 447,385 $24,459,000.00 0.48%
WD-40 CO. 6,726 $1,070,000.00 0.02%
WENDY`S CO - ORDINARY SHARES - CLASS A 28,920 $566,000.00 0.01%
WERNER ENTERPRISES, INC. 14,919 $464,000.00 0.01%
WINGSTOP INC 7,253 $687,000.00 0.01%
ENCORE WIRE CORP. 6,767 $396,000.00 0.01%
WIX.COM LTD 1,454 $207,000.00 0.00%
WILLDAN GROUP INC 6,408 $239,000.00 0.00%
WORLD ACCEPTANCE CORP. 5,243 $860,000.00 0.02%
WATERSTONE FINANCIAL INC 17,111 $292,000.00 0.01%
XCEL ENERGY, INC. 914,892 $54,427,000.00 1.06%
XILINX, INC. 7,395 $872,000.00 0.02%
ZAGG INC 10,270 $71,000.00 0.00%
OLYMPIC STEEL INC. 50,311 $687,000.00 0.01%
ZYNGA INC - ORDINARY SHARES - CLASS A 15,544 $95,000.00 0.00%
ZSCALER INC 2,725 $209,000.00 0.00%
ZUMIEZ INC 14,558 $380,000.00 0.01%
AGILENT TECHNOLOGIES INC. 43,135 $3,221,000.00 0.06%
ALCOA CORP 14,875 $348,000.00 0.01%
AARON`S INC 181,852 $11,168,000.00 0.22%
ABBVIE INC 27,021 $1,965,000.00 0.04%
AMERISOURCE BERGEN CORP. 5,189 $442,000.00 0.01%
ARBOR REALTY TRUST INC. 167,119 $2,025,000.00 0.04%
ABBOTT LABORATORIES 26,746 $2,249,000.00 0.04%
ARCOSA INC 323,564 $12,176,000.00 0.24%
AMERICAN CAMPUS COMMUNITIES INC. 705,032 $32,544,000.00 0.63%
ACCENTURE PLC - ORDINARY SHARES - CLASS A 7,693 $1,421,000.00 0.03%
ARES COMMERCIAL REAL ESTATE CORP 66,262 $985,000.00 0.02%
AGREE REALTY CORP. 7,516 $481,000.00 0.01%
ALLIANCE DATA SYSTEM 60,299 $8,450,000.00 0.16%
ADVANCED DISPOSAL SERVICES INC 17,781 $567,000.00 0.01%
AMEREN CORP. 3,131 $235,000.00 0.00%
AMERICAN EAGLE OUTFITTERS INC. 33,582 $568,000.00 0.01%
AMERICAN ELECTRIC POWER COMPANY INC. 3,883 $342,000.00 0.01%
AES CORP. 18,921 $317,000.00 0.01%
AMERICAN FINANCIAL GROUP INC 13,827 $1,417,000.00 0.03%
FEDERAL AGRICULTURAL MORTGAGE CORP. - ORDINARY SHARES - CLASS C 7,715 $561,000.00 0.01%
ASSURED GUARANTY LTD 14,786 $622,000.00 0.01%
ARMADA HOFFLER PROPERTIES INC 11,092 $184,000.00 0.00%
APARTMENT INVESTMENT & MANAGEMENT CO. - ORDINARY SHARES - CLASS A 854,663 $42,836,000.00 0.83%
ARTHUR J. GALLAGHER & CO. 11,244 $985,000.00 0.02%
AEROJET ROCKETDYNE HOLDINGS INC 12,128 $543,000.00 0.01%
ACADIA REALTY TRUST 254,481 $6,965,000.00 0.14%
ALLSTATE CORP (THE) 210,483 $21,404,000.00 0.42%
ALLEGION PLC 6,339 $701,000.00 0.01%
ALLY FINANCIAL INC 8,751 $271,000.00 0.01%
ALLISON TRANSMISSION HOLDINGS INC 21,019 $974,000.00 0.02%
AMN HEALTHCARE SERVICES INC. 12,737 $691,000.00 0.01%
AMERIPRISE FINANCIAL INC 12,686 $1,841,000.00 0.04%
AMERICAN TOWER CORP. 19,884 $4,065,000.00 0.08%
ARISTA NETWORKS INC 907 $235,000.00 0.00%
ABERCROMBIE & FITCH CO. - ORDINARY SHARES - CLASS A 93,329 $1,497,000.00 0.03%
ANTHEM INC 13,816 $3,899,000.00 0.08%
AON PLC - ORDINARY SHARES - CLASS A 1,981 $382,000.00 0.01%
ARTISAN PARTNERS ASSET MANAGEMENT INC - ORDINARY SHARES - CLASS A 12,333 $339,000.00 0.01%
AMPHENOL CORP. - ORDINARY SHARES - CLASS A 32,923 $3,159,000.00 0.06%
APPLE HOSPITALITY REIT INC 57,988 $920,000.00 0.02%
PREFERRED APARTMENT COMMUNITIES INC - ORDINARY SHARES - CLASS A 20,375 $305,000.00 0.01%
ANTERO RESOURCES CORP 11,822 $65,000.00 0.00%
ARCH COAL INC. - ORDINARY SHARES - CLASS A 12,267 $1,156,000.00 0.02%
ARCOS DORADOS HOLDINGS INC - ORDINARY SHARES - CLASS A 14,762 $107,000.00 0.00%
ALEXANDRIA REAL ESTATE EQUITIES INC. 167,522 $23,636,000.00 0.46%
ARES MANAGEMENT CORP - ORDINARY SHARES - CLASS A 11,270 $295,000.00 0.01%
ARGO GROUP INTERNATIONAL HOLDINGS LTD 9,331 $691,000.00 0.01%
APOLLO COMMERCIAL REAL ESTATE FINANCE INC 105,957 $1,949,000.00 0.04%
ARMOUR RESIDENTIAL REIT INC 82,711 $1,542,000.00 0.03%
ASHLAND GLOBAL HOLDINGS INC 465,396 $37,218,000.00 0.72%
ADVANSIX INC 28,853 $705,000.00 0.01%
ADTALEM GLOBAL EDUCATION INC 10,525 $474,000.00 0.01%
ATHENE HOLDING LTD - ORDINARY SHARES - CLASS A 12,816 $552,000.00 0.01%
ALLEGHENY TECHNOLOGIES INC 13,875 $350,000.00 0.01%
AVALONBAY COMMUNITIES INC. 17,138 $3,482,000.00 0.07%
AMERICAN VANGUARD CORP. 26,141 $403,000.00 0.01%
ARMSTRONG WORLD INDUSTRIES INC. 6,487 $631,000.00 0.01%
AMERICAN STATES WATER CO. 255,213 $19,202,000.00 0.37%
AMERICAN EXPRESS CO. 257,995 $31,847,000.00 0.62%
AIRCASTLE LIMITED 11,205 $238,000.00 0.00%
AUTOZONE INC. 37,522 $41,254,000.00 0.80%
BOEING CO. 50,899 $18,528,000.00 0.36%
BANK OF AMERICA CORP. 815,191 $23,641,000.00 0.46%
BOOZ ALLEN HAMILTON HOLDING CORP - ORDINARY SHARES - CLASS A 23,862 $1,580,000.00 0.03%
CREDICORP LTD 2,887 $661,000.00 0.01%
BAXTER INTERNATIONAL INC. 24,928 $2,042,000.00 0.04%
BB&T CORP. 314,706 $15,462,000.00 0.30%
BBX CAPITAL CORP. - ORDINARY SHARES - CLASS A 35,153 $173,000.00 0.00%
BEST BUY CO. INC. 308,199 $21,491,000.00 0.42%
BRUNSWICK CORP. 47,401 $2,175,000.00 0.04%
BOISE CASCADE CO 18,535 $521,000.00 0.01%
BONANZA CREEK ENERGY INC - ORDINARY SHARES NEW 12,708 $265,000.00 0.01%
BERRY GLOBAL GROUP INC 21,148 $1,112,000.00 0.02%
BRIGHT HORIZONS FAMILY SOLUTIONS, INC. 6,106 $921,000.00 0.02%
B&G FOODS, INC 14,096 $293,000.00 0.01%
BRAEMAR HOTELS & RESORTS INC 13,781 $136,000.00 0.00%
BIO-RAD LABORATORIES INC. - ORDINARY SHARES - CLASS A 41,853 $13,083,000.00 0.25%
BJ`S WHOLESALE CLUB HOLDINGS INC 15,269 $403,000.00 0.01%
BUCKLE, INC. 24,872 $431,000.00 0.01%
BLACK KNIGHT INC - ORDINARY SHARES - CLASS A 6,980 $420,000.00 0.01%
BANKUNITED INC 8,132 $274,000.00 0.01%
BLACKROCK INC. 49,277 $23,126,000.00 0.45%
BALL CORP. 21,929 $1,535,000.00 0.03%
BADGER METER INC. 8,750 $522,000.00 0.01%
BROADRIDGE FINANCIAL SOLUTIONS, INC. 6,657 $850,000.00 0.02%
BRADY CORP. - ORDINARY SHARES - CLASS A 20,293 $1,001,000.00 0.02%
BRIXMOR PROPERTY GROUP INC 174,510 $3,120,000.00 0.06%
BOSTON SCIENTIFIC CORP. 15,551 $668,000.00 0.01%
PEABODY ENERGY CORP. - ORDINARY SHARES NEW 25,023 $603,000.00 0.01%
BURLINGTON STORES INC 7,102 $1,208,000.00 0.02%
BWX TECHNOLOGIES INC 4,940 $257,000.00 0.00%
BLUELINX HLDGS INC 12,974 $257,000.00 0.00%
BLACKSTONE MORTGAGE TRUST INC - ORDINARY SHARES - CLASS A 32,735 $1,165,000.00 0.02%
BOSTON PROPERTIES, INC. 192,088 $24,779,000.00 0.48%
CITIGROUP INC 241,475 $16,910,000.00 0.33%
CACI INTERNATIONAL INC. - REGISTERED SHARES - CLASS A 2,807 $574,000.00 0.01%
CATO CORP. - ORDINARY SHARES - CLASS A 21,745 $268,000.00 0.01%
CAMBREX CORP. 9,330 $437,000.00 0.01%
CONTINENTAL BUILDING PRODUCTS INC 16,110 $428,000.00 0.01%
CBS CORP. - ORDINARY SHARES - CLASS B 731,562 $36,505,000.00 0.71%
CABOT CORP. 14,643 $699,000.00 0.01%
CBIZ INC 50,594 $991,000.00 0.02%
CHEMOURS COMPANY 432,263 $10,374,000.00 0.20%
COCA-COLA EUROPEAN PARTNERS PLC 18,098 $1,023,000.00 0.02%
CROWN HOLDINGS, INC. 6,591 $403,000.00 0.01%
COEUR MINING INC 191,534 $831,000.00 0.02%
CEDAR REALTY TRUST INC 40,127 $106,000.00 0.00%
CELANESE CORP - ORDINARY SHARES - SERIES A 50,479 $5,442,000.00 0.11%
CONSOL ENERGY INC 250,469 $6,665,000.00 0.13%
CULLEN FROST BANKERS INC. 2,185 $205,000.00 0.00%
COMMUNITY HEALTHCARE TRUST INC 5,854 $231,000.00 0.00%
CHURCH & DWIGHT CO., INC. 422,513 $30,869,000.00 0.60%
CHEMED CORP. 6,811 $2,458,000.00 0.05%
CHEGG INC 7,349 $284,000.00 0.01%
CHOICE HOTELS INTERNATIONAL, INC. 12,358 $1,075,000.00 0.02%
CHESAPEAKE ENERGY CORP. 24,600 $48,000.00 0.00%
CHERRY HILL MORTGAGE INVESTMENT CORPORATION 33,675 $539,000.00 0.01%
CHICO`S FAS, INC. 40,106 $135,000.00 0.00%
CHESAPEAKE LODGING TRUST 7,069 $201,000.00 0.00%
CIGNA CORP. 4,894 $771,000.00 0.01%
CIENA CORP. 128,063 $5,267,000.00 0.10%
CHIMERA INVESTMENT CORP 86,837 $1,639,000.00 0.03%
CITY OFFICE REIT INC 12,236 $147,000.00 0.00%
SEACOR HOLDINGS INC 29,320 $1,393,000.00 0.03%
COLGATE-PALMOLIVE CO. 727,968 $52,173,000.00 1.01%
CLEVELAND-CLIFFS INC 97,327 $1,038,000.00 0.02%
CLEAN HARBORS, INC. 88,211 $6,272,000.00 0.12%
CONTINENTAL RESOURCES INC (OKLA) 6,772 $285,000.00 0.01%
CLOROX CO. 199,973 $30,618,000.00 0.60%
CUMMINS INC. 1,431 $245,000.00 0.00%
CAPSTEAD MORTGAGE CORP. 42,637 $356,000.00 0.01%
CMS ENERGY CORPORATION 432,788 $25,063,000.00 0.49%
CENTENE CORP. 65,740 $3,447,000.00 0.07%
CANADIAN NATIONAL RAILWAY CO. 208,015 $19,237,000.00 0.37%
CINEMARK HOLDINGS INC 16,976 $613,000.00 0.01%
CANNAE HOLDINGS INC 33,412 $968,000.00 0.02%
COHEN & STEERS INC. 17,310 $890,000.00 0.02%
CNX RESOURCES CORP 16,626 $122,000.00 0.00%
CABOT OIL & GAS CORP. 895,824 $20,568,000.00 0.40%
AMERICOLD REALTY TRUST 40,308 $1,307,000.00 0.03%
COOPER COMPANIES, INC. 5,026 $1,693,000.00 0.03%
CONOCO PHILLIPS 348,948 $21,286,000.00 0.41%
CORESITE REALTY CORPORATION 39,391 $4,537,000.00 0.09%
CORENERGY INFRASTRUCTURE TRUST INC 32,366 $1,284,000.00 0.02%
COTY INC - ORDINARY SHARES - CLASS A 1,309,842 $17,552,000.00 0.34%
CANADIAN PACIFIC RAILWAY LTD 83,381 $19,615,000.00 0.38%
CENTRAL PACIFIC FINANCIAL CORP. 11,546 $346,000.00 0.01%
CAMDEN PROPERTY TRUST 340,288 $35,523,000.00 0.69%
CARTERS INC 5,434 $530,000.00 0.01%
CHARLES RIVER LABORATORIES INTERNATIONAL INC. 64,257 $9,118,000.00 0.18%
SALESFORCE.COM INC 103,982 $15,777,000.00 0.31%
CARPENTER TECHNOLOGY CORP. 43,233 $2,074,000.00 0.04%
CRYOLIFE, INC. 11,298 $338,000.00 0.01%
CARLISLE COMPANIES INC. 83,666 $11,748,000.00 0.23%
CONSTELLIUM SE - ORDINARY SHARES - CLASS A 74,440 $747,000.00 0.01%
CUBESMART 91,694 $3,066,000.00 0.06%
CVR ENERGY INC 21,059 $1,053,000.00 0.02%
CURTISS-WRIGHT CORP. 2,206 $280,000.00 0.01%
CUSHMAN & WAKEFIELD PLC 16,117 $288,000.00 0.01%
CALIFORNIA WATER SERVICE GROUP 334,492 $16,935,000.00 0.33%
DONALDSON CO. INC. 153,824 $7,823,000.00 0.15%
DECKERS OUTDOOR CORP. 5,126 $902,000.00 0.02%
DOUGLAS EMMETT INC 430,715 $17,160,000.00 0.33%
DISCOVER FINANCIAL SERVICES 404,218 $31,363,000.00 0.61%
DOLLAR GENERAL CORP. 10,503 $1,420,000.00 0.03%
QUEST DIAGNOSTICS, INC. 10,415 $1,060,000.00 0.02%
DANAHER CORP. 16,441 $2,350,000.00 0.05%
DINE BRANDS GLOBAL INC 7,963 $760,000.00 0.01%
WALT DISNEY CO (THE) 207,840 $29,023,000.00 0.56%
DELEK US HOLDINGS INC 15,030 $609,000.00 0.01%
DICKS SPORTING GOODS, INC. 12,553 $435,000.00 0.01%
DOLBY LABORATORIES INC - ORDINARY SHARES - CLASS A 4,483 $290,000.00 0.01%
DELPHI TECHNOLOGIES PLC 216,333 $4,327,000.00 0.08%
DOVER CORP. 2,846 $285,000.00 0.01%
DOW INC 90,613 $4,468,000.00 0.09%
DOMINOS PIZZA INC 2,719 $757,000.00 0.01%
DUKE REALTY CORP 754,476 $23,849,000.00 0.46%
DIAMONDROCK HOSPITALITY CO. 10,855 $112,000.00 0.00%
DARDEN RESTAURANTS, INC. 16,083 $1,958,000.00 0.04%
DRIVE SHACK INC 35,727 $168,000.00 0.00%
DTE ENERGY CO. 6,522 $834,000.00 0.02%
DYNEX CAPITAL, INC. 18,890 $316,000.00 0.01%
GRAFTECH INTERNATIONAL LTD. 25,781 $296,000.00 0.01%
ELLINGTON RESIDENTIAL MORTGAGE REIT 21,806 $235,000.00 0.00%
ENNIS INC. 42,456 $871,000.00 0.02%
ECOLAB, INC. 2,866 $566,000.00 0.01%
EL PASO ELECTRIC COMPANY 51,135 $3,344,000.00 0.07%
EASTGROUP PROPERTIES, INC. 3,182 $369,000.00 0.01%
EMPLOYERS HOLDINGS INC 18,164 $768,000.00 0.01%
ESTEE LAUDER COS., INC. - ORDINARY SHARES - CLASS A 180,269 $33,009,000.00 0.64%
EQUITY LIFESTYLE PROPERTIES INC. 9,698 $1,177,000.00 0.02%
ENERGIZER HOLDINGS INC 206,048 $7,962,000.00 0.15%
ENOVA INTERNATIONAL INC. 24,372 $562,000.00 0.01%
EOG RESOURCES, INC. 5,941 $553,000.00 0.01%
EPAM SYSTEMS INC 3,932 $681,000.00 0.01%
EDGEWELL PERSONAL CARE CO 241,303 $6,503,000.00 0.13%
EPR PROPERTIES 14,197 $1,059,000.00 0.02%
ESSENTIAL PROPERTIES REALTY TRUST INC 71,925 $1,441,000.00 0.03%
EQUITY COMMONWEALTH 35,767 $1,163,000.00 0.02%
AXA EQUITABLE HOLDINGS INC 11,448 $239,000.00 0.00%
EQUITY RESIDENTIAL PROPERTIES TRUST 40,550 $3,079,000.00 0.06%
EVERSOURCE ENERGY 3,429 $260,000.00 0.01%
ELEMENT SOLUTIONS INC 15,901 $164,000.00 0.00%
ESSENT GROUP LTD 14,514 $682,000.00 0.01%
ESSEX PROPERTY TRUST, INC. 11,144 $3,253,000.00 0.06%
EARTHSTONE ENERGY INC - ORDINARY SHARES - CLASS A 25,239 $154,000.00 0.00%
EATON CORPORATION PLC 55,628 $4,633,000.00 0.09%
ENTERGY CORP. 1,971 $203,000.00 0.00%
EQUITRANS MIDSTREAM CORPORATION 567,065 $11,177,000.00 0.22%
ENTRAVISION COMMUNICATIONS CORP. - ORDINARY SHARES - CLASS A 20,466 $64,000.00 0.00%
EVERCORE INC - ORDINARY SHARES - CLASS A 7,241 $641,000.00 0.01%
EVERTEC INC 17,015 $556,000.00 0.01%
EDWARDS LIFESCIENCES CORP 5,744 $1,061,000.00 0.02%
EXELON CORP. 17,662 $847,000.00 0.02%
EAGLE MATERIALS INC. 128,293 $11,893,000.00 0.23%
EXTRA SPACE STORAGE INC. 59,016 $6,262,000.00 0.12%
FIRST AMERICAN FINANCIAL CORP 20,688 $1,111,000.00 0.02%
FORTUNE BRANDS HOME & SECURITY INC 337,515 $19,282,000.00 0.37%
FIRST BANCORP PR 73,843 $815,000.00 0.02%
FTI CONSULTING INC. 10,116 $848,000.00 0.02%
FACTSET RESEARCH SYSTEMS INC. 2,559 $733,000.00 0.01%
FEDEX CORP 36,314 $5,962,000.00 0.12%
FUTUREFUEL CORP 79,803 $933,000.00 0.02%
FBL FINANCIAL GROUP, INC. - ORDINARY SHARES - CLASS A 5,050 $322,000.00 0.01%
FAIR, ISAAC CORP. 82,290 $25,841,000.00 0.50%
FEDERATED INVESTORS INC - ORDINARY SHARES - CLASS B 12,716 $413,000.00 0.01%
FIDELITY NATIONAL INFORMATION SERVICES, INC. 8,484 $1,041,000.00 0.02%
COMFORT SYSTEMS USA, INC. 17,057 $870,000.00 0.02%
FOOT LOCKER INC 19,213 $805,000.00 0.02%
FLOWERS FOODS, INC. 18,139 $422,000.00 0.01%
FLEETCOR TECHNOLOGIES INC 99,110 $27,835,000.00 0.54%
FABRINET 7,723 $384,000.00 0.01%
FIDELITY NATIONAL FINANCIAL INC 14,751 $594,000.00 0.01%
FERRO CORP. 27,193 $430,000.00 0.01%
FIRST INDUSTRIAL REALTY TRUST, INC. 5,451 $200,000.00 0.00%
KEANE GROUP INC 18,656 $125,000.00 0.00%
FEDERAL REALTY INVESTMENT TRUST 23,469 $3,022,000.00 0.06%
FEDERAL SIGNAL CORP. 17,594 $471,000.00 0.01%
FLOTEK INDUSTRIES INC 160,200 $530,000.00 0.01%
FTS INTERNATIONAL INC. 39,148 $218,000.00 0.00%
GAIN CAPITAL HOLDINGS INC 26,225 $108,000.00 0.00%
GENESCO INC. 50,284 $2,127,000.00 0.04%
GENERAL DYNAMICS CORP. 17,577 $3,196,000.00 0.06%
GODADDY INC - ORDINARY SHARES - CLASS A 6,603 $463,000.00 0.01%
GREEN DOT CORP. - ORDINARY SHARES - CLASS A 4,696 $230,000.00 0.00%
GEO GROUP, INC. 201,016 $4,223,000.00 0.08%
GRACO INC. 15,812 $793,000.00 0.02%
GLATFELTER 40,188 $678,000.00 0.01%
CORNING, INC. 535,357 $17,790,000.00 0.35%
GAMESTOP CORPORATION - ORDINARY SHARES - CLASS A 219,026 $1,198,000.00 0.02%
GLOBUS MEDICAL INC - ORDINARY SHARES - CLASS A 11,756 $497,000.00 0.01%
GLOBAL MEDICAL REIT INC 44,694 $469,000.00 0.01%
GENERAC HOLDINGS INC 7,493 $520,000.00 0.01%
GENWORTH FINANCIAL INC - ORDINARY SHARES - CLASS A 45,319 $168,000.00 0.00%
ACUSHNET HOLDINGS CORP 28,217 $741,000.00 0.01%
GRAPHIC PACKAGING HOLDING CO 28,690 $401,000.00 0.01%
GRANITE POINT MORTGAGE TRUST INC 56,450 $1,083,000.00 0.02%
GLOBAL PAYMENTS, INC. 6,552 $1,049,000.00 0.02%
GAP, INC. 694,708 $12,484,000.00 0.24%
W.R. GRACE & CO. 5,202 $396,000.00 0.01%
GOLDMAN SACHS GROUP, INC. 62,494 $12,786,000.00 0.25%
GATES INDUSTRIAL CORPORATION PLC 15,226 $174,000.00 0.00%
GARRETT MOTION INC 27,733 $426,000.00 0.01%
GETTY REALTY CORP. 25,586 $787,000.00 0.02%
GENESEE & WYOMING INC. - ORDINARY SHARES - CLASS A 195,437 $19,544,000.00 0.38%
W.W. GRAINGER INC. 58,357 $15,653,000.00 0.30%
HYATT HOTELS CORPORATION - ORDINARY SHARES - CLASS A 42,820 $3,260,000.00 0.06%
HAEMONETICS CORP. 30,523 $3,673,000.00 0.07%
HALLIBURTON CO. 11,014 $250,000.00 0.00%
HANNON ARMSTRONG SUSTAINABLE INFRASTRUCTURE CAPITAL INC 15,180 $428,000.00 0.01%
HCA HEALTHCARE INC 8,834 $1,194,000.00 0.02%
WARRIOR MET COAL INC 66,983 $1,750,000.00 0.03%
HCI GROUP INC 9,250 $374,000.00 0.01%
HCP INC 102,308 $3,272,000.00 0.06%
HOME DEPOT, INC. 8,043 $1,673,000.00 0.03%
HAWAIIAN ELECTRIC INDUSTRIES, INC. 592,121 $25,787,000.00 0.50%
HEICO CORP. 7,716 $1,032,000.00 0.02%
HESS CORPORATION 159,022 $10,109,000.00 0.20%
HUNTINGTON INGALLS INDUSTRIES INC 82,322 $18,501,000.00 0.36%
HIGHWOODS PROPERTIES, INC. 66,960 $2,765,000.00 0.05%
HECLA MINING CO. 406,082 $731,000.00 0.01%
HERBALIFE NUTRITION LTD 32,978 $1,410,000.00 0.03%
HOULIHAN LOKEY INC - ORDINARY SHARES - CLASS A 22,685 $1,010,000.00 0.02%
HILTON WORLDWIDE HOLDINGS INC 160,159 $15,654,000.00 0.30%
HNI CORP. 59,516 $2,106,000.00 0.04%
HONEYWELL INTERNATIONAL INC 72,921 $12,731,000.00 0.25%
HEWLETT PACKARD ENTERPRISE CO 165,574 $2,475,000.00 0.05%
HP INC 1,266,125 $26,323,000.00 0.51%
H&R BLOCK INC. 28,854 $845,000.00 0.02%
HILL-ROM HOLDINGS INC 10,762 $1,126,000.00 0.02%
HUMANA INC. 10,616 $2,816,000.00 0.05%
HUNTSMAN CORP 52,603 $1,075,000.00 0.02%
HAVERTY FURNITURE COS., INC. 19,758 $336,000.00 0.01%
HEXCEL CORP. 6,465 $523,000.00 0.01%
IAA INC 11,939 $463,000.00 0.01%
INTERNATIONAL BUSINESS MACHINES CORP. 154,206 $21,265,000.00 0.41%
INTERCONTINENTAL EXCHANGE INC 33,932 $2,916,000.00 0.06%
IDACORP, INC. 236,320 $23,734,000.00 0.46%
IHS MARKIT LTD 4,539 $289,000.00 0.01%
INGREDION INC 263,449 $21,732,000.00 0.42%
SUMMIT HOTEL PROPERTIES INC 26,631 $305,000.00 0.01%
INTERXION HOLDING NV 58,320 $4,438,000.00 0.09%
ION GEOPHYSICAL CORP 39,872 $321,000.00 0.01%
INTERNATIONAL PAPER CO. 17,503 $758,000.00 0.01%
INTERPUBLIC GROUP OF COS., INC. 271,214 $6,127,000.00 0.12%
INTREPID POTASH INC 300,087 $1,008,000.00 0.02%
IQVIA HOLDINGS INC 8,869 $1,427,000.00 0.03%
INGERSOLL-RAND PLC - ORDINARY SHARES - CLASS A 206,409 $26,146,000.00 0.51%
INDEPENDENCE REALTY TRUST INC 26,810 $310,000.00 0.01%
INTEGER HOLDINGS CORP 8,158 $685,000.00 0.01%
ILLINOIS TOOL WORKS, INC. 126,431 $19,067,000.00 0.37%
INVESCO MORTGAGE CAPITAL INC 61,858 $997,000.00 0.02%
JAGGED PEAK ENERGY INC 11,119 $92,000.00 0.00%
JBG SMITH PROPERTIES 78,857 $3,102,000.00 0.06%
JABIL INC 79,919 $2,525,000.00 0.05%
JERNIGAN CAPITAL INC 25,765 $528,000.00 0.01%
J.C. PENNY INC (HOLDING CO.) 6,733,161 $7,676,000.00 0.15%
J.JILL INC 17,691 $35,000.00 0.00%
JUNIPER NETWORKS INC 967,235 $25,757,000.00 0.50%
JPMORGAN CHASE & CO. 1,830 $205,000.00 0.00%
KELLOGG CO 5,393 $289,000.00 0.01%
KADANT, INC. 6,934 $630,000.00 0.01%
KAMAN CORP. 4,226 $269,000.00 0.01%
KAR AUCTION SERVICES INC 12,023 $301,000.00 0.01%
KEYSIGHT TECHNOLOGIES INC 167,608 $15,053,000.00 0.29%
KKR & CO. INC. - ORDINARY SHARES - CLASS A 9,442 $239,000.00 0.00%
KIMBERLY-CLARK CORP. 231,576 $30,864,000.00 0.60%
CARMAX INC 463,147 $40,215,000.00 0.78%
KNOLL INC 16,880 $388,000.00 0.01%
KNIGHT-SWIFT TRANSPORTATION HOLDINGS INC - ORDINARY SHARES - CLASS A 269,778 $8,860,000.00 0.17%
COCA-COLA CO 996,025 $50,718,000.00 0.99%
KOPPERS HOLDINGS INC 9,796 $288,000.00 0.01%
KOSMOS ENERGY LTD 11,999 $75,000.00 0.00%
KKR REAL ESTATE FINANCE TRUST INC 50,588 $1,008,000.00 0.02%
KRONOS WORLDWIDE, INC. 59,728 $915,000.00 0.02%
KANSAS CITY SOUTHERN 319,408 $38,910,000.00 0.76%
QUAKER CHEMICAL CORP. 7,429 $1,507,000.00 0.03%
LITHIA MOTORS, INC. - ORDINARY SHARES - CLASS A 4,048 $481,000.00 0.01%
LADDER CAPITAL CORP - ORDINARY SHARES - CLASS A 81,761 $1,358,000.00 0.03%
LEIDOS HOLDINGS INC 109,920 $8,777,000.00 0.17%
LENNOX INTERNATIONAL INC 3,898 $1,072,000.00 0.02%
LILLY(ELI) & CO 5,191 $575,000.00 0.01%
LOWE`S COS., INC. 5,416 $547,000.00 0.01%
LAREDO PETROLEUM INC. 35,996 $104,000.00 0.00%
LOUISIANA-PACIFIC CORP. 53,835 $1,412,000.00 0.03%
K12 INC 19,955 $607,000.00 0.01%
LIFE STORAGE INC - REGISTERED SHARES 259,350 $24,659,000.00 0.48%
LTC PROPERTIES, INC. 14,291 $653,000.00 0.01%
LIVENT CORP 18,749 $130,000.00 0.00%
SOUTHWEST AIRLINES CO 231,742 $11,768,000.00 0.23%
LAMB WESTON HOLDINGS INC 9,622 $610,000.00 0.01%
LYONDELLBASELL INDUSTRIES NV - ORDINARY SHARES - CLASS A 193,249 $16,645,000.00 0.32%
LIVE NATION ENTERTAINMENT INC 4,906 $325,000.00 0.01%
LA-Z-BOY INC. 14,960 $459,000.00 0.01%
MASTERCARD INCORPORATED - ORDINARY SHARES - CLASS A 3,127 $827,000.00 0.02%
MACERICH CO. 335,297 $11,229,000.00 0.22%
MASCO CORP. 5,429 $213,000.00 0.00%
MOELIS & CO - ORDINARY SHARES - CLASS A 16,717 $584,000.00 0.01%
MCDONALD`S CORP 165,544 $34,377,000.00 0.67%
MCKESSON CORPORATION 158,980 $21,365,000.00 0.42%
MARCUS CORP. 17,655 $582,000.00 0.01%
MERCURY GENERAL CORP. 6,952 $435,000.00 0.01%
MEDNAX INC 802,412 $20,245,000.00 0.39%
M.D.C. HOLDINGS, INC. 9,626 $316,000.00 0.01%
MEREDITH CORP. 7,578 $417,000.00 0.01%
MEDTRONIC PLC 14,142 $1,377,000.00 0.03%
MEDIFAST INC 67,754 $8,693,000.00 0.17%
METLIFE INC 265,340 $13,179,000.00 0.26%
MFA FINANCIAL INC 228,195 $1,638,000.00 0.03%
AG MORTGAGE INVESTMENT TRUST INC 63,793 $1,014,000.00 0.02%
MCCORMICK & CO., INC. - ORDINARY SHARES (NON VOTING) 6,432 $997,000.00 0.02%
MARCUS & MILLICHAP INC 16,420 $507,000.00 0.01%
MAXIMUS INC. 13,894 $1,008,000.00 0.02%
MOLINA HEALTHCARE INC 2,040 $292,000.00 0.01%
MOVADO GROUP, INC. 12,500 $338,000.00 0.01%
MEDICAL PROPERTIES TRUST INC 1,472,540 $25,681,000.00 0.50%
MONTAGE RESOURCES CORP 11,915 $73,000.00 0.00%
MERCK & CO INC 4,510 $378,000.00 0.01%
MORGAN STANLEY 226,236 $9,911,000.00 0.19%
MSA SAFETY INC 3,627 $382,000.00 0.01%
MSCI INC 5,774 $1,379,000.00 0.03%
MADISON SQUARE GARDEN CO. - ORDINARY SHARES - CLASS A 1,123 $314,000.00 0.01%
MOTOROLA SOLUTIONS INC 5,142 $857,000.00 0.02%
MSC INDUSTRIAL DIRECT CO., INC. - ORDINARY SHARES - CLASS A 7,133 $530,000.00 0.01%
METTLER-TOLEDO INTERNATIONAL, INC. 19,052 $16,004,000.00 0.31%
MGIC INVESTMENT CORP 51,601 $678,000.00 0.01%
VAIL RESORTS INC. 2,986 $666,000.00 0.01%
MERITOR INC 8,603 $209,000.00 0.00%
MATERION CORP 36,175 $2,453,000.00 0.05%
MASTEC INC. 5,165 $266,000.00 0.01%
MURPHY OIL CORP. 362,518 $8,936,000.00 0.17%
MURPHY USA INC 6,256 $526,000.00 0.01%
MCEWEN MINING INC 39,283 $69,000.00 0.00%
MYERS INDUSTRIES INC. 37,672 $726,000.00 0.01%
NABORS INDUSTRIES LTD 12,328 $36,000.00 0.00%
NEXTERA ENERGY INC 7,653 $1,568,000.00 0.03%
NEWMONT GOLDCORP CORP 46,845 $1,802,000.00 0.04%
NEWMARKET CORP. 59,603 $23,897,000.00 0.46%
NATIONAL FUEL GAS CO. 416,372 $21,964,000.00 0.43%
NATURAL GROCERS BY VITAMIN COTTAGE INC 25,026 $252,000.00 0.00%
INGEVITY CORP 8,532 $897,000.00 0.02%
NATIONAL HEALTH INVESTORS, INC. 11,389 $889,000.00 0.02%
NIKE, INC. - ORDINARY SHARES - CLASS B 15,754 $1,323,000.00 0.03%
ANNALY CAPITAL MANAGEMENT INC 99,578 $909,000.00 0.02%
NATIONAL RETAIL PROPERTIES INC 64,526 $3,421,000.00 0.07%
SERVICENOW INC 1,969 $541,000.00 0.01%
NEENAH INC 9,638 $651,000.00 0.01%
NATIONAL PRESTO INDUSTRIES, INC. 7,464 $696,000.00 0.01%
NEWPARK RESOURCES, INC. 31,945 $237,000.00 0.00%
NORTHSTAR REALTY EUROPE CORP. 74,691 $1,227,000.00 0.02%
NRG ENERGY INC. 405,482 $14,241,000.00 0.28%
NEW RESIDENTIAL INVESTMENT CORP 45,945 $707,000.00 0.01%
NATIONAL STORAGE AFFILIATES TRUST 560,433 $16,219,000.00 0.32%
NORFOLK SOUTHERN CORP. 238,265 $47,493,000.00 0.92%
INSPERITY INC 90,579 $11,063,000.00 0.22%
NU SKIN ENTERPRISES, INC. - ORDINARY SHARES - CLASS A 6,317 $312,000.00 0.01%
NVR INC. 10,874 $36,648,000.00 0.71%
NVENT ELECTRIC PLC 15,587 $386,000.00 0.01%
NEXPOINT RESIDENTIAL TRUST INC 6,307 $261,000.00 0.01%
NEW YORK COMMUNITY BANCORP INC. 17,446 $174,000.00 0.00%
NEW YORK TIMES CO. - ORDINARY SHARES - CLASS A 23,255 $759,000.00 0.01%
REALTY INCOME CORP. 46,251 $3,190,000.00 0.06%
CORPORATE OFFICE PROPERTIES TRUST 865,495 $22,823,000.00 0.44%
OFG BANCORP 25,189 $599,000.00 0.01%
ONE GAS INC 257,609 $23,262,000.00 0.45%
OLIN CORP. 34,226 $750,000.00 0.01%
ONE LIBERTY PROPERTIES, INC. 12,339 $357,000.00 0.01%
OMNICOM GROUP, INC. 75,482 $6,186,000.00 0.12%
ONEMAIN HOLDINGS INC 15,996 $541,000.00 0.01%
OMNOVA SOLUTIONS INC. 94,004 $586,000.00 0.01%
ON DECK CAPITAL INC 52,826 $219,000.00 0.00%
OOMA INC 17,822 $187,000.00 0.00%
OPPENHEIMER HOLDINGS INC - ORDINARY SHARES - CLASS A 12,458 $339,000.00 0.01%
ORACLE CORP. 532,095 $30,313,000.00 0.59%
OLD REPUBLIC INTERNATIONAL CORP. 51,201 $1,146,000.00 0.02%
OSHKOSH CORP 7,102 $593,000.00 0.01%
OCCIDENTAL PETROLEUM CORP. 14,283 $718,000.00 0.01%
PENSKE AUTOMOTIVE GROUP INC 9,349 $442,000.00 0.01%
PLAINS GP HOLDINGS LP - ORDINARY SHARES - CLASS A 30,008 $749,000.00 0.01%
PALO ALTO NETWORKS INC 11,696 $2,383,000.00 0.05%
PAR PACIFIC HOLDINGS INC 10,517 $216,000.00 0.00%
PAYCOM SOFTWARE INC 4,068 $922,000.00 0.02%
PBF ENERGY INC - ORDINARY SHARES - CLASS A 16,432 $514,000.00 0.01%
PIEDMONT OFFICE REALTY TRUST INC - ORDINARY SHARES - CLASS A 12,828 $256,000.00 0.00%
PUBLIC SERVICE ENTERPRISE GROUP INC. 411,120 $24,182,000.00 0.47%
PFIZER INC. 173,479 $7,515,000.00 0.15%
PERFORMANCE FOOD GROUP COMPANY 12,176 $487,000.00 0.01%
PROVIDENT FINANCIAL SERVICES INC 18,994 $461,000.00 0.01%
PROCTER & GAMBLE CO. 340,897 $37,379,000.00 0.73%
PROGRESSIVE CORP. 18,932 $1,513,000.00 0.03%
PGT INNOVATIONS INC 18,843 $315,000.00 0.01%
PIPER JAFFRAY CO`S. 3,208 $238,000.00 0.00%
PARK HOTELS & RESORTS INC 32,217 $888,000.00 0.02%
PERKINELMER, INC. 159,255 $15,343,000.00 0.30%
PROLOGIS INC 490,147 $39,261,000.00 0.76%
PLANET FITNESS INC - ORDINARY SHARES - CLASS A 13,477 $976,000.00 0.02%
DOUGLAS DYNAMICS INC 7,837 $312,000.00 0.01%
PENNYMAC MORTGAGE INVESTMENT TRUST 63,771 $1,392,000.00 0.03%
POLYONE CORP. 385,724 $12,108,000.00 0.24%
PPG INDUSTRIES, INC. 20,993 $2,450,000.00 0.05%
PQ GROUP HOLDINGS INC 22,926 $363,000.00 0.01%
PRIMERICA INC 4,328 $519,000.00 0.01%
PRUDENTIAL FINANCIAL INC. 150,950 $15,246,000.00 0.30%
PUBLIC STORAGE 83,982 $20,002,000.00 0.39%
PS BUSINESS PARKS, INC. 202,877 $34,191,000.00 0.66%
PHILLIPS 66 54,637 $5,111,000.00 0.10%
PROPETRO HOLDING CORP 21,537 $446,000.00 0.01%
PIONEER NATURAL RESOURCES CO. 74,632 $11,483,000.00 0.22%
QIAGEN NV 352,122 $14,279,000.00 0.28%
QTS REALTY TRUST INC - ORDINARY SHARES - CLASS A 79,823 $3,686,000.00 0.07%
READY CAPITAL CORP 70,973 $1,057,000.00 0.02%
RADIAN GROUP, INC. 31,199 $713,000.00 0.01%
RPC, INC. 47,450 $342,000.00 0.01%
REX AMERICAN RESOURCES CORP 3,472 $253,000.00 0.00%
REXFORD INDUSTRIAL REALTY INC 8,756 $353,000.00 0.01%
RESOLUTE FOREST PRODUCTS INC 201,623 $1,452,000.00 0.03%
REINSURANCE GROUP OF AMERICA, INC. 5,934 $926,000.00 0.02%
STURM, RUGER & CO., INC. 12,616 $687,000.00 0.01%
RH - ORDINARY SHARES - CLASS A 3,504 $405,000.00 0.01%
ROBERT HALF INTERNATIONAL INC. 7,913 $451,000.00 0.01%
RYMAN HOSPITALITY PROPERTIES INC 9,996 $811,000.00 0.02%
RALPH LAUREN CORP - ORDINARY SHARES - CLASS A 3,814 $433,000.00 0.01%
REALOGY HOLDINGS CORP 77,054 $558,000.00 0.01%
RLI CORP. 58,039 $4,975,000.00 0.10%
RLJ LODGING TRUST 11,768 $209,000.00 0.00%
RESMED INC. 16,586 $2,024,000.00 0.04%
RENAISSANCERE HOLDINGS LTD 3,860 $687,000.00 0.01%
ROGERS CORP. 10,051 $1,735,000.00 0.03%
ROCKWELL AUTOMATION INC 105,184 $17,232,000.00 0.33%
ROLLINS, INC. 10,248 $368,000.00 0.01%
ROPER TECHNOLOGIES INC 3,742 $1,371,000.00 0.03%
RPM INTERNATIONAL, INC. 6,686 $409,000.00 0.01%
RELIANCE STEEL & ALUMINUM CO. 228,145 $21,587,000.00 0.42%
REPUBLIC SERVICES, INC. 27,283 $2,364,000.00 0.05%
RUBICON PROJECT INC 22,484 $143,000.00 0.00%
RETAIL VALUE INC 9,963 $347,000.00 0.01%
REDWOOD TRUST INC. 52,436 $867,000.00 0.02%
RAYONIER ADVANCED MATERIALS INC 109,135 $708,000.00 0.01%
RYERSON HOLDING CORP. 85,981 $716,000.00 0.01%
BOSTON BEER CO., INC. - ORDINARY SHARES - CLASS A 59,406 $22,441,000.00 0.44%
SOUTHERN COPPER CORPORATION 19,004 $738,000.00 0.01%
SERVICE CORP. INTERNATIONAL 13,388 $626,000.00 0.01%
STEPAN CO. 9,543 $877,000.00 0.02%
SEAWORLD ENTERTAINMENT INC 7,062 $219,000.00 0.00%
SEALED AIR CORP. 466,224 $19,945,000.00 0.39%
SELECT MEDICAL HOLDINGS CORPORATION 19,307 $306,000.00 0.01%
SERVICEMASTER GLOBAL HOLDINGS INC 5,937 $309,000.00 0.01%
SUNSTONE HOTEL INVESTORS INC 33,196 $455,000.00 0.01%
SIX FLAGS ENTERTAINMENT CORP 10,099 $502,000.00 0.01%
J.M. SMUCKER CO. 4,028 $464,000.00 0.01%
SKYLINE CHAMPION CORP 12,915 $354,000.00 0.01%
U.S. SILICA HOLDINGS INC 420,880 $5,383,000.00 0.10%
SL GREEN REALTY CORP. 308,104 $24,762,000.00 0.48%
SCOTTS MIRACLE-GRO COMPANY - ORDINARY SHARES - CLASS A 276,520 $27,237,000.00 0.53%
SEACOR MARINE HOLDINGS INC 15,890 $238,000.00 0.00%
STANDARD MOTOR PRODUCTS, INC. 5,354 $243,000.00 0.00%
SNAP-ON, INC. 95,842 $15,875,000.00 0.31%
SOLARIS OILFIELD INFRASTRUCTURE INC - ORDINARY SHARES - CLASS A 22,966 $344,000.00 0.01%
SIMON PROPERTY GROUP, INC. 21,622 $3,454,000.00 0.07%
S&P GLOBAL INC 5,799 $1,321,000.00 0.03%
SUPERIOR ENERGY SERVICES, INC. 16,391 $21,000.00 0.00%
SPIRIT AEROSYSTEMS HOLDINGS INC - ORDINARY SHARES - CLASS A 7,065 $575,000.00 0.01%
SPX CORP. 11,363 $375,000.00 0.01%
SQUARE INC - ORDINARY SHARES - CLASS A 5,552 $403,000.00 0.01%
SPIRIT REALTY CAPITAL INC 8,512 $363,000.00 0.01%
STONERIDGE INC. 17,352 $547,000.00 0.01%
SIMPSON MANUFACTURING CO., INC. 13,894 $923,000.00 0.02%
SHUTTERSTOCK INC 9,262 $363,000.00 0.01%
SUNTRUST BANKS, INC. 320,991 $20,174,000.00 0.39%
STORE CAPITAL CORP 17,535 $582,000.00 0.01%
STATE STREET CORP. 87,895 $4,927,000.00 0.10%
STARWOOD PROPERTY TRUST INC 26,762 $608,000.00 0.01%
SUN COMMUNITIES, INC. 3,087 $396,000.00 0.01%
SOUTHWESTERN ENERGY COMPANY 58,092 $184,000.00 0.00%
SUNCOKE ENERGY INC 93,021 $826,000.00 0.02%
SYNCHRONY FINANCIAL 660,994 $22,917,000.00 0.45%
STRYKER CORP. 2,613 $537,000.00 0.01%
SYSTEMAX, INC. 16,317 $362,000.00 0.01%
SYSCO CORP. 31,048 $2,196,000.00 0.04%
TAUBMAN CENTERS, INC. 62,770 $2,563,000.00 0.05%
TRANSDIGM GROUP INCORPORATED 3,507 $1,697,000.00 0.03%
TELEPHONE AND DATA SYSTEMS, INC. 214,870 $6,532,000.00 0.13%
TELEDYNE TECHNOLOGIES INC 3,025 $828,000.00 0.02%
TELEFLEX INCORPORATED 2,754 $912,000.00 0.02%
TREDEGAR CORP. 47,053 $782,000.00 0.02%
TALLGRASS ENERGY LP - ORDINARY SHARES - CLASS A 42,164 $890,000.00 0.02%
TARGET CORP 235,140 $20,365,000.00 0.40%
HANOVER INSURANCE GROUP INC 11,403 $1,463,000.00 0.03%
TJX COMPANIES, INC. 28,584 $1,512,000.00 0.03%
TIMKEN CO. 168,778 $8,665,000.00 0.17%
TAILORED BRANDS INC 12,759 $74,000.00 0.00%
THERMO FISHER SCIENTIFIC INC. 27,862 $8,183,000.00 0.16%
TIMKENSTEEL CORP 44,485 $362,000.00 0.01%
TRINET GROUP INC 8,985 $609,000.00 0.01%
TOWER INTERNATIONAL INC. 18,561 $362,000.00 0.01%
TAPESTRY INC 312,531 $9,917,000.00 0.19%
TREX CO., INC. 3,066 $220,000.00 0.00%
TRINITY INDUSTRIES, INC. 138,298 $2,870,000.00 0.06%
TERRENO REALTY CORP 6,991 $343,000.00 0.01%
TRITON INTERNATIONAL LTD 13,901 $455,000.00 0.01%
TPG RE FINANCE TRUST INC 56,690 $1,094,000.00 0.02%
TRANSUNION 6,385 $469,000.00 0.01%
TRAVELERS COMPANIES INC. 187,834 $28,085,000.00 0.55%
TRINSEO S.A. 18,951 $802,000.00 0.02%
TORO CO. 11,446 $766,000.00 0.01%
TETRA TECHNOLOGIES, INC. 16,340 $27,000.00 0.00%
TWILIO INC - ORDINARY SHARES CLASS A 3,038 $414,000.00 0.01%
TWO HARBORS INVESTMENT CORP 90,630 $1,148,000.00 0.02%
TWITTER INC 11,936 $417,000.00 0.01%
URSTADT BIDDLE PROPERTIES, INC. - ORDINARY SHARES - CLASS A 16,837 $354,000.00 0.01%
DOMTAR CORPORATION 29,487 $1,313,000.00 0.03%
UNIVERSAL HEALTH SERVICES, INC. - ORDINARY SHARES - CLASS B 291,203 $37,970,000.00 0.74%
UNIFIRST CORP. 1,518 $286,000.00 0.01%
UNITEDHEALTH GROUP INC 15,996 $3,903,000.00 0.08%
UNUM GROUP 145,109 $4,868,000.00 0.09%
UNION PACIFIC CORP. 355,385 $60,099,000.00 1.17%
UNITED PARCEL SERVICE, INC. - ORDINARY SHARES - CLASS B 4,151 $429,000.00 0.01%
UNITED RENTALS, INC. 84,486 $11,205,000.00 0.22%
U S BANCORP 485,780 $25,455,000.00 0.49%
US FOODS HOLDING CORP 13,394 $479,000.00 0.01%
UNITED STATES CELLULAR CORPORATION 9,254 $413,000.00 0.01%
USANA HEALTH SCIENCES INC 10,505 $834,000.00 0.02%
U.S. PHYSICAL THERAPY, INC. 9,127 $1,119,000.00 0.02%
UNIVERSAL INSURANCE HOLDINGS INC 30,970 $864,000.00 0.02%
UNIVERSAL CORP. 14,236 $865,000.00 0.02%
VISA INC - ORDINARY SHARES - CLASS A 13,755 $2,387,000.00 0.05%
VEEVA SYSTEMS INC - ORDINARY SHARES - CLASS A 8,192 $1,328,000.00 0.03%
VEREIT INC 314,131 $2,830,000.00 0.06%
VF CORP. 13,131 $1,147,000.00 0.02%
VECTOR GROUP LTD 21,079 $206,000.00 0.00%
VICI PROPERTIES INC 58,371 $1,286,000.00 0.02%
VMWARE INC. - ORDINARY SHARES - CLASS A 8,813 $1,474,000.00 0.03%
VORNADO REALTY TRUST 559,536 $35,866,000.00 0.70%
VENATOR MATERIALS PLC 71,302 $377,000.00 0.01%
VISHAY PRECISION GROUP INC 7,615 $309,000.00 0.01%
VERSO CORP - ORDINARY SHARES - CLASS A 87,684 $1,670,000.00 0.03%
VERSUM MATERIALS INC 15,824 $816,000.00 0.02%
VENTAS INC 44,193 $3,021,000.00 0.06%
VIAD CORP. 6,317 $418,000.00 0.01%
VALVOLINE INC 41,090 $802,000.00 0.02%
WAYFAIR INC - ORDINARY SHARES - CLASS A 2,756 $402,000.00 0.01%
WATERS CORP. 121,999 $26,259,000.00 0.51%
WELLCARE HEALTH PLANS INC. 12,732 $3,630,000.00 0.07%
WASTE CONNECTIONS INC 11,191 $1,070,000.00 0.02%
WADDELL & REED FINANCIAL, INC. - ORDINARY SHARES - CLASS A 17,545 $292,000.00 0.01%
WEC ENERGY GROUP INC 9,004 $751,000.00 0.01%
WELLS FARGO & CO. 448,841 $21,239,000.00 0.41%
WYNDHAM HOTELS & RESORTS INC 57,719 $3,217,000.00 0.06%
CACTUS INC - ORDINARY SHARES - CLASS A 15,792 $523,000.00 0.01%
WHIRLPOOL CORP. 108,396 $15,431,000.00 0.30%
WESTLAKE CHEMICAL CORP 11,759 $817,000.00 0.02%
WASTE MANAGEMENT, INC. 22,367 $2,580,000.00 0.05%
WESTERN ASSET MORTGAGE CAPITAL CORP 37,054 $370,000.00 0.01%
WEIS MARKETS, INC. 11,288 $411,000.00 0.01%
ADVANCED DRAINAGE SYSTEMS INC 11,432 $375,000.00 0.01%
WALMART INC 10,893 $1,204,000.00 0.02%
WABASH NATIONAL CORP. 11,634 $189,000.00 0.00%
WORTHINGTON INDUSTRIES, INC. 399,014 $16,064,000.00 0.31%
W. P. CAREY INC 4,168 $338,000.00 0.01%
W.R. BERKLEY CORP. 213,831 $14,098,000.00 0.27%
WEINGARTEN REALTY INVESTORS 21,602 $592,000.00 0.01%
WILLIAMS-SONOMA, INC. 151,608 $9,855,000.00 0.19%
WATSCO INC. - ORDINARY SHARES - CLASS A 2,204 $360,000.00 0.01%
WEST PHARMACEUTICAL SERVICES, INC. 2,273 $284,000.00 0.01%
W & T OFFSHORE INC 78,684 $390,000.00 0.01%
WHITE MOUNTAINS INSURANCE GROUP, LTD. 584 $597,000.00 0.01%
WATTS WATER TECHNOLOGIES, INC. - ORDINARY SHARES - CLASS A 2,150 $200,000.00 0.00%
SELECT ENERGY SERVICES INC - ORDINARY SHARES - CLASS A 29,288 $340,000.00 0.01%
WESTERN UNION COMPANY 2,224,614 $44,248,000.00 0.86%
WORLD WRESTLING ENTERTAINMENT, INC. - ORDINARY SHARES - CLASS A 11,219 $810,000.00 0.02%
WYNDHAM DESTINATIONS INC 79,129 $3,474,000.00 0.07%
UNITED STATES STEEL CORP. 45,762 $701,000.00 0.01%
EXANTAS CAPITAL CORP 20,523 $232,000.00 0.00%
XENIA HOTELS & RESORTS INC 20,292 $423,000.00 0.01%
EXXON MOBIL CORP. 10,230 $784,000.00 0.02%
ALLEGHANY CORP. 481 $328,000.00 0.01%
YUM BRANDS INC. 449,867 $49,787,000.00 0.97%
ZENDESK INC 5,494 $489,000.00 0.01%
ZOETIS INC - ORDINARY SHARES - CLASS A 7,534 $855,000.00 0.02%
TRONOX LTD 41,191 $526,000.00 0.01%
URANIUM ENERGY CORP 223,709 $306,000.00 0.01%
VIRNETX HLDG CORP 12,211 $76,000.00 0.00%
22ND CENTY GROUP INC 63,698 $133,000.00 0.00%
TRANSPORTADORA DE GAS SUR 11,822 $171,000.00 0.00%
INTERACTIVE BROKERS GROUP IN 13,460 $730,000.00 0.01%
INTELLIGENT SYS CORP NEW 7,659 $221,000.00 0.00%
WILEY JOHN & SONS INC 26,418 $1,212,000.00 0.02%
TRANSENTERIX INC 49,177 $67,000.00 0.00%
TOMPKINS FINANCIAL CORPORATI 3,743 $305,000.00 0.01%
HUAZHU GROUP LTD 12,099 $439,000.00 0.01%
HARRIS CORP DEL 21,560 $4,078,000.00 0.08%
LOMA NEGRA CORP 62,778 $735,000.00 0.01%
HFF INC 5,061 $230,000.00 0.00%
ZTO EXPRESS CAYMAN INC 10,435 $200,000.00 0.00%
GRUPO FINANCIERO GALICIA S A 5,955 $211,000.00 0.00%
GRAN TIERRA ENERGY INC 203,810 $324,000.00 0.01%
GOLD RESOURCE CORP 257,745 $871,000.00 0.02%
51JOB INC 4,414 $333,000.00 0.01%
FANHUA INC 16,499 $552,000.00 0.01%
EVOLUTION PETROLEUM CORP 30,291 $217,000.00 0.00%
TAL EDUCATION GROUP 12,770 $487,000.00 0.01%
TAIWAN SEMICONDUCTOR MFG LTD 28,161 $1,103,000.00 0.02%
TCF FINL CORP 13,010 $270,000.00 0.01%
CORMEDIX INC 10,058 $90,000.00 0.00%
COMPANIA DE MINAS BUENAVENTU 68,110 $1,135,000.00 0.02%
CLEARWAY ENERGY INC 10,222 $165,000.00 0.00%
CHASE CORP 8,498 $915,000.00 0.02%
CEL SCI CORP 10,577 $89,000.00 0.00%
MIDSTATES PETE CO INC 13,663 $80,000.00 0.00%
BROWN FORMAN CORP 11,156 $618,000.00 0.01%
SAP SE 122,791 $16,798,000.00 0.33%
BLUEROCK RESIDENTIAL GRW REI 22,288 $262,000.00 0.01%
HORIZON PHARMA PLC 23,074 $555,000.00 0.01%
BERKSHIRE HATHAWAY INC DEL 2,174 $463,000.00 0.01%
BBVA BANCO FRANCES S A 10,498 $119,000.00 0.00%
BAOZUN INC 5,342 $266,000.00 0.01%
SRC ENERGY INC 48,980 $243,000.00 0.00%
NATIONAL HEALTHCARE CORP 12,656 $1,027,000.00 0.02%
RING ENERGY INC 26,620 $87,000.00 0.00%
NEW ORIENTAL ED & TECH GRP I 3,034 $293,000.00 0.01%
BG STAFFING INC 10,212 $193,000.00 0.00%
STERIS PLC 10,479 $1,560,000.00 0.03%
RADIANT LOGISTICS INC 21,162 $130,000.00 0.00%
AUTOHOME INC 2,981 $255,000.00 0.00%
NOAH HLDGS LTD 9,543 $406,000.00 0.01%
NORTHERN OIL & GAS INC NEV 115,826 $224,000.00 0.00%
ANADARKO PETE CORP 314,305 $22,177,000.00 0.43%
ALIBABA GROUP HLDG LTD 1,892 $321,000.00 0.01%
PINDUODUO INC 10,601 $219,000.00 0.00%
PARK NATL CORP 2,880 $286,000.00 0.01%