Form NPORT-P Lattice Strategies Trust For: Sep 30

  
    NPORT-P
    false
    
      
      
        
          0001605803
          XXXXXXXX
        
      
      
      
      
        S000071195
        C000225983
      
      
      
    
  
  
    
      Lattice Strategies Trust
      811-23002
      0001605803
      549300X74R262ISYFF63
      690 Lee Road
      Wayne
      
      19087
      610-386-4068
      Hartford Longevity Economy ETF
      S000071195
      549300WLYRAMZGXIP996
      2021-09-30
      2021-09-30
      N
    
    
      25250008.50
      249129.68
      25000878.82
      0.00000000
      0.00000000
      0.00000000
      0.00000000
      0.00000000
      0.00000000
      0.00000000
      0.00000000
      0.00000000
      0.00000000
      0.00000000
      0.00000000
      0.00000000
      4550.21000000
      
        
      
      N
      
        
          
        
        
        
        
      
      
      
      
      
      
    
    
      
        Discover Financial Services
        Z1YLO2USPORE63VVUL20
        
        254709108
        
          
        
        118.00000000
        NS
        USD
        14496.30000000
        0.057983161729
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Revolve Group Inc
        N/A
        
        76156B107
        
          
        
        1563.00000000
        NS
        USD
        96546.51000000
        0.386172464956
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Nexstar Media Group Inc
        52990083ZRR5UT591988
        
        65336K103
        
          
        
        137.00000000
        NS
        USD
        20818.52000000
        0.083271152785
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Charles River Laboratories International Inc
        549300BSQ0R4UZ5KX287
        
        159864107
        
          
        
        75.00000000
        NS
        USD
        30950.25000000
        0.123796648201
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Jabil Inc
        5493000CGCQY2OQU7669
        
        466313103
        
          
        
        1365.00000000
        NS
        USD
        79675.05000000
        0.318688997189
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Plexus Corp
        549300W7HCBI5YT25I79
        
        729132100
        
          
        
        121.00000000
        NS
        USD
        10818.61000000
        0.043272918835
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        salesforce.com Inc
        RCGZFPDMRW58VJ54VR07
        
        79466L302
        
          
        
        246.00000000
        NS
        USD
        66720.12000000
        0.266871098733
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Intuit Inc
        VI90HBPH7XSFMB9E4M29
        
        461202103
        
          
        
        252.00000000
        NS
        USD
        135956.52000000
        0.543806963662
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        First Interstate BancSystem Inc
        549300WRWYTYX0RCNJ43
        
        32055Y201
        
          
        
        350.00000000
        NS
        USD
        14091.00000000
        0.056362018717
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        TTM Technologies Inc
        549300SC4BDOIS008048
        
        87305R109
        
          
        
        1829.00000000
        NS
        USD
        22990.53000000
        0.091958887387
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        L3Harris Technologies Inc
        549300UTE50ZMDBG8A20
        
        502431109
        
          
        
        224.00000000
        NS
        USD
        49333.76000000
        0.197328103364
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        BlackRock Inc
        549300LRIF3NWCU26A80
        
        09247X101
        
          
        
        9.00000000
        NS
        USD
        7547.94000000
        0.030190698712
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Dollar General Corp
        OPX52SQVOZI8IVSWYU66
        
        256677105
        
          
        
        432.00000000
        NS
        USD
        91644.48000000
        0.366565034212
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        DISH Network Corp
        529900U350CWHH15G169
        
        25470M109
        
          
        
        269.00000000
        NS
        USD
        11690.74000000
        0.046761316208
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Fidelity National Financial Inc
        549300CAZYIH39SYQ287
        
        31620R303
        
          
        
        140.00000000
        NS
        USD
        6347.60000000
        0.025389507487
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        American Electric Power Co Inc
        1B4S6S7G0TW5EE83BO58
        
        025537101
        
          
        
        171.00000000
        NS
        USD
        13881.78000000
        0.055525168134
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        General Motors Co
        54930070NSV60J38I987
        
        37045V100
        
          
        
        2917.00000000
        NS
        USD
        153755.07000000
        0.614998661075
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Western Digital Corp
        549300QQXOOYEF89IC56
        
        958102105
        
          
        
        900.00000000
        NS
        USD
        50796.00000000
        0.203176857764
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Twitter Inc
        549300I8RX485XMK6836
        
        90184L102
        
          
        
        2147.00000000
        NS
        USD
        129657.33000000
        0.518611089368
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Safety Insurance Group Inc
        254900LDCFLA3J746840
        
        78648T100
        
          
        
        63.00000000
        NS
        USD
        4992.75000000
        0.019970297988
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Welltower Inc
        T6IZ0MBEG5ACZDTR7D06
        
        95040Q104
        
          
        
        728.00000000
        NS
        USD
        59987.20000000
        0.239940365424
        Long
        EC
        
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Fidelity Investments
        549300FQDFZGLUOCWN51
        
        31607A703
        
          
        
        15204.68000000
        NS
        USD
        15204.68000000
        0.060816582126
        Long
        STIV
        RF
        US
        N
        
        1
        
          
          N
          N
        
      
      
        Jack Henry & Associates Inc
        529900X1QS8C54W0JB21
        
        426281101
        
          
        
        118.00000000
        NS
        USD
        19359.08000000
        0.077433597992
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Bumble Inc
        N/A
        
        12047B105
        
          
        
        1565.00000000
        NS
        USD
        78218.70000000
        0.312863801961
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Vertex Pharmaceuticals Inc
        54930015RAQRRZ5ZGJ91
        
        92532F100
        
          
        
        338.00000000
        NS
        USD
        61309.82000000
        0.245230659455
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Sirius XM Holdings Inc
        54930055RWDMVXAGZK98
        
        82968B103
        
          
        
        6849.00000000
        NS
        USD
        41778.90000000
        0.167109725625
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          
        
      
      
        Liberty Broadband Corp
        549300MIX43II8JLN536
        
        530307305
        
          
        
        48.00000000
        NS
        USD
        8289.60000000
        0.033157234430
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Kontoor Brands Inc
        549300M0CPXV65RFF271
        
        50050N103
        
          
        
        1010.00000000
        NS
        USD
        50449.50000000
        0.201790906484
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Mercury General Corp
        5493001Q9EXPCEL4W527
        
        589400100
        
          
        
        1462.00000000
        NS
        USD
        81389.54000000
        0.325546716121
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Johnson & Johnson
        549300G0CFPGEF6X2043
        
        478160104
        
          
        
        1249.00000000
        NS
        USD
        201713.50000000
        0.806825637819
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        McDonald's Corp
        UE2136O97NLB5BYP9H04
        
        580135101
        
          
        
        286.00000000
        NS
        USD
        68957.46000000
        0.275820144149
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        NetApp Inc
        QTX3D84DZDD5JYOCYH15
        
        64110D104
        
          
        
        2294.00000000
        NS
        USD
        205909.44000000
        0.823608807844
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        UnitedHealth Group Inc
        549300GHBMY8T5GXDE41
        
        91324P102
        
          
        
        527.00000000
        NS
        USD
        205919.98000000
        0.823650966362
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Clorox Co/The
        54930044KVSC06Z79I06
        
        189054109
        
          
        
        140.00000000
        NS
        USD
        23185.40000000
        0.092738339987
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Synaptics Inc
        549300AJ3LI4FWNRQX29
        
        87157D109
        
          
        
        187.00000000
        NS
        USD
        33609.51000000
        0.134433314292
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Prestige Consumer Healthcare Inc
        N/A
        
        74112D101
        
          
        
        1225.00000000
        NS
        USD
        68734.75000000
        0.274929335464
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Wells Fargo & Co
        PBLD0EJDB5FWOLXP3B76
        
        949746101
        
          
        
        1327.00000000
        NS
        USD
        61586.07000000
        0.246335620613
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Yelp Inc
        5299007OU2DOSXPQBO35
        
        985817105
        
          
        
        5623.00000000
        NS
        USD
        209400.52000000
        0.837572636976
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Northern Trust Corp
        549300GLF98S992BC502
        
        665859104
        
          
        
        493.00000000
        NS
        USD
        53150.33000000
        0.212593846731
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        News Corp
        549300ITS31QK8VRBQ14
        
        65249B109
        
          
        
        1160.00000000
        NS
        USD
        27294.80000000
        0.109175362180
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        PerkinElmer Inc
        549300IKL1SDPFI7N655
        
        714046109
        
          
        
        74.00000000
        NS
        USD
        12823.46000000
        0.051292036941
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Hill-Rom Holdings Inc
        JLZ01A0E2071OH26RE45
        
        431475102
        
          
        
        740.00000000
        NS
        USD
        111000.00000000
        0.443984392705
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Hilton Worldwide Holdings Inc
        549300HVGPK36ICB0B89
        
        43300A203
        
          
        
        128.00000000
        NS
        USD
        16910.08000000
        0.067637942336
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        General Mills Inc
        2TGYMUGI08PO8X8L6150
        
        370334104
        
          
        
        111.00000000
        NS
        USD
        6640.02000000
        0.026559146371
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        DR Horton Inc
        529900ZIUEYVSB8QDD25
        
        23331A109
        
          
        
        570.00000000
        NS
        USD
        47862.90000000
        0.191444870176
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Paychex Inc
        529900K900DW6SUBM174
        
        704326107
        
          
        
        1192.00000000
        NS
        USD
        134040.40000000
        0.536142753081
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        AbbVie Inc
        FR5LCKFTG8054YNNRU85
        
        00287Y109
        
          
        
        1811.00000000
        NS
        USD
        195352.57000000
        0.781382812206
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Tractor Supply Co
        549300OJ9VZHZRO6I137
        
        892356106
        
          
        
        585.00000000
        NS
        USD
        118526.85000000
        0.474090734383
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Universal Health Services Inc
        549300YGMGQDO0NMJD09
        
        913903100
        
          
        
        174.00000000
        NS
        USD
        24076.38000000
        0.096302134710
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Super Micro Computer Inc
        54930022CZO1N2UGVW07
        
        86800U104
        
          
        
        2795.00000000
        NS
        USD
        102213.15000000
        0.408838228191
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Seagate Technology Holdings PLC
        635400RUXIFEZSRU8X70
        
        000000000
        
          
        
        2242.00000000
        NS
        USD
        185009.84000000
        0.740013346458
        Long
        EC
        CORP
        IE
        
        N
        
        1
        
          N
          N
          N
        
      
      
        Ventas Inc
        ORQTRC074CWLT3DKHT41
        
        92276F100
        
          
        
        738.00000000
        NS
        USD
        40744.98000000
        0.162974191000
        Long
        EC
        
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Groupon Inc
        5299005W5W1R5POQJL03
        
        399473206
        
          
        
        2201.00000000
        NS
        USD
        50204.81000000
        0.200812180889
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        CDK Global Inc
        5493000L10CYRTHIJ385
        
        12508E101
        
          
        
        2465.00000000
        NS
        USD
        104885.75000000
        0.419528252407
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Thermo Fisher Scientific Inc
        HCHV7422L5HDJZCRFL38
        
        883556102
        
          
        
        63.00000000
        NS
        USD
        35993.79000000
        0.143970099047
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Costco Wholesale Corp
        29DX7H14B9S6O3FD6V18
        
        22160K105
        
          
        
        43.00000000
        NS
        USD
        19322.05000000
        0.077285483198
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        ExlService Holdings Inc
        81E3DTNF6OSH489ZOV15
        
        302081104
        
          
        
        569.00000000
        NS
        USD
        70055.28000000
        0.280211269789
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Western Union Co/The
        28ID94QU1140NC23S047
        
        959802109
        
          
        
        5876.00000000
        NS
        USD
        118812.72000000
        0.475234174188
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        eBay Inc
        OML71K8X303XQONU6T67
        
        278642103
        
          
        
        3537.00000000
        NS
        USD
        246422.79000000
        0.985656511413
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Methode Electronics Inc
        529900VM413LGLUS3F07
        
        591520200
        
          
        
        1471.00000000
        NS
        USD
        61855.55000000
        0.247413502722
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Arch Capital Group Ltd
        549300AYR4P8AFKDCE43
        
        000000000
        
          
        
        279.00000000
        NS
        USD
        10652.22000000
        0.042607382231
        Long
        EC
        CORP
        BM
        
        N
        
        1
        
          N
          N
          N
        
      
      
        OceanFirst Financial Corp
        N/A
        
        675234108
        
          
        
        361.00000000
        NS
        USD
        7729.01000000
        0.030914953252
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Agilent Technologies Inc
        QUIX8Y7A2WP0XRMW7G29
        
        00846U101
        
          
        
        675.00000000
        NS
        USD
        106332.75000000
        0.425316048949
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Micron Technology Inc
        B3DXGBC8GAIYWI2Z0172
        
        595112103
        
          
        
        1019.00000000
        NS
        USD
        72328.62000000
        0.289304310143
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        H&R Block Inc
        549300CE3KUCWLZBG404
        
        093671105
        
          
        
        1993.00000000
        NS
        USD
        49825.00000000
        0.199292994293
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        First American Financial Corp
        549300B6VEZK3N0A1P55
        
        31847R102
        
          
        
        59.00000000
        NS
        USD
        3955.95000000
        0.015823243768
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Citigroup Inc
        6SHGI4ZSSLCXXQSBB395
        
        172967424
        
          
        
        2642.00000000
        NS
        USD
        185415.56000000
        0.741636169412
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Walgreens Boots Alliance Inc
        549300RPTUOIXG4LIH86
        
        931427108
        
          
        
        809.00000000
        NS
        USD
        38063.45000000
        0.152248448040
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Polaris Inc
        549300QJSN8UVWN1EI78
        
        731068102
        
          
        
        176.00000000
        NS
        USD
        21060.16000000
        0.084237678809
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        PNC Financial Services Group Inc/The
        CFGNEKW0P8842LEUIA51
        
        693475105
        
          
        
        385.00000000
        NS
        USD
        75321.40000000
        0.301275009339
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        General Dynamics Corp
        9C1X8XOOTYY2FNYTVH06
        
        369550108
        
          
        
        467.00000000
        NS
        USD
        91546.01000000
        0.366171168058
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Red Rock Resorts Inc
        N/A
        
        75700L108
        
          
        
        733.00000000
        NS
        USD
        37544.26000000
        0.150171761042
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        First Horizon Corp
        TF3RXI1ZB1TQ30H9JV10
        
        320517105
        
          
        
        131.00000000
        NS
        USD
        2133.99000000
        0.008535659947
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Comcast Corp
        51M0QTTNCGUN7KFCFZ59
        
        20030N101
        
          
        
        3046.00000000
        NS
        USD
        170362.78000000
        0.681427165927
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Qorvo Inc
        254900YAUJV2EUEVBR11
        
        74736K101
        
          
        
        318.00000000
        NS
        USD
        53166.42000000
        0.212658204468
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Moody's Corp
        549300GCEDD8YCF5WU84
        
        615369105
        
          
        
        68.00000000
        NS
        USD
        24147.48000000
        0.096586524713
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Fox Corp
        549300DDU6FDRBIELS05
        
        35137L105
        
          
        
        1635.00000000
        NS
        USD
        65579.85000000
        0.262310179062
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Dropbox Inc
        549300JCDF7UAR6TJR51
        
        26210C104
        
          
        
        1292.00000000
        NS
        USD
        37752.24000000
        0.151003651798
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        InterDigital Inc
        N/A
        
        45867G101
        
          
        
        550.00000000
        NS
        USD
        37301.00000000
        0.149198755245
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        SYNNEX Corp
        5493004HI6PFLF46NS53
        
        87162W100
        
          
        
        723.00000000
        NS
        USD
        75264.30000000
        0.301046617368
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Bruker Corp
        LEBZ6VLQ6I8XB1NHVY15
        
        116794108
        
          
        
        346.00000000
        NS
        USD
        27022.60000000
        0.108086600453
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        QuinStreet Inc
        549300TP8MFBFPOS4Y78
        
        74874Q100
        
          
        
        9923.00000000
        NS
        USD
        174247.88000000
        0.696967019657
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        PPL Corp
        9N3UAJSNOUXFKQLF3V18
        
        69351T106
        
          
        
        29.00000000
        NS
        USD
        808.52000000
        0.003233966317
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Exelon Corp
        3SOUA6IRML7435B56G12
        
        30161N101
        
          
        
        963.00000000
        NS
        USD
        46551.42000000
        0.186199134579
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Winnebago Industries Inc
        549300B7OYKYJLTE3G11
        
        974637100
        
          
        
        185.00000000
        NS
        USD
        13403.25000000
        0.053611115419
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Telephone and Data Systems Inc
        N/A
        
        879433829
        
          
        
        3688.00000000
        NS
        USD
        71916.00000000
        0.287653888160
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Medtronic PLC
        549300GX3ZBSQWUXY261
        
        000000000
        
          
        
        801.00000000
        NS
        USD
        100405.35000000
        0.401607282379
        Long
        EC
        CORP
        IE
        
        N
        
        1
        
          N
          N
          N
        
      
      
        Madison Square Garden Sports Corp
        N/A
        
        55825T103
        
          
        
        170.00000000
        NS
        USD
        31611.50000000
        0.126441555225
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Vail Resorts Inc
        529900PSZHRNU9HKH870
        
        91879Q109
        
          
        
        104.00000000
        NS
        USD
        34741.20000000
        0.138959915169
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Qurate Retail Inc
        549300PSXEKU4PHLCR04
        
        74915M100
        
          
        
        17349.00000000
        NS
        USD
        176786.31000000
        0.707120382738
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        ZoomInfo Technologies Inc
        N/A
        
        98980F104
        
          
        
        353.00000000
        NS
        USD
        21600.07000000
        0.086397242894
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Advanced Micro Devices Inc
        R2I72C950HOYXII45366
        
        007903107
        
          
        
        198.00000000
        NS
        USD
        20374.20000000
        0.081493935259
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Wayfair Inc
        54930027N9ZAVYFDHK53
        
        94419L101
        
          
        
        376.00000000
        NS
        USD
        96071.76000000
        0.384273531709
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Churchill Downs Inc
        529900FODTBQC8MIS994
        
        171484108
        
          
        
        39.00000000
        NS
        USD
        9363.12000000
        0.037451163486
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Athene Holding Ltd
        549300H316CT32FQXI76
        
        000000000
        
          
        
        439.00000000
        NS
        USD
        30233.93000000
        0.120931468920
        Long
        EC
        CORP
        BM
        
        N
        
        1
        
          N
          N
          N
        
      
      
        Texas Instruments Inc
        WDJNR2L6D8RWOEB8T652
        
        882508104
        
          
        
        1025.00000000
        NS
        USD
        197015.25000000
        0.788033298423
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Centene Corp
        549300Z7JJ4TQSQGT333
        
        15135B101
        
          
        
        766.00000000
        NS
        USD
        47729.46000000
        0.190911128939
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Maximus Inc
        549300DQCDS8HJ7QF202
        
        577933104
        
          
        
        1497.00000000
        NS
        USD
        124550.40000000
        0.498184087434
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Dell Technologies Inc
        549300TJB5YBRUPOG437
        
        24703L202
        
          
        
        2255.00000000
        NS
        USD
        234610.20000000
        0.938407812337
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Alphabet Inc
        5493006MHB84DD0ZWV18
        
        02079K305
        
          
        
        89.00000000
        NS
        USD
        237943.28000000
        0.951739663685
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Estee Lauder Cos Inc/The
        549300VFZ8XJ9NUPU221
        
        518439104
        
          
        
        144.00000000
        NS
        USD
        43189.92000000
        0.172753607226
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Trustmark Corp
        5493000HPQ4D2RZ79739
        
        898402102
        
          
        
        632.00000000
        NS
        USD
        20363.04000000
        0.081449296829
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Microchip Technology Inc
        5493007PTFULNYZJ1R12
        
        595017104
        
          
        
        67.00000000
        NS
        USD
        10283.83000000
        0.041133874029
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        NuVasive Inc
        549300C5ZB4NZ6TWM881
        
        670704105
        
          
        
        197.00000000
        NS
        USD
        11790.45000000
        0.047160142188
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Premier Inc
        N/A
        
        74051N102
        
          
        
        2267.00000000
        NS
        USD
        87868.92000000
        0.351463325080
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Visa Inc
        549300JZ4OKEHW3DPJ59
        
        92826C839
        
          
        
        178.00000000
        NS
        USD
        39649.50000000
        0.158592425032
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Hewlett Packard Enterprise Co
        549300BX44RGX6ANDV88
        
        42824C109
        
          
        
        13822.00000000
        NS
        USD
        196963.50000000
        0.787826305699
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Southern Co/The
        549300FC3G3YU2FBZD92
        
        842587107
        
          
        
        280.00000000
        NS
        USD
        17351.60000000
        0.069403960256
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        USANA Health Sciences Inc
        549300YTURXE814MAH96
        
        90328M107
        
          
        
        126.00000000
        NS
        USD
        11617.20000000
        0.046467166548
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Zoetis Inc
        549300HD9Q1LOC9KLJ48
        
        98978V103
        
          
        
        534.00000000
        NS
        USD
        103670.76000000
        0.414668463242
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Boston Scientific Corp
        Y6ZDD9FP4P8JSSJMW954
        
        101137107
        
          
        
        594.00000000
        NS
        USD
        25773.66000000
        0.103091016062
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Zimmer Biomet Holdings Inc
        2P2YLDVPES3BXQ1FRB91
        
        98956P102
        
          
        
        473.00000000
        NS
        USD
        69228.28000000
        0.276903386070
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        TripAdvisor Inc
        549300XVG45PT5BART17
        
        896945201
        
          
        
        281.00000000
        NS
        USD
        9511.85000000
        0.038046062574
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        CONMED Corp
        Z6C0YCECH9DCU5ZIQW84
        
        207410101
        
          
        
        68.00000000
        NS
        USD
        8896.44000000
        0.035584509104
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        ResMed Inc
        529900T3QE5253CCXF22
        
        761152107
        
          
        
        124.00000000
        NS
        USD
        32680.20000000
        0.130716204959
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Anthem Inc
        8MYN82XMYQH89CTMTH67
        
        036752103
        
          
        
        625.00000000
        NS
        USD
        233000.00000000
        0.931967238742
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        NXP Semiconductors NV
        724500M9BY5293JDF951
        
        000000000
        
          
        
        260.00000000
        NS
        USD
        50926.20000000
        0.203697639457
        Long
        EC
        CORP
        NL
        
        N
        
        1
        
          N
          N
          N
        
      
      
        Raymond James Financial Inc
        RGUZHJ05YTITL6D76949
        
        754730109
        
          
        
        1326.00000000
        NS
        USD
        122363.28000000
        0.489435914957
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Edison International
        549300I7ROF15MAEVP56
        
        281020107
        
          
        
        46.00000000
        NS
        USD
        2551.62000000
        0.010206121226
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Procter & Gamble Co/The
        2572IBTT8CCZW6AU4141
        
        742718109
        
          
        
        450.00000000
        NS
        USD
        62910.00000000
        0.251631154460
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Akamai Technologies Inc
        OC1LZNN2LF5WTJ5RIL89
        
        00971T101
        
          
        
        99.00000000
        NS
        USD
        10354.41000000
        0.041416184105
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        State Street Corp
        549300ZFEEJ2IP5VME73
        
        857477103
        
          
        
        125.00000000
        NS
        USD
        10590.00000000
        0.042358510979
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Lockheed Martin Corp
        DPRBOZP0K5RM2YE8UU08
        
        539830109
        
          
        
        345.00000000
        NS
        USD
        119059.50000000
        0.476221259489
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Dolby Laboratories Inc
        549300X04FB2QPCJ5J24
        
        25659T107
        
          
        
        2087.00000000
        NS
        USD
        183656.00000000
        0.734598176817
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Lowe's Cos Inc
        WAFCR4OKGSC504WU3E95
        
        548661107
        
          
        
        917.00000000
        NS
        USD
        186022.62000000
        0.744064324055
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Old Dominion Freight Line Inc
        5299009TWK32WE417T96
        
        679580100
        
          
        
        59.00000000
        NS
        USD
        16872.82000000
        0.067488907575
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Rent-A-Center Inc/TX
        529900QUHE15UQNCCJ63
        
        76009N100
        
          
        
        702.00000000
        NS
        USD
        39459.42000000
        0.157832131758
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        CDW Corp/DE
        9845001B052ABF0B6755
        
        12514G108
        
          
        
        444.00000000
        NS
        USD
        80816.88000000
        0.323256156640
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Microsoft Corp
        INR2EJN1ERAN0W5ZP974
        
        594918104
        
          
        
        769.00000000
        NS
        USD
        216796.48000000
        0.867155437058
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Change Healthcare Inc
        549300GS1BPJEDOZHM07
        
        15912K100
        
          
        
        1479.00000000
        NS
        USD
        30970.26000000
        0.123876685387
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Tyson Foods Inc
        WD6L6041MNRW1JE49D58
        
        902494103
        
          
        
        1625.00000000
        NS
        USD
        128277.50000000
        0.513091963380
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Becton Dickinson and Co
        ICE2EP6D98PQUILVRZ91
        
        075887109
        
          
        
        325.00000000
        NS
        USD
        79891.50000000
        0.319554766755
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Goldman Sachs Financial Square Funds - Government Fund
        549300BRJMXN4GUWZ402
        
        38141W273
        
          
        
        201579.61000000
        NS
        USD
        201579.61000000
        0.806290096645
        Long
        STIV
        RF
        US
        N
        
        1
        
          
          N
          N
        
      
      
        Aaron's Co Inc/The
        N/A
        
        00258W108
        
          
        
        1171.00000000
        NS
        USD
        32249.34000000
        0.128992825541
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Dollar Tree Inc
        549300PMSTQITB1WHR43
        
        256746108
        
          
        
        611.00000000
        NS
        USD
        58484.92000000
        0.233931456654
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Lions Gate Entertainment Corp
        5493000JSMHPHZURLM72
        
        535919401
        
          
        
        3089.00000000
        NS
        USD
        43832.91000000
        0.175325476818
        Long
        EC
        CORP
        CA
        
        N
        
        1
        
          N
          N
          N
        
      
      
        IQVIA Holdings Inc
        549300W3R20NM4KQPH86
        
        46266C105
        
          
        
        239.00000000
        NS
        USD
        57250.06000000
        0.228992190283
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Houlihan Lokey Inc
        549300S3CNGTQ1QZVY46
        
        441593100
        
          
        
        230.00000000
        NS
        USD
        21183.00000000
        0.084729021537
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Intercontinental Exchange Inc
        5493000F4ZO33MV32P92
        
        45866F104
        
          
        
        35.00000000
        NS
        USD
        4018.70000000
        0.016074234945
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Invesco Government & Agency Portfolio
        5493007T1J7WZ5QI1A47
        
        825252885
        
          
        
        11009.38000000
        NS
        USD
        11009.38000000
        0.044035972012
        Long
        STIV
        RF
        US
        N
        
        1
        
          
          N
          N
        
      
      
        Kellogg Co
        LONOZNOJYIBXOHXWDB86
        
        487836108
        
          
        
        390.00000000
        NS
        USD
        24928.80000000
        0.099711694854
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Stryker Corp
        5493002F0SC4JTBU5137
        
        863667101
        
          
        
        400.00000000
        NS
        USD
        105488.00000000
        0.421937167727
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Huntington Ingalls Industries Inc
        5TZLZ6WJTBVJ0QWBG121
        
        446413106
        
          
        
        527.00000000
        NS
        USD
        101742.62000000
        0.406956174350
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        NVIDIA Corp
        549300S4KLFTLO7GSQ80
        
        67066G104
        
          
        
        215.00000000
        NS
        USD
        44539.40000000
        0.178151337481
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Best Buy Co Inc
        HL5XPTVRV0O8TUN5LL90
        
        086516101
        
          
        
        1152.00000000
        NS
        USD
        121777.92000000
        0.487094557262
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Adobe Inc
        FU4LY2G4933NH2E1CP29
        
        00724F101
        
          
        
        212.00000000
        NS
        USD
        122052.64000000
        0.488193398635
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        KeyCorp
        RKPI3RZGV1V1FJTH5T61
        
        493267108
        
          
        
        1610.00000000
        NS
        USD
        34808.20000000
        0.139227905749
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        La-Z-Boy Inc
        549300WNO1WMN9ZG2519
        
        505336107
        
          
        
        24.00000000
        NS
        USD
        773.52000000
        0.003093971238
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Entergy Corp
        4XM3TW50JULSLG8BNC79
        
        29364G103
        
          
        
        231.00000000
        NS
        USD
        22940.61000000
        0.091759214406
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Citrix Systems Inc
        HCTKJGUQOPZ5NBK7NP58
        
        177376100
        
          
        
        36.00000000
        NS
        USD
        3865.32000000
        0.015460736511
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Cigna Corp
        549300VIWYMSIGT1U456
        
        125523100
        
          
        
        646.00000000
        NS
        USD
        129303.36000000
        0.517195259138
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        M&T Bank Corp
        549300WYXDDBYRASEG81
        
        55261F104
        
          
        
        84.00000000
        NS
        USD
        12544.56000000
        0.050176476156
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        CVS Health Corp
        549300EJG376EN5NQE29
        
        126650100
        
          
        
        2422.00000000
        NS
        USD
        205530.92000000
        0.822094781066
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        World Wrestling Entertainment Inc
        549300WZVLSCS3L4L698
        
        98156Q108
        
          
        
        2678.00000000
        NS
        USD
        150664.28000000
        0.602635935659
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Walt Disney Co/The
        549300GZKULIZ0WOW665
        
        254687106
        
          
        
        647.00000000
        NS
        USD
        109452.99000000
        0.437796570224
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        John Wiley & Sons Inc
        5493003XM719UN7E8P64
        
        968223206
        
          
        
        22.00000000
        NS
        USD
        1148.62000000
        0.004594318496
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Everi Holdings Inc
        5299006DK5S7BG10K532
        
        30034T103
        
          
        
        956.00000000
        NS
        USD
        23116.08000000
        0.092461069734
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        CSG Systems International Inc
        549300D7FJZUOHHXUA81
        
        126349109
        
          
        
        3230.00000000
        NS
        USD
        155686.00000000
        0.622722109574
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Garmin Ltd
        2549001E0HIPIJQ0W046
        
        000000000
        
          
        
        732.00000000
        NS
        USD
        113796.72000000
        0.455170879469
        Long
        EC
        CORP
        CH
        
        N
        
        1
        
          N
          N
          N
        
      
      
        Target Corp
        8WDDFXB5T1Z6J0XC1L66
        
        87612E106
        
          
        
        767.00000000
        NS
        USD
        175466.59000000
        0.701841688299
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Dick's Sporting Goods Inc
        529900SSBV5I4LWSK313
        
        253393102
        
          
        
        411.00000000
        NS
        USD
        49225.47000000
        0.196894958590
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Principal Financial Group Inc
        CUMYEZJOAF02RYZ1JJ85
        
        74251V102
        
          
        
        859.00000000
        NS
        USD
        55319.60000000
        0.221270621718
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Walmart Inc
        Y87794H0US1R65VBXU25
        
        931142103
        
          
        
        324.00000000
        NS
        USD
        45159.12000000
        0.180630130345
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Fortinet Inc
        549300O0QJWDBAS0QX03
        
        34959E109
        
          
        
        429.00000000
        NS
        USD
        125285.16000000
        0.501123024122
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Public Storage
        549300LMZF40TKJ6DM64
        
        74460D109
        
          
        
        160.00000000
        NS
        USD
        47536.00000000
        0.190137316140
        Long
        EC
        
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Benchmark Electronics Inc
        549300W18RHYZOZKOP53
        
        08160H101
        
          
        
        428.00000000
        NS
        USD
        11431.88000000
        0.045725912606
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Newell Brands Inc
        549300LWGYFM1TVO1Z12
        
        651229106
        
          
        
        1345.00000000
        NS
        USD
        29778.30000000
        0.119109012984
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Etsy Inc
        54930089Q7XT501AEA40
        
        29786A106
        
          
        
        199.00000000
        NS
        USD
        41384.04000000
        0.165530341145
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Verint Systems Inc
        549300KEQJS5FRVUCO94
        
        92343X100
        
          
        
        1875.00000000
        NS
        USD
        83981.25000000
        0.335913191710
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Sanmina Corp
        X5K24XLM8QYRXF00EB42
        
        801056102
        
          
        
        1944.00000000
        NS
        USD
        74921.76000000
        0.299676505531
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        American Financial Group Inc/OH
        549300AFOM7IVKIU1G39
        
        025932104
        
          
        
        421.00000000
        NS
        USD
        52974.43000000
        0.211890271463
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        TTEC Holdings Inc
        GTJS1N8S8I28A7L4WG97
        
        89854H102
        
          
        
        75.00000000
        NS
        USD
        7014.75000000
        0.028058013682
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Activision Blizzard Inc
        549300TPQQDBP9GNOF40
        
        00507V109
        
          
        
        585.00000000
        NS
        USD
        45273.15000000
        0.181086234311
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Incyte Corp
        549300Z4WN6JVZ3T4680
        
        45337C102
        
          
        
        151.00000000
        NS
        USD
        10385.78000000
        0.041541659694
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Berkshire Hathaway Inc
        5493000C01ZX7D35SD85
        
        084670702
        
          
        
        142.00000000
        NS
        USD
        38757.48000000
        0.155024470455
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Globus Medical Inc
        5299003M2P4CIK0RF205
        
        379577208
        
          
        
        738.00000000
        NS
        USD
        56545.56000000
        0.226174289340
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Markel Corp
        549300SCNO12JLWIK605
        
        570535104
        
          
        
        4.00000000
        NS
        USD
        4780.52000000
        0.019121407828
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Janus Henderson Group PLC
        2138009WPYMWJN3RVF44
        
        000000000
        
          
        
        170.00000000
        NS
        USD
        7026.10000000
        0.028103412086
        Long
        EC
        CORP
        JE
        
        N
        
        1
        
          N
          N
          N
        
      
      
        Cerner Corp
        549300L4UJ40IEVVI304
        
        156782104
        
          
        
        2421.00000000
        NS
        USD
        170728.92000000
        0.682891674445
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Hershey Co/The
        21X2CX66SU2BR6QTAD08
        
        427866108
        
          
        
        391.00000000
        NS
        USD
        66176.75000000
        0.264697695134
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Diodes Inc
        549300XP2X1ARVH3BX23
        
        254543101
        
          
        
        248.00000000
        NS
        USD
        22466.32000000
        0.089862121094
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Netflix Inc
        549300Y7VHGU0I7CE873
        
        64110L106
        
          
        
        216.00000000
        NS
        USD
        131833.44000000
        0.527315223393
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Cadence Design Systems Inc
        GCT7RXJOGLXPV0NXZY22
        
        127387108
        
          
        
        66.00000000
        NS
        USD
        9995.04000000
        0.039978754634
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Big Lots Inc
        N/A
        
        089302103
        
          
        
        998.00000000
        NS
        USD
        43273.28000000
        0.173087035506
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Bentley Systems Inc
        549300WVEHPGE0Z56F71
        
        08265T208
        
          
        
        211.00000000
        NS
        USD
        12795.04000000
        0.051178360937
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        AT&T Inc
        549300Z40J86GGSTL398
        
        00206R102
        
          
        
        2089.00000000
        NS
        USD
        56423.89000000
        0.225687626448
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Cargurus Inc
        54930027BKQN6B7X7G78
        
        141788109
        
          
        
        3986.00000000
        NS
        USD
        125200.26000000
        0.500783436060
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Popular Inc
        5493008CARDZMVQ3LO89
        
        000000000
        
          
        
        436.00000000
        NS
        USD
        33864.12000000
        0.135451718492
        Long
        EC
        CORP
        PR
        N
        
        1
        
          N
          N
          N
        
      
      
        Broadcom Inc
        549300WV6GIDOZJTV909
        
        11135F101
        
          
        
        231.00000000
        NS
        USD
        112018.83000000
        0.448059569451
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Amgen Inc
        62QBXGPJ34PQ72Z12S66
        
        031162100
        
          
        
        1044.00000000
        NS
        USD
        222006.60000000
        0.887995184482
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Bank of America Corp
        9DJT3UXIJIZJI4WXO774
        
        060505104
        
          
        
        2780.00000000
        NS
        USD
        118011.00000000
        0.472027406914
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Schneider National Inc
        529900V6GZ6G6E3BLV72
        
        80689H102
        
          
        
        2261.00000000
        NS
        USD
        51415.14000000
        0.205653330709
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Unum Group
        549300E32YFDO6TZ8R31
        
        91529Y106
        
          
        
        308.00000000
        NS
        USD
        7718.48000000
        0.030872834733
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Snap Inc
        549300JNC0L6VP8A2Q35
        
        83304A106
        
          
        
        1255.00000000
        NS
        USD
        92706.85000000
        0.370814364836
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Towne Bank/Portsmouth VA
        54930039UO39UJGI7078
        
        89214P109
        
          
        
        1266.00000000
        NS
        USD
        39385.26000000
        0.157535502185
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Eagle Bancorp Inc
        549300B47NZODRMG3D47
        
        268948106
        
          
        
        179.00000000
        NS
        USD
        10292.50000000
        0.041168552810
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        US Bancorp
        N1GZ7BBF3NP8GI976H15
        
        902973304
        
          
        
        1373.00000000
        NS
        USD
        81611.12000000
        0.326433004965
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Home Depot Inc/The
        QEKMOTMBBKA8I816DO57
        
        437076102
        
          
        
        614.00000000
        NS
        USD
        201551.64000000
        0.806178220578
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Alliant Energy Corp
        5493009ML300G373MZ12
        
        018802108
        
          
        
        167.00000000
        NS
        USD
        9348.66000000
        0.037393325519
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Intel Corp
        KNX4USFCNGPY45LOCE31
        
        458140100
        
          
        
        4961.00000000
        NS
        USD
        264322.08000000
        1.057251154661
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        National HealthCare Corp
        N/A
        
        635906100
        
          
        
        176.00000000
        NS
        USD
        12316.48000000
        0.049264188225
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        McAfee Corp
        N/A
        
        579063108
        
          
        
        1481.00000000
        NS
        USD
        32744.91000000
        0.130975035860
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        SS&C Technologies Holdings Inc
        529900POY8H7NPPNKK71
        
        78467J100
        
          
        
        2267.00000000
        NS
        USD
        157329.80000000
        0.629297078445
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Nu Skin Enterprises Inc
        54930050DETB6CP71D38
        
        67018T105
        
          
        
        315.00000000
        NS
        USD
        12748.05000000
        0.050990407544
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Evergy Inc
        549300PGTHDQY6PSUI61
        
        30034W106
        
          
        
        144.00000000
        NS
        USD
        8956.80000000
        0.035825940617
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Xerox Holdings Corp
        5493000Y33XDVO2CXC18
        
        98421M106
        
          
        
        8707.00000000
        NS
        USD
        175620.19000000
        0.702456066702
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Abbott Laboratories
        HQD377W2YR662HK5JX27
        
        002824100
        
          
        
        505.00000000
        NS
        USD
        59655.65000000
        0.238614212042
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        J2 Global Inc
        5493008OJYGLHD7MXA18
        
        48123V102
        
          
        
        1343.00000000
        NS
        USD
        183480.66000000
        0.733896841471
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Synchrony Financial
        549300RS7EWPM9MA6C78
        
        87165B103
        
          
        
        970.00000000
        NS
        USD
        47413.60000000
        0.189647733351
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Ford Motor Co
        20S05OYHG0MQM4VUIC57
        
        345370860
        
          
        
        6215.00000000
        NS
        USD
        88004.40000000
        0.352005226030
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Employers Holdings Inc
        N/A
        
        292218104
        
          
        
        794.00000000
        NS
        USD
        31355.06000000
        0.125415831282
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Citibank NA
        E57ODZWZ7FF32TWEFA76
        
        000000000
        
          
        
        11989.14000000
        NS
        USD
        11989.14000000
        0.047954874251
        Long
        STIV
        RF
        US
        N
        
        1
        
          
          N
          N
        
      
      
        Match Group Inc
        15OMOPB0A8K0EFUVD031
        
        57667L107
        
          
        
        1403.00000000
        NS
        USD
        220256.97000000
        0.880996910491
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Werner Enterprises Inc
        549300P6XRGOCHHJST37
        
        950755108
        
          
        
        913.00000000
        NS
        USD
        40418.51000000
        0.161668356904
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Domino's Pizza Inc
        25490005ZWM1IF9UXU57
        
        25754A201
        
          
        
        6.00000000
        NS
        USD
        2861.76000000
        0.011446637618
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Progress Software Corp
        549300R65B3JG6972S24
        
        743312100
        
          
        
        4060.00000000
        NS
        USD
        199711.40000000
        0.798817519327
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Weis Markets Inc
        N/A
        
        948849104
        
          
        
        650.00000000
        NS
        USD
        34157.50000000
        0.136625197241
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Cincinnati Financial Corp
        254900Q4WEDMZBOZ0002
        
        172062101
        
          
        
        445.00000000
        NS
        USD
        50827.90000000
        0.203304453279
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Goldman Sachs Group Inc/The
        784F5XWPLTWKTBV3E584
        
        38141G104
        
          
        
        197.00000000
        NS
        USD
        74471.91000000
        0.297877168783
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Preferred Bank/Los Angeles CA
        5493007K6HGI9G0ECX16
        
        740367404
        
          
        
        367.00000000
        NS
        USD
        24471.56000000
        0.097882799145
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Spectrum Brands Holdings Inc
        549300JM0MJETDD30O20
        
        84790A105
        
          
        
        910.00000000
        NS
        USD
        87059.70000000
        0.348226558861
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Insight Enterprises Inc
        529900S8991TYW6YP792
        
        45765U103
        
          
        
        527.00000000
        NS
        USD
        47472.16000000
        0.189881965117
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        FirstEnergy Corp
        549300SVYJS666PQJH88
        
        337932107
        
          
        
        1642.00000000
        NS
        USD
        58488.04000000
        0.233943936215
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Analog Devices Inc
        GYVOE5EZ4GDAVTU4CQ61
        
        032654105
        
          
        
        712.00000000
        NS
        USD
        119245.76000000
        0.476966273299
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Xperi Holding Corp
        N/A
        
        98390M103
        
          
        
        7163.00000000
        NS
        USD
        134950.92000000
        0.539784705056
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Charles Schwab Corp/The
        549300VSGCJ7E698NM85
        
        808513105
        
          
        
        268.00000000
        NS
        USD
        19521.12000000
        0.078081735208
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        MetLife Inc
        C4BXATY60WC6XEOZDX54
        
        59156R108
        
          
        
        205.00000000
        NS
        USD
        12654.65000000
        0.050616820677
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Apple Hospitality REIT Inc
        549300EVZAR0FBZO4F16
        
        03784Y200
        
          
        
        2713.00000000
        NS
        USD
        42675.49000000
        0.170695959559
        Long
        EC
        
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Aflac Inc
        549300N0B7DOGLXWPP39
        
        001055102
        
          
        
        2051.00000000
        NS
        USD
        106918.63000000
        0.427659486571
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Graham Holdings Co
        529900BOSCEEEMAFQJ29
        
        384637104
        
          
        
        146.00000000
        NS
        USD
        86017.36000000
        0.344057345420
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Facebook Inc
        BQ4BKCS1HXDV9HN80Z93
        
        30303M102
        
          
        
        683.00000000
        NS
        USD
        231803.37000000
        0.927180886995
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Pfizer Inc
        765LHXWGK1KXCLTFYQ30
        
        717081103
        
          
        
        3835.00000000
        NS
        USD
        164943.35000000
        0.659750207932
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        VeriSign Inc
        LMPL4N8ZOJRMF0KOF759
        
        92343E102
        
          
        
        430.00000000
        NS
        USD
        88154.30000000
        0.352604804953
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Liberty Media Corp-Liberty Formula One
        N/A
        
        531229854
        
          
        
        811.00000000
        NS
        USD
        41693.51000000
        0.166768177631
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Jazz Pharmaceuticals PLC
        635400GAUMJCLEZRRV50
        
        000000000
        
          
        
        386.00000000
        NS
        USD
        50261.06000000
        0.201037172980
        Long
        EC
        CORP
        IE
        
        N
        
        1
        
          N
          N
          N
        
      
      
        Avnet Inc
        XJI53DCPL7QABOWK4Z75
        
        053807103
        
          
        
        613.00000000
        NS
        USD
        22662.61000000
        0.090647253495
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Verizon Communications Inc
        2S72QS2UO2OESLG6Y829
        
        92343V104
        
          
        
        2925.00000000
        NS
        USD
        157979.25000000
        0.631894787128
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Molina Healthcare Inc
        549300NQQCEQ46YHZ591
        
        60855R100
        
          
        
        307.00000000
        NS
        USD
        83292.17000000
        0.333156968599
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Oracle Corp
        1Z4GXXU7ZHVWFCD8TV52
        
        68389X105
        
          
        
        2512.00000000
        NS
        USD
        218870.56000000
        0.875451465429
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Bath & Body Works Inc
        GR3KVMWVCR54YWQNXU90
        
        070830104
        
          
        
        399.00000000
        NS
        USD
        25148.97000000
        0.100592343897
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Umpqua Holdings Corp
        5299002ENJ7CY215BW86
        
        904214103
        
          
        
        932.00000000
        NS
        USD
        18873.00000000
        0.075489346338
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Carter's Inc
        5299003WAQK4R3L3ZU36
        
        146229109
        
          
        
        511.00000000
        NS
        USD
        49689.64000000
        0.198751573325
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Voya Financial Inc
        549300T065Z4KJ686G75
        
        929089100
        
          
        
        401.00000000
        NS
        USD
        24617.39000000
        0.098466098640
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Edwards Lifesciences Corp
        YA13X31F3V31L8TMPR58
        
        28176E108
        
          
        
        668.00000000
        NS
        USD
        75624.28000000
        0.302486486753
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Autodesk Inc
        FRKKVKAIQEF3FCSTPG55
        
        052769106
        
          
        
        170.00000000
        NS
        USD
        48478.90000000
        0.193908783563
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        NortonLifeLock Inc
        YF6ZV0M6AU4FY94MK914
        
        668771108
        
          
        
        5228.00000000
        NS
        USD
        132268.40000000
        0.529055002235
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Flowers Foods Inc
        7YNCQQNDK8FBM9BBTK25
        
        343498101
        
          
        
        1756.00000000
        NS
        USD
        41494.28000000
        0.165971285644
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Allstate Corp/The
        OBT0W1ED8G0NWVOLOJ77
        
        020002101
        
          
        
        814.00000000
        NS
        USD
        103630.34000000
        0.414506788925
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Landstar System Inc
        254900CUQXQRL09MEI52
        
        515098101
        
          
        
        376.00000000
        NS
        USD
        59340.32000000
        0.237352936379
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Cardinal Health Inc
        CCU46N3GJMF4OK4N7U60
        
        14149Y108
        
          
        
        3235.00000000
        NS
        USD
        160003.10000000
        0.639989902562
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        TE Connectivity Ltd
        894500ZRIX9K13RHXR17
        
        000000000
        
          
        
        164.00000000
        NS
        USD
        22504.08000000
        0.090013155785
        Long
        EC
        CORP
        CH
        
        N
        
        1
        
          N
          N
          N
        
      
      
        Boyd Gaming Corp
        254900787YGRYS2A1Z35
        
        103304101
        
          
        
        124.00000000
        NS
        USD
        7844.24000000
        0.031375857050
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        American National Group Inc
        549300I1RRC5M591MY93
        
        02772A109
        
          
        
        185.00000000
        NS
        USD
        34970.55000000
        0.139877282921
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Skyworks Solutions Inc
        549300WZ3ORQ2BVKBD96
        
        83088M102
        
          
        
        451.00000000
        NS
        USD
        74315.78000000
        0.297252670736
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        VICI Properties Inc
        254900RKH6RY9KCJQH63
        
        925652109
        
          
        
        2515.00000000
        NS
        USD
        71451.15000000
        0.285794553521
        Long
        EC
        
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Palo Alto Networks Inc
        549300QXR2YVZV231H43
        
        697435105
        
          
        
        127.00000000
        NS
        USD
        60833.00000000
        0.243323446499
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Travel + Leisure Co
        T4VNTWMFQ7JQB65L7T35
        
        894164102
        
          
        
        531.00000000
        NS
        USD
        28955.43000000
        0.115817648685
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Starbucks Corp
        OQSJ1DU9TAOC51A47K68
        
        855244109
        
          
        
        152.00000000
        NS
        USD
        16767.12000000
        0.067066122438
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Concentrix Corp
        N/A
        
        20602D101
        
          
        
        188.00000000
        NS
        USD
        33276.00000000
        0.133099321186
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Sturm Ruger & Co Inc
        529900DV1BWFJSHFO847
        
        864159108
        
          
        
        1749.00000000
        NS
        USD
        129041.22000000
        0.516146735997
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Aspen Technology Inc
        529900B0MZWTVFG7CB96
        
        045327103
        
          
        
        53.00000000
        NS
        USD
        6508.40000000
        0.026032684878
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Citizens Financial Group Inc
        2138004JDDA4ZQUPFW65
        
        174610105
        
          
        
        1371.00000000
        NS
        USD
        64409.58000000
        0.257629263610
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        ACI Worldwide Inc
        5493003BPVMZUJ6F5C02
        
        004498101
        
          
        
        1192.00000000
        NS
        USD
        36630.16000000
        0.146515489570
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Yum! Brands Inc
        549300JE8XHZZ7OHN517
        
        988498101
        
          
        
        744.00000000
        NS
        USD
        90998.64000000
        0.363981765021
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        MDU Resources Group Inc
        N/A
        
        552690109
        
          
        
        426.00000000
        NS
        USD
        12639.42000000
        0.050555902818
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        PulteGroup Inc
        N/A
        
        745867101
        
          
        
        635.00000000
        NS
        USD
        29159.20000000
        0.116632700034
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        NCR Corp
        549300YKTY8JX1DV2R67
        
        62886E108
        
          
        
        1684.00000000
        NS
        USD
        65271.84000000
        0.261078182370
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Laboratory Corp of America Holdings
        OZ7UA8IXAIFILY2VZH07
        
        50540R409
        
          
        
        461.00000000
        NS
        USD
        129743.84000000
        0.518957117204
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Bank of New York Mellon Corp/The
        WFLLPEPC7FZXENRZV188
        
        064058100
        
          
        
        2633.00000000
        NS
        USD
        136494.72000000
        0.545959687988
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Morgan Stanley
        IGJSJL3JD5P30I6NJZ34
        
        617446448
        
          
        
        484.00000000
        NS
        USD
        47098.04000000
        0.188385537720
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        QUALCOMM Inc
        H1J8DDZKZP6H7RWC0H53
        
        747525103
        
          
        
        856.00000000
        NS
        USD
        110406.88000000
        0.441611996101
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Gentex Corp
        549300S3UD8XV1MN0287
        
        371901109
        
          
        
        561.00000000
        NS
        USD
        18501.78000000
        0.074004518533
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Shutterstock Inc
        529900G2TDIS56V0LO22
        
        825690100
        
          
        
        1100.00000000
        NS
        USD
        124652.00000000
        0.498590473148
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Overstock.com Inc
        549300ACR0DL9U7EI710
        
        690370101
        
          
        
        234.00000000
        NS
        USD
        18233.28000000
        0.072930556286
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        UGI Corp
        DX6GCWD4Q1JO9CRE5I40
        
        902681105
        
          
        
        655.00000000
        NS
        USD
        27916.10000000
        0.111660474821
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Ally Financial Inc
        549300JBN1OSM8YNAI90
        
        02005N100
        
          
        
        1489.00000000
        NS
        USD
        76013.45000000
        0.304043112033
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        ON Semiconductor Corp
        ZV20P4CNJVT8V1ZGJ064
        
        682189105
        
          
        
        558.00000000
        NS
        USD
        25539.66000000
        0.102155048963
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        HCA Healthcare Inc
        529900PH4ZGUH2MNEU89
        
        40412C101
        
          
        
        335.00000000
        NS
        USD
        81311.20000000
        0.325233367136
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Bio-Rad Laboratories Inc
        549300ZC1GPV35XYDK53
        
        090572207
        
          
        
        10.00000000
        NS
        USD
        7459.50000000
        0.029836951147
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Northrop Grumman Corp
        RIMU48P07456QXSO0R61
        
        666807102
        
          
        
        335.00000000
        NS
        USD
        120650.25000000
        0.482584035819
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Magellan Health Inc
        N/A
        
        559079207
        
          
        
        395.00000000
        NS
        USD
        37347.25000000
        0.149383748742
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        NVR Inc
        529900RWXR4JI3JYTV70
        
        62944T105
        
          
        
        6.00000000
        NS
        USD
        28764.48000000
        0.115053875534
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Electronic Arts Inc
        549300O7A67PUEYKDL45
        
        285512109
        
          
        
        470.00000000
        NS
        USD
        66857.50000000
        0.267420599417
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Leggett & Platt Inc
        DKOVQUCDW4ZLYCUD4T55
        
        524660107
        
          
        
        543.00000000
        NS
        USD
        24348.12000000
        0.097389056501
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Regions Financial Corp
        CW05CS5KW59QTC0DG824
        
        7591EP100
        
          
        
        738.00000000
        NS
        USD
        15726.78000000
        0.062904908716
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Humana Inc
        529900YLDW34GJAO4J06
        
        444859102
        
          
        
        571.00000000
        NS
        USD
        222204.65000000
        0.888787356635
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Kroger Co/The
        6CPEOKI6OYJ13Q6O7870
        
        501044101
        
          
        
        2090.00000000
        NS
        USD
        84498.70000000
        0.337982918954
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Pinterest Inc
        N/A
        
        72352L106
        
          
        
        2222.00000000
        NS
        USD
        113210.90000000
        0.452827681839
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Church & Dwight Co Inc
        POOXSI30AWAQGYJZC921
        
        171340102
        
          
        
        293.00000000
        NS
        USD
        24193.01000000
        0.096768638311
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Choice Hotels International Inc
        5493003CYRY5RFGTIR97
        
        169905106
        
          
        
        715.00000000
        NS
        USD
        90354.55000000
        0.361405495584
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Synopsys Inc
        QG7T915N9S0NY5UKNE63
        
        871607107
        
          
        
        122.00000000
        NS
        USD
        36528.02000000
        0.146106943931
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Apple Inc
        HWUPKR0MPOU8FGXBT394
        
        037833100
        
          
        
        1301.00000000
        NS
        USD
        184091.50000000
        0.736340115583
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        EVERTEC Inc
        N/A
        
        000000000
        
          
        
        606.00000000
        NS
        USD
        27706.32000000
        0.110821384318
        Long
        EC
        CORP
        PR
        N
        
        1
        
          N
          N
          N
        
      
      
        Monarch Casino & Resort Inc
        549300AK5FF7KY11V997
        
        609027107
        
          
        
        186.00000000
        NS
        USD
        12460.14000000
        0.049838808026
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Danaher Corp
        S4BKK9OTCEWQ3YHPFM11
        
        235851102
        
          
        
        105.00000000
        NS
        USD
        31966.20000000
        0.127860305352
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        TEGNA Inc
        549300YC5EDBGX85AO10
        
        87901J105
        
          
        
        4004.00000000
        NS
        USD
        78958.88000000
        0.315824417887
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Regeneron Pharmaceuticals Inc
        549300RCBFWIRX3HYQ56
        
        75886F107
        
          
        
        152.00000000
        NS
        USD
        91987.36000000
        0.367936506001
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Jefferies Financial Group Inc
        549300HOF34RGOJ5YL07
        
        47233W109
        
          
        
        697.00000000
        NS
        USD
        25879.61000000
        0.103514801164
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Chewy Inc
        N/A
        
        16679L109
        
          
        
        4.00000000
        NS
        USD
        272.44000000
        0.001089721693
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        IAC/InterActiveCorp
        549300TO56L57RP6P031
        
        44891N208
        
          
        
        1760.00000000
        NS
        USD
        229310.40000000
        0.917209357522
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Automatic Data Processing Inc
        HGBOLILQXWER4SAL2I23
        
        053015103
        
          
        
        382.00000000
        NS
        USD
        76369.44000000
        0.305467021978
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Prudential Financial Inc
        5PRBRS5FEH7NREC8OR45
        
        744320102
        
          
        
        1360.00000000
        NS
        USD
        143072.00000000
        0.572267883181
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Nasdaq Inc
        549300L8X1Q78ERXFD06
        
        631103108
        
          
        
        236.00000000
        NS
        USD
        45552.72000000
        0.182204475002
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        CommVault Systems Inc
        65T5VRP62VXG39YFML83
        
        204166102
        
          
        
        696.00000000
        NS
        USD
        52415.76000000
        0.209655670016
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Xilinx Inc
        6EY4K7ZMF9UX1CU6KC79
        
        983919101
        
          
        
        89.00000000
        NS
        USD
        13438.11000000
        0.053750550517
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Fifth Third Bancorp
        THRNG6BD57P9QWTQLG42
        
        316773100
        
          
        
        2481.00000000
        NS
        USD
        105293.64000000
        0.421159755055
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        T-Mobile US Inc
        549300QHIJYOHPACPG31
        
        872590104
        
          
        
        388.00000000
        NS
        USD
        49570.88000000
        0.198276550024
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Kimberly-Clark Corp
        MP3J6QPYPGN75NVW2S34
        
        494368103
        
          
        
        674.00000000
        NS
        USD
        89264.56000000
        0.357045688844
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Mettler-Toledo International Inc
        5493000BD5GJNUDIUG10
        
        592688105
        
          
        
        53.00000000
        NS
        USD
        73000.08000000
        0.291990055731
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Travelers Cos Inc/The
        549300Y650407RU8B149
        
        89417E109
        
          
        
        203.00000000
        NS
        USD
        30858.03000000
        0.123427781167
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Charter Communications Inc
        0J0XRGZE3PBRFEZ7MV65
        
        16119P108
        
          
        
        132.00000000
        NS
        USD
        96037.92000000
        0.384138176467
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Encompass Health Corp
        549300FVRPM9DRQZRG64
        
        29261A100
        
          
        
        532.00000000
        NS
        USD
        39921.28000000
        0.159679506818
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Extra Space Storage Inc
        N/A
        
        30225T102
        
          
        
        192.00000000
        NS
        USD
        32254.08000000
        0.129011784874
        Long
        EC
        
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Wyndham Hotels & Resorts Inc
        549300FE3MQ4RVXXC673
        
        98311A105
        
          
        
        429.00000000
        NS
        USD
        33114.51000000
        0.132453383892
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Booking Holdings Inc
        FXM8FAOHMYDIPD38UZ17
        
        09857L108
        
          
        
        24.00000000
        NS
        USD
        56972.88000000
        0.227883509256
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        T Rowe Price Group Inc
        549300SIV6FPS9Y7IH33
        
        74144T108
        
          
        
        175.00000000
        NS
        USD
        34422.50000000
        0.137685159981
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Thor Industries Inc
        254900XZO1228PDSG060
        
        885160101
        
          
        
        119.00000000
        NS
        USD
        14608.44000000
        0.058431705961
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Merck & Co Inc
        4YV9Y5M8S0BRK1RP0397
        
        58933Y105
        
          
        
        2728.00000000
        NS
        USD
        204900.08000000
        0.819571509766
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Healthpeak Properties Inc
        PZ9HF5U52KPF0MH0QN75
        
        42250P103
        
          
        
        596.00000000
        NS
        USD
        19954.08000000
        0.079813514331
        Long
        EC
        
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Cooper Cos Inc/The
        QJKMVPIGLH7530PCUE20
        
        216648402
        
          
        
        193.00000000
        NS
        USD
        79768.83000000
        0.319064104003
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Colgate-Palmolive Co
        YMEGZFW4SBUSS5BQXF88
        
        194162103
        
          
        
        1321.00000000
        NS
        USD
        99841.18000000
        0.399350681705
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Broadridge Financial Solutions Inc
        549300KZDJZQ2YIHRC28
        
        11133T103
        
          
        
        651.00000000
        NS
        USD
        108482.64000000
        0.433915306662
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Quest Diagnostics Inc
        8MCWUBXQ0WE04KMXBX50
        
        74834L100
        
          
        
        1178.00000000
        NS
        USD
        171175.18000000
        0.684676651698
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        STERIS PLC
        N/A
        
        000000000
        
          
        
        349.00000000
        NS
        USD
        71293.72000000
        0.285164855656
        Long
        EC
        CORP
        IE
        
        N
        
        1
        
          N
          N
          N
        
      
      
        S&P Global Inc
        Y6X4K52KMJMZE7I7MY94
        
        78409V104
        
          
        
        10.00000000
        NS
        USD
        4248.90000000
        0.016995002578
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        West Pharmaceutical Services Inc
        5493007NKRGM1RJQ1P16
        
        955306105
        
          
        
        85.00000000
        NS
        USD
        36085.90000000
        0.144338526096
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Whirlpool Corp
        WHENKOULSSK7WUM60H03
        
        963320106
        
          
        
        583.00000000
        NS
        USD
        118850.38000000
        0.475384808892
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Waters Corp
        5T547R1474YC9HOD8Q74
        
        941848103
        
          
        
        216.00000000
        NS
        USD
        77176.80000000
        0.308696348459
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Eli Lilly & Co
        FRDRIPF3EKNDJ2CQJL29
        
        532457108
        
          
        
        240.00000000
        NS
        USD
        55452.00000000
        0.221800203101
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Zillow Group Inc
        2549002XEELQDIR6FU05
        
        98954M200
        
          
        
        581.00000000
        NS
        USD
        51209.34000000
        0.204830159646
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        JPMorgan Chase & Co
        8I5DZWZKVSZI1NUHU748
        
        46625H100
        
          
        
        1087.00000000
        NS
        USD
        177931.03000000
        0.711699101783
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Amazon.com Inc
        ZXTILKJKG63JELOEG630
        
        023135106
        
          
        
        75.00000000
        NS
        USD
        246378.00000000
        0.985477357711
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        HP Inc
        WHKXQACZ14C5XRO8LW03
        
        40434L105
        
          
        
        7676.00000000
        NS
        USD
        210015.36000000
        0.840031910526
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        CIT Group Inc
        N8O96ZZJQRFYQUJY7K79
        
        125581801
        
          
        
        223.00000000
        NS
        USD
        11584.85000000
        0.046337771097
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Altice USA Inc
        54930064K3612MGCER95
        
        02156K103
        
          
        
        727.00000000
        NS
        USD
        15063.44000000
        0.060251641986
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Blackbaud Inc
        54930056X3HKFMNG3754
        
        09227Q100
        
          
        
        194.00000000
        NS
        USD
        13647.90000000
        0.054589681019
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Fair Isaac Corp
        RI6HET5SJUEY30V1PS26
        
        303250104
        
          
        
        200.00000000
        NS
        USD
        79586.00000000
        0.318332809710
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        IDEXX Laboratories Inc
        OGMTXK0LUU1HKV2P0J84
        
        45168D104
        
          
        
        82.00000000
        NS
        USD
        50995.80000000
        0.203976029671
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Hologic Inc
        549300DYP6F5ZJL0LB74
        
        436440101
        
          
        
        275.00000000
        NS
        USD
        20297.75000000
        0.081188146009
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Mohawk Industries Inc
        549300JI1115MG3Q6322
        
        608190104
        
          
        
        8.00000000
        NS
        USD
        1419.20000000
        0.005676600451
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Old Republic International Corp
        549300IV6O2YY2A1KH37
        
        680223104
        
          
        
        4695.00000000
        NS
        USD
        108595.35000000
        0.434366130814
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        VMware Inc
        549300BUDHS3LRWBE814
        
        928563402
        
          
        
        1438.00000000
        NS
        USD
        213830.60000000
        0.855292334079
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          
        
      
      
        Baxter International Inc
        J5OIVXX3P24RJRW5CK77
        
        071813109
        
          
        
        2159.00000000
        NS
        USD
        173648.37000000
        0.694569063952
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Bristol-Myers Squibb Co
        HLYYNH7UQUORYSJQCN42
        
        110122108
        
          
        
        2467.00000000
        NS
        USD
        145972.39000000
        0.583869035368
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        American Express Co
        R4PP93JZOLY261QX3811
        
        025816109
        
          
        
        82.00000000
        NS
        USD
        13737.46000000
        0.054947908427
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Hanover Insurance Group Inc/The
        JJYR6MFKFF6CF8DBZ078
        
        410867105
        
          
        
        108.00000000
        NS
        USD
        13998.96000000
        0.055993871658
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Reynolds Consumer Products Inc
        N/A
        
        76171L106
        
          
        
        764.00000000
        NS
        USD
        20887.76000000
        0.083548103050
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Otter Tail Corp
        N/A
        
        689648103
        
          
        
        413.00000000
        NS
        USD
        23115.61000000
        0.092459189800
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Capital One Financial Corp
        ZUE8T73ROZOF6FLBAR73
        
        14040H105
        
          
        
        554.00000000
        NS
        USD
        89731.38000000
        0.358912903206
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Arrow Electronics Inc
        549300YNNLBXT8N8R512
        
        042735100
        
          
        
        186.00000000
        NS
        USD
        20885.94000000
        0.083540823306
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Gilead Sciences Inc
        549300WTZWR07K8MNV44
        
        375558103
        
          
        
        2610.00000000
        NS
        USD
        182308.50000000
        0.729208366284
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
    
    
      
      
    
    
      2021-10-29
      Lattice Strategies Trust
      John Stanziani
      John Stanziani
      Assistant Treasurer