The Securities and Exchange Commission has not necessarily reviewed the information in this filing and has not determined if it is accurate and complete.
The reader should not assume that the information is accurate and complete.

UNITED STATES SECURITIES AND EXCHANGE COMMISSION
Washington, D.C. 20549
FORM 13F

FORM 13F INFORMATION TABLE
OMB APPROVAL
OMB Number: 3235-0006
Estimated average burden
hours per response: 23.8
COLUMN 1 COLUMN 2 COLUMN 3 COLUMN 4 COLUMN 5 COLUMN 6 COLUMN 7 COLUMN 8
VALUE SHRS OR SH/ PUT/ INVESTMENT OTHER VOTING AUTHORITY
NAME OF ISSUER TITLE OF CLASS CUSIP (x$1000) PRN AMT PRN CALL DISCRETION MANAGER SOLE SHARED NONE
3M CO COM 88579Y101 5,267 25,000 SH   SOLE   25,000 0 0
8X8 Inc COM 282914100 352 16,600 SH   SOLE   16,600 0 0
Abbott Laboratories COM 002824100 9,903 135,000 SH   SOLE   135,000 0 0
ACADIA PHARMACEUTICALS INC COM 004225108 2,024 97,500 SH   SOLE   97,500 0 0
Accenture Plc COM G1151C101 3,676 21,600 SH   SOLE   21,600 0 0
Activision Blizzard Inc COM 00507V109 3,286 39,500 SH   SOLE   39,500 0 0
Adobe Inc COM 00724F101 4,940 18,300 SH   SOLE   18,300 0 0
Aercap Holdings N.V. COM N00985106 1,184 20,600 SH   SOLE   20,600 0 0
AEROJET ROCKETDYNE HOLDINGS INC COM 007800105 703 20,700 SH   SOLE   20,700 0 0
Aetna Inc COM 00817Y108 3,732 18,400 SH   SOLE   18,400 0 0
AFLAC Inc COM 001055102 1,007 21,400 SH   SOLE   21,400 0 0
Agilent Technologies Inc COM 00846U101 2,045 29,000 SH   SOLE   29,000 0 0
AGNC Investment Corp COM 00123Q104 1,881 101,000 SH   SOLE   101,000 0 0
Air Lease Corp COM 00912X302 500 10,900 SH   SOLE   10,900 0 0
AIR PRODUCTS AND CHEMICALS INC COM 009158106 2,455 14,700 SH   SOLE   14,700 0 0
AK Steel Holding Corp COM 001547108 1,518 309,800 SH   SOLE   309,800 0 0
AKAMAI TECHNOLOGIES INC COM 00971T101 621 8,500 SH   SOLE   8,500 0 0
ALASKA AIR GROUP INC COM 011659109 2,726 39,600 SH   SOLE   39,600 0 0
Albemarle Corp COM 012653101 439 4,400 SH   SOLE   4,400 0 0
Alcoa Corp COM 013872106 254 6,300 SH   SOLE   6,300 0 0
ALEXION PHARMACEUTICALS INC COM 015351109 1,251 9,000 SH   SOLE   9,000 0 0
Alkermes PLC COM G01767105 551 13,000 SH   SOLE   13,000 0 0
Alleghany Corp COM 017175100 456 700 SH   SOLE   700 0 0
Allegheny Technologies Inc COM 01741R102 2,310 78,200 SH   SOLE   78,200 0 0
Allegiant Travel Co COM 01748X102 481 3,800 SH   SOLE   3,800 0 0
Allergan Plc COM G0177J108 6,076 31,900 SH   SOLE   31,900 0 0
Alliant Energy Corp COM 018802108 212 5,000 SH   SOLE   5,000 0 0
Allscripts Healthcare Solutions Inc COM 01988P108 846 59,400 SH   SOLE   59,400 0 0
Allstate Corp (The) COM 020002101 2,862 29,000 SH   SOLE   29,000 0 0
Altria Group COM 02209S103 7,406 122,800 SH   SOLE   122,800 0 0
AMARIN CORP PLC COM 023111206 1,539 94,600 SH   SOLE   94,600 0 0
Amerco COM 023586100 213 600 SH   SOLE   600 0 0
Ameren Corp COM 023608102 1,454 23,000 SH   SOLE   23,000 0 0
American Airlines Group Inc COM 02376R102 1,210 29,300 SH   SOLE   29,300 0 0
AMERICAN ELECTRIC POWER CO INC COM 025537101 3,189 45,000 SH   SOLE   45,000 0 0
AMERICAN EXPRESS CO COM 025816109 2,193 20,600 SH   SOLE   20,600 0 0
AMERICAN INTL GROUP INC COM NEW COM 026874784 4,834 90,800 SH   SOLE   90,800 0 0
American Outdoor COM 02874P103 284 18,300 SH   SOLE   18,300 0 0
AMERICAN TOWER CORP (REIT) COM 03027X100 2,499 17,200 SH   SOLE   17,200 0 0
American Water Works COM 030420103 791 9,000 SH   SOLE   9,000 0 0
AMERIPRISE FINANCIAL INC COM 03076C106 265 1,800 SH   SOLE   1,800 0 0
AmerisourceBergen Corp (Holding Co) COM 03073E105 3,089 33,500 SH   SOLE   33,500 0 0
AMGEN INC COM 031162100 6,550 31,600 SH   SOLE   31,600 0 0
AMTEK INC COM 031100100 1,922 24,300 SH   SOLE   24,300 0 0
Anadarko Petroleum Corp COM 032511107 653 9,700 SH   SOLE   9,700 0 0
Anheuser-Busch Inbev SA COM 03524A108 805 9,200 SH   SOLE   9,200 0 0
Annaly Capital Management Inc COM 035710409 708 69,300 SH   SOLE   69,300 0 0
Ansys Inc COM 03662Q105 1,941 10,400 SH   SOLE   10,400 0 0
Anthem Inc COM 036752103 3,453 12,600 SH   SOLE   12,600 0 0
Aon Plc COM G0408V102 4,874 31,700 SH   SOLE   31,700 0 0
Apache Corp COM 037411105 1,739 36,500 SH   SOLE   36,500 0 0
Apartment Investment and Management Co COM 03748R101 454 10,300 SH   SOLE   10,300 0 0
Apple Inc COM 037833100 61,920 274,300 SH   SOLE   274,300 0 0
Applied Materials Inc COM 038222105 4,158 107,600 SH   SOLE   107,600 0 0
ARCELORMITTAL SA LUXEMBOURG NY REGISTRY SH COM 03938L203 1,404 45,500 SH   SOLE   45,500 0 0
Arch Capital Group Ltd COM G0450A105 1,144 38,400 SH   SOLE   38,400 0 0
ARCHER-DANIELS-MIDLAND CO COM 039483102 950 18,900 SH   SOLE   18,900 0 0
Armstrong World Industries Inc COM 04247X102 341 4,900 SH   SOLE   4,900 0 0
ARTHUR J. GALLAGHER & CO. COM 363576109 223 3,000 SH   SOLE   3,000 0 0
ASSURED GUARANTY LTD COM G0585R106 401 9,500 SH   SOLE   9,500 0 0
Astrazeneca PLC COM 046353108 1,289 32,600 SH   SOLE   32,600 0 0
AT&T Inc COM 00206R102 5,090 151,600 SH   SOLE   151,600 0 0
AUTOZONE INC COM 053332102 9,928 12,800 SH   SOLE   12,800 0 0
AVALONBAY COMMUNITIES INC COM 053484101 2,173 12,000 SH   SOLE   12,000 0 0
Avis Budget Group Inc COM 053774105 777 24,200 SH   SOLE   24,200 0 0
Avnet Inc COM 053807103 1,450 32,400 SH   SOLE   32,400 0 0
Axos Financial Inc COM 05465C100 230 6,700 SH   SOLE   6,700 0 0
BALLARD POWER SYSTEMS INC COM 058586108 160 37,400 SH   SOLE   37,400 0 0
BANK AMER CORP COM COM 060505104 4,748 161,200 SH   SOLE   161,200 0 0
Bank Of Montreal COM 063671101 585 7,100 SH   SOLE   7,100 0 0
Bank Of New York Mellon Corp COM 064058100 326 6,400 SH   SOLE   6,400 0 0
BANK OF NOVA SCOTIA (THE) COM 064149107 441 7,400 SH   SOLE   7,400 0 0
Bank OZK COM 06417N103 440 11,600 SH   SOLE   11,600 0 0
Bausch Health Companies COM 071734107 1,262 49,200 SH   SOLE   49,200 0 0
BAXTER INTERNATIONAL INC COM 071813109 3,469 45,000 SH   SOLE   45,000 0 0
BEACON ROOFING SUPPLY INC COM 073685109 423 11,700 SH   SOLE   11,700 0 0
Bemis Co Inc COM 081437105 1,249 25,700 SH   SOLE   25,700 0 0
Best Buy Co. Inc COM 086516101 4,920 62,000 SH   SOLE   62,000 0 0
BGC PARTNERS INC-CL A COM 05541T101 258 21,900 SH   SOLE   21,900 0 0
BHP BILLITON LTD-SPON ADR COM 088606108 4,719 94,700 SH   SOLE   94,700 0 0
BHP BILLITON PLC COM 05545E209 2,498 56,800 SH   SOLE   56,800 0 0
BlackBerry Ltd COM 09228F103 340 29,900 SH   SOLE   29,900 0 0
BOEING CO (THE) COM 097023105 15,731 42,300 SH   SOLE   42,300 0 0
Boston Properties Inc COM 101121101 1,070 8,700 SH   SOLE   8,700 0 0
BP P.L.C. COM 055622104 10,229 221,900 SH   SOLE   221,900 0 0
British American Tobacco Industries COM 110448107 1,175 25,200 SH   SOLE   25,200 0 0
Broadcom Inc COM 11135F101 2,442 9,900 SH   SOLE   9,900 0 0
Broadridge Financial Solutions Inc COM 11133T103 356 2,700 SH   SOLE   2,700 0 0
BROOKDALE SENIOR LIVING INC COM 112463104 213 21,700 SH   SOLE   21,700 0 0
BROOKFIELD ASSET MANAGEMENT INC COM 112585104 1,042 23,400 SH   SOLE   23,400 0 0
BROOKS AUTOMATION INC COM 114340102 518 14,800 SH   SOLE   14,800 0 0
Bruker Corp COM 116794108 411 12,300 SH   SOLE   12,300 0 0
Brunswick Corp COM 117043109 1,012 15,100 SH   SOLE   15,100 0 0
C.H. Robinson Worldwide Inc COM 12541W209 1,047 10,700 SH   SOLE   10,700 0 0
CACI INTERNATIONAL INC COM 127190304 349 1,900 SH   SOLE   1,900 0 0
CADENCE DESIGN SYSTEMS INC COM 127387108 602 13,300 SH   SOLE   13,300 0 0
Callon Petroleum Co COM 13123X102 346 28,900 SH   SOLE   28,900 0 0
Cal-Maine Foods Inc COM 128030202 367 7,600 SH   SOLE   7,600 0 0
Camden Property Trust COM 133131102 589 6,300 SH   SOLE   6,300 0 0
CAMPBELL SOUP CO COM 134429109 2,344 64,000 SH   SOLE   64,000 0 0
Canadian Imperial Bank of Commerce COM 136069101 684 7,300 SH   SOLE   7,300 0 0
CANADIAN NATIONAL RAILWAY CO COM 136375102 915 10,200 SH   SOLE   10,200 0 0
Canadian Pacific Railway Ltd COM 13645T100 1,356 6,400 SH   SOLE   6,400 0 0
CAPITAL ONE FINANCIAL CORP COM 14040H105 1,490 15,700 SH   SOLE   15,700 0 0
CARLISLE COMPANIES INC COM 142339100 925 7,600 SH   SOLE   7,600 0 0
CarMax Inc COM 143130102 1,254 16,800 SH   SOLE   16,800 0 0
Carnival Corp COM 143658300 2,805 44,000 SH   SOLE   44,000 0 0
Caterpillar Inc COM 149123101 8,036 52,700 SH   SOLE   52,700 0 0
CBL & ASSOCIATES PROPERTIES COM 124830100 263 66,100 SH   SOLE   66,100 0 0
Celanese Corp COM 150870103 285 2,500 SH   SOLE   2,500 0 0
Centene Corp COM 15135B101 4,546 31,400 SH   SOLE   31,400 0 0
Centurylink Inc COM 156700106 1,278 60,300 SH   SOLE   60,300 0 0
CERNER CORP COM 156782104 1,313 20,400 SH   SOLE   20,400 0 0
CHENIERE ENERGY INC COM 16411R208 416 6,000 SH   SOLE   6,000 0 0
Chesapeake Energy Corp COM 165167107 86 19,300 SH   SOLE   19,300 0 0
CHEVRON CORP COM 166764100 20,286 165,900 SH   SOLE   165,900 0 0
CHILDREN'S PLACE INC (THE) COM 168905107 805 6,300 SH   SOLE   6,300 0 0
Chimera Investment Corp COM 16934Q208 358 19,800 SH   SOLE   19,800 0 0
CHINA MOBILE (HONG KONG) LTD COM 16941M109 1,193 24,400 SH   SOLE   24,400 0 0
CHIPOTLE MEXICAN GRILL INC COM 169656105 5,999 13,200 SH   SOLE   13,200 0 0
Ciena Corp COM 171779309 2,339 74,900 SH   SOLE   74,900 0 0
CIGNA CORP COM 125509109 8,996 43,200 SH   SOLE   43,200 0 0
CINTAS CORP COM 172908105 454 2,300 SH   SOLE   2,300 0 0
Cisco Systems Inc COM 17275R102 18,117 372,400 SH   SOLE   372,400 0 0
CITIGROUP INC COM NEW COM 172967424 5,667 79,000 SH   SOLE   79,000 0 0
CITRIX SYSTEMS INC COM 177376100 1,745 15,700 SH   SOLE   15,700 0 0
Cleveland-Cliffs Inc COM 185899101 1,967 155,400 SH   SOLE   155,400 0 0
CME Group Inc COM 12572Q105 4,425 26,000 SH   SOLE   26,000 0 0
CMS ENERGY CORP COM 125896100 1,474 30,100 SH   SOLE   30,100 0 0
CNOOC LTD-SPON ADR COM 126132109 256 1,300 SH   SOLE   1,300 0 0
Co Saneamento ADS COM 20441A102 145 24,700 SH   SOLE   24,700 0 0
COCA-COLA CO (THE) COM 191216100 8,378 181,400 SH   SOLE   181,400 0 0
COCA-COLA ENTERPRISES INC COM G25839104 1,013 22,300 SH   SOLE   22,300 0 0
Cognizant Technology Solutions Corp COM 192446102 2,206 28,600 SH   SOLE   28,600 0 0
Coherent Inc COM 192479103 275 1,600 SH   SOLE   1,600 0 0
CommVault Systems Inc COM 204166102 308 4,400 SH   SOLE   4,400 0 0
Compass Minerals International Inc COM 20451N101 268 4,000 SH   SOLE   4,000 0 0
Concho Resources Inc COM 20605P101 5,361 35,100 SH   SOLE   35,100 0 0
CONOCOPHILLIPS COM 20825C104 13,057 168,700 SH   SOLE   168,700 0 0
Consolidated Edison Inc COM 209115104 525 6,900 SH   SOLE   6,900 0 0
Consumer Discretionary Select Sector SPD COM 81369Y407 20,583 175,600 SH   SOLE   175,600 0 0
Continental Resources Inc COM 212015101 4,117 60,300 SH   SOLE   60,300 0 0
COOPER COMPANIES INC (THE) COM 216648402 1,995 7,200 SH   SOLE   7,200 0 0
Copa Holdings S.A. COM P31076105 231 2,900 SH   SOLE   2,900 0 0
CORCEPT THERAPEUTICS INC COM 218352102 350 25,000 SH   SOLE   25,000 0 0
CORE LABORATORIES N.V. COM N22717107 555 4,800 SH   SOLE   4,800 0 0
CORPORATE OFFICE PROPERTIES TRUST COM 22002T108 423 14,200 SH   SOLE   14,200 0 0
Credicorp Ltd COM G2519Y108 223 1,000 SH   SOLE   1,000 0 0
CREE INC COM 225447101 306 8,100 SH   SOLE   8,100 0 0
Crown Castle International Corp COM 22822V101 2,449 22,000 SH   SOLE   22,000 0 0
CROWN HOLDINGS INC COM 228368106 264 5,500 SH   SOLE   5,500 0 0
CSX Corp COM 126408103 5,383 72,700 SH   SOLE   72,700 0 0
Cubesmart COM 229663109 681 23,900 SH   SOLE   23,900 0 0
CVR Energy Inc COM 12662P108 422 10,500 SH   SOLE   10,500 0 0
Cypress Semiconductor Corp COM 232806109 614 42,400 SH   SOLE   42,400 0 0
Danaher Corp COM 235851102 7,486 68,900 SH   SOLE   68,900 0 0
DARDEN RESTAURANTS INC COM 237194105 589 5,300 SH   SOLE   5,300 0 0
DaVita Inc COM 23918K108 680 9,500 SH   SOLE   9,500 0 0
DEAN FOODS CO COM 242370203 112 15,900 SH   SOLE   15,900 0 0
DECKERS OUTDOOR CORP COM 243537107 1,754 14,800 SH   SOLE   14,800 0 0
Deere & Co COM 244199105 3,607 24,000 SH   SOLE   24,000 0 0
Delta Air Lines Inc COM 247361702 9,634 166,600 SH   SOLE   166,600 0 0
DENTSPLY SIRONA INC COM 24906P109 4,370 115,800 SH   SOLE   115,800 0 0
DEVON ENERGY CORP COM 25179M103 1,581 39,600 SH   SOLE   39,600 0 0
DIAGEO PLC COM 25243Q205 580 4,100 SH   SOLE   4,100 0 0
DIAMOND OFFSHORE DRILLING INC COM 25271C102 966 48,300 SH   SOLE   48,300 0 0
DICK'S SPORTING GOODS INC COM 253393102 408 11,500 SH   SOLE   11,500 0 0
Diebold Nixdorf COM 253651103 420 93,500 SH   SOLE   93,500 0 0
DIGITAL RLTY TR INC COM COM 253868103 3,846 34,200 SH   SOLE   34,200 0 0
Direxion Energy Bull 3X Shares COM 25459W888 8,672 232,500 SH   SOLE   232,500 0 0
Discover Financial Services COM 254709108 1,834 24,000 SH   SOLE   24,000 0 0
Dolby Laboratories COM 25659T107 454 6,500 SH   SOLE   6,500 0 0
Dollar General Corp COM 256677105 3,923 35,900 SH   SOLE   35,900 0 0
Dollar Tree Inc COM 256746108 3,498 42,900 SH   SOLE   42,900 0 0
Dominion Energy Inc COM 25746U109 2,804 39,900 SH   SOLE   39,900 0 0
Domtar Corp COM 257559203 558 10,700 SH   SOLE   10,700 0 0
Douglas Emmett Inc COM 25960P109 392 10,400 SH   SOLE   10,400 0 0
Dowdupont Inc COM 26078J100 3,633 56,500 SH   SOLE   56,500 0 0
DTE ENERGY COMPANY COM 233331107 3,306 30,300 SH   SOLE   30,300 0 0
Duke Energy Corp COM 26441C204 2,544 31,800 SH   SOLE   31,800 0 0
DUKE REALTY CORP COM NEW COM 264411505 337 11,900 SH   SOLE   11,900 0 0
EATON CORP PLC COM G29183103 3,122 36,000 SH   SOLE   36,000 0 0
Ecolab Inc COM 278865100 1,473 9,400 SH   SOLE   9,400 0 0
Edgewell Personal Care Company COM 28035Q102 388 8,400 SH   SOLE   8,400 0 0
EDISON INTERNATIONAL COM 281020107 230 3,400 SH   SOLE   3,400 0 0
EDWARDS LIFESCIENCES CORP COM 28176E108 4,665 26,800 SH   SOLE   26,800 0 0
ELECTRONIC ARTS INC COM 285512109 2,072 17,200 SH   SOLE   17,200 0 0
Electronics For Imaging Inc COM 286082102 286 8,400 SH   SOLE   8,400 0 0
Ellie Mae Inc COM 28849P100 293 3,100 SH   SOLE   3,100 0 0
Emergent BioSolutions Inc COM 29089Q105 342 5,200 SH   SOLE   5,200 0 0
Emerson Electric Co COM 291011104 2,167 28,300 SH   SOLE   28,300 0 0
Enbridge Inc COM 29250N105 758 23,500 SH   SOLE   23,500 0 0
ENCANA CORP COM 292505104 1,674 127,700 SH   SOLE   127,700 0 0
Encompass Health Corp COM 29261A100 1,551 19,900 SH   SOLE   19,900 0 0
ENSCO PLC COM G3157S106 486 57,700 SH   SOLE   57,700 0 0
Entergy Corp COM 29364G103 1,914 23,600 SH   SOLE   23,600 0 0
EOG RESOURCES INC COM 26875P101 8,866 69,500 SH   SOLE   69,500 0 0
EPR PROPERTIES COM 26884U109 704 10,300 SH   SOLE   10,300 0 0
EQUIFAX INC COM 294429105 3,081 23,600 SH   SOLE   23,600 0 0
Equinor ASA COM 29446M102 1,297 46,000 SH   SOLE   46,000 0 0
Equity Lifestyle Properties Inc COM 29472R108 733 7,600 SH   SOLE   7,600 0 0
Equity Residential COM 29476L107 364 5,500 SH   SOLE   5,500 0 0
ESSEX PROPERTY TRUST INC COM 297178105 1,258 5,100 SH   SOLE   5,100 0 0
ESTERLINE TECHNOLOGIES CORP COM 297425100 236 2,600 SH   SOLE   2,600 0 0
Everest Re Group Ltd COM G3223R108 1,462 6,400 SH   SOLE   6,400 0 0
EVERSOURCE ENERGY COM 30040W108 2,445 39,800 SH   SOLE   39,800 0 0
EXELIXIS INC COM 30161Q104 221 12,500 SH   SOLE   12,500 0 0
EXELON CORP COM 30161N101 5,658 129,600 SH   SOLE   129,600 0 0
Expedia Group Inc COM 30212P303 3,966 30,400 SH   SOLE   30,400 0 0
Expeditors International of Washington COM 302130109 1,051 14,300 SH   SOLE   14,300 0 0
EXTRA SPACE STORAGE INC COM 30225T102 1,360 15,700 SH   SOLE   15,700 0 0
Extreme Networks Inc COM 30226D106 524 95,800 SH   SOLE   95,800 0 0
Exxon Mobil Corp COM 30231G102 24,111 283,600 SH   SOLE   283,600 0 0
F5 Networks Inc COM 315616102 937 4,700 SH   SOLE   4,700 0 0
Fabrinet COM G3323L100 471 10,200 SH   SOLE   10,200 0 0
FACTSET RESEARCH SYSTEMS INC COM 303075105 1,431 6,400 SH   SOLE   6,400 0 0
Fang Holdings Limited COM 30711Y102 150 58,100 SH   SOLE   58,100 0 0
Fastenal Co COM 311900104 1,908 32,900 SH   SOLE   32,900 0 0
FEDERAL REALTY INVESTMENT TRUST COM 313747206 910 7,200 SH   SOLE   7,200 0 0
FedEx Corp COM 31428X106 842 3,500 SH   SOLE   3,500 0 0
Fidelity National Information Services COM 31620M106 1,461 13,400 SH   SOLE   13,400 0 0
Finisar Corp COM 31787A507 567 29,800 SH   SOLE   29,800 0 0
FIRST MAJESTIC SILVER CORP COM COM 32076V103 86 15,200 SH   SOLE   15,200 0 0
FirstEnergy Corp COM 337932107 2,605 70,100 SH   SOLE   70,100 0 0
Fiserv Inc COM 337738108 617 7,500 SH   SOLE   7,500 0 0
FleetCor Technologies Inc COM 339041105 6,652 29,200 SH   SOLE   29,200 0 0
FLIR Systems Inc COM 302445101 1,149 18,700 SH   SOLE   18,700 0 0
FMC CORP COM 302491303 2,632 30,200 SH   SOLE   30,200 0 0
Foot Locker Inc COM 344849104 392 7,700 SH   SOLE   7,700 0 0
Francesca's Holdings Corp COM 351793104 166 45,000 SH   SOLE   45,000 0 0
FREEPORT-MCMORAN INC COM 35671D857 1,909 137,200 SH   SOLE   137,200 0 0
FTI Consulting Inc COM 302941109 417 5,700 SH   SOLE   5,700 0 0
GAMESTOP CORP COM 36467W109 1,859 121,800 SH   SOLE   121,800 0 0
GARMIN LTD COM H2906T109 644 9,200 SH   SOLE   9,200 0 0
Generac Holdlings Inc COM 368736104 203 3,600 SH   SOLE   3,600 0 0
GENERAL DYNAMICS CORP COM 369550108 1,617 7,900 SH   SOLE   7,900 0 0
General Electric Co COM 369604103 415 36,800 SH   SOLE   36,800 0 0
General Motors Co COM 37045V100 909 27,000 SH   SOLE   27,000 0 0
Genesco Inc COM 371532102 287 6,100 SH   SOLE   6,100 0 0
Genuine Parts Co COM 372460105 1,113 11,200 SH   SOLE   11,200 0 0
Genworth Financial Inc COM 37247D106 76 18,300 SH   SOLE   18,300 0 0
GEO GROUP INC (THE) COM 36162J106 239 9,500 SH   SOLE   9,500 0 0
GERDAU S.A. COM 373737105 543 129,000 SH   SOLE   129,000 0 0
Geron Corp COM 374163103 89 50,800 SH   SOLE   50,800 0 0
G-III APPAREL GROUP LTD. COM 36237H101 202 4,200 SH   SOLE   4,200 0 0
Global Payments Inc COM 37940X102 3,579 28,100 SH   SOLE   28,100 0 0
GNC Holdings Inc COM 36191G107 110 26,800 SH   SOLE   26,800 0 0
Graco Inc COM 384109104 671 14,500 SH   SOLE   14,500 0 0
Group 1 Automotive Inc COM 398905109 259 4,000 SH   SOLE   4,000 0 0
Gulfport Energy Corp COM 402635304 120 11,600 SH   SOLE   11,600 0 0
H&E Equipment Services Inc COM 404030108 313 8,300 SH   SOLE   8,300 0 0
H&R BLOCK INC COM 093671105 548 21,300 SH   SOLE   21,300 0 0
HALOZYME THERAPEUTICS INC COM 40637H109 241 13,300 SH   SOLE   13,300 0 0
HARLEY-DAVIDSON INC COM 412822108 665 14,700 SH   SOLE   14,700 0 0
HARMONY GOLD MINING CO LTD COM 413216300 22 13,700 SH   SOLE   13,700 0 0
HCP Inc COM 40414L109 1,729 65,700 SH   SOLE   65,700 0 0
Helmerich & Payne Inc COM 423452101 1,169 17,000 SH   SOLE   17,000 0 0
Herbalife Nutrition Ltd COM G4412G101 829 15,200 SH   SOLE   15,200 0 0
HERSHEY CO (THE) COM 427866108 1,948 19,100 SH   SOLE   19,100 0 0
HERTZ GLOBAL HLD COM 42806J106 952 58,300 SH   SOLE   58,300 0 0
Hess Corp COM 42809H107 5,747 80,300 SH   SOLE   80,300 0 0
HEXCEL CORP COM 428291108 315 4,700 SH   SOLE   4,700 0 0
HIGHWOODS PROPERTIES INC COM 431284108 467 9,900 SH   SOLE   9,900 0 0
HILL-ROM HOLDINGS INC COM 431475102 273 2,900 SH   SOLE   2,900 0 0
Hollyfrontier Corp COM 436106108 559 8,000 SH   SOLE   8,000 0 0
Hologic Inc COM 436440101 344 8,400 SH   SOLE   8,400 0 0
HOME DEPOT INC (THE) COM 437076102 20,031 96,700 SH   SOLE   96,700 0 0
Honeywell International Inc COM 438516106 1,248 7,500 SH   SOLE   7,500 0 0
Horizon Pharma plc COM G4617B105 814 41,600 SH   SOLE   41,600 0 0
HORMEL FOODS CORP COM 440452100 606 15,400 SH   SOLE   15,400 0 0
Hospitality Properties Trust COM 44106M102 242 8,400 SH   SOLE   8,400 0 0
HOST HOTELS & RESORTS INC COM 44107P104 1,953 92,600 SH   SOLE   92,600 0 0
HP Inc COM 40434L105 4,862 188,700 SH   SOLE   188,700 0 0
HSBC HOLDINGS PLC-SPONS ADR COM 404280406 554 12,600 SH   SOLE   12,600 0 0
Humana Inc COM 444859102 3,757 11,100 SH   SOLE   11,100 0 0
HUNTINGTON BANCSHARES INC COM 446150104 996 66,800 SH   SOLE   66,800 0 0
Hyatt Hotels Corp COM 448579102 405 5,100 SH   SOLE   5,100 0 0
Iberiabank Corp COM 450828108 642 7,900 SH   SOLE   7,900 0 0
ICICI BANK LTD COM 45104G104 1,322 155,800 SH   SOLE   155,800 0 0
II-VI Inc COM 902104108 487 10,300 SH   SOLE   10,300 0 0
ILLINOIS TOOL WORKS INC COM 452308109 1,340 9,500 SH   SOLE   9,500 0 0
IMAX Corp COM 45245E109 361 14,000 SH   SOLE   14,000 0 0
Imperial Oil Ltd COM 453038408 307 9,500 SH   SOLE   9,500 0 0
Incyte Corp COM 45337C102 822 11,900 SH   SOLE   11,900 0 0
Infosys Ltd COM 456788108 1,570 154,400 SH   SOLE   154,400 0 0
INOVIO PHARMACEUTICALS INC COM 45773H201 122 22,000 SH   SOLE   22,000 0 0
Inphi Corp COM 45772F107 341 9,000 SH   SOLE   9,000 0 0
Insulet Corp COM 45784P101 1,589 15,000 SH   SOLE   15,000 0 0
INTEGRATED DEVICE TECHNOLOGY INC COM 458118106 427 9,100 SH   SOLE   9,100 0 0
Intel Corp COM 458140100 7,055 149,200 SH   SOLE   149,200 0 0
Intercontinental Exchange Inc COM 45866F104 4,156 55,500 SH   SOLE   55,500 0 0
INTERNATIONAL FLAVORS & FRAGRANCES INC COM 459506101 1,655 11,900 SH   SOLE   11,900 0 0
Interpublic Group of Companies Inc (The) COM 460690100 548 24,000 SH   SOLE   24,000 0 0
INVESCO PLC COM G491BT108 217 9,500 SH   SOLE   9,500 0 0
IONIS PHARMACEUTICALS INC COM 462222100 938 18,200 SH   SOLE   18,200 0 0
IPG PHOTONICS CORP COM 44980X109 249 1,600 SH   SOLE   1,600 0 0
Iron Mountain Inc COM 46284V101 286 8,300 SH   SOLE   8,300 0 0
ISHARES COHEN & STEERS REIT ETF COM 464287564 1,020 10,200 SH   SOLE   10,200 0 0
iShares Core MSCI EAFE ETF COM 46432F842 46,291 722,400 SH   SOLE   722,400 0 0
ISHARES CORE S&P MID-CAP ETF COM 464287507 16,686 82,900 SH   SOLE   82,900 0 0
ISHARES CORE S&P SMALL-CAP ETF COM 464287804 21,077 241,600 SH   SOLE   241,600 0 0
iShares MSCI ACWI Index Fund COM 464288257 20,250 272,700 SH   SOLE   272,700 0 0
ISHARES MSCI AUSTRALIA INDEX FUND COM 464286103 4,295 194,200 SH   SOLE   194,200 0 0
ISHARES MSCI CANADA INDEX FUND COM 464286509 8,225 285,800 SH   SOLE   285,800 0 0
ISHARES MSCI EAFE ETF COM 464287465 209,565 3,082,300 SH   SOLE   3,082,300 0 0
iShares MSCI Eurozone ETF COM 464286608 10,789 263,100 SH   SOLE   263,100 0 0
ISHARES MSCI GERMANY INDEX FUND COM 464286806 3,429 115,300 SH   SOLE   115,300 0 0
ISHARES MSCI HONG KONG INDEX FUND COM 464286871 6,561 274,300 SH   SOLE   274,300 0 0
ISHARES MSCI JAPAN INDEX FUND COM 46434G822 71,812 1,192,300 SH   SOLE   1,192,300 0 0
ISHARES MSCI PAC EX-JAP IDX FD COM 464286665 1,485 32,700 SH   SOLE   32,700 0 0
ISHARES NASDAQ BIOTECHNOLOGY INDEX FUND COM 464287556 914 7,500 SH   SOLE   7,500 0 0
iShares PHLX Semiconductor COM 464287523 6,032 32,600 SH   SOLE   32,600 0 0
ISHARES RUSSELL 2000 ETF COM 464287655 204,198 1,211,500 SH   SOLE   1,211,500 0 0
ISHARES RUSSELL 2000 GROWTH ETF COM 464287648 11,227 52,200 SH   SOLE   52,200 0 0
ISHARES RUSSELL 2000 VALUE ETF COM 464287630 2,500 18,800 SH   SOLE   18,800 0 0
iShares Transportation AverageETF COM 464287192 3,211 15,700 SH   SOLE   15,700 0 0
iShares U.S. Aerospace & Defense ETF COM 464288760 3,527 16,300 SH   SOLE   16,300 0 0
ISHARES U.S. REAL ESTATE ETF COM 464287739 47,771 597,000 SH   SOLE   597,000 0 0
Itron Inc COM 465741106 263 4,100 SH   SOLE   4,100 0 0
J P MORGAN CHASE & CO COM 46625H100 7,537 66,800 SH   SOLE   66,800 0 0
J.M. SMUCKER CO (THE) COM 832696405 1,590 15,500 SH   SOLE   15,500 0 0
Jabil Inc COM 466313103 354 13,100 SH   SOLE   13,100 0 0
JinkoSolar Holding Co Ltd COM 47759T100 133 12,400 SH   SOLE   12,400 0 0
Johnson Controls Inc COM G51502105 2,145 61,300 SH   SOLE   61,300 0 0
Juniper Networks Inc COM 48203R104 2,853 95,200 SH   SOLE   95,200 0 0
KANSAS CITY SOUTHERN COM 485170302 1,404 12,400 SH   SOLE   12,400 0 0
KAR Auction Services Inc COM 48238T109 1,223 20,500 SH   SOLE   20,500 0 0
KEYCORP COM 493267108 614 30,900 SH   SOLE   30,900 0 0
KIMBERLY-CLARK CORP COM 494368103 818 7,200 SH   SOLE   7,200 0 0
KIMCO RLTY CORP COM COM 49446R109 430 25,700 SH   SOLE   25,700 0 0
KOHL'S CORP COM 500255104 1,289 17,300 SH   SOLE   17,300 0 0
KONINKLIJKE PHILIPS N.V. COM 500472303 618 13,600 SH   SOLE   13,600 0 0
Kratos Defense & Security Solutions Inc COM 50077B207 300 20,300 SH   SOLE   20,300 0 0
Kroger Co (The) COM 501044101 1,932 66,400 SH   SOLE   66,400 0 0
L3 Technologies Inc COM 502413107 1,509 7,100 SH   SOLE   7,100 0 0
Laboratory Corp of America Holdings COM 50540R409 538 3,100 SH   SOLE   3,100 0 0
LAMAR ADVERTISING CO COM 512816109 622 8,000 SH   SOLE   8,000 0 0
LANDSTAR SYSTEM INC COM 515098101 268 2,200 SH   SOLE   2,200 0 0
Lannett Co Inc COM 516012101 263 55,400 SH   SOLE   55,400 0 0
Las Vegas Sands Corp COM 517834107 729 12,300 SH   SOLE   12,300 0 0
LA-Z-BOY INC COM 505336107 237 7,500 SH   SOLE   7,500 0 0
LEAR CORP COM NEW COM 521865204 2,595 17,900 SH   SOLE   17,900 0 0
Leggett & Platt Inc COM 524660107 639 14,600 SH   SOLE   14,600 0 0
Leidos Holdings Inc COM 525327102 1,051 15,200 SH   SOLE   15,200 0 0
LendingTree Inc COM 52603B107 1,242 5,400 SH   SOLE   5,400 0 0
LENNOX INTERNATIONAL INC COM 526107107 1,790 8,200 SH   SOLE   8,200 0 0
Liberty Global plc COM G5480U120 478 17,000 SH   SOLE   17,000 0 0
LIBERTY PROPERTY TRUST COM 531172104 363 8,600 SH   SOLE   8,600 0 0
Life Storage Inc COM 53223X107 456 4,800 SH   SOLE   4,800 0 0
LINCOLN ELECTRIC HOLDINGS INC COM 533900106 476 5,100 SH   SOLE   5,100 0 0
LINCOLN NATL CORP IND COM COM 534187109 480 7,100 SH   SOLE   7,100 0 0
Lindsay Corp COM 535555106 230 2,300 SH   SOLE   2,300 0 0
LivaNova PLC COM G5509L101 297 2,400 SH   SOLE   2,400 0 0
LOWE'S COMPANIES INC COM 548661107 3,467 30,200 SH   SOLE   30,200 0 0
MACK-CALI REALTY CORP COM 554489104 235 11,100 SH   SOLE   11,100 0 0
Macquarie Infrastructure Co COM 55608B105 558 12,100 SH   SOLE   12,100 0 0
MACY'S INC COM 55616P104 4,049 116,600 SH   SOLE   116,600 0 0
MakeMyTrip Ltd COM V5633W109 222 8,100 SH   SOLE   8,100 0 0
MANHATTAN ASSOCIATES INC COM 562750109 245 4,500 SH   SOLE   4,500 0 0
MARATHON OIL CORP COM 565849106 5,920 254,300 SH   SOLE   254,300 0 0
MARKEL CORP COM 570535104 356 300 SH   SOLE   300 0 0
Market Vectors TR Russia ETF COM 92189F403 22,954 1,064,700 SH   SOLE   1,064,700 0 0
MARSH & MCLENNAN COMPANIES INC COM 571748102 670 8,100 SH   SOLE   8,100 0 0
Martin Marietta Materials Inc COM 573284106 527 2,900 SH   SOLE   2,900 0 0
MATERIALS SELECT SECTOR SPDR COM 81369Y100 9,002 155,400 SH   SOLE   155,400 0 0
MCDERMOTT INTERNATIONAL INC COM 580037703 274 14,900 SH   SOLE   14,900 0 0
MCDONALD'S CORP COM 580135101 13,717 82,000 SH   SOLE   82,000 0 0
Medical Properties Trust Inc COM 58463J304 676 45,400 SH   SOLE   45,400 0 0
MEDIDATA SOLUTIONS INC COM 58471A105 1,062 14,500 SH   SOLE   14,500 0 0
Melco Resorts & Entertainment Limited AD COM 585464100 829 39,200 SH   SOLE   39,200 0 0
Methanex Corp COM 59151K108 870 11,000 SH   SOLE   11,000 0 0
METLIFE INC COM 59156R108 3,275 70,100 SH   SOLE   70,100 0 0
METTLER-TOLEDO INTERNATIONAL INC COM 592688105 2,253 3,700 SH   SOLE   3,700 0 0
MFA FINANCIAL INC COM 55272X102 584 79,500 SH   SOLE   79,500 0 0
MGIC INVESTMENT CORP COM 552848103 537 40,400 SH   SOLE   40,400 0 0
MICROCHIP TECHNOLOGY INC COM 595017104 5,728 72,600 SH   SOLE   72,600 0 0
Microstrategy Inc COM 594972408 239 1,700 SH   SOLE   1,700 0 0
MID-AMERICA APARTMENT COMMUNITIES INC COM 59522J103 1,021 10,200 SH   SOLE   10,200 0 0
Mohawk Industries Inc COM 608190104 7,119 40,600 SH   SOLE   40,600 0 0
MOLSON COORS BREWING CO COM 60871R209 1,629 26,500 SH   SOLE   26,500 0 0
MONSTER BEVERAGE CORP COM 61174X109 2,080 35,700 SH   SOLE   35,700 0 0
MOODY'S CORP COM 615369105 902 5,400 SH   SOLE   5,400 0 0
MOSAIC CO (THE) COM 61945C103 2,692 82,900 SH   SOLE   82,900 0 0
Murphy Oil Corp COM 626717102 593 17,800 SH   SOLE   17,800 0 0
NATIONAL BEVERAGE CORP COM 635017106 676 5,800 SH   SOLE   5,800 0 0
NATIONAL OILWELL VARCO INC COM 637071101 478 11,100 SH   SOLE   11,100 0 0
NATIONAL RETAIL PROPERTIES COM 637417106 699 15,600 SH   SOLE   15,600 0 0
NEKTAR THERAPEUTICS COM 640268108 1,152 18,900 SH   SOLE   18,900 0 0
New Gold COM 644535106 181 228,800 SH   SOLE   228,800 0 0
NEWELL BRANDS INC COM 651229106 4,721 232,600 SH   SOLE   232,600 0 0
Newfield Exploration Co COM 651290108 2,439 84,600 SH   SOLE   84,600 0 0
NiSource Inc COM 65473P105 966 38,800 SH   SOLE   38,800 0 0
NORDIC AMERICAN TANKERS LTD COM G65773106 36 17,600 SH   SOLE   17,600 0 0
NORDSON CORP COM 655663102 1,472 10,600 SH   SOLE   10,600 0 0
Nordstrom Inc COM 655664100 4,796 80,200 SH   SOLE   80,200 0 0
Novavax Inc COM 670002104 95 50,800 SH   SOLE   50,800 0 0
NOVO NORDISK A/S COM 670100205 344 7,300 SH   SOLE   7,300 0 0
NRG Energy Inc COM 629377508 2,595 69,400 SH   SOLE   69,400 0 0
Nucor Corp COM 670346105 780 12,300 SH   SOLE   12,300 0 0
NUVASIVE INC COM 670704105 723 10,200 SH   SOLE   10,200 0 0
Nvidia Corp COM 67066G104 87,369 310,900 SH   SOLE   310,900 0 0
NXP Semiconductors N.V. COM N6596X109 16,963 198,400 SH   SOLE   198,400 0 0
Oasis Petroleum Inc COM 674215108 1,354 95,500 SH   SOLE   95,500 0 0
OCCIDENTAL PETROLEUM CORP COM 674599105 3,985 48,500 SH   SOLE   48,500 0 0
OCEANEERING INTERNATIONAL INC COM 675232102 571 20,700 SH   SOLE   20,700 0 0
Ocwen Financial Corp COM 675746309 39 10,000 SH   SOLE   10,000 0 0
Office Depot Inc COM 676220106 279 87,200 SH   SOLE   87,200 0 0
OGE Energy Corp COM 670837103 951 26,200 SH   SOLE   26,200 0 0
OLD DOMINION FREIGHT LINE INC COM 679580100 903 5,600 SH   SOLE   5,600 0 0
OLD REPUBLIC INTERNATIONAL CORP COM 680223104 402 18,000 SH   SOLE   18,000 0 0
Omega Healthcare Investors Inc COM 681936100 1,251 38,200 SH   SOLE   38,200 0 0
Omeros Corp COM 682143102 393 16,100 SH   SOLE   16,100 0 0
ONEOK Inc COM 682680103 4,358 64,300 SH   SOLE   64,300 0 0
Open Text Corp COM 683715106 346 9,100 SH   SOLE   9,100 0 0
Oracle Corp COM 68389X105 14,462 280,500 SH   SOLE   280,500 0 0
Owens & Minor Inc COM 690732102 307 18,600 SH   SOLE   18,600 0 0
OWENS CORNING NEW COM COM 690742101 336 6,200 SH   SOLE   6,200 0 0
PACCAR Inc COM 693718108 1,241 18,200 SH   SOLE   18,200 0 0
PACIFIC GAS & ELECTRIC CO. COM 69331C108 828 18,000 SH   SOLE   18,000 0 0
PARKER-HANNIFIN CORP COM 701094104 2,115 11,500 SH   SOLE   11,500 0 0
PATTERSON COMPANIES INC COM 703395103 816 33,400 SH   SOLE   33,400 0 0
PENN NATIONAL GAMING INC COM 707569109 362 11,000 SH   SOLE   11,000 0 0
PETROCHINA CO LTD -ADR COM 71646E100 244 3,000 SH   SOLE   3,000 0 0
PIER 1 IMPORTS INC COM 720279108 94 63,300 SH   SOLE   63,300 0 0
Pinnacle West Capital Corp COM 723484101 720 9,100 SH   SOLE   9,100 0 0
Pioneer Natural Resources Co COM 723787107 5,783 33,200 SH   SOLE   33,200 0 0
Pitney Bowes Inc COM 724479100 477 67,500 SH   SOLE   67,500 0 0
POLARIS INDUSTRIES INC COM 731068102 262 2,600 SH   SOLE   2,600 0 0
PPL CORP COM 69351T106 427 14,600 SH   SOLE   14,600 0 0
Pretium Resources Inc COM 74139C102 321 42,300 SH   SOLE   42,300 0 0
Pricesmart Inc COM 741511109 250 3,100 SH   SOLE   3,100 0 0
Primerica Inc COM 74164M108 325 2,700 SH   SOLE   2,700 0 0
PRINCIPAL FINANCIAL GROUP INC COM 74251V102 492 8,400 SH   SOLE   8,400 0 0
PROLOGIS INC COM 74340W103 420 6,200 SH   SOLE   6,200 0 0
Prospect Capital Corp COM 74348T102 288 39,300 SH   SOLE   39,300 0 0
PRUDENTIAL FINANCIAL INC COM 744320102 840 8,300 SH   SOLE   8,300 0 0
Public Service Enterprise Group Inco COM 744573106 918 17,400 SH   SOLE   17,400 0 0
PUBLIC STORAGE COM COM 74460D109 6,754 33,500 SH   SOLE   33,500 0 0
Quest Diagnostics Inc COM 74834L100 334 3,100 SH   SOLE   3,100 0 0
Radian Group Inc COM 750236101 690 33,400 SH   SOLE   33,400 0 0
Range Resources Corp COM 75281A109 3,398 200,000 SH   SOLE   200,000 0 0
Rayonier Inc COM 754907103 233 6,900 SH   SOLE   6,900 0 0
Realty Income Corp COM 756109104 2,309 40,600 SH   SOLE   40,600 0 0
RED ROBIN GOURMET BURGERS INC COM 75689M101 260 6,500 SH   SOLE   6,500 0 0
Regency Centers Corp COM 758849103 1,687 26,100 SH   SOLE   26,100 0 0
REGENERON PHARMACEUTICALS INC COM 75886F107 1,010 2,500 SH   SOLE   2,500 0 0
REGIONS FINANCIAL CORP COM 7591EP100 1,112 60,600 SH   SOLE   60,600 0 0
Renaissancere Holdings Ltd COM G7496G103 333 2,500 SH   SOLE   2,500 0 0
REPLIGEN CORP COM 759916109 277 5,000 SH   SOLE   5,000 0 0
REPUBLIC SERVICES INC COM 760759100 741 10,200 SH   SOLE   10,200 0 0
Resmed Inc COM 761152107 1,095 9,500 SH   SOLE   9,500 0 0
Resolute Energy Corp COM 76116A306 563 14,900 SH   SOLE   14,900 0 0
RITCHIE BROS. AUCTIONEERS INC COM 767744105 599 16,600 SH   SOLE   16,600 0 0
ROBERT HALF INTERNATIONAL INC COM 770323103 1,710 24,300 SH   SOLE   24,300 0 0
Rockwell Automation Inc COM 773903109 3,487 18,600 SH   SOLE   18,600 0 0
Roper Technologies Inc COM 776696106 444 1,500 SH   SOLE   1,500 0 0
ROSS STORES INC COM 778296103 485 4,900 SH   SOLE   4,900 0 0
ROWAN COMPANIES PLC COM G7665A101 438 23,300 SH   SOLE   23,300 0 0
Royal Bank of Canada COM 780087102 1,355 16,900 SH   SOLE   16,900 0 0
Royal Caribbean Cruises Ltd COM V7780T103 1,156 8,900 SH   SOLE   8,900 0 0
ROYAL DUTCH SHELL A COM 780259206 5,805 85,200 SH   SOLE   85,200 0 0
Royal Dutch Shell B COM 780259107 2,170 30,600 SH   SOLE   30,600 0 0
RPC Inc COM 749660106 589 38,100 SH   SOLE   38,100 0 0
RYANAIR HOLDINGS PLC COM 783513203 240 2,500 SH   SOLE   2,500 0 0
RYMAN HOSPITALITY PROPERTIES INC COM 78377T107 249 2,900 SH   SOLE   2,900 0 0
SABRA HEALTH CARE REIT INC COM 78573L106 679 29,400 SH   SOLE   29,400 0 0
Sally Beauty Holdings Inc COM 79546E104 520 28,300 SH   SOLE   28,300 0 0
Sangamo Therptcs COM 800677106 630 37,200 SH   SOLE   37,200 0 0
Sap Ae Drc COM 803054204 590 4,800 SH   SOLE   4,800 0 0
Scana Corp COM 80589M102 474 12,200 SH   SOLE   12,200 0 0
SCHLUMBERGER N.V. COM 806857108 3,240 53,200 SH   SOLE   53,200 0 0
Scientific Games Corp COM 80874P109 924 36,400 SH   SOLE   36,400 0 0
Sears Holdings Corp COM 812350106 88 91,500 SH   SOLE   91,500 0 0
Select Medical Holdings Corp COM 81619Q105 202 11,000 SH   SOLE   11,000 0 0
SEMTECH CORP COM 816850101 283 5,100 SH   SOLE   5,100 0 0
SENIOR HOUSING PROP TRUST COM 81721M109 395 22,500 SH   SOLE   22,500 0 0
Sensata Technologies Holding COM G8060N102 227 4,600 SH   SOLE   4,600 0 0
SHERWIN-WILLIAMS CO (THE) COM 824348106 955 2,100 SH   SOLE   2,100 0 0
SHIRE PLC-ADR COM 82481R106 4,187 23,100 SH   SOLE   23,100 0 0
SHUTTERFLY INC COM 82568P304 1,001 15,200 SH   SOLE   15,200 0 0
SIMON PROPERTY GROUP INC COM 828806109 4,312 24,400 SH   SOLE   24,400 0 0
SITE Centers Corp COM 82981J109 262 19,600 SH   SOLE   19,600 0 0
Six Flags Entertainment Corp New COM 83001A102 677 9,700 SH   SOLE   9,700 0 0
SKECHERS U.S.A. INC COM 830566105 2,558 91,600 SH   SOLE   91,600 0 0
SKYWORKS SOLUTIONS INC COM 83088M102 607 6,700 SH   SOLE   6,700 0 0
Sleep Number Corp COM 83125X103 551 15,000 SH   SOLE   15,000 0 0
SLM Corp COM 78442P106 233 20,900 SH   SOLE   20,900 0 0
SONY CORP ORD COM 835699307 891 14,700 SH   SOLE   14,700 0 0
SOUTHERN CO (THE) COM 842587107 6,108 140,100 SH   SOLE   140,100 0 0
SOUTHWEST AIRLINES CO COM 844741108 6,476 103,700 SH   SOLE   103,700 0 0
SOUTHWESTERN ENERGY CO COM 845467109 1,324 259,200 SH   SOLE   259,200 0 0
SPDR DJ EURO STOXX 50 ETF COM 78463X202 6,039 157,800 SH   SOLE   157,800 0 0
SPDR Energy Select Sector Fund COM 81369Y506 217,934 2,877,400 SH   SOLE   2,877,400 0 0
SPDR MIDCAP TRUST SERIES I COM 78467Y107 23,443 63,800 SH   SOLE   63,800 0 0
SPDR S&P Biotech ETF COM 78464A870 2,895 30,200 SH   SOLE   30,200 0 0
SPDR S&P Financial ETF COM 81369Y605 36,036 1,306,600 SH   SOLE   1,306,600 0 0
SPDR S&P Industrial ETF COM 81369Y704 76,832 980,000 SH   SOLE   980,000 0 0
SPDR S&P Oil & Gas Explor & Product COM 78464A730 110,640 2,555,800 SH   SOLE   2,555,800 0 0
SPDR S&P Retail ETF COM 78464A714 25,106 492,100 SH   SOLE   492,100 0 0
SPDR S&P Utilities ETF COM 81369Y886 94,396 1,792,900 SH   SOLE   1,792,900 0 0
Spirit Aerosystems Holdings Inc COM 848574109 1,072 11,700 SH   SOLE   11,700 0 0
Spirit Airlines Inc COM 848577102 1,695 36,100 SH   SOLE   36,100 0 0
SRC Energy Inc COM 78470V108 847 95,300 SH   SOLE   95,300 0 0
Stamps.com Inc COM 852857200 836 3,700 SH   SOLE   3,700 0 0
Starwood Property Trust Inc COM 85571B105 927 43,100 SH   SOLE   43,100 0 0
STEEL DYNAMICS INC COM 858119100 1,866 41,300 SH   SOLE   41,300 0 0
Stericycle Inc COM 858912108 575 9,800 SH   SOLE   9,800 0 0
STEVEN MADDEN LTD COM 556269108 264 5,000 SH   SOLE   5,000 0 0
Stratasys Ltd COM M85548101 226 9,800 SH   SOLE   9,800 0 0
Stryker Corp COM 863667101 3,038 17,100 SH   SOLE   17,100 0 0
Sturm Ruger & Co Inc COM 864159108 276 4,000 SH   SOLE   4,000 0 0
SUNCOR ENERGY INC COM 867224107 928 24,000 SH   SOLE   24,000 0 0
SUNSTONE HOTEL INVESTORS INC COM 867892101 281 17,200 SH   SOLE   17,200 0 0
SUPERIOR ENERGY SERVICES INC COM 868157108 701 72,000 SH   SOLE   72,000 0 0
SYNAPTICS INC COM 87157D109 264 5,800 SH   SOLE   5,800 0 0
Synopsys Inc COM 871607107 2,189 22,200 SH   SOLE   22,200 0 0
Sysco Corp COM 871829107 3,926 53,600 SH   SOLE   53,600 0 0
T. ROWE PRICE GROUP INC COM 74144T108 425 3,900 SH   SOLE   3,900 0 0
Taiwan Semiconductor Manufacturing CoLtd COM 874039100 967 21,900 SH   SOLE   21,900 0 0
TAL Education Group American Depositary COM 874080104 1,452 56,500 SH   SOLE   56,500 0 0
Tapestry Inc COM 876030107 1,553 30,900 SH   SOLE   30,900 0 0
Targa Resources Inc COM 87612G101 777 13,800 SH   SOLE   13,800 0 0
TARGET CORP COM 87612E106 8,406 95,300 SH   SOLE   95,300 0 0
Tata Motors Ltd COM 876568502 854 55,600 SH   SOLE   55,600 0 0
Taubman Centers Inc COM 876664103 700 11,700 SH   SOLE   11,700 0 0
TechnipFMC plc Ordinary Share COM G87110105 2,009 64,300 SH   SOLE   64,300 0 0
TELEPHONE AND DATA SYSTEMS COM 879433829 258 8,500 SH   SOLE   8,500 0 0
Tempur Sealy International Inc COM 88023U101 227 4,300 SH   SOLE   4,300 0 0
Tenet Healthcare Corp COM 88033G407 529 18,600 SH   SOLE   18,600 0 0
TEXAS ROADHOUSE INC COM 882681109 609 8,800 SH   SOLE   8,800 0 0
Textron Inc COM 883203101 1,493 20,900 SH   SOLE   20,900 0 0
THE AES CORP COM 00130H105 967 69,100 SH   SOLE   69,100 0 0
THE CHEESECAKE FACTORY INC COM 163072101 503 9,400 SH   SOLE   9,400 0 0
THE TRAVELERS COMPANIES INC COM 89417E109 1,336 10,300 SH   SOLE   10,300 0 0
Tivo Corporation COM 88870P106 124 10,000 SH   SOLE   10,000 0 0
T-Mobile US Inc COM 872590104 5,502 78,400 SH   SOLE   78,400 0 0
Toll Brothers Inc COM 889478103 1,232 37,300 SH   SOLE   37,300 0 0
Torchmark Corp COM 891027104 832 9,600 SH   SOLE   9,600 0 0
TORONTO DOMINION BANK (THE) COM 891160509 2,140 35,200 SH   SOLE   35,200 0 0
TOTAL SYSTEM SERVICES INC COM 891906109 1,026 10,400 SH   SOLE   10,400 0 0
Tractor Supply Co COM 892356106 390 4,300 SH   SOLE   4,300 0 0
Transdigm Group Inc COM 893641100 2,271 6,100 SH   SOLE   6,100 0 0
Transocean Ltd COM H8817H100 4,065 291,400 SH   SOLE   291,400 0 0
Trimble Inc COM 896239100 308 7,100 SH   SOLE   7,100 0 0
TWENTY-FIRST CENTURY FOX INC - A COM 90130A101 13,834 298,600 SH   SOLE   298,600 0 0
TWENTY-FIRST CENTURY FOX INC - B COM 90130A200 3,431 74,900 SH   SOLE   74,900 0 0
Two Harbors Investments Corp COM 90187B408 806 54,000 SH   SOLE   54,000 0 0
Tyler Technologies Inc COM 902252105 1,200 4,900 SH   SOLE   4,900 0 0
TYSON FOODS INC COM 902494103 1,887 31,700 SH   SOLE   31,700 0 0
Ulta Beauty Inc COM 90384S303 5,049 17,900 SH   SOLE   17,900 0 0
UNDER ARMOUR INC COM 904311107 619 29,200 SH   SOLE   29,200 0 0
UNION PACIFIC CORP COM 907818108 15,908 97,700 SH   SOLE   97,700 0 0
United Bankshares Inc COM 909907107 603 16,600 SH   SOLE   16,600 0 0
United Continental Holdings Inc COM 910047109 5,886 66,100 SH   SOLE   66,100 0 0
UNITED DOMINION REALTY TRUST INC COM 902653104 258 6,400 SH   SOLE   6,400 0 0
United Natural Foods Inc COM 911163103 817 27,300 SH   SOLE   27,300 0 0
UNITED PARCEL SERVICE INC COM 911312106 9,888 84,700 SH   SOLE   84,700 0 0
United Rentals Inc COM 911363109 3,239 19,800 SH   SOLE   19,800 0 0
UNITED TECHNOLOGIES CORP COM 913017109 6,724 48,100 SH   SOLE   48,100 0 0
United Therapeutics Corp COM 91307C102 358 2,800 SH   SOLE   2,800 0 0
UNITEDHEALTH GROUP INC COM 91324P102 10,322 38,800 SH   SOLE   38,800 0 0
Universal Display Corp COM 91347P105 3,395 28,800 SH   SOLE   28,800 0 0
UNIVERSAL HEALTH SERVICES INC COM 913903100 1,137 8,900 SH   SOLE   8,900 0 0
UNUM GROUP COM 91529Y106 468 12,000 SH   SOLE   12,000 0 0
Vail Resorts Inc COM 91879Q109 878 3,200 SH   SOLE   3,200 0 0
Vale S A ADR COM 91912E105 13,750 926,600 SH   SOLE   926,600 0 0
Valero Energy Corp COM 91913Y100 2,377 20,900 SH   SOLE   20,900 0 0
VanEck Vect Oil Services ETF COM 92189F718 13,826 548,900 SH   SOLE   548,900 0 0
VanEck Vect Semiconductor ETF COM 92189F676 19,416 182,400 SH   SOLE   182,400 0 0
Vanguard FTSE All World Ex US ETF COM 922042775 12,210 234,600 SH   SOLE   234,600 0 0
Vanguard FTSE Developed Markets ETF COM 921943858 59,998 1,386,600 SH   SOLE   1,386,600 0 0
Vanguard FTSEEuropean ETF COM 922042874 20,154 358,500 SH   SOLE   358,500 0 0
Vanguard Real Estate ETF COM 922908553 28,165 349,100 SH   SOLE   349,100 0 0
Vanguard Small-Cap ETF - DNQ COM 922908751 7,787 47,900 SH   SOLE   47,900 0 0
VEECO INSTRUMENTS INC COM 922417100 133 12,983 SH   SOLE   12,983 0 0
VERIZON COMMUNICATIONS INC COM 92343V104 23,539 440,900 SH   SOLE   440,900 0 0
VERTEX PHARMACEUTICALS INC COM 92532F100 4,991 25,900 SH   SOLE   25,900 0 0
VIACOM INC-CLASS B COM 92553P201 1,124 33,300 SH   SOLE   33,300 0 0
VIAVI SOLUTIONS INC COM 925550105 657 58,000 SH   SOLE   58,000 0 0
VISHAY INTERTECHNOLOGY INC COM 928298108 563 27,700 SH   SOLE   27,700 0 0
VISTEON CORP COM 92839U206 436 4,700 SH   SOLE   4,700 0 0
Vitamin Shoppe Inc COM 92849E101 121 12,100 SH   SOLE   12,100 0 0
VODAFONE GROUP PLC COM 92857W308 284 13,100 SH   SOLE   13,100 0 0
VONAGE HOLDINGS CORP COM 92886T201 256 18,100 SH   SOLE   18,100 0 0
VORNADO RLTY TR SH BEN INT COM 929042109 2,051 28,100 SH   SOLE   28,100 0 0
WADDELL & REED FINANCIAL INC COM 930059100 211 10,000 SH   SOLE   10,000 0 0
Walmart Inc COM 931142103 24,369 259,500 SH   SOLE   259,500 0 0
WALT DISNEY CO (THE) COM 254687106 14,477 123,800 SH   SOLE   123,800 0 0
Waste Connections Inc COM 94106B101 869 10,900 SH   SOLE   10,900 0 0
WASTE MANAGEMENT INC COM 94106L109 1,789 19,800 SH   SOLE   19,800 0 0
Waters Corp COM 941848103 895 4,600 SH   SOLE   4,600 0 0
WEC ENERGY GROUP INC COM 92939U106 3,324 49,800 SH   SOLE   49,800 0 0
WEIGHT WATCHERS INTERNATIONAL INC COM 948626106 309 4,300 SH   SOLE   4,300 0 0
WEINGARTEN REALTY INVESTORS COM 948741103 208 7,000 SH   SOLE   7,000 0 0
Welltower Inc COM 95040Q104 2,431 37,800 SH   SOLE   37,800 0 0
WENDY'S CO (THE) COM 95058W100 469 27,400 SH   SOLE   27,400 0 0
WESCO INTERNATIONAL INC COM 95082P105 258 4,200 SH   SOLE   4,200 0 0
WESTERN ALLIANCE BANCORPORATION COM 957638109 238 4,200 SH   SOLE   4,200 0 0
Western Digital Corp COM 958102105 3,284 56,100 SH   SOLE   56,100 0 0
WHIRLPOOL CORP COM 963320106 5,830 49,100 SH   SOLE   49,100 0 0
WILLIAMS COMPANIES INC (THE) COM 969457100 6,479 238,300 SH   SOLE   238,300 0 0
WILLIAMS-SONOMA INC COM 969904101 1,781 27,100 SH   SOLE   27,100 0 0
WisdomTree Japan Hedged Equity Fund COM 97717W851 24,095 415,800 SH   SOLE   415,800 0 0
World Acceptance Corp COM 981419104 274 2,400 SH   SOLE   2,400 0 0
Wyndham Destinations Inc COM 98310W108 763 17,600 SH   SOLE   17,600 0 0
WYNN RESORTS LTD COM 983134107 6,111 48,100 SH   SOLE   48,100 0 0
Xcel Energy Inc COM 98389B100 2,171 46,000 SH   SOLE   46,000 0 0
YUM! BRANDS INC COM 988498101 3,090 34,000 SH   SOLE   34,000 0 0
Zillow Group Inc COM 98954M101 1,122 25,400 SH   SOLE   25,400 0 0
ZIMMER BIOMET HOLDINGS INC COM 98956P102 1,590 12,100 SH   SOLE   12,100 0 0
ZUMIEZ INC COM 989817101 268 10,200 SH   SOLE   10,200 0 0