# EDGAR Filing Document

**Accession Number:** 0000862469
**File Stem:** 0000862469-23-000001
**Filing Date:** 2023-2
**Character Count:** 86645
**Document Hash:** 5e18d97502144f5d34b45d93454d6200
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0000862469-23-000001.hdr.sgml**: 20230201

**ACCESSION NUMBER**: 0000862469-23-000001

**CONFORMED SUBMISSION TYPE**: 13F-HR

**PUBLIC DOCUMENT COUNT**: 2

**CONFORMED PERIOD OF REPORT**: 20221231

**FILED AS OF DATE**: 20230201

**DATE AS OF CHANGE**: 20230201

**EFFECTIVENESS DATE**: 20230201

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** NEW MEXICO EDUCATIONAL RETIREMENT BOARD
- **CENTRAL INDEX KEY:** 0000862469
- **IRS NUMBER:** 856000589
- **STATE OF INCORPORATION:** NM
- **FISCAL YEAR END:** 0630

**FILING VALUES:**
- **FORM TYPE:** 13F-HR
- **SEC ACT:** 1934 Act
- **SEC FILE NUMBER:** 028-02695
- **FILM NUMBER:** 23576196

**BUSINESS ADDRESS:**
- **STREET 1:** P O BOX 26129
- **STREET 2:** 701 CAMINO DE LOS MARQUEZ
- **CITY:** SANTA FE
- **STATE:** NM
- **ZIP:** 87502
- **BUSINESS PHONE:** 505-984-5055

**MAIL ADDRESS:**
- **STREET 1:** P O BOX 26129
- **STREET 2:** 701 CAMINO DE LOS MARQUEZ
- **CITY:** SANTA FE
- **STATE:** NM
- **ZIP:** 87502

### FORM 13F COVER PAGE

**Report for the Calendar Year or Quarter Ended:** 12-31-2022

**Check here if Amendment** [ ] **Amendment Number:** 

**This Amendment (Check only one.):** [ ] is a restatement.

[ ] adds new holdings entries.

**Institutional Investment Manager Filing this Report:**

**Name:** NEW MEXICO EDUCATIONAL RETIREMENT BOARD<br>**Address:** P O BOX 26129<br>701 CAMINO DE LOS MARQUEZ<br>SANTA FE, NM 87502

**Form 13F File Number:** 028-02695

The institutional investment manager filing this report and the person by whom it is signed hereby represent that the person signing the report is authorized to submit it, that all information contained herein is true, correct and complete, and that it is understood that all required items, statements, schedules, lists, and tables, are considered integral parts of this form.

**Person Signing this Report on Behalf of Reporting Manager:**

**Name:** Francine Pacheco<br>**Title:** Financial Coordinator<br>**Phone:** ###-##-####

**Signature, Place, and Date of Signing:**

Francine Pacheco  Santa Fe, NM  02-01-2023<br>[Signature]  [City, State]  [Date]

**Report Type (Check only one.):**

[x] **13F HOLDINGS REPORT.** (Check here if all holdings of this reporting manager are reported in this report.)

[ ] **13F NOTICE.** (Check here if no holdings are reported in this report, and all holdings are reported by other reporting manager(s).)

[ ] **13F COMBINATION REPORT.** (Check here if a portion of the holdings for this reporting manager are reported in this report and a portion are reported by other reporting manager(s).)

### Form 13F Summary Page

**Report Summary:**

**Number of Other Included Managers:** 0

**Form 13F Information Table Entry Total:** 905

**Form 13F Information Table Value Total:** $1861050

      (round to nearest dollar)

**List of Other Included Managers:**

Provide a numbered list of the name(s) and Form 13F file number(s) of all institutional investment managers with respect to which this report is filed, other than the manager filing this report.

[If there are no entries in this list, state “NONE” and omit the column headings and list entries.]

**NONE**

### FORM 13F INFORMATION TABLE

---

|  |  |  |  |  |  |  |  |  |  |  |  |  |
| --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- |
| NAME OF ISSUER | TITLE OF CLASS | CUSIP | FIGI | VALUE (x$1000) | SHRS OR PRN AMT | SH/PRN | PUT/CALL | INVESTMENT DISCRETION | OTHER MANAGER | VOTING AUTHORITY | VOTING AUTHORITY | VOTING AUTHORITY |
| NAME OF ISSUER | TITLE OF CLASS | CUSIP | FIGI | VALUE (x$1000) | SHRS OR PRN AMT | SH/PRN | PUT/CALL | INVESTMENT DISCRETION | OTHER MANAGER | SOLE | SHARED | NONE |
| AFLAC INC | COM | 001055102 |  | 1943 | 27006 | SH |  | SOLE |  | 27006 | 0 | 0 |
| AGCO CORP | COM | 001084102 |  | 1331 | 9600 | SH |  | SOLE |  | 9600 | 0 | 0 |
| AES CORP | COM | 00130H105 |  | 918 | 31922 | SH |  | SOLE |  | 31922 | 0 | 0 |
| ASGN INC | COM | 00191U102 |  | 652 | 8000 | SH |  | SOLE |  | 8000 | 0 | 0 |
| AT T INC | COM | 00206R102 |  | 6266 | 340362 | SH |  | SOLE |  | 340362 | 0 | 0 |
| ABBOTT LABORATORIES | COM | 002824100 |  | 9146 | 83302 | SH |  | SOLE |  | 83302 | 0 | 0 |
| ABBVIE INC | COM | 00287Y109 |  | 13649 | 84455 | SH |  | SOLE |  | 84455 | 0 | 0 |
| CONTRA ABIOMED INC | COM | 003CVR016 |  | 2 | 2350 | SH |  | SOLE |  | 2350 | 0 | 0 |
| ACADIA HEALTHCARE CO INC | COM | 00404A109 |  | 1169 | 14200 | SH |  | SOLE |  | 14200 | 0 | 0 |
| ACI WORLDWIDE INC | COM | 004498101 |  | 414 | 18000 | SH |  | SOLE |  | 18000 | 0 | 0 |
| ACTIVISION BLIZZARD INC | COM | 00507V109 |  | 2603 | 34000 | SH |  | SOLE |  | 34000 | 0 | 0 |
| ACUITY BRANDS INC | COM | 00508Y102 |  | 894 | 5400 | SH |  | SOLE |  | 5400 | 0 | 0 |
| ADOBE INC | COM | 00724F101 |  | 7477 | 22218 | SH |  | SOLE |  | 22218 | 0 | 0 |
| ADVANCE AUTO PARTS INC | COM | 00751Y106 |  | 426 | 2900 | SH |  | SOLE |  | 2900 | 0 | 0 |
| AECOM | COM | 00766T100 |  | 1887 | 22213 | SH |  | SOLE |  | 22213 | 0 | 0 |
| ADVANCED MICRO DEVICES | COM | 007903107 |  | 4984 | 76950 | SH |  | SOLE |  | 76950 | 0 | 0 |
| AFFILIATED MANAGERS GROUP | COM | 008252108 |  | 966 | 6100 | SH |  | SOLE |  | 6100 | 0 | 0 |
| AGILENT TECHNOLOGIES INC | COM | 00846U101 |  | 2109 | 14093 | SH |  | SOLE |  | 14093 | 0 | 0 |
| AIR PRODUCTS   CHEMICALS INC | COM | 009158106 |  | 3268 | 10600 | SH |  | SOLE |  | 10600 | 0 | 0 |
| AKAMAI TECHNOLOGIES INC | COM | 00971T101 |  | 636 | 7548 | SH |  | SOLE |  | 7548 | 0 | 0 |
| ALASKA AIR GROUP INC | COM | 011659109 |  | 260 | 6050 | SH |  | SOLE |  | 6050 | 0 | 0 |
| ALBEMARLE CORP | COM | 012653101 |  | 1214 | 5600 | SH |  | SOLE |  | 5600 | 0 | 0 |
| ALCOA CORP | COM | 013872106 |  | 1319 | 29000 | SH |  | SOLE |  | 29000 | 0 | 0 |
| ALEXANDRIA REAL ESTATE EQUIT | COM | 015271109 |  | 1034 | 7100 | SH |  | SOLE |  | 7100 | 0 | 0 |
| ALIGN TECHNOLOGY INC | COM | 016255101 |  | 728 | 3450 | SH |  | SOLE |  | 3450 | 0 | 0 |
| ALLEGRO MICROSYSTEMS INC | COM | 01749D105 |  | 309 | 10300 | SH |  | SOLE |  | 10300 | 0 | 0 |
| ALLETE INC | COM | 018522300 |  | 581 | 9000 | SH |  | SOLE |  | 9000 | 0 | 0 |
| ALLIANT ENERGY CORP | COM | 018802108 |  | 663 | 12000 | SH |  | SOLE |  | 12000 | 0 | 0 |
| ALLSTATE CORP | COM | 020002101 |  | 1713 | 12634 | SH |  | SOLE |  | 12634 | 0 | 0 |
| ALPHABET INC CL C | COM | 02079K107 |  | 22438 | 252880 | SH |  | SOLE |  | 252880 | 0 | 0 |
| ALPHABET INC CL A | COM | 02079K305 |  | 25165 | 285220 | SH |  | SOLE |  | 285220 | 0 | 0 |
| ALTRIA GROUP INC | COM | 02209S103 |  | 3913 | 85595 | SH |  | SOLE |  | 85595 | 0 | 0 |
| AMAZON.COM INC | COM | 023135106 |  | 35591 | 423700 | SH |  | SOLE |  | 423700 | 0 | 0 |
| AMEDISYS INC | COM | 023436108 |  | 426 | 5100 | SH |  | SOLE |  | 5100 | 0 | 0 |
| AMEREN CORPORATION | COM | 023608102 |  | 1098 | 12346 | SH |  | SOLE |  | 12346 | 0 | 0 |
| AMERICAN AIRLINES GROUP INC | COM | 02376R102 |  | 394 | 31000 | SH |  | SOLE |  | 31000 | 0 | 0 |
| AMERICAN ELECTRIC POWER | COM | 025537101 |  | 2330 | 24538 | SH |  | SOLE |  | 24538 | 0 | 0 |
| AMERICAN EXPRESS CO | COM | 025816109 |  | 4220 | 28563 | SH |  | SOLE |  | 28563 | 0 | 0 |
| AMERICAN FINANCIAL GROUP INC | COM | 025932104 |  | 1428 | 10400 | SH |  | SOLE |  | 10400 | 0 | 0 |
| AMERICAN INTERNATIONAL GROUP | COM | 026874784 |  | 2245 | 35505 | SH |  | SOLE |  | 35505 | 0 | 0 |
| AMERICAN TOWER CORP | COM | 03027X100 |  | 4718 | 22268 | SH |  | SOLE |  | 22268 | 0 | 0 |
| AMERICAN WATER WORKS CO INC | COM | 030420103 |  | 1326 | 8700 | SH |  | SOLE |  | 8700 | 0 | 0 |
| AMERISOURCEBERGEN CORP | COM | 03073E105 |  | 1274 | 7691 | SH |  | SOLE |  | 7691 | 0 | 0 |
| AMERIPRISE FINANCIAL INC | COM | 03076C106 |  | 1582 | 5081 | SH |  | SOLE |  | 5081 | 0 | 0 |
| AMETEK INC | COM | 031100100 |  | 1530 | 10950 | SH |  | SOLE |  | 10950 | 0 | 0 |
| AMGEN INC | COM | 031162100 |  | 6696 | 25495 | SH |  | SOLE |  | 25495 | 0 | 0 |
| AMKOR TECHNOLOGY INC | COM | 031652100 |  | 379 | 15800 | SH |  | SOLE |  | 15800 | 0 | 0 |
| AMPHENOL CORP CL A | COM | 032095101 |  | 2161 | 28380 | SH |  | SOLE |  | 28380 | 0 | 0 |
| ANALOG DEVICES INC | COM | 032654105 |  | 4033 | 24586 | SH |  | SOLE |  | 24586 | 0 | 0 |
| ANNALY CAPITAL MANAGEMENT IN | COM | 035710839 |  | 1567 | 74325 | SH |  | SOLE |  | 74325 | 0 | 0 |
| ANSYS INC | COM | 03662Q105 |  | 1003 | 4150 | SH |  | SOLE |  | 4150 | 0 | 0 |
| ANTERO RESOURCES CORP | COM | 03674X106 |  | 1370 | 44200 | SH |  | SOLE |  | 44200 | 0 | 0 |
| ELEVANCE HEALTH INC | COM | 036752103 |  | 5871 | 11446 | SH |  | SOLE |  | 11446 | 0 | 0 |
| ANTERO MIDSTREAM CORP | COM | 03676B102 |  | 551 | 51100 | SH |  | SOLE |  | 51100 | 0 | 0 |
| APA CORP | COM | 03743Q108 |  | 716 | 15349 | SH |  | SOLE |  | 15349 | 0 | 0 |
| APARTMENT INCOME REIT CO | COM | 03750L109 |  | 849 | 24737 | SH |  | SOLE |  | 24737 | 0 | 0 |
| APPLE INC | COM | 037833100 |  | 92778 | 714064 | SH |  | SOLE |  | 714064 | 0 | 0 |
| APPLIED MATERIALS INC | COM | 038222105 |  | 4001 | 41086 | SH |  | SOLE |  | 41086 | 0 | 0 |
| APTARGROUP INC | COM | 038336103 |  | 1133 | 10300 | SH |  | SOLE |  | 10300 | 0 | 0 |
| ARCHER DANIELS MIDLAND CO | COM | 039483102 |  | 2438 | 26253 | SH |  | SOLE |  | 26253 | 0 | 0 |
| ARISTA NETWORKS INC | COM | 040413106 |  | 1432 | 11800 | SH |  | SOLE |  | 11800 | 0 | 0 |
| ARROW ELECTRONICS INC | COM | 042735100 |  | 1088 | 10400 | SH |  | SOLE |  | 10400 | 0 | 0 |
| ARROWHEAD PHARMACEUTICALS IN | COM | 04280A100 |  | 673 | 16600 | SH |  | SOLE |  | 16600 | 0 | 0 |
| ASHLAND INC | COM | 044186104 |  | 860 | 8000 | SH |  | SOLE |  | 8000 | 0 | 0 |
| ASSOCIATED BANC CORP | COM | 045487105 |  | 545 | 23600 | SH |  | SOLE |  | 23600 | 0 | 0 |
| ASSURANT INC | COM | 04621X108 |  | 314 | 2511 | SH |  | SOLE |  | 2511 | 0 | 0 |
| ATMOS ENERGY CORP | COM | 049560105 |  | 751 | 6700 | SH |  | SOLE |  | 6700 | 0 | 0 |
| AUTODESK INC | COM | 052769106 |  | 1926 | 10307 | SH |  | SOLE |  | 10307 | 0 | 0 |
| AUTOMATIC DATA PROCESSING | COM | 053015103 |  | 4740 | 19843 | SH |  | SOLE |  | 19843 | 0 | 0 |
| AUTONATION INC | COM | 05329W102 |  | 601 | 5600 | SH |  | SOLE |  | 5600 | 0 | 0 |
| AUTOZONE INC | COM | 053332102 |  | 2118 | 859 | SH |  | SOLE |  | 859 | 0 | 0 |
| AVALONBAY COMMUNITIES INC | COM | 053484101 |  | 1087 | 6727 | SH |  | SOLE |  | 6727 | 0 | 0 |
| AVERY DENNISON CORP | COM | 053611109 |  | 701 | 3875 | SH |  | SOLE |  | 3875 | 0 | 0 |
| AVIENT CORP | COM | 05368V106 |  | 486 | 14400 | SH |  | SOLE |  | 14400 | 0 | 0 |
| AVIS BUDGET GROUP INC | COM | 053774105 |  | 738 | 4500 | SH |  | SOLE |  | 4500 | 0 | 0 |
| AVNET INC | COM | 053807103 |  | 640 | 15400 | SH |  | SOLE |  | 15400 | 0 | 0 |
| AXON ENTERPRISE INC | COM | 05464C101 |  | 1775 | 10700 | SH |  | SOLE |  | 10700 | 0 | 0 |
| BJ S WHOLESALE CLUB HOLDINGS | COM | 05550J101 |  | 1403 | 21200 | SH |  | SOLE |  | 21200 | 0 | 0 |
| BAKER HUGHES CO | COM | 05722G100 |  | 1413 | 47842 | SH |  | SOLE |  | 47842 | 0 | 0 |
| BALL CORP | COM | 058498106 |  | 766 | 14978 | SH |  | SOLE |  | 14978 | 0 | 0 |
| BANK OF AMERICA CORP | COM | 060505104 |  | 11037 | 333254 | SH |  | SOLE |  | 333254 | 0 | 0 |
| BANK OF HAWAII CORP | COM | 062540109 |  | 489 | 6300 | SH |  | SOLE |  | 6300 | 0 | 0 |
| BANK OF NEW YORK MELLON CORP | COM | 064058100 |  | 1600 | 35160 | SH |  | SOLE |  | 35160 | 0 | 0 |
| BANK OZK | COM | 06417N103 |  | 709 | 17700 | SH |  | SOLE |  | 17700 | 0 | 0 |
| BATH   BODY WORKS INC | COM | 070830104 |  | 460 | 10906 | SH |  | SOLE |  | 10906 | 0 | 0 |
| BAXTER INTERNATIONAL INC | COM | 071813109 |  | 1226 | 24061 | SH |  | SOLE |  | 24061 | 0 | 0 |
| BECTON DICKINSON AND CO | COM | 075887109 |  | 3475 | 13666 | SH |  | SOLE |  | 13666 | 0 | 0 |
| BELDEN INC | COM | 077454106 |  | 503 | 6991 | SH |  | SOLE |  | 6991 | 0 | 0 |
| BELLRING BRANDS INC | COM | 07831C103 |  | 542 | 21120 | SH |  | SOLE |  | 21120 | 0 | 0 |
| WR BERKLEY CORP | COM | 084423102 |  | 708 | 9750 | SH |  | SOLE |  | 9750 | 0 | 0 |
| BERKSHIRE HATHAWAY INC CL B | COM | 084670702 |  | 26583 | 86057 | SH |  | SOLE |  | 86057 | 0 | 0 |
| BEST BUY CO INC | COM | 086516101 |  | 768 | 9571 | SH |  | SOLE |  | 9571 | 0 | 0 |
| BIO RAD LABORATORIES A | COM | 090572207 |  | 420 | 1000 | SH |  | SOLE |  | 1000 | 0 | 0 |
| BIOGEN INC | COM | 09062X103 |  | 1917 | 6924 | SH |  | SOLE |  | 6924 | 0 | 0 |
| BIO TECHNE CORP | COM | 09073M104 |  | 622 | 7500 | SH |  | SOLE |  | 7500 | 0 | 0 |
| BLACK HILLS CORP | COM | 092113109 |  | 718 | 10206 | SH |  | SOLE |  | 10206 | 0 | 0 |
| BLACKBAUD INC | COM | 09227Q100 |  | 424 | 7200 | SH |  | SOLE |  | 7200 | 0 | 0 |
| BLACKROCK INC | COM | 09247X101 |  | 5094 | 7189 | SH |  | SOLE |  | 7189 | 0 | 0 |
| H R BLOCK INC | COM | 093671105 |  | 916 | 25100 | SH |  | SOLE |  | 25100 | 0 | 0 |
| BOEING CO/THE | COM | 097023105 |  | 5104 | 26795 | SH |  | SOLE |  | 26795 | 0 | 0 |
| BOOKING HOLDINGS INC | COM | 09857L108 |  | 3724 | 1848 | SH |  | SOLE |  | 1848 | 0 | 0 |
| BORGWARNER INC | COM | 099724106 |  | 449 | 11150 | SH |  | SOLE |  | 11150 | 0 | 0 |
| BOSTON BEER COMPANY INC A | COM | 100557107 |  | 494 | 1500 | SH |  | SOLE |  | 1500 | 0 | 0 |
| BOSTON PROPERTIES INC | COM | 101121101 |  | 461 | 6823 | SH |  | SOLE |  | 6823 | 0 | 0 |
| BOSTON SCIENTIFIC CORP | COM | 101137107 |  | 3163 | 68362 | SH |  | SOLE |  | 68362 | 0 | 0 |
| BOYD GAMING CORP | COM | 103304101 |  | 687 | 12600 | SH |  | SOLE |  | 12600 | 0 | 0 |
| BRIGHTHOUSE FINANCIAL INC | COM | 10922N103 |  | 605 | 11800 | SH |  | SOLE |  | 11800 | 0 | 0 |
| BRINK S CO/THE | COM | 109696104 |  | 397 | 7400 | SH |  | SOLE |  | 7400 | 0 | 0 |
| BRISTOL MYERS SQUIBB CO | COM | 110122108 |  | 7305 | 101534 | SH |  | SOLE |  | 101534 | 0 | 0 |
| BRIXMOR PROPERTY GROUP INC | COM | 11120U105 |  | 1068 | 47100 | SH |  | SOLE |  | 47100 | 0 | 0 |
| BROADRIDGE FINANCIAL SOLUTIO | COM | 11133T103 |  | 758 | 5650 | SH |  | SOLE |  | 5650 | 0 | 0 |
| BROADCOM INC | COM | 11135F101 |  | 10817 | 19346 | SH |  | SOLE |  | 19346 | 0 | 0 |
| AZENTA INC | COM | 114340102 |  | 687 | 11800 | SH |  | SOLE |  | 11800 | 0 | 0 |
| BROWN   BROWN INC | COM | 115236101 |  | 638 | 11200 | SH |  | SOLE |  | 11200 | 0 | 0 |
| BROWN FORMAN CORP CLASS B | COM | 115637209 |  | 575 | 8750 | SH |  | SOLE |  | 8750 | 0 | 0 |
| BRUKER CORP | COM | 116794108 |  | 1073 | 15700 | SH |  | SOLE |  | 15700 | 0 | 0 |
| BRUNSWICK CORP | COM | 117043109 |  | 858 | 11900 | SH |  | SOLE |  | 11900 | 0 | 0 |
| BUILDERS FIRSTSOURCE INC | COM | 12008R107 |  | 1577 | 24300 | SH |  | SOLE |  | 24300 | 0 | 0 |
| CBOE GLOBAL MARKETS INC | COM | 12503M108 |  | 640 | 5100 | SH |  | SOLE |  | 5100 | 0 | 0 |
| CBRE GROUP INC   A | COM | 12504L109 |  | 1162 | 15099 | SH |  | SOLE |  | 15099 | 0 | 0 |
| CDW CORP/DE | COM | 12514G108 |  | 1152 | 6450 | SH |  | SOLE |  | 6450 | 0 | 0 |
| CF INDUSTRIES HOLDINGS INC | COM | 125269100 |  | 799 | 9380 | SH |  | SOLE |  | 9380 | 0 | 0 |
| C.H. ROBINSON WORLDWIDE INC | COM | 12541W209 |  | 511 | 5579 | SH |  | SOLE |  | 5579 | 0 | 0 |
| CIGNA CORP | COM | 125523100 |  | 4853 | 14647 | SH |  | SOLE |  | 14647 | 0 | 0 |
| CME GROUP INC | COM | 12572Q105 |  | 2881 | 17135 | SH |  | SOLE |  | 17135 | 0 | 0 |
| CMS ENERGY CORP | COM | 125896100 |  | 875 | 13810 | SH |  | SOLE |  | 13810 | 0 | 0 |
| CNO FINANCIAL GROUP INC | COM | 12621E103 |  | 416 | 18200 | SH |  | SOLE |  | 18200 | 0 | 0 |
| CSX CORP | COM | 126408103 |  | 3111 | 100418 | SH |  | SOLE |  | 100418 | 0 | 0 |
| CNX RESOURCES CORP | COM | 12653C108 |  | 517 | 30700 | SH |  | SOLE |  | 30700 | 0 | 0 |
| CVS HEALTH CORP | COM | 126650100 |  | 5850 | 62777 | SH |  | SOLE |  | 62777 | 0 | 0 |
| CABLE ONE INC | COM | 12685J105 |  | 569 | 800 | SH |  | SOLE |  | 800 | 0 | 0 |
| CABOT CORP | COM | 127055101 |  | 595 | 8900 | SH |  | SOLE |  | 8900 | 0 | 0 |
| COTERRA ENERGY INC | COM | 127097103 |  | 926 | 37692 | SH |  | SOLE |  | 37692 | 0 | 0 |
| CACI INTERNATIONAL INC  CL A | COM | 127190304 |  | 1112 | 3700 | SH |  | SOLE |  | 3700 | 0 | 0 |
| CADENCE DESIGN SYS INC | COM | 127387108 |  | 2104 | 13100 | SH |  | SOLE |  | 13100 | 0 | 0 |
| CADENCE BANK | COM | 12740C103 |  | 710 | 28800 | SH |  | SOLE |  | 28800 | 0 | 0 |
| CAESARS ENTERTAINMENT INC | COM | 12769G100 |  | 424 | 10200 | SH |  | SOLE |  | 10200 | 0 | 0 |
| CALIX INC | COM | 13100M509 |  | 595 | 8700 | SH |  | SOLE |  | 8700 | 0 | 0 |
| TOPGOLF CALLAWAY BRANDS CORP | COM | 131193104 |  | 361 | 18300 | SH |  | SOLE |  | 18300 | 0 | 0 |
| CAMDEN PROPERTY TRUST | COM | 133131102 |  | 571 | 5100 | SH |  | SOLE |  | 5100 | 0 | 0 |
| CAMPBELL SOUP CO | COM | 134429109 |  | 545 | 9612 | SH |  | SOLE |  | 9612 | 0 | 0 |
| CAPITAL ONE FINANCIAL CORP | COM | 14040H105 |  | 1693 | 18217 | SH |  | SOLE |  | 18217 | 0 | 0 |
| CARDINAL HEALTH INC | COM | 14149Y108 |  | 961 | 12504 | SH |  | SOLE |  | 12504 | 0 | 0 |
| CARLISLE COS INC | COM | 142339100 |  | 1909 | 8100 | SH |  | SOLE |  | 8100 | 0 | 0 |
| CARMAX INC | COM | 143130102 |  | 462 | 7580 | SH |  | SOLE |  | 7580 | 0 | 0 |
| CARNIVAL CORP | COM | 143658300 |  | 385 | 47817 | SH |  | SOLE |  | 47817 | 0 | 0 |
| CARRIER GLOBAL CORP | COM | 14448C104 |  | 1647 | 39917 | SH |  | SOLE |  | 39917 | 0 | 0 |
| CARTER S INC | COM | 146229109 |  | 470 | 6300 | SH |  | SOLE |  | 6300 | 0 | 0 |
| CASEY S GENERAL STORES INC | COM | 147528103 |  | 1301 | 5800 | SH |  | SOLE |  | 5800 | 0 | 0 |
| CATALENT INC | COM | 148806102 |  | 387 | 8600 | SH |  | SOLE |  | 8600 | 0 | 0 |
| CATERPILLAR INC | COM | 149123101 |  | 5942 | 24802 | SH |  | SOLE |  | 24802 | 0 | 0 |
| CATHAY GENERAL BANCORP | COM | 149150104 |  | 481 | 11800 | SH |  | SOLE |  | 11800 | 0 | 0 |
| CELANESE CORP | COM | 150870103 |  | 491 | 4800 | SH |  | SOLE |  | 4800 | 0 | 0 |
| CELSIUS HOLDINGS INC | COM | 15118V207 |  | 624 | 6000 | SH |  | SOLE |  | 6000 | 0 | 0 |
| CENTENE CORP | COM | 15135B101 |  | 2217 | 27032 | SH |  | SOLE |  | 27032 | 0 | 0 |
| CENTERPOINT ENERGY INC | COM | 15189T107 |  | 903 | 30097 | SH |  | SOLE |  | 30097 | 0 | 0 |
| CERIDIAN HCM HOLDING INC | COM | 15677J108 |  | 468 | 7300 | SH |  | SOLE |  | 7300 | 0 | 0 |
| CHAMPIONX CORP | COM | 15872M104 |  | 928 | 32000 | SH |  | SOLE |  | 32000 | 0 | 0 |
| CHARLES RIVER LABORATORIES | COM | 159864107 |  | 523 | 2400 | SH |  | SOLE |  | 2400 | 0 | 0 |
| CHART INDUSTRIES INC | COM | 16115Q308 |  | 645 | 5600 | SH |  | SOLE |  | 5600 | 0 | 0 |
| CHARTER COMMUNICATIONS INC A | COM | 16119P108 |  | 1729 | 5100 | SH |  | SOLE |  | 5100 | 0 | 0 |
| CHEMED CORP | COM | 16359R103 |  | 1225 | 2400 | SH |  | SOLE |  | 2400 | 0 | 0 |
| CHEMOURS CO/THE | COM | 163851108 |  | 747 | 24400 | SH |  | SOLE |  | 24400 | 0 | 0 |
| CHEVRON CORP | COM | 166764100 |  | 15242 | 84916 | SH |  | SOLE |  | 84916 | 0 | 0 |
| CHIPOTLE MEXICAN GRILL INC | COM | 169656105 |  | 1856 | 1338 | SH |  | SOLE |  | 1338 | 0 | 0 |
| CHOICE HOTELS INTL INC | COM | 169905106 |  | 586 | 5200 | SH |  | SOLE |  | 5200 | 0 | 0 |
| CHURCH   DWIGHT CO INC | COM | 171340102 |  | 935 | 11600 | SH |  | SOLE |  | 11600 | 0 | 0 |
| CHURCHILL DOWNS INC | COM | 171484108 |  | 1142 | 5400 | SH |  | SOLE |  | 5400 | 0 | 0 |
| CIENA CORP | COM | 171779309 |  | 1218 | 23900 | SH |  | SOLE |  | 23900 | 0 | 0 |
| CINCINNATI FINANCIAL CORP | COM | 172062101 |  | 767 | 7487 | SH |  | SOLE |  | 7487 | 0 | 0 |
| CIRRUS LOGIC INC | COM | 172755100 |  | 670 | 9000 | SH |  | SOLE |  | 9000 | 0 | 0 |
| CISCO SYSTEMS INC | COM | 17275R102 |  | 9341 | 196074 | SH |  | SOLE |  | 196074 | 0 | 0 |
| CINTAS CORP | COM | 172908105 |  | 1844 | 4084 | SH |  | SOLE |  | 4084 | 0 | 0 |
| CITIGROUP INC | COM | 172967424 |  | 4185 | 92526 | SH |  | SOLE |  | 92526 | 0 | 0 |
| CITIZENS FINANCIAL GROUP | COM | 174610105 |  | 925 | 23500 | SH |  | SOLE |  | 23500 | 0 | 0 |
| CLEAN HARBORS INC | COM | 184496107 |  | 902 | 7900 | SH |  | SOLE |  | 7900 | 0 | 0 |
| CLEVELAND CLIFFS INC | COM | 185899101 |  | 1315 | 81600 | SH |  | SOLE |  | 81600 | 0 | 0 |
| CLOROX COMPANY | COM | 189054109 |  | 824 | 5875 | SH |  | SOLE |  | 5875 | 0 | 0 |
| COCA COLA CONSOLIDATED INC | COM | 191098102 |  | 359 | 700 | SH |  | SOLE |  | 700 | 0 | 0 |
| COCA COLA CO/THE | COM | 191216100 |  | 11820 | 185820 | SH |  | SOLE |  | 185820 | 0 | 0 |
| COGNEX CORP | COM | 192422103 |  | 1289 | 27356 | SH |  | SOLE |  | 27356 | 0 | 0 |
| COGNIZANT TECH SOLUTIONS A | COM | 192446102 |  | 1406 | 24578 | SH |  | SOLE |  | 24578 | 0 | 0 |
| COHERENT CORP | COM | 19247G107 |  | 711 | 20249 | SH |  | SOLE |  | 20249 | 0 | 0 |
| ENOVIS CORP | COM | 194014502 |  | 398 | 7433 | SH |  | SOLE |  | 7433 | 0 | 0 |
| COLGATE PALMOLIVE CO | COM | 194162103 |  | 3146 | 39930 | SH |  | SOLE |  | 39930 | 0 | 0 |
| COLUMBIA SPORTSWEAR CO | COM | 198516106 |  | 455 | 5200 | SH |  | SOLE |  | 5200 | 0 | 0 |
| COMCAST CORP CLASS A | COM | 20030N101 |  | 7204 | 206016 | SH |  | SOLE |  | 206016 | 0 | 0 |
| COMERICA INC | COM | 200340107 |  | 419 | 6264 | SH |  | SOLE |  | 6264 | 0 | 0 |
| COMMERCE BANCSHARES INC | COM | 200525103 |  | 1237 | 18168 | SH |  | SOLE |  | 18168 | 0 | 0 |
| COMMERCIAL METALS CO | COM | 201723103 |  | 923 | 19100 | SH |  | SOLE |  | 19100 | 0 | 0 |
| COMMVAULT SYSTEMS INC | COM | 204166102 |  | 440 | 7000 | SH |  | SOLE |  | 7000 | 0 | 0 |
| CONAGRA BRANDS INC | COM | 205887102 |  | 884 | 22847 | SH |  | SOLE |  | 22847 | 0 | 0 |
| CONCENTRIX CORP | COM | 20602D101 |  | 906 | 6802 | SH |  | SOLE |  | 6802 | 0 | 0 |
| CONOCOPHILLIPS | COM | 20825C104 |  | 7022 | 59510 | SH |  | SOLE |  | 59510 | 0 | 0 |
| CONSOLIDATED EDISON INC | COM | 209115104 |  | 1611 | 16902 | SH |  | SOLE |  | 16902 | 0 | 0 |
| CONSTELLATION BRANDS INC A | COM | 21036P108 |  | 1789 | 7721 | SH |  | SOLE |  | 7721 | 0 | 0 |
| CONSTELLATION ENERGY | COM | 21037T109 |  | 1347 | 15619 | SH |  | SOLE |  | 15619 | 0 | 0 |
| COOPER COS INC/THE | COM | 216648402 |  | 777 | 2350 | SH |  | SOLE |  | 2350 | 0 | 0 |
| COPART INC | COM | 217204106 |  | 1248 | 20500 | SH |  | SOLE |  | 20500 | 0 | 0 |
| CORNING INC | COM | 219350105 |  | 1160 | 36306 | SH |  | SOLE |  | 36306 | 0 | 0 |
| QUIDELORTHO CORP | COM | 219798105 |  | 677 | 7900 | SH |  | SOLE |  | 7900 | 0 | 0 |
| CORPORATE OFFICE PROPERTIES | COM | 22002T108 |  | 459 | 17700 | SH |  | SOLE |  | 17700 | 0 | 0 |
| CORTEVA INC | COM | 22052L104 |  | 2007 | 34147 | SH |  | SOLE |  | 34147 | 0 | 0 |
| COSTCO WHOLESALE CORP | COM | 22160K105 |  | 9662 | 21165 | SH |  | SOLE |  | 21165 | 0 | 0 |
| COSTAR GROUP INC | COM | 22160N109 |  | 1499 | 19400 | SH |  | SOLE |  | 19400 | 0 | 0 |
| COTY INC CL A | COM | 222070203 |  | 463 | 54100 | SH |  | SOLE |  | 54100 | 0 | 0 |
| COUSINS PROPERTIES INC | COM | 222795502 |  | 591 | 23375 | SH |  | SOLE |  | 23375 | 0 | 0 |
| CRACKER BARREL OLD COUNTRY | COM | 22410J106 |  | 351 | 3700 | SH |  | SOLE |  | 3700 | 0 | 0 |
| CRANE HOLDINGS CO | COM | 224441105 |  | 751 | 7475 | SH |  | SOLE |  | 7475 | 0 | 0 |
| CROCS INC | COM | 227046109 |  | 1052 | 9700 | SH |  | SOLE |  | 9700 | 0 | 0 |
| CROWN CASTLE INC | COM | 22822V101 |  | 2808 | 20700 | SH |  | SOLE |  | 20700 | 0 | 0 |
| CUBESMART | COM | 229663109 |  | 1437 | 35700 | SH |  | SOLE |  | 35700 | 0 | 0 |
| CULLEN/FROST BANKERS INC | COM | 229899109 |  | 1337 | 10000 | SH |  | SOLE |  | 10000 | 0 | 0 |
| CUMMINS INC | COM | 231021106 |  | 1636 | 6754 | SH |  | SOLE |  | 6754 | 0 | 0 |
| CURTISS WRIGHT CORP | COM | 231561101 |  | 1002 | 6000 | SH |  | SOLE |  | 6000 | 0 | 0 |
| DR HORTON INC | COM | 23331A109 |  | 1335 | 14982 | SH |  | SOLE |  | 14982 | 0 | 0 |
| DTE ENERGY COMPANY | COM | 233331107 |  | 1093 | 9296 | SH |  | SOLE |  | 9296 | 0 | 0 |
| DTE MIDSTREAM LLC W/I | COM | 23345M107 |  | 843 | 15248 | SH |  | SOLE |  | 15248 | 0 | 0 |
| DXC TECHNOLOGY CO | COM | 23355L106 |  | 290 | 10946 | SH |  | SOLE |  | 10946 | 0 | 0 |
| DANA INC | COM | 235825205 |  | 340 | 22500 | SH |  | SOLE |  | 22500 | 0 | 0 |
| DANAHER CORP | COM | 235851102 |  | 8290 | 31235 | SH |  | SOLE |  | 31235 | 0 | 0 |
| DARDEN RESTAURANTS INC | COM | 237194105 |  | 813 | 5876 | SH |  | SOLE |  | 5876 | 0 | 0 |
| DARLING INGREDIENTS INC | COM | 237266101 |  | 1590 | 25400 | SH |  | SOLE |  | 25400 | 0 | 0 |
| DAVITA INC | COM | 23918K108 |  | 193 | 2586 | SH |  | SOLE |  | 2586 | 0 | 0 |
| DECKERS OUTDOOR CORP | COM | 243537107 |  | 1716 | 4300 | SH |  | SOLE |  | 4300 | 0 | 0 |
| DEERE   CO | COM | 244199105 |  | 5618 | 13102 | SH |  | SOLE |  | 13102 | 0 | 0 |
| DELTA AIR LINES INC | COM | 247361702 |  | 1006 | 30600 | SH |  | SOLE |  | 30600 | 0 | 0 |
| DENTSPLY SIRONA INC | COM | 24906P109 |  | 328 | 10299 | SH |  | SOLE |  | 10299 | 0 | 0 |
| DEVON ENERGY CORP | COM | 25179M103 |  | 1918 | 31185 | SH |  | SOLE |  | 31185 | 0 | 0 |
| DEXCOM INC | COM | 252131107 |  | 2084 | 18400 | SH |  | SOLE |  | 18400 | 0 | 0 |
| DIAMONDBACK ENERGY INC | COM | 25278X109 |  | 1149 | 8400 | SH |  | SOLE |  | 8400 | 0 | 0 |
| DICK S SPORTING GOODS INC | COM | 253393102 |  | 1095 | 9100 | SH |  | SOLE |  | 9100 | 0 | 0 |
| DIGITAL REALTY TRUST INC | COM | 253868103 |  | 1379 | 13750 | SH |  | SOLE |  | 13750 | 0 | 0 |
| WALT DISNEY CO/THE | COM | 254687106 |  | 7563 | 87055 | SH |  | SOLE |  | 87055 | 0 | 0 |
| DISCOVER FINANCIAL SERVICES | COM | 254709108 |  | 1273 | 13011 | SH |  | SOLE |  | 13011 | 0 | 0 |
| DISH NETWORK CORP A | COM | 25470M109 |  | 169 | 12050 | SH |  | SOLE |  | 12050 | 0 | 0 |
| DOLLAR GENERAL CORP | COM | 256677105 |  | 2647 | 10750 | SH |  | SOLE |  | 10750 | 0 | 0 |
| DOLLAR TREE INC | COM | 256746108 |  | 1423 | 10063 | SH |  | SOLE |  | 10063 | 0 | 0 |
| DOMINION ENERGY INC | COM | 25746U109 |  | 2439 | 39773 | SH |  | SOLE |  | 39773 | 0 | 0 |
| DOMINO S PIZZA INC | COM | 25754A201 |  | 589 | 1700 | SH |  | SOLE |  | 1700 | 0 | 0 |
| DONALDSON CO INC | COM | 257651109 |  | 1142 | 19400 | SH |  | SOLE |  | 19400 | 0 | 0 |
| DOUGLAS EMMETT INC | COM | 25960P109 |  | 433 | 27600 | SH |  | SOLE |  | 27600 | 0 | 0 |
| DOVER CORP | COM | 260003108 |  | 912 | 6733 | SH |  | SOLE |  | 6733 | 0 | 0 |
| DOW INC | COM | 260557103 |  | 1691 | 33564 | SH |  | SOLE |  | 33564 | 0 | 0 |
| DUKE ENERGY CORP | COM | 26441C204 |  | 3786 | 36760 | SH |  | SOLE |  | 36760 | 0 | 0 |
| DUPONT DE NEMOURS INC | COM | 26614N102 |  | 1630 | 23747 | SH |  | SOLE |  | 23747 | 0 | 0 |
| DYCOM INDUSTRIES INC | COM | 267475101 |  | 440 | 4700 | SH |  | SOLE |  | 4700 | 0 | 0 |
| DYNATRACE INC | COM | 268150109 |  | 1203 | 31400 | SH |  | SOLE |  | 31400 | 0 | 0 |
| EOG RESOURCES INC | COM | 26875P101 |  | 3634 | 28058 | SH |  | SOLE |  | 28058 | 0 | 0 |
| EQT CORP | COM | 26884L109 |  | 592 | 17500 | SH |  | SOLE |  | 17500 | 0 | 0 |
| EPR PROPERTIES | COM | 26884U109 |  | 445 | 11800 | SH |  | SOLE |  | 11800 | 0 | 0 |
| EAGLE MATERIALS INC | COM | 26969P108 |  | 830 | 6249 | SH |  | SOLE |  | 6249 | 0 | 0 |
| EAST WEST BANCORP INC | COM | 27579R104 |  | 1469 | 22293 | SH |  | SOLE |  | 22293 | 0 | 0 |
| EASTGROUP PROPERTIES INC | COM | 277276101 |  | 977 | 6600 | SH |  | SOLE |  | 6600 | 0 | 0 |
| EASTMAN CHEMICAL CO | COM | 277432100 |  | 463 | 5686 | SH |  | SOLE |  | 5686 | 0 | 0 |
| EBAY INC | COM | 278642103 |  | 1074 | 25898 | SH |  | SOLE |  | 25898 | 0 | 0 |
| ECOLAB INC | COM | 278865100 |  | 1729 | 11880 | SH |  | SOLE |  | 11880 | 0 | 0 |
| EDISON INTERNATIONAL | COM | 281020107 |  | 1161 | 18252 | SH |  | SOLE |  | 18252 | 0 | 0 |
| EDWARDS LIFESCIENCES CORP | COM | 28176E108 |  | 2203 | 29530 | SH |  | SOLE |  | 29530 | 0 | 0 |
| ELECTRONIC ARTS INC | COM | 285512109 |  | 1535 | 12563 | SH |  | SOLE |  | 12563 | 0 | 0 |
| EMCOR GROUP INC | COM | 29084Q100 |  | 1185 | 8000 | SH |  | SOLE |  | 8000 | 0 | 0 |
| EMERSON ELECTRIC CO | COM | 291011104 |  | 2714 | 28250 | SH |  | SOLE |  | 28250 | 0 | 0 |
| ASPEN TECHNOLOGY INC | COM | 29109X106 |  | 908 | 4422 | SH |  | SOLE |  | 4422 | 0 | 0 |
| ENCOMPASS HEALTH CORP | COM | 29261A100 |  | 938 | 15689 | SH |  | SOLE |  | 15689 | 0 | 0 |
| ENERGIZER HOLDINGS INC | COM | 29272W109 |  | 346 | 10300 | SH |  | SOLE |  | 10300 | 0 | 0 |
| ENERSYS | COM | 29275Y102 |  | 480 | 6500 | SH |  | SOLE |  | 6500 | 0 | 0 |
| ENPHASE ENERGY INC | COM | 29355A107 |  | 1722 | 6500 | SH |  | SOLE |  | 6500 | 0 | 0 |
| ENTERGY CORP | COM | 29364G103 |  | 1097 | 9749 | SH |  | SOLE |  | 9749 | 0 | 0 |
| ENVESTNET INC | COM | 29404K106 |  | 537 | 8700 | SH |  | SOLE |  | 8700 | 0 | 0 |
| EPAM SYSTEMS INC | COM | 29414B104 |  | 885 | 2700 | SH |  | SOLE |  | 2700 | 0 | 0 |
| ENVISTA HOLDINGS CORP | COM | 29415F104 |  | 862 | 25600 | SH |  | SOLE |  | 25600 | 0 | 0 |
| EQUIFAX INC | COM | 294429105 |  | 1128 | 5805 | SH |  | SOLE |  | 5805 | 0 | 0 |
| EQUINIX INC | COM | 29444U700 |  | 2903 | 4432 | SH |  | SOLE |  | 4432 | 0 | 0 |
| EQUITRANS MIDSTREAM CORP | COM | 294600101 |  | 428 | 63900 | SH |  | SOLE |  | 63900 | 0 | 0 |
| EQUITY RESIDENTIAL | COM | 29476L107 |  | 961 | 16288 | SH |  | SOLE |  | 16288 | 0 | 0 |
| ESAB CORP | COM | 29605J106 |  | 335 | 7133 | SH |  | SOLE |  | 7133 | 0 | 0 |
| ESSENTIAL UTILITIES INC | COM | 29670G102 |  | 1728 | 36200 | SH |  | SOLE |  | 36200 | 0 | 0 |
| ESSEX PROPERTY TRUST INC | COM | 297178105 |  | 657 | 3100 | SH |  | SOLE |  | 3100 | 0 | 0 |
| ETSY INC | COM | 29786A106 |  | 719 | 6000 | SH |  | SOLE |  | 6000 | 0 | 0 |
| EURONET WORLDWIDE INC | COM | 298736109 |  | 746 | 7900 | SH |  | SOLE |  | 7900 | 0 | 0 |
| EVERCORE INC   A | COM | 29977A105 |  | 698 | 6400 | SH |  | SOLE |  | 6400 | 0 | 0 |
| EVERGY INC | COM | 30034W106 |  | 689 | 10950 | SH |  | SOLE |  | 10950 | 0 | 0 |
| EVERSOURCE ENERGY | COM | 30040W108 |  | 1393 | 16616 | SH |  | SOLE |  | 16616 | 0 | 0 |
| EXELON CORP | COM | 30161N101 |  | 2052 | 47459 | SH |  | SOLE |  | 47459 | 0 | 0 |
| EXELIXIS INC | COM | 30161Q104 |  | 808 | 50400 | SH |  | SOLE |  | 50400 | 0 | 0 |
| EXLSERVICE HOLDINGS INC | COM | 302081104 |  | 881 | 5200 | SH |  | SOLE |  | 5200 | 0 | 0 |
| EXPEDIA GROUP INC | COM | 30212P303 |  | 629 | 7178 | SH |  | SOLE |  | 7178 | 0 | 0 |
| EXPEDITORS INTL WASH INC | COM | 302130109 |  | 785 | 7550 | SH |  | SOLE |  | 7550 | 0 | 0 |
| EXTRA SPACE STORAGE INC | COM | 30225T102 |  | 942 | 6400 | SH |  | SOLE |  | 6400 | 0 | 0 |
| EXXON MOBIL CORP | COM | 30231G102 |  | 21688 | 196630 | SH |  | SOLE |  | 196630 | 0 | 0 |
| FMC CORP | COM | 302491303 |  | 747 | 5982 | SH |  | SOLE |  | 5982 | 0 | 0 |
| FNB CORP | COM | 302520101 |  | 692 | 53000 | SH |  | SOLE |  | 53000 | 0 | 0 |
| FTI CONSULTING INC | COM | 302941109 |  | 858 | 5400 | SH |  | SOLE |  | 5400 | 0 | 0 |
| META PLATFORMS INC CLASS A | COM | 30303M102 |  | 12918 | 107350 | SH |  | SOLE |  | 107350 | 0 | 0 |
| FACTSET RESEARCH SYSTEMS INC | COM | 303075105 |  | 722 | 1800 | SH |  | SOLE |  | 1800 | 0 | 0 |
| FAIR ISAAC CORP | COM | 303250104 |  | 2394 | 4000 | SH |  | SOLE |  | 4000 | 0 | 0 |
| FASTENAL CO | COM | 311900104 |  | 1293 | 27326 | SH |  | SOLE |  | 27326 | 0 | 0 |
| FEDERAL REALTY INVS TRUST | COM | 313745101 |  | 349 | 3450 | SH |  | SOLE |  | 3450 | 0 | 0 |
| FEDERATED HERMES INC | COM | 314211103 |  | 523 | 14400 | SH |  | SOLE |  | 14400 | 0 | 0 |
| FEDEX CORP | COM | 31428X106 |  | 1972 | 11386 | SH |  | SOLE |  | 11386 | 0 | 0 |
| F5 INC | COM | 315616102 |  | 407 | 2836 | SH |  | SOLE |  | 2836 | 0 | 0 |
| FIDELITY NATIONAL INFO SERV | COM | 31620M106 |  | 1921 | 28314 | SH |  | SOLE |  | 28314 | 0 | 0 |
| FIFTH THIRD BANCORP | COM | 316773100 |  | 1076 | 32780 | SH |  | SOLE |  | 32780 | 0 | 0 |
| FIRST AMERICAN FINANCIAL | COM | 31847R102 |  | 885 | 16900 | SH |  | SOLE |  | 16900 | 0 | 0 |
| FIRST FINL BANKSHARES INC | COM | 32020R109 |  | 695 | 20200 | SH |  | SOLE |  | 20200 | 0 | 0 |
| FIRST HORIZON CORP | COM | 320517105 |  | 2059 | 84049 | SH |  | SOLE |  | 84049 | 0 | 0 |
| FIRST INDUSTRIAL REALTY TR | COM | 32054K103 |  | 1004 | 20800 | SH |  | SOLE |  | 20800 | 0 | 0 |
| FIRST REPUBLIC BANK/CA | COM | 33616C100 |  | 1060 | 8700 | SH |  | SOLE |  | 8700 | 0 | 0 |
| FIRST SOLAR INC | COM | 336433107 |  | 704 | 4700 | SH |  | SOLE |  | 4700 | 0 | 0 |
| FIRSTCASH HOLDINGS INC | COM | 33768G107 |  | 539 | 6200 | SH |  | SOLE |  | 6200 | 0 | 0 |
| FISERV INC | COM | 337738108 |  | 3064 | 30316 | SH |  | SOLE |  | 30316 | 0 | 0 |
| FIRSTENERGY CORP | COM | 337932107 |  | 1088 | 25940 | SH |  | SOLE |  | 25940 | 0 | 0 |
| FIVE BELOW | COM | 33829M101 |  | 1539 | 8700 | SH |  | SOLE |  | 8700 | 0 | 0 |
| FLEETCOR TECHNOLOGIES INC | COM | 339041105 |  | 643 | 3500 | SH |  | SOLE |  | 3500 | 0 | 0 |
| FLUOR CORP | COM | 343412102 |  | 773 | 22300 | SH |  | SOLE |  | 22300 | 0 | 0 |
| FLOWERS FOODS INC | COM | 343498101 |  | 900 | 31300 | SH |  | SOLE |  | 31300 | 0 | 0 |
| FLOWSERVE CORP | COM | 34354P105 |  | 630 | 20550 | SH |  | SOLE |  | 20550 | 0 | 0 |
| FOOT LOCKER INC | COM | 344849104 |  | 495 | 13100 | SH |  | SOLE |  | 13100 | 0 | 0 |
| FORD MOTOR CO | COM | 345370860 |  | 2193 | 188605 | SH |  | SOLE |  | 188605 | 0 | 0 |
| FORTINET INC | COM | 34959E109 |  | 1513 | 30950 | SH |  | SOLE |  | 30950 | 0 | 0 |
| FORTIVE CORP | COM | 34959J108 |  | 1087 | 16911 | SH |  | SOLE |  | 16911 | 0 | 0 |
| FORTUNE BRANDS INNOVATIONS I | COM | 34964C106 |  | 1165 | 20400 | SH |  | SOLE |  | 20400 | 0 | 0 |
| FOX CORP   CLASS A | COM | 35137L105 |  | 439 | 14468 | SH |  | SOLE |  | 14468 | 0 | 0 |
| FOX CORP   CLASS B | COM | 35137L204 |  | 190 | 6683 | SH |  | SOLE |  | 6683 | 0 | 0 |
| FOX FACTORY HOLDING CORP | COM | 35138V102 |  | 602 | 6600 | SH |  | SOLE |  | 6600 | 0 | 0 |
| FRANKLIN RESOURCES INC | COM | 354613101 |  | 358 | 13573 | SH |  | SOLE |  | 13573 | 0 | 0 |
| FREEPORT MCMORAN INC | COM | 35671D857 |  | 2595 | 68280 | SH |  | SOLE |  | 68280 | 0 | 0 |
| FRONTIER COMMUNICATIONS PARE | COM | 35909D109 |  | 897 | 35200 | SH |  | SOLE |  | 35200 | 0 | 0 |
| FULTON FINANCIAL CORP | COM | 360271100 |  | 426 | 25300 | SH |  | SOLE |  | 25300 | 0 | 0 |
| GATX CORP | COM | 361448103 |  | 596 | 5600 | SH |  | SOLE |  | 5600 | 0 | 0 |
| GXO LOGISTICS INC | COM | 36262G101 |  | 790 | 18500 | SH |  | SOLE |  | 18500 | 0 | 0 |
| ARTHUR J GALLAGHER   CO | COM | 363576109 |  | 1895 | 10050 | SH |  | SOLE |  | 10050 | 0 | 0 |
| GAMESTOP CORP CLASS A | COM | 36467W109 |  | 716 | 38800 | SH |  | SOLE |  | 38800 | 0 | 0 |
| GAP INC/THE | COM | 364760108 |  | 373 | 33100 | SH |  | SOLE |  | 33100 | 0 | 0 |
| GARTNER INC | COM | 366651107 |  | 1261 | 3750 | SH |  | SOLE |  | 3750 | 0 | 0 |
| GENERAC HOLDINGS INC | COM | 368736104 |  | 302 | 3000 | SH |  | SOLE |  | 3000 | 0 | 0 |
| GENERAL DYNAMICS CORP | COM | 369550108 |  | 2658 | 10714 | SH |  | SOLE |  | 10714 | 0 | 0 |
| GENERAL ELECTRIC CO | COM | 369604301 |  | 4372 | 52177 | SH |  | SOLE |  | 52177 | 0 | 0 |
| GENERAL MILLS INC | COM | 370334104 |  | 2374 | 28312 | SH |  | SOLE |  | 28312 | 0 | 0 |
| GENERAL MOTORS CO | COM | 37045V100 |  | 2281 | 67800 | SH |  | SOLE |  | 67800 | 0 | 0 |
| GENTEX CORP | COM | 371901109 |  | 1006 | 36900 | SH |  | SOLE |  | 36900 | 0 | 0 |
| GENUINE PARTS CO | COM | 372460105 |  | 1166 | 6721 | SH |  | SOLE |  | 6721 | 0 | 0 |
| GILEAD SCIENCES INC | COM | 375558103 |  | 5145 | 59926 | SH |  | SOLE |  | 59926 | 0 | 0 |
| GLACIER BANCORP INC | COM | 37637Q105 |  | 845 | 17100 | SH |  | SOLE |  | 17100 | 0 | 0 |
| GLOBAL PAYMENTS INC | COM | 37940X102 |  | 1286 | 12948 | SH |  | SOLE |  | 12948 | 0 | 0 |
| GLOBUS MEDICAL INC   A | COM | 379577208 |  | 928 | 12500 | SH |  | SOLE |  | 12500 | 0 | 0 |
| GLOBE LIFE INC | COM | 37959E102 |  | 522 | 4333 | SH |  | SOLE |  | 4333 | 0 | 0 |
| GOLDMAN SACHS GROUP INC | COM | 38141G104 |  | 5559 | 16189 | SH |  | SOLE |  | 16189 | 0 | 0 |
| GOODYEAR TIRE   RUBBER CO | COM | 382550101 |  | 451 | 44400 | SH |  | SOLE |  | 44400 | 0 | 0 |
| GRACO INC | COM | 384109104 |  | 1789 | 26600 | SH |  | SOLE |  | 26600 | 0 | 0 |
| GRAHAM HOLDINGS CO CLASS B | COM | 384637104 |  | 363 | 600 | SH |  | SOLE |  | 600 | 0 | 0 |
| WW GRAINGER INC | COM | 384802104 |  | 1168 | 2100 | SH |  | SOLE |  | 2100 | 0 | 0 |
| GRAND CANYON EDUCATION INC | COM | 38526M106 |  | 539 | 5100 | SH |  | SOLE |  | 5100 | 0 | 0 |
| GREIF INC CL A | COM | 397624107 |  | 282 | 4200 | SH |  | SOLE |  | 4200 | 0 | 0 |
| GROCERY OUTLET HOLDING CORP | COM | 39874R101 |  | 403 | 13800 | SH |  | SOLE |  | 13800 | 0 | 0 |
| HF SINCLAIR CORP | COM | 403949100 |  | 1110 | 21400 | SH |  | SOLE |  | 21400 | 0 | 0 |
| HCA HEALTHCARE INC | COM | 40412C101 |  | 2424 | 10100 | SH |  | SOLE |  | 10100 | 0 | 0 |
| HP INC | COM | 40434L105 |  | 1137 | 42308 | SH |  | SOLE |  | 42308 | 0 | 0 |
| HAEMONETICS CORP/MASS | COM | 405024100 |  | 629 | 8000 | SH |  | SOLE |  | 8000 | 0 | 0 |
| HALLIBURTON CO | COM | 406216101 |  | 1707 | 43371 | SH |  | SOLE |  | 43371 | 0 | 0 |
| HALOZYME THERAPEUTICS INC | COM | 40637H109 |  | 1235 | 21700 | SH |  | SOLE |  | 21700 | 0 | 0 |
| HANCOCK WHITNEY CORP | COM | 410120109 |  | 658 | 13600 | SH |  | SOLE |  | 13600 | 0 | 0 |
| HANESBRANDS INC | COM | 410345102 |  | 349 | 54800 | SH |  | SOLE |  | 54800 | 0 | 0 |
| HANOVER INSURANCE GROUP INC/ | COM | 410867105 |  | 757 | 5600 | SH |  | SOLE |  | 5600 | 0 | 0 |
| HARLEY DAVIDSON INC | COM | 412822108 |  | 861 | 20700 | SH |  | SOLE |  | 20700 | 0 | 0 |
| HARTFORD FINANCIAL SVCS GRP | COM | 416515104 |  | 1152 | 15191 | SH |  | SOLE |  | 15191 | 0 | 0 |
| HASBRO INC | COM | 418056107 |  | 379 | 6209 | SH |  | SOLE |  | 6209 | 0 | 0 |
| HAWAIIAN ELECTRIC INDS | COM | 419870100 |  | 720 | 17200 | SH |  | SOLE |  | 17200 | 0 | 0 |
| HEALTHEQUITY INC | COM | 42226A107 |  | 820 | 13300 | SH |  | SOLE |  | 13300 | 0 | 0 |
| HEALTHCARE REALTY TRUST INC | COM | 42226K105 |  | 1145 | 59400 | SH |  | SOLE |  | 59400 | 0 | 0 |
| HEALTHPEAK PROPERTIES INC | COM | 42250P103 |  | 642 | 25627 | SH |  | SOLE |  | 25627 | 0 | 0 |
| JACK HENRY   ASSOCIATES INC | COM | 426281101 |  | 606 | 3450 | SH |  | SOLE |  | 3450 | 0 | 0 |
| HERSHEY CO/THE | COM | 427866108 |  | 1616 | 6978 | SH |  | SOLE |  | 6978 | 0 | 0 |
| HESS CORP | COM | 42809H107 |  | 1880 | 13253 | SH |  | SOLE |  | 13253 | 0 | 0 |
| HEWLETT PACKARD ENTERPRISE | COM | 42824C109 |  | 980 | 61408 | SH |  | SOLE |  | 61408 | 0 | 0 |
| HEXCEL CORP | COM | 428291108 |  | 777 | 13200 | SH |  | SOLE |  | 13200 | 0 | 0 |
| HIGHWOODS PROPERTIES INC | COM | 431284108 |  | 463 | 16535 | SH |  | SOLE |  | 16535 | 0 | 0 |
| HILTON WORLDWIDE HOLDINGS IN | COM | 43300A203 |  | 1630 | 12900 | SH |  | SOLE |  | 12900 | 0 | 0 |
| HOLOGIC INC | COM | 436440101 |  | 894 | 11950 | SH |  | SOLE |  | 11950 | 0 | 0 |
| HOME BANCSHARES INC | COM | 436893200 |  | 677 | 29700 | SH |  | SOLE |  | 29700 | 0 | 0 |
| HOME DEPOT INC | COM | 437076102 |  | 15443 | 48892 | SH |  | SOLE |  | 48892 | 0 | 0 |
| HONEYWELL INTERNATIONAL INC | COM | 438516106 |  | 6876 | 32086 | SH |  | SOLE |  | 32086 | 0 | 0 |
| HORMEL FOODS CORP | COM | 440452100 |  | 631 | 13846 | SH |  | SOLE |  | 13846 | 0 | 0 |
| HOST HOTELS   RESORTS INC | COM | 44107P104 |  | 548 | 34133 | SH |  | SOLE |  | 34133 | 0 | 0 |
| HOWMET AEROSPACE INC | COM | 443201108 |  | 694 | 17609 | SH |  | SOLE |  | 17609 | 0 | 0 |
| HUBBELL INC | COM | 443510607 |  | 1968 | 8387 | SH |  | SOLE |  | 8387 | 0 | 0 |
| HUMANA INC | COM | 444859102 |  | 3115 | 6082 | SH |  | SOLE |  | 6082 | 0 | 0 |
| HUNT (JB) TRANSPRT SVCS INC | COM | 445658107 |  | 697 | 4000 | SH |  | SOLE |  | 4000 | 0 | 0 |
| HUNTINGTON BANCSHARES INC | COM | 446150104 |  | 971 | 68876 | SH |  | SOLE |  | 68876 | 0 | 0 |
| HUNTINGTON INGALLS INDUSTRIE | COM | 446413106 |  | 445 | 1930 | SH |  | SOLE |  | 1930 | 0 | 0 |
| IAA INC | COM | 449253103 |  | 844 | 21100 | SH |  | SOLE |  | 21100 | 0 | 0 |
| ICU MEDICAL INC | COM | 44930G107 |  | 504 | 3200 | SH |  | SOLE |  | 3200 | 0 | 0 |
| IPG PHOTONICS CORP | COM | 44980X109 |  | 521 | 5500 | SH |  | SOLE |  | 5500 | 0 | 0 |
| ITT INC | COM | 45073V108 |  | 1062 | 13100 | SH |  | SOLE |  | 13100 | 0 | 0 |
| IDACORP INC | COM | 451107106 |  | 852 | 7900 | SH |  | SOLE |  | 7900 | 0 | 0 |
| IDEX CORP | COM | 45167R104 |  | 822 | 3600 | SH |  | SOLE |  | 3600 | 0 | 0 |
| IDEXX LABORATORIES INC | COM | 45168D104 |  | 1611 | 3950 | SH |  | SOLE |  | 3950 | 0 | 0 |
| ILLINOIS TOOL WORKS | COM | 452308109 |  | 2930 | 13300 | SH |  | SOLE |  | 13300 | 0 | 0 |
| ILLUMINA INC | COM | 452327109 |  | 1527 | 7550 | SH |  | SOLE |  | 7550 | 0 | 0 |
| INARI MEDICAL INC | COM | 45332Y109 |  | 477 | 7500 | SH |  | SOLE |  | 7500 | 0 | 0 |
| INCYTE CORP | COM | 45337C102 |  | 711 | 8850 | SH |  | SOLE |  | 8850 | 0 | 0 |
| INDEPENDENCE REALTY TRUST IN | COM | 45378A106 |  | 585 | 34700 | SH |  | SOLE |  | 34700 | 0 | 0 |
| INGERSOLL RAND INC | COM | 45687V106 |  | 1009 | 19304 | SH |  | SOLE |  | 19304 | 0 | 0 |
| INGEVITY CORP | COM | 45688C107 |  | 430 | 6100 | SH |  | SOLE |  | 6100 | 0 | 0 |
| INGREDION INC | COM | 457187102 |  | 1018 | 10400 | SH |  | SOLE |  | 10400 | 0 | 0 |
| INSPERITY INC | COM | 45778Q107 |  | 636 | 5600 | SH |  | SOLE |  | 5600 | 0 | 0 |
| INTEGRA LIFESCIENCES HOLDING | COM | 457985208 |  | 628 | 11200 | SH |  | SOLE |  | 11200 | 0 | 0 |
| INTEL CORP | COM | 458140100 |  | 5209 | 197070 | SH |  | SOLE |  | 197070 | 0 | 0 |
| INTERACTIVE BROKERS GRO CL A | COM | 45841N107 |  | 1162 | 16060 | SH |  | SOLE |  | 16060 | 0 | 0 |
| INTERCONTINENTAL EXCHANGE IN | COM | 45866F104 |  | 2736 | 26670 | SH |  | SOLE |  | 26670 | 0 | 0 |
| INTERNATIONAL BANCSHARES CRP | COM | 459044103 |  | 380 | 8300 | SH |  | SOLE |  | 8300 | 0 | 0 |
| INTL BUSINESS MACHINES CORP | COM | 459200101 |  | 6079 | 43147 | SH |  | SOLE |  | 43147 | 0 | 0 |
| INTL FLAVORS   FRAGRANCES | COM | 459506101 |  | 1277 | 12177 | SH |  | SOLE |  | 12177 | 0 | 0 |
| INTERNATIONAL PAPER CO | COM | 460146103 |  | 589 | 17002 | SH |  | SOLE |  | 17002 | 0 | 0 |
| INTERPUBLIC GROUP OF COS INC | COM | 460690100 |  | 617 | 18516 | SH |  | SOLE |  | 18516 | 0 | 0 |
| INTUIT INC | COM | 461202103 |  | 5246 | 13478 | SH |  | SOLE |  | 13478 | 0 | 0 |
| INTUITIVE SURGICAL INC | COM | 46120E602 |  | 4469 | 16842 | SH |  | SOLE |  | 16842 | 0 | 0 |
| INVITATION HOMES INC | COM | 46187W107 |  | 821 | 27700 | SH |  | SOLE |  | 27700 | 0 | 0 |
| IQVIA HOLDINGS INC | COM | 46266C105 |  | 1824 | 8900 | SH |  | SOLE |  | 8900 | 0 | 0 |
| IRIDIUM COMMUNICATIONS INC | COM | 46269C102 |  | 1033 | 20100 | SH |  | SOLE |  | 20100 | 0 | 0 |
| IRON MOUNTAIN INC | COM | 46284V101 |  | 690 | 13840 | SH |  | SOLE |  | 13840 | 0 | 0 |
| JBG SMITH PROPERTIES | COM | 46590V100 |  | 325 | 17100 | SH |  | SOLE |  | 17100 | 0 | 0 |
| JPMORGAN CHASE   CO | COM | 46625H100 |  | 18781 | 140050 | SH |  | SOLE |  | 140050 | 0 | 0 |
| JABIL INC | COM | 466313103 |  | 1514 | 22200 | SH |  | SOLE |  | 22200 | 0 | 0 |
| JACOBS SOLUTIONS INC | COM | 46982L108 |  | 731 | 6087 | SH |  | SOLE |  | 6087 | 0 | 0 |
| JEFFERIES FINANCIAL GROUP IN | COM | 47233W109 |  | 1032 | 30100 | SH |  | SOLE |  | 30100 | 0 | 0 |
| JETBLUE AIRWAYS CORP | COM | 477143101 |  | 327 | 50400 | SH |  | SOLE |  | 50400 | 0 | 0 |
| JOHNSON   JOHNSON | COM | 478160104 |  | 22062 | 124893 | SH |  | SOLE |  | 124893 | 0 | 0 |
| JONES LANG LASALLE INC | COM | 48020Q107 |  | 1227 | 7700 | SH |  | SOLE |  | 7700 | 0 | 0 |
| ZIFF DAVIS INC | COM | 48123V102 |  | 585 | 7400 | SH |  | SOLE |  | 7400 | 0 | 0 |
| JUNIPER NETWORKS INC | COM | 48203R104 |  | 496 | 15530 | SH |  | SOLE |  | 15530 | 0 | 0 |
| KBR INC | COM | 48242W106 |  | 1156 | 21900 | SH |  | SOLE |  | 21900 | 0 | 0 |
| KLA CORP | COM | 482480100 |  | 2556 | 6780 | SH |  | SOLE |  | 6780 | 0 | 0 |
| KB HOME | COM | 48666K109 |  | 433 | 13600 | SH |  | SOLE |  | 13600 | 0 | 0 |
| KELLOGG CO | COM | 487836108 |  | 872 | 12240 | SH |  | SOLE |  | 12240 | 0 | 0 |
| KEMPER CORP | COM | 488401100 |  | 462 | 9400 | SH |  | SOLE |  | 9400 | 0 | 0 |
| KENNAMETAL INC | COM | 489170100 |  | 313 | 13000 | SH |  | SOLE |  | 13000 | 0 | 0 |
| KEURIG DR PEPPER INC | COM | 49271V100 |  | 1448 | 40600 | SH |  | SOLE |  | 40600 | 0 | 0 |
| KEYCORP | COM | 493267108 |  | 776 | 44537 | SH |  | SOLE |  | 44537 | 0 | 0 |
| KEYSIGHT TECHNOLOGIES IN | COM | 49338L103 |  | 1463 | 8550 | SH |  | SOLE |  | 8550 | 0 | 0 |
| KILROY REALTY CORP | COM | 49427F108 |  | 638 | 16500 | SH |  | SOLE |  | 16500 | 0 | 0 |
| KIMBERLY CLARK CORP | COM | 494368103 |  | 2185 | 16093 | SH |  | SOLE |  | 16093 | 0 | 0 |
| KIMCO REALTY CORP | COM | 49446R109 |  | 626 | 29568 | SH |  | SOLE |  | 29568 | 0 | 0 |
| KINDER MORGAN INC | COM | 49456B101 |  | 1708 | 94480 | SH |  | SOLE |  | 94480 | 0 | 0 |
| KINSALE CAPITAL GROUP INC | COM | 49714P108 |  | 889 | 3400 | SH |  | SOLE |  | 3400 | 0 | 0 |
| KIRBY CORP | COM | 497266106 |  | 610 | 9486 | SH |  | SOLE |  | 9486 | 0 | 0 |
| KITE REALTY GROUP TRUST | COM | 49803T300 |  | 724 | 34400 | SH |  | SOLE |  | 34400 | 0 | 0 |
| KNIGHT SWIFT TRANSPORTATION | COM | 499049104 |  | 1347 | 25700 | SH |  | SOLE |  | 25700 | 0 | 0 |
| KOHLS CORP | COM | 500255104 |  | 510 | 20200 | SH |  | SOLE |  | 20200 | 0 | 0 |
| KRAFT HEINZ CO/THE | COM | 500754106 |  | 1546 | 37975 | SH |  | SOLE |  | 37975 | 0 | 0 |
| KROGER CO | COM | 501044101 |  | 1385 | 31060 | SH |  | SOLE |  | 31060 | 0 | 0 |
| KYNDRYL HOLDINGS INC | COM | 50155Q100 |  | 315 | 28289 | SH |  | SOLE |  | 28289 | 0 | 0 |
| LHC GROUP INC | COM | 50187A107 |  | 792 | 4900 | SH |  | SOLE |  | 4900 | 0 | 0 |
| LKQ CORP | COM | 501889208 |  | 649 | 12150 | SH |  | SOLE |  | 12150 | 0 | 0 |
| L3HARRIS TECHNOLOGIES INC | COM | 502431109 |  | 1891 | 9080 | SH |  | SOLE |  | 9080 | 0 | 0 |
| LABORATORY CRP OF AMER HLDGS | COM | 50540R409 |  | 996 | 4229 | SH |  | SOLE |  | 4229 | 0 | 0 |
| LAM RESEARCH CORP | COM | 512807108 |  | 2729 | 6493 | SH |  | SOLE |  | 6493 | 0 | 0 |
| LAMAR ADVERTISING CO A | COM | 512816109 |  | 1293 | 13700 | SH |  | SOLE |  | 13700 | 0 | 0 |
| LAMB WESTON HOLDINGS INC | COM | 513272104 |  | 616 | 6890 | SH |  | SOLE |  | 6890 | 0 | 0 |
| LANCASTER COLONY CORP | COM | 513847103 |  | 612 | 3100 | SH |  | SOLE |  | 3100 | 0 | 0 |
| LANDSTAR SYSTEM INC | COM | 515098101 |  | 945 | 5800 | SH |  | SOLE |  | 5800 | 0 | 0 |
| LANTHEUS HOLDINGS INC | COM | 516544103 |  | 555 | 10900 | SH |  | SOLE |  | 10900 | 0 | 0 |
| LAS VEGAS SANDS CORP | COM | 517834107 |  | 752 | 15650 | SH |  | SOLE |  | 15650 | 0 | 0 |
| LATTICE SEMICONDUCTOR CORP | COM | 518415104 |  | 1401 | 21600 | SH |  | SOLE |  | 21600 | 0 | 0 |
| ESTEE LAUDER COMPANIES CL A | COM | 518439104 |  | 2735 | 11024 | SH |  | SOLE |  | 11024 | 0 | 0 |
| LEAR CORP | COM | 521865204 |  | 1166 | 9400 | SH |  | SOLE |  | 9400 | 0 | 0 |
| LEGGETT   PLATT INC | COM | 524660107 |  | 677 | 21000 | SH |  | SOLE |  | 21000 | 0 | 0 |
| LEIDOS HOLDINGS INC | COM | 525327102 |  | 684 | 6500 | SH |  | SOLE |  | 6500 | 0 | 0 |
| LENNAR CORP A | COM | 526057104 |  | 1100 | 12160 | SH |  | SOLE |  | 12160 | 0 | 0 |
| LENNOX INTERNATIONAL INC | COM | 526107107 |  | 1244 | 5200 | SH |  | SOLE |  | 5200 | 0 | 0 |
| LIFE STORAGE INC | COM | 53223X107 |  | 1310 | 13300 | SH |  | SOLE |  | 13300 | 0 | 0 |
| ELI LILLY   CO | COM | 532457108 |  | 13795 | 37708 | SH |  | SOLE |  | 37708 | 0 | 0 |
| LINCOLN ELECTRIC HOLDINGS | COM | 533900106 |  | 1315 | 9100 | SH |  | SOLE |  | 9100 | 0 | 0 |
| LINCOLN NATIONAL CORP | COM | 534187109 |  | 226 | 7363 | SH |  | SOLE |  | 7363 | 0 | 0 |
| LITHIA MOTORS INC | COM | 536797103 |  | 921 | 4500 | SH |  | SOLE |  | 4500 | 0 | 0 |
| LITTELFUSE INC | COM | 537008104 |  | 859 | 3900 | SH |  | SOLE |  | 3900 | 0 | 0 |
| LIVE NATION ENTERTAINMENT IN | COM | 538034109 |  | 474 | 6800 | SH |  | SOLE |  | 6800 | 0 | 0 |
| LOCKHEED MARTIN CORP | COM | 539830109 |  | 5399 | 11097 | SH |  | SOLE |  | 11097 | 0 | 0 |
| LOEWS CORP | COM | 540424108 |  | 548 | 9395 | SH |  | SOLE |  | 9395 | 0 | 0 |
| LOUISIANA PACIFIC CORP | COM | 546347105 |  | 764 | 12900 | SH |  | SOLE |  | 12900 | 0 | 0 |
| LOWE S COS INC | COM | 548661107 |  | 5913 | 29677 | SH |  | SOLE |  | 29677 | 0 | 0 |
| LUMEN TECHNOLOGIES INC | COM | 550241103 |  | 237 | 45427 | SH |  | SOLE |  | 45427 | 0 | 0 |
| LUMENTUM HOLDINGS INC | COM | 55024U109 |  | 563 | 10800 | SH |  | SOLE |  | 10800 | 0 | 0 |
| M   T BANK CORP | COM | 55261F104 |  | 1193 | 8226 | SH |  | SOLE |  | 8226 | 0 | 0 |
| MDU RESOURCES GROUP INC | COM | 552690109 |  | 971 | 32000 | SH |  | SOLE |  | 32000 | 0 | 0 |
| MGIC INVESTMENT CORP | COM | 552848103 |  | 633 | 48700 | SH |  | SOLE |  | 48700 | 0 | 0 |
| MGM RESORTS INTERNATIONAL | COM | 552953101 |  | 511 | 15250 | SH |  | SOLE |  | 15250 | 0 | 0 |
| MKS INSTRUMENTS INC | COM | 55306N104 |  | 737 | 8700 | SH |  | SOLE |  | 8700 | 0 | 0 |
| MP MATERIALS CORP | COM | 553368101 |  | 287 | 11800 | SH |  | SOLE |  | 11800 | 0 | 0 |
| MSA SAFETY INC | COM | 553498106 |  | 836 | 5800 | SH |  | SOLE |  | 5800 | 0 | 0 |
| MSC INDUSTRIAL DIRECT CO A | COM | 553530106 |  | 605 | 7400 | SH |  | SOLE |  | 7400 | 0 | 0 |
| MSCI INC | COM | 55354G100 |  | 1768 | 3800 | SH |  | SOLE |  | 3800 | 0 | 0 |
| MACOM TECHNOLOGY SOLUTIONS H | COM | 55405Y100 |  | 485 | 7700 | SH |  | SOLE |  | 7700 | 0 | 0 |
| MACERICH CO/THE | COM | 554382101 |  | 380 | 33752 | SH |  | SOLE |  | 33752 | 0 | 0 |
| MACY S INC | COM | 55616P104 |  | 925 | 44800 | SH |  | SOLE |  | 44800 | 0 | 0 |
| MANHATTAN ASSOCIATES INC | COM | 562750109 |  | 1202 | 9900 | SH |  | SOLE |  | 9900 | 0 | 0 |
| MANPOWERGROUP INC | COM | 56418H100 |  | 691 | 8300 | SH |  | SOLE |  | 8300 | 0 | 0 |
| MARATHON OIL CORP | COM | 565849106 |  | 821 | 30321 | SH |  | SOLE |  | 30321 | 0 | 0 |
| MARATHON PETROLEUM CORP | COM | 56585A102 |  | 2599 | 22329 | SH |  | SOLE |  | 22329 | 0 | 0 |
| MARKETAXESS HOLDINGS INC | COM | 57060D108 |  | 488 | 1750 | SH |  | SOLE |  | 1750 | 0 | 0 |
| MARRIOTT VACATIONS WORLD | COM | 57164Y107 |  | 875 | 6500 | SH |  | SOLE |  | 6500 | 0 | 0 |
| MARSH   MCLENNAN COS | COM | 571748102 |  | 3912 | 23641 | SH |  | SOLE |  | 23641 | 0 | 0 |
| MARRIOTT INTERNATIONAL  CL A | COM | 571903202 |  | 1915 | 12861 | SH |  | SOLE |  | 12861 | 0 | 0 |
| MARTIN MARIETTA MATERIALS | COM | 573284106 |  | 997 | 2950 | SH |  | SOLE |  | 2950 | 0 | 0 |
| MASCO CORP | COM | 574599106 |  | 500 | 10721 | SH |  | SOLE |  | 10721 | 0 | 0 |
| MASIMO CORP | COM | 574795100 |  | 1184 | 8000 | SH |  | SOLE |  | 8000 | 0 | 0 |
| MASTEC INC | COM | 576323109 |  | 768 | 9000 | SH |  | SOLE |  | 9000 | 0 | 0 |
| MASTERCARD INC   A | COM | 57636Q104 |  | 14087 | 40510 | SH |  | SOLE |  | 40510 | 0 | 0 |
| MATADOR RESOURCES CO | COM | 576485205 |  | 1002 | 17500 | SH |  | SOLE |  | 17500 | 0 | 0 |
| MATCH GROUP INC | COM | 57667L107 |  | 552 | 13300 | SH |  | SOLE |  | 13300 | 0 | 0 |
| MATTEL INC | COM | 577081102 |  | 988 | 55400 | SH |  | SOLE |  | 55400 | 0 | 0 |
| MAXIMUS INC | COM | 577933104 |  | 711 | 9700 | SH |  | SOLE |  | 9700 | 0 | 0 |
| MCCORMICK   CO NON VTG SHRS | COM | 579780206 |  | 989 | 11932 | SH |  | SOLE |  | 11932 | 0 | 0 |
| MCDONALD S CORP | COM | 580135101 |  | 9229 | 35019 | SH |  | SOLE |  | 35019 | 0 | 0 |
| MCKESSON CORP | COM | 58155Q103 |  | 2533 | 6752 | SH |  | SOLE |  | 6752 | 0 | 0 |
| MEDICAL PROPERTIES TRUST INC | COM | 58463J304 |  | 1051 | 94300 | SH |  | SOLE |  | 94300 | 0 | 0 |
| MEDPACE HOLDINGS INC | COM | 58506Q109 |  | 892 | 4200 | SH |  | SOLE |  | 4200 | 0 | 0 |
| MERCK   CO. INC. | COM | 58933Y105 |  | 13434 | 121086 | SH |  | SOLE |  | 121086 | 0 | 0 |
| MERCURY SYSTEMS INC | COM | 589378108 |  | 407 | 9100 | SH |  | SOLE |  | 9100 | 0 | 0 |
| METLIFE INC | COM | 59156R108 |  | 2279 | 31487 | SH |  | SOLE |  | 31487 | 0 | 0 |
| METTLER TOLEDO INTERNATIONAL | COM | 592688105 |  | 1518 | 1050 | SH |  | SOLE |  | 1050 | 0 | 0 |
| MICROSOFT CORP | COM | 594918104 |  | 85363 | 355947 | SH |  | SOLE |  | 355947 | 0 | 0 |
| MICROCHIP TECHNOLOGY INC | COM | 595017104 |  | 1848 | 26300 | SH |  | SOLE |  | 26300 | 0 | 0 |
| MICRON TECHNOLOGY INC | COM | 595112103 |  | 2593 | 51875 | SH |  | SOLE |  | 51875 | 0 | 0 |
| MID AMERICA APARTMENT COMM | COM | 59522J103 |  | 863 | 5500 | SH |  | SOLE |  | 5500 | 0 | 0 |
| MIDDLEBY CORP | COM | 596278101 |  | 1138 | 8500 | SH |  | SOLE |  | 8500 | 0 | 0 |
| MODERNA INC | COM | 60770K107 |  | 2838 | 15800 | SH |  | SOLE |  | 15800 | 0 | 0 |
| MOHAWK INDUSTRIES INC | COM | 608190104 |  | 256 | 2500 | SH |  | SOLE |  | 2500 | 0 | 0 |
| MOLINA HEALTHCARE INC | COM | 60855R100 |  | 925 | 2800 | SH |  | SOLE |  | 2800 | 0 | 0 |
| MOLSON COORS BEVERAGE CO   B | COM | 60871R209 |  | 460 | 8932 | SH |  | SOLE |  | 8932 | 0 | 0 |
| MONDELEZ INTERNATIONAL INC A | COM | 609207105 |  | 4347 | 65226 | SH |  | SOLE |  | 65226 | 0 | 0 |
| MONOLITHIC POWER SYSTEMS INC | COM | 609839105 |  | 743 | 2100 | SH |  | SOLE |  | 2100 | 0 | 0 |
| MONSTER BEVERAGE CORP | COM | 61174X109 |  | 1848 | 18200 | SH |  | SOLE |  | 18200 | 0 | 0 |
| MOODY S CORP | COM | 615369105 |  | 2087 | 7492 | SH |  | SOLE |  | 7492 | 0 | 0 |
| MORGAN STANLEY | COM | 617446448 |  | 5349 | 62910 | SH |  | SOLE |  | 62910 | 0 | 0 |
| MOSAIC CO/THE | COM | 61945C103 |  | 713 | 16250 | SH |  | SOLE |  | 16250 | 0 | 0 |
| MOTOROLA SOLUTIONS INC | COM | 620076307 |  | 2062 | 8003 | SH |  | SOLE |  | 8003 | 0 | 0 |
| MURPHY OIL CORP | COM | 626717102 |  | 989 | 23000 | SH |  | SOLE |  | 23000 | 0 | 0 |
| MURPHY USA INC | COM | 626755102 |  | 978 | 3500 | SH |  | SOLE |  | 3500 | 0 | 0 |
| NCR CORPORATION | COM | 62886E108 |  | 503 | 21500 | SH |  | SOLE |  | 21500 | 0 | 0 |
| NRG ENERGY INC | COM | 629377508 |  | 350 | 11012 | SH |  | SOLE |  | 11012 | 0 | 0 |
| NVR INC | COM | 62944T105 |  | 692 | 150 | SH |  | SOLE |  | 150 | 0 | 0 |
| NOV INC | COM | 62955J103 |  | 1289 | 61700 | SH |  | SOLE |  | 61700 | 0 | 0 |
| NASDAQ INC | COM | 631103108 |  | 993 | 16184 | SH |  | SOLE |  | 16184 | 0 | 0 |
| NATIONAL FUEL GAS CO | COM | 636180101 |  | 912 | 14400 | SH |  | SOLE |  | 14400 | 0 | 0 |
| NATIONAL INSTRUMENTS CORP | COM | 636518102 |  | 760 | 20600 | SH |  | SOLE |  | 20600 | 0 | 0 |
| NATIONAL RETAIL PROPERTIES | COM | 637417106 |  | 1268 | 27700 | SH |  | SOLE |  | 27700 | 0 | 0 |
| NATIONAL STORAGE AFFILIATES | COM | 637870106 |  | 477 | 13200 | SH |  | SOLE |  | 13200 | 0 | 0 |
| NAVIENT CORP | COM | 63938C108 |  | 276 | 16800 | SH |  | SOLE |  | 16800 | 0 | 0 |
| NEOGEN CORP | COM | 640491106 |  | 484 | 31769 | SH |  | SOLE |  | 31769 | 0 | 0 |
| NETAPP INC | COM | 64110D104 |  | 625 | 10401 | SH |  | SOLE |  | 10401 | 0 | 0 |
| NETFLIX INC | COM | 64110L106 |  | 6258 | 21221 | SH |  | SOLE |  | 21221 | 0 | 0 |
| NEUROCRINE BIOSCIENCES INC | COM | 64125C109 |  | 1792 | 15000 | SH |  | SOLE |  | 15000 | 0 | 0 |
| NEW JERSEY RESOURCES CORP | COM | 646025106 |  | 749 | 15100 | SH |  | SOLE |  | 15100 | 0 | 0 |
| NEW YORK COMMUNITY BANCORP | COM | 649445103 |  | 919 | 106900 | SH |  | SOLE |  | 106900 | 0 | 0 |
| NEW YORK TIMES CO A | COM | 650111107 |  | 850 | 26199 | SH |  | SOLE |  | 26199 | 0 | 0 |
| NEWELL BRANDS INC | COM | 651229106 |  | 235 | 17940 | SH |  | SOLE |  | 17940 | 0 | 0 |
| NEWMARKET CORP | COM | 651587107 |  | 342 | 1100 | SH |  | SOLE |  | 1100 | 0 | 0 |
| NEWMONT CORP | COM | 651639106 |  | 1788 | 37880 | SH |  | SOLE |  | 37880 | 0 | 0 |
| NEWS CORP   CLASS A | COM | 65249B109 |  | 333 | 18301 | SH |  | SOLE |  | 18301 | 0 | 0 |
| NEWS CORP   CLASS B | COM | 65249B208 |  | 104 | 5650 | SH |  | SOLE |  | 5650 | 0 | 0 |
| NEXSTAR MEDIA GROUP INC | COM | 65336K103 |  | 1068 | 6100 | SH |  | SOLE |  | 6100 | 0 | 0 |
| NEXTERA ENERGY INC | COM | 65339F101 |  | 7936 | 94932 | SH |  | SOLE |  | 94932 | 0 | 0 |
| NIKE INC  CL B | COM | 654106103 |  | 7038 | 60148 | SH |  | SOLE |  | 60148 | 0 | 0 |
| NISOURCE INC | COM | 65473P105 |  | 532 | 19400 | SH |  | SOLE |  | 19400 | 0 | 0 |
| NORDSON CORP | COM | 655663102 |  | 618 | 2600 | SH |  | SOLE |  | 2600 | 0 | 0 |
| NORDSTROM INC | COM | 655664100 |  | 282 | 17500 | SH |  | SOLE |  | 17500 | 0 | 0 |
| NORFOLK SOUTHERN CORP | COM | 655844108 |  | 2729 | 11076 | SH |  | SOLE |  | 11076 | 0 | 0 |
| NORTHERN TRUST CORP | COM | 665859104 |  | 877 | 9911 | SH |  | SOLE |  | 9911 | 0 | 0 |
| NORTHROP GRUMMAN CORP | COM | 666807102 |  | 3777 | 6922 | SH |  | SOLE |  | 6922 | 0 | 0 |
| NORTHWESTERN CORP | COM | 668074305 |  | 504 | 8500 | SH |  | SOLE |  | 8500 | 0 | 0 |
| GEN DIGITAL INC | COM | 668771108 |  | 594 | 27697 | SH |  | SOLE |  | 27697 | 0 | 0 |
| NOVANTA INC | COM | 67000B104 |  | 761 | 5600 | SH |  | SOLE |  | 5600 | 0 | 0 |
| NUCOR CORP | COM | 670346105 |  | 1609 | 12209 | SH |  | SOLE |  | 12209 | 0 | 0 |
| NVIDIA CORP | COM | 67066G104 |  | 17380 | 118928 | SH |  | SOLE |  | 118928 | 0 | 0 |
| OGE ENERGY CORP | COM | 670837103 |  | 1246 | 31500 | SH |  | SOLE |  | 31500 | 0 | 0 |
| O REILLY AUTOMOTIVE INC | COM | 67103H107 |  | 2524 | 2990 | SH |  | SOLE |  | 2990 | 0 | 0 |
| OCCIDENTAL PETROLEUM CORP | COM | 674599105 |  | 2189 | 34759 | SH |  | SOLE |  | 34759 | 0 | 0 |
| OLD DOMINION FREIGHT LINE | COM | 679580100 |  | 1242 | 4375 | SH |  | SOLE |  | 4375 | 0 | 0 |
| OLD NATIONAL BANCORP | COM | 680033107 |  | 829 | 46100 | SH |  | SOLE |  | 46100 | 0 | 0 |
| OLD REPUBLIC INTL CORP | COM | 680223104 |  | 1089 | 45100 | SH |  | SOLE |  | 45100 | 0 | 0 |
| OLIN CORP | COM | 680665205 |  | 1154 | 21800 | SH |  | SOLE |  | 21800 | 0 | 0 |
| OLLIE S BARGAIN OUTLET HOLDI | COM | 681116109 |  | 431 | 9200 | SH |  | SOLE |  | 9200 | 0 | 0 |
| OMNICOM GROUP | COM | 681919106 |  | 794 | 9734 | SH |  | SOLE |  | 9734 | 0 | 0 |
| OMEGA HEALTHCARE INVESTORS | COM | 681936100 |  | 1034 | 37000 | SH |  | SOLE |  | 37000 | 0 | 0 |
| OMNICELL INC | COM | 68213N109 |  | 348 | 6900 | SH |  | SOLE |  | 6900 | 0 | 0 |
| ON SEMICONDUCTOR | COM | 682189105 |  | 1285 | 20600 | SH |  | SOLE |  | 20600 | 0 | 0 |
| ONE GAS INC | COM | 68235P108 |  | 644 | 8500 | SH |  | SOLE |  | 8500 | 0 | 0 |
| ONEOK INC | COM | 682680103 |  | 1400 | 21310 | SH |  | SOLE |  | 21310 | 0 | 0 |
| ORACLE CORP | COM | 68389X105 |  | 5999 | 73390 | SH |  | SOLE |  | 73390 | 0 | 0 |
| OPTION CARE HEALTH INC | COM | 68404L201 |  | 656 | 21800 | SH |  | SOLE |  | 21800 | 0 | 0 |
| ORGANON   CO | COM | 68622V106 |  | 340 | 12168 | SH |  | SOLE |  | 12168 | 0 | 0 |
| ORMAT TECHNOLOGIES INC | COM | 686688102 |  | 605 | 7000 | SH |  | SOLE |  | 7000 | 0 | 0 |
| OSHKOSH CORP | COM | 688239201 |  | 908 | 10300 | SH |  | SOLE |  | 10300 | 0 | 0 |
| OTIS WORLDWIDE CORP | COM | 68902V107 |  | 1559 | 19908 | SH |  | SOLE |  | 19908 | 0 | 0 |
| OWENS CORNING | COM | 690742101 |  | 1305 | 15300 | SH |  | SOLE |  | 15300 | 0 | 0 |
| PBF ENERGY INC CLASS A | COM | 69318G106 |  | 730 | 17900 | SH |  | SOLE |  | 17900 | 0 | 0 |
| PDC ENERGY INC | COM | 69327R101 |  | 952 | 15000 | SH |  | SOLE |  | 15000 | 0 | 0 |
| P G   E CORP | COM | 69331C108 |  | 1250 | 76900 | SH |  | SOLE |  | 76900 | 0 | 0 |
| PNC FINANCIAL SERVICES GROUP | COM | 693475105 |  | 3048 | 19299 | SH |  | SOLE |  | 19299 | 0 | 0 |
| PNM RESOURCES INC | COM | 69349H107 |  | 659 | 13500 | SH |  | SOLE |  | 13500 | 0 | 0 |
| PPG INDUSTRIES INC | COM | 693506107 |  | 1411 | 11218 | SH |  | SOLE |  | 11218 | 0 | 0 |
| PPL CORP | COM | 69351T106 |  | 1028 | 35173 | SH |  | SOLE |  | 35173 | 0 | 0 |
| PVH CORP | COM | 693656100 |  | 734 | 10400 | SH |  | SOLE |  | 10400 | 0 | 0 |
| PTC INC | COM | 69370C100 |  | 600 | 5000 | SH |  | SOLE |  | 5000 | 0 | 0 |
| PACCAR INC | COM | 693718108 |  | 1648 | 16653 | SH |  | SOLE |  | 16653 | 0 | 0 |
| PACKAGING CORP OF AMERICA | COM | 695156109 |  | 563 | 4400 | SH |  | SOLE |  | 4400 | 0 | 0 |
| PACWEST BANCORP | COM | 695263103 |  | 425 | 18500 | SH |  | SOLE |  | 18500 | 0 | 0 |
| PAPA JOHN S INTL INC | COM | 698813102 |  | 412 | 5000 | SH |  | SOLE |  | 5000 | 0 | 0 |
| PARK HOTELS   RESORTS INC | COM | 700517105 |  | 433 | 36700 | SH |  | SOLE |  | 36700 | 0 | 0 |
| PARKER HANNIFIN CORP | COM | 701094104 |  | 1778 | 6110 | SH |  | SOLE |  | 6110 | 0 | 0 |
| PATTERSON COS INC | COM | 703395103 |  | 384 | 13700 | SH |  | SOLE |  | 13700 | 0 | 0 |
| PAYCHEX INC | COM | 704326107 |  | 1774 | 15348 | SH |  | SOLE |  | 15348 | 0 | 0 |
| PAYCOM SOFTWARE INC | COM | 70432V102 |  | 729 | 2350 | SH |  | SOLE |  | 2350 | 0 | 0 |
| PAYLOCITY HOLDING CORP | COM | 70438V106 |  | 1204 | 6200 | SH |  | SOLE |  | 6200 | 0 | 0 |
| PAYPAL HOLDINGS INC | COM | 70450Y103 |  | 3874 | 54398 | SH |  | SOLE |  | 54398 | 0 | 0 |
| PEBBLEBROOK HOTEL TRUST | COM | 70509V100 |  | 277 | 20667 | SH |  | SOLE |  | 20667 | 0 | 0 |
| PENN ENTERTAINMENT INC | COM | 707569109 |  | 734 | 24700 | SH |  | SOLE |  | 24700 | 0 | 0 |
| PENUMBRA INC | COM | 70975L107 |  | 1246 | 5600 | SH |  | SOLE |  | 5600 | 0 | 0 |
| PEPSICO INC | COM | 713448108 |  | 11885 | 65785 | SH |  | SOLE |  | 65785 | 0 | 0 |
| PERFORMANCE FOOD GROUP CO | COM | 71377A103 |  | 1425 | 24400 | SH |  | SOLE |  | 24400 | 0 | 0 |
| PERKINELMER INC | COM | 714046109 |  | 844 | 6016 | SH |  | SOLE |  | 6016 | 0 | 0 |
| PFIZER INC | COM | 717081103 |  | 13732 | 268000 | SH |  | SOLE |  | 268000 | 0 | 0 |
| PHILIP MORRIS INTERNATIONAL | COM | 718172109 |  | 7491 | 74011 | SH |  | SOLE |  | 74011 | 0 | 0 |
| PHILLIPS 66 | COM | 718546104 |  | 2345 | 22528 | SH |  | SOLE |  | 22528 | 0 | 0 |
| PHYSICIANS REALTY TRUST | COM | 71943U104 |  | 512 | 35400 | SH |  | SOLE |  | 35400 | 0 | 0 |
| PILGRIM S PRIDE CORP | COM | 72147K108 |  | 180 | 7600 | SH |  | SOLE |  | 7600 | 0 | 0 |
| PINNACLE FINANCIAL PARTNERS | COM | 72346Q104 |  | 881 | 12000 | SH |  | SOLE |  | 12000 | 0 | 0 |
| PINNACLE WEST CAPITAL | COM | 723484101 |  | 408 | 5360 | SH |  | SOLE |  | 5360 | 0 | 0 |
| PIONEER NATURAL RESOURCES CO | COM | 723787107 |  | 2585 | 11317 | SH |  | SOLE |  | 11317 | 0 | 0 |
| POLARIS INC | COM | 731068102 |  | 889 | 8800 | SH |  | SOLE |  | 8800 | 0 | 0 |
| POOL CORP | COM | 73278L105 |  | 574 | 1900 | SH |  | SOLE |  | 1900 | 0 | 0 |
| PORTLAND GENERAL ELECTRIC CO | COM | 736508847 |  | 686 | 14000 | SH |  | SOLE |  | 14000 | 0 | 0 |
| POST HOLDINGS INC | COM | 737446104 |  | 794 | 8800 | SH |  | SOLE |  | 8800 | 0 | 0 |
| POTLATCHDELTIC CORP | COM | 737630103 |  | 482 | 10952 | SH |  | SOLE |  | 10952 | 0 | 0 |
| POWER INTEGRATIONS INC | COM | 739276103 |  | 660 | 9200 | SH |  | SOLE |  | 9200 | 0 | 0 |
| T ROWE PRICE GROUP INC | COM | 74144T108 |  | 1166 | 10687 | SH |  | SOLE |  | 10687 | 0 | 0 |
| PRIMERICA INC | COM | 74164M108 |  | 851 | 6000 | SH |  | SOLE |  | 6000 | 0 | 0 |
| PRINCIPAL FINANCIAL GROUP | COM | 74251V102 |  | 911 | 10854 | SH |  | SOLE |  | 10854 | 0 | 0 |
| PROCTER   GAMBLE CO/THE | COM | 742718109 |  | 17152 | 113168 | SH |  | SOLE |  | 113168 | 0 | 0 |
| PROGRESSIVE CORP | COM | 743315103 |  | 3629 | 27975 | SH |  | SOLE |  | 27975 | 0 | 0 |
| PROGYNY INC | COM | 74340E103 |  | 346 | 11100 | SH |  | SOLE |  | 11100 | 0 | 0 |
| PROLOGIS INC | COM | 74340W103 |  | 4974 | 44127 | SH |  | SOLE |  | 44127 | 0 | 0 |
| PROSPERITY BANCSHARES INC | COM | 743606105 |  | 1054 | 14500 | SH |  | SOLE |  | 14500 | 0 | 0 |
| PRUDENTIAL FINANCIAL INC | COM | 744320102 |  | 1744 | 17531 | SH |  | SOLE |  | 17531 | 0 | 0 |
| PUBLIC SERVICE ENTERPRISE GP | COM | 744573106 |  | 1458 | 23799 | SH |  | SOLE |  | 23799 | 0 | 0 |
| PUBLIC STORAGE | COM | 74460D109 |  | 2120 | 7565 | SH |  | SOLE |  | 7565 | 0 | 0 |
| PULTEGROUP INC | COM | 745867101 |  | 493 | 10838 | SH |  | SOLE |  | 10838 | 0 | 0 |
| QORVO INC | COM | 74736K101 |  | 440 | 4850 | SH |  | SOLE |  | 4850 | 0 | 0 |
| QUALCOMM INC | COM | 747525103 |  | 5888 | 53557 | SH |  | SOLE |  | 53557 | 0 | 0 |
| QUALYS INC | COM | 74758T303 |  | 584 | 5200 | SH |  | SOLE |  | 5200 | 0 | 0 |
| QUANTA SERVICES INC | COM | 74762E102 |  | 974 | 6832 | SH |  | SOLE |  | 6832 | 0 | 0 |
| QUEST DIAGNOSTICS INC | COM | 74834L100 |  | 845 | 5403 | SH |  | SOLE |  | 5403 | 0 | 0 |
| RLI CORP | COM | 749607107 |  | 827 | 6300 | SH |  | SOLE |  | 6300 | 0 | 0 |
| RH | COM | 74967X103 |  | 837 | 3134 | SH |  | SOLE |  | 3134 | 0 | 0 |
| RPM INTERNATIONAL INC | COM | 749685103 |  | 1988 | 20400 | SH |  | SOLE |  | 20400 | 0 | 0 |
| RXO INC | COM | 74982T103 |  | 308 | 17900 | SH |  | SOLE |  | 17900 | 0 | 0 |
| RALPH LAUREN CORP | COM | 751212101 |  | 208 | 1964 | SH |  | SOLE |  | 1964 | 0 | 0 |
| RANGE RESOURCES CORP | COM | 75281A109 |  | 1018 | 40700 | SH |  | SOLE |  | 40700 | 0 | 0 |
| RAYMOND JAMES FINANCIAL INC | COM | 754730109 |  | 991 | 9275 | SH |  | SOLE |  | 9275 | 0 | 0 |
| RAYONIER INC | COM | 754907103 |  | 758 | 23000 | SH |  | SOLE |  | 23000 | 0 | 0 |
| RAYTHEON TECHNOLOGIES CORP | COM | 75513E101 |  | 7082 | 70176 | SH |  | SOLE |  | 70176 | 0 | 0 |
| REALTY INCOME CORP | COM | 756109104 |  | 1897 | 29900 | SH |  | SOLE |  | 29900 | 0 | 0 |
| REGAL REXNORD CORP | COM | 758750103 |  | 1260 | 10500 | SH |  | SOLE |  | 10500 | 0 | 0 |
| REGENCY CENTERS CORP | COM | 758849103 |  | 459 | 7350 | SH |  | SOLE |  | 7350 | 0 | 0 |
| REGENERON PHARMACEUTICALS | COM | 75886F107 |  | 3680 | 5100 | SH |  | SOLE |  | 5100 | 0 | 0 |
| REGIONS FINANCIAL CORP | COM | 7591EP100 |  | 963 | 44663 | SH |  | SOLE |  | 44663 | 0 | 0 |
| REINSURANCE GROUP OF AMERICA | COM | 759351604 |  | 1492 | 10500 | SH |  | SOLE |  | 10500 | 0 | 0 |
| RELIANCE STEEL   ALUMINUM | COM | 759509102 |  | 1979 | 9775 | SH |  | SOLE |  | 9775 | 0 | 0 |
| REPLIGEN CORP | COM | 759916109 |  | 1371 | 8100 | SH |  | SOLE |  | 8100 | 0 | 0 |
| REPUBLIC SERVICES INC | COM | 760759100 |  | 1263 | 9795 | SH |  | SOLE |  | 9795 | 0 | 0 |
| RESMED INC | COM | 761152107 |  | 1447 | 6950 | SH |  | SOLE |  | 6950 | 0 | 0 |
| REXFORD INDUSTRIAL REALTY IN | COM | 76169C100 |  | 1590 | 29100 | SH |  | SOLE |  | 29100 | 0 | 0 |
| ROBERT HALF INTL INC | COM | 770323103 |  | 380 | 5153 | SH |  | SOLE |  | 5153 | 0 | 0 |
| ROCKWELL AUTOMATION INC | COM | 773903109 |  | 1410 | 5476 | SH |  | SOLE |  | 5476 | 0 | 0 |
| ROLLINS INC | COM | 775711104 |  | 405 | 11075 | SH |  | SOLE |  | 11075 | 0 | 0 |
| R1 RCM INC | COM | 77634L105 |  | 231 | 21100 | SH |  | SOLE |  | 21100 | 0 | 0 |
| ROPER TECHNOLOGIES INC | COM | 776696106 |  | 2178 | 5041 | SH |  | SOLE |  | 5041 | 0 | 0 |
| ROSS STORES INC | COM | 778296103 |  | 1926 | 16590 | SH |  | SOLE |  | 16590 | 0 | 0 |
| ROYAL GOLD INC | COM | 780287108 |  | 1161 | 10300 | SH |  | SOLE |  | 10300 | 0 | 0 |
| RYDER SYSTEM INC | COM | 783549108 |  | 669 | 8000 | SH |  | SOLE |  | 8000 | 0 | 0 |
| S P GLOBAL INC | COM | 78409V104 |  | 5321 | 15886 | SH |  | SOLE |  | 15886 | 0 | 0 |
| SBA COMMUNICATIONS CORP | COM | 78410G104 |  | 1458 | 5200 | SH |  | SOLE |  | 5200 | 0 | 0 |
| SEI INVESTMENTS COMPANY | COM | 784117103 |  | 956 | 16400 | SH |  | SOLE |  | 16400 | 0 | 0 |
| SL GREEN REALTY CORP | COM | 78440X887 |  | 340 | 10078 | SH |  | SOLE |  | 10078 | 0 | 0 |
| SLM CORP | COM | 78442P106 |  | 702 | 42300 | SH |  | SOLE |  | 42300 | 0 | 0 |
| SVB FINANCIAL GROUP | COM | 78486Q101 |  | 656 | 2850 | SH |  | SOLE |  | 2850 | 0 | 0 |
| SABRA HEALTH CARE REIT INC | COM | 78573L106 |  | 451 | 36300 | SH |  | SOLE |  | 36300 | 0 | 0 |
| SAIA INC | COM | 78709Y105 |  | 881 | 4200 | SH |  | SOLE |  | 4200 | 0 | 0 |
| SALESFORCE INC | COM | 79466L302 |  | 6336 | 47786 | SH |  | SOLE |  | 47786 | 0 | 0 |
| HENRY SCHEIN INC | COM | 806407102 |  | 515 | 6450 | SH |  | SOLE |  | 6450 | 0 | 0 |
| SCHLUMBERGER LTD | COM | 806857108 |  | 3622 | 67751 | SH |  | SOLE |  | 67751 | 0 | 0 |
| SCHWAB (CHARLES) CORP | COM | 808513105 |  | 6060 | 72787 | SH |  | SOLE |  | 72787 | 0 | 0 |
| SCIENCE APPLICATIONS INTE | COM | 808625107 |  | 976 | 8800 | SH |  | SOLE |  | 8800 | 0 | 0 |
| LIGHT   WONDER INC | COM | 80874P109 |  | 883 | 15065 | SH |  | SOLE |  | 15065 | 0 | 0 |
| SCOTTS MIRACLE GRO CO | COM | 810186106 |  | 311 | 6400 | SH |  | SOLE |  | 6400 | 0 | 0 |
| SEALED AIR CORP | COM | 81211K100 |  | 342 | 6860 | SH |  | SOLE |  | 6860 | 0 | 0 |
| SELECTIVE INSURANCE GROUP | COM | 816300107 |  | 842 | 9500 | SH |  | SOLE |  | 9500 | 0 | 0 |
| SEMPRA ENERGY | COM | 816851109 |  | 2317 | 14991 | SH |  | SOLE |  | 14991 | 0 | 0 |
| SENSIENT TECHNOLOGIES CORP | COM | 81725T100 |  | 481 | 6600 | SH |  | SOLE |  | 6600 | 0 | 0 |
| SERVICE CORP INTERNATIONAL | COM | 817565104 |  | 1729 | 25000 | SH |  | SOLE |  | 25000 | 0 | 0 |
| SERVICENOW INC | COM | 81762P102 |  | 3747 | 9650 | SH |  | SOLE |  | 9650 | 0 | 0 |
| SHERWIN WILLIAMS CO/THE | COM | 824348106 |  | 2673 | 11263 | SH |  | SOLE |  | 11263 | 0 | 0 |
| SHOCKWAVE MEDICAL INC | COM | 82489T104 |  | 1151 | 5600 | SH |  | SOLE |  | 5600 | 0 | 0 |
| SIGNATURE BANK | COM | 82669G104 |  | 346 | 3000 | SH |  | SOLE |  | 3000 | 0 | 0 |
| SILICON LABORATORIES INC | COM | 826919102 |  | 787 | 5800 | SH |  | SOLE |  | 5800 | 0 | 0 |
| SILGAN HOLDINGS INC | COM | 827048109 |  | 684 | 13200 | SH |  | SOLE |  | 13200 | 0 | 0 |
| SIMON PROPERTY GROUP INC | COM | 828806109 |  | 1832 | 15595 | SH |  | SOLE |  | 15595 | 0 | 0 |
| SIMPSON MANUFACTURING CO INC | COM | 829073105 |  | 603 | 6800 | SH |  | SOLE |  | 6800 | 0 | 0 |
| SITIME CORP | COM | 82982T106 |  | 244 | 2400 | SH |  | SOLE |  | 2400 | 0 | 0 |
| SKECHERS USA INC CL A | COM | 830566105 |  | 889 | 21200 | SH |  | SOLE |  | 21200 | 0 | 0 |
| SKYWORKS SOLUTIONS INC | COM | 83088M102 |  | 697 | 7650 | SH |  | SOLE |  | 7650 | 0 | 0 |
| SMITH (A.O.) CORP | COM | 831865209 |  | 346 | 6050 | SH |  | SOLE |  | 6050 | 0 | 0 |
| JM SMUCKER CO/THE | COM | 832696405 |  | 812 | 5122 | SH |  | SOLE |  | 5122 | 0 | 0 |
| SNAP ON INC | COM | 833034101 |  | 570 | 2496 | SH |  | SOLE |  | 2496 | 0 | 0 |
| SOLAREDGE TECHNOLOGIES INC | COM | 83417M104 |  | 765 | 2700 | SH |  | SOLE |  | 2700 | 0 | 0 |
| SONOCO PRODUCTS CO | COM | 835495102 |  | 929 | 15300 | SH |  | SOLE |  | 15300 | 0 | 0 |
| SOTERA HEALTH CO | COM | 83601L102 |  | 130 | 15600 | SH |  | SOLE |  | 15600 | 0 | 0 |
| SOUTHERN CO/THE | COM | 842587107 |  | 3712 | 51987 | SH |  | SOLE |  | 51987 | 0 | 0 |
| SOUTHWEST AIRLINES CO | COM | 844741108 |  | 953 | 28304 | SH |  | SOLE |  | 28304 | 0 | 0 |
| SOUTHWEST GAS HOLDINGS INC | COM | 844895102 |  | 650 | 10500 | SH |  | SOLE |  | 10500 | 0 | 0 |
| SOUTHWESTERN ENERGY CO | COM | 845467109 |  | 1023 | 174900 | SH |  | SOLE |  | 174900 | 0 | 0 |
| SPIRE INC | COM | 84857L101 |  | 565 | 8200 | SH |  | SOLE |  | 8200 | 0 | 0 |
| SPIRIT REALTY CAPITAL INC | COM | 84860W300 |  | 843 | 21100 | SH |  | SOLE |  | 21100 | 0 | 0 |
| SPROUTS FARMERS MARKET INC | COM | 85208M102 |  | 557 | 17200 | SH |  | SOLE |  | 17200 | 0 | 0 |
| STAAR SURGICAL CO | COM | 852312305 |  | 364 | 7500 | SH |  | SOLE |  | 7500 | 0 | 0 |
| STANLEY BLACK   DECKER INC | COM | 854502101 |  | 533 | 7093 | SH |  | SOLE |  | 7093 | 0 | 0 |
| STARBUCKS CORP | COM | 855244109 |  | 5436 | 54798 | SH |  | SOLE |  | 54798 | 0 | 0 |
| STATE STREET CORP | COM | 857477103 |  | 1360 | 17528 | SH |  | SOLE |  | 17528 | 0 | 0 |
| STEEL DYNAMICS INC | COM | 858119100 |  | 782 | 8000 | SH |  | SOLE |  | 8000 | 0 | 0 |
| STEEL DYNAMICS INC | COM | 858119100 |  | 1807 | 18500 | SH |  | SOLE |  | 18500 | 0 | 0 |
| STERICYCLE INC | COM | 858912108 |  | 723 | 14500 | SH |  | SOLE |  | 14500 | 0 | 0 |
| STIFEL FINANCIAL CORP | COM | 860630102 |  | 981 | 16800 | SH |  | SOLE |  | 16800 | 0 | 0 |
| STORE CAPITAL CORP | COM | 862121100 |  | 1273 | 39700 | SH |  | SOLE |  | 39700 | 0 | 0 |
| STRYKER CORP | COM | 863667101 |  | 3938 | 16109 | SH |  | SOLE |  | 16109 | 0 | 0 |
| SUNPOWER CORP | COM | 867652406 |  | 236 | 13100 | SH |  | SOLE |  | 13100 | 0 | 0 |
| SUNRUN INC | COM | 86771W105 |  | 793 | 33000 | SH |  | SOLE |  | 33000 | 0 | 0 |
| SYNAPTICS INC | COM | 87157D109 |  | 590 | 6200 | SH |  | SOLE |  | 6200 | 0 | 0 |
| SYNOPSYS INC | COM | 871607107 |  | 2347 | 7350 | SH |  | SOLE |  | 7350 | 0 | 0 |
| SYNOVUS FINANCIAL CORP | COM | 87161C501 |  | 856 | 22800 | SH |  | SOLE |  | 22800 | 0 | 0 |
| TD SYNNEX CORP | COM | 87162W100 |  | 616 | 6502 | SH |  | SOLE |  | 6502 | 0 | 0 |
| SYNCHRONY FINANCIAL | COM | 87165B103 |  | 706 | 21499 | SH |  | SOLE |  | 21499 | 0 | 0 |
| SYNEOS HEALTH INC | COM | 87166B102 |  | 591 | 16100 | SH |  | SOLE |  | 16100 | 0 | 0 |
| SYSCO CORP | COM | 871829107 |  | 1850 | 24194 | SH |  | SOLE |  | 24194 | 0 | 0 |
| TJX COMPANIES INC | COM | 872540109 |  | 4416 | 55480 | SH |  | SOLE |  | 55480 | 0 | 0 |
| T MOBILE US INC | COM | 872590104 |  | 3997 | 28550 | SH |  | SOLE |  | 28550 | 0 | 0 |
| TAKE TWO INTERACTIVE SOFTWRE | COM | 874054109 |  | 786 | 7550 | SH |  | SOLE |  | 7550 | 0 | 0 |
| TANDEM DIABETES CARE INC | COM | 875372203 |  | 454 | 10100 | SH |  | SOLE |  | 10100 | 0 | 0 |
| TAPESTRY INC | COM | 876030107 |  | 440 | 11548 | SH |  | SOLE |  | 11548 | 0 | 0 |
| TARGET CORP | COM | 87612E106 |  | 3281 | 22016 | SH |  | SOLE |  | 22016 | 0 | 0 |
| TARGA RESOURCES CORP | COM | 87612G101 |  | 794 | 10800 | SH |  | SOLE |  | 10800 | 0 | 0 |
| TAYLOR MORRISON HOME CORP | COM | 87724P106 |  | 571 | 18800 | SH |  | SOLE |  | 18800 | 0 | 0 |
| TEGNA INC | COM | 87901J105 |  | 738 | 34834 | SH |  | SOLE |  | 34834 | 0 | 0 |
| TELEDYNE TECHNOLOGIES INC | COM | 879360105 |  | 891 | 2229 | SH |  | SOLE |  | 2229 | 0 | 0 |
| TELEFLEX INC | COM | 879369106 |  | 549 | 2200 | SH |  | SOLE |  | 2200 | 0 | 0 |
| TEMPUR SEALY INTERNATIONAL I | COM | 88023U101 |  | 948 | 27624 | SH |  | SOLE |  | 27624 | 0 | 0 |
| TENET HEALTHCARE CORP | COM | 88033G407 |  | 825 | 16900 | SH |  | SOLE |  | 16900 | 0 | 0 |
| TERADATA CORP | COM | 88076W103 |  | 555 | 16500 | SH |  | SOLE |  | 16500 | 0 | 0 |
| TERADYNE INC | COM | 880770102 |  | 646 | 7400 | SH |  | SOLE |  | 7400 | 0 | 0 |
| TEREX CORP | COM | 880779103 |  | 466 | 10900 | SH |  | SOLE |  | 10900 | 0 | 0 |
| TESLA INC | COM | 88160R101 |  | 15792 | 128200 | SH |  | SOLE |  | 128200 | 0 | 0 |
| TETRA TECH INC | COM | 88162G103 |  | 1220 | 8400 | SH |  | SOLE |  | 8400 | 0 | 0 |
| TEXAS CAPITAL BANCSHARES INC | COM | 88224Q107 |  | 482 | 8000 | SH |  | SOLE |  | 8000 | 0 | 0 |
| TEXAS INSTRUMENTS INC | COM | 882508104 |  | 7163 | 43354 | SH |  | SOLE |  | 43354 | 0 | 0 |
| TEXAS ROADHOUSE INC | COM | 882681109 |  | 973 | 10700 | SH |  | SOLE |  | 10700 | 0 | 0 |
| TEXTRON INC | COM | 883203101 |  | 705 | 9957 | SH |  | SOLE |  | 9957 | 0 | 0 |
| THERMO FISHER SCIENTIFIC INC | COM | 883556102 |  | 10332 | 18762 | SH |  | SOLE |  | 18762 | 0 | 0 |
| THOR INDUSTRIES INC | COM | 885160101 |  | 657 | 8700 | SH |  | SOLE |  | 8700 | 0 | 0 |
| 3M CO W/D | COM | 88579Y101 |  | 3166 | 26398 | SH |  | SOLE |  | 26398 | 0 | 0 |
| TIMKEN CO | COM | 887389104 |  | 747 | 10577 | SH |  | SOLE |  | 10577 | 0 | 0 |
| TOLL BROTHERS INC | COM | 889478103 |  | 864 | 17300 | SH |  | SOLE |  | 17300 | 0 | 0 |
| TOPBUILD CORP | COM | 89055F103 |  | 814 | 5200 | SH |  | SOLE |  | 5200 | 0 | 0 |
| TORO CO | COM | 891092108 |  | 1856 | 16400 | SH |  | SOLE |  | 16400 | 0 | 0 |
| TRACTOR SUPPLY COMPANY | COM | 892356106 |  | 1192 | 5300 | SH |  | SOLE |  | 5300 | 0 | 0 |
| TRANSDIGM GROUP INC | COM | 893641100 |  | 1574 | 2500 | SH |  | SOLE |  | 2500 | 0 | 0 |
| TRAVEL   LEISURE CO | COM | 894164102 |  | 488 | 13400 | SH |  | SOLE |  | 13400 | 0 | 0 |
| TRAVELERS COS INC/THE | COM | 89417E109 |  | 2096 | 11178 | SH |  | SOLE |  | 11178 | 0 | 0 |
| TREX COMPANY INC | COM | 89531P105 |  | 753 | 17800 | SH |  | SOLE |  | 17800 | 0 | 0 |
| TRIMBLE INC | COM | 896239100 |  | 597 | 11800 | SH |  | SOLE |  | 11800 | 0 | 0 |
| TRIPADVISOR INC | COM | 896945201 |  | 283 | 15728 | SH |  | SOLE |  | 15728 | 0 | 0 |
| TRUIST FINANCIAL CORP | COM | 89832Q109 |  | 2728 | 63388 | SH |  | SOLE |  | 63388 | 0 | 0 |
| TYLER TECHNOLOGIES INC | COM | 902252105 |  | 645 | 2000 | SH |  | SOLE |  | 2000 | 0 | 0 |
| TYSON FOODS INC CL A | COM | 902494103 |  | 863 | 13865 | SH |  | SOLE |  | 13865 | 0 | 0 |
| UDR INC | COM | 902653104 |  | 565 | 14600 | SH |  | SOLE |  | 14600 | 0 | 0 |
| UGI CORP | COM | 902681105 |  | 1223 | 33000 | SH |  | SOLE |  | 33000 | 0 | 0 |
| UMB FINANCIAL CORP | COM | 902788108 |  | 568 | 6800 | SH |  | SOLE |  | 6800 | 0 | 0 |
| US BANCORP | COM | 902973304 |  | 2816 | 64561 | SH |  | SOLE |  | 64561 | 0 | 0 |
| ULTA BEAUTY INC | COM | 90384S303 |  | 1126 | 2400 | SH |  | SOLE |  | 2400 | 0 | 0 |
| UMPQUA HOLDINGS CORP | COM | 904214103 |  | 609 | 34100 | SH |  | SOLE |  | 34100 | 0 | 0 |
| UNDER ARMOUR INC CLASS A | COM | 904311107 |  | 302 | 29700 | SH |  | SOLE |  | 29700 | 0 | 0 |
| UNDER ARMOUR INC CLASS C | COM | 904311206 |  | 285 | 31900 | SH |  | SOLE |  | 31900 | 0 | 0 |
| UNION PACIFIC CORP | COM | 907818108 |  | 6085 | 29388 | SH |  | SOLE |  | 29388 | 0 | 0 |
| UNITED BANKSHARES INC | COM | 909907107 |  | 862 | 21300 | SH |  | SOLE |  | 21300 | 0 | 0 |
| UNITED AIRLINES HOLDINGS INC | COM | 910047109 |  | 588 | 15600 | SH |  | SOLE |  | 15600 | 0 | 0 |
| UNITED PARCEL SERVICE CL B | COM | 911312106 |  | 6060 | 34862 | SH |  | SOLE |  | 34862 | 0 | 0 |
| UNITED RENTALS INC | COM | 911363109 |  | 1173 | 3300 | SH |  | SOLE |  | 3300 | 0 | 0 |
| UNITED STATES STEEL CORP | COM | 912909108 |  | 1027 | 41000 | SH |  | SOLE |  | 41000 | 0 | 0 |
| UNITED THERAPEUTICS CORP | COM | 91307C102 |  | 1974 | 7100 | SH |  | SOLE |  | 7100 | 0 | 0 |
| UNITEDHEALTH GROUP INC | COM | 91324P102 |  | 23657 | 44620 | SH |  | SOLE |  | 44620 | 0 | 0 |
| UNIVAR SOLUTIONS INC | COM | 91336L107 |  | 846 | 26600 | SH |  | SOLE |  | 26600 | 0 | 0 |
| UNIVERSAL DISPLAY CORP | COM | 91347P105 |  | 735 | 6800 | SH |  | SOLE |  | 6800 | 0 | 0 |
| UNIVERSAL HEALTH SERVICES B | COM | 913903100 |  | 430 | 3050 | SH |  | SOLE |  | 3050 | 0 | 0 |
| UNUM GROUP | COM | 91529Y106 |  | 1297 | 31600 | SH |  | SOLE |  | 31600 | 0 | 0 |
| VF CORP | COM | 918204108 |  | 436 | 15776 | SH |  | SOLE |  | 15776 | 0 | 0 |
| VALERO ENERGY CORP | COM | 91913Y100 |  | 2336 | 18416 | SH |  | SOLE |  | 18416 | 0 | 0 |
| VALLEY NATIONAL BANCORP | COM | 919794107 |  | 748 | 66100 | SH |  | SOLE |  | 66100 | 0 | 0 |
| VALMONT INDUSTRIES | COM | 920253101 |  | 1091 | 3300 | SH |  | SOLE |  | 3300 | 0 | 0 |
| VALVOLINE INC | COM | 92047W101 |  | 915 | 28038 | SH |  | SOLE |  | 28038 | 0 | 0 |
| VENTAS INC | COM | 92276F100 |  | 862 | 19126 | SH |  | SOLE |  | 19126 | 0 | 0 |
| VERISIGN INC | COM | 92343E102 |  | 911 | 4433 | SH |  | SOLE |  | 4433 | 0 | 0 |
| VERIZON COMMUNICATIONS INC | COM | 92343V104 |  | 7902 | 200571 | SH |  | SOLE |  | 200571 | 0 | 0 |
| VERISK ANALYTICS INC | COM | 92345Y106 |  | 1323 | 7500 | SH |  | SOLE |  | 7500 | 0 | 0 |
| VERTEX PHARMACEUTICALS INC | COM | 92532F100 |  | 3552 | 12300 | SH |  | SOLE |  | 12300 | 0 | 0 |
| VIASAT INC | COM | 92552V100 |  | 370 | 11700 | SH |  | SOLE |  | 11700 | 0 | 0 |
| PARAMOUNT GLOBAL CLASS B | COM | 92556H206 |  | 407 | 24099 | SH |  | SOLE |  | 24099 | 0 | 0 |
| VIATRIS INC | COM | 92556V106 |  | 645 | 57945 | SH |  | SOLE |  | 57945 | 0 | 0 |
| VICI PROPERTIES INC | COM | 925652109 |  | 1490 | 46000 | SH |  | SOLE |  | 46000 | 0 | 0 |
| VICOR CORP | COM | 925815102 |  | 183 | 3400 | SH |  | SOLE |  | 3400 | 0 | 0 |
| VICTORIA S SECRET   CO | COM | 926400102 |  | 469 | 13100 | SH |  | SOLE |  | 13100 | 0 | 0 |
| VISA INC CLASS A SHARES | COM | 92826C839 |  | 16212 | 78034 | SH |  | SOLE |  | 78034 | 0 | 0 |
| VISHAY INTERTECHNOLOGY INC | COM | 928298108 |  | 447 | 20714 | SH |  | SOLE |  | 20714 | 0 | 0 |
| VISTEON CORP | COM | 92839U206 |  | 576 | 4400 | SH |  | SOLE |  | 4400 | 0 | 0 |
| VONTIER CORP | COM | 928881101 |  | 489 | 25304 | SH |  | SOLE |  | 25304 | 0 | 0 |
| VORNADO REALTY TRUST | COM | 929042109 |  | 161 | 7722 | SH |  | SOLE |  | 7722 | 0 | 0 |
| VOYA FINANCIAL INC | COM | 929089100 |  | 990 | 16100 | SH |  | SOLE |  | 16100 | 0 | 0 |
| VULCAN MATERIALS CO | COM | 929160109 |  | 1107 | 6319 | SH |  | SOLE |  | 6319 | 0 | 0 |
| WEC ENERGY GROUP INC | COM | 92939U106 |  | 1411 | 15053 | SH |  | SOLE |  | 15053 | 0 | 0 |
| WABTEC CORP | COM | 929740108 |  | 868 | 8696 | SH |  | SOLE |  | 8696 | 0 | 0 |
| WALMART INC | COM | 931142103 |  | 9556 | 67393 | SH |  | SOLE |  | 67393 | 0 | 0 |
| WALGREENS BOOTS ALLIANCE INC | COM | 931427108 |  | 1280 | 34265 | SH |  | SOLE |  | 34265 | 0 | 0 |
| WARNER BROS DISCOVERY INC | COM | 934423104 |  | 1001 | 105632 | SH |  | SOLE |  | 105632 | 0 | 0 |
| WASHINGTON FEDERAL INC | COM | 938824109 |  | 346 | 10300 | SH |  | SOLE |  | 10300 | 0 | 0 |
| WASTE MANAGEMENT INC | COM | 94106L109 |  | 2803 | 17866 | SH |  | SOLE |  | 17866 | 0 | 0 |
| WATERS CORP | COM | 941848103 |  | 973 | 2840 | SH |  | SOLE |  | 2840 | 0 | 0 |
| WATSCO INC | COM | 942622200 |  | 1297 | 5200 | SH |  | SOLE |  | 5200 | 0 | 0 |
| WATTS WATER TECHNOLOGIES A | COM | 942749102 |  | 629 | 4300 | SH |  | SOLE |  | 4300 | 0 | 0 |
| WEBSTER FINANCIAL CORP | COM | 947890109 |  | 1326 | 28014 | SH |  | SOLE |  | 28014 | 0 | 0 |
| WELLS FARGO   CO | COM | 949746101 |  | 7511 | 181916 | SH |  | SOLE |  | 181916 | 0 | 0 |
| WELLTOWER INC | COM | 95040Q104 |  | 1478 | 22548 | SH |  | SOLE |  | 22548 | 0 | 0 |
| WENDY S CO/THE | COM | 95058W100 |  | 609 | 26900 | SH |  | SOLE |  | 26900 | 0 | 0 |
| WERNER ENTERPRISES INC | COM | 950755108 |  | 374 | 9300 | SH |  | SOLE |  | 9300 | 0 | 0 |
| WEST PHARMACEUTICAL SERVICES | COM | 955306105 |  | 824 | 3500 | SH |  | SOLE |  | 3500 | 0 | 0 |
| WESTERN DIGITAL CORP | COM | 958102105 |  | 480 | 15214 | SH |  | SOLE |  | 15214 | 0 | 0 |
| WESTERN UNION CO | COM | 959802109 |  | 836 | 60700 | SH |  | SOLE |  | 60700 | 0 | 0 |
| WESTLAKE CORP | COM | 960413102 |  | 554 | 5400 | SH |  | SOLE |  | 5400 | 0 | 0 |
| WESTROCK CO | COM | 96145D105 |  | 428 | 12185 | SH |  | SOLE |  | 12185 | 0 | 0 |
| WEX INC | COM | 96208T104 |  | 1162 | 7100 | SH |  | SOLE |  | 7100 | 0 | 0 |
| WEYERHAEUSER CO | COM | 962166104 |  | 1089 | 35119 | SH |  | SOLE |  | 35119 | 0 | 0 |
| WHIRLPOOL CORP | COM | 963320106 |  | 374 | 2644 | SH |  | SOLE |  | 2644 | 0 | 0 |
| WILEY (JOHN)   SONS CLASS A | COM | 968223206 |  | 272 | 6800 | SH |  | SOLE |  | 6800 | 0 | 0 |
| WILLIAMS COS INC | COM | 969457100 |  | 1912 | 58128 | SH |  | SOLE |  | 58128 | 0 | 0 |
| WILLIAMS SONOMA INC | COM | 969904101 |  | 1264 | 11000 | SH |  | SOLE |  | 11000 | 0 | 0 |
| WINGSTOP INC | COM | 974155103 |  | 647 | 4700 | SH |  | SOLE |  | 4700 | 0 | 0 |
| WINTRUST FINANCIAL CORP | COM | 97650W108 |  | 761 | 9000 | SH |  | SOLE |  | 9000 | 0 | 0 |
| WOLFSPEED INC | COM | 977852102 |  | 1339 | 19400 | SH |  | SOLE |  | 19400 | 0 | 0 |
| WOODWARD INC | COM | 980745103 |  | 918 | 9500 | SH |  | SOLE |  | 9500 | 0 | 0 |
| WORLD WRESTLING ENTERTAIN A | COM | 98156Q108 |  | 466 | 6800 | SH |  | SOLE |  | 6800 | 0 | 0 |
| WORTHINGTON INDUSTRIES | COM | 981811102 |  | 249 | 5000 | SH |  | SOLE |  | 5000 | 0 | 0 |
| WYNDHAM HOTELS   RESORTS INC | COM | 98311A105 |  | 1034 | 14500 | SH |  | SOLE |  | 14500 | 0 | 0 |
| WYNN RESORTS LTD | COM | 983134107 |  | 408 | 4944 | SH |  | SOLE |  | 4944 | 0 | 0 |
| XPO INC | COM | 983793100 |  | 596 | 17900 | SH |  | SOLE |  | 17900 | 0 | 0 |
| XCEL ENERGY INC | COM | 98389B100 |  | 1835 | 26178 | SH |  | SOLE |  | 26178 | 0 | 0 |
| XYLEM INC | COM | 98419M100 |  | 951 | 8605 | SH |  | SOLE |  | 8605 | 0 | 0 |
| XEROX HOLDINGS CORP | COM | 98421M106 |  | 273 | 18715 | SH |  | SOLE |  | 18715 | 0 | 0 |
| YETI HOLDINGS INC | COM | 98585X104 |  | 558 | 13500 | SH |  | SOLE |  | 13500 | 0 | 0 |
| YUM  BRANDS INC | COM | 988498101 |  | 1725 | 13472 | SH |  | SOLE |  | 13472 | 0 | 0 |
| ZEBRA TECHNOLOGIES CORP CL A | COM | 989207105 |  | 628 | 2450 | SH |  | SOLE |  | 2450 | 0 | 0 |
| ZIMMER BIOMET HOLDINGS INC | COM | 98956P102 |  | 1278 | 10022 | SH |  | SOLE |  | 10022 | 0 | 0 |
| ZIONS BANCORP NA | COM | 989701107 |  | 353 | 7172 | SH |  | SOLE |  | 7172 | 0 | 0 |
| ZOETIS INC | COM | 98978V103 |  | 3264 | 22275 | SH |  | SOLE |  | 22275 | 0 | 0 |
| ADIENT PLC | COM | G0084W101 |  | 517 | 14900 | SH |  | SOLE |  | 14900 | 0 | 0 |
| ALLEGION PLC | COM | G0176J109 |  | 440 | 4182 | SH |  | SOLE |  | 4182 | 0 | 0 |
| AMCOR PLC | COM | G0250X107 |  | 847 | 71150 | SH |  | SOLE |  | 71150 | 0 | 0 |
| AON PLC CLASS A | COM | G0403H108 |  | 2955 | 9845 | SH |  | SOLE |  | 9845 | 0 | 0 |
| ARCH CAPITAL GROUP LTD | COM | G0450A105 |  | 1111 | 17700 | SH |  | SOLE |  | 17700 | 0 | 0 |
| ACCENTURE PLC CL A | COM | G1151C101 |  | 8019 | 30050 | SH |  | SOLE |  | 30050 | 0 | 0 |
| CAPRI HOLDINGS LTD | COM | G1890L107 |  | 1175 | 20500 | SH |  | SOLE |  | 20500 | 0 | 0 |
| EATON CORP PLC | COM | G29183103 |  | 2976 | 18960 | SH |  | SOLE |  | 18960 | 0 | 0 |
| ESSENT GROUP LTD | COM | G3198U102 |  | 657 | 16900 | SH |  | SOLE |  | 16900 | 0 | 0 |
| EVEREST RE GROUP LTD | COM | G3223R108 |  | 629 | 1900 | SH |  | SOLE |  | 1900 | 0 | 0 |
| GENPACT LTD | COM | G3922B107 |  | 1241 | 26800 | SH |  | SOLE |  | 26800 | 0 | 0 |
| HELEN OF TROY LTD | COM | G4388N106 |  | 410 | 3700 | SH |  | SOLE |  | 3700 | 0 | 0 |
| JANUS HENDERSON GROUP PLC | COM | G4474Y214 |  | 487 | 20688 | SH |  | SOLE |  | 20688 | 0 | 0 |
| INVESCO LTD | COM | G491BT108 |  | 391 | 21714 | SH |  | SOLE |  | 21714 | 0 | 0 |
| JAZZ PHARMACEUTICALS PLC | COM | G50871105 |  | 1561 | 9800 | SH |  | SOLE |  | 9800 | 0 | 0 |
| JOHNSON CONTROLS INTERNATION | COM | G51502105 |  | 2106 | 32913 | SH |  | SOLE |  | 32913 | 0 | 0 |
| LINDE PLC | COM | G5494J103 |  | 7710 | 23636 | SH |  | SOLE |  | 23636 | 0 | 0 |
| LIVANOVA PLC | COM | G5509L101 |  | 467 | 8400 | SH |  | SOLE |  | 8400 | 0 | 0 |
| MEDTRONIC PLC | COM | G5960L103 |  | 4934 | 63487 | SH |  | SOLE |  | 63487 | 0 | 0 |
| APTIV PLC | COM | G6095L109 |  | 1201 | 12900 | SH |  | SOLE |  | 12900 | 0 | 0 |
| NORWEGIAN CRUISE LINE HOLDIN | COM | G66721104 |  | 246 | 20100 | SH |  | SOLE |  | 20100 | 0 | 0 |
| NVENT ELECTRIC PLC | COM | G6700G107 |  | 1004 | 26100 | SH |  | SOLE |  | 26100 | 0 | 0 |
| RENAISSANCERE HOLDINGS LTD | COM | G7496G103 |  | 1280 | 6947 | SH |  | SOLE |  | 6947 | 0 | 0 |
| SEAGATE TECHNOLOGY HOLDINGS | COM | G7997R103 |  | 481 | 9150 | SH |  | SOLE |  | 9150 | 0 | 0 |
| PENTAIR PLC | COM | G7S00T104 |  | 351 | 7814 | SH |  | SOLE |  | 7814 | 0 | 0 |
| STERIS PLC | COM | G8473T100 |  | 877 | 4750 | SH |  | SOLE |  | 4750 | 0 | 0 |
| TRANE TECHNOLOGIES PLC | COM | G8994E103 |  | 1840 | 10948 | SH |  | SOLE |  | 10948 | 0 | 0 |
| WILLIS TOWERS WATSON PLC | COM | G96629103 |  | 1272 | 5200 | SH |  | SOLE |  | 5200 | 0 | 0 |
| PERRIGO CO PLC | COM | G97822103 |  | 723 | 21200 | SH |  | SOLE |  | 21200 | 0 | 0 |
| CHUBB LTD | COM | H1467J104 |  | 4376 | 19837 | SH |  | SOLE |  | 19837 | 0 | 0 |
| GARMIN LTD | COM | H2906T109 |  | 678 | 7350 | SH |  | SOLE |  | 7350 | 0 | 0 |
| TE CONNECTIVITY LTD | COM | H84989104 |  | 1739 | 15150 | SH |  | SOLE |  | 15150 | 0 | 0 |
| LYONDELLBASELL INDU CL A | COM | N53745100 |  | 1009 | 12150 | SH |  | SOLE |  | 12150 | 0 | 0 |
| NXP SEMICONDUCTORS NV | COM | N6596X109 |  | 1960 | 12400 | SH |  | SOLE |  | 12400 | 0 | 0 |
| ROYAL CARIBBEAN CRUISES LTD | COM | V7780T103 |  | 517 | 10450 | SH |  | SOLE |  | 10450 | 0 | 0 |

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