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

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

FORM 13F INFORMATION TABLE
OMB APPROVAL
OMB Number: 3235-0006
Estimated average burden
hours per response: 23.8
COLUMN 1 COLUMN 2 COLUMN 3 COLUMN 4 COLUMN 5 COLUMN 6 COLUMN 7 COLUMN 8
VALUE SHRS OR SH/ PUT/ INVESTMENT OTHER VOTING AUTHORITY
NAME OF ISSUER TITLE OF CLASS CUSIP (x$1000) PRN AMT PRN CALL DISCRETION MANAGER SOLE SHARED NONE
51JOB INC SPONSORED ADS 316827104 2,189 28,600 SH   SOLE   28,600 0 0
ABBVIE INC COM 00287Y109 6,973 94,600 SH   SOLE   94,600 0 0
ACAMAR PARTNERS ACQSITION CO UNIT 12/30/2025 004285201 3,038 300,000 SH   SOLE   300,000 0 0
ACCENTURE PLC IRELAND SHS CLASS A G1151C101 8,690 46,400 SH   SOLE   46,400 0 0
ADIENT PLC ORD SHS G0084W101 244 9,900 SH   SOLE   9,900 0 0
AERCAP HOLDINGS NV SHS N00985106 6,953 131,900 SH   SOLE   131,900 0 0
AEROHIVE NETWORKS INC COM 007786106 1,148 255,600 SH   SOLE   255,600 0 0
AES CORP COM 00130H105 8,096 476,600 SH   SOLE   476,600 0 0
AGCO CORP COM 001084102 2,712 34,500 SH   SOLE   34,500 0 0
AIR PRODS & CHEMS INC COM 009158106 9,315 40,600 SH   SOLE   40,600 0 0
ALLEGION PUB LTD CO ORD SHS G0176J109 6,880 61,400 SH   SOLE   61,400 0 0
ALLISON TRANSMISSION HLDGS I COM 01973R101 2,673 56,900 SH   SOLE   56,900 0 0
ALLSTATE CORP COM 020002101 10,565 102,500 SH   SOLE   102,500 0 0
ALLY FINL INC COM 02005N100 5,864 186,700 SH   SOLE   186,700 0 0
ALPHABET INC CAP STK CL A 02079K305 194,680 177,385 SH   SOLE   177,385 0 0
ALTABA INC COM 021346101 30,656 436,000 SH   SOLE   436,000 0 0
ALTICE USA INC CL A 02156K103 1,960 79,400 SH   SOLE   79,400 0 0
AMAZON COM INC COM 023135106 6,718 3,500 SH   SOLE   3,500 0 0
AMBER RD INC COM 02318Y108 634 47,900 SH   SOLE   47,900 0 0
AMBEV SA SPONSORED ADR 02319V103 11,272 2,381,400 SH   SOLE   2,381,400 0 0
AMDOCS LTD SHS G02602103 3,512 55,800 SH   SOLE   55,800 0 0
AMEREN CORP COM 023608102 12,101 158,953 SH   SOLE   158,953 0 0
AMERICA MOVIL SAB DE CV SPON ADR L SHS 02364W105 9,409 637,600 SH   SOLE   637,600 0 0
AMERICAN CAMPUS CMNTYS INC COM 024835100 4,819 103,000 SH   SOLE   103,000 0 0
AMERICAN MIDSTREAM PARTNERS COM UNITS 02752P100 963 183,800 SH   SOLE   183,800 0 0
AMGEN INC COM 031162100 7,791 41,712 SH   SOLE   41,712 0 0
ANAPLAN INC COM 03272L108 1,893 37,000 SH   SOLE   37,000 0 0
ANTHEM INC COM 036752103 160,209 560,092 SH   SOLE   560,092 0 0
APPLE INC COM 037833100 7,784 38,800 SH   SOLE   38,800 0 0
APTARGROUP INC COM 038336103 3,995 31,700 SH   SOLE   31,700 0 0
AQUABOUNTY TECHNOLOGIES INC COM NEW 03842K200 49 15,900 SH   SOLE   15,900 0 0
AQUANTIA CORP COM 03842Q108 5,008 379,200 SH   SOLE   379,200 0 0
ARAMARK COM 03852U106 1,488 40,700 SH   SOLE   40,700 0 0
ARATANA THERAPEUTICS INC COM 03874P101 5,214 997,016 SH   SOLE   997,016 0 0
ARCH COAL INC CL A 039380407 535 5,600 SH   SOLE   5,600 0 0
ARCOSA INC COM 039653100 339 8,900 SH   SOLE   8,900 0 0
ARES CAP CORP COM 04010L103 62,644 3,445,079 SH   SOLE   3,445,079 0 0
ARMSTRONG WORLD INDS INC NEW COM 04247X102 680 6,900 SH   SOLE   6,900 0 0
ASSURED GUARANTY LTD COM G0585R106 3,412 80,000 SH   SOLE   80,000 0 0
ATHENE HLDG LTD CL A G0684D107 5,909 135,400 SH   SOLE   135,400 0 0
ATLASSIAN CORP PLC CL A G06242104 5,265 39,700 SH   SOLE   39,700 0 0
AUDIOCODES LTD ORD M15342104 235 14,966 SH   SOLE   14,966 0 0
AUTOHOME INC SP ADR RP CL A 05278C107 9,672 111,454 SH   SOLE   111,454 0 0
AUTOMATIC DATA PROCESSING IN COM 053015103 8,161 48,700 SH   SOLE   48,700 0 0
AUTOZONE INC COM 053332102 10,364 9,300 SH   SOLE   9,300 0 0
AVALONBAY CMNTYS INC COM 053484101 123,743 600,875 SH   SOLE   600,875 0 0
AVANGRID INC COM 05351W103 829 16,200 SH   SOLE   16,200 0 0
AVISTA CORP COM 05379B107 2,414 53,400 SH   SOLE   53,400 0 0
AXA EQUITABLE HLDGS INC COM 054561105 996 47,000 SH   SOLE   47,000 0 0
AXALTA COATING SYS LTD COM G0750C108 1,150 38,100 SH   SOLE   38,100 0 0
BABCOCK & WILCOX ENTERPRIS I COM 05614L100 35 100,292 SH   SOLE   100,292 0 0
BAIDU INC SPON ADR REP A 056752108 3,485 29,300 SH   SOLE   29,300 0 0
BANCO BRADESCO S A SP ADR PFD NEW 059460303 231 23,180 SH   SOLE   23,180 0 0
BANCO SANTANDER MEXICO S A SPONSORED ADS B 05969B103 18,004 2,321,900 SH   SOLE   2,321,900 0 0
BANCOLOMBIA S A SPON ADR PREF 05968L102 5,685 109,900 SH   SOLE   109,900 0 0
BANK MONTREAL QUE COM 063671101 180,686 2,354,929 SH   SOLE   2,354,929 0 0
BANK N S HALIFAX COM 064149107 301,721 5,530,187 SH   SOLE   5,530,187 0 0
BANK NEW YORK MELLON CORP COM 064058100 3,204 71,600 SH   SOLE   71,600 0 0
BARNES & NOBLE ED INC COM 06777U101 50 14,700 SH   SOLE   14,700 0 0
BARNES & NOBLE INC COM 067774109 661 97,500 SH   SOLE   97,500 0 0
BAXTER INTL INC COM 071813109 996 12,000 SH   SOLE   12,000 0 0
BB&T CORP COM 054937107 234 4,700 SH   SOLE   4,700 0 0
BCE INC COM NEW 05534B760 114,318 2,473,731 SH   SOLE   2,473,731 0 0
BERKSHIRE HATHAWAY INC DEL CL B NEW 084670702 189,777 878,341 SH   SOLE   878,341 0 0
BEST BUY INC COM 086516101 8,778 124,200 SH   SOLE   124,200 0 0
BIOGEN INC COM 09062X103 6,282 26,500 SH   SOLE   26,500 0 0
BJS WHSL CLUB HLDGS INC COM 05550J101 1,638 61,200 SH   SOLE   61,200 0 0
BLOCK H & R INC COM 093671105 3,350 112,800 SH   SOLE   112,800 0 0
BLUEGREEN VACATIONS CORP COM 09629F108 749 63,223 SH   SOLE   63,223 0 0
BOEING CO COM 097023105 33,501 90,800 SH   SOLE   90,800 0 0
BOOZ ALLEN HAMILTON HLDG COR CL A 099502106 6,463 96,300 SH   SOLE   96,300 0 0
BOXWOOD MERGER CORP UNIT 11/26/2025 10319T200 1,044 100,000 SH   SOLE   100,000 0 0
BRISTOL MYERS SQUIBB CO COM 110122108 8,416 183,100 SH   SOLE   183,100 0 0
BRIXMOR PPTY GROUP INC COM 11120U105 3,739 206,300 SH   SOLE   206,300 0 0
BROOKFIELD ASSET MGMT INC CL A LTD VT SH 112585104 463,836 9,577,748 SH   SOLE   9,577,748 0 0
BROOKFIELD BUSINESS PARTNERS UNIT LTD LP G16234109 456,136 11,747,000 SH   SOLE   11,747,000 0 0
BROOKFIELD PROPERTY PARTRS L UNIT LTD PARTN G16249107 189,626 9,883,057 SH   SOLE   9,883,057 0 0
BRP INC COM SUN VTG 05577W200 11,874 327,100 SH   SOLE   327,100 0 0
C H ROBINSON WORLDWIDE INC COM NEW 12541W209 6,677 78,100 SH   SOLE   78,100 0 0
C&J ENERGY SVCS INC NEW COM 12674R100 1,506 126,100 SH   SOLE   126,100 0 0
CABLE ONE INC COM 12685J105 712 600 SH   SOLE   600 0 0
CADENCE DESIGN SYSTEM INC COM 127387108 6,007 83,700 SH   SOLE   83,700 0 0
CAESARS ENTMT CORP COM 127686103 2,438 203,500 SH   SOLE   203,500 0 0
CALLAWAY GOLF CO COM 131193104 882 50,700 SH   SOLE   50,700 0 0
CAMBIUM NETWORKS CORP SHS G17766109 437 45,000 SH   SOLE   45,000 0 0
CAMDEN PPTY TR SH BEN INT 133131102 5,100 48,200 SH   SOLE   48,200 0 0
CAMPBELL SOUP CO COM 134429109 3,371 83,000 SH   SOLE   83,000 0 0
CANADIAN NAT RES LTD COM 136385101 113,365 4,139,226 SH   SOLE   4,139,226 0 0
CANADIAN NATL RY CO COM 136375102 7,837 83,366 SH   SOLE   83,366 0 0
CANNAE HLDGS INC COM 13765N107 576 19,600 SH   SOLE   19,600 0 0
CAPITAL ONE FINL CORP COM 14040H105 7,155 77,800 SH   SOLE   77,800 0 0
CASEYS GEN STORES INC COM 147528103 1,708 10,800 SH   SOLE   10,800 0 0
CAVCO INDS INC DEL COM 149568107 703 4,400 SH   SOLE   4,400 0 0
CBRE GROUP INC CL A 12504L109 207,655 3,993,641 SH   SOLE   3,993,641 0 0
CDN IMPERIAL BK COMM TORONTO COM 136069101 211,174 2,643,771 SH   SOLE   2,643,771 0 0
CERIDIAN HCM HLDG INC COM 15677J108 1,074 21,100 SH   SOLE   21,100 0 0
CGI INC CL A SUB VTG 12532H104 11,331 145,100 SH   SOLE   145,100 0 0
CHANGYOU COM LTD ADS REP CL A 15911M107 850 87,300 SH   SOLE   87,300 0 0
CHECK POINT SOFTWARE TECH LT ORD M22465104 13,944 119,000 SH   SOLE   119,000 0 0
CHEMED CORP NEW COM 16359R103 3,072 8,400 SH   SOLE   8,400 0 0
CHICOS FAS INC COM 168615102 1,474 431,600 SH   SOLE   431,600 0 0
CHINA MOBILE LIMITED SPONSORED ADR 16941M109 6,798 148,100 SH   SOLE   148,100 0 0
CHINA UNICOM (HONG KONG) LTD SPONSORED ADR 16945R104 1,165 105,415 SH   SOLE   105,415 0 0
CHOICE HOTELS INTL INC COM 169905106 3,395 38,500 SH   SOLE   38,500 0 0
CHURCH & DWIGHT INC COM 171340102 8,634 116,600 SH   SOLE   116,600 0 0
CISCO SYS INC COM 17275R102 82,972 1,495,730 SH   SOLE   1,495,730 0 0
CIT GROUP INC COM NEW 125581801 2,796 52,500 SH   SOLE   52,500 0 0
CITIGROUP INC COM NEW 172967424 7,574 106,700 SH   SOLE   106,700 0 0
CITRIX SYS INC COM 177376100 5,759 57,900 SH   SOLE   57,900 0 0
CLARIVATE ANALYTICS PLC *W EXP 11/09/201 G21810117 963 200,000 SH   SOLE   200,000 0 0
COCA COLA CO COM 191216100 128,232 2,484,570 SH   SOLE   2,484,570 0 0
COCA COLA EUROPEAN PARTNERS SHS G25839104 14,672 256,198 SH   SOLE   256,198 0 0
COCA COLA FEMSA S A B DE C V SPONSORD ADR REP 191241108 2,538 40,300 SH   SOLE   40,300 0 0
COGNIZANT TECHNOLOGY SOLUTIO CL A 192446102 8,102 126,100 SH   SOLE   126,100 0 0
COLGATE PALMOLIVE CO COM 194162103 12,095 166,500 SH   SOLE   166,500 0 0
COLLIER CREEK HOLDINGS UNIT 99/99/9999 G22707122 530 50,000 SH   SOLE   50,000 0 0
COMERICA INC COM 200340107 5,758 78,200 SH   SOLE   78,200 0 0
COMPANIA CERVECERIAS UNIDAS SPONSORED ADR 204429104 2,508 87,600 SH   SOLE   87,600 0 0
CONNECTICUT WTR SVC INC COM 207797101 9,279 131,301 SH   SOLE   131,301 0 0
CONTROL4 CORP COM 21240D107 5,450 226,400 SH   SOLE   226,400 0 0
COPART INC COM 217204106 4,144 54,700 SH   SOLE   54,700 0 0
CORTEVA INC COM 22052L104 2,230 74,400 SH   SOLE   74,400 0 0
COSTCO WHSL CORP NEW COM 22160K105 11,196 41,800 SH   SOLE   41,800 0 0
CRESCENT ACQUISITION CORP UNIT 99/99/9999 22564L204 2,555 250,000 SH   SOLE   250,000 0 0
CSW INDUSTRIALS INC COM 126402106 539 7,800 SH   SOLE   7,800 0 0
CTRIP COM INTL LTD SPONSORED ADS 22943F100 3,498 93,500 SH   SOLE   93,500 0 0
CUMMINS INC COM 231021106 7,468 43,000 SH   SOLE   43,000 0 0
CYBERARK SOFTWARE LTD SHS M2682V108 13,359 103,100 SH   SOLE   103,100 0 0
CYPRESS SEMICONDUCTOR CORP COM 232806109 1,476 65,500 SH   SOLE   65,500 0 0
DAQO NEW ENERGY CORP SPNSRD ADR NEW 23703Q203 550 12,800 SH   SOLE   12,800 0 0
DARDEN RESTAURANTS INC COM 237194105 7,230 58,600 SH   SOLE   58,600 0 0
DEL FRISCOS RESTAURANT GROUP COM 245077102 356 44,100 SH   SOLE   44,100 0 0
DIAMOND EAGLE ACQUISITION CO UNIT 06/30/2026 25258L208 3,569 350,000 SH   SOLE   350,000 0 0
DISCOVER FINL SVCS COM 254709108 7,628 97,000 SH   SOLE   97,000 0 0
DOMINOS PIZZA INC COM 25754A201 6,064 21,500 SH   SOLE   21,500 0 0
DOW INC COM 260557103 390 7,800 SH   SOLE   7,800 0 0
DR REDDYS LABS LTD ADR 256135203 6,285 165,500 SH   SOLE   165,500 0 0
DRYSHIPS INC COM PAR NEW Y2109Q705 202 52,300 SH   SOLE   52,300 0 0
EBAY INC COM 278642103 605 15,100 SH   SOLE   15,100 0 0
ECOLAB INC COM 278865100 9,206 46,000 SH   SOLE   46,000 0 0
ECOPETROL S A SPONSORED ADS 279158109 4,572 246,600 SH   SOLE   246,600 0 0
EDWARDS LIFESCIENCES CORP COM 28176E108 7,677 41,000 SH   SOLE   41,000 0 0
ENBRIDGE INC COM 29250N105 205,117 5,590,848 SH   SOLE   5,590,848 0 0
ENCOMPASS HEALTH CORP COM 29261A100 3,102 48,300 SH   SOLE   48,300 0 0
ENEL AMERICAS S A SPONSORED ADR 29274F104 536 59,600 SH   SOLE   59,600 0 0
ENEL CHILE S A SPONSORED ADR 29278D105 163 33,715 SH   SOLE   33,715 0 0
ENSIGN GROUP INC COM 29358P101 485 8,400 SH   SOLE   8,400 0 0
EPR PPTYS COM SH BEN INT 26884U109 4,619 61,100 SH   SOLE   61,100 0 0
EQUITY RESIDENTIAL SH BEN INT 29476L107 10,381 134,900 SH   SOLE   134,900 0 0
EVERI HLDGS INC COM 30034T103 784 64,873 SH   SOLE   64,873 0 0
EXELON CORP COM 30161N101 11,812 243,100 SH   SOLE   243,100 0 0
EXPEDIA GROUP INC COM NEW 30212P303 7,901 58,600 SH   SOLE   58,600 0 0
F5 NETWORKS INC COM 315616102 5,860 39,700 SH   SOLE   39,700 0 0
FACEBOOK INC CL A 30303M102 7,707 39,400 SH   SOLE   39,400 0 0
FACTSET RESH SYS INC COM 303075105 6,012 20,700 SH   SOLE   20,700 0 0
FAIR ISAAC CORP COM 303250104 5,729 18,000 SH   SOLE   18,000 0 0
FIFTH THIRD BANCORP COM 316773100 7,864 278,100 SH   SOLE   278,100 0 0
FIRSTSERVICE CORP NEW COM 33767E202 586 6,000 SH   SOLE   6,000 0 0
FLOTEK INDS INC DEL COM 343389102 42 12,451 SH   SOLE   12,451 0 0
FOMENTO ECONOMICO MEXICANO S SPON ADR UNITS 344419106 1,706 17,400 SH   SOLE   17,400 0 0
FORD MTR CO DEL COM 345370860 8,237 794,400 SH   SOLE   794,400 0 0
FORTINET INC COM 34959E109 5,280 67,800 SH   SOLE   67,800 0 0
FRESHPET INC COM 358039105 886 19,200 SH   SOLE   19,200 0 0
GAMESTOP CORP NEW CL A 36467W109 3,068 553,400 SH   SOLE   553,400 0 0
GANNETT CO INC COM 36473H104 819 99,000 SH   SOLE   99,000 0 0
GARMIN LTD SHS H2906T109 7,053 87,200 SH   SOLE   87,200 0 0
GENPACT LIMITED SHS G3922B107 2,397 62,100 SH   SOLE   62,100 0 0
GENTEX CORP COM 371901109 2,921 117,100 SH   SOLE   117,100 0 0
GENWORTH FINL INC COM CL A 37247D106 602 160,100 SH   SOLE   160,100 0 0
GILDAN ACTIVEWEAR INC COM 375916103 6,687 170,100 SH   SOLE   170,100 0 0
GILEAD SCIENCES INC COM 375558103 7,971 116,400 SH   SOLE   116,400 0 0
GLOBAL BRASS & COPPR HLDGS I COM 37953G103 10,631 239,853 SH   SOLE   239,853 0 0
GOLUB CAP BDC INC COM 38173M102 13,359 740,480 SH   SOLE   740,480 0 0
GORES METROPOULOS INC UNIT 99/99/9999 382872208 266 25,000 SH   SOLE   25,000 0 0
GPO AEROPORTUARIO DEL PAC SA SPON ADR B 400506101 1,956 18,500 SH   SOLE   18,500 0 0
GRACO INC COM 384109104 2,548 50,100 SH   SOLE   50,100 0 0
HARRIS CORP DEL COM 413875105 9,106 47,500 SH   SOLE   47,500 0 0
HASBRO INC COM 418056107 6,555 61,200 SH   SOLE   61,200 0 0
HEICO CORP NEW COM 422806109 2,930 21,600 SH   SOLE   21,600 0 0
HERBALIFE NUTRITION LTD COM SHS G4412G101 7,346 169,500 SH   SOLE   169,500 0 0
HERC HLDGS INC COM 42704L104 311 6,700 SH   SOLE   6,700 0 0
HERSHEY CO COM 427866108 11,941 87,900 SH   SOLE   87,900 0 0
HERTZ GLOBAL HLDGS INC COM 42806J106 254 15,700 SH   SOLE   15,700 0 0
HERTZ GLOBAL HLDGS INC RIGHT 07/12/2019 42806J114 31 15,700 SH   SOLE   15,700 0 0
HILTON GRAND VACATIONS INC COM 43283X105 581 18,000 SH   SOLE   18,000 0 0
HOME DEPOT INC COM 437076102 9,534 45,231 SH   SOLE   45,231 0 0
HONEYWELL INTL INC COM 438516106 9,591 54,200 SH   SOLE   54,200 0 0
HOST HOTELS & RESORTS INC COM 44107P104 7,221 391,000 SH   SOLE   391,000 0 0
HOULIHAN LOKEY INC CL A 441593100 2,392 53,000 SH   SOLE   53,000 0 0
HOWARD HUGHES CORP COM 44267D107 477 3,800 SH   SOLE   3,800 0 0
HP INC COM 40434L105 8,109 384,800 SH   SOLE   384,800 0 0
HUMANA INC COM 444859102 8,443 31,400 SH   SOLE   31,400 0 0
HUNTINGTON INGALLS INDS INC COM 446413106 6,059 26,600 SH   SOLE   26,600 0 0
IAMGOLD CORP COM 450913108 863 251,800 SH   SOLE   251,800 0 0
IDEXX LABS INC COM 45168D104 6,223 22,300 SH   SOLE   22,300 0 0
IHS MARKIT LTD SHS G47567105 4,276 66,200 SH   SOLE   66,200 0 0
ILLINOIS TOOL WKS INC COM 452308109 7,566 49,500 SH   SOLE   49,500 0 0
INFOSYS LTD SPONSORED ADR 456788108 2,346 216,300 SH   SOLE   216,300 0 0
INTEL CORP COM 458140100 7,229 149,000 SH   SOLE   149,000 0 0
INVITATION HOMES INC COM 46187W107 4,357 160,800 SH   SOLE   160,800 0 0
IRONWOOD PHARMACEUTICALS INC COM CL A 46333X108 650 58,600 SH   SOLE   58,600 0 0
ISHARES TR MSCI EAFE ETF 464287465 19,004 285,425 SH   SOLE   285,425 0 0
ISHARES TR PFD AND INCM SEC 464288687 19,611 525,049 SH   SOLE   525,049 0 0
ITAU UNIBANCO HLDG SA SPON ADR REP PFD 465562106 7,887 826,100 SH   SOLE   826,100 0 0
ITURAN LOCATION AND CONTROL SHS M6158M104 525 17,200 SH   SOLE   17,200 0 0
JABIL INC COM 466313103 1,310 40,900 SH   SOLE   40,900 0 0
JAZZ PHARMACEUTICALS PLC SHS USD G50871105 5,997 41,500 SH   SOLE   41,500 0 0
JOHNSON & JOHNSON COM 478160104 101,461 718,710 SH   SOLE   718,710 0 0
JPMORGAN CHASE & CO COM 46625H100 514,465 4,540,029 SH   SOLE   4,540,029 0 0
JUNIPER NETWORKS INC COM 48203R104 5,671 210,100 SH   SOLE   210,100 0 0
JUST ENERGY GROUP INC COM 48213W101 134 30,700 SH   SOLE   30,700 0 0
KEYSIGHT TECHNOLOGIES INC COM 49338L103 282 3,100 SH   SOLE   3,100 0 0
KIMBERLY CLARK CORP COM 494368103 11,861 87,800 SH   SOLE   87,800 0 0
KINDER MORGAN INC DEL COM 49456B101 58,636 2,770,625 SH   SOLE   2,770,625 0 0
KONTOOR BRANDS INC COM 50050N103 1,792 63,100 SH   SOLE   63,100 0 0
KORNIT DIGITAL LTD SHS M6372Q113 1,412 44,000 SH   SOLE   44,000 0 0
KT CORP SPONSORED ADR 48268K101 1,685 134,400 SH   SOLE   134,400 0 0
L BRANDS INC COM 501797104 2,032 76,800 SH   SOLE   76,800 0 0
LAM RESEARCH CORP COM 512807108 5,864 30,800 SH   SOLE   30,800 0 0
LANDSTAR SYS INC COM 515098101 2,835 25,900 SH   SOLE   25,900 0 0
LAUDER ESTEE COS INC CL A 518439104 9,670 52,100 SH   SOLE   52,100 0 0
LAUREATE EDUCATION INC CL A 518613203 1,239 77,800 SH   SOLE   77,800 0 0
LAZARD LTD SHS A G54050102 2,468 70,800 SH   SOLE   70,800 0 0
LEIDOS HLDGS INC COM 525327102 5,884 72,700 SH   SOLE   72,700 0 0
LIBERTY MEDIA CORP DELAWARE COM SER A FRMLA 531229870 440 12,100 SH   SOLE   12,100 0 0
LINDE PLC SHS G5494J103 71,641 352,002 SH   SOLE   352,002 0 0
LOCKHEED MARTIN CORP COM 539830109 9,470 25,700 SH   SOLE   25,700 0 0
LSC COMMUNICATIONS INC COM 50218P107 2,364 635,399 SH   SOLE   635,399 0 0
LULULEMON ATHLETICA INC COM 550021109 7,580 41,500 SH   SOLE   41,500 0 0
LYONDELLBASELL INDUSTRIES N SHS - A - N53745100 93,445 1,070,400 SH   SOLE   1,070,400 0 0
MANITOWOC CO INC COM NEW 563571405 384 21,300 SH   SOLE   21,300 0 0
MANPOWERGROUP INC COM 56418H100 2,458 25,100 SH   SOLE   25,100 0 0
MARKETAXESS HLDGS INC COM 57060D108 6,841 21,000 SH   SOLE   21,000 0 0
MASIMO CORP COM 574795100 6,290 41,700 SH   SOLE   41,700 0 0
MASTERCARD INC CL A 57636Q104 7,844 29,255 SH   SOLE   29,255 0 0
MCDONALDS CORP COM 580135101 11,682 55,500 SH   SOLE   55,500 0 0
MEDTRONIC PLC SHS G5960L103 112,254 1,137,190 SH   SOLE   1,137,190 0 0
MEET GROUP INC COM 58513U101 166 47,100 SH   SOLE   47,100 0 0
MERCK & CO INC COM 58933Y105 9,808 115,400 SH   SOLE   115,400 0 0
METTLER TOLEDO INTERNATIONAL COM 592688105 5,023 5,900 SH   SOLE   5,900 0 0
MICRON TECHNOLOGY INC COM 595112103 7,780 198,900 SH   SOLE   198,900 0 0
MICROSOFT CORP COM 594918104 150,666 1,109,650 SH   SOLE   1,109,650 0 0
MID AMER APT CMNTYS INC COM 59522J103 5,109 42,800 SH   SOLE   42,800 0 0
MIDSOUTH BANCORP INC COM 598039105 1,049 87,367 SH   SOLE   87,367 0 0
MILLER HERMAN INC COM 600544100 630 13,900 SH   SOLE   13,900 0 0
MITEK SYS INC COM NEW 606710200 1,437 142,600 SH   SOLE   142,600 0 0
MOLSON COORS BREWING CO CL B 60871R209 5,642 99,400 SH   SOLE   99,400 0 0
MOMO INC ADR 60879B107 3,901 107,500 SH   SOLE   107,500 0 0
MONSTER BEVERAGE CORP NEW COM 61174X109 8,262 127,700 SH   SOLE   127,700 0 0
MOODYS CORP COM 615369105 7,740 39,100 SH   SOLE   39,100 0 0
MOTOROLA SOLUTIONS INC COM NEW 620076307 8,889 52,600 SH   SOLE   52,600 0 0
MSCI INC COM 55354G100 6,075 25,100 SH   SOLE   25,100 0 0
NASDAQ INC COM 631103108 3,236 33,200 SH   SOLE   33,200 0 0
NATIONAL FUEL GAS CO N J COM 636180101 4,839 90,500 SH   SOLE   90,500 0 0
NAVIENT CORPORATION COM 63938C108 454 32,800 SH   SOLE   32,800 0 0
NETAPP INC COM 64110D104 6,548 104,700 SH   SOLE   104,700 0 0
NEW SR INVT GROUP INC COM 648691103 390 57,200 SH   SOLE   57,200 0 0
NEXPOINT RESIDENTIAL TR INC COM 65341D102 227 5,400 SH   SOLE   5,400 0 0
NEXTERA ENERGY INC COM 65339F101 94,342 454,350 SH   SOLE   454,350 0 0
NICE LTD SPONSORED ADR 653656108 6,499 46,800 SH   SOLE   46,800 0 0
NIKE INC CL B 654106103 87,286 1,025,811 SH   SOLE   1,025,811 0 0
NISOURCE INC COM 65473P105 712 24,400 SH   SOLE   24,400 0 0
NVR INC COM 62944T105 6,490 1,900 SH   SOLE   1,900 0 0
NXP SEMICONDUCTORS N V COM N6596X109 2,909 29,400 SH   SOLE   29,400 0 0
OAKTREE CAP GROUP LLC UNIT CL A 674001201 17,027 339,100 SH   SOLE   339,100 0 0
OMNICOM GROUP INC COM 681919106 8,016 96,500 SH   SOLE   96,500 0 0
OPKO HEALTH INC COM 68375N103 293 118,500 SH   SOLE   118,500 0 0
ORACLE CORP COM 68389X105 4,544 78,700 SH   SOLE   78,700 0 0
ORION GROUP HOLDINGS INC COM 68628V308 57 21,000 SH   SOLE   21,000 0 0
ORITANI FINL CORP DEL COM 68633D103 1,911 106,300 SH   SOLE   106,300 0 0
OWENS CORNING NEW COM 690742101 1,221 20,700 SH   SOLE   20,700 0 0
PACCAR INC COM 693718108 5,665 78,000 SH   SOLE   78,000 0 0
PALO ALTO NETWORKS INC COM 697435105 7,518 36,400 SH   SOLE   36,400 0 0
PAYCHEX INC COM 704326107 6,231 74,700 SH   SOLE   74,700 0 0
PAYPAL HLDGS INC COM 70450Y103 7,390 63,700 SH   SOLE   63,700 0 0
PCM INC COM 69323K100 1,928 54,300 SH   SOLE   54,300 0 0
PEMBINA PIPELINE CORP COM 706327103 49,530 1,309,873 SH   SOLE   1,309,873 0 0
PEPSICO INC COM 713448108 12,361 93,000 SH   SOLE   93,000 0 0
PINNACLE WEST CAP CORP COM 723484101 12,054 126,400 SH   SOLE   126,400 0 0
PIONEER ENERGY SVCS CORP COM 723664108 60 235,100 SH   SOLE   235,100 0 0
PREMIER INC CL A 74051N102 1,998 50,400 SH   SOLE   50,400 0 0
PRESIDIO INC COM 74102M103 206 14,900 SH   SOLE   14,900 0 0
PRICE T ROWE GROUP INC COM 74144T108 5,527 49,700 SH   SOLE   49,700 0 0
PROCTER AND GAMBLE CO COM 742718109 12,447 112,000 SH   SOLE   112,000 0 0
PROGRESSIVE CORP OHIO COM 743315103 9,592 118,400 SH   SOLE   118,400 0 0
PROOFPOINT INC COM 743424103 5,265 43,200 SH   SOLE   43,200 0 0
PRUDENTIAL FINL INC COM 744320102 7,749 75,700 SH   SOLE   75,700 0 0
PULTE GROUP INC COM 745867101 6,192 193,200 SH   SOLE   193,200 0 0
QEP RES INC COM 74733V100 3,814 520,400 SH   SOLE   520,400 0 0
RADWARE LTD ORD M81873107 2,642 105,400 SH   SOLE   105,400 0 0
RALPH LAUREN CORP CL A 751212101 6,102 53,000 SH   SOLE   53,000 0 0
REALTY INCOME CORP COM 756109104 11,632 166,400 SH   SOLE   166,400 0 0
RED ROBIN GOURMET BURGERS IN COM 75689M101 452 14,600 SH   SOLE   14,600 0 0
REINSURANCE GRP OF AMERICA I COM NEW 759351604 3,527 22,300 SH   SOLE   22,300 0 0
REPLAY ACQUISITION CORP UNIT 03/01/2024 G75130123 1,270 125,000 SH   SOLE   125,000 0 0
RMR GROUP INC CL A 74967R106 643 13,500 SH   SOLE   13,500 0 0
ROBERT HALF INTL INC COM 770323103 5,322 92,100 SH   SOLE   92,100 0 0
ROCKWELL AUTOMATION INC COM 773903109 7,290 43,900 SH   SOLE   43,900 0 0
ROGERS COMMUNICATIONS INC CL B 775109200 91,697 1,686,451 SH   SOLE   1,686,451 0 0
ROLLINS INC COM 775711104 2,727 75,000 SH   SOLE   75,000 0 0
ROSS STORES INC COM 778296103 9,303 92,600 SH   SOLE   92,600 0 0
ROYAL BK CDA MONTREAL QUE COM 780087102 361,534 4,478,786 SH   SOLE   4,478,786 0 0
RUDOLPH TECHNOLOGIES INC COM 781270103 333 11,900 SH   SOLE   11,900 0 0
S&P GLOBAL INC COM 78409V104 9,051 39,200 SH   SOLE   39,200 0 0
SEAGATE TECHNOLOGY PLC SHS G7945M107 4,642 97,200 SH   SOLE   97,200 0 0
SELECT ENERGY SVCS INC CL A COM 81617J301 422 35,900 SH   SOLE   35,900 0 0
SELECT SECTOR SPDR TR SBI INT-FINL 81369Y605 55,949 2,000,000 SH   SOLE   2,000,000 0 0
SEMGROUP CORP CL A 81663A105 383 31,454 SH   SOLE   31,454 0 0
SERVICENOW INC COM 81762P102 6,401 23,000 SH   SOLE   23,000 0 0
SIMON PPTY GROUP INC NEW COM 828806109 118,739 733,283 SH   SOLE   733,283 0 0
SIRIUS XM HLDGS INC COM 82968B103 9,356 1,654,200 SH   SOLE   1,654,200 0 0
SK TELECOM LTD SPONSORED ADR 78440P108 3,462 138,000 SH   SOLE   138,000 0 0
SMUCKER J M CO COM NEW 832696405 8,511 72,900 SH   SOLE   72,900 0 0
SNAP ON INC COM 833034101 5,456 32,500 SH   SOLE   32,500 0 0
SONOCO PRODS CO COM 835495102 3,795 57,300 SH   SOLE   57,300 0 0
SOUTH MTN MERGER CORP UNIT 99/99/9999 838884203 2,027 200,000 SH   SOLE   200,000 0 0
SOUTHERN COPPER CORP COM 84265V105 8,288 210,482 SH   SOLE   210,482 0 0
SPDR S&P 500 ETF TR TR UNIT 78462F103 38,776 130,535 SH   SOLE   130,535 0 0
SPEEDWAY MOTORSPORTS INC COM 847788106 617 32,800 SH   SOLE   32,800 0 0
SPIRIT AEROSYSTEMS HLDGS INC COM CL A 848574109 4,990 60,500 SH   SOLE   60,500 0 0
SPIRIT MTA REIT COM SHS BEN IN 84861U105 143 16,900 SH   SOLE   16,900 0 0
SPX FLOW INC COM 78469X107 471 11,100 SH   SOLE   11,100 0 0
STARBUCKS CORP COM 855244109 10,383 122,200 SH   SOLE   122,200 0 0
STATE STR CORP COM 857477103 89,487 1,574,899 SH   SOLE   1,574,899 0 0
STRYKER CORP COM 863667101 9,127 43,800 SH   SOLE   43,800 0 0
SUMMIT MATLS INC CL A 86614U100 884 45,300 SH   SOLE   45,300 0 0
SUN LIFE FINL INC COM 866796105 11,996 285,191 SH   SOLE   285,191 0 0
SUNCOR ENERGY INC NEW COM 867224107 66,107 2,086,372 SH   SOLE   2,086,372 0 0
SUNTRUST BKS INC COM 867914103 14,053 220,600 SH   SOLE   220,600 0 0
SYNOVUS FINL CORP COM NEW 87161C501 2,228 62,800 SH   SOLE   62,800 0 0
TAIWAN SEMICONDUCTOR MFG LTD SPONSORED ADS 874039100 7,825 197,100 SH   SOLE   197,100 0 0
TAL EDUCATION GROUP SPONSORED ADS 874080104 2,780 72,000 SH   SOLE   72,000 0 0
TARGA RES CORP COM 87612G101 57,528 1,445,679 SH   SOLE   1,445,679 0 0
TARO PHARMACEUTICAL INDS LTD SHS M8737E108 2,649 30,600 SH   SOLE   30,600 0 0
TC ENERGY CORP COM 87807B107 377,974 7,506,205 SH   SOLE   7,506,205 0 0
TELEFONICA BRASIL SA SPONSORED ADR 87936R106 5,508 417,400 SH   SOLE   417,400 0 0
TELUS CORP COM 87971M103 12,180 324,372 SH   SOLE   324,372 0 0
TEXAS INSTRS INC COM 882508104 7,037 60,500 SH   SOLE   60,500 0 0
TEXTRON INC COM 883203101 5,763 107,200 SH   SOLE   107,200 0 0
THOMSON REUTERS CORP COM NEW 884903709 12,297 187,670 SH   SOLE   187,670 0 0
TIM PARTICIPACOES S A SPONSORED ADR 88706P205 1,708 112,590 SH   SOLE   112,590 0 0
TOPBUILD CORP COM 89055F103 671 8,000 SH   SOLE   8,000 0 0
TORO CO COM 891092108 2,862 42,200 SH   SOLE   42,200 0 0
TORONTO DOMINION BK ONT COM NEW 891160509 187,222 3,154,414 SH   SOLE   3,154,414 0 0
TORTOISE ACQUISITION CORP UNIT 03/04/2024 89154L209 2,298 225,000 SH   SOLE   225,000 0 0
TRIBUNE MEDIA CO CL A 896047503 2,113 45,100 SH   SOLE   45,100 0 0
TWIN RIV WORLDWIDE HLDGS INC COM 90171V204 1,734 57,500 SH   SOLE   57,500 0 0
TYSON FOODS INC CL A 902494103 10,459 127,800 SH   SOLE   127,800 0 0
UBIQUITI NETWORKS INC COM 90347A100 5,105 38,300 SH   SOLE   38,300 0 0
UNION PACIFIC CORP COM 907818108 156,865 915,168 SH   SOLE   915,168 0 0
UNIQURE NV SHS N90064101 618 7,800 SH   SOLE   7,800 0 0
UNITED PARCEL SERVICE INC CL B 911312106 134,731 1,287,180 SH   SOLE   1,287,180 0 0
UNITED TECHNOLOGIES CORP COM 913017109 193,416 1,465,634 SH   SOLE   1,465,634 0 0
US BANCORP DEL COM NEW 902973304 222,815 4,195,255 SH   SOLE   4,195,255 0 0
USA TECHNOLOGIES INC COM NO PAR 90328S500 366 48,600 SH   SOLE   48,600 0 0
VANECK VECTORS ETF TR JP MORGAN MKTS 92189H300 413,259 11,750,000 SH   SOLE   11,750,000 0 0
VARIAN MED SYS INC COM 92220P105 5,974 43,300 SH   SOLE   43,300 0 0
VEEVA SYS INC CL A COM 922475108 2,317 14,100 SH   SOLE   14,100 0 0
VERISK ANALYTICS INC COM 92345Y106 7,229 48,700 SH   SOLE   48,700 0 0
VERIZON COMMUNICATIONS INC COM 92343V104 11,749 202,900 SH   SOLE   202,900 0 0
VERRA MOBILITY CORP COM 92511U102 1,580 119,100 SH   SOLE   119,100 0 0
VIASAT INC COM 92552V100 1,671 20,400 SH   SOLE   20,400 0 0
VIAVI SOLUTIONS INC COM 925550105 500 37,100 SH   SOLE   37,100 0 0
VIPSHOP HLDGS LTD SPONSORED ADS A 92763W103 3,666 419,100 SH   SOLE   419,100 0 0
VISA INC COM CL A 92826C839 208,633 1,186,049 SH   SOLE   1,186,049 0 0
VMWARE INC CL A COM 928563402 6,101 36,000 SH   SOLE   36,000 0 0
WALGREENS BOOTS ALLIANCE INC COM 931427108 626 11,300 SH   SOLE   11,300 0 0
WASTE MGMT INC DEL COM 94106L109 104,903 897,100 SH   SOLE   897,100 0 0
WATERS CORP COM 941848103 5,258 24,100 SH   SOLE   24,100 0 0
WELLS FARGO CO NEW COM 949746101 285,250 5,947,380 SH   SOLE   5,947,380 0 0
WESTERN UN CO COM 959802109 6,342 314,600 SH   SOLE   314,600 0 0
WILLIAMS COS INC DEL COM 969457100 59,781 2,103,432 SH   SOLE   2,103,432 0 0
WIPRO LTD SPON ADR 1 SH 97651M109 3,018 687,700 SH   SOLE   687,700 0 0
WYNDHAM HOTELS & RESORTS INC COM 98311A105 605 10,700 SH   SOLE   10,700 0 0
YATRA ONLINE INC ORD SHS G98338109 624 164,700 SH   SOLE   164,700 0 0
YUM BRANDS INC COM 988498101 11,901 106,100 SH   SOLE   106,100 0 0
YUM CHINA HLDGS INC COM 98850P109 12,540 267,800 SH   SOLE   267,800 0 0
YY INC SPONSORED ADS A 98426T106 3,136 44,400 SH   SOLE   44,400 0 0
ZIONS BANCORPORATION N A COM 989701107 5,886 126,300 SH   SOLE   126,300 0 0
ZOETIS INC CL A 98978V103 9,467 82,300 SH   SOLE   82,300 0 0
ZUMIEZ INC COM 989817101 484 18,300 SH   SOLE   18,300 0 0